Metropolitan West Funds NPORT-P Metropolitan West Total Return Bond Fund (Dec 2022 report)

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

1

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

BONDS

–

113.14%

ASSET-BACKED

SECURITIES

—

5.19%**  

Academic

Loan

Funding

Trust,

Series

2012-1A,

Class

A2

(LIBOR

USD

1-Month

plus

1.10%)

5.49%

12/27/44

1,2

$

14,876,156‌

$

14,633,408‌

AGL

CLO

1

Ltd.,

Series

2019-1A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.89%

10/20/34

1,2,3

24,800,000‌

23,623,587‌

AGL

CLO

17

Ltd.,

Series

2022-17A,

Class

A

(Cayman

Islands)

(CME

Term

SOFR

3-Month

plus

1.33%)

5.32%

01/21/35

1,2,3

30,520,000‌

29,614,716‌

AIG

CLO

LLC,

Series

2020-1A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.16%)

5.24%

04/15/34

1,2,3

48,800,000‌

47,438,480‌

Aimco

CLO

11

Ltd.,

Series

2020-11A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.13%)

5.21%

10/17/34

1,2,3

7,050,000‌

6,876,633‌

Allegro

CLO

XIII

Ltd.,

Series

2021-1A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

5.94%

07/20/34

1,2,3

9,250,000‌

8,869,816‌

AMMC

CLO

15

Ltd.,

Series

2014-15A,

Class

AR3

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.12%)

5.20%

01/15/32

1,2,3

27,800,000‌

27,324,064‌

AMMC

CLO

19

Ltd.,

Series

2016-19A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.14%)

5.22%

10/16/28

1,2,3

14,514,468‌

14,505,033‌

AMMC

CLO

22

Ltd.,

Series

2018-22A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.45%)

5.81%

04/25/31

1,2,3

19,750,000‌

19,096,078‌

AMSR

Trust,

Series

2020-SFR1,

Class

A

1.82%

04/17/37

1

13,986,580‌

12,792,575‌

AMSR

Trust,

Series

2021-SFR1,

Class

G

4.61%

06/17/38

1,4

13,000,000‌

10,373,369‌

Apidos

CLO

XVIII,

Series

2018-18A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.97%

10/22/30

1,2,3

6,700,000‌

6,464,629‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Apidos

CLO

XXII,

Series

2015-22A,

Class

A1R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.06%)

5.30%

04/20/31

1,2,3

$

21,345,000‌

$

21,048,347‌

Barings

CLO

Ltd.,

Series

2013-IA,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.80%)

5.04%

01/20/28

1,2,3

17,427,392‌

17,314,253‌

Barings

CLO

Ltd.,

Series

2018-3A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.95%)

5.19%

07/20/29

1,2,3

20,792,670‌

20,649,492‌

Barings

CLO

Ltd.,

Series

2020-4A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.22%)

5.46%

01/20/32

1,2,3

19,110,000‌

18,829,867‌

Bayview

Commercial

Asset

Trust,

Series

2004-2,

Class

A

(LIBOR

USD

1-Month

plus

0.65%)

5.03%

08/25/34

1,2

129,474‌

129,322‌

Bayview

Commercial

Asset

Trust,

Series

2004-3,

Class

A1

(LIBOR

USD

1-Month

plus

0.56%)

4.94%

01/25/35

1,2

757,155‌

755,638‌

Bayview

Commercial

Asset

Trust,

Series

2005-1A,

Class

A1

(LIBOR

USD

1-Month

plus

0.45%)

4.84%

04/25/35

1,2

1,525,035‌

1,457,955‌

BCRED

MML

CLO,

LLC,

Series

2022-1A,

Class

A1

(CME

Term

SOFR

3-Month

plus

1.65%)

5.61%

04/20/35

1,2

48,400,000‌

46,284,920‌

BlueMountain

CLO

Ltd.,

Series

2014-2A,

Class

BR2

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.75%)

5.99%

10/20/30

1,2,3

1,830,000‌

1,764,065‌

BlueMountain

CLO

XXXII

Ltd.,

Series

2021-32A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

5.78%

10/15/34

1,2,3

25,000,000‌

23,883,700‌

BlueMountain

Fuji

U.S.

CLO

I

Ltd.,

Series

2017-1A,

Class

A1R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.98%)

5.22%

07/20/29

1,2,3

27,936,643‌

27,551,760‌

Brazos

Education

Loan

Authority,

Inc.,

Series

2012-1,

Class

A1

(LIBOR

USD

1-Month

plus

0.70%)

5.09%

12/26/35

2

19,349‌

19,049‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

2

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Brazos

Higher

Education

Authority,

Inc.,

Series

2010-1,

Class

A2

(LIBOR

USD

3-Month

plus

1.20%)

5.90%

02/25/35

2

$

10,993,119‌

$

10,931,548‌

Brazos

Higher

Education

Authority,

Inc.,

Series

2011-2,

Class

A3

(LIBOR

USD

3-Month

plus

1.00%)

5.36%

10/27/36

2

22,282,573‌

21,985,918‌

Carvana

Auto

Receivables

Trust,

Series

2021-N1,

Class

R

0.00%

01/10/28

1

40,871‌

6,829,421‌

Carvana

Auto

Receivables

Trust,

Series

2021-P4,

Class

R

0.00%

09/11/28

1

43,250‌

19,746,851‌

Catskill

Park

CLO

Ltd.,

Series

2017-1A,

Class

A2

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

5.94%

04/20/29

1,2,3

6,000,000‌

5,823,480‌

Cedar

Funding

II

CLO

Ltd.,

Series

2013-1A,

Class

BRR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.35%)

5.59%

04/20/34

1,2,3

4,950,000‌

4,653,921‌

Cedar

Funding

V

CLO

Ltd.,

Series

2016-5A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.75%)

5.83%

07/17/31

1,2,3

7,000,000‌

6,772,500‌

Cedar

Funding

VIII

CLO

Ltd.,

Series

2017-8A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.73%

10/17/34

1,2,3

9,350,000‌

8,867,540‌

CIFC

Funding

Ltd.,

Series

2017-4A,

Class

A2R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.55%)

5.87%

10/24/30

1,2,3

3,475,000‌

3,351,082‌

CIFC

Funding

Ltd.,

Series

2020-2A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.60%)

5.84%

10/20/34

1,2,3

9,000,000‌

8,561,340‌

CIFC

Funding

Ltd.,

Series

2021-6A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.73%

10/15/34

1,2,3

20,000,000‌

19,082,200‌

CIFC

Funding

Ltd.,

Series

2022-1A,

Class

A

(Cayman

Islands)

(CME

Term

SOFR

3-Month

plus

1.32%)

5.18%

04/17/35

1,2,3

35,000,000‌

34,047,160‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

CIT

Education

Loan

Trust,

Series

2007-1,

Class

B

(LIBOR

USD

3-Month

plus

0.30%)

5.02%

06/25/42

1,2

$

9,118,341‌

$

7,993,371‌

Clear

Creek

CLO,

Series

2015-1A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.20%)

5.44%

10/20/30

1,2,3

27,190,000‌

26,893,847‌

College

Loan

Corp.

Trust,

Series

2005-2,

Class

B

(LIBOR

USD

3-Month

plus

0.49%)

4.57%

01/15/37

2

1,641,601‌

1,419,572‌

Dryden

30

Senior

Loan

Fund,

Series

2013-30A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.82%)

5.43%

11/15/28

1,2,3

16,029,837‌

15,858,526‌

Dryden

30

Senior

Loan

Fund,

Series

2013-30A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.25%)

5.86%

11/15/28

1,2,3

1,500,000‌

1,444,620‌

Dryden

65

CLO

Ltd.,

Series

2018-65A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.60%)

5.79%

07/18/30

1,2,3

3,500,000‌

3,393,540‌

Dryden

83

CLO

Ltd.,

Series

2020-83A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.22%)

5.41%

01/18/32

1,2,3

29,220,000‌

28,780,560‌

Dryden

92

CLO

Ltd.,

Series

2021-92A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

6.33%

11/20/34

1,2,3

22,500,000‌

21,278,250‌

Dryden

XXVI

Senior

Loan

Fund,

Series

2013-26A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.90%)

4.98%

04/15/29

1,2,3

20,549,504‌

20,301,882‌

Eaton

Vance

CLO

Ltd.,

Series

2013-1A,

Class

A13R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.25%)

5.33%

01/15/34

1,2,3

23,850,000‌

23,291,266‌

Eaton

Vance

CLO

Ltd.,

Series

2018-1A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.75%)

5.83%

10/15/30

1,2,3

5,000,000‌

4,826,000‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

3

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Eaton

Vance

CLO

Ltd.,

Series

2020-1A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.73%

10/15/34

1,2,3

$

25,000,000‌

$

23,882,500‌

ECMC

Group

Student

Loan

Trust,

Series

2016-1A,

Class

A

(LIBOR

USD

1-Month

plus

1.35%)

5.37%

07/26/66

1,2

31,573,461‌

30,754,376‌

Education

Loan

Asset-Backed

Trust

I,

Series

2013-1,

Class

A2

(LIBOR

USD

1-Month

plus

0.80%)

5.19%

04/26/32

1,2

6,398,834‌

6,325,084‌

Educational

Funding

of

the

South,

Inc.,

Series

2012-1,

Class

A

(LIBOR

USD

1-Month

plus

1.05%)

5.09%

03/25/36

2

5,172,273‌

5,167,039‌

EFS

Volunteer

No.

2

LLC,

Series

2012-1,

Class

A2

(LIBOR

USD

1-Month

plus

1.35%)

5.74%

03/25/36

1,2

6,735,354‌

6,666,398‌

Elmwood

CLO

XI

Ltd.,

Series

2021-4A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.60%)

5.84%

10/20/34

1,2,3

16,000,000‌

15,242,080‌

FirstKey

Homes

Trust,

Series

2021-SFR1,

Class

F1

3.24%

08/17/38

1

9,416,000‌

7,953,190‌

FirstKey

Homes

Trust,

Series

2021-SFR2,

Class

F1

2.91%

09/17/38

1

12,677,000‌

10,448,040‌

Flatiron

CLO

21

Ltd.,

Series

2021-1A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.11%)

5.34%

07/19/34

1,2,3

52,500,000‌

50,919,750‌

Global

SC

Finance

II

SRL,

Series

2014-1A,

Class

A2

(Barbados)

3.09%

07/17/29

1,3

13,999,655‌

13,491,505‌

Goal

Capital

Funding

Trust,

Series

2006-1,

Class

B

(LIBOR

USD

3-Month

plus

0.45%)

5.15%

08/25/42

2

1,512,402‌

1,388,168‌

Goal

Structured

Solutions

Trust,

Series

2015-1,

Class

A

(LIBOR

USD

1-Month

plus

0.65%)

5.04%

09/25/41

1,2

12,668,060‌

12,154,742‌

GoldenTree

Loan

Management

U.S.

CLO

8

Ltd.,

Series

2020-8A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.15%)

5.39%

10/20/34

1,2,3

36,180,000‌

35,291,166‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

GoldenTree

Loan

Opportunities

IX

Ltd.,

Series

2014-9A,

Class

AR2

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.11%)

5.52%

10/29/29

1,2,3

$

4,475,150‌

$

4,434,650‌

Golub

Capital

Partners

CLO

64B

Ltd.,

Series

2022-64A,

Class

B

(United

Kingdom)

(CME

Term

SOFR

3-Month

plus

3.30%)

7.29%

10/25/35

1,2,3

8,800,000‌

8,799,630‌

Greenwood

Park

CLO

Ltd.,

Series

2018-1A,

Class

A2

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.01%)

5.09%

04/15/31

1,2,3

6,730,000‌

6,621,708‌

HPS

Loan

Management

Ltd.

Series

15A-19,

Class

A1R

(United

Kingdom)

(CME

Term

SOFR

3-Month

plus

1.32%)

5.36%

01/22/35

1,2,3

35,720,000‌

34,573,388‌

HPS

Loan

Management

Ltd.,

Series

2021-16A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

6.02%

01/23/35

1,2,3

19,250,000‌

18,369,582‌

J.G.

Wentworth

XXX

LLC,

Series

2013-3A,

Class

A

4.08%

01/17/73

1

537,839‌

482,030‌

J.G.

Wentworth

XXXII

LLC,

Series

2014-2A,

Class

A

3.61%

01/17/73

1

35,112,137‌

30,442,732‌

LCM

XVIII

LP,

Series

19A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.24%)

5.32%

07/15/27

1,2,3

4,367,138‌

4,350,280‌

LCM

XX

LP,

Series

20A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.04%)

5.28%

10/20/27

1,2,3

1,925,598‌

1,912,529‌

LCM

XXI

LP,

Series

21A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.88%)

5.12%

04/20/28

1,2,3

7,640,114‌

7,600,477‌

Lehman

Brothers

Small

Balance

Commercial

Mortgage

Trust,

Series

2007-1A,

Class

2A3

5.62%

03/25/37

1,4

354,367‌

348,842‌

Lucali

CLO

Ltd.,

Series

2020-1A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.21%)

5.29%

01/15/33

1,2,3

11,550,000‌

11,375,479‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

4

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Madison

Park

Funding

XLVIII

Ltd.,

Series

2021-48A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.15%)

5.38%

04/19/33

1,2,3

$

30,635,000‌

$

30,162,302‌

Madison

Park

Funding

XVII

Ltd.,

Series

2015-17A,

Class

BR2

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.50%)

5.78%

07/21/30

1,2,3

10,000,000‌

9,634,600‌

Madison

Park

Funding

XXX

Ltd.,

Series

2018-30A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.75%)

4.83%

04/15/29

1,2,3

6,772,958‌

6,694,074‌

Madison

Park

Funding

XXXVIII

Ltd.,

Series

2021-38A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.12%)

5.20%

07/17/34

1,2,3

20,500,000‌

20,025,076‌

Magnetite

XXIII

Ltd.,

Series

2019-23A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

6.01%

01/25/35

1,2,3

20,000,000‌

19,181,180‌

Magnetite

XXV

Ltd.,

Series

2020-25A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.20%)

5.56%

01/25/32

1,2,3

27,025,000‌

26,666,378‌

Navient

Student

Loan

Trust,

Series

2014-1,

Class

A3

(LIBOR

USD

1-Month

plus

0.51%)

4.90%

06/25/31

2

557,019‌

527,400‌

Navient

Student

Loan

Trust,

Series

2014-2,

Class

A

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

03/25/83

2

27,901,506‌

26,584,333‌

Navient

Student

Loan

Trust,

Series

2014-3,

Class

A

(LIBOR

USD

1-Month

plus

0.62%)

5.01%

03/25/83

2

50,316,036‌

48,392,746‌

Navient

Student

Loan

Trust,

Series

2014-4,

Class

A

(LIBOR

USD

1-Month

plus

0.62%)

5.01%

03/25/83

2

74,065,954‌

70,499,690‌

Navient

Student

Loan

Trust,

Series

2014-6,

Class

A

(LIBOR

USD

1-Month

plus

0.61%)

5.00%

03/25/83

2

31,145,412‌

29,843,652‌

Navient

Student

Loan

Trust,

Series

2014-7,

Class

A

(LIBOR

USD

1-Month

plus

0.61%)

5.00%

03/25/83

2

64,844,531‌

62,118,942‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Navient

Student

Loan

Trust,

Series

2015-1,

Class

A2

(LIBOR

USD

1-Month

plus

0.60%)

4.99%

04/25/40

2

$

49,020,072‌

$

47,400,900‌

Navient

Student

Loan

Trust,

Series

2015-2,

Class

A3

(LIBOR

USD

1-Month

plus

0.57%)

4.96%

11/26/40

2

96,048,723‌

93,111,057‌

Navient

Student

Loan

Trust,

Series

2016-7A,

Class

A

(LIBOR

USD

1-Month

plus

1.15%)

5.54%

03/25/66

1,2

51,585,314‌

50,439,908‌

Nelnet

Student

Loan

Trust,

Series

2006-1,

Class

A6

(LIBOR

USD

3-Month

plus

0.45%)

5.14%

08/23/36

1,2

8,221,505‌

7,997,431‌

Nelnet

Student

Loan

Trust,

Series

2012-5A,

Class

A

(LIBOR

USD

1-Month

plus

0.60%)

4.99%

10/27/36

1,2

6,813,839‌

6,612,980‌

Nelnet

Student

Loan

Trust,

Series

2014-4A,

Class

A2

(LIBOR

USD

1-Month

plus

0.95%)

5.34%

11/25/48

1,2

11,630,000‌

11,331,728‌

Nelnet

Student

Loan

Trust,

Series

2014-5A,

Class

A

(LIBOR

USD

1-Month

plus

0.55%)

4.94%

07/25/46

1,2

39,241,961‌

37,872,977‌

Nelnet

Student

Loan

Trust,

Series

2015-1A,

Class

A

(LIBOR

USD

1-Month

plus

0.59%)

4.98%

04/25/46

1,2

74,352,280‌

71,901,813‌

Nelnet

Student

Loan

Trust,

Series

2015-3A,

Class

A3

(LIBOR

USD

1-Month

plus

0.90%)

5.29%

06/25/54

1,2

8,890,000‌

8,566,038‌

Neuberger

Berman

CLO

XVI-S

Ltd.,

Series

2017-16SA,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.04%)

5.12%

04/15/34

1,2,3

8,295,000‌

8,071,524‌

Neuberger

Berman

Loan

Advisers

CLO

33

Ltd.,

Series

2019-33A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.60%)

5.68%

10/16/33

1,2,3

23,000,000‌

22,293,923‌

Neuberger

Berman

Loan

Advisers

CLO

36

Ltd.,

Series

2020-36A,

Class

A1R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.25%)

5.49%

04/20/33

1,2,3

25,455,000‌

25,071,724‌

Neuberger

Berman

Loan

Advisers

CLO

47

Ltd.,

Series

2022-47A,

Class

A

(Cayman

Islands)

(CME

Term

SOFR

3-Month

plus

1.30%)

5.13%

04/14/35

1,2,3

32,185,000‌

31,369,851‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

5

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

NYACK

Park

CLO

Ltd.,

Series

2021-1A,

Class

B1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.60%)

5.84%

10/20/34

1,2,3

$

20,000,000‌

$

19,174,100‌

OCP

CLO

Ltd.,

Series

2020-19A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

5.94%

10/20/34

1,2,3

15,500,000‌

14,846,024‌

Octagon

66

Ltd.,

Series

2022-1A,

Class

A

(Cayman

Islands)

(CME

Term

SOFR

3-Month

plus

1.94%)

4.59%

08/16/33

1,2,3

45,000,000‌

44,650,800‌

Octagon

Investment

Partners

20-R

Ltd.,

Series

2019-4A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

6.35%

05/12/31

1,2,3

17,500,000‌

16,834,825‌

Octagon

Investment

Partners

44

Ltd.,

Series

2019-1A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

5.78%

10/15/34

1,2,3

18,800,000‌

18,011,979‌

Octagon

Investment

Partners

46

Ltd.,

Series

2020-2A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.73%

07/15/36

1,2,3

7,250,000‌

6,957,397‌

Octagon

Investment

Partners

XXI

Ltd.,

Series

2014-1A,

Class

A2R3

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.40%)

6.05%

02/14/31

1,2,3

1,470,000‌

1,408,198‌

OHA

Credit

Funding

3

Ltd.,

Series

2019-3A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.14%)

5.38%

07/02/35

1,2,3

33,250,000‌

32,478,068‌

OHA

Credit

Funding

7

Ltd.,

Series

2020-7A,

Class

AR

(Cayman

Islands)

(CME

Term

SOFR

3-Month

plus

1.30%)

5.26%

02/24/37

1,2,3

16,110,000‌

15,630,566‌

Palmer

Square

CLO

Ltd.,

Series

2020-3A,

Class

A1AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.08%)

5.69%

11/15/31

1,2,3

18,400,000‌

18,118,112‌

Palmer

Square

CLO

Ltd.,

Series

2021-4A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.73%

10/15/34

1,2,3

19,500,000‌

18,677,100‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Park

Avenue

Institutional

Advisers

CLO

Ltd.,

Series

2021-1A,

Class

A1A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.39%)

5.63%

01/20/34

1,2,3

$

61,000,000‌

$

59,679,411‌

PHEAA

Student

Loan

Trust,

Series

2015-1A,

Class

A

(LIBOR

USD

1-Month

plus

0.60%)

4.99%

10/25/41

1,2

75,089,845‌

72,253,390‌

Progress

Residential

Trust,

Series

2019-SFR3,

Class

F

3.87%

09/17/36

1

4,000,000‌

3,761,612‌

Progress

Residential

Trust,

Series

2021-SFR2,

Class

H

5.00%

04/19/38

1

21,439,000‌

18,319,008‌

Progress

Residential

Trust,

Series

2021-SFR6,

Class

E2

2.53%

07/17/38

1

3,973,000‌

3,308,475‌

Progress

Residential

Trust,

Series

2021-SFR6,

Class

F

3.42%

07/17/38

1

10,437,000‌

8,718,498‌

Progress

Residential

Trust,

Series

2021-SFR6,

Class

G

4.00%

07/17/38

1

8,896,000‌

7,501,130‌

Progress

Residential

Trust,

Series

2021-SFR7,

Class

F

3.83%

08/17/40

1

23,777,000‌

19,076,285‌

Progress

Residential

Trust,

Series

2021-SFR8,

Class

E1

2.38%

10/17/38

1

10,400,000‌

8,580,205‌

Progress

Residential

Trust,

Series

2021-SFR8,

Class

E2

2.53%

10/17/38

1

11,375,000‌

9,344,442‌

Progress

Residential

Trust,

Series

2021-SFR8,

Class

F

3.18%

10/17/38

1

55,165,000‌

45,656,311‌

Progress

Residential

Trust,

Series

2021-SFR8,

Class

G

4.01%

10/17/38

1

19,482,000‌

16,354,027‌

Progress

Residential,

Series

2021-SFR1,

Class

E

2.11%

04/17/38

1

3,000,000‌

2,532,247‌

Progress

Residential,

Series

2021-SFR3,

Class

E1

2.54%

05/17/26

1

3,055,000‌

2,591,807‌

Progress

Residential,

Series

2021-SFR3,

Class

G

4.25%

05/17/26

1

3,190,000‌

2,716,785‌

Recette

CLO

Ltd.,

Series

2015-1A,

Class

ARR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.08%)

5.32%

04/20/34

1,2,3

42,580,000‌

41,325,934‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

6

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Regatta

XIV

Funding

Ltd.,

Series

2018-3A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.85%)

6.21%

10/25/31

1,2,3

$

1,900,000‌

$

1,836,888‌

Regatta

XX

Funding

Ltd.,

Series

2021-2A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

5.78%

10/15/34

1,2,3

17,000,000‌

16,303,000‌

Rockford

Tower

CLO

Ltd.,

Series

2017-2A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.02%)

5.10%

10/15/29

1,2,3

26,044,213‌

25,703,893‌

Rockford

Tower

CLO

Ltd.,

Series

2017-3A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.19%)

5.43%

10/20/30

1,2,3

4,610,000‌

4,553,578‌

Rockford

Tower

CLO

Ltd.,

Series

2019-2A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

6.33%

08/20/32

1,2,3

20,000,000‌

19,155,320‌

Rockford

Tower

CLO

Ltd.,

Series

2020-1A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.28%)

5.52%

01/20/32

1,2,3

23,840,000‌

23,516,467‌

Rockford

Tower

CLO

Ltd.,

Series

2020-1A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.80%)

6.04%

01/20/32

1,2,3

4,200,000‌

4,058,981‌

Scholar

Funding

Trust,

Series

2012-B,

Class

A2

(LIBOR

USD

1-Month

plus

1.10%)

5.49%

03/28/46

1,2

16,360,500‌

15,889,188‌

Sixth

Street

CLO

XVII

Ltd.,

Series

2021-17A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.24%)

5.48%

01/20/34

1,2,3

40,930,000‌

39,931,308‌

Sixth

Street

CLO

XX

Ltd.,

Series

2021-20A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.89%

10/20/34

1,2,3

25,000,000‌

23,871,500‌

Skyline

Aircraft

Finance

LLC,

Series

2021-1,

Class

A

3.23%

05/10/37

4,5,6

28,901,383‌

25,617,235‌

SLC

Student

Loan

Trust,

Series

2004-1,

Class

B

(LIBOR

USD

3-Month

plus

0.29%)

4.94%

08/15/31

2

201,149‌

183,985‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

SLC

Student

Loan

Trust,

Series

2008-1,

Class

A4A

(LIBOR

USD

3-Month

plus

1.60%)

6.37%

12/15/32

2

$

7,827,852‌

$

7,796,747‌

SLM

Student

Loan

Trust,

Series

2003-12,

Class

B

(LIBOR

USD

3-Month

plus

0.59%)

5.36%

12/15/68

2

38,477‌

36,331‌

SLM

Student

Loan

Trust,

Series

2003-4,

Class

A5E

(LIBOR

USD

3-Month

plus

0.75%)

5.52%

03/15/33

1,2

3,403,058‌

3,211,105‌

SLM

Student

Loan

Trust,

Series

2005-9,

Class

A7A

(LIBOR

USD

3-Month

plus

0.60%)

4.96%

01/25/41

2

45,010,398‌

43,027,985‌

SLM

Student

Loan

Trust,

Series

2006-2,

Class

A6

(LIBOR

USD

3-Month

plus

0.17%)

4.53%

01/25/41

2

25,060,827‌

23,773,166‌

SLM

Student

Loan

Trust,

Series

2006-8,

Class

A6

(LIBOR

USD

3-Month

plus

0.16%)

4.52%

01/25/41

2

27,259,483‌

25,579,107‌

SLM

Student

Loan

Trust,

Series

2007-1,

Class

A6

(LIBOR

USD

3-Month

plus

0.14%)

4.50%

01/27/42

2

26,573,944‌

25,037,380‌

SLM

Student

Loan

Trust,

Series

2007-1,

Class

B

(LIBOR

USD

3-Month

plus

0.22%)

4.58%

01/27/42

2

3,106,235‌

2,767,081‌

SLM

Student

Loan

Trust,

Series

2007-6,

Class

B

(LIBOR

USD

3-Month

plus

0.85%)

5.21%

04/27/43

2

3,877,408‌

3,611,413‌

SLM

Student

Loan

Trust,

Series

2007-7,

Class

A4

(LIBOR

USD

3-Month

plus

0.33%)

4.69%

01/25/22

2

214,995‌

209,192‌

SLM

Student

Loan

Trust,

Series

2008-2,

Class

B

(LIBOR

USD

3-Month

plus

1.20%)

5.56%

01/25/83

2

38,874,000‌

29,740,987‌

SLM

Student

Loan

Trust,

Series

2008-3,

Class

A3

(LIBOR

USD

3-Month

plus

1.00%)

5.36%

10/25/21

2

13,685‌

13,171‌

SLM

Student

Loan

Trust,

Series

2008-3,

Class

B

(LIBOR

USD

3-Month

plus

1.20%)

5.56%

04/26/83

2

2,260,000‌

2,083,254‌

SLM

Student

Loan

Trust,

Series

2008-4,

Class

A4

(LIBOR

USD

3-Month

plus

1.65%)

6.01%

07/25/22

2

1,581,831‌

1,559,173‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

7

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

SLM

Student

Loan

Trust,

Series

2008-4,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

6.21%

04/25/73

2

$

8,849,000‌

$

8,515,766‌

SLM

Student

Loan

Trust,

Series

2008-5,

Class

A4

(LIBOR

USD

3-Month

plus

1.70%)

6.06%

07/25/23

2

22,767,756‌

22,538,437‌

SLM

Student

Loan

Trust,

Series

2008-5,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

6.21%

07/25/73

2

37,199,000‌

35,252,919‌

SLM

Student

Loan

Trust,

Series

2008-6,

Class

A4

(LIBOR

USD

3-Month

plus

1.10%)

5.46%

07/25/23

2

10,218,767‌

9,836,946‌

SLM

Student

Loan

Trust,

Series

2008-6,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

6.21%

07/26/83

2

31,424,000‌

28,643,130‌

SLM

Student

Loan

Trust,

Series

2008-7,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

6.21%

07/26/83

2

17,206,000‌

17,029,386‌

SLM

Student

Loan

Trust,

Series

2008-8,

Class

A4

(LIBOR

USD

3-Month

plus

1.50%)

5.86%

04/25/23

2

2,083,463‌

2,052,886‌

SLM

Student

Loan

Trust,

Series

2008-8,

Class

B

(LIBOR

USD

3-Month

plus

2.25%)

6.61%

10/25/75

2

625,000‌

597,025‌

SLM

Student

Loan

Trust,

Series

2008-9,

Class

A

(LIBOR

USD

3-Month

plus

1.50%)

5.86%

04/25/23

2

46,924,397‌

46,094,497‌

SLM

Student

Loan

Trust,

Series

2008-9,

Class

B

(LIBOR

USD

3-Month

plus

2.25%)

6.61%

10/25/83

2

45,100,000‌

45,116,864‌

SLM

Student

Loan

Trust,

Series

2009-3,

Class

A

(LIBOR

USD

1-Month

plus

0.75%)

5.14%

01/25/45

1,2

116,478,526‌

111,122,094‌

SLM

Student

Loan

Trust,

Series

2011-1,

Class

A2

(LIBOR

USD

1-Month

plus

1.15%)

5.54%

10/25/34

2

1,676,493‌

1,657,710‌

SLM

Student

Loan

Trust,

Series

2012-1,

Class

A3

(LIBOR

USD

1-Month

plus

0.95%)

5.34%

09/25/28

2

494,287‌

463,133‌

SLM

Student

Loan

Trust,

Series

2012-2,

Class

A

(LIBOR

USD

1-Month

plus

0.70%)

5.09%

01/25/29

2

10,519,733‌

9,781,038‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

SLM

Student

Loan

Trust,

Series

2012-3,

Class

A

(LIBOR

USD

1-Month

plus

0.65%)

5.04%

12/27/38

2

$

12,147,211‌

$

11,588,758‌

SLM

Student

Loan

Trust,

Series

2012-7,

Class

A3

(LIBOR

USD

1-Month

plus

0.65%)

5.04%

05/26/26

2

18,239,763‌

16,763,045‌

Student

Loan

Consolidation

Center

Student

Loan

Trust

I,

Series

2002-2,

Class

B2

(28

Day

Auction

Rate

plus

0.00%)

1.61%

07/01/42

1,2

17,450,000‌

16,117,239‌

Symphony

CLO

XXIX

Ltd.,

Series

2021-29A,

Class

B

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

5.73%

01/15/34

1,2,3

14,500,000‌

13,950,450‌

Trestles

CLO

IV

Ltd.,

Series

2021-4A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.17%)

5.45%

07/21/34

1,2,3

50,000,000‌

48,516,000‌

U.S.

Small

Business

Administration,

Series

2022-25F,

Class

1

4.01%

06/01/47

69,173,721‌

65,984,038‌

Voya

CLO

Ltd.,

Series

2019-4A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.75%)

5.83%

01/15/35

1,2,3

17,500,000‌

16,682,925‌

Voya

CLO

Ltd.,

Series

2020-2A,

Class

BR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.70%)

5.93%

07/19/34

1,2,3

11,825,000‌

11,330,715‌

Total

Asset-Backed

Securities

(Cost

$3,354,982,141)

3,266,011,915‌

BANK

LOANS

—

1.77%*  

Automotive

—

0.03%

Clarios

Global

LP,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.25%)

7.63%

04/30/26

2

18,429,354‌

18,122,229‌

Communications

—

0.21%

CenturyLink,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

6.63%

03/15/27

2

24,382,975‌

23,200,766‌

CSC

Holdings

LLC,

Term

Loan

B5,

1st

Lien

(LIBOR

plus

2.50%)

6.82%

04/15/27

2

7,396,856‌

6,629,432‌

Term

Loan,

1st

Lien

(LIBOR

plus

2.25%)

6.57%

07/17/25

2

776,562‌

736,569‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

8

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Communications

(continued)

Diamond

Sports

Group,

LLC,

Term

Loan,

2nd

Lien

(SOFR

plus

2.25%)

7.57%

08/24/26

2

$

66,032,174‌

$

8,474,239‌

EW

Scripps

Co.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.00%)

6.38%

10/02/24

2

3,937,896‌

3,874,733‌

Frontier

Communications

Holdings

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.75%)

8.50%

05/01/28

2

16,481,438‌

15,782,460‌

Intelsat

Jackson

Holdings

SA,

Term

Loan,

1st

Lien

(Luxembourg)

(SOFR

plus

3.25%)

7.44%

02/01/29

2,3

11,306,192‌

10,938,741‌

SBA

Senior

Finance

II

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

6.14%

04/11/25

2

26,269,260‌

26,214,620‌

Zayo

Group

Holdings,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.00%)

7.38%

03/09/27

2

43,781,678‌

35,661,052‌

(SOFR

plus

3.25%)

8.57%

03/09/27

2

4,213,009‌

3,516,535‌

135,029,147‌

Consumer

Discretionary

—

0.08%

AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

1st

Lien

(SOFR

plus

3.00%)

7.84%

-

8.63%

07/31/28

2,7

1,144,000‌

1,080,125‌

Naked

Juice,

LLC,

Term

Loan,

1st

Lien

(Luxembourg)

(SOFR

plus

3.25%)

7.93%

01/24/29

2,3

44,629,631‌

40,135,651‌

Sunshine

Luxembourg

VII

SARL,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.75%)

8.48%

10/01/26

2

7,588,547‌

7,286,067‌

48,501,843‌

Electric

—

0.08%

CommScope,

Inc.,

Term

Loan

B2,

1st

Lien

(France)

(LIBOR

plus

3.25%)

7.63%

04/06/26

2

43,696,385‌

41,304,007‌

Homer

City

Generation

LP,

Term

Loan,

1st

Lien

(France)

(LIBOR

plus

11.00%)

15.39%

04/05/23

2,5,6

6,509,147‌

3,905,488‌

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Electric

(continued)

Vistra

Operations

Co.,

LLC,

Term

Loan

B3,

1st

Lien

(LIBOR

plus

1.75%)

6.09%

-

6.13%

12/31/25

2

$

3,258,620‌

$

3,235,109‌

48,444,604‌

Entertainment

—

0.13%

Alpha

Topco

Ltd.

-

Delta

2

(Lux)

Sarl,

Term

Loan

B,

1st

Lien

(SOFR

plus

3.25%)

7.57%

01/15/30

2

1,243,525‌

1,244,457‌

Cineworld

Finance

U.S.,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.50%)

9.00%

02/28/25

2

6,702,692‌

1,266,742‌

Crown

Finance

U.S.,

Inc.,

Delayed-Draw

Term

Loan,

1st

Lien

(Luxembourg)

(SOFR

plus

9.00%)

14.28%

09/07/23

2

8,575,161‌

8,444,775‌

Elanco

Animal

Health,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

5.87%

08/01/27

2

71,870,249‌

69,163,616‌

80,119,590‌

Finance

—

0.16%

Auris

Lux

III

SA,

Term

Loan

B2,

1st

Lien

(Luxembourg)

(LIBOR

plus

3.75%)

8.50%

-

8.68%

02/27/26

2,3

1,447,376‌

1,299,020‌

Avolon

TLB

Borrower

1

U.S.

LLC,

Term

Loan

B5,

1st

Lien

(LIBOR

plus

2.25%)

6.60%

12/01/27

2

8,823,535‌

8,819,609‌

Deerfield

Dakota

Holding

LLC,

Term

Loan

B,

1st

Lien

(SOFR

plus

3.75%)

8.07%

04/09/27

2

8,435,237‌

7,898,840‌

Mozart

Borrower,

LP,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.25%)

7.63%

10/23/28

2

40,191,288‌

38,266,326‌

Setanta

Aircraft

Leasing

DAC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.00%)

6.73%

11/05/28

2

16,790,000‌

16,739,630‌

Telenet

Financing

USD

LLC,

Term

Loan

AR,

1st

Lien

(LIBOR

plus

2.00%)

6.32%

04/28/28

2

28,600,000‌

27,906,450‌

100,929,875‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

9

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Food

—

0.04%

Hostess

Brands

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

6.63%

-

6.66%

08/03/25

2

$

22,849,834‌

$

22,815,330‌

Gaming

—

0.04%

Churchill

Downs,

Inc.,

Term

Loan

B1,

1st

Lien

(LIBOR

plus

2.00%)

6.39%

03/17/28

2

12,772,500‌

12,687,371‌

Golden

Nugget,

LLC,

Term

Loan

B,

1st

Lien

(SOFR

plus

3.00%)

8.32%

01/26/29

2

3,637,068‌

3,465,234‌

J&J

Ventures

Gaming

LLC,

Term

Loan,

1st

Lien

(LIBOR

plus

4.00%)

8.73%

04/26/28

2

1,489,375‌

1,431,662‌

Penn

National

Gaming,

Inc.,

Term

Loan

B,

1st

Lien

(SOFR

plus

1.75%)

7.17%

05/03/29

2

3,451,330‌

3,422,805‌

Scientific

Games

International,

Inc.,

Term

Loan

B,

1st

Lien

(Canada)

(SOFR

plus

2.00%)

7.42%

04/13/29

2

5,313,734‌

5,254,911‌

26,261,983‌

Health

Care

—

0.27%

Avantor

Funding,

Inc.,

Term

Loan

B5,

1st

Lien

(LIBOR

plus

2.25%)

6.63%

11/08/27

2

25,102,823‌

25,024,377‌

Avolon

TLB

Borrower

1

U.S.

LLC,

Term

Loan

B3,

1st

Lien

(LIBOR

plus

1.75%)

6.10%

01/15/25

2

6,520,459‌

6,509,602‌

Bausch

&

Lomb

Corp.,

Term

Loan

B,

1st

Lien

(SOFR

plus

2.25%)

7.84%

05/10/27

2

5,500,009‌

5,246,514‌

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.00%)

6.38%

11/15/27

2

47,318,884‌

45,860,043‌

Horizon

Therapeutics

USA,

Inc.,

Term

Loan

B1,

1st

Lien

(LIBOR

plus

2.00%)

6.44%

05/22/26

2

628,170‌

628,563‌

Term

Loan

B2,

1st

Lien

(LIBOR

plus

1.75%)

6.19%

03/15/28

2

34,063,971‌

34,073,168‌

Jazz

Financing

Lux

SARL,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.50%)

7.88%

05/05/28

2

39,854,843‌

39,565,298‌

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Health

Care

(continued)

Organon

&

Co.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.00%)

7.75%

06/02/28

2

$

7,171,093‌

$

7,119,246‌

Peraton

Corp.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.75%)

8.13%

02/01/28

2

3,866,650‌

3,782,879‌

Perrigo

Investments

LLC,

Term

Loan

B,

1st

Lien

(SOFR

plus

2.50%)

6.92%

04/20/29

2

746,250‌

743,452‌

PetVet

Care

Centers

LLC,

Term

Loan

B3,

1st

Lien

(Luxembourg)

(LIBOR

plus

3.50%)

7.88%

02/14/25

2

3,337,925‌

3,147,329‌

171,700,471‌

Industrials

—

0.29%

AZZ,

Inc.,

Term

Loan

B,

1st

Lien

(SOFR

plus

3.25%)

8.67%

05/11/29

2

2,009,397‌

2,011,597‌

Berry

Global,

Inc.,

Term

Loan

Z,

1st

Lien

(LIBOR

plus

1.75%)

6.02%

07/01/26

2

69,960,448‌

69,531,241‌

DIRECTV

Financing

LLC,

Term

Loan,

1st

Lien

(LIBOR

plus

5.00%)

9.38%

08/02/27

2

43,230,125‌

42,180,930‌

II-VI,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.75%)

7.13%

07/02/29

2

3,814,915‌

3,784,396‌

Ingram

Micro,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.50%)

8.23%

06/30/28

2

5,493,932‌

5,425,258‌

Michaels

Cos.,

Inc.

(The),

Term

Loan,

1st

Lien

(LIBOR

plus

4.25%)

8.98%

04/15/28

2

27,816,400‌

24,115,289‌

TransDigm,

Inc.,

Term

Loan

E,

1st

Lien

(LIBOR

plus

2.25%)

6.98%

05/30/25

2

19,587,846‌

19,412,044‌

Term

Loan

F,

1st

Lien

(LIBOR

plus

2.25%)

6.98%

12/09/25

2

8,280,615‌

8,195,739‌

Zep,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.00%)

8.58%

08/12/24

2

10,138,389‌

8,840,675‌

183,497,169‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

10

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Information

Technology

—

0.19%

Arches

Buyer,

Inc.,

Term

Loan,

1st

Lien

(LIBOR

plus

3.25%)

7.63%

12/06/27

2

$

5,553,431‌

$

5,156,028‌

AthenaHealth

Group,

Inc.,

Delayed-Draw

Term

Loan

B,

1st

Lien

(Luxembourg)

(SOFR

plus

3.50%)

7.82%

02/15/29

2,8

291,133‌

263,580‌

Term

Loan

B,

1st

Lien

(France)

(SOFR

plus

3.50%)

7.82%

02/15/29

2

6,836,387‌

6,189,391‌

Caesars

Resort

Collection

LLC,

Term

Loan

B1,

1st

Lien

(LIBOR

plus

3.50%)

7.88%

07/21/25

2

1,277,513‌

1,275,987‌

Central

Parent,

Inc.,

Term

Loan,

1st

Lien

(Canada)

(SOFR

plus

4.50%)

9.08%

07/06/29

2

10,596,423‌

10,518,752‌

Entegris,

Inc.,

Term

Loan

B,

1st

Lien

(SOFR

plus

3.00%)

7.32%

-

7.58%

07/06/29

2

8,930,000‌

8,917,230‌

Gainwell

Acquisition

Corp.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.00%)

8.73%

10/01/27

2

17,991,414‌

16,934,419‌

Mitnick

Corporate

Purchaser,

Inc.,

Term

Loan,

1st

Lien

(SOFR

plus

3.75%)

8.94%

05/02/29

2

3,142,125‌

2,951,649‌

NortonLifeLock,

Inc.,

Term

Loan

B,

1st

Lien

(SOFR

plus

2.00%)

6.42%

09/12/29

2

53,430,000‌

52,639,770‌

Open

Text

Corp.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.50%)

7.86%

11/16/29

2

4,295,738‌

4,206,065‌

Prime

Security

Services

Borrower

LLC,

Term

Loan

B1,

1st

Lien

(LIBOR

plus

2.75%)

6.50%

09/23/26

2

3,998,861‌

3,968,869‌

Proofpoint,

Inc.,

Term

Loan

B,

1st

Lien

(Canada)

(LIBOR

plus

3.25%)

7.98%

08/31/28

2

1,983,496‌

1,912,139‌

RealPage,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.00%)

7.38%

04/24/28

2

3,129,156‌

2,982,086‌

Sophia

LP,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.50%)

8.23%

10/07/27

2

1,839,775‌

1,779,991‌

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Information

Technology

(continued)

Spin

Holdco,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.00%)

8.77%

03/04/28

2

$

3,208,507‌

$

2,722,418‌

122,418,374‌

Insurance

—

0.05%

Acrisure

LLC,

Term

Loan

B1,

1st

Lien

(LIBOR

plus

3.50%)

7.88%

02/15/27

2

26,032,316‌

24,491,333‌

Asurion

LLC,

Term

Loan

B8,

1st

Lien

(LIBOR

plus

3.25%)

7.63%

12/23/26

2

1,262,912‌

1,128,993‌

Asurion,

LLC,

Term

Loan

B4,

2nd

Lien

(LIBOR

plus

5.25%)

9.63%

01/20/29

2

3,271,966‌

2,562,653‌

HUB

International

Ltd.,

Term

Loan

B3,

1st

Lien

(LIBOR

plus

3.25%)

7.53%

04/25/25

2

571,304‌

566,953‌

28,749,932‌

Retail

—

0.15%

American

Airlines,

Inc.,

Term

Loan,

1st

Lien

(LIBOR

plus

4.75%)

8.99%

04/20/28

2

4,340,781‌

4,329,256‌

AmWINS

Group,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

6.63%

02/19/28

2

48,058,851‌

47,266,601‌

BC

ULC,

Term

Loan

B,

1st

Lien

(Canada)

(LIBOR

plus

1.75%)

6.13%

-

6.16%

11/19/26

2,3

20,317,480‌

20,007,232‌

KFC

Holding

Co.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

6.09%

03/15/28

2

8,695,435‌

8,597,611‌

Level

3

Parent

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

6.13%

03/01/27

2

13,439,173‌

12,912,425‌

93,113,125‌

Services

—

0.04%

Amentum

Government

Services

Holdings

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.00%)

8.17%

-

8.38%

01/29/27

2

4,370,730‌

4,285,130‌

Element

Materials

Technology

Group

U.S.

Holdings,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.25%)

8.80%

06/22/29

2,9

4,512,129‌

4,420,014‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

11

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Services

(continued)

PowerTeam

Services

LLC,

Term

Loan,

1st

Lien

(LIBOR

plus

3.25%)

7.98%

03/06/25

2

$

2,483,063‌

$

2,032,586‌

Pre-Paid

Legal

Services,

Inc.,

Term

Loan,

1st

Lien

(LIBOR

plus

3.75%)

8.13%

12/15/28

2

7,003,131‌

6,750,528‌

Safe

Fleet

Holdings,

LLC,

Term

Loan,

1st

Lien

(SOFR

plus

3.75%)

8.17%

02/23/29

2

2,867,890‌

2,780,075‌

Trans

Union

LLC,

Term

Loan

B6,

1st

Lien

(Luxembourg)

(LIBOR

plus

2.25%)

6.63%

12/01/28

2

2,791,803‌

2,769,119‌

TruGreen

LP,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.00%)

8.38%

11/02/27

2

4,107,718‌

3,658,456‌

26,695,908‌

Transportation

—

0.01%

United

Airlines,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.75%)

8.11%

04/21/28

2

4,962,121‌

4,913,542‌

Total

Bank

Loans

(Cost

$1,186,042,003)

1,111,313,122‌

CORPORATES

—

30.69%*  

Automotive

—

0.00%

Ford

Motor

Credit

Co.

LLC

3.37%

11/17/23

1,144,000‌

1,119,690‌

Banking

—

7.77%

ABN

AMRO

Bank

NV

(Netherlands)

2.47%

12/13/29

1,3,4

7,000,000‌

5,683,505‌

Bank

of

America

Corp.

0.98%

04/22/25

4

2,330,000‌

2,185,478‌

1.73%

07/22/27

4

250,485,000‌

219,660,165‌

2.30%

07/21/32

4

24,173,000‌

18,627,799‌

2.57%

10/20/32

4

43,676,000‌

34,301,120‌

2.59%

04/29/31

4

59,217,000‌

48,308,903‌

2.69%

04/22/32

4

67,050,000‌

53,734,440‌

2.97%

02/04/33

4

9,127,000‌

7,367,901‌

3.37%

01/23/26

4

9,720,000‌

9,296,292‌

Bank

of

America

Corp.

(MTN)

0.81%

10/24/24

4

6,000,000‌

5,753,706‌

0.98%

09/25/25

4

2,085,000‌

1,924,742‌

1.90%

07/23/31

4

33,596,000‌

25,870,890‌

1.92%

10/24/31

4

17,927,000‌

13,695,803‌

2.02%

02/13/26

4

14,932,000‌

13,864,145‌

2.09%

06/14/29

4

275,019,000‌

231,491,300‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Banking

(continued)

2.46%

10/22/25

4

$

4,967,000‌

$

4,696,482‌

2.50%

02/13/31

4

26,310,000‌

21,440,907‌

(LIBOR

USD

3-Month

plus

0.65%)

5.41%

12/01/26

2

50,000,000‌

46,838,460‌

Bank

of

America

Corp.,

Series

N

1.66%

03/11/27

4

335,235,000‌

296,196,985‌

2.65%

03/11/32

4

20,555,000‌

16,555,360‌

Credit

Suisse

Group

AG

(Switzerland)

1.31%

02/02/27

1,3,4

150,785,000‌

120,244,665‌

2.19%

06/05/26

1,3,4

32,674,000‌

27,828,929‌

2.88%

04/02/32

3,4

163,953,000‌

126,688,438‌

3.09%

05/14/32

1,3,4

142,927,000‌

99,360,779‌

3.87%

01/12/29

1,3,4

13,893,000‌

11,132,566‌

4.19%

04/01/31

1,3,4

4,500,000‌

3,511,711‌

4.28%

01/09/28

1,3

10,782,000‌

9,010,819‌

6.44%

08/11/28

1,3,4

12,570,000‌

11,473,486‌

6.54%

08/12/33

1,3,4

168,779,000‌

148,538,896‌

9.02%

11/15/33

1,3,4

75,617,000‌

77,890,380‌

Credit

Suisse

Group

AG

(EMTN)

(Switzerland)

0.63%

01/18/33

3

42,735,000‌

25,372,546‌

Discover

Bank

(BKNT)

4.20%

08/08/23

15,255,000‌

15,157,346‌

DNB

Bank

ASA

(Norway)

0.86%

09/30/25

1,3,4

122,145,000‌

112,317,720‌

1.13%

09/16/26

1,3,4

7,581,000‌

6,700,697‌

1.61%

03/30/28

1,3,4

5,940,000‌

5,028,611‌

HSBC

Holdings

PLC

(United

Kingdom)

1.59%

05/24/27

3,4

22,349,000‌

19,295,386‌

1.75%

07/24/27

3,4

15,500,000‌

16,051,540‌

2.01%

09/22/28

3,4

185,957,000‌

155,404,839‌

2.21%

08/17/29

3,4

196,975,000‌

159,440,382‌

2.63%

11/07/25

3,4

39,525,000‌

37,267,095‌

2.80%

05/24/32

3,4

62,889,000‌

48,658,712‌

2.87%

11/22/32

3,4

4,770,000‌

3,662,046‌

3.80%

03/11/25

3,4

8,775,000‌

8,534,469‌

3.97%

05/22/30

3,4

8,650,000‌

7,577,458‌

4.04%

03/13/28

3,4

3,615,000‌

3,340,093‌

4.76%

06/09/28

3,4

3,116,000‌

2,953,422‌

ING

Groep

NV

(Netherlands)

4.02%

03/28/28

3,4

31,185,000‌

29,141,643‌

JPMorgan

Chase

&

Co.

0.77%

08/09/25

4

46,694,000‌

43,111,153‌

0.97%

06/23/25

4

141,630,000‌

132,160,424‌

1.47%

09/22/27

4

33,219,000‌

28,772,222‌

1.58%

04/22/27

4

120,391,000‌

106,055,176‌

2.01%

03/13/26

4

52,245,000‌

48,401,198‌

2.52%

04/22/31

4

2,490,000‌

2,043,034‌

2.58%

04/22/32

4

48,404,000‌

38,810,731‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

12

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Banking

(continued)

3.22%

03/01/25

4

$

7,475,000‌

$

7,268,608‌

3.70%

05/06/30

4

8,100,000‌

7,281,659‌

4.02%

12/05/24

4

162,035,000‌

159,677,224‌

Lloyds

Banking

Group

PLC

(United

Kingdom)

1.63%

05/11/27

3,4

21,375,000‌

18,507,779‌

3.57%

11/07/28

3,4

2,073,000‌

1,867,780‌

3.75%

03/18/28

3,4

19,130,000‌

17,642,321‌

3.87%

07/09/25

3,4

27,225,000‌

26,366,083‌

3.90%

03/12/24

3

27,591,000‌

27,093,970‌

4.05%

08/16/23

3

10,510,000‌

10,441,254‌

4.98%

08/11/33

3,4

59,300,000‌

54,627,907‌

Macquarie

Group

Ltd.

(Australia)

1.20%

10/14/25

1,3,4

70,515,000‌

64,757,319‌

1.34%

01/12/27

1,3,4

25,515,000‌

22,264,483‌

1.63%

09/23/27

1,3,4

35,840,000‌

30,426,461‌

2.69%

06/23/32

1,3,4

2,100,000‌

1,618,821‌

2.87%

01/14/33

1,3,4

122,595,000‌

94,351,685‌

4.15%

03/27/24

1,3,4

9,600,000‌

9,559,579‌

4.44%

06/21/33

1,3,4

26,655,000‌

23,207,369‌

NatWest

Group

PLC

(United

Kingdom)

4.27%

03/22/25

3,4

114,332,000‌

111,735,782‌

4.52%

06/25/24

3,4

21,305,000‌

21,111,059‌

PNC

Financial

Services

Group,

Inc.

(The)

6.04%

10/28/33

4

57,945,000‌

60,628,654‌

Santander

UK

Group

Holdings

PLC

(United

Kingdom)

1.09%

03/15/25

3,4

176,904,000‌

165,774,819‌

1.53%

08/21/26

3,4

39,934,000‌

35,214,037‌

1.67%

06/14/27

3,4

33,865,000‌

28,759,498‌

2.47%

01/11/28

3,4

23,406,000‌

20,038,598‌

2.90%

03/15/32

3,4

5,941,000‌

4,604,103‌

3.37%

01/05/24

3,4

28,945,000‌

28,943,285‌

3.82%

11/03/28

3,4

2,200,000‌

1,955,550‌

4.80%

11/15/24

3,4

114,250,000‌

112,368,425‌

Santander

UK

PLC

(United

Kingdom)

5.00%

11/07/23

1,3

27,746,000‌

27,842,223‌

U.S.

Bancorp

5.85%

10/21/33

4

58,665,000‌

61,074,497‌

UBS

AG

(Switzerland)

(SOFR

Rate

plus

0.45%)

4.56%

08/09/24

1,2,3

53,430,000‌

53,076,736‌

Wells

Fargo

&

Co.

2.19%

04/30/26

4

51,205,000‌

47,698,445‌

Wells

Fargo

&

Co.

(MTN)

2.16%

02/11/26

4

52,528,000‌

49,009,441‌

2.39%

06/02/28

4

150,966,000‌

133,468,576‌

2.88%

10/30/30

4

168,638,000‌

143,624,285‌

3.35%

03/02/33

4

298,170,000‌

251,404,790‌

3.53%

03/24/28

4

112,849,000‌

104,710,337‌

4.90%

07/25/33

4

77,235,000‌

73,228,384‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Banking

(continued)

5.01%

04/04/51

4

$

6,515,000‌

$

5,772,441‌

4,887,437,262‌

Communications

—

3.69%

AT&T,

Inc.

3.80%

12/01/57

9,799,000‌

6,834,208‌

4.30%

12/15/42

30,960,000‌

25,532,206‌

4.50%

05/15/35

52,155,000‌

47,674,124‌

4.75%

05/15/46

146,527,000‌

124,557,383‌

4.85%

03/01/39

4,620,000‌

4,141,459‌

5.25%

03/01/37

134,704,000‌

130,188,259‌

C&W

Senior

Financing

DAC

(Ireland)

6.88%

09/15/27

1,3

2,200,000‌

2,054,800‌

Cable

One,

Inc.

4.00%

11/15/30

1

14,158,000‌

11,237,913‌

Charter

Communications

Operating

LLC/Charter

Communications

Operating

Capital

2.30%

02/01/32

10,000,000‌

7,391,150‌

2.80%

04/01/31

15,987,000‌

12,468,932‌

4.80%

03/01/50

116,389,000‌

85,799,643‌

5.38%

04/01/38

2,030,000‌

1,708,831‌

5.38%

05/01/47

116,802,000‌

92,594,405‌

5.75%

04/01/48

22,533,000‌

18,644,705‌

Charter

Communications

Operating,

LLC/Charter

Communications

Operating

Capital

5.13%

07/01/49

14,837,000‌

11,350,305‌

5.25%

04/01/53

44,449,000‌

34,495,818‌

CommScope,

Inc.

4.75%

09/01/29

1

33,115,000‌

26,987,069‌

Cox

Communications,

Inc.

2.60%

06/15/31

1

9,790,000‌

7,820,340‌

CSC

Holdings

LLC

4.50%

11/15/31

1

8,835,000‌

6,170,180‌

4.63%

12/01/30

1

3,684,000‌

2,086,065‌

5.38%

02/01/28

1

20,329,000‌

16,422,376‌

6.50%

02/01/29

1

69,790,000‌

57,200,931‌

7.50%

04/01/28

1

2,318,000‌

1,581,340‌

Diamond

Sports

Group,

LLC/Diamond

Sports

Finance

Co.

5.38%

08/15/26

1

117,716,000‌

13,978,775‌

Global

Switch

Finance

BV

(EMTN)

(Netherlands)

1.38%

10/07/30

3

54,677,000‌

49,546,821‌

Intelsat

Jackson

Holdings

SA

(Luxembourg)

6.50%

03/15/30

1,3

122,030,000‌

109,665,303‌

Intelsat

Jackson

Holdings

SA,

Class

B

(Luxembourg)

5.50%

08/01/23

†,3,5,6,10,11

54,920,000‌

—‌

8.50%

10/15/24

†,1,3,5,6,10,11

149,759,000‌

—‌

9.75%

07/15/25

†,1,3,5,6,10,11

45,708,000‌

—‌

Level

3

Financing,

Inc.

3.40%

03/01/27

1

8,143,000‌

6,909,439‌

3.63%

01/15/29

1

7,205,000‌

5,278,375‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

13

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Communications

(continued)

3.75%

07/15/29

1

$

26,801,000‌

$

19,315,485‌

3.88%

11/15/29

1

19,668,000‌

15,556,117‌

4.25%

07/01/28

1

20,145,000‌

15,883,807‌

Lumen

Technologies,

Inc.

4.00%

02/15/27

1

3,560,000‌

3,039,821‌

4.50%

01/15/29

1

23,026,000‌

16,003,070‌

Netflix,

Inc.

3.63%

05/15/27

5,000,000‌

5,133,156‌

4.63%

05/15/29

57,815,000‌

60,796,024‌

Netflix,

Inc.,

Series

REGS

3.63%

06/15/30

3,000,000‌

2,933,877‌

Paramount

Global

3.45%

10/04/26

2,913,000‌

2,685,174‌

4.20%

05/19/32

23,481,000‌

19,234,425‌

Qwest

Corp.

7.25%

09/15/25

4,044,000‌

4,064,220‌

SES

GLOBAL

Americas

Holdings,

Inc.

5.30%

03/25/44

1

55,170,000‌

42,449,436‌

SES

SA

(Luxembourg)

3.60%

04/04/23

1,3

16,882,000‌

16,771,737‌

Sprint

Spectrum

Co.

LLC/Sprint

Spectrum

Co.

II

LLC/Sprint

Spectrum

Co.

III

LLC

4.74%

03/20/25

1

105,224,625‌

104,034,213‌

5.15%

03/20/28

1

310,120,000‌

305,959,083‌

Tencent

Holdings

Ltd.

(Cayman

Islands)

2.88%

04/22/31

1,3

5,535,000‌

4,614,854‌

3.68%

04/22/41

1,3

22,760,000‌

16,770,399‌

3.84%

04/22/51

1,3

68,301,000‌

49,034,719‌

3.98%

04/11/29

1,3

9,225,000‌

8,499,800‌

Time

Warner

Cable

LLC

4.50%

09/15/42

18,977,000‌

13,960,917‌

5.50%

09/01/41

32,811,000‌

27,352,118‌

T-Mobile

USA,

Inc.

2.25%

02/15/26

40,596,000‌

36,997,119‌

2.55%

02/15/31

15,083,000‌

12,358,164‌

2.63%

04/15/26

102,831,000‌

94,268,361‌

2.63%

02/15/29

5,073,000‌

4,301,300‌

3.50%

04/15/31

10,613,000‌

9,205,075‌

3.75%

04/15/27

15,637,000‌

14,755,703‌

3.88%

04/15/30

304,115,000‌

276,185,252‌

Verizon

Communications,

Inc.

4.50%

08/10/33

7,316,000‌

6,869,093‌

Vodafone

Group

PLC

(United

Kingdom)

4.25%

09/17/50

3

5,000,000‌

3,866,963‌

4.88%

06/19/49

3

123,422,500‌

103,719,725‌

5.25%

05/30/48

3

88,950,500‌

78,773,643‌

Zayo

Group

Holdings,

Inc.

4.00%

03/01/27

1

3,817,000‌

2,827,328‌

2,318,541,333‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Consumer

Discretionary

—

1.41%

Altria

Group,

Inc.

3.70%

02/04/51

$

995,000‌

$

630,936‌

Anheuser-Busch

Cos.

LLC/Anheuser-Busch

InBev

Worldwide,

Inc.

4.70%

02/01/36

45,442,000‌

43,063,848‌

Anheuser-Busch

InBev

Worldwide,

Inc.

4.60%

04/15/48

39,408,000‌

34,739,346‌

Bacardi

Ltd.

(Bermuda)

4.45%

05/15/25

1,3

24,780,000‌

24,066,299‌

5.15%

05/15/38

1,3

12,881,000‌

11,694,941‌

5.30%

05/15/48

1,3

18,831,000‌

16,876,428‌

BAT

Capital

Corp.

2.73%

03/25/31

6,395,000‌

4,991,145‌

3.56%

08/15/27

3,000‌

2,736‌

3.73%

09/25/40

3,182,000‌

2,168,072‌

4.39%

08/15/37

73,160,000‌

57,120,557‌

4.54%

08/15/47

133,420,000‌

94,773,090‌

4.76%

09/06/49

30,502,000‌

22,211,123‌

5.28%

04/02/50

5,356,000‌

4,241,251‌

BAT

International

Finance

PLC

(EMTN)

(United

Kingdom)

2.25%

09/09/52

3

74,350,000‌

37,198,361‌

4.00%

11/23/55

3

8,700,000‌

6,150,496‌

Constellation

Brands,

Inc.

4.35%

05/09/27

12,355,000‌

12,048,026‌

4.65%

11/15/28

7,350,000‌

7,114,549‌

Imperial

Brands

Finance

PLC

(United

Kingdom)

3.13%

07/26/24

1,3

15,312,000‌

14,689,602‌

3.50%

02/11/23

1,3

4,800,000‌

4,787,849‌

3.50%

07/26/26

1,3

53,505,000‌

49,117,569‌

3.88%

07/26/29

1,3

4,545,000‌

3,893,274‌

4.25%

07/21/25

1,3

15,566,000‌

14,888,274‌

6.13%

07/27/27

1,3

15,580,000‌

15,513,545‌

Imperial

Brands

Finance

PLC

(EMTN)

(United

Kingdom)

8.13%

03/15/24

3

1,758,000‌

2,172,086‌

Reynolds

American,

Inc.

5.70%

08/15/35

34,320,000‌

31,067,115‌

5.85%

08/15/45

68,022,000‌

58,375,158‌

Spectrum

Brands,

Inc.

5.50%

07/15/30

1

770,000‌

683,375‌

Triton

Water

Holdings,

Inc.

6.25%

04/01/29

1

4,872,000‌

3,976,770‌

WarnerMedia

Holdings,

Inc.

3.43%

03/15/24

1

3,000,000‌

2,913,757‌

5.05%

03/15/42

1

16,935,000‌

13,040,577‌

5.14%

03/15/52

1

344,595,000‌

253,502,253‌

5.39%

03/15/62

1

52,245,000‌

38,420,188‌

886,132,596‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

14

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Consumer

Products

—

0.02%

Newell

Brands,

Inc.

5.75%

04/01/46

$

3,935,000‌

$

3,143,471‌

6.38%

09/15/27

6,500,000‌

6,461,185‌

9,604,656‌

Electric

—

1.09%

AEP

Transmission

Co.

LLC,

Series

M

3.65%

04/01/50

1,460,000‌

1,120,791‌

Alliant

Energy

Finance

LLC

3.75%

06/15/23

1

31,081,000‌

30,871,576‌

Alliant

Energy

Finance,

LLC

3.60%

03/01/32

1

4,515,000‌

3,903,167‌

American

Electric

Power

Co.,

Inc.

2.03%

03/15/24

4,935,000‌

4,755,559‌

5.75%

11/01/27

17,065,000‌

17,578,070‌

American

Electric

Power

Co.,

Inc.,

Series

J

4.30%

12/01/28

8,480,000‌

8,115,881‌

American

Transmission

Systems,

Inc.

2.65%

01/15/32

1

15,040,000‌

12,376,764‌

Appalachian

Power

Co.

4.45%

06/01/45

100,000‌

82,609‌

Appalachian

Power

Co.,

Series

Z

3.70%

05/01/50

9,450,000‌

6,959,916‌

Arizona

Public

Service

Co.

6.35%

12/15/32

11,663,000‌

12,285,093‌

Black

Hills

Corp.

4.35%

05/01/33

1,285,000‌

1,138,017‌

Consolidated

Edison

Co.

of

New

York,

Inc.

3.70%

11/15/59

1,740,000‌

1,263,892‌

Consolidated

Edison

Co.

of

New

York,

Inc.,

Series

C

3.00%

12/01/60

1,854,000‌

1,167,409‌

Consolidated

Edison

Co.

of

New

York,

Inc.,

Series

E

4.65%

12/01/48

4,546,000‌

3,981,034‌

Duke

Energy

Carolinas

LLC

4.00%

09/30/42

11,040,000‌

9,153,016‌

4.25%

12/15/41

14,683,000‌

12,738,210‌

Duke

Energy

Corp.

3.75%

09/01/46

9,965,000‌

7,464,646‌

3.85%

06/15/34

41,056,000‌

40,507,610‌

5.00%

08/15/52

37,190,000‌

33,433,945‌

Empresas

Publicas

de

Medellin

ESP,

Series

REGS

(Colombia)

4.38%

02/15/31

3

1,000,000‌

772,300‌

EVERSOURCE

ENERGY

4.60%

07/01/27

13,340,000‌

13,177,712‌

FirstEnergy

Corp.

2.65%

03/01/30

5,831,000‌

4,764,598‌

FirstEnergy

Corp.,

Series

B

2.25%

09/01/30

3,775,000‌

3,005,844‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Electric

(continued)

FirstEnergy

Corp.,

Series

C

3.40%

03/01/50

$

27,555,000‌

$

18,229,699‌

FirstEnergy

Transmission

LLC

2.87%

09/15/28

1

60,193,000‌

52,633,193‌

4.35%

01/15/25

1

23,330,000‌

22,753,530‌

4.55%

04/01/49

1

13,175,000‌

10,800,807‌

5.45%

07/15/44

1

24,625,000‌

23,164,796‌

Florida

Power

&

Light

Co.

3.70%

12/01/47

1,340,000‌

1,086,575‌

Jersey

Central

Power

&

Light

Co.

2.75%

03/01/32

1

820,000‌

660,762‌

4.30%

01/15/26

1

8,645,000‌

8,359,576‌

4.70%

04/01/24

1

49,765,000‌

49,092,530‌

6.40%

05/15/36

11,630,000‌

11,401,587‌

Metropolitan

Edison

Co.

3.50%

03/15/23

1

10,715,000‌

10,681,508‌

4.00%

04/15/25

1

35,719,000‌

34,183,284‌

4.30%

01/15/29

1

18,381,000‌

17,265,403‌

Mong

Duong

Finance

Holdings

BV,

Series

REGS

(Netherlands)

5.13%

05/07/29

3

1,825,000‌

1,529,715‌

New

England

Power

Co.

5.94%

11/25/52

1

20,670,000‌

21,456,608‌

NextEra

Energy

Capital

Holdings,

Inc.

2.25%

06/01/30

3,895,000‌

3,208,893‌

2.44%

01/15/32

2,983,000‌

2,409,871‌

4.63%

07/15/27

69,110,000‌

68,180,872‌

Niagara

Mohawk

Power

Corp.

3.03%

06/27/50

1

3,543,000‌

2,197,433‌

5.78%

09/16/52

1

3,250,000‌

3,264,542‌

Pennsylvania

Electric

Co.

3.25%

03/15/28

1

125,000‌

112,522‌

4.15%

04/15/25

1

28,335,000‌

27,159,443‌

Public

Service

Co.

of

New

Mexico

3.85%

08/01/25

14,390,000‌

13,762,333‌

Southwestern

Electric

Power

Co.

3.25%

11/01/51

6,519,000‌

4,318,755‌

Southwestern

Electric

Power

Co.,

Series

K

2.75%

10/01/26

26,488,000‌

24,412,676‌

Southwestern

Electric

Power

Co.,

Series

L

3.85%

02/01/48

19,395,000‌

14,427,827‌

Tucson

Electric

Power

Co.

4.85%

12/01/48

8,755,000‌

7,581,682‌

684,954,081‌

Energy

—

1.68%

Boston

Gas

Co.

3.76%

03/16/32

1

6,440,000‌

5,647,012‌

Energy

Transfer

LP

4.00%

10/01/27

24,298,000‌

22,717,001‌

4.90%

03/15/35

5,160,000‌

4,615,036‌

4.95%

06/15/28

18,429,000‌

17,855,552‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

15

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Energy

(continued)

5.00%

05/15/50

$

43,460,000‌

$

35,140,676‌

5.15%

03/15/45

48,691,000‌

40,751,034‌

5.35%

05/15/45

4,421,000‌

3,780,419‌

5.40%

10/01/47

141,446,000‌

120,543,681‌

5.50%

06/01/27

45,983,000‌

45,730,200‌

6.13%

12/15/45

16,239,000‌

15,113,153‌

Energy

Transfer

Operating

LP

5.25%

04/15/29

1,700,000‌

1,648,812‌

Galaxy

Pipeline

Assets

Bidco

Ltd.

(United

Kingdom)

2.16%

03/31/34

1,3

18,301,795‌

15,602,281‌

Hess

Corp.

5.60%

02/15/41

22,039,000‌

20,884,648‌

KazMunayGas

National

Co.

JSC

(Kazakhstan)

3.50%

04/14/33

1,3

1,800,000‌

1,344,204‌

KazMunayGas

National

Co.

JSC,

Series

REGS

(Kazakhstan)

3.50%

04/14/33

3

5,883,000‌

4,393,307‌

4.75%

04/19/27

3

3,195,000‌

2,956,973‌

5.38%

04/24/30

3

6,856,000‌

6,162,316‌

KazTransGas

JSC,

Series

REGS

(Kazakhstan)

4.38%

09/26/27

3

6,350,000‌

5,754,433‌

Kinder

Morgan

Energy

Partners

LP

4.70%

11/01/42

2,171,000‌

1,803,102‌

5.00%

08/15/42

5,775,000‌

4,967,298‌

5.40%

09/01/44

5,000,000‌

4,504,965‌

Kinder

Morgan,

Inc.

5.55%

06/01/45

4,831,000‌

4,440,259‌

Kinder

Morgan,

Inc.

(GMTN)

7.80%

08/01/31

150,000‌

167,732‌

Occidental

Petroleum

Corp.

0.00%

10/10/36

12

6,011,000‌

3,074,567‌

4.50%

07/15/44

2,139,000‌

1,719,987‌

Pertamina

Persero

PT

(Indonesia)

3.10%

08/27/30

1,3

44,071,000‌

38,105,488‌

Petroleos

Mexicanos

(Mexico)

6.35%

02/12/48

3

7,570,000‌

4,657,507‌

6.75%

09/21/47

3

132,414,000‌

84,782,526‌

6.95%

01/28/60

3

50,590,000‌

32,168,916‌

7.69%

01/23/50

3

59,320,000‌

41,178,977‌

Petronas

Capital

Ltd.

(Malaysia)

2.48%

01/28/32

1,3

13,050,000‌

10,814,535‌

3.50%

04/21/30

1,3

34,277,000‌

31,301,756‌

Petronas

Capital

Ltd.,

Series

REGS

(EMTN)

(Malaysia)

2.48%

01/28/32

3

5,000,000‌

4,143,500‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Energy

(continued)

Piedmont

Natural

Gas

Co.,

Inc.

2.50%

03/15/31

$

7,272,000‌

$

5,953,555‌

Plains

All

American

Pipeline

LP/PAA

Finance

Corp.

3.55%

12/15/29

31,332,000‌

27,246,281‌

3.80%

09/15/30

8,920,000‌

7,773,176‌

QatarEnergy

Trading

LLC,

Series

REGS

(Qatar)

2.25%

07/12/31

3

21,710,000‌

18,023,229‌

Rockies

Express

Pipeline

LLC

4.80%

05/15/30

1

5,125,000‌

4,542,031‌

4.95%

07/15/29

1

84,805,000‌

77,468,577‌

6.88%

04/15/40

1

44,867,000‌

37,669,705‌

Ruby

Pipeline

LLC

8.00%

04/01/22

1,5,6,10,11

62,216,939‌

67,816,464‌

Saudi

Arabian

Oil

Co.,

Series

REGS

(Saudi

Arabia)

1.63%

11/24/25

3

6,500,000‌

5,936,450‌

Southern

Co.

Gas

Capital

Corp.

4.40%

05/30/47

50,000‌

39,848‌

5.15%

09/15/32

13,420,000‌

13,218,528‌

Southern

Gas

Corridor

CJSC,

Series

REGS

(Azerbaijan)

6.88%

03/24/26

3

16,442,000‌

16,907,226‌

TC

PipeLines

LP

4.38%

03/13/25

2,198,000‌

2,155,750‌

TransMontaigne

Partners

LP/TLP

Finance

Corp.

6.13%

02/15/26

33,025,000‌

28,566,625‌

Transocean

Phoenix

2

Ltd.

(Cayman

Islands)

7.75%

10/15/24

1,3

15,525,600‌

15,444,712‌

Transocean

Poseidon

Ltd.

(Cayman

Islands)

6.88%

02/01/27

1,3

14,314,125‌

13,951,978‌

Transocean

Proteus

Ltd.

(Cayman

Islands)

6.25%

12/01/24

1,3

36,609,600‌

36,119,887‌

USA

Compression

Partners

LP/USA

Compression

Finance

Corp.

6.88%

09/01/27

13,077,000‌

12,247,987‌

Venture

Global

Calcasieu

Pass

LLC

3.88%

11/01/33

1

20,000,000‌

16,351,838‌

4.13%

08/15/31

1

9,000,000‌

7,682,269‌

Williams

Cos.,

Inc.

(The)

5.40%

03/04/44

5,000,000‌

4,556,272‌

1,058,144,241‌

Finance

—

5.76%

AerCap

Ireland

Capital

DAC/AerCap

Global

Aviation

Trust

(Ireland)

2.45%

10/29/26

3

21,203,000‌

18,565,114‌

3.00%

10/29/28

3

56,990,000‌

47,892,922‌

3.15%

02/15/24

3

17,310,000‌

16,807,343‌

3.30%

01/30/32

3

131,856,000‌

103,096,024‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

16

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Finance

(continued)

3.88%

01/23/28

3

$

5,015,000‌

$

4,487,284‌

4.88%

01/16/24

3

12,060,000‌

11,943,005‌

Air

Lease

Corp.

2.20%

01/15/27

48,265,000‌

42,206,317‌

2.25%

01/15/23

18,850,000‌

18,832,313‌

3.00%

09/15/23

28,655,000‌

28,108,145‌

3.25%

03/01/25

19,930,000‌

18,918,247‌

3.25%

10/01/29

5,000,000‌

4,268,384‌

4.25%

09/15/24

5,554,000‌

5,438,498‌

4.63%

10/01/28

2,000,000‌

1,875,160‌

Air

Lease

Corp.

(MTN)

2.30%

02/01/25

35,195,000‌

32,795,246‌

2.88%

01/15/26

10,055,000‌

9,314,482‌

3.00%

02/01/30

2,000,000‌

1,674,556‌

Alta

Wind

Holdings

LLC

7.00%

06/30/35

1,5,6

3,140,829‌

3,110,567‌

Avolon

Holdings

Funding

Ltd.

(Cayman

Islands)

2.53%

11/18/27

1,3

171,755,000‌

137,535,947‌

2.88%

02/15/25

1,3

35,755,000‌

33,044,736‌

3.25%

02/15/27

1,3

17,880,000‌

15,383,563‌

3.95%

07/01/24

1,3

35,499,000‌

34,045,744‌

4.38%

05/01/26

1,3

7,405,000‌

6,767,297‌

Capital

One

Financial

Corp.

1.34%

12/06/24

4

114,655,000‌

109,837,696‌

2.64%

03/03/26

4

8,265,000‌

7,751,799‌

Citigroup,

Inc.

0.78%

10/30/24

4

672,000‌

644,962‌

0.98%

05/01/25

4

603,000‌

564,967‌

1.46%

06/09/27

4

151,458,000‌

131,609,947‌

2.01%

01/25/26

4

5,730,000‌

5,314,746‌

2.52%

11/03/32

4

32,990,000‌

25,667,213‌

2.56%

05/01/32

4

47,770,000‌

37,826,617‌

2.57%

06/03/31

4

66,575,000‌

53,992,093‌

2.67%

01/29/31

4

38,049,000‌

31,253,680‌

2.98%

11/05/30

4

8,329,000‌

7,005,770‌

3.06%

01/25/33

4

189,120,000‌

152,998,995‌

3.52%

10/27/28

4

22,030,000‌

20,136,463‌

3.67%

07/24/28

4

19,020,000‌

17,501,290‌

4.41%

03/31/31

4

18,101,000‌

16,664,169‌

6.27%

11/17/33

4

56,705,000‌

58,559,514‌

Citigroup,

Inc.,

Series

VAR

3.07%

02/24/28

4

45,070,000‌

40,714,620‌

Goldman

Sachs

Group,

Inc.

(The)

0.93%

10/21/24

4

77,465,000‌

74,235,488‌

1.22%

12/06/23

192,325,000‌

185,708,385‌

1.43%

03/09/27

4

190,495,000‌

166,941,692‌

1.54%

09/10/27

4

106,330,000‌

91,904,345‌

1.76%

01/24/25

4

7,000,000‌

6,702,869‌

1.95%

10/21/27

4

47,390,000‌

41,401,026‌

1.99%

01/27/32

4

1,047,000‌

797,919‌

2.38%

07/21/32

4

106,909,000‌

82,978,327‌

2.62%

04/22/32

4

23,920,000‌

19,133,369‌

2.65%

10/21/32

4

22,067,000‌

17,478,448‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Finance

(continued)

3.20%

02/23/23

$

51,252,000‌

$

51,126,424‌

3.27%

09/29/25

4

109,107,000‌

105,129,046‌

3.50%

04/01/25

36,914,000‌

35,532,049‌

Jane

Street

Group/JSG

Finance,

Inc.

4.50%

11/15/29

1

6,295,000‌

5,505,170‌

JPMorgan

Chase

&

Co.

0.56%

02/16/25

4

2,895,000‌

2,731,772‌

0.65%

09/16/24

4

9,861,000‌

9,512,141‌

0.82%

06/01/25

4

23,397,000‌

21,854,299‌

1.04%

02/04/27

4

6,576,000‌

5,737,005‌

1.05%

11/19/26

4

11,855,000‌

10,454,150‌

1.56%

12/10/25

4

163,875,000‌

151,812,522‌

1.76%

11/19/31

4

16,624,000‌

12,639,524‌

2.55%

11/08/32

4

79,088,000‌

62,554,548‌

2.74%

10/15/30

4

10,809,000‌

9,087,351‌

2.95%

02/24/28

4

45,925,000‌

41,626,843‌

2.96%

01/25/33

4

61,777,000‌

50,335,162‌

3.54%

05/01/28

4

1,180,000‌

1,087,635‌

Morgan

Stanley

0.79%

05/30/25

4

62,230,000‌

57,887,758‌

1.59%

05/04/27

4

109,381,000‌

96,069,624‌

2.48%

01/21/28

4

3,360,000‌

2,986,089‌

2.48%

09/16/36

4

40,113,000‌

29,284,858‌

2.94%

01/21/33

4

23,580,000‌

19,136,731‌

2.95%

05/07/32

4

25,820,000‌

24,437,984‌

5.30%

04/20/37

4

15,290,000‌

14,002,816‌

Morgan

Stanley

(GMTN)

0.79%

01/22/25

4

21,175,000‌

20,041,122‌

1.51%

07/20/27

4

17,471,000‌

15,190,707‌

2.24%

07/21/32

4

91,246,000‌

69,969,141‌

2.70%

01/22/31

4

4,225,000‌

3,499,989‌

Morgan

Stanley

(MTN)

0.53%

01/25/24

4

23,165,000‌

23,023,266‌

1.16%

10/21/25

4

178,926,000‌

164,888,242‌

1.79%

02/13/32

4

3,187,000‌

2,402,508‌

1.93%

04/28/32

4

89,513,000‌

67,424,244‌

2.51%

10/20/32

4

50,671,000‌

39,635,193‌

Nationwide

Building

Society

(United

Kingdom)

2.97%

02/16/28

1,3,4

107,650,000‌

94,918,895‌

3.77%

03/08/24

1,3,4

55,190,000‌

54,891,402‌

4.30%

03/08/29

1,3,4

13,000,000‌

11,794,414‌

4.36%

08/01/24

1,3,4

104,478,000‌

103,135,387‌

ORIX

Corp.

(Japan)

5.00%

09/13/27

3

14,030,000‌

14,020,231‌

5.20%

09/13/32

3

7,170,000‌

7,009,673‌

Park

Aerospace

Holdings

Ltd.

(Cayman

Islands)

4.50%

03/15/23

1,3

10,746,000‌

10,720,277‌

5.50%

02/15/24

1,3

26,855,000‌

26,516,798‌

Raymond

James

Financial,

Inc.

4.95%

07/15/46

46,716,000‌

42,042,276‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

17

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Finance

(continued)

TIAA

FSB

Holdings,

Inc.

5.75%

07/02/25

$

4,045,000‌

$

3,975,041‌

UBS

Group

AG

(Switzerland)

4.49%

05/12/26

1,3,4

15,655,000‌

15,307,885‌

4.70%

08/05/27

1,3,4

4,285,000‌

4,149,104‌

Vonovia

SE

(Georgia)

1.50%

06/14/41

3

6,600,000‌

3,911,279‌

Vonovia

SE

(EMTN)

(Georgia)

1.63%

09/01/51

3

11,100,000‌

5,461,397‌

3,625,897,275‌

Food

—

0.70%

Chobani

LLC/Chobani

Finance

Corp,

Inc.

4.63%

11/15/28

1

1,056,000‌

921,059‌

JBS

USA

LUX

SA/JBS

USA

Food

Co./JBS

USA

Finance,

Inc.

(Canada)

3.75%

12/01/31

1,3

24,014,000‌

19,611,083‌

4.38%

02/02/52

1,3

58,603,000‌

41,691,574‌

5.50%

01/15/30

1,3

26,622,000‌

25,393,794‌

5.75%

04/01/33

1,3

77,400,000‌

74,019,577‌

6.50%

12/01/52

1,3

34,350,000‌

32,785,841‌

Kraft

Heinz

Foods

Co.

4.88%

10/01/49

7,370,000‌

6,455,343‌

5.00%

07/15/35

19,652,000‌

18,921,732‌

5.00%

06/04/42

15,357,000‌

13,960,148‌

5.20%

07/15/45

70,637,000‌

65,519,118‌

6.50%

02/09/40

6,240,000‌

6,626,701‌

Pilgrim's

Pride

Corp.

3.50%

03/01/32

1

59,507,000‌

46,575,302‌

4.25%

04/15/31

1

1,429,000‌

1,217,064‌

5.88%

09/30/27

1

26,097,000‌

25,620,514‌

Simmons

Foods,

Inc./Simmons

Prepared

Foods,

Inc./

Simmons

Pet

Food,

Inc./Simmons

Feed

4.63%

03/01/29

1

22,063,000‌

18,192,594‌

Smithfield

Foods,

Inc.

2.63%

09/13/31

1

14,435,000‌

10,376,072‌

3.00%

10/15/30

1

8,890,000‌

6,779,347‌

4.25%

02/01/27

1

24,855,000‌

23,077,423‌

TreeHouse

Foods,

Inc.

4.00%

09/01/28

5,003,000‌

4,260,555‌

442,004,841‌

Gaming

—

0.05%

Caesars

Entertainment,

Inc.

4.63%

10/15/29

1

20,679,000‌

16,859,201‌

8.13%

07/01/27

1

13,849,000‌

13,635,864‌

MGM

Resorts

International

6.00%

03/15/23

30,000‌

30,029‌

30,525,094‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Health

Care

—

3.08%

AbbVie,

Inc.

4.40%

11/06/42

$

33,711,000‌

$

29,305,428‌

4.50%

05/14/35

39,112,000‌

36,369,797‌

4.55%

03/15/35

23,399,000‌

21,963,649‌

American

Medical

Systems

Europe

BV

(Netherlands)

1.88%

03/08/34

3

5,000,000‌

4,271,031‌

Baxter

International,

Inc.

0.87%

12/01/23

5,013,000‌

4,822,286‌

Bayer

U.S.

Finance

II

LLC

2.85%

04/15/25

1

2,805,000‌

2,618,656‌

3.95%

04/15/45

1

17,489,000‌

12,737,955‌

4.25%

12/15/25

1

17,152,000‌

16,637,952‌

4.38%

12/15/28

1

119,521,000‌

112,437,014‌

4.40%

07/15/44

1

69,196,000‌

54,113,981‌

4.63%

06/25/38

1

36,299,000‌

31,755,195‌

4.88%

06/25/48

1

88,246,000‌

76,523,957‌

5.50%

08/15/25

1

13,932,000‌

13,786,305‌

5.50%

07/30/35

1

3,820,000‌

3,668,603‌

Becton

Dickinson

and

Co.

2.82%

05/20/30

15,418,000‌

13,286,368‌

3.36%

06/06/24

1,013,000‌

988,998‌

Cedars-Sinai

Health

System,

Series

2021

2.29%

08/15/31

12,870,000‌

10,349,267‌

Centene

Corp.

2.45%

07/15/28

31,858,000‌

26,903,765‌

2.50%

03/01/31

13,855,000‌

10,893,494‌

3.00%

10/15/30

138,275,000‌

113,662,635‌

4.25%

12/15/27

74,814,000‌

70,330,263‌

Cigna

Corp.

4.80%

08/15/38

26,478,000‌

24,682,290‌

CommonSpirit

Health

2.76%

10/01/24

11,198,000‌

10,743,956‌

2.78%

10/01/30

19,835,000‌

16,331,208‌

3.35%

10/01/29

53,018,000‌

46,072,318‌

4.35%

11/01/42

2,860,000‌

2,405,984‌

CVS

Health

Corp.

4.78%

03/25/38

23,581,000‌

21,574,803‌

4.88%

07/20/35

22,450,000‌

21,333,019‌

5.05%

03/25/48

152,729,000‌

138,008,823‌

5.13%

07/20/45

60,105,000‌

55,073,763‌

DENTSPLY

SIRONA,

Inc.

3.25%

06/01/30

21,506,000‌

17,900,925‌

Embecta

Corp.

5.00%

02/15/30

1

4,118,000‌

3,465,706‌

6.75%

02/15/30

1

20,122,000‌

18,365,897‌

Fresenius

Finance

Ireland

PLC

(EMTN)

(Ireland)

0.88%

10/01/31

3

7,910,000‌

5,855,152‌

Fresenius

Medical

Care

U.S.

Finance

III,

Inc.

1.88%

12/01/26

1

67,592,000‌

57,308,244‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

18

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Health

Care

(continued)

Fresenius

SE

&

Co.

KGaA,

Series

10Y

(EMTN)

(Georgia)

2.88%

02/15/29

3

$

9,007,000‌

$

8,510,916‌

Grifols

Escrow

Issuer

SA

(Spain)

4.75%

10/15/28

1,3

10,810,000‌

9,359,552‌

Grifols

Escrow

Issuer

SA,

Series

REGS

(Spain)

3.88%

10/15/28

3

20,825,000‌

18,799,479‌

HCA,

Inc.

2.38%

07/15/31

563,000‌

438,180‌

3.13%

03/15/27

1

4,356,000‌

3,966,747‌

3.50%

09/01/30

52,030,000‌

44,996,885‌

3.63%

03/15/32

1

89,143,000‌

75,485,452‌

4.13%

06/15/29

10,936,000‌

10,006,808‌

4.38%

03/15/42

1

15,000,000‌

12,019,289‌

4.63%

03/15/52

1

13,589,000‌

10,653,191‌

5.25%

06/15/26

59,869,000‌

59,247,118‌

5.25%

06/15/49

188,662,000‌

161,572,561‌

5.50%

06/15/47

41,777,000‌

37,616,846‌

5.63%

09/01/28

24,411,000‌

24,358,760‌

5.88%

02/15/26

8,915,000‌

9,020,999‌

5.88%

02/01/29

29,822,000‌

29,858,383‌

Humana,

Inc.

0.65%

08/03/23

33,805,000‌

33,001,813‌

Illumina,

Inc.

5.75%

12/13/27

4,480,000‌

4,544,597‌

5.80%

12/12/25

2,660,000‌

2,685,368‌

ModivCare

Escrow

Issuer,

Inc.

5.00%

10/01/29

1

14,357,000‌

12,107,530‌

ModivCare,

Inc.

5.88%

11/15/25

1

10,886,000‌

10,239,551‌

Molina

Healthcare,

Inc.

3.88%

11/15/30

1

58,448,000‌

49,973,040‌

3.88%

05/15/32

1

37,560,000‌

31,271,355‌

4.38%

06/15/28

1

33,113,000‌

30,233,704‌

NYU

Langone

Hospitals,

Series

2020

3.38%

07/01/55

4,300,000‌

2,949,636‌

Organon

&

Co./Organon

Foreign

Debt

Co.-Issuer

BV

5.13%

04/30/31

1

14,333,000‌

12,460,250‌

PerkinElmer,

Inc.

0.55%

09/15/23

35,000,000‌

33,896,721‌

0.85%

09/15/24

22,870,000‌

21,216,620‌

Premier

Health

Partners,

Series

G

2.91%

11/15/26

2,229,000‌

1,965,650‌

Royalty

Pharma

PLC

(United

Kingdom)

0.75%

09/02/23

3

11,885,000‌

11,503,933‌

1.75%

09/02/27

3

11,295,000‌

9,599,658‌

Teleflex,

Inc.

4.25%

06/01/28

1

75,000‌

68,597‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Health

Care

(continued)

Tenet

Healthcare

Corp.

4.63%

06/15/28

1

$

1,465,000‌

$

1,305,681‌

4.88%

01/01/26

1

3,408,000‌

3,251,414‌

6.13%

10/01/28

1

746,000‌

670,796‌

Universal

Health

Services,

Inc.

1.65%

09/01/26

1

45,000,000‌

38,820,862‌

1,934,226,629‌

Industrials

—

0.89%

Ardagh

Packaging

Finance

PLC/Ardagh

Holdings

USA,

Inc.

(Canada)

5.25%

08/15/27

1,3

65,862,000‌

49,583,676‌

Artera

Services

LLC

9.03%

12/04/25

1

50,815,000‌

42,641,242‌

Ball

Corp.

6.88%

03/15/28

850,000‌

873,664‌

Berry

Global,

Inc.

1.50%

01/15/27

1

8,110,000‌

7,743,156‌

1.57%

01/15/26

46,115,000‌

41,205,925‌

1.65%

01/15/27

14,576,000‌

12,486,207‌

4.88%

07/15/26

1

82,131,000‌

79,260,574‌

Boeing

Co.

(The)

1.17%

02/04/23

12,010,000‌

11,977,320‌

1.43%

02/04/24

151,800,000‌

145,319,033‌

4.88%

05/01/25

19,940,000‌

19,790,809‌

Cellnex

Finance

Co.

SA

(EMTN)

(Spain)

2.00%

09/15/32

3

8,400,000‌

6,661,631‌

2.00%

02/15/33

3

7,100,000‌

5,594,191‌

General

Electric

Co.

(MTN)

(LIBOR

USD

3-Month

plus

0.38%)

4.91%

05/05/26

2

1,785,000‌

1,733,973‌

(LIBOR

USD

3-Month

plus

0.48%)

5.09%

08/15/36

2

11,550,000‌

9,548,984‌

Heathrow

Funding

Ltd.

(United

Kingdom)

5.23%

02/15/23

1,3

34,415,000‌

41,397,453‌

Heathrow

Funding

Ltd.

(EMTN)

(United

Kingdom)

1.88%

03/14/34

3

65,024,000‌

50,283,666‌

L3Harris

Technologies,

Inc.

3.95%

05/28/24

12,890,000‌

12,678,659‌

OT

Merger

Corp.

7.88%

10/15/29

1

15,611,000‌

8,076,666‌

Trivium

Packaging

Finance

BV

(Netherlands)

8.50%

08/15/27

1,3

11,980,000‌

11,021,422‌

557,878,251‌

Information

Technology

—

0.82%

Broadcom,

Inc.

2.60%

02/15/33

1

41,272,000‌

30,996,464‌

3.14%

11/15/35

1

19,662,000‌

14,427,383‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

19

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Information

Technology

(continued)

3.42%

04/15/33

1

$

51,741,000‌

$

41,609,151‌

3.50%

02/15/41

1

8,445,000‌

6,055,675‌

Fidelity

National

Information

Services,

Inc.

5.63%

07/15/52

5,000,000‌

4,647,431‌

Fiserv,

Inc.

3.20%

07/01/26

5,905,000‌

5,540,250‌

Lenovo

Group

Ltd.

(Hong

Kong)

6.54%

07/27/32

1,3

23,335,000‌

22,558,256‌

NCR

Corp.

5.00%

10/01/28

1

19,027,000‌

16,371,972‌

5.13%

04/15/29

1

25,433,000‌

21,298,581‌

5.25%

10/01/30

1

17,380,000‌

14,366,916‌

5.75%

09/01/27

1

4,500,000‌

4,313,136‌

Open

Text

Corp.

(Canada)

6.90%

12/01/27

1,3

4,194,000‌

4,235,940‌

Oracle

Corp.

2.80%

04/01/27

7,928,000‌

7,233,581‌

2.88%

03/25/31

99,314,000‌

82,458,314‌

3.60%

04/01/40

35,483,000‌

26,159,217‌

3.60%

04/01/50

37,887,000‌

25,666,549‌

3.65%

03/25/41

88,945,000‌

65,873,100‌

3.85%

07/15/36

35,336,000‌

29,015,896‌

3.95%

03/25/51

1,102,000‌

794,993‌

4.00%

11/15/47

20,255,000‌

14,890,585‌

4.13%

05/15/45

26,924,000‌

20,386,482‌

6.25%

11/09/32

29,846,000‌

31,364,389‌

6.90%

11/09/52

26,240,000‌

28,420,279‌

518,684,540‌

Insurance

—

1.21%

Acrisure

LLC/Acrisure

Finance,

Inc.

4.25%

02/15/29

1

4,417,000‌

3,676,606‌

6.00%

08/01/29

1

2,000,000‌

1,607,500‌

7.00%

11/15/25

1

2,012,000‌

1,853,555‌

Alliant

Holdings

Intermediate

LLC/Alliant

Holdings

Co.-Issuer

6.75%

10/15/27

1

10,790,000‌

9,745,096‌

Aon

Corp.

2.80%

05/15/30

5,650,000‌

4,829,818‌

Aon

Corp./Aon

Global

Holdings

PLC

2.60%

12/02/31

6,745,000‌

5,515,620‌

3.90%

02/28/52

79,250,000‌

61,508,824‌

AssuredPartners,

Inc.

5.63%

01/15/29

1

3,724,000‌

3,069,840‌

Athene

Global

Funding

1.61%

06/29/26

1

61,330,000‌

53,018,192‌

1.99%

08/19/28

1

11,040,000‌

8,940,002‌

3.21%

03/08/27

1

26,060,000‌

23,265,189‌

(SOFR

Index

plus

0.70%)

4.90%

05/24/24

1,2

146,955,000‌

144,376,271‌

Farmers

Exchange

Capital

7.05%

07/15/28

1

13,283,000‌

13,655,620‌

7.20%

07/15/48

1

18,415,000‌

18,978,768‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Insurance

(continued)

Farmers

Exchange

Capital

II

6.15%

11/01/53

1,4

$

59,331,000‌

$

56,604,177‌

Farmers

Exchange

Capital

III

5.45%

10/15/54

1,4

80,605,000‌

74,379,445‌

Farmers

Insurance

Exchange

4.75%

11/01/57

1,4

23,060,000‌

18,573,165‌

Marsh

&

McLennan

Cos.,

Inc.

5.75%

11/01/32

3,620,000‌

3,802,080‌

Metropolitan

Life

Global

Funding

I

3.30%

03/21/29

1

16,005,000‌

14,381,861‌

4.30%

08/25/29

1

6,940,000‌

6,595,857‌

Nationwide

Mutual

Insurance

Co.

7.06%

12/15/24

1,4

42,571,000‌

42,470,962‌

New

York

Life

Insurance

Co.

3.75%

05/15/50

1

5,695,000‌

4,382,800‌

Protective

Life

Global

Funding

1.90%

07/06/28

1

56,210,000‌

46,980,587‌

Teachers

Insurance

&

Annuity

Association

of

America

3.30%

05/15/50

1

116,155,000‌

80,833,674‌

4.27%

05/15/47

1

13,496,000‌

11,164,044‌

4.38%

09/15/54

1,4

35,635,000‌

34,188,709‌

Willis

North

America,

Inc.

2.95%

09/15/29

11,025,000‌

9,290,791‌

4.50%

09/15/28

5,079,000‌

4,783,933‌

762,472,986‌

Materials

—

0.17%

Indonesia

Asahan

Aluminium

Persero

PT,

Series

REGS

(Indonesia)

5.45%

05/15/30

3

3,000,000‌

2,878,462‌

International

Flavors

&

Fragrances,

Inc.

2.30%

11/01/30

1

15,950,000‌

12,690,889‌

5.00%

09/26/48

99,234,000‌

84,732,572‌

SK

Invictus

Intermediate

II

SARL

(Luxembourg)

5.00%

10/30/29

1,3

9,122,000‌

7,491,899‌

107,793,822‌

Real

Estate

Investment

Trust

(REIT)

—

1.69%

American

Homes

4

Rent

LP

2.38%

07/15/31

1,290,000‌

994,437‌

4.30%

04/15/52

6,960,000‌

5,160,135‌

American

Tower

Corp.

1.88%

10/15/30

13,336,000‌

10,296,853‌

Annington

Funding

PLC

(EMTN)

(United

Kingdom)

2.31%

10/06/32

3

45,583,000‌

39,563,223‌

2.92%

10/06/51

3

3,500,000‌

2,417,076‌

3.94%

07/12/47

3

6,700,000‌

5,809,748‌

CapitaLand

Ascendas

REIT

(EMTN)

(Slovenia)

0.75%

06/23/28

3

15,838,000‌

13,268,008‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

20

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Real

Estate

Investment

Trust

(REIT)

(continued)

Crown

Castle,

Inc.

2.50%

07/15/31

$

3,287,000‌

$

2,652,206‌

CubeSmart

LP

2.25%

12/15/28

4,202,000‌

3,469,745‌

2.50%

02/15/32

23,755,000‌

18,213,320‌

Digital

Dutch

Finco

BV

(Netherlands)

0.63%

07/15/25

3

2,375,000‌

2,270,953‌

1.00%

01/15/32

3

5,000,000‌

3,737,016‌

1.25%

02/01/31

3

26,308,000‌

20,552,917‌

1.50%

03/15/30

3

25,000,000‌

20,866,234‌

Digital

Euro

Finco

LLC

1.13%

04/09/28

10,000,000‌

8,655,447‌

2.63%

04/15/24

2,100,000‌

2,174,968‌

Digital

Intrepid

Holding

BV

(Netherlands)

0.63%

07/15/31

3

22,260,000‌

16,291,968‌

1.38%

07/18/32

3

23,045,000‌

17,522,978‌

Extra

Space

Storage

LP

2.35%

03/15/32

48,159,000‌

36,563,055‌

Federal

Realty

Investment

Trust

7.48%

08/15/26

18,825,000‌

19,782,129‌

GLP

Capital

LP/GLP

Financing

II,

Inc.

3.25%

01/15/32

2,000‌

1,607‌

3.35%

09/01/24

7,197,000‌

6,934,597‌

4.00%

01/15/30

20,629,000‌

18,076,161‌

5.25%

06/01/25

75,515,000‌

74,382,275‌

5.30%

01/15/29

34,755,000‌

33,179,904‌

5.38%

11/01/23

22,841,000‌

22,785,137‌

5.38%

04/15/26

99,048,000‌

97,334,183‌

5.75%

06/01/28

29,128,000‌

28,691,067‌

Healthcare

Reality

Holdings

LP

2.00%

03/15/31

22,783,000‌

17,299,989‌

3.10%

02/15/30

35,467,000‌

29,847,814‌

Healthcare

Realty

Holdings

LP

2.05%

03/15/31

5,580,000‌

4,091,387‌

2.40%

03/15/30

23,198,000‌

18,157,460‌

3.63%

01/15/28

18,119,000‌

16,098,289‌

3.88%

05/01/25

20,446,000‌

19,538,957‌

Host

Hotels

&

Resorts

LP,

Series

H

3.38%

12/15/29

1,342,000‌

1,125,055‌

Hudson

Pacific

Properties

LP

3.25%

01/15/30

26,287,000‌

20,123,325‌

3.95%

11/01/27

13,630,000‌

11,616,894‌

4.65%

04/01/29

9,585,000‌

8,206,818‌

5.95%

02/15/28

32,935,000‌

30,781,883‌

Invitation

Homes

Operating

Partnership

LP

2.00%

08/15/31

34,046,000‌

25,158,908‌

2.70%

01/15/34

1,923,000‌

1,406,848‌

Kilroy

Realty

LP

2.50%

11/15/32

3,705,000‌

2,644,409‌

2.65%

11/15/33

35,363,000‌

24,626,471‌

Life

Storage

LP

2.20%

10/15/30

1,090,000‌

849,500‌

3.88%

12/15/27

2,405,000‌

2,229,396‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Real

Estate

Investment

Trust

(REIT)

(continued)

Physicians

Realty

LP

2.63%

11/01/31

$

4,632,000‌

$

3,626,899‌

Prologis

Euro

Finance

LLC

0.38%

02/06/28

5,000,000‌

4,436,492‌

0.50%

02/16/32

14,021,000‌

10,667,811‌

0.63%

09/10/31

11,898,000‌

9,342,788‌

1.00%

02/06/35

3,180,000‌

2,339,546‌

1.00%

02/16/41

8,348,000‌

5,092,486‌

Prologis

Euro

Finance

LLC

(EMTN)

1.00%

02/08/29

2,720,000‌

2,405,489‌

Public

Storage

0.50%

09/09/30

18,680,000‌

15,089,107‌

SELP

Finance

SARL

(Luxembourg)

0.88%

05/27/29

3

46,714,000‌

37,534,327‌

VICI

Properties

LP

5.13%

05/15/32

75,546,000‌

70,133,508‌

5.63%

05/15/52

32,867,000‌

29,103,312‌

VICI

Properties

LP/VICI

Note

Co.,

Inc.

3.75%

02/15/27

1

8,070,000‌

7,348,744‌

3.88%

02/15/29

1

48,926,000‌

42,951,119‌

4.50%

09/01/26

1

8,763,000‌

8,366,255‌

4.50%

01/15/28

1

19,616,000‌

18,108,942‌

4.63%

06/15/25

1

16,415,000‌

15,749,805‌

5.75%

02/01/27

1

18,263,000‌

17,841,580‌

1,065,588,960‌

Retail

—

0.15%

Alimentation

Couche-Tard,

Inc.

(Canada)

3.80%

01/25/50

1,3

18,032,000‌

12,797,541‌

Fertitta

Entertainment,

LLC/Fertitta

Entertainment

Finance

Co.,

Inc.

6.75%

01/15/30

1

14,385,000‌

11,656,885‌

FirstCash,

Inc.

5.63%

01/01/30

1

15,320,000‌

13,719,380‌

Michaels

Cos.,

Inc.

(The)

7.88%

05/01/29

1

83,531,000‌

55,961,450‌

94,135,256‌

Services

—

0.24%

DP

World

Crescent

Ltd.

(Cayman

Islands)

4.85%

09/26/28

1,3

7,600,000‌

7,518,870‌

Global

Payments,

Inc.

5.40%

08/15/32

39,855,000‌

38,044,013‌

5.95%

08/15/52

43,315,000‌

39,458,773‌

Rent-A-Center,

Inc.

6.38%

02/15/29

1

5,128,000‌

4,185,953‌

S&P

Global,

Inc.

2.70%

03/01/29

1

12,000,000‌

10,570,614‌

4.75%

08/01/28

1

2,767,000‌

2,740,219‌

WASH

Multifamily

Acquisition,

Inc.

5.75%

04/15/26

1

4,057,000‌

3,828,603‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

21

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Services

(continued)

Waste

Pro

USA,

Inc.

5.50%

02/15/26

1

$

50,043,000‌

$

44,306,070‌

150,653,115‌

Transportation

—

0.27%

American

Airlines

Pass-Through

Trust,

Series

2013-1,

Class

A

4.00%

07/15/25

10,388,340‌

9,023,947‌

American

Airlines

Pass-Through

Trust,

Series

2017-2,

Class

AA

3.35%

10/15/29

15,087,393‌

12,893,320‌

Delta

Air

Lines

Pass-Through

Trust,

Series

2020-1,

Class

AA

2.00%

06/10/28

76,670,541‌

65,760,150‌

Empresa

de

Transporte

de

Pasajeros

Metro

SA

(Chile)

3.65%

05/07/30

1,3

4,999,000‌

4,557,588‌

JetBlue

Airways

Pass-Through

Trust,

Series

2020-1,

Class

A

4.00%

11/15/32

9,256,192‌

8,224,792‌

U.S.

Airways

Pass-Through

Trust,

Series

2010-1,

Class

A

6.25%

04/22/23

8,774,086‌

8,752,950‌

U.S.

Airways

Pass-Through

Trust,

Series

2011-1,

Class

A

7.13%

10/22/23

1,875,483‌

1,888,671‌

U.S.

Airways

Pass-Through

Trust,

Series

2012-1,

Class

A

5.90%

10/01/24

24,704,478‌

23,817,740‌

U.S.

Airways

Pass-Through

Trust,

Series

2012-2,

Class

A

4.63%

06/03/25

6,440‌

5,868‌

United

Airlines

Pass-Through

Trust,

Series

2013-1,

Class

A

4.30%

08/15/25

11,362,547‌

10,584,926‌

United

Airlines

Pass-Through

Trust,

Series

2018-1,

Class

AA

3.50%

03/01/30

28,258,292‌

24,443,841‌

169,953,793‌

Total

Corporates

(Cost

$21,862,191,966)

19,305,748,421‌

FOREIGN

GOVERNMENT

OBLIGATIONS

—

1.15%  

Foreign

Government

Obligations

—

1.15%

Abu

Dhabi

Government

International

Bond,

Series

REGS

(United

Arab

Emirates)

2.50%

09/30/29

3

38,500,000‌

34,538,350‌

Abu

Dhabi

Government

International

Bond,

Series

REGS

(EMTN)

(United

Arab

Emirates)

3.13%

04/16/30

3

6,690,000‌

6,222,978‌

Brazilian

Government

International

Bond

(Brazil)

2.88%

06/06/25

3

24,818,000‌

23,465,419‌

3.88%

06/12/30

3

22,393,000‌

19,477,431‌

Issues

Maturity

Date

Principal

Amount

Value

FOREIGN

GOVERNMENT

OBLIGATIONS

(continued)

Foreign

Government

Obligations

(continued)

4.63%

01/13/28

3

$

11,020,000‌

$

10,579,200‌

Chile

Government

International

Bond

(Chile)

2.45%

01/31/31

3

27,119,000‌

22,567,809‌

2.55%

01/27/32

3

15,429,000‌

12,676,467‌

2.55%

07/27/33

3

3,160,000‌

2,481,058‌

Colombia

Government

International

Bond

(Colombia)

3.00%

01/30/30

3

39,011,000‌

29,921,437‌

3.13%

04/15/31

3

16,840,000‌

12,557,819‌

4.50%

01/28/26

3

19,215,000‌

18,106,295‌

8.00%

04/20/33

3

1,670,000‌

1,678,350‌

Croatia

Government

International

Bond,

Series

REGS

(Croatia)

6.00%

01/26/24

3

18,065,000‌

18,214,036‌

Dominican

Republic

International

Bond

(Dominican

Republic)

4.50%

01/30/30

1,3

25,047,000‌

21,407,671‌

Dominican

Republic

International

Bond,

Series

REGS

(Dominican

Republic)

4.88%

09/23/32

3

10,915,000‌

9,101,048‌

Egypt

Government

International

Bond

(Egypt)

7.60%

03/01/29

1,3

3,550,000‌

2,901,646‌

Egypt

Government

International

Bond,

Series

REGS

(Egypt)

5.25%

10/06/25

3

4,765,000‌

4,288,500‌

Guatemala

Government

Bond

Series

REGS

(Guam)

4.90%

06/01/30

3

4,960,000‌

4,710,885‌

Guatemala

Government

Bond,

Series

REGS

(Guam)

3.70%

10/07/33

3

3,676,000‌

3,041,522‌

Hungary

Government

International

Bond

(Hungary)

2.13%

09/22/31

1,3

17,300,000‌

12,802,778‌

Indonesia

Government

International

Bond

(Indonesia)

2.85%

02/14/30

3

26,861,000‌

24,122,857‌

Mexico

Government

International

Bond

(Mexico)

2.66%

05/24/31

3

36,789,000‌

29,725,512‌

3.50%

02/12/34

3

11,767,000‌

9,472,435‌

3.75%

01/11/28

3

46,200,000‌

43,746,780‌

4.88%

05/19/33

3

8,400,000‌

7,727,512‌

Oman

Government

International

Bond,

Series

REGS

(Oman)

5.63%

01/17/28

3

10,500,000‌

10,387,650‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

22

Issues

Maturity

Date

Principal

Amount

Value

FOREIGN

GOVERNMENT

OBLIGATIONS

(continued)

Foreign

Government

Obligations

(continued)

Panama

Government

International

Bond

(Panama)

2.25%

09/29/32

3

$

20,627,000‌

$

15,351,756‌

3.16%

01/23/30

3

55,874,000‌

48,246,298‌

Paraguay

Government

International

Bond

(Paraguay)

2.74%

01/29/33

1,3

9,800,000‌

7,904,352‌

4.95%

04/28/31

1,3

7,477,000‌

7,253,650‌

Perusahaan

Penerbit

SBSN

Indonesia

III

(Indonesia)

2.80%

06/23/30

1,3

17,340,000‌

15,253,391‌

Perusahaan

Penerbit

SBSN

Indonesia

III,

Series

REGS

(Indonesia)

4.15%

03/29/27

3

5,100,000‌

5,014,320‌

Peruvian

Government

International

Bond

(Peru)

1.86%

12/01/32

3

1,000,000‌

732,780‌

2.78%

01/23/31

3

5,270,000‌

4,374,100‌

2.84%

06/20/30

3

38,741,000‌

32,856,339‌

4.13%

08/25/27

3

1,327,000‌

1,277,237‌

Philippine

Government

International

Bond

(Philippines)

1.65%

06/10/31

3

8,405,000‌

6,734,926‌

1.95%

01/06/32

3

7,040,000‌

5,757,312‌

2.46%

05/05/30

3

4,565,000‌

3,994,375‌

Qatar

Government

International

Bond,

Series

REGS

(Qatar)

3.75%

04/16/30

3

3,080,000‌

2,989,402‌

4.50%

04/23/28

3

35,553,000‌

35,776,984‌

Republic

of

Poland

Government

International

Bond

(Poland)

5.75%

11/16/32

3

3,793,000‌

4,051,922‌

Republic

of

South

Africa

Government

International

Bond

(South

Africa)

4.30%

10/12/28

3

28,007,000‌

25,046,660‌

4.85%

09/30/29

3

19,945,000‌

17,813,877‌

5.88%

04/20/32

3

10,600,000‌

9,611,020‌

Romanian

Government

International

Bond,

Series

REGS

(Romania)

3.00%

02/14/31

3

26,000,000‌

20,577,856‌

Saudi

Government

International

Bond,

Series

REGS

(EMTN)

(Saudi

Arabia)

3.25%

10/22/30

3

16,040,000‌

14,677,402‌

3.63%

03/04/28

3

27,097,000‌

25,889,829‌

Uruguay

Government

International

Bond

(Uruguay)

4.38%

01/23/31

3

19,020,000‌

18,981,960‌

Total

Foreign

Government

Obligations

(Cost

$826,835,030)

726,091,193‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

—

50.60%**  

Non-Agency

Commercial

Mortgage-Backed

—

3.36%

1301

Properties

Owner

LP

2.08%

09/07/25

5,6

$

47,327,027‌

$

47,222,908‌

Banc

of

America

Merrill

Lynch

Commercial

Mortgage

Trust,

Series

2018-PARK,

Class

A

4.09%

08/10/38

1,4

122,930,000‌

111,239,867‌

Barclays

Commercial

Mortgage

Securities

Mortgage

Trust,

Series

2018-TALL,

Class

C

(LIBOR

USD

1-Month

plus

1.12%)

5.44%

03/15/37

1,2

18,000,000‌

14,593,849‌

BFLD

Trust,

Series

2020-OBRK,

Class

A

(LIBOR

USD

1-Month

plus

2.05%)

6.37%

11/15/28

1,2

65,000,000‌

64,475,839‌

BGME

Trust,

Series

2021-VR,

Class

A

2.99%

01/10/43

1,4

20,000,000‌

15,834,578‌

BGME

Trust,

Series

2021-VR,

Class

B

2.99%

01/10/43

1,4

32,137,000‌

24,297,169‌

Blackstone

Industrial

Portfolio

-

Proj

Foxtrot

2.23%

04/09/24

4,5,6

96,510,000‌

91,172,997‌

BMO

Mortgage

Trust,

Series

2022-C2,

Class

A5

4.81%

07/15/54

4

21,624,000‌

21,348,880‌

BX

Commercial

Mortgage

Trust,

Series

2019-XL,

Class

A

(CME

Term

SOFR

1-Month

plus

1.03%)

5.37%

10/15/36

1,2

164,612,610‌

162,650,482‌

BX

Commercial

Mortgage

Trust,

Series

2020-VIV4,

Class

A

2.84%

03/09/44

1

180,165,000‌

144,585,473‌

BX

Commercial

Mortgage

Trust,

Series

2022-CSMO,

Class

A

(CME

Term

SOFR

1-Month

plus

2.11%)

6.45%

06/15/27

1,2

152,924,000‌

152,105,337‌

BX

Commercial

Mortgage

Trust,

Series

2022-CSMO,

Class

B

(CME

Term

SOFR

1-Month

plus

3.14%)

7.48%

06/15/27

1,2

90,170,000‌

89,720,052‌

BX

Trust,

Series

2019-OC11,

Class

A

3.20%

12/09/41

1

42,270,000‌

35,477,820‌

CALI

Mortgage

Trust,

Series

2019-101C,

Class

A

3.96%

03/10/39

1

80,255,000‌

69,657,436‌

CALI

Mortgage

Trust,

Series

2019-101C,

Class

XA

(IO)

0.30%

03/10/39

1,4

272,551,000‌

4,647,090‌

Capital

Funding

Mortgage

Trust,

Series

2021-M01,

Class

A

(LIBOR

USD

1-Month

plus

2.25%)

6.02%

12/19/24

1,2

90,174,646‌

82,573,897‌

Century

Plaza

Towers,

Series

2019-CPT,

Class

A

2.87%

11/13/39

1

27,645,000‌

22,240,602‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

23

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Commercial

Mortgage-Backed

(continued)

Citigroup

Commercial

Mortgage

Trust,

Series

2022-GC48,

Class

A5

4.58%

05/15/54

4

$

26,458,000‌

$

25,552,906‌

Commercial

Mortgage

Trust,

Series

2013-CR12,

Class

A4

4.05%

10/10/46

440,000‌

431,914‌

Credit

Suisse

Mortgage

Capital

Certificates,

Series

2019-ICE4,

Class

A

(LIBOR

USD

1-Month

plus

0.98%)

5.30%

05/15/36

1,2

31,400,000‌

31,049,623‌

CSMC

2022-MDR

A

7.12%

08/15/25

4

85,000,000‌

84,453,492‌

DC

Office

Trust,

Series

2019-MTC,

Class

A

2.97%

09/15/45

1

31,135,000‌

24,843,373‌

Fontainebleau

Miami

Beach

Trust,

Series

2019-FBLU,

Class

A

3.14%

12/10/36

1

35,000,000‌

32,706,669‌

GS

Mortgage-Backed

Securities

Trust,

Series

2022-SROA,

Class

A

(-1.00

X

CME

Term

SOFR

1-Month

plus

2.70%)

6.84%

07/12/24

1,2

13,020,743‌

12,998,828‌

Hudson

Yards

Mortgage

Trust,

Series

2019-30HY,

Class

A

3.23%

07/10/39

1

84,915,000‌

73,207,107‌

Hudson

Yards

Mortgage

Trust,

Series

2019-55HY,

Class

A

2.94%

12/10/41

1,4

81,025,000‌

68,082,204‌

KNDL

Mortgage

Trust,

Series

2019-KNSQ,

Class

E

(LIBOR

USD

1-Month

plus

1.80%)

6.12%

05/15/36

1,2

26,449,000‌

25,762,725‌

LoanCore

Issuer

Ltd.,

Series

2021-CRE5,

Class

A

(Cayman

Islands)

(LIBOR

USD

1-Month

plus

1.30%)

5.62%

07/15/36

1,2,3

44,185,000‌

42,558,254‌

MF1

Ltd.,

Series

2022-FL8,

Class

A

(Cayman

Islands)

(SOFR30A

plus

1.35%)

5.18%

02/19/37

1,2,3

25,000,000‌

24,057,640‌

NCMF

Trust,

Series

2022-MFP,

Class

A

(CME

Term

SOFR

1-Month

plus

1.74%)

6.08%

03/15/39

1,2

115,900,000‌

114,451,227‌

One

Bryant

Park

Trust,

Series

2019-OBP,

Class

A

2.52%

09/15/54

1

147,667,000‌

121,768,711‌

Project

Colt

(Acquired

03/08/2022,

cost

$100,000,000)

1.95%

03/10/27

4,5,6

100,000,000‌

96,570,000‌

Queens

Center

Mortgage

Trust,

Series

2013-QCA,

Class

A

3.28%

01/11/37

1

9,170,000‌

8,476,256‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Commercial

Mortgage-Backed

(continued)

RBS

Commercial

Funding,

Inc.,

Trust,

Series

2013-GSP,

Class

A

3.83%

01/15/32

1,4

$

48,830,000‌

$

47,040,577‌

SFAVE

Commercial

Mortgage

Securities

Trust,

Series

2015-5AVE,

Class

A1

3.87%

01/05/43

1,4

56,465,000‌

38,840,625‌

SFAVE

Commercial

Mortgage

Securities

Trust,

Series

2015-5AVE,

Class

A2B

4.14%

01/05/43

1,4

8,710,000‌

5,987,408‌

SHOW

2022-BIZ

A

Series

2022-BIZ,

Class

A

6.25%

01/15/24

4

68,000,000‌

66,754,359‌

Taurus

UK

DAC,

Series

2021-UK4A,

Class

A

(Ireland)

(SONIA

plus

0.95%)

4.20%

08/17/31

1,2,3

15,443,661‌

17,783,117‌

2,117,221,291‌

Non-Agency

Mortgage-Backed

—

9.26%

Aames

Mortgage

Trust,

Series

2002-1,

Class

A3

(STEP-reset

date

02/25/23)

7.40%

06/25/32

22,384‌

21,654‌

Accredited

Mortgage

Loan

Trust,

Series

2007-1,

Class

A4

(LIBOR

USD

1-Month

plus

0.22%)

4.61%

02/25/37

2

5,984,264‌

5,926,480‌

ACE

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2004-IN1,

Class

A1

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

05/25/34

2

124,934‌

115,621‌

ACE

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2006-HE3,

Class

A2C

(LIBOR

USD

1-Month

plus

0.30%)

4.69%

06/25/36

2

2,440,701‌

1,776,012‌

ACE

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2006-OP2,

Class

A2D

(LIBOR

USD

1-Month

plus

0.22%)

4.61%

08/25/36

2

27,724,000‌

25,006,294‌

ACE

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2007-ASP2,

Class

A1

(LIBOR

USD

1-Month

plus

0.38%)

4.77%

06/25/37

2

27,228,684‌

20,143,587‌

Adjustable

Rate

Mortgage

Trust,

Series

2005-10,

Class

6A1

(LIBOR

USD

1-Month

plus

0.54%)

4.93%

01/25/36

2

141,510‌

128,152‌

Adjustable

Rate

Mortgage

Trust,

Series

2007-3,

Class

2A1

5.77%

11/25/37

1,4

26,346,265‌

18,684,689‌

Aegis

Asset-Backed

Securities

Trust,

Series

2005-5,

Class

1A4

(LIBOR

USD

1-Month

plus

0.70%)

5.09%

12/25/35

2

3,202‌

3,195‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

24

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Ajax

Mortgage

Loan

Trust,

Series

2019-F,

Class

A1

(STEP-reset

date

01/25/23)

2.86%

07/25/59

1

$

120,012‌

$

113,488‌

Alternative

Loan

Trust,

Series

2004-30CB,

Class

1A6

5.50%

02/25/35

27,339,886‌

24,994,681‌

Alternative

Loan

Trust,

Series

2004-J6,

Class

2A1

6.50%

11/25/31

2,080‌

1,997‌

Alternative

Loan

Trust,

Series

2005-38,

Class

A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.50%)

3.55%

09/25/35

2

291,337‌

249,928‌

Alternative

Loan

Trust,

Series

2005-76,

Class

2A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.00%)

3.05%

02/25/36

2

32,206,936‌

27,832,893‌

Alternative

Loan

Trust,

Series

2005-84,

Class

1A1

3.13%

02/25/36

4

26,515‌

23,577‌

Alternative

Loan

Trust,

Series

2006-HY13,

Class

4A1

3.44%

02/25/37

4

806,316‌

685,957‌

Alternative

Loan

Trust,

Series

2007-J1,

Class

2A1

(LIBOR

USD

1-Month

plus

0.20%)

4.59%

03/25/37

2

550,308‌

145,960‌

American

Home

Mortgage

Assets

Trust,

Series

2006-3,

Class

2A12

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.15%)

3.20%

10/25/46

2

32,566,702‌

23,342,965‌

American

Home

Mortgage

Assets

Trust,

Series

2007-1,

Class

A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.70%)

2.75%

02/25/47

2

44,818,851‌

18,498,281‌

American

Home

Mortgage

Assets

Trust,

Series

2007-2,

Class

A1

(LIBOR

USD

1-Month

plus

0.13%)

4.51%

03/25/47

2

26,025,088‌

22,622,404‌

American

Home

Mortgage

Investment

Trust,

Series

2004-3,

Class

2A

(LIBOR

USD

6-Month

plus

1.50%)

3.87%

10/25/34

2

3,402,818‌

3,294,418‌

Ameriquest

Mortgage

Securities

Trust,

Series

2006-R1,

Class

M1

(LIBOR

USD

1-Month

plus

0.59%)

4.97%

03/25/36

2

1,476,853‌

1,472,706‌

Amresco

Residential

Securities

Corp.

Mortgage

Loan

Trust,

Series

1998-1,

Class

A5

(STEP-reset

date

02/25/23)

7.48%

10/25/27

4,698‌

4,668‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Argent

Securities,

Inc.,

Asset-Backed

Pass-Through

Certificates,

Series

2005-W2,

Class

M1

(LIBOR

USD

1-Month

plus

0.74%)

5.12%

10/25/35

2

$

108,187‌

$

105,065‌

Argent

Securities,

Inc.,

Asset-Backed

Pass-Through

Certificates,

Series

2005-W3,

Class

M1

(LIBOR

USD

1-Month

plus

0.66%)

5.05%

11/25/35

2

14,763,111‌

14,169,622‌

Asset-Backed

Funding

Certificates,

Series

2006-OPT3,

Class

A3B

(LIBOR

USD

1-Month

plus

0.32%)

4.71%

11/25/36

2

40,507,024‌

18,385,976‌

Asset-Backed

Funding

Certificates,

Series

2007-WMC1,

Class

A2A

(LIBOR

USD

1-Month

plus

0.75%)

5.14%

06/25/37

2

21,422,166‌

17,083,456‌

Asset-Backed

Funding

Certificates,

Series

2007-WMC1,

Class

A2B

(LIBOR

USD

1-Month

plus

1.00%)

5.39%

06/25/37

2

15,649,643‌

12,663,576‌

Asset-Backed

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2006-HE6,

Class

A5

(LIBOR

USD

1-Month

plus

0.46%)

4.85%

11/25/36

2

15,355,509‌

14,745,498‌

Banc

of

America

Funding

Trust,

Series

2003-2,

Class

1A1

6.50%

06/25/32

10,924‌

10,667‌

Banc

of

America

Funding

Trust,

Series

2006-D,

Class

3A1

3.41%

05/20/36

4

2,590,947‌

2,175,770‌

Banc

of

America

Funding

Trust,

Series

2006-E,

Class

2A1

3.54%

06/20/36

4

31,843‌

28,642‌

Banc

of

America

Funding

Trust,

Series

2006-H,

Class

3A1

3.88%

09/20/46

4

644,243‌

534,283‌

Banc

of

America

Funding

Trust,

Series

2015-R5,

Class

1A2

(LIBOR

USD

1-Month

plus

0.13%)

4.52%

10/26/36

1,2

4,881,648‌

4,875,199‌

Banc

of

America

Mortgage

Trust,

Series

2004-F,

Class

1A1

3.68%

07/25/34

4

21,348‌

19,492‌

Banc

of

America

Mortgage

Trust,

Series

2005-C,

Class

2A2

3.00%

04/25/35

4

112,062‌

99,268‌

Banc

of

America

Mortgage

Trust,

Series

2007-1,

Class

1A24

6.00%

03/25/37

343,224‌

275,147‌

Banc

of

America

Mortgage

Trust,

Series

2007-3,

Class

1A1

6.00%

09/25/37

149,726‌

128,939‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

25

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

BCAP

LLC

Trust,

Series

2007-AA2,

Class

2A5

6.00%

04/25/37

$

217,255‌

$

113,147‌

BCAP

LLC

Trust,

Series

2007-AA5,

Class

A1

(LIBOR

USD

1-Month

plus

1.30%)

5.69%

09/25/47

2

12,716,230‌

10,519,072‌

Bear

Stearns

ALT-A

Trust,

Series

2005-4,

Class

22A2

3.06%

05/25/35

4

8,336‌

7,464‌

Bear

Stearns

ALT-A

Trust,

Series

2006-4,

Class

32A1

3.53%

07/25/36

4

1,353,473‌

712,218‌

Bear

Stearns

ARM

Trust,

Series

2004-1,

Class

13A2

3.09%

04/25/34

4

4,143‌

3,838‌

Bear

Stearns

ARM

Trust,

Series

2004-10,

Class

14A1

3.74%

01/25/35

4

1,695,719‌

1,559,324‌

Bear

Stearns

ARM

Trust,

Series

2006-4,

Class

2A1

3.63%

10/25/36

4

207,319‌

183,318‌

Bear

Stearns

Asset-Backed

Securities

I

Trust,

Series

2005-AC5,

Class

2A3

(LIBOR

USD

1-Month

plus

0.25%)

4.64%

08/25/20

2

1,179,041‌

630,936‌

Bear

Stearns

Asset-Backed

Securities

I

Trust,

Series

2006-AC2,

Class

21A3

6.00%

03/25/36

165,637‌

161,988‌

Bear

Stearns

Asset-Backed

Securities

I

Trust,

Series

2006-HE9,

Class

3A

(LIBOR

USD

1-Month

plus

0.14%)

4.53%

11/25/36

2

3,545,375‌

3,426,071‌

Bear

Stearns

Asset-Backed

Securities

I

Trust,

Series

2007-AC1,

Class

A3

(STEP-reset

date

02/25/23)

6.55%

02/25/37

23,883,580‌

20,246,469‌

Bear

Stearns

Asset-Backed

Securities

Trust,

Series

2003-AC7,

Class

A1

(STEP-reset

date

02/25/23)

5.50%

01/25/34

441,062‌

369,342‌

Bear

Stearns

Asset-Backed

Securities

Trust,

Series

2003-AC7,

Class

A2

(STEP-reset

date

02/25/23)

5.75%

01/25/34

397,647‌

332,907‌

Bear

Stearns

Mortgage

Funding

Trust,

Series

2006-AR3,

Class

1A1

(LIBOR

USD

1-Month

plus

0.18%)

4.57%

10/25/36

2

1,003,513‌

828,030‌

Bear

Stearns

Mortgage

Funding

Trust,

Series

2006-AR5,

Class

1A1

(LIBOR

USD

1-Month

plus

0.16%)

4.55%

12/25/46

2

13,468,467‌

11,469,096‌

Bear

Stearns

Mortgage

Funding

Trust,

Series

2007-AR5,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.17%)

4.56%

06/25/47

2

2,169,765‌

1,710,496‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Carrington

Mortgage

Loan

Trust,

Series

2006-NC3,

Class

A4

(LIBOR

USD

1-Month

plus

0.24%)

4.63%

08/25/36

2

$

46,429,000‌

$

37,601,324‌

Carrington

Mortgage

Loan

Trust,

Series

2006-OPT1,

Class

M1

(LIBOR

USD

1-Month

plus

0.53%)

4.91%

02/25/36

2

58,452‌

56,267‌

Carrington

Mortgage

Loan

Trust,

Series

2007-RFC1,

Class

A4

(LIBOR

USD

1-Month

plus

0.22%)

4.61%

10/25/36

2

22,415,000‌

18,318,535‌

Chase

Funding

Trust,

Series

2003-5,

Class

2A2

(LIBOR

USD

1-Month

plus

0.60%)

4.99%

07/25/33

2

3,059‌

2,823‌

Chase

Funding

Trust,

Series

2004-2,

Class

2A2

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

02/26/35

2

5,305‌

5,142‌

Chase

Mortgage

Finance

Trust,

Series

2006-A1,

Class

1A2

3.60%

09/25/36

4

394,134‌

327,540‌

Chase

Mortgage

Finance

Trust,

Series

2006-S3,

Class

2A1

5.50%

11/25/21

1,314,816‌

399,123‌

Chase

Mortgage

Finance

Trust,

Series

2007-A2,

Class

2A3

4.14%

06/25/35

4

696,717‌

670,093‌

ChaseFlex

Trust,

Series

2005-2,

Class

4A2

5.50%

06/25/36

290,121‌

168,466‌

ChaseFlex

Trust,

Series

2006-2,

Class

A2B

(LIBOR

USD

1-Month

plus

0.20%)

4.17%

09/25/36

2

4,741,116‌

3,872,397‌

CIM

Trust,

Series

2018-R5,

Class

A1

3.75%

07/25/58

1,4

40,506,313‌

38,677,643‌

CIM

Trust,

Series

2018-R6,

Class

A1

(LIBOR

USD

1-Month

plus

1.08%)

5.20%

09/25/58

1,2

39,796,033‌

38,964,336‌

CIM

Trust,

Series

2019-R1,

Class

A

3.25%

10/25/58

1,4

158,647,319‌

139,937,961‌

CIM

Trust,

Series

2019-R3,

Class

A

2.63%

06/25/58

1,4

101,378,675‌

92,007,788‌

CIM

Trust,

Series

2019-R4,

Class

A1

3.00%

10/25/59

1,4

96,111,411‌

87,704,604‌

CIM

Trust,

Series

2020-R1,

Class

A1

2.85%

10/27/59

1,4

141,174,855‌

122,323,170‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

26

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

CIM

Trust,

Series

2020-R3,

Class

A1A

4.00%

01/26/60

1,4

$

118,142,281‌

$

111,473,067‌

CIM

Trust,

Series

2020-R4,

Class

A1A

3.30%

06/25/60

1,4

72,221,736‌

72,065,982‌

CIM

Trust,

Series

2020-R6,

Class

A1A

2.25%

12/25/60

1,4

149,157,660‌

127,564,151‌

CIM

Trust,

Series

2020-R7,

Class

A1A

2.25%

12/27/61

1,4

230,655,456‌

202,704,374‌

CIM

Trust,

Series

2021-R1,

Class

A2

2.40%

08/25/56

1,4

86,327,949‌

74,365,166‌

CIM

Trust,

Series

2021-R2,

Class

A2

2.50%

01/25/57

1,4

81,296,829‌

72,323,415‌

CIM

Trust,

Series

2021-R3,

Class

A1A

1.95%

06/25/57

1,4

280,543,557‌

248,653,161‌

CIM

Trust,

Series

2021-R4,

Class

A1A

2.00%

05/01/61

1,4

211,151,923‌

183,619,507‌

CIM

Trust,

Series

2021-R5,

Class

A1

2.00%

08/25/61

1,4

42,991,749‌

35,536,799‌

CIM

Trust,

Series

2021-R5,

Class

A1A

2.00%

08/25/61

1,4

173,972,330‌

146,348,933‌

CIM

Trust,

Series

2022-I1,

Class

A1

4.35%

02/25/67

1,4

42,761,917‌

41,578,956‌

CIM

Trust,

Series

2022-NR1,

Class

A1

(STEP-reset

date

02/25/23)

5.00%

07/25/62

1

95,866,708‌

87,140,345‌

CIT

Mortgage

Loan

Trust,

Series

2007-1,

Class

1A

(LIBOR

USD

1-Month

plus

1.35%)

5.74%

10/25/37

1,2

9,778,458‌

9,732,411‌

Citicorp

Mortgage

Securities,

Inc.,

Series

2005-1,

Class

1A12

5.00%

02/25/35

89,283‌

79,858‌

Citicorp

Residential

Mortgage

Trust,

Series

2006-2,

Class

A5

(STEP-reset

date

02/25/23)

4.95%

09/25/36

31,006‌

30,841‌

Citicorp

Residential

Mortgage

Trust,

Series

2007-1,

Class

A5

(STEP-reset

date

02/25/23)

4.96%

03/25/37

222,162‌

216,265‌

Citigroup

Mortgage

Loan

Trust,

Series

2006-AR2,

Class

1A1

3.41%

03/25/36

4

6,955,504‌

4,782,873‌

Citigroup

Mortgage

Loan

Trust,

Series

2006-AR3,

Class

1A2A

3.55%

06/25/36

4

1,071,368‌

981,992‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Citigroup

Mortgage

Loan

Trust,

Series

2006-HE2,

Class

M1

(LIBOR

USD

1-Month

plus

0.44%)

4.82%

08/25/36

2

$

49,553‌

$

49,294‌

Citigroup

Mortgage

Loan

Trust,

Series

2006-WF2,

Class

A1

(STEP-reset

date

02/25/23)

7.25%

05/25/36

31,157,504‌

16,297,531‌

Citigroup

Mortgage

Loan

Trust,

Series

2007-6,

Class

1A4A

2.41%

03/25/37

4

178,847‌

152,017‌

Citigroup

Mortgage

Loan

Trust,

Series

2007-AR5,

Class

1A1A

3.54%

04/25/37

4

53,234‌

45,288‌

Citigroup

Mortgage

Loan

Trust,

Series

2014-5,

Class

2A2

(LIBOR

USD

1-Month

plus

1.75%)

3.91%

02/20/36

1,2

6,299,201‌

5,155,939‌

Citigroup

Mortgage

Loan

Trust,

Series

2015-2,

Class

4A1

(LIBOR

USD

1-Month

plus

0.70%)

2.39%

03/25/47

1,2

254,479‌

254,675‌

Citigroup

Mortgage

Loan

Trust,

Inc.,

Series

2005-5,

Class

3A2A

3.42%

10/25/35

4

356,339‌

214,314‌

Citigroup

Mortgage

Loan

Trust,

Inc.,

Series

2005-9,

Class

1A1

(LIBOR

USD

1-Month

plus

0.26%)

4.65%

11/25/35

2

102,607‌

84,741‌

Countrywide

Asset-Backed

Certificates

Trust,

Series

2005-13,

Class

AF4

5.81%

04/25/36

4

140,426‌

128,059‌

Countrywide

Asset-Backed

Certificates

Trust,

Series

2007-13,

Class

2A2

(LIBOR

USD

1-Month

plus

0.80%)

5.19%

10/25/47

2

7,015,015‌

6,554,937‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2001-HYB1,

Class

1A1

3.25%

06/19/31

4

6,528‌

6,108‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2003-J8,

Class

1A4

5.25%

09/25/23

31,767‌

30,809‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-14,

Class

4A1

3.91%

08/25/34

4

586,200‌

521,833‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-25,

Class

1A1

(LIBOR

USD

1-Month

plus

0.66%)

5.05%

02/25/35

2

69,552‌

64,191‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-7,

Class

2A1

3.16%

06/25/34

4

42,830‌

39,666‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-HYB3,

Class

1A

2.89%

06/20/34

4

9,077‌

8,620‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

27

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-HYB4,

Class

2A1

3.89%

09/20/34

4

$

542,421‌

$

499,812‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2005-11,

Class

1A2

4.49%

04/25/35

4

474,604‌

398,792‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2005-31,

Class

2A3

2.84%

01/25/36

4

90,825‌

76,738‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2005-9,

Class

1A1

(LIBOR

USD

1-Month

plus

0.60%)

4.99%

05/25/35

2

2,319,223‌

1,915,771‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2007-HY5,

Class

1A1

3.97%

09/25/47

4

500,250‌

369,489‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2007-HYB1,

Class

1A1

3.52%

03/25/37

4

930,433‌

713,887‌

Credit

Suisse

First

Boston

Mortgage

Securities

Corp.,

Series

2003-AR20,

Class

2A4

3.59%

08/25/33

4

6,065‌

5,793‌

Credit

Suisse

First

Boston

Mortgage

Securities

Corp.,

Series

2005-6,

Class

8A1

4.50%

07/25/20

2,739‌

2,387‌

Credit

Suisse

First

Boston

Mortgage-Backed

Pass-Through

Certificates,

Series

2004-1,

Class

2A1

6.50%

02/25/34

14,736‌

14,480‌

Credit

Suisse

First

Boston

Mortgage-Backed

Pass-Through

Certificates,

Series

2004-AR5,

Class

6A1

3.47%

06/25/34

4

52,387‌

50,397‌

Credit

Suisse

Mortgage

Capital

Certificates,

Series

2021-RP11,

Class

CERT

3.78%

10/27/61

1

9,912,344‌

7,580,278‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2006-2,

Class

5A1

(LIBOR

USD

1-Month

plus

0.70%)

5.09%

03/25/36

2

3,080,770‌

1,059,420‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2007-2,

Class

3A4

5.50%

03/25/37

1,107,994‌

622,856‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2015-6R,

Class

2A1

(LIBOR

USD

1-Month

plus

0.20%)

3.55%

11/27/46

1,2

1,985,702‌

1,933,730‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2020-RPL2,

Class

A12

3.46%

02/25/60

1,4

17,141,429‌

16,969,096‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2021-RP11,

Class

PT

3.78%

10/25/61

1,4

235,968,667‌

178,519,924‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2021-RP11,

Class

SA

(IO)

0.00%

10/25/61

1,4,5,6

230,667‌

227,981‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Credit

Suisse

Mortgage

Capital

Trust,

Series

2022-RPL1,

Class

PT

4.38%

04/25/61

1,4

$

247,151,306‌

$

223,133,587‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2022-RPL1,

Class

SA

(IO)

0.00%

04/25/61

1,4,5,6

947,029‌

923,808‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2003-CB1,

Class

AF

(STEP-reset

date

02/25/23)

3.95%

01/25/33

6,116‌

5,589‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2006-CB7,

Class

A1

(LIBOR

USD

1-Month

plus

0.28%)

4.67%

10/25/36

2

36,583,652‌

25,982,979‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2006-CB8,

Class

A1

(LIBOR

USD

1-Month

plus

0.28%)

4.67%

10/25/36

2

9,602,824‌

8,697,370‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2006-CB9,

Class

A3

(LIBOR

USD

1-Month

plus

0.30%)

4.69%

11/25/36

2

23,380,623‌

11,149,651‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2007-CB1,

Class

AF4

(STEP-reset

date

02/25/23)

3.10%

01/25/37

6,202,300‌

1,919,816‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2007-CB1,

Class

AF5

(STEP-reset

date

02/25/23)

3.10%

01/25/37

11,655,598‌

3,610,331‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2007-CB5,

Class

A2

(LIBOR

USD

1-Month

plus

0.17%)

2.96%

04/25/37

2

20,771,509‌

13,127,490‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Mortgage

Loan

Trust,

Series

2007-CB2,

Class

A2C

(STEP-reset

date

02/25/23)

3.55%

02/25/37

25,077,183‌

15,817,435‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Mortgage

Loan

Trust,

Series

2007-CB2,

Class

A2D

(STEP-reset

date

02/25/23)

3.55%

02/25/37

18,360,232‌

11,593,133‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Mortgage

Loan

Trust,

Series

2007-CB2,

Class

A2E

(STEP-reset

date

02/25/23)

3.55%

02/25/37

3,338,780‌

2,106,456‌

CSAB

Mortgage-Backed

Trust,

Series

2006-4,

Class

A6B

(STEP-reset

date

02/25/23)

6.28%

12/25/36

5,268,016‌

284,276‌

Deephaven

Residential

Mortgage

Trust,

Series

2021-4,

Class

A1

1.93%

11/25/66

1,4

24,752,244‌

21,206,589‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2006-AR3,

Class

A1

(LIBOR

USD

1-Month

plus

0.38%)

4.77%

08/25/36

2

2,036,373‌

1,836,778‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

28

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2006-AR4,

Class

A1

(LIBOR

USD

1-Month

plus

0.26%)

4.65%

12/25/36

2

$

1,445,912‌

$

517,747‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2006-AR4,

Class

A2

(LIBOR

USD

1-Month

plus

0.38%)

4.77%

12/25/36

2

26,539,493‌

9,285,558‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2006-AR6,

Class

A6

(LIBOR

USD

1-Month

plus

0.38%)

4.77%

02/25/37

2

378,045‌

324,123‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2007-3,

Class

1A1

(LIBOR

USD

1-Month

plus

1.70%)

5.82%

10/25/47

2

19,781,551‌

15,366,766‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2007-AR3,

Class

2A4

(LIBOR

USD

1-Month

plus

0.70%)

5.09%

06/25/37

2

18,413,477‌

16,253,501‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2007-OA3,

Class

A1

(LIBOR

USD

1-Month

plus

0.14%)

4.53%

07/25/47

2

28,294,512‌

24,893,336‌

Deutsche

ALT-A

Securities,

Inc.,

Mortgage

Loan

Trust,

Series

2005-6,

Class

1A7

5.50%

12/25/35

245,136‌

208,744‌

Deutsche

ALT-A

Securities,

Inc.,

Mortgage

Loan

Trust,

Series

2006-AR1,

Class

2A1

3.29%

02/25/36

4

505,221‌

346,794‌

DSLA

Mortgage

Loan

Trust,

Series

2004-AR4,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.72%)

5.06%

01/19/45

2

1,111,247‌

891,605‌

DSLA

Mortgage

Loan

Trust,

Series

2005-AR1,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.50%)

4.84%

02/19/45

2

63,589‌

61,202‌

DSLA

Mortgage

Loan

Trust,

Series

2005-AR3,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.48%)

4.82%

07/19/45

2

72,377‌

64,098‌

DSLA

Mortgage

Loan

Trust,

Series

2006-AR2,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.20%)

4.54%

10/19/36

2

13,642,352‌

9,306,833‌

DSLA

Mortgage

Loan

Trust,

Series

2007-AR1,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.14%)

4.48%

03/19/37

2

5,621,991‌

4,429,308‌

Equity

One

Mortgage

Pass-Through

Trust,

Series

2002-4,

Class

M1

5.22%

02/25/33

4

6,818‌

6,340‌

Equity

One

Mortgage

Pass-Through

Trust,

Series

2002-5,

Class

M1

(STEP-reset

date

02/25/23)

5.80%

11/25/32

34,147‌

32,311‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Fannie

Mae

Connecticut

Avenue

Securities,

Series

2019-R07,

Class

1B1

(LIBOR

USD

1-Month

plus

3.40%)

7.79%

10/25/39

1,2

$

12,100,000‌

$

11,738,803‌

Fannie

Mae

Connecticut

Avenue

Securities,

Series

2020-R01,

Class

1B1

(LIBOR

USD

1-Month

plus

3.25%)

7.64%

01/25/40

1,2

13,389,636‌

12,507,632‌

Fannie

Mae

Connecticut

Avenue

Securities,

Series

2020-R02,

Class

2B1

(LIBOR

USD

1-Month

plus

3.00%)

7.39%

01/25/40

1,2

22,901,543‌

20,647,546‌

Fannie

Mae

Connecticut

Avenue

Securities,

Series

2021-R01,

Class

1B1

(SOFR30A

plus

3.10%)

7.03%

10/25/41

1,2

29,460,000‌

27,767,738‌

Fannie

Mae

Connecticut

Avenue

Securities,

Series

2021-R01,

Class

1B2

(SOFR30A

plus

6.00%)

9.93%

10/25/41

1,2

2,060,000‌

1,878,285‌

Fannie

Mae

Connecticut

Avenue

Securities,

Series

2022-R01,

Class

1B1

(SOFR30A

plus

3.15%)

7.08%

12/25/41

1,2

27,469,000‌

25,835,709‌

Fannie

Mae

Connecticut

Avenue

Securities,

Series

2022-R01,

Class

1M2

(SOFR30A

plus

1.90%)

5.83%

12/25/41

1,2

20,563,862‌

19,558,330‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF13,

Class

A2C

(LIBOR

USD

1-Month

plus

0.32%)

4.71%

10/25/36

2

9,742,315‌

6,650,232‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF13,

Class

A2D

(LIBOR

USD

1-Month

plus

0.48%)

4.87%

10/25/36

2

614,327‌

421,075‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF18,

Class

A2B

(LIBOR

USD

1-Month

plus

0.11%)

4.50%

12/25/37

2

5,135,676‌

4,555,569‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF18,

Class

A2C

(LIBOR

USD

1-Month

plus

0.16%)

4.55%

12/25/37

2

14,123,570‌

12,568,472‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF18,

Class

A2D

(LIBOR

USD

1-Month

plus

0.21%)

4.60%

12/25/37

2

10,236,304‌

9,133,215‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF5,

Class

1A

(LIBOR

USD

1-Month

plus

0.30%)

4.69%

04/25/36

2

7,208,855‌

7,134,548‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF8,

Class

IIA4

(LIBOR

USD

1-Month

plus

0.46%)

4.85%

07/25/36

2

20,518,675‌

19,638,149‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

29

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF1,

Class

A2C

(LIBOR

USD

1-Month

plus

0.14%)

4.53%

01/25/38

2

$

52,825,569‌

$

28,215,367‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A1

(LIBOR

USD

1-Month

plus

0.14%)

4.53%

03/25/37

2

47,868,118‌

25,135,991‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A2B

(LIBOR

USD

1-Month

plus

0.10%)

4.49%

03/25/37

2

21,285,361‌

10,767,764‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A2C

(LIBOR

USD

1-Month

plus

0.15%)

4.54%

03/25/37

2

12,202,557‌

6,197,772‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A2D

(LIBOR

USD

1-Month

plus

0.22%)

4.61%

03/25/37

2

22,720,838‌

11,598,363‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2004-AA2,

Class

1A1

3.92%

08/25/34

4

3,007,630‌

2,884,551‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2004-AA3,

Class

A1

3.86%

09/25/34

4

9,503‌

8,582‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2004-AA4,

Class

A1

4.01%

10/25/34

4

463,690‌

456,074‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA10,

Class

1A1

4.23%

12/25/35

4

7,569,904‌

6,265,480‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA12,

Class

2A1

4.03%

02/25/36

4

7,665,841‌

5,409,546‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA4,

Class

2A1

3.99%

06/25/35

4

7,754,772‌

6,859,069‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA7,

Class

2A1

3.74%

09/25/35

4

6,143,489‌

5,311,652‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA8,

Class

2A1

3.83%

10/25/35

4

8,656,013‌

5,855,537‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA9,

Class

2A1

4.04%

11/25/35

4

8,282,333‌

7,092,929‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2006-AA1,

Class

1A1

3.86%

03/25/36

4

8,817,395‌

6,717,458‌

First

Horizon

Mortgage

Pass-Through

Trust,

Series

2004-AR6,

Class

2A1

4.24%

12/25/34

4

91,134‌

84,707‌

First

Horizon

Mortgage

Pass-Through

Trust,

Series

2006-AR4,

Class

1A2

3.80%

01/25/37

4

47,058‌

29,837‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

First

Horizon

Mortgage

Pass-Through

Trust,

Series

2007-AR3,

Class

1A1

3.87%

11/25/37

4

$

83,053‌

$

44,778‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2020-DNA1,

Class

B1

(LIBOR

USD

1-Month

plus

2.30%)

6.69%

01/25/50

1,2

8,000,000‌

7,611,181‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2020-DNA2,

Class

B1

(LIBOR

USD

1-Month

plus

2.50%)

6.89%

02/25/50

1,2

31,102,000‌

29,120,457‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2021-DNA3,

Class

M2

(SOFR30A

plus

2.10%)

6.03%

10/25/33

1,2

30,022,000‌

29,472,734‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2021-DNA5,

Class

B1

(SOFR30A

plus

3.05%)

6.98%

01/25/34

1,2

12,005,000‌

10,838,337‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2021-DNA6,

Class

B1

(SOFR30A

plus

3.40%)

7.33%

10/25/41

1,2

30,000,000‌

28,040,183‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2021-HQA1,

Class

M2

(SOFR30A

plus

2.25%)

6.18%

08/25/33

1,2

8,000,000‌

7,375,935‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2021-HQA3,

Class

M2

(SOFR30A

plus

2.10%)

6.03%

09/25/41

1,2

22,095,000‌

19,299,870‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2021-HQA4,

Class

M2

(SOFR30A

plus

2.35%)

6.28%

12/25/41

1,2

10,000,000‌

8,650,767‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2022-DNA2,

Class

M1B

(SOFR30A

plus

2.40%)

6.33%

02/25/42

1,2

22,000,000‌

21,420,387‌

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

Series

2022-DNA3,

Class

M1B

(SOFR30A

plus

2.90%)

6.83%

04/25/42

1,2

7,000,000‌

6,932,550‌

GMACM

Home

Equity

Loan

Trust,

Series

2000-HE2,

Class

A1

(LIBOR

USD

1-Month

plus

0.44%)

3.65%

06/25/30

2

9,113‌

8,402‌

GMACM

Mortgage

Corp.

Loan

Trust,

Series

2005-AR6,

Class

3A1

3.60%

11/19/35

4

187,911‌

155,648‌

GMACM

Mortgage

Corp.

Loan

Trust,

Series

2006-AR2,

Class

1A1

0.00%

05/19/36

4

1,546,160‌

1,122,114‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

30

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

GreenPoint

Mortgage

Funding

Trust,

Series

2005-AR3,

Class

1A1

(LIBOR

USD

1-Month

plus

0.48%)

4.87%

08/25/45

2

$

704,833‌

$

533,937‌

GreenPoint

Mortgage

Funding

Trust,

Series

2005-AR4,

Class

G41B

(LIBOR

USD

1-Month

plus

0.20%)

4.59%

10/25/45

2

10,649,178‌

9,824,931‌

GreenPoint

Mortgage

Funding

Trust,

Series

2006-OH1,

Class

A1

(LIBOR

USD

1-Month

plus

0.36%)

4.75%

01/25/37

2

10,085,759‌

8,523,481‌

GS

Mortgage-Backed

Securities

Corp.

Trust,

Series

2022-PJ2,

Class

A4

2.50%

06/25/52

1,4

60,337,167‌

48,434,720‌

GS

Mortgage-Backed

Securities

Corp.

Trust,

Series

2022-PJ4,

Class

A4

2.50%

09/25/52

1,4

69,624,381‌

55,933,401‌

GS

Mortgage-Backed

Securities

Trust,

Series

2018-RPL1,

Class

A1A

3.75%

10/25/57

1

20,221,528‌

19,139,098‌

GS

Mortgage-Backed

Securities

Trust,

Series

2021-PJ9,

Class

A2

2.50%

02/26/52

1,4

8,930,382‌

7,213,376‌

GS

Mortgage-Backed

Securities

Trust,

Series

2022-PJ5,

Class

A4

2.50%

10/25/52

1,4

77,222,403‌

62,085,607‌

GS

Mortgage-Backed

Securities

Trust,

Series

2022-PJ6,

Class

A3

2.50%

01/25/53

1,4

102,977,261‌

82,767,418‌

GSAA

Home

Equity

Trust,

Series

2005-11,

Class

2A2

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

10/25/35

2

80,453‌

77,130‌

GSAA

Home

Equity

Trust,

Series

2005-11,

Class

3A2

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

10/25/35

2

26,536‌

26,007‌

GSAA

Home

Equity

Trust,

Series

2005-6,

Class

M1

(LIBOR

USD

1-Month

plus

0.65%)

5.03%

06/25/35

2

51,714‌

50,061‌

GSAMP

Trust,

Series

2005-AHL2,

Class

A2D

(LIBOR

USD

1-Month

plus

0.70%)

5.09%

12/25/35

2

18,875,472‌

17,282,262‌

GSAMP

Trust,

Series

2007-HE2,

Class

A1

(LIBOR

USD

1-Month

plus

0.24%)

4.62%

03/25/47

2

65,118,482‌

53,882,828‌

GSMSC

Resecuritization

Trust,

Series

2015-3R,

Class

1B

(LIBOR

USD

1-Month

plus

0.28%)

4.67%

01/26/37

1,2

15,937,968‌

14,585,493‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

GSR

Mortgage

Loan

Trust,

Series

2004-9,

Class

3A1

3.50%

08/25/34

4

$

1,853‌

$

1,663‌

GSR

Mortgage

Loan

Trust,

Series

2004-9,

Class

5A7

3.36%

08/25/34

4

45,277‌

44,837‌

GSR

Mortgage

Loan

Trust,

Series

2005-AR5,

Class

2A3

3.56%

10/25/35

4

1,768,652‌

989,673‌

GSR

Mortgage

Loan

Trust,

Series

2005-AR6,

Class

4A5

4.14%

09/25/35

4

43,612‌

40,825‌

GSR

Mortgage

Loan

Trust,

Series

2007-AR2,

Class

2A1

3.71%

05/25/37

4

1,234,743‌

758,065‌

HarborView

Mortgage

Loan

Trust,

Series

2004-1,

Class

2A

3.42%

04/19/34

4

3,497‌

3,250‌

HarborView

Mortgage

Loan

Trust,

Series

2004-11,

Class

3A2A

(LIBOR

USD

1-Month

plus

0.68%)

5.02%

01/19/35

2

164,984‌

153,020‌

HarborView

Mortgage

Loan

Trust,

Series

2004-3,

Class

1A

3.93%

05/19/34

4

33,222‌

30,869‌

HarborView

Mortgage

Loan

Trust,

Series

2004-5,

Class

2A6

3.24%

06/19/34

4

1,268‌

1,201‌

HarborView

Mortgage

Loan

Trust,

Series

2005-3,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.48%)

4.82%

06/19/35

2

166,633‌

156,255‌

HarborView

Mortgage

Loan

Trust,

Series

2005-4,

Class

2A

3.87%

07/19/35

4

25,855‌

22,632‌

HarborView

Mortgage

Loan

Trust,

Series

2006-1,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.48%)

4.82%

03/19/36

2

10,516,184‌

9,151,496‌

HarborView

Mortgage

Loan

Trust,

Series

2006-10,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.20%)

4.54%

11/19/36

2

51,050,996‌

40,449,277‌

HarborView

Mortgage

Loan

Trust,

Series

2006-4,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.36%)

4.70%

05/19/46

2

30,525,171‌

16,275,211‌

HarborView

Mortgage

Loan

Trust,

Series

2006-5,

Class

1A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.91%)

2.96%

07/19/47

2

34,212,580‌

13,537,552‌

HarborView

Mortgage

Loan

Trust,

Series

2006-7,

Class

1A

(LIBOR

USD

1-Month

plus

0.42%)

4.76%

09/19/46

2

53,214,980‌

45,353,483‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

31

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

HarborView

Mortgage

Loan

Trust,

Series

2007-7,

Class

1A1

(LIBOR

USD

1-Month

plus

2.00%)

5.39%

10/25/37

2

$

17,450,265‌

$

13,505,799‌

HarborView

Mortgage

Loan

Trust,

Series

2007-7,

Class

2A1A

(LIBOR

USD

1-Month

plus

2.00%)

5.39%

10/25/37

2

13,552,934‌

12,186,684‌

HSI

Asset

Securitization

Corp.

Trust,

Series

2006-HE1,

Class

1A1

(LIBOR

USD

1-Month

plus

0.28%)

4.67%

10/25/36

2

52,418,010‌

17,371,863‌

Impac

CMB

Trust,

Series

2004-8,

Class

2A1

(LIBOR

USD

1-Month

plus

0.70%)

5.09%

10/25/34

2

83,866‌

82,574‌

Impac

CMB

Trust,

Series

2005-1,

Class

1A1

(LIBOR

USD

1-Month

plus

0.52%)

4.91%

04/25/35

2

1,851,365‌

1,706,660‌

Impac

Secured

Assets

Trust,

Series

2006-3,

Class

A1

(LIBOR

USD

1-Month

plus

0.34%)

4.73%

11/25/36

2

4,365,023‌

3,881,865‌

Impac

Secured

Assets

Trust,

Series

2006-5,

Class

1A1C

(LIBOR

USD

1-Month

plus

0.54%)

4.93%

02/25/37

2

6,985,612‌

6,253,363‌

Impac

Secured

Assets

Trust,

Series

2007-2,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.22%)

4.61%

05/25/37

2

2,689,935‌

2,131,329‌

Impac

Secured

Assets

Trust,

Series

2007-2,

Class

1A1B

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

05/25/37

2

33,527,129‌

26,784,954‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2004-AR4,

Class

1A

3.59%

08/25/34

4

649,318‌

565,423‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2004-AR7,

Class

A2

(LIBOR

USD

1-Month

plus

0.86%)

5.25%

09/25/34

2

35,603‌

30,587‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR1,

Class

4A1

3.21%

03/25/35

4

91,276‌

87,846‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR17,

Class

3A1

3.41%

09/25/35

4

2,893,677‌

2,003,275‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR19,

Class

A1

3.04%

10/25/35

4

18,006,229‌

14,272,420‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR6,

Class

2A1

(LIBOR

USD

1-Month

plus

0.48%)

4.87%

04/25/35

2

366,693‌

297,041‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR19,

Class

1A2

3.46%

08/25/36

4

$

10,939,306‌

$

8,198,149‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR27,

Class

2A2

(LIBOR

USD

1-Month

plus

0.40%)

4.79%

10/25/36

2

12,144,038‌

10,271,636‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR35,

Class

2A3A

(LIBOR

USD

1-Month

plus

0.40%)

4.79%

01/25/37

2

28,393,003‌

23,623,640‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR7,

Class

1A1

2.83%

05/25/36

4

2,859,447‌

2,383,346‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR7,

Class

2A1

3.14%

05/25/36

4

18,705,327‌

12,595,525‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2007-AR1,

Class

1A2

3.01%

03/25/37

4

321,383‌

264,722‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2007-AR11,

Class

1A1

2.89%

06/25/37

4

2,366,403‌

1,880,680‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2007-AR7,

Class

1A1

3.14%

11/25/37

4

1,571,226‌

1,280,901‌

IndyMac

Manufactured

Housing

Contract

Pass-Through

Certificates,

Series

1997-1,

Class

A3

6.61%

02/25/28

24,544‌

24,233‌

JPMorgan

Alternative

Loan

Trust,

Series

2006-A2,

Class

5A1

3.43%

05/25/36

4

4,120,893‌

2,407,527‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2006-WF1,

Class

A3A

(STEP-reset

date

02/25/23)

6.33%

07/25/36

28,884,238‌

8,230,100‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2006-WF1,

Class

A6

(STEP-reset

date

02/25/23)

6.50%

07/25/36

4,027,837‌

1,218,645‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-CH4,

Class

A1

(LIBOR

USD

1-Month

plus

0.15%)

4.54%

05/25/37

2

569,965‌

569,569‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-CH5,

Class

A5

(LIBOR

USD

1-Month

plus

0.26%)

4.65%

06/25/37

2

44,437‌

44,140‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF1

(LIBOR

USD

1-Month

plus

0.10%)

3.92%

03/25/47

2

107,044‌

69,406‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF2

(STEP-reset

date

02/25/23)

4.18%

03/25/47

7,002,630‌

4,838,073‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

32

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF3

(STEP-reset

date

02/25/23)

4.18%

05/25/35

$

5,893,568‌

$

4,071,761‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF4

(STEP-reset

date

02/25/23)

4.18%

03/25/47

2,678,894‌

1,850,733‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AV4

(LIBOR

USD

1-Month

plus

0.28%)

4.67%

03/25/47

2

240,000‌

217,773‌

JPMorgan

Mortgage

Trust,

Series

2003-A2,

Class

2A3

3.03%

11/25/33

4

44,168‌

41,387‌

JPMorgan

Mortgage

Trust,

Series

2004-A4,

Class

1A3

3.93%

09/25/34

4

125,717‌

114,885‌

JPMorgan

Mortgage

Trust,

Series

2005-A5,

Class

TA1

3.59%

08/25/35

4

58,484‌

53,812‌

JPMorgan

Mortgage

Trust,

Series

2005-S2,

Class

4A3

5.50%

09/25/20

1,603,739‌

1,077,012‌

JPMorgan

Mortgage

Trust,

Series

2006-A2,

Class

5A3

4.19%

11/25/33

4

1,535‌

1,465‌

JPMorgan

Mortgage

Trust,

Series

2006-A3,

Class

2A1

2.89%

05/25/36

4

491,245‌

411,881‌

JPMorgan

Mortgage

Trust,

Series

2006-A3,

Class

3A3

3.35%

05/25/36

4

323,942‌

263,092‌

JPMorgan

Mortgage

Trust,

Series

2006-A4,

Class

1A1

3.50%

06/25/36

4

283,053‌

210,413‌

JPMorgan

Mortgage

Trust,

Series

2006-A4,

Class

1A4

3.50%

06/25/36

4

912,474‌

678,306‌

JPMorgan

Mortgage

Trust,

Series

2006-A5,

Class

2A4

3.73%

08/25/36

4

255,497‌

209,111‌

JPMorgan

Mortgage

Trust,

Series

2007-A1,

Class

5A2

3.45%

07/25/35

4

592,163‌

573,368‌

JPMorgan

Mortgage

Trust,

Series

2007-A3,

Class

2A3

3.19%

05/25/37

4

1,296,826‌

1,036,650‌

JPMorgan

Mortgage

Trust,

Series

2007-A3,

Class

3A2

3.28%

05/25/37

4

221,658‌

189,133‌

JPMorgan

Mortgage

Trust,

Series

2007-A4,

Class

1A1

3.77%

06/25/37

4

1,864,937‌

1,478,560‌

JPMorgan

Mortgage

Trust,

Series

2007-A4,

Class

2A3

3.46%

06/25/37

4

263,699‌

208,537‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

JPMorgan

Mortgage

Trust,

Series

2021-13,

Class

A3A

2.00%

04/25/52

1,4

$

49,956,231‌

$

39,034,675‌

JPMorgan

Mortgage

Trust,

Series

2021-14,

Class

A3A

2.00%

05/25/52

1,4

38,310,768‌

29,900,413‌

Lehman

ABS

Mortgage

Loan

Trust,

Series

2007-1,

Class

2A2

(LIBOR

USD

1-Month

plus

0.20%)

4.59%

06/25/37

1,2

178,521‌

126,807‌

Lehman

XS

Trust,

Series

2005-5N,

Class

3A1A

(LIBOR

USD

1-Month

plus

0.30%)

4.69%

11/25/35

2

1,963,422‌

1,902,593‌

Lehman

XS

Trust,

Series

2005-7N,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.54%)

4.93%

12/25/35

2

266,695‌

231,804‌

Lehman

XS

Trust,

Series

2006-12N,

Class

A31A

(LIBOR

USD

1-Month

plus

0.40%)

4.79%

08/25/46

2

7,994,254‌

7,604,572‌

Lehman

XS

Trust,

Series

2006-14N,

Class

3A2

(LIBOR

USD

1-Month

plus

0.24%)

4.63%

08/25/36

2

24,324‌

24,368‌

Lehman

XS

Trust,

Series

2006-5,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.42%)

4.81%

04/25/36

2

18,950,531‌

16,556,734‌

Lehman

XS

Trust,

Series

2006-8,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.16%)

4.71%

06/25/36

2

25,472,918‌

24,463,225‌

Lehman

XS

Trust,

Series

2007-4N,

Class

1A3

(LIBOR

USD

1-Month

plus

0.48%)

4.87%

03/25/47

2

16,457,420‌

14,586,136‌

Long

Beach

Mortgage

Loan

Trust,

Series

2004-4,

Class

M1

(LIBOR

USD

1-Month

plus

0.90%)

5.29%

10/25/34

2

69,402‌

64,192‌

Luminent

Mortgage

Trust,

Series

2006-5,

Class

A1A

(LIBOR

USD

1-Month

plus

0.38%)

4.77%

07/25/36

2

27,540,112‌

18,514,038‌

Luminent

Mortgage

Trust,

Series

2006-6,

Class

A1

(LIBOR

USD

1-Month

plus

0.40%)

4.79%

10/25/46

2

9,959,606‌

8,627,107‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2003-6,

Class

4A2

3.82%

01/25/34

4

10,806‌

10,313‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2003-7,

Class

3A1

3.39%

11/25/33

4

362,296‌

333,683‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

33

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2004-13,

Class

3A1

3.87%

11/21/34

4

$

1,696,586‌

$

1,530,064‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2004-8,

Class

2A1

3.31%

09/25/34

4

1,251,498‌

1,163,311‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2006-2,

Class

5A1

3.51%

05/25/36

4

5,358,684‌

2,449,627‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2007-1,

Class

I1A

(LIBOR

USD

1-Month

plus

0.39%)

4.78%

01/25/47

2

82,800,804‌

35,060,692‌

MASTR

Asset-Backed

Securities

Trust,

Series

2006-HE4,

Class

A3

(LIBOR

USD

1-Month

plus

0.30%)

4.69%

11/25/36

2

12,622,193‌

4,138,720‌

MASTR

Asset-Backed

Securities

Trust,

Series

2006-HE4,

Class

A4

(LIBOR

USD

1-Month

plus

0.42%)

4.81%

11/25/36

2

3,506,165‌

1,134,379‌

MASTR

Asset-Backed

Securities

Trust,

Series

2007-HE1,

Class

A3

(LIBOR

USD

1-Month

plus

0.21%)

4.60%

05/25/37

2

16,079,841‌

15,148,257‌

MASTR

Seasoned

Securitization

Trust,

Series

2004-1,

Class

4A1

4.22%

10/25/32

4

7,752‌

7,431‌

Mellon

Residential

Funding

Corp.

Mortgage

Pass-Through

Certificates,

Series

2001-TBC1,

Class

A1

(LIBOR

USD

1-Month

plus

0.70%)

5.02%

11/15/31

2

564,147‌

537,225‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-1,

Class

A1

(LIBOR

USD

1-Month

plus

0.28%)

4.67%

04/25/37

2

132,836,075‌

58,346,240‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-1,

Class

A2B

(LIBOR

USD

1-Month

plus

0.34%)

4.73%

04/25/37

2

26,835,013‌

10,667,344‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-1,

Class

A2C

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

04/25/37

2

56,215,109‌

22,566,774‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-2,

Class

A2C

(LIBOR

USD

1-Month

plus

0.48%)

4.87%

05/25/37

2

27,306,505‌

21,292,171‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-2,

Class

A2D

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

05/25/37

2

13,485,138‌

10,537,759‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-3,

Class

A2C

(LIBOR

USD

1-Month

plus

0.36%)

4.75%

06/25/37

2

$

10,282,661‌

$

6,350,618‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-3,

Class

A2D

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

06/25/37

2

13,733,571‌

10,728,001‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-4,

Class

2A2

(LIBOR

USD

1-Month

plus

0.12%)

4.51%

07/25/37

2

23,179,704‌

15,584,315‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-4,

Class

2A3

(LIBOR

USD

1-Month

plus

0.16%)

4.55%

07/25/37

2

16,991,299‌

11,457,226‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2003-A6,

Class

2A

4.30%

10/25/33

4

145,512‌

139,339‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2004-A4,

Class

A1

3.52%

08/25/34

4

730,294‌

648,368‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2005-A10,

Class

A

(LIBOR

USD

1-Month

plus

0.42%)

4.81%

02/25/36

2

5,120‌

4,754‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2006-WMC2,

Class

A2B

(STEP-reset

date

02/25/23)

3.88%

03/25/37

27,459,564‌

6,450,260‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2006-WMC2,

Class

A2D

(STEP-reset

date

02/25/23)

3.88%

03/25/37

21,491,656‌

5,047,883‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2007-2,

Class

1A1

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1-Year

plus

2.40%)

7.18%

08/25/36

2

1,831,622‌

1,605,606‌

Mid-State

Capital

Corp.

Trust,

Series

2005-1,

Class

A

5.75%

01/15/40

6,703,130‌

6,585,451‌

Mid-State

Capital

Corp.

Trust,

Series

2006-1,

Class

A

5.79%

10/15/40

1

6,497,164‌

6,302,402‌

Mid-State

Trust

XI,

Series

11,

Class

A1

4.86%

07/15/38

116,925‌

112,883‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2004-11AR,

Class

1A1

(LIBOR

USD

1-Month

plus

0.32%)

4.71%

01/25/35

2

70,798‌

62,975‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2004-7AR,

Class

2A4

3.31%

09/25/34

4

392,268‌

367,056‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

34

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2005-2AR,

Class

A

(LIBOR

USD

1-Month

plus

0.26%)

4.65%

04/25/35

2

$

877,102‌

$

818,417‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2006-7,

Class

5A2

5.96%

06/25/36

4

680,803‌

208,387‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2007-6XS,

Class

1A2S

(STEP-reset

date

02/25/23)

6.00%

02/25/47

1,562‌

1,553‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2007-7AX,

Class

2A1

(LIBOR

USD

1-Month

plus

0.24%)

4.63%

04/25/37

2

4,204,138‌

1,255,425‌

MortgageIT

Trust,

Series

2005-1,

Class

1A1

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

02/25/35

2

1,917,875‌

1,839,861‌

MortgageIT

Trust,

Series

2005-4,

Class

A1

(LIBOR

USD

1-Month

plus

0.56%)

4.95%

10/25/35

2

2,116,165‌

2,030,768‌

MortgageIT

Trust,

Series

2005-5,

Class

A1

(LIBOR

USD

1-Month

plus

0.52%)

4.91%

12/25/35

2

396,255‌

373,754‌

Nationstar

Home

Equity

Loan

Trust,

Series

2007-A,

Class

AV4

(LIBOR

USD

1-Month

plus

0.23%)

4.62%

03/25/37

2

26,842‌

26,279‌

Nationstar

Home

Equity

Loan

Trust,

Series

2007-C,

Class

2AV4

(LIBOR

USD

1-Month

plus

0.25%)

4.64%

06/25/37

2

4,853,438‌

4,700,570‌

New

Century

Home

Equity

Loan

Trust,

Series

2003-6,

Class

M1

(LIBOR

USD

1-Month

plus

1.08%)

5.47%

01/25/34

2

74,447‌

74,698‌

New

Century

Home

Equity

Loan

Trust,

Series

2005-1,

Class

M1

(LIBOR

USD

1-Month

plus

0.68%)

5.06%

03/25/35

2

151,500‌

148,251‌

New

Century

Home

Equity

Loan

Trust,

Series

2005-D,

Class

A1

(LIBOR

USD

1-Month

plus

0.44%)

4.83%

02/25/36

2

24,192‌

24,120‌

New

Century

Home

Equity

Loan

Trust,

Series

2005-D,

Class

A2D

(LIBOR

USD

1-Month

plus

0.66%)

5.05%

02/25/36

2

2,097‌

2,096‌

NLT

Trust,

Series

2021-INV3,

Class

PT

0.00%

11/25/56

1,4

174,888,841‌

159,843,924‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Nomura

Home

Equity

Loan,

Inc.,

Home

Equity

Loan

Trust,

Series

2006-HE2,

Class

A4

(LIBOR

USD

1-Month

plus

0.54%)

4.93%

03/25/36

2

$

1,708,826‌

$

1,701,996‌

NRPL,

Series

2019-3A,

Class

A1

(STEP-reset

date

02/25/23)

6.00%

07/25/59

1

44,720,988‌

44,000,121‌

Oakwood

Mortgage

Investors,

Inc.,

Series

2000-A,

Class

A5

8.16%

09/15/29

4

20,641,832‌

5,588,210‌

Ownit

Mortgage

Loan

Trust,

Series

2006-4,

Class

A1

(LIBOR

USD

1-Month

plus

0.28%)

4.30%

05/25/37

2

6,762,650‌

6,572,345‌

Ownit

Mortgage

Loan

Trust,

Series

2006-4,

Class

A2D

(LIBOR

USD

1-Month

plus

0.48%)

4.50%

05/25/37

2

15,534,162‌

11,679,899‌

Popular

ABS

Mortgage

Pass-Through

Trust,

Series

2005-6,

Class

A5

(STEP-reset

date

02/25/23)

3.37%

01/25/36

20,270,578‌

18,706,177‌

Popular

ABS

Mortgage

Pass-Through

Trust,

Series

2006-D,

Class

A3

(LIBOR

USD

1-Month

plus

0.26%)

4.65%

11/25/36

2

12,594‌

12,395‌

Popular

ABS

Mortgage

Pass-Through

Trust,

Series

2007-A,

Class

A3

(LIBOR

USD

1-Month

plus

0.31%)

4.70%

06/25/47

2

21,770,413‌

19,492,385‌

Popular

ABS,

Inc.,

Series

1998-1,

Class

A2

(STEP-reset

date

02/25/23)

7.48%

11/25/29

45,942‌

43,075‌

PRET

LLC,

Series

2022-RN2,

Class

A1

(STEP-reset

date

01/25/23)

5.00%

06/25/52

1

213,874,520‌

199,160,894‌

Pretium

Mortgage

Credit

Partners

LLC,

Series

2022-RN3,

Class

A1

5.00%

08/25/52

1,4

247,317,175‌

229,249,840‌

PRPM

LLC,

Series

2022-3,

Class

A1

(STEP-reset

date

01/25/23)

5.56%

06/25/27

1

33,466,011‌

32,323,940‌

PRPM

LLC,

Series

2022-4,

Class

A1

(STEP-reset

date

01/25/23)

5.00%

08/25/27

1

80,906,554‌

76,313,925‌

Residential

Accredit

Loans

Trust,

Series

2005-QA12,

Class

CB1

4.76%

12/25/35

4

3,487,174‌

1,677,760‌

Residential

Accredit

Loans

Trust,

Series

2005-QA4,

Class

A41

3.64%

04/25/35

4

95,138‌

92,180‌

Residential

Accredit

Loans

Trust,

Series

2005-QA7,

Class

A1

3.86%

07/25/35

4

2,233,368‌

1,602,178‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

35

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Residential

Accredit

Loans

Trust,

Series

2005-QO5,

Class

A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.00%)

3.05%

01/25/46

2

$

3,602,522‌

$

2,880,161‌

Residential

Accredit

Loans

Trust,

Series

2006-QA1,

Class

A11

4.42%

01/25/36

4

99,631‌

73,846‌

Residential

Accredit

Loans

Trust,

Series

2006-QA1,

Class

A21

4.64%

01/25/36

4

8,236,768‌

6,431,638‌

Residential

Accredit

Loans

Trust,

Series

2006-QA7,

Class

2A1

(LIBOR

USD

1-Month

plus

0.37%)

4.76%

08/25/36

2

14,318,049‌

12,600,483‌

Residential

Accredit

Loans

Trust,

Series

2006-QS10,

Class

AV

(IO)

0.57%

08/25/36

4,5,6

13,829,513‌

255,062‌

Residential

Accredit

Loans

Trust,

Series

2006-QS12,

Class

2A9

(LIBOR

USD

1-Month

plus

0.38%)

4.77%

09/25/36

2

135,384‌

99,387‌

Residential

Accredit

Loans

Trust,

Series

2006-QS2,

Class

1AV

(IO)

0.47%

02/25/36

4,5,6

51,179,160‌

672,018‌

Residential

Accredit

Loans

Trust,

Series

2006-QS7,

Class

AV

(IO)

0.71%

06/25/36

4,5,6

22,734,277‌

379,121‌

Residential

Accredit

Loans

Trust,

Series

2006-QS8,

Class

AV

(IO)

0.79%

08/25/36

4,5,6

55,302,410‌

1,196,233‌

Residential

Accredit

Loans

Trust,

Series

2007-QS1,

Class

2A4

(LIBOR

USD

1-Month

plus

0.55%)

4.94%

01/25/37

2

10,386,576‌

7,069,195‌

Residential

Accredit

Loans

Trust,

Series

2007-QS10,

Class

AV

(IO)

0.48%

09/25/37

4,5,6

42,692,726‌

765,071‌

Residential

Accredit

Loans

Trust,

Series

2007-QS4,

Class

3AV

(IO)

0.36%

03/25/37

4,5,6

26,865,691‌

304,028‌

Residential

Accredit

Loans

Trust,

Series

2007-QS5,

Class

AV

(IO)

0.29%

03/25/37

4,5,6

29,153,996‌

254,535‌

Residential

Accredit

Loans

Trust,

Series

2007-QS6,

Class

AV

(IO)

0.33%

04/25/37

4,5,6

62,574,935‌

540,166‌

Residential

Accredit

Loans

Trust,

Series

2007-QS7,

Class

2AV

(IO)

0.38%

06/25/37

4,5,6

22,870,439‌

244,904‌

Residential

Accredit

Loans

Trust,

Series

2007-QS8,

Class

AV

(IO)

0.43%

06/25/37

4,5,6

56,074,918‌

837,092‌

Residential

Asset

Mortgage

Products

Trust,

Series

2004-SL3,

Class

A4

8.50%

12/25/31

14,236‌

7,091‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Residential

Asset

Securities

Corp.,

Series

2006-KS3,

Class

M1

(LIBOR

USD

1-Month

plus

0.33%)

4.88%

04/25/36

2

$

341,987‌

$

332,164‌

Residential

Asset

Securitization

Trust,

Series

2004-IP2,

Class

1A1

4.28%

12/25/34

4

161,996‌

153,583‌

Residential

Asset

Securitization

Trust,

Series

2004-IP2,

Class

2A1

3.44%

12/25/34

4

10,930‌

9,207‌

Residential

Asset

Securitization

Trust,

Series

2004-IP2,

Class

3A1

4.08%

12/25/34

4

261,210‌

246,020‌

Residential

Asset

Securitization

Trust,

Series

2006-A7CB,

Class

1A3

6.25%

07/25/36

1,647,297‌

1,272,568‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2005-SA5,

Class

1A

3.58%

11/25/35

4

2,104,639‌

1,264,850‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2006-SA3,

Class

3A1

4.67%

09/25/36

4

142,060‌

119,941‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2006-SA4,

Class

2A1

5.16%

11/25/36

4

36,737‌

30,436‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2007-SA2,

Class

2A2

3.73%

04/25/37

4

816,949‌

594,111‌

Saxon

Asset

Securities

Trust,

Series

2001-2,

Class

AF6

(STEP-reset

date

02/25/23)

6.81%

06/25/16

9‌

13‌

Saxon

Asset

Securities

Trust,

Series

2007-2,

Class

A2C

(LIBOR

USD

1-Month

plus

0.24%)

4.63%

05/25/47

2

161,830‌

115,086‌

Saxon

Asset

Securities

Trust,

Series

2007-3,

Class

2A3

(LIBOR

USD

1-Month

plus

0.40%)

4.79%

09/25/47

2

24,130,149‌

22,099,437‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2006-CB1,

Class

AF2

(STEP-reset

date

02/25/23)

2.91%

01/25/36

5,676,998‌

4,441,517‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2006-CB5,

Class

A3

(LIBOR

USD

1-Month

plus

0.28%)

4.67%

06/25/36

2

204,393‌

130,485‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR1,

Class

A2A

(LIBOR

USD

1-Month

plus

0.11%)

4.50%

02/25/37

2

5,346,790‌

2,383,644‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR1,

Class

A2B

(LIBOR

USD

1-Month

plus

0.27%)

4.66%

02/25/37

2

26,468,281‌

11,823,032‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

36

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR2,

Class

A2

(LIBOR

USD

1-Month

plus

0.23%)

4.62%

02/25/37

2

$

34,771,129‌

$

16,100,462‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR5,

Class

A2A

(LIBOR

USD

1-Month

plus

0.13%)

4.52%

05/25/37

2

12,217,005‌

9,239,730‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR5,

Class

A2C

(LIBOR

USD

1-Month

plus

0.35%)

4.74%

05/25/37

2

9,213,959‌

6,968,357‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-NC1,

Class

A2B

(LIBOR

USD

1-Month

plus

0.30%)

4.69%

12/25/36

2

26,296,542‌

16,305,665‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-NC2,

Class

A2B

(LIBOR

USD

1-Month

plus

0.14%)

4.53%

01/25/37

2

13,690,456‌

11,339,610‌

Sequoia

Mortgage

Trust,

Series

2003-2,

Class

A1

(LIBOR

USD

1-Month

plus

0.66%)

5.01%

06/20/33

2

22,669‌

21,757‌

Sequoia

Mortgage

Trust,

Series

2003-8,

Class

A1

(LIBOR

USD

1-Month

plus

0.64%)

4.99%

01/20/34

2

726‌

689‌

Sequoia

Mortgage

Trust,

Series

2004-3,

Class

A

(LIBOR

USD

6-Month

plus

0.50%)

5.22%

05/20/34

2

69,849‌

69,371‌

Sequoia

Mortgage

Trust,

Series

2004-4,

Class

A

(LIBOR

USD

6-Month

plus

0.52%)

5.24%

05/20/34

2

60,612‌

56,097‌

SG

Mortgage

Securities

Trust,

Series

2007-NC1,

Class

A2

(LIBOR

USD

1-Month

plus

0.24%)

4.63%

12/25/36

1,2

12,132,707‌

7,512,365‌

Soundview

Home

Loan

Trust,

Series

2005-OPT1,

Class

M2

(LIBOR

USD

1-Month

plus

0.68%)

5.06%

06/25/35

2

7,499,641‌

7,290,367‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-1,

Class

3A3

4.10%

02/25/34

4

13,864‌

12,816‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-12,

Class

2A

3.93%

09/25/34

4

2,181,496‌

2,106,321‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-14,

Class

1A

3.90%

10/25/34

4

37,039‌

35,822‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-14,

Class

2A

4.16%

10/25/34

4

3,019,814‌

2,903,588‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-15,

Class

A

3.62%

10/25/34

4

$

1,393,743‌

$

1,271,952‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-17,

Class

A1

2.72%

11/25/34

4

26,745‌

23,010‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-20,

Class

1A2

4.04%

01/25/35

4

296,552‌

281,144‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2005-12,

Class

3A1

4.07%

06/25/35

4

427,006‌

383,645‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2005-18,

Class

7A3

3.67%

09/25/35

4

9,496,517‌

5,968,137‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2006-12,

Class

1A1

(LIBOR

USD

1-Month

plus

0.32%)

4.71%

01/25/37

2

14,796,292‌

12,573,189‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2007-9,

Class

2A1

3.73%

10/25/47

4

447,762‌

279,152‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2005-AR8,

Class

A1A

(LIBOR

USD

1-Month

plus

0.56%)

4.95%

02/25/36

2

258,379‌

199,930‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2005-AR8,

Class

A3

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

2.00%)

2.09%

02/25/36

2

8,334,820‌

6,588,844‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2006-AR7,

Class

A1A

(LIBOR

USD

1-Month

plus

0.42%)

4.81%

08/25/36

2

10,366,614‌

8,168,169‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2006-AR8,

Class

A1BG

(LIBOR

USD

1-Month

plus

0.12%)

4.51%

10/25/36

2

8,683,745‌

7,516,434‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2007-AR6,

Class

A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.50%)

3.55%

08/25/47

2

88,870,067‌

73,210,432‌

Structured

Asset

Securities

Corp.

Mortgage

Pass-Through

Certificates,

Series

1997-2,

Class

2A4

7.25%

03/28/30

299‌

288‌

Structured

Asset

Securities

Corp.

Mortgage

Pass-Through

Certificates,

Series

2003-26A,

Class

3A5

3.81%

09/25/33

4

86,336‌

83,151‌

Structured

Asset

Securities

Corp.

Mortgage

Pass-Through

Certificates,

Series

2003-34A,

Class

5A4

4.19%

11/25/33

4

677,562‌

618,911‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

37

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Structured

Asset

Securities

Corp.

Trust,

Series

2005-5,

Class

2A4

5.50%

04/25/35

$

867,923‌

$

783,644‌

SunTrust

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2007-3,

Class

1A1

3.10%

06/25/37

4

1,447,272‌

993,829‌

Thornburg

Mortgage

Securities

Trust,

Series

2004-4,

Class

2A

3.41%

12/25/44

4

62,172‌

56,654‌

Wachovia

Mortgage

Loan

Trust,

Series

2006-ALT1,

Class

A3

(LIBOR

USD

1-Month

plus

0.46%)

1.28%

01/25/37

2

10,099,168‌

4,066,864‌

Wachovia

Mortgage

Loan

Trust,

Series

2006-AMN1,

Class

A3

(LIBOR

USD

1-Month

plus

0.48%)

1.46%

08/25/36

2

13,876,081‌

5,467,078‌

WaMu

Asset-Backed

Certificates,

Series

2007-HE1,

Class

2A2

(LIBOR

USD

1-Month

plus

0.11%)

4.50%

01/25/37

2

3,003,858‌

1,376,921‌

WaMu

Asset-Backed

Certificates,

Series

2007-HE1,

Class

2A3

(LIBOR

USD

1-Month

plus

0.15%)

4.54%

01/25/37

2

36,953,785‌

16,120,934‌

WaMu

Asset-Backed

Certificates,

Series

2007-HE1,

Class

2A4

(LIBOR

USD

1-Month

plus

0.23%)

4.62%

01/25/37

2

9,308,152‌

4,086,794‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2003-AR6,

Class

A1

3.39%

06/25/33

4

1,511,054‌

1,399,388‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2004-AR3,

Class

A2

3.10%

06/25/34

4

15,030‌

13,848‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2004-AR6,

Class

A

(LIBOR

USD

1-Month

plus

0.84%)

5.23%

05/25/44

2

124,746‌

123,813‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-3,

Class

2A3

(LIBOR

USD

1-Month

plus

0.55%)

4.57%

05/25/35

2

1,344,344‌

1,115,256‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-4,

Class

CB13

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

06/25/35

2

2,835,102‌

2,336,782‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR1,

Class

A1A

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

01/25/45

2

342,504‌

312,445‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR11,

Class

A1A

(LIBOR

USD

1-Month

plus

0.64%)

5.03%

08/25/45

2

15,114,936‌

14,164,398‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR12,

Class

1A6

3.81%

10/25/35

4

$

539,831‌

$

491,598‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR13,

Class

A1A1

(LIBOR

USD

1-Month

plus

0.58%)

4.97%

10/25/45

2

2,383,171‌

2,204,145‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR14,

Class

2A1

3.77%

12/25/35

4

2,023,146‌

1,831,923‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR15,

Class

A1A1

(LIBOR

USD

1-Month

plus

0.52%)

4.91%

11/25/45

2

15,254,693‌

13,459,158‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR17,

Class

A1A1

(LIBOR

USD

1-Month

plus

0.54%)

4.93%

12/25/45

2

7,174,564‌

6,279,088‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR19,

Class

A1A2

(LIBOR

USD

1-Month

plus

0.58%)

4.97%

12/25/45

2

7,219,950‌

6,732,039‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.66%)

5.05%

01/25/45

2

8,230,469‌

7,479,115‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.62%)

5.01%

01/25/45

2

409,928‌

393,455‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

2A21

(LIBOR

USD

1-Month

plus

0.66%)

5.05%

01/25/45

2

34,862‌

33,483‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

2A23

(LIBOR

USD

1-Month

plus

0.76%)

5.15%

01/25/45

2

1,455,653‌

1,401,733‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR6,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.46%)

4.85%

04/25/45

2

64,218‌

61,069‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR8,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.54%)

4.93%

07/25/45

2

65,376‌

58,450‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR1,

Class

2A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.07%)

3.12%

01/25/46

2

12,666,425‌

11,559,478‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR10,

Class

1A4

3.74%

09/25/36

4

7,027,952‌

6,082,721‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

38

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR16,

Class

3A1

3.60%

12/25/36

4

$

399,911‌

$

342,040‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR3,

Class

A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.00%)

3.05%

02/25/46

2

8,220,571‌

7,149,951‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR4,

Class

1A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.94%)

2.63%

05/25/46

2

2,975,451‌

2,569,132‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR7,

Class

2A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.98%)

3.03%

07/25/46

2

5,496,952‌

4,690,793‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2007-HY7,

Class

4A2

3.86%

07/25/37

4

149,885‌

137,480‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2007-OA1,

Class

A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.70%)

2.75%

02/25/47

2

8,107,974‌

6,751,828‌

WaMu

MSC

Mortgage

Pass-Through

Certificates,

Series

2002-AR1,

Class

1A1

3.91%

11/25/30

4

78,441‌

76,745‌

Wells

Fargo

Alternative

Loan

Trust,

Series

2007-PA5,

Class

1A1

6.25%

11/25/37

78,632‌

65,685‌

Wells

Fargo

Mortgage-Backed

Securities

Trust,

Series

2006-AR1,

Class

1A1

3.03%

03/25/36

4

1,302,495‌

1,191,441‌

5,822,739,818‌

U.S.

Agency

Commercial

Mortgage-Backed

—

0.55%

Fannie

Mae

Pool

AM4869

4.07%

12/01/25

1,680,644‌

1,654,741‌

Fannie

Mae

Pool

AM6770

3.77%

09/01/29

155,253‌

148,852‌

Fannie

Mae

Pool

AN7981

2.95%

01/01/28

100,000‌

93,472‌

Fannie

Mae

Pool

BL6060

2.46%

04/01/40

126,370,000‌

91,339,028‌

Freddie

Mac

Multifamily

Structured

Pass-Through

Certificates,

Series

K154,

Class

A2

3.42%

04/25/32

750,000‌

701,211‌

Freddie

Mac

Multifamily

Structured

Pass-Through

Certificates,

Series

K157,

Class

A3

3.99%

08/25/33

4

300,000‌

285,465‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Commercial

Mortgage-Backed

(continued)

Ginnie

Mae,

Series

2020-193,

Class

AC

1.25%

09/16/62

$

34,213,576‌

$

26,431,728‌

Ginnie

Mae,

Series

2021-14,

Class

AB

1.34%

06/16/63

43,834,317‌

32,948,406‌

Ginnie

Mae,

Series

2021-2,

Class

AH

1.50%

06/16/63

100,506,245‌

80,792,407‌

Ginnie

Mae,

Series

2021-21,

Class

AH

1.40%

06/16/63

69,520,725‌

54,643,074‌

Ginnie

Mae,

Series

2021-31,

Class

B

1.25%

01/16/61

75,507,455‌

55,693,733‌

344,732,117‌

U.S.

Agency

Mortgage-Backed

—

37.43%

Fannie

Mae

Pool

190375

5.50%

11/01/36

353,781‌

367,120‌

Fannie

Mae

Pool

190396

4.50%

06/01/39

4,937‌

4,894‌

Fannie

Mae

Pool

313182

7.50%

10/01/26

512‌

519‌

Fannie

Mae

Pool

394854

6.50%

05/01/27

262‌

269‌

Fannie

Mae

Pool

545191

7.00%

09/01/31

1,400‌

1,437‌

Fannie

Mae

Pool

545756

7.00%

06/01/32

312‌

331‌

Fannie

Mae

Pool

613142

7.00%

11/01/31

6,190‌

6,489‌

Fannie

Mae

Pool

625666

7.00%

01/01/32

4,639‌

4,779‌

Fannie

Mae

Pool

633698

7.50%

02/01/31

20,854‌

21,853‌

Fannie

Mae

Pool

655928

7.00%

08/01/32

71,186‌

75,518‌

Fannie

Mae

Pool

725257

5.50%

02/01/34

496,424‌

512,373‌

Fannie

Mae

Pool

734830

4.50%

08/01/33

6,811‌

6,715‌

Fannie

Mae

Pool

734922

4.50%

09/01/33

865,787‌

854,579‌

Fannie

Mae

Pool

735207

7.00%

04/01/34

10,564‌

10,890‌

Fannie

Mae

Pool

735224

5.50%

02/01/35

1,708,926‌

1,764,451‌

Fannie

Mae

Pool

735651

4.50%

06/01/35

1,951,057‌

1,925,054‌

Fannie

Mae

Pool

740297

5.50%

10/01/33

981‌

1,013‌

Fannie

Mae

Pool

745147

4.50%

12/01/35

11,813‌

11,670‌

Fannie

Mae

Pool

753168

4.50%

12/01/33

4,517‌

4,458‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

39

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

815422

4.50%

02/01/35

$

19,261‌

$

18,876‌

Fannie

Mae

Pool

839109

(LIBOR

USD

12-Month

plus

1.91%)

4.16%

11/01/35

2

3,325‌

3,267‌

Fannie

Mae

Pool

844773

(LIBOR

USD

12-Month

plus

1.56%)

3.81%

12/01/35

2

1,576‌

1,549‌

Fannie

Mae

Pool

888412

7.00%

04/01/37

73,803‌

76,030‌

Fannie

Mae

Pool

889184

5.50%

09/01/36

1,794,156‌

1,852,357‌

Fannie

Mae

Pool

AB1613

4.00%

10/01/40

16,302,851‌

15,800,012‌

Fannie

Mae

Pool

AB1803

4.00%

11/01/40

19,615,178‌

19,176,982‌

Fannie

Mae

Pool

AB2127

3.50%

01/01/26

4,236,075‌

4,162,781‌

Fannie

Mae

Pool

AB3679

3.50%

10/01/41

6,677,425‌

6,256,850‌

Fannie

Mae

Pool

AB3864

3.50%

11/01/41

5,009,221‌

4,693,600‌

Fannie

Mae

Pool

AB4045

3.50%

12/01/41

6,623,148‌

6,279,177‌

Fannie

Mae

Pool

AB4262

3.50%

01/01/32

3,350,623‌

3,209,471‌

Fannie

Mae

Pool

AB6385

3.00%

10/01/42

216,947‌

196,605‌

Fannie

Mae

Pool

AB9703

3.50%

06/01/43

11,642,129‌

10,887,451‌

Fannie

Mae

Pool

AC8279

4.50%

08/01/39

6,792‌

6,711‌

Fannie

Mae

Pool

AE0138

4.50%

03/01/40

29,272‌

29,019‌

Fannie

Mae

Pool

AE0482

5.50%

01/01/38

4,136,699‌

4,220,423‌

Fannie

Mae

Pool

AH3780

4.00%

02/01/41

7,763,583‌

7,590,119‌

Fannie

Mae

Pool

AJ1404

4.00%

09/01/41

10,344,623‌

9,943,936‌

Fannie

Mae

Pool

AL0209

4.50%

05/01/41

11,883,466‌

11,779,426‌

Fannie

Mae

Pool

AL0851

6.00%

10/01/40

6,805,200‌

7,135,496‌

Fannie

Mae

Pool

AL2521

3.50%

09/01/42

72,719‌

68,010‌

Fannie

Mae

Pool

AL4597

4.00%

01/01/44

30,987,189‌

30,090,627‌

Fannie

Mae

Pool

AL6348

3.50%

02/01/45

25,758‌

23,975‌

Fannie

Mae

Pool

AL7092

3.00%

07/01/45

40,664‌

36,684‌

Fannie

Mae

Pool

AL8037

4.50%

07/01/34

101,880‌

100,686‌

Fannie

Mae

Pool

AL8256

3.00%

08/01/43

383,513‌

351,966‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

AL8356

4.50%

07/01/34

$

242,528‌

$

240,885‌

Fannie

Mae

Pool

AL8960

4.50%

05/01/46

17,922,081‌

17,714,819‌

Fannie

Mae

Pool

AL9106

4.50%

02/01/46

22,767,111‌

22,503,819‌

Fannie

Mae

Pool

AL9217

3.50%

10/01/46

15,768,926‌

14,738,895‌

Fannie

Mae

Pool

AL9472

4.00%

10/01/43

3,876,604‌

3,726,552‌

Fannie

Mae

Pool

AL9722

4.50%

08/01/46

73,038,641‌

72,193,980‌

Fannie

Mae

Pool

AL9846

4.50%

02/01/47

77,828,893‌

76,928,835‌

Fannie

Mae

Pool

AS8605

3.00%

01/01/32

117,823‌

112,828‌

Fannie

Mae

Pool

AS8663

4.50%

01/01/47

14,575,804‌

14,342,399‌

Fannie

Mae

Pool

AS9830

4.00%

06/01/47

24,124,499‌

23,051,488‌

Fannie

Mae

Pool

AS9972

4.00%

07/01/47

23,325,030‌

22,264,392‌

Fannie

Mae

Pool

AT9649

4.00%

07/01/43

133,740‌

130,751‌

Fannie

Mae

Pool

AU3739

3.50%

08/01/43

22,527,603‌

21,121,277‌

Fannie

Mae

Pool

BD2450

3.50%

01/01/47

43,557‌

40,511‌

Fannie

Mae

Pool

BM4299

3.00%

03/01/30

19,685,772‌

19,064,374‌

Fannie

Mae

Pool

BM4304

3.00%

02/01/30

25,229,647‌

24,456,398‌

Fannie

Mae

Pool

BM5164

4.00%

11/01/48

28,182,978‌

27,142,314‌

Fannie

Mae

Pool

BM5507

3.00%

09/01/48

5,859,312‌

5,261,632‌

Fannie

Mae

Pool

BN4316

4.00%

01/01/49

18,145‌

17,554‌

Fannie

Mae

Pool

BQ6913

2.00%

12/01/51

458,287,530‌

375,214,460‌

Fannie

Mae

Pool

BQ7006

2.00%

01/01/52

107,890,847‌

88,333,640‌

Fannie

Mae

Pool

BT6823

2.50%

10/01/51

111,698,914‌

94,916,319‌

Fannie

Mae

Pool

BU1450

2.00%

01/01/52

184,198,233‌

150,636,219‌

Fannie

Mae

Pool

BU1452

2.00%

01/01/52

275,291,137‌

224,193,953‌

Fannie

Mae

Pool

BV2994

2.50%

04/01/52

2,773,318‌

2,355,433‌

Fannie

Mae

Pool

BV7773

2.50%

04/01/52

99,636,110‌

84,731,888‌

Fannie

Mae

Pool

BV8459

3.00%

04/01/52

144,455,696‌

126,759,080‌

Fannie

Mae

Pool

CA0862

3.50%

09/01/47

2,289,928‌

2,124,606‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

40

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

CA0996

3.50%

01/01/48

$

31,987‌

$

29,777‌

Fannie

Mae

Pool

CA1187

3.50%

02/01/48

37,316,251‌

34,521,101‌

Fannie

Mae

Pool

CA1191

3.50%

11/01/47

2,665,570‌

2,471,463‌

Fannie

Mae

Pool

CA1710

4.50%

05/01/48

83,728‌

82,016‌

Fannie

Mae

Pool

CA1711

4.50%

05/01/48

8,401,512‌

8,229,704‌

Fannie

Mae

Pool

CA2208

4.50%

08/01/48

18,000,257‌

17,632,158‌

Fannie

Mae

Pool

CA2327

4.00%

09/01/48

25,361,747‌

24,446,542‌

Fannie

Mae

Pool

CA2493

4.50%

10/01/48

4,833,471‌

4,684,174‌

Fannie

Mae

Pool

CA3633

3.50%

06/01/49

18,110,488‌

16,855,345‌

Fannie

Mae

Pool

CA4011

3.50%

08/01/49

15,731,430‌

14,246,653‌

Fannie

Mae

Pool

CA5689

3.00%

05/01/50

60,421,920‌

54,059,882‌

Fannie

Mae

Pool

CB2313

2.50%

12/01/51

158,315,600‌

134,494,458‌

Fannie

Mae

Pool

CB2365

2.00%

09/01/51

164,458,996‌

134,282,966‌

Fannie

Mae

Pool

CB2767

2.00%

01/01/52

72,828,444‌

59,310,652‌

Fannie

Mae

Pool

FM2310

3.00%

01/01/48

9,146,763‌

8,213,191‌

Fannie

Mae

Pool

FM2318

3.50%

09/01/49

156,870,090‌

145,655,094‌

Fannie

Mae

Pool

FM2388

3.50%

04/01/48

16,182,242‌

15,115,098‌

Fannie

Mae

Pool

FM9672

2.50%

12/01/51

125,086,878‌

106,297,384‌

Fannie

Mae

Pool

FS1598

2.00%

04/01/52

102,439,258‌

83,389,684‌

Fannie

Mae

Pool

FS1622

2.00%

03/01/52

202,986,340‌

166,381,620‌

Fannie

Mae

Pool

FS2536

2.50%

02/01/52

3,841,012‌

3,264,228‌

Fannie

Mae

Pool

MA1146

4.00%

08/01/42

18,824,077‌

18,071,223‌

Fannie

Mae

Pool

MA1177

3.50%

09/01/42

25,079,298‌

23,475,800‌

Fannie

Mae

Pool

MA1404

3.50%

04/01/43

51,631‌

48,282‌

Fannie

Mae

Pool

MA1432

3.00%

05/01/33

41,077‌

38,457‌

Fannie

Mae

Pool

MA1459

3.00%

06/01/33

19,475‌

18,233‌

Fannie

Mae

Pool

MA1527

3.00%

08/01/33

28,436,612‌

26,693,073‌

Fannie

Mae

Pool

MA1561

3.00%

09/01/33

18,095,920‌

17,044,438‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

MA1582

3.50%

09/01/43

$

8,537,685‌

$

7,985,329‌

Fannie

Mae

Pool

MA1584

3.50%

09/01/33

27,297,558‌

26,162,789‌

Fannie

Mae

Pool

MA1608

3.50%

10/01/33

18,903,578‌

18,117,750‌

Fannie

Mae

Pool

MA1982

3.50%

08/01/34

37,762‌

36,150‌

Fannie

Mae

Pool

MA2895

3.00%

02/01/47

41,416‌

37,191‌

Fannie

Mae

Pool

MA2960

4.00%

04/01/47

20,837,187‌

19,889,677‌

Fannie

Mae

Pool

MA3027

4.00%

06/01/47

15,430,808‌

14,729,137‌

Fannie

Mae

Pool

MA3029

3.00%

06/01/32

18,185,060‌

17,300,192‌

Fannie

Mae

Pool

MA3060

3.00%

07/01/32

8,084‌

7,659‌

Fannie

Mae

Pool

MA3120

3.50%

09/01/47

1,191,617‌

1,105,587‌

Fannie

Mae

Pool

MA3182

3.50%

11/01/47

25,301,171‌

23,406,003‌

Fannie

Mae

Pool

MA3210

3.50%

12/01/47

43,990,432‌

40,727,967‌

Fannie

Mae

Pool

MA3238

3.50%

01/01/48

37,816,671‌

34,984,038‌

Fannie

Mae

Pool

MA3276

3.50%

02/01/48

14,869,371‌

13,755,590‌

Fannie

Mae

Pool

MA3305

3.50%

03/01/48

19,938,729‌

18,432,881‌

Fannie

Mae

Pool

MA3332

3.50%

04/01/48

54,667,514‌

50,538,819‌

Fannie

Mae

Pool

MA3364

3.50%

05/01/33

6,805,566‌

6,573,097‌

Fannie

Mae

Pool

MA3537

4.50%

12/01/48

10,746,224‌

10,526,467‌

Fannie

Mae

Pool

MA3811

3.00%

10/01/49

5,835,515‌

5,119,626‌

Fannie

Mae

Pool

MA3846

3.00%

11/01/49

32,869‌

28,837‌

Fannie

Mae

Pool

MA3942

3.00%

02/01/50

11,682,000‌

10,185,147‌

Fannie

Mae

Pool

MA3997

3.00%

04/01/50

14,480,077‌

12,597,941‌

Fannie

Mae

Pool

MA4093

2.00%

08/01/40

156,719,193‌

132,255,423‌

Fannie

Mae

Pool

MA4128

2.00%

09/01/40

129,802,764‌

109,516,934‌

Fannie

Mae

Pool

MA4152

2.00%

10/01/40

162,333,005‌

136,953,356‌

Fannie

Mae

Pool

MA4176

2.00%

11/01/40

40,253,607‌

33,948,773‌

Fannie

Mae

Pool

MA4333

2.00%

05/01/41

74,809,525‌

63,096,881‌

Fannie

Mae

Pool

MA4492

2.00%

12/01/51

96,552,233‌

78,833,188‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

41

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

MA4493

2.50%

12/01/51

$

158,123,040‌

$

134,111,421‌

Fannie

Mae

Pool

MA4547

2.00%

02/01/52

19,084,728‌

15,542,384‌

Fannie

Mae

Pool

MA4548

2.50%

02/01/52

184,930,981‌

156,661,874‌

Fannie

Mae

Pool

MA4563

2.50%

03/01/52

225,888,438‌

191,184,468‌

Fannie

Mae

Pool

MA4578

2.50%

04/01/52

363,963,799‌

307,990,261‌

Fannie

Mae

REMICS,

Series

1994-55,

Class

H

7.00%

03/25/24

1,187‌

1,190‌

Fannie

Mae

REMICS,

Series

1997-34,

Class

SA

(Cost

of

Funds

for

the

11th

District

of

San

Francisco

*

29.753,

37.68%

Cap)

29.75%

10/25/23

2

210‌

227‌

Fannie

Mae

REMICS,

Series

1998-37,

Class

VZ

6.00%

06/17/28

454‌

454‌

Fannie

Mae

REMICS,

Series

1999-11,

Class

Z

5.50%

03/25/29

15,542‌

15,014‌

Fannie

Mae

REMICS,

Series

2001-52,

Class

YZ

6.50%

10/25/31

62,549‌

64,375‌

Fannie

Mae

REMICS,

Series

2005-117,

Class

LC

5.50%

11/25/35

194,743‌

194,357‌

Fannie

Mae

REMICS,

Series

2005-122,

Class

SG

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.60%,

6.60%

Cap)

2.21%

11/25/35

2

22,180‌

718‌

Fannie

Mae

REMICS,

Series

2005-92,

Class

US

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.10%,

6.10%

Cap)

1.71%

10/25/25

2

802,670‌

8,306‌

Fannie

Mae

REMICS,

Series

2006-4,

Class

WE

4.50%

02/25/36

22,912‌

22,541‌

Fannie

Mae

REMICS,

Series

2006-49,

Class

SE

(-4.00

X

LIBOR

USD

1-Month

plus

29.00%,

29.00%

Cap)

11.45%

04/25/36

2

809,437‌

942,296‌

Fannie

Mae

REMICS,

Series

2007-17,

Class

SI

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.40%,

6.40%

Cap)

2.01%

03/25/37

2

681,955‌

59,007‌

Fannie

Mae

REMICS,

Series

2007-34,

Class

SB

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.11%,

6.11%

Cap)

1.72%

04/25/37

2

1,592,529‌

124,521‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

REMICS,

Series

2007-64,

Class

FA

(LIBOR

USD

1-Month

plus

0.47%)

4.86%

07/25/37

2

$

2,219‌

$

2,194‌

Fannie

Mae

REMICS,

Series

2008-24,

Class

NA

6.75%

06/25/37

150,960‌

156,958‌

Fannie

Mae

REMICS,

Series

2010-116,

Class

SE

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.60%,

6.60%

Cap)

2.21%

10/25/40

2

2,081,499‌

202,095‌

Fannie

Mae

REMICS,

Series

2010-17,

Class

SB

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.35%,

6.35%

Cap)

1.96%

03/25/40

2

4,254,135‌

463,353‌

Fannie

Mae

REMICS,

Series

2010-43,

Class

KS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.42%,

6.42%

Cap)

2.03%

05/25/40

2

7,488,404‌

813,109‌

Fannie

Mae

REMICS,

Series

2011-101,

Class

HE

4.00%

10/25/41

8,873,992‌

8,633,250‌

Fannie

Mae

REMICS,

Series

2011-111,

Class

DB

4.00%

11/25/41

7,580,611‌

7,265,692‌

Fannie

Mae

REMICS,

Series

2012-84,

Class

VZ

3.50%

08/25/42

6,402,470‌

5,983,325‌

Fannie

Mae

REMICS,

Series

2013-101,

Class

BO

(PO)

0.00%

10/25/43

12

9,793,548‌

7,479,555‌

Fannie

Mae

REMICS,

Series

2013-101,

Class

CO

(PO)

0.00%

10/25/43

12

5,740,009‌

4,366,650‌

Fannie

Mae

REMICS,

Series

2016-45,

Class

AF

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

07/25/46

2

7,421,234‌

7,315,720‌

Fannie

Mae

REMICS,

Series

2016-72,

Class

FA

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

10/25/46

2

15,004,266‌

14,646,164‌

Fannie

Mae

REMICS,

Series

2016-74,

Class

GF

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

10/25/46

2

12,141,857‌

11,809,769‌

Fannie

Mae

REMICS,

Series

2016-75,

Class

FL

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

10/25/46

2

12,034,967‌

11,708,002‌

Fannie

Mae

REMICS,

Series

2018-29,

Class

AP

3.50%

11/25/46

27,098,109‌

26,302,044‌

Fannie

Mae

REMICS,

Series

2018-38,

Class

LA

3.00%

06/25/48

14,506,428‌

12,940,229‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

42

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

REMICS,

Series

2018-38,

Class

PA

3.50%

06/25/47

$

20,026‌

$

19,130‌

Fannie

Mae

REMICS,

Series

2018-45,

Class

GA

3.00%

06/25/48

16,383,789‌

14,813,001‌

Fannie

Mae

REMICS,

Series

2018-55,

Class

PA

3.50%

01/25/47

8,828,429‌

8,541,633‌

Fannie

Mae

REMICS,

Series

2018-57,

Class

QA

3.50%

05/25/46

20,487‌

19,962‌

Fannie

Mae

REMICS,

Series

2018-86,

Class

JA

4.00%

05/25/47

676,112‌

657,446‌

Fannie

Mae

REMICS,

Series

2018-94,

Class

KD

3.50%

12/25/48

3,634,436‌

3,383,293‌

Fannie

Mae

REMICS,

Series

2019-1,

Class

AB

3.50%

02/25/49

1,363,506‌

1,271,166‌

Fannie

Mae

REMICS,

Series

2019-1,

Class

KP

3.25%

02/25/49

1,414,939‌

1,286,985‌

Fannie

Mae

REMICS,

Series

2019-26,

Class

JE

3.00%

06/25/49

4,392,471‌

4,090,148‌

Fannie

Mae

REMICS,

Series

2019-45,

Class

PA

3.00%

08/25/49

15,613,483‌

14,182,697‌

Fannie

Mae

REMICS,

Series

2019-52,

Class

PA

3.00%

09/25/49

4,487,089‌

3,942,351‌

Fannie

Mae

REMICS,

Series

2019-67,

Class

FE

(LIBOR

USD

1-Month

plus

0.45%)

4.84%

11/25/49

2

29,160,219‌

28,741,367‌

Fannie

Mae

REMICS,

Series

2019-79,

Class

FA

(LIBOR

USD

1-Month

plus

0.50%)

4.89%

01/25/50

2

78,439‌

77,158‌

Fannie

Mae

REMICS,

Series

G93-21,

Class

Z

7.20%

05/25/23

52‌

52‌

Fannie

Mae

Trust,

Series

2003-W2,

Class

2A9

5.90%

07/25/42

17,173‌

17,307‌

Freddie

Mac

Gold

Pool

A24156

6.50%

10/01/31

66,407‌

68,219‌

Freddie

Mac

Gold

Pool

A25162

5.50%

05/01/34

896,196‌

919,555‌

Freddie

Mac

Gold

Pool

A39012

5.50%

06/01/35

21,578‌

22,200‌

Freddie

Mac

Gold

Pool

A54856

5.00%

01/01/34

1,888,664‌

1,925,749‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Gold

Pool

A61164

5.00%

04/01/36

$

5,818‌

$

5,852‌

Freddie

Mac

Gold

Pool

A97038

4.00%

02/01/41

6,150,773‌

5,964,123‌

Freddie

Mac

Gold

Pool

C01492

5.00%

02/01/33

225,755‌

226,775‌

Freddie

Mac

Gold

Pool

C04546

3.00%

02/01/43

10,923,782‌

9,962,277‌

Freddie

Mac

Gold

Pool

C04573

3.00%

03/01/43

13,205,949‌

12,043,465‌

Freddie

Mac

Gold

Pool

C46104

6.50%

09/01/29

6,396‌

6,577‌

Freddie

Mac

Gold

Pool

C55789

7.50%

10/01/27

1,365‌

1,366‌

Freddie

Mac

Gold

Pool

G00992

7.00%

11/01/28

337‌

344‌

Freddie

Mac

Gold

Pool

G01515

5.00%

02/01/33

319,596‌

320,884‌

Freddie

Mac

Gold

Pool

G02579

5.00%

12/01/34

440,183‌

450,434‌

Freddie

Mac

Gold

Pool

G02884

6.00%

04/01/37

1,222,949‌

1,281,961‌

Freddie

Mac

Gold

Pool

G02955

5.50%

03/01/37

1,898,654‌

1,955,936‌

Freddie

Mac

Gold

Pool

G03357

5.50%

08/01/37

619,456‌

639,047‌

Freddie

Mac

Gold

Pool

G03676

5.50%

12/01/37

1,163,798‌

1,199,716‌

Freddie

Mac

Gold

Pool

G03783

5.50%

01/01/38

1,038,073‌

1,070,110‌

Freddie

Mac

Gold

Pool

G03985

6.00%

03/01/38

8,546‌

8,949‌

Freddie

Mac

Gold

Pool

G04438

5.50%

05/01/38

2,850,725‌

2,939,141‌

Freddie

Mac

Gold

Pool

G04703

5.50%

08/01/38

2,124,856‌

2,190,759‌

Freddie

Mac

Gold

Pool

G04706

5.50%

09/01/38

87,644‌

90,362‌

Freddie

Mac

Gold

Pool

G05866

4.50%

02/01/40

8,981,297‌

8,921,893‌

Freddie

Mac

Gold

Pool

G06361

4.00%

03/01/41

12,308‌

12,046‌

Freddie

Mac

Gold

Pool

G06498

4.00%

04/01/41

11,790,086‌

11,439,238‌

Freddie

Mac

Gold

Pool

G06499

4.00%

03/01/41

5,079,973‌

4,939,758‌

Freddie

Mac

Gold

Pool

G07408

3.50%

06/01/43

12,916,849‌

12,236,942‌

Freddie

Mac

Gold

Pool

G07786

4.00%

08/01/44

97,326,139‌

94,721,920‌

Freddie

Mac

Gold

Pool

G07848

3.50%

04/01/44

60,519,945‌

57,105,170‌

Freddie

Mac

Gold

Pool

G07849

3.50%

05/01/44

7,928,647‌

7,437,440‌

Freddie

Mac

Gold

Pool

G07924

3.50%

01/01/45

8,871,349‌

8,310,649‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

43

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Gold

Pool

G07925

4.00%

02/01/45

$

6,363,013‌

$

6,199,833‌

Freddie

Mac

Gold

Pool

G08676

3.50%

11/01/45

21,146,818‌

19,770,616‌

Freddie

Mac

Gold

Pool

G08681

3.50%

12/01/45

14,204,008‌

13,174,617‌

Freddie

Mac

Gold

Pool

G08698

3.50%

03/01/46

729‌

681‌

Freddie

Mac

Gold

Pool

G08710

3.00%

06/01/46

84,984,518‌

76,392,103‌

Freddie

Mac

Gold

Pool

G08711

3.50%

06/01/46

6,012,558‌

5,609,996‌

Freddie

Mac

Gold

Pool

G08715

3.00%

08/01/46

115,910,852‌

104,191,610‌

Freddie

Mac

Gold

Pool

G08721

3.00%

09/01/46

11,773,733‌

10,617,635‌

Freddie

Mac

Gold

Pool

G08722

3.50%

09/01/46

27,017,629‌

25,191,819‌

Freddie

Mac

Gold

Pool

G08726

3.00%

10/01/46

125,377,948‌

112,909,995‌

Freddie

Mac

Gold

Pool

G08727

3.50%

10/01/46

23,716,526‌

22,113,800‌

Freddie

Mac

Gold

Pool

G08732

3.00%

11/01/46

77,644,552‌

69,923,349‌

Freddie

Mac

Gold

Pool

G08741

3.00%

01/01/47

49,218,881‌

44,324,410‌

Freddie

Mac

Gold

Pool

G08742

3.50%

01/01/47

37,816,056‌

35,189,600‌

Freddie

Mac

Gold

Pool

G08747

3.00%

02/01/47

17,375,357‌

15,647,500‌

Freddie

Mac

Gold

Pool

G08757

3.50%

04/01/47

13,866,878‌

12,840,465‌

Freddie

Mac

Gold

Pool

G08758

4.00%

04/01/47

10,717‌

10,262‌

Freddie

Mac

Gold

Pool

G08762

4.00%

05/01/47

10,786,704‌

10,326,905‌

Freddie

Mac

Gold

Pool

G08779

3.50%

09/01/47

53,720‌

49,888‌

Freddie

Mac

Gold

Pool

G08784

3.50%

10/01/47

47,391‌

43,883‌

Freddie

Mac

Gold

Pool

G08792

3.50%

12/01/47

40,658‌

37,648‌

Freddie

Mac

Gold

Pool

G08826

5.00%

06/01/48

7,476,513‌

7,482,136‌

Freddie

Mac

Gold

Pool

G08833

5.00%

07/01/48

4,775,384‌

4,778,975‌

Freddie

Mac

Gold

Pool

G08838

5.00%

09/01/48

2,444,481‌

2,452,086‌

Freddie

Mac

Gold

Pool

G08840

5.00%

08/01/48

704,211‌

703,493‌

Freddie

Mac

Gold

Pool

G08843

4.50%

10/01/48

5,613,305‌

5,504,043‌

Freddie

Mac

Gold

Pool

G08844

5.00%

10/01/48

6,373,469‌

6,378,262‌

Freddie

Mac

Gold

Pool

G08848

4.50%

11/01/48

1,014,447‌

996,085‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Gold

Pool

G08849

5.00%

11/01/48

$

2,507,426‌

$

2,513,505‌

Freddie

Mac

Gold

Pool

G16085

2.50%

02/01/32

2,623,360‌

2,458,557‌

Freddie

Mac

Gold

Pool

G16502

3.50%

05/01/33

45,909‌

44,379‌

Freddie

Mac

Gold

Pool

G16524

3.50%

05/01/33

18,281,306‌

17,671,999‌

Freddie

Mac

Gold

Pool

G16584

3.50%

08/01/33

2,631,773‌

2,542,412‌

Freddie

Mac

Gold

Pool

G16607

3.50%

09/01/33

26,332,562‌

25,484,366‌

Freddie

Mac

Gold

Pool

G16623

2.50%

09/01/32

20,299,274‌

19,026,916‌

Freddie

Mac

Gold

Pool

G16755

3.50%

02/01/34

25,480,430‌

24,553,466‌

Freddie

Mac

Gold

Pool

G16756

3.50%

01/01/34

2,405,379‌

2,327,900‌

Freddie

Mac

Gold

Pool

G18592

3.00%

03/01/31

18,162‌

17,350‌

Freddie

Mac

Gold

Pool

G18596

3.00%

04/01/31

20,987,576‌

19,904,874‌

Freddie

Mac

Gold

Pool

G18691

3.00%

06/01/33

7,721,640‌

7,308,921‌

Freddie

Mac

Gold

Pool

G18692

3.50%

06/01/33

10,493,160‌

10,112,292‌

Freddie

Mac

Gold

Pool

G18713

3.50%

11/01/33

12,275,507‌

11,851,026‌

Freddie

Mac

Gold

Pool

G18716

3.50%

12/01/33

35,685‌

34,536‌

Freddie

Mac

Gold

Pool

G60023

3.50%

04/01/45

9,654,384‌

9,059,278‌

Freddie

Mac

Gold

Pool

G60080

3.50%

06/01/45

98,487,147‌

92,200,865‌

Freddie

Mac

Gold

Pool

G60138

3.50%

08/01/45

79,661,454‌

74,364,376‌

Freddie

Mac

Gold

Pool

G60238

3.50%

10/01/45

30,400,885‌

28,450,944‌

Freddie

Mac

Gold

Pool

G60344

4.00%

12/01/45

73,352‌

71,069‌

Freddie

Mac

Gold

Pool

G67700

3.50%

08/01/46

23,167,703‌

21,674,464‌

Freddie

Mac

Gold

Pool

G67703

3.50%

04/01/47

232,248,770‌

217,206,958‌

Freddie

Mac

Gold

Pool

G67706

3.50%

12/01/47

117,782,863‌

110,044,123‌

Freddie

Mac

Gold

Pool

G67707

3.50%

01/01/48

304,118,836‌

285,341,192‌

Freddie

Mac

Gold

Pool

G67708

3.50%

03/01/48

267,787,710‌

250,264,462‌

Freddie

Mac

Gold

Pool

G67709

3.50%

03/01/48

199,694,003‌

186,960,697‌

Freddie

Mac

Gold

Pool

G67710

3.50%

03/01/48

167,369,419‌

155,849,633‌

Freddie

Mac

Gold

Pool

G67711

4.00%

03/01/48

49,465,768‌

47,740,271‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

44

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Gold

Pool

G67713

4.00%

06/01/48

$

440,234‌

$

421,199‌

Freddie

Mac

Gold

Pool

G67714

4.00%

07/01/48

73,004‌

70,412‌

Freddie

Mac

Gold

Pool

G67717

4.00%

11/01/48

61,172,481‌

59,000,390‌

Freddie

Mac

Gold

Pool

H00790

5.50%

05/01/37

4,104‌

4,185‌

Freddie

Mac

Gold

Pool

H05069

5.50%

05/01/37

64,769‌

66,034‌

Freddie

Mac

Gold

Pool

Q05804

4.00%

01/01/42

20,835,024‌

20,392,289‌

Freddie

Mac

Gold

Pool

U99097

3.50%

07/01/43

29,089,460‌

27,238,351‌

Freddie

Mac

Gold

Pool

V62078

3.50%

08/01/33

2,885,045‌

2,780,080‌

Freddie

Mac

Gold

Pool

V62129

3.50%

08/01/33

6,220,330‌

5,994,975‌

Freddie

Mac

Gold

Pool

V80356

3.50%

08/01/43

20,621,662‌

19,322,332‌

Freddie

Mac

Pool

QD3162

2.00%

12/01/51

143,408,011‌

117,046,678‌

Freddie

Mac

Pool

QE0312

2.00%

04/01/52

6,729,408‌

5,477,800‌

Freddie

Mac

Pool

QE0521

2.50%

04/01/52

3,089,495‌

2,615,331‌

Freddie

Mac

Pool

RA6507

2.00%

12/01/51

130,997,430‌

106,723,059‌

Freddie

Mac

Pool

RB5077

2.00%

10/01/40

97,802,981‌

82,511,312‌

Freddie

Mac

Pool

RE6029

3.00%

02/01/50

3,964,698‌

3,449,363‌

Freddie

Mac

Pool

SD1178

2.00%

03/01/52

16,974,399‌

13,823,072‌

Freddie

Mac

Pool

SD7502

3.50%

07/01/49

7,320,281‌

6,784,445‌

Freddie

Mac

Pool

SD7503

3.50%

08/01/49

16,121,761‌

14,969,180‌

Freddie

Mac

Pool

SD7511

3.50%

01/01/50

16,118,820‌

14,961,412‌

Freddie

Mac

Pool

SD8182

2.00%

12/01/51

27,607,260‌

22,532,341‌

Freddie

Mac

Pool

SD8188

2.00%

01/01/52

50,173,310‌

40,946,079‌

Freddie

Mac

Pool

SD8189

2.50%

01/01/52

372,334,952‌

316,638,651‌

Freddie

Mac

Pool

SD8193

2.00%

02/01/52

20,805,773‌

16,943,494‌

Freddie

Mac

Pool

SD8199

2.00%

03/01/52

187,717,403‌

152,803,691‌

Freddie

Mac

Pool

SD8205

2.50%

04/01/52

436,206,587‌

369,477,012‌

Freddie

Mac

Pool

ZA5103

3.50%

12/01/47

124,259‌

114,950‌

Freddie

Mac

Pool

ZA5128

3.50%

12/01/47

394,281‌

365,569‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Pool

ZM1779

3.00%

09/01/46

$

12,892,537‌

$

11,615,614‌

Freddie

Mac

Pool

ZM2285

3.00%

12/01/46

15,021,990‌

13,489,560‌

Freddie

Mac

Pool

ZS4693

3.00%

12/01/46

14,983,095‌

13,454,633‌

Freddie

Mac

Pool

ZS4768

3.50%

05/01/48

1,032,047‌

955,603‌

Freddie

Mac

Pool

ZT0277

3.50%

10/01/46

1,607,912‌

1,499,868‌

Freddie

Mac

Pool

ZT1403

3.50%

11/01/33

14,148,643‌

13,656,501‌

Freddie

Mac

REMICS,

Series

1980,

Class

Z

7.00%

07/15/27

27,723‌

28,213‌

Freddie

Mac

REMICS,

Series

1983,

Class

Z

6.50%

12/15/23

3,089‌

3,099‌

Freddie

Mac

REMICS,

Series

2098,

Class

TZ

6.00%

01/15/28

129,351‌

130,548‌

Freddie

Mac

REMICS,

Series

2174,

Class

PN

6.00%

07/15/29

7,623‌

7,705‌

Freddie

Mac

REMICS,

Series

2313,

Class

LA

6.50%

05/15/31

2,928‌

3,014‌

Freddie

Mac

REMICS,

Series

2433,

Class

SA

(-2.60

X

LIBOR

USD

1-Month

plus

20.93%,

20.93%

Cap)

9.70%

02/15/32

2

4,473‌

5,093‌

Freddie

Mac

REMICS,

Series

2481,

Class

AW

6.50%

08/15/32

11,209‌

11,716‌

Freddie

Mac

REMICS,

Series

3019,

Class

SW

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

7.20%,

7.20%

Cap)

2.88%

08/15/35

2

647,008‌

88,066‌

Freddie

Mac

REMICS,

Series

3063,

Class

YG

5.50%

11/15/35

1,685,153‌

1,723,432‌

Freddie

Mac

REMICS,

Series

3300,

Class

SA

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

7.20%,

7.20%

Cap)

2.88%

08/15/35

2

286,057‌

25,969‌

Freddie

Mac

REMICS,

Series

3752,

Class

XL

4.50%

11/15/40

27,204,081‌

26,626,794‌

Freddie

Mac

REMICS,

Series

3891,

Class

HS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

5.95%,

5.95%

Cap)

1.63%

07/15/41

2

3,546,049‌

105,229‌

Freddie

Mac

REMICS,

Series

3904,

Class

JB

4.50%

08/15/41

6,359,189‌

6,224,957‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

45

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

REMICS,

Series

3925,

Class

LB

4.50%

09/15/41

$

9,215,000‌

$

9,061,753‌

Freddie

Mac

REMICS,

Series

3928,

Class

JD

4.00%

09/15/41

19,752,242‌

19,025,988‌

Freddie

Mac

REMICS,

Series

4102,

Class

TC

2.50%

09/15/41

6,835,182‌

6,559,412‌

Freddie

Mac

REMICS,

Series

4161,

Class

BA

2.50%

12/15/41

10,814,377‌

10,270,644‌

Freddie

Mac

REMICS,

Series

4656,

Class

EZ

4.00%

02/15/47

195,658‌

180,481‌

Freddie

Mac

REMICS,

Series

4818,

Class

CA

3.00%

04/15/48

1,222,470‌

1,072,084‌

Freddie

Mac

REMICS,

Series

4846,

Class

PA

4.00%

06/15/47

173,485‌

170,811‌

Freddie

Mac

REMICS,

Series

4852,

Class

CA

4.00%

11/15/47

8,191,368‌

7,889,042‌

Freddie

Mac

REMICS,

Series

4860,

Class

BH

3.50%

10/15/48

2,881,960‌

2,720,840‌

Freddie

Mac

REMICS,

Series

4860,

Class

PA

3.50%

02/15/49

2,120,885‌

1,949,302‌

Freddie

Mac

REMICS,

Series

4879,

Class

BC

3.00%

04/15/49

732,239‌

665,416‌

Freddie

Mac

REMICS,

Series

4896,

Class

DA

3.00%

01/15/49

905,155‌

820,754‌

Freddie

Mac

REMICS,

Series

4937,

Class

MF

(LIBOR

USD

1-Month

plus

0.45%)

4.84%

12/25/49

2

5,807,245‌

5,718,252‌

Freddie

Mac

Strips,

Series

309,

Class

PO

(PO)

0.00%

08/15/43

12

12,379,435‌

9,239,525‌

Freddie

Mac

Strips,

Series

319,

Class

F2

(LIBOR

USD

1-Month

plus

0.50%)

4.82%

11/15/43

2

2,111,550‌

2,070,701‌

Ginnie

Mae

(TBA)

2.50%

01/20/53

1,119,400,000‌

969,847,544‌

Ginnie

Mae

I

Pool

782817

4.50%

11/15/39

9,507,344‌

9,461,987‌

Ginnie

Mae

I

Pool

AA5452

3.50%

07/15/42

77,461‌

72,920‌

Ginnie

Mae

II

Pool

2631

7.00%

08/20/28

874‌

900‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

3388

4.50%

05/20/33

$

1,723‌

$

1,702‌

Ginnie

Mae

II

Pool

3427

4.50%

08/20/33

885‌

884‌

Ginnie

Mae

II

Pool

3554

4.50%

05/20/34

781‌

780‌

Ginnie

Mae

II

Pool

4058

5.00%

12/20/37

444‌

452‌

Ginnie

Mae

II

Pool

4342

5.00%

01/20/39

656‌

668‌

Ginnie

Mae

II

Pool

4520

5.00%

08/20/39

12,251‌

12,478‌

Ginnie

Mae

II

Pool

5140

4.50%

08/20/41

26,804‌

26,776‌

Ginnie

Mae

II

Pool

5175

4.50%

09/20/41

29,170‌

29,141‌

Ginnie

Mae

II

Pool

5281

4.50%

01/20/42

8,464‌

8,456‌

Ginnie

Mae

II

Pool

783591

4.50%

07/20/41

10,338‌

10,327‌

Ginnie

Mae

II

Pool

80968

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1-Year

plus

1.50%)

2.63%

07/20/34

2

6,846‌

6,696‌

Ginnie

Mae

II

Pool

81267

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1-Year

plus

1.50%)

2.63%

03/20/35

2

7,766‌

7,569‌

Ginnie

Mae

II

Pool

81432

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1-Year

plus

1.50%)

2.63%

08/20/35

2

10,347‌

10,074‌

Ginnie

Mae

II

Pool

81497

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1-Year

plus

1.50%)

1.75%

10/20/35

2

9,803‌

9,512‌

Ginnie

Mae

II

Pool

8631

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1-Year

plus

1.50%)

3.00%

05/20/25

2

1,084‌

1,076‌

Ginnie

Mae

II

Pool

8644

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1-Year

plus

1.50%)

3.50%

06/20/25

2

1,352‌

1,335‌

Ginnie

Mae

II

Pool

MA0627

4.50%

12/20/42

34,385‌

34,450‌

Ginnie

Mae

II

Pool

MA0701

4.50%

01/20/43

33,592‌

33,557‌

Ginnie

Mae

II

Pool

MA1157

3.50%

07/20/43

31,715‌

29,856‌

Ginnie

Mae

II

Pool

MA1997

4.50%

06/20/44

8,423‌

8,513‌

Ginnie

Mae

II

Pool

MA2374

5.00%

11/20/44

182,332‌

184,533‌

Ginnie

Mae

II

Pool

MA2756

4.50%

04/20/45

17,677‌

17,834‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

46

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

MA2828

4.50%

05/20/45

$

733,422‌

$

735,842‌

Ginnie

Mae

II

Pool

MA2894

4.50%

06/20/45

288,442‌

287,722‌

Ginnie

Mae

II

Pool

MA3036

4.50%

08/20/45

27,957‌

28,049‌

Ginnie

Mae

II

Pool

MA3309

3.00%

12/20/45

5,714‌

5,174‌

Ginnie

Mae

II

Pool

MA3456

4.50%

02/20/46

187,722‌

188,342‌

Ginnie

Mae

II

Pool

MA3521

3.50%

03/20/46

21,409,368‌

20,100,199‌

Ginnie

Mae

II

Pool

MA3524

5.00%

03/20/46

9,300‌

9,466‌

Ginnie

Mae

II

Pool

MA3597

3.50%

04/20/46

53,933,349‌

50,567,943‌

Ginnie

Mae

II

Pool

MA3600

5.00%

04/20/46

5,363,899‌

5,459,468‌

Ginnie

Mae

II

Pool

MA3662

3.00%

05/20/46

2,087,803‌

1,894,120‌

Ginnie

Mae

II

Pool

MA3663

3.50%

05/20/46

15,356,032‌

14,383,430‌

Ginnie

Mae

II

Pool

MA3665

4.50%

05/20/46

78,343‌

78,062‌

Ginnie

Mae

II

Pool

MA3666

5.00%

05/20/46

2,897,616‌

2,949,707‌

Ginnie

Mae

II

Pool

MA3738

4.50%

06/20/46

333,148‌

331,955‌

Ginnie

Mae

II

Pool

MA3739

5.00%

06/20/46

1,783,721‌

1,815,770‌

Ginnie

Mae

II

Pool

MA3805

4.50%

07/20/46

2,542,919‌

2,533,811‌

Ginnie

Mae

II

Pool

MA3806

5.00%

07/20/46

135,882‌

138,317‌

Ginnie

Mae

II

Pool

MA3873

3.00%

08/20/46

16,001,173‌

14,516,767‌

Ginnie

Mae

II

Pool

MA3876

4.50%

08/20/46

2,828,988‌

2,818,856‌

Ginnie

Mae

II

Pool

MA3877

5.00%

08/20/46

590,201‌

597,033‌

Ginnie

Mae

II

Pool

MA3937

3.50%

09/20/46

12,376,133‌

11,592,267‌

Ginnie

Mae

II

Pool

MA3939

4.50%

09/20/46

1,587,588‌

1,585,631‌

Ginnie

Mae

II

Pool

MA4003

3.00%

10/20/46

6,435,103‌

5,834,106‌

Ginnie

Mae

II

Pool

MA4006

4.50%

10/20/46

1,663,218‌

1,657,261‌

Ginnie

Mae

II

Pool

MA4007

5.00%

10/20/46

3,229,246‌

3,287,359‌

Ginnie

Mae

II

Pool

MA4069

3.50%

11/20/46

38,616,583‌

36,134,527‌

Ginnie

Mae

II

Pool

MA4071

4.50%

11/20/46

4,563,632‌

4,598,337‌

Ginnie

Mae

II

Pool

MA4072

5.00%

11/20/46

1,011,079‌

1,029,274‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

MA4126

3.00%

12/20/46

$

110,615,641‌

$

100,215,718‌

Ginnie

Mae

II

Pool

MA4127

3.50%

12/20/46

43,471,272‌

40,677,184‌

Ginnie

Mae

II

Pool

MA4129

4.50%

12/20/46

15,743,715‌

15,702,476‌

Ginnie

Mae

II

Pool

MA4196

3.50%

01/20/47

10,053‌

9,407‌

Ginnie

Mae

II

Pool

MA4198

4.50%

01/20/47

124,763‌

124,316‌

Ginnie

Mae

II

Pool

MA4199

5.00%

01/20/47

2,825,123‌

2,875,819‌

Ginnie

Mae

II

Pool

MA4264

4.50%

02/20/47

35,531,338‌

35,321,695‌

Ginnie

Mae

II

Pool

MA4265

5.00%

02/20/47

648,511‌

660,047‌

Ginnie

Mae

II

Pool

MA4324

5.00%

03/20/47

3,597,732‌

3,665,916‌

Ginnie

Mae

II

Pool

MA4382

3.50%

04/20/47

24,604,978‌

22,992,753‌

Ginnie

Mae

II

Pool

MA4384

4.50%

04/20/47

1,506,182‌

1,494,198‌

Ginnie

Mae

II

Pool

MA4385

5.00%

04/20/47

6,173,376‌

6,276,367‌

Ginnie

Mae

II

Pool

MA4453

4.50%

05/20/47

79,228,999‌

77,911,967‌

Ginnie

Mae

II

Pool

MA4454

5.00%

05/20/47

13,587,827‌

13,787,940‌

Ginnie

Mae

II

Pool

MA4510

3.50%

06/20/47

33,841‌

31,583‌

Ginnie

Mae

II

Pool

MA4511

4.00%

06/20/47

4,839,752‌

4,650,967‌

Ginnie

Mae

II

Pool

MA4512

4.50%

06/20/47

272,385‌

267,857‌

Ginnie

Mae

II

Pool

MA4513

5.00%

06/20/47

257,453‌

259,463‌

Ginnie

Mae

II

Pool

MA4586

3.50%

07/20/47

40,387,758‌

37,741,377‌

Ginnie

Mae

II

Pool

MA4588

4.50%

07/20/47

44,085‌

43,651‌

Ginnie

Mae

II

Pool

MA4589

5.00%

07/20/47

11,668,469‌

11,844,903‌

Ginnie

Mae

II

Pool

MA4652

3.50%

08/20/47

3,054,878‌

2,852,800‌

Ginnie

Mae

II

Pool

MA4655

5.00%

08/20/47

14,098,733‌

14,306,370‌

Ginnie

Mae

II

Pool

MA4719

3.50%

09/20/47

38,132,043‌

35,609,633‌

Ginnie

Mae

II

Pool

MA4720

4.00%

09/20/47

94,893‌

91,428‌

Ginnie

Mae

II

Pool

MA4722

5.00%

09/20/47

271,091‌

275,021‌

Ginnie

Mae

II

Pool

MA4781

5.00%

10/20/47

3,261,253‌

3,310,565‌

Ginnie

Mae

II

Pool

MA4836

3.00%

11/20/47

86,218,414‌

78,031,454‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

47

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

MA4837

3.50%

11/20/47

$

94,938,043‌

$

88,657,953‌

Ginnie

Mae

II

Pool

MA4838

4.00%

11/20/47

31,727,475‌

30,495,732‌

Ginnie

Mae

II

Pool

MA4840

5.00%

11/20/47

1,046,717‌

1,054,850‌

Ginnie

Mae

II

Pool

MA4900

3.50%

12/20/47

6,099,652‌

5,696,164‌

Ginnie

Mae

II

Pool

MA4901

4.00%

12/20/47

21,185,049‌

20,362,591‌

Ginnie

Mae

II

Pool

MA4961

3.00%

01/20/48

295,252‌

267,108‌

Ginnie

Mae

II

Pool

MA4963

4.00%

01/20/48

35,184,821‌

33,818,855‌

Ginnie

Mae

II

Pool

MA5078

4.00%

03/20/48

53,588‌

51,502‌

Ginnie

Mae

II

Pool

MA5137

4.00%

04/20/48

11,392,553‌

10,925,077‌

Ginnie

Mae

II

Pool

MA5399

4.50%

08/20/48

2,579,280‌

2,532,677‌

Ginnie

Mae

II

Pool

MA5466

4.00%

09/20/48

4,676,487‌

4,478,749‌

Ginnie

Mae

II

Pool

MA5467

4.50%

09/20/48

24,066‌

23,641‌

Ginnie

Mae

II

Pool

MA5528

4.00%

10/20/48

21,465,238‌

20,617,524‌

Ginnie

Mae

II

Pool

MA5530

5.00%

10/20/48

3,865,384‌

3,887,593‌

Ginnie

Mae

II

Pool

MA5651

4.00%

12/20/48

7,699‌

7,342‌

Ginnie

Mae

II

Pool

MA6030

3.50%

07/20/49

8,727,690‌

7,904,893‌

Ginnie

Mae

II

Pool

MA6080

3.00%

08/20/49

1,744‌

1,523‌

Ginnie

Mae

II

Pool

MA6081

3.50%

08/20/49

3,547,989‌

3,213,505‌

Ginnie

Mae

II

Pool

MA6209

3.00%

10/20/49

3,350,619‌

2,924,609‌

Ginnie

Mae

II

Pool

MA6210

3.50%

10/20/49

1,645,981‌

1,486,178‌

Ginnie

Mae,

Series

2003-86,

Class

ZK

5.00%

10/20/33

3,474,086‌

3,511,607‌

Ginnie

Mae,

Series

2007-35,

Class

PY

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.75%,

6.75%

Cap)

2.42%

06/16/37

2

6,662,274‌

801,525‌

Ginnie

Mae,

Series

2009-106,

Class

SD

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.25%,

6.25%

Cap)

1.90%

03/20/36

2

5,826,626‌

199,877‌

Ginnie

Mae,

Series

2009-106,

Class

XI

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.80%,

6.80%

Cap)

2.45%

05/20/37

2

14,524,279‌

672,385‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae,

Series

2009-124,

Class

SC

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.48%,

6.48%

Cap)

2.13%

12/20/39

2

$

2,283,277‌

$

238,844‌

Ginnie

Mae,

Series

2009-66,

Class

XS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.80%,

6.80%

Cap)

2.47%

07/16/39

2

16,419‌

705‌

Ginnie

Mae,

Series

2009-8,

Class

PS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.30%,

6.30%

Cap)

1.97%

08/16/38

2

16,460‌

204‌

Ginnie

Mae,

Series

2010-4,

Class

SL

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.40%,

6.40%

Cap)

2.07%

01/16/40

2

29,840‌

2,944‌

Ginnie

Mae,

Series

2010-4,

Class

SM

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

5.80%,

5.80%

Cap)

1.47%

01/16/40

2

5,425,410‌

469,717‌

Ginnie

Mae,

Series

2010-6,

Class

BS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.50%,

6.50%

Cap)

2.17%

09/16/39

2

415,590‌

4,167‌

Ginnie

Mae,

Series

2011-146,

Class

EI

(IO)

5.00%

11/16/41

74,045‌

13,519‌

Ginnie

Mae,

Series

2014-108,

Class

PA

2.63%

12/20/39

5,188,260‌

4,898,145‌

Ginnie

Mae,

Series

2018-124,

Class

NW

3.50%

09/20/48

716,801‌

675,674‌

Ginnie

Mae,

Series

2019-1,

Class

NP

3.50%

01/20/49

6,670,550‌

6,300,872‌

Ginnie

Mae,

Series

2019-119,

Class

JE

3.00%

09/20/49

4,859,991‌

4,355,744‌

Ginnie

Mae,

Series

2019-15,

Class

GT

3.50%

02/20/49

7,653,087‌

7,049,966‌

Ginnie

Mae,

Series

2019-44,

Class

CA

3.50%

12/20/48

664,215‌

644,690‌

Ginnie

Mae,

Series

2019-71,

Class

PT

3.00%

06/20/49

779,433‌

710,784‌

Ginnie

Mae,

Series

2019-86,

Class

C

2.50%

03/20/49

10,426,601‌

9,147,973‌

Ginnie

Mae,

Series

2019-90,

Class

HE

3.00%

07/20/49

7,886,394‌

7,261,051‌

UMBS

(TBA)

2.00%

01/01/53

3,232,925,000‌

2,631,457,408‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

48

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

2.50%

01/01/53

$

3,132,200,000‌

$

2,650,380,158‌

3.00%

01/01/53

1,435,900,000‌

1,259,578,774‌

3.50%

01/01/53

546,700,000‌

496,472,069‌

4.00%

01/01/53

824,125,000‌

772,759,333‌

4.50%

01/01/53

2,120,475,000‌

2,041,859,195‌

5.00%

01/01/53

3,017,200,000‌

2,973,003,541‌

23,541,642,458‌

Total

Mortgage-Backed

(Cost

$33,981,094,682)

31,826,335,684‌

MUNICIPAL

BONDS

—

0.58%*  

California

—

0.22%

California

State

University

Revenue

Bonds,

University

&

College

Improvements,

Series

B

2.14%

11/01/33

14,500,000‌

10,963,673‌

2.27%

11/01/34

23,510,000‌

17,484,390‌

City

of

San

Francisco

Public

Utilities

Commission

Water

Revenue

Bonds,

Series

E

2.83%

11/01/41

16,620,000‌

12,228,196‌

Los

Angeles

Department

of

Airports

Revenue

Bonds,

Port,

Airport

and

Marina

Improvements,

Series

A

5.00%

05/15/44

185,000‌

189,264‌

Los

Angeles

Department

of

Water

&

Power

Power

System

Revenue

Bonds,

Electric

Light

&

Power

Improvements,

Series

C

5.52%

07/01/27

12,625,000‌

12,923,984‌

Los

Angeles

Unified

School

District

General

Obligation

Bonds,

School

Improvements,

Series

RY

6.76%

07/01/34

1,490,000‌

1,669,267‌

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

Bonds,

Health,

Hospital

and

Nursing

Home

Improvements,

Series

N

3.01%

05/15/50

47,945,000‌

31,728,732‌

3.26%

05/15/60

34,700,000‌

22,478,951‌

University

of

California,

Taxable,

College

&

University,

Revenue

Bonds,

University

&

College

Improvements,

Series

AP

3.93%

05/15/45

30,115,000‌

26,366,149‌

136,032,606‌

Colorado

—

0.04%

City

&

County

of

Denver

Airport

System

Revenue

Bonds,

Series

C

2.39%

11/15/31

6,010,000‌

4,856,782‌

2.52%

11/15/32

8,450,000‌

6,753,616‌

2.62%

11/15/33

9,000,000‌

7,113,498‌

2.72%

11/15/34

5,000,000‌

3,914,836‌

22,638,732‌

New

Jersey

—

0.00%

Jersey

City

Municipal

Utilities

Authority

Revenue

Bonds,

Water

Utility

Improvements,

Series

B

5.47%

05/15/27

295,000‌

298,943‌

Issues

Maturity

Date

Principal

Amount

Value

MUNICIPAL

BONDS

(continued)

New

Jersey

(continued)

New

Jersey

Turnpike

Authority

Revenue

Bonds,

Highway

Revenue,

Series

F

3.73%

01/01/36

$

300,000‌

$

255,386‌

554,329‌

New

York

—

0.30%

City

of

New

York

General

Obligation

Bonds,

Public

Improvements

4.77%

10/01/23

4,420,000‌

4,424,026‌

5.21%

10/01/31

6,420,000‌

6,497,573‌

City

of

New

York

General

Obligation

Bonds,

Public

Improvements,

Series

A

3.00%

08/01/34

15,185,000‌

12,249,020‌

City

of

New

York

General

Obligation

Bonds,

Public

Improvements,

Series

F

3.62%

04/01/31

3,145,000‌

2,812,639‌

Metropolitan

Transportation

Authority

Revenue

Bonds,

Transit

Improvements,

Series

C2

5.18%

11/15/49

13,145,000‌

11,733,264‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements

5.51%

08/01/37

23,125,000‌

23,776,896‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Series

A2

2.15%

05/01/25

430,000‌

404,884‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Series

B3

2.00%

08/01/35

4,055,000‌

2,810,942‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Series

D

2.40%

11/01/32

12,135,000‌

9,476,296‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Series

E

1.97%

02/01/33

3,090,000‌

2,294,629‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Subseries

C5

3.90%

05/01/31

15,000,000‌

13,639,050‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Subseries

FI

4.00%

08/01/33

6,450,000‌

5,773,747‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Subseries

SU

3.88%

08/01/31

3,135,000‌

2,838,034‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

School

Improvements,

Series

G-3

5.27%

05/01/27

13,135,000‌

13,261,717‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Series

G

2.45%

11/01/34

3,000,000‌

2,199,354‌

New

York

State

Dormitory

Authority

Revenue

Bonds,

Series

C

1.95%

03/15/29

7,895,000‌

6,456,174‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

49

/

December

2022

Issues

Maturity

Date

Principal

Amount

Value

MUNICIPAL

BONDS

(continued)

New

York

(continued)

New

York

State

Dormitory

Authority

Revenue

Bonds,

University

&

College

Improvements

5.29%

03/15/33

$

44,990,000‌

$

45,481,359‌

5.43%

03/15/39

21,300,000‌

21,653,584‌

New

York

State

Dormitory

Authority

Revenue

Bonds,

University

&

College

Improvements,

Series

A

4.00%

03/15/47

155,000‌

142,267‌

New

York

State

Urban

Development

Corp.

Revenue

Bonds,

Public

Improvements

5.77%

03/15/39

150,000‌

154,332‌

188,079,787‌

Texas

—

0.02%

North

Texas

Tollway

Authority

Revenue

Bonds

2.33%

01/01/33

765,000‌

595,595‌

2.43%

01/01/34

10,000,000‌

7,711,268‌

2.53%

01/01/35

8,000,000‌

6,119,717‌

Texas

A&M

University

Revenue

Bonds,

University

&

College

Improvements,

Series

B

2.69%

05/15/25

350,000‌

333,997‌

14,760,577‌

Total

Municipal

Bonds

(Cost

$449,190,422)

362,066,031‌

U.S.

TREASURY

SECURITIES

—

23.16%  

U.S.

Treasury

Bonds

—

7.69%

U.S.

Treasury

Bonds

2.00%

11/15/41

2,595,308,000‌

1,858,356,798‌

2.38%

02/15/42

2,363,000,000‌

1,806,771,965‌

4.00%

11/15/52

1,062,661,000‌

1,068,804,509‌

U.S.

Treasury

Bonds

-

Treasury

Inflation

Indexed

Bonds

0.63%

07/15/32

13

114,657,137‌

105,033,376‌

4,838,966,648‌

U.S.

Treasury

Notes

—

15.47%

U.S.

Treasury

Notes

3.88%

11/30/27

2,139,281,000‌

2,127,693,585‌

3.88%

12/31/27

3,571,017,000‌

3,550,661,060‌

4.13%

10/31/27

115,601,000‌

116,048,051‌

4.13%

11/15/32

537,225,000‌

548,011,473‌

4.25%

12/31/24

253,722,000‌

252,894,344‌

4.50%

11/30/24

3,133,203,000‌

3,133,818,204‌

9,729,126,717‌

Total

U.S.

Treasury

Securities

(Cost

$15,386,830,407)

14,568,093,365‌

Total

Bonds

—

113.14%

(Cost

$77,047,166,651)

71,165,659,731‌

Issues

Shares

Value

COMMON

STOCK

—

0.09%

Communications

—

0.09%

Intelsat

Emergence

SA

3,5,6,10

(Luxembourg)

2,394,859‌

57,955,588‌

Issues

Shares

Value

COMMON

STOCK

—

0.09%

(continued)

Electric

—

0.00%

Homer

City

Holdings

LLC

†,5,6,14

1,180,703‌

$

—‌

Total

Common

Stock

(Cost

$145,415,216)

57,955,588‌

RIGHTS

—

0.00%

Communications

—

0.00%

Intelsat

Jackson

Holdings

SA,

Series

A

†,3,5,6,10

(Luxembourg)

250,803‌

—‌

Intelsat

Jackson

Holdings

SA,

Series

B

†,3,5,6,10

(Luxembourg)

250,803‌

—‌

—‌

Total

Rights

(Cost

$–)

—‌

Issues

Maturity

Date

Principal

Amount

/

Shares

Value

SHORT-TERM

INVESTMENTS

—

13.64%

Money

Market

Funds

—

7.69%

Dreyfus

Government

Cash

Management

Fund

4.19%

15

2,313,773,000‌

2,313,773,000‌

Fidelity

Investments

Money

Market

Funds

-

Government

Portfolio

4.06%

15,16

2,849,947‌

2,849,947‌

JPMorgan

U.S.

Government

Money

Market

Fund

4.08%

15

666,654,000‌

666,654,000‌

Morgan

Stanley

Institutional

Liquidity

Funds

-

Government

Portfolio

4.12%

15

1,855,846,262‌

1,855,846,262‌

4,839,123,209‌

U.S.

Agency

Discount

Notes

—

2.63%

Federal

Home

Loan

Bank

3.07%

17

02/28/23

$

25,000,000‌

24,828,273‌

3.33%

17

03/06/23

150,000,000‌

148,859,145‌

4.46%

17

03/17/23

156,000,000‌

154,601,242‌

4.47%

17

03/23/23

250,000,000‌

247,572,400‌

1.04%

17

06/14/24

746,595,000‌

707,357,326‌

1.20%

17

12/23/24

173,195,000‌

161,796,767‌

1.61%

17

09/04/24

218,105,000‌

207,171,657‌

1,652,186,810‌

U.S.

Treasury

Bills

—

3.32%

U.S.

Treasury

Bills

4.33%

17

03/09/23

100,000,000‌

99,242,175‌

4.44%

17

05/04/23

500,000,000‌

492,536,500‌

4.52%

17

05/11/23

500,000,000‌

492,004,550‌

4.53%

17

05/18/23

260,000,000‌

255,627,203‌

4.56%

17

05/25/23

505,000,000‌

496,091,118‌

4.58%

17

06/01/23

250,000,000‌

245,356,625‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

50

Issues

Maturity

Date

Principal

Amount/Shares

Value

SHORT-TERM

INVESTMENTS

(continued)

U.S.

Treasury

Bills

(continued)

4.62%

17

06/22/23

$

4,000,000‌

$

3,915,421‌

2,084,773,592‌

Total

Short-Term

Investments

(Cost

$8,638,260,425)

8,576,083,611‌

Total

Investments

-

126.87%

(Cost

$85,830,842,292)

79,799,698,930‌

Net

unrealized

depreciation

on

unfunded

commitments

-

0.00%

(2,761‌)

Liabilities

in

Excess

of

Other

Assets

-

(26.87)%

(16,899,355,314‌)

Net

Assets

-

100.00%

$

62,900,340,855‌

1

Securities

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

The

securities

may

be

resold

in

transactions

exempt

from

registration,

normally

to

qualified

institutional

buyers.

2

Floating

rate

security.

The

rate

disclosed

was

in

effect

at

December

31,

2022.

3

Foreign

denominated

security

issued

by

foreign

domiciled

entity.

4

Variable

rate

security.

Interest

rate

disclosed

is

as

of

the

most

recent

information

available.

Certain

variable

rate

securities

are

not

based

on

a

published

reference

rate

and

spread

but

are

determined

by

the

issuer

or

agent

and

are

based

on

current

market

conditions.

5

Security

is

valued

using

significant

unobservable

inputs

and

is

classified

as

Level

3

in

the

fair

value

hierarchy.

6

Illiquid

security

as

determined

under

procedures

approved

by

the

Board

of

Trustees.

The

aggregate

value

of

illiquid

securities

is

$399,971,266,

which

is

0.64%

of

total

net

assets.

7

Excluded

from

the

investment

total

above

is

an

unfunded

delayed

draw

term

loan

commitment

in

an

amount

not

to

exceed

$188,833,

at

an

interest

rate

of

8.32%

and

a

maturity

of

July

31,

2028.

The

investment

is

accruing

an

unused

commitment

fee

of

0.48%

per

annum.

8

Excluded

from

the

investment

total

above

is

an

unfunded

delayed

draw

term

loan

commitment

in

an

amount

not

to

exceed

$790,741,

at

an

interest

rate

of

7.82%

and

a

maturity

of

February

15,

2029.

The

investment

is

accruing

an

unused

commitment

fee

of

5.05%

per

annum.

9

Excluded

from

the

investment

total

above

is

an

unfunded

delayed

draw

term

loan

commitment

in

an

amount

not

to

exceed

$2,040,006,

at

an

interest

rate

of

8.80%

and

a

maturity

of

June

22,

2029.

The

investment

is

not

accruing

an

unused

commitment

fee.

10

Non-income producing

security.

11

Security

is

currently

in

default

with

regard

to

scheduled

interest

or

principal

payments.

12

Zero

coupon

bond.

The

rate

shown

is

the

effective

yield

as

of

December

31,

2022.

13

Inflation

protected

security.

Principal

amount

reflects

original

security

face

amount.

14

Affiliated

investment.

15

Represents

the

current

yield

as

of

December

31,

2022.

16

Securities,

or

a

portion

thereof,

pledged

as

collateral

for

swaps.

The

total

market

value

of

collateral

pledged

is

$2,849,947.

17

Represents

annualized

yield

at

date

of

purchase.

†

Fair

valued

security.

The

aggregate

value

of

fair

valued

securities

is

$0,

which

is

0.00%

of

total

net

assets.

Fair

valued

securities

were

not

valued

utilizing

an

independent

quote

but

were

valued

pursuant

to

guidelines

approved

by

the

Board

of

Trustees.

See

Notes

to

Financial

Statements.

*

Securities

with

a

call

or

reset

feature

will

have

an

effective

maturity

date

sooner

than

the

stated

maturity.

**

Securities

backed

by

mortgage

or

consumer

loans

where

payment

is

periodically

made

will

have

an

effective

maturity

date

sooner

than

the

stated

maturity

date.

Note:

For

Fund

compliance

purposes,

the

Fund's

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

for

more

meaningful

presentation

for

investors.

(BKNT):

Bank

Note

(CLO):

Collateralized

Loan

Obligation

(EMTN):

Euro

Medium-Term

Note

(EUR):

Euro

(GBP):

British

Pound

(GMTN):

Global

Medium-Term

Note

(IO):

Interest

Only

(LIBOR):

London

InterBank

Offer

Rate

(MTN):

Medium-Term

Note

(PO):

Principal

Only

(S&P):

Standard

&

Poor’s

(SOFR):

Secured

Overnight

Financing

Rate

(SONIA):

Sterling

Overnight

Index

Average

(STEP):

Step

Coupon

Bond

(TBA):

To-Be-Announced

(USD):

U.S.

Dollar

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

51

/

December

2022

Currency

to

be

Purchased

Currency

to

be

Sold

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

FOREIGN

CURRENCY

EXCHANGE

CONTRACT

EUR

2,019,000

USD

2,064,350

Citibank

N.A.

01/13/23

$

92,555‌

EUR

17,098,000

USD

17,549,460

State

Street

Global

Markets

LLC

01/13/23

716,389‌

EUR

18,248,000

USD

18,199,444

The

Bank

of

New

York

Mellon

01/13/23

1,294,954‌

EUR

6,494,273

USD

6,431,197

Bank

of

America

N.A.

01/13/23

506,655‌

EUR

27,324,000

USD

27,528,859

Barclays

Bank

PLC

01/13/23

1,661,459‌

GBP

9,310,000

USD

11,085,491

State

Street

Global

Markets

LLC

01/13/23

117,951‌

GBP

3,451,000

USD

3,919,515

The

Bank

of

New

York

Mellon

01/13/23

233,340‌

GBP

1,023,000

USD

1,218,889

Barclays

Bank

PLC

01/13/23

12,165‌

GBP

17,770,000

USD

20,484,033

Bank

of

America

N.A.

01/13/23

899,978‌

5,535,446‌

USD

38,759,926

EUR

37,644,000

Barclays

Bank

PLC

01/13/23

(1,455,282‌)

USD

74,827,582

EUR

73,409,273

Citibank

N.A.

01/13/23

(3,595,783‌)

USD

54,524,949

EUR

55,376,000

Goldman

Sachs

International

01/13/23

(4,633,413‌)

USD

519,300,189

EUR

524,555,000

Bank

of

America

N.A.

01/13/23

(41,083,623‌)

USD

7,693,018

EUR

7,616,000

State

Street

Global

Markets

LLC

01/13/23

(443,180‌)

USD

4,092,392

EUR

3,869,000

The

Bank

of

New

York

Mellon

01/13/23

(40,873‌)

USD

1,801,209

GBP

1,620,000

Barclays

Bank

PLC

01/13/23

(148,262‌)

USD

168,391,617

GBP

148,723,000

Citibank

N.A.

01/13/23

(10,578,239‌)

USD

20,773,597

GBP

18,023,000

Citibank

N.A.

01/13/23

(914,868‌)

USD

9,341,720

GBP

8,408,000

The

Bank

of

New

York

Mellon

01/13/23

(776,275‌)

(63,669,798‌)

NET

UNREALIZED

DEPRECIATION

$

(58,134,352‌)

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

FUTURES

CONTRACTS:

LONG

POSITIONS

U.S.

Treasury

Two-Year

Note

56,025

03/31/23

$

11,489,502,009‌

$

10,260,432‌

$

10,260,432‌

U.S.

Treasury

Ultra

Bond

5,011

03/22/23

673,039,938‌

(2,372,755‌)

(2,372,755‌)

U.S.

Treasury

Five-Year

Note

1,474

03/31/23

159,088,360‌

(168,024‌)

(168,024‌)

U.S.

Treasury

Ten-Year

Note

496

03/22/23

55,699,250‌

(55,526,595‌)

(55,526,595‌)

U.S.

Treasury

Ten-Year

Ultra

Bond

204

03/22/23

24,129,375‌

79,466‌

79,466‌

12,401,458,932‌

(47,727,476‌)

(47,727,476‌)

FUTURES

CONTRACTS:

SHORT

POSITIONS

Euro-Bund

Future

2,383

03/08/23

(338,075,120‌)

20,333,921‌

20,333,921‌

Euro-Bobl

Future

2,040

03/08/23

(252,009,743‌)

7,524,339‌

7,524,339‌

Euro-Buxl

30

Year

238

03/08/23

(34,351,704‌)

6,599,123‌

6,599,123‌

(624,436,567‌)

34,457,383‌

34,457,383‌

TOTAL

FUTURES

CONTRACTS

$

11,777,022,365‌

$

(13,270,093‌)

$

(13,270,093‌)

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

52

Reference

Obligation/Index

Financing

Rate

Paid

by

the

Fund

Payment

Frequency

Implied

Credit

Spread

at

12/31/22

1

Counterparty

Expiration

Date

Notional

Amount

(000's)

2

Value

3

Premiums

Paid

Unrealized

Appreciation

SWAPS:

CREDIT

DEFAULT

(SALES)

-

SINGLE

ISSUES

OTC

4

1011778

BC

ULC/New

Red

Finance,

Inc.,

4.00%,

due

10/15/30

5

5.00%

3

Months

120

Credit

Suisse

First

Boston

International

06/20/23

$

20,000‌

$

394,297‌

$

304,166‌

$

90,131‌

Berry

Global,

Inc.,

5.63%,

due

07/15/27

5.00%

3

Months

175

Credit

Suisse

First

Boston

International

12/20/23

60,665‌

1,980,551‌

1,793,662‌

186,889‌

TOTAL

$

2,374,848‌

$

2,097,828‌

$

277,020‌

1

An

implied

credit

spread

is

the

spread

in

yield

between

a

U.S.

Treasury

security

and

the

referenced

obligation

or

underlying

investment

that

are

identical

in

all

respects

except

for

the

quality

rating.

Implied

credit

spreads,

represented

in

absolute

terms,

utilized

in

determining

the

value

of

credit

default

swaps

on

corporate

issues

as

of

year-end

serve

as

an

indicator

of

the

current

status

of

the

payment

performance

risk

and

represent

the

likelihood

of

risk

of

default

for

the

credit

derivative.

The

implied

credit

spread

of

a

particular

referenced

entity

reflects

the

cost

of

buying/selling

protection

and

may

include

upfront

payments

required

to

be

made

to

enter

the

agreement.

Wider

credit

spreads,

in

comparison

to

narrower

credit

spreads,

represent

a

deterioration

of

the

referenced

entity's

credit

soundness

and

a

greater

likelihood

of

risk

of

default

or

other

credit

event

occurring

as

defined

under

the

terms

of

the

agreement.

2

The

maximum

potential

amount

for

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

as

defined

under

the

terms

of

that

particular

swap

agreement.

3

The

quoted

market

prices

are

resulting

values

for

credit

default

swap

agreements

on

credit

indices

serve

as

an

indicator

of

the

current

status

of

the

payment/performance

risk

and

represent

the

likelihood

of

an

expected

liability

(or

profit)

for

the

credit

derivative

had

the

notional

amount

of

the

swap

agreement

been

closed/sold

as

of

year-end.

Increasing

values

(buy

protection)

or

decreasing

values

(sell

protection),

when

compared

to

the

notional

amount

of

the

swap,

represent

a

deterioration

of

the

referenced

entity's

credit

soundness

and

a

greater

likelihood

of

risk

of

default

or

other

credit

event

occurring

as

defined

under

the

terms

of

the

agreement.

4

If

the

Fund

is

a

seller

of

protection

and

credit

event

occurs,

as

defined

under

the

terms

of

that

particular

swap

agreement,

the

Fund

will

either

(i)

pay

to

the

buyer

of

protection

the

amount

equal

to

the

notional

amount

of

the

swap

and

take

delivery

of

the

referenced

obligation

or

underlying

investments

comprising

the

referenced

index

or

(ii)

pay

a

net

settlement

amount

in

the

form

of

cash

or

investments

equal

to

the

notional

amount

of

the

swap

less

the

recovery

value

of

the

referenced

obligation

or

underlying

investments

comprising

the

referenced

index.

5

Security

is

valued

using

significant

unobservable

inputs

and

is

classified

as

Level

3

in

the

fair

value

hierarchy.

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

53

/

December

2022

Received

by

the

Fund

Paid

by

the

Fund

Description

Maturity

Date

Rate

Frequency

Rate

Frequency

Notional

Amount

(000's)

Value

Premiums

Paid

Unrealized

Appreciation

(Depreciation)

SWAPS:

INTEREST

RATE

Interest

Rate

Swap

1

07/24/53

3-month

USD

LIBOR

Quarterly

1.77%

Semi-annually

$

171,210‌

$

52,264,198‌

$

—‌

$

52,264,198‌

Interest

Rate

Swap

1

07/24/53

3-month

USD

LIBOR

Quarterly

1.79%

Semi-annually

126,690‌

38,383,903‌

—‌

38,383,903‌

Interest

Rate

Swap

1

07/24/53

3-month

USD

LIBOR

Quarterly

1.81%

Semi-annually

85,605‌

25,583,525‌

—‌

25,583,525‌

Interest

Rate

Swap

1

09/28/53

3-month

USD

LIBOR

Quarterly

1.87%

Semi-annually

190,870‌

53,795,831‌

—‌

53,795,831‌

Interest

Rate

Swap

1

03/15/53

3.25%

Annual

3-month

USD

LIBOR

Annual

39,050‌

1,693,339‌

—‌

1,693,339‌

Interest

Rate

Swap

1

07/24/25

1.03%

Semi-annually

3-month

USD

LIBOR

Quarterly

2,049,640‌

(124,710,551‌)

—‌

(124,710,551‌)

Interest

Rate

Swap

1

07/24/25

1.03%

Semi-annually

3-month

USD

LIBOR

Quarterly

1,515,880‌

(92,009,975‌)

—‌

(92,009,975‌)

Interest

Rate

Swap

1

07/24/25

1.07%

Semi-annually

3-month

USD

LIBOR

Quarterly

1,024,820‌

(61,466,449‌)

—‌

(61,466,449‌)

Interest

Rate

Swap

1

09/28/25

1.39%

Semi-annually

3-month

USD

LIBOR

Quarterly

2,236,795‌

(113,687,343‌)

—‌

(113,687,343‌)

Interest

Rate

Swap

1

06/10/24

1.95%

Annual

3-month

USD

LIBOR

Annual

944,800‌

(42,086,943‌)

—‌

(42,086,943‌)

Interest

Rate

Swap

1

06/10/24

1.95%

Annual

3-month

USD

LIBOR

Annual

1,300,000‌

(57,909,639‌)

—‌

(57,909,639‌)

Interest

Rate

Swap

1

06/10/24

1.95%

Annual

3-month

USD

LIBOR

Annual

1,000,000‌

(44,545,876‌)

—‌

(44,545,876‌)

Interest

Rate

Swap

1

06/10/24

1.95%

Annual

3-month

USD

LIBOR

Annual

712,510‌

(30,678,509‌)

—‌

(30,678,509‌)

TOTAL

SWAPS

CONTRACTS

$

11,397,870‌

$

(395,374,489‌)

$

—‌

$

(395,374,489‌)

1

Centrally

cleared.

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

54

SIGNIFICANT

ACCOUNTING

POLICIES

The

following

is

a

summary

of

significant

accounting

policies

consistently

followed

by

the

Fund:

Net

Asset

Value

The

Net

Asset

Value

(“NAV”)

of

each

class

of

the

Fund

is

determined

by

dividing

the

net

assets

attributable

to

each

class

of

shares

of

the

Fund

by

the

number

of

issued

and

outstanding

shares

of

the

class

of

the

Fund

on

each

business

day

as

of

4

p.m.

ET.

Security

Valuation

Pursuant

to

Rule

2a-5

under

the

1940

Act,

the

Board

of

Trustees

(the

"Board"

or

the

"Board

of

Trustees")

has

designated

the

Adviser

as

the

"valuation

designee"

with

respect

to

the

fair

valuation

of

the

Fund's

portfolio

securities,

subject

to

oversight

by

and

periodic

reporting

to

the

Board. Fixed

income

securities

for

which

market

quotations

are

readily

available were

valued

during

the

period at

prices

as

provided

by

independent

pricing

vendors

or

broker

quotes.

The

Fund

received

pricing

information

from

independent

pricing

vendors

selected

and

overseen

by

the

valuation

designee.

Securities

with

a

demand

feature

exercisable

within

one

to

seven

days

are

valued

at

par.

The

Fund

also

uses

a

benchmark

pricing

system

to

the

extent

vendors’

prices

for

their

securities

are

either

inaccurate

(such

as

when

the

reported

prices

are

different

from

recent

known

market

transactions)

or

are

not

available

from

another

pricing

source.

For

a

security

priced

using

this

system,

the

Adviser

initially

selects

a

proxy

composed

of

a

relevant

security

(e.g.,

U.S.

Treasury

Note)

or

benchmark

(e.g.,

LIBOR)

and

a

multiplier,

divisor

or

margin

that

the

Adviser

believes

would

together

best

reflect

changes

in

the

market

value

of

the

security.

The

value

of

the

security

changes

daily

based

on

changes

to

the

market

price

of

the

assigned

benchmark.

The

benchmark

pricing

system

is

continuously

reviewed

by

the

Adviser

and

implemented

according

to

the

pricing

policy

reviewed

by

the

Board.

S&P

500

Index

futures

contracts

are

valued

at

the

first

sale

price

after

4

p.m.

ET

on

the

Chicago

Mercantile

Exchange.

All

other

futures

contracts

are

valued

at

the

official

settlement

price

of

the

exchange

on

which

those

securities

are

traded.

Equity

securities,

including

depository

receipts,

are

valued

at

the

last

reported

sale

price

or

the

market’s

closing

price

on

the

exchange

or

market

on

which

such

securities

are

traded,

as

of

the

close

of

business

on

the

day

the

securities

are

being

valued

or,

lacking

any

sales,

at

the

average

of

the

bid

and

ask

prices.

In

cases

where

equity

securities

are

traded

on

more

than

one

exchange,

the

securities

are

valued

on

the

exchange

or

market

determined

by

the

Adviser

to

be

the

broadest

and

most

representative

market,

which

may

be

either

a

securities

exchange

or

the

over-the-counter

market.

Equity

options

are

valued

at

the

average

of

the

bid

and

ask

prices.

Securities

and

other

assets

that

could

not be

valued

as

described

above were

valued

for

the

period at

their

fair

value

as

determined

by

the

Adviser

in

accordance

with

procedures

approved by

and

under

the

general

oversight

of

the

Board.

Investments

in

registered

open-ended

investment

companies,

including

those

classified

as

money

market

funds,

are

valued

based

upon

the

reported

NAV

of

such

investments.

Fair

value

methods

approved

by

the

Board

of

Trustees

for

the

period included,

but were

not

limited

to,

obtaining

market

quotations

from

secondary

pricing

services,

broker-dealers,

or

widely

used

quotation

systems.

General

factors

considered

in

determining

the

fair

value

of

securities

include

fundamental

analytical

data,

the

nature

and

duration

of

any

restrictions

on

disposition

of

the

securities,

and

an

evaluation

of

the

forces

that

influence

the

market

in

which

the

investments

are

purchased

and

sold.

These

securities

are

either

categorized

as

Level

2

or

3

depending

on

the

relevant

inputs

used.

In

the

event

that

the

security

or

asset

could

not be

valued

pursuant

to

one

of

the

valuation

methods

approved

by

the

Board,

the

value

of

the

security

or

asset was

determined

in

good

faith

by

the Adviser,

as

the

valuation

designee.

When

the

Fund

uses

these

fair

valuation

methods that

use

significant

unobservable

inputs

to

determine

NAV,

securities

will

be

priced

by

a

method

that

the

Adviser

believes

accurately

reflects

fair

value

and

are

categorized

as

Level

3

of

the

fair

value

hierarchy.

These

methods

may

require

subjective

determinations

about

the

value

of

a

security.

While

the

Fund’s

policy

is

intended

to

result

in

a

calculation

of

its

NAV

that

fairly

reflects

security

values

as

of

the

time

of

pricing,

the

Fund

cannot

guarantee

that

values

determined

by

the

Adviser

would

accurately

reflect

the

price

that

the

Fund

could

obtain

for

a

security

if

it

were

to

dispose

of

that

security

as

of

the

time

of

pricing

(for

instance,

in

a

forced

or

distressed

sale).

The

prices

used

by

the

Fund

may

differ

from

the

value

that

would

be

realized

if

the

securities

were

sold.

Fair

Value

Measurements

Various

inputs

are

used

in

determining

the

fair

value

of

investments,

which

are

as

follows:

*

Level

1

-

unadjusted

quoted

prices

in

active

markets

for

identical

securities

*

Level

2

-

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

prepayment

speeds,

credit

risk,

etc.)

*

Level

3

-

significant

unobservable

inputs

that

are

not

corroborated

by

observable

market

data

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

55

/

December

2022

The

inputs

or

methodology

used

for

valuing

investments

are

not

necessarily

an

indication

of

the

risk

associated

with

investing

in

those

investments

and

the

determination

of

the

significance

of

a

particular

input

to

the

fair

value

measurement

in

its

entirety

requires

judgment

and

consideration

of

factors

specific

to

each

security.

The

availability

of

observable

inputs

can

vary

from

security

to

security

and

is

affected

by

a

wide

variety

of

factors,

including,

for

example,

the

type

of

security,

whether

the

security

is

new

and

not

yet

established

in

the

marketplace,

the

liquidity

of

markets,

and

other

characteristics

particular

to

the

security.

To

the

extent

that

valuation

is

based

on

models

or

inputs

that

are

less

observable

or

unobservable

in

the

market,

the

determination

of

fair

value

requires

more

judgment.

Accordingly,

the

degree

of

judgment

exercised

in

determining

fair

value

is

greatest

for

instruments

categorized as

Level

3.

In

periods

of

market

dislocation,

the

observability

of

prices

and

inputs

may

be

reduced

for

many

instruments.

This

condition,

as

well

as

changes

related

to

liquidity

of

investments,

could

cause

a

security

to

be

reclassified

between

Level

1,

Level

2,

or

Level

3.

In

certain

cases,

the

inputs

used

to

measure

fair

value

may

fall

into

different

levels

of

the

fair

value

hierarchy.

In

such

cases,

for

disclosure

purposes

the

level

in

the

fair

value

hierarchy

within

which

the

fair

value

measurement

falls

in

its

entirety

is

determined

based

on

the

lowest

level

input

that

is

significant

to

the

fair

value

measurement

in

its

entirety.

The

summary

of

inputs

used

to

value

the

Fund’s

investments

and

other

financial

instruments

carried

at

fair

value

as

of

December

31,

2022

is

as

follows:

TOTAL

RETURN

BOND

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTAL

Investments

in

Securities

Assets:

Short-Term

Investments:

Money

Market

Funds

$

4,839,123,209‌

$

—‌

$

—‌

$

4,839,123,209‌

U.S.

Agency

Discount

Notes

—‌

1,652,186,810‌

—‌

1,652,186,810‌

U.S.

Treasury

Bills

2,084,773,592‌

—‌

—‌

2,084,773,592‌

Long-Term

Investments:

Asset-Backed

Securities

—‌

3,240,394,680‌

25,617,235‌

3,266,011,915‌

Bank

Loans

—‌

1,107,407,634‌

3,905,488‌

1,111,313,122‌

Common

Stock

—‌

—‌

57,955,588‌

57,955,588‌

Corporates

—‌

19,234,821,390‌

70,927,031‌

19,305,748,421‌

Foreign

Government

Obligations

—‌

726,091,193‌

—‌

726,091,193‌

Mortgage-Backed

Securities

—‌

31,584,769,760‌

241,565,924‌

31,826,335,684‌

Municipal

Bonds

—‌

362,066,031‌

—‌

362,066,031‌

Rights

—‌

—‌

—‌

—‌

U.S.

Treasury

Securities

14,463,059,989‌

105,033,376‌

—‌

14,568,093,365‌

Other

Financial

Instruments

*

Assets:

Credit

contracts

—‌

1,980,551‌

394,297‌

2,374,848‌

Foreign

currency

exchange

contracts

—‌

5,535,446‌

—‌

5,535,446‌

Interest

rate

contracts

44,797,281‌

171,720,796‌

—‌

216,518,077‌

Liabilities:

Foreign

currency

exchange

contracts

—‌

(

63,669,798‌

)

—‌

(

63,669,798‌

)

Interest

rate

contracts

(

58,067,374‌

)

(

567,095,285‌

)

—‌

(

625,162,659‌

)

Total

$

21,373,686,697‌

$

57,561,242,584‌

$

400,365,563‌

$

79,335,294,844‌

*Other

financial

instruments

include

foreign

currency

exchange

contracts,

futures

and

swaps.

Credit

contracts

include

swaps.

Interest

rate

contracts

include

futures

and

swaps.

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

December

2022

/

56

Certain

securities

held

by

the

Funds

are

categorized

as

Level

3

investments.

Their

prices

may

be

derived

by

utilizing

unobservable

prior

transaction

values

or

information

from

third

party

valuation

services.

The

value

of

Level

3

investments

could

be

significantly

affected

by

changes

in

these

unobservable

inputs.

For

the

period

ended

December

31,

2022

a

reconciliation

of

Level

3

investments

is

presented

when

the

Fund

had

a

significant

amount

of

Level

3

investments

at

the

beginning

and/or

end

of

the

period

in

relation

to

net

assets.

The

following

table

is

a

reconciliation

of

Level

3

investments

for

which

significant

unobservable

inputs

were

used

in

determining

fair

value:

TOTAL

RETURN

BOND

FUND

ASSET-BACKED

SECURITIES

BANK

LOANS

COMMON

STOCK

CORPORATES

CREDIT

DEFAULT

SWAPS

MORTGAGE-

BACKED

SECURITIES

Balance

as

of

April

1,

2022

$

28,567,563‌

$

3,351,078‌

$

71,845,770‌

$

61,572,896‌

$

947,503‌

$

155,761,703‌

Accrued

discounts/premiums

—‌

42,765‌

—‌

(

14,433‌

)

(

493,178‌

)

(

296,225‌

)

Realized

(loss)

—‌

—‌

—‌

(

29,041‌

)

—‌

—‌

Change

in

unrealized

appreciation

(depreciation)*

(

1,581,446‌

)

(

169,539‌

)

(

13,890,182‌

)

9,654,768‌

(

60,028‌

)

(

7,632,008‌

)

Purchases

—‌

681,184‌

—‌

—‌

—‌

93,732,454‌

Sales

(

1,368,882‌

)

—‌

—‌

(

257,159‌

)

—‌

—‌

Transfers

into

Level

3**

—‌

—‌

—‌

—‌

—‌

—‌

Transfers

out

of

Level

3**

—‌

—‌

—‌

—‌

—‌

—‌

Balance

as

of

December

31,

2022

$

25,617,235‌

$

3,905,488‌

$

57,955,588‌

$

70,927,031‌

$

394,297‌

$

241,565,924‌

*The

change

in

unrealized

appreciation

(depreciation)

on

securities

still

held

at

December

31,

2022

was

$(13,678,435)

and

is

included

in

the

related

net

realized

gains

(losses)

and

net

change

in

appreciation

(depreciation)

in

the

Statements

of

Operations.

**There

were

no

transfers

between

level

2

and

3

for

the

period

ended

December

31,

2022.

Significant

unobservable

valuations

inputs

for

Level

3

investments

as

of

December

31,

2022,

are

as

follows:

TOTAL

RETURN

BOND

FUND

FAIR

VALUE

AT

12/31/22

VALUATION

TECHNIQUE

*

UNOBSERVABLE

INPUT

RANGE

WEIGHTED

AVERAGE

INPUT

TO

VALUATION

IF

INPUT

INCREASES

Asset-Backed

Securities

$25,617,235

Broker

Quote

Offered

Quote

$88.64

$88.64

Increase

Bank

Loans

$3,905,488

Third-Party

Vendor

Vendor

Prices

$60.00

$60.00

Increase

Common

Stock

$—

Broker

Quote

Offered

Quote

$—

$—

Increase

Common

Stock

$57,955,588

Third-Party

Vendor

Vendor

Prices

$24.20

$24.20

Increase

Corporate

Securities

$—

Broker

Quote

Offered

Quote

$—

$—

Increase

Corporate

Securities

$70,927,031

Third-Party

Vendor

Vendor

Prices

$99.04

-

$109.00

$108.56

Increase

Credit

Default

Swaps

$394,297

Broker

Quote

Offered

Quote

$1.78

$1.78

Increase

Mortgage-Backed

Securities-Non-Agency

$6,600,019

Third-Party

Vendor

Vendor

Prices

$0.86

-

$98.84

$18.35

Increase

Mortgage-Backed

Securities-

Non-Agency

Commercial

$234,965,905

Broker

Quote

Offered

Quote

$94.47

-

$99.78

$96.40

Increase

Rights

$—

Broker

Quote

Offered

Quote

$—

$—

Increase

*

The

valuation

technique

employed

on

the

Level

3

securities

involves

the

use

of

vendor

prices,

broker

quotes

and

benchmark

pricing.

The

Adviser

monitors

the

third-party

brokers

and

vendors

using

the

valuation

process.

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

December

31,

2022

(Unaudited)

57

/

December

2022

COMMITMENTS

AND

CONTINGENCIES

The

Total

Return

Bond

Fund had

the

following

unfunded

commitments

and

unrealized

gain

(loss)

as

of

December

31,

2022:

Investment

transactions

in

the

shares

of

affiliated

issuers

for

the

period

ended

December

31,

2022

were

as

follows:

VALUE

AT

BEGINNING

OF

YEAR

PURCHASES

SALES

DIVIDEND/

INTEREST

VALUE

AT

END

OF

PERIOD

REALIZED

GAIN

(LOSS)

CHANGE

IN

UNREALIZED

APPRECIATION

(DEPRECIATION)

Homer

City

Holdings

LLC

$—

$—

$—

$—

$—

$—

$—

TOTAL

RETURN

BOND

FUND

UNFUNDED

COMMITMENTS

MATURITY

AMOUNT

UNREALIZED

GAIN

(LOSS)

AI

Aqua

Merger

Sub,

Inc.,

Delayed-Draw

Term

Loan

B,

1st

Lien

July

2028

$

188,833‌

$

(

11,167‌

)

AthenaHealth

Group,

Inc.,

Delayed-Draw

Term

Loan

B,

1st

Lien

February

2029

790,741‌

(

41,551‌

)

Element

Materials

Technology

Group

U.S.

Holdings,

Inc.,

Delayed-Draw

Term

Loan

B,

1st

Lien

June

2029

2,040,007‌

49,957‌

Total

Unfunded

Commitments

$

3,019,581‌

$

(

2,761‌

)