Tiaa-cref Funds NPORT-P Nuveen 5-15 Year Laddered Tax Exempt Bond Fund (Dec 2024 report)

Portfolio

of

Investments

December

31,

2024

Bond

Index

Fund

1

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

CORPORATE

BONDS

-

25

.1

%

AUTOMOBILES

&

COMPONENTS

-

0.6%

$

3,000,000

American

Honda

Finance

Corp

1

.300

%

09/09/26

$

2,835,707‌

100,000

American

Honda

Finance

Corp

2

.300

09/09/26

96,272‌

1,000,000

American

Honda

Finance

Corp

2

.350

01/08/27

954,436‌

1,000,000

American

Honda

Finance

Corp

4

.900

07/09/27

1,003,484‌

1,000,000

American

Honda

Finance

Corp

4

.700

01/12/28

997,331‌

2,000,000

American

Honda

Finance

Corp

5

.125

07/07/28

2,013,643‌

1,000,000

American

Honda

Finance

Corp

5

.650

11/15/28

1,027,053‌

1,000,000

American

Honda

Finance

Corp

2

.250

01/12/29

902,198‌

1,000,000

American

Honda

Finance

Corp

4

.900

03/13/29

996,570‌

1,000,000

American

Honda

Finance

Corp

4

.400

09/05/29

972,325‌

1,000,000

American

Honda

Finance

Corp

4

.600

04/17/30

982,912‌

1,500,000

American

Honda

Finance

Corp

5

.850

10/04/30

1,562,505‌

1,000,000

American

Honda

Finance

Corp

1

.800

01/13/31

824,846‌

1,000,000

American

Honda

Finance

Corp

5

.050

07/10/31

990,183‌

1,500,000

(a)

American

Honda

Finance

Corp

4

.900

01/10/34

1,442,032‌

100,000

Aptiv

plc

4

.350

03/15/29

97,031‌

1,000,000

Aptiv

plc

4

.650

09/13/29

970,781‌

600,000

(a)

Aptiv

plc

3

.250

03/01/32

517,698‌

1,000,000

(a)

Aptiv

plc

5

.150

09/13/34

945,224‌

100,000

Aptiv

plc

4

.400

10/01/46

75,216‌

575,000

Aptiv

plc

5

.400

03/15/49

493,215‌

1,500,000

(a)

Aptiv

plc

3

.100

12/01/51

876,962‌

1,000,000

Aptiv

plc

4

.150

05/01/52

711,275‌

1,000,000

Aptiv

plc

5

.750

09/13/54

896,904‌

1,000,000

Aptiv

plc

6

.875

12/15/54

974,979‌

1,650,000

BorgWarner,

Inc

2

.650

07/01/27

1,569,472‌

1,000,000

(a)

BorgWarner,

Inc

5

.400

08/15/34

984,229‌

200,000

BorgWarner,

Inc

4

.375

03/15/45

163,049‌

3,000,000

Ford

Motor

Co

4

.346

12/08/26

2,952,853‌

2,000,000

(a)

Ford

Motor

Co

7

.450

07/16/31

2,148,686‌

4,000,000

Ford

Motor

Co

3

.250

02/12/32

3,326,812‌

1,700,000

Ford

Motor

Co

4

.750

01/15/43

1,340,178‌

1,500,000

Ford

Motor

Co

5

.291

12/08/46

1,284,668‌

3,000,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

3,052,704‌

3,000,000

Ford

Motor

Credit

Co

LLC

6

.950

06/10/26

3,067,865‌

3,000,000

Ford

Motor

Credit

Co

LLC

2

.700

08/10/26

2,880,933‌

1,250,000

Ford

Motor

Credit

Co

LLC

5

.850

05/17/27

1,263,406‌

2,000,000

Ford

Motor

Credit

Co

LLC

4

.950

05/28/27

1,981,764‌

2,000,000

Ford

Motor

Credit

Co

LLC

7

.350

11/04/27

2,094,154‌

2,000,000

Ford

Motor

Credit

Co

LLC

6

.800

05/12/28

2,066,710‌

1,500,000

Ford

Motor

Credit

Co

LLC

6

.798

11/07/28

1,554,262‌

1,500,000

Ford

Motor

Credit

Co

LLC

5

.800

03/08/29

1,500,532‌

3,000,000

Ford

Motor

Credit

Co

LLC

5

.113

05/03/29

2,921,890‌

1,000,000

Ford

Motor

Credit

Co

LLC

5

.303

09/06/29

979,983‌

1,000,000

Ford

Motor

Credit

Co

LLC

7

.350

03/06/30

1,058,938‌

1,000,000

Ford

Motor

Credit

Co

LLC

6

.050

03/05/31

997,860‌

2,500,000

Ford

Motor

Credit

Co

LLC

3

.625

06/17/31

2,162,146‌

750,000

Ford

Motor

Credit

Co

LLC

6

.054

11/05/31

743,851‌

1,500,000

Ford

Motor

Credit

Co

LLC

7

.122

11/07/33

1,565,524‌

1,750,000

Ford

Motor

Credit

Co

LLC

6

.125

03/08/34

1,712,182‌

313,000

General

Motors

Co

6

.125

10/01/25

315,410‌

500,000

General

Motors

Co

6

.800

10/01/27

522,193‌

700,000

General

Motors

Co

5

.000

10/01/28

696,897‌

375,000

General

Motors

Co

5

.400

10/15/29

377,569‌

450,000

(a)

General

Motors

Co

5

.600

10/15/32

453,838‌

900,000

(a)

General

Motors

Co

6

.600

04/01/36

944,700‌

700,000

General

Motors

Co

5

.150

04/01/38

644,068‌

150,000

General

Motors

Co

6

.250

10/02/43

148,138‌

Bond

Index

Fund

2

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES

&

COMPONENTS

-

0.6%

(continued)

$

175,000

General

Motors

Co

5

.200

%

04/01/45

$

151,738‌

350,000

General

Motors

Co

6

.750

04/01/46

365,274‌

500,000

General

Motors

Co

5

.400

04/01/48

439,273‌

900,000

General

Motors

Co

5

.950

04/01/49

850,186‌

500,000

General

Motors

Financial

Co,

Inc

1

.250

01/08/26

481,707‌

275,000

General

Motors

Financial

Co,

Inc

5

.250

03/01/26

275,761‌

1,000,000

General

Motors

Financial

Co,

Inc

1

.500

06/10/26

953,052‌

525,000

General

Motors

Financial

Co,

Inc

4

.000

10/06/26

517,524‌

1,400,000

General

Motors

Financial

Co,

Inc

4

.350

01/17/27

1,383,800‌

1,000,000

General

Motors

Financial

Co,

Inc

2

.350

02/26/27

947,549‌

800,000

General

Motors

Financial

Co,

Inc

5

.000

04/09/27

800,900‌

1,000,000

General

Motors

Financial

Co,

Inc

2

.700

08/20/27

944,803‌

1,100,000

General

Motors

Financial

Co,

Inc

3

.850

01/05/28

1,062,377‌

1,000,000

General

Motors

Financial

Co,

Inc

6

.000

01/09/28

1,026,053‌

2,000,000

General

Motors

Financial

Co,

Inc

2

.400

04/10/28

1,837,561‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.800

06/23/28

1,019,995‌

1,850,000

General

Motors

Financial

Co,

Inc

2

.400

10/15/28

1,677,164‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.800

01/07/29

1,020,131‌

2,400,000

General

Motors

Financial

Co,

Inc

5

.650

01/17/29

2,435,651‌

1,000,000

General

Motors

Financial

Co,

Inc

4

.300

04/06/29

965,701‌

1,500,000

General

Motors

Financial

Co,

Inc

5

.550

07/15/29

1,516,419‌

2,000,000

General

Motors

Financial

Co,

Inc

4

.900

10/06/29

1,970,077‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.850

04/06/30

1,021,329‌

1,500,000

General

Motors

Financial

Co,

Inc

3

.600

06/21/30

1,375,025‌

2,000,000

General

Motors

Financial

Co,

Inc

2

.350

01/08/31

1,672,747‌

1,450,000

General

Motors

Financial

Co,

Inc

5

.750

02/08/31

1,469,094‌

475,000

General

Motors

Financial

Co,

Inc

2

.700

06/10/31

402,463‌

1,250,000

General

Motors

Financial

Co,

Inc

5

.600

06/18/31

1,256,253‌

1,000,000

General

Motors

Financial

Co,

Inc

3

.100

01/12/32

856,028‌

2,500,000

(a)

General

Motors

Financial

Co,

Inc

6

.400

01/09/33

2,591,367‌

1,000,000

General

Motors

Financial

Co,

Inc

6

.100

01/07/34

1,014,484‌

2,500,000

General

Motors

Financial

Co,

Inc

5

.950

04/04/34

2,513,061‌

4,000,000

(a)

General

Motors

Financial

Co,

Inc

5

.450

09/06/34

3,881,915‌

175,000

Harley-Davidson,

Inc

3

.500

07/28/25

173,287‌

200,000

Harley-Davidson,

Inc

4

.625

07/28/45

161,195‌

326,000

Lear

Corp

3

.800

09/15/27

316,443‌

400,000

Lear

Corp

4

.250

05/15/29

384,603‌

500,000

Lear

Corp

3

.500

05/30/30

456,252‌

600,000

Lear

Corp

2

.600

01/15/32

500,177‌

550,000

(a)

Lear

Corp

5

.250

05/15/49

472,840‌

1,000,000

Lear

Corp

3

.550

01/15/52

655,499‌

175,000

Magna

International,

Inc

2

.450

06/15/30

153,769‌

2,000,000

(a)

Magna

International,

Inc

5

.500

03/21/33

2,023,941‌

925,000

Mercedes-Benz

Finance

North

America

LLC

8

.500

01/18/31

1,081,060‌

1,000,000

Toyota

Motor

Corp

1

.339

03/25/26

961,770‌

1,000,000

Toyota

Motor

Corp

5

.118

07/13/28

1,013,611‌

300,000

Toyota

Motor

Corp

3

.669

07/20/28

290,401‌

1,000,000

Toyota

Motor

Corp

2

.362

03/25/31

866,215‌

1,000,000

(a)

Toyota

Motor

Corp

5

.123

07/13/33

1,010,412‌

1,000,000

Toyota

Motor

Credit

Corp

3

.650

08/18/25

994,743‌

1,000,000

Toyota

Motor

Credit

Corp

0

.800

10/16/25

971,338‌

1,000,000

Toyota

Motor

Credit

Corp

0

.800

01/09/26

963,502‌

4,000,000

Toyota

Motor

Credit

Corp

1

.125

06/18/26

3,809,546‌

1,000,000

Toyota

Motor

Credit

Corp

1

.900

01/13/27

948,546‌

1,000,000

Toyota

Motor

Credit

Corp

3

.050

03/22/27

967,564‌

1,000,000

Toyota

Motor

Credit

Corp

4

.350

10/08/27

993,001‌

1,000,000

Toyota

Motor

Credit

Corp

5

.450

11/10/27

1,023,453‌

300,000

Toyota

Motor

Credit

Corp

3

.050

01/11/28

286,091‌

1,000,000

Toyota

Motor

Credit

Corp

4

.625

01/12/28

997,925‌

1,000,000

Toyota

Motor

Credit

Corp

5

.250

09/11/28

1,014,017‌

400,000

Toyota

Motor

Credit

Corp

3

.650

01/08/29

382,598‌

1,000,000

Toyota

Motor

Credit

Corp

5

.050

05/16/29

1,007,214‌

3

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES

&

COMPONENTS

-

0.6%

(continued)

$

2,000,000

Toyota

Motor

Credit

Corp

4

.450

%

06/29/29

$

1,967,973‌

550,000

Toyota

Motor

Credit

Corp

4

.550

08/08/29

543,272‌

650,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

569,580‌

225,000

Toyota

Motor

Credit

Corp

3

.375

04/01/30

208,437‌

1,000,000

Toyota

Motor

Credit

Corp

4

.550

05/17/30

984,090‌

1,000,000

Toyota

Motor

Credit

Corp

5

.550

11/20/30

1,030,635‌

1,000,000

Toyota

Motor

Credit

Corp

1

.650

01/10/31

825,028‌

1,000,000

Toyota

Motor

Credit

Corp

5

.100

03/21/31

1,003,344‌

1,000,000

Toyota

Motor

Credit

Corp

1

.900

09/12/31

819,394‌

1,000,000

Toyota

Motor

Credit

Corp

4

.600

10/10/31

973,487‌

1,000,000

Toyota

Motor

Credit

Corp

2

.400

01/13/32

840,068‌

1,000,000

Toyota

Motor

Credit

Corp

4

.700

01/12/33

972,642‌

1,000,000

Toyota

Motor

Credit

Corp

4

.800

01/05/34

971,544‌

TOTAL

AUTOMOBILES

&

COMPONENTS

150,925,215‌

BANKS

-

4.4%

5,000,000

(a)

Asian

Development

Bank

3

.625

08/28/29

4,825,248‌

1,000,000

Associated

Banc-Corp

6

.455

08/29/30

1,019,905‌

525,000

(a)

Australia

&

New

Zealand

Banking

Group

Ltd

3

.700

11/16/25

521,257‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.088

12/08/25

1,005,263‌

2,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.750

01/18/27

2,007,308‌

2,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.900

07/16/27

2,015,516‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

3

.919

09/30/27

984,379‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.615

12/16/29

991,587‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

1

.125

09/18/25

975,056‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6

.138

09/14/28

1,023,206‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5

.381

03/13/29

1,009,110‌

1,200,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

7

.883

11/15/34

1,315,716‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6

.033

03/13/35

999,350‌

400,000

Banco

Santander

S.A.

5

.179

11/19/25

399,545‌

1,600,000

Banco

Santander

S.A.

1

.849

03/25/26

1,538,948‌

600,000

Banco

Santander

S.A.

4

.250

04/11/27

589,481‌

1,600,000

Banco

Santander

S.A.

5

.294

08/18/27

1,609,902‌

1,200,000

Banco

Santander

S.A.

1

.722

09/14/27

1,134,422‌

675,000

Banco

Santander

S.A.

3

.800

02/23/28

647,479‌

3,000,000

Banco

Santander

S.A.

5

.552

03/14/28

3,026,312‌

1,000,000

Banco

Santander

S.A.

4

.175

03/24/28

979,225‌

1,800,000

Banco

Santander

S.A.

4

.379

04/12/28

1,756,014‌

1,000,000

Banco

Santander

S.A.

5

.365

07/15/28

1,006,843‌

1,600,000

Banco

Santander

S.A.

5

.588

08/08/28

1,621,395‌

1,000,000

Banco

Santander

S.A.

6

.607

11/07/28

1,051,633‌

600,000

Banco

Santander

S.A.

3

.306

06/27/29

556,864‌

2,000,000

Banco

Santander

S.A.

5

.538

03/14/30

2,008,886‌

400,000

Banco

Santander

S.A.

3

.490

05/28/30

364,457‌

2,000,000

Banco

Santander

S.A.

2

.749

12/03/30

1,693,695‌

1,000,000

Banco

Santander

S.A.

2

.958

03/25/31

870,746‌

1,000,000

Banco

Santander

S.A.

5

.439

07/15/31

997,965‌

2,000,000

Banco

Santander

S.A.

3

.225

11/22/32

1,702,721‌

800,000

Banco

Santander

S.A.

6

.921

08/08/33

839,566‌

800,000

Banco

Santander

S.A.

6

.938

11/07/33

870,225‌

1,600,000

Banco

Santander

S.A.

6

.350

03/14/34

1,622,163‌

3,000,000

Bank

of

America

Corp

2

.015

02/13/26

2,989,970‌

2,000,000

Bank

of

America

Corp

4

.827

07/22/26

1,999,892‌

4,500,000

Bank

of

America

Corp

1

.197

10/24/26

4,371,733‌

5,000,000

Bank

of

America

Corp

1

.658

03/11/27

4,817,928‌

7,800,000

Bank

of

America

Corp

3

.559

04/23/27

7,674,739‌

4,500,000

Bank

of

America

Corp

1

.734

07/22/27

4,289,968‌

2,000,000

Bank

of

America

Corp

2

.551

02/04/28

1,906,910‌

3,000,000

Bank

of

America

Corp

4

.376

04/27/28

2,968,143‌

3,000,000

Bank

of

America

Corp

6

.204

11/10/28

3,105,938‌

5,690,000

Bank

of

America

Corp

3

.419

12/20/28

5,455,381‌

2,250,000

Bank

of

America

Corp

3

.970

03/05/29

2,182,110‌

2,000,000

Bank

of

America

Corp

5

.202

04/25/29

2,009,337‌

Bond

Index

Fund

4

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

3,000,000

Bank

of

America

Corp

2

.087

%

06/14/29

$

2,722,704‌

1,400,000

Bank

of

America

Corp

4

.271

07/23/29

1,363,986‌

3,000,000

Bank

of

America

Corp

5

.819

09/15/29

3,074,074‌

3,075,000

Bank

of

America

Corp

3

.974

02/07/30

2,946,865‌

1,675,000

Bank

of

America

Corp

3

.194

07/23/30

1,543,014‌

1,050,000

Bank

of

America

Corp

2

.884

10/22/30

948,879‌

4,000,000

Bank

of

America

Corp

2

.496

02/13/31

3,517,149‌

1,750,000

Bank

of

America

Corp

2

.592

04/29/31

1,541,690‌

3,000,000

Bank

of

America

Corp

1

.898

07/23/31

2,523,964‌

3,000,000

Bank

of

America

Corp

1

.922

10/24/31

2,506,274‌

3,000,000

Bank

of

America

Corp

2

.651

03/11/32

2,586,150‌

4,000,000

Bank

of

America

Corp

2

.687

04/22/32

3,438,362‌

5,000,000

Bank

of

America

Corp

2

.299

07/21/32

4,168,261‌

3,000,000

Bank

of

America

Corp

2

.572

10/20/32

2,531,314‌

2,000,000

Bank

of

America

Corp

2

.972

02/04/33

1,719,073‌

2,000,000

Bank

of

America

Corp

4

.571

04/27/33

1,900,633‌

4,000,000

Bank

of

America

Corp

5

.015

07/22/33

3,923,274‌

5,000,000

Bank

of

America

Corp

5

.288

04/25/34

4,957,993‌

4,000,000

Bank

of

America

Corp

5

.872

09/15/34

4,108,175‌

11,000,000

Bank

of

America

Corp

5

.468

01/23/35

11,012,032‌

9,000,000

Bank

of

America

Corp

5

.425

08/15/35

8,759,843‌

4,000,000

Bank

of

America

Corp

5

.518

10/25/35

3,910,882‌

4,000,000

Bank

of

America

Corp

2

.482

09/21/36

3,258,964‌

1,500,000

Bank

of

America

Corp

6

.110

01/29/37

1,553,819‌

3,000,000

Bank

of

America

Corp

3

.846

03/08/37

2,657,389‌

4,500,000

Bank

of

America

Corp

4

.078

04/23/40

3,830,616‌

6,000,000

Bank

of

America

Corp

2

.676

06/19/41

4,165,380‌

4,000,000

Bank

of

America

Corp

3

.311

04/22/42

2,993,475‌

1,500,000

Bank

of

America

Corp

5

.000

01/21/44

1,400,665‌

2,800,000

Bank

of

America

Corp

4

.443

01/20/48

2,358,212‌

3,000,000

Bank

of

America

Corp

3

.946

01/23/49

2,312,543‌

1,000,000

Bank

of

America

Corp

2

.831

10/24/51

615,339‌

1,950,000

Bank

of

America

Corp

3

.483

03/13/52

1,373,263‌

2,000,000

(a)

Bank

of

America

Corp

2

.972

07/21/52

1,271,356‌

2,000,000

Bank

of

America

NA

5

.526

08/18/26

2,026,396‌

1,500,000

Bank

of

Montreal

1

.250

09/15/26

1,418,205‌

1,000,000

Bank

of

Montreal

5

.266

12/11/26

1,011,686‌

1,000,000

Bank

of

Montreal

0

.949

01/22/27

960,457‌

2,000,000

Bank

of

Montreal

4

.700

09/14/27

1,998,552‌

2,000,000

Bank

of

Montreal

5

.203

02/01/28

2,015,539‌

1,000,000

Bank

of

Montreal

5

.717

09/25/28

1,025,410‌

1,000,000

Bank

of

Montreal

4

.640

09/10/30

980,466‌

1,500,000

Bank

of

Montreal

5

.511

06/04/31

1,523,776‌

425,000

Bank

of

Montreal

3

.803

12/15/32

406,475‌

1,250,000

Bank

of

Montreal

3

.088

01/10/37

1,038,651‌

1,550,000

Bank

of

Nova

Scotia

4

.500

12/16/25

1,541,896‌

2,000,000

(a)

Bank

of

Nova

Scotia

1

.050

03/02/26

1,919,226‌

2,000,000

Bank

of

Nova

Scotia

1

.350

06/24/26

1,905,973‌

1,000,000

Bank

of

Nova

Scotia

2

.700

08/03/26

970,291‌

3,000,000

Bank

of

Nova

Scotia

1

.300

09/15/26

2,836,855‌

1,000,000

Bank

of

Nova

Scotia

5

.250

06/12/28

1,010,422‌

2,000,000

Bank

of

Nova

Scotia

4

.850

02/01/30

1,985,796‌

1,000,000

(a)

Bank

of

Nova

Scotia

2

.450

02/02/32

834,653‌

2,000,000

(a)

Bank

of

Nova

Scotia

4

.740

11/10/32

1,934,950‌

750,000

Bank

of

Nova

Scotia

5

.650

02/01/34

763,841‌

750,000

Bank

of

Nova

Scotia

4

.588

05/04/37

689,541‌

975,000

Barclays

plc

4

.375

01/12/26

970,366‌

2,000,000

Barclays

plc

2

.852

05/07/26

1,984,594‌

800,000

Barclays

plc

5

.200

05/12/26

800,912‌

1,000,000

Barclays

plc

7

.325

11/02/26

1,017,972‌

2,000,000

Barclays

plc

2

.279

11/24/27

1,902,346‌

700,000

Barclays

plc

4

.337

01/10/28

684,475‌

5

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,500,000

Barclays

plc

5

.674

%

03/12/28

$

1,518,704‌

1,975,000

Barclays

plc

4

.836

05/09/28

1,940,282‌

1,500,000

Barclays

plc

7

.385

11/02/28

1,589,944‌

1,500,000

Barclays

plc

4

.972

05/16/29

1,485,575‌

1,500,000

Barclays

plc

6

.490

09/13/29

1,560,136‌

3,000,000

Barclays

plc

5

.690

03/12/30

3,029,071‌

1,000,000

Barclays

plc

5

.088

06/20/30

974,078‌

1,850,000

Barclays

plc

4

.942

09/10/30

1,813,707‌

2,000,000

Barclays

plc

2

.645

06/24/31

1,736,967‌

1,500,000

Barclays

plc

2

.667

03/10/32

1,271,177‌

2,000,000

Barclays

plc

2

.894

11/24/32

1,688,880‌

1,300,000

Barclays

plc

5

.746

08/09/33

1,300,325‌

2,500,000

Barclays

plc

7

.437

11/02/33

2,750,506‌

3,000,000

Barclays

plc

6

.224

05/09/34

3,081,569‌

1,000,000

Barclays

plc

7

.119

06/27/34

1,061,249‌

950,000

Barclays

plc

6

.692

09/13/34

1,005,622‌

3,000,000

Barclays

plc

5

.335

09/10/35

2,881,438‌

1,750,000

Barclays

plc

3

.564

09/23/35

1,545,435‌

1,000,000

Barclays

plc

3

.811

03/10/42

773,476‌

775,000

Barclays

plc

5

.250

08/17/45

722,910‌

1,200,000

Barclays

plc

6

.036

03/12/55

1,199,280‌

300,000

BPCE

S.A.

3

.375

12/02/26

292,335‌

1,000,000

Brookfield

Finance

LLC

3

.450

04/15/50

685,178‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

0

.950

10/23/25

971,711‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

1

.250

06/22/26

951,813‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

3

.450

04/07/27

1,458,688‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5

.001

04/28/28

1,503,907‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5

.986

10/03/28

1,547,770‌

3,000,000

Canadian

Imperial

Bank

of

Commerce

5

.260

04/08/29

3,023,893‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

4

.631

09/11/30

979,609‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

3

.600

04/07/32

1,345,887‌

350,000

Canadian

Imperial

Bank

of

Commerce

6

.092

10/03/33

365,801‌

3,000,000

CitiBank

NA

5

.488

12/04/26

3,044,890‌

5,000,000

CitiBank

NA

5

.803

09/29/28

5,156,093‌

1,000,000

CitiBank

NA

4

.838

08/06/29

995,731‌

650,000

CitiBank

NA

5

.570

04/30/34

657,605‌

1,000,000

Citigroup,

Inc

3

.700

01/12/26

990,006‌

750,000

Citigroup,

Inc

4

.600

03/09/26

747,960‌

3,000,000

Citigroup,

Inc

5

.610

09/29/26

3,016,161‌

1,100,000

Citigroup,

Inc

4

.300

11/20/26

1,090,048‌

4,000,000

Citigroup,

Inc

1

.122

01/28/27

3,841,353‌

5,000,000

Citigroup,

Inc

1

.462

06/09/27

4,760,699‌

1,500,000

Citigroup,

Inc

4

.450

09/29/27

1,479,678‌

5,000,000

Citigroup,

Inc

3

.070

02/24/28

4,809,396‌

3,000,000

Citigroup,

Inc

4

.658

05/24/28

2,981,154‌

1,000,000

Citigroup,

Inc

3

.668

07/24/28

968,663‌

2,025,000

Citigroup,

Inc

4

.125

07/25/28

1,968,788‌

4,000,000

Citigroup,

Inc

4

.075

04/23/29

3,880,694‌

2,000,000

Citigroup,

Inc

5

.174

02/13/30

1,998,478‌

1,750,000

Citigroup,

Inc

3

.980

03/20/30

1,670,791‌

3,550,000

Citigroup,

Inc

4

.542

09/19/30

3,449,529‌

5,000,000

Citigroup,

Inc

2

.666

01/29/31

4,423,757‌

2,200,000

Citigroup,

Inc

4

.412

03/31/31

2,114,564‌

6,000,000

Citigroup,

Inc

2

.572

06/03/31

5,229,370‌

5,000,000

Citigroup,

Inc

2

.561

05/01/32

4,232,015‌

175,000

Citigroup,

Inc

6

.625

06/15/32

186,961‌

875,000

Citigroup,

Inc

2

.520

11/03/32

729,612‌

4,000,000

Citigroup,

Inc

3

.057

01/25/33

3,436,170‌

1,000,000

Citigroup,

Inc

3

.785

03/17/33

897,819‌

1,775,000

Citigroup,

Inc

4

.910

05/24/33

1,715,528‌

3,000,000

Citigroup,

Inc

6

.270

11/17/33

3,145,804‌

425,000

Citigroup,

Inc

6

.174

05/25/34

432,962‌

Bond

Index

Fund

6

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

2,000,000

Citigroup,

Inc

5

.592

%

11/19/34

$

1,982,763‌

2,000,000

Citigroup,

Inc

5

.827

02/13/35

1,990,212‌

10,000,000

Citigroup,

Inc

5

.449

06/11/35

9,915,487‌

750,000

Citigroup,

Inc

3

.878

01/24/39

625,194‌

325,000

Citigroup,

Inc

8

.125

07/15/39

401,101‌

2,000,000

Citigroup,

Inc

5

.411

09/19/39

1,904,639‌

350,000

Citigroup,

Inc

5

.875

01/30/42

357,719‌

2,000,000

Citigroup,

Inc

2

.904

11/03/42

1,400,642‌

400,000

(a)

Citigroup,

Inc

6

.675

09/13/43

438,977‌

125,000

Citigroup,

Inc

5

.300

05/06/44

117,657‌

675,000

Citigroup,

Inc

4

.650

07/30/45

589,018‌

3,075,000

(a)

Citigroup,

Inc

4

.750

05/18/46

2,702,057‌

4,075,000

Citigroup,

Inc

4

.650

07/23/48

3,486,828‌

250,000

Citizens

Bank

NA

3

.750

02/18/26

246,836‌

1,000,000

Citizens

Bank

NA

4

.575

08/09/28

990,684‌

500,000

Citizens

Financial

Group,

Inc

2

.850

07/27/26

483,353‌

550,000

Citizens

Financial

Group,

Inc

5

.841

01/23/30

558,103‌

200,000

Citizens

Financial

Group,

Inc

2

.500

02/06/30

174,967‌

450,000

Citizens

Financial

Group,

Inc

3

.250

04/30/30

406,745‌

1,000,000

Citizens

Financial

Group,

Inc

5

.718

07/23/32

1,003,483‌

850,000

Citizens

Financial

Group,

Inc

2

.638

09/30/32

683,081‌

1,500,000

Citizens

Financial

Group,

Inc

6

.645

04/25/35

1,581,324‌

500,000

Citizens

Financial

Group,

Inc

5

.641

05/21/37

484,112‌

200,000

Comerica

Bank

4

.000

07/27/25

198,405‌

1,000,000

Comerica

Bank

5

.332

08/25/33

949,188‌

550,000

Comerica,

Inc

4

.000

02/01/29

521,494‌

1,000,000

Comerica,

Inc

5

.982

01/30/30

1,011,209‌

1,500,000

Commonwealth

Bank

of

Australia

5

.316

03/13/26

1,513,635‌

1,000,000

Commonwealth

Bank

of

Australia

4

.577

11/27/26

1,000,119‌

2,700,000

Cooperatieve

Rabobank

UA

3

.750

07/21/26

2,645,625‌

1,000,000

Cooperatieve

Rabobank

UA

4

.333

08/28/26

996,864‌

1,000,000

Cooperatieve

Rabobank

UA

5

.500

10/05/26

1,016,565‌

1,500,000

Cooperatieve

Rabobank

UA

5

.041

03/05/27

1,514,229‌

1,000,000

Cooperatieve

Rabobank

UA

4

.800

01/09/29

998,510‌

1,500,000

(a)

Cooperatieve

Rabobank

UA

4

.494

10/17/29

1,470,646‌

550,000

Cooperatieve

Rabobank

UA

5

.250

05/24/41

533,532‌

1,400,000

Cooperatieve

Rabobank

UA

5

.750

12/01/43

1,389,809‌

600,000

(a)

Cooperatieve

Rabobank

UA

5

.250

08/04/45

565,202‌

1,000,000

Credit

Suisse

AG.

1

.250

08/07/26

945,957‌

1,350,000

Credit

Suisse

AG.

5

.000

07/09/27

1,357,916‌

2,000,000

Credit

Suisse

AG.

7

.500

02/15/28

2,141,828‌

2,000,000

Deutsche

Bank

AG.

1

.686

03/19/26

1,929,412‌

2,000,000

Deutsche

Bank

AG.

2

.129

11/24/26

1,948,806‌

600,000

Deutsche

Bank

AG.

7

.146

07/13/27

618,312‌

1,050,000

Deutsche

Bank

AG.

2

.311

11/16/27

998,009‌

2,000,000

Deutsche

Bank

AG.

5

.706

02/08/28

2,021,314‌

2,500,000

Deutsche

Bank

AG.

5

.414

05/10/29

2,537,137‌

350,000

Deutsche

Bank

AG.

6

.819

11/20/29

366,249‌

650,000

Deutsche

Bank

AG.

4

.999

09/11/30

635,358‌

825,000

Deutsche

Bank

AG.

3

.547

09/18/31

740,684‌

1,000,000

Deutsche

Bank

AG.

3

.729

01/14/32

872,918‌

2,500,000

Deutsche

Bank

AG.

5

.403

09/11/35

2,368,656‌

300,000

Fifth

Third

Bancorp

2

.550

05/05/27

284,868‌

1,000,000

Fifth

Third

Bancorp

1

.707

11/01/27

944,189‌

500,000

Fifth

Third

Bancorp

3

.950

03/14/28

483,953‌

1,000,000

Fifth

Third

Bancorp

4

.055

04/25/28

978,575‌

1,000,000

Fifth

Third

Bancorp

6

.361

10/27/28

1,033,955‌

200,000

Fifth

Third

Bancorp

6

.339

07/27/29

207,498‌

1,000,000

Fifth

Third

Bancorp

4

.772

07/28/30

979,727‌

1,000,000

Fifth

Third

Bancorp

4

.895

09/06/30

986,326‌

2,300,000

Fifth

Third

Bancorp

5

.631

01/29/32

2,325,624‌

140,000

Fifth

Third

Bancorp

8

.250

03/01/38

167,852‌

7

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

2,400,000

Fifth

Third

Bank

NA

3

.850

%

03/15/26

$

2,369,864‌

1,000,000

Fifth

Third

Bank

NA

2

.250

02/01/27

950,520‌

500,000

First

Citizens

BancShares,

Inc

3

.375

03/15/30

497,047‌

500,000

First

Horizon

Bank

5

.750

05/01/30

497,566‌

500,000

First

Horizon

Corp

4

.000

05/26/25

497,664‌

1,000,000

FNB

Corp

5

.722

12/11/30

987,233‌

33,000

HSBC

Bank

USA

NA

7

.000

01/15/39

36,591‌

1,500,000

HSBC

Holdings

plc

2

.099

06/04/26

1,482,313‌

1,100,000

HSBC

Holdings

plc

4

.292

09/12/26

1,095,054‌

2,000,000

HSBC

Holdings

plc

5

.887

08/14/27

2,029,273‌

3,925,000

HSBC

Holdings

plc

4

.041

03/13/28

3,842,295‌

2,000,000

HSBC

Holdings

plc

5

.597

05/17/28

2,021,436‌

1,500,000

HSBC

Holdings

plc

4

.755

06/09/28

1,489,787‌

1,500,000

HSBC

Holdings

plc

5

.210

08/11/28

1,506,198‌

5,000,000

HSBC

Holdings

plc

2

.013

09/22/28

4,609,922‌

1,575,000

HSBC

Holdings

plc

7

.390

11/03/28

1,669,276‌

975,000

HSBC

Holdings

plc

6

.161

03/09/29

1,001,378‌

2,500,000

HSBC

Holdings

plc

4

.583

06/19/29

2,449,278‌

1,600,000

HSBC

Holdings

plc

2

.206

08/17/29

1,437,121‌

2,000,000

HSBC

Holdings

plc

5

.546

03/04/30

2,014,321‌

4,000,000

HSBC

Holdings

plc

3

.973

05/22/30

3,776,055‌

1,500,000

HSBC

Holdings

plc

5

.286

11/19/30

1,490,042‌

3,000,000

HSBC

Holdings

plc

2

.848

06/04/31

2,634,005‌

750,000

HSBC

Holdings

plc

2

.357

08/18/31

638,415‌

5,000,000

HSBC

Holdings

plc

5

.733

05/17/32

5,058,290‌

2,350,000

HSBC

Holdings

plc

2

.804

05/24/32

1,996,778‌

3,500,000

HSBC

Holdings

plc

2

.871

11/22/32

2,952,817‌

1,500,000

HSBC

Holdings

plc

4

.762

03/29/33

1,406,091‌

1,825,000

HSBC

Holdings

plc

5

.402

08/11/33

1,806,142‌

2,000,000

HSBC

Holdings

plc

8

.113

11/03/33

2,249,134‌

2,000,000

HSBC

Holdings

plc

6

.254

03/09/34

2,075,601‌

2,000,000

HSBC

Holdings

plc

6

.547

06/20/34

2,062,352‌

3,000,000

HSBC

Holdings

plc

7

.399

11/13/34

3,260,370‌

3,000,000

(a)

HSBC

Holdings

plc

5

.719

03/04/35

3,020,791‌

2,000,000

HSBC

Holdings

plc

5

.874

11/18/35

1,952,453‌

300,000

HSBC

Holdings

plc

6

.500

05/02/36

306,566‌

2,700,000

HSBC

Holdings

plc

6

.500

09/15/37

2,754,137‌

200,000

HSBC

Holdings

plc

6

.800

06/01/38

209,346‌

550,000

HSBC

Holdings

plc

6

.100

01/14/42

582,901‌

2,000,000

HSBC

Holdings

plc

6

.332

03/09/44

2,112,831‌

1,175,000

(a)

HSBC

Holdings

plc

5

.250

03/14/44

1,085,676‌

1,000,000

Huntington

Bancshares,

Inc

4

.443

08/04/28

989,761‌

675,000

Huntington

Bancshares,

Inc

6

.208

08/21/29

696,863‌

1,000,000

Huntington

Bancshares,

Inc

2

.550

02/04/30

879,670‌

1,000,000

(a)

Huntington

Bancshares,

Inc

5

.272

01/15/31

1,000,789‌

500,000

Huntington

Bancshares,

Inc

5

.023

05/17/33

480,552‌

1,000,000

Huntington

Bancshares,

Inc

5

.709

02/02/35

998,057‌

500,000

Huntington

Bancshares,

Inc

2

.487

08/15/36

404,999‌

225,000

Huntington

Bancshares,

Inc

6

.141

11/18/39

224,708‌

1,000,000

Huntington

National

Bank

4

.552

05/17/28

992,120‌

1,500,000

Huntington

National

Bank

5

.650

01/10/30

1,526,908‌

4,750,000

Industrial

&

Commercial

Bank

of

China

Ltd

3

.538

11/08/27

4,619,921‌

1,250,000

ING

Groep

NV

3

.950

03/29/27

1,228,220‌

1,500,000

ING

Groep

NV

1

.726

04/01/27

1,441,797‌

600,000

ING

Groep

NV

4

.017

03/28/28

587,718‌

1,500,000

ING

Groep

NV

4

.550

10/02/28

1,472,207‌

1,325,000

ING

Groep

NV

4

.050

04/09/29

1,272,439‌

3,000,000

ING

Groep

NV

5

.335

03/19/30

3,011,949‌

475,000

ING

Groep

NV

2

.727

04/01/32

408,718‌

300,000

ING

Groep

NV

4

.252

03/28/33

277,919‌

200,000

ING

Groep

NV

6

.114

09/11/34

207,058‌

3,000,000

ING

Groep

NV

5

.550

03/19/35

2,981,757‌

Bond

Index

Fund

8

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

3,000,000

Inter-American

Development

Bank

3

.625

%

09/17/31

$

2,834,195‌

3,125,000

JPMorgan

Chase

&

Co

3

.300

04/01/26

3,077,265‌

1,450,000

JPMorgan

Chase

&

Co

3

.200

06/15/26

1,422,558‌

1,000,000

JPMorgan

Chase

&

Co

2

.950

10/01/26

974,301‌

1,350,000

JPMorgan

Chase

&

Co

4

.125

12/15/26

1,335,721‌

2,450,000

JPMorgan

Chase

&

Co

3

.960

01/29/27

2,430,963‌

4,000,000

JPMorgan

Chase

&

Co

1

.040

02/04/27

3,842,957‌

5,200,000

JPMorgan

Chase

&

Co

1

.578

04/22/27

4,993,188‌

3,000,000

JPMorgan

Chase

&

Co

1

.470

09/22/27

2,837,880‌

250,000

JPMorgan

Chase

&

Co

4

.250

10/01/27

248,158‌

325,000

JPMorgan

Chase

&

Co

3

.625

12/01/27

315,695‌

1,375,000

JPMorgan

Chase

&

Co

3

.782

02/01/28

1,345,835‌

1,000,000

JPMorgan

Chase

&

Co

2

.947

02/24/28

961,937‌

925,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

940,711‌

4,000,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

3,952,158‌

425,000

JPMorgan

Chase

&

Co

3

.540

05/01/28

412,958‌

6,000,000

JPMorgan

Chase

&

Co

2

.182

06/01/28

5,635,526‌

2,000,000

JPMorgan

Chase

&

Co

4

.979

07/22/28

2,006,364‌

1,000,000

JPMorgan

Chase

&

Co

4

.851

07/25/28

999,673‌

2,000,000

JPMorgan

Chase

&

Co

4

.505

10/22/28

1,982,313‌

3,000,000

JPMorgan

Chase

&

Co

2

.069

06/01/29

2,725,980‌

2,050,000

JPMorgan

Chase

&

Co

4

.203

07/23/29

1,994,851‌

3,000,000

JPMorgan

Chase

&

Co

5

.299

07/24/29

3,030,166‌

2,500,000

JPMorgan

Chase

&

Co

6

.087

10/23/29

2,593,105‌

1,750,000

JPMorgan

Chase

&

Co

4

.452

12/05/29

1,714,988‌

5,000,000

JPMorgan

Chase

&

Co

5

.012

01/23/30

4,995,455‌

2,825,000

JPMorgan

Chase

&

Co

5

.581

04/22/30

2,880,785‌

4,500,000

JPMorgan

Chase

&

Co

3

.702

05/06/30

4,261,284‌

1,500,000

JPMorgan

Chase

&

Co

4

.565

06/14/30

1,470,247‌

4,000,000

JPMorgan

Chase

&

Co

4

.995

07/22/30

3,982,701‌

2,675,000

JPMorgan

Chase

&

Co

4

.603

10/22/30

2,624,103‌

2,000,000

JPMorgan

Chase

&

Co

2

.522

04/22/31

1,761,929‌

1,425,000

JPMorgan

Chase

&

Co

2

.956

05/13/31

1,274,676‌

5,000,000

JPMorgan

Chase

&

Co

1

.764

11/19/31

4,154,574‌

2,250,000

JPMorgan

Chase

&

Co

1

.953

02/04/32

1,864,963‌

3,000,000

JPMorgan

Chase

&

Co

2

.580

04/22/32

2,573,443‌

3,000,000

JPMorgan

Chase

&

Co

2

.545

11/08/32

2,530,550‌

6,000,000

JPMorgan

Chase

&

Co

2

.963

01/25/33

5,186,242‌

2,000,000

JPMorgan

Chase

&

Co

4

.586

04/26/33

1,918,059‌

2,000,000

JPMorgan

Chase

&

Co

4

.912

07/25/33

1,955,434‌

4,000,000

JPMorgan

Chase

&

Co

5

.717

09/14/33

4,085,551‌

5,325,000

JPMorgan

Chase

&

Co

5

.350

06/01/34

5,321,288‌

2,500,000

JPMorgan

Chase

&

Co

6

.254

10/23/34

2,642,236‌

6,000,000

JPMorgan

Chase

&

Co

5

.336

01/23/35

5,961,900‌

6,025,000

JPMorgan

Chase

&

Co

5

.766

04/22/35

6,163,035‌

5,675,000

JPMorgan

Chase

&

Co

5

.294

07/22/35

5,614,083‌

1,300,000

JPMorgan

Chase

&

Co

4

.946

10/22/35

1,252,579‌

958,000

JPMorgan

Chase

&

Co

5

.500

10/15/40

953,212‌

2,000,000

JPMorgan

Chase

&

Co

3

.109

04/22/41

1,482,634‌

4,500,000

JPMorgan

Chase

&

Co

2

.525

11/19/41

3,040,180‌

2,500,000

JPMorgan

Chase

&

Co

3

.157

04/22/42

1,835,653‌

1,000,000

JPMorgan

Chase

&

Co

5

.625

08/16/43

996,682‌

1,800,000

JPMorgan

Chase

&

Co

4

.950

06/01/45

1,634,315‌

3,000,000

JPMorgan

Chase

&

Co

5

.534

11/29/45

2,928,458‌

2,050,000

JPMorgan

Chase

&

Co

4

.260

02/22/48

1,697,335‌

1,000,000

JPMorgan

Chase

&

Co

4

.032

07/24/48

788,863‌

4,500,000

JPMorgan

Chase

&

Co

3

.964

11/15/48

3,518,623‌

1,750,000

JPMorgan

Chase

&

Co

3

.897

01/23/49

1,348,216‌

2,000,000

JPMorgan

Chase

&

Co

3

.109

04/22/51

1,323,733‌

1,500,000

JPMorgan

Chase

&

Co

3

.328

04/22/52

1,025,686‌

2,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

2,021,066‌

300,000

KeyBank

NA

3

.400

05/20/26

293,175‌

9

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,000,000

KeyBank

NA

5

.850

%

11/15/27

$

1,024,870‌

1,000,000

KeyBank

NA

4

.390

12/14/27

983,279‌

250,000

KeyBank

NA

3

.900

04/13/29

234,737‌

1,500,000

KeyBank

NA

4

.900

08/08/32

1,421,490‌

625,000

KeyBank

NA

5

.000

01/26/33

599,448‌

200,000

KeyCorp

4

.150

10/29/25

198,767‌

500,000

KeyCorp

4

.100

04/30/28

483,792‌

1,000,000

KeyCorp

2

.550

10/01/29

889,498‌

300,000

KeyCorp

4

.789

06/01/33

283,691‌

1,500,000

KeyCorp

6

.401

03/06/35

1,561,215‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

5

.000

03/16/26

5,035,865‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

4

.625

08/07/26

5,024,751‌

3,455,000

Kreditanstalt

fuer

Wiederaufbau

3

.500

08/27/27

3,382,198‌

1,950,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4

.000

03/15/29

1,918,784‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4

.125

07/15/33

2,889,938‌

1,000,000

Landwirtschaftliche

Rentenbank

4

.625

04/17/29

1,005,288‌

325,000

Lloyds

Banking

Group

plc

4

.582

12/10/25

323,463‌

225,000

Lloyds

Banking

Group

plc

4

.650

03/24/26

223,675‌

500,000

Lloyds

Banking

Group

plc

3

.750

01/11/27

488,759‌

2,000,000

Lloyds

Banking

Group

plc

1

.627

05/11/27

1,913,108‌

1,000,000

Lloyds

Banking

Group

plc

5

.985

08/07/27

1,014,873‌

1,000,000

Lloyds

Banking

Group

plc

3

.750

03/18/28

973,147‌

500,000

Lloyds

Banking

Group

plc

4

.375

03/22/28

488,360‌

700,000

Lloyds

Banking

Group

plc

4

.550

08/16/28

686,804‌

1,825,000

Lloyds

Banking

Group

plc

3

.574

11/07/28

1,753,430‌

2,000,000

(a)

Lloyds

Banking

Group

plc

5

.087

11/26/28

2,002,219‌

500,000

Lloyds

Banking

Group

plc

5

.871

03/06/29

509,298‌

3,000,000

Lloyds

Banking

Group

plc

5

.721

06/05/30

3,050,202‌

1,250,000

Lloyds

Banking

Group

plc

4

.976

08/11/33

1,200,999‌

1,500,000

Lloyds

Banking

Group

plc

7

.953

11/15/33

1,674,215‌

4,500,000

Lloyds

Banking

Group

plc

5

.679

01/05/35

4,481,331‌

1,500,000

Lloyds

Banking

Group

plc

5

.590

11/26/35

1,486,847‌

1,550,000

(a)

Lloyds

Banking

Group

plc

4

.344

01/09/48

1,214,452‌

1,000,000

M&T

Bank

Corp

4

.833

01/16/29

995,733‌

1,000,000

(a)

M&T

Bank

Corp

7

.413

10/30/29

1,071,939‌

1,000,000

M&T

Bank

Corp

6

.082

03/13/32

1,025,106‌

1,500,000

M&T

Bank

Corp

5

.053

01/27/34

1,436,477‌

1,500,000

M&T

Bank

Corp

5

.385

01/16/36

1,453,173‌

1,000,000

Manufacturers

&

Traders

Trust

Co

5

.400

11/21/25

1,002,969‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4

.700

01/27/28

989,999‌

207,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.850

03/01/26

204,850‌

225,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.757

09/13/26

217,962‌

650,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.677

02/22/27

636,509‌

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.287

07/25/27

678,291‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.640

10/13/27

709,472‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.341

01/19/28

951,423‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.961

03/02/28

975,423‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.080

04/19/28

982,881‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.017

07/20/28

1,003,658‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.050

09/11/28

292,378‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.354

09/13/28

1,013,011‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.422

02/22/29

2,535,286‌

1,250,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

3

.741

03/07/29

1,195,755‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.242

04/19/29

1,007,517‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.195

07/18/29

927,667‌

1,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.559

02/25/30

1,331,914‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.258

04/17/30

1,008,567‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.048

07/17/30

1,068,875‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.475

02/22/31

2,541,837‌

1,700,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.309

07/20/32

1,421,216‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.494

10/13/32

421,739‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.852

01/19/33

858,045‌

Bond

Index

Fund

10

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.315

%

04/19/33

$

940,726‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.133

07/20/33

992,291‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.472

09/13/33

1,014,548‌

2,500,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

5

.441

02/22/34

2,527,291‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

5

.406

04/19/34

1,010,938‌

1,050,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.426

04/17/35

1,050,923‌

300,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

4

.286

07/26/38

273,649‌

500,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

4

.153

03/07/39

449,909‌

1,425,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.751

07/18/39

1,195,344‌

200,000

(a)

Mizuho

Financial

Group,

Inc

3

.663

02/28/27

195,488‌

1,000,000

Mizuho

Financial

Group,

Inc

1

.234

05/22/27

951,811‌

1,000,000

Mizuho

Financial

Group,

Inc

1

.554

07/09/27

951,801‌

725,000

Mizuho

Financial

Group,

Inc

4

.018

03/05/28

706,176‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.667

05/27/29

1,018,944‌

1,500,000

Mizuho

Financial

Group,

Inc

5

.778

07/06/29

1,534,837‌

625,000

Mizuho

Financial

Group,

Inc

4

.254

09/11/29

607,676‌

1,000,000

Mizuho

Financial

Group,

Inc

3

.261

05/22/30

928,850‌

1,500,000

Mizuho

Financial

Group,

Inc

5

.376

05/26/30

1,515,173‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.382

07/10/30

1,009,479‌

1,000,000

Mizuho

Financial

Group,

Inc

3

.153

07/16/30

916,448‌

500,000

Mizuho

Financial

Group,

Inc

2

.869

09/13/30

451,736‌

500,000

Mizuho

Financial

Group,

Inc

2

.591

05/25/31

438,784‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.739

05/27/31

1,027,754‌

1,000,000

Mizuho

Financial

Group,

Inc

2

.201

07/10/31

854,475‌

1,000,000

Mizuho

Financial

Group,

Inc

1

.979

09/08/31

840,015‌

700,000

Mizuho

Financial

Group,

Inc

2

.564

09/13/31

585,614‌

1,000,000

Mizuho

Financial

Group,

Inc

2

.172

05/22/32

830,486‌

500,000

(a)

Mizuho

Financial

Group,

Inc

2

.260

07/09/32

415,630‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.669

09/13/33

1,016,870‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.754

05/27/34

1,019,314‌

1,500,000

(a)

Mizuho

Financial

Group,

Inc

5

.748

07/06/34

1,529,064‌

1,000,000

(a)

Mizuho

Financial

Group,

Inc

5

.579

05/26/35

1,012,145‌

2,000,000

Morgan

Stanley

Bank

NA

4

.447

10/15/27

1,986,738‌

1,500,000

Morgan

Stanley

Bank

NA

4

.952

01/14/28

1,502,156‌

1,125,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

1,140,665‌

2,000,000

Morgan

Stanley

Bank

NA

4

.968

07/14/28

2,006,494‌

300,000

National

Australia

Bank

Ltd

3

.375

01/14/26

296,524‌

750,000

National

Australia

Bank

Ltd

2

.500

07/12/26

727,772‌

1,000,000

National

Australia

Bank

Ltd

3

.905

06/09/27

984,607‌

2,000,000

National

Australia

Bank

Ltd

5

.087

06/11/27

2,023,093‌

1,000,000

National

Australia

Bank

Ltd

4

.500

10/26/27

996,359‌

2,000,000

National

Australia

Bank

Ltd

4

.944

01/12/28

2,013,012‌

1,500,000

National

Australia

Bank

Ltd

4

.900

06/13/28

1,507,775‌

1,000,000

(a)

National

Australia

Bank

Ltd

4

.787

01/10/29

1,001,578‌

1,500,000

National

Bank

of

Canada

5

.600

12/18/28

1,528,845‌

2,000,000

National

Bank

of

Canada

4

.500

10/10/29

1,945,201‌

750,000

NatWest

Group

plc

4

.800

04/05/26

749,753‌

800,000

NatWest

Group

plc

1

.642

06/14/27

763,356‌

300,000

NatWest

Group

plc

3

.073

05/22/28

286,922‌

700,000

NatWest

Group

plc

5

.516

09/30/28

708,895‌

1,000,000

NatWest

Group

plc

4

.892

05/18/29

989,848‌

1,000,000

NatWest

Group

plc

5

.808

09/13/29

1,019,719‌

3,000,000

NatWest

Group

plc

5

.076

01/27/30

2,969,038‌

1,500,000

NatWest

Group

plc

4

.445

05/08/30

1,446,601‌

2,000,000

NatWest

Group

plc

4

.964

08/15/30

1,969,990‌

1,500,000

NatWest

Group

plc

6

.016

03/02/34

1,536,619‌

1,000,000

NatWest

Group

plc

6

.475

06/01/34

1,026,510‌

1,000,000

NatWest

Group

plc

5

.778

03/01/35

1,006,098‌

800,000

NatWest

Group

plc

3

.032

11/28/35

691,628‌

2,000,000

Oesterreichische

Kontrollbank

AG.

0

.375

09/17/25

1,943,352‌

2,500,000

Oesterreichische

Kontrollbank

AG.

0

.500

02/02/26

2,395,853‌

2,000,000

Oesterreichische

Kontrollbank

AG.

4

.250

03/01/28

1,990,700‌

11

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

800,000

Oesterreichische

Kontrollbank

AG.

4

.125

%

01/18/29

$

788,870‌

3,000,000

Oesterreichische

Kontrollbank

AG.

3

.750

09/05/29

2,907,458‌

903,000

PNC

Bank

NA

4

.050

07/26/28

872,343‌

475,000

PNC

Bank

NA

2

.700

10/22/29

426,193‌

1,500,000

PNC

Financial

Services

Group,

Inc

2

.600

07/23/26

1,453,046‌

3,000,000

PNC

Financial

Services

Group,

Inc

1

.150

08/13/26

2,834,684‌

300,000

PNC

Financial

Services

Group,

Inc

3

.150

05/19/27

289,420‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.300

01/21/28

1,008,575‌

1,500,000

PNC

Financial

Services

Group,

Inc

5

.354

12/02/28

1,521,289‌

1,575,000

PNC

Financial

Services

Group,

Inc

3

.450

04/23/29

1,490,382‌

2,000,000

PNC

Financial

Services

Group,

Inc

5

.582

06/12/29

2,034,910‌

2,000,000

PNC

Financial

Services

Group,

Inc

2

.550

01/22/30

1,776,071‌

1,500,000

PNC

Financial

Services

Group,

Inc

5

.492

05/14/30

1,521,154‌

2,000,000

PNC

Financial

Services

Group,

Inc

4

.812

10/21/32

1,946,546‌

750,000

PNC

Financial

Services

Group,

Inc

4

.626

06/06/33

706,215‌

1,000,000

PNC

Financial

Services

Group,

Inc

6

.037

10/28/33

1,034,888‌

900,000

PNC

Financial

Services

Group,

Inc

5

.068

01/24/34

876,790‌

4,000,000

PNC

Financial

Services

Group,

Inc

5

.939

08/18/34

4,119,842‌

2,000,000

PNC

Financial

Services

Group,

Inc

6

.875

10/20/34

2,183,123‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.676

01/22/35

1,011,546‌

1,000,000

(a)

PNC

Financial

Services

Group,

Inc

5

.401

07/23/35

992,226‌

825,000

(b)

PNC

Financial

Services

Group,

Inc

6

.200

N/A

828,557‌

300,000

Regions

Bank

6

.450

06/26/37

305,830‌

1,000,000

Regions

Financial

Corp

1

.800

08/12/28

890,724‌

1,000,000

Regions

Financial

Corp

5

.722

06/06/30

1,013,832‌

1,000,000

Regions

Financial

Corp

5

.502

09/06/35

976,495‌

2,000,000

Royal

Bank

of

Canada

1

.200

04/27/26

1,913,461‌

2,000,000

Royal

Bank

of

Canada

1

.150

07/14/26

1,899,632‌

1,500,000

Royal

Bank

of

Canada

1

.400

11/02/26

1,416,369‌

1,000,000

Royal

Bank

of

Canada

3

.625

05/04/27

976,991‌

1,000,000

Royal

Bank

of

Canada

4

.240

08/03/27

988,142‌

1,500,000

Royal

Bank

of

Canada

6

.000

11/01/27

1,549,052‌

1,500,000

Royal

Bank

of

Canada

4

.900

01/12/28

1,501,015‌

2,000,000

Royal

Bank

of

Canada

5

.200

08/01/28

2,016,589‌

1,000,000

Royal

Bank

of

Canada

4

.950

02/01/29

1,002,066‌

1,000,000

Royal

Bank

of

Canada

4

.969

08/02/30

992,342‌

2,000,000

Royal

Bank

of

Canada

4

.650

10/18/30

1,958,815‌

1,600,000

Royal

Bank

of

Canada

2

.300

11/03/31

1,343,570‌

500,000

Royal

Bank

of

Canada

3

.875

05/04/32

459,907‌

1,000,000

Royal

Bank

of

Canada

5

.000

02/01/33

982,871‌

4,000,000

Royal

Bank

of

Canada

5

.000

05/02/33

3,931,605‌

750,000

(a)

Royal

Bank

of

Canada

5

.150

02/01/34

740,592‌

1,850,000

Santander

Holdings

USA,

Inc

3

.244

10/05/26

1,794,909‌

650,000

Santander

Holdings

USA,

Inc

4

.400

07/13/27

642,352‌

2,000,000

Santander

Holdings

USA,

Inc

2

.490

01/06/28

1,896,743‌

1,000,000

Santander

Holdings

USA,

Inc

6

.499

03/09/29

1,027,527‌

1,000,000

Santander

Holdings

USA,

Inc

6

.565

06/12/29

1,032,569‌

750,000

Santander

Holdings

USA,

Inc

6

.174

01/09/30

765,388‌

1,000,000

Santander

Holdings

USA,

Inc

5

.353

09/06/30

988,248‌

1,000,000

Santander

Holdings

USA,

Inc

6

.342

05/31/35

1,013,217‌

1,000,000

Santander

UK

Group

Holdings

plc

6

.833

11/21/26

1,014,446‌

1,000,000

Santander

UK

Group

Holdings

plc

1

.673

06/14/27

951,821‌

2,000,000

Santander

UK

Group

Holdings

plc

2

.469

01/11/28

1,894,579‌

500,000

Santander

UK

Group

Holdings

plc

3

.823

11/03/28

481,419‌

1,000,000

Santander

UK

Group

Holdings

plc

6

.534

01/10/29

1,030,565‌

1,000,000

Santander

UK

Group

Holdings

plc

4

.858

09/11/30

972,278‌

750,000

Santander

UK

Group

Holdings

plc

2

.896

03/15/32

641,218‌

1,000,000

State

Street

Corp

4

.330

10/22/27

993,820‌

1,000,000

State

Street

Corp

4

.675

10/22/32

970,824‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.402

09/17/26

945,585‌

700,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.010

10/19/26

679,589‌

725,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.446

01/11/27

707,641‌

Bond

Index

Fund

12

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.174

%

01/14/27

$

950,359‌

775,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

3

.364

07/12/27

750,879‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.352

10/18/27

482,172‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.520

01/13/28

2,031,776‌

675,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.544

01/17/28

650,059‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.800

07/13/28

2,053,582‌

750,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

3

.944

07/19/28

727,997‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.716

09/14/28

1,024,204‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.902

09/17/28

1,344,051‌

500,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

4

.306

10/16/28

490,931‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.472

01/14/29

1,364,191‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.316

07/09/29

1,011,030‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.040

07/16/29

1,377,439‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.202

09/17/29

461,378‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.724

09/27/29

903,449‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.710

01/13/30

2,049,354‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.750

01/15/30

1,338,758‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.130

07/08/30

1,282,695‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.852

07/13/30

2,070,477‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.142

09/23/30

846,741‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.710

01/12/31

819,420‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.424

07/09/31

1,011,232‌

1,500,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

2

.222

09/17/31

1,242,753‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.766

01/13/33

1,028,847‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.776

07/13/33

2,061,365‌

1,000,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

5

.808

09/14/33

1,036,473‌

1,000,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

5

.558

07/09/34

1,009,526‌

750,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.296

01/12/41

498,164‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.930

09/17/41

717,386‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.050

01/14/42

1,102,129‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

6

.184

07/13/43

535,859‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.836

07/09/44

1,009,264‌

1,000,000

Synovus

Bank

5

.625

02/15/28

1,001,786‌

1,000,000

Synovus

Financial

Corp

5

.200

08/11/25

999,273‌

350,000

Synovus

Financial

Corp

6

.168

11/01/30

352,586‌

1,000,000

Toronto-Dominion

Bank

0

.750

09/11/25

973,402‌

2,000,000

Toronto-Dominion

Bank

0

.750

01/06/26

1,923,975‌

2,000,000

Toronto-Dominion

Bank

1

.200

06/03/26

1,904,542‌

1,500,000

Toronto-Dominion

Bank

1

.250

09/10/26

1,417,090‌

825,000

Toronto-Dominion

Bank

5

.264

12/11/26

833,739‌

1,000,000

Toronto-Dominion

Bank

1

.950

01/12/27

945,820‌

1,000,000

Toronto-Dominion

Bank

2

.800

03/10/27

959,202‌

3,000,000

Toronto-Dominion

Bank

4

.108

06/08/27

2,950,616‌

1,500,000

Toronto-Dominion

Bank

4

.693

09/15/27

1,496,669‌

1,000,000

Toronto-Dominion

Bank

5

.156

01/10/28

1,005,009‌

1,000,000

Toronto-Dominion

Bank

5

.523

07/17/28

1,016,324‌

1,500,000

Toronto-Dominion

Bank

4

.994

04/05/29

1,497,479‌

1,000,000

(a)

Toronto-Dominion

Bank

4

.783

12/17/29

986,519‌

1,500,000

(a)

Toronto-Dominion

Bank

2

.000

09/10/31

1,243,381‌

1,000,000

Toronto-Dominion

Bank

3

.625

09/15/31

971,916‌

1,000,000

Toronto-Dominion

Bank

2

.450

01/12/32

834,643‌

500,000

(a)

Toronto-Dominion

Bank

3

.200

03/10/32

436,689‌

800,000

Toronto-Dominion

Bank

4

.456

06/08/32

758,035‌

1,500,000

Toronto-Dominion

Bank

5

.146

09/10/34

1,467,546‌

500,000

(a)

Truist

Bank

3

.625

09/16/25

496,044‌

200,000

(a)

Truist

Bank

4

.050

11/03/25

199,097‌

375,000

Truist

Bank

3

.300

05/15/26

367,188‌

500,000

Truist

Bank

3

.800

10/30/26

490,578‌

750,000

Truist

Bank

4

.632

09/17/29

731,255‌

475,000

Truist

Bank

2

.250

03/11/30

407,897‌

750,000

Truist

Financial

Corp

1

.200

08/05/25

734,897‌

1,000,000

Truist

Financial

Corp

4

.260

07/28/26

996,113‌

13

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,300,000

Truist

Financial

Corp

1

.267

%

03/02/27

$

1,246,737‌

1,000,000

Truist

Financial

Corp

1

.125

08/03/27

910,816‌

750,000

Truist

Financial

Corp

4

.123

06/06/28

736,437‌

1,000,000

Truist

Financial

Corp

4

.873

01/26/29

994,768‌

500,000

Truist

Financial

Corp

3

.875

03/19/29

477,101‌

2,000,000

Truist

Financial

Corp

1

.887

06/07/29

1,804,416‌

550,000

Truist

Financial

Corp

7

.161

10/30/29

588,114‌

2,000,000

Truist

Financial

Corp

5

.435

01/24/30

2,017,652‌

1,500,000

Truist

Financial

Corp

5

.153

08/05/32

1,482,455‌

1,000,000

Truist

Financial

Corp

4

.916

07/28/33

944,798‌

1,000,000

Truist

Financial

Corp

6

.123

10/28/33

1,041,238‌

100,000

Truist

Financial

Corp

5

.122

01/26/34

97,187‌

3,000,000

Truist

Financial

Corp

5

.867

06/08/34

3,054,299‌

2,000,000

Truist

Financial

Corp

5

.711

01/24/35

2,015,305‌

125,000

US

Bancorp

3

.950

11/17/25

124,455‌

750,000

US

Bancorp

3

.100

04/27/26

733,918‌

700,000

US

Bancorp

2

.375

07/22/26

676,675‌

2,000,000

US

Bancorp

5

.727

10/21/26

2,013,450‌

1,175,000

US

Bancorp

3

.150

04/27/27

1,137,098‌

1,500,000

US

Bancorp

6

.787

10/26/27

1,550,748‌

750,000

US

Bancorp

3

.900

04/26/28

727,769‌

2,000,000

(a)

US

Bancorp

4

.653

02/01/29

1,979,739‌

2,000,000

US

Bancorp

5

.775

06/12/29

2,045,174‌

600,000

US

Bancorp

3

.000

07/30/29

549,812‌

2,500,000

(a)

US

Bancorp

1

.375

07/22/30

2,063,460‌

1,000,000

US

Bancorp

4

.967

07/22/33

957,857‌

3,000,000

US

Bancorp

5

.850

10/21/33

3,066,062‌

2,000,000

US

Bancorp

5

.836

06/12/34

2,038,795‌

3,500,000

US

Bancorp

5

.678

01/23/35

3,529,544‌

1,000,000

US

Bancorp

2

.491

11/03/36

809,951‌

750,000

US

Bank

NA

2

.800

01/27/25

748,607‌

125,000

Wachovia

Corp

5

.500

08/01/35

124,873‌

200,000

Webster

Financial

Corp

4

.100

03/25/29

190,342‌

1,125,000

Wells

Fargo

&

Co

3

.550

09/29/25

1,115,932‌

3,350,000

Wells

Fargo

&

Co

3

.000

04/22/26

3,276,735‌

1,250,000

Wells

Fargo

&

Co

4

.100

06/03/26

1,236,457‌

2,575,000

Wells

Fargo

&

Co

3

.000

10/23/26

2,496,772‌

1,500,000

Wells

Fargo

&

Co

3

.196

06/17/27

1,465,311‌

1,200,000

Wells

Fargo

&

Co

4

.300

07/22/27

1,183,949‌

1,300,000

Wells

Fargo

&

Co

3

.526

03/24/28

1,260,907‌

2,000,000

Wells

Fargo

&

Co

5

.707

04/22/28

2,032,898‌

2,125,000

Wells

Fargo

&

Co

3

.584

05/22/28

2,059,218‌

5,000,000

Wells

Fargo

&

Co

2

.393

06/02/28

4,709,140‌

1,000,000

Wells

Fargo

&

Co

4

.808

07/25/28

996,453‌

6,175,000

Wells

Fargo

&

Co

4

.150

01/24/29

5,986,756‌

5,000,000

Wells

Fargo

&

Co

5

.574

07/25/29

5,076,476‌

2,500,000

Wells

Fargo

&

Co

6

.303

10/23/29

2,601,705‌

5,000,000

Wells

Fargo

&

Co

5

.198

01/23/30

5,014,230‌

4,950,000

Wells

Fargo

&

Co

2

.879

10/30/30

4,465,019‌

3,000,000

Wells

Fargo

&

Co

2

.572

02/11/31

2,645,647‌

5,000,000

Wells

Fargo

&

Co

4

.478

04/04/31

4,839,880‌

6,000,000

Wells

Fargo

&

Co

3

.350

03/02/33

5,259,884‌

3,500,000

Wells

Fargo

&

Co

4

.897

07/25/33

3,380,179‌

3,000,000

Wells

Fargo

&

Co

5

.389

04/24/34

2,966,622‌

5,000,000

Wells

Fargo

&

Co

5

.557

07/25/34

4,993,326‌

3,000,000

Wells

Fargo

&

Co

6

.491

10/23/34

3,188,932‌

6,000,000

Wells

Fargo

&

Co

5

.499

01/23/35

5,974,500‌

3,000,000

Wells

Fargo

&

Co

5

.211

12/03/35

2,918,907‌

7,025,000

Wells

Fargo

&

Co

3

.068

04/30/41

5,111,091‌

1,050,000

Wells

Fargo

&

Co

5

.375

11/02/43

980,425‌

1,468,000

Wells

Fargo

&

Co

5

.606

01/15/44

1,404,667‌

475,000

Wells

Fargo

&

Co

4

.650

11/04/44

399,820‌

Bond

Index

Fund

14

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,500,000

Wells

Fargo

&

Co

3

.900

%

05/01/45

$

1,166,651‌

950,000

Wells

Fargo

&

Co

4

.900

11/17/45

823,331‌

3,250,000

Wells

Fargo

&

Co

4

.400

06/14/46

2,609,650‌

1,975,000

Wells

Fargo

&

Co

4

.750

12/07/46

1,664,906‌

3,000,000

Wells

Fargo

&

Co

5

.013

04/04/51

2,662,947‌

2,000,000

Wells

Fargo

&

Co

4

.611

04/25/53

1,669,980‌

2,900,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

2,934,376‌

2,000,000

Wells

Fargo

Bank

NA

5

.254

12/11/26

2,024,168‌

250,000

Wells

Fargo

Bank

NA

6

.600

01/15/38

272,638‌

1,000,000

Westpac

Banking

Corp

2

.850

05/13/26

977,786‌

2,000,000

Westpac

Banking

Corp

1

.150

06/03/26

1,908,263‌

675,000

Westpac

Banking

Corp

2

.700

08/19/26

655,895‌

850,000

Westpac

Banking

Corp

3

.350

03/08/27

829,505‌

1,500,000

Westpac

Banking

Corp

4

.043

08/26/27

1,483,086‌

2,000,000

Westpac

Banking

Corp

5

.457

11/18/27

2,046,855‌

725,000

Westpac

Banking

Corp

3

.400

01/25/28

697,965‌

1,000,000

Westpac

Banking

Corp

5

.535

11/17/28

1,029,105‌

2,000,000

Westpac

Banking

Corp

1

.953

11/20/28

1,800,963‌

1,500,000

Westpac

Banking

Corp

5

.050

04/16/29

1,516,386‌

1,500,000

Westpac

Banking

Corp

2

.150

06/03/31

1,272,117‌

950,000

Westpac

Banking

Corp

4

.322

11/23/31

935,028‌

1,000,000

Westpac

Banking

Corp

5

.405

08/10/33

983,500‌

2,000,000

Westpac

Banking

Corp

6

.820

11/17/33

2,159,162‌

600,000

Westpac

Banking

Corp

4

.110

07/24/34

565,039‌

2,350,000

Westpac

Banking

Corp

2

.668

11/15/35

1,999,113‌

1,500,000

Westpac

Banking

Corp

5

.618

11/20/35

1,473,548‌

500,000

Westpac

Banking

Corp

3

.020

11/18/36

423,014‌

900,000

Westpac

Banking

Corp

4

.421

07/24/39

796,372‌

225,000

Westpac

Banking

Corp

2

.963

11/16/40

160,126‌

400,000

Zions

Bancorp

NA

3

.250

10/29/29

356,450‌

TOTAL

BANKS

1,153,818,350‌

CAPITAL

GOODS

-

1.2%

1,200,000

3M

Co

3

.000

08/07/25

1,187,468‌

675,000

3M

Co

2

.875

10/15/27

646,246‌

925,000

3M

Co

3

.625

09/14/28

894,322‌

500,000

3M

Co

3

.375

03/01/29

471,514‌

1,000,000

3M

Co

2

.375

08/26/29

897,356‌

200,000

3M

Co

3

.125

09/19/46

136,620‌

300,000

3M

Co

3

.625

10/15/47

218,118‌

1,150,000

3M

Co

4

.000

09/14/48

904,305‌

875,000

3M

Co

3

.250

08/26/49

591,761‌

820,000

3M

Co

3

.700

04/15/50

601,563‌

1,000,000

Acuity

Brands

Lighting,

Inc

2

.150

12/15/30

851,435‌

1,000,000

AGCO

Corp

5

.800

03/21/34

1,005,094‌

1,000,000

Air

Lease

Corp

3

.750

06/01/26

984,475‌

1,500,000

Air

Lease

Corp

1

.875

08/15/26

1,429,801‌

1,000,000

Air

Lease

Corp

2

.200

01/15/27

949,276‌

500,000

Air

Lease

Corp

3

.625

04/01/27

483,193‌

200,000

Air

Lease

Corp

3

.625

12/01/27

193,277‌

1,000,000

Air

Lease

Corp

5

.850

12/15/27

1,025,073‌

500,000

(a)

Air

Lease

Corp

5

.300

02/01/28

504,186‌

300,000

Air

Lease

Corp

4

.625

10/01/28

294,883‌

1,500,000

Air

Lease

Corp

5

.100

03/01/29

1,503,145‌

500,000

Air

Lease

Corp

3

.250

10/01/29

461,527‌

750,000

Air

Lease

Corp

3

.000

02/01/30

677,095‌

500,000

Air

Lease

Corp

3

.125

12/01/30

443,110‌

1,000,000

Air

Lease

Corp

5

.200

07/15/31

988,061‌

500,000

Aircastle

Ltd

4

.250

06/15/26

494,672‌

500,000

Allegion

plc

3

.500

10/01/29

467,229‌

200,000

Allegion

US

Holding

Co,

Inc

3

.550

10/01/27

192,866‌

500,000

Allegion

US

Holding

Co,

Inc

5

.411

07/01/32

504,223‌

350,000

Allegion

US

Holding

Co,

Inc

5

.600

05/29/34

351,761‌

15

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

400,000

Boeing

Co

2

.600

%

10/30/25

$

392,332‌

2,000,000

Boeing

Co

2

.750

02/01/26

1,951,087‌

3,000,000

Boeing

Co

2

.196

02/04/26

2,909,372‌

300,000

Boeing

Co

3

.100

05/01/26

292,465‌

200,000

Boeing

Co

2

.250

06/15/26

192,129‌

500,000

Boeing

Co

2

.700

02/01/27

476,785‌

250,000

Boeing

Co

2

.800

03/01/27

238,282‌

1,900,000

Boeing

Co

5

.040

05/01/27

1,904,900‌

500,000

Boeing

Co

3

.250

03/01/28

469,809‌

125,000

Boeing

Co

3

.450

11/01/28

116,847‌

600,000

Boeing

Co

3

.200

03/01/29

552,877‌

750,000

Boeing

Co

2

.950

02/01/30

669,841‌

1,600,000

Boeing

Co

5

.150

05/01/30

1,577,572‌

1,000,000

Boeing

Co

3

.625

02/01/31

907,815‌

300,000

Boeing

Co

3

.600

05/01/34

251,032‌

425,000

Boeing

Co

3

.250

02/01/35

338,409‌

500,000

Boeing

Co

3

.550

03/01/38

378,346‌

600,000

Boeing

Co

3

.500

03/01/39

445,324‌

350,000

Boeing

Co

5

.875

02/15/40

338,786‌

5,500,000

Boeing

Co

5

.705

05/01/40

5,232,588‌

300,000

Boeing

Co

3

.375

06/15/46

193,129‌

250,000

Boeing

Co

3

.650

03/01/47

168,761‌

100,000

Boeing

Co

3

.625

03/01/48

66,547‌

100,000

Boeing

Co

3

.850

11/01/48

68,557‌

5,000,000

Boeing

Co

5

.805

05/01/50

4,650,767‌

125,000

Boeing

Co

3

.825

03/01/59

80,472‌

750,000

Boeing

Co

3

.950

08/01/59

495,170‌

5,500,000

Boeing

Co

5

.930

05/01/60

5,089,197‌

1,000,000

Carlisle

Cos,

Inc

2

.750

03/01/30

895,450‌

1,000,000

Carlisle

Cos,

Inc

2

.200

03/01/32

816,087‌

1,444,000

Carrier

Global

Corp

2

.493

02/15/27

1,380,732‌

1,100,000

Carrier

Global

Corp

2

.722

02/15/30

984,001‌

150,000

Carrier

Global

Corp

2

.700

02/15/31

130,157‌

104,000

Carrier

Global

Corp

5

.900

03/15/34

107,685‌

2,000,000

Carrier

Global

Corp

3

.377

04/05/40

1,544,531‌

305,000

Carrier

Global

Corp

3

.577

04/05/50

218,578‌

112,000

Carrier

Global

Corp

6

.200

03/15/54

118,408‌

3,000,000

Caterpillar

Financial

Services

Corp

0

.900

03/02/26

2,879,370‌

500,000

Caterpillar

Financial

Services

Corp

2

.400

08/09/26

483,769‌

2,000,000

Caterpillar

Financial

Services

Corp

1

.150

09/14/26

1,892,837‌

2,000,000

Caterpillar

Financial

Services

Corp

4

.500

01/08/27

2,004,109‌

1,500,000

Caterpillar

Financial

Services

Corp

5

.000

05/14/27

1,515,273‌

1,000,000

Caterpillar

Financial

Services

Corp

3

.600

08/12/27

978,769‌

2,000,000

Caterpillar

Financial

Services

Corp

4

.850

02/27/29

2,010,620‌

2,000,000

(a)

Caterpillar

Financial

Services

Corp

4

.375

08/16/29

1,969,537‌

1,500,000

Caterpillar

Financial

Services

Corp

4

.700

11/15/29

1,494,438‌

500,000

Caterpillar,

Inc

2

.600

09/19/29

455,539‌

1,000,000

(a)

Caterpillar,

Inc

1

.900

03/12/31

848,832‌

225,000

Caterpillar,

Inc

5

.200

05/27/41

219,993‌

2,363,000

Caterpillar,

Inc

3

.803

08/15/42

1,919,704‌

300,000

Caterpillar,

Inc

4

.300

05/15/44

258,845‌

750,000

Caterpillar,

Inc

3

.250

09/19/49

520,666‌

750,000

Caterpillar,

Inc

3

.250

04/09/50

518,109‌

1,000,000

CNH

Industrial

Capital

LLC

1

.875

01/15/26

969,412‌

1,000,000

CNH

Industrial

Capital

LLC

1

.450

07/15/26

950,889‌

1,000,000

CNH

Industrial

Capital

LLC

4

.550

04/10/28

986,327‌

1,000,000

CNH

Industrial

Capital

LLC

5

.100

04/20/29

1,000,197‌

500,000

CNH

Industrial

NV

3

.850

11/15/27

488,378‌

1,000,000

Cummins,

Inc

4

.900

02/20/29

1,006,238‌

1,000,000

Cummins,

Inc

1

.500

09/01/30

836,911‌

1,000,000

Cummins,

Inc

5

.150

02/20/34

1,000,563‌

200,000

Cummins,

Inc

4

.875

10/01/43

183,300‌

Bond

Index

Fund

16

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

750,000

Cummins,

Inc

2

.600

%

09/01/50

$

446,667‌

500,000

Cummins,

Inc

5

.450

02/20/54

486,541‌

218,000

Deere

&

Co

5

.375

10/16/29

224,903‌

500,000

Deere

&

Co

2

.875

09/07/49

326,467‌

825,000

Dover

Corp

3

.150

11/15/25

813,330‌

100,000

Dover

Corp

2

.950

11/04/29

91,154‌

100,000

Dover

Corp

5

.375

03/01/41

96,910‌

200,000

Eaton

Corp

3

.103

09/15/27

192,604‌

1,000,000

Eaton

Corp

4

.350

05/18/28

991,569‌

150,000

Eaton

Corp

4

.000

11/02/32

140,156‌

1,250,000

Eaton

Corp

4

.150

03/15/33

1,175,074‌

925,000

Eaton

Corp

4

.150

11/02/42

779,902‌

200,000

Eaton

Corp

3

.915

09/15/47

155,871‌

1,250,000

Eaton

Corp

4

.700

08/23/52

1,099,384‌

200,000

Emerson

Electric

Co

3

.150

06/01/25

198,990‌

1,000,000

Emerson

Electric

Co

0

.875

10/15/26

939,785‌

500,000

Emerson

Electric

Co

1

.800

10/15/27

464,604‌

500,000

Emerson

Electric

Co

2

.000

12/21/28

451,468‌

750,000

Emerson

Electric

Co

1

.950

10/15/30

643,789‌

500,000

Emerson

Electric

Co

2

.200

12/21/31

420,182‌

200,000

Emerson

Electric

Co

5

.250

11/15/39

197,835‌

500,000

Emerson

Electric

Co

2

.750

10/15/50

310,933‌

500,000

Emerson

Electric

Co

2

.800

12/21/51

308,841‌

375,000

Ferguson

Enterprises,

Inc

5

.000

10/03/34

358,374‌

500,000

Flowserve

Corp

3

.500

10/01/30

456,120‌

1,000,000

Flowserve

Corp

2

.800

01/15/32

850,330‌

875,000

Fortive

Corp

3

.150

06/15/26

854,953‌

250,000

Fortive

Corp

4

.300

06/15/46

201,122‌

500,000

Fortune

Brands

Innovations,

Inc

4

.000

03/25/32

461,345‌

1,000,000

Fortune

Brands

Innovations,

Inc

5

.875

06/01/33

1,025,542‌

500,000

Fortune

Brands

Innovations,

Inc

4

.500

03/25/52

393,821‌

500,000

GATX

Corp

3

.250

09/15/26

486,682‌

200,000

GATX

Corp

3

.500

03/15/28

190,941‌

200,000

GATX

Corp

4

.550

11/07/28

196,667‌

425,000

GATX

Corp

4

.700

04/01/29

418,527‌

500,000

GATX

Corp

4

.000

06/30/30

473,325‌

1,000,000

GATX

Corp

1

.900

06/01/31

813,046‌

500,000

GATX

Corp

4

.900

03/15/33

482,127‌

750,000

GATX

Corp

5

.450

09/15/33

752,025‌

700,000

GATX

Corp

6

.050

03/15/34

731,414‌

225,000

GATX

Corp

5

.200

03/15/44

204,404‌

750,000

GATX

Corp

6

.050

06/05/54

768,826‌

500,000

GE

Capital

Funding

LLC

3

.450

05/15/25

497,167‌

3,000,000

General

Dynamics

Corp

1

.150

06/01/26

2,866,456‌

900,000

General

Dynamics

Corp

2

.250

06/01/31

768,176‌

1,000,000

General

Dynamics

Corp

2

.850

06/01/41

712,987‌

225,000

General

Dynamics

Corp

3

.600

11/15/42

176,954‌

1,950,000

General

Dynamics

Corp

4

.250

04/01/50

1,609,729‌

750,000

HEICO

Corp

5

.250

08/01/28

757,143‌

750,000

HEICO

Corp

5

.350

08/01/33

748,204‌

1,700,000

Honeywell

International,

Inc

2

.500

11/01/26

1,640,872‌

750,000

Honeywell

International,

Inc

4

.950

02/15/28

758,575‌

1,000,000

(a)

Honeywell

International,

Inc

4

.875

09/01/29

1,006,020‌

1,000,000

Honeywell

International,

Inc

4

.700

02/01/30

994,669‌

950,000

Honeywell

International,

Inc

1

.950

06/01/30

820,243‌

1,000,000

Honeywell

International,

Inc

4

.950

09/01/31

1,000,417‌

1,000,000

Honeywell

International,

Inc

4

.750

02/01/32

983,865‌

1,000,000

Honeywell

International,

Inc

5

.000

02/15/33

994,613‌

2,000,000

Honeywell

International,

Inc

4

.500

01/15/34

1,908,306‌

2,500,000

Honeywell

International,

Inc

5

.000

03/01/35

2,449,886‌

782,000

Honeywell

International,

Inc

3

.812

11/21/47

599,078‌

575,000

Honeywell

International,

Inc

2

.800

06/01/50

360,551‌

17

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

1,500,000

Honeywell

International,

Inc

5

.250

%

03/01/54

$

1,404,723‌

1,000,000

Honeywell

International,

Inc

5

.350

03/01/64

937,479‌

2,500,000

Howmet

Aerospace,

Inc

4

.850

10/15/31

2,449,929‌

200,000

Hubbell,

Inc

3

.350

03/01/26

196,732‌

500,000

Hubbell,

Inc

3

.150

08/15/27

478,666‌

200,000

Hubbell,

Inc

3

.500

02/15/28

192,115‌

1,000,000

Hubbell,

Inc

2

.300

03/15/31

848,514‌

500,000

Huntington

Ingalls

Industries,

Inc

3

.844

05/01/25

497,841‌

1,000,000

Huntington

Ingalls

Industries,

Inc

5

.353

01/15/30

1,001,986‌

500,000

Huntington

Ingalls

Industries,

Inc

4

.200

05/01/30

474,470‌

1,000,000

Huntington

Ingalls

Industries,

Inc

5

.749

01/15/35

997,293‌

500,000

IDEX

Corp

4

.950

09/01/29

497,832‌

500,000

IDEX

Corp

3

.000

05/01/30

452,589‌

1,000,000

IDEX

Corp

2

.625

06/15/31

858,761‌

1,000,000

Illinois

Tool

Works,

Inc

2

.650

11/15/26

971,069‌

200,000

Illinois

Tool

Works,

Inc

4

.875

09/15/41

187,082‌

1,000,000

Illinois

Tool

Works,

Inc

3

.900

09/01/42

816,936‌

150,000

Ingersoll

Rand,

Inc

5

.400

08/14/28

152,387‌

1,500,000

Ingersoll

Rand,

Inc

5

.176

06/15/29

1,514,820‌

1,250,000

Ingersoll

Rand,

Inc

5

.314

06/15/31

1,263,825‌

125,000

Ingersoll

Rand,

Inc

5

.700

08/14/33

127,908‌

1,250,000

Ingersoll

Rand,

Inc

5

.450

06/15/34

1,258,440‌

125,000

John

Deere

Capital

Corp

3

.400

09/11/25

123,972‌

1,000,000

John

Deere

Capital

Corp

0

.700

01/15/26

961,902‌

500,000

John

Deere

Capital

Corp

2

.250

09/14/26

482,143‌

1,000,000

John

Deere

Capital

Corp

1

.300

10/13/26

946,346‌

250,000

John

Deere

Capital

Corp

1

.750

03/09/27

235,475‌

200,000

John

Deere

Capital

Corp

2

.800

09/08/27

191,660‌

1,000,000

John

Deere

Capital

Corp

4

.150

09/15/27

990,331‌

200,000

John

Deere

Capital

Corp

3

.050

01/06/28

192,174‌

1,000,000

John

Deere

Capital

Corp

4

.750

01/20/28

1,005,124‌

1,000,000

John

Deere

Capital

Corp

4

.900

03/03/28

1,007,453‌

2,000,000

John

Deere

Capital

Corp

1

.500

03/06/28

1,817,399‌

575,000

John

Deere

Capital

Corp

4

.950

07/14/28

580,535‌

1,500,000

(a)

John

Deere

Capital

Corp

3

.350

04/18/29

1,423,178‌

2,000,000

John

Deere

Capital

Corp

4

.850

06/11/29

2,007,361‌

500,000

John

Deere

Capital

Corp

2

.800

07/18/29

460,762‌

1,000,000

John

Deere

Capital

Corp

4

.850

10/11/29

1,007,281‌

500,000

John

Deere

Capital

Corp

2

.450

01/09/30

449,621‌

1,500,000

John

Deere

Capital

Corp

4

.700

06/10/30

1,496,204‌

1,000,000

John

Deere

Capital

Corp

1

.450

01/15/31

824,190‌

2,500,000

John

Deere

Capital

Corp

4

.900

03/07/31

2,500,800‌

2,000,000

John

Deere

Capital

Corp

2

.000

06/17/31

1,677,108‌

3,000,000

John

Deere

Capital

Corp

4

.400

09/08/31

2,910,806‌

450,000

John

Deere

Capital

Corp

3

.900

06/07/32

418,205‌

1,000,000

John

Deere

Capital

Corp

4

.350

09/15/32

958,760‌

2,000,000

John

Deere

Capital

Corp

5

.150

09/08/33

2,006,465‌

1,000,000

John

Deere

Capital

Corp

5

.100

04/11/34

998,278‌

2,000,000

John

Deere

Capital

Corp

5

.050

06/12/34

1,991,226‌

474,000

Johnson

Controls

International

plc

3

.900

02/14/26

469,348‌

1,000,000

Johnson

Controls

International

plc

5

.500

04/19/29

1,017,754‌

1,000,000

Johnson

Controls

International

plc

1

.750

09/15/30

837,822‌

1,000,000

Johnson

Controls

International

plc

2

.000

09/16/31

825,468‌

1,000,000

Johnson

Controls

International

plc

4

.900

12/01/32

974,301‌

207,000

Johnson

Controls

International

plc

6

.000

01/15/36

215,606‌

325,000

Johnson

Controls

International

plc

4

.625

07/02/44

278,873‌

6,000

Johnson

Controls

International

plc

5

.125

09/14/45

5,359‌

300,000

Johnson

Controls

International

plc

4

.500

02/15/47

249,673‌

72,000

Johnson

Controls

International

plc

(Step

Bond)

4

.950

07/02/64

60,795‌

200,000

Kennametal,

Inc

4

.625

06/15/28

197,382‌

1,000,000

Kennametal,

Inc

2

.800

03/01/31

858,668‌

600,000

L3Harris

Technologies,

Inc

3

.850

12/15/26

590,627‌

Bond

Index

Fund

18

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

1,000,000

L3Harris

Technologies,

Inc

5

.400

%

01/15/27

$

1,012,289‌

625,000

L3Harris

Technologies,

Inc

4

.400

06/15/28

614,019‌

1,275,000

L3Harris

Technologies,

Inc

4

.400

06/15/28

1,252,599‌

1,000,000

L3Harris

Technologies,

Inc

5

.050

06/01/29

999,772‌

175,000

L3Harris

Technologies,

Inc

2

.900

12/15/29

158,346‌

1,000,000

L3Harris

Technologies,

Inc

1

.800

01/15/31

823,374‌

1,000,000

L3Harris

Technologies,

Inc

5

.250

06/01/31

1,000,630‌

1,000,000

L3Harris

Technologies,

Inc

5

.400

07/31/33

998,211‌

1,000,000

L3Harris

Technologies,

Inc

5

.350

06/01/34

995,797‌

300,000

L3Harris

Technologies,

Inc

4

.854

04/27/35

285,295‌

600,000

L3Harris

Technologies,

Inc

5

.054

04/27/45

549,772‌

1,000,000

L3Harris

Technologies,

Inc

5

.600

07/31/53

967,991‌

1,000,000

L3Harris

Technologies,

Inc

5

.500

08/15/54

960,527‌

100,000

Legrand

France

S.A.

8

.500

02/15/25

100,291‌

100,000

Lennox

International,

Inc

1

.700

08/01/27

92,211‌

1,000,000

Lennox

International,

Inc

5

.500

09/15/28

1,017,069‌

1,100,000

Lockheed

Martin

Corp

3

.550

01/15/26

1,089,661‌

750,000

Lockheed

Martin

Corp

5

.100

11/15/27

761,535‌

1,000,000

Lockheed

Martin

Corp

4

.450

05/15/28

992,452‌

1,000,000

Lockheed

Martin

Corp

4

.500

02/15/29

988,637‌

150,000

Lockheed

Martin

Corp

1

.850

06/15/30

128,571‌

1,000,000

Lockheed

Martin

Corp

4

.700

12/15/31

984,206‌

625,000

Lockheed

Martin

Corp

3

.900

06/15/32

580,556‌

550,000

Lockheed

Martin

Corp

5

.250

01/15/33

555,822‌

1,000,000

Lockheed

Martin

Corp

4

.750

02/15/34

970,345‌

1,000,000

Lockheed

Martin

Corp

4

.800

08/15/34

970,497‌

300,000

Lockheed

Martin

Corp

3

.600

03/01/35

263,009‌

500,000

Lockheed

Martin

Corp

4

.500

05/15/36

468,764‌

1,833,000

Lockheed

Martin

Corp

4

.070

12/15/42

1,527,646‌

275,000

Lockheed

Martin

Corp

3

.800

03/01/45

216,747‌

200,000

Lockheed

Martin

Corp

4

.700

05/15/46

178,710‌

1,150,000

Lockheed

Martin

Corp

2

.800

06/15/50

719,803‌

1,894,000

Lockheed

Martin

Corp

4

.090

09/15/52

1,498,152‌

1,000,000

Lockheed

Martin

Corp

4

.150

06/15/53

799,118‌

750,000

Lockheed

Martin

Corp

5

.700

11/15/54

763,908‌

1,375,000

(a)

Lockheed

Martin

Corp

5

.200

02/15/55

1,295,247‌

1,000,000

Lockheed

Martin

Corp

4

.300

06/15/62

792,746‌

750,000

Lockheed

Martin

Corp

5

.900

11/15/63

782,715‌

325,000

Lockheed

Martin

Corp

5

.200

02/15/64

301,437‌

200,000

Masco

Corp

3

.500

11/15/27

192,617‌

200,000

Masco

Corp

1

.500

02/15/28

180,184‌

500,000

Masco

Corp

2

.000

10/01/30

421,107‌

550,000

Masco

Corp

2

.000

02/15/31

459,005‌

700,000

Masco

Corp

4

.500

05/15/47

571,795‌

1,000,000

Masco

Corp

3

.125

02/15/51

629,640‌

500,000

MasTec,

Inc

5

.900

06/15/29

508,951‌

735,000

Nature

Conservancy

3

.957

03/01/52

586,058‌

1,000,000

Nordson

Corp

5

.600

09/15/28

1,021,433‌

1,000,000

Nordson

Corp

4

.500

12/15/29

975,448‌

500,000

(a)

Nordson

Corp

5

.800

09/15/33

514,723‌

300,000

Northrop

Grumman

Corp

3

.200

02/01/27

291,498‌

3,275,000

Northrop

Grumman

Corp

3

.250

01/15/28

3,130,617‌

1,000,000

Northrop

Grumman

Corp

4

.600

02/01/29

991,762‌

425,000

Northrop

Grumman

Corp

4

.400

05/01/30

413,817‌

1,500,000

Northrop

Grumman

Corp

4

.700

03/15/33

1,453,982‌

1,000,000

Northrop

Grumman

Corp

4

.900

06/01/34

975,264‌

100,000

Northrop

Grumman

Corp

5

.050

11/15/40

93,990‌

700,000

Northrop

Grumman

Corp

4

.750

06/01/43

627,286‌

300,000

Northrop

Grumman

Corp

3

.850

04/15/45

234,513‌

1,450,000

Northrop

Grumman

Corp

4

.030

10/15/47

1,138,299‌

1,000,000

Northrop

Grumman

Corp

5

.250

05/01/50

936,424‌

1,500,000

Northrop

Grumman

Corp

4

.950

03/15/53

1,340,489‌

19

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

1,000,000

Northrop

Grumman

Corp

5

.200

%

06/01/54

$

930,229‌

200,000

nVent

Finance

Sarl

4

.550

04/15/28

197,965‌

1,000,000

nVent

Finance

Sarl

2

.750

11/15/31

839,321‌

500,000

nVent

Finance

Sarl

5

.650

05/15/33

499,825‌

100,000

Oshkosh

Corp

3

.100

03/01/30

91,466‌

1,000,000

Otis

Worldwide

Corp

2

.293

04/05/27

947,524‌

1,000,000

Otis

Worldwide

Corp

5

.250

08/16/28

1,012,312‌

525,000

Otis

Worldwide

Corp

2

.565

02/15/30

466,347‌

1,500,000

Otis

Worldwide

Corp

5

.125

11/19/31

1,500,623‌

500,000

Otis

Worldwide

Corp

3

.112

02/15/40

374,025‌

450,000

Otis

Worldwide

Corp

3

.362

02/15/50

309,565‌

300,000

Owens

Corning

3

.400

08/15/26

293,407‌

500,000

Owens

Corning

3

.950

08/15/29

476,247‌

300,000

Owens

Corning

3

.875

06/01/30

282,603‌

625,000

Owens

Corning

5

.700

06/15/34

634,910‌

525,000

Owens

Corning

4

.300

07/15/47

418,373‌

350,000

Owens

Corning

4

.400

01/30/48

281,113‌

500,000

PACCAR

Financial

Corp

5

.200

11/09/26

506,834‌

1,500,000

PACCAR

Financial

Corp

4

.600

01/10/28

1,497,169‌

1,500,000

PACCAR

Financial

Corp

4

.950

08/10/28

1,511,384‌

1,000,000

PACCAR

Financial

Corp

4

.600

01/31/29

997,522‌

1,000,000

PACCAR

Financial

Corp

4

.000

09/26/29

967,205‌

1,000,000

(a)

PACCAR

Financial

Corp

5

.000

03/22/34

1,005,484‌

650,000

Parker-Hannifin

Corp

3

.250

03/01/27

631,359‌

1,500,000

Parker-Hannifin

Corp

4

.250

09/15/27

1,484,197‌

1,825,000

Parker-Hannifin

Corp

3

.250

06/14/29

1,708,447‌

1,500,000

Parker-Hannifin

Corp

4

.500

09/15/29

1,478,946‌

200,000

Parker-Hannifin

Corp

4

.200

11/21/34

185,141‌

200,000

Parker-Hannifin

Corp

4

.450

11/21/44

171,064‌

750,000

Parker-Hannifin

Corp

4

.100

03/01/47

601,208‌

225,000

Parker-Hannifin

Corp

4

.000

06/14/49

175,635‌

500,000

Pentair

Finance

Sarl

5

.900

07/15/32

512,880‌

400,000

Precision

Castparts

Corp

4

.200

06/15/35

369,115‌

100,000

Precision

Castparts

Corp

3

.900

01/15/43

80,440‌

1,000,000

Quanta

Services,

Inc

2

.900

10/01/30

892,328‌

600,000

Quanta

Services,

Inc

2

.350

01/15/32

496,411‌

1,000,000

Quanta

Services,

Inc

5

.250

08/09/34

976,798‌

1,000,000

Quanta

Services,

Inc

3

.050

10/01/41

702,177‌

1,325,000

Raytheon

Technologies

Corp

3

.500

03/15/27

1,292,392‌

725,000

Raytheon

Technologies

Corp

3

.125

05/04/27

699,800‌

200,000

Raytheon

Technologies

Corp

7

.200

08/15/27

211,916‌

2,550,000

Raytheon

Technologies

Corp

4

.125

11/16/28

2,481,964‌

2,000,000

Raytheon

Technologies

Corp

5

.750

01/15/29

2,064,642‌

4,500,000

Raytheon

Technologies

Corp

2

.250

07/01/30

3,913,871‌

1,500,000

Raytheon

Technologies

Corp

6

.000

03/15/31

1,573,546‌

1,000,000

Raytheon

Technologies

Corp

1

.900

09/01/31

818,078‌

1,000,000

Raytheon

Technologies

Corp

2

.375

03/15/32

830,074‌

1,050,000

Raytheon

Technologies

Corp

5

.150

02/27/33

1,041,175‌

1,500,000

Raytheon

Technologies

Corp

6

.100

03/15/34

1,579,493‌

750,000

Raytheon

Technologies

Corp

4

.450

11/16/38

667,263‌

100,000

Raytheon

Technologies

Corp

4

.700

12/15/41

88,759‌

2,150,000

Raytheon

Technologies

Corp

4

.500

06/01/42

1,855,657‌

125,000

Raytheon

Technologies

Corp

4

.800

12/15/43

110,904‌

150,000

Raytheon

Technologies

Corp

4

.200

12/15/44

119,729‌

1,650,000

Raytheon

Technologies

Corp

4

.150

05/15/45

1,330,649‌

700,000

Raytheon

Technologies

Corp

4

.350

04/15/47

574,941‌

2,325,000

Raytheon

Technologies

Corp

4

.625

11/16/48

1,975,306‌

2,000,000

Raytheon

Technologies

Corp

3

.125

07/01/50

1,309,037‌

1,000,000

Raytheon

Technologies

Corp

2

.820

09/01/51

605,732‌

1,000,000

Raytheon

Technologies

Corp

3

.030

03/15/52

632,523‌

1,000,000

Raytheon

Technologies

Corp

5

.375

02/27/53

949,545‌

1,500,000

Raytheon

Technologies

Corp

6

.400

03/15/54

1,631,351‌

Bond

Index

Fund

20

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

1,500,000

Regal

Rexnord

Corp

6

.050

%

04/15/28

$

1,525,680‌

1,000,000

Regal

Rexnord

Corp

6

.300

02/15/30

1,028,672‌

325,000

Regal

Rexnord

Corp

6

.400

04/15/33

335,332‌

400,000

Rockwell

Automation,

Inc

3

.500

03/01/29

379,928‌

150,000

Rockwell

Automation,

Inc

1

.750

08/15/31

123,020‌

400,000

Rockwell

Automation,

Inc

4

.200

03/01/49

329,286‌

1,000,000

(a)

Rockwell

Automation,

Inc

2

.800

08/15/61

560,281‌

1,000,000

(a)

Roper

Technologies,

Inc

4

.500

10/15/29

981,950‌

200,000

Snap-on,

Inc

3

.250

03/01/27

194,295‌

200,000

Snap-on,

Inc

4

.100

03/01/48

160,829‌

500,000

Snap-on,

Inc

3

.100

05/01/50

330,890‌

1,000,000

Stanley

Black

&

Decker,

Inc

6

.000

03/06/28

1,034,749‌

300,000

(a)

Stanley

Black

&

Decker,

Inc

4

.250

11/15/28

292,811‌

1,000,000

Stanley

Black

&

Decker,

Inc

2

.300

03/15/30

866,739‌

1,000,000

Stanley

Black

&

Decker,

Inc

3

.000

05/15/32

856,620‌

100,000

Stanley

Black

&

Decker,

Inc

5

.200

09/01/40

94,172‌

425,000

(a)

Stanley

Black

&

Decker,

Inc

4

.850

11/15/48

361,853‌

1,500,000

(a)

Stanley

Black

&

Decker,

Inc

2

.750

11/15/50

862,195‌

450,000

Stanley

Black

&

Decker,

Inc

4

.000

03/15/60

443,319‌

150,000

Textron,

Inc

4

.000

03/15/26

148,506‌

500,000

Textron,

Inc

3

.650

03/15/27

487,225‌

100,000

Textron,

Inc

3

.375

03/01/28

95,063‌

750,000

Textron,

Inc

3

.900

09/17/29

712,710‌

500,000

Textron,

Inc

3

.000

06/01/30

449,554‌

300,000

Textron,

Inc

2

.450

03/15/31

255,253‌

500,000

Textron,

Inc

6

.100

11/15/33

521,116‌

200,000

Timken

Co

4

.500

12/15/28

196,156‌

1,000,000

Timken

Co

4

.125

04/01/32

916,603‌

425,000

Trane

Technologies

Financing

Ltd

5

.250

03/03/33

426,145‌

900,000

Trane

Technologies

Financing

Ltd

5

.100

06/13/34

889,845‌

400,000

Trane

Technologies

Global

Holding

Co

Ltd

3

.750

08/21/28

385,995‌

200,000

Trane

Technologies

Global

Holding

Co

Ltd

5

.750

06/15/43

201,786‌

450,000

Trane

Technologies

Global

Holding

Co

Ltd

4

.300

02/21/48

372,870‌

100,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.500

03/21/26

98,596‌

1,000,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.800

03/21/29

959,035‌

300,000

Trane

Technologies

Luxembourg

Finance

S.A.

4

.500

03/21/49

257,335‌

1,000,000

Triton

Container

International

Ltd

3

.250

03/15/32

846,651‌

100,000

Tyco

Electronics

Group

S.A.

3

.700

02/15/26

98,908‌

1,150,000

Tyco

Electronics

Group

S.A.

3

.125

08/15/27

1,106,097‌

500,000

Tyco

Electronics

Group

S.A.

4

.625

02/01/30

495,064‌

900,000

Tyco

Electronics

Group

S.A.

2

.500

02/04/32

764,118‌

200,000

Valmont

Industries,

Inc

5

.000

10/01/44

181,105‌

200,000

Valmont

Industries,

Inc

5

.250

10/01/54

183,081‌

300,000

Westinghouse

Air

Brake

Technologies

Corp

3

.450

11/15/26

292,509‌

875,000

Westinghouse

Air

Brake

Technologies

Corp

4

.700

09/15/28

866,595‌

1,000,000

Westinghouse

Air

Brake

Technologies

Corp

5

.611

03/11/34

1,012,819‌

1,000,000

WW

Grainger,

Inc

4

.450

09/15/34

951,577‌

800,000

WW

Grainger,

Inc

4

.600

06/15/45

714,250‌

200,000

WW

Grainger,

Inc

3

.750

05/15/46

155,353‌

125,000

WW

Grainger,

Inc

4

.200

05/15/47

102,749‌

775,000

Xylem,

Inc

3

.250

11/01/26

755,415‌

225,000

Xylem,

Inc

1

.950

01/30/28

206,295‌

150,000

(a)

Xylem,

Inc

2

.250

01/30/31

127,845‌

100,000

Xylem,

Inc

4

.375

11/01/46

81,291‌

TOTAL

CAPITAL

GOODS

310,040,861‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

400,000

Automatic

Data

Processing,

Inc

1

.700

05/15/28

365,289‌

900,000

Automatic

Data

Processing,

Inc

1

.250

09/01/30

747,509‌

775,000

Automatic

Data

Processing,

Inc

4

.450

09/09/34

737,813‌

200,000

Block

Financial

LLC

5

.250

10/01/25

200,194‌

1,000,000

Block

Financial

LLC

2

.500

07/15/28

909,448‌

750,000

Block

Financial

LLC

3

.875

08/15/30

691,977‌

21

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

(continued)

$

350,000

Broadridge

Financial

Solutions,

Inc

3

.400

%

06/27/26

$

343,317‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2

.900

12/01/29

904,059‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2

.600

05/01/31

855,702‌

675,000

Cintas

Corp

No

2

3

.700

04/01/27

661,628‌

1,500,000

(a)

Concentrix

Corp

6

.600

08/02/28

1,536,913‌

1,500,000

(a)

Concentrix

Corp

6

.850

08/02/33

1,513,088‌

2,000,000

Corp

Andina

de

Fomento

4

.125

01/07/28

1,969,380‌

1,000,000

Corp

Andina

de

Fomento

5

.000

01/24/29

1,003,479‌

750,000

Council

Of

Europe

Development

Bank

4

.125

01/24/29

739,951‌

125,000

Equifax,

Inc

2

.600

12/15/25

122,477‌

1,000,000

Equifax,

Inc

5

.100

12/15/27

1,005,672‌

1,000,000

Equifax,

Inc

5

.100

06/01/28

1,003,749‌

1,000,000

Equifax,

Inc

4

.800

09/15/29

987,307‌

100,000

Equifax,

Inc

3

.100

05/15/30

90,717‌

2,000,000

Equifax,

Inc

2

.350

09/15/31

1,672,156‌

3,810,000

European

Investment

Bank

3

.750

11/15/29

3,690,975‌

1,195,000

International

Bank

for

Reconstruction

&

Development

4

.000

08/27/26

1,188,558‌

6,185,000

International

Bank

for

Reconstruction

&

Development

3

.875

10/16/29

6,026,456‌

3,720,000

International

Bank

for

Reconstruction

&

Development

4

.000

01/10/31

3,608,121‌

4,000,000

International

Bank

for

Reconstruction

&

Development

4

.500

04/10/31

3,985,576‌

1,775,000

International

Bank

for

Reconstruction

&

Development

3

.875

08/28/34

1,663,403‌

1,500,000

Jacobs

Engineering

Group,

Inc

5

.900

03/01/33

1,519,648‌

1,500,000

Mastercard,

Inc

4

.350

01/15/32

1,449,647‌

1,500,000

Mastercard,

Inc

4

.550

01/15/35

1,437,387‌

625,000

RELX

Capital,

Inc

4

.000

03/18/29

603,282‌

100,000

RELX

Capital,

Inc

3

.000

05/22/30

90,852‌

275,000

RELX

Capital,

Inc

4

.750

05/20/32

267,823‌

275,000

Republic

Services,

Inc

0

.875

11/15/25

266,045‌

900,000

Republic

Services,

Inc

2

.900

07/01/26

879,801‌

100,000

Republic

Services,

Inc

3

.375

11/15/27

96,686‌

1,000,000

Republic

Services,

Inc

4

.875

04/01/29

997,675‌

750,000

Republic

Services,

Inc

5

.000

11/15/29

754,040‌

500,000

Republic

Services,

Inc

2

.300

03/01/30

439,203‌

1,000,000

Republic

Services,

Inc

1

.450

02/15/31

811,045‌

575,000

Republic

Services,

Inc

1

.750

02/15/32

461,916‌

1,000,000

Republic

Services,

Inc

2

.375

03/15/33

810,024‌

1,000,000

Republic

Services,

Inc

5

.000

12/15/33

983,709‌

425,000

Republic

Services,

Inc

5

.000

04/01/34

414,543‌

750,000

Republic

Services,

Inc

5

.200

11/15/34

742,819‌

1,000,000

Republic

Services,

Inc

3

.050

03/01/50

672,456‌

880,000

Rockefeller

Foundation

2

.492

10/01/50

532,217‌

1,200,000

Thomson

Reuters

Corp

3

.350

05/15/26

1,178,205‌

145,000

Thomson

Reuters

Corp

5

.850

04/15/40

146,911‌

200,000

Thomson

Reuters

Corp

5

.650

11/23/43

193,096‌

850,000

Verisk

Analytics,

Inc

4

.125

03/15/29

823,291‌

750,000

Verisk

Analytics,

Inc

5

.750

04/01/33

770,832‌

300,000

Verisk

Analytics,

Inc

5

.500

06/15/45

282,428‌

200,000

Verisk

Analytics,

Inc

3

.625

05/15/50

139,577‌

750,000

Waste

Connections,

Inc

3

.500

05/01/29

708,760‌

500,000

Waste

Connections,

Inc

2

.600

02/01/30

447,261‌

700,000

Waste

Connections,

Inc

2

.200

01/15/32

576,656‌

100,000

Waste

Connections,

Inc

3

.200

06/01/32

87,522‌

425,000

Waste

Connections,

Inc

4

.200

01/15/33

395,030‌

1,500,000

Waste

Connections,

Inc

5

.000

03/01/34

1,463,924‌

500,000

(a)

Waste

Connections,

Inc

3

.050

04/01/50

321,762‌

575,000

Waste

Connections,

Inc

2

.950

01/15/52

358,707‌

500,000

Waste

Management,

Inc

1

.150

03/15/28

447,443‌

1,000,000

Waste

Management,

Inc

4

.500

03/15/28

993,824‌

1,000,000

(a)

Waste

Management,

Inc

4

.875

02/15/29

1,004,797‌

1,000,000

Waste

Management,

Inc

2

.000

06/01/29

888,254‌

1,000,000

Waste

Management,

Inc

4

.625

02/15/30

990,836‌

1,500,000

Waste

Management,

Inc

4

.650

03/15/30

1,481,998‌

Bond

Index

Fund

22

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

(continued)

$

1,000,000

Waste

Management,

Inc

1

.500

%

03/15/31

$

813,944‌

2,000,000

Waste

Management,

Inc

4

.950

07/03/31

2,002,012‌

1,000,000

(a)

Waste

Management,

Inc

4

.800

03/15/32

982,807‌

1,500,000

Waste

Management,

Inc

4

.150

04/15/32

1,417,539‌

1,000,000

(a)

Waste

Management,

Inc

4

.625

02/15/33

973,935‌

1,000,000

Waste

Management,

Inc

4

.875

02/15/34

981,057‌

950,000

Waste

Management,

Inc

4

.950

03/15/35

926,200‌

1,000,000

Waste

Management,

Inc

2

.950

06/01/41

725,659‌

250,000

Waste

Management,

Inc

2

.500

11/15/50

145,311‌

1,500,000

Waste

Management,

Inc

5

.350

10/15/54

1,440,845‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

76,566,155‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

1,325,000

Alibaba

Group

Holding

Ltd

3

.400

12/06/27

1,278,315‌

1,500,000

(a),(c)

Alibaba

Group

Holding

Ltd

4

.875

05/26/30

1,486,489‌

1,250,000

(a)

Alibaba

Group

Holding

Ltd

2

.125

02/09/31

1,053,164‌

500,000

(a)

Alibaba

Group

Holding

Ltd

4

.500

11/28/34

462,673‌

1,500,000

(c)

Alibaba

Group

Holding

Ltd

5

.250

05/26/35

1,468,962‌

750,000

Alibaba

Group

Holding

Ltd

4

.000

12/06/37

641,513‌

1,250,000

Alibaba

Group

Holding

Ltd

2

.700

02/09/41

848,392‌

1,500,000

Alibaba

Group

Holding

Ltd

4

.200

12/06/47

1,201,478‌

1,250,000

Alibaba

Group

Holding

Ltd

3

.150

02/09/51

804,791‌

1,000,000

(c)

Alibaba

Group

Holding

Ltd

5

.625

11/26/54

970,609‌

750,000

(a)

Alibaba

Group

Holding

Ltd

4

.400

12/06/57

593,689‌

1,250,000

(a)

Alibaba

Group

Holding

Ltd

3

.250

02/09/61

774,510‌

5,000,000

Amazon.com,

Inc

1

.000

05/12/26

4,783,974‌

3,000,000

Amazon.com,

Inc

3

.300

04/13/27

2,927,889‌

1,000,000

Amazon.com,

Inc

1

.200

06/03/27

927,070‌

2,000,000

Amazon.com,

Inc

3

.150

08/22/27

1,931,038‌

3,000,000

Amazon.com,

Inc

4

.550

12/01/27

3,018,036‌

2,000,000

Amazon.com,

Inc

1

.650

05/12/28

1,821,346‌

2,000,000

(a)

Amazon.com,

Inc

3

.450

04/13/29

1,917,984‌

2,000,000

(a)

Amazon.com,

Inc

4

.650

12/01/29

2,012,522‌

1,000,000

Amazon.com,

Inc

1

.500

06/03/30

848,334‌

2,000,000

Amazon.com,

Inc

2

.100

05/12/31

1,708,176‌

2,000,000

Amazon.com,

Inc

3

.600

04/13/32

1,851,237‌

2,000,000

Amazon.com,

Inc

4

.700

12/01/32

1,988,201‌

1,800,000

Amazon.com,

Inc

4

.800

12/05/34

1,791,501‌

2,625,000

Amazon.com,

Inc

3

.875

08/22/37

2,318,323‌

2,500,000

Amazon.com,

Inc

2

.875

05/12/41

1,835,136‌

775,000

Amazon.com,

Inc

4

.950

12/05/44

738,592‌

2,875,000

Amazon.com,

Inc

4

.050

08/22/47

2,375,638‌

1,900,000

Amazon.com,

Inc

2

.500

06/03/50

1,133,539‌

2,500,000

Amazon.com,

Inc

3

.100

05/12/51

1,685,091‌

2,000,000

Amazon.com,

Inc

3

.950

04/13/52

1,577,067‌

1,900,000

Amazon.com,

Inc

4

.250

08/22/57

1,555,887‌

2,500,000

Amazon.com,

Inc

3

.250

05/12/61

1,626,533‌

2,000,000

Amazon.com,

Inc

4

.100

04/13/62

1,565,103‌

244,000

AutoNation,

Inc

4

.500

10/01/25

243,052‌

200,000

AutoNation,

Inc

3

.800

11/15/27

193,310‌

1,500,000

AutoNation,

Inc

1

.950

08/01/28

1,348,515‌

100,000

(a)

AutoNation,

Inc

4

.750

06/01/30

96,547‌

425,000

AutoNation,

Inc

2

.400

08/01/31

350,655‌

900,000

(a)

AutoNation,

Inc

3

.850

03/01/32

806,664‌

100,000

AutoZone,

Inc

3

.125

04/21/26

97,981‌

650,000

AutoZone,

Inc

3

.750

06/01/27

635,132‌

1,000,000

AutoZone,

Inc

4

.500

02/01/28

990,948‌

200,000

AutoZone,

Inc

3

.750

04/18/29

190,601‌

1,000,000

AutoZone,

Inc

5

.100

07/15/29

1,005,815‌

500,000

AutoZone,

Inc

4

.000

04/15/30

476,003‌

600,000

AutoZone,

Inc

1

.650

01/15/31

493,436‌

225,000

AutoZone,

Inc

4

.750

08/01/32

217,639‌

1,000,000

AutoZone,

Inc

4

.750

02/01/33

959,415‌

23

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

(continued)

$

1,000,000

AutoZone,

Inc

5

.200

%

08/01/33

$

985,443‌

500,000

AutoZone,

Inc

6

.550

11/01/33

538,008‌

1,000,000

(a)

AutoZone,

Inc

5

.400

07/15/34

994,218‌

500,000

Best

Buy

Co,

Inc

4

.450

10/01/28

491,920‌

500,000

Best

Buy

Co,

Inc

1

.950

10/01/30

421,157‌

1,325,000

Cintas

Corp

No

2

4

.000

05/01/32

1,239,903‌

2,000,000

Dell

International

LLC

3

.375

12/15/41

1,471,453‌

1,000,000

(a)

Dick's

Sporting

Goods,

Inc

3

.150

01/15/32

875,741‌

1,000,000

Dick's

Sporting

Goods,

Inc

4

.100

01/15/52

730,533‌

1,000,000

eBay,

Inc

1

.400

05/10/26

957,427‌

1,200,000

eBay,

Inc

3

.600

06/05/27

1,170,505‌

500,000

eBay,

Inc

5

.950

11/22/27

516,602‌

1,200,000

eBay,

Inc

2

.700

03/11/30

1,076,455‌

1,000,000

(a)

eBay,

Inc

2

.600

05/10/31

861,909‌

500,000

eBay,

Inc

6

.300

11/22/32

530,925‌

200,000

eBay,

Inc

4

.000

07/15/42

159,031‌

1,000,000

(a)

eBay,

Inc

3

.650

05/10/51

711,347‌

1,000,000

Genuine

Parts

Co

6

.500

11/01/28

1,049,962‌

1,500,000

Genuine

Parts

Co

1

.875

11/01/30

1,252,412‌

275,000

Genuine

Parts

Co

2

.750

02/01/32

231,897‌

350,000

Home

Depot,

Inc

3

.350

09/15/25

347,025‌

1,925,000

Home

Depot,

Inc

3

.000

04/01/26

1,890,916‌

1,550,000

Home

Depot,

Inc

2

.125

09/15/26

1,491,214‌

1,000,000

Home

Depot,

Inc

2

.875

04/15/27

966,709‌

2,000,000

Home

Depot,

Inc

0

.900

03/15/28

1,785,090‌

1,000,000

Home

Depot,

Inc

1

.500

09/15/28

893,962‌

825,000

Home

Depot,

Inc

3

.900

12/06/28

803,694‌

2,500,000

Home

Depot,

Inc

4

.900

04/15/29

2,522,115‌

2,333,000

Home

Depot,

Inc

2

.950

06/15/29

2,163,530‌

2,500,000

Home

Depot,

Inc

4

.750

06/25/29

2,505,388‌

375,000

Home

Depot,

Inc

2

.700

04/15/30

337,639‌

2,000,000

Home

Depot,

Inc

1

.375

03/15/31

1,619,631‌

575,000

Home

Depot,

Inc

4

.850

06/25/31

574,784‌

1,000,000

Home

Depot,

Inc

1

.875

09/15/31

826,110‌

1,000,000

Home

Depot,

Inc

3

.250

04/15/32

892,138‌

1,000,000

Home

Depot,

Inc

4

.500

09/15/32

973,105‌

2,675,000

Home

Depot,

Inc

4

.950

06/25/34

2,638,861‌

425,000

Home

Depot,

Inc

5

.875

12/16/36

446,909‌

150,000

Home

Depot,

Inc

5

.950

04/01/41

157,490‌

675,000

Home

Depot,

Inc

4

.200

04/01/43

570,848‌

450,000

Home

Depot,

Inc

4

.875

02/15/44

411,635‌

650,000

Home

Depot,

Inc

4

.400

03/15/45

555,160‌

725,000

Home

Depot,

Inc

4

.250

04/01/46

603,066‌

2,100,000

Home

Depot,

Inc

3

.900

06/15/47

1,642,883‌

2,000,000

Home

Depot,

Inc

4

.500

12/06/48

1,708,397‌

1,000,000

Home

Depot,

Inc

3

.125

12/15/49

669,440‌

2,655,000

Home

Depot,

Inc

3

.350

04/15/50

1,850,930‌

3,000,000

Home

Depot,

Inc

2

.375

03/15/51

1,697,421‌

1,000,000

Home

Depot,

Inc

2

.750

09/15/51

610,057‌

500,000

Home

Depot,

Inc

3

.625

04/15/52

362,826‌

1,000,000

Home

Depot,

Inc

4

.950

09/15/52

910,424‌

400,000

Home

Depot,

Inc

5

.300

06/25/54

383,175‌

675,000

Home

Depot,

Inc

3

.500

09/15/56

467,929‌

325,000

Home

Depot,

Inc

5

.400

06/25/64

311,525‌

500,000

JD.com,

Inc

3

.375

01/14/30

461,908‌

500,000

JD.com,

Inc

4

.125

01/14/50

391,871‌

750,000

LKQ

Corp

5

.750

06/15/28

762,119‌

750,000

(a)

LKQ

Corp

6

.250

06/15/33

773,582‌

1,000,000

Lowe's

Cos,

Inc

4

.000

04/15/25

997,915‌

1,000,000

Lowe's

Cos,

Inc

4

.400

09/08/25

998,566‌

1,100,000

Lowe's

Cos,

Inc

3

.375

09/15/25

1,089,574‌

500,000

Lowe's

Cos,

Inc

2

.500

04/15/26

487,105‌

Bond

Index

Fund

24

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

(continued)

$

1,000,000

Lowe's

Cos,

Inc

3

.350

%

04/01/27

$

971,255‌

2,000,000

Lowe's

Cos,

Inc

1

.300

04/15/28

1,787,934‌

1,500,000

Lowe's

Cos,

Inc

1

.700

09/15/28

1,341,975‌

775,000

Lowe's

Cos,

Inc

3

.650

04/05/29

737,997‌

306,000

Lowe's

Cos,

Inc

4

.500

04/15/30

300,216‌

1,500,000

Lowe's

Cos,

Inc

1

.700

10/15/30

1,255,002‌

1,800,000

Lowe's

Cos,

Inc

2

.625

04/01/31

1,563,427‌

1,000,000

Lowe's

Cos,

Inc

3

.750

04/01/32

915,778‌

1,000,000

Lowe's

Cos,

Inc

5

.000

04/15/33

984,489‌

1,650,000

Lowe's

Cos,

Inc

5

.150

07/01/33

1,640,487‌

700,000

Lowe's

Cos,

Inc

2

.800

09/15/41

480,319‌

56,000

Lowe's

Cos,

Inc

4

.250

09/15/44

43,378‌

1,075,000

Lowe's

Cos,

Inc

3

.700

04/15/46

795,378‌

2,000,000

Lowe's

Cos,

Inc

4

.050

05/03/47

1,552,864‌

1,425,000

Lowe's

Cos,

Inc

4

.550

04/05/49

1,172,185‌

1,320,000

Lowe's

Cos,

Inc

5

.125

04/15/50

1,181,326‌

450,000

Lowe's

Cos,

Inc

3

.000

10/15/50

279,767‌

1,000,000

Lowe's

Cos,

Inc

3

.500

04/01/51

681,959‌

500,000

Lowe's

Cos,

Inc

4

.250

04/01/52

390,218‌

1,000,000

Lowe's

Cos,

Inc

5

.625

04/15/53

960,988‌

275,000

Lowe's

Cos,

Inc

5

.750

07/01/53

269,251‌

500,000

Lowe's

Cos,

Inc

4

.450

04/01/62

387,270‌

1,000,000

Lowe's

Cos,

Inc

5

.800

09/15/62

967,821‌

600,000

Lowe's

Cos,

Inc

5

.850

04/01/63

586,937‌

1,000,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

970,338‌

300,000

O'Reilly

Automotive,

Inc

4

.350

06/01/28

294,541‌

500,000

O'Reilly

Automotive,

Inc

3

.900

06/01/29

479,161‌

200,000

O'Reilly

Automotive,

Inc

1

.750

03/15/31

164,029‌

2,000,000

O'Reilly

Automotive,

Inc

4

.700

06/15/32

1,932,076‌

1,000,000

O'Reilly

Automotive,

Inc

5

.000

08/19/34

969,812‌

500,000

Ross

Stores,

Inc

0

.875

04/15/26

476,094‌

55,000

Ross

Stores,

Inc

4

.700

04/15/27

54,228‌

500,000

Ross

Stores,

Inc

1

.875

04/15/31

412,574‌

525,000

TJX

Cos,

Inc

2

.250

09/15/26

506,054‌

1,750,000

TJX

Cos,

Inc

1

.150

05/15/28

1,561,462‌

500,000

TJX

Cos,

Inc

1

.600

05/15/31

408,965‌

650,000

(a)

Tractor

Supply

Co

1

.750

11/01/30

543,874‌

1,000,000

Tractor

Supply

Co

5

.250

05/15/33

999,412‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

153,470,870‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

(a)

Brunswick

Corp

5

.850

03/18/29

1,015,592‌

1,000,000

(a)

Brunswick

Corp

2

.400

08/18/31

819,228‌

500,000

(a)

Brunswick

Corp

4

.400

09/15/32

458,043‌

1,000,000

DR

Horton,

Inc

1

.300

10/15/26

940,860‌

1,000,000

DR

Horton,

Inc

5

.000

10/15/34

965,386‌

750,000

Hasbro,

Inc

3

.550

11/19/26

733,325‌

775,000

Hasbro,

Inc

3

.500

09/15/27

746,871‌

1,000,000

Hasbro,

Inc

3

.900

11/19/29

939,593‌

500,000

Hasbro,

Inc

6

.050

05/14/34

502,148‌

100,000

Hasbro,

Inc

6

.350

03/15/40

101,050‌

200,000

Hasbro,

Inc

5

.100

05/15/44

173,473‌

475,000

Leggett

&

Platt,

Inc

3

.500

11/15/27

448,542‌

350,000

(a)

Leggett

&

Platt,

Inc

4

.400

03/15/29

327,419‌

1,000,000

(a)

Leggett

&

Platt,

Inc

3

.500

11/15/51

608,306‌

1,900,000

Lennar

Corp

4

.750

11/29/27

1,893,983‌

500,000

(a)

MDC

Holdings,

Inc

3

.966

08/06/61

372,943‌

500,000

Mohawk

Industries,

Inc

5

.850

09/18/28

514,161‌

750,000

Mohawk

Industries,

Inc

3

.625

05/15/30

692,666‌

650,000

NIKE,

Inc

2

.375

11/01/26

626,594‌

300,000

NIKE,

Inc

3

.625

05/01/43

235,009‌

825,000

NIKE,

Inc

3

.875

11/01/45

650,351‌

200,000

NIKE,

Inc

3

.375

11/01/46

144,276‌

25

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DURABLES

&

APPAREL

-

0.1%

(continued)

$

2,440,000

NIKE,

Inc

3

.375

%

03/27/50

$

1,718,399‌

1,000,000

NVR,

Inc

3

.000

05/15/30

902,245‌

750,000

Polaris,

Inc

6

.950

03/15/29

789,438‌

200,000

Ralph

Lauren

Corp

3

.750

09/15/25

198,443‌

1,000,000

Ralph

Lauren

Corp

2

.950

06/15/30

907,222‌

161,000

Tapestry,

Inc

4

.125

07/15/27

157,693‌

375,000

Tapestry,

Inc

5

.100

03/11/30

370,868‌

450,000

(a)

Tapestry,

Inc

3

.050

03/15/32

383,351‌

150,000

Tapestry,

Inc

5

.500

03/11/35

145,899‌

925,000

(a)

Whirlpool

Corp

4

.750

02/26/29

911,548‌

500,000

Whirlpool

Corp

2

.400

05/15/31

411,502‌

475,000

(a)

Whirlpool

Corp

4

.700

05/14/32

442,946‌

750,000

Whirlpool

Corp

5

.500

03/01/33

732,570‌

1,000,000

(a)

Whirlpool

Corp

5

.750

03/01/34

980,677‌

200,000

Whirlpool

Corp

4

.500

06/01/46

154,378‌

775,000

Whirlpool

Corp

4

.600

05/15/50

585,069‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

23,702,067‌

CONSUMER

SERVICES

-

0.3%

750,000

American

University

3

.672

04/01/49

569,787‌

300,000

Booking

Holdings,

Inc

3

.650

03/15/25

299,332‌

300,000

Booking

Holdings,

Inc

3

.600

06/01/26

296,100‌

900,000

Booking

Holdings,

Inc

3

.550

03/15/28

870,265‌

1,100,000

Booking

Holdings,

Inc

4

.625

04/13/30

1,089,767‌

1,000,000

Brown

University

2

.924

09/01/50

662,820‌

1,000,000

Case

Western

Reserve

University

5

.405

06/01/22

933,515‌

500,000

Choice

Hotels

International,

Inc

3

.700

12/01/29

464,231‌

425,000

Choice

Hotels

International,

Inc

5

.850

08/01/34

425,516‌

1,000,000

Claremont

McKenna

College

3

.775

01/01/22

646,723‌

330,000

(a)

Cornell

University

4

.835

06/15/34

323,450‌

200,000

Darden

Restaurants,

Inc

3

.850

05/01/27

195,547‌

1,500,000

Darden

Restaurants,

Inc

4

.550

10/15/29

1,463,292‌

500,000

Darden

Restaurants,

Inc

6

.300

10/10/33

524,459‌

300,000

Darden

Restaurants,

Inc

4

.550

02/15/48

241,071‌

500,000

Emory

University

2

.143

09/01/30

435,315‌

500,000

Emory

University

2

.969

09/01/50

331,084‌

1,200,000

Expedia

Group,

Inc

5

.000

02/15/26

1,201,643‌

750,000

Expedia

Group,

Inc

4

.625

08/01/27

746,944‌

175,000

Expedia

Group,

Inc

3

.800

02/15/28

169,036‌

750,000

Expedia

Group,

Inc

3

.250

02/15/30

691,556‌

270,000

Expedia

Group,

Inc

2

.950

03/15/31

237,679‌

100,000

Georgetown

University

4

.315

04/01/49

83,067‌

500,000

(a)

Georgetown

University

2

.943

04/01/50

321,474‌

200,000

(a)

Georgetown

University

5

.115

04/01/53

186,508‌

300,000

Georgetown

University

5

.215

10/01/18

262,469‌

2,000,000

Howard

University

5

.209

10/01/52

1,740,535‌

100,000

Hyatt

Hotels

Corp

4

.850

03/15/26

99,945‌

275,000

Hyatt

Hotels

Corp

5

.750

01/30/27

279,228‌

200,000

Hyatt

Hotels

Corp

4

.375

09/15/28

194,460‌

500,000

Hyatt

Hotels

Corp

5

.250

06/30/29

500,298‌

1,100,000

Hyatt

Hotels

Corp

5

.750

04/23/30

1,123,182‌

500,000

Hyatt

Hotels

Corp

5

.375

12/15/31

497,628‌

500,000

Hyatt

Hotels

Corp

5

.500

06/30/34

496,521‌

500,000

Johns

Hopkins

University

4

.705

07/01/32

488,720‌

750,000

Johns

Hopkins

University

2

.813

01/01/60

443,004‌

1,000,000

Las

Vegas

Sands

Corp

6

.000

08/15/29

1,012,986‌

1,000,000

Las

Vegas

Sands

Corp

6

.200

08/15/34

1,005,597‌

500,000

Leland

Stanford

Junior

University

1

.289

06/01/27

460,660‌

300,000

Leland

Stanford

Junior

University

3

.647

05/01/48

231,598‌

1,000,000

Leland

Stanford

Junior

University

2

.413

06/01/50

593,227‌

500,000

Marriott

International,

Inc

5

.000

10/15/27

503,972‌

1,250,000

Marriott

International,

Inc

4

.000

04/15/28

1,215,819‌

750,000

Marriott

International,

Inc

5

.550

10/15/28

766,271‌

Bond

Index

Fund

26

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.3%

(continued)

$

300,000

Marriott

International,

Inc

4

.650

%

12/01/28

$

297,828‌

500,000

Marriott

International,

Inc

4

.900

04/15/29

499,043‌

1,000,000

Marriott

International,

Inc

4

.875

05/15/29

996,308‌

500,000

Marriott

International,

Inc

4

.800

03/15/30

496,323‌

400,000

Marriott

International,

Inc

4

.625

06/15/30

392,556‌

1,000,000

Marriott

International,

Inc

2

.850

04/15/31

873,591‌

1,500,000

Marriott

International,

Inc

3

.500

10/15/32

1,323,302‌

2,000,000

Marriott

International,

Inc

2

.750

10/15/33

1,642,270‌

1,000,000

Marriott

International,

Inc

5

.300

05/15/34

992,215‌

500,000

Marriott

International,

Inc

5

.350

03/15/35

492,917‌

1,500,000

Massachusetts

Institute

of

Technology

2

.989

07/01/50

1,008,304‌

1,000,000

(a)

Massachusetts

Institute

of

Technology

2

.294

07/01/51

574,339‌

750,000

Massachusetts

Institute

of

Technology

5

.600

07/01/11

754,509‌

200,000

Massachusetts

Institute

of

Technology

4

.678

07/01/14

168,504‌

300,000

Massachusetts

Institute

of

Technology

3

.885

07/01/16

209,930‌

150,000

McDonald's

Corp

1

.450

09/01/25

146,848‌

2,950,000

McDonald's

Corp

3

.700

01/30/26

2,927,125‌

300,000

McDonald's

Corp

3

.500

03/01/27

293,229‌

775,000

McDonald's

Corp

3

.800

04/01/28

754,243‌

1,000,000

McDonald's

Corp

4

.800

08/14/28

1,001,859‌

1,000,000

McDonald's

Corp

5

.000

05/17/29

1,006,857‌

1,250,000

McDonald's

Corp

2

.625

09/01/29

1,137,715‌

500,000

McDonald's

Corp

2

.125

03/01/30

437,049‌

200,000

McDonald's

Corp

4

.600

09/09/32

194,644‌

1,500,000

(a)

McDonald's

Corp

4

.950

08/14/33

1,487,567‌

1,000,000

McDonald's

Corp

5

.200

05/17/34

1,010,389‌

2,225,000

McDonald's

Corp

4

.700

12/09/35

2,121,441‌

250,000

McDonald's

Corp

6

.300

10/15/37

268,813‌

100,000

McDonald's

Corp

6

.300

03/01/38

107,538‌

250,000

McDonald's

Corp

4

.600

05/26/45

216,821‌

1,275,000

McDonald's

Corp

4

.875

12/09/45

1,142,115‌

725,000

McDonald's

Corp

4

.450

03/01/47

608,487‌

625,000

McDonald's

Corp

4

.450

09/01/48

521,094‌

1,825,000

McDonald's

Corp

3

.625

09/01/49

1,315,632‌

1,350,000

McDonald's

Corp

4

.200

04/01/50

1,065,997‌

500,000

McDonald's

Corp

5

.150

09/09/52

457,201‌

1,500,000

(a)

McDonald's

Corp

5

.450

08/14/53

1,437,042‌

750,000

Northeastern

University

2

.894

10/01/50

496,907‌

200,000

Northwestern

University

3

.868

12/01/48

156,265‌

750,000

Northwestern

University

2

.640

12/01/50

465,764‌

200,000

Northwestern

University

3

.662

12/01/57

146,673‌

2,000,000

(a)

President

and

Fellows

of

Harvard

College

4

.609

02/15/35

1,941,430‌

750,000

President

and

Fellows

of

Harvard

College

3

.619

10/01/37

638,844‌

200,000

President

and

Fellows

of

Harvard

College

3

.150

07/15/46

143,407‌

1,000,000

President

and

Fellows

of

Harvard

College

2

.517

10/15/50

603,967‌

1,000,000

President

and

Fellows

of

Harvard

College

3

.745

11/15/52

766,440‌

200,000

President

and

Fellows

of

Harvard

College

3

.300

07/15/56

137,129‌

3,500,000

Sands

China

Ltd

5

.900

08/08/28

3,460,977‌

1,500,000

Sands

China

Ltd

2

.850

03/08/29

1,337,205‌

175,000

Starbucks

Corp

2

.450

06/15/26

169,713‌

500,000

Starbucks

Corp

2

.000

03/12/27

472,374‌

750,000

Starbucks

Corp

3

.500

03/01/28

723,400‌

650,000

Starbucks

Corp

4

.000

11/15/28

630,006‌

750,000

Starbucks

Corp

3

.550

08/15/29

710,055‌

500,000

Starbucks

Corp

2

.250

03/12/30

438,288‌

1,500,000

Starbucks

Corp

2

.550

11/15/30

1,314,510‌

1,500,000

(a)

Starbucks

Corp

4

.900

02/15/31

1,496,887‌

2,000,000

(a)

Starbucks

Corp

3

.000

02/14/32

1,750,555‌

1,000,000

Starbucks

Corp

4

.800

02/15/33

975,506‌

1,500,000

Starbucks

Corp

5

.000

02/15/34

1,468,547‌

200,000

Starbucks

Corp

4

.300

06/15/45

161,928‌

200,000

Starbucks

Corp

3

.750

12/01/47

146,493‌

27

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.3%

(continued)

$

650,000

Starbucks

Corp

4

.500

%

11/15/48

$

537,132‌

1,000,000

Starbucks

Corp

4

.450

08/15/49

819,106‌

500,000

Starbucks

Corp

3

.350

03/12/50

333,826‌

1,000,000

Starbucks

Corp

3

.500

11/15/50

690,839‌

652,000

Thomas

Jefferson

University

3

.847

11/01/57

454,451‌

500,000

Trustees

of

Boston

College

3

.129

07/01/52

338,709‌

100,000

Trustees

of

Boston

University

4

.061

10/01/48

82,456‌

2,000,000

Trustees

of

Columbia

University

in

the

City

of

New

York

4

.355

08/15/35

1,886,673‌

1,000,000

Trustees

of

Princeton

University

2

.516

07/01/50

621,760‌

665,000

Trustees

of

Princeton

University

4

.201

03/01/52

559,361‌

1,000,000

University

of

Miami

4

.063

04/01/52

798,190‌

200,000

University

of

Notre

Dame

du

Lac

3

.438

02/15/45

151,978‌

200,000

University

of

Notre

Dame

du

Lac

3

.394

02/15/48

147,747‌

1,000,000

University

of

Southern

California

2

.945

10/01/51

653,298‌

720,000

University

of

Southern

California

4

.976

10/01/53

672,714‌

1,000,000

University

of

Southern

California

3

.226

10/01/20

574,369‌

1,000,000

Washington

University

3

.524

04/15/54

720,630‌

500,000

Washington

University

4

.349

04/15/22

386,350‌

200,000

Wesleyan

University

4

.781

07/01/16

161,970‌

200,000

William

Marsh

Rice

University

3

.574

05/15/45

158,147‌

200,000

William

Marsh

Rice

University

3

.774

05/15/55

151,959‌

500,000

Yale

University

0

.873

04/15/25

494,703‌

750,000

Yale

University

1

.482

04/15/30

637,835‌

750,000

(a)

Yale

University

2

.402

04/15/50

446,837‌

TOTAL

CONSUMER

SERVICES

88,942,256‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

20,000

Ahold

Finance

USA

LLC

6

.875

05/01/29

21,518‌

625,000

(a)

Costco

Wholesale

Corp

3

.000

05/18/27

606,995‌

475,000

Costco

Wholesale

Corp

1

.375

06/20/27

441,557‌

725,000

Costco

Wholesale

Corp

1

.600

04/20/30

620,489‌

1,800,000

(a)

Costco

Wholesale

Corp

1

.750

04/20/32

1,464,787‌

1,033,000

Diageo

Capital

plc

2

.000

04/29/30

891,676‌

1,900,000

Diageo

Capital

plc

2

.125

04/29/32

1,551,527‌

300,000

Dollar

General

Corp

3

.875

04/15/27

293,276‌

1,000,000

Dollar

General

Corp

4

.625

11/01/27

993,645‌

500,000

Dollar

General

Corp

4

.125

05/01/28

485,998‌

1,000,000

Dollar

General

Corp

5

.200

07/05/28

1,003,469‌

500,000

(a)

Dollar

General

Corp

3

.500

04/03/30

458,835‌

500,000

Dollar

General

Corp

5

.000

11/01/32

479,506‌

1,000,000

(a)

Dollar

General

Corp

5

.450

07/05/33

981,976‌

500,000

Dollar

General

Corp

4

.125

04/03/50

367,622‌

500,000

Dollar

General

Corp

5

.500

11/01/52

450,620‌

500,000

Dollar

Tree,

Inc

4

.200

05/15/28

486,053‌

1,000,000

Dollar

Tree,

Inc

2

.650

12/01/31

843,530‌

1,000,000

Dollar

Tree,

Inc

3

.375

12/01/51

634,031‌

69,000

Koninklijke

Ahold

Delhaize

NV

5

.700

10/01/40

67,884‌

100,000

Kroger

Co

3

.500

02/01/26

98,691‌

1,275,000

Kroger

Co

2

.650

10/15/26

1,229,234‌

175,000

Kroger

Co

3

.700

08/01/27

170,856‌

1,150,000

Kroger

Co

4

.500

01/15/29

1,134,490‌

250,000

Kroger

Co

2

.200

05/01/30

216,845‌

1,500,000

Kroger

Co

1

.700

01/15/31

1,235,791‌

1,550,000

Kroger

Co

5

.000

09/15/34

1,501,190‌

100,000

Kroger

Co

6

.900

04/15/38

109,951‌

250,000

Kroger

Co

5

.000

04/15/42

225,809‌

300,000

Kroger

Co

5

.150

08/01/43

274,730‌

300,000

Kroger

Co

3

.875

10/15/46

224,494‌

900,000

Kroger

Co

4

.450

02/01/47

741,039‌

700,000

Kroger

Co

4

.650

01/15/48

585,167‌

300,000

Kroger

Co

5

.400

01/15/49

281,644‌

500,000

Kroger

Co

3

.950

01/15/50

374,548‌

1,550,000

Kroger

Co

5

.500

09/15/54

1,459,904‌

Bond

Index

Fund

28

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

(continued)

$

1,700,000

Kroger

Co

5

.650

%

09/15/64

$

1,595,384‌

125,000

SYSCO

Corp

3

.750

10/01/25

124,189‌

350,000

SYSCO

Corp

3

.300

07/15/26

342,760‌

500,000

SYSCO

Corp

5

.750

01/17/29

514,764‌

1,000,000

SYSCO

Corp

2

.400

02/15/30

881,959‌

332,000

SYSCO

Corp

5

.950

04/01/30

345,804‌

400,000

SYSCO

Corp

2

.450

12/14/31

335,554‌

2,275,000

SYSCO

Corp

6

.000

01/17/34

2,384,701‌

300,000

SYSCO

Corp

4

.850

10/01/45

263,005‌

500,000

SYSCO

Corp

4

.500

04/01/46

414,711‌

250,000

SYSCO

Corp

4

.450

03/15/48

204,108‌

550,000

SYSCO

Corp

3

.300

02/15/50

369,907‌

905,000

SYSCO

Corp

6

.600

04/01/50

992,014‌

675,000

SYSCO

Corp

3

.150

12/14/51

434,971‌

1,700,000

Target

Corp

2

.500

04/15/26

1,658,383‌

1,000,000

Target

Corp

1

.950

01/15/27

951,407‌

600,000

Target

Corp

2

.350

02/15/30

532,746‌

5,000,000

Target

Corp

2

.650

09/15/30

4,456,807‌

500,000

(a)

Target

Corp

4

.500

09/15/32

483,316‌

1,000,000

Target

Corp

4

.400

01/15/33

958,376‌

875,000

Target

Corp

4

.500

09/15/34

831,744‌

1,000,000

Target

Corp

2

.950

01/15/52

637,347‌

1,500,000

(a)

Target

Corp

4

.800

01/15/53

1,338,776‌

5,000,000

Walmart,

Inc

1

.050

09/17/26

4,730,096‌

3,000,000

Walmart,

Inc

3

.950

09/09/27

2,970,580‌

3,000,000

Walmart,

Inc

3

.900

04/15/28

2,945,354‌

1,000,000

Walmart,

Inc

1

.500

09/22/28

898,354‌

21,000

Walmart,

Inc

2

.375

09/24/29

19,122‌

2,000,000

Walmart,

Inc

4

.000

04/15/30

1,957,417‌

1,750,000

Walmart,

Inc

1

.800

09/22/31

1,460,706‌

5,000,000

Walmart,

Inc

4

.150

09/09/32

4,814,829‌

900,000

(a)

Walmart,

Inc

4

.100

04/15/33

857,515‌

825,000

Walmart,

Inc

2

.500

09/22/41

567,940‌

1,500,000

Walmart,

Inc

2

.650

09/22/51

927,528‌

4,000,000

Walmart,

Inc

4

.500

09/09/52

3,489,129‌

1,850,000

Walmart,

Inc

4

.500

04/15/53

1,609,670‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

71,310,350‌

ENERGY

-

1.8%

450,000

(c)

6297782

LLC

4

.911

09/01/27

448,499‌

450,000

(c)

6297782

LLC

5

.026

10/01/29

442,171‌

1,500,000

Apache

Corp

6

.000

01/15/37

1,484,423‌

1,000,000

Apache

Corp

5

.100

09/01/40

871,401‌

750,000

Apache

Corp

5

.350

07/01/49

623,268‌

1,000,000

Baker

Hughes

Holdings

LLC

2

.061

12/15/26

952,511‌

875,000

Baker

Hughes

Holdings

LLC

3

.337

12/15/27

843,965‌

1,000,000

Baker

Hughes

Holdings

LLC

3

.138

11/07/29

923,094‌

500,000

Baker

Hughes

Holdings

LLC

4

.486

05/01/30

489,822‌

800,000

Baker

Hughes

Holdings

LLC

5

.125

09/15/40

759,556‌

875,000

Baker

Hughes

Holdings

LLC

4

.080

12/15/47

688,451‌

475,000

Boardwalk

Pipelines

LP

5

.950

06/01/26

480,633‌

450,000

Boardwalk

Pipelines

LP

4

.450

07/15/27

445,255‌

500,000

Boardwalk

Pipelines

LP

4

.800

05/03/29

493,049‌

1,000,000

Boardwalk

Pipelines

LP

3

.400

02/15/31

893,381‌

1,000,000

Boardwalk

Pipelines

LP

3

.600

09/01/32

873,541‌

1,000,000

Boardwalk

Pipelines

LP

5

.625

08/01/34

995,937‌

700,000

BP

Capital

Markets

America,

Inc

3

.796

09/21/25

696,839‌

1,800,000

BP

Capital

Markets

America,

Inc

3

.410

02/11/26

1,777,923‌

150,000

BP

Capital

Markets

America,

Inc

3

.119

05/04/26

147,310‌

200,000

BP

Capital

Markets

America,

Inc

3

.017

01/16/27

193,847‌

500,000

BP

Capital

Markets

America,

Inc

3

.588

04/14/27

488,779‌

1,000,000

BP

Capital

Markets

America,

Inc

5

.017

11/17/27

1,010,967‌

750,000

BP

Capital

Markets

America,

Inc

3

.937

09/21/28

727,503‌

29

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

1,300,000

BP

Capital

Markets

America,

Inc

4

.234

%

11/06/28

$

1,272,741‌

2,000,000

BP

Capital

Markets

America,

Inc

4

.699

04/10/29

1,988,823‌

2,500,000

BP

Capital

Markets

America,

Inc

4

.970

10/17/29

2,511,769‌

1,500,000

BP

Capital

Markets

America,

Inc

4

.868

11/25/29

1,500,780‌

1,000,000

BP

Capital

Markets

America,

Inc

3

.633

04/06/30

942,337‌

1,000,000

BP

Capital

Markets

America,

Inc

1

.749

08/10/30

846,297‌

2,000,000

BP

Capital

Markets

America,

Inc

2

.721

01/12/32

1,711,393‌

2,350,000

BP

Capital

Markets

America,

Inc

4

.812

02/13/33

2,271,697‌

850,000

BP

Capital

Markets

America,

Inc

4

.893

09/11/33

822,236‌

900,000

BP

Capital

Markets

America,

Inc

4

.989

04/10/34

875,328‌

3,000,000

BP

Capital

Markets

America,

Inc

5

.227

11/17/34

2,954,651‌

1,000,000

BP

Capital

Markets

America,

Inc

3

.060

06/17/41

721,372‌

2,000,000

BP

Capital

Markets

America,

Inc

3

.000

02/24/50

1,271,499‌

950,000

BP

Capital

Markets

America,

Inc

2

.772

11/10/50

569,852‌

2,500,000

(a)

BP

Capital

Markets

America,

Inc

2

.939

06/04/51

1,547,739‌

1,000,000

BP

Capital

Markets

America,

Inc

3

.001

03/17/52

623,972‌

2,500,000

BP

Capital

Markets

America,

Inc

3

.379

02/08/61

1,581,390‌

925,000

BP

Capital

Markets

plc

3

.279

09/19/27

894,255‌

300,000

BP

Capital

Markets

plc

3

.723

11/28/28

288,611‌

1,125,000

Canadian

Natural

Resources

Ltd

3

.850

06/01/27

1,101,137‌

1,500,000

(c)

Canadian

Natural

Resources

Ltd

5

.000

12/15/29

1,483,287‌

1,500,000

Canadian

Natural

Resources

Ltd

2

.950

07/15/30

1,332,219‌

1,500,000

(c)

Canadian

Natural

Resources

Ltd

5

.400

12/15/34

1,458,823‌

1,625,000

Canadian

Natural

Resources

Ltd

6

.250

03/15/38

1,660,139‌

800,000

Canadian

Natural

Resources

Ltd

4

.950

06/01/47

686,066‌

1,200,000

Cenovus

Energy,

Inc

2

.650

01/15/32

998,179‌

1,425,000

Cenovus

Energy,

Inc

3

.750

02/15/52

981,200‌

3,200,000

Cheniere

Corpus

Christi

Holdings

LLC

3

.700

11/15/29

3,004,246‌

2,000,000

Cheniere

Corpus

Christi

Holdings

LLC

2

.742

12/31/39

1,593,513‌

1,000,000

Cheniere

Energy

Partners

LP

4

.500

10/01/29

968,179‌

1,000,000

Cheniere

Energy

Partners

LP

4

.000

03/01/31

924,707‌

1,000,000

Cheniere

Energy

Partners

LP

3

.250

01/31/32

867,113‌

2,350,000

Cheniere

Energy

Partners

LP

5

.950

06/30/33

2,405,671‌

2,100,000

Cheniere

Energy,

Inc

5

.650

04/15/34

2,112,062‌

2,475,000

Chevron

Corp

2

.954

05/16/26

2,426,673‌

2,225,000

Chevron

Corp

1

.995

05/11/27

2,103,459‌

1,600,000

Chevron

Corp

2

.236

05/11/30

1,409,191‌

1,000,000

Chevron

Corp

3

.078

05/11/50

661,362‌

2,000,000

Chevron

USA,

Inc

1

.018

08/12/27

1,830,228‌

1,000,000

Chevron

USA,

Inc

3

.250

10/15/29

941,025‌

250,000

Chevron

USA,

Inc

2

.343

08/12/50

140,518‌

300,000

Columbia

Pipeline

Group,

Inc

5

.800

06/01/45

289,079‌

1,000,000

(c)

Columbia

Pipelines

Holding

Co

LLC

5

.097

10/01/31

975,726‌

1,000,000

(c)

Columbia

Pipelines

Operating

Co

LLC

5

.695

10/01/54

940,333‌

750,000

(a)

ConocoPhillips

5

.900

10/15/32

792,989‌

1,500,000

ConocoPhillips

Co

4

.700

01/15/30

1,483,466‌

1,000,000

ConocoPhillips

Co

4

.850

01/15/32

979,846‌

875,000

ConocoPhillips

Co

5

.050

09/15/33

863,348‌

77,000

ConocoPhillips

Co

4

.150

11/15/34

70,257‌

1,500,000

ConocoPhillips

Co

5

.000

01/15/35

1,457,065‌

1,700,000

ConocoPhillips

Co

3

.758

03/15/42

1,339,752‌

300,000

ConocoPhillips

Co

4

.300

11/15/44

250,863‌

850,000

ConocoPhillips

Co

3

.800

03/15/52

620,508‌

400,000

ConocoPhillips

Co

5

.300

05/15/53

370,042‌

575,000

ConocoPhillips

Co

5

.550

03/15/54

552,774‌

1,500,000

ConocoPhillips

Co

5

.500

01/15/55

1,426,349‌

3,612,000

ConocoPhillips

Co

4

.025

03/15/62

2,609,935‌

1,500,000

ConocoPhillips

Co

5

.700

09/15/63

1,437,938‌

1,000,000

ConocoPhillips

Co

5

.650

01/15/65

945,175‌

1,500,000

Continental

Resources,

Inc

4

.375

01/15/28

1,458,475‌

525,000

Coterra

Energy,

Inc

3

.900

05/15/27

513,197‌

300,000

Coterra

Energy,

Inc

4

.375

03/15/29

290,104‌

Bond

Index

Fund

30

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

1,000,000

Coterra

Energy,

Inc

5

.600

%

03/15/34

$

991,064‌

1,000,000

Coterra

Energy,

Inc

5

.400

02/15/35

969,691‌

1,500,000

Coterra

Energy,

Inc

5

.900

02/15/55

1,414,889‌

1,000,000

DCP

Midstream

Operating

LP

5

.625

07/15/27

1,013,682‌

1,000,000

DCP

Midstream

Operating

LP

5

.125

05/15/29

1,001,575‌

2,000,000

(a)

Devon

Energy

Corp

4

.500

01/15/30

1,934,372‌

1,000,000

Devon

Energy

Corp

5

.200

09/15/34

949,274‌

885,000

(a)

Devon

Energy

Corp

5

.600

07/15/41

817,963‌

700,000

Devon

Energy

Corp

4

.750

05/15/42

581,113‌

1,100,000

Devon

Energy

Corp

5

.000

06/15/45

918,731‌

1,000,000

Devon

Energy

Corp

5

.750

09/15/54

907,197‌

425,000

Diamondback

Energy,

Inc

3

.250

12/01/26

413,872‌

1,000,000

Diamondback

Energy,

Inc

5

.200

04/18/27

1,009,588‌

1,000,000

Diamondback

Energy,

Inc

3

.500

12/01/29

930,060‌

1,000,000

Diamondback

Energy,

Inc

5

.150

01/30/30

1,002,126‌

650,000

Diamondback

Energy,

Inc

3

.125

03/24/31

574,557‌

1,000,000

Diamondback

Energy,

Inc

6

.250

03/15/33

1,039,516‌

825,000

Diamondback

Energy,

Inc

5

.400

04/18/34

811,171‌

1,000,000

(a)

Diamondback

Energy,

Inc

4

.400

03/24/51

774,793‌

450,000

Diamondback

Energy,

Inc

4

.250

03/15/52

339,347‌

1,000,000

Diamondback

Energy,

Inc

6

.250

03/15/53

997,576‌

1,500,000

Diamondback

Energy,

Inc

5

.750

04/18/54

1,407,644‌

1,000,000

Diamondback

Energy,

Inc

5

.900

04/18/64

938,733‌

3,000,000

Eastern

Energy

Gas

Holdings

LLC

5

.650

10/15/54

2,829,464‌

750,000

Eastern

Gas

Transmission

&

Storage,

Inc

3

.000

11/15/29

686,903‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4

.800

11/01/43

174,888‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4

.600

12/15/44

169,512‌

300,000

Enbridge

Energy

Partners

LP

5

.500

09/15/40

287,159‌

200,000

Enbridge

Energy

Partners

LP

7

.375

10/15/45

226,125‌

1,500,000

Enbridge,

Inc

1

.600

10/04/26

1,419,808‌

100,000

Enbridge,

Inc

4

.250

12/01/26

99,046‌

500,000

Enbridge,

Inc

5

.250

04/05/27

505,950‌

100,000

Enbridge,

Inc

3

.700

07/15/27

97,557‌

1,500,000

Enbridge,

Inc

6

.000

11/15/28

1,552,564‌

500,000

Enbridge,

Inc

5

.300

04/05/29

505,084‌

500,000

Enbridge,

Inc

3

.125

11/15/29

457,729‌

1,000,000

Enbridge,

Inc

6

.200

11/15/30

1,053,050‌

500,000

Enbridge,

Inc

5

.700

03/08/33

505,194‌

1,500,000

Enbridge,

Inc

2

.500

08/01/33

1,203,997‌

350,000

Enbridge,

Inc

5

.625

04/05/34

352,061‌

300,000

Enbridge,

Inc

4

.500

06/10/44

247,397‌

925,000

Enbridge,

Inc

5

.500

12/01/46

880,888‌

1,000,000

Enbridge,

Inc

4

.000

11/15/49

751,178‌

2,000,000

Enbridge,

Inc

3

.400

08/01/51

1,337,408‌

1,000,000

Enbridge,

Inc

6

.700

11/15/53

1,085,083‌

200,000

Enbridge,

Inc

5

.950

04/05/54

197,676‌

750,000

Enbridge,

Inc

7

.200

06/27/54

770,950‌

750,000

Enbridge,

Inc

7

.375

03/15/55

778,802‌

1,000,000

Enbridge,

Inc

8

.250

01/15/84

1,045,637‌

1,000,000

Enbridge,

Inc

8

.500

01/15/84

1,110,653‌

200,000

Energy

Transfer

LP

5

.950

12/01/25

201,410‌

325,000

Energy

Transfer

LP

4

.750

01/15/26

324,542‌

400,000

Energy

Transfer

LP

3

.900

07/15/26

394,739‌

200,000

Energy

Transfer

LP

4

.400

03/15/27

198,082‌

250,000

Energy

Transfer

LP

4

.200

04/15/27

246,669‌

1,000,000

Energy

Transfer

LP

5

.550

02/15/28

1,015,180‌

1,250,000

Energy

Transfer

LP

4

.950

05/15/28

1,247,786‌

350,000

Energy

Transfer

LP

4

.950

06/15/28

349,382‌

1,000,000

Energy

Transfer

LP

6

.100

12/01/28

1,038,670‌

2,600,000

Energy

Transfer

LP

5

.250

04/15/29

2,609,266‌

1,000,000

Energy

Transfer

LP

5

.250

07/01/29

1,004,760‌

500,000

Energy

Transfer

LP

4

.150

09/15/29

479,868‌

31

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

3,125,000

Energy

Transfer

LP

3

.750

%

05/15/30

$

2,915,545‌

1,000,000

Energy

Transfer

LP

6

.400

12/01/30

1,056,632‌

2,100,000

Energy

Transfer

LP

5

.750

02/15/33

2,128,786‌

1,550,000

Energy

Transfer

LP

6

.550

12/01/33

1,650,014‌

2,400,000

Energy

Transfer

LP

5

.550

05/15/34

2,387,710‌

1,000,000

Energy

Transfer

LP

5

.600

09/01/34

999,122‌

400,000

Energy

Transfer

LP

4

.900

03/15/35

376,546‌

500,000

Energy

Transfer

LP

5

.800

06/15/38

491,434‌

140,000

Energy

Transfer

LP

7

.500

07/01/38

158,460‌

650,000

Energy

Transfer

LP

6

.500

02/01/42

673,130‌

100,000

Energy

Transfer

LP

6

.100

02/15/42

98,488‌

200,000

Energy

Transfer

LP

5

.150

02/01/43

176,238‌

200,000

Energy

Transfer

LP

5

.950

10/01/43

194,089‌

300,000

Energy

Transfer

LP

5

.300

04/01/44

268,326‌

100,000

Energy

Transfer

LP

5

.000

05/15/44

85,988‌

550,000

Energy

Transfer

LP

5

.150

03/15/45

481,324‌

200,000

Energy

Transfer

LP

5

.350

05/15/45

179,831‌

625,000

Energy

Transfer

LP

6

.125

12/15/45

616,872‌

500,000

Energy

Transfer

LP

5

.300

04/15/47

442,176‌

1,225,000

Energy

Transfer

LP

5

.400

10/01/47

1,100,572‌

1,025,000

Energy

Transfer

LP

6

.000

06/15/48

990,058‌

2,750,000

Energy

Transfer

LP

6

.250

04/15/49

2,752,303‌

2,175,000

Energy

Transfer

LP

5

.000

05/15/50

1,845,174‌

2,400,000

Energy

Transfer

LP

5

.950

05/15/54

2,320,194‌

1,000,000

Energy

Transfer

LP

6

.050

09/01/54

978,703‌

1,000,000

EnLink

Midstream

LLC

5

.650

09/01/34

996,662‌

1,000,000

EnLink

Midstream

Partners

LP

5

.450

06/01/47

899,912‌

225,000

Enterprise

Products

Operating

LLC

3

.750

02/15/25

224,676‌

450,000

Enterprise

Products

Operating

LLC

3

.700

02/15/26

445,683‌

3,065,000

Enterprise

Products

Operating

LLC

3

.950

02/15/27

3,022,167‌

725,000

Enterprise

Products

Operating

LLC

4

.150

10/16/28

707,614‌

1,450,000

Enterprise

Products

Operating

LLC

3

.125

07/31/29

1,349,252‌

750,000

Enterprise

Products

Operating

LLC

2

.800

01/31/30

678,011‌

1,500,000

Enterprise

Products

Operating

LLC

5

.350

01/31/33

1,511,892‌

1,500,000

Enterprise

Products

Operating

LLC

4

.850

01/31/34

1,450,894‌

2,000,000

Enterprise

Products

Operating

LLC

4

.950

02/15/35

1,935,651‌

480,000

Enterprise

Products

Operating

LLC

6

.125

10/15/39

497,608‌

175,000

Enterprise

Products

Operating

LLC

5

.950

02/01/41

179,727‌

525,000

Enterprise

Products

Operating

LLC

4

.850

08/15/42

473,939‌

325,000

Enterprise

Products

Operating

LLC

4

.450

02/15/43

277,021‌

1,775,000

Enterprise

Products

Operating

LLC

4

.850

03/15/44

1,586,420‌

775,000

Enterprise

Products

Operating

LLC

5

.100

02/15/45

713,891‌

500,000

Enterprise

Products

Operating

LLC

4

.900

05/15/46

444,625‌

675,000

Enterprise

Products

Operating

LLC

4

.250

02/15/48

541,530‌

2,475,000

Enterprise

Products

Operating

LLC

4

.800

02/01/49

2,130,011‌

950,000

Enterprise

Products

Operating

LLC

4

.200

01/31/50

747,244‌

1,000,000

Enterprise

Products

Operating

LLC

3

.200

02/15/52

649,508‌

1,425,000

Enterprise

Products

Operating

LLC

3

.300

02/15/53

936,749‌

200,000

Enterprise

Products

Operating

LLC

4

.950

10/15/54

174,692‌

2,000,000

Enterprise

Products

Operating

LLC

5

.550

02/16/55

1,923,934‌

1,625,000

Enterprise

Products

Operating

LLC

3

.950

01/31/60

1,168,020‌

700,000

Enterprise

Products

Operating

LLC

5

.250

08/16/77

683,980‌

100,000

Enterprise

Products

Operating

LLC

7

.733

08/16/77

99,375‌

400,000

Enterprise

Products

Operating

LLC

5

.375

02/15/78

382,034‌

475,000

EOG

Resources,

Inc

4

.150

01/15/26

472,626‌

500,000

EOG

Resources,

Inc

4

.375

04/15/30

485,936‌

200,000

EOG

Resources,

Inc

3

.900

04/01/35

177,811‌

200,000

EOG

Resources,

Inc

5

.100

01/15/36

195,071‌

500,000

EOG

Resources,

Inc

4

.950

04/15/50

444,601‌

1,500,000

EOG

Resources,

Inc

5

.650

12/01/54

1,468,893‌

2,000,000

EQT

Corp

5

.750

02/01/34

1,988,037‌

400,000

Equinor

ASA

1

.750

01/22/26

388,337‌

Bond

Index

Fund

32

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

500,000

Equinor

ASA

3

.000

%

04/06/27

$

484,777‌

1,500,000

Equinor

ASA

3

.625

09/10/28

1,451,463‌

300,000

Equinor

ASA

3

.125

04/06/30

276,426‌

1,175,000

Equinor

ASA

2

.375

05/22/30

1,042,179‌

300,000

Equinor

ASA

3

.625

04/06/40

242,378‌

200,000

Equinor

ASA

5

.100

08/17/40

192,589‌

400,000

Equinor

ASA

4

.250

11/23/41

342,940‌

300,000

Equinor

ASA

3

.950

05/15/43

245,763‌

1,300,000

Equinor

ASA

4

.800

11/08/43

1,195,751‌

750,000

Equinor

ASA

3

.250

11/18/49

512,536‌

1,300,000

Equinor

ASA

3

.700

04/06/50

962,541‌

2,500,000

Expand

Energy

Corp

5

.700

01/15/35

2,453,710‌

4,177,000

Exxon

Mobil

Corp

3

.043

03/01/26

4,111,323‌

1,000,000

Exxon

Mobil

Corp

2

.275

08/16/26

966,818‌

1,750,000

Exxon

Mobil

Corp

3

.294

03/19/27

1,715,432‌

1,000,000

(a)

Exxon

Mobil

Corp

2

.440

08/16/29

912,610‌

750,000

Exxon

Mobil

Corp

3

.482

03/19/30

706,450‌

750,000

Exxon

Mobil

Corp

2

.610

10/15/30

668,241‌

1,000,000

Exxon

Mobil

Corp

2

.995

08/16/39

756,297‌

3,250,000

Exxon

Mobil

Corp

4

.227

03/19/40

2,849,619‌

500,000

Exxon

Mobil

Corp

3

.567

03/06/45

375,847‌

1,225,000

Exxon

Mobil

Corp

4

.114

03/01/46

993,608‌

1,400,000

Exxon

Mobil

Corp

3

.095

08/16/49

932,662‌

2,100,000

Exxon

Mobil

Corp

4

.327

03/19/50

1,727,022‌

2,800,000

Exxon

Mobil

Corp

3

.452

04/15/51

1,962,761‌

75,000

Halliburton

Co

3

.800

11/15/25

74,370‌

2,000,000

Halliburton

Co

2

.920

03/01/30

1,799,806‌

500,000

Halliburton

Co

4

.850

11/15/35

475,098‌

125,000

Halliburton

Co

6

.700

09/15/38

136,107‌

125,000

Halliburton

Co

7

.450

09/15/39

146,117‌

750,000

Halliburton

Co

4

.750

08/01/43

653,415‌

2,825,000

(a)

Halliburton

Co

5

.000

11/15/45

2,522,104‌

1,000,000

(c)

Helmerich

&

Payne,

Inc

4

.650

12/01/27

987,166‌

1,000,000

(a),(c)

Helmerich

&

Payne,

Inc

4

.850

12/01/29

968,528‌

1,000,000

Helmerich

&

Payne,

Inc

2

.900

09/29/31

831,877‌

1,000,000

(a),(c)

Helmerich

&

Payne,

Inc

5

.500

12/01/34

949,469‌

2,100,000

Hess

Corp

4

.300

04/01/27

2,078,572‌

200,000

Hess

Corp

6

.000

01/15/40

208,269‌

1,190,000

Hess

Corp

5

.600

02/15/41

1,175,217‌

900,000

Hess

Corp

5

.800

04/01/47

900,567‌

200,000

HF

Sinclair

Corp

5

.875

04/01/26

201,493‌

1,000,000

HF

Sinclair

Corp

4

.500

10/01/30

940,973‌

300,000

Kinder

Morgan

Energy

Partners

LP

6

.950

01/15/38

325,060‌

535,000

Kinder

Morgan

Energy

Partners

LP

6

.500

09/01/39

559,001‌

400,000

Kinder

Morgan

Energy

Partners

LP

4

.700

11/01/42

336,164‌

500,000

Kinder

Morgan

Energy

Partners

LP

5

.000

03/01/43

435,428‌

400,000

Kinder

Morgan

Energy

Partners

LP

5

.500

03/01/44

370,722‌

200,000

Kinder

Morgan

Energy

Partners

LP

5

.400

09/01/44

182,503‌

1,500,000

Kinder

Morgan,

Inc

1

.750

11/15/26

1,422,054‌

2,825,000

Kinder

Morgan,

Inc

4

.300

03/01/28

2,772,350‌

1,000,000

Kinder

Morgan,

Inc

5

.000

02/01/29

996,603‌

1,000,000

Kinder

Morgan,

Inc

5

.100

08/01/29

999,863‌

450,000

Kinder

Morgan,

Inc

2

.000

02/15/31

376,671‌

300,000

Kinder

Morgan,

Inc

7

.750

01/15/32

340,825‌

1,250,000

Kinder

Morgan,

Inc

4

.800

02/01/33

1,187,816‌

1,000,000

Kinder

Morgan,

Inc

5

.200

06/01/33

976,903‌

1,000,000

Kinder

Morgan,

Inc

5

.400

02/01/34

984,754‌

3,300,000

Kinder

Morgan,

Inc

5

.300

12/01/34

3,214,101‌

1,600,000

Kinder

Morgan,

Inc

5

.550

06/01/45

1,495,351‌

2,325,000

Kinder

Morgan,

Inc

5

.200

03/01/48

2,050,616‌

500,000

Kinder

Morgan,

Inc

3

.250

08/01/50

316,649‌

2,500,000

Kinder

Morgan,

Inc

3

.600

02/15/51

1,687,525‌

33

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

750,000

Kinder

Morgan,

Inc

5

.450

%

08/01/52

$

681,944‌

1,000,000

Kinder

Morgan,

Inc

5

.950

08/01/54

976,968‌

1,500,000

Magellan

Midstream

Partners

LP

3

.950

03/01/50

1,081,641‌

500,000

Marathon

Petroleum

Corp

4

.700

05/01/25

499,426‌

200,000

Marathon

Petroleum

Corp

3

.800

04/01/28

192,965‌

1,300,000

Marathon

Petroleum

Corp

6

.500

03/01/41

1,346,910‌

450,000

Marathon

Petroleum

Corp

4

.750

09/15/44

373,456‌

250,000

Marathon

Petroleum

Corp

5

.850

12/15/45

237,769‌

600,000

Marathon

Petroleum

Corp

4

.500

04/01/48

468,457‌

200,000

Marathon

Petroleum

Corp

5

.000

09/15/54

164,550‌

2,800,000

MPLX

LP

1

.750

03/01/26

2,703,346‌

100,000

MPLX

LP

4

.125

03/01/27

98,516‌

150,000

MPLX

LP

4

.250

12/01/27

147,644‌

475,000

MPLX

LP

4

.000

03/15/28

460,834‌

2,125,000

MPLX

LP

2

.650

08/15/30

1,859,435‌

500,000

MPLX

LP

4

.950

09/01/32

482,057‌

1,000,000

MPLX

LP

5

.000

03/01/33

960,411‌

1,050,000

MPLX

LP

5

.500

06/01/34

1,034,849‌

975,000

MPLX

LP

4

.500

04/15/38

849,749‌

375,000

MPLX

LP

5

.200

03/01/47

332,924‌

700,000

MPLX

LP

5

.200

12/01/47

619,308‌

825,000

MPLX

LP

4

.700

04/15/48

675,999‌

850,000

MPLX

LP

5

.500

02/15/49

780,435‌

2,000,000

MPLX

LP

4

.950

03/14/52

1,680,645‌

600,000

MPLX

LP

5

.650

03/01/53

559,155‌

1,600,000

MPLX

LP

4

.900

04/15/58

1,291,839‌

500,000

National

Oilwell

Varco,

Inc

3

.600

12/01/29

466,528‌

800,000

National

Oilwell

Varco,

Inc

3

.950

12/01/42

593,648‌

1,000,000

Northwest

Pipeline

LLC

4

.000

04/01/27

981,390‌

1,500,000

Occidental

Petroleum

Corp

5

.500

12/01/25

1,504,182‌

1,500,000

Occidental

Petroleum

Corp

5

.550

03/15/26

1,505,265‌

1,000,000

Occidental

Petroleum

Corp

5

.000

08/01/27

1,000,475‌

1,000,000

Occidental

Petroleum

Corp

5

.200

08/01/29

992,153‌

1,500,000

Occidental

Petroleum

Corp

8

.875

07/15/30

1,713,078‌

2,000,000

Occidental

Petroleum

Corp

6

.625

09/01/30

2,092,992‌

1,500,000

Occidental

Petroleum

Corp

7

.500

05/01/31

1,639,888‌

1,000,000

Occidental

Petroleum

Corp

5

.375

01/01/32

979,151‌

1,000,000

Occidental

Petroleum

Corp

5

.550

10/01/34

972,674‌

3,000,000

Occidental

Petroleum

Corp

6

.450

09/15/36

3,071,187‌

1,500,000

Occidental

Petroleum

Corp

6

.600

03/15/46

1,514,347‌

1,150,000

Occidental

Petroleum

Corp

6

.050

10/01/54

1,091,108‌

130,000

ONEOK

Partners

LP

6

.650

10/01/36

138,098‌

250,000

ONEOK

Partners

LP

6

.850

10/15/37

269,191‌

100,000

ONEOK

Partners

LP

6

.125

02/01/41

99,589‌

100,000

ONEOK,

Inc

5

.850

01/15/26

100,878‌

900,000

ONEOK,

Inc

5

.000

03/01/26

901,386‌

1,300,000

ONEOK,

Inc

4

.000

07/13/27

1,276,772‌

1,000,000

ONEOK,

Inc

4

.250

09/24/27

985,478‌

725,000

ONEOK,

Inc

4

.550

07/15/28

714,455‌

2,000,000

ONEOK,

Inc

5

.650

11/01/28

2,040,781‌

325,000

ONEOK,

Inc

4

.350

03/15/29

316,403‌

500,000

ONEOK,

Inc

3

.400

09/01/29

464,892‌

1,000,000

ONEOK,

Inc

4

.400

10/15/29

969,502‌

500,000

ONEOK,

Inc

3

.100

03/15/30

453,348‌

475,000

ONEOK,

Inc

3

.250

06/01/30

431,047‌

2,000,000

ONEOK,

Inc

5

.800

11/01/30

2,061,410‌

175,000

ONEOK,

Inc

6

.350

01/15/31

183,978‌

1,000,000

ONEOK,

Inc

4

.750

10/15/31

967,309‌

825,000

ONEOK,

Inc

6

.100

11/15/32

853,735‌

1,500,000

ONEOK,

Inc

6

.050

09/01/33

1,543,542‌

1,000,000

ONEOK,

Inc

5

.050

11/01/34

956,355‌

225,000

ONEOK,

Inc

4

.250

09/15/46

172,862‌

Bond

Index

Fund

34

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

675,000

ONEOK,

Inc

4

.950

%

07/13/47

$

571,131‌

425,000

ONEOK,

Inc

4

.200

10/03/47

322,223‌

1,350,000

ONEOK,

Inc

5

.200

07/15/48

1,188,890‌

525,000

ONEOK,

Inc

4

.850

02/01/49

435,916‌

1,000,000

ONEOK,

Inc

4

.450

09/01/49

779,941‌

500,000

ONEOK,

Inc

4

.500

03/15/50

392,350‌

300,000

ONEOK,

Inc

7

.150

01/15/51

325,659‌

1,500,000

ONEOK,

Inc

6

.625

09/01/53

1,577,133‌

1,500,000

(a)

ONEOK,

Inc

5

.700

11/01/54

1,410,457‌

1,500,000

ONEOK,

Inc

5

.850

11/01/64

1,403,338‌

1,500,000

Ovintiv,

Inc

5

.375

01/01/26

1,505,231‌

500,000

Ovintiv,

Inc

5

.650

05/15/28

507,014‌

1,000,000

Ovintiv,

Inc

6

.250

07/15/33

1,023,608‌

1,000,000

Ovintiv,

Inc

6

.500

08/15/34

1,035,901‌

1,000,000

Ovintiv,

Inc

7

.100

07/15/53

1,064,329‌

500,000

(a)

Patterson-UTI

Energy,

Inc

7

.150

10/01/33

523,948‌

925,000

Phillips

66

1

.300

02/15/26

891,228‌

1,000,000

Phillips

66

3

.900

03/15/28

969,577‌

738,000

Phillips

66

4

.650

11/15/34

687,999‌

125,000

Phillips

66

5

.875

05/01/42

124,241‌

2,375,000

Phillips

66

4

.875

11/15/44

2,049,201‌

825,000

Phillips

66

3

.300

03/15/52

530,630‌

100,000

Phillips

66

Co

3

.550

10/01/26

98,188‌

1,000,000

Phillips

66

Co

4

.950

12/01/27

1,008,150‌

675,000

Phillips

66

Co

3

.750

03/01/28

653,514‌

500,000

Phillips

66

Co

3

.150

12/15/29

458,785‌

1,250,000

Phillips

66

Co

5

.250

06/15/31

1,253,333‌

1,125,000

Phillips

66

Co

5

.300

06/30/33

1,114,897‌

1,000,000

Phillips

66

Co

4

.950

03/15/35

944,801‌

425,000

Phillips

66

Co

4

.680

02/15/45

355,051‌

350,000

Phillips

66

Co

4

.900

10/01/46

300,964‌

1,000,000

Phillips

66

Co

5

.650

06/15/54

943,700‌

1,000,000

Phillips

66

Co

5

.500

03/15/55

920,671‌

2,000,000

Pioneer

Natural

Resources

Co

1

.125

01/15/26

1,930,546‌

350,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

352,410‌

1,750,000

Pioneer

Natural

Resources

Co

2

.150

01/15/31

1,485,366‌

1,025,000

Plains

All

American

Pipeline

LP

4

.650

10/15/25

1,023,486‌

2,075,000

Plains

All

American

Pipeline

LP

4

.500

12/15/26

2,065,292‌

1,500,000

Plains

All

American

Pipeline

LP

3

.550

12/15/29

1,395,172‌

1,000,000

Plains

All

American

Pipeline

LP

3

.800

09/15/30

927,982‌

1,750,000

Plains

All

American

Pipeline

LP

5

.700

09/15/34

1,746,358‌

100,000

Plains

All

American

Pipeline

LP

6

.650

01/15/37

104,795‌

250,000

Plains

All

American

Pipeline

LP

5

.150

06/01/42

221,872‌

300,000

Plains

All

American

Pipeline

LP

4

.700

06/15/44

247,593‌

300,000

Plains

All

American

Pipeline

LP

4

.900

02/15/45

254,430‌

275,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

277,614‌

2,675,000

Sabine

Pass

Liquefaction

LLC

5

.000

03/15/27

2,680,554‌

550,000

Sabine

Pass

Liquefaction

LLC

4

.200

03/15/28

536,992‌

1,500,000

Sabine

Pass

Liquefaction

LLC

4

.500

05/15/30

1,453,012‌

1,000,000

Sabine

Pass

Liquefaction

LLC

5

.900

09/15/37

1,015,609‌

750,000

Schlumberger

Finance

Canada

Ltd

1

.400

09/17/25

733,071‌

1,500,000

(a)

Schlumberger

Investment

S.A.

2

.650

06/26/30

1,336,753‌

1,000,000

Schlumberger

Investment

S.A.

4

.850

05/15/33

978,591‌

1,000,000

(a)

Schlumberger

Investment

S.A.

5

.000

06/01/34

981,270‌

4,000,000

Shell

Finance

US,

Inc

2

.375

11/07/29

3,588,223‌

1,000,000

Shell

Finance

US,

Inc

2

.750

04/06/30

901,294‌

500,000

(a)

Shell

Finance

US,

Inc

4

.125

05/11/35

458,334‌

1,200,000

Shell

Finance

US,

Inc

4

.550

08/12/43

1,049,259‌

2,025,000

Shell

Finance

US,

Inc

4

.375

05/11/45

1,693,114‌

650,000

Shell

Finance

US,

Inc

4

.000

05/10/46

508,533‌

3,180,000

Shell

Finance

US,

Inc

3

.750

09/12/46

2,390,476‌

1,500,000

Shell

Finance

US,

Inc

3

.250

04/06/50

1,010,639‌

35

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

2,075,000

Shell

International

Finance

BV

2

.875

%

05/10/26

$

2,028,745‌

925,000

Shell

International

Finance

BV

2

.500

09/12/26

894,950‌

1,225,000

(a)

Shell

International

Finance

BV

3

.875

11/13/28

1,189,998‌

350,000

Shell

International

Finance

BV

6

.375

12/15/38

380,933‌

100,000

Shell

International

Finance

BV

5

.500

03/25/40

99,762‌

1,500,000

Shell

International

Finance

BV

2

.875

11/26/41

1,060,205‌

1,500,000

Shell

International

Finance

BV

3

.125

11/07/49

987,975‌

2,000,000

Shell

International

Finance

BV

3

.000

11/26/51

1,265,625‌

1,100,000

Spectra

Energy

Partners

LP

3

.375

10/15/26

1,073,989‌

200,000

Spectra

Energy

Partners

LP

5

.950

09/25/43

197,137‌

600,000

Spectra

Energy

Partners

LP

4

.500

03/15/45

493,408‌

136,000

Suncor

Energy,

Inc

6

.800

05/15/38

144,791‌

1,550,000

Suncor

Energy,

Inc

4

.000

11/15/47

1,149,519‌

1,000,000

Suncor

Energy,

Inc

3

.750

03/04/51

700,904‌

2,000,000

Targa

Resources

Corp

5

.200

07/01/27

2,011,759‌

350,000

Targa

Resources

Corp

4

.200

02/01/33

317,805‌

750,000

Targa

Resources

Corp

6

.125

03/15/33

773,250‌

1,500,000

Targa

Resources

Corp

5

.500

02/15/35

1,475,734‌

575,000

Targa

Resources

Corp

4

.950

04/15/52

484,265‌

1,250,000

Targa

Resources

Corp

6

.250

07/01/52

1,247,305‌

750,000

Targa

Resources

Corp

6

.500

02/15/53

781,632‌

1,000,000

Targa

Resources

Partners

LP

6

.875

01/15/29

1,023,443‌

400,000

Targa

Resources

Partners

LP

6

.150

03/01/29

415,181‌

1,000,000

Targa

Resources

Partners

LP

5

.500

03/01/30

1,003,145‌

500,000

Targa

Resources

Partners

LP

6

.500

03/30/34

528,276‌

300,000

TC

PipeLines

LP

4

.375

03/13/25

299,454‌

350,000

TC

PipeLines

LP

3

.900

05/25/27

342,025‌

1,300,000

Total

Capital

International

S.A.

2

.829

01/10/30

1,183,035‌

500,000

TotalEnergies

Capital

International

S.A.

2

.434

01/10/25

499,722‌

900,000

TotalEnergies

Capital

International

S.A.

3

.455

02/19/29

857,520‌

775,000

TotalEnergies

Capital

International

S.A.

2

.986

06/29/41

555,842‌

500,000

TotalEnergies

Capital

International

S.A.

3

.461

07/12/49

351,377‌

1,500,000

TotalEnergies

Capital

International

S.A.

3

.127

05/29/50

982,664‌

1,000,000

TotalEnergies

Capital

International

S.A.

3

.386

06/29/60

648,269‌

1,125,000

TotalEnergies

Capital

S.A.

3

.883

10/11/28

1,093,715‌

300,000

TotalEnergies

Capital

S.A.

5

.150

04/05/34

298,689‌

1,000,000

TotalEnergies

Capital

S.A.

4

.724

09/10/34

961,215‌

1,275,000

TotalEnergies

Capital

S.A.

5

.488

04/05/54

1,221,972‌

1,700,000

TotalEnergies

Capital

S.A.

5

.275

09/10/54

1,571,726‌

1,925,000

TotalEnergies

Capital

S.A.

5

.638

04/05/64

1,839,984‌

750,000

TotalEnergies

Capital

S.A.

5

.425

09/10/64

695,587‌

1,225,000

TransCanada

PipeLines

Ltd

4

.875

01/15/26

1,224,639‌

4,000,000

TransCanada

PipeLines

Ltd

4

.100

04/15/30

3,798,073‌

1,925,000

TransCanada

PipeLines

Ltd

4

.625

03/01/34

1,791,604‌

100,000

TransCanada

PipeLines

Ltd

6

.200

10/15/37

103,021‌

200,000

TransCanada

PipeLines

Ltd

7

.625

01/15/39

231,552‌

125,000

TransCanada

PipeLines

Ltd

6

.100

06/01/40

127,009‌

1,425,000

(a)

TransCanada

PipeLines

Ltd

5

.100

03/15/49

1,299,156‌

700,000

Transcontinental

Gas

Pipe

Line

Co

LLC

7

.850

02/01/26

717,543‌

1,200,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4

.000

03/15/28

1,165,704‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3

.250

05/15/30

455,500‌

850,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4

.600

03/15/48

706,157‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3

.950

05/15/50

369,570‌

1,225,000

(c)

US

LIQUIDSCO0

5

.584

10/01/34

1,191,434‌

1,225,000

(c)

US

LIQUIDSCO0

6

.176

10/01/54

1,185,726‌

750,000

(a)

Valero

Energy

Corp

2

.150

09/15/27

701,143‌

342,000

Valero

Energy

Corp

4

.350

06/01/28

335,187‌

1,500,000

Valero

Energy

Corp

2

.800

12/01/31

1,279,336‌

455,000

Valero

Energy

Corp

7

.500

04/15/32

510,678‌

850,000

Valero

Energy

Corp

6

.625

06/15/37

891,600‌

300,000

(a)

Valero

Energy

Corp

4

.900

03/15/45

263,328‌

1,500,000

Valero

Energy

Corp

3

.650

12/01/51

1,011,207‌

Bond

Index

Fund

36

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.8%

(continued)

$

1,000,000

Valero

Energy

Corp

4

.000

%

06/01/52

$

712,834‌

300,000

Valero

Energy

Partners

LP

4

.500

03/15/28

295,742‌

1,000,000

Veralto

Corp

5

.350

09/18/28

1,012,782‌

1,000,000

Veralto

Corp

5

.450

09/18/33

1,003,334‌

750,000

Western

Midstream

Operating

LP

6

.350

01/15/29

775,629‌

2,000,000

Western

Midstream

Operating

LP

4

.300

02/01/30

1,875,907‌

3,500,000

Western

Midstream

Operating

LP

6

.150

04/01/33

3,567,426‌

1,500,000

Western

Midstream

Operating

LP

5

.450

11/15/34

1,448,874‌

925,000

Williams

Cos,

Inc

4

.000

09/15/25

920,221‌

1,300,000

Williams

Cos,

Inc

3

.750

06/15/27

1,267,136‌

1,300,000

Williams

Cos,

Inc

5

.300

08/15/28

1,312,421‌

1,000,000

Williams

Cos,

Inc

4

.900

03/15/29

992,601‌

500,000

Williams

Cos,

Inc

4

.800

11/15/29

493,295‌

3,500,000

Williams

Cos,

Inc

2

.600

03/15/31

3,013,913‌

1,000,000

Williams

Cos,

Inc

4

.650

08/15/32

951,750‌

625,000

Williams

Cos,

Inc

5

.650

03/15/33

630,556‌

1,000,000

Williams

Cos,

Inc

5

.150

03/15/34

972,243‌

300,000

Williams

Cos,

Inc

6

.300

04/15/40

312,047‌

300,000

Williams

Cos,

Inc

5

.800

11/15/43

292,972‌

300,000

Williams

Cos,

Inc

5

.400

03/04/44

280,977‌

1,000,000

Williams

Cos,

Inc

4

.900

01/15/45

873,326‌

225,000

Williams

Cos,

Inc

5

.100

09/15/45

202,027‌

1,700,000

Williams

Cos,

Inc

4

.850

03/01/48

1,447,891‌

1,500,000

Williams

Cos,

Inc

3

.500

10/15/51

1,021,983‌

500,000

Williams

Cos,

Inc

5

.300

08/15/52

457,086‌

1,000,000

Williams

Cos,

Inc

5

.800

11/15/54

978,633‌

1,000,000

Woodside

Finance

Ltd

5

.100

09/12/34

951,237‌

575,000

Woodside

Finance

Ltd

5

.700

09/12/54

536,407‌

TOTAL

ENERGY

467,263,232‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

550,000

Agree

LP

2

.000

06/15/28

498,092‌

150,000

Agree

LP

2

.900

10/01/30

132,928‌

200,000

Agree

LP

4

.800

10/01/32

191,503‌

500,000

Agree

LP

2

.600

06/15/33

401,874‌

1,000,000

Agree

LP

5

.625

06/15/34

1,002,911‌

100,000

Alexandria

Real

Estate

Equities,

Inc

3

.450

04/30/25

99,507‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4

.300

01/15/26

199,002‌

500,000

Alexandria

Real

Estate

Equities,

Inc

3

.800

04/15/26

493,638‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4

.500

07/30/29

195,495‌

425,000

Alexandria

Real

Estate

Equities,

Inc

2

.750

12/15/29

380,151‌

100,000

Alexandria

Real

Estate

Equities,

Inc

4

.700

07/01/30

97,616‌

275,000

Alexandria

Real

Estate

Equities,

Inc

3

.375

08/15/31

246,108‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

2

.000

05/18/32

1,195,664‌

450,000

Alexandria

Real

Estate

Equities,

Inc

1

.875

02/01/33

346,669‌

800,000

Alexandria

Real

Estate

Equities,

Inc

2

.950

03/15/34

658,603‌

600,000

Alexandria

Real

Estate

Equities,

Inc

4

.750

04/15/35

562,476‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5

.250

05/15/36

970,442‌

500,000

Alexandria

Real

Estate

Equities,

Inc

4

.850

04/15/49

429,203‌

700,000

Alexandria

Real

Estate

Equities,

Inc

4

.000

02/01/50

519,560‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

3

.000

05/18/51

611,952‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

3

.550

03/15/52

1,020,864‌

200,000

Alexandria

Real

Estate

Equities,

Inc

5

.150

04/15/53

178,144‌

500,000

(a)

Alexandria

Real

Estate

Equities,

Inc

5

.625

05/15/54

478,650‌

1,000,000

American

Assets

Trust

LP

3

.375

02/01/31

869,876‌

1,000,000

American

Assets

Trust

LP

6

.150

10/01/34

994,561‌

500,000

American

Homes

4

Rent

LP

4

.900

02/15/29

495,994‌

250,000

American

Homes

4

Rent

LP

2

.375

07/15/31

209,165‌

750,000

American

Homes

4

Rent

LP

3

.625

04/15/32

670,457‌

1,000,000

American

Homes

4

Rent

LP

5

.500

02/01/34

995,873‌

600,000

American

Homes

4

Rent

LP

5

.250

03/15/35

583,833‌

250,000

American

Homes

4

Rent

LP

3

.375

07/15/51

164,529‌

500,000

American

Homes

4

Rent

LP

4

.300

04/15/52

389,335‌

37

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

1,350,000

American

Tower

Corp

1

.300

%

09/15/25

$

1,317,903‌

200,000

American

Tower

Corp

4

.400

02/15/26

198,979‌

1,000,000

American

Tower

Corp

1

.600

04/15/26

960,332‌

1,000,000

American

Tower

Corp

1

.450

09/15/26

945,380‌

425,000

American

Tower

Corp

3

.375

10/15/26

415,127‌

750,000

American

Tower

Corp

2

.750

01/15/27

720,359‌

500,000

American

Tower

Corp

3

.125

01/15/27

483,731‌

500,000

American

Tower

Corp

3

.650

03/15/27

488,189‌

150,000

American

Tower

Corp

3

.550

07/15/27

145,410‌

1,000,000

American

Tower

Corp

5

.500

03/15/28

1,014,782‌

1,250,000

American

Tower

Corp

5

.800

11/15/28

1,283,238‌

1,000,000

American

Tower

Corp

5

.200

02/15/29

1,005,911‌

350,000

American

Tower

Corp

3

.950

03/15/29

335,353‌

750,000

American

Tower

Corp

2

.900

01/15/30

675,435‌

1,000,000

American

Tower

Corp

5

.000

01/31/30

994,243‌

750,000

American

Tower

Corp

2

.100

06/15/30

642,704‌

725,000

American

Tower

Corp

1

.875

10/15/30

607,532‌

1,000,000

American

Tower

Corp

2

.700

04/15/31

863,306‌

1,000,000

American

Tower

Corp

2

.300

09/15/31

831,429‌

500,000

American

Tower

Corp

4

.050

03/15/32

463,773‌

1,000,000

American

Tower

Corp

5

.650

03/15/33

1,012,839‌

1,250,000

American

Tower

Corp

5

.900

11/15/33

1,287,701‌

1,000,000

American

Tower

Corp

5

.450

02/15/34

1,001,709‌

475,000

American

Tower

Corp

5

.400

01/31/35

469,815‌

1,350,000

American

Tower

Corp

3

.700

10/15/49

977,542‌

425,000

American

Tower

Corp

3

.100

06/15/50

272,610‌

1,000,000

(a)

American

Tower

Corp

2

.950

01/15/51

618,349‌

1,000,000

Americold

Realty

Operating

Partnership

LP

5

.409

09/12/34

956,989‌

200,000

AvalonBay

Communities,

Inc

2

.950

05/11/26

195,295‌

100,000

AvalonBay

Communities,

Inc

2

.900

10/15/26

96,940‌

1,200,000

AvalonBay

Communities,

Inc

3

.350

05/15/27

1,164,072‌

200,000

AvalonBay

Communities,

Inc

3

.200

01/15/28

191,413‌

500,000

AvalonBay

Communities,

Inc

1

.900

12/01/28

446,749‌

750,000

AvalonBay

Communities,

Inc

3

.300

06/01/29

703,323‌

750,000

AvalonBay

Communities,

Inc

2

.300

03/01/30

659,947‌

800,000

(a)

AvalonBay

Communities,

Inc

2

.050

01/15/32

662,367‌

450,000

AvalonBay

Communities,

Inc

5

.000

02/15/33

442,955‌

1,000,000

AvalonBay

Communities,

Inc

5

.300

12/07/33

1,001,310‌

500,000

AvalonBay

Communities,

Inc

5

.350

06/01/34

502,683‌

400,000

AvalonBay

Communities,

Inc

4

.150

07/01/47

318,568‌

200,000

AvalonBay

Communities,

Inc

4

.350

04/15/48

165,315‌

1,500,000

Boston

Properties

LP

3

.200

01/15/25

1,498,793‌

275,000

Boston

Properties

LP

3

.650

02/01/26

271,043‌

700,000

Boston

Properties

LP

2

.750

10/01/26

673,735‌

500,000

Boston

Properties

LP

6

.750

12/01/27

521,383‌

550,000

Boston

Properties

LP

4

.500

12/01/28

535,177‌

50,000

Boston

Properties

LP

3

.400

06/21/29

45,882‌

750,000

Boston

Properties

LP

2

.900

03/15/30

662,352‌

1,000,000

(a)

Boston

Properties

LP

3

.250

01/30/31

879,370‌

1,000,000

Boston

Properties

LP

2

.550

04/01/32

809,576‌

1,000,000

(a)

Boston

Properties

LP

2

.450

10/01/33

770,565‌

500,000

(a)

Boston

Properties

LP

6

.500

01/15/34

523,946‌

1,500,000

Boston

Properties

LP

5

.750

01/15/35

1,470,502‌

225,000

Brixmor

Operating

Partnership

LP

4

.125

06/15/26

222,605‌

300,000

Brixmor

Operating

Partnership

LP

3

.900

03/15/27

293,857‌

100,000

Brixmor

Operating

Partnership

LP

2

.250

04/01/28

91,377‌

600,000

Brixmor

Operating

Partnership

LP

4

.125

05/15/29

575,781‌

940,000

Brixmor

Operating

Partnership

LP

4

.050

07/01/30

888,676‌

100,000

Brixmor

Operating

Partnership

LP

2

.500

08/16/31

83,908‌

1,500,000

Brixmor

Operating

Partnership

LP

5

.500

02/15/34

1,485,369‌

1,000,000

Brixmor

Operating

Partnership

LP

5

.750

02/15/35

1,008,209‌

500,000

Broadstone

Net

Lease

LLC

2

.600

09/15/31

412,944‌

Bond

Index

Fund

38

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

750,000

Camden

Property

Trust

5

.850

%

11/03/26

$

765,021‌

100,000

Camden

Property

Trust

4

.100

10/15/28

97,252‌

325,000

Camden

Property

Trust

3

.150

07/01/29

301,872‌

100,000

Camden

Property

Trust

2

.800

05/15/30

89,745‌

750,000

Camden

Property

Trust

4

.900

01/15/34

728,020‌

500,000

Camden

Property

Trust

3

.350

11/01/49

343,867‌

1,000,000

Corporate

Office

Properties

LP

2

.250

03/15/26

967,745‌

1,000,000

Corporate

Office

Properties

LP

2

.000

01/15/29

879,803‌

175,000

Corporate

Office

Properties

LP

2

.750

04/15/31

149,388‌

500,000

Cousins

Properties

LP

5

.375

02/15/32

491,060‌

500,000

Cousins

Properties

LP

5

.875

10/01/34

500,523‌

975,000

Crown

Castle,

Inc

4

.450

02/15/26

971,340‌

250,000

Crown

Castle,

Inc

3

.700

06/15/26

245,917‌

1,500,000

Crown

Castle,

Inc

1

.050

07/15/26

1,417,258‌

100,000

Crown

Castle,

Inc

4

.000

03/01/27

98,259‌

525,000

Crown

Castle,

Inc

3

.650

09/01/27

509,117‌

750,000

Crown

Castle,

Inc

5

.000

01/11/28

749,332‌

775,000

Crown

Castle,

Inc

3

.800

02/15/28

745,736‌

1,000,000

Crown

Castle,

Inc

4

.800

09/01/28

988,670‌

300,000

Crown

Castle,

Inc

4

.300

02/15/29

290,278‌

1,000,000

Crown

Castle,

Inc

5

.600

06/01/29

1,019,346‌

1,000,000

Crown

Castle,

Inc

4

.900

09/01/29

988,894‌

500,000

Crown

Castle,

Inc

3

.100

11/15/29

454,912‌

275,000

Crown

Castle,

Inc

3

.300

07/01/30

249,863‌

1,050,000

Crown

Castle,

Inc

2

.250

01/15/31

882,365‌

1,500,000

Crown

Castle,

Inc

2

.100

04/01/31

1,241,492‌

1,000,000

Crown

Castle,

Inc

2

.500

07/15/31

842,167‌

1,000,000

Crown

Castle,

Inc

5

.100

05/01/33

973,929‌

1,000,000

Crown

Castle,

Inc

5

.800

03/01/34

1,018,766‌

500,000

Crown

Castle,

Inc

5

.200

09/01/34

487,035‌

1,000,000

Crown

Castle,

Inc

2

.900

04/01/41

695,556‌

200,000

Crown

Castle,

Inc

4

.750

05/15/47

169,431‌

300,000

Crown

Castle,

Inc

5

.200

02/15/49

267,752‌

500,000

Crown

Castle,

Inc

4

.000

11/15/49

372,026‌

200,000

Crown

Castle,

Inc

4

.150

07/01/50

153,009‌

875,000

Crown

Castle,

Inc

3

.250

01/15/51

570,067‌

200,000

CubeSmart

LP

3

.125

09/01/26

194,422‌

600,000

CubeSmart

LP

2

.250

12/15/28

539,701‌

100,000

CubeSmart

LP

4

.375

02/15/29

97,048‌

250,000

CubeSmart

LP

3

.000

02/15/30

224,955‌

450,000

CubeSmart

LP

2

.000

02/15/31

373,422‌

700,000

CubeSmart

LP

2

.500

02/15/32

584,815‌

475,000

Digital

Realty

Trust

LP

3

.700

08/15/27

461,739‌

1,300,000

Digital

Realty

Trust

LP

5

.550

01/15/28

1,320,980‌

300,000

Digital

Realty

Trust

LP

4

.450

07/15/28

294,454‌

1,000,000

Digital

Realty

Trust

LP

3

.600

07/01/29

945,639‌

1,000,000

EPR

Properties

3

.600

11/15/31

874,944‌

1,000,000

Equinix

Europe

2

Financing

Corp

LLC

5

.500

06/15/34

1,003,805‌

2,000,000

Equinix,

Inc

1

.450

05/15/26

1,912,790‌

650,000

Equinix,

Inc

2

.900

11/18/26

627,370‌

800,000

Equinix,

Inc

1

.550

03/15/28

720,584‌

2,000,000

Equinix,

Inc

2

.000

05/15/28

1,819,876‌

1,000,000

Equinix,

Inc

3

.200

11/18/29

919,329‌

175,000

Equinix,

Inc

2

.150

07/15/30

150,610‌

1,000,000

Equinix,

Inc

2

.500

05/15/31

854,740‌

1,500,000

Equinix,

Inc

3

.400

02/15/52

1,015,161‌

200,000

ERP

Operating

LP

2

.850

11/01/26

193,672‌

1,150,000

ERP

Operating

LP

3

.250

08/01/27

1,107,505‌

500,000

ERP

Operating

LP

3

.500

03/01/28

481,573‌

200,000

ERP

Operating

LP

4

.150

12/01/28

195,470‌

750,000

ERP

Operating

LP

3

.000

07/01/29

692,142‌

300,000

ERP

Operating

LP

2

.500

02/15/30

266,944‌

39

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

ERP

Operating

LP

1

.850

%

08/01/31

$

412,503‌

1,000,000

ERP

Operating

LP

4

.650

09/15/34

948,269‌

425,000

ERP

Operating

LP

4

.500

07/01/44

366,809‌

100,000

ERP

Operating

LP

4

.000

08/01/47

77,630‌

650,000

Essential

Properties

LP

2

.950

07/15/31

553,361‌

100,000

Essex

Portfolio

LP

3

.375

04/15/26

98,169‌

200,000

Essex

Portfolio

LP

3

.625

05/01/27

194,910‌

900,000

Essex

Portfolio

LP

4

.000

03/01/29

865,360‌

325,000

Essex

Portfolio

LP

3

.000

01/15/30

293,995‌

750,000

Essex

Portfolio

LP

1

.650

01/15/31

610,046‌

1,000,000

Essex

Portfolio

LP

2

.550

06/15/31

848,970‌

600,000

Essex

Portfolio

LP

5

.500

04/01/34

600,253‌

300,000

Essex

Portfolio

LP

4

.500

03/15/48

248,254‌

525,000

Extra

Space

Storage

LP

3

.500

07/01/26

515,212‌

200,000

Extra

Space

Storage

LP

3

.875

12/15/27

195,476‌

500,000

Extra

Space

Storage

LP

3

.900

04/01/29

478,011‌

500,000

Extra

Space

Storage

LP

4

.000

06/15/29

478,498‌

1,000,000

Extra

Space

Storage

LP

5

.500

07/01/30

1,017,402‌

100,000

Extra

Space

Storage

LP

2

.200

10/15/30

85,085‌

500,000

Extra

Space

Storage

LP

5

.900

01/15/31

515,762‌

700,000

Extra

Space

Storage

LP

2

.550

06/01/31

595,317‌

450,000

Extra

Space

Storage

LP

2

.400

10/15/31

373,909‌

500,000

Extra

Space

Storage

LP

2

.350

03/15/32

408,479‌

750,000

Extra

Space

Storage

LP

5

.400

02/01/34

742,755‌

300,000

Federal

Realty

OP

LP

1

.250

02/15/26

287,986‌

50,000

Federal

Realty

OP

LP

3

.250

07/15/27

48,109‌

1,000,000

Federal

Realty

OP

LP

5

.375

05/01/28

1,010,099‌

1,300,000

Federal

Realty

OP

LP

3

.200

06/15/29

1,197,359‌

300,000

Federal

Realty

OP

LP

3

.500

06/01/30

275,184‌

200,000

Federal

Realty

OP

LP

4

.500

12/01/44

167,373‌

1,300,000

GLP

Capital

LP

5

.250

06/01/25

1,299,701‌

150,000

GLP

Capital

LP

5

.375

04/15/26

150,002‌

750,000

GLP

Capital

LP

5

.750

06/01/28

756,844‌

200,000

GLP

Capital

LP

5

.300

01/15/29

198,550‌

500,000

GLP

Capital

LP

4

.000

01/15/30

465,690‌

500,000

GLP

Capital

LP

4

.000

01/15/31

457,332‌

750,000

GLP

Capital

LP

3

.250

01/15/32

642,378‌

1,000,000

GLP

Capital

LP

6

.750

12/01/33

1,058,575‌

800,000

Healthcare

Realty

Holdings

LP

3

.500

08/01/26

781,817‌

100,000

Healthcare

Realty

Holdings

LP

3

.625

01/15/28

94,982‌

500,000

Healthcare

Realty

Holdings

LP

3

.100

02/15/30

449,339‌

100,000

Healthcare

Realty

Holdings

LP

2

.400

03/15/30

85,743‌

975,000

Healthcare

Realty

Holdings

LP

2

.000

03/15/31

797,115‌

175,000

Healthcare

Realty

Holdings

LP

2

.050

03/15/31

141,771‌

100,000

Healthpeak

OP

LLC

3

.250

07/15/26

97,745‌

1,500,000

Healthpeak

OP

LLC

1

.350

02/01/27

1,398,409‌

325,000

Healthpeak

OP

LLC

2

.125

12/01/28

292,148‌

600,000

Healthpeak

OP

LLC

3

.500

07/15/29

561,394‌

1,000,000

Healthpeak

OP

LLC

3

.000

01/15/30

904,967‌

175,000

Healthpeak

OP

LLC

2

.875

01/15/31

154,101‌

30,000

Healthpeak

OP

LLC

6

.750

02/01/41

32,454‌

750,000

Healthpeak

Properties

Interim,

Inc

5

.250

12/15/32

744,383‌

100,000

Highwoods

Realty

LP

3

.875

03/01/27

97,221‌

150,000

Highwoods

Realty

LP

4

.125

03/15/28

143,500‌

250,000

Highwoods

Realty

LP

4

.200

04/15/29

237,301‌

500,000

Highwoods

Realty

LP

3

.050

02/15/30

440,957‌

775,000

Highwoods

Realty

LP

2

.600

02/01/31

645,513‌

1,000,000

Highwoods

Realty

LP

7

.650

02/01/34

1,109,897‌

200,000

Host

Hotels

&

Resorts

LP

4

.000

06/15/25

199,135‌

100,000

Host

Hotels

&

Resorts

LP

4

.500

02/01/26

99,415‌

500,000

Host

Hotels

&

Resorts

LP

3

.375

12/15/29

457,419‌

850,000

Host

Hotels

&

Resorts

LP

3

.500

09/15/30

769,796‌

Bond

Index

Fund

40

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

200,000

Host

Hotels

&

Resorts

LP

2

.900

%

12/15/31

$

170,170‌

100,000

Host

Hotels

&

Resorts

LP

5

.700

07/01/34

99,836‌

1,000,000

(a)

Host

Hotels

&

Resorts

LP

5

.500

04/15/35

978,875‌

300,000

Invitation

Homes

Operating

Partnership

LP

2

.300

11/15/28

270,782‌

500,000

Invitation

Homes

Operating

Partnership

LP

5

.450

08/15/30

506,666‌

500,000

Invitation

Homes

Operating

Partnership

LP

2

.000

08/15/31

405,690‌

575,000

Invitation

Homes

Operating

Partnership

LP

4

.150

04/15/32

530,320‌

500,000

Invitation

Homes

Operating

Partnership

LP

5

.500

08/15/33

497,074‌

750,000

Invitation

Homes

Operating

Partnership

LP

2

.700

01/15/34

597,847‌

1,000,000

Invitation

Homes

Operating

Partnership

LP

4

.875

02/01/35

946,022‌

250,000

Kilroy

Realty

LP

4

.750

12/15/28

244,070‌

200,000

Kilroy

Realty

LP

4

.250

08/15/29

188,452‌

750,000

Kilroy

Realty

LP

3

.050

02/15/30

658,259‌

500,000

Kilroy

Realty

LP

2

.500

11/15/32

387,954‌

1,000,000

Kilroy

Realty

LP

2

.650

11/15/33

764,598‌

400,000

Kilroy

Realty

LP

6

.250

01/15/36

396,839‌

625,000

Kimco

Realty

OP

LLC

2

.800

10/01/26

604,529‌

200,000

Kimco

Realty

OP

LLC

3

.800

04/01/27

195,877‌

500,000

Kimco

Realty

OP

LLC

1

.900

03/01/28

456,747‌

750,000

Kimco

Realty

OP

LLC

2

.700

10/01/30

665,794‌

1,000,000

Kimco

Realty

OP

LLC

2

.250

12/01/31

829,781‌

500,000

Kimco

Realty

OP

LLC

4

.600

02/01/33

475,958‌

1,000,000

Kimco

Realty

OP

LLC

4

.850

03/01/35

952,348‌

200,000

Kimco

Realty

OP

LLC

4

.250

04/01/45

161,902‌

175,000

Kimco

Realty

OP

LLC

4

.125

12/01/46

137,484‌

100,000

Kimco

Realty

OP

LLC

4

.450

09/01/47

82,410‌

500,000

Kimco

Realty

OP

LLC

3

.700

10/01/49

362,806‌

1,000,000

Kimco

Realty

OP,

LLC

6

.400

03/01/34

1,064,159‌

500,000

Kite

Realty

Group

LP

4

.950

12/15/31

486,467‌

400,000

Kite

Realty

Group

LP

5

.500

03/01/34

397,854‌

350,000

Kite

Realty

Group

Trust

4

.750

09/15/30

341,713‌

750,000

LXP

Industrial

Trust

6

.750

11/15/28

785,325‌

750,000

LXP

Industrial

Trust

2

.700

09/15/30

648,616‌

1,000,000

Mid-America

Apartments

LP

1

.100

09/15/26

942,031‌

750,000

Mid-America

Apartments

LP

3

.600

06/01/27

732,156‌

200,000

Mid-America

Apartments

LP

4

.200

06/15/28

195,537‌

625,000

Mid-America

Apartments

LP

3

.950

03/15/29

601,985‌

175,000

Mid-America

Apartments

LP

2

.750

03/15/30

156,592‌

250,000

Mid-America

Apartments

LP

1

.700

02/15/31

205,840‌

1,000,000

Mid-America

Apartments

LP

5

.300

02/15/32

1,004,131‌

500,000

(a)

Mid-America

Apartments

LP

5

.000

03/15/34

486,358‌

500,000

Mid-America

Apartments

LP

4

.950

03/01/35

481,818‌

150,000

Mid-America

Apartments

LP

2

.875

09/15/51

92,496‌

500,000

National

Health

Investors,

Inc

3

.000

02/01/31

429,526‌

1,550,000

NNN

REIT,

Inc

3

.500

10/15/27

1,496,779‌

300,000

NNN

REIT,

Inc

2

.500

04/15/30

262,578‌

200,000

NNN

REIT,

Inc

5

.600

10/15/33

201,695‌

1,000,000

NNN

REIT,

Inc

5

.500

06/15/34

995,876‌

500,000

NNN

REIT,

Inc

3

.100

04/15/50

314,624‌

1,000,000

NNN

REIT,

Inc

3

.000

04/15/52

606,954‌

200,000

OMEGA

Healthcare

Investors,

Inc

4

.500

04/01/27

197,440‌

825,000

OMEGA

Healthcare

Investors,

Inc

4

.750

01/15/28

813,831‌

500,000

OMEGA

Healthcare

Investors,

Inc

3

.625

10/01/29

461,180‌

500,000

OMEGA

Healthcare

Investors,

Inc

3

.375

02/01/31

443,434‌

1,000,000

OMEGA

Healthcare

Investors,

Inc

3

.250

04/15/33

836,268‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

2

.625

11/15/31

836,187‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

5

.750

07/15/34

1,001,145‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

4

.950

01/15/35

940,344‌

200,000

Physicians

Realty

LP

4

.300

03/15/27

197,849‌

200,000

Physicians

Realty

LP

3

.950

01/15/28

194,075‌

1,000,000

Physicians

Realty

LP

2

.625

11/01/31

845,105‌

750,000

Piedmont

Operating

Partnership

LP

6

.875

07/15/29

770,579‌

41

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

1,000,000

Piedmont

Operating

Partnership

LP

2

.750

%

04/01/32

$

794,228‌

100,000

Prologis

LP

3

.250

10/01/26

97,878‌

100,000

Prologis

LP

4

.375

02/01/29

98,290‌

500,000

Prologis

LP

2

.250

04/15/30

437,383‌

1,000,000

Prologis

LP

1

.625

03/15/31

816,500‌

100,000

Prologis

LP

4

.375

09/15/48

82,565‌

500,000

Prologis

LP

3

.000

04/15/50

320,444‌

500,000

Prologis

LP

2

.125

10/15/50

262,062‌

100,000

ProLogis

LP

3

.250

06/30/26

98,127‌

1,000,000

ProLogis

LP

3

.375

12/15/27

967,528‌

750,000

ProLogis

LP

4

.875

06/15/28

751,825‌

100,000

ProLogis

LP

4

.000

09/15/28

97,367‌

225,000

ProLogis

LP

2

.875

11/15/29

205,980‌

200,000

ProLogis

LP

1

.750

07/01/30

168,578‌

775,000

ProLogis

LP

2

.250

01/15/32

644,977‌

1,000,000

ProLogis

LP

4

.625

01/15/33

963,822‌

750,000

ProLogis

LP

4

.750

06/15/33

725,893‌

750,000

ProLogis

LP

5

.125

01/15/34

739,110‌

1,000,000

ProLogis

LP

5

.000

03/15/34

976,659‌

1,000,000

ProLogis

LP

5

.150

01/31/35

974,406‌

500,000

ProLogis

LP

3

.050

03/01/50

323,330‌

1,250,000

ProLogis

LP

5

.250

06/15/53

1,167,040‌

1,250,000

ProLogis

LP

5

.250

03/15/54

1,166,061‌

1,500,000

Public

Storage

0

.875

02/15/26

1,439,517‌

750,000

Public

Storage

1

.500

11/09/26

709,464‌

200,000

Public

Storage

3

.094

09/15/27

192,318‌

750,000

Public

Storage

1

.950

11/09/28

675,033‌

500,000

Public

Storage

3

.385

05/01/29

471,815‌

250,000

Public

Storage

2

.250

11/09/31

209,116‌

1,000,000

Public

Storage

5

.100

08/01/33

995,529‌

1,500,000

Public

Storage

5

.350

08/01/53

1,425,825‌

1,000,000

Rayonier

LP

2

.750

05/17/31

847,701‌

750,000

Realty

Income

Corp

0

.750

03/15/26

715,083‌

425,000

Realty

Income

Corp

4

.875

06/01/26

426,027‌

200,000

Realty

Income

Corp

4

.125

10/15/26

198,119‌

200,000

Realty

Income

Corp

3

.000

01/15/27

193,413‌

300,000

Realty

Income

Corp

3

.200

01/15/27

290,859‌

650,000

Realty

Income

Corp

3

.950

08/15/27

639,087‌

1,000,000

Realty

Income

Corp

3

.400

01/15/28

959,594‌

1,000,000

Realty

Income

Corp

3

.650

01/15/28

965,504‌

1,000,000

Realty

Income

Corp

2

.100

03/15/28

919,052‌

500,000

Realty

Income

Corp

2

.200

06/15/28

457,546‌

750,000

Realty

Income

Corp

4

.700

12/15/28

746,242‌

500,000

Realty

Income

Corp

4

.750

02/15/29

496,301‌

500,000

Realty

Income

Corp

3

.250

06/15/29

465,889‌

500,000

Realty

Income

Corp

4

.000

07/15/29

480,840‌

500,000

Realty

Income

Corp

3

.100

12/15/29

459,045‌

300,000

Realty

Income

Corp

3

.400

01/15/30

278,891‌

1,000,000

Realty

Income

Corp

4

.850

03/15/30

993,703‌

1,500,000

Realty

Income

Corp

3

.250

01/15/31

1,354,379‌

500,000

Realty

Income

Corp

3

.200

02/15/31

448,486‌

750,000

Realty

Income

Corp

1

.800

03/15/33

573,909‌

750,000

Realty

Income

Corp

4

.900

07/15/33

726,624‌

500,000

Realty

Income

Corp

5

.125

02/15/34

489,975‌

300,000

Realty

Income

Corp

4

.650

03/15/47

258,453‌

1,000,000

Realty

Income

Corp

5

.375

09/01/54

949,256‌

200,000

Regency

Centers

Corp

5

.250

01/15/34

197,096‌

375,000

Regency

Centers

LP

3

.600

02/01/27

365,953‌

125,000

Regency

Centers

LP

4

.125

03/15/28

121,942‌

425,000

Regency

Centers

LP

2

.950

09/15/29

389,584‌

500,000

Regency

Centers

LP

3

.700

06/15/30

466,988‌

425,000

Regency

Centers

LP

5

.100

01/15/35

414,968‌

Bond

Index

Fund

42

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

200,000

Regency

Centers

LP

4

.400

%

02/01/47

$

164,593‌

300,000

Regency

Centers

LP

4

.650

03/15/49

253,642‌

500,000

Retail

Opportunity

Investments

Partnership

LP

6

.750

10/15/28

529,866‌

500,000

Rexford

Industrial

Realty

LP

5

.000

06/15/28

498,100‌

1,000,000

Rexford

Industrial

Realty

LP

2

.125

12/01/30

837,479‌

300,000

Sabra

Health

Care

LP

5

.125

08/15/26

299,765‌

1,000,000

Sabra

Health

Care

LP

3

.200

12/01/31

857,956‌

1,000,000

Safehold

GL

Holdings

LLC

2

.800

06/15/31

853,807‌

1,000,000

Safehold

GL

Holdings

LLC

6

.100

04/01/34

1,017,374‌

500,000

Safehold

GL

Holdings

LLC

5

.650

01/15/35

487,875‌

625,000

Simon

Property

Group

LP

3

.300

01/15/26

616,928‌

350,000

Simon

Property

Group

LP

3

.250

11/30/26

341,417‌

1,000,000

Simon

Property

Group

LP

1

.375

01/15/27

937,723‌

200,000

Simon

Property

Group

LP

3

.375

06/15/27

194,465‌

300,000

Simon

Property

Group

LP

3

.375

12/01/27

290,550‌

1,000,000

Simon

Property

Group

LP

1

.750

02/01/28

914,793‌

1,750,000

Simon

Property

Group

LP

2

.450

09/13/29

1,573,608‌

750,000

Simon

Property

Group

LP

2

.650

07/15/30

667,539‌

1,000,000

Simon

Property

Group

LP

2

.200

02/01/31

850,572‌

500,000

Simon

Property

Group

LP

2

.250

01/15/32

415,030‌

1,500,000

Simon

Property

Group

LP

2

.650

02/01/32

1,276,633‌

1,000,000

Simon

Property

Group

LP

5

.500

03/08/33

1,016,767‌

500,000

Simon

Property

Group

LP

6

.250

01/15/34

530,226‌

1,000,000

Simon

Property

Group

LP

4

.750

09/26/34

947,457‌

1,500,000

Simon

Property

Group

LP

4

.250

10/01/44

1,234,061‌

300,000

Simon

Property

Group

LP

4

.250

11/30/46

244,679‌

500,000

Simon

Property

Group

LP

3

.250

09/13/49

335,847‌

750,000

Simon

Property

Group

LP

3

.800

07/15/50

552,096‌

1,000,000

Simon

Property

Group

LP

5

.850

03/08/53

1,006,914‌

500,000

(a)

Simon

Property

Group

LP

6

.650

01/15/54

556,511‌

500,000

STORE

Capital

Corp

4

.625

03/15/29

481,632‌

500,000

STORE

Capital

Corp

2

.750

11/18/30

431,510‌

500,000

Sun

Communities

Operating

LP

2

.300

11/01/28

450,746‌

500,000

Sun

Communities

Operating

LP

5

.500

01/15/29

503,551‌

1,000,000

Sun

Communities

Operating

LP

4

.200

04/15/32

912,994‌

500,000

Sun

Communities

Operating

LP

5

.700

01/15/33

498,001‌

100,000

Tanger

Properties

LP

3

.125

09/01/26

96,798‌

250,000

Tanger

Properties

LP

3

.875

07/15/27

242,688‌

500,000

Tanger

Properties

LP

2

.750

09/01/31

421,732‌

200,000

UDR,

Inc

3

.500

07/01/27

193,789‌

200,000

UDR,

Inc

3

.500

01/15/28

191,271‌

600,000

UDR,

Inc

3

.200

01/15/30

549,187‌

1,000,000

UDR,

Inc

3

.000

08/15/31

878,170‌

750,000

UDR,

Inc

2

.100

08/01/32

595,454‌

500,000

UDR,

Inc

1

.900

03/15/33

384,144‌

1,000,000

UDR,

Inc

5

.125

09/01/34

969,780‌

300,000

UDR,

Inc

3

.100

11/01/34

244,307‌

120,000

Ventas

Realty

LP

4

.125

01/15/26

119,040‌

200,000

Ventas

Realty

LP

3

.250

10/15/26

194,532‌

1,000,000

Ventas

Realty

LP

4

.000

03/01/28

973,079‌

525,000

Ventas

Realty

LP

4

.400

01/15/29

511,032‌

350,000

Ventas

Realty

LP

3

.000

01/15/30

316,170‌

500,000

Ventas

Realty

LP

4

.750

11/15/30

488,942‌

1,025,000

Ventas

Realty

LP

2

.500

09/01/31

865,780‌

1,000,000

Ventas

Realty

LP

5

.625

07/01/34

1,006,851‌

1,000,000

Ventas

Realty

LP

5

.000

01/15/35

955,462‌

300,000

Ventas

Realty

LP

4

.375

02/01/45

244,713‌

300,000

Ventas

Realty

LP

4

.875

04/15/49

258,180‌

850,000

VICI

Properties

LP

4

.750

02/15/28

842,855‌

750,000

VICI

Properties

LP

4

.950

02/15/30

735,152‌

1,000,000

VICI

Properties

LP

5

.125

11/15/31

975,456‌

1,000,000

(a)

VICI

Properties

LP

5

.750

04/01/34

1,009,072‌

43

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

1,000,000

VICI

Properties

LP

5

.625

%

05/15/52

$

930,395‌

1,000,000

VICI

Properties

LP

6

.125

04/01/54

993,568‌

600,000

Welltower

OP

LLC

4

.250

04/01/26

596,942‌

500,000

Welltower

OP

LLC

2

.700

02/15/27

480,569‌

600,000

Welltower

OP

LLC

4

.250

04/15/28

587,418‌

1,000,000

Welltower

OP

LLC

2

.050

01/15/29

894,110‌

500,000

Welltower

OP

LLC

4

.125

03/15/29

483,470‌

425,000

Welltower

OP

LLC

3

.100

01/15/30

386,960‌

400,000

Welltower

OP

LLC

2

.750

01/15/31

349,130‌

1,000,000

Welltower

OP

LLC

2

.800

06/01/31

870,213‌

500,000

Welltower

OP

LLC

2

.750

01/15/32

425,326‌

150,000

Welltower

OP

LLC

3

.850

06/15/32

137,209‌

300,000

Welltower

OP

LLC

4

.950

09/01/48

269,400‌

1,000,000

Weyerhaeuser

Co

4

.750

05/15/26

1,000,067‌

500,000

Weyerhaeuser

Co

4

.000

11/15/29

476,954‌

500,000

Weyerhaeuser

Co

4

.000

04/15/30

473,815‌

304,000

Weyerhaeuser

Co

7

.375

03/15/32

338,413‌

300,000

Weyerhaeuser

Co

3

.375

03/09/33

260,465‌

1,375,000

(a)

Weyerhaeuser

Co

4

.000

03/09/52

1,036,505‌

1,000,000

(a)

WP

Carey,

Inc

3

.850

07/15/29

950,559‌

750,000

WP

Carey,

Inc

2

.400

02/01/31

637,385‌

500,000

WP

Carey,

Inc

2

.450

02/01/32

411,952‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

247,581,958‌

FINANCIAL

SERVICES

-

2.6%

300,000

AerCap

Ireland

Capital

DAC

4

.450

10/01/25

299,289‌

500,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

483,814‌

500,000

AerCap

Ireland

Capital

DAC

4

.450

04/03/26

497,401‌

2,500,000

AerCap

Ireland

Capital

DAC

2

.450

10/29/26

2,393,232‌

3,895,000

AerCap

Ireland

Capital

DAC

6

.450

04/15/27

4,016,209‌

250,000

AerCap

Ireland

Capital

DAC

3

.650

07/21/27

242,560‌

1,000,000

AerCap

Ireland

Capital

DAC

4

.625

10/15/27

993,325‌

200,000

AerCap

Ireland

Capital

DAC

3

.875

01/23/28

193,697‌

1,000,000

AerCap

Ireland

Capital

DAC

5

.750

06/06/28

1,018,914‌

1,450,000

AerCap

Ireland

Capital

DAC

3

.000

10/29/28

1,342,642‌

1,000,000

AerCap

Ireland

Capital

DAC

5

.100

01/19/29

998,670‌

1,500,000

AerCap

Ireland

Capital

DAC

4

.625

09/10/29

1,466,984‌

4,000,000

AerCap

Ireland

Capital

DAC

6

.150

09/30/30

4,177,778‌

700,000

AerCap

Ireland

Capital

DAC

3

.300

01/30/32

609,924‌

2,000,000

AerCap

Ireland

Capital

DAC

3

.400

10/29/33

1,703,243‌

1,000,000

AerCap

Ireland

Capital

DAC

5

.300

01/19/34

980,469‌

1,500,000

(a)

AerCap

Ireland

Capital

DAC

4

.950

09/10/34

1,428,108‌

800,000

(a)

AerCap

Ireland

Capital

DAC

3

.850

10/29/41

626,120‌

250,000

AerCap

Ireland

Capital

DAC

6

.950

03/10/55

257,293‌

1,000,000

Affiliated

Managers

Group,

Inc

3

.300

06/15/30

914,861‌

500,000

Affiliated

Managers

Group,

Inc

5

.500

08/20/34

495,006‌

1,000,000

Ally

Financial,

Inc

4

.750

06/09/27

993,179‌

400,000

Ally

Financial,

Inc

7

.100

11/15/27

422,177‌

1,000,000

(a)

Ally

Financial,

Inc

2

.200

11/02/28

889,687‌

1,500,000

Ally

Financial,

Inc

6

.992

06/13/29

1,562,670‌

500,000

Ally

Financial,

Inc

6

.848

01/03/30

518,335‌

750,000

Ally

Financial,

Inc

5

.543

01/17/31

739,420‌

2,000,000

(a)

Ally

Financial,

Inc

8

.000

11/01/31

2,211,257‌

1,000,000

(a)

Ally

Financial,

Inc

6

.184

07/26/35

988,483‌

1,000,000

American

Express

Co

4

.200

11/06/25

997,663‌

1,500,000

American

Express

Co

4

.900

02/13/26

1,504,836‌

2,500,000

American

Express

Co

3

.125

05/20/26

2,448,894‌

2,000,000

American

Express

Co

1

.650

11/04/26

1,894,955‌

1,500,000

American

Express

Co

2

.550

03/04/27

1,436,052‌

1,500,000

American

Express

Co

5

.850

11/05/27

1,546,471‌

1,000,000

American

Express

Co

5

.043

07/26/28

1,005,236‌

575,000

(a)

American

Express

Co

4

.050

05/03/29

561,355‌

1,000,000

American

Express

Co

5

.282

07/27/29

1,011,248‌

Bond

Index

Fund

44

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

1,000,000

American

Express

Co

5

.532

%

04/25/30

$

1,018,202‌

1,500,000

American

Express

Co

6

.489

10/30/31

1,603,324‌

2,700,000

American

Express

Co

4

.989

05/26/33

2,632,687‌

1,000,000

(a)

American

Express

Co

4

.420

08/03/33

949,145‌

3,000,000

American

Express

Co

5

.043

05/01/34

2,947,713‌

1,000,000

American

Express

Co

5

.625

07/28/34

1,009,738‌

500,000

American

Express

Co

5

.915

04/25/35

510,860‌

1,000,000

American

Express

Co

5

.284

07/26/35

988,972‌

525,000

American

Express

Co

4

.050

12/03/42

439,548‌

200,000

Ameriprise

Financial,

Inc

2

.875

09/15/26

194,564‌

750,000

Ameriprise

Financial,

Inc

5

.700

12/15/28

772,724‌

350,000

Ameriprise

Financial,

Inc

4

.500

05/13/32

336,364‌

1,000,000

Ameriprise

Financial,

Inc

5

.150

05/15/33

998,240‌

1,000,000

Andrew

W

Mellon

Foundation

0

.947

08/01/27

913,303‌

750,000

(a),(c)

Apollo

Debt

Solutions

BDC

6

.900

04/13/29

775,865‌

1,100,000

(c)

Apollo

Debt

Solutions

BDC

6

.700

07/29/31

1,129,699‌

1,500,000

Apollo

Global

Management,

Inc

5

.800

05/21/54

1,506,343‌

1,000,000

(a)

Apollo

Global

Management,

Inc

6

.000

12/15/54

984,424‌

1,200,000

Ares

Capital

Corp

3

.875

01/15/26

1,186,277‌

1,500,000

Ares

Capital

Corp

2

.150

07/15/26

1,434,184‌

850,000

Ares

Capital

Corp

7

.000

01/15/27

881,027‌

750,000

Ares

Capital

Corp

2

.875

06/15/28

691,343‌

750,000

Ares

Capital

Corp

5

.875

03/01/29

756,350‌

1,000,000

Ares

Capital

Corp

5

.950

07/15/29

1,011,127‌

750,000

Ares

Capital

Corp

3

.200

11/15/31

644,687‌

500,000

Ares

Management

Corp

6

.375

11/10/28

523,272‌

1,000,000

Ares

Management

Corp

5

.600

10/11/54

951,010‌

500,000

(c)

Ares

Strategic

Income

Fund

5

.700

03/15/28

499,930‌

1,000,000

(c)

Ares

Strategic

Income

Fund

6

.350

08/15/29

1,017,839‌

1,000,000

(a),(c)

Ares

Strategic

Income

Fund

5

.600

02/15/30

988,287‌

1,000,000

Bain

Capital

Specialty

Finance,

Inc

2

.550

10/13/26

952,325‌

1,500,000

Bank

of

New

York

Mellon

Corp

0

.750

01/28/26

1,440,964‌

500,000

Bank

of

New

York

Mellon

Corp

2

.800

05/04/26

489,092‌

500,000

Bank

of

New

York

Mellon

Corp

2

.450

08/17/26

483,994‌

1,000,000

Bank

of

New

York

Mellon

Corp

2

.050

01/26/27

952,336‌

300,000

Bank

of

New

York

Mellon

Corp

3

.250

05/16/27

291,153‌

1,000,000

Bank

of

New

York

Mellon

Corp

3

.400

01/29/28

964,619‌

600,000

Bank

of

New

York

Mellon

Corp

3

.850

04/28/28

585,295‌

2,000,000

Bank

of

New

York

Mellon

Corp

1

.650

07/14/28

1,808,410‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.890

07/21/28

1,004,037‌

775,000

Bank

of

New

York

Mellon

Corp

5

.802

10/25/28

795,594‌

1,500,000

Bank

of

New

York

Mellon

Corp

4

.543

02/01/29

1,488,644‌

400,000

Bank

of

New

York

Mellon

Corp

3

.300

08/23/29

371,582‌

1,000,000

Bank

of

New

York

Mellon

Corp

6

.317

10/25/29

1,050,581‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.975

03/14/30

1,001,371‌

500,000

Bank

of

New

York

Mellon

Corp

4

.596

07/26/30

493,856‌

1,500,000

Bank

of

New

York

Mellon

Corp

1

.650

01/28/31

1,239,877‌

1,000,000

Bank

of

New

York

Mellon

Corp

1

.800

07/28/31

828,558‌

1,000,000

Bank

of

New

York

Mellon

Corp

5

.060

07/22/32

997,459‌

500,000

Bank

of

New

York

Mellon

Corp

4

.289

06/13/33

471,857‌

1,000,000

Bank

of

New

York

Mellon

Corp

5

.834

10/25/33

1,035,619‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.706

02/01/34

961,498‌

2,000,000

Bank

of

New

York

Mellon

Corp

4

.967

04/26/34

1,960,052‌

1,000,000

Bank

of

New

York

Mellon

Corp

6

.474

10/25/34

1,079,784‌

1,000,000

Bank

of

New

York

Mellon

Corp

5

.188

03/14/35

989,876‌

1,000,000

Bank

of

New

York

Mellon

Corp

5

.225

11/20/35

995,212‌

450,000

Bank

of

New

York

Mellon

Corp

5

.606

07/21/39

452,695‌

1,000,000

Barings

BDC,

Inc

3

.300

11/23/26

959,477‌

2,400,000

Berkshire

Hathaway,

Inc

3

.125

03/15/26

2,363,171‌

800,000

(a)

Berkshire

Hathaway,

Inc

4

.500

02/11/43

739,137‌

500,000

BGC

Group,

Inc

8

.000

05/25/28

530,804‌

500,000

BGC

Group,

Inc

6

.600

06/10/29

512,225‌

45

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

1,000,000

BlackRock

Funding,

Inc

4

.700

%

03/14/29

$

1,000,736‌

1,000,000

BlackRock

Funding,

Inc

5

.000

03/14/34

987,529‌

1,500,000

BlackRock

Funding,

Inc

4

.900

01/08/35

1,469,659‌

1,000,000

BlackRock

Funding,

Inc

5

.250

03/14/54

944,664‌

1,500,000

BlackRock

Funding,

Inc

5

.350

01/08/55

1,431,910‌

1,000,000

BlackRock

TCP

Capital

Corp

2

.850

02/09/26

972,059‌

500,000

(a)

BlackRock

TCP

Capital

Corp

6

.950

05/30/29

521,174‌

850,000

(a)

BlackRock,

Inc

3

.250

04/30/29

802,989‌

1,450,000

BlackRock,

Inc

1

.900

01/28/31

1,221,812‌

2,000,000

BlackRock,

Inc

2

.100

02/25/32

1,647,001‌

1,000,000

BlackRock,

Inc

4

.750

05/25/33

979,201‌

1,500,000

Blackstone

Private

Credit

Fund

7

.050

09/29/25

1,521,943‌

1,800,000

Blackstone

Private

Credit

Fund

2

.625

12/15/26

1,715,298‌

1,000,000

Blackstone

Private

Credit

Fund

3

.250

03/15/27

957,446‌

500,000

Blackstone

Private

Credit

Fund

7

.300

11/27/28

525,859‌

1,000,000

(a)

Blackstone

Private

Credit

Fund

4

.000

01/15/29

944,870‌

500,000

Blackstone

Private

Credit

Fund

5

.950

07/16/29

503,294‌

500,000

(c)

Blackstone

Private

Credit

Fund

5

.600

11/22/29

493,652‌

1,000,000

(c)

Blackstone

Private

Credit

Fund

5

.250

04/01/30

972,101‌

500,000

Blackstone

Private

Credit

Fund

6

.250

01/25/31

508,408‌

500,000

(c)

Blackstone

Private

Credit

Fund

6

.000

11/22/34

487,844‌

2,000,000

Blackstone

Reg

Finance

Co

LLC

5

.000

12/06/34

1,933,453‌

750,000

Blackstone

Secured

Lending

Fund

3

.625

01/15/26

739,213‌

1,400,000

Blackstone

Secured

Lending

Fund

2

.750

09/16/26

1,343,725‌

1,000,000

Blackstone

Secured

Lending

Fund

2

.125

02/15/27

936,039‌

500,000

Blackstone

Secured

Lending

Fund

5

.875

11/15/27

507,859‌

1,200,000

Blackstone

Secured

Lending

Fund

5

.350

04/13/28

1,196,831‌

1,000,000

Blue

Owl

Capital

Corp

4

.250

01/15/26

989,811‌

750,000

Blue

Owl

Capital

Corp

3

.400

07/15/26

726,664‌

1,000,000

Blue

Owl

Capital

Corp

2

.875

06/11/28

909,427‌

1,500,000

Blue

Owl

Capital

Corp

5

.950

03/15/29

1,505,964‌

300,000

Blue

Owl

Capital

Corp

II

8

.450

11/15/26

314,434‌

1,000,000

Blue

Owl

Capital

Corp

III

3

.125

04/13/27

943,692‌

1,000,000

Blue

Owl

Credit

Income

Corp

4

.700

02/08/27

985,712‌

750,000

(a)

Blue

Owl

Credit

Income

Corp

7

.750

09/16/27

787,554‌

700,000

Blue

Owl

Credit

Income

Corp

7

.950

06/13/28

743,287‌

1,000,000

(c)

Blue

Owl

Credit

Income

Corp

6

.600

09/15/29

1,019,974‌

1,000,000

(c)

Blue

Owl

Credit

Income

Corp

5

.800

03/15/30

984,908‌

500,000

Blue

Owl

Credit

Income

Corp

6

.650

03/15/31

508,905‌

1,500,000

Blue

Owl

Finance

LLC

6

.250

04/18/34

1,541,012‌

1,000,000

Blue

Owl

Technology

Finance

Corp

2

.500

01/15/27

937,847‌

1,000,000

(c)

Blue

Owl

Technology

Finance

Corp

II

6

.750

04/04/29

1,006,129‌

300,000

Brookfield

Asset

Management,

Inc

4

.000

01/15/25

299,875‌

1,000,000

Brookfield

Capital

Finance

LLC

6

.087

06/14/33

1,034,647‌

1,000,000

Brookfield

Finance

I

UK

PLC

2

.340

01/30/32

826,216‌

200,000

Brookfield

Finance,

Inc

4

.250

06/02/26

198,677‌

600,000

Brookfield

Finance,

Inc

3

.900

01/25/28

583,709‌

600,000

Brookfield

Finance,

Inc

4

.850

03/29/29

595,794‌

500,000

Brookfield

Finance,

Inc

6

.350

01/05/34

526,971‌

500,000

Brookfield

Finance,

Inc

5

.675

01/15/35

503,490‌

725,000

Brookfield

Finance,

Inc

4

.700

09/20/47

624,840‌

1,000,000

Brookfield

Finance,

Inc

3

.500

03/30/51

689,268‌

1,000,000

Brookfield

Finance,

Inc

3

.625

02/15/52

695,678‌

750,000

(a)

Brookfield

Finance,

Inc

5

.968

03/04/54

758,070‌

1,000,000

California

Endowment

2

.498

04/01/51

591,152‌

850,000

Capital

One

Financial

Corp

4

.200

10/29/25

844,436‌

700,000

Capital

One

Financial

Corp

3

.750

07/28/26

686,988‌

1,075,000

Capital

One

Financial

Corp

3

.750

03/09/27

1,049,558‌

1,000,000

Capital

One

Financial

Corp

3

.650

05/11/27

973,493‌

1,000,000

Capital

One

Financial

Corp

1

.878

11/02/27

944,925‌

2,700,000

Capital

One

Financial

Corp

3

.800

01/31/28

2,606,118‌

1,400,000

Capital

One

Financial

Corp

4

.927

05/10/28

1,395,495‌

Bond

Index

Fund

46

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

2,000,000

Capital

One

Financial

Corp

5

.468

%

02/01/29

$

2,013,887‌

1,000,000

Capital

One

Financial

Corp

6

.312

06/08/29

1,032,599‌

1,500,000

Capital

One

Financial

Corp

5

.700

02/01/30

1,520,555‌

2,000,000

Capital

One

Financial

Corp

3

.273

03/01/30

1,849,078‌

750,000

Capital

One

Financial

Corp

5

.247

07/26/30

747,696‌

1,000,000

Capital

One

Financial

Corp

5

.463

07/26/30

1,002,927‌

1,000,000

Capital

One

Financial

Corp

7

.624

10/30/31

1,104,105‌

2,525,000

Capital

One

Financial

Corp

2

.359

07/29/32

2,038,107‌

1,000,000

Capital

One

Financial

Corp

2

.618

11/02/32

828,167‌

1,000,000

Capital

One

Financial

Corp

5

.817

02/01/34

1,004,325‌

1,000,000

Capital

One

Financial

Corp

6

.377

06/08/34

1,038,280‌

1,000,000

(a)

Capital

One

Financial

Corp

6

.051

02/01/35

1,016,051‌

1,000,000

Capital

One

Financial

Corp

5

.884

07/26/35

1,005,823‌

500,000

Carlyle

Secured

Lending,

Inc

6

.750

02/18/30

510,189‌

450,000

Cboe

Global

Markets,

Inc

3

.650

01/12/27

441,780‌

1,000,000

Cboe

Global

Markets,

Inc

1

.625

12/15/30

829,777‌

500,000

Cboe

Global

Markets,

Inc

3

.000

03/16/32

434,409‌

350,000

Charles

Schwab

Corp

3

.625

04/01/25

348,972‌

1,500,000

Charles

Schwab

Corp

0

.900

03/11/26

1,434,993‌

1,500,000

Charles

Schwab

Corp

1

.150

05/13/26

1,432,204‌

1,000,000

Charles

Schwab

Corp

5

.875

08/24/26

1,017,032‌

500,000

Charles

Schwab

Corp

3

.200

03/02/27

484,225‌

350,000

Charles

Schwab

Corp

2

.450

03/03/27

334,220‌

525,000

Charles

Schwab

Corp

3

.300

04/01/27

509,915‌

200,000

Charles

Schwab

Corp

3

.200

01/25/28

191,384‌

2,000,000

Charles

Schwab

Corp

2

.000

03/20/28

1,831,954‌

300,000

Charles

Schwab

Corp

4

.000

02/01/29

290,697‌

1,000,000

Charles

Schwab

Corp

5

.643

05/19/29

1,020,216‌

500,000

Charles

Schwab

Corp

2

.750

10/01/29

454,946‌

1,500,000

Charles

Schwab

Corp

6

.196

11/17/29

1,563,571‌

1,500,000

(a)

Charles

Schwab

Corp

1

.650

03/11/31

1,228,130‌

1,500,000

Charles

Schwab

Corp

2

.300

05/13/31

1,275,082‌

1,000,000

Charles

Schwab

Corp

1

.950

12/01/31

815,721‌

1,000,000

Charles

Schwab

Corp

2

.900

03/03/32

860,547‌

750,000

(a)

Charles

Schwab

Corp

6

.136

08/24/34

787,442‌

1,500,000

CI

Financial

Corp

3

.200

12/17/30

1,275,412‌

500,000

CME

Group,

Inc

3

.750

06/15/28

486,685‌

1,500,000

CME

Group,

Inc

2

.650

03/15/32

1,292,598‌

400,000

CME

Group,

Inc

5

.300

09/15/43

400,000‌

500,000

CME

Group,

Inc

4

.150

06/15/48

412,570‌

1,000,000

Consumers

2023

Securitization

Funding

LLC

5

.210

09/01/30

1,010,087‌

1,000,000

Corebridge

Financial,

Inc

3

.650

04/05/27

972,292‌

1,000,000

Corebridge

Financial,

Inc

3

.850

04/05/29

954,907‌

2,000,000

(a)

Corebridge

Financial,

Inc

3

.900

04/05/32

1,820,311‌

750,000

Corebridge

Financial,

Inc

6

.050

09/15/33

775,753‌

475,000

Corebridge

Financial,

Inc

5

.750

01/15/34

483,848‌

1,000,000

Corebridge

Financial,

Inc

4

.350

04/05/42

832,473‌

500,000

Corebridge

Financial,

Inc

4

.400

04/05/52

401,672‌

1,000,000

(a)

Corebridge

Financial,

Inc

6

.875

12/15/52

1,026,220‌

1,800,000

Deutsche

Bank

AG.

4

.100

01/13/26

1,789,357‌

800,000

Deutsche

Bank

AG.

6

.720

01/18/29

830,665‌

1,000,000

Deutsche

Bank

AG.

3

.742

01/07/33

847,157‌

2,500,000

Deutsche

Bank

AG.

7

.079

02/10/34

2,573,283‌

1,000,000

DH

Europe

Finance

II

Sarl

3

.400

11/15/49

707,471‌

200,000

Discover

Bank

4

.250

03/13/26

198,346‌

1,125,000

Discover

Bank

3

.450

07/27/26

1,099,742‌

300,000

Discover

Bank

5

.974

08/09/28

305,506‌

350,000

Discover

Bank

4

.650

09/13/28

342,769‌

325,000

Discover

Bank

2

.700

02/06/30

286,778‌

200,000

Discover

Financial

Services

4

.500

01/30/26

199,159‌

350,000

Discover

Financial

Services

4

.100

02/09/27

343,680‌

500,000

Discover

Financial

Services

6

.700

11/29/32

532,889‌

47

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

1,500,000

Discover

Financial

Services

7

.964

%

11/02/34

$

1,714,289‌

200,000

Eaton

Vance

Corp

3

.500

04/06/27

194,782‌

1,000,000

Enact

Holdings,

Inc

6

.250

05/28/29

1,019,008‌

750,000

Equitable

Holdings,

Inc

5

.594

01/11/33

756,963‌

1,000,000

Essent

Group

Ltd

6

.250

07/01/29

1,020,884‌

1,000,000

FactSet

Research

Systems,

Inc

2

.900

03/01/27

960,404‌

1,500,000

Fidelity

National

Information

Services,

Inc

1

.150

03/01/26

1,438,869‌

2,500,000

Fidelity

National

Information

Services,

Inc

5

.100

07/15/32

2,484,888‌

425,000

Fidelity

National

Information

Services,

Inc

3

.100

03/01/41

308,735‌

900,000

Fiserv,

Inc

3

.200

07/01/26

880,179‌

1,000,000

Fiserv,

Inc

5

.450

03/02/28

1,015,765‌

1,000,000

Fiserv,

Inc

5

.375

08/21/28

1,013,671‌

1,125,000

Fiserv,

Inc

3

.500

07/01/29

1,055,540‌

1,000,000

Fiserv,

Inc

4

.750

03/15/30

987,824‌

2,175,000

Fiserv,

Inc

2

.650

06/01/30

1,922,439‌

1,000,000

Fiserv,

Inc

5

.350

03/15/31

1,016,499‌

1,000,000

Fiserv,

Inc

5

.625

08/21/33

1,017,631‌

700,000

Fiserv,

Inc

5

.450

03/15/34

700,426‌

1,000,000

Fiserv,

Inc

5

.150

08/12/34

977,131‌

2,300,000

Fiserv,

Inc

4

.400

07/01/49

1,877,779‌

750,000

Ford

Foundation

2

.415

06/01/50

438,890‌

525,000

Ford

Foundation

2

.815

06/01/70

295,005‌

750,000

(c)

Franklin

BSP

Capital

Corp

7

.200

06/15/29

764,630‌

1,500,000

(a)

Franklin

Resources,

Inc

1

.600

10/30/30

1,247,623‌

500,000

Franklin

Resources,

Inc

2

.950

08/12/51

310,189‌

750,000

FS

KKR

Capital

Corp

3

.400

01/15/26

735,486‌

1,000,000

FS

KKR

Capital

Corp

2

.625

01/15/27

946,503‌

1,500,000

FS

KKR

Capital

Corp

3

.125

10/12/28

1,358,351‌

500,000

FS

KKR

Capital

Corp

6

.875

08/15/29

517,106‌

1,000,000

FS

KKR

Capital

Corp

6

.125

01/15/30

999,262‌

1,608,000

GE

Capital

Funding

LLC

4

.550

05/15/32

1,547,376‌

2,500,000

Global

Payments,

Inc

1

.200

03/01/26

2,396,548‌

300,000

Global

Payments,

Inc

4

.800

04/01/26

299,292‌

1,000,000

Global

Payments,

Inc

2

.150

01/15/27

947,801‌

500,000

Global

Payments,

Inc

4

.950

08/15/27

500,679‌

500,000

Global

Payments,

Inc

4

.450

06/01/28

488,791‌

475,000

Global

Payments,

Inc

3

.200

08/15/29

435,089‌

500,000

Global

Payments,

Inc

5

.300

08/15/29

500,875‌

325,000

Global

Payments,

Inc

2

.900

05/15/30

289,344‌

500,000

Global

Payments,

Inc

5

.400

08/15/32

499,660‌

1,250,000

Global

Payments,

Inc

4

.150

08/15/49

931,355‌

500,000

(a)

Global

Payments,

Inc

5

.950

08/15/52

484,692‌

500,000

Goldman

Sachs

BDC,

Inc

2

.875

01/15/26

489,258‌

1,000,000

Goldman

Sachs

BDC,

Inc

6

.375

03/11/27

1,023,713‌

425,000

Goldman

Sachs

Group,

Inc

3

.500

11/16/26

415,539‌

125,000

Goldman

Sachs

Group,

Inc

5

.950

01/15/27

128,096‌

3,950,000

Goldman

Sachs

Group,

Inc

3

.850

01/26/27

3,876,223‌

5,000,000

Goldman

Sachs

Group,

Inc

1

.542

09/10/27

4,727,856‌

6,500,000

Goldman

Sachs

Group,

Inc

1

.948

10/21/27

6,167,058‌

2,000,000

Goldman

Sachs

Group,

Inc

2

.640

02/24/28

1,907,523‌

3,000,000

Goldman

Sachs

Group,

Inc

3

.615

03/15/28

2,917,298‌

4,475,000

Goldman

Sachs

Group,

Inc

3

.691

06/05/28

4,346,398‌

2,000,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

1,976,857‌

8,525,000

Goldman

Sachs

Group,

Inc

3

.814

04/23/29

8,199,255‌

2,550,000

Goldman

Sachs

Group,

Inc

4

.223

05/01/29

2,481,181‌

2,000,000

Goldman

Sachs

Group,

Inc

6

.484

10/24/29

2,095,552‌

2,500,000

Goldman

Sachs

Group,

Inc

2

.600

02/07/30

2,214,484‌

2,500,000

Goldman

Sachs

Group,

Inc

3

.800

03/15/30

2,344,451‌

5,000,000

Goldman

Sachs

Group,

Inc

5

.727

04/25/30

5,103,041‌

4,000,000

Goldman

Sachs

Group,

Inc

5

.049

07/23/30

3,976,229‌

3,000,000

Goldman

Sachs

Group,

Inc

4

.692

10/23/30

2,937,100‌

5,000,000

Goldman

Sachs

Group,

Inc

1

.992

01/27/32

4,126,289‌

Bond

Index

Fund

48

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

2,050,000

Goldman

Sachs

Group,

Inc

2

.615

%

04/22/32

$

1,746,856‌

2,550,000

Goldman

Sachs

Group,

Inc

2

.383

07/21/32

2,125,173‌

1,500,000

Goldman

Sachs

Group,

Inc

2

.650

10/21/32

1,267,843‌

2,000,000

Goldman

Sachs

Group,

Inc

3

.102

02/24/33

1,723,738‌

3,000,000

Goldman

Sachs

Group,

Inc

6

.561

10/24/34

3,224,788‌

2,400,000

Goldman

Sachs

Group,

Inc

5

.851

04/25/35

2,445,356‌

7,000,000

Goldman

Sachs

Group,

Inc

5

.330

07/23/35

6,869,332‌

4,000,000

Goldman

Sachs

Group,

Inc

5

.016

10/23/35

3,828,086‌

900,000

Goldman

Sachs

Group,

Inc

6

.750

10/01/37

963,504‌

2,425,000

Goldman

Sachs

Group,

Inc

4

.017

10/31/38

2,053,515‌

4,525,000

Goldman

Sachs

Group,

Inc

4

.411

04/23/39

3,987,922‌

2,475,000

Goldman

Sachs

Group,

Inc

6

.250

02/01/41

2,605,351‌

1,900,000

Goldman

Sachs

Group,

Inc

3

.210

04/22/42

1,384,564‌

2,000,000

Goldman

Sachs

Group,

Inc

3

.436

02/24/43

1,488,819‌

1,225,000

Goldman

Sachs

Group,

Inc

4

.800

07/08/44

1,082,739‌

1,650,000

(a)

Goldman

Sachs

Group,

Inc

5

.150

05/22/45

1,521,653‌

200,000

Goldman

Sachs

Group,

Inc

4

.750

10/21/45

176,982‌

3,000,000

Goldman

Sachs

Group,

Inc

5

.561

11/19/45

2,897,270‌

1,250,000

Golub

Capital

BDC,

Inc

2

.500

08/24/26

1,190,734‌

1,000,000

Golub

Capital

BDC,

Inc

2

.050

02/15/27

928,351‌

300,000

Golub

Capital

BDC,

Inc

7

.050

12/05/28

311,164‌

700,000

Golub

Capital

BDC,

Inc

6

.000

07/15/29

699,431‌

1,000,000

(c)

Golub

Capital

Private

Credit

Fund

5

.800

09/12/29

979,160‌

1,325,000

(c)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

6

.375

07/01/34

1,290,337‌

1,000,000

Hercules

Capital,

Inc

3

.375

01/20/27

956,169‌

1,000,000

(c)

HPS

Corporate

Lending

Fund

6

.750

01/30/29

1,026,909‌

825,000

Intercontinental

Exchange,

Inc

3

.750

12/01/25

819,514‌

1,000,000

Intercontinental

Exchange,

Inc

3

.100

09/15/27

959,431‌

500,000

Intercontinental

Exchange,

Inc

4

.000

09/15/27

490,880‌

500,000

Intercontinental

Exchange,

Inc

3

.750

09/21/28

481,189‌

1,500,000

Intercontinental

Exchange,

Inc

4

.350

06/15/29

1,467,296‌

1,500,000

Intercontinental

Exchange,

Inc

2

.100

06/15/30

1,296,569‌

1,500,000

Intercontinental

Exchange,

Inc

5

.250

06/15/31

1,515,329‌

1,000,000

Intercontinental

Exchange,

Inc

1

.850

09/15/32

791,148‌

2,000,000

Intercontinental

Exchange,

Inc

4

.600

03/15/33

1,918,162‌

775,000

Intercontinental

Exchange,

Inc

2

.650

09/15/40

541,393‌

575,000

Intercontinental

Exchange,

Inc

4

.250

09/21/48

463,880‌

1,000,000

(a)

Intercontinental

Exchange,

Inc

3

.000

06/15/50

635,812‌

1,000,000

Intercontinental

Exchange,

Inc

4

.950

06/15/52

893,402‌

1,000,000

Intercontinental

Exchange,

Inc

3

.000

09/15/60

579,746‌

2,000,000

Intercontinental

Exchange,

Inc

5

.200

06/15/62

1,811,910‌

800,000

Invesco

Finance

plc

3

.750

01/15/26

791,628‌

200,000

Invesco

Finance

plc

5

.375

11/30/43

187,422‌

500,000

Jackson

Financial,

Inc

5

.170

06/08/27

502,152‌

1,500,000

Jackson

Financial,

Inc

3

.125

11/23/31

1,278,593‌

500,000

Jackson

Financial,

Inc

5

.670

06/08/32

503,308‌

1,000,000

Jackson

Financial,

Inc

4

.000

11/23/51

689,472‌

1,000,000

(c)

Janus

Henderson

US

Holdings,

Inc

5

.450

09/10/34

956,037‌

1,000,000

Jefferies

Financial

Group,

Inc

4

.850

01/15/27

1,001,752‌

500,000

Jefferies

Financial

Group,

Inc

5

.875

07/21/28

511,282‌

1,000,000

Jefferies

Financial

Group,

Inc

4

.150

01/23/30

953,257‌

1,000,000

Jefferies

Financial

Group,

Inc

2

.625

10/15/31

843,694‌

1,000,000

Jefferies

Financial

Group,

Inc

2

.750

10/15/32

819,892‌

1,500,000

Jefferies

Financial

Group,

Inc

6

.200

04/14/34

1,545,850‌

600,000

Jefferies

Group,

Inc

6

.450

06/08/27

618,887‌

2,100,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

03/01/27

2,100,766‌

3,000,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4

.750

10/29/30

3,040,344‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

2,937,334‌

2,000,000

Landwirtschaftliche

Rentenbank

3

.875

06/14/28

1,969,267‌

1,000,000

(a)

Landwirtschaftliche

Rentenbank

5

.000

10/24/33

1,022,773‌

200,000

Lazard

Group

LLC

3

.625

03/01/27

194,564‌

325,000

Lazard

Group

LLC

4

.500

09/19/28

318,083‌

49

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

425,000

Lazard

Group

LLC

4

.375

%

03/11/29

$

414,020‌

1,000,000

Lazard

Group

LLC

6

.000

03/15/31

1,026,796‌

400,000

Legg

Mason,

Inc

5

.625

01/15/44

391,343‌

500,000

LPL

Holdings,

Inc

6

.750

11/17/28

525,139‌

750,000

LPL

Holdings,

Inc

6

.000

05/20/34

763,609‌

1,250,000

Main

Street

Capital

Corp

3

.000

07/14/26

1,204,688‌

500,000

Main

Street

Capital

Corp

6

.500

06/04/27

509,359‌

1,000,000

Main

Street

Capital

Corp

6

.950

03/01/29

1,039,628‌

1,000,000

Marex

Group

plc

6

.404

11/04/29

1,009,772‌

425,000

Mastercard,

Inc

2

.950

11/21/26

413,308‌

750,000

Mastercard,

Inc

3

.500

02/26/28

726,550‌

1,000,000

Mastercard,

Inc

4

.875

03/09/28

1,011,369‌

1,000,000

Mastercard,

Inc

2

.950

06/01/29

933,061‌

625,000

Mastercard,

Inc

1

.900

03/15/31

528,521‌

1,500,000

(a)

Mastercard,

Inc

2

.000

11/18/31

1,246,115‌

1,000,000

Mastercard,

Inc

4

.850

03/09/33

991,437‌

1,500,000

Mastercard,

Inc

4

.875

05/09/34

1,476,766‌

200,000

Mastercard,

Inc

3

.800

11/21/46

156,563‌

300,000

Mastercard,

Inc

3

.950

02/26/48

240,404‌

1,000,000

Mastercard,

Inc

3

.650

06/01/49

754,404‌

1,350,000

Mastercard,

Inc

3

.850

03/26/50

1,044,609‌

850,000

Mastercard,

Inc

2

.950

03/15/51

549,472‌

1,200,000

Moody's

Corp

3

.250

01/15/28

1,149,660‌

300,000

Moody's

Corp

4

.250

02/01/29

293,652‌

500,000

Moody's

Corp

4

.250

08/08/32

474,445‌

1,000,000

Moody's

Corp

5

.000

08/05/34

978,150‌

1,000,000

Moody's

Corp

2

.750

08/19/41

690,538‌

200,000

Moody's

Corp

5

.250

07/15/44

189,361‌

300,000

Moody's

Corp

4

.875

12/17/48

266,836‌

750,000

Moody's

Corp

3

.250

05/20/50

498,937‌

1,000,000

Moody's

Corp

3

.750

02/25/52

735,069‌

1,000,000

Moody's

Corp

3

.100

11/29/61

596,127‌

950,000

Morgan

Stanley

5

.000

11/24/25

951,553‌

575,000

Morgan

Stanley

3

.875

01/27/26

570,551‌

500,000

Morgan

Stanley

3

.125

07/27/26

488,422‌

400,000

Morgan

Stanley

4

.350

09/08/26

396,914‌

5,000,000

Morgan

Stanley

0

.985

12/10/26

4,821,677‌

2,750,000

Morgan

Stanley

3

.625

01/20/27

2,699,873‌

2,000,000

Morgan

Stanley

5

.050

01/28/27

2,006,786‌

1,975,000

Morgan

Stanley

3

.950

04/23/27

1,935,515‌

4,975,000

Morgan

Stanley

1

.593

05/04/27

4,768,693‌

3,325,000

Morgan

Stanley

1

.512

07/20/27

3,159,898‌

2,000,000

Morgan

Stanley

5

.652

04/13/28

2,033,796‌

2,000,000

Morgan

Stanley

4

.210

04/20/28

1,971,366‌

1,575,000

Morgan

Stanley

3

.591

07/22/28

1,518,779‌

1,500,000

Morgan

Stanley

6

.296

10/18/28

1,555,167‌

2,850,000

Morgan

Stanley

3

.772

01/24/29

2,748,435‌

4,000,000

Morgan

Stanley

5

.123

02/01/29

4,010,992‌

2,500,000

Morgan

Stanley

5

.164

04/20/29

2,507,037‌

2,225,000

Morgan

Stanley

5

.449

07/20/29

2,249,858‌

2,500,000

Morgan

Stanley

6

.407

11/01/29

2,611,303‌

3,500,000

Morgan

Stanley

5

.173

01/16/30

3,504,997‌

3,475,000

Morgan

Stanley

4

.431

01/23/30

3,382,073‌

1,900,000

Morgan

Stanley

5

.656

04/18/30

1,934,130‌

4,175,000

Morgan

Stanley

5

.042

07/19/30

4,160,583‌

2,775,000

Morgan

Stanley

4

.654

10/18/30

2,715,529‌

5,000,000

Morgan

Stanley

2

.699

01/22/31

4,442,547‌

1,500,000

Morgan

Stanley

3

.622

04/01/31

1,393,242‌

5,000,000

Morgan

Stanley

1

.794

02/13/32

4,079,168‌

150,000

Morgan

Stanley

7

.250

04/01/32

168,531‌

2,500,000

Morgan

Stanley

1

.928

04/28/32

2,044,835‌

4,000,000

Morgan

Stanley

2

.239

07/21/32

3,312,065‌

Bond

Index

Fund

50

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

3,500,000

Morgan

Stanley

2

.511

%

10/20/32

$

2,932,672‌

3,000,000

Morgan

Stanley

2

.943

01/21/33

2,570,304‌

2,000,000

Morgan

Stanley

4

.889

07/20/33

1,937,598‌

1,500,000

Morgan

Stanley

6

.342

10/18/33

1,586,710‌

2,500,000

Morgan

Stanley

5

.250

04/21/34

2,461,738‌

2,025,000

Morgan

Stanley

5

.424

07/21/34

2,010,874‌

2,500,000

Morgan

Stanley

6

.627

11/01/34

2,686,467‌

5,000,000

Morgan

Stanley

5

.466

01/18/35

4,972,068‌

3,500,000

Morgan

Stanley

5

.831

04/19/35

3,566,652‌

3,425,000

Morgan

Stanley

5

.320

07/19/35

3,368,862‌

1,300,000

Morgan

Stanley

2

.484

09/16/36

1,057,333‌

2,000,000

Morgan

Stanley

5

.297

04/20/37

1,943,149‌

950,000

Morgan

Stanley

5

.948

01/19/38

950,982‌

1,725,000

Morgan

Stanley

3

.971

07/22/38

1,467,158‌

1,500,000

Morgan

Stanley

5

.942

02/07/39

1,504,919‌

2,675,000

Morgan

Stanley

4

.457

04/22/39

2,394,535‌

1,525,000

Morgan

Stanley

3

.217

04/22/42

1,127,474‌

275,000

Morgan

Stanley

6

.375

07/24/42

297,104‌

1,175,000

Morgan

Stanley

4

.300

01/27/45

968,523‌

2,200,000

Morgan

Stanley

4

.375

01/22/47

1,837,193‌

900,000

Morgan

Stanley

5

.597

03/24/51

890,097‌

1,425,000

Morgan

Stanley

2

.802

01/25/52

870,270‌

3,350,000

Morgan

Stanley

5

.516

11/19/55

3,228,447‌

1,000,000

Morgan

Stanley

Direct

Lending

Fund

4

.500

02/11/27

985,779‌

500,000

(a),(c)

Morgan

Stanley

Direct

Lending

Fund

6

.150

05/17/29

502,794‌

400,000

NASDAQ,

Inc

3

.850

06/30/26

395,267‌

1,500,000

NASDAQ,

Inc

5

.350

06/28/28

1,521,030‌

500,000

NASDAQ,

Inc

1

.650

01/15/31

410,813‌

1,500,000

NASDAQ,

Inc

5

.550

02/15/34

1,513,156‌

500,000

NASDAQ,

Inc

2

.500

12/21/40

335,711‌

500,000

NASDAQ,

Inc

3

.250

04/28/50

334,316‌

500,000

NASDAQ,

Inc

3

.950

03/07/52

369,918‌

900,000

NASDAQ,

Inc

5

.950

08/15/53

907,800‌

400,000

NASDAQ,

Inc

6

.100

06/28/63

406,963‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.800

03/15/28

1,502,619‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.050

09/15/28

1,007,580‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.900

11/01/28

193,111‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.850

02/07/29

1,000,517‌

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.700

03/15/29

286,698‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.150

06/15/29

1,517,762‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

2

.400

03/15/30

882,200‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.000

02/07/31

1,005,252‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.350

03/15/31

802,845‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.650

06/15/31

810,648‌

400,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

373,211‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.800

01/15/33

1,551,721‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.000

08/15/34

490,097‌

375,000

(d)

National

Rural

Utilities

Cooperative

Finance

Corp,

(TSFR3M

+

3.172%)

7

.761

04/30/43

375,771‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.400

11/01/48

163,901‌

550,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.300

03/15/49

444,495‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

7

.125

09/15/53

515,884‌

1,000,000

New

Mountain

Finance

Corp

6

.200

10/15/27

999,115‌

1,000,000

New

Mountain

Finance

Corp

6

.875

02/01/29

1,008,513‌

750,000

NMI

Holdings,

Inc

6

.000

08/15/29

753,197‌

1,000,000

Nomura

Holdings,

Inc

1

.653

07/14/26

950,535‌

1,000,000

Nomura

Holdings,

Inc

2

.329

01/22/27

948,188‌

500,000

Nomura

Holdings,

Inc

5

.386

07/06/27

503,858‌

1,000,000

Nomura

Holdings,

Inc

5

.842

01/18/28

1,020,178‌

1,000,000

Nomura

Holdings,

Inc

6

.070

07/12/28

1,028,154‌

1,000,000

Nomura

Holdings,

Inc

2

.172

07/14/28

903,023‌

1,000,000

Nomura

Holdings,

Inc

2

.710

01/22/29

908,098‌

500,000

Nomura

Holdings,

Inc

5

.605

07/06/29

508,283‌

51

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

1,500,000

Nomura

Holdings,

Inc

3

.103

%

01/16/30

$

1,353,123‌

500,000

Nomura

Holdings,

Inc

2

.679

07/16/30

435,055‌

1,500,000

Nomura

Holdings,

Inc

2

.608

07/14/31

1,263,123‌

1,000,000

Nomura

Holdings,

Inc

2

.999

01/22/32

852,450‌

1,000,000

(a)

Nomura

Holdings,

Inc

6

.181

01/18/33

1,039,127‌

1,000,000

(a)

Nomura

Holdings,

Inc

6

.087

07/12/33

1,035,491‌

1,000,000

(a)

Nomura

Holdings,

Inc

5

.783

07/03/34

1,010,828‌

1,000,000

(a),(c)

North

Haven

Private

Income

Fund

LLC

5

.750

02/01/30

974,854‌

625,000

Northern

Trust

Corp

3

.950

10/30/25

621,216‌

725,000

Northern

Trust

Corp

4

.000

05/10/27

715,461‌

500,000

Northern

Trust

Corp

3

.650

08/03/28

482,806‌

500,000

Northern

Trust

Corp

3

.150

05/03/29

468,146‌

700,000

(a)

Northern

Trust

Corp

1

.950

05/01/30

604,417‌

100,000

Northern

Trust

Corp

3

.375

05/08/32

95,944‌

500,000

Northern

Trust

Corp

6

.125

11/02/32

527,465‌

1,500,000

Oaktree

Specialty

Lending

Corp

2

.700

01/15/27

1,411,413‌

500,000

Oaktree

Specialty

Lending

Corp

7

.100

02/15/29

515,228‌

1,000,000

Oaktree

Strategic

Credit

Fund

6

.500

07/23/29

1,010,512‌

600,000

Oesterreichische

Kontrollbank

AG.

4

.125

01/20/26

597,879‌

200,000

ORIX

Corp

3

.700

07/18/27

194,557‌

500,000

ORIX

Corp

5

.000

09/13/27

502,727‌

500,000

ORIX

Corp

4

.650

09/10/29

491,708‌

1,000,000

ORIX

Corp

2

.250

03/09/31

840,318‌

1,000,000

ORIX

Corp

4

.000

04/13/32

918,712‌

500,000

ORIX

Corp

5

.200

09/13/32

498,265‌

1,000,000

PayPal

Holdings,

Inc

2

.650

10/01/26

968,578‌

1,000,000

PayPal

Holdings,

Inc

3

.900

06/01/27

985,740‌

1,000,000

PayPal

Holdings,

Inc

2

.850

10/01/29

914,259‌

500,000

PayPal

Holdings,

Inc

2

.300

06/01/30

438,191‌

1,500,000

PayPal

Holdings,

Inc

5

.150

06/01/34

1,490,345‌

1,000,000

(a)

PayPal

Holdings,

Inc

3

.250

06/01/50

677,552‌

750,000

PayPal

Holdings,

Inc

5

.050

06/01/52

692,981‌

1,000,000

PayPal

Holdings,

Inc

5

.500

06/01/54

976,603‌

750,000

PayPal

Holdings,

Inc

5

.250

06/01/62

681,622‌

3,000,000

Private

Export

Funding

Corp

1

.400

07/15/28

2,698,720‌

1,000,000

Private

Export

Funding

Corp

4

.600

02/15/34

980,742‌

1,000,000

Private

Export

Funding

Corp

(PEFCO)

3

.650

03/15/30

958,316‌

1,500,000

(a)

Radian

Group,

Inc

6

.200

05/15/29

1,539,349‌

425,000

Raymond

James

Financial,

Inc

4

.950

07/15/46

381,469‌

1,000,000

Raymond

James

Financial,

Inc

3

.750

04/01/51

724,162‌

625,000

S&P

Global,

Inc

2

.450

03/01/27

597,563‌

1,000,000

S&P

Global,

Inc

2

.700

03/01/29

920,565‌

500,000

S&P

Global,

Inc

2

.500

12/01/29

449,331‌

500,000

(a)

S&P

Global,

Inc

1

.250

08/15/30

413,652‌

1,000,000

S&P

Global,

Inc

2

.900

03/01/32

872,525‌

500,000

S&P

Global,

Inc

3

.250

12/01/49

345,728‌

1,000,000

S&P

Global,

Inc

3

.700

03/01/52

746,241‌

500,000

S&P

Global,

Inc

2

.300

08/15/60

250,409‌

1,000,000

S&P

Global,

Inc

3

.900

03/01/62

743,999‌

700,000

(c)

Sixth

Street

Lending

Partners

6

.500

03/11/29

709,339‌

750,000

(c)

Sixth

Street

Lending

Partners

5

.750

01/15/30

738,236‌

1,500,000

Sixth

Street

Specialty

Lending,

Inc

2

.500

08/01/26

1,440,330‌

750,000

Sixth

Street

Specialty

Lending,

Inc

6

.950

08/14/28

781,298‌

1,000,000

State

Street

Bank

&

Trust

Co

4

.782

11/23/29

996,898‌

650,000

State

Street

Corp

2

.650

05/19/26

634,045‌

1,500,000

State

Street

Corp

5

.272

08/03/26

1,514,830‌

1,000,000

State

Street

Corp

4

.993

03/18/27

1,008,323‌

1,000,000

State

Street

Corp

1

.684

11/18/27

946,927‌

1,000,000

State

Street

Corp

2

.203

02/07/28

950,655‌

525,000

State

Street

Corp

5

.820

11/04/28

540,022‌

1,000,000

State

Street

Corp

4

.530

02/20/29

988,530‌

1,000,000

State

Street

Corp

5

.684

11/21/29

1,027,843‌

Bond

Index

Fund

52

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

300,000

State

Street

Corp

4

.141

%

12/03/29

$

291,749‌

750,000

State

Street

Corp

2

.400

01/24/30

671,494‌

1,375,000

State

Street

Corp

2

.200

03/03/31

1,169,323‌

1,000,000

State

Street

Corp

2

.623

02/07/33

849,103‌

200,000

State

Street

Corp

4

.421

05/13/33

190,374‌

750,000

State

Street

Corp

4

.164

08/04/33

699,873‌

1,000,000

State

Street

Corp

4

.821

01/26/34

969,687‌

1,000,000

(a)

State

Street

Corp

5

.159

05/18/34

993,649‌

500,000

State

Street

Corp

3

.031

11/01/34

450,857‌

350,000

State

Street

Corp

6

.123

11/21/34

364,228‌

1,000,000

Synchrony

Bank

5

.625

08/23/27

1,006,870‌

300,000

Synchrony

Financial

3

.700

08/04/26

293,444‌

900,000

Synchrony

Financial

3

.950

12/01/27

870,189‌

500,000

(a)

Synchrony

Financial

5

.150

03/19/29

492,491‌

500,000

(a)

Synchrony

Financial

5

.935

08/02/30

504,590‌

2,000,000

(a)

Synchrony

Financial

2

.875

10/28/31

1,657,653‌

1,000,000

TPG

Operating

Group

II

LP

5

.875

03/05/34

1,022,911‌

2,000,000

UBS

AG.

5

.650

09/11/28

2,046,395‌

1,000,000

UBS

AG.

4

.500

06/26/48

849,799‌

2,750,000

UBS

Group

AG.

4

.550

04/17/26

2,740,359‌

1,750,000

UBS

Group

AG.

4

.875

05/15/45

1,567,595‌

1,955,314

United

Air

(Mileage

Plus

Holdings

LLC)

5

.800

01/15/36

1,993,995‌

3,725,000

Visa,

Inc

3

.150

12/14/25

3,682,730‌

2,000,000

Visa,

Inc

1

.900

04/15/27

1,891,173‌

1,175,000

Visa,

Inc

0

.750

08/15/27

1,071,585‌

700,000

Visa,

Inc

2

.750

09/15/27

669,912‌

475,000

Visa,

Inc

2

.050

04/15/30

415,381‌

250,000

Visa,

Inc

4

.150

12/14/35

230,972‌

1,500,000

Visa,

Inc

2

.700

04/15/40

1,092,181‌

2,325,000

Visa,

Inc

4

.300

12/14/45

1,989,983‌

1,125,000

Visa,

Inc

3

.650

09/15/47

861,482‌

750,000

Visa,

Inc

2

.000

08/15/50

404,416‌

550,000

Voya

Financial,

Inc

3

.650

06/15/26

540,813‌

200,000

Voya

Financial,

Inc

5

.700

07/15/43

190,950‌

1,000,000

Western

Union

Co

1

.350

03/15/26

955,889‌

1,000,000

Western

Union

Co

2

.750

03/15/31

847,044‌

TOTAL

FINANCIAL

SERVICES

669,013,037‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

727,000

Altria

Group,

Inc

4

.400

02/14/26

723,446‌

700,000

Altria

Group,

Inc

2

.625

09/16/26

676,001‌

750,000

Altria

Group,

Inc

6

.200

11/01/28

779,510‌

800,000

Altria

Group,

Inc

3

.400

05/06/30

733,953‌

2,175,000

Altria

Group,

Inc

2

.450

02/04/32

1,789,771‌

800,000

Altria

Group,

Inc

5

.800

02/14/39

790,334‌

1,500,000

Altria

Group,

Inc

3

.400

02/04/41

1,083,052‌

925,000

Altria

Group,

Inc

4

.250

08/09/42

737,639‌

300,000

Altria

Group,

Inc

4

.500

05/02/43

244,831‌

775,000

(a)

Altria

Group,

Inc

5

.375

01/31/44

723,701‌

900,000

Altria

Group,

Inc

3

.875

09/16/46

652,305‌

3,375,000

(a)

Altria

Group,

Inc

5

.950

02/14/49

3,302,137‌

1,000,000

Altria

Group,

Inc

4

.450

05/06/50

775,510‌

1,000,000

Altria

Group,

Inc

3

.700

02/04/51

679,865‌

1,000,000

(a)

Altria

Group,

Inc

4

.000

02/04/61

697,972‌

3,150,000

Anheuser-Busch

Cos

LLC

4

.700

02/01/36

2,987,832‌

8,216,000

Anheuser-Busch

Cos

LLC

4

.900

02/01/46

7,471,358‌

5,000,000

Anheuser-Busch

InBev

Worldwide,

Inc

3

.500

06/01/30

4,687,766‌

625,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.900

01/23/31

624,404‌

5,600,000

Anheuser-Busch

InBev

Worldwide,

Inc

5

.000

06/15/34

5,534,333‌

100,000

Anheuser-Busch

InBev

Worldwide,

Inc

8

.200

01/15/39

125,446‌

2,675,000

Anheuser-Busch

InBev

Worldwide,

Inc

5

.450

01/23/39

2,680,732‌

150,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.950

01/15/42

139,396‌

1,764,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.439

10/06/48

1,489,287‌

53

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

2,025,000

Anheuser-Busch

InBev

Worldwide,

Inc

5

.550

%

01/23/49

$

1,991,872‌

2,150,000

(a)

Anheuser-Busch

InBev

Worldwide,

Inc

5

.800

01/23/59

2,189,288‌

1,075,000

Archer-Daniels-Midland

Co

2

.500

08/11/26

1,039,110‌

1,500,000

Archer-Daniels-Midland

Co

3

.250

03/27/30

1,384,594‌

500,000

Archer-Daniels-Midland

Co

2

.900

03/01/32

431,807‌

1,325,000

Archer-Daniels-Midland

Co

4

.500

08/15/33

1,260,364‌

800,000

Archer-Daniels-Midland

Co

4

.500

03/15/49

673,857‌

1,000,000

Archer-Daniels-Midland

Co

2

.700

09/15/51

599,157‌

929,000

BAT

Capital

Corp

3

.557

08/15/27

898,899‌

400,000

BAT

Capital

Corp

2

.259

03/25/28

367,481‌

275,000

BAT

Capital

Corp

4

.906

04/02/30

271,566‌

1,000,000

(a)

BAT

Capital

Corp

6

.343

08/02/30

1,051,506‌

900,000

BAT

Capital

Corp

5

.834

02/20/31

920,037‌

650,000

BAT

Capital

Corp

2

.726

03/25/31

560,918‌

500,000

BAT

Capital

Corp

4

.742

03/16/32

480,931‌

1,000,000

BAT

Capital

Corp

7

.750

10/19/32

1,133,862‌

1,000,000

BAT

Capital

Corp

6

.421

08/02/33

1,056,937‌

2,500,000

BAT

Capital

Corp

6

.000

02/20/34

2,568,468‌

1,400,000

BAT

Capital

Corp

4

.390

08/15/37

1,207,725‌

1,000,000

BAT

Capital

Corp

7

.079

08/02/43

1,080,395‌

1,083,000

BAT

Capital

Corp

4

.540

08/15/47

854,084‌

900,000

BAT

Capital

Corp

4

.758

09/06/49

728,528‌

500,000

BAT

Capital

Corp

5

.282

04/02/50

437,937‌

1,000,000

BAT

Capital

Corp

5

.650

03/16/52

915,412‌

2,000,000

BAT

Capital

Corp

7

.081

08/02/53

2,194,180‌

5,000,000

BAT

International

Finance

plc

1

.668

03/25/26

4,810,229‌

500,000

BAT

International

Finance

plc

4

.448

03/16/28

491,942‌

1,000,000

BAT

International

Finance

plc

5

.931

02/02/29

1,029,584‌

225,000

Brown-Forman

Corp

4

.750

04/15/33

219,439‌

200,000

Brown-Forman

Corp

4

.000

04/15/38

174,441‌

200,000

Brown-Forman

Corp

4

.500

07/15/45

174,799‌

125,000

Bunge

Ltd

3

.250

08/15/26

122,093‌

500,000

Bunge

Ltd

3

.750

09/25/27

486,755‌

1,000,000

Bunge

Ltd

4

.100

01/07/28

979,554‌

1,000,000

Bunge

Ltd

4

.200

09/17/29

970,569‌

1,500,000

Bunge

Ltd

2

.750

05/14/31

1,296,564‌

1,000,000

Bunge

Ltd

4

.650

09/17/34

943,972‌

725,000

Campbell

Soup

Co

4

.150

03/15/28

707,490‌

325,000

Campbell

Soup

Co

5

.200

03/21/29

328,195‌

500,000

Campbell

Soup

Co

2

.375

04/24/30

438,696‌

300,000

(a)

Campbell

Soup

Co

5

.400

03/21/34

298,497‌

1,500,000

Campbell

Soup

Co

4

.750

03/23/35

1,414,427‌

800,000

(a)

Campbell

Soup

Co

4

.800

03/15/48

689,387‌

500,000

Campbell

Soup

Co

3

.125

04/24/50

321,913‌

475,000

Campbell

Soup

Co

5

.250

10/13/54

429,129‌

1,000,000

Coca-Cola

Co

3

.375

03/25/27

979,231‌

1,000,000

Coca-Cola

Co

1

.450

06/01/27

933,601‌

1,000,000

Coca-Cola

Co

1

.500

03/05/28

910,476‌

2,000,000

Coca-Cola

Co

1

.000

03/15/28

1,793,683‌

600,000

(a)

Coca-Cola

Co

2

.125

09/06/29

537,616‌

300,000

Coca-Cola

Co

3

.450

03/25/30

283,019‌

800,000

Coca-Cola

Co

1

.650

06/01/30

682,233‌

1,500,000

Coca-Cola

Co

2

.000

03/05/31

1,278,487‌

2,000,000

(a)

Coca-Cola

Co

1

.375

03/15/31

1,636,943‌

2,000,000

(a)

Coca-Cola

Co

2

.250

01/05/32

1,701,597‌

1,000,000

Coca-Cola

Co

5

.000

05/13/34

1,000,241‌

500,000

Coca-Cola

Co

4

.650

08/14/34

486,278‌

725,000

Coca-Cola

Co

2

.500

06/01/40

507,706‌

1,000,000

Coca-Cola

Co

2

.875

05/05/41

726,537‌

1,500,000

Coca-Cola

Co

2

.600

06/01/50

904,049‌

1,500,000

Coca-Cola

Co

3

.000

03/05/51

987,590‌

2,000,000

Coca-Cola

Co

5

.300

05/13/54

1,929,097‌

Bond

Index

Fund

54

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

750,000

Coca-Cola

Co

5

.200

%

01/14/55

$

712,163‌

1,000,000

(a)

Coca-Cola

Co

2

.750

06/01/60

582,962‌

1,750,000

Coca-Cola

Co

5

.400

05/13/64

1,684,017‌

300,000

Coca-Cola

Consolidated,

Inc

3

.800

11/25/25

297,733‌

1,000,000

Coca-Cola

Consolidated,

Inc

5

.250

06/01/29

1,013,930‌

1,000,000

Coca-Cola

Consolidated,

Inc

5

.450

06/01/34

1,006,514‌

678,000

Coca-Cola

Femsa

SAB

de

C.V.

2

.750

01/22/30

607,135‌

450,000

ConAgra

Brands,

Inc

4

.600

11/01/25

449,789‌

1,000,000

ConAgra

Brands,

Inc

5

.300

10/01/26

1,010,125‌

500,000

ConAgra

Brands,

Inc

1

.375

11/01/27

453,930‌

100,000

ConAgra

Brands,

Inc

7

.000

10/01/28

105,969‌

1,575,000

ConAgra

Brands,

Inc

4

.850

11/01/28

1,566,818‌

750,000

(a)

ConAgra

Brands,

Inc

5

.300

11/01/38

704,654‌

750,000

ConAgra

Brands,

Inc

5

.400

11/01/48

680,323‌

100,000

Constellation

Brands,

Inc

4

.400

11/15/25

99,768‌

750,000

Constellation

Brands,

Inc

3

.700

12/06/26

737,126‌

300,000

Constellation

Brands,

Inc

3

.500

05/09/27

291,565‌

1,000,000

Constellation

Brands,

Inc

4

.350

05/09/27

989,984‌

700,000

Constellation

Brands,

Inc

3

.600

02/15/28

672,492‌

300,000

Constellation

Brands,

Inc

4

.650

11/15/28

296,682‌

2,000,000

Constellation

Brands,

Inc

4

.800

01/15/29

1,987,985‌

1,000,000

Constellation

Brands,

Inc

3

.150

08/01/29

920,798‌

100,000

Constellation

Brands,

Inc

2

.875

05/01/30

89,354‌

425,000

Constellation

Brands,

Inc

2

.250

08/01/31

353,660‌

1,000,000

Constellation

Brands,

Inc

4

.750

05/09/32

961,864‌

400,000

Constellation

Brands,

Inc

4

.900

05/01/33

386,230‌

300,000

Constellation

Brands,

Inc

4

.100

02/15/48

232,589‌

300,000

Constellation

Brands,

Inc

5

.250

11/15/48

273,613‌

1,250,000

Constellation

Brands,

Inc

3

.750

05/01/50

915,747‌

500,000

Diageo

Capital

plc

1

.375

09/29/25

488,438‌

750,000

Diageo

Capital

plc

5

.300

10/24/27

762,974‌

425,000

Diageo

Capital

plc

3

.875

05/18/28

413,881‌

425,000

Diageo

Capital

plc

5

.500

01/24/33

432,621‌

2,500,000

(a)

Diageo

Capital

plc

5

.625

10/05/33

2,565,986‌

200,000

Diageo

Capital

plc

5

.875

09/30/36

210,712‌

400,000

Diageo

Capital

plc

3

.875

04/29/43

318,856‌

100,000

Diageo

Investment

Corp

4

.250

05/11/42

85,515‌

100,000

Flowers

Foods,

Inc

3

.500

10/01/26

97,554‌

400,000

Flowers

Foods,

Inc

2

.400

03/15/31

338,293‌

1,000,000

General

Mills,

Inc

4

.700

01/30/27

999,730‌

800,000

General

Mills,

Inc

3

.200

02/10/27

776,899‌

2,300,000

General

Mills,

Inc

4

.200

04/17/28

2,252,140‌

1,500,000

General

Mills,

Inc

5

.500

10/17/28

1,531,109‌

500,000

General

Mills,

Inc

4

.875

01/30/30

496,635‌

100,000

General

Mills,

Inc

2

.875

04/15/30

89,942‌

1,000,000

General

Mills,

Inc

2

.250

10/14/31

833,956‌

175,000

General

Mills,

Inc

4

.950

03/29/33

170,724‌

750,000

General

Mills,

Inc

5

.250

01/30/35

739,481‌

951,000

(a)

General

Mills,

Inc

3

.000

02/01/51

601,709‌

750,000

(a)

Hershey

Co

4

.250

05/04/28

742,862‌

300,000

Hershey

Co

2

.450

11/15/29

270,543‌

500,000

Hershey

Co

1

.700

06/01/30

425,317‌

150,000

Hershey

Co

4

.500

05/04/33

145,798‌

300,000

Hershey

Co

3

.375

08/15/46

216,127‌

300,000

Hershey

Co

3

.125

11/15/49

199,331‌

100,000

Hershey

Co

2

.650

06/01/50

59,703‌

1,500,000

Hormel

Foods

Corp

1

.700

06/03/28

1,358,781‌

1,500,000

Hormel

Foods

Corp

1

.800

06/11/30

1,281,085‌

300,000

Ingredion,

Inc

3

.200

10/01/26

291,640‌

750,000

Ingredion,

Inc

3

.900

06/01/50

552,602‌

200,000

J

M

Smucker

Co

3

.375

12/15/27

193,728‌

1,000,000

J

M

Smucker

Co

5

.900

11/15/28

1,035,776‌

55

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

150,000

J

M

Smucker

Co

2

.375

%

03/15/30

$

132,393‌

129,000

(a)

J

M

Smucker

Co

2

.125

03/15/32

104,952‌

1,000,000

(a)

J

M

Smucker

Co

6

.200

11/15/33

1,054,415‌

300,000

J

M

Smucker

Co

4

.250

03/15/35

271,688‌

250,000

J

M

Smucker

Co

6

.500

11/15/43

266,134‌

300,000

J

M

Smucker

Co

4

.375

03/15/45

246,846‌

1,250,000

J

M

Smucker

Co

6

.500

11/15/53

1,340,874‌

2,000,000

JBS

USA

Holding

Lux

Sarl

6

.750

03/15/34

2,114,527‌

1,000,000

JBS

USA

Holding

Lux

Sarl

7

.250

11/15/53

1,101,814‌

3,000,000

JBS

USA

LUX

S.A.

5

.125

02/01/28

2,978,988‌

2,179,000

JBS

USA

LUX

S.A.

5

.750

04/01/33

2,169,014‌

2,000,000

JBS

USA

LUX

S.A.

6

.500

12/01/52

2,034,443‌

1,000,000

Kellanova

5

.750

05/16/54

997,502‌

200,000

Kellogg

Co

3

.400

11/15/27

193,021‌

800,000

Kellogg

Co

4

.300

05/15/28

786,818‌

275,000

Kellogg

Co

2

.100

06/01/30

239,055‌

1,000,000

Kellogg

Co

5

.250

03/01/33

998,996‌

150,000

Kellogg

Co

4

.500

04/01/46

126,304‌

1,000,000

Keurig

Dr

Pepper,

Inc

5

.050

03/15/29

1,003,023‌

2,000,000

Keurig

Dr

Pepper,

Inc

3

.950

04/15/29

1,918,364‌

750,000

Keurig

Dr

Pepper,

Inc

3

.200

05/01/30

685,942‌

1,500,000

Keurig

Dr

Pepper,

Inc

2

.250

03/15/31

1,269,796‌

1,000,000

Keurig

Dr

Pepper,

Inc

5

.200

03/15/31

1,009,243‌

2,000,000

Keurig

Dr

Pepper,

Inc

4

.050

04/15/32

1,871,241‌

1,000,000

Keurig

Dr

Pepper,

Inc

5

.300

03/15/34

998,135‌

500,000

Keurig

Dr

Pepper,

Inc

4

.420

12/15/46

410,043‌

1,500,000

Keurig

Dr

Pepper,

Inc

3

.350

03/15/51

1,004,471‌

500,000

(a)

Keurig

Dr

Pepper,

Inc

4

.500

04/15/52

411,049‌

1,500,000

Kraft

Heinz

Foods

Co

3

.000

06/01/26

1,464,068‌

6,000,000

Kraft

Heinz

Foods

Co

3

.875

05/15/27

5,878,721‌

1,000,000

Kraft

Heinz

Foods

Co

3

.750

04/01/30

945,295‌

1,000,000

Kraft

Heinz

Foods

Co

5

.200

07/15/45

903,566‌

4,000,000

Kraft

Heinz

Foods

Co

4

.875

10/01/49

3,419,161‌

1,500,000

Kraft

Heinz

Foods

Co

5

.500

06/01/50

1,407,231‌

625,000

McCormick

&

Co,

Inc

0

.900

02/15/26

598,645‌

250,000

McCormick

&

Co,

Inc

3

.400

08/15/27

242,445‌

500,000

McCormick

&

Co,

Inc

2

.500

04/15/30

441,724‌

325,000

McCormick

&

Co,

Inc

1

.850

02/15/31

269,060‌

1,000,000

McCormick

&

Co,

Inc

4

.950

04/15/33

975,905‌

1,500,000

McCormick

&

Co,

Inc

4

.700

10/15/34

1,412,086‌

400,000

McCormick

&

Co,

Inc

4

.200

08/15/47

324,754‌

925,000

Mead

Johnson

Nutrition

Co

4

.125

11/15/25

921,167‌

350,000

Mead

Johnson

Nutrition

Co

4

.600

06/01/44

305,052‌

1,025,000

Molson

Coors

Beverage

Co

3

.000

07/15/26

998,456‌

525,000

Molson

Coors

Beverage

Co

5

.000

05/01/42

482,536‌

1,550,000

Molson

Coors

Beverage

Co

4

.200

07/15/46

1,237,305‌

1,500,000

Mondelez

International,

Inc

2

.625

03/17/27

1,434,788‌

1,000,000

Mondelez

International,

Inc

4

.750

02/20/29

996,383‌

356,000

Mondelez

International,

Inc

2

.750

04/13/30

318,419‌

400,000

Mondelez

International,

Inc

1

.500

02/04/31

326,109‌

725,000

(a)

Mondelez

International,

Inc

1

.875

10/15/32

581,944‌

1,000,000

(a)

Mondelez

International,

Inc

4

.750

08/28/34

956,787‌

1,200,000

Mondelez

International,

Inc

2

.625

09/04/50

701,851‌

1,500,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4

.550

02/16/29

1,489,546‌

2,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4

.700

02/16/34

1,936,594‌

275,000

PepsiCo,

Inc

5

.125

11/10/26

278,428‌

150,000

PepsiCo,

Inc

2

.625

03/19/27

144,509‌

2,000,000

PepsiCo,

Inc

3

.600

02/18/28

1,945,236‌

2,500,000

PepsiCo,

Inc

4

.450

05/15/28

2,497,198‌

1,000,000

PepsiCo,

Inc

4

.500

07/17/29

998,095‌

500,000

PepsiCo,

Inc

2

.750

03/19/30

454,160‌

2,275,000

PepsiCo,

Inc

1

.625

05/01/30

1,941,208‌

Bond

Index

Fund

56

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

2,000,000

PepsiCo,

Inc

1

.400

%

02/25/31

$

1,632,921‌

2,000,000

PepsiCo,

Inc

1

.950

10/21/31

1,663,222‌

1,100,000

PepsiCo,

Inc

3

.900

07/18/32

1,028,106‌

4,000,000

PepsiCo,

Inc

4

.800

07/17/34

3,920,531‌

575,000

PepsiCo,

Inc

2

.625

10/21/41

398,932‌

750,000

PepsiCo,

Inc

2

.875

10/15/49

489,131‌

1,000,000

PepsiCo,

Inc

2

.750

10/21/51

623,576‌

1,000,000

PepsiCo,

Inc

4

.200

07/18/52

814,080‌

2,500,000

PepsiCo,

Inc

4

.650

02/15/53

2,182,405‌

1,000,000

PepsiCo,

Inc

5

.250

07/17/54

966,876‌

400,000

Philip

Morris

Interanational,

Inc

6

.375

05/16/38

429,534‌

700,000

Philip

Morris

International,

Inc

2

.750

02/25/26

684,951‌

1,000,000

Philip

Morris

International,

Inc

0

.875

05/01/26

951,554‌

1,500,000

Philip

Morris

International,

Inc

5

.125

11/17/27

1,518,045‌

2,500,000

Philip

Morris

International,

Inc

4

.875

02/15/28

2,506,006‌

1,500,000

Philip

Morris

International,

Inc

3

.125

03/02/28

1,427,009‌

1,000,000

Philip

Morris

International,

Inc

5

.250

09/07/28

1,014,344‌

1,000,000

Philip

Morris

International,

Inc

4

.875

02/13/29

998,759‌

1,450,000

Philip

Morris

International,

Inc

3

.375

08/15/29

1,360,462‌

1,500,000

Philip

Morris

International,

Inc

4

.625

11/01/29

1,479,493‌

1,500,000

Philip

Morris

International,

Inc

5

.625

11/17/29

1,545,030‌

2,000,000

Philip

Morris

International,

Inc

5

.125

02/15/30

2,010,562‌

450,000

Philip

Morris

International,

Inc

2

.100

05/01/30

389,024‌

1,000,000

Philip

Morris

International,

Inc

5

.500

09/07/30

1,023,886‌

1,000,000

Philip

Morris

International,

Inc

1

.750

11/01/30

835,291‌

1,000,000

Philip

Morris

International,

Inc

5

.125

02/13/31

1,000,074‌

2,000,000

Philip

Morris

International,

Inc

4

.750

11/01/31

1,955,893‌

1,500,000

Philip

Morris

International,

Inc

5

.750

11/17/32

1,542,381‌

2,500,000

(a)

Philip

Morris

International,

Inc

5

.375

02/15/33

2,504,839‌

1,000,000

Philip

Morris

International,

Inc

5

.625

09/07/33

1,015,935‌

1,500,000

Philip

Morris

International,

Inc

5

.250

02/13/34

1,482,494‌

2,000,000

Philip

Morris

International,

Inc

4

.900

11/01/34

1,921,851‌

225,000

Philip

Morris

International,

Inc

4

.375

11/15/41

191,262‌

200,000

Philip

Morris

International,

Inc

4

.500

03/20/42

173,320‌

275,000

Philip

Morris

International,

Inc

3

.875

08/21/42

217,434‌

300,000

Philip

Morris

International,

Inc

4

.125

03/04/43

243,631‌

200,000

Philip

Morris

International,

Inc

4

.875

11/15/43

178,893‌

2,000,000

Philip

Morris

International,

Inc

4

.250

11/10/44

1,637,225‌

2,000,000

Pilgrim's

Pride

Corp

6

.250

07/01/33

2,037,735‌

750,000

Pilgrim's

Pride

Corp

6

.875

05/15/34

797,512‌

750,000

Reynolds

American,

Inc

5

.700

08/15/35

752,148‌

65,000

Reynolds

American,

Inc

7

.250

06/15/37

71,448‌

200,000

Reynolds

American,

Inc

6

.150

09/15/43

197,818‌

1,775,000

Reynolds

American,

Inc

5

.850

08/15/45

1,690,078‌

500,000

Tyson

Foods,

Inc

4

.000

03/01/26

496,113‌

1,150,000

Tyson

Foods,

Inc

3

.550

06/02/27

1,115,349‌

500,000

Tyson

Foods,

Inc

4

.350

03/01/29

485,933‌

1,000,000

Tyson

Foods,

Inc

5

.400

03/15/29

1,010,816‌

1,000,000

Tyson

Foods,

Inc

5

.700

03/15/34

1,013,486‌

500,000

Tyson

Foods,

Inc

5

.150

08/15/44

456,201‌

300,000

Tyson

Foods,

Inc

4

.550

06/02/47

246,192‌

1,700,000

Tyson

Foods,

Inc

5

.100

09/28/48

1,508,519‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

265,907,355‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

1,708,000

Abbott

Laboratories

3

.750

11/30/26

1,687,589‌

625,000

Abbott

Laboratories

1

.150

01/30/28

565,958‌

200,000

(a)

Abbott

Laboratories

1

.400

06/30/30

169,050‌

2,750,000

Abbott

Laboratories

4

.750

11/30/36

2,656,627‌

3,450,000

Abbott

Laboratories

4

.900

11/30/46

3,220,334‌

1,000,000

AdventHealth

Obligated

Group

2

.795

11/15/51

623,230‌

500,000

Adventist

Health

System

2

.952

03/01/29

455,300‌

1,000,000

Adventist

Health

System

5

.430

03/01/32

995,196‌

57

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

295,000

Adventist

Health

System

5

.757

%

12/01/34

$

296,972‌

500,000

(a)

Adventist

Health

System

3

.630

03/01/49

350,742‌

200,000

Advocate

Health

&

Hospitals

Corp

3

.829

08/15/28

193,361‌

750,000

Advocate

Health

&

Hospitals

Corp

2

.211

06/15/30

653,684‌

100,000

Advocate

Health

&

Hospitals

Corp

4

.272

08/15/48

83,156‌

600,000

Advocate

Health

&

Hospitals

Corp

3

.387

10/15/49

427,335‌

500,000

Advocate

Health

&

Hospitals

Corp

3

.008

06/15/50

327,514‌

440,000

Aetna,

Inc

6

.625

06/15/36

463,394‌

350,000

Aetna,

Inc

4

.500

05/15/42

284,056‌

1,500,000

AHS

Hospital

Corp

2

.780

07/01/51

920,636‌

200,000

Allina

Health

System

3

.887

04/15/49

152,750‌

520,000

Allina

Health

System

2

.902

11/15/51

324,168‌

200,000

AmerisourceBergen

Corp

3

.450

12/15/27

193,548‌

1,000,000

AmerisourceBergen

Corp

2

.800

05/15/30

897,748‌

1,000,000

AmerisourceBergen

Corp

2

.700

03/15/31

867,357‌

700,000

AmerisourceBergen

Corp

4

.300

12/15/47

564,575‌

1,000,000

Ascension

Health

2

.532

11/15/29

899,029‌

1,000,000

Ascension

Health

3

.106

11/15/39

756,930‌

875,000

Ascension

Health

3

.945

11/15/46

697,829‌

200,000

Ascension

Health

4

.847

11/15/53

178,924‌

500,000

Banner

Health

2

.338

01/01/30

442,731‌

750,000

Banner

Health

1

.897

01/01/31

626,975‌

750,000

Banner

Health

2

.913

01/01/51

476,239‌

1,000,000

Baptist

Health

South

Florida

Obligated

Group

3

.115

11/15/71

567,527‌

1,000,000

Baptist

Healthcare

System

Obligated

Group

3

.540

08/15/50

704,419‌

475,000

Baxter

International,

Inc

2

.600

08/15/26

459,161‌

1,350,000

Baxter

International,

Inc

2

.272

12/01/28

1,216,917‌

2,000,000

(a)

Baxter

International,

Inc

1

.730

04/01/31

1,624,195‌

1,150,000

(a)

Baxter

International,

Inc

2

.539

02/01/32

959,248‌

300,000

Baxter

International,

Inc

3

.500

08/15/46

207,305‌

1,000,000

Baxter

International,

Inc

3

.132

12/01/51

620,609‌

750,000

BayCare

Health

System,

Inc

3

.831

11/15/50

573,798‌

1,500,000

Baylor

Scott

&

White

Holdings

1

.777

11/15/30

1,255,745‌

290,000

Baylor

Scott

&

White

Holdings

4

.185

11/15/45

241,343‌

200,000

Baylor

Scott

&

White

Holdings

3

.967

11/15/46

161,178‌

1,000,000

Baylor

Scott

&

White

Holdings

2

.839

11/15/50

635,366‌

1,000,000

Becton

Dickinson

&

Co

4

.693

02/13/28

995,072‌

1,000,000

Becton

Dickinson

&

Co

4

.874

02/08/29

997,279‌

1,000,000

Becton

Dickinson

&

Co

5

.081

06/07/29

1,006,426‌

675,000

Becton

Dickinson

&

Co

2

.823

05/20/30

604,639‌

1,500,000

Becton

Dickinson

&

Co

1

.957

02/11/31

1,249,613‌

1,000,000

Becton

Dickinson

&

Co

4

.298

08/22/32

941,585‌

1,000,000

Becton

Dickinson

&

Co

5

.110

02/08/34

985,287‌

343,000

Becton

Dickinson

&

Co

4

.685

12/15/44

296,542‌

1,000,000

Becton

Dickinson

&

Co

4

.669

06/06/47

855,898‌

447,000

Becton

Dickinson

&

Co

3

.794

05/20/50

329,939‌

235,000

Beth

Israel

Lahey

Health,

Inc

3

.080

07/01/51

143,235‌

200,000

Bon

Secours

Mercy

Health,

Inc

4

.302

07/01/28

195,616‌

500,000

Bon

Secours

Mercy

Health,

Inc

3

.464

06/01/30

470,315‌

500,000

Bon

Secours

Mercy

Health,

Inc

2

.095

06/01/31

416,273‌

500,000

Bon

Secours

Mercy

Health,

Inc

3

.205

06/01/50

331,893‌

2,500,000

Boston

Scientific

Corp

2

.650

06/01/30

2,232,227‌

343,000

Boston

Scientific

Corp

4

.550

03/01/39

313,056‌

256,000

(a)

Boston

Scientific

Corp

4

.700

03/01/49

224,788‌

1,475,000

Cardinal

Health,

Inc

3

.410

06/15/27

1,429,560‌

1,000,000

Cardinal

Health,

Inc

5

.125

02/15/29

1,002,128‌

1,000,000

Cardinal

Health,

Inc

5

.000

11/15/29

993,768‌

1,000,000

Cardinal

Health,

Inc

5

.450

02/15/34

996,218‌

1,000,000

Cardinal

Health,

Inc

5

.350

11/15/34

978,544‌

100,000

Cardinal

Health,

Inc

4

.600

03/15/43

85,151‌

200,000

Cardinal

Health,

Inc

4

.500

11/15/44

164,732‌

200,000

Cardinal

Health,

Inc

4

.900

09/15/45

173,039‌

Bond

Index

Fund

58

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

500,000

Cardinal

Health,

Inc

4

.368

%

06/15/47

$

398,993‌

500,000

Cardinal

Health,

Inc

5

.750

11/15/54

478,542‌

1,000,000

Cedars-Sinai

Health

System

2

.288

08/15/31

840,535‌

750,000

Cencora,

Inc

4

.625

12/15/27

749,969‌

750,000

Cencora,

Inc

4

.850

12/15/29

745,125‌

1,000,000

Cencora,

Inc

5

.150

02/15/35

974,865‌

500,000

CENCORA,Inc

5

.125

02/15/34

490,768‌

2,000,000

Centene

Corp

2

.450

07/15/28

1,799,816‌

2,000,000

Centene

Corp

3

.000

10/15/30

1,725,794‌

2,000,000

Centene

Corp

2

.500

03/01/31

1,654,213‌

2,000,000

Centene

Corp

2

.625

08/01/31

1,646,951‌

1,000,000

Children's

Health

System

of

Texas

2

.511

08/15/50

587,226‌

100,000

Children's

Hospital

Corp

4

.115

01/01/47

82,449‌

1,000,000

Children's

Hospital

Corp

2

.585

02/01/50

602,224‌

1,000,000

Children's

Hospital

of

Philadelphia

2

.704

07/01/50

618,126‌

200,000

CHRISTUS

Health

4

.341

07/01/28

195,804‌

98,000

Cigna

Group

4

.500

02/25/26

97,738‌

416,000

Cigna

Group

1

.250

03/15/26

398,965‌

4,475,000

Cigna

Group

3

.400

03/01/27

4,351,550‌

300,000

Cigna

Group

3

.050

10/15/27

287,195‌

2,000,000

Cigna

Group

4

.375

10/15/28

1,960,565‌

1,000,000

Cigna

Group

5

.000

05/15/29

999,192‌

218,000

Cigna

Group

2

.400

03/15/30

190,779‌

550,000

Cigna

Group

2

.375

03/15/31

465,730‌

1,000,000

Cigna

Group

5

.125

05/15/31

995,145‌

2,500,000

Cigna

Group

5

.400

03/15/33

2,496,235‌

1,000,000

Cigna

Group

5

.250

02/15/34

980,745‌

1,700,000

Cigna

Group

4

.800

08/15/38

1,541,134‌

225,000

Cigna

Group

3

.200

03/15/40

164,940‌

93,000

Cigna

Group

6

.125

11/15/41

94,401‌

975,000

Cigna

Group

4

.800

07/15/46

833,101‌

1,150,000

Cigna

Group

3

.875

10/15/47

837,634‌

2,450,000

Cigna

Group

4

.900

12/15/48

2,085,853‌

750,000

Cigna

Group

3

.400

03/15/50

492,932‌

1,100,000

Cigna

Group

3

.400

03/15/51

717,484‌

1,875,000

Cigna

Group

5

.600

02/15/54

1,756,051‌

600,000

City

of

Hope

4

.378

08/15/48

481,606‌

750,000

CommonSpirit

Health

6

.073

11/01/27

771,624‌

1,000,000

CommonSpirit

Health

3

.347

10/01/29

931,414‌

1,000,000

CommonSpirit

Health

2

.782

10/01/30

885,186‌

1,000,000

CommonSpirit

Health

5

.205

12/01/31

996,164‌

760,000

CommonSpirit

Health

5

.318

12/01/34

749,897‌

300,000

CommonSpirit

Health

4

.350

11/01/42

250,635‌

750,000

CommonSpirit

Health

3

.817

10/01/49

556,267‌

715,000

CommonSpirit

Health

4

.187

10/01/49

559,501‌

500,000

CommonSpirit

Health

3

.910

10/01/50

367,981‌

750,000

CommonSpirit

Health

6

.461

11/01/52

800,795‌

905,000

(a)

CommonSpirit

Health

5

.548

12/01/54

863,860‌

750,000

Community

Health

Network,

Inc

3

.099

05/01/50

476,354‌

500,000

Corewell

Health

Obligated

Group

3

.487

07/15/49

354,798‌

485,000

Cottage

Health

Obligated

Group

3

.304

11/01/49

338,440‌

1,050,000

CVS

Health

Corp

2

.875

06/01/26

1,019,639‌

1,250,000

CVS

Health

Corp

3

.000

08/15/26

1,210,834‌

9,500,000

CVS

Health

Corp

1

.300

08/21/27

8,607,966‌

1,000,000

CVS

Health

Corp

5

.000

01/30/29

986,568‌

1,500,000

CVS

Health

Corp

5

.400

06/01/29

1,500,628‌

275,000

CVS

Health

Corp

3

.250

08/15/29

250,360‌

2,000,000

CVS

Health

Corp

5

.125

02/21/30

1,957,898‌

1,825,000

CVS

Health

Corp

1

.750

08/21/30

1,485,588‌

1,000,000

CVS

Health

Corp

5

.250

01/30/31

976,642‌

1,525,000

CVS

Health

Corp

1

.875

02/28/31

1,229,347‌

1,000,000

CVS

Health

Corp

5

.550

06/01/31

992,678‌

59

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,000,000

CVS

Health

Corp

2

.125

%

09/15/31

$

800,896‌

2,000,000

CVS

Health

Corp

5

.250

02/21/33

1,917,310‌

850,000

CVS

Health

Corp

5

.300

06/01/33

814,846‌

1,500,000

(a)

CVS

Health

Corp

5

.700

06/01/34

1,474,392‌

4,100,000

CVS

Health

Corp

4

.780

03/25/38

3,545,155‌

400,000

CVS

Health

Corp

5

.300

12/05/43

348,959‌

1,000,000

CVS

Health

Corp

6

.000

06/01/44

945,662‌

1,800,000

CVS

Health

Corp

5

.125

07/20/45

1,512,294‌

8,525,000

CVS

Health

Corp

5

.050

03/25/48

7,029,253‌

2,000,000

CVS

Health

Corp

5

.625

02/21/53

1,773,874‌

1,500,000

(a)

CVS

Health

Corp

5

.875

06/01/53

1,376,010‌

1,500,000

(a)

CVS

Health

Corp

6

.050

06/01/54

1,407,060‌

1,500,000

(a)

CVS

Health

Corp

6

.000

06/01/63

1,368,063‌

100,000

Dartmouth-Hitchcock

Health

4

.178

08/01/48

75,007‌

1,000,000

DENTSPLY

SIRONA,

Inc

3

.250

06/01/30

883,362‌

300,000

DH

Europe

Finance

II

Sarl

2

.600

11/15/29

271,329‌

550,000

DH

Europe

Finance

II

Sarl

3

.250

11/15/39

428,450‌

200,000

Dignity

Health

5

.267

11/01/64

178,655‌

400,000

Duke

University

Health

System,

Inc

3

.920

06/01/47

316,135‌

400,000

Edwards

Lifesciences

Corp

4

.300

06/15/28

391,396‌

1,000,000

Elevance

Health,

Inc

1

.500

03/15/26

963,086‌

850,000

Elevance

Health,

Inc

3

.650

12/01/27

826,906‌

1,225,000

Elevance

Health,

Inc

4

.101

03/01/28

1,197,130‌

1,000,000

Elevance

Health,

Inc

5

.150

06/15/29

1,005,461‌

500,000

Elevance

Health,

Inc

2

.875

09/15/29

454,788‌

2,000,000

Elevance

Health,

Inc

4

.750

02/15/30

1,976,067‌

1,500,000

Elevance

Health,

Inc

2

.250

05/15/30

1,303,103‌

1,000,000

Elevance

Health,

Inc

2

.550

03/15/31

858,035‌

2,000,000

Elevance

Health,

Inc

4

.950

11/01/31

1,966,862‌

50,000

Elevance

Health,

Inc

4

.100

05/15/32

46,232‌

500,000

Elevance

Health,

Inc

5

.500

10/15/32

504,847‌

1,000,000

Elevance

Health,

Inc

4

.750

02/15/33

958,465‌

1,500,000

Elevance

Health,

Inc

5

.375

06/15/34

1,486,645‌

2,500,000

Elevance

Health,

Inc

5

.200

02/15/35

2,441,574‌

1,150,000

Elevance

Health,

Inc

4

.625

05/15/42

992,950‌

125,000

Elevance

Health,

Inc

4

.650

01/15/43

108,364‌

500,000

Elevance

Health,

Inc

5

.100

01/15/44

454,391‌

425,000

Elevance

Health,

Inc

4

.650

08/15/44

364,478‌

625,000

Elevance

Health,

Inc

4

.375

12/01/47

503,775‌

1,800,000

Elevance

Health,

Inc

4

.550

03/01/48

1,477,102‌

500,000

Elevance

Health,

Inc

3

.700

09/15/49

356,015‌

650,000

Elevance

Health,

Inc

3

.125

05/15/50

415,792‌

425,000

Elevance

Health,

Inc

3

.600

03/15/51

295,687‌

600,000

Elevance

Health,

Inc

4

.550

05/15/52

483,592‌

1,750,000

Elevance

Health,

Inc

6

.100

10/15/52

1,768,033‌

450,000

Elevance

Health,

Inc

5

.125

02/15/53

400,345‌

900,000

(a)

Elevance

Health,

Inc

5

.650

06/15/54

862,391‌

1,500,000

Elevance

Health,

Inc

5

.850

11/01/64

1,447,060‌

865,000

Fred

Hutchinson

Cancer

Center

4

.966

01/01/52

793,080‌

3,000,000

GE

HealthCare

Technologies,

Inc

5

.650

11/15/27

3,074,570‌

150,000

GE

HealthCare

Technologies,

Inc

4

.800

08/14/29

148,598‌

1,000,000

GE

HealthCare

Technologies,

Inc

5

.857

03/15/30

1,035,793‌

1,500,000

GE

HealthCare

Technologies,

Inc

5

.905

11/22/32

1,558,416‌

1,500,000

GE

HealthCare

Technologies,

Inc

6

.377

11/22/52

1,612,454‌

750,000

Hackensack

Meridian

Health,

Inc

2

.675

09/01/41

518,965‌

200,000

Hackensack

Meridian

Health,

Inc

4

.211

07/01/48

162,849‌

750,000

Hackensack

Meridian

Health,

Inc

2

.875

09/01/50

470,587‌

200,000

Hackensack

Meridian

Health,

Inc

4

.500

07/01/57

165,909‌

685,000

Hartford

HealthCare

Corp

3

.447

07/01/54

475,855‌

2,000,000

HCA,

Inc

3

.125

03/15/27

1,924,698‌

3,000,000

HCA,

Inc

5

.200

06/01/28

3,007,352‌

2,500,000

HCA,

Inc

5

.625

09/01/28

2,533,221‌

Bond

Index

Fund

60

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,000,000

HCA,

Inc

3

.375

%

03/15/29

$

928,158‌

1,500,000

HCA,

Inc

4

.125

06/15/29

1,430,717‌

2,000,000

HCA,

Inc

3

.500

09/01/30

1,816,401‌

2,500,000

HCA,

Inc

5

.450

04/01/31

2,494,969‌

2,000,000

HCA,

Inc

2

.375

07/15/31

1,659,872‌

2,000,000

HCA,

Inc

3

.625

03/15/32

1,762,741‌

2,000,000

(a)

HCA,

Inc

5

.500

06/01/33

1,978,623‌

1,500,000

HCA,

Inc

5

.600

04/01/34

1,477,638‌

1,000,000

HCA,

Inc

5

.450

09/15/34

974,691‌

225,000

HCA,

Inc

5

.125

06/15/39

205,035‌

125,000

HCA,

Inc

4

.375

03/15/42

102,012‌

875,000

HCA,

Inc

5

.500

06/15/47

794,493‌

2,500,000

HCA,

Inc

5

.250

06/15/49

2,162,972‌

1,000,000

HCA,

Inc

3

.500

07/15/51

646,760‌

1,700,000

HCA,

Inc

4

.625

03/15/52

1,326,647‌

500,000

HCA,

Inc

5

.900

06/01/53

471,855‌

1,500,000

HCA,

Inc

6

.000

04/01/54

1,428,920‌

1,000,000

HCA,

Inc

5

.950

09/15/54

951,075‌

750,000

HCA,

Inc

6

.100

04/01/64

715,548‌

1,000,000

Hoag

Memorial

Hospital

Presbyterian

3

.803

07/15/52

757,967‌

2,500,000

Humana,

Inc

1

.350

02/03/27

2,324,311‌

600,000

Humana,

Inc

3

.950

03/15/27

588,526‌

500,000

Humana,

Inc

5

.750

03/01/28

509,105‌

750,000

Humana,

Inc

5

.750

12/01/28

763,820‌

500,000

Humana,

Inc

3

.700

03/23/29

471,957‌

175,000

Humana,

Inc

3

.125

08/15/29

159,690‌

1,000,000

Humana,

Inc

5

.375

04/15/31

991,633‌

325,000

Humana,

Inc

2

.150

02/03/32

258,875‌

500,000

Humana,

Inc

5

.875

03/01/33

501,844‌

750,000

Humana,

Inc

5

.950

03/15/34

755,749‌

200,000

Humana,

Inc

4

.625

12/01/42

164,406‌

300,000

Humana,

Inc

4

.950

10/01/44

254,844‌

600,000

Humana,

Inc

4

.800

03/15/47

488,717‌

500,000

Humana,

Inc

3

.950

08/15/49

359,600‌

1,500,000

Humana,

Inc

5

.500

03/15/53

1,338,040‌

500,000

Humana,

Inc

5

.750

04/15/54

463,386‌

1,500,000

Icon

Investments

Six

Dac

5

.849

05/08/29

1,528,540‌

1,000,000

Icon

Investments

Six

Dac

6

.000

05/08/34

1,009,620‌

200,000

Indiana

University

Health,

Inc

Obligated

Group

3

.970

11/01/48

158,562‌

1,500,000

Indiana

University

Health,

Inc

Obligated

Group

2

.852

11/01/51

939,024‌

1,000,000

(a)

Inova

Health

System

Foundation

4

.068

05/15/52

794,436‌

760,000

Integris

Baptist

Medical

Center,

Inc

3

.875

08/15/50

550,408‌

445,000

Iowa

Health

System

3

.665

02/15/50

327,045‌

900,000

IQVIA,

Inc

5

.700

05/15/28

910,026‌

1,000,000

IQVIA,

Inc

6

.250

02/01/29

1,033,937‌

350,000

Johns

Hopkins

Health

System

Corp

3

.837

05/15/46

276,813‌

500,000

Kaiser

Foundation

Hospitals

3

.150

05/01/27

484,155‌

1,400,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

990,359‌

100,000

Kaiser

Foundation

Hospitals

4

.875

04/01/42

92,487‌

1,265,000

Kaiser

Foundation

Hospitals

4

.150

05/01/47

1,031,858‌

1,000,000

Kaiser

Foundation

Hospitals

3

.266

11/01/49

693,408‌

1,000,000

Kaiser

Foundation

Hospitals

3

.002

06/01/51

649,623‌

755,000

Koninklijke

Philips

NV

5

.000

03/15/42

679,323‌

1,000,000

Laboratory

Corp

of

America

Holdings

1

.550

06/01/26

955,537‌

300,000

Laboratory

Corp

of

America

Holdings

3

.600

09/01/27

291,699‌

500,000

Laboratory

Corp

of

America

Holdings

2

.950

12/01/29

453,604‌

1,000,000

Laboratory

Corp

of

America

Holdings

4

.350

04/01/30

964,777‌

1,000,000

Laboratory

Corp

of

America

Holdings

2

.700

06/01/31

858,572‌

1,000,000

Laboratory

Corp

of

America

Holdings

4

.550

04/01/32

957,368‌

1,000,000

Laboratory

Corp

of

America

Holdings

4

.800

10/01/34

947,652‌

800,000

(a)

Laboratory

Corp

of

America

Holdings

4

.700

02/01/45

687,817‌

100,000

Mass

General

Brigham,

Inc

3

.765

07/01/48

76,278‌

61

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

750,000

Mass

General

Brigham,

Inc

3

.192

%

07/01/49

$

508,461‌

100,000

Mass

General

Brigham,

Inc

4

.117

07/01/55

78,597‌

1,000,000

Mass

General

Brigham,

Inc

3

.342

07/01/60

651,179‌

200,000

Mayo

Clinic

4

.000

11/15/47

162,809‌

200,000

Mayo

Clinic

4

.128

11/15/52

163,070‌

2,500,000

Mayo

Clinic

3

.196

11/15/61

1,611,413‌

1,000,000

McKesson

Corp

0

.900

12/03/25

966,767‌

500,000

McKesson

Corp

1

.300

08/15/26

473,882‌

1,000,000

McKesson

Corp

4

.900

07/15/28

1,003,177‌

1,500,000

(a)

McKesson

Corp

4

.250

09/15/29

1,466,566‌

350,000

McKesson

Corp

5

.100

07/15/33

348,113‌

200,000

McLaren

Health

Care

Corp

4

.386

05/15/48

168,027‌

135,000

MedStar

Health,

Inc

3

.626

08/15/49

96,899‌

575,000

(a)

Medtronic

Global

Holdings

S.C.A

4

.250

03/30/28

567,827‌

1,000,000

Medtronic

Global

Holdings

S.C.A

4

.500

03/30/33

955,388‌

2,777,000

Medtronic,

Inc

4

.375

03/15/35

2,606,369‌

1,074,000

Medtronic,

Inc

4

.625

03/15/45

953,377‌

500,000

Memorial

Health

Services

3

.447

11/01/49

355,311‌

1,000,000

Memorial

Sloan-Kettering

Cancer

Center

2

.955

01/01/50

655,385‌

200,000

(a)

Memorial

Sloan-Kettering

Cancer

Center

4

.125

07/01/52

161,894‌

500,000

Memorial

Sloan-Kettering

Cancer

Center

4

.200

07/01/55

401,162‌

1,000,000

Methodist

Hospital

2

.705

12/01/50

617,459‌

500,000

Montefiore

Obligated

Group

5

.246

11/01/48

416,369‌

750,000

Montefiore

Obligated

Group

4

.287

09/01/50

524,289‌

1,000,000

Mount

Nittany

Medical

Center

Obligated

Group

3

.799

11/15/52

732,431‌

100,000

Mount

Sinai

Hospitals

Group,

Inc

3

.981

07/01/48

72,473‌

600,000

Mount

Sinai

Hospitals

Group,

Inc

3

.737

07/01/49

393,583‌

895,000

Mount

Sinai

Hospitals

Group,

Inc

3

.391

07/01/50

536,056‌

1,000,000

MultiCare

Health

System

2

.803

08/15/50

587,142‌

380,000

MyMichigan

Health

3

.409

06/01/50

264,368‌

1,000,000

Nationwide

Children's

Hospital,

Inc

4

.556

11/01/52

873,804‌

1,000,000

New

York

and

Presbyterian

Hospital

2

.256

08/01/40

659,773‌

300,000

New

York

and

Presbyterian

Hospital

4

.024

08/01/45

245,155‌

150,000

New

York

and

Presbyterian

Hospital

4

.063

08/01/56

117,327‌

1,000,000

(a)

New

York

and

Presbyterian

Hospital

2

.606

08/01/60

541,533‌

500,000

(a)

New

York

and

Presbyterian

Hospital

3

.954

08/01/19

339,090‌

140,000

Northwell

Healthcare,

Inc

3

.979

11/01/46

106,906‌

675,000

Northwell

Healthcare,

Inc

4

.260

11/01/47

539,641‌

500,000

Northwell

Healthcare,

Inc

3

.809

11/01/49

368,842‌

1,000,000

Northwestern

Memorial

Healthcare

Obligated

Group

2

.633

07/15/51

612,542‌

1,000,000

Novant

Health,

Inc

2

.637

11/01/36

769,521‌

1,000,000

Novant

Health,

Inc

3

.318

11/01/61

634,576‌

1,000,000

NY

Society

for

Relief

of

Ruptured

&

Crippled

Maintaining

Hosp

Special

Surgery

2

.667

10/01/50

604,132‌

350,000

NYU

Langone

Hospitals

5

.750

07/01/43

356,219‌

250,000

NYU

Langone

Hospitals

4

.368

07/01/47

213,022‌

915,000

NYU

Langone

Hospitals

3

.380

07/01/55

612,334‌

1,000,000

Ochsner

LSU

Health

System

of

North

Louisiana

2

.510

05/15/31

771,861‌

1,000,000

OhioHealth

Corp

2

.297

11/15/31

838,098‌

750,000

OhioHealth

Corp

3

.042

11/15/50

504,015‌

100,000

Orlando

Health

Obligated

Group

4

.089

10/01/48

80,022‌

1,000,000

Orlando

Health

Obligated

Group

3

.327

10/01/50

696,805‌

750,000

PeaceHealth

Obligated

Group

1

.375

11/15/25

726,732‌

200,000

PeaceHealth

Obligated

Group

4

.787

11/15/48

169,528‌

750,000

PeaceHealth

Obligated

Group

3

.218

11/15/50

477,957‌

500,000

Piedmont

Healthcare,

Inc

2

.044

01/01/32

409,338‌

500,000

Piedmont

Healthcare,

Inc

2

.719

01/01/42

343,693‌

1,000,000

Piedmont

Healthcare,

Inc

2

.864

01/01/52

616,274‌

725,000

Presbyterian

Healthcare

Services

4

.875

08/01/52

656,147‌

200,000

Providence

St.

Joseph

Health

Obligated

Group

2

.746

10/01/26

192,931‌

570,000

(a)

Providence

St.

Joseph

Health

Obligated

Group

2

.532

10/01/29

509,185‌

945,000

Providence

St.

Joseph

Health

Obligated

Group

5

.403

10/01/33

944,091‌

100,000

Providence

St.

Joseph

Health

Obligated

Group

3

.744

10/01/47

73,829‌

Bond

Index

Fund

62

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

350,000

Providence

St.

Joseph

Health

Obligated

Group

3

.930

%

10/01/48

$

262,559‌

1,000,000

(a)

Providence

St.

Joseph

Health

Obligated

Group

2

.700

10/01/51

576,486‌

785,000

Queen's

Health

Systems

4

.810

07/01/52

706,271‌

225,000

Quest

Diagnostics,

Inc

3

.450

06/01/26

221,316‌

500,000

Quest

Diagnostics,

Inc

4

.600

12/15/27

499,277‌

500,000

Quest

Diagnostics,

Inc

4

.200

06/30/29

484,657‌

500,000

Quest

Diagnostics,

Inc

4

.625

12/15/29

491,867‌

750,000

Quest

Diagnostics,

Inc

2

.950

06/30/30

673,693‌

500,000

Quest

Diagnostics,

Inc

2

.800

06/30/31

433,782‌

250,000

Quest

Diagnostics,

Inc

6

.400

11/30/33

267,694‌

1,000,000

Quest

Diagnostics,

Inc

5

.000

12/15/34

970,990‌

300,000

(a)

Quest

Diagnostics,

Inc

4

.700

03/30/45

262,730‌

1,500,000

Rady

Children's

Hospital-San

Diego

3

.154

08/15/51

1,001,434‌

390,000

Rush

Obligated

Group

3

.922

11/15/29

373,841‌

425,000

Sentara

Healthcare

2

.927

11/01/51

271,448‌

1,000,000

Sharp

HealthCare

2

.680

08/01/50

612,453‌

1,000,000

Smith

&

Nephew

plc

5

.150

03/20/27

1,007,180‌

1,000,000

Smith

&

Nephew

plc

2

.032

10/14/30

838,124‌

1,000,000

Smith

&

Nephew

plc

5

.400

03/20/34

992,625‌

1,000,000

(c)

Solventum

Corp

5

.400

03/01/29

1,002,513‌

1,000,000

(c)

Solventum

Corp

5

.450

03/13/31

999,210‌

1,500,000

(c)

Solventum

Corp

5

.600

03/23/34

1,492,626‌

1,500,000

(a),(c)

Solventum

Corp

5

.900

04/30/54

1,459,082‌

1,000,000

(c)

Solventum

Corp

6

.000

05/15/64

975,182‌

400,000

SSM

Health

Care

Corp

3

.823

06/01/27

392,106‌

500,000

SSM

Health

Care

Corp

4

.894

06/01/28

498,416‌

1,620,000

Stanford

Health

Care

3

.027

08/15/51

1,066,394‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

2

.700

03/15/31

863,492‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

3

.750

03/15/51

704,934‌

200,000

Stryker

Corp

3

.375

11/01/25

197,998‌

1,600,000

Stryker

Corp

3

.500

03/15/26

1,578,629‌

500,000

Stryker

Corp

3

.650

03/07/28

482,818‌

1,000,000

Stryker

Corp

4

.850

12/08/28

1,002,626‌

1,250,000

Stryker

Corp

4

.250

09/11/29

1,216,190‌

600,000

Stryker

Corp

1

.950

06/15/30

515,857‌

1,250,000

Stryker

Corp

4

.625

09/11/34

1,192,570‌

200,000

Stryker

Corp

4

.100

04/01/43

163,944‌

200,000

Stryker

Corp

4

.375

05/15/44

168,424‌

550,000

Stryker

Corp

4

.625

03/15/46

476,448‌

575,000

Stryker

Corp

2

.900

06/15/50

371,918‌

1,500,000

Summa

Health

3

.511

11/15/51

1,065,109‌

200,000

Sutter

Health

3

.695

08/15/28

191,731‌

1,000,000

Sutter

Health

2

.294

08/15/30

869,439‌

750,000

Sutter

Health

5

.164

08/15/33

744,366‌

500,000

Sutter

Health

3

.161

08/15/40

374,338‌

200,000

Sutter

Health

4

.091

08/15/48

160,941‌

500,000

Sutter

Health

3

.361

08/15/50

351,405‌

135,000

Sutter

Health

5

.547

08/15/53

134,703‌

1,000,000

Texas

Health

Resources

2

.328

11/15/50

565,469‌

100,000

Texas

Health

Resources

4

.330

11/15/55

81,697‌

450,000

Toledo

Hospital

5

.750

11/15/38

442,349‌

2,000,000

Trinity

Health

Corp

2

.632

12/01/40

1,393,319‌

300,000

Trinity

Health

Corp

4

.125

12/01/45

244,796‌

185,000

Trinity

Health

Corp

3

.434

12/01/48

137,244‌

1,000,000

UMass

Memorial

Health

Care

Obligated

Group

5

.363

07/01/52

906,491‌

500,000

UnitedHealth

Group,

Inc

3

.700

12/15/25

496,011‌

1,000,000

UnitedHealth

Group,

Inc

1

.250

01/15/26

967,388‌

3,000,000

UnitedHealth

Group,

Inc

1

.150

05/15/26

2,866,929‌

200,000

UnitedHealth

Group,

Inc

3

.450

01/15/27

195,719‌

1,500,000

UnitedHealth

Group,

Inc

3

.700

05/15/27

1,470,406‌

1,700,000

UnitedHealth

Group,

Inc

2

.950

10/15/27

1,626,948‌

2,000,000

UnitedHealth

Group,

Inc

5

.250

02/15/28

2,030,850‌

63

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

2,375,000

UnitedHealth

Group,

Inc

3

.850

%

06/15/28

$

2,308,514‌

500,000

UnitedHealth

Group,

Inc

3

.875

12/15/28

483,516‌

1,500,000

UnitedHealth

Group,

Inc

4

.250

01/15/29

1,470,123‌

1,000,000

UnitedHealth

Group,

Inc

4

.700

04/15/29

995,704‌

1,500,000

UnitedHealth

Group,

Inc

4

.000

05/15/29

1,448,979‌

1,000,000

UnitedHealth

Group,

Inc

2

.875

08/15/29

919,233‌

1,000,000

UnitedHealth

Group,

Inc

5

.300

02/15/30

1,016,119‌

2,200,000

UnitedHealth

Group,

Inc

2

.000

05/15/30

1,896,263‌

2,000,000

UnitedHealth

Group,

Inc

4

.900

04/15/31

1,988,257‌

1,750,000

UnitedHealth

Group,

Inc

2

.300

05/15/31

1,488,047‌

1,000,000

UnitedHealth

Group,

Inc

4

.950

01/15/32

988,718‌

800,000

UnitedHealth

Group,

Inc

4

.200

05/15/32

753,831‌

1,500,000

UnitedHealth

Group,

Inc

5

.350

02/15/33

1,509,441‌

1,500,000

UnitedHealth

Group,

Inc

4

.500

04/15/33

1,423,162‌

3,000,000

UnitedHealth

Group,

Inc

5

.000

04/15/34

2,927,547‌

1,500,000

UnitedHealth

Group,

Inc

5

.150

07/15/34

1,479,984‌

150,000

UnitedHealth

Group,

Inc

5

.800

03/15/36

154,751‌

365,000

UnitedHealth

Group,

Inc

6

.625

11/15/37

401,254‌

200,000

(a)

UnitedHealth

Group,

Inc

6

.875

02/15/38

225,932‌

275,000

UnitedHealth

Group,

Inc

3

.500

08/15/39

217,491‌

1,000,000

UnitedHealth

Group,

Inc

2

.750

05/15/40

707,105‌

3,000,000

UnitedHealth

Group,

Inc

3

.050

05/15/41

2,165,629‌

300,000

UnitedHealth

Group,

Inc

4

.375

03/15/42

255,523‌

350,000

UnitedHealth

Group,

Inc

3

.950

10/15/42

280,956‌

375,000

UnitedHealth

Group,

Inc

4

.250

03/15/43

316,259‌

800,000

UnitedHealth

Group,

Inc

4

.200

01/15/47

646,082‌

300,000

UnitedHealth

Group,

Inc

4

.250

04/15/47

243,192‌

500,000

UnitedHealth

Group,

Inc

3

.750

10/15/47

371,768‌

1,700,000

UnitedHealth

Group,

Inc

4

.250

06/15/48

1,363,947‌

1,000,000

UnitedHealth

Group,

Inc

3

.700

08/15/49

726,776‌

4,000,000

UnitedHealth

Group,

Inc

2

.900

05/15/50

2,479,787‌

3,000,000

UnitedHealth

Group,

Inc

3

.250

05/15/51

1,980,454‌

450,000

UnitedHealth

Group,

Inc

4

.750

05/15/52

385,559‌

1,500,000

UnitedHealth

Group,

Inc

5

.875

02/15/53

1,503,993‌

1,500,000

UnitedHealth

Group,

Inc

5

.050

04/15/53

1,350,748‌

3,000,000

(a)

UnitedHealth

Group,

Inc

5

.375

04/15/54

2,813,549‌

1,250,000

UnitedHealth

Group,

Inc

3

.875

08/15/59

884,915‌

1,000,000

UnitedHealth

Group,

Inc

3

.125

05/15/60

595,006‌

500,000

UnitedHealth

Group,

Inc

4

.950

05/15/62

430,858‌

1,000,000

UnitedHealth

Group,

Inc

6

.050

02/15/63

1,021,088‌

1,500,000

UnitedHealth

Group,

Inc

5

.200

04/15/63

1,349,270‌

2,000,000

UnitedHealth

Group,

Inc

5

.500

04/15/64

1,868,440‌

1,000,000

Universal

Health

Services,

Inc

1

.650

09/01/26

946,549‌

1,000,000

Universal

Health

Services,

Inc

4

.625

10/15/29

964,517‌

1,000,000

Universal

Health

Services,

Inc

2

.650

01/15/32

818,405‌

1,000,000

Universal

Health

Services,

Inc

5

.050

10/15/34

933,047‌

500,000

University

of

Pittsburgh

Medical

Center

5

.035

05/15/33

491,234‌

500,000

University

of

Pittsburgh

Medical

Center

5

.377

05/15/43

483,746‌

370,000

(a)

WakeMed

3

.286

10/01/52

250,259‌

200,000

West

Virginia

United

Health

System

Obligated

Group

3

.129

06/01/50

127,031‌

500,000

Willis-Knighton

Medical

Center

3

.065

03/01/51

311,521‌

1,000,000

Yale

Haven

Health

Services

Corp

2

.496

07/01/50

574,976‌

225,000

Zimmer

Biomet

Holdings,

Inc

3

.050

01/15/26

221,479‌

1,000,000

Zimmer

Biomet

Holdings,

Inc

5

.350

12/01/28

1,014,588‌

1,500,000

Zimmer

Biomet

Holdings,

Inc

2

.600

11/24/31

1,280,235‌

1,000,000

Zimmer

Biomet

Holdings,

Inc

5

.200

09/15/34

980,104‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

373,545,845‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

500,000

Church

&

Dwight

Co,

Inc

3

.150

08/01/27

483,756‌

250,000

Church

&

Dwight

Co,

Inc

2

.300

12/15/31

209,237‌

500,000

Church

&

Dwight

Co,

Inc

5

.600

11/15/32

515,246‌

100,000

Church

&

Dwight

Co,

Inc

3

.950

08/01/47

77,127‌

Bond

Index

Fund

64

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

(continued)

$

725,000

Church

&

Dwight

Co,

Inc

5

.000

%

06/15/52

$

655,634‌

300,000

Clorox

Co

3

.100

10/01/27

287,710‌

500,000

Clorox

Co

3

.900

05/15/28

485,641‌

750,000

Clorox

Co

4

.400

05/01/29

738,262‌

1,000,000

Clorox

Co

1

.800

05/15/30

850,519‌

375,000

(a)

Clorox

Co

4

.600

05/01/32

366,645‌

1,000,000

Colgate-Palmolive

Co

3

.100

08/15/27

967,527‌

1,000,000

Colgate-Palmolive

Co

4

.600

03/01/28

1,006,736‌

60,000

Colgate-Palmolive

Co

6

.450

06/16/28

62,536‌

225,000

Colgate-Palmolive

Co

3

.250

08/15/32

202,137‌

1,000,000

Colgate-Palmolive

Co

4

.600

03/01/33

985,607‌

300,000

Colgate-Palmolive

Co

4

.000

08/15/45

250,291‌

550,000

Colgate-Palmolive

Co

3

.700

08/01/47

421,563‌

450,000

Estee

Lauder

Cos,

Inc

3

.150

03/15/27

436,309‌

200,000

Estee

Lauder

Cos,

Inc

2

.375

12/01/29

178,292‌

100,000

Estee

Lauder

Cos,

Inc

2

.600

04/15/30

88,828‌

1,500,000

Estee

Lauder

Cos,

Inc

1

.950

03/15/31

1,247,256‌

750,000

Estee

Lauder

Cos,

Inc

4

.650

05/15/33

716,151‌

1,000,000

(a)

Estee

Lauder

Cos,

Inc

5

.000

02/14/34

982,914‌

100,000

Estee

Lauder

Cos,

Inc

6

.000

05/15/37

102,184‌

300,000

Estee

Lauder

Cos,

Inc

4

.375

06/15/45

245,348‌

375,000

Estee

Lauder

Cos,

Inc

4

.150

03/15/47

296,128‌

700,000

Estee

Lauder

Cos,

Inc

3

.125

12/01/49

447,686‌

750,000

Estee

Lauder

Cos,

Inc

5

.150

05/15/53

703,537‌

1,900,000

Haleon

US

Capital

LLC

3

.375

03/24/27

1,844,405‌

725,000

Haleon

US

Capital

LLC

3

.375

03/24/29

681,745‌

1,500,000

Haleon

US

Capital

LLC

3

.625

03/24/32

1,358,255‌

1,000,000

Haleon

US

Capital

LLC

4

.000

03/24/52

771,501‌

2,500,000

Kenvue,

Inc

5

.050

03/22/28

2,528,844‌

1,000,000

Kenvue,

Inc

5

.000

03/22/30

1,007,498‌

1,750,000

Kenvue,

Inc

4

.900

03/22/33

1,721,311‌

500,000

Kenvue,

Inc

5

.100

03/22/43

479,524‌

1,750,000

Kenvue,

Inc

5

.050

03/22/53

1,621,941‌

1,000,000

Kenvue,

Inc

5

.200

03/22/63

923,729‌

200,000

Kimberly-Clark

Corp

1

.050

09/15/27

182,732‌

412,000

Kimberly-Clark

Corp

3

.950

11/01/28

402,714‌

1,500,000

Kimberly-Clark

Corp

3

.200

04/25/29

1,415,348‌

1,500,000

Kimberly-Clark

Corp

2

.000

11/02/31

1,265,242‌

500,000

Kimberly-Clark

Corp

4

.500

02/16/33

486,430‌

200,000

Kimberly-Clark

Corp

6

.625

08/01/37

226,040‌

725,000

Kimberly-Clark

Corp

3

.200

07/30/46

511,063‌

200,000

Kimberly-Clark

Corp

3

.900

05/04/47

156,158‌

300,000

Kimberly-Clark

Corp

2

.875

02/07/50

193,976‌

750,000

Procter

&

Gamble

Co

2

.700

02/02/26

736,379‌

2,000,000

Procter

&

Gamble

Co

1

.000

04/23/26

1,917,311‌

1,750,000

Procter

&

Gamble

Co

2

.450

11/03/26

1,692,410‌

1,500,000

Procter

&

Gamble

Co

3

.950

01/26/28

1,480,671‌

1,000,000

(a)

Procter

&

Gamble

Co

4

.350

01/29/29

995,320‌

1,000,000

Procter

&

Gamble

Co

4

.150

10/24/29

988,387‌

2,000,000

Procter

&

Gamble

Co

3

.000

03/25/30

1,843,842‌

1,150,000

Procter

&

Gamble

Co

1

.200

10/29/30

949,317‌

1,500,000

Procter

&

Gamble

Co

1

.950

04/23/31

1,278,851‌

1,500,000

Procter

&

Gamble

Co

4

.050

01/26/33

1,430,819‌

2,000,000

Procter

&

Gamble

Co

4

.550

01/29/34

1,946,978‌

2,000,000

Procter

&

Gamble

Co

4

.550

10/24/34

1,956,487‌

225,000

Unilever

Capital

Corp

2

.000

07/28/26

216,855‌

800,000

Unilever

Capital

Corp

2

.900

05/05/27

772,410‌

1,150,000

Unilever

Capital

Corp

3

.500

03/22/28

1,113,316‌

700,000

Unilever

Capital

Corp

4

.875

09/08/28

705,601‌

1,000,000

Unilever

Capital

Corp

2

.125

09/06/29

890,131‌

175,000

Unilever

Capital

Corp

1

.375

09/14/30

145,658‌

200,000

Unilever

Capital

Corp

1

.750

08/12/31

165,294‌

65

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

(continued)

$

430,000

Unilever

Capital

Corp

5

.900

%

11/15/32

$

456,671‌

700,000

Unilever

Capital

Corp

5

.000

12/08/33

699,914‌

1,300,000

Unilever

Capital

Corp

4

.625

08/12/34

1,251,523‌

500,000

Unilever

Capital

Corp

2

.625

08/12/51

302,605‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

55,726,013‌

INSURANCE

-

0.8%

500,000

Aegon

NV

5

.500

04/11/48

491,764‌

2,000,000

Aflac,

Inc

1

.125

03/15/26

1,917,955‌

200,000

Aflac,

Inc

2

.875

10/15/26

194,092‌

375,000

Aflac,

Inc

3

.600

04/01/30

352,278‌

200,000

Aflac,

Inc

4

.000

10/15/46

156,837‌

500,000

Aflac,

Inc

4

.750

01/15/49

437,840‌

1,000,000

Alleghany

Corp

3

.625

05/15/30

940,543‌

200,000

Alleghany

Corp

4

.900

09/15/44

183,693‌

1,000,000

Alleghany

Corp

3

.250

08/15/51

672,119‌

1,000,000

Allstate

Corp

0

.750

12/15/25

964,299‌

275,000

Allstate

Corp

3

.280

12/15/26

268,676‌

1,500,000

Allstate

Corp

5

.050

06/24/29

1,506,823‌

1,000,000

Allstate

Corp

1

.450

12/15/30

814,215‌

600,000

Allstate

Corp

5

.250

03/30/33

598,886‌

600,000

Allstate

Corp

4

.500

06/15/43

511,714‌

975,000

Allstate

Corp

4

.200

12/15/46

782,749‌

250,000

Allstate

Corp

3

.850

08/10/49

186,769‌

200,000

Allstate

Corp

7

.723

08/15/53

200,028‌

325,000

(a)

American

Financial

Group,

Inc

5

.250

04/02/30

328,575‌

400,000

American

Financial

Group,

Inc

4

.500

06/15/47

330,392‌

1,500,000

American

International

Group,

Inc

5

.125

03/27/33

1,481,365‌

1,500,000

American

International

Group,

Inc

4

.750

04/01/48

1,325,187‌

1,500,000

American

International

Group,

Inc

4

.375

06/30/50

1,239,616‌

1,000,000

American

National

Group,

Inc

5

.750

10/01/29

1,001,151‌

200,000

(a)

Aon

Corp

4

.500

12/15/28

197,060‌

450,000

Aon

Corp

3

.750

05/02/29

427,283‌

450,000

Aon

Corp

2

.800

05/15/30

400,970‌

1,000,000

Aon

Corp

2

.050

08/23/31

826,540‌

1,000,000

Aon

Corp

2

.600

12/02/31

847,794‌

500,000

Aon

Corp

5

.000

09/12/32

491,954‌

750,000

Aon

Corp

5

.350

02/28/33

746,674‌

200,000

Aon

Corp

6

.250

09/30/40

207,489‌

1,000,000

Aon

Corp

2

.900

08/23/51

607,133‌

500,000

Aon

Corp

3

.900

02/28/52

366,810‌

550,000

Aon

Global

Ltd

4

.750

05/15/45

473,783‌

1,000,000

Aon

North

America,

Inc

5

.125

03/01/27

1,006,852‌

1,500,000

Aon

North

America,

Inc

5

.150

03/01/29

1,504,458‌

1,000,000

Aon

North

America,

Inc

5

.300

03/01/31

1,004,091‌

2,000,000

Aon

North

America,

Inc

5

.450

03/01/34

1,996,514‌

2,000,000

Aon

North

America,

Inc

5

.750

03/01/54

1,950,196‌

1,050,000

Arch

Capital

Group

Ltd

4

.011

12/15/26

1,037,541‌

200,000

Arch

Capital

Group

Ltd

5

.031

12/15/46

179,165‌

600,000

Arch

Capital

Group

Ltd

3

.635

06/30/50

427,512‌

300,000

Arch

Capital

Group

US,

Inc

5

.144

11/01/43

274,800‌

1,000,000

Arthur

J

Gallagher

&

Co

4

.600

12/15/27

995,994‌

1,000,000

Arthur

J

Gallagher

&

Co

4

.850

12/15/29

995,412‌

2,000,000

Arthur

J

Gallagher

&

Co

2

.400

11/09/31

1,675,042‌

575,000

Arthur

J

Gallagher

&

Co

5

.000

02/15/32

567,511‌

500,000

Arthur

J

Gallagher

&

Co

5

.500

03/02/33

503,739‌

150,000

Arthur

J

Gallagher

&

Co

6

.500

02/15/34

161,136‌

1,500,000

Arthur

J

Gallagher

&

Co

5

.450

07/15/34

1,508,304‌

2,500,000

Arthur

J

Gallagher

&

Co

5

.150

02/15/35

2,437,387‌

125,000

Arthur

J

Gallagher

&

Co

3

.500

05/20/51

85,988‌

1,000,000

Arthur

J

Gallagher

&

Co

3

.050

03/09/52

623,506‌

250,000

Arthur

J

Gallagher

&

Co

6

.750

02/15/54

276,791‌

725,000

Arthur

J

Gallagher

&

Co

5

.750

07/15/54

712,608‌

Bond

Index

Fund

66

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

1,650,000

Arthur

J

Gallagher

&

Co

5

.550

%

02/15/55

$

1,584,217‌

300,000

Assurant,

Inc

4

.900

03/27/28

299,185‌

500,000

Assurant,

Inc

3

.700

02/22/30

465,353‌

7,000

Assurant,

Inc

6

.750

02/15/34

7,547‌

500,000

Assured

Guaranty

US

Holdings,

Inc

6

.125

09/15/28

518,862‌

1,000,000

(a)

Assured

Guaranty

US

Holdings,

Inc

3

.150

06/15/31

882,889‌

300,000

Assured

Guaranty

US

Holdings,

Inc

3

.600

09/15/51

205,494‌

675,000

Athene

Holding

Ltd

4

.125

01/12/28

658,551‌

500,000

Athene

Holding

Ltd

6

.150

04/03/30

519,458‌

1,000,000

Athene

Holding

Ltd

6

.650

02/01/33

1,059,841‌

1,000,000

(a)

Athene

Holding

Ltd

5

.875

01/15/34

1,013,551‌

1,000,000

(a)

Athene

Holding

Ltd

3

.950

05/25/51

718,460‌

1,000,000

Athene

Holding

Ltd

3

.450

05/15/52

643,507‌

1,000,000

Athene

Holding

Ltd

6

.250

04/01/54

1,001,718‌

1,000,000

Athene

Holding

Ltd

6

.625

10/15/54

994,406‌

300,000

AXIS

Specialty

Finance

LLC

3

.900

07/15/29

284,667‌

250,000

AXIS

Specialty

Finance

LLC

4

.900

01/15/40

234,676‌

200,000

AXIS

Specialty

Finance

plc

4

.000

12/06/27

194,697‌

1,500,000

Berkshire

Hathaway

Finance

Corp

2

.300

03/15/27

1,436,803‌

100,000

Berkshire

Hathaway

Finance

Corp

1

.850

03/12/30

87,254‌

1,500,000

Berkshire

Hathaway

Finance

Corp

1

.450

10/15/30

1,255,649‌

1,000,000

Berkshire

Hathaway

Finance

Corp

2

.875

03/15/32

876,036‌

300,000

Berkshire

Hathaway

Finance

Corp

4

.400

05/15/42

272,578‌

2,175,000

Berkshire

Hathaway

Finance

Corp

4

.200

08/15/48

1,799,666‌

1,725,000

Berkshire

Hathaway

Finance

Corp

4

.250

01/15/49

1,440,475‌

3,000,000

Berkshire

Hathaway

Finance

Corp

2

.500

01/15/51

1,731,721‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3

.850

03/15/52

1,135,542‌

1,000,000

(a)

Brighthouse

Financial,

Inc

5

.625

05/15/30

1,021,254‌

236,000

(a)

Brighthouse

Financial,

Inc

4

.700

06/22/47

183,079‌

500,000

Brown

&

Brown,

Inc

4

.500

03/15/29

489,698‌

1,000,000

Brown

&

Brown,

Inc

2

.375

03/15/31

840,206‌

1,000,000

Brown

&

Brown,

Inc

4

.200

03/17/32

921,679‌

1,000,000

Brown

&

Brown,

Inc

5

.650

06/11/34

1,001,081‌

500,000

Brown

&

Brown,

Inc

4

.950

03/17/52

426,906‌

450,000

Chubb

Corp

6

.000

05/11/37

477,346‌

1,000,000

Chubb

INA

Holdings

LLC

4

.650

08/15/29

996,443‌

2,325,000

Chubb

INA

Holdings,

Inc

3

.350

05/03/26

2,288,856‌

1,325,000

Chubb

INA

Holdings,

Inc

1

.375

09/15/30

1,100,506‌

2,000,000

Chubb

INA

Holdings,

Inc

5

.000

03/15/34

1,975,094‌

150,000

Chubb

INA

Holdings,

Inc

4

.150

03/13/43

125,430‌

1,600,000

Chubb

INA

Holdings,

Inc

4

.350

11/03/45

1,362,981‌

425,000

Chubb

INA

Holdings,

Inc

2

.850

12/15/51

268,213‌

1,500,000

Chubb

INA

Holdings,

Inc

3

.050

12/15/61

910,336‌

200,000

Cincinnati

Financial

Corp

6

.920

05/15/28

212,566‌

200,000

CNA

Financial

Corp

4

.500

03/01/26

199,381‌

225,000

CNA

Financial

Corp

3

.450

08/15/27

217,598‌

100,000

CNA

Financial

Corp

3

.900

05/01/29

95,732‌

1,150,000

CNA

Financial

Corp

2

.050

08/15/30

987,490‌

1,000,000

CNA

Financial

Corp

5

.500

06/15/33

1,008,869‌

1,000,000

CNA

Financial

Corp

5

.125

02/15/34

981,437‌

500,000

CNO

Financial

Group,

Inc

5

.250

05/30/29

496,478‌

1,000,000

CNO

Financial

Group,

Inc

6

.450

06/15/34

1,033,141‌

650,000

(a)

Corebridge

Financial,

Inc

6

.375

09/15/54

645,555‌

2,500,000

Elevance

Health,

Inc

5

.700

02/15/55

2,410,176‌

500,000

Enstar

Group

Ltd

4

.950

06/01/29

491,330‌

1,000,000

Enstar

Group

Ltd

3

.100

09/01/31

855,026‌

1,375,000

Equitable

Holdings,

Inc

4

.350

04/20/28

1,347,173‌

662,000

Equitable

Holdings,

Inc

5

.000

04/20/48

589,607‌

300,000

Everest

Reinsurance

Holdings,

Inc

4

.868

06/01/44

259,984‌

250,000

Everest

Reinsurance

Holdings,

Inc

3

.500

10/15/50

169,792‌

1,200,000

Everest

Reinsurance

Holdings,

Inc

3

.125

10/15/52

742,029‌

750,000

F&G

Annuities

&

Life,

Inc

7

.400

01/13/28

780,874‌

67

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

750,000

F&G

Annuities

&

Life,

Inc

6

.500

%

06/04/29

$

765,720‌

1,000,000

F&G

Annuities

&

Life,

Inc

6

.250

10/04/34

970,129‌

400,000

Fairfax

Financial

Holdings

Ltd

4

.850

04/17/28

397,068‌

500,000

(a)

Fairfax

Financial

Holdings

Ltd

4

.625

04/29/30

487,678‌

1,000,000

Fairfax

Financial

Holdings

Ltd

3

.375

03/03/31

891,858‌

1,000,000

Fairfax

Financial

Holdings

Ltd

5

.625

08/16/32

1,011,442‌

950,000

Fairfax

Financial

Holdings

Ltd

6

.000

12/07/33

979,059‌

1,000,000

Fairfax

Financial

Holdings

Ltd

6

.350

03/22/54

1,029,701‌

750,000

(c)

Fairfax

Financial

Holdings

Ltd

6

.100

03/15/55

739,925‌

300,000

Fidelity

National

Financial,

Inc

4

.500

08/15/28

294,395‌

1,000,000

Fidelity

National

Financial,

Inc

3

.400

06/15/30

907,130‌

500,000

Fidelity

National

Financial,

Inc

2

.450

03/15/31

421,741‌

400,000

Fidelity

National

Financial,

Inc

3

.200

09/17/51

246,332‌

750,000

First

American

Financial

Corp

4

.000

05/15/30

699,106‌

400,000

(a)

First

American

Financial

Corp

2

.400

08/15/31

329,088‌

1,000,000

First

American

Financial

Corp

5

.450

09/30/34

964,240‌

350,000

(a)

Globe

Life,

Inc

4

.550

09/15/28

345,564‌

350,000

Globe

Life,

Inc

2

.150

08/15/30

296,311‌

175,000

Globe

Life,

Inc

4

.800

06/15/32

168,617‌

1,000,000

(a)

Globe

Life,

Inc

5

.850

09/15/34

1,005,615‌

200,000

Hanover

Insurance

Group,

Inc

4

.500

04/15/26

198,698‌

1,000,000

Hanover

Insurance

Group,

Inc

2

.500

09/01/30

861,420‌

750,000

Hartford

Financial

Services

Group,

Inc

2

.800

08/19/29

683,077‌

400,000

Hartford

Financial

Services

Group,

Inc

4

.300

04/15/43

337,277‌

450,000

Hartford

Financial

Services

Group,

Inc

4

.400

03/15/48

374,963‌

450,000

Hartford

Financial

Services

Group,

Inc

3

.600

08/19/49

327,141‌

475,000

Hartford

Financial

Services

Group,

Inc

2

.900

09/15/51

295,218‌

500,000

Horace

Mann

Educators

Corp

7

.250

09/15/28

532,796‌

500,000

(a)

Kemper

Corp

2

.400

09/30/30

424,231‌

1,000,000

(a)

Kemper

Corp

3

.800

02/23/32

879,801‌

600,000

Lincoln

National

Corp

3

.625

12/12/26

588,047‌

650,000

(a)

Lincoln

National

Corp

3

.050

01/15/30

585,129‌

1,000,000

Lincoln

National

Corp

3

.400

03/01/32

876,054‌

1,000,000

Lincoln

National

Corp

5

.852

03/15/34

1,012,757‌

150,000

Lincoln

National

Corp

7

.000

06/15/40

163,993‌

250,000

Lincoln

National

Corp

4

.350

03/01/48

194,050‌

500,000

(a)

Lincoln

National

Corp

4

.375

06/15/50

385,133‌

800,000

Loews

Corp

3

.750

04/01/26

791,142‌

400,000

Loews

Corp

3

.200

05/15/30

368,078‌

200,000

Loews

Corp

4

.125

05/15/43

165,776‌

700,000

Manulife

Financial

Corp

4

.150

03/04/26

695,547‌

1,300,000

Manulife

Financial

Corp

4

.061

02/24/32

1,267,704‌

1,000,000

Manulife

Financial

Corp

3

.703

03/16/32

913,771‌

200,000

Manulife

Financial

Corp

5

.375

03/04/46

194,905‌

200,000

Markel

Group,

Inc

3

.350

09/17/29

185,918‌

150,000

Markel

Group,

Inc

5

.000

04/05/46

131,180‌

100,000

Markel

Group,

Inc

4

.300

11/01/47

78,296‌

750,000

Markel

Group,

Inc

5

.000

05/20/49

652,444‌

200,000

Markel

Group,

Inc

4

.150

09/17/50

151,854‌

1,500,000

(a)

Markel

Group,

Inc

3

.450

05/07/52

993,825‌

1,000,000

Markel

Group,

Inc

6

.000

05/16/54

990,296‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

4

.550

11/08/27

999,225‌

1,700,000

Marsh

&

McLennan

Cos,

Inc

4

.375

03/15/29

1,669,471‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

4

.650

03/15/30

987,649‌

450,000

Marsh

&

McLennan

Cos,

Inc

2

.250

11/15/30

388,306‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

4

.850

11/15/31

987,500‌

600,000

Marsh

&

McLennan

Cos,

Inc

2

.375

12/15/31

502,979‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.750

11/01/32

1,033,937‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.400

09/15/33

1,011,896‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.150

03/15/34

994,988‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.000

03/15/35

976,084‌

250,000

Marsh

&

McLennan

Cos,

Inc

4

.750

03/15/39

231,435‌

Bond

Index

Fund

68

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.350

%

11/15/44

$

970,189‌

100,000

Marsh

&

McLennan

Cos,

Inc

4

.350

01/30/47

83,523‌

300,000

Marsh

&

McLennan

Cos,

Inc

4

.200

03/01/48

243,028‌

1,200,000

Marsh

&

McLennan

Cos,

Inc

4

.900

03/15/49

1,074,435‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

2

.900

12/15/51

621,380‌

250,000

Marsh

&

McLennan

Cos,

Inc

6

.250

11/01/52

266,977‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.450

03/15/53

965,530‌

1,000,000

(a)

Marsh

&

McLennan

Cos,

Inc

5

.700

09/15/53

1,002,217‌

1,000,000

(a)

Marsh

&

McLennan

Cos,

Inc

5

.450

03/15/54

965,608‌

800,000

Marsh

&

McLennan

Cos,

Inc

5

.400

03/15/55

766,067‌

200,000

Mercury

General

Corp

4

.400

03/15/27

196,002‌

1,530,000

(a)

Metlife,

Inc

5

.700

06/15/35

1,574,368‌

700,000

MetLife,

Inc

3

.600

11/13/25

694,156‌

1,000,000

MetLife,

Inc

4

.550

03/23/30

985,897‌

1,500,000

(a)

MetLife,

Inc

5

.375

07/15/33

1,515,895‌

675,000

MetLife,

Inc

6

.375

06/15/34

726,557‌

1,500,000

(a)

MetLife,

Inc

5

.300

12/15/34

1,494,216‌

130,000

MetLife,

Inc

5

.875

02/06/41

132,686‌

450,000

MetLife,

Inc

4

.125

08/13/42

373,340‌

750,000

MetLife,

Inc

4

.875

11/13/43

680,924‌

500,000

MetLife,

Inc

4

.721

12/15/44

441,437‌

800,000

MetLife,

Inc

4

.050

03/01/45

640,367‌

1,650,000

MetLife,

Inc

4

.600

05/13/46

1,433,235‌

1,200,000

MetLife,

Inc

5

.000

07/15/52

1,084,257‌

1,000,000

(a)

MetLife,

Inc

5

.250

01/15/54

935,949‌

20,000

Nationwide

Financial

Services,

Inc

6

.750

05/15/37

20,576‌

100,000

Old

Republic

International

Corp

3

.875

08/26/26

98,328‌

1,000,000

Old

Republic

International

Corp

5

.750

03/28/34

1,001,129‌

1,500,000

Old

Republic

International

Corp

3

.850

06/11/51

1,054,743‌

500,000

PartnerRe

Finance

B

LLC

3

.700

07/02/29

472,254‌

500,000

PartnerRe

Finance

B

LLC

4

.500

10/01/50

462,352‌

1,000,000

Primerica,

Inc

2

.800

11/19/31

855,801‌

850,000

Principal

Financial

Group,

Inc

3

.100

11/15/26

825,441‌

100,000

Principal

Financial

Group,

Inc

3

.700

05/15/29

95,236‌

1,000,000

Principal

Financial

Group,

Inc

2

.125

06/15/30

861,871‌

750,000

Principal

Financial

Group,

Inc

5

.375

03/15/33

750,843‌

100,000

Principal

Financial

Group,

Inc

4

.625

09/15/42

88,106‌

200,000

Principal

Financial

Group,

Inc

4

.350

05/15/43

168,852‌

300,000

Principal

Financial

Group,

Inc

4

.300

11/15/46

246,939‌

750,000

Principal

Financial

Group,

Inc

5

.500

03/15/53

715,508‌

650,000

Progressive

Corp

2

.450

01/15/27

623,056‌

750,000

Progressive

Corp

2

.500

03/15/27

718,060‌

250,000

Progressive

Corp

4

.000

03/01/29

242,851‌

100,000

Progressive

Corp

3

.200

03/26/30

92,345‌

125,000

Progressive

Corp

3

.000

03/15/32

109,798‌

120,000

Progressive

Corp

6

.250

12/01/32

129,020‌

1,000,000

(a)

Progressive

Corp

4

.950

06/15/33

990,042‌

300,000

Progressive

Corp

4

.350

04/25/44

255,050‌

300,000

Progressive

Corp

3

.700

01/26/45

230,676‌

950,000

Progressive

Corp

4

.125

04/15/47

764,917‌

750,000

Progressive

Corp

4

.200

03/15/48

612,233‌

100,000

Progressive

Corp

3

.950

03/26/50

77,274‌

500,000

Progressive

Corp

3

.700

03/15/52

369,408‌

200,000

(a)

Prudential

Financial,

Inc

1

.500

03/10/26

192,939‌

195,000

Prudential

Financial,

Inc

3

.878

03/27/28

189,825‌

500,000

Prudential

Financial,

Inc

2

.100

03/10/30

440,804‌

450,000

Prudential

Financial,

Inc

5

.700

12/14/36

461,961‌

500,000

Prudential

Financial,

Inc

3

.000

03/10/40

369,033‌

1,700,000

Prudential

Financial,

Inc

4

.600

05/15/44

1,485,386‌

200,000

Prudential

Financial,

Inc

5

.375

05/15/45

198,648‌

2,300,000

(a)

Prudential

Financial,

Inc

4

.500

09/15/47

2,222,882‌

300,000

Prudential

Financial,

Inc

4

.418

03/27/48

247,633‌

69

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

2,400,000

Prudential

Financial,

Inc

5

.700

%

09/15/48

$

2,382,274‌

799,000

Prudential

Financial,

Inc

3

.935

12/07/49

602,289‌

450,000

Prudential

Financial,

Inc

4

.350

02/25/50

366,701‌

1,000,000

Prudential

Financial,

Inc

3

.700

03/13/51

723,631‌

675,000

Prudential

Financial,

Inc

5

.125

03/01/52

642,345‌

1,000,000

Prudential

Financial,

Inc

6

.000

09/01/52

1,001,309‌

1,500,000

Prudential

Financial,

Inc

6

.750

03/01/53

1,564,598‌

525,000

Prudential

Financial,

Inc

6

.500

03/15/54

539,944‌

200,000

(a)

Prudential

Funding

Asia

plc

3

.125

04/14/30

181,387‌

1,000,000

Prudential

Funding

Asia

plc

3

.625

03/24/32

904,552‌

750,000

Reinsurance

Group

of

America,

Inc

3

.900

05/15/29

716,188‌

350,000

Reinsurance

Group

of

America,

Inc

3

.150

06/15/30

315,952‌

1,000,000

Reinsurance

Group

of

America,

Inc

6

.000

09/15/33

1,027,758‌

1,000,000

Reinsurance

Group

of

America,

Inc

5

.750

09/15/34

1,007,868‌

200,000

RenaissanceRe

Finance,

Inc

3

.450

07/01/27

193,279‌

300,000

RenaissanceRe

Holdings

Ltd

3

.600

04/15/29

282,461‌

1,000,000

RenaissanceRe

Holdings

Ltd

5

.750

06/05/33

1,004,230‌

1,000,000

SiriusPoint

Ltd

7

.000

04/05/29

1,028,142‌

1,000,000

Stewart

Information

Services

Corp

3

.600

11/15/31

865,771‌

20,000

Transatlantic

Holdings,

Inc

8

.000

11/30/39

24,683‌

600,000

Travelers

Cos,

Inc

5

.350

11/01/40

588,651‌

200,000

Travelers

Cos,

Inc

4

.600

08/01/43

176,700‌

250,000

Travelers

Cos,

Inc

4

.300

08/25/45

208,449‌

1,100,000

Travelers

Cos,

Inc

4

.000

05/30/47

869,591‌

500,000

Travelers

Cos,

Inc

4

.050

03/07/48

400,151‌

900,000

Travelers

Cos,

Inc

4

.100

03/04/49

717,832‌

2,000,000

Travelers

Cos,

Inc

3

.050

06/08/51

1,303,818‌

1,000,000

Travelers

Cos,

Inc

5

.450

05/25/53

972,903‌

100,000

(a)

Travelers

Property

Casualty

Corp

6

.375

03/15/33

109,727‌

200,000

Trinity

Acquisition

plc

4

.400

03/15/26

198,594‌

1,000,000

UnitedHealth

Group,

Inc

4

.800

01/15/30

994,911‌

1,500,000

UnitedHealth

Group,

Inc

5

.500

07/15/44

1,454,954‌

1,500,000

UnitedHealth

Group,

Inc

5

.625

07/15/54

1,456,060‌

900,000

UnitedHealth

Group,

Inc

5

.750

07/15/64

874,496‌

500,000

Unum

Group

4

.000

06/15/29

478,815‌

300,000

Unum

Group

5

.750

08/15/42

292,876‌

500,000

Unum

Group

4

.500

12/15/49

396,562‌

1,000,000

Unum

Group

4

.125

06/15/51

737,175‌

1,000,000

Unum

Group

6

.000

06/15/54

988,253‌

525,000

Verisk

Analytics,

Inc

5

.250

06/05/34

518,569‌

2,500,000

Voya

Financial,

Inc

5

.000

09/20/34

2,366,840‌

200,000

Voya

Financial,

Inc

4

.800

06/15/46

170,366‌

200,000

W

R

Berkley

Corp

4

.750

08/01/44

175,219‌

650,000

W

R

Berkley

Corp

4

.000

05/12/50

492,279‌

1,000,000

(a)

W

R

Berkley

Corp

3

.550

03/30/52

687,459‌

400,000

W

R

Berkley

Corp

3

.150

09/30/61

235,179‌

1,000,000

Willis

North

America,

Inc

4

.650

06/15/27

997,610‌

500,000

Willis

North

America,

Inc

4

.500

09/15/28

491,007‌

900,000

Willis

North

America,

Inc

2

.950

09/15/29

818,153‌

1,000,000

Willis

North

America,

Inc

5

.350

05/15/33

992,979‌

300,000

Willis

North

America,

Inc

5

.050

09/15/48

264,553‌

500,000

Willis

North

America,

Inc

3

.875

09/15/49

367,005‌

1,500,000

Willis

North

America,

Inc

5

.900

03/05/54

1,477,244‌

200,000

XL

Group

Ltd

5

.250

12/15/43

185,342‌

TOTAL

INSURANCE

208,122,206‌

MATERIALS

-

0.7%

500,000

Air

Products

and

Chemicals,

Inc

1

.850

05/15/27

470,009‌

750,000

Air

Products

and

Chemicals,

Inc

4

.600

02/08/29

746,463‌

2,125,000

Air

Products

and

Chemicals,

Inc

2

.050

05/15/30

1,844,359‌

750,000

Air

Products

and

Chemicals,

Inc

4

.750

02/08/31

744,470‌

1,000,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

980,894‌

750,000

Air

Products

and

Chemicals,

Inc

4

.850

02/08/34

732,257‌

Bond

Index

Fund

70

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

125,000

Air

Products

and

Chemicals,

Inc

2

.700

%

05/15/40

$

89,159‌

1,250,000

Air

Products

and

Chemicals,

Inc

2

.800

05/15/50

787,012‌

750,000

Albemarle

Corp

4

.650

06/01/27

743,731‌

1,000,000

(a)

Albemarle

Corp

5

.650

06/01/52

860,393‌

400,000

Amcor

Finance

USA,

Inc

4

.500

05/15/28

392,378‌

1,000,000

Amcor

Finance

USA,

Inc

5

.625

05/26/33

1,012,677‌

200,000

Amcor

Flexibles

North

America,

Inc

2

.630

06/19/30

175,299‌

2,000,000

Amcor

Flexibles

North

America,

Inc

2

.690

05/25/31

1,718,675‌

1,000,000

Amcor

Group

Finance

plc

5

.450

05/23/29

1,008,265‌

1,000,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

923,703‌

375,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

338,810‌

1,000,000

AptarGroup,

Inc

3

.600

03/15/32

898,948‌

1,500,000

ArcelorMittal

S.A.

6

.550

11/29/27

1,560,344‌

2,000,000

(a)

ArcelorMittal

S.A.

6

.800

11/29/32

2,136,996‌

1,000,000

ArcelorMittal

S.A.

6

.000

06/17/34

1,017,061‌

1,000,000

(a)

ArcelorMittal

S.A.

6

.350

06/17/54

988,009‌

300,000

Avery

Dennison

Corp

4

.875

12/06/28

299,299‌

500,000

Avery

Dennison

Corp

2

.650

04/30/30

443,580‌

1,000,000

Avery

Dennison

Corp

2

.250

02/15/32

816,932‌

1,000,000

Avery

Dennison

Corp

5

.750

03/15/33

1,025,895‌

1,500,000

Barrick

North

America

Finance

LLC

5

.750

05/01/43

1,476,745‌

100,000

Barrick

PD

Australia

Finance

Pty

Ltd

5

.950

10/15/39

101,041‌

625,000

Berry

Global,

Inc

1

.650

01/15/27

585,217‌

1,000,000

Berry

Global,

Inc

5

.500

04/15/28

1,009,586‌

1,000,000

(c)

Berry

Global,

Inc

5

.800

06/15/31

1,017,849‌

1,500,000

(c)

Berry

Global,

Inc

5

.650

01/15/34

1,504,295‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4

.750

02/28/28

1,496,984‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5

.100

09/08/28

1,513,794‌

1,000,000

BHP

Billiton

Finance

USA

Ltd

5

.250

09/08/30

1,015,983‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4

.900

02/28/33

1,473,562‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5

.250

09/08/33

1,507,329‌

825,000

BHP

Billiton

Finance

USA

Ltd

4

.125

02/24/42

694,168‌

1,925,000

BHP

Billiton

Finance

USA

Ltd

5

.000

09/30/43

1,798,478‌

575,000

BHP

Billiton

Finance

USA

Ltd

5

.500

09/08/53

561,370‌

500,000

Cabot

Corp

4

.000

07/01/29

477,769‌

1,000,000

Cabot

Corp

5

.000

06/30/32

975,264‌

1,000,000

Celanese

US

Holdings

LLC

1

.400

08/05/26

935,263‌

1,000,000

Celanese

US

Holdings

LLC

6

.165

07/15/27

1,014,902‌

1,000,000

Celanese

US

Holdings

LLC

6

.600

11/15/28

1,024,351‌

1,000,000

Celanese

US

Holdings

LLC

6

.330

07/15/29

1,020,396‌

1,000,000

Celanese

US

Holdings

LLC

6

.800

11/15/30

1,035,175‌

1,000,000

Celanese

US

Holdings

LLC

6

.379

07/15/32

1,015,769‌

1,000,000

Celanese

US

Holdings

LLC

6

.950

11/15/33

1,037,776‌

375,000

Celulosa

Arauco

y

Constitucion

S.A.

3

.875

11/02/27

359,570‌

200,000

Celulosa

Arauco

y

Constitucion

S.A.

5

.500

11/02/47

179,384‌

1,000,000

CRH

America

Finance,

Inc

5

.400

05/21/34

1,001,909‌

1,000,000

CRH

SMW

Finance

DAC

5

.200

05/21/29

1,006,960‌

300,000

Dow

Chemical

Co

4

.800

11/30/28

298,311‌

81,000

Dow

Chemical

Co

7

.375

11/01/29

88,662‌

1,000,000

(a)

Dow

Chemical

Co

2

.100

11/15/30

849,215‌

1,000,000

(a)

Dow

Chemical

Co

6

.300

03/15/33

1,061,333‌

2,000,000

(a)

Dow

Chemical

Co

5

.150

02/15/34

1,955,675‌

982,000

Dow

Chemical

Co

4

.250

10/01/34

891,975‌

131,000

Dow

Chemical

Co

9

.400

05/15/39

173,725‌

275,000

Dow

Chemical

Co

5

.250

11/15/41

255,108‌

1,200,000

Dow

Chemical

Co

4

.375

11/15/42

984,374‌

400,000

Dow

Chemical

Co

4

.625

10/01/44

336,629‌

825,000

Dow

Chemical

Co

5

.550

11/30/48

772,753‌

750,000

Dow

Chemical

Co

4

.800

05/15/49

630,289‌

1,000,000

Dow

Chemical

Co

3

.600

11/15/50

686,629‌

500,000

(a)

Dow

Chemical

Co

6

.900

05/15/53

550,359‌

2,000,000

Dow

Chemical

Co

5

.600

02/15/54

1,889,096‌

71

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

2,325,000

DowDuPont,

Inc

5

.419

%

11/15/48

$

2,312,534‌

2,300,000

DuPont

de

Nemours,

Inc

4

.725

11/15/28

2,289,518‌

91,000

DuPont

de

Nemours,

Inc

5

.319

11/15/38

91,269‌

1,500,000

Eagle

Materials,

Inc

2

.500

07/01/31

1,275,374‌

700,000

Eastman

Chemical

Co

4

.500

12/01/28

686,667‌

1,000,000

Eastman

Chemical

Co

5

.000

08/01/29

996,851‌

1,650,000

Eastman

Chemical

Co

5

.750

03/08/33

1,680,636‌

1,000,000

Eastman

Chemical

Co

5

.625

02/20/34

999,732‌

150,000

Eastman

Chemical

Co

4

.800

09/01/42

130,586‌

525,000

Eastman

Chemical

Co

4

.650

10/15/44

443,571‌

750,000

Ecolab,

Inc

2

.700

11/01/26

726,345‌

1,000,000

Ecolab,

Inc

1

.650

02/01/27

942,489‌

300,000

Ecolab,

Inc

3

.250

12/01/27

288,927‌

1,000,000

Ecolab,

Inc

5

.250

01/15/28

1,018,457‌

1,000,000

Ecolab,

Inc

1

.300

01/30/31

809,450‌

1,000,000

Ecolab,

Inc

2

.125

02/01/32

831,252‌

150,000

Ecolab,

Inc

2

.125

08/15/50

80,388‌

1,000,000

Ecolab,

Inc

2

.700

12/15/51

607,535‌

1,370,000

Ecolab,

Inc

2

.750

08/18/55

804,196‌

175,000

(a)

EIDP,

Inc

2

.300

07/15/30

152,976‌

1,250,000

EIDP,

Inc

4

.800

05/15/33

1,214,254‌

500,000

FMC

Corp

3

.200

10/01/26

485,090‌

500,000

FMC

Corp

3

.450

10/01/29

457,937‌

1,000,000

(a)

FMC

Corp

5

.650

05/18/33

989,177‌

500,000

(a)

FMC

Corp

4

.500

10/01/49

380,702‌

500,000

FMC

Corp

6

.375

05/18/53

492,812‌

1,000,000

Freeport-McMoRan,

Inc

4

.125

03/01/28

972,815‌

1,500,000

Freeport-McMoRan,

Inc

4

.375

08/01/28

1,458,994‌

1,000,000

Freeport-McMoRan,

Inc

5

.250

09/01/29

1,001,570‌

1,000,000

Freeport-McMoRan,

Inc

4

.250

03/01/30

950,333‌

1,000,000

Freeport-McMoRan,

Inc

4

.625

08/01/30

969,280‌

750,000

Georgia-Pacific

LLC

7

.750

11/15/29

841,423‌

600,000

Huntsman

International

LLC

4

.500

05/01/29

572,054‌

1,000,000

Huntsman

International

LLC

2

.950

06/15/31

833,528‌

1,000,000

Huntsman

International

LLC

5

.700

10/15/34

953,288‌

100,000

International

Flavors

&

Fragrances,

Inc

4

.450

09/26/28

97,765‌

200,000

International

Flavors

&

Fragrances,

Inc

4

.375

06/01/47

156,412‌

675,000

International

Flavors

&

Fragrances,

Inc

5

.000

09/26/48

579,360‌

450,000

International

Paper

Co

6

.000

11/15/41

460,267‌

390,000

International

Paper

Co

4

.800

06/15/44

343,086‌

2,425,000

International

Paper

Co

4

.350

08/15/48

1,951,038‌

1,000,000

Kinross

Gold

Corp

4

.500

07/15/27

990,653‌

1,000,000

Kinross

Gold

Corp

6

.250

07/15/33

1,038,861‌

725,000

Linde,

Inc

1

.100

08/10/30

599,104‌

625,000

Linde,

Inc

3

.550

11/07/42

491,479‌

225,000

Linde,

Inc

2

.000

08/10/50

117,130‌

150,000

Lubrizol

Corp

6

.500

10/01/34

164,954‌

575,000

LYB

International

Finance

BV

5

.250

07/15/43

522,301‌

550,000

LYB

International

Finance

BV

4

.875

03/15/44

472,696‌

491,000

LYB

International

Finance

III

LLC

1

.250

10/01/25

478,094‌

150,000

LYB

International

Finance

III

LLC

2

.250

10/01/30

128,107‌

1,000,000

LYB

International

Finance

III

LLC

5

.625

05/15/33

1,009,542‌

1,000,000

(a)

LYB

International

Finance

III

LLC

5

.500

03/01/34

980,926‌

1,150,000

LYB

International

Finance

III

LLC

3

.375

10/01/40

839,621‌

1,000,000

(a)

LYB

International

Finance

III

LLC

4

.200

10/15/49

748,912‌

750,000

(a)

LYB

International

Finance

III

LLC

4

.200

05/01/50

559,255‌

1,000,000

LYB

International

Finance

III

LLC

3

.625

04/01/51

671,456‌

500,000

LYB

International

Finance

III

LLC

3

.800

10/01/60

330,397‌

475,000

LyondellBasell

Industries

NV

4

.625

02/26/55

374,277‌

200,000

Martin

Marietta

Materials,

Inc

3

.450

06/01/27

193,963‌

325,000

Martin

Marietta

Materials,

Inc

3

.500

12/15/27

313,728‌

250,000

Martin

Marietta

Materials,

Inc

2

.500

03/15/30

221,175‌

Bond

Index

Fund

72

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

1,000,000

Martin

Marietta

Materials,

Inc

2

.400

%

07/15/31

$

850,497‌

1,000,000

(a)

Martin

Marietta

Materials,

Inc

5

.150

12/01/34

981,921‌

450,000

Martin

Marietta

Materials,

Inc

4

.250

12/15/47

361,341‌

1,000,000

Martin

Marietta

Materials,

Inc

3

.200

07/15/51

647,422‌

1,000,000

Martin

Marietta

Materials,

Inc

5

.500

12/01/54

943,283‌

800,000

Mosaic

Co

4

.050

11/15/27

783,900‌

750,000

Mosaic

Co

5

.375

11/15/28

758,229‌

300,000

Mosaic

Co

5

.450

11/15/33

297,042‌

100,000

Mosaic

Co

4

.875

11/15/41

87,474‌

600,000

Mosaic

Co

5

.625

11/15/43

567,946‌

1,300,000

Newmont

Corp

2

.800

10/01/29

1,184,941‌

250,000

Newmont

Corp

2

.250

10/01/30

215,912‌

1,350,000

(a)

Newmont

Corp

2

.600

07/15/32

1,146,698‌

3,000,000

Newmont

Corp

5

.350

03/15/34

2,984,826‌

298,000

Newmont

Corp

5

.875

04/01/35

306,869‌

235,000

Newmont

Corp

6

.250

10/01/39

247,281‌

975,000

Newmont

Corp

4

.875

03/15/42

888,992‌

300,000

(a)

Newmont

Corp

5

.450

06/09/44

289,612‌

500,000

Nucor

Corp

4

.300

05/23/27

495,927‌

425,000

Nucor

Corp

3

.950

05/01/28

412,731‌

3,150,000

Nucor

Corp

2

.700

06/01/30

2,813,106‌

500,000

Nucor

Corp

3

.125

04/01/32

437,863‌

1,000,000

Nucor

Corp

2

.979

12/15/55

593,999‌

200,000

Nutrien

Ltd

3

.000

04/01/25

199,119‌

700,000

Nutrien

Ltd

4

.000

12/15/26

690,300‌

1,000,000

Nutrien

Ltd

4

.900

03/27/28

999,597‌

550,000

Nutrien

Ltd

4

.200

04/01/29

533,417‌

500,000

Nutrien

Ltd

2

.950

05/13/30

449,846‌

2,000,000

Nutrien

Ltd

5

.400

06/21/34

1,986,457‌

200,000

Nutrien

Ltd

4

.125

03/15/35

177,036‌

200,000

Nutrien

Ltd

5

.625

12/01/40

194,131‌

200,000

Nutrien

Ltd

4

.900

06/01/43

177,324‌

691,000

Nutrien

Ltd

5

.250

01/15/45

634,341‌

1,050,000

Nutrien

Ltd

5

.000

04/01/49

933,410‌

300,000

Nutrien

Ltd

3

.950

05/13/50

223,093‌

750,000

Nutrien

Ltd

5

.800

03/27/53

737,710‌

1,000,000

(a)

Owens

Corning

5

.950

06/15/54

988,139‌

550,000

Packaging

Corp

of

America

3

.400

12/15/27

529,736‌

100,000

Packaging

Corp

of

America

3

.000

12/15/29

91,147‌

500,000

Packaging

Corp

of

America

5

.700

12/01/33

510,349‌

500,000

Packaging

Corp

of

America

4

.050

12/15/49

383,711‌

1,500,000

Packaging

Corp

of

America

3

.050

10/01/51

962,653‌

250,000

PPG

Industries,

Inc

1

.200

03/15/26

239,459‌

425,000

PPG

Industries,

Inc

3

.750

03/15/28

410,542‌

500,000

PPG

Industries,

Inc

2

.550

06/15/30

441,106‌

1,000,000

Praxair,

Inc

3

.200

01/30/26

986,466‌

500,000

Reliance

Steel

&

Aluminum

Co

1

.300

08/15/25

488,573‌

500,000

Reliance

Steel

&

Aluminum

Co

2

.150

08/15/30

426,691‌

414,000

Rio

Tinto

Alcan,

Inc

6

.125

12/15/33

436,661‌

350,000

Rio

Tinto

Finance

USA

Ltd

5

.200

11/02/40

336,857‌

2,000,000

Rio

Tinto

Finance

USA

Ltd

2

.750

11/02/51

1,219,748‌

1,500,000

Rio

Tinto

Finance

USA

plc

5

.000

03/09/33

1,498,789‌

1,400,000

Rio

Tinto

Finance

USA

plc

4

.125

08/21/42

1,171,290‌

1,000,000

Rio

Tinto

Finance

USA

plc

5

.125

03/09/53

924,851‌

100,000

RPM

International,

Inc

3

.750

03/15/27

97,739‌

300,000

RPM

International,

Inc

4

.550

03/01/29

294,916‌

1,000,000

RPM

International,

Inc

2

.950

01/15/32

859,835‌

100,000

RPM

International,

Inc

5

.250

06/01/45

93,467‌

200,000

RPM

International,

Inc

4

.250

01/15/48

165,339‌

200,000

Sherwin-Williams

Co

3

.950

01/15/26

198,655‌

925,000

Sherwin-Williams

Co

3

.450

06/01/27

899,617‌

1,000,000

Sherwin-Williams

Co

4

.550

03/01/28

991,710‌

73

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

500,000

Sherwin-Williams

Co

2

.950

%

08/15/29

$

459,081‌

500,000

Sherwin-Williams

Co

2

.300

05/15/30

436,695‌

1,500,000

Sherwin-Williams

Co

4

.800

09/01/31

1,480,251‌

950,000

Sherwin-Williams

Co

2

.200

03/15/32

786,620‌

200,000

Sherwin-Williams

Co

4

.000

12/15/42

158,014‌

900,000

Sherwin-Williams

Co

4

.500

06/01/47

756,664‌

900,000

Sherwin-Williams

Co

3

.800

08/15/49

659,561‌

500,000

Sherwin-Williams

Co

3

.300

05/15/50

330,754‌

1,000,000

Sherwin-Williams

Co

2

.900

03/15/52

608,342‌

225,000

(c)

Smurfit

Kappa

Treasury

ULC

5

.438

04/03/34

224,600‌

300,000

(c)

Smurfit

Kappa

Treasury

ULC

5

.777

04/03/54

297,136‌

500,000

(c)

Smurfit

Westrock

Financing

DAC

5

.418

01/15/35

496,377‌

650,000

Sonoco

Products

Co

2

.250

02/01/27

614,716‌

1,000,000

Sonoco

Products

Co

4

.600

09/01/29

973,829‌

750,000

Sonoco

Products

Co

3

.125

05/01/30

675,034‌

1,000,000

(a)

Sonoco

Products

Co

2

.850

02/01/32

849,602‌

1,000,000

Sonoco

Products

Co

5

.000

09/01/34

948,256‌

800,000

Southern

Copper

Corp

3

.875

04/23/25

796,012‌

100,000

Southern

Copper

Corp

7

.500

07/27/35

113,872‌

1,180,000

Southern

Copper

Corp

6

.750

04/16/40

1,263,114‌

2,000,000

Southern

Copper

Corp

5

.875

04/23/45

1,952,768‌

100,000

Steel

Dynamics,

Inc

2

.400

06/15/25

98,817‌

1,000,000

Steel

Dynamics,

Inc

1

.650

10/15/27

919,899‌

750,000

Steel

Dynamics,

Inc

3

.450

04/15/30

695,476‌

100,000

Steel

Dynamics,

Inc

3

.250

01/15/31

90,174‌

1,000,000

(a)

Steel

Dynamics,

Inc

5

.375

08/15/34

991,315‌

500,000

(a)

Steel

Dynamics,

Inc

3

.250

10/15/50

328,324‌

700,000

Suzano

Austria

GmbH

2

.500

09/15/28

622,235‌

1,900,000

(a)

Suzano

Austria

GmbH

6

.000

01/15/29

1,906,968‌

1,000,000

Suzano

Austria

GmbH

3

.750

01/15/31

882,544‌

1,500,000

Suzano

Austria

GmbH

3

.125

01/15/32

1,244,549‌

700,000

Suzano

International

Finance

BV

5

.500

01/17/27

700,307‌

2,000,000

Vale

Overseas

Ltd

3

.750

07/08/30

1,827,111‌

4,500,000

(a)

Vale

Overseas

Ltd

6

.125

06/12/33

4,556,506‌

2,000,000

(a)

Vale

Overseas

Ltd

6

.400

06/28/54

1,966,350‌

750,000

Vulcan

Materials

Co

4

.500

04/01/25

748,900‌

100,000

Vulcan

Materials

Co

3

.900

04/01/27

98,305‌

1,000,000

Vulcan

Materials

Co

4

.950

12/01/29

996,796‌

275,000

Vulcan

Materials

Co

3

.500

06/01/30

254,893‌

600,000

Vulcan

Materials

Co

5

.350

12/01/34

598,190‌

475,000

(a)

Vulcan

Materials

Co

4

.500

06/15/47

396,968‌

200,000

Vulcan

Materials

Co

4

.700

03/01/48

172,102‌

1,000,000

Vulcan

Materials

Co

5

.700

12/01/54

970,734‌

500,000

Westlake

Corp

3

.600

08/15/26

489,787‌

1,000,000

Westlake

Corp

3

.375

06/15/30

917,731‌

500,000

Westlake

Corp

2

.875

08/15/41

335,493‌

500,000

(a)

Westlake

Corp

5

.000

08/15/46

435,300‌

200,000

Westlake

Corp

4

.375

11/15/47

157,463‌

500,000

Westlake

Corp

3

.125

08/15/51

311,045‌

500,000

Westlake

Corp

3

.375

08/15/61

300,090‌

300,000

WRKCo,

Inc

3

.375

09/15/27

288,641‌

325,000

WRKCo,

Inc

4

.000

03/15/28

315,059‌

240,000

WRKCo,

Inc

3

.900

06/01/28

231,472‌

950,000

WRKCo,

Inc

4

.900

03/15/29

943,903‌

685,000

WRKCo,

Inc

4

.200

06/01/32

638,161‌

1,400,000

WRKCo,

Inc

3

.000

06/15/33

1,175,129‌

750,000

Yamana

Gold,

Inc

2

.630

08/15/31

631,155‌

TOTAL

MATERIALS

190,598,038‌

MEDIA

&

ENTERTAINMENT

-

0.9%

1,250,000

Alphabet,

Inc

1

.998

08/15/26

1,203,356‌

1,000,000

Alphabet,

Inc

0

.800

08/15/27

914,793‌

850,000

Alphabet,

Inc

1

.100

08/15/30

706,811‌

Bond

Index

Fund

74

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.9%

(continued)

$

1,000,000

Alphabet,

Inc

1

.900

%

08/15/40

$

653,259‌

2,800,000

(a)

Alphabet,

Inc

2

.050

08/15/50

1,551,477‌

1,100,000

(a)

Alphabet,

Inc

2

.250

08/15/60

595,819‌

1,000,000

(a)

Baidu,

Inc

1

.720

04/09/26

961,771‌

500,000

Baidu,

Inc

4

.375

03/29/28

491,416‌

500,000

Baidu,

Inc

4

.875

11/14/28

498,729‌

300,000

Baidu,

Inc

3

.425

04/07/30

277,692‌

750,000

(a)

Baidu,

Inc

2

.375

10/09/30

650,399‌

1,000,000

(a)

Baidu,

Inc

2

.375

08/23/31

847,198‌

950,000

Charter

Communications

Operating

LLC

3

.750

02/15/28

904,884‌

2,750,000

Charter

Communications

Operating

LLC

4

.200

03/15/28

2,658,338‌

650,000

Charter

Communications

Operating

LLC

2

.250

01/15/29

573,124‌

1,250,000

Charter

Communications

Operating

LLC

6

.100

06/01/29

1,274,158‌

2,000,000

Charter

Communications

Operating

LLC

2

.800

04/01/31

1,686,601‌

1,500,000

Charter

Communications

Operating

LLC

2

.300

02/01/32

1,187,901‌

500,000

Charter

Communications

Operating

LLC

4

.400

04/01/33

446,695‌

2,500,000

Charter

Communications

Operating

LLC

6

.650

02/01/34

2,573,253‌

2,625,000

Charter

Communications

Operating

LLC

6

.550

06/01/34

2,685,132‌

750,000

Charter

Communications

Operating

LLC

6

.384

10/23/35

748,607‌

1,500,000

Charter

Communications

Operating

LLC

5

.375

04/01/38

1,334,275‌

1,500,000

Charter

Communications

Operating

LLC

3

.500

06/01/41

1,027,876‌

1,000,000

Charter

Communications

Operating

LLC

3

.500

03/01/42

679,518‌

1,550,000

Charter

Communications

Operating

LLC

6

.484

10/23/45

1,464,622‌

1,400,000

Charter

Communications

Operating

LLC

5

.375

05/01/47

1,149,080‌

1,375,000

Charter

Communications

Operating

LLC

5

.750

04/01/48

1,175,403‌

1,600,000

Charter

Communications

Operating

LLC

5

.125

07/01/49

1,252,426‌

2,500,000

Charter

Communications

Operating

LLC

4

.800

03/01/50

1,877,893‌

2,500,000

Charter

Communications

Operating

LLC

3

.700

04/01/51

1,561,648‌

3,000,000

Charter

Communications

Operating

LLC

3

.900

06/01/52

1,929,931‌

2,750,000

Charter

Communications

Operating

LLC

5

.250

04/01/53

2,219,582‌

2,000,000

Charter

Communications

Operating

LLC

3

.850

04/01/61

1,205,180‌

1,500,000

Charter

Communications

Operating

LLC

4

.400

12/01/61

998,450‌

1,000,000

Charter

Communications

Operating

LLC

3

.950

06/30/62

609,142‌

500,000

Charter

Communications

Operating

LLC

5

.500

04/01/63

397,820‌

1,950,000

Comcast

Corp

3

.150

03/01/26

1,920,126‌

1,025,000

Comcast

Corp

2

.350

01/15/27

979,882‌

1,450,000

Comcast

Corp

3

.300

02/01/27

1,411,417‌

750,000

Comcast

Corp

5

.350

11/15/27

764,525‌

900,000

Comcast

Corp

3

.150

02/15/28

857,461‌

2,675,000

Comcast

Corp

4

.150

10/15/28

2,608,752‌

1,000,000

Comcast

Corp

4

.550

01/15/29

990,135‌

1,500,000

Comcast

Corp

5

.100

06/01/29

1,515,362‌

5,000,000

Comcast

Corp

3

.400

04/01/30

4,639,482‌

3,300,000

Comcast

Corp

4

.250

10/15/30

3,182,226‌

1,950,000

Comcast

Corp

1

.950

01/15/31

1,631,051‌

3,850,000

Comcast

Corp

1

.500

02/15/31

3,133,580‌

3,250,000

Comcast

Corp

5

.500

11/15/32

3,330,356‌

1,925,000

Comcast

Corp

4

.250

01/15/33

1,795,957‌

2,000,000

Comcast

Corp

4

.650

02/15/33

1,931,786‌

150,000

Comcast

Corp

7

.050

03/15/33

166,959‌

2,000,000

Comcast

Corp

4

.800

05/15/33

1,942,898‌

1,500,000

Comcast

Corp

5

.300

06/01/34

1,498,119‌

200,000

Comcast

Corp

4

.200

08/15/34

183,021‌

500,000

Comcast

Corp

4

.400

08/15/35

460,654‌

36,000

Comcast

Corp

6

.500

11/15/35

39,086‌

3,475,000

Comcast

Corp

3

.200

07/15/36

2,806,499‌

3,150,000

Comcast

Corp

3

.900

03/01/38

2,648,309‌

1,000,000

Comcast

Corp

3

.250

11/01/39

757,755‌

3,800,000

Comcast

Corp

3

.750

04/01/40

3,056,461‌

1,275,000

Comcast

Corp

3

.400

07/15/46

895,292‌

631,000

Comcast

Corp

3

.969

11/01/47

478,161‌

1,500,000

Comcast

Corp

4

.000

03/01/48

1,139,124‌

75

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.9%

(continued)

$

1,407,000

Comcast

Corp

3

.999

%

11/01/49

$

1,063,998‌

2,525,000

Comcast

Corp

3

.450

02/01/50

1,728,742‌

425,000

Comcast

Corp

2

.800

01/15/51

252,598‌

2,237,000

Comcast

Corp

2

.887

11/01/51

1,345,438‌

1,050,000

Comcast

Corp

2

.450

08/15/52

570,293‌

3,750,000

Comcast

Corp

5

.350

05/15/53

3,471,126‌

1,000,000

Comcast

Corp

5

.650

06/01/54

966,673‌

2,708,000

Comcast

Corp

2

.937

11/01/56

1,577,240‌

850,000

Comcast

Corp

2

.650

08/15/62

445,325‌

6,758,000

Comcast

Corp

2

.987

11/01/63

3,814,086‌

2,000,000

Comcast

Corp

5

.500

05/15/64

1,865,234‌

350,000

Discovery

Communications

LLC

3

.450

03/15/25

348,727‌

200,000

Discovery

Communications

LLC

3

.950

06/15/25

198,748‌

500,000

Discovery

Communications

LLC

4

.900

03/11/26

498,394‌

2,275,000

Discovery

Communications

LLC

3

.950

03/20/28

2,153,921‌

1,000,000

Discovery

Communications

LLC

4

.125

05/15/29

931,681‌

250,000

Discovery

Communications

LLC

3

.625

05/15/30

222,400‌

1,000,000

Electronic

Arts,

Inc

1

.850

02/15/31

830,418‌

1,000,000

Electronic

Arts,

Inc

2

.950

02/15/51

626,660‌

2,250,000

Fox

Corp

4

.709

01/25/29

2,222,454‌

500,000

Fox

Corp

3

.500

04/08/30

464,260‌

1,000,000

Fox

Corp

6

.500

10/13/33

1,053,819‌

1,500,000

Fox

Corp

5

.476

01/25/39

1,425,472‌

650,000

(a)

Fox

Corp

5

.576

01/25/49

603,994‌

403,000

(a)

Grupo

Televisa

SAB

6

.125

01/31/46

338,249‌

1,000,000

Inter-American

Investment

Corp

3

.625

02/17/27

983,075‌

1,000,000

Inter-American

Investment

Corp

4

.250

02/14/29

988,175‌

350,000

Interpublic

Group

of

Cos,

Inc

4

.650

10/01/28

346,892‌

500,000

Interpublic

Group

of

Cos,

Inc

4

.750

03/30/30

493,564‌

1,000,000

Interpublic

Group

of

Cos,

Inc

2

.400

03/01/31

851,798‌

500,000

Interpublic

Group

of

Cos,

Inc

5

.375

06/15/33

495,622‌

1,000,000

Interpublic

Group

of

Cos,

Inc

3

.375

03/01/41

738,092‌

400,000

Interpublic

Group

of

Cos,

Inc

5

.400

10/01/48

377,201‌

2,000,000

Meta

Platforms,

Inc

3

.500

08/15/27

1,955,165‌

1,500,000

Meta

Platforms,

Inc

4

.600

05/15/28

1,501,918‌

1,000,000

Meta

Platforms,

Inc

4

.800

05/15/30

1,008,321‌

2,000,000

Meta

Platforms,

Inc

3

.850

08/15/32

1,858,688‌

1,500,000

Meta

Platforms,

Inc

4

.950

05/15/33

1,502,104‌

2,000,000

Meta

Platforms,

Inc

4

.450

08/15/52

1,685,571‌

2,500,000

Meta

Platforms,

Inc

5

.600

05/15/53

2,499,379‌

2,500,000

Meta

Platforms,

Inc

5

.400

08/15/54

2,420,916‌

2,500,000

Meta

Platforms,

Inc

4

.650

08/15/62

2,121,672‌

1,000,000

Meta

Platforms,

Inc

5

.750

05/15/63

1,009,746‌

870,000

NBCUniversal

Media

LLC

4

.450

01/15/43

740,988‌

2,500,000

NetFlix,

Inc

4

.875

04/15/28

2,510,209‌

2,500,000

NetFlix,

Inc

5

.875

11/15/28

2,590,594‌

1,000,000

NetFlix,

Inc

4

.900

08/15/34

979,304‌

500,000

NetFlix,

Inc

5

.400

08/15/54

486,331‌

1,050,000

Omnicom

Group,

Inc

3

.600

04/15/26

1,035,322‌

750,000

Omnicom

Group,

Inc

2

.450

04/30/30

658,468‌

325,000

Omnicom

Group,

Inc

4

.200

06/01/30

312,211‌

700,000

Omnicom

Group,

Inc

2

.600

08/01/31

598,396‌

750,000

Omnicom

Group,

Inc

5

.300

11/01/34

739,619‌

341,000

Paramount

Global

2

.900

01/15/27

326,332‌

200,000

Paramount

Global

3

.375

02/15/28

188,208‌

1,300,000

Paramount

Global

3

.700

06/01/28

1,223,879‌

500,000

Paramount

Global

4

.200

06/01/29

471,641‌

500,000

Paramount

Global

7

.875

07/30/30

541,221‌

1,000,000

Paramount

Global

4

.950

01/15/31

933,498‌

1,500,000

Paramount

Global

4

.200

05/19/32

1,321,973‌

200,000

Paramount

Global

4

.850

07/01/42

157,932‌

2,179,000

Paramount

Global

4

.375

03/15/43

1,586,297‌

Bond

Index

Fund

76

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.9%

(continued)

$

625,000

Paramount

Global

5

.850

%

09/01/43

$

543,104‌

200,000

Paramount

Global

4

.900

08/15/44

151,401‌

800,000

Paramount

Global

4

.600

01/15/45

586,745‌

1,000,000

Paramount

Global

4

.950

05/19/50

752,418‌

2,000,000

S&P

Global,

Inc

5

.250

09/15/33

2,020,081‌

375,000

Take-Two

Interactive

Software,

Inc

3

.700

04/14/27

365,971‌

1,500,000

Take-Two

Interactive

Software,

Inc

4

.950

03/28/28

1,499,224‌

1,000,000

Take-Two

Interactive

Software,

Inc

4

.000

04/14/32

922,929‌

750,000

Tencent

Music

Entertainment

Group

2

.000

09/03/30

630,563‌

1,075,000

Time

Warner

Cable

LLC

6

.550

05/01/37

1,039,392‌

400,000

Time

Warner

Cable

LLC

7

.300

07/01/38

406,930‌

500,000

Time

Warner

Cable

LLC

6

.750

06/15/39

490,044‌

890,000

Time

Warner

Cable

LLC

5

.875

11/15/40

796,369‌

475,000

Time

Warner

Cable

LLC

5

.500

09/01/41

403,083‌

4,375,000

Time

Warner

Cable

LLC

4

.500

09/15/42

3,272,929‌

300,000

Time

Warner

Entertainment

Co

LP

8

.375

07/15/33

337,471‌

500,000

TWDC

Enterprises

18

Corp

3

.000

02/13/26

492,161‌

475,000

TWDC

Enterprises

18

Corp

1

.850

07/30/26

456,035‌

1,500,000

TWDC

Enterprises

18

Corp

2

.950

06/15/27

1,446,320‌

100,000

TWDC

Enterprises

18

Corp

4

.375

08/16/41

86,321‌

200,000

TWDC

Enterprises

18

Corp

3

.700

12/01/42

156,797‌

1,275,000

TWDC

Enterprises

18

Corp

4

.125

06/01/44

1,048,318‌

100,000

TWDC

Enterprises

18

Corp

3

.000

07/30/46

67,075‌

150,000

ViacomCBS,

Inc

6

.875

04/30/36

151,867‌

700,000

Walt

Disney

Co

3

.700

10/15/25

695,856‌

8,000,000

Walt

Disney

Co

1

.750

01/13/26

7,786,562‌

2,000,000

Walt

Disney

Co

2

.200

01/13/28

1,867,662‌

425,000

Walt

Disney

Co

2

.000

09/01/29

377,924‌

1,000,000

Walt

Disney

Co

3

.800

03/22/30

957,127‌

2,000,000

Walt

Disney

Co

2

.650

01/13/31

1,770,471‌

229,000

Walt

Disney

Co

6

.400

12/15/35

251,456‌

325,000

Walt

Disney

Co

6

.650

11/15/37

362,425‌

1,000,000

Walt

Disney

Co

3

.500

05/13/40

801,895‌

1,425,000

Walt

Disney

Co

6

.150

02/15/41

1,508,604‌

225,000

Walt

Disney

Co

5

.400

10/01/43

220,934‌

500,000

Walt

Disney

Co

4

.750

09/15/44

447,618‌

300,000

Walt

Disney

Co

4

.950

10/15/45

274,230‌

700,000

Walt

Disney

Co

4

.750

11/15/46

621,609‌

1,600,000

Walt

Disney

Co

2

.750

09/01/49

997,859‌

3,000,000

Walt

Disney

Co

4

.700

03/23/50

2,662,052‌

4,500,000

Walt

Disney

Co

3

.600

01/13/51

3,307,319‌

2,000,000

Walt

Disney

Co

3

.800

05/13/60

1,451,673‌

7,000,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

6,744,017‌

3,325,000

Warnermedia

Holdings,

Inc

4

.054

03/15/29

3,093,745‌

2,625,000

Warnermedia

Holdings,

Inc

4

.279

03/15/32

2,313,169‌

2,750,000

Warnermedia

Holdings,

Inc

5

.050

03/15/42

2,207,926‌

9,350,000

Warnermedia

Holdings,

Inc

5

.141

03/15/52

6,947,090‌

2,975,000

Warnermedia

Holdings,

Inc

5

.391

03/15/62

2,187,579‌

900,000

(a)

Weibo

Corp

3

.375

07/08/30

806,255‌

TOTAL

MEDIA

&

ENTERTAINMENT

227,785,572‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

2,150,000

AbbVie,

Inc

3

.200

05/14/26

2,111,750‌

4,000,000

AbbVie,

Inc

2

.950

11/21/26

3,885,844‌

1,950,000

AbbVie,

Inc

4

.800

03/15/29

1,948,525‌

6,750,000

AbbVie,

Inc

3

.200

11/21/29

6,265,028‌

3,000,000

AbbVie,

Inc

4

.950

03/15/31

2,999,393‌

1,500,000

AbbVie,

Inc

5

.050

03/15/34

1,481,972‌

2,250,000

AbbVie,

Inc

4

.550

03/15/35

2,115,514‌

1,925,000

AbbVie,

Inc

4

.500

05/14/35

1,802,721‌

675,000

AbbVie,

Inc

4

.300

05/14/36

616,371‌

3,300,000

AbbVie,

Inc

4

.050

11/21/39

2,819,288‌

2,175,000

AbbVie,

Inc

4

.400

11/06/42

1,882,497‌

77

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

3,000,000

AbbVie,

Inc

5

.350

%

03/15/44

$

2,924,412‌

1,625,000

AbbVie,

Inc

4

.850

06/15/44

1,472,864‌

1,310,000

AbbVie,

Inc

4

.750

03/15/45

1,168,331‌

925,000

AbbVie,

Inc

4

.700

05/14/45

816,174‌

1,350,000

AbbVie,

Inc

4

.450

05/14/46

1,147,553‌

1,150,000

AbbVie,

Inc

4

.875

11/14/48

1,032,626‌

4,975,000

AbbVie,

Inc

4

.250

11/21/49

4,044,889‌

1,050,000

AbbVie,

Inc

5

.400

03/15/54

1,010,684‌

3,000,000

AbbVie,

Inc

5

.500

03/15/64

2,864,258‌

200,000

Agilent

Technologies,

Inc

3

.050

09/22/26

194,553‌

500,000

Agilent

Technologies,

Inc

2

.750

09/15/29

454,141‌

1,000,000

Agilent

Technologies,

Inc

2

.100

06/04/30

860,972‌

1,000,000

Agilent

Technologies,

Inc

2

.300

03/12/31

847,717‌

1,000,000

Agilent

Technologies,

Inc

4

.750

09/09/34

949,505‌

1,225,000

Amgen,

Inc

2

.600

08/19/26

1,184,817‌

3,250,000

Amgen,

Inc

2

.200

02/21/27

3,081,600‌

775,000

Amgen,

Inc

3

.200

11/02/27

745,436‌

5,000,000

Amgen,

Inc

5

.150

03/02/28

5,036,374‌

1,500,000

Amgen,

Inc

1

.650

08/15/28

1,340,674‌

1,000,000

Amgen,

Inc

4

.050

08/18/29

962,850‌

1,000,000

Amgen,

Inc

2

.450

02/21/30

884,208‌

4,175,000

Amgen,

Inc

5

.250

03/02/30

4,213,957‌

500,000

Amgen,

Inc

2

.300

02/25/31

425,715‌

850,000

Amgen,

Inc

3

.350

02/22/32

757,327‌

1,000,000

Amgen,

Inc

4

.200

03/01/33

927,388‌

2,300,000

Amgen,

Inc

5

.250

03/02/33

2,283,022‌

1,325,000

Amgen,

Inc

3

.150

02/21/40

987,443‌

1,500,000

Amgen,

Inc

2

.800

08/15/41

1,044,562‌

126,000

Amgen,

Inc

5

.150

11/15/41

117,202‌

3,900,000

Amgen,

Inc

5

.600

03/02/43

3,791,291‌

2,675,000

Amgen,

Inc

4

.400

05/01/45

2,218,595‌

2,128,000

Amgen,

Inc

4

.563

06/15/48

1,771,707‌

2,575,000

Amgen,

Inc

3

.375

02/21/50

1,759,626‌

2,447,000

Amgen,

Inc

4

.663

06/15/51

2,048,800‌

1,000,000

Amgen,

Inc

3

.000

01/15/52

630,925‌

1,000,000

Amgen,

Inc

4

.200

02/22/52

772,186‌

1,000,000

Amgen,

Inc

4

.875

03/01/53

858,250‌

2,950,000

Amgen,

Inc

5

.650

03/02/53

2,840,163‌

172,000

Amgen,

Inc

2

.770

09/01/53

99,920‌

1,000,000

Amgen,

Inc

4

.400

02/22/62

776,226‌

1,250,000

Amgen,

Inc

5

.750

03/02/63

1,198,822‌

2,000,000

AstraZeneca

Finance

LLC

1

.200

05/28/26

1,911,753‌

1,000,000

AstraZeneca

Finance

LLC

4

.875

03/03/28

1,005,879‌

2,000,000

AstraZeneca

Finance

LLC

1

.750

05/28/28

1,814,687‌

1,500,000

AstraZeneca

Finance

LLC

4

.850

02/26/29

1,503,087‌

1,000,000

AstraZeneca

Finance

LLC

4

.900

03/03/30

1,004,042‌

1,500,000

(a)

AstraZeneca

Finance

LLC

4

.900

02/26/31

1,498,855‌

1,500,000

AstraZeneca

Finance

LLC

5

.000

02/26/34

1,483,568‌

1,000,000

AstraZeneca

plc

0

.700

04/08/26

954,218‌

950,000

AstraZeneca

plc

3

.125

06/12/27

920,180‌

1,700,000

AstraZeneca

plc

4

.000

01/17/29

1,653,928‌

1,000,000

AstraZeneca

plc

1

.375

08/06/30

832,996‌

1,900,000

AstraZeneca

plc

6

.450

09/15/37

2,083,377‌

625,000

AstraZeneca

plc

4

.000

09/18/42

516,980‌

500,000

AstraZeneca

plc

4

.375

11/16/45

428,760‌

750,000

AstraZeneca

plc

4

.375

08/17/48

635,514‌

600,000

(a)

AstraZeneca

plc

2

.125

08/06/50

326,407‌

1,500,000

AstraZeneca

plc

3

.000

05/28/51

980,844‌

149,000

Baxalta,

Inc

5

.250

06/23/45

137,153‌

1,800,000

Biogen,

Inc

2

.250

05/01/30

1,556,048‌

1,375,000

Biogen,

Inc

3

.150

05/01/50

867,019‌

1,346,000

(a)

Biogen,

Inc

3

.250

02/15/51

864,184‌

Bond

Index

Fund

78

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

200,000

Bio-Rad

Laboratories,

Inc

3

.300

%

03/15/27

$

193,474‌

525,000

Bio-Rad

Laboratories,

Inc

3

.700

03/15/32

470,017‌

1,000,000

Bristol-Myers

Squibb

Co

1

.125

11/13/27

910,643‌

1,275,000

Bristol-Myers

Squibb

Co

3

.900

02/20/28

1,248,273‌

2,500,000

Bristol-Myers

Squibb

Co

4

.900

02/22/29

2,512,161‌

874,000

Bristol-Myers

Squibb

Co

3

.400

07/26/29

824,957‌

1,150,000

(a)

Bristol-Myers

Squibb

Co

1

.450

11/13/30

952,526‌

1,500,000

Bristol-Myers

Squibb

Co

5

.750

02/01/31

1,560,092‌

2,500,000

Bristol-Myers

Squibb

Co

5

.100

02/22/31

2,516,095‌

1,400,000

Bristol-Myers

Squibb

Co

2

.950

03/15/32

1,219,089‌

1,250,000

(a)

Bristol-Myers

Squibb

Co

5

.900

11/15/33

1,311,535‌

3,500,000

Bristol-Myers

Squibb

Co

5

.200

02/22/34

3,495,624‌

1,700,000

Bristol-Myers

Squibb

Co

4

.125

06/15/39

1,467,414‌

125,000

Bristol-Myers

Squibb

Co

2

.350

11/13/40

82,689‌

375,000

Bristol-Myers

Squibb

Co

3

.550

03/15/42

289,873‌

650,000

Bristol-Myers

Squibb

Co

3

.250

08/01/42

477,200‌

2,500,000

Bristol-Myers

Squibb

Co

5

.500

02/22/44

2,477,615‌

500,000

Bristol-Myers

Squibb

Co

4

.350

11/15/47

412,856‌

1,786,000

Bristol-Myers

Squibb

Co

4

.550

02/20/48

1,517,082‌

3,900,000

Bristol-Myers

Squibb

Co

4

.250

10/26/49

3,150,451‌

1,500,000

Bristol-Myers

Squibb

Co

2

.550

11/13/50

868,202‌

2,075,000

Bristol-Myers

Squibb

Co

3

.700

03/15/52

1,510,860‌

1,250,000

Bristol-Myers

Squibb

Co

6

.250

11/15/53

1,324,221‌

3,500,000

Bristol-Myers

Squibb

Co

5

.550

02/22/54

3,395,277‌

1,000,000

Bristol-Myers

Squibb

Co

3

.900

03/15/62

715,352‌

1,250,000

Bristol-Myers

Squibb

Co

6

.400

11/15/63

1,338,724‌

1,500,000

Bristol-Myers

Squibb

Co

5

.650

02/22/64

1,443,569‌

200,000

Danaher

Corp

4

.375

09/15/45

170,629‌

400,000

Danaher

Corp

2

.600

10/01/50

238,107‌

750,000

Danaher

Corp

2

.800

12/10/51

462,815‌

950,000

Eli

Lilly

&

Co

3

.100

05/15/27

922,233‌

1,500,000

Eli

Lilly

&

Co

4

.500

02/09/29

1,491,876‌

1,500,000

Eli

Lilly

&

Co

4

.200

08/14/29

1,468,591‌

850,000

(a)

Eli

Lilly

&

Co

4

.700

02/27/33

833,092‌

1,500,000

Eli

Lilly

&

Co

4

.700

02/09/34

1,453,964‌

1,200,000

Eli

Lilly

&

Co

4

.600

08/14/34

1,152,094‌

1,300,000

Eli

Lilly

&

Co

2

.250

05/15/50

730,625‌

1,550,000

Eli

Lilly

&

Co

4

.875

02/27/53

1,403,209‌

1,500,000

Eli

Lilly

&

Co

5

.000

02/09/54

1,378,516‌

2,000,000

Eli

Lilly

&

Co

5

.050

08/14/54

1,852,611‌

750,000

Eli

Lilly

&

Co

2

.500

09/15/60

399,446‌

1,425,000

Eli

Lilly

&

Co

4

.950

02/27/63

1,278,383‌

1,500,000

Eli

Lilly

&

Co

5

.100

02/09/64

1,370,675‌

1,500,000

Eli

Lilly

&

Co

5

.200

08/14/64

1,396,543‌

1,125,000

Gilead

Sciences,

Inc

3

.650

03/01/26

1,111,520‌

525,000

Gilead

Sciences,

Inc

2

.950

03/01/27

507,324‌

1,000,000

Gilead

Sciences,

Inc

4

.800

11/15/29

997,950‌

5,815,000

Gilead

Sciences,

Inc

1

.650

10/01/30

4,863,266‌

1,500,000

Gilead

Sciences,

Inc

5

.250

10/15/33

1,505,477‌

1,000,000

Gilead

Sciences,

Inc

5

.100

06/15/35

983,852‌

450,000

Gilead

Sciences,

Inc

4

.600

09/01/35

424,671‌

1,300,000

Gilead

Sciences,

Inc

4

.000

09/01/36

1,146,702‌

325,000

Gilead

Sciences,

Inc

2

.600

10/01/40

224,720‌

250,000

Gilead

Sciences,

Inc

5

.650

12/01/41

249,927‌

1,025,000

Gilead

Sciences,

Inc

4

.800

04/01/44

917,331‌

950,000

Gilead

Sciences,

Inc

4

.500

02/01/45

814,274‌

925,000

Gilead

Sciences,

Inc

4

.750

03/01/46

815,001‌

1,525,000

Gilead

Sciences,

Inc

4

.150

03/01/47

1,218,938‌

2,600,000

Gilead

Sciences,

Inc

2

.800

10/01/50

1,598,037‌

1,000,000

Gilead

Sciences,

Inc

5

.550

10/15/53

983,674‌

1,000,000

Gilead

Sciences,

Inc

5

.500

11/15/54

972,649‌

1,000,000

Gilead

Sciences,

Inc

5

.600

11/15/64

965,365‌

79

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

2,900,000

GlaxoSmithKline

Capital

plc

3

.375

%

06/01/29

$

2,742,239‌

925,000

GlaxoSmithKline

Capital,

Inc

3

.875

05/15/28

902,220‌

350,000

(a)

GlaxoSmithKline

Capital,

Inc

5

.375

04/15/34

357,077‌

1,243,000

GlaxoSmithKline

Capital,

Inc

6

.375

05/15/38

1,347,244‌

850,000

(a)

GlaxoSmithKline

Capital,

Inc

4

.200

03/18/43

718,450‌

1,000,000

Illumina,

Inc

5

.750

12/13/27

1,026,138‌

1,500,000

Illumina,

Inc

2

.550

03/23/31

1,277,308‌

1,000,000

Johnson

&

Johnson

2

.450

03/01/26

977,631‌

2,000,000

Johnson

&

Johnson

0

.950

09/01/27

1,833,063‌

1,500,000

(a)

Johnson

&

Johnson

4

.800

06/01/29

1,514,701‌

2,000,000

Johnson

&

Johnson

1

.300

09/01/30

1,677,694‌

850,000

Johnson

&

Johnson

4

.900

06/01/31

855,365‌

1,000,000

Johnson

&

Johnson

4

.375

12/05/33

969,261‌

1,500,000

(a)

Johnson

&

Johnson

4

.950

06/01/34

1,499,951‌

250,000

Johnson

&

Johnson

3

.550

03/01/36

218,308‌

450,000

Johnson

&

Johnson

3

.625

03/03/37

390,163‌

250,000

Johnson

&

Johnson

5

.950

08/15/37

269,664‌

675,000

Johnson

&

Johnson

3

.400

01/15/38

564,480‌

375,000

Johnson

&

Johnson

5

.850

07/15/38

400,020‌

1,000,000

(a)

Johnson

&

Johnson

2

.100

09/01/40

664,608‌

300,000

(a)

Johnson

&

Johnson

4

.500

12/05/43

273,861‌

1,200,000

Johnson

&

Johnson

3

.700

03/01/46

948,634‌

1,625,000

Johnson

&

Johnson

3

.750

03/03/47

1,280,099‌

2,100,000

Johnson

&

Johnson

3

.500

01/15/48

1,577,466‌

1,500,000

Johnson

&

Johnson

2

.250

09/01/50

857,931‌

1,500,000

Johnson

&

Johnson

5

.250

06/01/54

1,464,745‌

1,000,000

Johnson

&

Johnson

2

.450

09/01/60

542,289‌

1,375,000

Merck

&

Co,

Inc

0

.750

02/24/26

1,318,509‌

2,000,000

Merck

&

Co,

Inc

1

.700

06/10/27

1,875,121‌

1,000,000

(a)

Merck

&

Co,

Inc

4

.050

05/17/28

985,310‌

1,500,000

Merck

&

Co,

Inc

1

.900

12/10/28

1,353,371‌

1,000,000

(a)

Merck

&

Co,

Inc

4

.300

05/17/30

981,396‌

3,175,000

Merck

&

Co,

Inc

1

.450

06/24/30

2,662,738‌

1,150,000

Merck

&

Co,

Inc

2

.150

12/10/31

961,750‌

1,000,000

(a)

Merck

&

Co,

Inc

4

.500

05/17/33

963,427‌

1,475,000

Merck

&

Co,

Inc

3

.900

03/07/39

1,248,492‌

425,000

Merck

&

Co,

Inc

2

.350

06/24/40

287,700‌

100,000

Merck

&

Co,

Inc

3

.600

09/15/42

77,632‌

925,000

Merck

&

Co,

Inc

4

.150

05/18/43

774,573‌

1,250,000

Merck

&

Co,

Inc

4

.900

05/17/44

1,154,247‌

1,825,000

Merck

&

Co,

Inc

3

.700

02/10/45

1,413,323‌

1,600,000

Merck

&

Co,

Inc

4

.000

03/07/49

1,252,980‌

375,000

Merck

&

Co,

Inc

2

.450

06/24/50

215,877‌

625,000

Merck

&

Co,

Inc

2

.750

12/10/51

378,780‌

1,375,000

Merck

&

Co,

Inc

5

.000

05/17/53

1,251,627‌

1,100,000

Merck

&

Co,

Inc

2

.900

12/10/61

630,840‌

1,500,000

Merck

&

Co,

Inc

5

.150

05/17/63

1,370,502‌

500,000

Mylan,

Inc

4

.550

04/15/28

489,859‌

700,000

Mylan,

Inc

5

.200

04/15/48

578,469‌

3,500,000

Novartis

Capital

Corp

2

.000

02/14/27

3,328,377‌

2,300,000

Novartis

Capital

Corp

3

.100

05/17/27

2,230,134‌

1,000,000

Novartis

Capital

Corp

3

.800

09/18/29

962,848‌

1,000,000

Novartis

Capital

Corp

2

.200

08/14/30

875,714‌

1,000,000

Novartis

Capital

Corp

4

.000

09/18/31

952,485‌

1,500,000

Novartis

Capital

Corp

4

.200

09/18/34

1,395,573‌

400,000

Novartis

Capital

Corp

3

.700

09/21/42

322,059‌

1,025,000

Novartis

Capital

Corp

4

.400

05/06/44

899,294‌

1,000,000

Novartis

Capital

Corp

4

.000

11/20/45

820,569‌

750,000

Novartis

Capital

Corp

2

.750

08/14/50

475,597‌

350,000

Novartis

Capital

Corp

4

.700

09/18/54

308,696‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/28

4,956,066‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/30

4,947,263‌

Bond

Index

Fund

80

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

3,300,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.750

%

05/19/33

$

3,206,548‌

3,850,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.110

05/19/43

3,614,060‌

4,775,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

4,470,942‌

4,500,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.340

05/19/63

4,130,742‌

350,000

Pfizer,

Inc

2

.750

06/03/26

341,652‌

2,850,000

Pfizer,

Inc

3

.000

12/15/26

2,772,831‌

950,000

(a)

Pfizer,

Inc

3

.600

09/15/28

919,707‌

1,550,000

Pfizer,

Inc

3

.450

03/15/29

1,477,550‌

1,500,000

Pfizer,

Inc

1

.750

08/18/31

1,235,329‌

425,000

Pfizer,

Inc

4

.000

12/15/36

378,872‌

500,000

Pfizer,

Inc

4

.100

09/15/38

436,668‌

875,000

Pfizer,

Inc

3

.900

03/15/39

737,955‌

350,000

Pfizer,

Inc

7

.200

03/15/39

409,133‌

1,250,000

Pfizer,

Inc

2

.550

05/28/40

863,780‌

625,000

Pfizer,

Inc

4

.300

06/15/43

532,490‌

1,100,000

Pfizer,

Inc

4

.400

05/15/44

951,123‌

1,875,000

Pfizer,

Inc

4

.125

12/15/46

1,511,313‌

1,200,000

Pfizer,

Inc

4

.200

09/15/48

971,981‌

2,100,000

Pfizer,

Inc

4

.000

03/15/49

1,648,149‌

1,000,000

Pfizer,

Inc

2

.700

05/28/50

615,239‌

1,000,000

(a)

Regeneron

Pharmaceuticals,

Inc

1

.750

09/15/30

832,273‌

500,000

Regeneron

Pharmaceuticals,

Inc

2

.800

09/15/50

294,633‌

500,000

Revvity,

Inc

3

.300

09/15/29

461,319‌

1,000,000

Revvity,

Inc

2

.550

03/15/31

846,292‌

300,000

Revvity,

Inc

2

.250

09/15/31

247,190‌

1,000,000

Revvity,

Inc

3

.625

03/15/51

679,607‌

1,000,000

Royalty

Pharma

plc

5

.150

09/02/29

997,192‌

375,000

Royalty

Pharma

plc

2

.200

09/02/30

318,498‌

1,000,000

(a)

Royalty

Pharma

plc

5

.400

09/02/34

973,044‌

1,000,000

Royalty

Pharma

plc

3

.300

09/02/40

724,024‌

1,000,000

Royalty

Pharma

plc

3

.550

09/02/50

666,856‌

1,000,000

Royalty

Pharma

plc

3

.350

09/02/51

634,732‌

500,000

Royalty

Pharma

plc

5

.900

09/02/54

474,797‌

500,000

Sanofi

3

.625

06/19/28

484,574‌

32,000

Shire

Acquisitions

Investments

Ireland

DAC

3

.200

09/23/26

31,268‌

2,100,000

Takeda

Pharmaceutical

Co

Ltd

5

.000

11/26/28

2,104,710‌

700,000

Takeda

Pharmaceutical

Co

Ltd

2

.050

03/31/30

603,151‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.300

07/05/34

990,493‌

2,050,000

Takeda

Pharmaceutical

Co

Ltd

3

.025

07/09/40

1,485,917‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.650

07/05/44

982,747‌

1,150,000

(a)

Takeda

Pharmaceutical

Co

Ltd

3

.175

07/09/50

744,983‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.650

07/05/54

965,170‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

3

.375

07/09/60

633,895‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.800

07/05/64

961,738‌

500,000

Thermo

Fisher

Scientific,

Inc

4

.800

11/21/27

503,766‌

1,000,000

(a)

Thermo

Fisher

Scientific,

Inc

1

.750

10/15/28

899,319‌

1,000,000

(a)

Thermo

Fisher

Scientific,

Inc

5

.000

01/31/29

1,008,458‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2

.600

10/01/29

1,363,911‌

1,500,000

Thermo

Fisher

Scientific,

Inc

4

.977

08/10/30

1,512,903‌

275,000

(a)

Thermo

Fisher

Scientific,

Inc

2

.000

10/15/31

228,814‌

500,000

Thermo

Fisher

Scientific,

Inc

4

.950

11/21/32

496,668‌

1,500,000

Thermo

Fisher

Scientific,

Inc

5

.086

08/10/33

1,491,809‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5

.200

01/31/34

1,003,171‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2

.800

10/15/41

1,054,779‌

1,500,000

Thermo

Fisher

Scientific,

Inc

5

.404

08/10/43

1,474,640‌

200,000

Thermo

Fisher

Scientific,

Inc

5

.300

02/01/44

190,973‌

200,000

Thermo

Fisher

Scientific,

Inc

4

.100

08/15/47

162,264‌

1,688,000

Utah

Acquisition

Sub,

Inc

3

.950

06/15/26

1,661,186‌

750,000

Utah

Acquisition

Sub,

Inc

5

.250

06/15/46

631,486‌

400,000

Viatris,

Inc

2

.300

06/22/27

375,107‌

375,000

Viatris,

Inc

2

.700

06/22/30

325,297‌

600,000

Viatris,

Inc

3

.850

06/22/40

449,928‌

81

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

1,950,000

(a)

Viatris,

Inc

4

.000

%

06/22/50

$

1,328,580‌

150,000

Wyeth

LLC

6

.500

02/01/34

163,222‌

275,000

Wyeth

LLC

5

.950

04/01/37

287,085‌

300,000

Zoetis,

Inc

4

.500

11/13/25

299,685‌

425,000

Zoetis,

Inc

3

.000

09/12/27

407,299‌

500,000

Zoetis,

Inc

3

.900

08/20/28

484,701‌

2,000,000

Zoetis,

Inc

5

.600

11/16/32

2,061,969‌

900,000

Zoetis,

Inc

4

.700

02/01/43

799,820‌

650,000

Zoetis,

Inc

3

.950

09/12/47

505,056‌

200,000

Zoetis,

Inc

4

.450

08/20/48

164,676‌

375,000

Zoetis,

Inc

3

.000

05/15/50

240,537‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

332,240,189‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

500,000

CBRE

Services,

Inc

4

.875

03/01/26

499,257‌

500,000

CBRE

Services,

Inc

5

.500

04/01/29

509,003‌

1,000,000

CBRE

Services,

Inc

2

.500

04/01/31

851,124‌

1,000,000

CBRE

Services,

Inc

5

.950

08/15/34

1,031,140‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,890,524‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

500,000

Advanced

Micro

Devices,

Inc

3

.924

06/01/32

464,079‌

500,000

(a)

Advanced

Micro

Devices,

Inc

4

.393

06/01/52

417,819‌

1,175,000

Analog

Devices,

Inc

3

.500

12/05/26

1,153,389‌

400,000

Analog

Devices,

Inc

3

.450

06/15/27

389,822‌

1,000,000

Analog

Devices,

Inc

1

.700

10/01/28

897,606‌

600,000

Analog

Devices,

Inc

2

.100

10/01/31

502,617‌

500,000

Analog

Devices,

Inc

5

.050

04/01/34

499,576‌

300,000

Analog

Devices,

Inc

2

.800

10/01/41

212,271‌

1,000,000

Analog

Devices,

Inc

2

.950

10/01/51

635,007‌

500,000

Analog

Devices,

Inc

5

.300

04/01/54

476,407‌

1,000,000

Applied

Materials,

Inc

3

.300

04/01/27

974,284‌

1,500,000

Applied

Materials,

Inc

4

.800

06/15/29

1,504,948‌

950,000

Applied

Materials,

Inc

1

.750

06/01/30

812,011‌

250,000

Applied

Materials,

Inc

5

.100

10/01/35

249,988‌

100,000

Applied

Materials,

Inc

5

.850

06/15/41

103,709‌

1,200,000

Applied

Materials,

Inc

4

.350

04/01/47

1,016,394‌

775,000

Applied

Materials,

Inc

2

.750

06/01/50

483,281‌

2,000,000

(c)

Broadcom,

Inc

1

.950

02/15/28

1,831,005‌

700,000

Broadcom,

Inc

4

.150

02/15/28

688,229‌

300,000

(c)

Broadcom,

Inc

4

.000

04/15/29

288,616‌

1,150,000

Broadcom,

Inc

5

.050

07/12/29

1,154,370‌

1,000,000

Broadcom,

Inc

4

.350

02/15/30

972,994‌

343,000

Broadcom,

Inc

4

.150

11/15/30

328,205‌

1,500,000

(c)

Broadcom,

Inc

2

.450

02/15/31

1,293,547‌

2,000,000

Broadcom,

Inc

5

.150

11/15/31

2,012,950‌

1,000,000

Broadcom,

Inc

4

.550

02/15/32

967,027‌

625,000

(c)

Broadcom,

Inc

4

.150

04/15/32

586,081‌

1,500,000

Broadcom,

Inc

4

.300

11/15/32

1,414,715‌

1,500,000

(c)

Broadcom,

Inc

2

.600

02/15/33

1,239,895‌

5,883,000

(c)

Broadcom,

Inc

3

.419

04/15/33

5,149,575‌

2,522,000

(c)

Broadcom,

Inc

3

.469

04/15/34

2,185,717‌

1,100,000

Broadcom,

Inc

4

.800

10/15/34

1,061,485‌

6,327,000

(c)

Broadcom,

Inc

3

.137

11/15/35

5,167,082‌

4,043,000

(c)

Broadcom,

Inc

3

.187

11/15/36

3,256,798‌

3,336,000

(c)

Broadcom,

Inc

4

.926

05/15/37

3,173,029‌

850,000

(c)

Broadcom,

Inc

3

.500

02/15/41

663,787‌

3,000,000

(c)

Broadcom,

Inc

3

.750

02/15/51

2,232,691‌

2,480,000

Intel

Corp

2

.600

05/19/26

2,404,500‌

1,000,000

Intel

Corp

3

.750

08/05/27

969,940‌

2,000,000

Intel

Corp

4

.875

02/10/28

1,989,795‌

1,500,000

Intel

Corp

1

.600

08/12/28

1,323,050‌

1,000,000

Intel

Corp

4

.000

08/05/29

952,564‌

2,500,000

Intel

Corp

2

.450

11/15/29

2,194,168‌

Bond

Index

Fund

82

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

(continued)

$

1,000,000

Intel

Corp

5

.125

%

02/10/30

$

991,199‌

1,500,000

Intel

Corp

3

.900

03/25/30

1,405,346‌

1,500,000

Intel

Corp

5

.000

02/21/31

1,472,306‌

2,000,000

Intel

Corp

2

.000

08/12/31

1,610,306‌

1,000,000

Intel

Corp

4

.150

08/05/32

910,244‌

250,000

Intel

Corp

4

.000

12/15/32

224,357‌

1,500,000

(a)

Intel

Corp

5

.200

02/10/33

1,450,240‌

2,000,000

(a)

Intel

Corp

5

.150

02/21/34

1,918,798‌

1,000,000

Intel

Corp

2

.800

08/12/41

637,879‌

1,000,000

Intel

Corp

5

.625

02/10/43

916,396‌

200,000

Intel

Corp

4

.100

05/19/46

142,511‌

675,000

Intel

Corp

4

.100

05/11/47

479,745‌

3,328,000

Intel

Corp

3

.734

12/08/47

2,194,814‌

2,500,000

Intel

Corp

3

.250

11/15/49

1,492,417‌

3,175,000

Intel

Corp

4

.750

03/25/50

2,453,961‌

1,000,000

Intel

Corp

3

.050

08/12/51

570,381‌

1,000,000

Intel

Corp

4

.900

08/05/52

789,546‌

1,500,000

Intel

Corp

5

.700

02/10/53

1,326,580‌

1,550,000

Intel

Corp

5

.600

02/21/54

1,359,245‌

1,000,000

Intel

Corp

3

.100

02/15/60

533,768‌

1,000,000

Intel

Corp

5

.050

08/05/62

780,288‌

1,000,000

Intel

Corp

5

.900

02/10/63

902,230‌

300,000

KLA

Corp

4

.100

03/15/29

292,669‌

850,000

KLA

Corp

4

.650

07/15/32

831,697‌

1,000,000

KLA

Corp

4

.700

02/01/34

970,555‌

500,000

KLA

Corp

5

.000

03/15/49

459,932‌

1,000,000

KLA

Corp

3

.300

03/01/50

690,682‌

1,500,000

KLA

Corp

4

.950

07/15/52

1,363,287‌

500,000

KLA

Corp

5

.250

07/15/62

468,130‌

150,000

Lam

Research

Corp

3

.750

03/15/26

148,440‌

275,000

Lam

Research

Corp

4

.000

03/15/29

267,375‌

125,000

Lam

Research

Corp

1

.900

06/15/30

107,145‌

825,000

Lam

Research

Corp

4

.875

03/15/49

740,592‌

200,000

(a)

Lam

Research

Corp

2

.875

06/15/50

126,328‌

1,200,000

Lam

Research

Corp

3

.125

06/15/60

734,736‌

1,000,000

Marvell

Technology,

Inc

1

.650

04/15/26

959,487‌

1,000,000

Marvell

Technology,

Inc

2

.450

04/15/28

922,443‌

350,000

Marvell

Technology,

Inc

4

.875

06/22/28

348,016‌

1,000,000

Marvell

Technology,

Inc

5

.950

09/15/33

1,038,222‌

1,000,000

Microchip

Technology,

Inc

4

.900

03/15/28

996,442‌

1,425,000

Microchip

Technology,

Inc

5

.050

03/15/29

1,422,077‌

1,000,000

Microchip

Technology,

Inc

5

.050

02/15/30

993,065‌

425,000

Micron

Technology,

Inc

4

.975

02/06/26

425,437‌

750,000

Micron

Technology,

Inc

4

.185

02/15/27

739,382‌

1,000,000

Micron

Technology,

Inc

5

.375

04/15/28

1,010,524‌

400,000

Micron

Technology,

Inc

5

.327

02/06/29

401,885‌

1,000,000

Micron

Technology,

Inc

6

.750

11/01/29

1,064,675‌

500,000

Micron

Technology,

Inc

4

.663

02/15/30

488,009‌

500,000

Micron

Technology,

Inc

5

.300

01/15/31

499,499‌

1,000,000

Micron

Technology,

Inc

2

.703

04/15/32

837,987‌

1,000,000

(a)

Micron

Technology,

Inc

5

.875

02/09/33

1,024,221‌

1,000,000

(a)

Micron

Technology,

Inc

5

.875

09/15/33

1,025,673‌

750,000

Micron

Technology,

Inc

3

.366

11/01/41

547,897‌

750,000

(a)

Micron

Technology,

Inc

3

.477

11/01/51

506,293‌

800,000

NVIDIA

Corp

3

.200

09/16/26

784,465‌

1,000,000

(a)

NVIDIA

Corp

1

.550

06/15/28

908,082‌

750,000

NVIDIA

Corp

2

.850

04/01/30

687,313‌

1,500,000

NVIDIA

Corp

2

.000

06/15/31

1,274,404‌

1,000,000

NVIDIA

Corp

3

.500

04/01/40

826,981‌

2,067,000

NVIDIA

Corp

3

.500

04/01/50

1,535,959‌

425,000

NXP

BV

5

.350

03/01/26

426,649‌

750,000

NXP

BV

3

.875

06/18/26

739,723‌

83

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

(continued)

$

300,000

NXP

BV

3

.150

%

05/01/27

$

288,436‌

175,000

NXP

BV

4

.400

06/01/27

173,295‌

400,000

NXP

BV

5

.550

12/01/28

406,692‌

750,000

NXP

BV

4

.300

06/18/29

728,010‌

675,000

NXP

BV

3

.400

05/01/30

620,005‌

2,000,000

NXP

BV

2

.500

05/11/31

1,704,977‌

1,000,000

NXP

BV

2

.650

02/15/32

841,837‌

500,000

NXP

BV

5

.000

01/15/33

486,582‌

875,000

(c)

NXP

BV

3

.250

05/11/41

639,397‌

325,000

NXP

BV

3

.125

02/15/42

226,252‌

500,000

NXP

BV

3

.250

11/30/51

320,700‌

2,800,000

QUALCOMM,

Inc

3

.250

05/20/27

2,723,301‌

1,339,000

QUALCOMM,

Inc

1

.300

05/20/28

1,201,165‌

1,000,000

QUALCOMM,

Inc

2

.150

05/20/30

877,646‌

2,384,000

QUALCOMM,

Inc

1

.650

05/20/32

1,900,012‌

1,000,000

QUALCOMM,

Inc

5

.400

05/20/33

1,031,544‌

750,000

QUALCOMM,

Inc

4

.650

05/20/35

724,511‌

650,000

QUALCOMM,

Inc

4

.800

05/20/45

587,377‌

1,525,000

QUALCOMM,

Inc

4

.300

05/20/47

1,259,873‌

1,000,000

QUALCOMM,

Inc

4

.500

05/20/52

838,211‌

1,000,000

QUALCOMM,

Inc

6

.000

05/20/53

1,045,254‌

300,000

Skyworks

Solutions,

Inc

1

.800

06/01/26

287,328‌

1,000,000

Skyworks

Solutions,

Inc

3

.000

06/01/31

856,587‌

1,500,000

Texas

Instruments,

Inc

4

.600

02/15/28

1,502,772‌

750,000

Texas

Instruments,

Inc

4

.600

02/08/29

747,967‌

1,000,000

Texas

Instruments,

Inc

2

.250

09/04/29

898,279‌

325,000

Texas

Instruments,

Inc

1

.750

05/04/30

278,173‌

750,000

Texas

Instruments,

Inc

3

.650

08/16/32

688,337‌

1,000,000

Texas

Instruments,

Inc

4

.900

03/14/33

993,103‌

750,000

Texas

Instruments,

Inc

4

.850

02/08/34

737,603‌

350,000

Texas

Instruments,

Inc

3

.875

03/15/39

300,505‌

2,700,000

Texas

Instruments,

Inc

4

.150

05/15/48

2,193,612‌

1,000,000

Texas

Instruments,

Inc

2

.700

09/15/51

607,116‌

1,000,000

Texas

Instruments,

Inc

5

.000

03/14/53

916,148‌

750,000

Texas

Instruments,

Inc

5

.150

02/08/54

702,089‌

1,050,000

Texas

Instruments,

Inc

5

.050

05/18/63

946,150‌

550,000

TSMC

Arizona

Corp

1

.750

10/25/26

521,148‌

350,000

TSMC

Arizona

Corp

3

.875

04/22/27

343,797‌

1,000,000

TSMC

Arizona

Corp

4

.125

04/22/29

975,113‌

1,000,000

TSMC

Arizona

Corp

2

.500

10/25/31

856,110‌

1,000,000

TSMC

Arizona

Corp

4

.250

04/22/32

958,545‌

1,000,000

TSMC

Arizona

Corp

3

.125

10/25/41

764,817‌

1,000,000

(a)

TSMC

Arizona

Corp

3

.250

10/25/51

718,619‌

500,000

TSMC

Arizona

Corp

4

.500

04/22/52

455,199‌

1,000,000

Xilinx,

Inc

2

.375

06/01/30

881,372‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

148,249,524‌

SOFTWARE

&

SERVICES

-

0.7%

2,000,000

Accenture

Capital,

Inc

4

.050

10/04/29

1,941,250‌

1,500,000

Accenture

Capital,

Inc

4

.250

10/04/31

1,441,394‌

550,000

Accenture

Capital,

Inc

4

.500

10/04/34

522,675‌

1,000,000

Adobe,

Inc

2

.150

02/01/27

954,456‌

1,000,000

Adobe,

Inc

4

.800

04/04/29

1,005,048‌

925,000

Adobe,

Inc

2

.300

02/01/30

822,699‌

1,000,000

Adobe,

Inc

4

.950

04/04/34

991,815‌

1,000,000

Amdocs

Ltd

2

.538

06/15/30

869,103‌

1,500,000

AppLovin

Corp

5

.125

12/01/29

1,496,333‌

1,500,000

AppLovin

Corp

5

.375

12/01/31

1,500,390‌

375,000

AppLovin

Corp

5

.500

12/01/34

372,206‌

1,500,000

AppLovin

Corp

5

.950

12/01/54

1,477,424‌

1,000,000

Atlassian

Corp

5

.250

05/15/29

1,007,445‌

1,000,000

Atlassian

Corp

5

.500

05/15/34

1,004,373‌

450,000

Autodesk,

Inc

3

.500

06/15/27

437,019‌

Bond

Index

Fund

84

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.7%

(continued)

$

750,000

Autodesk,

Inc

2

.850

%

01/15/30

$

679,108‌

1,000,000

Autodesk,

Inc

2

.400

12/15/31

840,172‌

1,000,000

Booz

Allen

Hamilton,

Inc

5

.950

08/04/33

1,022,256‌

1,000,000

CGI,

Inc

1

.450

09/14/26

946,012‌

1,000,000

CGI,

Inc

2

.300

09/14/31

828,083‌

1,000,000

DXC

Technology

Co

1

.800

09/15/26

946,980‌

1,000,000

Fortinet,

Inc

1

.000

03/15/26

956,271‌

1,000,000

Genpact

Luxembourg

Sarl

1

.750

04/10/26

959,704‌

500,000

Genpact

Luxembourg

SARL

6

.000

06/04/29

511,242‌

1,000,000

IBM

International

Capital

Pte

Ltd

4

.600

02/05/29

991,054‌

1,000,000

IBM

International

Capital

Pte

Ltd

4

.750

02/05/31

990,687‌

1,000,000

IBM

International

Capital

Pte

Ltd

4

.900

02/05/34

971,705‌

1,000,000

IBM

International

Capital

Pte

Ltd

5

.250

02/05/44

946,570‌

1,000,000

IBM

International

Capital

Pte

Ltd

5

.300

02/05/54

921,276‌

350,000

International

Business

Machines

Corp

3

.450

02/19/26

345,339‌

2,500,000

International

Business

Machines

Corp

3

.300

05/15/26

2,454,884‌

1,500,000

International

Business

Machines

Corp

2

.200

02/09/27

1,425,140‌

1,000,000

International

Business

Machines

Corp

1

.700

05/15/27

933,822‌

1,500,000

International

Business

Machines

Corp

4

.500

02/06/28

1,491,167‌

2,675,000

International

Business

Machines

Corp

3

.500

05/15/29

2,534,921‌

2,900,000

International

Business

Machines

Corp

1

.950

05/15/30

2,491,368‌

1,500,000

International

Business

Machines

Corp

2

.720

02/09/32

1,290,611‌

1,500,000

(a)

International

Business

Machines

Corp

4

.750

02/06/33

1,469,489‌

1,850,000

International

Business

Machines

Corp

4

.150

05/15/39

1,591,589‌

19,000

International

Business

Machines

Corp

5

.600

11/30/39

19,038‌

450,000

International

Business

Machines

Corp

2

.850

05/15/40

320,568‌

1,060,000

International

Business

Machines

Corp

4

.000

06/20/42

866,096‌

1,500,000

International

Business

Machines

Corp

4

.700

02/19/46

1,301,815‌

975,000

International

Business

Machines

Corp

2

.950

05/15/50

613,351‌

1,500,000

International

Business

Machines

Corp

3

.430

02/09/52

1,022,849‌

1,000,000

International

Business

Machines

Corp

4

.900

07/27/52

889,611‌

1,000,000

International

Business

Machines

Corp

5

.100

02/06/53

917,777‌

350,000

Intuit,

Inc

1

.350

07/15/27

322,891‌

1,500,000

Intuit,

Inc

5

.125

09/15/28

1,522,460‌

350,000

Intuit,

Inc

1

.650

07/15/30

294,866‌

1,500,000

Intuit,

Inc

5

.200

09/15/33

1,502,980‌

1,500,000

Intuit,

Inc

5

.500

09/15/53

1,468,769‌

750,000

Kyndryl

Holdings,

Inc

2

.050

10/15/26

713,132‌

750,000

Kyndryl

Holdings,

Inc

2

.700

10/15/28

686,853‌

750,000

Kyndryl

Holdings,

Inc

3

.150

10/15/31

650,347‌

1,000,000

Kyndryl

Holdings,

Inc

6

.350

02/20/34

1,040,349‌

750,000

Kyndryl

Holdings,

Inc

4

.100

10/15/41

594,032‌

100,000

Leidos,

Inc

4

.375

05/15/30

95,683‌

1,000,000

Leidos,

Inc

2

.300

02/15/31

839,762‌

1,000,000

Leidos,

Inc

5

.750

03/15/33

1,013,689‌

2,000,000

(a)

Meta

Platforms,

Inc

4

.300

08/15/29

1,974,896‌

1,000,000

Meta

Platforms,

Inc

4

.550

08/15/31

983,962‌

2,000,000

Meta

Platforms,

Inc

4

.750

08/15/34

1,946,858‌

3,300,000

Meta

Platforms,

Inc

5

.550

08/15/64

3,216,951‌

2,925,000

Microsoft

Corp

2

.400

08/08/26

2,837,256‌

475,000

Microsoft

Corp

3

.400

09/15/26

467,675‌

8,739,000

Microsoft

Corp

3

.300

02/06/27

8,556,022‌

300,000

Microsoft

Corp

3

.400

06/15/27

293,533‌

250,000

Microsoft

Corp

1

.350

09/15/30

211,805‌

150,000

Microsoft

Corp

3

.500

02/12/35

135,916‌

1,072,000

Microsoft

Corp

3

.450

08/08/36

934,735‌

300,000

Microsoft

Corp

4

.500

06/15/47

270,120‌

8,038,000

Microsoft

Corp

2

.525

06/01/50

4,946,567‌

2,100,000

Microsoft

Corp

2

.500

09/15/50

1,270,906‌

6,265,000

Microsoft

Corp

2

.921

03/17/52

4,138,868‌

7,374,000

Microsoft

Corp

2

.675

06/01/60

4,318,721‌

1,073,000

Microsoft

Corp

3

.041

03/17/62

685,471‌

85

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.7%

(continued)

$

3,000,000

Oracle

Corp

1

.650

%

03/25/26

$

2,891,980‌

2,884,000

Oracle

Corp

2

.650

07/15/26

2,796,021‌

2,000,000

Oracle

Corp

4

.500

05/06/28

1,980,049‌

4,000,000

Oracle

Corp

4

.200

09/27/29

3,863,888‌

1,500,000

Oracle

Corp

6

.150

11/09/29

1,573,321‌

1,000,000

Oracle

Corp

2

.950

04/01/30

902,711‌

1,500,000

(a)

Oracle

Corp

4

.650

05/06/30

1,478,349‌

400,000

Oracle

Corp

3

.250

05/15/30

366,104‌

3,000,000

Oracle

Corp

2

.875

03/25/31

2,639,817‌

1,500,000

Oracle

Corp

6

.250

11/09/32

1,589,657‌

1,750,000

Oracle

Corp

4

.900

02/06/33

1,703,852‌

2,497,000

Oracle

Corp

4

.300

07/08/34

2,295,389‌

4,000,000

Oracle

Corp

4

.700

09/27/34

3,790,993‌

650,000

Oracle

Corp

3

.900

05/15/35

569,501‌

1,225,000

Oracle

Corp

3

.850

07/15/36

1,049,509‌

4,000,000

Oracle

Corp

3

.800

11/15/37

3,339,363‌

100,000

Oracle

Corp

6

.500

04/15/38

107,459‌

470,000

Oracle

Corp

6

.125

07/08/39

486,856‌

675,000

Oracle

Corp

3

.600

04/01/40

527,751‌

325,000

Oracle

Corp

5

.375

07/15/40

312,919‌

2,000,000

Oracle

Corp

3

.650

03/25/41

1,559,488‌

500,000

Oracle

Corp

4

.500

07/08/44

421,768‌

325,000

Oracle

Corp

4

.125

05/15/45

256,819‌

2,025,000

Oracle

Corp

4

.000

07/15/46

1,558,385‌

3,100,000

Oracle

Corp

4

.000

11/15/47

2,362,698‌

7,350,000

Oracle

Corp

3

.600

04/01/50

5,149,480‌

2,000,000

Oracle

Corp

3

.950

03/25/51

1,481,411‌

3,500,000

Oracle

Corp

6

.900

11/09/52

3,919,046‌

2,375,000

Oracle

Corp

5

.550

02/06/53

2,243,884‌

3,000,000

Oracle

Corp

5

.375

09/27/54

2,765,164‌

500,000

Oracle

Corp

4

.375

05/15/55

391,126‌

1,500,000

Oracle

Corp

3

.850

04/01/60

1,029,020‌

2,000,000

Oracle

Corp

4

.100

03/25/61

1,435,802‌

3,000,000

Oracle

Corp

5

.500

09/27/64

2,744,718‌

1,100,000

Roper

Technologies,

Inc

3

.800

12/15/26

1,082,800‌

300,000

Roper

Technologies,

Inc

4

.200

09/15/28

292,866‌

500,000

Roper

Technologies,

Inc

2

.950

09/15/29

456,788‌

475,000

Roper

Technologies,

Inc

2

.000

06/30/30

404,895‌

750,000

Roper

Technologies,

Inc

1

.750

02/15/31

616,041‌

1,000,000

Roper

Technologies,

Inc

4

.750

02/15/32

974,646‌

1,500,000

Roper

Technologies,

Inc

4

.900

10/15/34

1,442,639‌

925,000

Salesforce,

Inc

3

.700

04/11/28

900,773‌

2,000,000

Salesforce,

Inc

1

.500

07/15/28

1,797,213‌

1,250,000

Salesforce,

Inc

1

.950

07/15/31

1,049,099‌

1,075,000

Salesforce,

Inc

2

.700

07/15/41

757,267‌

1,000,000

Salesforce,

Inc

2

.900

07/15/51

638,686‌

2,000,000

Salesforce,

Inc

3

.050

07/15/61

1,232,529‌

1,000,000

ServiceNow,

Inc

1

.400

09/01/30

831,110‌

750,000

Take-Two

Interactive

Software,

Inc

5

.400

06/12/29

760,624‌

750,000

Take-Two

Interactive

Software,

Inc

5

.600

06/12/34

755,513‌

750,000

VeriSign,

Inc

2

.700

06/15/31

643,017‌

1,500,000

VMware,

Inc

1

.400

08/15/26

1,420,969‌

725,000

VMware,

Inc

3

.900

08/21/27

708,597‌

1,500,000

VMware,

Inc

1

.800

08/15/28

1,345,792‌

1,000,000

VMware,

Inc

4

.700

05/15/30

978,374‌

1,150,000

VMware,

Inc

2

.200

08/15/31

953,977‌

1,500,000

Workday,

Inc

3

.500

04/01/27

1,462,159‌

1,500,000

Workday,

Inc

3

.700

04/01/29

1,426,459‌

TOTAL

SOFTWARE

&

SERVICES

182,787,391‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

600,000

Amphenol

Corp

5

.050

04/05/29

603,565‌

450,000

Amphenol

Corp

4

.350

06/01/29

440,685‌

Bond

Index

Fund

86

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

(continued)

$

1,000,000

Amphenol

Corp

2

.800

%

02/15/30

$

904,427‌

1,000,000

Amphenol

Corp

2

.200

09/15/31

837,965‌

600,000

Amphenol

Corp

5

.250

04/05/34

601,784‌

1,000,000

Amphenol

Corp

5

.000

01/15/35

976,315‌

1,000,000

Amphenol

Corp

5

.375

11/15/54

950,607‌

3,000,000

Apple,

Inc

0

.700

02/08/26

2,882,648‌

2,825,000

Apple,

Inc

3

.250

02/23/26

2,790,925‌

1,425,000

Apple,

Inc

2

.450

08/04/26

1,382,137‌

3,250,000

Apple,

Inc

2

.050

09/11/26

3,126,216‌

1,075,000

Apple,

Inc

3

.350

02/09/27

1,053,420‌

275,000

Apple,

Inc

3

.200

05/11/27

267,409‌

3,675,000

Apple,

Inc

3

.000

11/13/27

3,548,446‌

3,000,000

Apple,

Inc

1

.200

02/08/28

2,712,981‌

1,500,000

Apple,

Inc

4

.000

05/10/28

1,478,587‌

2,500,000

Apple,

Inc

1

.400

08/05/28

2,244,041‌

1,000,000

Apple,

Inc

3

.250

08/08/29

944,919‌

1,000,000

Apple,

Inc

2

.200

09/11/29

897,977‌

1,000,000

(a)

Apple,

Inc

4

.150

05/10/30

990,324‌

2,950,000

Apple,

Inc

1

.650

05/11/30

2,535,933‌

3,000,000

(a)

Apple,

Inc

1

.250

08/20/30

2,507,022‌

3,000,000

Apple,

Inc

1

.650

02/08/31

2,524,771‌

2,500,000

(a)

Apple,

Inc

1

.700

08/05/31

2,082,395‌

1,000,000

(a)

Apple,

Inc

3

.350

08/08/32

916,083‌

1,500,000

Apple,

Inc

4

.300

05/10/33

1,463,573‌

1,600,000

(a)

Apple,

Inc

4

.500

02/23/36

1,561,597‌

2,000,000

Apple,

Inc

2

.375

02/08/41

1,375,688‌

350,000

Apple,

Inc

3

.850

05/04/43

289,920‌

750,000

Apple,

Inc

4

.450

05/06/44

685,354‌

1,350,000

Apple,

Inc

3

.450

02/09/45

1,034,151‌

1,000,000

Apple,

Inc

4

.375

05/13/45

882,736‌

1,775,000

Apple,

Inc

4

.650

02/23/46

1,622,865‌

900,000

Apple,

Inc

3

.850

08/04/46

725,624‌

1,175,000

Apple,

Inc

4

.250

02/09/47

1,006,275‌

900,000

Apple,

Inc

3

.750

09/12/47

708,379‌

2,850,000

Apple,

Inc

3

.750

11/13/47

2,239,803‌

3,000,000

Apple,

Inc

2

.950

09/11/49

1,999,325‌

3,350,000

Apple,

Inc

2

.650

05/11/50

2,081,217‌

1,375,000

Apple,

Inc

2

.400

08/20/50

811,960‌

1,000,000

Apple,

Inc

2

.650

02/08/51

616,953‌

1,000,000

Apple,

Inc

2

.700

08/05/51

623,652‌

750,000

Apple,

Inc

3

.950

08/08/52

596,689‌

2,000,000

(a)

Apple,

Inc

4

.850

05/10/53

1,888,913‌

25,000

Apple,

Inc

2

.550

08/20/60

14,608‌

2,000,000

Apple,

Inc

2

.800

02/08/61

1,184,664‌

1,000,000

Apple,

Inc

2

.850

08/05/61

599,381‌

750,000

Apple,

Inc

4

.100

08/08/62

597,139‌

425,000

Arrow

Electronics,

Inc

3

.875

01/12/28

409,091‌

1,000,000

Arrow

Electronics,

Inc

5

.150

08/21/29

995,653‌

1,000,000

Arrow

Electronics,

Inc

2

.950

02/15/32

851,195‌

750,000

Arrow

Electronics,

Inc

5

.875

04/10/34

754,104‌

200,000

Avnet,

Inc

4

.625

04/15/26

198,728‌

1,000,000

Avnet,

Inc

6

.250

03/15/28

1,026,938‌

1,000,000

Avnet,

Inc

3

.000

05/15/31

850,873‌

2,000,000

CDW

LLC

2

.670

12/01/26

1,918,132‌

1,000,000

CDW

LLC

3

.276

12/01/28

930,256‌

1,000,000

CDW

LLC

5

.100

03/01/30

984,889‌

575,000

CDW

LLC

3

.569

12/01/31

511,762‌

1,000,000

CDW

LLC

5

.550

08/22/34

985,635‌

3,000,000

Cisco

Systems,

Inc

2

.500

09/20/26

2,907,229‌

2,000,000

Cisco

Systems,

Inc

4

.800

02/26/27

2,014,600‌

3,000,000

Cisco

Systems,

Inc

4

.850

02/26/29

3,017,641‌

3,000,000

Cisco

Systems,

Inc

4

.950

02/26/31

3,010,757‌

87

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

(continued)

$

3,000,000

Cisco

Systems,

Inc

5

.050

%

02/26/34

$

2,989,174‌

1,000,000

Cisco

Systems,

Inc

5

.900

02/15/39

1,056,695‌

1,175,000

Cisco

Systems,

Inc

5

.500

01/15/40

1,184,585‌

2,000,000

Cisco

Systems,

Inc

5

.300

02/26/54

1,944,029‌

2,000,000

Cisco

Systems,

Inc

5

.350

02/26/64

1,917,130‌

200,000

Corning,

Inc

4

.700

03/15/37

184,047‌

100,000

Corning,

Inc

5

.750

08/15/40

100,038‌

200,000

Corning,

Inc

4

.750

03/15/42

177,075‌

300,000

Corning,

Inc

5

.350

11/15/48

280,578‌

500,000

Corning,

Inc

3

.900

11/15/49

374,686‌

825,000

Corning,

Inc

4

.375

11/15/57

632,533‌

200,000

Corning,

Inc

5

.850

11/15/68

191,343‌

1,000,000

Corning,

Inc

5

.450

11/15/79

904,765‌

2,089,000

Dell

International

LLC

6

.020

06/15/26

2,118,947‌

1,050,000

Dell

International

LLC

4

.900

10/01/26

1,052,929‌

1,000,000

Dell

International

LLC

5

.250

02/01/28

1,012,128‌

2,900,000

Dell

International

LLC

5

.300

10/01/29

2,927,848‌

1,000,000

Dell

International

LLC

4

.350

02/01/30

967,659‌

750,000

(a)

Dell

International

LLC

5

.750

02/01/33

770,442‌

1,000,000

Dell

International

LLC

5

.400

04/15/34

997,587‌

1,000,000

Dell

International

LLC

4

.850

02/01/35

949,628‌

608,000

Dell

International

LLC

8

.100

07/15/36

720,674‌

377,000

Dell

International

LLC

8

.350

07/15/46

479,517‌

2,000,000

Dell

International

LLC

3

.450

12/15/51

1,357,477‌

500,000

Flex

Ltd

3

.750

02/01/26

492,832‌

500,000

Flex

Ltd

6

.000

01/15/28

509,733‌

1,000,000

Flex

Ltd

4

.875

05/12/30

975,171‌

1,000,000

Flex

Ltd

5

.250

01/15/32

983,307‌

1,000,000

Hewlett

Packard

Enterprise

Co

4

.450

09/25/26

994,940‌

1,000,000

Hewlett

Packard

Enterprise

Co

4

.400

09/25/27

989,510‌

2,000,000

Hewlett

Packard

Enterprise

Co

5

.250

07/01/28

2,019,788‌

1,500,000

Hewlett

Packard

Enterprise

Co

4

.550

10/15/29

1,462,186‌

1,500,000

Hewlett

Packard

Enterprise

Co

4

.850

10/15/31

1,462,917‌

2,000,000

Hewlett

Packard

Enterprise

Co

5

.000

10/15/34

1,922,348‌

225,000

Hewlett

Packard

Enterprise

Co

6

.200

10/15/35

235,244‌

1,175,000

(a)

Hewlett

Packard

Enterprise

Co

6

.350

10/15/45

1,219,436‌

2,000,000

Hewlett

Packard

Enterprise

Co

5

.600

10/15/54

1,882,596‌

1,000,000

HP,

Inc

1

.450

06/17/26

953,848‌

1,000,000

HP,

Inc

3

.000

06/17/27

957,629‌

500,000

HP,

Inc

4

.750

01/15/28

499,318‌

1,000,000

HP,

Inc

4

.000

04/15/29

958,616‌

1,000,000

HP,

Inc

3

.400

06/17/30

916,453‌

1,000,000

HP,

Inc

2

.650

06/17/31

856,089‌

500,000

HP,

Inc

4

.200

04/15/32

468,179‌

500,000

(a)

HP,

Inc

5

.500

01/15/33

504,557‌

975,000

(a)

HP,

Inc

6

.000

09/15/41

988,475‌

1,000,000

Jabil,

Inc

1

.700

04/15/26

959,891‌

1,000,000

Jabil,

Inc

4

.250

05/15/27

986,149‌

100,000

Jabil,

Inc

3

.950

01/12/28

96,751‌

1,000,000

Jabil,

Inc

5

.450

02/01/29

1,008,165‌

750,000

Jabil,

Inc

3

.600

01/15/30

692,181‌

50,000

Jabil,

Inc

3

.000

01/15/31

44,056‌

1,500,000

Juniper

Networks,

Inc

1

.200

12/10/25

1,451,683‌

600,000

Keysight

Technologies,

Inc

4

.600

04/06/27

596,863‌

500,000

Keysight

Technologies,

Inc

3

.000

10/30/29

455,836‌

1,000,000

Keysight

Technologies,

Inc

4

.950

10/15/34

961,869‌

450,000

Motorola

Solutions,

Inc

4

.600

02/23/28

445,731‌

1,000,000

Motorola

Solutions,

Inc

5

.000

04/15/29

998,468‌

500,000

Motorola

Solutions,

Inc

4

.600

05/23/29

491,822‌

600,000

Motorola

Solutions,

Inc

2

.300

11/15/30

513,775‌

2,250,000

Motorola

Solutions,

Inc

2

.750

05/24/31

1,948,394‌

500,000

Motorola

Solutions,

Inc

5

.600

06/01/32

510,214‌

Bond

Index

Fund

88

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

(continued)

$

1,000,000

Motorola

Solutions,

Inc

5

.400

%

04/15/34

$

1,000,405‌

200,000

Motorola

Solutions,

Inc

5

.500

09/01/44

192,547‌

500,000

NetApp,

Inc

2

.375

06/22/27

472,456‌

750,000

NetApp,

Inc

2

.700

06/22/30

661,672‌

1,000,000

TD

SYNNEX

Corp

1

.750

08/09/26

949,452‌

1,000,000

TD

SYNNEX

Corp

2

.375

08/09/28

907,084‌

1,000,000

TD

SYNNEX

Corp

2

.650

08/09/31

841,020‌

1,000,000

TD

SYNNEX

Corp

6

.100

04/12/34

1,026,218‌

2,000,000

Teledyne

Technologies,

Inc

1

.600

04/01/26

1,921,770‌

625,000

Trimble,

Inc

4

.900

06/15/28

624,451‌

1,000,000

Trimble,

Inc

6

.100

03/15/33

1,038,390‌

1,000,000

Vontier

Corp

1

.800

04/01/26

958,979‌

1,000,000

Vontier

Corp

2

.400

04/01/28

902,430‌

1,000,000

Vontier

Corp

2

.950

04/01/31

858,771‌

1,000,000

Western

Digital

Corp

2

.850

02/01/29

890,096‌

1,000,000

Western

Digital

Corp

3

.100

02/01/32

833,001‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

159,964,807‌

TELECOMMUNICATION

SERVICES

-

1.0%

2,000,000

America

Movil

SAB

de

C.V.

3

.625

04/22/29

1,880,809‌

2,000,000

America

Movil

SAB

de

C.V.

2

.875

05/07/30

1,783,729‌

1,000,000

America

Movil

SAB

de

C.V.

4

.700

07/21/32

955,102‌

440,000

America

Movil

SAB

de

C.V.

6

.125

03/30/40

449,569‌

1,625,000

America

Movil

SAB

de

C.V.

4

.375

07/16/42

1,362,126‌

2,000,000

(a)

America

Movil

SAB

de

C.V.

4

.375

04/22/49

1,641,820‌

10,000,000

AT&T,

Inc

1

.700

03/25/26

9,640,047‌

1,000,000

AT&T,

Inc

2

.950

07/15/26

974,597‌

1,000,000

AT&T,

Inc

2

.300

06/01/27

943,858‌

1,150,000

AT&T,

Inc

1

.650

02/01/28

1,045,721‌

4,375,000

(a)

AT&T,

Inc

4

.350

03/01/29

4,280,236‌

1,000,000

AT&T,

Inc

4

.300

02/15/30

968,475‌

3,000,000

AT&T,

Inc

2

.250

02/01/32

2,480,145‌

10,855,000

AT&T,

Inc

2

.550

12/01/33

8,744,067‌

4,500,000

AT&T,

Inc

5

.400

02/15/34

4,518,019‌

1,825,000

AT&T,

Inc

4

.500

05/15/35

1,687,897‌

3,000,000

AT&T,

Inc

3

.500

06/01/41

2,298,796‌

300,000

AT&T,

Inc

4

.650

06/01/44

254,687‌

2,000,000

AT&T,

Inc

3

.650

06/01/51

1,412,453‌

10,860,000

AT&T,

Inc

3

.500

09/15/53

7,312,478‌

10,357,000

AT&T,

Inc

3

.550

09/15/55

6,965,965‌

9,844,000

AT&T,

Inc

3

.800

12/01/57

6,791,413‌

8,523,000

AT&T,

Inc

3

.650

09/15/59

5,645,344‌

1,000,000

AT&T,

Inc

3

.850

06/01/60

692,746‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

2

.150

02/15/32

813,217‌

500,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5

.100

05/11/33

485,883‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5

.200

02/15/34

975,064‌

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4

.464

04/01/48

605,849‌

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4

.300

07/29/49

585,980‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3

.650

03/17/51

691,443‌

450,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3

.200

02/15/52

287,169‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3

.650

08/15/52

688,586‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5

.550

02/15/54

937,709‌

1,750,000

British

Telecommunications

plc

5

.125

12/04/28

1,753,346‌

1,425,000

British

Telecommunications

plc

9

.625

12/15/30

1,726,372‌

3,690,000

Deutsche

Telekom

International

Finance

BV

8

.750

06/15/30

4,287,230‌

745,000

Orange

S.A.

9

.000

03/01/31

886,932‌

900,000

Orange

S.A.

5

.375

01/13/42

862,901‌

1,725,000

Orange

S.A.

5

.500

02/06/44

1,673,390‌

1,713,000

Rogers

Communications,

Inc

3

.625

12/15/25

1,693,267‌

200,000

Rogers

Communications,

Inc

2

.900

11/15/26

193,118‌

2,000,000

Rogers

Communications,

Inc

3

.200

03/15/27

1,932,160‌

1,000,000

Rogers

Communications,

Inc

5

.000

02/15/29

993,627‌

1,500,000

Rogers

Communications,

Inc

3

.800

03/15/32

1,348,950‌

89

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

1.0%

(continued)

$

1,500,000

Rogers

Communications,

Inc

5

.300

%

02/15/34

$

1,461,993‌

1,000,000

Rogers

Communications,

Inc

4

.500

03/15/42

844,521‌

125,000

Rogers

Communications,

Inc

4

.500

03/15/43

103,792‌

300,000

Rogers

Communications,

Inc

5

.450

10/01/43

281,714‌

600,000

Rogers

Communications,

Inc

5

.000

03/15/44

531,367‌

150,000

Rogers

Communications,

Inc

4

.300

02/15/48

117,257‌

1,500,000

Rogers

Communications,

Inc

4

.350

05/01/49

1,172,310‌

1,300,000

Rogers

Communications,

Inc

3

.700

11/15/49

908,502‌

2,000,000

(a)

Rogers

Communications,

Inc

4

.550

03/15/52

1,598,850‌

2,000,000

Sprint

Capital

Corp

6

.875

11/15/28

2,122,966‌

2,000,000

Sprint

Capital

Corp

8

.750

03/15/32

2,387,807‌

1,000,000

Sprint

LLC

7

.625

03/01/26

1,022,130‌

625,000

Telefonica

Emisiones

S.A.

7

.045

06/20/36

686,935‌

1,200,000

Telefonica

Emisiones

S.A.

4

.665

03/06/38

1,065,441‌

2,125,000

Telefonica

Emisiones

S.A.

5

.213

03/08/47

1,882,437‌

1,175,000

Telefonica

Emisiones

S.A.

4

.895

03/06/48

995,611‌

900,000

Telefonica

Emisiones

S.A.

5

.520

03/01/49

828,828‌

1,500,000

Telefonica

Emisiones

SAU

4

.103

03/08/27

1,476,243‌

567,000

Telefonica

Europe

BV

8

.250

09/15/30

646,530‌

325,000

TELUS

Corp

2

.800

02/16/27

311,249‌

300,000

TELUS

Corp

3

.700

09/15/27

290,910‌

1,000,000

TELUS

Corp

3

.400

05/13/32

881,943‌

500,000

TELUS

Corp

4

.600

11/16/48

407,394‌

750,000

TELUS

Corp

4

.300

06/15/49

578,973‌

2,500,000

T-Mobile

US,

Inc

5

.750

01/15/34

2,563,094‌

325,000

T-Mobile

US,

Inc

6

.000

06/15/54

329,410‌

4,000,000

T-Mobile

USA,

Inc

1

.500

02/15/26

3,858,993‌

1,000,000

T-Mobile

USA,

Inc

2

.625

04/15/26

974,516‌

4,000,000

T-Mobile

USA,

Inc

3

.750

04/15/27

3,907,834‌

3,500,000

T-Mobile

USA,

Inc

2

.050

02/15/28

3,214,185‌

1,500,000

T-Mobile

USA,

Inc

4

.950

03/15/28

1,500,710‌

1,000,000

T-Mobile

USA,

Inc

4

.800

07/15/28

994,580‌

2,000,000

T-Mobile

USA,

Inc

4

.850

01/15/29

1,988,743‌

1,000,000

T-Mobile

USA,

Inc

2

.625

02/15/29

909,003‌

1,000,000

T-Mobile

USA,

Inc

2

.400

03/15/29

900,515‌

1,000,000

T-Mobile

USA,

Inc

3

.375

04/15/29

933,359‌

1,000,000

T-Mobile

USA,

Inc

4

.200

10/01/29

967,611‌

825,000

T-Mobile

USA,

Inc

3

.875

04/15/30

776,315‌

1,500,000

T-Mobile

USA,

Inc

2

.550

02/15/31

1,290,250‌

1,500,000

T-Mobile

USA,

Inc

2

.250

11/15/31

1,246,057‌

1,000,000

T-Mobile

USA,

Inc

2

.700

03/15/32

846,722‌

4,000,000

T-Mobile

USA,

Inc

5

.200

01/15/33

3,959,485‌

1,425,000

T-Mobile

USA,

Inc

5

.050

07/15/33

1,395,340‌

1,150,000

T-Mobile

USA,

Inc

5

.150

04/15/34

1,131,427‌

2,000,000

T-Mobile

USA,

Inc

4

.700

01/15/35

1,891,619‌

650,000

T-Mobile

USA,

Inc

4

.375

04/15/40

563,425‌

1,350,000

T-Mobile

USA,

Inc

3

.000

02/15/41

962,741‌

3,875,000

T-Mobile

USA,

Inc

4

.500

04/15/50

3,177,227‌

2,500,000

T-Mobile

USA,

Inc

3

.300

02/15/51

1,648,852‌

2,500,000

T-Mobile

USA,

Inc

3

.400

10/15/52

1,667,682‌

4,000,000

T-Mobile

USA,

Inc

5

.650

01/15/53

3,870,488‌

575,000

T-Mobile

USA,

Inc

5

.500

01/15/55

541,129‌

3,000,000

T-Mobile

USA,

Inc

5

.250

06/15/55

2,724,447‌

1,500,000

T-Mobile

USA,

Inc

3

.600

11/15/60

989,899‌

2,000,000

T-Mobile

USA,

Inc

5

.800

09/15/62

1,929,332‌

1,000,000

Verizon

Communications,

Inc

4

.125

03/16/27

988,716‌

2,625,000

Verizon

Communications,

Inc

3

.000

03/22/27

2,535,732‌

5,000,000

Verizon

Communications,

Inc

2

.100

03/22/28

4,597,844‌

4,641,000

Verizon

Communications,

Inc

4

.329

09/21/28

4,545,607‌

350,000

Verizon

Communications,

Inc

3

.875

02/08/29

337,578‌

9,005,000

Verizon

Communications,

Inc

4

.016

12/03/29

8,643,047‌

200,000

Verizon

Communications,

Inc

3

.150

03/22/30

183,140‌

Bond

Index

Fund

90

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

1.0%

(continued)

$

1,550,000

Verizon

Communications,

Inc

1

.500

%

09/18/30

$

1,285,743‌

1,533,000

Verizon

Communications,

Inc

1

.680

10/30/30

1,274,869‌

3,000,000

Verizon

Communications,

Inc

1

.750

01/20/31

2,472,144‌

2,635,000

Verizon

Communications,

Inc

2

.550

03/21/31

2,269,181‌

11,355,000

Verizon

Communications,

Inc

2

.355

03/15/32

9,416,734‌

2,000,000

Verizon

Communications,

Inc

5

.050

05/09/33

1,977,288‌

1,000,000

(c)

Verizon

Communications,

Inc

4

.780

02/15/35

951,930‌

2,000,000

Verizon

Communications,

Inc

2

.650

11/20/40

1,367,484‌

1,350,000

Verizon

Communications,

Inc

3

.400

03/22/41

1,020,992‌

1,000,000

Verizon

Communications,

Inc

2

.850

09/03/41

691,452‌

150,000

Verizon

Communications,

Inc

4

.000

03/22/50

113,844‌

4,000,000

Verizon

Communications,

Inc

2

.875

11/20/50

2,456,704‌

5,225,000

Verizon

Communications,

Inc

3

.550

03/22/51

3,692,244‌

1,000,000

Verizon

Communications,

Inc

3

.875

03/01/52

738,438‌

2,500,000

Verizon

Communications,

Inc

5

.500

02/23/54

2,392,237‌

8,764,000

Verizon

Communications,

Inc

2

.987

10/30/56

5,197,292‌

2,000,000

(a)

Verizon

Communications,

Inc

3

.000

11/20/60

1,157,229‌

6,000,000

Verizon

Communications,

Inc

3

.700

03/22/61

4,068,419‌

683,000

Vodafone

Group

plc

6

.150

02/27/37

717,103‌

1,000,000

Vodafone

Group

plc

4

.875

06/19/49

861,408‌

1,500,000

Vodafone

Group

plc

4

.250

09/17/50

1,163,846‌

825,000

Vodafone

Group

plc

5

.625

02/10/53

784,061‌

4,000,000

Vodafone

Group

plc

5

.750

06/28/54

3,857,874‌

500,000

Vodafone

Group

plc

5

.125

06/19/59

432,418‌

1,500,000

Vodafone

Group

plc

5

.750

02/10/63

1,413,696‌

1,500,000

Vodafone

Group

plc

5

.875

06/28/64

1,451,338‌

TOTAL

TELECOMMUNICATION

SERVICES

249,470,617‌

TRANSPORTATION

-

0.5%

357,101

American

Airlines

2

.875

07/11/34

311,762‌

2,000,000

Boeing

Co

6

.298

05/01/29

2,073,134‌

2,000,000

Boeing

Co

6

.388

05/01/31

2,091,042‌

2,000,000

Boeing

Co

6

.528

05/01/34

2,095,217‌

975,000

Boeing

Co

6

.858

05/01/54

1,036,275‌

2,000,000

Boeing

Co

7

.008

05/01/64

2,122,253‌

300,000

Burlington

Northern

Santa

Fe

LLC

3

.000

04/01/25

298,799‌

700,000

Burlington

Northern

Santa

Fe

LLC

3

.650

09/01/25

695,460‌

660,000

Burlington

Northern

Santa

Fe

LLC

5

.750

05/01/40

677,641‌

250,000

Burlington

Northern

Santa

Fe

LLC

5

.050

03/01/41

236,423‌

200,000

Burlington

Northern

Santa

Fe

LLC

4

.400

03/15/42

173,444‌

300,000

Burlington

Northern

Santa

Fe

LLC

4

.450

03/15/43

260,812‌

500,000

Burlington

Northern

Santa

Fe

LLC

5

.150

09/01/43

478,517‌

500,000

Burlington

Northern

Santa

Fe

LLC

4

.900

04/01/44

457,821‌

600,000

Burlington

Northern

Santa

Fe

LLC

4

.550

09/01/44

522,909‌

1,275,000

Burlington

Northern

Santa

Fe

LLC

4

.150

04/01/45

1,048,479‌

200,000

Burlington

Northern

Santa

Fe

LLC

4

.700

09/01/45

176,652‌

1,150,000

Burlington

Northern

Santa

Fe

LLC

3

.900

08/01/46

896,873‌

400,000

Burlington

Northern

Santa

Fe

LLC

4

.125

06/15/47

323,908‌

1,675,000

Burlington

Northern

Santa

Fe

LLC

4

.050

06/15/48

1,333,467‌

1,025,000

Burlington

Northern

Santa

Fe

LLC

4

.150

12/15/48

821,615‌

750,000

Burlington

Northern

Santa

Fe

LLC

3

.550

02/15/50

541,938‌

750,000

Burlington

Northern

Santa

Fe

LLC

3

.050

02/15/51

492,392‌

4,000,000

Burlington

Northern

Santa

Fe

LLC

3

.300

09/15/51

2,742,255‌

1,000,000

Burlington

Northern

Santa

Fe

LLC

4

.450

01/15/53

837,644‌

1,500,000

Burlington

Northern

Santa

Fe

LLC

5

.200

04/15/54

1,411,626‌

1,500,000

Burlington

Northern

Santa

Fe

LLC

5

.500

03/15/55

1,473,493‌

200,000

Canadian

National

Railway

Co

6

.900

07/15/28

213,701‌

500,000

Canadian

National

Railway

Co

3

.850

08/05/32

461,394‌

500,000

Canadian

National

Railway

Co

5

.850

11/01/33

524,008‌

200,000

Canadian

National

Railway

Co

6

.250

08/01/34

216,013‌

1,000,000

Canadian

National

Railway

Co

4

.375

09/18/34

940,570‌

250,000

Canadian

National

Railway

Co

3

.500

11/15/42

187,604‌

100,000

Canadian

National

Railway

Co

4

.500

11/07/43

85,892‌

91

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

650,000

Canadian

National

Railway

Co

3

.200

%

08/02/46

$

456,688‌

725,000

Canadian

National

Railway

Co

3

.650

02/03/48

544,942‌

325,000

Canadian

National

Railway

Co

4

.450

01/20/49

277,001‌

400,000

Canadian

National

Railway

Co

2

.450

05/01/50

232,381‌

1,500,000

Canadian

National

Railway

Co

4

.400

08/05/52

1,254,555‌

500,000

Canadian

National

Railway

Co

6

.125

11/01/53

538,319‌

100,000

Canadian

Pacific

Railway

Co

3

.125

06/01/26

97,654‌

2,000,000

Canadian

Pacific

Railway

Co

1

.750

12/02/26

1,893,900‌

300,000

Canadian

Pacific

Railway

Co

4

.000

06/01/28

291,964‌

500,000

Canadian

Pacific

Railway

Co

2

.875

11/15/29

456,755‌

850,000

Canadian

Pacific

Railway

Co

2

.050

03/05/30

738,161‌

200,000

Canadian

Pacific

Railway

Co

7

.125

10/15/31

221,948‌

600,000

Canadian

Pacific

Railway

Co

2

.450

12/02/31

511,598‌

250,000

Canadian

Pacific

Railway

Co

5

.950

05/15/37

258,991‌

475,000

Canadian

Pacific

Railway

Co

3

.000

12/02/41

344,842‌

100,000

Canadian

Pacific

Railway

Co

4

.300

05/15/43

84,350‌

175,000

Canadian

Pacific

Railway

Co

4

.950

08/15/45

158,558‌

800,000

Canadian

Pacific

Railway

Co

4

.700

05/01/48

694,023‌

500,000

Canadian

Pacific

Railway

Co

3

.500

05/01/50

354,705‌

2,000,000

Canadian

Pacific

Railway

Co

3

.100

12/02/51

1,299,536‌

500,000

Canadian

Pacific

Railway

Co

4

.200

11/15/69

366,479‌

1,275,000

Canadian

Pacific

Railway

Co

6

.125

09/15/15

1,275,106‌

400,000

CH

Robinson

Worldwide,

Inc

4

.200

04/15/28

389,604‌

200,000

CSX

Corp

3

.350

11/01/25

198,144‌

1,200,000

CSX

Corp

2

.600

11/01/26

1,160,116‌

825,000

CSX

Corp

4

.250

03/15/29

807,788‌

600,000

CSX

Corp

2

.400

02/15/30

532,221‌

850,000

CSX

Corp

4

.100

11/15/32

795,534‌

2,500,000

(a)

CSX

Corp

5

.200

11/15/33

2,504,113‌

100,000

CSX

Corp

6

.000

10/01/36

105,000‌

200,000

CSX

Corp

6

.150

05/01/37

212,594‌

400,000

CSX

Corp

5

.500

04/15/41

397,666‌

350,000

CSX

Corp

4

.400

03/01/43

302,687‌

600,000

CSX

Corp

4

.100

03/15/44

491,397‌

800,000

CSX

Corp

3

.800

11/01/46

615,078‌

1,050,000

CSX

Corp

4

.300

03/01/48

864,357‌

850,000

CSX

Corp

4

.750

11/15/48

748,219‌

500,000

CSX

Corp

4

.500

03/15/49

424,160‌

600,000

CSX

Corp

3

.350

09/15/49

416,151‌

1,000,000

CSX

Corp

3

.800

04/15/50

751,971‌

200,000

CSX

Corp

3

.950

05/01/50

154,788‌

800,000

CSX

Corp

2

.500

05/15/51

462,544‌

750,000

CSX

Corp

4

.500

11/15/52

632,448‌

300,000

CSX

Corp

4

.500

08/01/54

250,760‌

625,000

CSX

Corp

4

.900

03/15/55

558,210‌

150,000

CSX

Corp

4

.250

11/01/66

113,372‌

800,000

CSX

Corp

4

.650

03/01/68

654,069‌

500,000

FedEx

Corp

3

.250

04/01/26

491,283‌

500,000

FedEx

Corp

4

.200

10/17/28

489,282‌

1,000,000

FedEx

Corp

3

.100

08/05/29

926,718‌

500,000

FedEx

Corp

4

.250

05/15/30

484,307‌

2,000,000

FedEx

Corp

2

.400

05/15/31

1,706,294‌

1,000,000

(a)

FedEx

Corp

4

.900

01/15/34

973,175‌

200,000

FedEx

Corp

3

.900

02/01/35

176,643‌

3,000,000

FedEx

Corp

3

.250

05/15/41

2,194,335‌

275,000

FedEx

Corp

5

.100

01/15/44

251,306‌

1,100,000

FedEx

Corp

4

.750

11/15/45

940,765‌

600,000

FedEx

Corp

4

.550

04/01/46

499,780‌

450,000

FedEx

Corp

4

.400

01/15/47

364,151‌

900,000

FedEx

Corp

4

.050

02/15/48

688,875‌

500,000

FedEx

Corp

4

.950

10/17/48

436,363‌

1,500,000

(a)

FedEx

Corp

5

.250

05/15/50

1,372,298‌

Bond

Index

Fund

92

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

200,000

FedEx

Corp

4

.500

%

02/01/65

$

148,606‌

1,000,000

GXO

Logistics,

Inc

1

.650

07/15/26

949,643‌

1,000,000

GXO

Logistics,

Inc

6

.250

05/06/29

1,023,993‌

1,000,000

GXO

Logistics,

Inc

6

.500

05/06/34

1,024,938‌

500,000

JB

Hunt

Transport

Services,

Inc

3

.875

03/01/26

494,953‌

350,000

Kirby

Corp

4

.200

03/01/28

338,686‌

350,000

Norfolk

Southern

Corp

2

.900

06/15/26

341,867‌

300,000

Norfolk

Southern

Corp

3

.150

06/01/27

290,232‌

700,000

Norfolk

Southern

Corp

3

.800

08/01/28

678,085‌

1,500,000

Norfolk

Southern

Corp

5

.050

08/01/30

1,515,324‌

1,000,000

Norfolk

Southern

Corp

3

.000

03/15/32

872,323‌

1,000,000

Norfolk

Southern

Corp

4

.450

03/01/33

954,085‌

500,000

Norfolk

Southern

Corp

5

.550

03/15/34

510,008‌

16,000

Norfolk

Southern

Corp

4

.837

10/01/41

14,593‌

300,000

Norfolk

Southern

Corp

4

.450

06/15/45

253,779‌

200,000

Norfolk

Southern

Corp

4

.650

01/15/46

173,631‌

303,000

Norfolk

Southern

Corp

3

.942

11/01/47

232,939‌

1,450,000

Norfolk

Southern

Corp

4

.150

02/28/48

1,153,061‌

500,000

Norfolk

Southern

Corp

4

.100

05/15/49

392,079‌

500,000

Norfolk

Southern

Corp

3

.400

11/01/49

345,600‌

1,000,000

Norfolk

Southern

Corp

3

.050

05/15/50

646,731‌

1,000,000

Norfolk

Southern

Corp

2

.900

08/25/51

615,981‌

175,000

Norfolk

Southern

Corp

4

.050

08/15/52

134,284‌

1,000,000

Norfolk

Southern

Corp

3

.700

03/15/53

718,678‌

300,000

Norfolk

Southern

Corp

4

.550

06/01/53

251,289‌

1,000,000

(a)

Norfolk

Southern

Corp

5

.350

08/01/54

952,067‌

1,170,000

Norfolk

Southern

Corp

3

.155

05/15/55

738,980‌

200,000

Norfolk

Southern

Corp

5

.950

03/15/64

205,072‌

1,000,000

Norfolk

Southern

Corp

4

.100

05/15/21

692,002‌

500,000

Ryder

System,

Inc

3

.350

09/01/25

495,094‌

1,000,000

Ryder

System,

Inc

1

.750

09/01/26

950,993‌

500,000

Ryder

System,

Inc

2

.900

12/01/26

482,516‌

1,000,000

Ryder

System,

Inc

2

.850

03/01/27

959,726‌

1,000,000

Ryder

System,

Inc

5

.650

03/01/28

1,023,202‌

1,500,000

Ryder

System,

Inc

5

.375

03/15/29

1,518,722‌

500,000

Ryder

System,

Inc

5

.500

06/01/29

508,972‌

1,000,000

Ryder

System,

Inc

4

.950

09/01/29

996,479‌

1,000,000

Ryder

System,

Inc

4

.900

12/01/29

991,182‌

200,000

Southwest

Airlines

Co

3

.000

11/15/26

193,260‌

1,000,000

Southwest

Airlines

Co

5

.125

06/15/27

1,004,457‌

200,000

Southwest

Airlines

Co

3

.450

11/16/27

192,403‌

1,200,000

Southwest

Airlines

Co

2

.625

02/10/30

1,062,069‌

1,500,000

Uber

Technologies,

Inc

4

.300

01/15/30

1,451,535‌

1,500,000

Uber

Technologies,

Inc

4

.800

09/15/34

1,435,603‌

1,500,000

Uber

Technologies,

Inc

5

.350

09/15/54

1,394,864‌

200,000

Union

Pacific

Corp

3

.250

01/15/25

199,880‌

500,000

Union

Pacific

Corp

3

.750

07/15/25

497,715‌

200,000

Union

Pacific

Corp

3

.250

08/15/25

198,287‌

300,000

Union

Pacific

Corp

2

.750

03/01/26

293,758‌

1,000,000

Union

Pacific

Corp

2

.400

02/05/30

887,749‌

2,500,000

Union

Pacific

Corp

2

.375

05/20/31

2,158,239‌

2,000,000

Union

Pacific

Corp

2

.800

02/14/32

1,734,600‌

500,000

Union

Pacific

Corp

4

.500

01/20/33

480,672‌

100,000

Union

Pacific

Corp

3

.375

02/01/35

86,759‌

2,525,000

Union

Pacific

Corp

2

.891

04/06/36

2,036,397‌

100,000

Union

Pacific

Corp

3

.600

09/15/37

83,915‌

500,000

Union

Pacific

Corp

3

.550

08/15/39

405,796‌

1,500,000

Union

Pacific

Corp

3

.200

05/20/41

1,122,912‌

500,000

Union

Pacific

Corp

3

.375

02/14/42

380,322‌

200,000

Union

Pacific

Corp

3

.350

08/15/46

142,563‌

300,000

Union

Pacific

Corp

4

.000

04/15/47

237,172‌

4,000,000

Union

Pacific

Corp

3

.250

02/05/50

2,728,620‌

93

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

1,070,000

Union

Pacific

Corp

3

.799

%

10/01/51

$

797,422‌

500,000

Union

Pacific

Corp

2

.950

03/10/52

315,649‌

1,000,000

Union

Pacific

Corp

3

.500

02/14/53

704,581‌

1,000,000

Union

Pacific

Corp

4

.950

05/15/53

913,941‌

200,000

Union

Pacific

Corp

3

.875

02/01/55

150,169‌

300,000

Union

Pacific

Corp

3

.950

08/15/59

218,120‌

1,000,000

Union

Pacific

Corp

3

.839

03/20/60

714,665‌

1,500,000

Union

Pacific

Corp

3

.550

05/20/61

1,000,283‌

2,000,000

Union

Pacific

Corp

2

.973

09/16/62

1,150,739‌

200,000

Union

Pacific

Corp

4

.100

09/15/67

145,233‌

500,000

Union

Pacific

Corp

3

.750

02/05/70

333,583‌

500,000

Union

Pacific

Corp

3

.799

04/06/71

339,234‌

500,000

Union

Pacific

Corp

3

.850

02/14/72

346,948‌

625,000

United

Airlines

2024-

Class

AA

Pass

Through

Trust

5

.450

08/15/38

625,872‌

1,000,000

United

Airlines

2024-1

Class

A

Pass

Through

Trust

5

.875

02/15/37

1,017,534‌

125,000

United

Parcel

Service,

Inc

2

.400

11/15/26

120,497‌

875,000

United

Parcel

Service,

Inc

3

.050

11/15/27

840,962‌

500,000

United

Parcel

Service,

Inc

3

.400

03/15/29

474,690‌

500,000

United

Parcel

Service,

Inc

2

.500

09/01/29

453,692‌

750,000

United

Parcel

Service,

Inc

4

.450

04/01/30

742,217‌

2,000,000

(a)

United

Parcel

Service,

Inc

4

.875

03/03/33

1,976,289‌

1,000,000

(a)

United

Parcel

Service,

Inc

5

.150

05/22/34

997,850‌

510,000

United

Parcel

Service,

Inc

6

.200

01/15/38

546,348‌

450,000

United

Parcel

Service,

Inc

3

.625

10/01/42

350,472‌

400,000

United

Parcel

Service,

Inc

3

.400

11/15/46

289,574‌

1,550,000

United

Parcel

Service,

Inc

3

.750

11/15/47

1,172,948‌

300,000

United

Parcel

Service,

Inc

4

.250

03/15/49

244,570‌

500,000

United

Parcel

Service,

Inc

3

.400

09/01/49

352,125‌

1,630,000

United

Parcel

Service,

Inc

5

.300

04/01/50

1,557,379‌

1,000,000

United

Parcel

Service,

Inc

5

.050

03/03/53

916,476‌

800,000

United

Parcel

Service,

Inc

5

.500

05/22/54

779,594‌

1,000,000

United

Parcel

Service,

Inc

5

.600

05/22/64

969,635‌

TOTAL

TRANSPORTATION

133,711,288‌

UTILITIES

-

2.3%

200,000

AEP

Texas,

Inc

3

.950

06/01/28

193,252‌

1,000,000

AEP

Texas,

Inc

5

.450

05/15/29

1,012,870‌

550,000

AEP

Texas,

Inc

2

.100

07/01/30

471,207‌

500,000

AEP

Texas,

Inc

4

.700

05/15/32

478,386‌

1,000,000

AEP

Texas,

Inc

5

.700

05/15/34

1,006,175‌

200,000

AEP

Texas,

Inc

3

.800

10/01/47

143,763‌

100,000

AEP

Texas,

Inc

4

.150

05/01/49

75,495‌

850,000

AEP

Texas,

Inc

3

.450

05/15/51

563,513‌

1,000,000

AEP

Transmission

Co

LLC

5

.150

04/01/34

983,814‌

600,000

AEP

Transmission

Co

LLC

4

.000

12/01/46

472,114‌

500,000

AEP

Transmission

Co

LLC

3

.750

12/01/47

370,685‌

200,000

AEP

Transmission

Co

LLC

4

.250

09/15/48

159,747‌

300,000

AEP

Transmission

Co

LLC

3

.800

06/15/49

222,580‌

550,000

AEP

Transmission

Co

LLC

2

.750

08/15/51

330,325‌

300,000

AEP

Transmission

Co

LLC

5

.400

03/15/53

285,871‌

600,000

AES

Corp

1

.375

01/15/26

577,893‌

1,000,000

AES

Corp

5

.450

06/01/28

1,005,415‌

675,000

(a)

AES

Corp

2

.450

01/15/31

562,482‌

575,000

(a)

Alabama

Power

Co

1

.450

09/15/30

475,834‌

500,000

Alabama

Power

Co

5

.850

11/15/33

518,133‌

200,000

Alabama

Power

Co

3

.850

12/01/42

158,857‌

400,000

Alabama

Power

Co

3

.750

03/01/45

306,251‌

300,000

Alabama

Power

Co

4

.300

01/02/46

249,017‌

350,000

Alabama

Power

Co

3

.700

12/01/47

261,301‌

1,000,000

Alabama

Power

Co

4

.300

07/15/48

820,378‌

1,000,000

Alabama

Power

Co

3

.125

07/15/51

657,136‌

1,000,000

Alabama

Power

Co

3

.000

03/15/52

641,891‌

400,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

401,931‌

Bond

Index

Fund

94

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

2,000,000

Ameren

Corp

1

.750

%

03/15/28

$

1,809,403‌

1,000,000

Ameren

Corp

5

.000

01/15/29

1,001,535‌

300,000

Ameren

Illinois

Co

3

.800

05/15/28

290,789‌

750,000

Ameren

Illinois

Co

1

.550

11/15/30

621,841‌

500,000

Ameren

Illinois

Co

3

.850

09/01/32

458,679‌

725,000

Ameren

Illinois

Co

4

.950

06/01/33

711,558‌

125,000

Ameren

Illinois

Co

4

.150

03/15/46

103,340‌

1,150,000

Ameren

Illinois

Co

3

.700

12/01/47

866,294‌

575,000

Ameren

Illinois

Co

4

.500

03/15/49

485,401‌

325,000

Ameren

Illinois

Co

2

.900

06/15/51

204,239‌

325,000

Ameren

Illinois

Co

5

.900

12/01/52

333,171‌

350,000

American

Electric

Power

Co,

Inc

3

.200

11/13/27

335,367‌

700,000

American

Electric

Power

Co,

Inc

4

.300

12/01/28

683,837‌

2,000,000

American

Electric

Power

Co,

Inc

5

.200

01/15/29

2,015,076‌

500,000

American

Electric

Power

Co,

Inc

2

.300

03/01/30

435,031‌

1,000,000

American

Electric

Power

Co,

Inc

5

.625

03/01/33

1,010,205‌

500,000

American

Electric

Power

Co,

Inc

6

.950

12/15/54

515,886‌

500,000

(a)

American

Electric

Power

Co,

Inc

7

.050

12/15/54

518,032‌

1,000,000

American

Electric

Power

Co,

Inc

3

.875

02/15/62

940,202‌

200,000

American

Water

Capital

Corp

2

.950

09/01/27

191,185‌

500,000

American

Water

Capital

Corp

3

.750

09/01/28

480,821‌

750,000

American

Water

Capital

Corp

3

.450

06/01/29

706,178‌

100,000

American

Water

Capital

Corp

2

.800

05/01/30

89,792‌

1,250,000

American

Water

Capital

Corp

2

.300

06/01/31

1,055,465‌

1,000,000

American

Water

Capital

Corp

5

.150

03/01/34

991,877‌

225,000

American

Water

Capital

Corp

4

.300

12/01/42

190,144‌

150,000

American

Water

Capital

Corp

4

.300

09/01/45

122,872‌

100,000

American

Water

Capital

Corp

4

.000

12/01/46

78,009‌

1,175,000

American

Water

Capital

Corp

3

.750

09/01/47

871,155‌

500,000

American

Water

Capital

Corp

4

.200

09/01/48

397,300‌

500,000

American

Water

Capital

Corp

4

.150

06/01/49

394,397‌

675,000

American

Water

Capital

Corp

3

.450

05/01/50

465,857‌

1,250,000

American

Water

Capital

Corp

3

.250

06/01/51

833,166‌

1,000,000

American

Water

Capital

Corp

5

.450

03/01/54

956,252‌

1,000,000

Appalachian

Power

Co

2

.700

04/01/31

863,200‌

500,000

Appalachian

Power

Co

4

.500

08/01/32

470,418‌

1,000,000

Appalachian

Power

Co

5

.650

04/01/34

1,003,000‌

300,000

Appalachian

Power

Co

4

.500

03/01/49

240,212‌

775,000

Appalachian

Power

Co

3

.700

05/01/50

537,998‌

200,000

Arizona

Public

Service

Co

2

.950

09/15/27

190,463‌

1,000,000

Arizona

Public

Service

Co

2

.600

08/15/29

904,219‌

750,000

Arizona

Public

Service

Co

6

.350

12/15/32

791,995‌

750,000

Arizona

Public

Service

Co

5

.550

08/01/33

750,045‌

1,000,000

Arizona

Public

Service

Co

5

.700

08/15/34

1,011,107‌

350,000

Arizona

Public

Service

Co

4

.500

04/01/42

296,091‌

200,000

Arizona

Public

Service

Co

4

.350

11/15/45

162,320‌

410,000

Arizona

Public

Service

Co

3

.750

05/15/46

302,679‌

200,000

Arizona

Public

Service

Co

4

.200

08/15/48

154,776‌

200,000

Arizona

Public

Service

Co

4

.250

03/01/49

156,054‌

300,000

Arizona

Public

Service

Co

3

.500

12/01/49

204,781‌

500,000

Arizona

Public

Service

Co

3

.350

05/15/50

337,770‌

750,000

Arizona

Public

Service

Co

2

.650

09/15/50

434,516‌

900,000

Atlantic

City

Electric

Co

4

.000

10/15/28

872,999‌

425,000

Atlantic

City

Electric

Co

2

.300

03/15/31

360,968‌

1,000,000

Atmos

Energy

Corp

2

.625

09/15/29

909,201‌

750,000

Atmos

Energy

Corp

1

.500

01/15/31

615,149‌

175,000

Atmos

Energy

Corp

5

.450

10/15/32

179,212‌

1,500,000

Atmos

Energy

Corp

5

.900

11/15/33

1,569,185‌

100,000

Atmos

Energy

Corp

5

.500

06/15/41

99,058‌

125,000

Atmos

Energy

Corp

4

.150

01/15/43

103,652‌

600,000

Atmos

Energy

Corp

4

.125

10/15/44

488,599‌

500,000

Atmos

Energy

Corp

4

.300

10/01/48

410,167‌

95

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

300,000

Atmos

Energy

Corp

4

.125

%

03/15/49

$

235,863‌

1,500,000

Atmos

Energy

Corp

2

.850

02/15/52

916,786‌

500,000

Atmos

Energy

Corp

5

.750

10/15/52

500,987‌

125,000

Atmos

Energy

Corp

6

.200

11/15/53

132,787‌

400,000

Atmos

Energy

Corp

5

.000

12/15/54

360,290‌

625,000

Avangrid,

Inc

3

.800

06/01/29

592,293‌

150,000

Avista

Corp

4

.350

06/01/48

122,911‌

550,000

Avista

Corp

4

.000

04/01/52

410,721‌

1,500,000

(a)

Baltimore

Gas

and

Electric

Co

2

.250

06/15/31

1,269,529‌

1,000,000

Baltimore

Gas

and

Electric

Co

5

.300

06/01/34

996,757‌

150,000

Baltimore

Gas

and

Electric

Co

3

.500

08/15/46

108,399‌

200,000

Baltimore

Gas

and

Electric

Co

3

.750

08/15/47

149,043‌

200,000

Baltimore

Gas

and

Electric

Co

4

.250

09/15/48

159,862‌

500,000

Baltimore

Gas

and

Electric

Co

3

.200

09/15/49

330,305‌

775,000

Baltimore

Gas

and

Electric

Co

2

.900

06/15/50

483,902‌

500,000

Baltimore

Gas

and

Electric

Co

4

.550

06/01/52

415,021‌

500,000

Baltimore

Gas

and

Electric

Co

5

.400

06/01/53

475,865‌

1,000,000

Baltimore

Gas

and

Electric

Co

5

.650

06/01/54

984,529‌

175,000

Berkshire

Hathaway

Energy

Co

3

.250

04/15/28

166,587‌

2,500,000

Berkshire

Hathaway

Energy

Co

1

.650

05/15/31

2,031,060‌

950,000

Berkshire

Hathaway

Energy

Co

6

.125

04/01/36

999,004‌

1,032,000

Berkshire

Hathaway

Energy

Co

5

.950

05/15/37

1,067,274‌

725,000

Berkshire

Hathaway

Energy

Co

5

.150

11/15/43

688,021‌

975,000

Berkshire

Hathaway

Energy

Co

4

.500

02/01/45

844,631‌

1,250,000

Berkshire

Hathaway

Energy

Co

3

.800

07/15/48

927,222‌

1,025,000

Berkshire

Hathaway

Energy

Co

4

.450

01/15/49

845,487‌

2,500,000

Berkshire

Hathaway

Energy

Co

2

.850

05/15/51

1,526,882‌

1,500,000

Black

Hills

Corp

5

.950

03/15/28

1,544,570‌

550,000

Black

Hills

Corp

2

.500

06/15/30

479,936‌

300,000

Black

Hills

Corp

4

.350

05/01/33

276,401‌

1,000,000

Black

Hills

Corp

6

.150

05/15/34

1,039,365‌

1,000,000

Black

Hills

Corp

6

.000

01/15/35

1,031,164‌

200,000

Black

Hills

Corp

4

.200

09/15/46

156,702‌

200,000

CenterPoint

Energy

Houston

Electric

LLC

2

.400

09/01/26

192,844‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3

.000

02/01/27

290,255‌

1,500,000

(a)

CenterPoint

Energy

Houston

Electric

LLC

5

.200

10/01/28

1,518,218‌

275,000

CenterPoint

Energy

Houston

Electric

LLC

2

.350

04/01/31

234,107‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

6

.950

03/15/33

110,352‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

4

.950

04/01/33

489,097‌

1,000,000

CenterPoint

Energy

Houston

Electric

LLC

5

.150

03/01/34

987,855‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

5

.050

03/01/35

488,166‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3

.950

03/01/48

230,382‌

150,000

CenterPoint

Energy

Houston

Electric

LLC

2

.900

07/01/50

93,940‌

875,000

CenterPoint

Energy

Houston

Electric

LLC

3

.350

04/01/51

599,588‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

3

.600

03/01/52

357,106‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

5

.300

04/01/53

94,084‌

1,000,000

CenterPoint

Energy

Resources

Corp

5

.250

03/01/28

1,009,592‌

200,000

CenterPoint

Energy

Resources

Corp

4

.000

04/01/28

194,178‌

575,000

CenterPoint

Energy

Resources

Corp

1

.750

10/01/30

482,020‌

500,000

CenterPoint

Energy

Resources

Corp

4

.400

07/01/32

473,404‌

1,000,000

CenterPoint

Energy

Resources

Corp

5

.400

03/01/33

1,003,925‌

1,000,000

CenterPoint

Energy

Resources

Corp

5

.400

07/01/34

997,345‌

700,000

CenterPoint

Energy

Resources

Corp

4

.100

09/01/47

546,557‌

135,000

CenterPoint

Energy,

Inc

4

.250

11/01/28

130,407‌

1,000,000

CenterPoint

Energy,

Inc

5

.400

06/01/29

1,011,457‌

750,000

CenterPoint

Energy,

Inc

2

.950

03/01/30

674,346‌

1,000,000

CenterPoint

Energy,

Inc

2

.650

06/01/31

859,195‌

500,000

CenterPoint

Energy,

Inc

3

.700

09/01/49

355,427‌

500,000

CenterPoint

Energy,

Inc

6

.850

02/15/55

510,769‌

500,000

CenterPoint

Energy,

Inc

7

.000

02/15/55

514,312‌

500,000

CenterPoint

Energy,

Inc

6

.700

05/15/55

497,233‌

89,000

Cleco

Corporate

Holdings

LLC

3

.743

05/01/26

87,176‌

Bond

Index

Fund

96

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

300,000

(a)

Cleco

Corporate

Holdings

LLC

3

.375

%

09/15/29

$

269,728‌

200,000

Cleco

Corporate

Holdings

LLC

4

.973

05/01/46

166,862‌

1,000,000

Cleco

Securitization

I

LLC

4

.646

09/01/42

938,637‌

790,000

CMS

Energy

Corp

3

.450

08/15/27

764,615‌

1,000,000

CMS

Energy

Corp

3

.750

12/01/50

870,550‌

300,000

Commonwealth

Edison

Co

3

.700

08/15/28

289,492‌

500,000

Commonwealth

Edison

Co

2

.200

03/01/30

438,406‌

1,000,000

Commonwealth

Edison

Co

3

.150

03/15/32

878,581‌

1,000,000

Commonwealth

Edison

Co

4

.900

02/01/33

978,939‌

1,000,000

Commonwealth

Edison

Co

5

.300

06/01/34

1,002,444‌

200,000

Commonwealth

Edison

Co

3

.800

10/01/42

157,570‌

300,000

Commonwealth

Edison

Co

4

.700

01/15/44

264,017‌

100,000

Commonwealth

Edison

Co

3

.700

03/01/45

76,298‌

250,000

Commonwealth

Edison

Co

3

.650

06/15/46

186,697‌

400,000

Commonwealth

Edison

Co

3

.750

08/15/47

298,589‌

1,175,000

Commonwealth

Edison

Co

4

.000

03/01/48

916,208‌

1,300,000

Commonwealth

Edison

Co

4

.000

03/01/49

1,000,827‌

500,000

Commonwealth

Edison

Co

3

.200

11/15/49

331,775‌

500,000

Commonwealth

Edison

Co

3

.000

03/01/50

322,378‌

1,000,000

Commonwealth

Edison

Co

3

.125

03/15/51

647,713‌

500,000

Commonwealth

Edison

Co

2

.750

09/01/51

294,457‌

500,000

Commonwealth

Edison

Co

5

.300

02/01/53

471,027‌

500,000

Commonwealth

Edison

Co

5

.650

06/01/54

492,989‌

625,000

Connecticut

Light

and

Power

Co

3

.200

03/15/27

606,369‌

400,000

Connecticut

Light

and

Power

Co

4

.650

01/01/29

397,967‌

500,000

Connecticut

Light

and

Power

Co

2

.050

07/01/31

417,712‌

1,000,000

Connecticut

Light

and

Power

Co

4

.900

07/01/33

977,145‌

1,000,000

Connecticut

Light

and

Power

Co

4

.950

08/15/34

975,188‌

400,000

Connecticut

Light

and

Power

Co

4

.300

04/15/44

334,332‌

250,000

Connecticut

Light

and

Power

Co

4

.150

06/01/45

203,833‌

775,000

Connecticut

Light

and

Power

Co

4

.000

04/01/48

607,735‌

500,000

Connecticut

Light

and

Power

Co

5

.250

01/15/53

472,118‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.800

05/15/28

193,896‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.000

12/01/28

292,271‌

100,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.350

04/01/30

93,058‌

2,000,000

(a)

Consolidated

Edison

Co

of

New

York,

Inc

2

.400

06/15/31

1,717,277‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.200

03/01/33

1,000,297‌

750,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.500

03/15/34

763,024‌

1,500,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.375

05/15/34

1,516,652‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.125

03/15/35

983,048‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.200

03/15/42

166,743‌

550,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.950

03/01/43

439,413‌

1,475,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.450

03/15/44

1,259,774‌

150,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.500

12/01/45

127,124‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.850

06/15/46

305,234‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.875

06/15/47

304,627‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.650

12/01/48

256,312‌

500,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.125

05/15/49

393,145‌

700,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.950

04/01/50

544,905‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.200

12/01/51

653,916‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

6

.150

11/15/52

1,047,814‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.900

11/15/53

303,904‌

800,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.700

05/15/54

795,768‌

850,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.625

12/01/54

713,098‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.500

03/15/55

961,086‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.300

12/01/56

155,750‌

1,300,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.000

11/15/57

955,896‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.500

05/15/58

321,328‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.700

11/15/59

697,101‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.000

12/01/60

588,569‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.600

06/15/61

678,800‌

750,000

Constellation

Energy

Generation

LLC

5

.600

03/01/28

764,954‌

97

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

750,000

Constellation

Energy

Generation

LLC

5

.800

%

03/01/33

$

766,356‌

1,000,000

Constellation

Energy

Generation

LLC

6

.125

01/15/34

1,046,763‌

900,000

Constellation

Energy

Generation

LLC

6

.250

10/01/39

938,689‌

625,000

Constellation

Energy

Generation

LLC

5

.600

06/15/42

602,882‌

1,000,000

Constellation

Energy

Generation

LLC

6

.500

10/01/53

1,059,262‌

1,000,000

Constellation

Energy

Generation

LLC

5

.750

03/15/54

972,262‌

500,000

Consumers

Energy

Co

4

.650

03/01/28

498,486‌

250,000

Consumers

Energy

Co

3

.800

11/15/28

241,138‌

1,000,000

Consumers

Energy

Co

4

.900

02/15/29

1,002,569‌

300,000

Consumers

Energy

Co

4

.600

05/30/29

297,218‌

1,000,000

Consumers

Energy

Co

4

.700

01/15/30

993,037‌

275,000

Consumers

Energy

Co

3

.600

08/15/32

248,726‌

500,000

Consumers

Energy

Co

4

.625

05/15/33

482,303‌

600,000

Consumers

Energy

Co

3

.950

07/15/47

469,329‌

600,000

(a)

Consumers

Energy

Co

4

.050

05/15/48

477,649‌

350,000

Consumers

Energy

Co

4

.350

04/15/49

290,772‌

500,000

Consumers

Energy

Co

3

.750

02/15/50

378,386‌

500,000

Consumers

Energy

Co

3

.100

08/15/50

337,569‌

150,000

Consumers

Energy

Co

3

.500

08/01/51

109,175‌

287,000

Consumers

Energy

Co

2

.650

08/15/52

173,007‌

500,000

Consumers

Energy

Co

4

.200

09/01/52

403,238‌

291,000

Consumers

Energy

Co

2

.500

05/01/60

160,263‌

300,000

Dayton

Power

&

Light

Co

3

.950

06/15/49

220,762‌

200,000

Delmarva

Power

&

Light

Co

4

.150

05/15/45

160,134‌

925,000

Dominion

Energy

South

Carolina,

Inc

2

.300

12/01/31

774,636‌

50,000

Dominion

Energy

South

Carolina,

Inc

5

.300

05/15/33

49,904‌

125,000

Dominion

Energy

South

Carolina,

Inc

5

.450

02/01/41

122,009‌

800,000

Dominion

Energy

South

Carolina,

Inc

4

.600

06/15/43

696,499‌

750,000

Dominion

Energy

South

Carolina,

Inc

6

.250

10/15/53

807,113‌

1,000,000

Dominion

Energy,

Inc

1

.450

04/15/26

959,146‌

775,000

Dominion

Energy,

Inc

3

.600

03/15/27

755,906‌

500,000

Dominion

Energy,

Inc

4

.250

06/01/28

490,511‌

303,000

Dominion

Energy,

Inc

3

.375

04/01/30

278,707‌

500,000

Dominion

Energy,

Inc

2

.250

08/15/31

416,128‌

500,000

Dominion

Energy,

Inc

4

.350

08/15/32

468,436‌

1,000,000

Dominion

Energy,

Inc

5

.375

11/15/32

1,002,096‌

475,000

Dominion

Energy,

Inc

3

.300

04/15/41

349,819‌

200,000

Dominion

Energy,

Inc

4

.700

12/01/44

169,740‌

500,000

Dominion

Energy,

Inc

4

.600

03/15/49

411,947‌

500,000

Dominion

Energy,

Inc

4

.850

08/15/52

429,299‌

1,200,000

Dominion

Energy,

Inc

7

.000

06/01/54

1,267,181‌

1,050,000

Dominion

Energy,

Inc

6

.875

02/01/55

1,091,110‌

1,000,000

Dominion

Energy,

Inc

6

.625

05/15/55

1,016,664‌

500,000

DTE

Electric

Co

1

.900

04/01/28

457,802‌

1,500,000

DTE

Electric

Co

3

.000

03/01/32

1,317,485‌

1,000,000

DTE

Electric

Co

5

.200

04/01/33

998,827‌

1,000,000

DTE

Electric

Co

5

.200

03/01/34

996,226‌

200,000

DTE

Electric

Co

4

.000

04/01/43

162,074‌

100,000

DTE

Electric

Co

3

.700

06/01/46

75,880‌

500,000

DTE

Electric

Co

3

.750

08/15/47

376,339‌

1,000,000

DTE

Electric

Co

4

.050

05/15/48

800,270‌

525,000

DTE

Electric

Co

3

.950

03/01/49

409,249‌

1,000,000

DTE

Electric

Co

2

.950

03/01/50

649,579‌

400,000

DTE

Electric

Co

3

.250

04/01/51

272,356‌

450,000

DTE

Electric

Co

3

.650

03/01/52

329,244‌

920,700

DTE

Electric

Securitization

Funding

II

LLC

5

.970

03/01/32

951,204‌

1,000,000

DTE

Electric

Securitization

Funding

II

LLC

6

.090

09/01/37

1,062,067‌

1,000,000

DTE

Energy

Co

1

.050

06/01/25

984,555‌

1,000,000

DTE

Energy

Co

5

.100

03/01/29

1,002,305‌

327,000

DTE

Energy

Co

3

.400

06/15/29

305,878‌

500,000

DTE

Energy

Co

2

.950

03/01/30

449,012‌

1,000,000

DTE

Energy

Co

5

.850

06/01/34

1,026,564‌

Bond

Index

Fund

98

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

200,000

Duke

Energy

Carolinas

LLC

2

.950

%

12/01/26

$

194,204‌

500,000

Duke

Energy

Carolinas

LLC

3

.950

11/15/28

485,511‌

500,000

Duke

Energy

Carolinas

LLC

2

.450

08/15/29

449,712‌

1,500,000

Duke

Energy

Carolinas

LLC

2

.550

04/15/31

1,299,583‌

375,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

324,192‌

1,300,000

Duke

Energy

Carolinas

LLC

4

.950

01/15/33

1,278,370‌

1,000,000

Duke

Energy

Carolinas

LLC

4

.850

01/15/34

969,222‌

125,000

Duke

Energy

Carolinas

LLC

5

.300

02/15/40

122,289‌

300,000

Duke

Energy

Carolinas

LLC

3

.750

06/01/45

229,573‌

200,000

Duke

Energy

Carolinas

LLC

3

.875

03/15/46

155,028‌

1,750,000

Duke

Energy

Carolinas

LLC

3

.700

12/01/47

1,295,690‌

1,500,000

Duke

Energy

Carolinas

LLC

3

.950

03/15/48

1,149,148‌

1,000,000

Duke

Energy

Carolinas

LLC

3

.200

08/15/49

666,342‌

1,500,000

Duke

Energy

Carolinas

LLC

3

.450

04/15/51

1,034,900‌

1,000,000

Duke

Energy

Carolinas

LLC

5

.350

01/15/53

951,302‌

1,500,000

Duke

Energy

Carolinas

LLC

5

.400

01/15/54

1,436,717‌

1,700,000

Duke

Energy

Corp

2

.650

09/01/26

1,645,539‌

350,000

Duke

Energy

Corp

3

.150

08/15/27

336,101‌

1,000,000

Duke

Energy

Corp

5

.000

12/08/27

1,007,129‌

1,000,000

Duke

Energy

Corp

4

.300

03/15/28

984,369‌

1,000,000

(a)

Duke

Energy

Corp

4

.850

01/05/29

995,372‌

1,000,000

Duke

Energy

Corp

2

.450

06/01/30

876,515‌

1,000,000

Duke

Energy

Corp

2

.550

06/15/31

853,792‌

1,000,000

Duke

Energy

Corp

5

.750

09/15/33

1,025,247‌

1,000,000

Duke

Energy

Corp

5

.450

06/15/34

998,385‌

1,000,000

Duke

Energy

Corp

3

.300

06/15/41

733,880‌

300,000

Duke

Energy

Corp

4

.800

12/15/45

258,907‌

1,975,000

Duke

Energy

Corp

3

.750

09/01/46

1,454,095‌

500,000

Duke

Energy

Corp

4

.200

06/15/49

386,294‌

1,000,000

Duke

Energy

Corp

3

.500

06/15/51

674,687‌

500,000

Duke

Energy

Corp

5

.000

08/15/52

436,344‌

1,000,000

Duke

Energy

Corp

6

.100

09/15/53

1,015,797‌

1,000,000

Duke

Energy

Corp

5

.800

06/15/54

974,095‌

225,000

Duke

Energy

Corp

6

.450

09/01/54

227,733‌

750,000

Duke

Energy

Corp

3

.250

01/15/82

697,155‌

1,200,000

Duke

Energy

Florida

LLC

3

.200

01/15/27

1,168,368‌

1,000,000

Duke

Energy

Florida

LLC

2

.400

12/15/31

843,784‌

375,000

Duke

Energy

Florida

LLC

6

.400

06/15/38

403,732‌

500,000

Duke

Energy

Florida

LLC

3

.400

10/01/46

354,139‌

300,000

Duke

Energy

Florida

LLC

4

.200

07/15/48

240,131‌

1,000,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

622,951‌

1,000,000

Duke

Energy

Florida

LLC

5

.950

11/15/52

1,015,881‌

1,000,000

Duke

Energy

Indiana

LLC

5

.250

03/01/34

999,629‌

300,000

Duke

Energy

Indiana

LLC

3

.750

05/15/46

223,682‌

500,000

Duke

Energy

Indiana

LLC

3

.250

10/01/49

335,491‌

275,000

Duke

Energy

Indiana

LLC

2

.750

04/01/50

166,097‌

500,000

Duke

Energy

Indiana

LLC

5

.400

04/01/53

473,605‌

200,000

Duke

Energy

Ohio,

Inc

3

.650

02/01/29

190,964‌

25,000

Duke

Energy

Ohio,

Inc

2

.125

06/01/30

21,622‌

750,000

Duke

Energy

Ohio,

Inc

5

.250

04/01/33

748,456‌

200,000

Duke

Energy

Ohio,

Inc

3

.700

06/15/46

147,521‌

200,000

Duke

Energy

Ohio,

Inc

4

.300

02/01/49

160,635‌

500,000

Duke

Energy

Ohio,

Inc

5

.650

04/01/53

489,343‌

1,000,000

Duke

Energy

Ohio,

Inc

5

.550

03/15/54

966,848‌

300,000

Duke

Energy

Progress

LLC

3

.700

09/01/28

288,996‌

5,357,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

5,078,081‌

1,500,000

Duke

Energy

Progress

LLC

2

.000

08/15/31

1,241,313‌

750,000

Duke

Energy

Progress

LLC

5

.250

03/15/33

751,568‌

1,000,000

Duke

Energy

Progress

LLC

5

.100

03/15/34

988,442‌

400,000

Duke

Energy

Progress

LLC

4

.375

03/30/44

336,589‌

500,000

Duke

Energy

Progress

LLC

4

.150

12/01/44

406,843‌

300,000

Duke

Energy

Progress

LLC

4

.200

08/15/45

243,071‌

99

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

500,000

Duke

Energy

Progress

LLC

3

.700

%

10/15/46

$

370,594‌

200,000

Duke

Energy

Progress

LLC

3

.600

09/15/47

145,481‌

600,000

Duke

Energy

Progress

LLC

2

.500

08/15/50

347,110‌

500,000

Duke

Energy

Progress

LLC

2

.900

08/15/51

309,022‌

750,000

Duke

Energy

Progress

LLC

5

.350

03/15/53

710,202‌

750,000

Edison

International

5

.750

06/15/27

762,521‌

300,000

Edison

International

4

.125

03/15/28

290,896‌

1,000,000

Edison

International

5

.250

11/15/28

1,002,281‌

1,000,000

Edison

International

5

.450

06/15/29

1,009,040‌

500,000

Edison

International

6

.950

11/15/29

533,953‌

1,000,000

Edison

International

5

.250

03/15/32

989,237‌

200,000

El

Paso

Electric

Co

5

.000

12/01/44

171,353‌

2,000,000

Emera

US

Finance

LP

2

.639

06/15/31

1,691,043‌

625,000

Emera

US

Finance

LP

4

.750

06/15/46

517,542‌

400,000

Enel

Americas

S.A.

4

.000

10/25/26

391,138‌

675,000

Enel

Chile

S.A.

4

.875

06/12/28

666,096‌

1,000,000

Entergy

Arkansas

LLC

5

.150

01/15/33

995,336‌

500,000

Entergy

Arkansas

LLC

5

.300

09/15/33

503,083‌

1,000,000

Entergy

Arkansas

LLC

5

.450

06/01/34

1,013,408‌

200,000

Entergy

Arkansas

LLC

4

.200

04/01/49

158,575‌

425,000

Entergy

Arkansas

LLC

2

.650

06/15/51

250,634‌

1,000,000

Entergy

Arkansas

LLC

5

.750

06/01/54

988,637‌

1,000,000

Entergy

Corp

1

.900

06/15/28

903,230‌

175,000

Entergy

Corp

2

.800

06/15/30

155,883‌

625,000

Entergy

Corp

2

.400

06/15/31

527,350‌

500,000

Entergy

Corp

3

.750

06/15/50

354,464‌

650,000

Entergy

Corp

7

.125

12/01/54

662,498‌

200,000

Entergy

Louisiana

LLC

3

.120

09/01/27

192,264‌

1,000,000

(a)

Entergy

Louisiana

LLC

1

.600

12/15/30

826,287‌

1,000,000

Entergy

Louisiana

LLC

2

.350

06/15/32

831,932‌

500,000

Entergy

Louisiana

LLC

4

.000

03/15/33

457,712‌

1,000,000

Entergy

Louisiana

LLC

5

.350

03/15/34

999,124‌

1,000,000

Entergy

Louisiana

LLC

5

.150

09/15/34

983,482‌

500,000

Entergy

Louisiana

LLC

3

.100

06/15/41

358,643‌

300,000

Entergy

Louisiana

LLC

4

.200

09/01/48

238,255‌

300,000

Entergy

Louisiana

LLC

4

.200

04/01/50

236,545‌

500,000

Entergy

Louisiana

LLC

4

.750

09/15/52

430,700‌

1,000,000

Entergy

Louisiana

LLC

5

.700

03/15/54

988,158‌

800,000

Entergy

Mississippi

LLC

3

.850

06/01/49

594,358‌

475,000

Entergy

Mississippi

LLC

3

.500

06/01/51

330,009‌

1,000,000

Entergy

Mississippi

LLC

5

.850

06/01/54

1,008,132‌

1,000,000

Entergy

Texas,

Inc

4

.000

03/30/29

967,618‌

575,000

Entergy

Texas,

Inc

1

.750

03/15/31

473,853‌

200,000

Entergy

Texas,

Inc

4

.500

03/30/39

177,393‌

700,000

Entergy

Texas,

Inc

3

.550

09/30/49

492,231‌

1,000,000

Entergy

Texas,

Inc

5

.800

09/01/53

1,000,119‌

1,000,000

Entergy

Texas,

Inc

5

.550

09/15/54

968,914‌

775,000

Enterprise

Products

Operating

LLC

3

.700

01/31/51

555,278‌

125,000

Essential

Utilities,

Inc

3

.566

05/01/29

117,609‌

225,000

Essential

Utilities,

Inc

2

.704

04/15/30

200,565‌

1,000,000

Essential

Utilities,

Inc

2

.400

05/01/31

848,996‌

1,000,000

(a)

Essential

Utilities,

Inc

5

.375

01/15/34

990,262‌

200,000

Essential

Utilities,

Inc

4

.276

05/01/49

156,438‌

300,000

Essential

Utilities,

Inc

3

.351

04/15/50

197,196‌

500,000

Essential

Utilities,

Inc

5

.300

05/01/52

454,554‌

100,000

Evergy

Kansas

Central,

Inc

2

.550

07/01/26

97,031‌

1,000,000

Evergy

Kansas

Central,

Inc

5

.900

11/15/33

1,033,253‌

500,000

Evergy

Kansas

Central,

Inc

4

.125

03/01/42

408,210‌

175,000

Evergy

Kansas

Central,

Inc

4

.100

04/01/43

141,187‌

375,000

Evergy

Kansas

Central,

Inc

3

.250

09/01/49

248,685‌

425,000

Evergy

Kansas

Central,

Inc

3

.450

04/15/50

293,665‌

1,000,000

Evergy

Kansas

Central,

Inc

5

.700

03/15/53

982,052‌

Bond

Index

Fund

100

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

150,000

Evergy

Metro,

Inc

2

.250

%

06/01/30

$

130,011‌

500,000

Evergy

Metro,

Inc

5

.400

04/01/34

499,812‌

100,000

Evergy

Metro,

Inc

5

.300

10/01/41

94,627‌

650,000

Evergy

Metro,

Inc

4

.200

06/15/47

515,100‌

100,000

Evergy

Metro,

Inc

4

.200

03/15/48

79,216‌

300,000

Evergy

Metro,

Inc

4

.125

04/01/49

233,026‌

750,000

Evergy,

Inc

2

.900

09/15/29

682,413‌

1,000,000

Evergy,

Inc

6

.650

06/01/55

999,714‌

100,000

Eversource

Energy

0

.800

08/15/25

97,459‌

1,000,000

Eversource

Energy

1

.400

08/15/26

945,910‌

200,000

Eversource

Energy

3

.300

01/15/28

190,090‌

1,000,000

Eversource

Energy

5

.450

03/01/28

1,013,028‌

300,000

Eversource

Energy

4

.250

04/01/29

289,780‌

100,000

Eversource

Energy

1

.650

08/15/30

83,198‌

1,000,000

Eversource

Energy

2

.550

03/15/31

855,334‌

1,000,000

Eversource

Energy

5

.850

04/15/31

1,025,734‌

1,000,000

Eversource

Energy

3

.375

03/01/32

875,260‌

500,000

Eversource

Energy

5

.500

01/01/34

496,030‌

1,000,000

Eversource

Energy

5

.950

07/15/34

1,024,458‌

600,000

Eversource

Energy

3

.450

01/15/50

410,060‌

1,500,000

Exelon

Corp

2

.750

03/15/27

1,436,315‌

1,000,000

Exelon

Corp

5

.150

03/15/28

1,005,825‌

1,000,000

Exelon

Corp

3

.350

03/15/32

885,326‌

750,000

Exelon

Corp

5

.300

03/15/33

748,201‌

1,000,000

Exelon

Corp

5

.450

03/15/34

997,682‌

500,000

Exelon

Corp

4

.950

06/15/35

473,615‌

975,000

Exelon

Corp

4

.450

04/15/46

811,996‌

100,000

Exelon

Corp

4

.700

04/15/50

84,379‌

500,000

Exelon

Corp

4

.100

03/15/52

380,063‌

1,000,000

Exelon

Corp

5

.600

03/15/53

962,181‌

3,000,000

(c)

FirstEnergy

Transmission

LLC

4

.550

01/15/30

2,920,567‌

2,500,000

(c)

FirstEnergy

Transmission

LLC

5

.000

01/15/35

2,415,356‌

750,000

Florida

Power

&

Light

Co

5

.050

04/01/28

757,199‌

750,000

Florida

Power

&

Light

Co

4

.400

05/15/28

742,522‌

1,000,000

Florida

Power

&

Light

Co

5

.150

06/15/29

1,012,548‌

425,000

Florida

Power

&

Light

Co

4

.625

05/15/30

421,071‌

1,000,000

Florida

Power

&

Light

Co

2

.450

02/03/32

843,861‌

750,000

Florida

Power

&

Light

Co

5

.100

04/01/33

745,135‌

150,000

Florida

Power

&

Light

Co

4

.800

05/15/33

145,920‌

1,000,000

Florida

Power

&

Light

Co

5

.300

06/15/34

1,002,838‌

100,000

Florida

Power

&

Light

Co

4

.125

02/01/42

83,372‌

200,000

Florida

Power

&

Light

Co

4

.050

06/01/42

164,775‌

450,000

Florida

Power

&

Light

Co

3

.800

12/15/42

356,351‌

400,000

Florida

Power

&

Light

Co

4

.050

10/01/44

325,805‌

500,000

Florida

Power

&

Light

Co

3

.700

12/01/47

374,860‌

1,675,000

Florida

Power

&

Light

Co

3

.950

03/01/48

1,314,975‌

500,000

Florida

Power

&

Light

Co

4

.125

06/01/48

399,899‌

1,100,000

Florida

Power

&

Light

Co

3

.990

03/01/49

859,747‌

400,000

Florida

Power

&

Light

Co

3

.150

10/01/49

269,619‌

500,000

Florida

Power

&

Light

Co

2

.875

12/04/51

312,514‌

750,000

Florida

Power

&

Light

Co

5

.300

04/01/53

714,438‌

1,000,000

(a)

Florida

Power

&

Light

Co

5

.600

06/15/54

997,776‌

768,000

Fortis,

Inc

3

.055

10/04/26

743,834‌

100,000

Georgia

Power

Co

3

.250

04/01/26

98,296‌

700,000

Georgia

Power

Co

3

.250

03/30/27

679,415‌

1,000,000

Georgia

Power

Co

4

.650

05/16/28

995,783‌

700,000

Georgia

Power

Co

2

.650

09/15/29

634,905‌

1,500,000

Georgia

Power

Co

4

.550

03/15/30

1,474,712‌

1,500,000

Georgia

Power

Co

4

.950

05/17/33

1,468,938‌

1,500,000

Georgia

Power

Co

5

.250

03/15/34

1,488,323‌

625,000

Georgia

Power

Co

4

.300

03/15/42

531,450‌

700,000

Georgia

Power

Co

4

.300

03/15/43

585,204‌

101

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

2,500,000

Georgia

Power

Co

3

.250

%

03/15/51

$

1,685,148‌

200,000

Gulf

Power

Co

3

.300

05/30/27

193,644‌

400,000

Iberdrola

International

BV

6

.750

07/15/36

441,677‌

1,000,000

Idaho

Power

Co

5

.200

08/15/34

993,234‌

425,000

Idaho

Power

Co

5

.500

03/15/53

407,274‌

1,000,000

Idaho

Power

Co

5

.800

04/01/54

997,208‌

500,000

Indiana

Michigan

Power

Co

3

.850

05/15/28

483,845‌

225,000

Indiana

Michigan

Power

Co

4

.550

03/15/46

190,297‌

100,000

Indiana

Michigan

Power

Co

3

.750

07/01/47

74,216‌

300,000

Indiana

Michigan

Power

Co

4

.250

08/15/48

236,488‌

675,000

Indiana

Michigan

Power

Co

3

.250

05/01/51

443,346‌

500,000

Indiana

Michigan

Power

Co

5

.625

04/01/53

487,171‌

1,000,000

Ingersoll

Rand,

Inc

5

.700

06/15/54

981,285‌

725,000

Interstate

Power

and

Light

Co

4

.100

09/26/28

703,859‌

325,000

Interstate

Power

and

Light

Co

3

.600

04/01/29

307,805‌

125,000

Interstate

Power

and

Light

Co

2

.300

06/01/30

108,209‌

1,000,000

Interstate

Power

and

Light

Co

5

.700

10/15/33

1,016,093‌

200,000

Interstate

Power

and

Light

Co

4

.950

09/30/34

192,273‌

100,000

(a)

Interstate

Power

and

Light

Co

6

.250

07/15/39

105,667‌

100,000

Interstate

Power

and

Light

Co

3

.700

09/15/46

74,124‌

300,000

Interstate

Power

and

Light

Co

3

.500

09/30/49

210,007‌

1,000,000

Interstate

Power

and

Light

Co

3

.100

11/30/51

637,539‌

500,000

Interstate

Power

and

Light

Co

5

.450

09/30/54

472,939‌

100,000

IPALCO

Enterprises,

Inc

4

.250

05/01/30

94,166‌

500,000

IPALCO

Enterprises,

Inc

5

.750

04/01/34

500,832‌

100,000

ITC

Holdings

Corp

3

.250

06/30/26

97,753‌

900,000

ITC

Holdings

Corp

3

.350

11/15/27

865,756‌

750,000

(c)

Jersey

Central

Power

&

Light

Co

5

.100

01/15/35

731,573‌

1,500,000

Johnsonville

Aeroderivative

Combustion

Turbine

Generation

LLC

5

.078

10/01/54

1,446,091‌

1,000,000

Kentucky

Utilities

Co

5

.450

04/15/33

1,010,594‌

300,000

Kentucky

Utilities

Co

4

.375

10/01/45

248,530‌

400,000

Kentucky

Utilities

Co

3

.300

06/01/50

269,334‌

1,000,000

Louisville

Gas

and

Electric

Co

5

.450

04/15/33

1,010,721‌

300,000

Louisville

Gas

and

Electric

Co

4

.250

04/01/49

238,338‌

1,500,000

MidAmerican

Energy

Co

3

.100

05/01/27

1,451,228‌

575,000

MidAmerican

Energy

Co

3

.650

04/15/29

548,384‌

425,000

MidAmerican

Energy

Co

5

.350

01/15/34

430,102‌

200,000

MidAmerican

Energy

Co

4

.800

09/15/43

179,577‌

200,000

MidAmerican

Energy

Co

4

.400

10/15/44

170,973‌

200,000

MidAmerican

Energy

Co

4

.250

05/01/46

164,796‌

500,000

MidAmerican

Energy

Co

3

.950

08/01/47

388,903‌

1,000,000

MidAmerican

Energy

Co

3

.650

08/01/48

741,032‌

300,000

MidAmerican

Energy

Co

4

.250

07/15/49

243,163‌

300,000

MidAmerican

Energy

Co

3

.150

04/15/50

201,288‌

1,000,000

MidAmerican

Energy

Co

2

.700

08/01/52

605,306‌

400,000

MidAmerican

Energy

Co

5

.850

09/15/54

406,523‌

250,000

(a)

MidAmerican

Energy

Co

5

.300

02/01/55

236,160‌

500,000

Mississippi

Power

Co

3

.950

03/30/28

486,752‌

750,000

Mississippi

Power

Co

4

.250

03/15/42

624,624‌

1,000,000

Mississippi

Power

Co

3

.100

07/30/51

650,125‌

300,000

National

Fuel

Gas

Co

5

.200

07/15/25

299,805‌

300,000

National

Fuel

Gas

Co

5

.500

01/15/26

301,165‌

200,000

National

Fuel

Gas

Co

3

.950

09/15/27

194,323‌

200,000

National

Fuel

Gas

Co

4

.750

09/01/28

197,130‌

1,100,000

National

Fuel

Gas

Co

2

.950

03/01/31

947,032‌

1,000,000

National

Grid

plc

5

.602

06/12/28

1,019,494‌

1,000,000

National

Grid

plc

5

.809

06/12/33

1,019,993‌

1,000,000

National

Grid

plc

5

.418

01/11/34

995,182‌

250,000

National

Grid

USA

5

.803

04/01/35

249,787‌

1,000,000

Nevada

Power

Co

3

.700

05/01/29

954,116‌

500,000

Nevada

Power

Co

2

.400

05/01/30

439,745‌

500,000

Nevada

Power

Co

3

.125

08/01/50

319,209‌

Bond

Index

Fund

102

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

500,000

Nevada

Power

Co

5

.900

%

05/01/53

$

501,533‌

1,000,000

Nevada

Power

Co

6

.000

03/15/54

1,021,148‌

1,125,000

NextEra

Energy

Capital

Holdings,

Inc

3

.550

05/01/27

1,096,337‌

1,250,000

NextEra

Energy

Capital

Holdings,

Inc

4

.625

07/15/27

1,248,304‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

02/28/28

1,001,346‌

2,500,000

NextEra

Energy

Capital

Holdings,

Inc

1

.900

06/15/28

2,263,159‌

2,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

03/15/29

1,993,715‌

300,000

NextEra

Energy

Capital

Holdings,

Inc

3

.500

04/01/29

283,099‌

450,000

(a)

NextEra

Energy

Capital

Holdings,

Inc

2

.750

11/01/29

408,102‌

1,500,000

(a)

NextEra

Energy

Capital

Holdings,

Inc

5

.000

02/28/30

1,502,805‌

2,980,000

NextEra

Energy

Capital

Holdings,

Inc

2

.250

06/01/30

2,576,511‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

2

.440

01/15/32

833,947‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

5

.000

07/15/32

442,925‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5

.050

02/28/33

1,470,420‌

1,625,000

NextEra

Energy

Capital

Holdings,

Inc

5

.250

03/15/34

1,607,240‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3

.000

01/15/52

624,777‌

1,000,000

(a)

NextEra

Energy

Capital

Holdings,

Inc

5

.250

02/28/53

917,787‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6

.750

06/15/54

1,536,723‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6

.700

09/01/54

1,526,691‌

1,700,000

NextEra

Energy

Capital

Holdings,

Inc

5

.650

05/01/79

1,657,035‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3

.800

03/15/82

951,338‌

1,000,000

NiSource,

Inc

3

.490

05/15/27

973,389‌

1,500,000

NiSource,

Inc

5

.250

03/30/28

1,512,996‌

750,000

NiSource,

Inc

5

.200

07/01/29

755,711‌

750,000

NiSource,

Inc

2

.950

09/01/29

686,500‌

200,000

NiSource,

Inc

3

.600

05/01/30

186,557‌

800,000

NiSource,

Inc

1

.700

02/15/31

654,141‌

1,000,000

NiSource,

Inc

5

.400

06/30/33

1,000,985‌

1,000,000

NiSource,

Inc

5

.350

04/01/34

991,721‌

77,000

NiSource,

Inc

5

.950

06/15/41

77,844‌

700,000

NiSource,

Inc

5

.250

02/15/43

651,830‌

450,000

NiSource,

Inc

4

.800

02/15/44

397,410‌

815,000

NiSource,

Inc

5

.650

02/01/45

795,825‌

350,000

NiSource,

Inc

4

.375

05/15/47

286,076‌

500,000

(a)

NiSource,

Inc

3

.950

03/30/48

380,482‌

200,000

NiSource,

Inc

5

.000

06/15/52

176,947‌

750,000

NiSource,

Inc

6

.950

11/30/54

763,581‌

750,000

NiSource,

Inc

6

.375

03/31/55

746,593‌

600,000

Northern

States

Power

Co

2

.250

04/01/31

511,109‌

425,000

Northern

States

Power

Co

5

.350

11/01/39

417,346‌

175,000

Northern

States

Power

Co

3

.600

05/15/46

130,460‌

1,950,000

Northern

States

Power

Co

3

.600

09/15/47

1,440,734‌

325,000

Northern

States

Power

Co

2

.900

03/01/50

207,919‌

467,000

Northern

States

Power

Co

2

.600

06/01/51

278,851‌

1,000,000

Northern

States

Power

Co

3

.200

04/01/52

670,318‌

400,000

Northern

States

Power

Co

4

.500

06/01/52

335,547‌

500,000

Northern

States

Power

Co

5

.100

05/15/53

462,548‌

1,000,000

Northern

States

Power

Co

5

.400

03/15/54

963,915‌

1,000,000

Northern

States

Power

Co

5

.650

06/15/54

998,378‌

200,000

NorthWestern

Corp

4

.176

11/15/44

160,266‌

300,000

NSTAR

Electric

Co

3

.200

05/15/27

289,949‌

1,000,000

NSTAR

Electric

Co

1

.950

08/15/31

829,815‌

1,000,000

NSTAR

Electric

Co

5

.400

06/01/34

1,004,938‌

1,100,000

(a)

NSTAR

Electric

Co

3

.100

06/01/51

718,531‌

350,000

NSTAR

Electric

Co

4

.550

06/01/52

293,010‌

500,000

Oglethorpe

Power

Corp

4

.500

04/01/47

409,659‌

500,000

Oglethorpe

Power

Corp

5

.050

10/01/48

440,261‌

750,000

Oglethorpe

Power

Corp

3

.750

08/01/50

533,549‌

500,000

Oglethorpe

Power

Corp

5

.250

09/01/50

448,947‌

500,000

Oglethorpe

Power

Corp

6

.200

12/01/53

514,861‌

1,000,000

(c)

Oglethorpe

Power

Corp

5

.800

06/01/54

981,141‌

2,000,000

Ohio

Power

Co

1

.625

01/15/31

1,627,565‌

103

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

750,000

Ohio

Power

Co

5

.650

%

06/01/34

$

754,912‌

500,000

Ohio

Power

Co

4

.150

04/01/48

383,477‌

1,500,000

Ohio

Power

Co

4

.000

06/01/49

1,124,294‌

1,000,000

Ohio

Power

Co

2

.900

10/01/51

601,002‌

200,000

Oklahoma

Gas

and

Electric

Co

3

.800

08/15/28

193,018‌

500,000

Oklahoma

Gas

and

Electric

Co

3

.300

03/15/30

460,022‌

100,000

Oklahoma

Gas

and

Electric

Co

3

.250

04/01/30

91,704‌

500,000

(a)

Oklahoma

Gas

and

Electric

Co

5

.400

01/15/33

503,927‌

200,000

Oklahoma

Gas

and

Electric

Co

4

.150

04/01/47

157,186‌

200,000

Oklahoma

Gas

and

Electric

Co

3

.850

08/15/47

150,258‌

2,000,000

Oklahoma

Gas

and

Electric

Co

5

.600

04/01/53

1,946,389‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

0

.550

10/01/25

970,566‌

750,000

Oncor

Electric

Delivery

Co

LLC

3

.700

11/15/28

721,224‌

1,500,000

(a)

Oncor

Electric

Delivery

Co

LLC

5

.750

03/15/29

1,552,776‌

425,000

Oncor

Electric

Delivery

Co

LLC

4

.150

06/01/32

397,404‌

500,000

Oncor

Electric

Delivery

Co

LLC

4

.550

09/15/32

480,446‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

5

.650

11/15/33

1,025,378‌

100,000

Oncor

Electric

Delivery

Co

LLC

5

.250

09/30/40

97,126‌

550,000

Oncor

Electric

Delivery

Co

LLC

4

.550

12/01/41

482,449‌

56,000

Oncor

Electric

Delivery

Co

LLC

5

.300

06/01/42

53,585‌

300,000

Oncor

Electric

Delivery

Co

LLC

3

.750

04/01/45

230,418‌

400,000

Oncor

Electric

Delivery

Co

LLC

3

.800

09/30/47

303,226‌

200,000

Oncor

Electric

Delivery

Co

LLC

4

.100

11/15/48

158,167‌

500,000

Oncor

Electric

Delivery

Co

LLC

3

.800

06/01/49

376,999‌

500,000

Oncor

Electric

Delivery

Co

LLC

3

.100

09/15/49

327,317‌

200,000

Oncor

Electric

Delivery

Co

LLC

3

.700

05/15/50

146,008‌

550,000

Oncor

Electric

Delivery

Co

LLC

2

.700

11/15/51

324,214‌

2,000,000

Oncor

Electric

Delivery

Co

LLC

4

.950

09/15/52

1,786,308‌

164,000

Oncor

Electric

Delivery

Co

LLC

5

.350

10/01/52

155,178‌

1,000,000

(c)

Oncor

Electric

Delivery

Co

LLC

5

.550

06/15/54

974,186‌

1,000,000

ONE

Gas,

Inc

5

.100

04/01/29

1,006,892‌

100,000

ONE

Gas,

Inc

2

.000

05/15/30

86,444‌

500,000

ONE

Gas,

Inc

4

.250

09/01/32

472,660‌

100,000

ONE

Gas,

Inc

4

.658

02/01/44

87,437‌

500,000

ONE

Gas,

Inc

4

.500

11/01/48

415,214‌

2,000,000

Pacific

Gas

and

Electric

Co

3

.150

01/01/26

1,965,142‌

500,000

Pacific

Gas

and

Electric

Co

5

.450

06/15/27

505,726‌

3,000,000

Pacific

Gas

and

Electric

Co

2

.100

08/01/27

2,798,686‌

1,500,000

Pacific

Gas

and

Electric

Co

3

.000

06/15/28

1,405,529‌

500,000

(a)

Pacific

Gas

and

Electric

Co

6

.100

01/15/29

517,239‌

1,000,000

Pacific

Gas

and

Electric

Co

4

.200

03/01/29

966,479‌

500,000

Pacific

Gas

and

Electric

Co

5

.550

05/15/29

508,154‌

3,000,000

Pacific

Gas

and

Electric

Co

4

.550

07/01/30

2,903,408‌

3,000,000

Pacific

Gas

and

Electric

Co

2

.500

02/01/31

2,565,233‌

2,000,000

Pacific

Gas

and

Electric

Co

3

.250

06/01/31

1,773,277‌

1,000,000

Pacific

Gas

and

Electric

Co

4

.400

03/01/32

939,559‌

500,000

Pacific

Gas

and

Electric

Co

5

.900

06/15/32

513,262‌

500,000

Pacific

Gas

and

Electric

Co

6

.150

01/15/33

518,957‌

1,500,000

Pacific

Gas

and

Electric

Co

6

.400

06/15/33

1,581,112‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.950

03/15/34

1,095,224‌

1,500,000

Pacific

Gas

and

Electric

Co

5

.800

05/15/34

1,533,782‌

750,000

Pacific

Gas

and

Electric

Co

4

.500

07/01/40

647,476‌

1,000,000

Pacific

Gas

and

Electric

Co

3

.300

08/01/40

748,272‌

1,500,000

Pacific

Gas

and

Electric

Co

4

.200

06/01/41

1,222,728‌

1,200,000

Pacific

Gas

and

Electric

Co

4

.950

07/01/50

1,041,347‌

2,300,000

Pacific

Gas

and

Electric

Co

3

.500

08/01/50

1,575,585‌

1,000,000

Pacific

Gas

and

Electric

Co

5

.250

03/01/52

895,621‌

2,000,000

Pacific

Gas

and

Electric

Co

6

.750

01/15/53

2,179,064‌

400,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

432,919‌

1,500,000

Pacific

Gas

and

Electric

Co

5

.900

10/01/54

1,479,422‌

500,000

PacifiCorp

3

.500

06/15/29

470,725‌

500,000

PacifiCorp

2

.700

09/15/30

441,689‌

Bond

Index

Fund

104

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

1,000,000

PacifiCorp

5

.300

%

02/15/31

$

1,008,795‌

1,000,000

PacifiCorp

5

.450

02/15/34

993,514‌

850,000

PacifiCorp

6

.000

01/15/39

867,052‌

300,000

PacifiCorp

4

.125

01/15/49

232,753‌

1,300,000

PacifiCorp

4

.150

02/15/50

1,002,849‌

250,000

PacifiCorp

3

.300

03/15/51

162,287‌

2,000,000

PacifiCorp

2

.900

06/15/52

1,190,047‌

750,000

PacifiCorp

5

.350

12/01/53

689,439‌

775,000

(a)

PacifiCorp

5

.500

05/15/54

724,210‌

1,000,000

PacifiCorp

5

.800

01/15/55

971,747‌

1,000,000

PECO

Energy

Co

4

.900

06/15/33

982,572‌

200,000

PECO

Energy

Co

4

.150

10/01/44

164,494‌

200,000

PECO

Energy

Co

3

.700

09/15/47

149,763‌

1,200,000

PECO

Energy

Co

3

.900

03/01/48

930,516‌

125,000

PECO

Energy

Co

3

.000

09/15/49

81,510‌

100,000

PECO

Energy

Co

2

.800

06/15/50

62,324‌

475,000

PECO

Energy

Co

3

.050

03/15/51

307,044‌

1,000,000

PECO

Energy

Co

2

.850

09/15/51

619,555‌

500,000

PECO

Energy

Co

4

.600

05/15/52

429,365‌

500,000

PECO

Energy

Co

4

.375

08/15/52

413,048‌

625,000

PECO

Energy

Co

5

.250

09/15/54

591,021‌

1,000,000

PG&E

Recovery

Funding

LLC

4

.838

06/01/35

992,185‌

500,000

PG&E

Recovery

Funding

LLC

5

.256

01/15/38

497,050‌

1,000,000

PG&E

Recovery

Funding

LLC

5

.231

06/01/42

991,585‌

500,000

PG&E

Recovery

Funding

LLC

5

.536

07/15/47

497,752‌

1,000,000

PG&E

Recovery

Funding

LLC

5

.529

06/01/51

992,320‌

351,886

PG&E

WILDFIRE

RECOVERY

3

.594

06/01/30

340,642‌

250,000

PG&E

WILDFIRE

RECOVERY

4

.263

06/01/36

234,556‌

250,000

PG&E

WILDFIRE

RECOVERY

4

.377

06/01/39

229,449‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4

.451

12/01/47

868,966‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4

.674

12/01/51

887,759‌

391,846

PG&E

Wildfire

Recovery

Funding

LLC

4

.022

06/01/31

382,674‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

4

.722

06/01/37

477,618‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

5

.081

06/01/41

487,398‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5

.212

12/01/47

718,264‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5

.099

06/01/52

707,825‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

2

.500

03/15/31

853,690‌

500,000

Piedmont

Natural

Gas

Co,

Inc

5

.400

06/15/33

499,923‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5

.100

02/15/35

969,305‌

200,000

Piedmont

Natural

Gas

Co,

Inc

4

.650

08/01/43

172,970‌

1,600,000

Piedmont

Natural

Gas

Co,

Inc

3

.350

06/01/50

1,055,867‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5

.050

05/15/52

877,240‌

500,000

Potomac

Electric

Power

Co

5

.200

03/15/34

495,628‌

900,000

Potomac

Electric

Power

Co

4

.150

03/15/43

743,430‌

250,000

Potomac

Electric

Power

Co

5

.500

03/15/54

242,189‌

950,000

PPL

Capital

Funding,

Inc

3

.100

05/15/26

928,012‌

1,000,000

PPL

Capital

Funding,

Inc

5

.250

09/01/34

984,187‌

1,500,000

PPL

Electric

Utilities

Corp

5

.000

05/15/33

1,482,192‌

150,000

PPL

Electric

Utilities

Corp

4

.850

02/15/34

146,079‌

200,000

PPL

Electric

Utilities

Corp

4

.125

06/15/44

166,299‌

275,000

PPL

Electric

Utilities

Corp

4

.150

10/01/45

225,958‌

500,000

PPL

Electric

Utilities

Corp

3

.950

06/01/47

392,476‌

200,000

PPL

Electric

Utilities

Corp

4

.150

06/15/48

161,511‌

525,000

PPL

Electric

Utilities

Corp

3

.000

10/01/49

344,528‌

1,000,000

PPL

Electric

Utilities

Corp

5

.250

05/15/53

953,887‌

250,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

241,259‌

1,000,000

Public

Service

Co

of

Colorado

1

.900

01/15/31

834,543‌

1,050,000

Public

Service

Co

of

Colorado

1

.875

06/15/31

863,595‌

275,000

Public

Service

Co

of

Colorado

4

.100

06/01/32

257,833‌

750,000

Public

Service

Co

of

Colorado

5

.350

05/15/34

750,920‌

200,000

Public

Service

Co

of

Colorado

3

.800

06/15/47

148,327‌

100,000

Public

Service

Co

of

Colorado

4

.100

06/15/48

78,003‌

105

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

300,000

Public

Service

Co

of

Colorado

4

.050

%

09/15/49

$

229,257‌

400,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

265,588‌

350,000

Public

Service

Co

of

Colorado

2

.700

01/15/51

206,952‌

1,000,000

Public

Service

Co

of

Colorado

5

.250

04/01/53

928,880‌

500,000

Public

Service

Co

of

Colorado

5

.750

05/15/54

498,827‌

1,200,000

Public

Service

Co

of

New

Hampshire

2

.200

06/15/31

1,009,526‌

1,500,000

Public

Service

Co

of

New

Hampshire

5

.350

10/01/33

1,514,125‌

100,000

Public

Service

Co

of

New

Hampshire

3

.600

07/01/49

72,707‌

500,000

Public

Service

Co

of

New

Hampshire

5

.150

01/15/53

463,671‌

500,000

Public

Service

Co

of

Oklahoma

2

.200

08/15/31

413,603‌

1,000,000

Public

Service

Co

of

Oklahoma

5

.250

01/15/33

984,204‌

1,500,000

Public

Service

Co

of

Oklahoma

5

.200

01/15/35

1,452,192‌

500,000

Public

Service

Co

of

Oklahoma

3

.150

08/15/51

316,734‌

1,000,000

Public

Service

Electric

and

Gas

Co

0

.950

03/15/26

957,846‌

300,000

Public

Service

Electric

and

Gas

Co

2

.250

09/15/26

288,637‌

450,000

Public

Service

Electric

and

Gas

Co

3

.000

05/15/27

434,270‌

250,000

Public

Service

Electric

and

Gas

Co

3

.700

05/01/28

241,648‌

500,000

Public

Service

Electric

and

Gas

Co

2

.450

01/15/30

446,579‌

1,000,000

Public

Service

Electric

and

Gas

Co

1

.900

08/15/31

823,315‌

225,000

Public

Service

Electric

and

Gas

Co

4

.900

12/15/32

222,921‌

500,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

483,835‌

1,000,000

Public

Service

Electric

and

Gas

Co

5

.200

08/01/33

1,000,664‌

500,000

Public

Service

Electric

and

Gas

Co

5

.200

03/01/34

497,994‌

200,000

Public

Service

Electric

and

Gas

Co

3

.800

01/01/43

158,124‌

600,000

Public

Service

Electric

and

Gas

Co

3

.800

03/01/46

464,954‌

200,000

Public

Service

Electric

and

Gas

Co

3

.600

12/01/47

147,484‌

250,000

Public

Service

Electric

and

Gas

Co

4

.050

05/01/48

198,741‌

500,000

Public

Service

Electric

and

Gas

Co

3

.850

05/01/49

382,997‌

575,000

Public

Service

Electric

and

Gas

Co

3

.200

08/01/49

391,911‌

500,000

Public

Service

Electric

and

Gas

Co

3

.150

01/01/50

336,270‌

175,000

Public

Service

Electric

and

Gas

Co

2

.700

05/01/50

106,699‌

425,000

Public

Service

Electric

and

Gas

Co

2

.050

08/01/50

223,672‌

2,000,000

Public

Service

Electric

and

Gas

Co

3

.000

03/01/51

1,292,369‌

200,000

Public

Service

Electric

and

Gas

Co

5

.125

03/15/53

186,273‌

1,500,000

Public

Service

Electric

and

Gas

Co

5

.450

08/01/53

1,464,130‌

500,000

Public

Service

Electric

and

Gas

Co

5

.450

03/01/54

484,215‌

1,000,000

Public

Service

Enterprise

Group,

Inc

5

.850

11/15/27

1,028,686‌

400,000

Public

Service

Enterprise

Group,

Inc

1

.600

08/15/30

333,110‌

1,000,000

Public

Service

Enterprise

Group,

Inc

2

.450

11/15/31

843,429‌

750,000

Public

Service

Enterprise

Group,

Inc

6

.125

10/15/33

781,506‌

1,000,000

Puget

Energy,

Inc

2

.379

06/15/28

912,885‌

1,000,000

Puget

Energy,

Inc

4

.100

06/15/30

942,820‌

1,000,000

Puget

Sound

Energy,

Inc

5

.330

06/15/34

993,465‌

250,000

Puget

Sound

Energy,

Inc

5

.757

10/01/39

252,176‌

200,000

Puget

Sound

Energy,

Inc

4

.300

05/20/45

163,358‌

275,000

Puget

Sound

Energy,

Inc

3

.250

09/15/49

183,510‌

750,000

Puget

Sound

Energy,

Inc

2

.893

09/15/51

458,003‌

1,000,000

Puget

Sound

Energy,

Inc

5

.685

06/15/54

979,907‌

800,000

San

Diego

Gas

&

Electric

Co

2

.500

05/15/26

778,116‌

550,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

552,408‌

500,000

San

Diego

Gas

&

Electric

Co

1

.700

10/01/30

419,278‌

300,000

San

Diego

Gas

&

Electric

Co

3

.750

06/01/47

224,778‌

300,000

San

Diego

Gas

&

Electric

Co

4

.150

05/15/48

237,932‌

750,000

San

Diego

Gas

&

Electric

Co

4

.100

06/15/49

587,407‌

675,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

433,943‌

1,000,000

San

Diego

Gas

&

Electric

Co

3

.700

03/15/52

721,519‌

1,000,000

San

Diego

Gas

&

Electric

Co

5

.350

04/01/53

940,954‌

1,000,000

San

Diego

Gas

&

Electric

Co

5

.550

04/15/54

969,168‌

1,525,000

Sempra

3

.250

06/15/27

1,468,288‌

675,000

Sempra

3

.400

02/01/28

645,242‌

1,000,000

Sempra

5

.500

08/01/33

1,002,050‌

825,000

Sempra

3

.800

02/01/38

681,848‌

Bond

Index

Fund

106

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

125,000

Sempra

6

.000

%

10/15/39

$

127,441‌

850,000

Sempra

4

.000

02/01/48

642,664‌

1,380,000

Sempra

4

.125

04/01/52

1,316,908‌

1,000,000

Sempra

6

.400

10/01/54

991,526‌

1,000,000

Sempra

6

.875

10/01/54

1,011,169‌

300,000

Sempra

6

.550

04/01/55

297,645‌

500,000

Sempra

6

.625

04/01/55

499,256‌

869,000

Sierra

Pacific

Power

Co

2

.600

05/01/26

845,690‌

500,000

Sierra

Pacific

Power

Co

5

.900

03/15/54

499,949‌

1,000,000

Southern

California

Edison

Co

4

.400

09/06/26

995,910‌

500,000

Southern

California

Edison

Co

4

.700

06/01/27

500,144‌

750,000

Southern

California

Edison

Co

5

.850

11/01/27

771,265‌

750,000

Southern

California

Edison

Co

3

.650

03/01/28

722,268‌

1,000,000

Southern

California

Edison

Co

5

.300

03/01/28

1,011,438‌

1,000,000

Southern

California

Edison

Co

5

.650

10/01/28

1,023,655‌

500,000

Southern

California

Edison

Co

4

.200

03/01/29

484,875‌

1,000,000

Southern

California

Edison

Co

5

.150

06/01/29

1,005,854‌

600,000

Southern

California

Edison

Co

2

.850

08/01/29

547,622‌

1,750,000

Southern

California

Edison

Co

2

.250

06/01/30

1,520,554‌

1,500,000

Southern

California

Edison

Co

2

.500

06/01/31

1,283,875‌

1,000,000

Southern

California

Edison

Co

5

.450

06/01/31

1,016,109‌

500,000

Southern

California

Edison

Co

2

.750

02/01/32

426,994‌

750,000

Southern

California

Edison

Co

5

.950

11/01/32

782,200‌

575,000

Southern

California

Edison

Co

5

.200

06/01/34

568,887‌

185,000

Southern

California

Edison

Co

6

.050

03/15/39

191,249‌

300,000

Southern

California

Edison

Co

4

.500

09/01/40

262,426‌

825,000

Southern

California

Edison

Co

4

.650

10/01/43

714,891‌

450,000

Southern

California

Edison

Co

3

.600

02/01/45

332,312‌

1,937,000

Southern

California

Edison

Co

4

.000

04/01/47

1,491,104‌

1,675,000

Southern

California

Edison

Co

4

.125

03/01/48

1,303,299‌

1,500,000

Southern

California

Edison

Co

2

.950

02/01/51

941,627‌

1,000,000

Southern

California

Edison

Co

3

.650

06/01/51

707,431‌

500,000

Southern

California

Edison

Co

3

.450

02/01/52

338,169‌

1,000,000

Southern

California

Edison

Co

5

.700

03/01/53

972,601‌

500,000

Southern

California

Edison

Co

5

.875

12/01/53

497,287‌

1,500,000

Southern

California

Edison

Co

5

.750

04/15/54

1,470,857‌

200,000

Southern

California

Gas

Co

2

.600

06/15/26

194,510‌

1,000,000

Southern

California

Gas

Co

2

.950

04/15/27

962,093‌

500,000

Southern

California

Gas

Co

2

.550

02/01/30

448,227‌

1,000,000

Southern

California

Gas

Co

5

.200

06/01/33

994,906‌

500,000

Southern

California

Gas

Co

5

.050

09/01/34

492,667‌

150,000

Southern

California

Gas

Co

3

.750

09/15/42

117,178‌

500,000

Southern

California

Gas

Co

4

.125

06/01/48

393,147‌

300,000

Southern

California

Gas

Co

4

.300

01/15/49

243,408‌

500,000

Southern

California

Gas

Co

3

.950

02/15/50

379,788‌

500,000

Southern

California

Gas

Co

6

.350

11/15/52

537,827‌

1,000,000

Southern

California

Gas

Co

5

.750

06/01/53

993,397‌

1,000,000

Southern

California

Gas

Co

5

.600

04/01/54

977,344‌

2,000,000

Southern

Co

5

.113

08/01/27

2,016,772‌

1,500,000

Southern

Co

1

.750

03/15/28

1,360,699‌

1,000,000

Southern

Co

5

.500

03/15/29

1,020,274‌

2,500,000

Southern

Co

3

.700

04/30/30

2,348,021‌

1,000,000

Southern

Co

5

.200

06/15/33

988,551‌

1,250,000

Southern

Co

5

.700

03/15/34

1,275,804‌

1,000,000

Southern

Co

4

.850

03/15/35

954,030‌

400,000

Southern

Co

4

.250

07/01/36

359,138‌

800,000

Southern

Co

4

.400

07/01/46

661,670‌

1,000,000

Southern

Co

4

.000

01/15/51

979,943‌

1,500,000

Southern

Co

3

.750

09/15/51

1,436,428‌

400,000

Southern

Co

Gas

Capital

Corp

3

.250

06/15/26

391,765‌

500,000

Southern

Co

Gas

Capital

Corp

1

.750

01/15/31

411,744‌

1,000,000

Southern

Co

Gas

Capital

Corp

5

.750

09/15/33

1,024,782‌

107

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

2,000,000

Southern

Co

Gas

Capital

Corp

4

.950

%

09/15/34

$

1,935,458‌

275,000

Southern

Co

Gas

Capital

Corp

4

.400

06/01/43

231,470‌

100,000

Southern

Co

Gas

Capital

Corp

3

.950

10/01/46

77,397‌

900,000

Southern

Co

Gas

Capital

Corp

4

.400

05/30/47

737,598‌

175,000

Southern

Co

Gas

Capital

Corp

3

.150

09/30/51

113,006‌

950,000

Southern

Power

Co

0

.900

01/15/26

912,493‌

300,000

Southern

Power

Co

4

.950

12/15/46

263,115‌

500,000

Southwest

Gas

Corp

5

.800

12/01/27

512,014‌

500,000

Southwest

Gas

Corp

5

.450

03/23/28

506,178‌

150,000

Southwest

Gas

Corp

3

.700

04/01/28

144,179‌

100,000

Southwest

Gas

Corp

2

.200

06/15/30

86,105‌

500,000

Southwest

Gas

Corp

4

.050

03/15/32

464,356‌

100,000

Southwest

Gas

Corp

3

.800

09/29/46

73,735‌

500,000

Southwest

Gas

Corp

4

.150

06/01/49

381,425‌

1,000,000

Southwest

Gas

Corp

3

.180

08/15/51

631,518‌

675,000

Southwestern

Electric

Power

Co

4

.100

09/15/28

654,937‌

500,000

Southwestern

Electric

Power

Co

5

.300

04/01/33

494,442‌

750,000

Southwestern

Electric

Power

Co

3

.850

02/01/48

539,836‌

750,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

474,860‌

600,000

Southwestern

Public

Service

Co

4

.500

08/15/41

515,245‌

300,000

Southwestern

Public

Service

Co

3

.400

08/15/46

209,056‌

225,000

Southwestern

Public

Service

Co

3

.700

08/15/47

163,441‌

200,000

Southwestern

Public

Service

Co

4

.400

11/15/48

162,053‌

750,000

Southwestern

Public

Service

Co

3

.750

06/15/49

543,864‌

650,000

Southwestern

Public

Service

Co

3

.150

05/01/50

420,982‌

475,000

Southwestern

Public

Service

Co

6

.000

06/01/54

480,143‌

500,000

Spire

Missouri,

Inc

4

.800

02/15/33

488,993‌

1,000,000

Spire

Missouri,

Inc

5

.150

08/15/34

992,198‌

1,500,000

Spire

Missouri,

Inc

3

.300

06/01/51

1,003,152‌

1,000,000

System

Energy

Resources,

Inc

6

.000

04/15/28

1,028,016‌

1,500,000

System

Energy

Resources,

Inc

5

.300

12/15/34

1,469,443‌

1,000,000

Tampa

Electric

Co

4

.900

03/01/29

999,358‌

1,000,000

Tampa

Electric

Co

2

.400

03/15/31

854,865‌

100,000

Tampa

Electric

Co

4

.100

06/15/42

81,955‌

175,000

Tampa

Electric

Co

4

.350

05/15/44

145,372‌

200,000

Tampa

Electric

Co

4

.300

06/15/48

161,203‌

200,000

Tampa

Electric

Co

4

.450

06/15/49

164,722‌

575,000

Tampa

Electric

Co

3

.625

06/15/50

409,988‌

925,000

Tampa

Electric

Co

3

.450

03/15/51

629,531‌

125,000

Tucson

Electric

Power

Co

1

.500

08/01/30

103,224‌

500,000

Tucson

Electric

Power

Co

5

.200

09/15/34

490,924‌

200,000

Tucson

Electric

Power

Co

4

.850

12/01/48

173,798‌

2,000,000

Tucson

Electric

Power

Co

3

.250

05/01/51

1,306,711‌

500,000

Tucson

Electric

Power

Co

5

.500

04/15/53

476,719‌

200,000

Union

Electric

Co

2

.950

06/15/27

192,196‌

300,000

Union

Electric

Co

3

.500

03/15/29

284,843‌

500,000

Union

Electric

Co

2

.950

03/15/30

455,033‌

1,000,000

Union

Electric

Co

2

.150

03/15/32

819,842‌

1,000,000

Union

Electric

Co

5

.200

04/01/34

993,771‌

100,000

Union

Electric

Co

8

.450

03/15/39

126,604‌

100,000

Union

Electric

Co

3

.900

09/15/42

80,116‌

100,000

Union

Electric

Co

3

.650

04/15/45

75,542‌

200,000

Union

Electric

Co

4

.000

04/01/48

155,237‌

1,000,000

Union

Electric

Co

3

.250

10/01/49

689,113‌

675,000

Union

Electric

Co

2

.625

03/15/51

398,337‌

125,000

Union

Electric

Co

3

.900

04/01/52

95,726‌

325,000

Union

Electric

Co

5

.450

03/15/53

311,197‌

1,000,000

Union

Electric

Co

5

.250

01/15/54

931,524‌

825,000

Union

Electric

Co

5

.125

03/15/55

755,497‌

100,000

United

Utilities

plc

6

.875

08/15/28

105,361‌

900,000

Virginia

Electric

and

Power

Co

2

.950

11/15/26

873,246‌

1,750,000

Virginia

Electric

and

Power

Co

3

.500

03/15/27

1,705,460‌

Bond

Index

Fund

108

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.3%

(continued)

$

500,000

Virginia

Electric

and

Power

Co

3

.750

%

05/15/27

$

489,662‌

2,000,000

Virginia

Electric

and

Power

Co

3

.800

04/01/28

1,938,565‌

1,000,000

Virginia

Electric

and

Power

Co

2

.875

07/15/29

921,393‌

1,000,000

Virginia

Electric

and

Power

Co

2

.300

11/15/31

836,173‌

1,000,000

Virginia

Electric

and

Power

Co

2

.400

03/30/32

834,824‌

750,000

Virginia

Electric

and

Power

Co

5

.000

04/01/33

733,987‌

1,000,000

Virginia

Electric

and

Power

Co

5

.300

08/15/33

995,031‌

500,000

Virginia

Electric

and

Power

Co

5

.000

01/15/34

486,288‌

1,000,000

(a)

Virginia

Electric

and

Power

Co

5

.050

08/15/34

975,084‌

250,000

Virginia

Electric

and

Power

Co

4

.650

08/15/43

219,243‌

400,000

Virginia

Electric

and

Power

Co

4

.450

02/15/44

339,434‌

200,000

Virginia

Electric

and

Power

Co

4

.200

05/15/45

161,847‌

1,100,000

Virginia

Electric

and

Power

Co

4

.000

11/15/46

854,064‌

700,000

Virginia

Electric

and

Power

Co

3

.800

09/15/47

524,527‌

1,300,000

Virginia

Electric

and

Power

Co

4

.600

12/01/48

1,096,383‌

500,000

Virginia

Electric

and

Power

Co

3

.300

12/01/49

338,471‌

500,000

Virginia

Electric

and

Power

Co

2

.450

12/15/50

281,374‌

500,000

Virginia

Electric

and

Power

Co

4

.625

05/15/52

420,809‌

1,500,000

Virginia

Electric

and

Power

Co

5

.450

04/01/53

1,427,221‌

1,000,000

Virginia

Electric

and

Power

Co

5

.700

08/15/53

986,078‌

1,000,000

Virginia

Electric

and

Power

Co

5

.350

01/15/54

940,431‌

200,000

Virginia

Electric

and

Power

Co

5

.550

08/15/54

193,316‌

417,311

Virginia

Power

Fuel

Securitization

LLC

5

.088

05/01/27

418,917‌

1,000,000

Virginia

Power

Fuel

Securitization

LLC

4

.877

05/01/31

999,302‌

200,000

Washington

Gas

Light

Co

3

.796

09/15/46

150,854‌

700,000

Washington

Gas

Light

Co

3

.650

09/15/49

502,486‌

365,000

WEC

Energy

Group,

Inc

3

.550

06/15/25

362,443‌

1,000,000

WEC

Energy

Group,

Inc

5

.150

10/01/27

1,010,477‌

500,000

WEC

Energy

Group,

Inc

1

.375

10/15/27

456,374‌

1,000,000

WEC

Energy

Group,

Inc

4

.750

01/15/28

997,766‌

172,000

WEC

Energy

Group,

Inc

1

.800

10/15/30

143,763‌

1,000,000

Wisconsin

Electric

Power

Co

1

.700

06/15/28

906,511‌

1,000,000

Wisconsin

Electric

Power

Co

5

.000

05/15/29

1,006,999‌

575,000

Wisconsin

Electric

Power

Co

4

.750

09/30/32

566,873‌

200,000

Wisconsin

Electric

Power

Co

5

.625

05/15/33

207,631‌

1,000,000

Wisconsin

Electric

Power

Co

4

.600

10/01/34

952,328‌

200,000

Wisconsin

Electric

Power

Co

4

.300

10/15/48

164,338‌

425,000

Wisconsin

Electric

Power

Co

5

.050

10/01/54

386,090‌

325,000

Wisconsin

Power

and

Light

Co

3

.050

10/15/27

311,067‌

500,000

Wisconsin

Power

and

Light

Co

3

.000

07/01/29

461,164‌

500,000

Wisconsin

Power

and

Light

Co

3

.950

09/01/32

461,877‌

150,000

Wisconsin

Power

and

Light

Co

4

.950

04/01/33

145,604‌

500,000

Wisconsin

Power

and

Light

Co

5

.375

03/30/34

497,861‌

225,000

Wisconsin

Power

and

Light

Co

3

.650

04/01/50

160,955‌

1,500,000

Wisconsin

Public

Service

Corp

4

.550

12/01/29

1,479,591‌

200,000

Wisconsin

Public

Service

Corp

4

.752

11/01/44

176,452‌

300,000

Wisconsin

Public

Service

Corp

3

.300

09/01/49

205,923‌

550,000

Wisconsin

Public

Service

Corp

2

.850

12/01/51

339,585‌

750,000

Xcel

Energy,

Inc

3

.350

12/01/26

731,264‌

1,000,000

Xcel

Energy,

Inc

1

.750

03/15/27

936,422‌

900,000

Xcel

Energy,

Inc

4

.000

06/15/28

870,867‌

1,000,000

Xcel

Energy,

Inc

2

.350

11/15/31

825,410‌

1,000,000

Xcel

Energy,

Inc

5

.450

08/15/33

991,949‌

200,000

Xcel

Energy,

Inc

4

.800

09/15/41

172,107‌

500,000

Xcel

Energy,

Inc

3

.500

12/01/49

344,117‌

350,000

Zions

Bancorp

NA

6

.816

11/19/35

352,438‌

TOTAL

UTILITIES

611,521,816‌

TOTAL

CORPORATE

BONDS

(Cost

$7,184,854,602)

6,555,155,536‌

109

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

72.0%

AGENCY

SECURITIES

-

0.7%

$

1,750,000

Federal

Farm

Credit

Banks

Funding

Corp

1

.125

%

01/06/25

$

1,749,371‌

4,000,000

Federal

Farm

Credit

Banks

Funding

Corp

1

.750

02/14/25

3,986,929‌

4,000,000

Federal

Farm

Credit

Banks

Funding

Corp

5

.125

10/10/25

4,024,567‌

2,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.375

06/23/26

2,002,774‌

15,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.625

07/10/26

15,083,449‌

5,000,000

(a)

Federal

Farm

Credit

Banks

Funding

Corp

4

.500

08/14/26

5,019,609‌

4,200,000

Federal

Farm

Credit

Banks

Funding

Corp

3

.750

08/16/27

4,141,632‌

5,000,000

(a)

Federal

Farm

Credit

Banks

Funding

Corp

1

.650

07/23/35

3,634,889‌

1,800,000

Federal

Home

Loan

Banks

5

.000

02/28/25

1,801,697‌

3,000,000

(a)

Federal

Home

Loan

Banks

4

.625

06/06/25

3,003,930‌

2,000,000

(a)

Federal

Home

Loan

Banks

0

.375

09/04/25

1,947,760‌

3,000,000

Federal

Home

Loan

Banks

3

.625

09/04/26

2,977,811‌

15,000,000

Federal

Home

Loan

Banks

4

.625

11/17/26

15,096,217‌

5,000,000

Federal

Home

Loan

Banks

4

.125

01/15/27

4,992,814‌

5,000,000

Federal

Home

Loan

Banks

4

.750

04/09/27

5,070,065‌

10,000,000

(a)

Federal

Home

Loan

Banks

4

.000

06/30/28

9,924,543‌

13,875,000

(a)

Federal

Home

Loan

Banks

3

.250

11/16/28

13,387,950‌

10,000,000

Federal

Home

Loan

Mortgage

Corp

1

.500

02/12/25

9,967,447‌

6,000,000

Federal

Home

Loan

Mortgage

Corp

0

.375

07/21/25

5,870,424‌

5,000,000

Federal

Home

Loan

Mortgage

Corp

0

.375

09/23/25

4,862,548‌

3,000,000

Federal

National

Mortgage

Association

1

.625

01/07/25

2,999,051‌

4,000,000

Federal

National

Mortgage

Association

0

.625

04/22/25

3,956,266‌

10,000,000

Federal

National

Mortgage

Association

0

.375

08/25/25

9,749,596‌

4,500,000

(a)

Federal

National

Mortgage

Association

0

.500

11/07/25

4,359,446‌

4,000,000

Federal

National

Mortgage

Association

1

.875

09/24/26

3,844,258‌

3,000,000

(a)

Federal

National

Mortgage

Association

0

.750

10/08/27

2,722,640‌

10,000,000

(a)

Federal

National

Mortgage

Association

0

.875

08/05/30

8,257,090‌

5,000,000

Federal

National

Mortgage

Association

6

.625

11/15/30

5,551,301‌

1,000,000

Federal

National

Mortgage

Association

5

.625

07/15/37

1,070,637‌

1,300,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

1,288,287‌

200,000

Private

Export

Funding

Corp

3

.250

06/15/25

199,002‌

1,000,000

Private

Export

Funding

Corp

3

.900

10/15/27

984,061‌

2,000,000

Tennessee

Valley

Authority

0

.750

05/15/25

1,974,108‌

1,425,000

Tennessee

Valley

Authority

2

.875

02/01/27

1,384,667‌

1,000,000

(a)

Tennessee

Valley

Authority

3

.875

03/15/28

986,488‌

5,000,000

Tennessee

Valley

Authority

1

.500

09/15/31

4,090,110‌

1,500,000

Tennessee

Valley

Authority

4

.375

08/01/34

1,449,357‌

500,000

Tennessee

Valley

Authority

5

.880

04/01/36

541,453‌

500,000

(a)

Tennessee

Valley

Authority

5

.500

06/15/38

526,732‌

4,300,000

Tennessee

Valley

Authority

3

.500

12/15/42

3,499,583‌

750,000

Tennessee

Valley

Authority

4

.250

09/15/52

643,624‌

1,750,000

Tennessee

Valley

Authority

4

.625

09/15/60

1,568,492‌

300,000

Tennessee

Valley

Authority

4

.250

09/15/65

244,344‌

TOTAL

AGENCY

SECURITIES

180,437,019‌

FOREIGN

GOVERNMENT

BONDS

-

2.7%

5,000,000

African

Development

Bank

0

.875

03/23/26

4,790,775‌

3,000,000

African

Development

Bank

0

.875

07/22/26

2,844,780‌

1,725,000

African

Development

Bank

4

.625

01/04/27

1,732,527‌

2,000,000

African

Development

Bank

4

.125

02/25/27

1,989,113‌

4,000,000

African

Development

Bank

3

.500

09/18/29

3,838,279‌

6,000,000

Asian

Development

Bank

0

.375

09/03/25

5,834,396‌

3,000,000

Asian

Development

Bank

0

.500

02/04/26

2,876,137‌

5,000,000

Asian

Development

Bank

1

.000

04/14/26

4,791,287‌

1,500,000

Asian

Development

Bank

2

.000

04/24/26

1,454,923‌

1,000,000

Asian

Development

Bank

2

.625

01/12/27

965,996‌

6,000,000

Asian

Development

Bank

1

.500

01/20/27

5,666,178‌

500,000

Asian

Development

Bank

2

.375

08/10/27

475,575‌

500,000

Asian

Development

Bank

2

.500

11/02/27

475,178‌

1,000,000

Asian

Development

Bank

2

.750

01/19/28

953,850‌

1,000,000

Asian

Development

Bank

3

.750

04/25/28

980,546‌

2,500,000

Asian

Development

Bank

1

.250

06/09/28

2,252,084‌

Bond

Index

Fund

110

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

75,000

Asian

Development

Bank

5

.820

%

06/16/28

$

78,038‌

4,000,000

(a)

Asian

Development

Bank

4

.500

08/25/28

4,018,969‌

2,575,000

Asian

Development

Bank

3

.125

09/26/28

2,465,821‌

4,000,000

Asian

Development

Bank

4

.375

03/06/29

3,987,140‌

2,000,000

Asian

Development

Bank

1

.750

09/19/29

1,771,001‌

3,500,000

Asian

Development

Bank

1

.875

01/24/30

3,090,392‌

1,000,000

(a)

Asian

Development

Bank

0

.750

10/08/30

811,002‌

3,000,000

Asian

Development

Bank

1

.500

03/04/31

2,507,873‌

500,000

Asian

Development

Bank

3

.125

04/27/32

454,357‌

2,400,000

Asian

Development

Bank

3

.875

09/28/32

2,284,843‌

2,000,000

(a)

Asian

Development

Bank

4

.000

01/12/33

1,914,526‌

1,000,000

Asian

Development

Bank

3

.875

06/14/33

946,129‌

3,000,000

Asian

Development

Bank

4

.125

01/12/34

2,876,430‌

3,000,000

Asian

Infrastructure

Investment

Bank

0

.500

01/27/26

2,876,310‌

2,000,000

(a)

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

2,017,971‌

2,000,000

Asian

Infrastructure

Investment

Bank

3

.750

09/14/27

1,967,112‌

2,000,000

Asian

Infrastructure

Investment

Bank

4

.000

01/18/28

1,979,157‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.125

01/18/29

988,709‌

4,000,000

Asian

Infrastructure

Investment

Bank

4

.250

03/13/34

3,864,879‌

1,000,000

Canada

Government

International

Bond

0

.750

05/19/26

952,534‌

3,620,000

Canada

Government

International

Bond

3

.750

04/26/28

3,551,617‌

5,000,000

(a)

Canada

Government

International

Bond

4

.625

04/30/29

5,042,180‌

600,000

Chile

Government

International

Bond

2

.750

01/31/27

571,333‌

1,000,000

Chile

Government

International

Bond

4

.850

01/22/29

988,788‌

3,500,000

Chile

Government

International

Bond

2

.550

01/27/32

2,928,101‌

1,000,000

Chile

Government

International

Bond

2

.550

07/27/33

804,843‌

2,600,000

Chile

Government

International

Bond

3

.500

01/31/34

2,236,469‌

5,408,529

Chile

Government

International

Bond

4

.950

01/05/36

5,115,404‌

1,700,000

Chile

Government

International

Bond

3

.100

05/07/41

1,212,947‌

1,000,000

Chile

Government

International

Bond

4

.340

03/07/42

837,390‌

2,613,000

Chile

Government

International

Bond

3

.500

01/25/50

1,799,520‌

1,500,000

Chile

Government

International

Bond

3

.500

04/15/53

1,015,193‌

1,500,000

Chile

Government

International

Bond

5

.330

01/05/54

1,386,025‌

2,500,000

Chile

Government

International

Bond

3

.100

01/22/61

1,470,934‌

750,000

Chile

Government

International

Bond

3

.250

09/21/71

441,452‌

1,000,000

Corp

Andina

de

Fomento

1

.625

09/23/25

978,130‌

1,000,000

Corp

Andina

de

Fomento

5

.250

11/21/25

1,004,050‌

1,000,000

Corp

Andina

de

Fomento

4

.750

04/01/26

999,833‌

1,000,000

Corp

Andina

de

Fomento

6

.000

04/26/27

1,026,401‌

2,000,000

Council

Of

Europe

Development

Bank

0

.875

09/22/26

1,885,182‌

1,000,000

Council

Of

Europe

Development

Bank

4

.625

06/11/27

1,005,529‌

1,500,000

(a)

Council

Of

Europe

Development

Bank

3

.625

01/26/28

1,465,532‌

3,000,000

European

Bank

for

Reconstruction

&

Development

0

.500

11/25/25

2,895,453‌

2,000,000

European

Bank

for

Reconstruction

&

Development

0

.500

01/28/26

1,917,433‌

3,430,000

European

Bank

for

Reconstruction

&

Development

4

.125

01/25/29

3,388,929‌

2,000,000

European

Bank

for

Reconstruction

&

Development

4

.250

03/13/34

1,931,889‌

3,000,000

European

Investment

Bank

0

.375

12/15/25

2,887,378‌

3,500,000

European

Investment

Bank

0

.375

03/26/26

3,334,335‌

2,760,000

European

Investment

Bank

0

.750

10/26/26

2,590,222‌

7,000,000

European

Investment

Bank

1

.375

03/15/27

6,568,028‌

2,675,000

(a)

European

Investment

Bank

4

.375

03/19/27

2,676,685‌

400,000

European

Investment

Bank

2

.375

05/24/27

381,672‌

250,000

European

Investment

Bank

0

.625

10/21/27

225,722‌

1,310,000

European

Investment

Bank

3

.250

11/15/27

1,270,964‌

4,000,000

European

Investment

Bank

3

.875

03/15/28

3,938,948‌

4,000,000

European

Investment

Bank

4

.500

10/16/28

4,014,832‌

4,550,000

European

Investment

Bank

4

.000

02/15/29

4,472,976‌

4,500,000

European

Investment

Bank

4

.750

06/15/29

4,557,119‌

550,000

European

Investment

Bank

1

.625

10/09/29

483,989‌

1,000,000

European

Investment

Bank

0

.875

05/17/30

830,115‌

2,000,000

European

Investment

Bank

3

.625

07/15/30

1,916,835‌

2,000,000

European

Investment

Bank

0

.750

09/23/30

1,626,896‌

111

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

2,500,000

European

Investment

Bank

1

.250

%

02/14/31

$

2,062,577‌

3,000,000

European

Investment

Bank

4

.375

10/10/31

2,962,780‌

3,660,000

European

Investment

Bank

3

.750

02/14/33

3,443,663‌

6,870,000

European

Investment

Bank

4

.125

02/13/34

6,586,479‌

1,705,000

European

Investment

Bank

4

.875

02/15/36

1,717,502‌

1,000,000

Export

Development

Canada

4

.375

06/29/26

999,292‌

1,000,000

Export

Development

Canada

3

.750

09/07/27

983,931‌

2,700,000

Export

Development

Canada

3

.875

02/14/28

2,658,164‌

3,000,000

Export

Development

Canada

4

.125

02/13/29

2,959,734‌

2,500,000

Export

Development

Canada

4

.750

06/05/34

2,509,302‌

1,000,000

Export-Import

Bank

of

Korea

0

.750

09/21/25

971,800‌

250,000

Export-Import

Bank

of

Korea

3

.250

11/10/25

246,492‌

1,000,000

Export-Import

Bank

of

Korea

0

.625

02/09/26

956,872‌

500,000

Export-Import

Bank

of

Korea

2

.625

05/26/26

486,141‌

500,000

Export-Import

Bank

of

Korea

3

.250

08/12/26

488,921‌

750,000

Export-Import

Bank

of

Korea

1

.125

12/29/26

700,275‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/11/27

1,001,731‌

1,000,000

Export-Import

Bank

of

Korea

1

.625

01/18/27

943,766‌

500,000

Export-Import

Bank

of

Korea

2

.375

04/21/27

476,768‌

1,000,000

Export-Import

Bank

of

Korea

4

.250

09/15/27

993,231‌

1,000,000

Export-Import

Bank

of

Korea

4

.125

10/17/27

989,430‌

1,500,000

Export-Import

Bank

of

Korea

5

.000

01/11/28

1,508,557‌

1,500,000

Export-Import

Bank

of

Korea

5

.125

09/18/28

1,514,857‌

1,000,000

Export-Import

Bank

of

Korea

4

.500

01/11/29

990,209‌

1,000,000

Export-Import

Bank

of

Korea

4

.000

09/11/29

965,974‌

1,000,000

Export-Import

Bank

of

Korea

1

.250

09/21/30

822,196‌

1,000,000

Export-Import

Bank

of

Korea

1

.375

02/09/31

811,183‌

1,000,000

Export-Import

Bank

of

Korea

2

.125

01/18/32

828,532‌

485,000

Export-Import

Bank

of

Korea

4

.500

09/15/32

467,731‌

1,500,000

Export-Import

Bank

of

Korea

5

.125

01/11/33

1,506,564‌

1,500,000

Export-Import

Bank

of

Korea

5

.125

09/18/33

1,505,693‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/11/34

968,665‌

1,000,000

Export-Import

Bank

of

Korea

2

.500

06/29/41

696,350‌

100,000

Finland

Government

International

Bond

6

.950

02/15/26

102,084‌

1,250,000

Hungary

Government

International

Bond

7

.625

03/29/41

1,385,497‌

200,000

Hydro-Quebec

8

.500

12/01/29

229,548‌

1,000,000

Indonesia

Government

International

Bond

4

.150

09/20/27

978,897‌

750,000

Indonesia

Government

International

Bond

3

.500

01/11/28

716,017‌

1,500,000

Indonesia

Government

International

Bond

4

.550

01/11/28

1,475,976‌

900,000

Indonesia

Government

International

Bond

4

.750

02/11/29

888,172‌

1,000,000

Indonesia

Government

International

Bond

4

.400

03/10/29

973,385‌

1,250,000

Indonesia

Government

International

Bond

3

.400

09/18/29

1,161,821‌

1,000,000

Indonesia

Government

International

Bond

2

.850

02/14/30

895,350‌

675,000

Indonesia

Government

International

Bond

3

.850

10/15/30

630,078‌

1,500,000

Indonesia

Government

International

Bond

1

.850

03/12/31

1,228,102‌

1,500,000

Indonesia

Government

International

Bond

2

.150

07/28/31

1,241,338‌

300,000

Indonesia

Government

International

Bond

3

.550

03/31/32

268,772‌

1,000,000

Indonesia

Government

International

Bond

4

.650

09/20/32

954,904‌

1,275,000

Indonesia

Government

International

Bond

4

.850

01/11/33

1,230,173‌

1,000,000

Indonesia

Government

International

Bond

4

.700

02/10/34

949,507‌

1,000,000

Indonesia

Government

International

Bond

4

.750

09/10/34

949,545‌

875,000

(a)

Indonesia

Government

International

Bond

4

.350

01/11/48

733,646‌

1,125,000

(a)

Indonesia

Government

International

Bond

5

.350

02/11/49

1,093,118‌

1,000,000

Indonesia

Government

International

Bond

3

.700

10/30/49

741,399‌

1,000,000

(a)

Indonesia

Government

International

Bond

3

.500

02/14/50

715,273‌

2,000,000

Indonesia

Government

International

Bond

4

.200

10/15/50

1,613,608‌

485,000

Indonesia

Government

International

Bond

4

.300

03/31/52

394,198‌

500,000

Indonesia

Government

International

Bond

5

.450

09/20/52

481,934‌

1,500,000

Indonesia

Government

International

Bond

5

.650

01/11/53

1,481,250‌

1,000,000

Indonesia

Government

International

Bond

5

.100

02/10/54

920,172‌

1,000,000

Indonesia

Government

International

Bond

5

.150

09/10/54

923,610‌

1,000,000

Indonesia

Government

International

Bond

3

.200

09/23/61

618,956‌

Bond

Index

Fund

112

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

500,000

Indonesia

Government

International

Bond

4

.450

%

04/15/70

$

396,592‌

1,750,000

Indonesia

Government

International

Bond

3

.350

03/12/71

1,092,629‌

4,000,000

Inter-American

Development

Bank

0

.875

04/20/26

3,824,864‌

1,500,000

Inter-American

Development

Bank

2

.000

06/02/26

1,451,044‌

1,500,000

(a)

Inter-American

Development

Bank

2

.000

07/23/26

1,447,163‌

5,000,000

Inter-American

Development

Bank

1

.500

01/13/27

4,722,119‌

1,000,000

Inter-American

Development

Bank

4

.375

02/01/27

999,569‌

1,000,000

Inter-American

Development

Bank

2

.375

07/07/27

952,603‌

2,000,000

Inter-American

Development

Bank

0

.625

09/16/27

1,811,753‌

3,000,000

Inter-American

Development

Bank

4

.000

01/12/28

2,966,734‌

4,000,000

Inter-American

Development

Bank

1

.125

07/20/28

3,577,617‌

2,000,000

Inter-American

Development

Bank

3

.125

09/18/28

1,913,262‌

4,000,000

Inter-American

Development

Bank

4

.125

02/15/29

3,951,035‌

3,000,000

(a)

Inter-American

Development

Bank

2

.250

06/18/29

2,733,675‌

2,000,000

Inter-American

Development

Bank

3

.500

09/14/29

1,918,159‌

3,000,000

Inter-American

Development

Bank

1

.125

01/13/31

2,458,327‌

2,000,000

Inter-American

Development

Bank

4

.500

09/13/33

1,974,215‌

5,000,000

Inter-American

Development

Bank

4

.375

07/17/34

4,873,383‌

1,450,000

Inter-American

Development

Bank

3

.200

08/07/42

1,136,852‌

300,000

Inter-American

Development

Bank

4

.375

01/24/44

274,204‌

750,000

Inter-American

Investment

Corp

4

.750

09/19/28

756,397‌

5,500,000

International

Bank

for

Reconstruction

&

Development

0

.500

10/28/25

5,327,091‌

500,000

International

Bank

for

Reconstruction

&

Development

3

.125

11/20/25

494,213‌

7,000,000

International

Bank

for

Reconstruction

&

Development

0

.875

07/15/26

6,639,996‌

2,000,000

International

Bank

for

Reconstruction

&

Development

0

.750

11/24/27

1,805,726‌

2,000,000

International

Bank

for

Reconstruction

&

Development

3

.500

07/12/28

1,942,845‌

5,000,000

International

Bank

for

Reconstruction

&

Development

4

.625

08/01/28

5,032,447‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3

.625

09/21/29

5,787,110‌

2,000,000

International

Bank

for

Reconstruction

&

Development

1

.750

10/23/29

1,767,701‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3

.875

02/14/30

5,835,903‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0

.875

05/14/30

4,142,340‌

10,992,000

International

Bank

for

Reconstruction

&

Development

4

.000

07/25/30

10,713,158‌

3,000,000

International

Bank

for

Reconstruction

&

Development

0

.750

08/26/30

2,442,544‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1

.250

02/10/31

4,113,654‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1

.625

11/03/31

4,135,318‌

5,000,000

(a)

International

Bank

for

Reconstruction

&

Development

2

.500

03/29/32

4,355,805‌

1,000,000

International

Bank

for

Reconstruction

&

Development

4

.750

11/14/33

1,003,856‌

834,000

(a)

International

Bank

for

Reconstruction

&

Development

4

.750

02/15/35

833,463‌

715,000

International

Finance

Corp

4

.375

01/15/27

714,565‌

1,500,000

International

Finance

Corp

4

.500

07/13/28

1,506,138‌

2,500,000

(a)

International

Finance

Corp

4

.250

07/02/29

2,478,763‌

5,000,000

International

Finance

Corp

0

.750

08/27/30

4,072,448‌

1,000,000

(a)

Israel

Government

International

Bond

2

.875

03/16/26

975,753‌

975,000

Israel

Government

International

Bond

3

.250

01/17/28

921,372‌

3,000,000

Israel

Government

International

Bond

5

.375

03/12/29

2,990,694‌

600,000

Israel

Government

International

Bond

2

.750

07/03/30

521,100‌

1,915,000

Israel

Government

International

Bond

4

.500

01/17/33

1,757,309‌

1,500,000

(a)

Israel

Government

International

Bond

5

.500

03/12/34

1,463,415‌

1,500,000

Israel

Government

International

Bond

4

.500

01/30/43

1,246,654‌

200,000

Israel

Government

International

Bond

4

.125

01/17/48

151,600‌

2,050,000

Israel

Government

International

Bond

3

.375

01/15/50

1,329,302‌

1,800,000

Israel

Government

International

Bond

3

.875

07/03/50

1,271,655‌

2,000,000

Israel

Government

International

Bond

5

.750

03/12/54

1,828,878‌

300,000

Israel

Government

International

Bond

4

.500

04/03/20

208,950‌

500,000

Japan

Bank

for

International

Cooperation

2

.125

02/10/25

498,738‌

5,750,000

Japan

Bank

for

International

Cooperation

2

.750

01/21/26

5,640,606‌

400,000

Japan

Bank

for

International

Cooperation

2

.375

04/20/26

388,975‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.250

04/27/26

995,754‌

1,500,000

Japan

Bank

for

International

Cooperation

1

.875

07/21/26

1,440,956‌

1,000,000

Japan

Bank

for

International

Cooperation

2

.875

06/01/27

961,691‌

750,000

Japan

Bank

for

International

Cooperation

2

.875

07/21/27

719,618‌

1,125,000

Japan

Bank

for

International

Cooperation

4

.625

07/22/27

1,126,478‌

113

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

300,000

Japan

Bank

for

International

Cooperation

2

.750

%

11/16/27

$

285,573‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.625

07/19/28

1,002,090‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.875

10/18/28

1,012,223‌

750,000

Japan

Bank

for

International

Cooperation

3

.500

10/31/28

722,269‌

2,000,000

Japan

Bank

for

International

Cooperation

2

.125

02/16/29

1,810,371‌

1,000,000

Japan

Bank

for

International

Cooperation

2

.000

10/17/29

886,469‌

1,500,000

Japan

Bank

for

International

Cooperation

1

.250

01/21/31

1,228,102‌

1,200,000

Japan

Bank

for

International

Cooperation

4

.375

01/24/31

1,176,534‌

3,000,000

Japan

Bank

for

International

Cooperation

1

.875

04/15/31

2,534,250‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.625

04/17/34

985,199‌

350,000

Japan

International

Cooperation

Agency

2

.125

10/20/26

335,360‌

1,900,000

Japan

International

Cooperation

Agency

3

.250

05/25/27

1,840,999‌

1,000,000

Japan

International

Cooperation

Agency

4

.000

05/23/28

981,196‌

700,000

Japan

International

Cooperation

Agency

3

.375

06/12/28

672,984‌

2,000,000

Japan

International

Cooperation

Agency

4

.750

05/21/29

2,003,811‌

2,000,000

Japan

International

Cooperation

Agency

1

.000

07/22/30

1,637,042‌

1,500,000

Japan

International

Cooperation

Agency

1

.750

04/28/31

1,252,822‌

200,000

Korea

Development

Bank

3

.375

09/16/25

197,949‌

400,000

Korea

Development

Bank

3

.000

01/13/26

393,136‌

1,000,000

Korea

Development

Bank

0

.800

04/27/26

950,486‌

1,000,000

Korea

Development

Bank

0

.800

07/19/26

942,839‌

1,000,000

Korea

Development

Bank

1

.000

09/09/26

940,889‌

250,000

Korea

Development

Bank

2

.000

09/12/26

239,159‌

1,000,000

Korea

Development

Bank

2

.250

02/24/27

953,484‌

2,000,000

Korea

Development

Bank

4

.125

10/16/27

1,974,105‌

1,000,000

Korea

Development

Bank

5

.375

10/23/28

1,020,058‌

2,000,000

Korea

Development

Bank

4

.500

02/15/29

1,977,163‌

1,000,000

Korea

Development

Bank

1

.625

01/19/31

821,985‌

1,000,000

Korea

Development

Bank

5

.625

10/23/33

1,035,936‌

1,500,000

Korea

International

Bond

2

.750

01/19/27

1,448,100‌

2,500,000

Korea

International

Bond

4

.500

07/03/29

2,486,377‌

1,400,000

(a)

Korea

International

Bond

4

.125

06/10/44

1,210,174‌

500,000

Korea

International

Bond

3

.875

09/20/48

406,361‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

1

.250

01/31/25

4,987,282‌

4,500,000

Kreditanstalt

fuer

Wiederaufbau

0

.625

01/22/26

4,328,842‌

3,219,000

Kreditanstalt

fuer

Wiederaufbau

1

.000

10/01/26

3,043,224‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3

.000

05/20/27

2,908,282‌

5,500,000

Kreditanstalt

fuer

Wiederaufbau

3

.750

02/15/28

5,400,754‌

7,750,000

(a)

Kreditanstalt

fuer

Wiederaufbau

2

.875

04/03/28

7,399,618‌

2,000,000

Kreditanstalt

fuer

Wiederaufbau

3

.875

06/15/28

1,967,724‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

1

.750

09/14/29

887,459‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

4,076,187‌

500,000

Landwirtschaftliche

Rentenbank

2

.000

01/13/25

499,676‌

1,000,000

Landwirtschaftliche

Rentenbank

1

.750

07/27/26

960,400‌

3,000,000

(a)

Landwirtschaftliche

Rentenbank

3

.875

09/28/27

2,961,117‌

125,000

Landwirtschaftliche

Rentenbank

2

.500

11/15/27

118,717‌

4,000,000

Landwirtschaftliche

Rentenbank

0

.875

09/03/30

3,277,798‌

1,125,000

Mexico

Government

International

Bond

5

.400

02/09/28

1,112,648‌

4,000,000

Mexico

Government

International

Bond

5

.000

05/07/29

3,858,057‌

15,464,000

Mexico

Government

International

Bond

2

.659

05/24/31

12,546,540‌

10,635,000

Mexico

Government

International

Bond

4

.875

05/19/33

9,518,392‌

2,000,000

Mexico

Government

International

Bond

3

.500

02/12/34

1,591,031‌

1,000,000

Mexico

Government

International

Bond

6

.350

02/09/35

976,749‌

5,150,000

Mexico

Government

International

Bond

6

.000

05/07/36

4,846,316‌

1,000,000

Mexico

Government

International

Bond

5

.000

04/27/51

750,465‌

14,196,000

Mexico

Government

International

Bond

6

.338

05/04/53

12,631,824‌

2,575,000

Mexico

Government

International

Bond

6

.400

05/07/54

2,305,877‌

2,936,000

Mexico

Government

International

Bond

3

.771

05/24/61

1,661,616‌

3,000,000

Mexico

Government

International

Bond

3

.750

04/19/71

1,649,575‌

950,000

Mexico

Government

International

Bond

5

.750

10/12/10

727,083‌

2,000,000

Nordic

Investment

Bank

0

.375

09/11/25

1,944,051‌

1,200,000

Nordic

Investment

Bank

5

.000

10/15/25

1,204,289‌

Bond

Index

Fund

114

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,500,000

Nordic

Investment

Bank

0

.500

%

01/21/26

$

1,437,378‌

1,000,000

(a)

Nordic

Investment

Bank

3

.375

09/08/27

973,606‌

3,000,000

Nordic

Investment

Bank

4

.250

02/28/29

2,973,749‌

2,000,000

Oriental

Republic

of

Uruguay

5

.250

09/10/60

1,819,340‌

1,000,000

Panama

Government

International

Bond

3

.750

03/16/25

991,000‌

300,000

Panama

Government

International

Bond

7

.125

01/29/26

303,900‌

2,000,000

Panama

Government

International

Bond

3

.875

03/17/28

1,843,061‌

1,450,000

Panama

Government

International

Bond

3

.160

01/23/30

1,210,330‌

1,000,000

Panama

Government

International

Bond

7

.500

03/01/31

1,013,094‌

2,500,000

Panama

Government

International

Bond

2

.252

09/29/32

1,745,472‌

2,500,000

Panama

Government

International

Bond

3

.298

01/19/33

1,878,475‌

2,500,000

Panama

Government

International

Bond

6

.400

02/14/35

2,267,118‌

692,000

Panama

Government

International

Bond

6

.700

01/26/36

641,119‌

1,000,000

Panama

Government

International

Bond

6

.875

01/31/36

937,930‌

1,000,000

Panama

Government

International

Bond

8

.000

03/01/38

1,002,403‌

750,000

Panama

Government

International

Bond

4

.500

05/15/47

480,845‌

2,250,000

Panama

Government

International

Bond

4

.500

04/16/50

1,386,553‌

1,450,000

Panama

Government

International

Bond

4

.300

04/29/53

847,709‌

1,500,000

Panama

Government

International

Bond

6

.853

03/28/54

1,277,719‌

1,500,000

Panama

Government

International

Bond

4

.500

04/01/56

881,898‌

1,000,000

Panama

Government

International

Bond

7

.875

03/01/57

963,897‌

3,500,000

Panama

Government

International

Bond

3

.870

07/23/60

1,825,920‌

1,250,000

Panama

Government

International

Bond

4

.500

01/19/63

731,241‌

5,000,000

Peruvian

Government

International

Bond

2

.844

06/20/30

4,394,950‌

2,500,000

Peruvian

Government

International

Bond

2

.783

01/23/31

2,131,250‌

1,500,000

Peruvian

Government

International

Bond

1

.862

12/01/32

1,133,250‌

990,000

Peruvian

Government

International

Bond

3

.000

01/15/34

794,475‌

415,000

Peruvian

Government

International

Bond

5

.375

02/08/35

398,473‌

1,100,000

Peruvian

Government

International

Bond

6

.550

03/14/37

1,145,100‌

1,000,000

Peruvian

Government

International

Bond

3

.300

03/11/41

720,000‌

1,850,000

Peruvian

Government

International

Bond

5

.625

11/18/50

1,730,675‌

2,000,000

Peruvian

Government

International

Bond

3

.550

03/10/51

1,335,600‌

2,520,000

Peruvian

Government

International

Bond

5

.875

08/08/54

2,401,157‌

1,500,000

Peruvian

Government

International

Bond

2

.780

12/01/60

788,100‌

1,500,000

Peruvian

Government

International

Bond

3

.600

01/15/72

912,450‌

1,000,000

(a)

Peruvian

Government

International

Bond

3

.230

07/28/21

524,500‌

1,000,000

Philippine

Government

International

Bond

3

.229

03/29/27

964,997‌

1,000,000

Philippine

Government

International

Bond

5

.170

10/13/27

1,005,691‌

2,219,000

Philippine

Government

International

Bond

3

.000

02/01/28

2,087,481‌

2,000,000

Philippine

Government

International

Bond

4

.625

07/17/28

1,970,259‌

3,375,000

Philippine

Government

International

Bond

3

.750

01/14/29

3,213,387‌

1,000,000

Philippine

Government

International

Bond

4

.375

03/05/30

967,399‌

1,500,000

Philippine

Government

International

Bond

2

.457

05/05/30

1,314,811‌

2,000,000

Philippine

Government

International

Bond

1

.648

06/10/31

1,613,327‌

2,000,000

Philippine

Government

International

Bond

1

.950

01/06/32

1,610,295‌

1,000,000

Philippine

Government

International

Bond

3

.556

09/29/32

890,155‌

1,000,000

Philippine

Government

International

Bond

5

.609

04/13/33

1,018,378‌

1,500,000

Philippine

Government

International

Bond

5

.000

07/17/33

1,468,495‌

1,500,000

Philippine

Government

International

Bond

5

.250

05/14/34

1,484,327‌

1,000,000

Philippine

Government

International

Bond

4

.750

03/05/35

951,947‌

4,083,000

Philippine

Government

International

Bond

3

.950

01/20/40

3,396,149‌

300,000

Philippine

Government

International

Bond

3

.700

03/01/41

238,809‌

3,793,000

Philippine

Government

International

Bond

3

.700

02/02/42

2,978,795‌

1,500,000

Philippine

Government

International

Bond

2

.950

05/05/45

1,003,898‌

1,500,000

Philippine

Government

International

Bond

2

.650

12/10/45

951,155‌

325,000

Philippine

Government

International

Bond

4

.200

03/29/47

261,448‌

1,000,000

(a)

Philippine

Government

International

Bond

5

.950

10/13/47

1,035,733‌

1,000,000

(a)

Philippine

Government

International

Bond

5

.500

01/17/48

977,144‌

1,500,000

Philippine

Government

International

Bond

5

.600

05/14/49

1,477,952‌

1,000,000

Philippine

Government

International

Bond

5

.175

09/05/49

931,094‌

925,000

Province

of

Alberta

Canada

3

.300

03/15/28

892,162‌

1,000,000

Province

of

Alberta

Canada

4

.500

06/26/29

995,339‌

115

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

2,000,000

Province

of

Alberta

Canada

1

.300

%

07/22/30

$

1,670,490‌

1,000,000

Province

of

Alberta

Canada

4

.500

01/24/34

966,517‌

850,000

Province

of

British

Columbia

Canada

2

.250

06/02/26

824,304‌

1,500,000

Province

of

British

Columbia

Canada

0

.900

07/20/26

1,421,606‌

1,000,000

Province

of

British

Columbia

Canada

4

.800

11/15/28

1,009,746‌

5,000,000

Province

of

British

Columbia

Canada

4

.900

04/24/29

5,052,322‌

1,500,000

Province

of

British

Columbia

Canada

1

.300

01/29/31

1,227,480‌

850,000

Province

of

British

Columbia

Canada

4

.200

07/06/33

807,696‌

3,000,000

Province

of

British

Columbia

Canada

4

.750

06/12/34

2,950,727‌

500,000

Province

of

Manitoba

Canada

2

.125

06/22/26

483,187‌

1,500,000

Province

of

Manitoba

Canada

1

.500

10/25/28

1,342,920‌

1,000,000

Province

of

Manitoba

Canada

4

.300

07/27/33

955,089‌

1,500,000

Province

of

Manitoba

Canada

4

.900

05/31/34

1,491,993‌

500,000

Province

of

New

Brunswick

Canada

3

.625

02/24/28

484,879‌

2,000,000

Province

of

Ontario

Canada

0

.625

01/21/26

1,920,822‌

1,500,000

Province

of

Ontario

Canada

1

.050

04/14/26

1,436,709‌

1,000,000

Province

of

Ontario

Canada

2

.500

04/27/26

975,015‌

1,000,000

Province

of

Ontario

Canada

2

.300

06/15/26

970,117‌

1,000,000

Province

of

Ontario

Canada

3

.100

05/19/27

969,374‌

1,000,000

Province

of

Ontario

Canada

1

.050

05/21/27

923,627‌

1,000,000

Province

of

Ontario

Canada

4

.200

01/18/29

985,287‌

1,500,000

Province

of

Ontario

Canada

3

.700

09/17/29

1,443,387‌

2,000,000

Province

of

Ontario

Canada

2

.000

10/02/29

1,780,287‌

1,000,000

Province

of

Ontario

Canada

1

.125

10/07/30

821,858‌

3,000,000

Province

of

Ontario

Canada

1

.600

02/25/31

2,495,877‌

1,500,000

Province

of

Ontario

Canada

1

.800

10/14/31

1,239,746‌

3,000,000

Province

of

Ontario

Canada

2

.125

01/21/32

2,518,797‌

2,000,000

Province

of

Ontario

Canada

5

.050

04/24/34

2,012,588‌

3,500,000

Province

of

Quebec

Canada

2

.500

04/20/26

3,413,220‌

500,000

Province

of

Quebec

Canada

2

.750

04/12/27

481,727‌

3,000,000

Province

of

Quebec

Canada

3

.625

04/13/28

2,916,696‌

1,000,000

Province

of

Quebec

Canada

4

.500

04/03/29

995,738‌

201,000

Province

of

Quebec

Canada

7

.500

09/15/29

225,177‌

1,500,000

Province

of

Quebec

Canada

1

.350

05/28/30

1,263,425‌

3,000,000

Province

of

Quebec

Canada

1

.900

04/21/31

2,531,795‌

2,000,000

Province

of

Quebec

Canada

4

.500

09/08/33

1,942,502‌

1,000,000

Province

of

Quebec

Canada

4

.250

09/05/34

945,508‌

1,000,000

Province

of

Saskatchewan

Canada

3

.250

06/08/27

971,630‌

1,500,000

Republic

of

Italy

Government

International

Bond

2

.875

10/17/29

1,357,653‌

1,599,000

Republic

of

Italy

Government

International

Bond

5

.375

06/15/33

1,565,888‌

2,000,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

1,419,637‌

3,750,000

Republic

of

Italy

Government

International

Bond

3

.875

05/06/51

2,562,000‌

2,725,000

Republic

of

Poland

Government

International

Bond

3

.250

04/06/26

2,677,312‌

1,500,000

Republic

of

Poland

Government

International

Bond

5

.500

11/16/27

1,528,462‌

3,000,000

Republic

of

Poland

Government

International

Bond

4

.625

03/18/29

2,965,686‌

850,000

Republic

of

Poland

Government

International

Bond

5

.750

11/16/32

867,000‌

2,000,000

Republic

of

Poland

Government

International

Bond

4

.875

10/04/33

1,921,144‌

2,900,000

Republic

of

Poland

Government

International

Bond

5

.125

09/18/34

2,808,621‌

1,050,000

Republic

of

Poland

Government

International

Bond

5

.500

04/04/53

970,092‌

4,150,000

Republic

of

Poland

Government

International

Bond

5

.500

03/18/54

3,818,585‌

2,000,000

(a)

State

of

Israel

2

.500

01/15/30

1,735,984‌

2,250,000

Svensk

Exportkredit

AB

4

.625

11/28/25

2,251,669‌

1,000,000

Svensk

Exportkredit

AB

4

.875

09/14/26

1,006,610‌

3,000,000

Svensk

Exportkredit

AB

3

.750

09/13/27

2,948,371‌

1,500,000

Svensk

Exportkredit

AB

4

.125

06/14/28

1,484,423‌

1,000,000

Svensk

Exportkredit

AB

4

.250

02/01/29

987,991‌

1,000,000

Svensk

Exportkredit

AB

4

.875

10/04/30

1,011,040‌

1,122,886

Uruguay

Government

International

Bond

4

.375

01/23/31

1,088,075‌

5,957,660

Uruguay

Government

International

Bond

5

.750

10/28/34

6,113,188‌

500,000

Uruguay

Government

International

Bond

4

.125

11/20/45

416,598‌

2,063,907

Uruguay

Government

International

Bond

5

.100

06/18/50

1,892,484‌

Bond

Index

Fund

116

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

2,425,000

Uruguay

Government

International

Bond

4

.975

%

04/20/55

$

2,143,161‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

719,433,551‌

MORTGAGE

BACKED

-

24.9%

61,286,429

Fannie

Mae

2

.000

02/01/52

47,853,203‌

72

Fannie

Mae

Pool

4

.500

02/01/25

72‌

21

Fannie

Mae

Pool

4

.500

03/01/25

21‌

657

Fannie

Mae

Pool

4

.500

03/01/25

654‌

458

Fannie

Mae

Pool

5

.000

03/01/25

457‌

560

Fannie

Mae

Pool

4

.500

04/01/25

559‌

1,191

Fannie

Mae

Pool

4

.500

04/01/25

1,187‌

8,414

Fannie

Mae

Pool

4

.000

05/01/25

8,380‌

4,243

Fannie

Mae

Pool

4

.000

06/01/25

4,224‌

1,416

Fannie

Mae

Pool

4

.500

06/01/25

1,413‌

1,689

Fannie

Mae

Pool

4

.000

08/01/25

1,681‌

668

Fannie

Mae

Pool

5

.500

08/01/25

664‌

4,957

Fannie

Mae

Pool

3

.500

09/01/25

4,923‌

675

Fannie

Mae

Pool

4

.000

09/01/25

672‌

14,584

Fannie

Mae

Pool

3

.500

10/01/25

14,487‌

16,929

Fannie

Mae

Pool

3

.500

10/01/25

16,806‌

5,449

Fannie

Mae

Pool

5

.000

10/01/25

5,431‌

11,576

Fannie

Mae

Pool

4

.000

11/01/25

11,510‌

16,643

Fannie

Mae

Pool

3

.500

12/01/25

16,519‌

16,104

Fannie

Mae

Pool

3

.500

02/01/26

15,964‌

73,734

Fannie

Mae

Pool

3

.500

02/01/26

73,091‌

5,200

Fannie

Mae

Pool

4

.000

03/01/26

5,170‌

17,472

Fannie

Mae

Pool

4

.000

06/01/26

17,337‌

14,393

Fannie

Mae

Pool

3

.500

08/01/26

14,266‌

14,623

Fannie

Mae

Pool

3

.500

09/01/26

14,474‌

6,783

Fannie

Mae

Pool

4

.000

09/01/26

6,743‌

27,782

Fannie

Mae

Pool

3

.500

10/01/26

27,499‌

590

Fannie

Mae

Pool

6

.000

10/01/26

593‌

36,468

Fannie

Mae

Pool

3

.000

11/01/26

35,930‌

35,959

Fannie

Mae

Pool

3

.000

12/01/26

35,429‌

97,187

Fannie

Mae

Pool

3

.000

01/01/27

95,711‌

20,003

Fannie

Mae

Pool

4

.000

01/01/27

19,838‌

83,040

Fannie

Mae

Pool

3

.500

02/01/27

81,986‌

152,539

Fannie

Mae

Pool

3

.000

04/01/27

149,993‌

87,059

Fannie

Mae

Pool

3

.000

04/01/27

85,607‌

55,616

Fannie

Mae

Pool

3

.500

05/01/27

54,952‌

71,221

Fannie

Mae

Pool

2

.500

06/01/27

69,629‌

219,876

Fannie

Mae

Pool

3

.000

06/01/27

215,843‌

74,893

Fannie

Mae

Pool

2

.500

07/01/27

73,218‌

178,909

Fannie

Mae

Pool

2

.500

09/01/27

174,650‌

1,843

Fannie

Mae

Pool

5

.500

09/01/27

1,840‌

275,961

Fannie

Mae

Pool

2

.500

10/01/27

269,191‌

187,475

Fannie

Mae

Pool

3

.000

11/01/27

183,936‌

368

Fannie

Mae

Pool

5

.500

01/01/28

370‌

767,922

Fannie

Mae

Pool

2

.500

02/01/28

746,991‌

640,732

Fannie

Mae

Pool

2

.500

02/01/28

623,145‌

315

Fannie

Mae

Pool

5

.000

02/01/28

316‌

493,323

Fannie

Mae

Pool

2

.500

04/01/28

479,422‌

723,880

Fannie

Mae

Pool

2

.500

04/01/28

703,485‌

1,981

Fannie

Mae

Pool

5

.500

06/01/28

1,999‌

207,903

Fannie

Mae

Pool

2

.500

07/01/28

201,450‌

447,164

Fannie

Mae

Pool

2

.500

08/01/28

433,279‌

546,631

Fannie

Mae

Pool

3

.000

10/01/28

530,852‌

341

Fannie

Mae

Pool

5

.500

11/01/28

344‌

2

Fannie

Mae

Pool

7

.500

01/01/29

2‌

802,474

Fannie

Mae

Pool

3

.000

03/01/29

779,045‌

2,703

Fannie

Mae

Pool

4

.000

03/01/29

2,662‌

2,869,128

Fannie

Mae

Pool

3

.000

04/01/29

2,785,842‌

11,039

Fannie

Mae

Pool

4

.500

04/01/29

10,960‌

117

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

7,445

Fannie

Mae

Pool

4

.000

%

05/01/29

$

7,336‌

4,466

Fannie

Mae

Pool

4

.500

06/01/29

4,436‌

1,521

Fannie

Mae

Pool

4

.000

07/01/29

1,497‌

29,344

Fannie

Mae

Pool

4

.500

08/01/29

29,134‌

3,402,163

Fannie

Mae

Pool

3

.500

09/01/29

3,336,355‌

5,850

Fannie

Mae

Pool

4

.500

09/01/29

5,795‌

5,042

Fannie

Mae

Pool

4

.500

11/01/29

4,984‌

1,856

Fannie

Mae

Pool

4

.500

01/01/30

1,843‌

473,117

Fannie

Mae

Pool

2

.500

02/01/30

451,499‌

3,985

Fannie

Mae

Pool

4

.000

03/01/30

3,916‌

1,742

Fannie

Mae

Pool

4

.500

05/01/30

1,729‌

2,618

Fannie

Mae

Pool

4

.500

06/01/30

2,598‌

1,168,258

Fannie

Mae

Pool

3

.000

07/01/30

1,125,273‌

24,691

Fannie

Mae

Pool

4

.500

08/01/30

24,407‌

5,403

Fannie

Mae

Pool

4

.000

09/01/30

5,307‌

29,266

Fannie

Mae

Pool

4

.000

10/01/30

28,865‌

311,477

Fannie

Mae

Pool

4

.000

11/01/30

305,746‌

52,308

Fannie

Mae

Pool

4

.000

11/01/30

51,327‌

11,755

Fannie

Mae

Pool

4

.500

12/01/30

11,674‌

1,197,726

Fannie

Mae

Pool

3

.000

02/01/31

1,149,741‌

18,016

Fannie

Mae

Pool

3

.500

02/01/31

17,480‌

19,507

Fannie

Mae

Pool

4

.000

02/01/31

19,125‌

212

Fannie

Mae

Pool

7

.500

03/01/31

218‌

1,336,034

Fannie

Mae

Pool

2

.500

04/01/31

1,265,191‌

54,230

Fannie

Mae

Pool

3

.500

04/01/31

52,473‌

6,365

Fannie

Mae

Pool

4

.000

04/01/31

6,245‌

1,312,035

Fannie

Mae

Pool

3

.000

05/01/31

1,258,271‌

574

Fannie

Mae

Pool

6

.000

05/01/31

592‌

1,532,414

Fannie

Mae

Pool

2

.500

06/01/31

1,450,396‌

330,095

Fannie

Mae

Pool

4

.500

07/01/31

325,749‌

35,091

Fannie

Mae

Pool

4

.500

07/01/31

34,828‌

208,128

Fannie

Mae

Pool

4

.000

08/01/31

203,661‌

2,025,333

Fannie

Mae

Pool

2

.500

09/01/31

1,912,924‌

1,009,272

Fannie

Mae

Pool

3

.000

09/01/31

967,358‌

12,442

Fannie

Mae

Pool

4

.000

09/01/31

12,173‌

124

Fannie

Mae

Pool

6

.500

09/01/31

127‌

7,620

Fannie

Mae

Pool

6

.000

11/01/31

7,810‌

1,109

Fannie

Mae

Pool

6

.500

11/01/31

1,135‌

2,215,503

Fannie

Mae

Pool

2

.500

12/01/31

2,090,586‌

369,750

Fannie

Mae

Pool

3

.500

01/01/32

356,518‌

2,450

Fannie

Mae

Pool

6

.000

01/01/32

2,513‌

150,689

Fannie

Mae

Pool

3

.500

02/01/32

145,268‌

1,640

Fannie

Mae

Pool

6

.000

02/01/32

1,698‌

1,382,526

Fannie

Mae

Pool

3

.000

03/01/32

1,318,385‌

7,153

Fannie

Mae

Pool

6

.500

04/01/32

7,390‌

4,819,441

Fannie

Mae

Pool

3

.000

06/01/32

4,600,363‌

14,909

Fannie

Mae

Pool

6

.500

07/01/32

15,418‌

2,785

Fannie

Mae

Pool

6

.500

08/01/32

2,853‌

180,242

Fannie

Mae

Pool

3

.000

09/01/32

169,848‌

2,780

Fannie

Mae

Pool

7

.500

09/01/32

2,770‌

536,613

Fannie

Mae

Pool

3

.000

10/01/32

505,349‌

18,570

Fannie

Mae

Pool

5

.500

10/01/32

18,525‌

4,117

Fannie

Mae

Pool

6

.000

11/01/32

4,165‌

3,235,632

Fannie

Mae

Pool

3

.000

12/01/32

3,058,268‌

4,832

Fannie

Mae

Pool

5

.500

12/01/32

4,944‌

216

Fannie

Mae

Pool

5

.500

12/01/32

219‌

7,422

Fannie

Mae

Pool

6

.000

12/01/32

7,495‌

33,215

Fannie

Mae

Pool

5

.500

01/01/33

33,609‌

88,899

Fannie

Mae

Pool

6

.000

01/01/33

90,638‌

34,832

Fannie

Mae

Pool

5

.000

02/01/33

34,576‌

844

Fannie

Mae

Pool

5

.000

02/01/33

849‌

402,073

Fannie

Mae

Pool

3

.000

04/01/33

379,160‌

Bond

Index

Fund

118

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

456,613

Fannie

Mae

Pool

3

.500

%

04/01/33

$

436,867‌

1,829

Fannie

Mae

Pool

6

.000

04/01/33

1,877‌

2,161,183

Fannie

Mae

Pool

3

.500

05/01/33

2,086,927‌

235,091

Fannie

Mae

Pool

5

.500

05/01/33

236,973‌

13,460

Fannie

Mae

Pool

5

.000

06/01/33

13,406‌

24,709

Fannie

Mae

Pool

5

.500

06/01/33

24,867‌

3,351

Fannie

Mae

Pool

4

.500

07/01/33

3,216‌

19,532

Fannie

Mae

Pool

5

.000

07/01/33

19,390‌

21,621

Fannie

Mae

Pool

4

.500

08/01/33

20,985‌

2,869

Fannie

Mae

Pool

4

.500

08/01/33

2,754‌

5,670

Fannie

Mae

Pool

5

.000

08/01/33

5,624‌

17,727

Fannie

Mae

Pool

5

.500

09/01/33

17,649‌

21,729

Fannie

Mae

Pool

5

.500

09/01/33

21,762‌

4,677

Fannie

Mae

Pool

6

.000

09/01/33

4,811‌

36,606

Fannie

Mae

Pool

4

.500

10/01/33

35,891‌

7,712

Fannie

Mae

Pool

5

.000

10/01/33

7,649‌

2,778

Fannie

Mae

Pool

5

.000

10/01/33

2,727‌

126,300

Fannie

Mae

Pool

5

.500

10/01/33

127,202‌

31,151

Fannie

Mae

Pool

5

.500

10/01/33

31,013‌

2,082

Fannie

Mae

Pool

4

.500

11/01/33

2,011‌

7,309

Fannie

Mae

Pool

5

.000

11/01/33

7,276‌

522,949

Fannie

Mae

Pool

5

.000

11/01/33

519,816‌

58,458

Fannie

Mae

Pool

5

.000

12/01/33

58,122‌

88,192

Fannie

Mae

Pool

5

.500

12/01/33

88,197‌

775,794

Fannie

Mae

Pool

3

.000

01/01/34

725,259‌

23,058

Fannie

Mae

Pool

5

.000

02/01/34

22,941‌

101,611

Fannie

Mae

Pool

6

.000

02/01/34

104,181‌

2,341

Fannie

Mae

Pool

5

.000

03/01/34

2,327‌

2,983

Fannie

Mae

Pool

5

.000

03/01/34

2,959‌

5,833

Fannie

Mae

Pool

5

.000

03/01/34

5,803‌

138,298

Fannie

Mae

Pool

5

.000

03/01/34

137,582‌

6,899

Fannie

Mae

Pool

5

.000

03/01/34

6,863‌

2,050

Fannie

Mae

Pool

5

.000

03/01/34

2,038‌

19,888

Fannie

Mae

Pool

5

.000

04/01/34

19,724‌

21,553

Fannie

Mae

Pool

5

.500

04/01/34

21,740‌

8,287

Fannie

Mae

Pool

4

.500

05/01/34

8,004‌

2,481

Fannie

Mae

Pool

4

.500

05/01/34

2,396‌

5,020

Fannie

Mae

Pool

5

.500

07/01/34

5,054‌

7,562

Fannie

Mae

Pool

5

.500

07/01/34

7,614‌

6,972

Fannie

Mae

Pool

7

.000

07/01/34

7,225‌

57,454

Fannie

Mae

Pool

5

.000

08/01/34

56,985‌

6,202

Fannie

Mae

Pool

5

.000

08/01/34

6,152‌

33,420

Fannie

Mae

Pool

6

.000

08/01/34

34,317‌

5,794

Fannie

Mae

Pool

6

.000

08/01/34

5,916‌

6,240,744

Fannie

Mae

Pool

3

.500

09/01/34

5,942,786‌

122,095

Fannie

Mae

Pool

5

.500

09/01/34

122,933‌

4,589,306

Fannie

Mae

Pool

2

.500

11/01/34

4,213,750‌

1,084

Fannie

Mae

Pool

5

.500

11/01/34

1,094‌

7,295

Fannie

Mae

Pool

6

.000

11/01/34

7,394‌

6,776,537

Fannie

Mae

Pool

2

.500

12/01/34

6,203,137‌

9,732,892

Fannie

Mae

Pool

3

.000

12/01/34

9,142,584‌

1,801

Fannie

Mae

Pool

5

.000

12/01/34

1,786‌

1,126

Fannie

Mae

Pool

5

.500

12/01/34

1,135‌

5,688

Fannie

Mae

Pool

6

.000

12/01/34

5,801‌

167,140

Fannie

Mae

Pool

4

.500

01/01/35

163,622‌

17,346

Fannie

Mae

Pool

5

.500

01/01/35

17,522‌

4,936,794

Fannie

Mae

Pool

3

.500

02/01/35

4,713,042‌

359,369

Fannie

Mae

Pool

5

.500

02/01/35

361,831‌

15,944

Fannie

Mae

Pool

5

.500

02/01/35

16,079‌

4,392,645

Fannie

Mae

Pool

2

.500

03/01/35

4,025,426‌

58,149

Fannie

Mae

Pool

5

.500

04/01/35

58,548‌

15,333

Fannie

Mae

Pool

6

.000

04/01/35

15,819‌

119

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

14,658

Fannie

Mae

Pool

6

.000

%

04/01/35

$

15,057‌

5,560,103

Fannie

Mae

Pool

2

.500

05/01/35

5,071,188‌

4,813,221

Fannie

Mae

Pool

3

.000

05/01/35

4,503,144‌

20,793

Fannie

Mae

Pool

6

.000

05/01/35

21,445‌

5,863

Fannie

Mae

Pool

5

.000

06/01/35

5,815‌

18,104

Fannie

Mae

Pool

5

.000

07/01/35

17,941‌

918

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.570%)

7

.320

07/01/35

933‌

2,038,433

Fannie

Mae

Pool

2

.500

08/01/35

1,862,929‌

1,620,895

Fannie

Mae

Pool

3

.000

08/01/35

1,497,301‌

36,262

Fannie

Mae

Pool

4

.500

08/01/35

35,029‌

36,117

Fannie

Mae

Pool

5

.000

08/01/35

35,822‌

26,918

Fannie

Mae

Pool

5

.000

08/01/35

26,700‌

1,529

Fannie

Mae

Pool

4

.500

09/01/35

1,498‌

1,308

Fannie

Mae

Pool

4

.500

09/01/35

1,264‌

4,553

Fannie

Mae

Pool

5

.500

09/01/35

4,590‌

5,753,145

Fannie

Mae

Pool

2

.500

10/01/35

5,226,032‌

16,523

Fannie

Mae

Pool

5

.000

10/01/35

16,396‌

44,234

Fannie

Mae

Pool

5

.500

10/01/35

44,537‌

13,559,029

Fannie

Mae

Pool

1

.500

11/01/35

11,715,314‌

12,386,890

Fannie

Mae

Pool

2

.000

11/01/35

11,027,709‌

6,150,021

Fannie

Mae

Pool

2

.500

11/01/35

5,592,628‌

37,518

Fannie

Mae

Pool

5

.500

11/01/35

37,960‌

5,022,772

Fannie

Mae

Pool

2

.000

12/01/35

4,462,194‌

17,933,878

Fannie

Mae

Pool

1

.500

01/01/36

15,472,876‌

2,073,659

Fannie

Mae

Pool

3

.500

01/01/36

1,966,795‌

127,289

Fannie

Mae

Pool

5

.000

02/01/36

126,340‌

10,417

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.535%)

5

.985

02/01/36

10,519‌

12,396,432

Fannie

Mae

Pool

1

.500

03/01/36

10,694,797‌

59,966,255

Fannie

Mae

Pool

2

.000

03/01/36

53,162,720‌

53,250

Fannie

Mae

Pool

6

.000

03/01/36

55,214‌

10,464,676

Fannie

Mae

Pool

1

.500

04/01/36

9,028,140‌

6,803,007

Fannie

Mae

Pool

1

.000

05/01/36

5,715,871‌

19,639,674

Fannie

Mae

Pool

1

.500

05/01/36

16,894,917‌

12,593,353

Fannie

Mae

Pool

2

.000

05/01/36

11,164,317‌

667,037

Fannie

Mae

Pool

3

.500

05/01/36

630,657‌

685

Fannie

Mae

Pool

5

.000

05/01/36

680‌

92,161

Fannie

Mae

Pool

6

.000

06/01/36

95,268‌

12,855,402

Fannie

Mae

Pool

2

.000

07/01/36

11,396,434‌

3,595

Fannie

Mae

Pool

6

.000

07/01/36

3,644‌

8,363

Fannie

Mae

Pool

6

.500

07/01/36

8,606‌

3,193

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.632%)

7

.382

07/01/36

3,234‌

3,245,195

Fannie

Mae

Pool

1

.500

08/01/36

2,791,586‌

5,244,797

Fannie

Mae

Pool

3

.000

08/01/36

4,853,596‌

44,100

Fannie

Mae

Pool

5

.500

08/01/36

44,105‌

52,321

Fannie

Mae

Pool

6

.500

08/01/36

53,474‌

10,563,812

Fannie

Mae

Pool

1

.500

09/01/36

9,061,102‌

15,547,786

Fannie

Mae

Pool

2

.000

09/01/36

13,770,810‌

12,523,812

Fannie

Mae

Pool

2

.500

09/01/36

11,391,693‌

839,019

Fannie

Mae

Pool

3

.000

09/01/36

775,920‌

4,413

Fannie

Mae

Pool

5

.500

09/01/36

4,447‌

1,572

Fannie

Mae

Pool

6

.500

09/01/36

1,643‌

6,187

Fannie

Mae

Pool

6

.500

09/01/36

6,436‌

8,069

Fannie

Mae

Pool

6

.000

10/01/36

8,366‌

21,870,241

Fannie

Mae

Pool

1

.500

11/01/36

18,866,760‌

18,619,980

Fannie

Mae

Pool

2

.000

11/01/36

16,460,401‌

1,889,334

Fannie

Mae

Pool

3

.000

11/01/36

1,744,496‌

3,733

Fannie

Mae

Pool

6

.500

11/01/36

3,883‌

5,076,780

Fannie

Mae

Pool

2

.000

12/01/36

4,491,060‌

24,778

Fannie

Mae

Pool

6

.000

12/01/36

25,688‌

9,268,005

Fannie

Mae

Pool

1

.500

01/01/37

7,955,063‌

8,861,713

Fannie

Mae

Pool

2

.000

01/01/37

7,839,241‌

9,292

Fannie

Mae

Pool

5

.500

01/01/37

9,377‌

Bond

Index

Fund

120

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,724

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.727%)

6

.161

%

01/01/37

$

4,794‌

3,777,799

Fannie

Mae

Pool

1

.500

02/01/37

3,239,883‌

5,614,223

Fannie

Mae

Pool

2

.000

02/01/37

4,965,942‌

70,158

Fannie

Mae

Pool

5

.500

02/01/37

70,841‌

4,320

Fannie

Mae

Pool

6

.000

02/01/37

4,478‌

9,894

Fannie

Mae

Pool

7

.000

02/01/37

10,411‌

319

(d)

Fannie

Mae

Pool,

(LIBOR

6

M

+

1.460%)

7

.085

02/01/37

324‌

29,241,412

Fannie

Mae

Pool

2

.000

03/01/37

25,832,944‌

727

Fannie

Mae

Pool

5

.000

03/01/37

724‌

1,637

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.875%)

6

.375

03/01/37

1,662‌

24,019

Fannie

Mae

Pool

6

.500

03/01/37

24,955‌

37,757

Fannie

Mae

Pool

6

.500

03/01/37

39,454‌

19,542,933

Fannie

Mae

Pool

2

.000

04/01/37

17,261,891‌

2,205,607

Fannie

Mae

Pool

2

.500

04/01/37

2,003,183‌

16,585

Fannie

Mae

Pool

7

.000

04/01/37

17,185‌

10,159,094

Fannie

Mae

Pool

1

.500

05/01/37

8,714,648‌

30,788

Fannie

Mae

Pool

5

.000

05/01/37

30,679‌

5,721

Fannie

Mae

Pool

5

.500

06/01/37

5,753‌

5,049

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.782%)

7

.394

06/01/37

5,167‌

6,967,080

Fannie

Mae

Pool

2

.500

08/01/37

6,328,790‌

3,800,962

Fannie

Mae

Pool

3

.000

08/01/37

3,536,986‌

6,677

Fannie

Mae

Pool

5

.500

08/01/37

6,750‌

2,534

Fannie

Mae

Pool

6

.000

08/01/37

2,617‌

12,389

Fannie

Mae

Pool

5

.500

09/01/37

12,486‌

20,685

Fannie

Mae

Pool

6

.000

09/01/37

21,201‌

14,897

Fannie

Mae

Pool

6

.000

09/01/37

15,413‌

58,190

Fannie

Mae

Pool

6

.000

09/01/37

60,152‌

10,879

Fannie

Mae

Pool

6

.000

09/01/37

11,159‌

42,360

Fannie

Mae

Pool

6

.000

09/01/37

43,789‌

5,451

Fannie

Mae

Pool

6

.500

09/01/37

5,611‌

3,584

Fannie

Mae

Pool

6

.500

09/01/37

3,688‌

3,547

Fannie

Mae

Pool

6

.500

10/01/37

3,673‌

5,170

(d)

Fannie

Mae

Pool,

(DGS1

+

2.275%)

7

.275

10/01/37

5,314‌

5,484,745

Fannie

Mae

Pool

3

.000

11/01/37

5,103,757‌

5,220,087

Fannie

Mae

Pool

3

.500

11/01/37

4,900,960‌

3,856,821

Fannie

Mae

Pool

4

.000

11/01/37

3,706,812‌

51,330

Fannie

Mae

Pool

5

.500

11/01/37

51,594‌

86,075

Fannie

Mae

Pool

6

.000

11/01/37

89,183‌

2,291

Fannie

Mae

Pool

7

.000

11/01/37

2,374‌

1,709,524

Fannie

Mae

Pool

3

.000

12/01/37

1,558,910‌

1,701,020

Fannie

Mae

Pool

4

.000

01/01/38

1,626,118‌

425

Fannie

Mae

Pool

6

.500

01/01/38

437‌

2,979,124

Fannie

Mae

Pool

4

.500

02/01/38

2,918,065‌

2,029,674

Fannie

Mae

Pool

5

.000

02/01/38

2,022,200‌

23,143

Fannie

Mae

Pool

5

.500

02/01/38

23,264‌

13,616

Fannie

Mae

Pool

6

.500

02/01/38

14,041‌

7,076

Fannie

Mae

Pool

7

.000

02/01/38

7,558‌

2,463

Fannie

Mae

Pool

5

.000

03/01/38

2,454‌

1,275

Fannie

Mae

Pool

5

.000

03/01/38

1,270‌

5,797

Fannie

Mae

Pool

5

.500

03/01/38

5,827‌

2,001

Fannie

Mae

Pool

6

.000

03/01/38

2,088‌

4,313

Fannie

Mae

Pool

6

.500

03/01/38

4,443‌

4,302

Fannie

Mae

Pool

6

.500

03/01/38

4,466‌

5,831

Fannie

Mae

Pool

6

.500

03/01/38

5,950‌

6,578

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.770%)

6

.520

03/01/38

6,707‌

52,948

Fannie

Mae

Pool

5

.500

04/01/38

53,183‌

99,652

Fannie

Mae

Pool

6

.000

04/01/38

102,925‌

7,777

Fannie

Mae

Pool

4

.500

05/01/38

7,485‌

270,258

Fannie

Mae

Pool

5

.000

05/01/38

268,077‌

70,864

Fannie

Mae

Pool

5

.000

05/01/38

69,520‌

188,048

Fannie

Mae

Pool

6

.000

06/01/38

194,968‌

312,670

Fannie

Mae

Pool

6

.500

06/01/38

322,158‌

121

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

69,430

Fannie

Mae

Pool

6

.000

%

07/01/38

$

71,929‌

266

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.603%)

7

.433

08/01/38

273‌

212,948

Fannie

Mae

Pool

6

.000

09/01/38

220,481‌

540

Fannie

Mae

Pool

6

.000

10/01/38

548‌

8,909

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.321%)

6

.821

10/01/38

9,039‌

2,468,606

Fannie

Mae

Pool

5

.000

11/01/38

2,456,784‌

2,878

Fannie

Mae

Pool

5

.500

11/01/38

2,912‌

4,085,742

Fannie

Mae

Pool

6

.000

11/01/38

4,154,337‌

1,183

Fannie

Mae

Pool

5

.000

12/01/38

1,179‌

208,431

Fannie

Mae

Pool

5

.500

12/01/38

210,885‌

9,005

Fannie

Mae

Pool

4

.500

01/01/39

8,716‌

17,172

Fannie

Mae

Pool

5

.000

01/01/39

16,899‌

767,123

Fannie

Mae

Pool

5

.000

01/01/39

761,003‌

28,481

Fannie

Mae

Pool

5

.500

01/01/39

28,608‌

108,988

Fannie

Mae

Pool

5

.500

01/01/39

109,569‌

10,652

Fannie

Mae

Pool

6

.000

01/01/39

10,948‌

1,054

Fannie

Mae

Pool

6

.000

01/01/39

1,070‌

35,421

Fannie

Mae

Pool

4

.500

02/01/39

34,341‌

129,147

Fannie

Mae

Pool

4

.500

02/01/39

125,210‌

49,911

Fannie

Mae

Pool

4

.500

02/01/39

48,389‌

2,525

Fannie

Mae

Pool

5

.500

02/01/39

2,536‌

115,833

Fannie

Mae

Pool

4

.000

04/01/39

109,300‌

5,668

Fannie

Mae

Pool

5

.500

04/01/39

5,693‌

206,174

Fannie

Mae

Pool

4

.500

05/01/39

199,885‌

38,860

Fannie

Mae

Pool

4

.500

05/01/39

37,652‌

111,788

Fannie

Mae

Pool

4

.500

06/01/39

108,010‌

38,404

Fannie

Mae

Pool

4

.500

06/01/39

37,233‌

90,602

Fannie

Mae

Pool

5

.500

06/01/39

91,113‌

4,095,216

Fannie

Mae

Pool

5

.500

06/01/39

4,122,827‌

23,573

Fannie

Mae

Pool

4

.500

07/01/39

22,855‌

25,692

Fannie

Mae

Pool

4

.500

07/01/39

24,909‌

2,362

Fannie

Mae

Pool

5

.000

07/01/39

2,353‌

4,337,343

Fannie

Mae

Pool

5

.500

07/01/39

4,366,587‌

1,282

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.835%)

7

.710

07/01/39

1,311‌

396,812

Fannie

Mae

Pool

4

.000

08/01/39

374,411‌

71,228

Fannie

Mae

Pool

4

.000

08/01/39

67,207‌

6,093

Fannie

Mae

Pool

4

.500

08/01/39

5,907‌

267,733

Fannie

Mae

Pool

4

.500

08/01/39

259,567‌

78,123

Fannie

Mae

Pool

4

.500

08/01/39

75,742‌

288,383

Fannie

Mae

Pool

5

.000

08/01/39

287,357‌

2,605

Fannie

Mae

Pool

5

.000

08/01/39

2,597‌

5,259

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.650%)

7

.400

08/01/39

5,352‌

2,974

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.690%)

7

.440

08/01/39

3,026‌

152,974

Fannie

Mae

Pool

4

.000

09/01/39

144,339‌

16,871

Fannie

Mae

Pool

5

.000

09/01/39

16,810‌

3,683,510

Fannie

Mae

Pool

5

.000

09/01/39

3,665,870‌

73,490

Fannie

Mae

Pool

5

.500

09/01/39

73,816‌

41,747

Fannie

Mae

Pool

6

.000

09/01/39

43,235‌

151,674

Fannie

Mae

Pool

6

.500

10/01/39

158,491‌

2,941,207

Fannie

Mae

Pool

4

.500

11/01/39

2,877,250‌

6,856

Fannie

Mae

Pool

5

.000

11/01/39

6,831‌

174,082

Fannie

Mae

Pool

4

.000

12/01/39

164,252‌

20,022

Fannie

Mae

Pool

4

.500

12/01/39

19,411‌

38,889

Fannie

Mae

Pool

4

.500

12/01/39

37,703‌

635,594

Fannie

Mae

Pool

4

.500

12/01/39

616,208‌

13,195

Fannie

Mae

Pool

4

.500

01/01/40

12,792‌

15,264

Fannie

Mae

Pool

5

.000

01/01/40

15,210‌

5,733

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.815%)

6

.152

01/01/40

5,927‌

93,913

Fannie

Mae

Pool

6

.000

02/01/40

97,069‌

4,784,847

Fannie

Mae

Pool

2

.500

03/01/40

4,210,594‌

127,359

Fannie

Mae

Pool

4

.500

03/01/40

123,476‌

55,597

Fannie

Mae

Pool

4

.500

03/01/40

53,902‌

Bond

Index

Fund

122

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,763

Fannie

Mae

Pool

5

.000

%

03/01/40

$

5,743‌

6,174,324

Fannie

Mae

Pool

2

.500

04/01/40

5,425,355‌

6,108,561

Fannie

Mae

Pool

3

.000

04/01/40

5,516,510‌

5,905

Fannie

Mae

Pool

4

.500

04/01/40

5,725‌

208,470

Fannie

Mae

Pool

5

.000

04/01/40

207,727‌

141,793

Fannie

Mae

Pool

5

.000

04/01/40

141,288‌

4,603

Fannie

Mae

Pool

4

.500

05/01/40

4,442‌

19,754

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.832%)

6

.368

05/01/40

20,413‌

3,749

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.790%)

7

.165

05/01/40

3,761‌

12,794

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.835%)

7

.210

05/01/40

13,119‌

5,544,233

Fannie

Mae

Pool

2

.500

06/01/40

4,865,696‌

13,104

Fannie

Mae

Pool

4

.500

07/01/40

12,704‌

11,678

Fannie

Mae

Pool

4

.500

07/01/40

11,321‌

18,392

Fannie

Mae

Pool

5

.000

07/01/40

18,327‌

116,212

Fannie

Mae

Pool

4

.500

08/01/40

112,668‌

165,310

Fannie

Mae

Pool

4

.500

08/01/40

160,269‌

116,541

Fannie

Mae

Pool

5

.000

08/01/40

116,126‌

258,277

Fannie

Mae

Pool

4

.500

09/01/40

250,396‌

110,008

Fannie

Mae

Pool

4

.500

09/01/40

106,651‌

273,223

Fannie

Mae

Pool

6

.000

09/01/40

283,271‌

38,577

Fannie

Mae

Pool

3

.500

10/01/40

35,201‌

383,687

Fannie

Mae

Pool

4

.000

10/01/40

362,014‌

176,518

Fannie

Mae

Pool

4

.000

10/01/40

166,550‌

303,760

Fannie

Mae

Pool

4

.500

10/01/40

294,493‌

362,210

Fannie

Mae

Pool

3

.500

11/01/40

330,518‌

358,631

Fannie

Mae

Pool

4

.000

11/01/40

338,375‌

398,637

Fannie

Mae

Pool

4

.000

11/01/40

376,125‌

226,728

Fannie

Mae

Pool

4

.000

11/01/40

213,923‌

43,962

Fannie

Mae

Pool

4

.500

11/01/40

42,620‌

12,278,955

Fannie

Mae

Pool

2

.000

12/01/40

10,272,446‌

117,363

Fannie

Mae

Pool

4

.000

12/01/40

110,735‌

990,380

Fannie

Mae

Pool

4

.500

12/01/40

960,174‌

22,583

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.823%)

6

.448

12/01/40

23,072‌

11,233

Fannie

Mae

Pool

3

.500

01/01/41

10,250‌

4,221,652

Fannie

Mae

Pool

1

.500

02/01/41

3,373,089‌

10,076,373

Fannie

Mae

Pool

2

.000

02/01/41

8,416,715‌

48,623

Fannie

Mae

Pool

3

.500

02/01/41

44,369‌

336,108

Fannie

Mae

Pool

4

.000

02/01/41

317,124‌

12,479

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.826%)

6

.198

02/01/41

12,846‌

340,516

Fannie

Mae

Pool

4

.000

03/01/41

321,273‌

14,333,338

Fannie

Mae

Pool

2

.000

04/01/41

11,970,265‌

255,452

Fannie

Mae

Pool

4

.500

04/01/41

247,660‌

230,559

Fannie

Mae

Pool

4

.500

05/01/41

223,523‌

74,254

Fannie

Mae

Pool

4

.500

05/01/41

71,988‌

150,098

Fannie

Mae

Pool

4

.500

06/01/41

145,518‌

6,375,873

Fannie

Mae

Pool

2

.000

07/01/41

5,320,955‌

209,332

Fannie

Mae

Pool

4

.500

07/01/41

202,943‌

26,916

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.787%)

7

.438

07/01/41

27,746‌

11,119,051

Fannie

Mae

Pool

2

.000

08/01/41

9,265,342‌

19,693,846

Fannie

Mae

Pool

1

.500

09/01/41

15,639,173‌

3,733,956

Fannie

Mae

Pool

2

.000

09/01/41

3,110,929‌

454,005

Fannie

Mae

Pool

4

.000

09/01/41

428,357‌

299,563

Fannie

Mae

Pool

4

.500

09/01/41

290,425‌

118,901

Fannie

Mae

Pool

5

.500

09/01/41

120,180‌

11,740,220

Fannie

Mae

Pool

1

.500

10/01/41

9,310,348‌

7,531,889

Fannie

Mae

Pool

2

.000

10/01/41

6,271,647‌

12,381

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.815%)

6

.853

10/01/41

12,545‌

11,488,011

Fannie

Mae

Pool

2

.000

11/01/41

9,555,127‌

197,309

Fannie

Mae

Pool

3

.500

11/01/41

179,847‌

162,541

Fannie

Mae

Pool

3

.500

11/01/41

148,109‌

7,232,598

Fannie

Mae

Pool

3

.500

12/01/41

6,590,285‌

1,174,645

Fannie

Mae

Pool

3

.500

12/01/41

1,070,752‌

123

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

204,299

Fannie

Mae

Pool

4

.000

%

12/01/41

$

192,753‌

54,326

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.750%)

6

.818

12/01/41

56,538‌

11,466,750

Fannie

Mae

Pool

2

.500

01/01/42

9,766,951‌

6,262,901

Fannie

Mae

Pool

2

.000

03/01/42

5,190,646‌

567,931

Fannie

Mae

Pool

3

.500

03/01/42

517,485‌

370,670

Fannie

Mae

Pool

4

.000

03/01/42

349,731‌

6,012,840

Fannie

Mae

Pool

3

.000

04/01/42

5,320,639‌

1,373,075

Fannie

Mae

Pool

3

.500

04/01/42

1,251,151‌

499,402

Fannie

Mae

Pool

3

.500

04/01/42

455,038‌

463,989

Fannie

Mae

Pool

4

.500

04/01/42

449,836‌

500,633

Fannie

Mae

Pool

5

.000

04/01/42

498,850‌

3,694,808

Fannie

Mae

Pool

2

.500

05/01/42

3,143,636‌

335,487

Fannie

Mae

Pool

4

.000

05/01/42

316,539‌

301,315

Fannie

Mae

Pool

5

.000

05/01/42

299,746‌

424,048

Fannie

Mae

Pool

3

.000

06/01/42

374,137‌

1,588,589

Fannie

Mae

Pool

3

.500

06/01/42

1,447,486‌

1,306,476

Fannie

Mae

Pool

4

.000

06/01/42

1,227,269‌

985,799

Fannie

Mae

Pool

4

.000

06/01/42

926,034‌

2,323,186

Fannie

Mae

Pool

3

.500

07/01/42

2,116,870‌

497,824

Fannie

Mae

Pool

4

.500

07/01/42

481,098‌

556,147

Fannie

Mae

Pool

3

.500

08/01/42

506,775‌

909,841

Fannie

Mae

Pool

3

.000

09/01/42

802,802‌

1,161,604

Fannie

Mae

Pool

3

.500

09/01/42

1,058,390‌

5,647,441

Fannie

Mae

Pool

4

.500

09/01/42

5,475,270‌

2,113,054

Fannie

Mae

Pool

3

.000

10/01/42

1,864,368‌

525,435

Fannie

Mae

Pool

3

.500

10/01/42

478,543‌

989,048

Fannie

Mae

Pool

2

.500

01/01/43

841,151‌

3,125,055

Fannie

Mae

Pool

3

.000

01/01/43

2,757,530‌

3,563,873

Fannie

Mae

Pool

3

.000

02/01/43

3,144,539‌

9,782,336

Fannie

Mae

Pool

3

.000

04/01/43

8,630,625‌

6,973,198

Fannie

Mae

Pool

3

.000

04/01/43

6,152,355‌

819,917

Fannie

Mae

Pool

3

.000

04/01/43

723,419‌

2,448,208

Fannie

Mae

Pool

3

.000

04/01/43

2,160,069‌

2,313,416

Fannie

Mae

Pool

3

.000

06/01/43

2,041,086‌

14,816

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.695%)

7

.570

06/01/43

15,184‌

2,170,351

Fannie

Mae

Pool

3

.000

07/01/43

1,914,906‌

1,570,556

Fannie

Mae

Pool

3

.500

07/01/43

1,428,082‌

5,458,781

Fannie

Mae

Pool

3

.500

07/01/43

4,962,436‌

22,301

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.550%)

7

.425

07/01/43

22,734‌

1,938,604

Fannie

Mae

Pool

3

.000

08/01/43

1,710,542‌

1,028,532

Fannie

Mae

Pool

4

.000

08/01/43

965,301‌

1,679,833

Fannie

Mae

Pool

3

.000

09/01/43

1,482,284‌

1,738,311

Fannie

Mae

Pool

3

.500

09/01/43

1,580,298‌

1,716,956

Fannie

Mae

Pool

3

.500

10/01/43

1,561,166‌

154,392

Fannie

Mae

Pool

4

.500

10/01/43

148,341‌

448,283

Fannie

Mae

Pool

4

.000

11/01/43

419,057‌

937,515

Fannie

Mae

Pool

4

.000

11/01/43

879,863‌

983,033

Fannie

Mae

Pool

4

.500

12/01/43

944,502‌

283,701

Fannie

Mae

Pool

4

.500

12/01/43

272,641‌

1,171,353

Fannie

Mae

Pool

4

.000

01/01/44

1,095,713‌

14,582,610

Fannie

Mae

Pool

4

.000

03/01/44

13,685,837‌

692,210

Fannie

Mae

Pool

4

.000

05/01/44

645,368‌

711,158

Fannie

Mae

Pool

4

.000

07/01/44

663,916‌

696,885

Fannie

Mae

Pool

4

.000

07/01/44

650,158‌

477,310

Fannie

Mae

Pool

3

.500

09/01/44

430,771‌

644,186

Fannie

Mae

Pool

4

.000

09/01/44

599,261‌

1,628,276

Fannie

Mae

Pool

3

.500

10/01/44

1,472,039‌

4,113,130

Fannie

Mae

Pool

5

.000

11/01/44

4,098,486‌

621,086

Fannie

Mae

Pool

4

.000

12/01/44

577,772‌

5,622,854

Fannie

Mae

Pool

3

.000

01/01/45

4,961,635‌

1,674,985

Fannie

Mae

Pool

3

.000

01/01/45

1,475,898‌

6,362,140

Fannie

Mae

Pool

3

.500

01/01/45

5,785,246‌

Bond

Index

Fund

124

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,633,813

Fannie

Mae

Pool

3

.500

%

02/01/45

$

2,371,558‌

1,734,505

Fannie

Mae

Pool

3

.000

04/01/45

1,513,800‌

2,263,119

Fannie

Mae

Pool

3

.500

05/01/45

2,036,850‌

2,688,066

Fannie

Mae

Pool

3

.500

07/01/45

2,418,013‌

2,502,316

Fannie

Mae

Pool

4

.000

07/01/45

2,323,644‌

8,809,965

Fannie

Mae

Pool

3

.500

09/01/45

8,027,706‌

4,076,489

Fannie

Mae

Pool

3

.000

11/01/45

3,561,967‌

1,687,000

Fannie

Mae

Pool

3

.500

11/01/45

1,514,134‌

5,235,652

Fannie

Mae

Pool

4

.000

11/01/45

4,861,793‌

1,370,731

Fannie

Mae

Pool

3

.500

12/01/45

1,230,266‌

4,687,171

Fannie

Mae

Pool

3

.500

12/01/45

4,206,877‌

2,394,773

Fannie

Mae

Pool

3

.500

12/01/45

2,149,382‌

6,701,171

Fannie

Mae

Pool

3

.500

01/01/46

6,014,481‌

1,302,679

Fannie

Mae

Pool

3

.500

02/01/46

1,169,189‌

3,562,728

Fannie

Mae

Pool

3

.500

04/01/46

3,208,862‌

2,089,072

Fannie

Mae

Pool

4

.500

05/01/46

2,006,799‌

1,834,143

Fannie

Mae

Pool

3

.000

06/01/46

1,592,193‌

2,765,530

Fannie

Mae

Pool

3

.500

07/01/46

2,482,099‌

4,797,890

Fannie

Mae

Pool

3

.500

08/01/46

4,371,878‌

2,905,134

Fannie

Mae

Pool

4

.000

08/01/46

2,697,123‌

2,886,643

Fannie

Mae

Pool

3

.000

09/01/46

2,489,347‌

3,559,497

Fannie

Mae

Pool

3

.000

10/01/46

3,084,941‌

13,002,829

Fannie

Mae

Pool

3

.000

11/01/46

11,255,044‌

1,623,482

Fannie

Mae

Pool

3

.500

12/01/46

1,457,089‌

21,991,055

Fannie

Mae

Pool

3

.000

01/01/47

19,076,458‌

2,795,514

Fannie

Mae

Pool

3

.000

02/01/47

2,429,309‌

1,825,303

Fannie

Mae

Pool

4

.000

02/01/47

1,693,057‌

3,965,450

Fannie

Mae

Pool

3

.000

03/01/47

3,439,863‌

2,357,608

Fannie

Mae

Pool

3

.500

03/01/47

2,116,000‌

526,934

Fannie

Mae

Pool

4

.000

03/01/47

488,812‌

416,900

Fannie

Mae

Pool

4

.500

03/01/47

398,135‌

3,394,523

Fannie

Mae

Pool

3

.000

04/01/47

2,964,338‌

5,466,587

Fannie

Mae

Pool

3

.000

04/01/47

4,729,368‌

3,131,583

Fannie

Mae

Pool

3

.500

04/01/47

2,810,653‌

1,578,282

Fannie

Mae

Pool

3

.500

05/01/47

1,416,540‌

3,107,895

Fannie

Mae

Pool

3

.500

07/01/47

2,829,998‌

11,966,084

Fannie

Mae

Pool

4

.000

07/01/47

11,096,662‌

2,859,247

Fannie

Mae

Pool

3

.500

10/01/47

2,566,195‌

16,053,084

Fannie

Mae

Pool

3

.500

11/01/47

14,407,770‌

1,232,662

Fannie

Mae

Pool

4

.500

11/01/47

1,175,252‌

1,594,041

Fannie

Mae

Pool

3

.500

01/01/48

1,430,659‌

5,717,074

Fannie

Mae

Pool

4

.000

01/01/48

5,301,639‌

912,792

Fannie

Mae

Pool

3

.000

02/01/48

791,310‌

1,309,465

Fannie

Mae

Pool

3

.500

02/01/48

1,175,234‌

9,062,975

Fannie

Mae

Pool

3

.500

04/01/48

8,133,922‌

1,821,005

Fannie

Mae

Pool

4

.000

04/01/48

1,688,696‌

155,746

Fannie

Mae

Pool

4

.500

04/01/48

148,661‌

2,782,267

Fannie

Mae

Pool

3

.500

06/01/48

2,497,029‌

4,709,287

Fannie

Mae

Pool

4

.000

07/01/48

4,367,095‌

3,051,114

Fannie

Mae

Pool

4

.500

07/01/48

2,912,298‌

1,717,427

Fannie

Mae

Pool

4

.000

08/01/48

1,592,451‌

1,262,845

Fannie

Mae

Pool

4

.000

10/01/48

1,170,554‌

1,716,113

Fannie

Mae

Pool

4

.500

10/01/48

1,635,104‌

14,707,323

Fannie

Mae

Pool

3

.000

11/01/48

12,758,060‌

3,536,066

Fannie

Mae

Pool

4

.000

11/01/48

3,274,648‌

1,193,567

Fannie

Mae

Pool

4

.500

11/01/48

1,138,643‌

1,293,835

Fannie

Mae

Pool

4

.000

12/01/48

1,199,011‌

1,080,682

Fannie

Mae

Pool

4

.500

01/01/49

1,028,268‌

2,872,388

Fannie

Mae

Pool

4

.500

02/01/49

2,737,403‌

3,858,626

Fannie

Mae

Pool

4

.000

04/01/49

3,573,876‌

3,398,929

Fannie

Mae

Pool

5

.000

04/01/49

3,357,217‌

4,193,493

Fannie

Mae

Pool

3

.500

07/01/49

3,759,747‌

125

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

15,124,348

Fannie

Mae

Pool

3

.500

%

08/01/49

$

13,573,548‌

2,447,391

Fannie

Mae

Pool

4

.000

08/01/49

2,266,522‌

9,294,710

Fannie

Mae

Pool

3

.000

09/01/49

8,027,597‌

5,222,480

Fannie

Mae

Pool

3

.000

12/01/49

4,502,402‌

11,549,934

Fannie

Mae

Pool

3

.000

12/01/49

10,011,032‌

10,150,556

Fannie

Mae

Pool

3

.000

12/01/49

8,723,024‌

12,599,027

Fannie

Mae

Pool

2

.500

01/01/50

10,390,309‌

19,836,078

Fannie

Mae

Pool

3

.000

02/01/50

17,110,439‌

9,326,330

Fannie

Mae

Pool

3

.500

02/01/50

8,346,803‌

12,894,739

Fannie

Mae

Pool

3

.000

03/01/50

11,093,545‌

11,798,505

Fannie

Mae

Pool

2

.500

04/01/50

9,718,452‌

18,508,337

Fannie

Mae

Pool

3

.000

05/01/50

15,936,287‌

10,250,875

Fannie

Mae

Pool

3

.000

06/01/50

8,749,702‌

7,744,085

Fannie

Mae

Pool

4

.000

06/01/50

7,172,072‌

16,955,893

Fannie

Mae

Pool

2

.500

07/01/50

13,997,371‌

4,340,533

Fannie

Mae

Pool

3

.000

08/01/50

3,735,989‌

9,389,502

Fannie

Mae

Pool

4

.000

08/01/50

8,680,327‌

32,983,917

Fannie

Mae

Pool

2

.500

09/01/50

27,126,941‌

146,953,313

Fannie

Mae

Pool

2

.500

10/01/50

120,448,862‌

18,778,232

Fannie

Mae

Pool

1

.500

11/01/50

13,897,441‌

91,237,380

Fannie

Mae

Pool

2

.000

11/01/50

71,681,048‌

13,160,819

Fannie

Mae

Pool

2

.500

11/01/50

10,810,511‌

53,095,941

Fannie

Mae

Pool

1

.500

12/01/50

39,333,700‌

96,886,450

Fannie

Mae

Pool

2

.000

12/01/50

76,017,656‌

8,529,408

Fannie

Mae

Pool

2

.500

12/01/50

7,017,429‌

73,446,372

Fannie

Mae

Pool

2

.000

01/01/51

57,339,240‌

7,782,440

Fannie

Mae

Pool

1

.500

02/01/51

5,765,503‌

7,011,621

Fannie

Mae

Pool

2

.000

02/01/51

5,502,125‌

86,900,998

Fannie

Mae

Pool

2

.500

02/01/51

71,579,575‌

35,698,323

Fannie

Mae

Pool

1

.500

03/01/51

26,433,137‌

100,027,248

Fannie

Mae

Pool

2

.000

03/01/51

78,461,689‌

20,380,718

Fannie

Mae

Pool

1

.500

04/01/51

15,118,128‌

121,303,978

Fannie

Mae

Pool

2

.000

04/01/51

95,132,489‌

30,481,606

Fannie

Mae

Pool

2

.500

04/01/51

25,064,938‌

80,944,693

Fannie

Mae

Pool

2

.000

05/01/51

63,468,113‌

3,023,367

Fannie

Mae

Pool

3

.500

05/01/51

2,676,151‌

9,861,818

Fannie

Mae

Pool

1

.500

06/01/51

7,304,051‌

74,783,996

Fannie

Mae

Pool

2

.000

06/01/51

58,613,803‌

43,729,919

Fannie

Mae

Pool

2

.500

06/01/51

35,933,882‌

47,755,754

Fannie

Mae

Pool

2

.000

07/01/51

37,422,093‌

139,438,150

Fannie

Mae

Pool

2

.000

08/01/51

109,133,202‌

87,775,416

Fannie

Mae

Pool

2

.500

08/01/51

71,919,687‌

65,855,066

Fannie

Mae

Pool

2

.000

09/01/51

51,434,309‌

38,129,807

Fannie

Mae

Pool

2

.500

09/01/51

31,393,498‌

11,528,682

Fannie

Mae

Pool

2

.500

10/01/51

9,429,466‌

10,587,725

Fannie

Mae

Pool

1

.500

11/01/51

7,835,590‌

112,611,683

Fannie

Mae

Pool

2

.000

11/01/51

88,122,807‌

45,141,505

Fannie

Mae

Pool

2

.500

11/01/51

37,011,295‌

75,131,651

Fannie

Mae

Pool

2

.000

12/01/51

58,714,420‌

67,502,682

Fannie

Mae

Pool

2

.000

12/01/51

52,686,201‌

81,867,731

Fannie

Mae

Pool

2

.500

12/01/51

66,973,003‌

83,844,833

Fannie

Mae

Pool

2

.500

01/01/52

68,564,098‌

52,021,422

Fannie

Mae

Pool

3

.000

01/01/52

44,478,398‌

14,390,939

Fannie

Mae

Pool

3

.500

02/01/52

12,830,148‌

46,673,327

Fannie

Mae

Pool

2

.000

03/01/52

36,370,585‌

71,137,725

Fannie

Mae

Pool

2

.500

03/01/52

58,082,116‌

7,680,279

Fannie

Mae

Pool

3

.500

03/01/52

6,821,086‌

13,196,188

Fannie

Mae

Pool

2

.000

04/01/52

10,292,284‌

26,828,460

Fannie

Mae

Pool

2

.500

04/01/52

21,947,194‌

9,767,985

Fannie

Mae

Pool

3

.000

04/01/52

8,314,196‌

8,104,834

Fannie

Mae

Pool

3

.500

04/01/52

7,183,545‌

43,943,249

Fannie

Mae

Pool

2

.500

05/01/52

35,882,000‌

Bond

Index

Fund

126

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

23,758,085

Fannie

Mae

Pool

3

.000

%

05/01/52

$

20,229,203‌

6,713,127

Fannie

Mae

Pool

3

.500

05/01/52

5,949,692‌

50,632,465

Fannie

Mae

Pool

4

.000

05/01/52

46,402,334‌

8,753,696

Fannie

Mae

Pool

2

.500

06/01/52

7,149,005‌

22,127,714

Fannie

Mae

Pool

3

.000

06/01/52

18,825,588‌

7,294,164

Fannie

Mae

Pool

3

.500

06/01/52

6,461,776‌

12,648,707

Fannie

Mae

Pool

4

.000

06/01/52

11,588,167‌

28,604,375

Fannie

Mae

Pool

4

.500

06/01/52

26,948,819‌

10,561,655

Fannie

Mae

Pool

3

.000

07/01/52

8,988,587‌

16,554,663

Fannie

Mae

Pool

3

.000

07/01/52

14,090,632‌

5,069,705

Fannie

Mae

Pool

3

.500

07/01/52

4,493,169‌

30,895,052

Fannie

Mae

Pool

3

.500

07/01/52

27,358,626‌

8,605,845

Fannie

Mae

Pool

4

.000

07/01/52

7,879,151‌

36,850,908

Fannie

Mae

Pool

4

.000

07/01/52

33,755,475‌

8,422,872

Fannie

Mae

Pool

4

.500

07/01/52

7,937,868‌

21,115,455

Fannie

Mae

Pool

4

.500

07/01/52

19,900,320‌

20,289,760

Fannie

Mae

Pool

5

.000

07/01/52

19,628,304‌

11,868,716

Fannie

Mae

Pool

2

.500

08/01/52

9,680,929‌

4,032,299

Fannie

Mae

Pool

5

.000

08/01/52

3,904,831‌

24,021,591

Fannie

Mae

Pool

3

.500

09/01/52

21,271,653‌

4,600,112

Fannie

Mae

Pool

4

.000

09/01/52

4,213,702‌

26,597,041

Fannie

Mae

Pool

4

.500

09/01/52

25,066,452‌

22,969,397

Fannie

Mae

Pool

5

.000

09/01/52

22,241,513‌

4,214,646

Fannie

Mae

Pool

3

.000

10/01/52

3,585,213‌

7,883,992

Fannie

Mae

Pool

4

.000

10/01/52

7,220,924‌

53,605,996

Fannie

Mae

Pool

4

.500

10/01/52

50,523,033‌

23,651,298

Fannie

Mae

Pool

5

.000

10/01/52

22,899,979‌

13,179,079

Fannie

Mae

Pool

5

.500

10/01/52

13,031,244‌

15,660,509

Fannie

Mae

Pool

3

.000

11/01/52

13,322,942‌

14,069,736

Fannie

Mae

Pool

3

.500

11/01/52

12,454,274‌

11,889,106

Fannie

Mae

Pool

4

.000

11/01/52

10,888,604‌

12,883,852

Fannie

Mae

Pool

4

.500

11/01/52

12,143,810‌

28,375,473

Fannie

Mae

Pool

5

.000

11/01/52

27,471,923‌

8,268,521

Fannie

Mae

Pool

5

.500

11/01/52

8,203,193‌

7,765,278

Fannie

Mae

Pool

6

.000

11/01/52

7,816,083‌

2,848,536

Fannie

Mae

Pool

4

.000

12/01/52

2,606,857‌

13,382,104

Fannie

Mae

Pool

5

.500

12/01/52

13,241,280‌

13,746,714

Fannie

Mae

Pool

5

.500

01/01/53

13,574,907‌

18,255,770

Fannie

Mae

Pool

6

.000

01/01/53

18,356,503‌

4,649,736

Fannie

Mae

Pool

6

.500

01/01/53

4,750,763‌

14,143,442

Fannie

Mae

Pool

5

.000

02/01/53

13,690,861‌

17,291,110

Fannie

Mae

Pool

5

.500

02/01/53

17,080,498‌

8,145,084

Fannie

Mae

Pool

6

.000

02/01/53

8,190,222‌

596,712

Fannie

Mae

Pool

7

.000

02/01/53

618,646‌

1,989,840

Fannie

Mae

Pool

3

.500

03/01/53

1,761,437‌

1,970,539

Fannie

Mae

Pool

4

.000

03/01/53

1,803,250‌

2,798,240

Fannie

Mae

Pool

4

.500

03/01/53

2,636,479‌

2,774,135

Fannie

Mae

Pool

5

.000

03/01/53

2,682,620‌

6,107,645

Fannie

Mae

Pool

6

.000

03/01/53

6,137,772‌

2,689,604

Fannie

Mae

Pool

6

.500

03/01/53

2,753,892‌

2,087,405

Fannie

Mae

Pool

3

.500

04/01/53

1,847,423‌

2,650,834

Fannie

Mae

Pool

5

.000

04/01/53

2,559,452‌

6,726,215

Fannie

Mae

Pool

5

.500

04/01/53

6,642,674‌

3,125,638

Fannie

Mae

Pool

6

.000

04/01/53

3,145,846‌

1,464,120

Fannie

Mae

Pool

6

.500

04/01/53

1,497,479‌

12,174,109

Fannie

Mae

Pool

4

.000

05/01/53

11,140,564‌

10,167,214

Fannie

Mae

Pool

5

.000

05/01/53

9,826,523‌

24,061,038

Fannie

Mae

Pool

5

.500

05/01/53

23,791,120‌

9,557,801

Fannie

Mae

Pool

4

.500

06/01/53

8,998,453‌

12,522,334

Fannie

Mae

Pool

5

.000

06/01/53

12,106,443‌

7,179,991

Fannie

Mae

Pool

5

.500

06/01/53

7,092,356‌

18,640,157

Fannie

Mae

Pool

5

.000

07/01/53

18,015,393‌

127

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

34,618,348

Fannie

Mae

Pool

5

.500

%

07/01/53

$

34,217,533‌

26,013,826

Fannie

Mae

Pool

6

.000

07/01/53

26,155,676‌

6,727,886

Fannie

Mae

Pool

6

.500

07/01/53

6,883,571‌

18,469,506

Fannie

Mae

Pool

5

.000

08/01/53

17,836,600‌

23,026,582

Fannie

Mae

Pool

5

.500

08/01/53

22,739,517‌

2,714,631

Fannie

Mae

Pool

6

.000

08/01/53

2,729,966‌

4,512,524

Fannie

Mae

Pool

6

.500

08/01/53

4,613,960‌

18,702,745

Fannie

Mae

Pool

5

.500

10/01/53

18,468,388‌

18,873,265

Fannie

Mae

Pool

6

.000

10/01/53

18,974,097‌

7,532,436

Fannie

Mae

Pool

6

.500

10/01/53

7,695,596‌

4,929,348

Fannie

Mae

Pool

5

.000

11/01/53

4,762,464‌

7,494,225

Fannie

Mae

Pool

7

.000

11/01/53

7,771,513‌

42,923,083

Fannie

Mae

Pool

6

.000

12/01/53

43,148,011‌

32,523,160

Fannie

Mae

Pool

6

.500

12/01/53

33,205,983‌

11,016,584

Fannie

Mae

Pool

7

.000

12/01/53

11,437,510‌

11,498,536

Fannie

Mae

Pool

6

.500

01/01/54

11,738,607‌

6,520,700

Fannie

Mae

Pool

7

.000

01/01/54

6,759,657‌

6,695,430

Fannie

Mae

Pool

5

.500

02/01/54

6,609,471‌

12,530,560

Fannie

Mae

Pool

6

.000

02/01/54

12,592,380‌

23,765,077

Fannie

Mae

Pool

6

.500

02/01/54

24,261,252‌

7,523,659

Fannie

Mae

Pool

5

.500

03/01/54

7,427,066‌

11,136,613

Fannie

Mae

Pool

6

.000

03/01/54

11,191,869‌

3,899,739

Fannie

Mae

Pool

6

.500

03/01/54

3,980,466‌

6,108,707

Fannie

Mae

Pool

7

.000

03/01/54

6,336,509‌

5,182,365

Fannie

Mae

Pool

4

.500

04/01/54

4,876,393‌

4,023,777

Fannie

Mae

Pool

6

.500

04/01/54

4,107,686‌

5,038,740

Fannie

Mae

Pool

5

.000

06/01/54

4,865,022‌

20,021,758

Fannie

Mae

Pool

5

.500

06/01/54

19,764,702‌

18,984,471

Fannie

Mae

Pool

6

.000

06/01/54

19,101,451‌

8,602,282

Fannie

Mae

Pool

6

.500

06/01/54

8,780,797‌

7,887,681

Fannie

Mae

Pool

5

.000

07/01/54

7,615,740‌

15,171,549

Fannie

Mae

Pool

5

.500

07/01/54

14,976,763‌

23,020,583

Fannie

Mae

Pool

6

.000

07/01/54

23,162,434‌

9,867,409

Fannie

Mae

Pool

6

.500

07/01/54

10,077,198‌

5,937,890

Fannie

Mae

Pool

7

.000

07/01/54

6,157,010‌

20,189,406

Fannie

Mae

Pool

5

.500

08/01/54

19,930,193‌

36,191,389

Fannie

Mae

Pool

6

.000

08/01/54

36,414,727‌

29,833,286

Fannie

Mae

Pool

6

.500

08/01/54

30,464,540‌

34,066,925

Fannie

Mae

Pool

5

.500

09/01/54

33,629,537‌

45,863,828

Fannie

Mae

Pool

6

.000

09/01/54

46,090,696‌

6,918,255

Fannie

Mae

Pool

5

.000

10/01/54

6,679,728‌

11,690,934

Fannie

Mae

Pool

6

.000

10/01/54

11,748,764‌

15,805,787

Fannie

Mae

Pool

4

.500

11/01/54

14,872,516‌

30,556,415

Fannie

Mae

Pool

5

.000

11/01/54

29,502,349‌

47,012,649

Fannie

Mae

Pool

5

.500

12/01/54

46,408,583‌

25,760,000

Fannie

Mae

Pool

5

.000

01/01/55

24,871,025‌

1,433,025

Fannie

Mae

Pool

3

.500

07/01/55

1,286,150‌

7

Freddie

Mac

Gold

Pool

4

.500

02/01/25

7‌

1,259

Freddie

Mac

Gold

Pool

4

.000

03/01/25

1,256‌

21

Freddie

Mac

Gold

Pool

4

.500

06/01/25

21‌

159

Freddie

Mac

Gold

Pool

4

.500

07/01/25

158‌

9,188

Freddie

Mac

Gold

Pool

3

.500

10/01/25

9,133‌

633

Freddie

Mac

Gold

Pool

4

.000

10/01/25

632‌

13,826

Freddie

Mac

Gold

Pool

3

.500

11/01/25

13,745‌

8,126

Freddie

Mac

Gold

Pool

3

.500

11/01/25

8,079‌

4,711

Freddie

Mac

Gold

Pool

3

.500

12/01/25

4,678‌

2,589

Freddie

Mac

Gold

Pool

3

.000

01/01/26

2,562‌

37,948

Freddie

Mac

Gold

Pool

3

.500

01/01/26

37,698‌

3,198

Freddie

Mac

Gold

Pool

4

.000

04/01/26

3,179‌

7,193

Freddie

Mac

Gold

Pool

4

.000

05/01/26

7,159‌

1,347

Freddie

Mac

Gold

Pool

5

.500

07/01/26

1,342‌

16,400

Freddie

Mac

Gold

Pool

4

.000

08/01/26

16,256‌

Bond

Index

Fund

128

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

301

Freddie

Mac

Gold

Pool

6

.000

%

08/01/26

$

303‌

9,197

Freddie

Mac

Gold

Pool

3

.000

09/01/26

9,086‌

33,964

Freddie

Mac

Gold

Pool

3

.000

10/01/26

33,521‌

53,028

Freddie

Mac

Gold

Pool

3

.500

10/01/26

52,455‌

390

Freddie

Mac

Gold

Pool

5

.000

10/01/26

389‌

370

Freddie

Mac

Gold

Pool

5

.500

10/01/26

369‌

188,936

Freddie

Mac

Gold

Pool

3

.000

02/01/27

186,205‌

158,345

Freddie

Mac

Gold

Pool

2

.500

05/01/27

154,996‌

196,845

Freddie

Mac

Gold

Pool

2

.500

11/01/27

191,970‌

7,811

Freddie

Mac

Gold

Pool

6

.000

12/01/27

7,864‌

156,479

Freddie

Mac

Gold

Pool

2

.500

01/01/28

152,483‌

429,219

Freddie

Mac

Gold

Pool

2

.500

03/01/28

417,644‌

12,886

Freddie

Mac

Gold

Pool

5

.000

03/01/28

12,927‌

249,694

Freddie

Mac

Gold

Pool

2

.500

05/01/28

242,598‌

1,143

Freddie

Mac

Gold

Pool

5

.500

05/01/28

1,154‌

733,367

Freddie

Mac

Gold

Pool

2

.500

07/01/28

712,461‌

595,143

Freddie

Mac

Gold

Pool

2

.500

07/01/28

578,235‌

169,484

Freddie

Mac

Gold

Pool

3

.000

10/01/28

165,302‌

8,551

Freddie

Mac

Gold

Pool

5

.500

01/01/29

8,594‌

1,100

Freddie

Mac

Gold

Pool

4

.000

02/01/29

1,081‌

394,006

Freddie

Mac

Gold

Pool

3

.500

03/01/29

386,089‌

105

Freddie

Mac

Gold

Pool

6

.500

03/01/29

108‌

708,229

Freddie

Mac

Gold

Pool

3

.000

07/01/29

687,750‌

3,196

Freddie

Mac

Gold

Pool

5

.000

12/01/29

3,210‌

2,280,522

Freddie

Mac

Gold

Pool

2

.500

05/01/30

2,175,978‌

5,154

Freddie

Mac

Gold

Pool

4

.000

08/01/30

5,071‌

45,255

Freddie

Mac

Gold

Pool

4

.500

01/01/31

44,753‌

88

Freddie

Mac

Gold

Pool

8

.000

01/01/31

88‌

41,856

Freddie

Mac

Gold

Pool

4

.000

03/01/31

41,129‌

5,831

Freddie

Mac

Gold

Pool

4

.000

05/01/31

5,724‌

39,998

Freddie

Mac

Gold

Pool

4

.500

05/01/31

39,710‌

23,189

Freddie

Mac

Gold

Pool

4

.000

06/01/31

22,763‌

44,982

Freddie

Mac

Gold

Pool

4

.000

08/01/31

44,191‌

52,480

Freddie

Mac

Gold

Pool

4

.000

09/01/31

51,401‌

889

Freddie

Mac

Gold

Pool

6

.500

09/01/31

916‌

2,507

Freddie

Mac

Gold

Pool

8

.000

09/01/31

2,572‌

27,143

Freddie

Mac

Gold

Pool

3

.500

11/01/31

26,207‌

4,201,059

Freddie

Mac

Gold

Pool

2

.500

12/01/31

3,969,931‌

25,147

Freddie

Mac

Gold

Pool

7

.000

12/01/31

26,086‌

4,171

Freddie

Mac

Gold

Pool

6

.500

01/01/32

4,316‌

10,264

Freddie

Mac

Gold

Pool

6

.000

02/01/32

10,535‌

472,657

Freddie

Mac

Gold

Pool

3

.000

03/01/32

449,709‌

3,847

Freddie

Mac

Gold

Pool

7

.000

04/01/32

3,991‌

5,231

Freddie

Mac

Gold

Pool

6

.500

05/01/32

5,344‌

317,305

Freddie

Mac

Gold

Pool

3

.500

09/01/32

305,705‌

2,125

Freddie

Mac

Gold

Pool

5

.500

11/01/32

2,171‌

3,835,077

Freddie

Mac

Gold

Pool

3

.000

01/01/33

3,648,969‌

3,393

Freddie

Mac

Gold

Pool

6

.000

02/01/33

3,494‌

12,367

Freddie

Mac

Gold

Pool

5

.000

03/01/33

12,334‌

4,262

Freddie

Mac

Gold

Pool

6

.000

03/01/33

4,342‌

3,875

Freddie

Mac

Gold

Pool

6

.000

03/01/33

3,916‌

11,472

Freddie

Mac

Gold

Pool

5

.000

04/01/33

11,353‌

1,559

Freddie

Mac

Gold

Pool

6

.000

04/01/33

1,601‌

69,895

Freddie

Mac

Gold

Pool

5

.000

06/01/33

70,412‌

32,019

Freddie

Mac

Gold

Pool

5

.500

06/01/33

32,352‌

15,109,434

Freddie

Mac

Gold

Pool

2

.500

07/01/33

14,222,313‌

691,733

Freddie

Mac

Gold

Pool

3

.500

07/01/33

661,912‌

13,334

Freddie

Mac

Gold

Pool

4

.500

07/01/33

13,115‌

1,057,961

Freddie

Mac

Gold

Pool

4

.000

08/01/33

1,035,800‌

1,483

Freddie

Mac

Gold

Pool

5

.000

08/01/33

1,472‌

4,967

Freddie

Mac

Gold

Pool

6

.500

08/01/33

5,177‌

43,592

Freddie

Mac

Gold

Pool

5

.000

09/01/33

43,464‌

129

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

13,840

Freddie

Mac

Gold

Pool

5

.500

%

09/01/33

$

13,953‌

38,440

Freddie

Mac

Gold

Pool

5

.500

09/01/33

38,765‌

17,856

Freddie

Mac

Gold

Pool

5

.500

09/01/33

17,710‌

7,861

Freddie

Mac

Gold

Pool

5

.500

09/01/33

7,879‌

12,575

Freddie

Mac

Gold

Pool

4

.000

10/01/33

12,190‌

2,670

Freddie

Mac

Gold

Pool

5

.000

10/01/33

2,651‌

25,880

Freddie

Mac

Gold

Pool

5

.500

10/01/33

26,124‌

2,173,389

Freddie

Mac

Gold

Pool

3

.500

11/01/33

2,072,312‌

7,235

Freddie

Mac

Gold

Pool

5

.500

12/01/33

7,294‌

22,114

Freddie

Mac

Gold

Pool

5

.500

12/01/33

22,286‌

89,746

Freddie

Mac

Gold

Pool

7

.000

12/01/33

93,096‌

64,134

Freddie

Mac

Gold

Pool

5

.000

01/01/34

63,930‌

394,234

Freddie

Mac

Gold

Pool

3

.000

02/01/34

374,041‌

1,606

Freddie

Mac

Gold

Pool

5

.500

02/01/34

1,619‌

8,435

Freddie

Mac

Gold

Pool

5

.000

03/01/34

8,377‌

9,963

Freddie

Mac

Gold

Pool

5

.500

03/01/34

10,044‌

40,345

Freddie

Mac

Gold

Pool

5

.000

05/01/34

40,066‌

10,649

Freddie

Mac

Gold

Pool

4

.500

06/01/34

10,299‌

19,857

Freddie

Mac

Gold

Pool

5

.000

06/01/34

19,719‌

8,878

Freddie

Mac

Gold

Pool

5

.500

06/01/34

8,969‌

3,611

Freddie

Mac

Gold

Pool

6

.000

06/01/34

3,712‌

14,441

Freddie

Mac

Gold

Pool

6

.000

09/01/34

14,890‌

1,159,697

Freddie

Mac

Gold

Pool

3

.500

10/01/34

1,104,632‌

2,435

Freddie

Mac

Gold

Pool

5

.000

11/01/34

2,419‌

65,852

Freddie

Mac

Gold

Pool

5

.500

11/01/34

66,552‌

54,388

Freddie

Mac

Gold

Pool

5

.000

12/01/34

54,032‌

16,923

Freddie

Mac

Gold

Pool

5

.500

12/01/34

17,061‌

2,987

Freddie

Mac

Gold

Pool

5

.500

12/01/34

3,019‌

1,258

Freddie

Mac

Gold

Pool

5

.500

01/01/35

1,271‌

621

Freddie

Mac

Gold

Pool

5

.500

01/01/35

627‌

17,131

Freddie

Mac

Gold

Pool

5

.500

01/01/35

17,348‌

32,360

Freddie

Mac

Gold

Pool

4

.500

04/01/35

31,308‌

3,852

Freddie

Mac

Gold

Pool

6

.000

05/01/35

3,999‌

14,960

Freddie

Mac

Gold

Pool

6

.000

05/01/35

15,144‌

19,311

Freddie

Mac

Gold

Pool

7

.000

05/01/35

20,032‌

6,331

Freddie

Mac

Gold

Pool

5

.500

06/01/35

6,390‌

4,353

Freddie

Mac

Gold

Pool

5

.500

06/01/35

4,397‌

3,393

Freddie

Mac

Gold

Pool

5

.000

07/01/35

3,369‌

119,446

Freddie

Mac

Gold

Pool

5

.000

07/01/35

118,598‌

137,413

Freddie

Mac

Gold

Pool

5

.000

08/01/35

136,486‌

11,265

Freddie

Mac

Gold

Pool

5

.500

08/01/35

11,407‌

2,175

Freddie

Mac

Gold

Pool

4

.500

09/01/35

2,104‌

26,672

Freddie

Mac

Gold

Pool

5

.000

10/01/35

26,503‌

13,016

Freddie

Mac

Gold

Pool

5

.000

10/01/35

12,939‌

5,651

Freddie

Mac

Gold

Pool

5

.000

10/01/35

5,590‌

80,087

Freddie

Mac

Gold

Pool

5

.500

10/01/35

80,873‌

2,611

Freddie

Mac

Gold

Pool

5

.000

12/01/35

2,596‌

24,569

Freddie

Mac

Gold

Pool

5

.000

12/01/35

24,448‌

11,952

Freddie

Mac

Gold

Pool

6

.000

01/01/36

12,370‌

5,115

Freddie

Mac

Gold

Pool

5

.000

02/01/36

5,084‌

1,900

Freddie

Mac

Gold

Pool

5

.000

02/01/36

1,887‌

2,080

Freddie

Mac

Gold

Pool

6

.000

02/01/36

2,159‌

19,854

Freddie

Mac

Gold

Pool

5

.500

04/01/36

20,114‌

4,605

Freddie

Mac

Gold

Pool

5

.500

05/01/36

4,657‌

91,792

Freddie

Mac

Gold

Pool

6

.000

06/01/36

95,281‌

26,412

Freddie

Mac

Gold

Pool

5

.000

07/01/36

26,266‌

19,260

Freddie

Mac

Gold

Pool

6

.000

07/01/36

19,862‌

3,459

Freddie

Mac

Gold

Pool

6

.000

08/01/36

3,591‌

5,435

Freddie

Mac

Gold

Pool

6

.000

09/01/36

5,554‌

83,080

Freddie

Mac

Gold

Pool

5

.500

10/01/36

84,169‌

38,629

Freddie

Mac

Gold

Pool

5

.500

10/01/36

39,135‌

7,587

Freddie

Mac

Gold

Pool

6

.500

10/01/36

7,843‌

Bond

Index

Fund

130

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,167

Freddie

Mac

Gold

Pool

5

.500

%

11/01/36

$

4,215‌

9,837

Freddie

Mac

Gold

Pool

6

.000

11/01/36

10,211‌

42,788

Freddie

Mac

Gold

Pool

6

.000

12/01/36

44,415‌

79,734

Freddie

Mac

Gold

Pool

5

.500

03/01/37

80,494‌

32,661

Freddie

Mac

Gold

Pool

6

.000

03/01/37

33,902‌

4,419

Freddie

Mac

Gold

Pool

6

.500

03/01/37

4,593‌

27,676

Freddie

Mac

Gold

Pool

5

.500

04/01/37

27,897‌

3,247

Freddie

Mac

Gold

Pool

5

.000

05/01/37

3,218‌

3,120

Freddie

Mac

Gold

Pool

5

.000

06/01/37

3,104‌

11,377

Freddie

Mac

Gold

Pool

5

.500

06/01/37

11,480‌

3,091,947

Freddie

Mac

Gold

Pool

3

.000

07/01/37

2,827,928‌

54,426

Freddie

Mac

Gold

Pool

6

.000

07/01/37

56,494‌

29,996

Freddie

Mac

Gold

Pool

6

.000

08/01/37

31,143‌

10,450

Freddie

Mac

Gold

Pool

6

.000

09/01/37

10,839‌

70,230

Freddie

Mac

Gold

Pool

5

.500

10/01/37

70,861‌

2,504

Freddie

Mac

Gold

Pool

6

.000

11/01/37

2,598‌

20,124

Freddie

Mac

Gold

Pool

6

.500

11/01/37

21,006‌

8,832

Freddie

Mac

Gold

Pool

6

.000

01/01/38

9,166‌

4,251

Freddie

Mac

Gold

Pool

6

.000

02/01/38

4,397‌

33,236

Freddie

Mac

Gold

Pool

6

.000

02/01/38

34,494‌

46,963

Freddie

Mac

Gold

Pool

5

.000

03/01/38

46,858‌

145,041

Freddie

Mac

Gold

Pool

5

.000

03/01/38

144,449‌

6,086

Freddie

Mac

Gold

Pool

5

.000

04/01/38

6,068‌

61,817

Freddie

Mac

Gold

Pool

5

.000

04/01/38

61,679‌

69,086

Freddie

Mac

Gold

Pool

5

.500

04/01/38

69,638‌

15,414

Freddie

Mac

Gold

Pool

5

.500

05/01/38

15,506‌

1,776

Freddie

Mac

Gold

Pool

5

.500

06/01/38

1,787‌

3,485

Freddie

Mac

Gold

Pool

6

.000

07/01/38

3,540‌

8,377

Freddie

Mac

Gold

Pool

5

.500

08/01/38

8,486‌

57,421

Freddie

Mac

Gold

Pool

5

.500

08/01/38

57,880‌

7,352

Freddie

Mac

Gold

Pool

5

.000

09/01/38

7,336‌

98,446

Freddie

Mac

Gold

Pool

5

.500

09/01/38

99,032‌

47,139

Freddie

Mac

Gold

Pool

5

.500

09/01/38

47,410‌

2,164

Freddie

Mac

Gold

Pool

5

.500

10/01/38

2,176‌

38,182

Freddie

Mac

Gold

Pool

6

.000

11/01/38

39,449‌

273,671

Freddie

Mac

Gold

Pool

5

.500

01/01/39

275,409‌

177,049

Freddie

Mac

Gold

Pool

4

.500

02/01/39

171,877‌

99,755

Freddie

Mac

Gold

Pool

5

.000

02/01/39

99,532‌

7,728

Freddie

Mac

Gold

Pool

5

.500

02/01/39

7,772‌

361

Freddie

Mac

Gold

Pool

4

.500

03/01/39

350‌

42,120

Freddie

Mac

Gold

Pool

5

.000

03/01/39

42,025‌

5,499

Freddie

Mac

Gold

Pool

6

.000

03/01/39

5,686‌

6,719

Freddie

Mac

Gold

Pool

4

.500

04/01/39

6,523‌

287,361

Freddie

Mac

Gold

Pool

4

.500

04/01/39

278,968‌

62,129

Freddie

Mac

Gold

Pool

4

.000

05/01/39

58,697‌

1,619

Freddie

Mac

Gold

Pool

4

.500

05/01/39

1,571‌

40,985

Freddie

Mac

Gold

Pool

4

.500

05/01/39

39,788‌

969,417

Freddie

Mac

Gold

Pool

4

.500

05/01/39

941,102‌

47,147

Freddie

Mac

Gold

Pool

4

.500

05/01/39

45,434‌

35,950

Freddie

Mac

Gold

Pool

5

.000

05/01/39

35,788‌

81,721

Freddie

Mac

Gold

Pool

4

.000

06/01/39

77,207‌

427,105

Freddie

Mac

Gold

Pool

4

.500

06/01/39

414,628‌

13,754

Freddie

Mac

Gold

Pool

4

.500

06/01/39

13,352‌

6,228

Freddie

Mac

Gold

Pool

5

.000

06/01/39

6,214‌

2,493

Freddie

Mac

Gold

Pool

5

.500

06/01/39

2,507‌

129,422

Freddie

Mac

Gold

Pool

4

.000

07/01/39

122,273‌

52,663

Freddie

Mac

Gold

Pool

4

.500

07/01/39

51,125‌

4,070

Freddie

Mac

Gold

Pool

4

.500

07/01/39

3,951‌

10,897

Freddie

Mac

Gold

Pool

4

.500

07/01/39

10,517‌

36,452

Freddie

Mac

Gold

Pool

5

.000

07/01/39

36,371‌

64,083

Freddie

Mac

Gold

Pool

5

.500

07/01/39

64,522‌

4,548

Freddie

Mac

Gold

Pool

4

.500

08/01/39

4,416‌

131

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

10,516

Freddie

Mac

Gold

Pool

5

.000

%

08/01/39

$

10,492‌

110,470

Freddie

Mac

Gold

Pool

4

.000

09/01/39

104,370‌

277,271

Freddie

Mac

Gold

Pool

5

.000

09/01/39

276,651‌

104,515

Freddie

Mac

Gold

Pool

5

.000

09/01/39

104,282‌

1,217

Freddie

Mac

Gold

Pool

5

.500

09/01/39

1,224‌

107,660

Freddie

Mac

Gold

Pool

6

.500

09/01/39

110,533‌

34,438

Freddie

Mac

Gold

Pool

4

.500

10/01/39

33,432‌

31,933

Freddie

Mac

Gold

Pool

4

.500

10/01/39

31,000‌

18,478

Freddie

Mac

Gold

Pool

4

.500

10/01/39

17,939‌

21,617

Freddie

Mac

Gold

Pool

5

.000

10/01/39

21,569‌

7,175

Freddie

Mac

Gold

Pool

4

.000

11/01/39

6,779‌

23,126

Freddie

Mac

Gold

Pool

4

.500

11/01/39

22,450‌

9,422

Freddie

Mac

Gold

Pool

5

.000

11/01/39

9,400‌

29,085

Freddie

Mac

Gold

Pool

4

.500

12/01/39

28,153‌

42,624

Freddie

Mac

Gold

Pool

4

.500

12/01/39

41,378‌

16,695

Freddie

Mac

Gold

Pool

4

.500

12/01/39

16,207‌

59,593

Freddie

Mac

Gold

Pool

4

.500

12/01/39

57,682‌

40,171

Freddie

Mac

Gold

Pool

5

.500

12/01/39

40,409‌

53,291

Freddie

Mac

Gold

Pool

4

.500

01/01/40

51,734‌

4,980

Freddie

Mac

Gold

Pool

5

.000

01/01/40

4,968‌

6,462

Freddie

Mac

Gold

Pool

5

.500

01/01/40

6,499‌

18,965

Freddie

Mac

Gold

Pool

5

.500

03/01/40

19,077‌

176,377

Freddie

Mac

Gold

Pool

4

.000

04/01/40

166,639‌

11,053

Freddie

Mac

Gold

Pool

4

.500

04/01/40

10,730‌

32,082

Freddie

Mac

Gold

Pool

4

.500

04/01/40

31,144‌

25,498

Freddie

Mac

Gold

Pool

5

.000

04/01/40

25,441‌

56,400

Freddie

Mac

Gold

Pool

5

.000

04/01/40

56,274‌

211,804

Freddie

Mac

Gold

Pool

6

.000

04/01/40

219,603‌

605,082

Freddie

Mac

Gold

Pool

4

.500

05/01/40

587,400‌

207,896

Freddie

Mac

Gold

Pool

5

.000

05/01/40

207,431‌

1,899

Freddie

Mac

Gold

Pool

4

.500

06/01/40

1,844‌

199,482

Freddie

Mac

Gold

Pool

5

.500

06/01/40

200,627‌

300,614

Freddie

Mac

Gold

Pool

4

.500

07/01/40

291,829‌

5,403

Freddie

Mac

Gold

Pool

4

.500

08/01/40

5,245‌

53,643

Freddie

Mac

Gold

Pool

5

.000

08/01/40

53,523‌

13,413

Freddie

Mac

Gold

Pool

5

.000

08/01/40

13,383‌

136,109

Freddie

Mac

Gold

Pool

5

.000

08/01/40

135,805‌

883,954

Freddie

Mac

Gold

Pool

5

.500

08/01/40

889,208‌

74,042

Freddie

Mac

Gold

Pool

4

.000

09/01/40

69,950‌

990,706

Freddie

Mac

Gold

Pool

4

.000

11/01/40

935,961‌

648,248

Freddie

Mac

Gold

Pool

4

.000

12/01/40

612,420‌

91,673

Freddie

Mac

Gold

Pool

3

.500

01/01/41

83,716‌

144,667

Freddie

Mac

Gold

Pool

3

.500

01/01/41

132,173‌

86,847

Freddie

Mac

Gold

Pool

4

.000

01/01/41

82,047‌

94,761

Freddie

Mac

Gold

Pool

3

.500

02/01/41

86,506‌

314,656

Freddie

Mac

Gold

Pool

4

.000

02/01/41

297,265‌

100,977

Freddie

Mac

Gold

Pool

4

.000

02/01/41

95,397‌

584,314

Freddie

Mac

Gold

Pool

4

.000

04/01/41

552,025‌

107,618

Freddie

Mac

Gold

Pool

4

.500

04/01/41

104,471‌

21,968

Freddie

Mac

Gold

Pool

5

.000

04/01/41

21,919‌

93,878

Freddie

Mac

Gold

Pool

4

.500

05/01/41

91,133‌

120,264

Freddie

Mac

Gold

Pool

4

.500

06/01/41

116,748‌

254,368

Freddie

Mac

Gold

Pool

3

.500

10/01/41

232,399‌

260,244

Freddie

Mac

Gold

Pool

5

.000

10/01/41

259,663‌

371,399

Freddie

Mac

Gold

Pool

3

.500

11/01/41

338,847‌

148,561

Freddie

Mac

Gold

Pool

4

.500

12/01/41

144,221‌

1,263,390

Freddie

Mac

Gold

Pool

3

.500

01/01/42

1,152,702‌

371,163

Freddie

Mac

Gold

Pool

3

.500

02/01/42

338,644‌

401,052

Freddie

Mac

Gold

Pool

3

.500

04/01/42

365,958‌

950,319

Freddie

Mac

Gold

Pool

4

.000

05/01/42

897,825‌

3,446,358

Freddie

Mac

Gold

Pool

4

.500

05/01/42

3,345,732‌

698,975

Freddie

Mac

Gold

Pool

3

.500

07/01/42

637,735‌

Bond

Index

Fund

132

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

159,118

Freddie

Mac

Gold

Pool

3

.000

%

08/01/42

$

140,577‌

1,160,249

Freddie

Mac

Gold

Pool

3

.000

10/01/42

1,025,022‌

815,909

Freddie

Mac

Gold

Pool

3

.000

10/01/42

720,826‌

337,480

Freddie

Mac

Gold

Pool

3

.500

12/01/42

307,552‌

1,271,946

Freddie

Mac

Gold

Pool

2

.500

01/01/43

1,084,325‌

2,392,280

Freddie

Mac

Gold

Pool

3

.000

01/01/43

2,113,463‌

3,527,080

Freddie

Mac

Gold

Pool

3

.000

04/01/43

3,115,942‌

9,337,310

Freddie

Mac

Gold

Pool

3

.000

04/01/43

8,248,908‌

1,026,086

Freddie

Mac

Gold

Pool

3

.500

05/01/43

933,981‌

1,455,316

Freddie

Mac

Gold

Pool

3

.000

08/01/43

1,285,662‌

1,043,217

Freddie

Mac

Gold

Pool

3

.000

08/01/43

921,599‌

1,034,737

Freddie

Mac

Gold

Pool

3

.500

08/01/43

941,858‌

406,284

Freddie

Mac

Gold

Pool

4

.500

10/01/43

390,890‌

501,036

Freddie

Mac

Gold

Pool

4

.000

11/01/43

470,226‌

905,948

Freddie

Mac

Gold

Pool

3

.500

02/01/44

823,337‌

758,210

Freddie

Mac

Gold

Pool

4

.000

02/01/44

710,181‌

5,918,638

Freddie

Mac

Gold

Pool

4

.000

02/01/44

5,547,389‌

330,195

Freddie

Mac

Gold

Pool

4

.000

04/01/44

309,073‌

422,265

Freddie

Mac

Gold

Pool

4

.500

05/01/44

406,262‌

762,957

Freddie

Mac

Gold

Pool

4

.000

06/01/44

710,962‌

1,179,086

Freddie

Mac

Gold

Pool

4

.000

08/01/44

1,097,762‌

879,194

Freddie

Mac

Gold

Pool

3

.500

09/01/44

795,383‌

1,242,334

Freddie

Mac

Gold

Pool

3

.500

11/01/44

1,122,104‌

1,759,842

Freddie

Mac

Gold

Pool

3

.500

12/01/44

1,585,885‌

989,909

Freddie

Mac

Gold

Pool

3

.500

01/01/45

893,285‌

2,099,738

Freddie

Mac

Gold

Pool

3

.000

02/01/45

1,849,145‌

2,571,454

Freddie

Mac

Gold

Pool

3

.500

03/01/45

2,318,340‌

1,430,182

Freddie

Mac

Gold

Pool

4

.000

03/01/45

1,331,339‌

1,020,676

Freddie

Mac

Gold

Pool

3

.000

04/01/45

893,379‌

2,081,562

Freddie

Mac

Gold

Pool

3

.500

04/01/45

1,873,208‌

5,252,667

Freddie

Mac

Gold

Pool

3

.500

07/01/45

4,735,637‌

3,959,837

Freddie

Mac

Gold

Pool

4

.500

07/01/45

3,810,580‌

11,539,435

Freddie

Mac

Gold

Pool

3

.000

08/01/45

10,195,824‌

8,812,246

Freddie

Mac

Gold

Pool

3

.500

10/01/45

7,966,262‌

1,656,783

Freddie

Mac

Gold

Pool

4

.000

11/01/45

1,540,554‌

3,088,619

Freddie

Mac

Gold

Pool

3

.500

12/01/45

2,775,604‌

7,367,723

Freddie

Mac

Gold

Pool

3

.000

03/01/46

6,415,816‌

2,301,500

Freddie

Mac

Gold

Pool

3

.500

03/01/46

2,068,321‌

1,188,987

Freddie

Mac

Gold

Pool

4

.000

03/01/46

1,105,592‌

5,410,447

Freddie

Mac

Gold

Pool

3

.000

04/01/46

4,705,917‌

5,270,505

Freddie

Mac

Gold

Pool

3

.500

05/01/46

4,736,480‌

4,040,794

Freddie

Mac

Gold

Pool

3

.500

08/01/46

3,657,188‌

8,099,951

Freddie

Mac

Gold

Pool

3

.000

09/01/46

7,035,798‌

3,279,199

Freddie

Mac

Gold

Pool

4

.000

09/01/46

3,048,172‌

2,943,060

Freddie

Mac

Gold

Pool

3

.000

11/01/46

2,556,403‌

3,669,619

Freddie

Mac

Gold

Pool

3

.000

11/01/46

3,187,520‌

10,676,468

Freddie

Mac

Gold

Pool

3

.000

11/01/46

9,237,566‌

2,118,418

Freddie

Mac

Gold

Pool

3

.000

12/01/46

1,836,111‌

2,658,724

Freddie

Mac

Gold

Pool

3

.500

12/01/46

2,389,311‌

4,914,923

Freddie

Mac

Gold

Pool

3

.000

02/01/47

4,275,772‌

1,581,619

Freddie

Mac

Gold

Pool

3

.500

02/01/47

1,421,462‌

1,296,386

Freddie

Mac

Gold

Pool

4

.000

02/01/47

1,204,325‌

2,206,390

Freddie

Mac

Gold

Pool

3

.500

05/01/47

1,982,947‌

1,793,496

Freddie

Mac

Gold

Pool

3

.000

08/01/47

1,557,465‌

2,324,401

Freddie

Mac

Gold

Pool

3

.000

11/01/47

2,017,771‌

3,566,519

Freddie

Mac

Gold

Pool

3

.000

12/01/47

3,095,272‌

10,885,297

Freddie

Mac

Gold

Pool

3

.000

01/01/48

9,459,405‌

3,818,115

Freddie

Mac

Gold

Pool

3

.000

02/01/48

3,313,495‌

2,727,822

Freddie

Mac

Gold

Pool

3

.500

03/01/48

2,455,336‌

2,340,147

Freddie

Mac

Gold

Pool

3

.500

05/01/48

2,103,047‌

1,843,185

Freddie

Mac

Gold

Pool

4

.000

05/01/48

1,716,126‌

2,547,020

Freddie

Mac

Gold

Pool

3

.500

07/01/48

2,288,960‌

133

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,673,719

Freddie

Mac

Gold

Pool

4

.000

%

07/01/48

$

2,482,782‌

4,909,396

Freddie

Mac

Gold

Pool

4

.000

08/01/48

4,557,773‌

919,380

Freddie

Mac

Gold

Pool

4

.500

09/01/48

878,636‌

3,878,685

Freddie

Mac

Gold

Pool

4

.000

10/01/48

3,600,076‌

2,295,270

Freddie

Mac

Gold

Pool

4

.500

12/01/48

2,192,839‌

1,201,748

Freddie

Mac

Gold

Pool

4

.500

02/01/49

1,147,900‌

3,230,867

Freddie

Mac

Gold

Pool

3

.500

05/01/49

2,893,790‌

4,298

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.958

04/01/35

4,414‌

1,057

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.125%)

6

.625

10/01/35

1,082‌

10,117

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.255%)

6

.510

02/01/36

10,392‌

93

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.536%)

7

.269

07/01/36

93‌

3,885

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.595%)

6

.970

09/01/36

3,863‌

9,711

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.246%)

7

.042

09/01/36

9,983‌

11,252

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.758%)

7

.332

09/01/36

11,402‌

6,796

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.582

01/01/37

7,018‌

1,186

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.765%)

6

.226

02/01/37

1,202‌

480

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.527

02/01/37

497‌

50,571

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.858%)

6

.380

03/01/37

51,899‌

37,570

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.426

04/01/37

38,788‌

15,261

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.605%)

6

.962

04/01/37

15,321‌

3,702

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

2.098%)

7

.203

05/01/37

3,740‌

12,324

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.248%)

6

.666

06/01/37

12,667‌

1,130

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.750%)

7

.625

06/01/37

1,140‌

24,530

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.270%)

7

.020

08/01/37

24,590‌

3,768

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

0.905%)

6

.655

09/01/37

3,764‌

1,301

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.520%)

7

.089

09/01/37

1,299‌

172

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.795%)

7

.545

09/01/37

174‌

17,912

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

2.055%)

7

.430

04/01/38

18,409‌

4,721

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

2.004%)

7

.233

06/01/38

4,787‌

1,711

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.625%)

7

.375

07/01/38

1,737‌

2,920

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.861%)

7

.736

06/01/40

2,947‌

4,724

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.887%)

6

.218

01/01/41

4,780‌

2,266

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.880%)

7

.255

05/01/41

2,321‌

52,584

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.861%)

6

.937

08/01/41

53,429‌

33,491

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.750%)

7

.323

09/01/41

34,700‌

6,157

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.860%)

7

.360

10/01/41

6,307‌

7,776,298

Freddie

Mac

Pool

1

.500

04/01/37

6,668,882‌

11,499,074

Freddie

Mac

Pool

2

.000

05/01/37

10,156,827‌

4,946,914

Freddie

Mac

Pool

4

.000

07/01/49

4,587,465‌

2,921,393

Freddie

Mac

Pool

4

.000

07/01/49

2,709,113‌

10,982,667

Freddie

Mac

Pool

3

.000

11/01/49

9,518,342‌

10,305,892

Freddie

Mac

Pool

3

.000

11/01/49

8,921,033‌

21,540,569

Freddie

Mac

Pool

3

.000

02/01/50

18,648,224‌

14,750,258

Freddie

Mac

Pool

3

.500

04/01/50

13,237,737‌

6,166,904

Freddie

Mac

Pool

2

.000

07/01/50

4,847,590‌

11,561,179

Freddie

Mac

Pool

2

.500

07/01/50

9,542,862‌

7,362,718

Freddie

Mac

Pool

3

.500

07/01/50

6,604,228‌

9,234,164

Freddie

Mac

Pool

3

.500

08/01/50

8,269,856‌

2,584,528

Freddie

Mac

Pool

4

.000

11/01/50

2,393,466‌

6,665,335

Freddie

Mac

Pool

2

.000

02/01/51

5,207,024‌

14,712,886

Freddie

Mac

Pool

2

.500

04/01/51

12,077,401‌

6,420,906

Freddie

Mac

Pool

2

.500

02/01/52

5,252,187‌

5,684,209

Freddie

Mac

Pool

3

.000

05/01/52

4,834,271‌

5,014,042

Freddie

Mac

Pool

4

.000

06/01/52

4,649,711‌

5,852,949

Freddie

Mac

Pool

4

.000

08/01/52

5,360,452‌

10,934,434

Freddie

Mac

Pool

6

.500

10/01/54

11,165,246‌

6

Ginnie

Mae

I

Pool

4

.500

01/15/25

6‌

2,598

Ginnie

Mae

I

Pool

4

.000

08/15/25

2,588‌

1,944

Ginnie

Mae

I

Pool

3

.500

03/15/26

1,932‌

2,448

Ginnie

Mae

I

Pool

4

.000

04/15/26

2,440‌

30,421

Ginnie

Mae

I

Pool

3

.000

12/15/26

30,032‌

53

Ginnie

Mae

I

Pool

6

.500

09/15/28

53‌

Bond

Index

Fund

134

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

521

Ginnie

Mae

I

Pool

6

.500

%

11/15/28

$

531‌

86

Ginnie

Mae

I

Pool

7

.500

11/15/28

86‌

3,125

Ginnie

Mae

I

Pool

8

.500

10/15/30

3,144‌

144

Ginnie

Mae

I

Pool

8

.500

12/15/30

152‌

58,289

Ginnie

Mae

I

Pool

6

.000

10/15/32

60,861‌

22,185

Ginnie

Mae

I

Pool

5

.500

05/15/33

22,519‌

1,842

Ginnie

Mae

I

Pool

5

.000

07/15/33

1,828‌

7,870

Ginnie

Mae

I

Pool

5

.500

07/15/33

7,852‌

10,629

Ginnie

Mae

I

Pool

5

.000

08/15/33

10,630‌

34,912

Ginnie

Mae

I

Pool

5

.500

09/15/33

35,847‌

36,375

Ginnie

Mae

I

Pool

5

.500

11/15/34

37,024‌

16,580

Ginnie

Mae

I

Pool

6

.500

01/15/35

16,952‌

54,543

Ginnie

Mae

I

Pool

5

.000

04/15/35

53,962‌

2,720

Ginnie

Mae

I

Pool

5

.000

11/15/35

2,716‌

1,718

Ginnie

Mae

I

Pool

5

.000

11/15/35

1,716‌

2,488

Ginnie

Mae

I

Pool

5

.500

03/15/36

2,533‌

1,601

Ginnie

Mae

I

Pool

6

.500

06/15/36

1,665‌

3,152

Ginnie

Mae

I

Pool

5

.000

09/15/36

3,148‌

1,850

Ginnie

Mae

I

Pool

6

.000

09/15/36

1,890‌

3,323

Ginnie

Mae

I

Pool

5

.000

12/15/36

3,319‌

50,937

Ginnie

Mae

I

Pool

5

.500

02/15/37

51,847‌

77,661

Ginnie

Mae

I

Pool

6

.000

04/15/37

80,930‌

5,169

Ginnie

Mae

I

Pool

6

.000

06/15/37

5,298‌

7,788

Ginnie

Mae

I

Pool

6

.000

12/15/37

8,021‌

31,622

Ginnie

Mae

I

Pool

5

.000

04/15/38

31,451‌

5,294

Ginnie

Mae

I

Pool

5

.500

06/15/38

5,389‌

13,546

Ginnie

Mae

I

Pool

5

.500

07/15/38

13,789‌

4,119

Ginnie

Mae

I

Pool

5

.500

08/15/38

4,192‌

38,153

Ginnie

Mae

I

Pool

6

.000

08/15/38

39,778‌

38,257

Ginnie

Mae

I

Pool

6

.000

08/15/38

39,326‌

28,821

Ginnie

Mae

I

Pool

5

.000

10/15/38

28,633‌

3,821

Ginnie

Mae

I

Pool

5

.500

10/15/38

3,876‌

626

Ginnie

Mae

I

Pool

5

.500

11/15/38

637‌

39,410

Ginnie

Mae

I

Pool

6

.000

12/15/38

40,955‌

656

Ginnie

Mae

I

Pool

6

.500

12/15/38

679‌

8,623

Ginnie

Mae

I

Pool

5

.000

01/15/39

8,617‌

7,092

Ginnie

Mae

I

Pool

5

.000

02/15/39

7,081‌

595

Ginnie

Mae

I

Pool

6

.000

02/15/39

602‌

6,105

Ginnie

Mae

I

Pool

4

.500

03/15/39

5,929‌

82,718

Ginnie

Mae

I

Pool

4

.500

03/15/39

79,365‌

3,990

Ginnie

Mae

I

Pool

4

.500

04/15/39

3,861‌

95,554

Ginnie

Mae

I

Pool

5

.500

04/15/39

97,264‌

6,521

Ginnie

Mae

I

Pool

4

.000

05/15/39

6,148‌

113,185

Ginnie

Mae

I

Pool

4

.500

05/15/39

109,788‌

62,206

Ginnie

Mae

I

Pool

5

.000

05/15/39

61,873‌

3,582

Ginnie

Mae

I

Pool

4

.500

06/15/39

3,478‌

301,823

Ginnie

Mae

I

Pool

4

.500

06/15/39

292,356‌

497,762

Ginnie

Mae

I

Pool

5

.000

06/15/39

493,900‌

375,545

Ginnie

Mae

I

Pool

5

.000

06/15/39

369,464‌

8,178

Ginnie

Mae

I

Pool

5

.000

06/15/39

8,171‌

3,756

Ginnie

Mae

I

Pool

5

.000

06/15/39

3,753‌

3,314

Ginnie

Mae

I

Pool

5

.000

06/15/39

3,305‌

340,444

Ginnie

Mae

I

Pool

4

.000

07/15/39

319,143‌

3,810

Ginnie

Mae

I

Pool

4

.500

07/15/39

3,655‌

10,506

Ginnie

Mae

I

Pool

4

.500

07/15/39

10,079‌

411,484

Ginnie

Mae

I

Pool

4

.500

07/15/39

399,133‌

6,120

Ginnie

Mae

I

Pool

5

.000

07/15/39

6,105‌

20,591

Ginnie

Mae

I

Pool

4

.000

08/15/39

19,378‌

41,565

Ginnie

Mae

I

Pool

5

.000

08/15/39

40,834‌

1,570

Ginnie

Mae

I

Pool

5

.500

08/15/39

1,596‌

16,497

Ginnie

Mae

I

Pool

6

.000

08/15/39

16,801‌

3,303

Ginnie

Mae

I

Pool

4

.500

10/15/39

3,166‌

135

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

1,730

Ginnie

Mae

I

Pool

5

.000

%

10/15/39

$

1,725‌

9,677

Ginnie

Mae

I

Pool

4

.500

11/15/39

9,383‌

243,990

Ginnie

Mae

I

Pool

4

.500

12/15/39

236,379‌

153,165

Ginnie

Mae

I

Pool

5

.500

02/15/40

155,904‌

20,482

Ginnie

Mae

I

Pool

4

.000

03/15/40

19,405‌

3,608

Ginnie

Mae

I

Pool

5

.000

03/15/40

3,540‌

1,257

Ginnie

Mae

I

Pool

4

.500

04/15/40

1,214‌

35,115

Ginnie

Mae

I

Pool

5

.000

04/15/40

34,498‌

1,475

Ginnie

Mae

I

Pool

4

.500

05/15/40

1,427‌

42,890

Ginnie

Mae

I

Pool

5

.000

05/15/40

42,526‌

925,530

Ginnie

Mae

I

Pool

4

.500

06/15/40

896,456‌

2,890

Ginnie

Mae

I

Pool

4

.500

06/15/40

2,798‌

2,581

Ginnie

Mae

I

Pool

4

.500

06/15/40

2,496‌

82,723

Ginnie

Mae

I

Pool

4

.500

07/15/40

79,972‌

26,460

Ginnie

Mae

I

Pool

4

.500

07/15/40

25,338‌

67,535

Ginnie

Mae

I

Pool

4

.000

08/15/40

63,446‌

352,472

Ginnie

Mae

I

Pool

4

.000

08/15/40

330,073‌

29,869

Ginnie

Mae

I

Pool

4

.500

08/15/40

28,989‌

10,868

Ginnie

Mae

I

Pool

4

.000

10/15/40

10,210‌

129,681

Ginnie

Mae

I

Pool

4

.000

11/15/40

121,826‌

70,181

Ginnie

Mae

I

Pool

3

.500

12/15/40

64,408‌

365,434

Ginnie

Mae

I

Pool

4

.000

01/15/41

345,438‌

73,296

Ginnie

Mae

I

Pool

4

.000

02/15/41

69,218‌

122,824

Ginnie

Mae

I

Pool

4

.500

03/15/41

118,901‌

48,952

Ginnie

Mae

I

Pool

4

.000

07/15/41

46,228‌

73,282

Ginnie

Mae

I

Pool

4

.500

08/15/41

70,737‌

192,219

Ginnie

Mae

I

Pool

4

.000

09/15/41

179,912‌

30,882

Ginnie

Mae

I

Pool

4

.000

10/15/41

29,163‌

163,547

Ginnie

Mae

I

Pool

3

.500

11/15/41

150,594‌

407,221

Ginnie

Mae

I

Pool

4

.000

11/15/41

382,553‌

358,953

Ginnie

Mae

I

Pool

3

.500

04/15/42

330,188‌

746,991

Ginnie

Mae

I

Pool

3

.500

07/15/42

685,035‌

545,715

Ginnie

Mae

I

Pool

3

.000

01/15/43

485,856‌

2,410,043

Ginnie

Mae

I

Pool

3

.000

01/15/43

2,145,631‌

219,947

Ginnie

Mae

I

Pool

3

.000

04/15/43

195,818‌

3,229

Ginnie

Mae

II

Pool

4

.000

06/20/26

3,212‌

6,063

Ginnie

Mae

II

Pool

3

.500

11/20/26

6,006‌

116,121

Ginnie

Mae

II

Pool

2

.500

04/20/27

113,770‌

106,627

Ginnie

Mae

II

Pool

2

.500

09/20/27

104,162‌

204,924

Ginnie

Mae

II

Pool

3

.500

11/20/28

201,471‌

1,087

Ginnie

Mae

II

Pool

8

.500

10/20/30

1,135‌

143

Ginnie

Mae

II

Pool

7

.000

06/20/31

146‌

1,335,259

Ginnie

Mae

II

Pool

3

.000

08/20/32

1,275,928‌

7,506

Ginnie

Mae

II

Pool

5

.500

12/20/32

7,643‌

2,084

Ginnie

Mae

II

Pool

5

.000

07/20/33

2,065‌

29,846

Ginnie

Mae

II

Pool

6

.000

11/20/33

30,508‌

12,659

Ginnie

Mae

II

Pool

5

.500

05/20/34

12,951‌

18,819

Ginnie

Mae

II

Pool

6

.000

09/20/34

19,266‌

1,281

Ginnie

Mae

II

Pool

5

.000

10/20/34

1,275‌

10,157

Ginnie

Mae

II

Pool

5

.500

02/20/35

10,333‌

195,724

Ginnie

Mae

II

Pool

5

.000

03/20/35

194,802‌

58,823

Ginnie

Mae

II

Pool

5

.500

05/20/35

60,253‌

2,022

Ginnie

Mae

II

Pool

5

.000

09/20/35

2,012‌

16,945

Ginnie

Mae

II

Pool

5

.500

02/20/36

17,357‌

5,452

Ginnie

Mae

II

Pool

5

.500

05/20/36

5,557‌

54,243

Ginnie

Mae

II

Pool

5

.500

06/20/36

55,563‌

5,130

Ginnie

Mae

II

Pool

6

.000

10/20/36

5,331‌

3,132

Ginnie

Mae

II

Pool

6

.000

01/20/37

3,255‌

11,951

Ginnie

Mae

II

Pool

6

.000

02/20/37

12,420‌

36,880

Ginnie

Mae

II

Pool

6

.000

04/20/37

37,756‌

6,299

Ginnie

Mae

II

Pool

6

.000

08/20/37

6,546‌

5,402

Ginnie

Mae

II

Pool

6

.500

08/20/37

5,685‌

Bond

Index

Fund

136

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

24,549

Ginnie

Mae

II

Pool

6

.500

%

11/20/37

$

25,836‌

1,344

Ginnie

Mae

II

Pool

5

.000

02/20/38

1,337‌

711

Ginnie

Mae

II

Pool

5

.500

05/20/38

717‌

16,496

Ginnie

Mae

II

Pool

6

.000

06/20/38

17,144‌

111,243

Ginnie

Mae

II

Pool

5

.000

07/20/38

110,173‌

114,520

Ginnie

Mae

II

Pool

5

.500

07/20/38

115,899‌

11,076

Ginnie

Mae

II

Pool

6

.000

08/20/38

11,511‌

44,269

Ginnie

Mae

II

Pool

6

.000

09/20/38

46,400‌

5,627

Ginnie

Mae

II

Pool

6

.500

10/20/38

5,715‌

2,364

Ginnie

Mae

II

Pool

6

.500

10/20/38

2,480‌

10,180

Ginnie

Mae

II

Pool

6

.500

11/20/38

10,553‌

183,408

Ginnie

Mae

II

Pool

4

.500

01/20/39

178,226‌

24,843

Ginnie

Mae

II

Pool

6

.500

01/20/39

26,339‌

2,402

Ginnie

Mae

II

Pool

4

.500

03/20/39

2,335‌

47,055

Ginnie

Mae

II

Pool

5

.500

03/20/39

48,666‌

1,643

Ginnie

Mae

II

Pool

5

.000

04/20/39

1,638‌

8,325

Ginnie

Mae

II

Pool

4

.000

05/20/39

7,889‌

21,256

Ginnie

Mae

II

Pool

4

.500

05/20/39

20,577‌

499,853

Ginnie

Mae

II

Pool

5

.000

05/20/39

496,597‌

4,848

Ginnie

Mae

II

Pool

4

.000

06/20/39

4,595‌

3,164

Ginnie

Mae

II

Pool

5

.000

06/20/39

3,153‌

45,927

Ginnie

Mae

II

Pool

4

.500

07/20/39

44,629‌

42,881

Ginnie

Mae

II

Pool

5

.000

07/20/39

42,733‌

5,083

Ginnie

Mae

II

Pool

5

.500

07/20/39

5,207‌

14,059

Ginnie

Mae

II

Pool

4

.000

08/20/39

13,323‌

11,107

Ginnie

Mae

II

Pool

5

.000

08/20/39

11,069‌

14,779

Ginnie

Mae

II

Pool

5

.000

09/20/39

14,774‌

4,685

Ginnie

Mae

II

Pool

4

.500

10/20/39

4,552‌

6,873

Ginnie

Mae

II

Pool

4

.500

11/20/39

6,676‌

8,327

Ginnie

Mae

II

Pool

5

.000

11/20/39

8,298‌

6,955

Ginnie

Mae

II

Pool

4

.500

12/20/39

6,756‌

262,275

Ginnie

Mae

II

Pool

5

.000

12/20/39

261,368‌

227,844

Ginnie

Mae

II

Pool

4

.500

01/20/40

221,288‌

3,999

Ginnie

Mae

II

Pool

5

.500

01/20/40

4,096‌

9,276

Ginnie

Mae

II

Pool

4

.500

04/20/40

9,006‌

1,915

Ginnie

Mae

II

Pool

4

.500

05/20/40

1,860‌

69,460

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.875

05/20/40

70,201‌

48,354

Ginnie

Mae

II

Pool

5

.000

06/20/40

48,158‌

325,346

Ginnie

Mae

II

Pool

4

.500

07/20/40

315,783‌

9,841

Ginnie

Mae

II

Pool

5

.000

07/20/40

9,807‌

23,956

Ginnie

Mae

II

Pool

4

.500

08/20/40

23,250‌

21,435

Ginnie

Mae

II

Pool

4

.500

09/20/40

20,790‌

7,421

Ginnie

Mae

II

Pool

5

.500

09/20/40

7,602‌

6,461

Ginnie

Mae

II

Pool

6

.500

09/20/40

6,624‌

16,102

Ginnie

Mae

II

Pool

6

.000

10/20/40

16,733‌

278,097

Ginnie

Mae

II

Pool

4

.000

11/20/40

263,532‌

124,363

Ginnie

Mae

II

Pool

5

.500

12/20/40

127,390‌

755,150

Ginnie

Mae

II

Pool

4

.000

01/20/41

715,608‌

207,831

Ginnie

Mae

II

Pool

4

.500

02/20/41

201,700‌

233,704

Ginnie

Mae

II

Pool

4

.500

04/20/41

226,810‌

52,884

Ginnie

Mae

II

Pool

5

.000

04/20/41

52,378‌

14,873

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.875

06/20/41

15,034‌

97,374

Ginnie

Mae

II

Pool

4

.000

07/20/41

92,274‌

333,381

Ginnie

Mae

II

Pool

4

.500

07/20/41

323,546‌

290,440

Ginnie

Mae

II

Pool

5

.000

07/20/41

289,437‌

140,376

Ginnie

Mae

II

Pool

5

.000

08/20/41

139,891‌

454,825

Ginnie

Mae

II

Pool

4

.000

09/20/41

431,003‌

10,022

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.625

09/20/41

10,113‌

11,219

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

3

.750

10/20/41

11,369‌

19,940

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

3

.750

10/20/41

20,205‌

579,425

Ginnie

Mae

II

Pool

4

.000

10/20/41

549,076‌

81,410

Ginnie

Mae

II

Pool

5

.500

10/20/41

83,391‌

137

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

762,039

Ginnie

Mae

II

Pool

4

.500

%

11/20/41

$

739,556‌

341,842

Ginnie

Mae

II

Pool

5

.000

11/20/41

340,660‌

78,478

Ginnie

Mae

II

Pool

6

.000

11/20/41

81,558‌

416,216

Ginnie

Mae

II

Pool

3

.500

01/20/42

382,263‌

50,473

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.625

02/20/42

51,146‌

198,727

Ginnie

Mae

II

Pool

3

.500

03/20/42

182,331‌

375,882

Ginnie

Mae

II

Pool

4

.500

03/20/42

364,790‌

1,886,239

Ginnie

Mae

II

Pool

3

.500

05/20/42

1,727,993‌

806,268

Ginnie

Mae

II

Pool

3

.500

05/20/42

725,840‌

438,206

Ginnie

Mae

II

Pool

4

.000

05/20/42

415,261‌

440,160

Ginnie

Mae

II

Pool

3

.500

07/20/42

402,825‌

71,175

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.625

07/20/42

71,828‌

583,865

Ginnie

Mae

II

Pool

3

.000

08/20/42

520,281‌

792,379

Ginnie

Mae

II

Pool

3

.500

08/20/42

717,319‌

1,848,671

Ginnie

Mae

II

Pool

3

.500

08/20/42

1,691,004‌

377,442

Ginnie

Mae

II

Pool

6

.000

08/20/42

392,259‌

748,798

Ginnie

Mae

II

Pool

3

.500

10/20/42

684,241‌

868,550

Ginnie

Mae

II

Pool

3

.000

11/20/42

771,907‌

863,996

Ginnie

Mae

II

Pool

3

.000

12/20/42

752,692‌

1,021,527

Ginnie

Mae

II

Pool

3

.000

12/20/42

907,545‌

761,994

Ginnie

Mae

II

Pool

3

.000

01/20/43

676,745‌

1,304,068

Ginnie

Mae

II

Pool

3

.000

02/20/43

1,158,174‌

1,016,674

Ginnie

Mae

II

Pool

3

.000

02/20/43

900,401‌

247,113

Ginnie

Mae

II

Pool

5

.000

04/20/43

246,259‌

513,150

Ginnie

Mae

II

Pool

3

.000

05/20/43

455,103‌

782,289

Ginnie

Mae

II

Pool

3

.000

06/20/43

693,555‌

1,957,074

Ginnie

Mae

II

Pool

3

.500

06/20/43

1,761,689‌

1,708,504

Ginnie

Mae

II

Pool

3

.000

07/20/43

1,513,650‌

809,863

Ginnie

Mae

II

Pool

3

.500

07/20/43

740,235‌

3,378,281

Ginnie

Mae

II

Pool

4

.500

08/20/43

3,279,254‌

1,116,710

Ginnie

Mae

II

Pool

3

.500

09/20/43

1,020,977‌

358,920

Ginnie

Mae

II

Pool

4

.000

09/20/43

338,709‌

4,678,628

Ginnie

Mae

II

Pool

3

.500

10/20/43

4,277,764‌

2,143,974

Ginnie

Mae

II

Pool

4

.000

10/20/43

2,022,803‌

200,110

Ginnie

Mae

II

Pool

3

.500

11/20/43

182,892‌

384,279

Ginnie

Mae

II

Pool

4

.000

11/20/43

362,482‌

370,972

Ginnie

Mae

II

Pool

4

.500

12/20/43

358,189‌

409,488

Ginnie

Mae

II

Pool

4

.500

01/20/44

395,589‌

481,601

Ginnie

Mae

II

Pool

3

.500

02/20/44

439,699‌

653,948

Ginnie

Mae

II

Pool

4

.000

02/20/44

616,451‌

652,165

Ginnie

Mae

II

Pool

4

.000

05/20/44

614,636‌

684,666

Ginnie

Mae

II

Pool

4

.000

06/20/44

645,266‌

1,750,128

Ginnie

Mae

II

Pool

3

.500

07/20/44

1,592,804‌

5,467,599

Ginnie

Mae

II

Pool

3

.500

10/20/44

4,973,552‌

574,083

Ginnie

Mae

II

Pool

4

.500

10/20/44

554,299‌

1,257,102

Ginnie

Mae

II

Pool

3

.500

11/20/44

1,143,120‌

1,579,120

Ginnie

Mae

II

Pool

3

.000

12/20/44

1,398,080‌

2,930,758

Ginnie

Mae

II

Pool

4

.000

12/20/44

2,759,070‌

3,934,090

Ginnie

Mae

II

Pool

3

.500

02/20/45

3,576,433‌

2,337,330

Ginnie

Mae

II

Pool

4

.000

03/20/45

2,200,413‌

1,605,679

Ginnie

Mae

II

Pool

3

.000

04/20/45

1,421,596‌

3,448,999

Ginnie

Mae

II

Pool

3

.000

06/20/45

3,049,490‌

7,860,467

Ginnie

Mae

II

Pool

3

.000

07/20/45

6,918,473‌

2,669,052

Ginnie

Mae

II

Pool

4

.000

10/20/45

2,508,543‌

4,504,703

Ginnie

Mae

II

Pool

4

.000

11/20/45

4,227,136‌

2,029,916

Ginnie

Mae

II

Pool

3

.000

12/20/45

1,792,784‌

1,800,217

Ginnie

Mae

II

Pool

3

.500

12/20/45

1,632,195‌

9,666,133

Ginnie

Mae

II

Pool

3

.000

03/20/46

8,527,280‌

3,391,358

Ginnie

Mae

II

Pool

3

.000

04/20/46

2,986,996‌

2,044,653

Ginnie

Mae

II

Pool

4

.000

04/20/46

1,920,475‌

9,072,869

Ginnie

Mae

II

Pool

3

.000

05/20/46

7,990,792‌

5,577,196

Ginnie

Mae

II

Pool

3

.500

05/20/46

5,048,531‌

Bond

Index

Fund

138

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,070,251

Ginnie

Mae

II

Pool

3

.000

%

06/20/46

$

1,823,072‌

1,258,568

Ginnie

Mae

II

Pool

3

.500

06/20/46

1,138,940‌

1,569,418

Ginnie

Mae

II

Pool

3

.000

07/20/46

1,381,832‌

2,695,673

Ginnie

Mae

II

Pool

3

.500

08/20/46

2,439,444‌

1,517,108

Ginnie

Mae

II

Pool

3

.000

09/20/46

1,334,782‌

6,217,847

Ginnie

Mae

II

Pool

3

.500

09/20/46

5,626,810‌

2,978,449

Ginnie

Mae

II

Pool

3

.000

10/20/46

2,615,110‌

1,652,232

Ginnie

Mae

II

Pool

3

.000

12/20/46

1,453,400‌

10,288,504

Ginnie

Mae

II

Pool

3

.000

01/20/47

9,055,780‌

1,181,735

Ginnie

Mae

II

Pool

4

.000

01/20/47

1,107,145‌

2,533,626

Ginnie

Mae

II

Pool

4

.000

04/20/47

2,366,668‌

2,704,282

Ginnie

Mae

II

Pool

3

.500

05/20/47

2,447,220‌

1,367,392

Ginnie

Mae

II

Pool

3

.500

06/20/47

1,234,841‌

1,743,499

Ginnie

Mae

II

Pool

3

.000

07/20/47

1,533,234‌

3,083,869

Ginnie

Mae

II

Pool

4

.500

07/20/47

2,962,374‌

3,264,283

Ginnie

Mae

II

Pool

3

.000

08/20/47

2,867,940‌

3,629,128

Ginnie

Mae

II

Pool

3

.500

08/20/47

3,280,185‌

6,476,851

Ginnie

Mae

II

Pool

3

.000

09/20/47

5,685,569‌

8,184,056

Ginnie

Mae

II

Pool

4

.000

09/20/47

7,643,844‌

5,842,610

Ginnie

Mae

II

Pool

3

.500

11/20/47

5,287,168‌

4,333,202

Ginnie

Mae

II

Pool

3

.500

12/20/47

3,916,105‌

2,740,367

Ginnie

Mae

II

Pool

3

.500

01/20/48

2,479,417‌

3,434,078

Ginnie

Mae

II

Pool

4

.000

05/20/48

3,201,517‌

2,554,210

Ginnie

Mae

II

Pool

4

.000

06/20/48

2,382,714‌

5,926,201

Ginnie

Mae

II

Pool

3

.500

07/20/48

5,351,336‌

2,656,064

Ginnie

Mae

II

Pool

4

.000

08/20/48

2,476,116‌

1,791,298

Ginnie

Mae

II

Pool

5

.000

08/20/48

1,761,880‌

1,701,244

Ginnie

Mae

II

Pool

4

.500

09/20/48

1,630,492‌

1,443,189

Ginnie

Mae

II

Pool

5

.000

10/20/48

1,421,492‌

1,189,861

Ginnie

Mae

II

Pool

4

.500

11/20/48

1,140,253‌

2,735,493

Ginnie

Mae

II

Pool

3

.500

04/20/49

2,467,216‌

9,230,170

Ginnie

Mae

II

Pool

4

.500

04/20/49

8,843,582‌

2,837,600

Ginnie

Mae

II

Pool

4

.000

05/20/49

2,636,814‌

1,791,904

Ginnie

Mae

II

Pool

3

.500

06/20/49

1,612,788‌

4,072,356

Ginnie

Mae

II

Pool

3

.500

09/20/49

3,662,856‌

2,932,931

Ginnie

Mae

II

Pool

3

.500

11/20/49

2,637,135‌

23,300,741

Ginnie

Mae

II

Pool

2

.500

12/20/49

19,585,682‌

51,933,950

Ginnie

Mae

II

Pool

3

.000

02/20/50

45,259,255‌

6,300,324

Ginnie

Mae

II

Pool

3

.500

02/20/50

5,698,042‌

8,911,065

Ginnie

Mae

II

Pool

3

.500

04/20/50

8,029,268‌

8,579,648

Ginnie

Mae

II

Pool

3

.000

05/20/50

7,475,156‌

4,293,797

Ginnie

Mae

II

Pool

2

.000

08/20/50

3,445,488‌

8,706,406

Ginnie

Mae

II

Pool

2

.500

08/20/50

7,301,929‌

14,019,049

Ginnie

Mae

II

Pool

2

.500

10/20/50

11,748,833‌

37,147,951

Ginnie

Mae

II

Pool

2

.000

11/20/50

29,779,964‌

19,637,961

Ginnie

Mae

II

Pool

2

.500

12/20/50

16,453,720‌

21,762,306

Ginnie

Mae

II

Pool

2

.000

01/20/51

17,421,022‌

5,414,900

Ginnie

Mae

II

Pool

2

.500

01/20/51

4,533,257‌

19,343,696

Ginnie

Mae

II

Pool

2

.000

02/20/51

15,495,322‌

3,691,323

Ginnie

Mae

II

Pool

1

.500

04/20/51

2,849,872‌

15,354,547

Ginnie

Mae

II

Pool

2

.000

04/20/51

12,293,823‌

35,198,265

Ginnie

Mae

II

Pool

2

.500

04/20/51

29,415,873‌

13,170,384

Ginnie

Mae

II

Pool

2

.500

05/20/51

11,015,727‌

11,222,748

Ginnie

Mae

II

Pool

2

.000

06/20/51

8,985,547‌

3,176,899

Ginnie

Mae

II

Pool

3

.000

06/20/51

2,759,877‌

62,738,102

Ginnie

Mae

II

Pool

2

.500

07/20/51

52,430,737‌

5,677,447

Ginnie

Mae

II

Pool

2

.000

08/20/51

4,545,629‌

23,739,075

Ginnie

Mae

II

Pool

2

.500

08/20/51

19,838,874‌

7,149,041

Ginnie

Mae

II

Pool

3

.000

08/20/51

6,203,410‌

24,493,231

Ginnie

Mae

II

Pool

2

.500

09/20/51

20,469,074‌

5,289,255

Ginnie

Mae

II

Pool

3

.000

09/20/51

4,595,354‌

2,132,260

Ginnie

Mae

II

Pool

3

.000

10/20/51

1,851,251‌

139

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

142,449,047

Ginnie

Mae

II

Pool

2

.000

%

11/20/51

$

114,050,259‌

2,063,898

Ginnie

Mae

II

Pool

3

.500

11/20/51

1,851,337‌

15,875,978

Ginnie

Mae

II

Pool

2

.000

12/20/51

12,710,831‌

23,360,079

Ginnie

Mae

II

Pool

2

.500

12/20/51

19,521,962‌

22,783,497

Ginnie

Mae

II

Pool

3

.000

12/20/51

19,780,504‌

3,890,708

Ginnie

Mae

II

Pool

3

.500

01/20/52

3,483,349‌

12,023,223

Ginnie

Mae

II

Pool

2

.500

02/20/52

10,047,460‌

19,468,817

Ginnie

Mae

II

Pool

3

.500

02/20/52

17,412,509‌

8,683,525

Ginnie

Mae

II

Pool

2

.000

04/20/52

6,954,723‌

22,731,316

Ginnie

Mae

II

Pool

2

.500

04/20/52

18,995,839‌

16,300,857

Ginnie

Mae

II

Pool

3

.000

04/20/52

14,142,961‌

15,213,782

Ginnie

Mae

II

Pool

2

.000

05/20/52

12,186,224‌

13,025,538

Ginnie

Mae

II

Pool

2

.500

05/20/52

10,885,024‌

7,659,479

Ginnie

Mae

II

Pool

3

.000

05/20/52

6,645,521‌

8,332,504

Ginnie

Mae

II

Pool

4

.000

05/20/52

7,679,357‌

9,939,907

Ginnie

Mae

II

Pool

3

.000

06/20/52

8,624,070‌

8,376,712

Ginnie

Mae

II

Pool

4

.000

06/20/52

7,725,219‌

2,910,957

Ginnie

Mae

II

Pool

3

.000

07/20/52

2,528,759‌

14,299,380

Ginnie

Mae

II

Pool

3

.500

07/20/52

12,788,985‌

4,202,447

Ginnie

Mae

II

Pool

4

.500

07/20/52

3,981,916‌

4,181,504

Ginnie

Mae

II

Pool

3

.500

08/20/52

3,739,818‌

8,566,624

Ginnie

Mae

II

Pool

4

.000

08/20/52

7,895,097‌

6,169,764

Ginnie

Mae

II

Pool

4

.500

08/20/52

5,845,039‌

4,140,215

Ginnie

Mae

II

Pool

5

.000

08/20/52

4,029,471‌

7,279,649

Ginnie

Mae

II

Pool

3

.500

09/20/52

6,510,694‌

16,380,442

Ginnie

Mae

II

Pool

4

.000

09/20/52

15,106,573‌

36,301,067

Ginnie

Mae

II

Pool

4

.500

09/20/52

34,384,869‌

4,166,661

Ginnie

Mae

II

Pool

5

.000

09/20/52

4,054,995‌

7,648,429

Ginnie

Mae

II

Pool

5

.500

09/20/52

7,619,611‌

6,688,560

Ginnie

Mae

II

Pool

3

.500

10/20/52

5,982,027‌

18,633,603

Ginnie

Mae

II

Pool

4

.000

10/20/52

17,172,920‌

1,913,997

Ginnie

Mae

II

Pool

3

.500

11/20/52

1,711,822‌

4,367,129

Ginnie

Mae

II

Pool

4

.500

11/20/52

4,135,486‌

26,885,917

Ginnie

Mae

II

Pool

5

.000

11/20/52

26,159,863‌

8,151,229

Ginnie

Mae

II

Pool

5

.500

11/20/52

8,117,183‌

9,402,336

Ginnie

Mae

II

Pool

3

.500

12/20/52

8,409,231‌

1,018,627

Ginnie

Mae

II

Pool

4

.000

12/20/52

938,778‌

8,193,476

Ginnie

Mae

II

Pool

4

.500

12/20/52

7,758,871‌

7,048,251

Ginnie

Mae

II

Pool

5

.500

12/20/52

7,007,180‌

4,045,866

Ginnie

Mae

II

Pool

6

.000

12/20/52

4,092,357‌

2,560,188

Ginnie

Mae

II

Pool

5

.000

01/20/53

2,485,068‌

5,993,772

Ginnie

Mae

II

Pool

6

.000

01/20/53

6,076,443‌

3,654,483

Ginnie

Mae

II

Pool

6

.500

01/20/53

3,729,286‌

5,054,504

Ginnie

Mae

II

Pool

2

.500

02/20/53

4,228,387‌

4,347,713

Ginnie

Mae

II

Pool

3

.000

02/20/53

3,786,148‌

1,821,974

Ginnie

Mae

II

Pool

4

.000

02/20/53

1,679,157‌

1,464,179

Ginnie

Mae

II

Pool

4

.500

02/20/53

1,386,138‌

5,337,136

Ginnie

Mae

II

Pool

5

.000

02/20/53

5,191,225‌

4,910,354

Ginnie

Mae

II

Pool

5

.500

02/20/53

4,884,925‌

2,795,717

Ginnie

Mae

II

Pool

4

.500

03/20/53

2,646,706‌

18,032,368

Ginnie

Mae

II

Pool

5

.000

03/20/53

17,536,605‌

4,830,816

Ginnie

Mae

II

Pool

5

.500

03/20/53

4,806,669‌

2,674,612

Ginnie

Mae

II

Pool

6

.000

03/20/53

2,710,276‌

8,904,477

Ginnie

Mae

II

Pool

4

.000

04/20/53

8,206,479‌

2,246,419

Ginnie

Mae

II

Pool

5

.500

04/20/53

2,234,731‌

4,746,734

Ginnie

Mae

II

Pool

4

.500

05/20/53

4,492,262‌

14,779,536

Ginnie

Mae

II

Pool

5

.000

05/20/53

14,366,361‌

3,084,083

Ginnie

Mae

II

Pool

3

.500

06/20/53

2,771,861‌

15,592,167

Ginnie

Mae

II

Pool

5

.500

06/20/53

15,493,924‌

4,152,544

Ginnie

Mae

II

Pool

6

.500

06/20/53

4,235,353‌

10,770,430

Ginnie

Mae

II

Pool

4

.500

07/20/53

10,189,690‌

7,674,271

Ginnie

Mae

II

Pool

5

.000

07/20/53

7,457,362‌

Bond

Index

Fund

140

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,329,073

Ginnie

Mae

II

Pool

5

.500

%

07/20/53

$

4,303,888‌

6,715,686

Ginnie

Mae

II

Pool

6

.000

07/20/53

6,788,566‌

11,613,785

Ginnie

Mae

II

Pool

5

.500

08/20/53

11,543,843‌

2,233,932

Ginnie

Mae

II

Pool

6

.000

08/20/53

2,250,487‌

1,585,528

Ginnie

Mae

II

Pool

7

.000

08/20/53

1,629,437‌

4,804,280

Ginnie

Mae

II

Pool

5

.000

09/20/53

4,667,008‌

9,276,019

Ginnie

Mae

II

Pool

6

.000

09/20/53

9,378,019‌

11,089,219

Ginnie

Mae

II

Pool

6

.000

11/20/53

11,194,702‌

8,211,221

Ginnie

Mae

II

Pool

6

.500

11/20/53

8,356,301‌

3,723,060

Ginnie

Mae

II

Pool

7

.000

11/20/53

3,816,395‌

3,863,981

Ginnie

Mae

II

Pool

7

.000

12/20/53

3,968,851‌

11,015,614

Ginnie

Mae

II

Pool

5

.500

01/20/54

10,941,378‌

6,024,303

Ginnie

Mae

II

Pool

6

.000

01/20/54

6,068,947‌

9,193,233

Ginnie

Mae

II

Pool

6

.500

01/20/54

9,363,367‌

3,039,610

Ginnie

Mae

II

Pool

4

.500

02/20/54

2,874,771‌

8,688,043

Ginnie

Mae

II

Pool

5

.000

02/20/54

8,437,117‌

2,328,622

Ginnie

Mae

II

Pool

6

.000

02/20/54

2,345,879‌

2,058,237

Ginnie

Mae

II

Pool

6

.500

02/20/54

2,096,797‌

4,131,707

Ginnie

Mae

II

Pool

6

.000

03/20/54

4,162,326‌

5,131,338

Ginnie

Mae

II

Pool

5

.000

04/20/54

4,982,869‌

2,996,451

Ginnie

Mae

II

Pool

5

.500

04/20/54

2,973,496‌

6,599,693

Ginnie

Mae

II

Pool

6

.000

04/20/54

6,648,691‌

3,061,126

Ginnie

Mae

II

Pool

5

.000

05/20/54

2,972,399‌

16,770,559

Ginnie

Mae

II

Pool

5

.500

05/20/54

16,651,527‌

5,200,863

Ginnie

Mae

II

Pool

4

.500

06/20/54

4,918,814‌

9,714,920

Ginnie

Mae

II

Pool

6

.000

06/20/54

9,786,914‌

4,783,979

Ginnie

Mae

II

Pool

6

.500

06/20/54

4,869,907‌

9,132,980

Ginnie

Mae

II

Pool

6

.500

07/20/54

9,295,065‌

21,752,980

Ginnie

Mae

II

Pool

5

.500

08/20/54

21,591,899‌

13,580,044

Ginnie

Mae

II

Pool

6

.000

08/20/54

13,680,681‌

16,819,888

Ginnie

Mae

II

Pool

5

.500

09/20/54

16,691,031‌

15,670,602

Ginnie

Mae

II

Pool

6

.000

09/20/54

15,789,457‌

10,562,964

Ginnie

Mae

II

Pool

4

.500

10/20/54

9,990,083‌

10,229,922

Ginnie

Mae

II

Pool

5

.000

10/20/54

9,931,290‌

6,788,206

Ginnie

Mae

II

Pool

6

.500

10/20/54

6,908,682‌

12,128,579

Ginnie

Mae

II

Pool

5

.000

11/20/54

11,772,654‌

7,959,787

Ginnie

Mae

II

Pool

5

.500

11/20/54

7,900,030‌

2,888,529

Ginnie

Mae

II

Pool

7

.000

11/20/54

2,973,092‌

10,250,000

Ginnie

Mae

II

Pool

5

.000

12/20/54

9,949,202‌

TOTAL

MORTGAGE

BACKED

6,492,581,925‌

MUNICIPAL

BONDS

-

0.6%

200,000

Alabama

Economic

Settlement

Authority

4

.263

09/15/32

191,355‌

250,000

Alabama

Federal

Aid

Highway

Finance

Authority

2

.650

09/01/37

195,058‌

300,000

American

Municipal

Power,

Inc

7

.834

02/15/41

354,134‌

455,000

American

Municipal

Power,

Inc

6

.270

02/15/50

470,360‌

1,165,000

American

Municipal

Power,

Inc

8

.084

02/15/50

1,470,379‌

490,000

Bay

Area

Toll

Authority

6

.918

04/01/40

544,840‌

2,000,000

Bay

Area

Toll

Authority

6

.263

04/01/49

2,116,617‌

755,000

Bay

Area

Toll

Authority

3

.126

04/01/55

495,252‌

200,000

Board

of

Regents

of

the

University

of

Texas

System

3

.852

08/15/46

162,240‌

700,000

Board

of

Regents

of

the

University

of

Texas

System

4

.794

08/15/46

656,803‌

750,000

Board

of

Regents

of

the

University

of

Texas

System

2

.439

08/15/49

448,326‌

500,000

California

Earthquake

Authority

5

.603

07/01/27

502,118‌

100,000

California

Health

Facilities

Financing

Authority

4

.190

06/01/37

90,752‌

100,000

California

Health

Facilities

Financing

Authority

4

.353

06/01/41

88,828‌

200,000

California

Institute

of

Technology

4

.321

08/01/45

173,745‌

750,000

California

Institute

of

Technology

3

.650

09/01/19

476,746‌

200,000

California

State

University

3

.899

11/01/47

163,613‌

1,000,000

California

State

University

2

.897

11/01/51

693,680‌

750,000

California

State

University

2

.975

11/01/51

502,822‌

950,000

California

State

University

2

.939

11/01/52

633,802‌

2,000,000

California

State

University

5

.183

11/01/53

1,918,811‌

141

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

720,000

Central

Puget

Sound

Regional

Transit

Authority

5

.491

%

11/01/39

$

720,348‌

1,665,000

Charlotte-Mecklenburg

Hospital

Authority

3

.204

01/15/51

1,150,429‌

2,250,000

Chicago

O'Hare

International

Airport

6

.395

01/01/40

2,367,738‌

200,000

Chicago

O'Hare

International

Airport

4

.472

01/01/49

175,544‌

200,000

Chicago

O'Hare

International

Airport

4

.572

01/01/54

175,278‌

680,000

City

of

Atlanta

GA

Water

&

Wastewater

Revenue

2

.257

11/01/35

542,902‌

690,000

City

of

Houston

TX

3

.961

03/01/47

581,451‌

140,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4

.242

05/15/48

119,633‌

1,000,000

City

of

New

York

NY

4

.610

09/01/37

949,269‌

1,000,000

City

of

New

York

NY

5

.264

10/01/44

974,313‌

755,000

City

of

New

York

NY

5

.094

10/01/49

716,862‌

345,000

City

of

New

York

NY

5

.263

10/01/52

335,626‌

1,440,000

City

of

New

York

NY

5

.828

10/01/53

1,509,292‌

1,000,000

City

of

New

York

NY

5

.114

10/01/54

947,626‌

1,000,000

City

of

Riverside

CA

3

.857

06/01/45

849,889‌

750,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5

.808

02/01/41

751,541‌

875,000

City

of

Tucson

AZ

2

.856

07/01/47

620,847‌

150,000

Colorado

Bridge

Enterprise

6

.078

12/01/40

156,676‌

200,000

Commonwealth

Financing

Authority

4

.014

06/01/33

190,285‌

100,000

Commonwealth

Financing

Authority

3

.864

06/01/38

88,992‌

100,000

Commonwealth

Financing

Authority

4

.144

06/01/38

90,535‌

645,000

Commonwealth

Financing

Authority

3

.807

06/01/41

538,341‌

825,000

Commonwealth

Financing

Authority

2

.991

06/01/42

608,585‌

1,000,000

Commonwealth

of

Massachusetts

3

.769

07/15/29

969,113‌

396,010

Commonwealth

of

Massachusetts

4

.110

07/15/31

387,029‌

100,000

Commonwealth

of

Massachusetts

3

.277

06/01/46

77,506‌

750,000

Commonwealth

of

Massachusetts

2

.900

09/01/49

508,839‌

500,000

Commonwealth

of

Massachusetts

Transportation

Fund

Revenue

5

.731

06/01/40

499,815‌

130,000

County

of

Broward

FL

Airport

System

Revenue

3

.477

10/01/43

103,825‌

200,000

County

of

Clark

Department

of

Aviation

6

.820

07/01/45

223,022‌

135,000

County

of

Miami-Dade

FL

Aviation

Revenue

4

.280

10/01/41

119,913‌

510,000

County

of

Miami-Dade

Seaport

Department

6

.224

11/01/55

528,932‌

1,000,000

County

of

Riverside

CA

3

.818

02/15/38

893,489‌

1,485,000

Dallas

Area

Rapid

Transit

2

.613

12/01/48

987,075‌

750,000

Dallas

Area

Rapid

Transit

5

.022

12/01/48

687,638‌

250,000

Dallas

Fort

Worth

International

Airport

2

.994

11/01/38

205,411‌

235,000

Dallas

Fort

Worth

International

Airport

3

.089

11/01/40

180,765‌

100,000

Dallas

Fort

Worth

International

Airport

3

.144

11/01/45

74,785‌

255,000

Dallas

Fort

Worth

International

Airport

2

.843

11/01/46

179,470‌

210,000

Dallas

Fort

Worth

International

Airport

2

.919

11/01/50

146,024‌

235,000

Dallas

Fort

Worth

International

Airport

4

.087

11/01/51

194,945‌

445,000

Dallas

Fort

Worth

International

Airport

4

.507

11/01/51

386,279‌

350,000

Denver

City

&

County

School

District

No

4

.242

12/15/37

324,630‌

445,000

District

of

Columbia

Water

&

Sewer

Authority

4

.814

10/01/14

382,237‌

500,000

Duke

University

2

.682

10/01/44

351,166‌

115,000

Duke

University

3

.299

10/01/46

83,479‌

500,000

Duke

University

2

.757

10/01/50

320,421‌

500,000

Duke

University

2

.832

10/01/55

310,553‌

190,000

Empire

State

Development

Corp

3

.900

03/15/33

184,632‌

810,000

Empire

State

Development

Corp

3

.900

03/15/33

753,849‌

360,000

Foothill-Eastern

Transportation

Corridor

Agency

4

.094

01/15/49

286,801‌

300,000

Foothill-Eastern

Transportation

Corridor

Agency

3

.924

01/15/53

230,592‌

300,000

George

Washington

University

4

.300

09/15/44

257,163‌

200,000

George

Washington

University

4

.868

09/15/45

184,109‌

375,000

George

Washington

University

4

.126

09/15/48

304,961‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

3

.487

06/01/36

825,003‌

1,500,000

Golden

State

Tobacco

Securitization

Corp

3

.115

06/01/38

1,198,396‌

430,000

Golden

State

Tobacco

Securitization

Corp

3

.714

06/01/41

331,819‌

560,000

Golden

State

Tobacco

Securitization

Corp

3

.850

06/01/50

507,512‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

4

.214

06/01/50

741,771‌

970,000

Grand

Parkway

Transportation

Corp

3

.236

10/01/52

674,186‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3

.651

01/15/46

155,946‌

Bond

Index

Fund

142

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3

.086

%

09/15/51

$

132,522‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3

.652

08/15/57

147,803‌

1,500,000

Idaho

Energy

Resources

Authority

2

.861

09/01/46

1,038,314‌

500,000

Illinois

State

Toll

Highway

Authority

6

.184

01/01/34

521,062‌

385,000

Indiana

Finance

Authority

3

.051

01/01/51

276,723‌

770,000

JobsOhio

Beverage

System

2

.833

01/01/38

612,167‌

1,500,000

Kansas

Development

Finance

Authority

2

.774

05/01/51

1,014,410‌

240,000

Los

Angeles

Community

College

District

6

.750

08/01/49

267,353‌

1,500,000

Los

Angeles

Department

of

Water

&

Power

6

.574

07/01/45

1,627,900‌

759,985

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5

.081

06/01/31

764,183‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4

.145

02/01/33

971,746‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5

.048

12/01/34

1,000,513‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4

.275

02/01/36

947,483‌

830,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4

.475

08/01/39

774,002‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5

.198

12/01/39

990,856‌

765,000

Maryland

Economic

Development

Corp

5

.433

05/31/56

735,956‌

940,000

Maryland

Economic

Development

Corp

5

.942

05/31/57

957,041‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3

.052

07/01/40

737,556‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3

.197

07/01/50

678,226‌

1,000,000

Massachusetts

School

Building

Authority

1

.753

08/15/30

876,262‌

100,000

Massachusetts

School

Building

Authority

5

.715

08/15/39

101,535‌

500,000

Massachusetts

School

Building

Authority

3

.395

10/15/40

405,329‌

200,000

Metropolitan

Government

Nashville

&

Davidson

County

Health

&

Educational

Facs

Bd

4

.053

07/01/26

198,879‌

100,000

Metropolitan

Government

of

Nashville

&

Davidson

County

Convention

Center

Auth

6

.731

07/01/43

106,746‌

940,000

Metropolitan

Transportation

Authority

6

.648

11/15/39

997,822‌

1,010,000

Metropolitan

Transportation

Authority

7

.336

11/15/39

1,182,015‌

25,000

Metropolitan

Transportation

Authority

5

.175

11/15/49

21,502‌

460,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5

.720

12/01/38

462,407‌

350,000

Michigan

Finance

Authority

3

.384

12/01/40

280,224‌

235,000

Michigan

State

University

4

.496

08/15/48

213,325‌

1,000,000

Michigan

State

University

4

.165

08/15/22

737,977‌

770,000

Michigan

Strategic

Fund

3

.225

09/01/47

572,861‌

500,000

Missouri

Highway

&

Transportation

Commission

5

.445

05/01/33

497,163‌

235,000

Municipal

Electric

Authority

of

Georgia

6

.637

04/01/57

251,039‌

468,000

Municipal

Electric

Authority

of

Georgia

6

.655

04/01/57

502,662‌

947,000

New

Jersey

Economic

Development

Authority

7

.425

02/15/29

1,001,986‌

1,335,000

New

Jersey

Turnpike

Authority

7

.414

01/01/40

1,530,961‌

1,000,000

New

Jersey

Turnpike

Authority

7

.102

01/01/41

1,117,948‌

2,385,000

New

York

City

Municipal

Water

Finance

Authority

5

.440

06/15/43

2,259,128‌

2,000,000

New

York

City

Transitional

Finance

Authority

4

.375

05/01/37

1,838,726‌

130,000

New

York

State

Dormitory

Authority

5

.628

03/15/39

130,192‌

545,000

New

York

State

Dormitory

Authority

5

.600

03/15/40

541,279‌

200,000

New

York

State

Dormitory

Authority

4

.946

08/01/48

176,006‌

1,000,000

North

Texas

Tollway

Authority

6

.718

01/01/49

1,112,867‌

605,000

Ohio

Turnpike

&

Infrastructure

Commission

3

.216

02/15/48

440,246‌

594,007

Oklahoma

Development

Finance

Authority

3

.877

05/01/37

567,744‌

500,000

Oklahoma

Development

Finance

Authority

4

.623

06/01/44

463,728‌

750,000

Oklahoma

Development

Finance

Authority

4

.380

11/01/45

683,247‌

250,000

Oklahoma

Development

Finance

Authority

4

.714

05/01/52

227,834‌

415,324

Oregon

School

Boards

Association

4

.759

06/30/28

415,343‌

250,000

Oregon

School

Boards

Association

5

.680

06/30/28

254,281‌

1,000,000

Oregon

State

University

3

.424

03/01/60

695,052‌

500,000

Pennsylvania

State

University

2

.790

09/01/43

374,652‌

205,000

Pennsylvania

State

University

2

.840

09/01/50

138,038‌

300,000

Permanent

University

Fund-Texas

A&M

University

System

3

.660

07/01/47

242,746‌

200,000

Permanent

University

Fund-University

of

Texas

System

3

.376

07/01/47

150,326‌

1,215,000

Port

Authority

of

New

York

&

New

Jersey

6

.040

12/01/29

1,287,863‌

500,000

Port

Authority

of

New

York

&

New

Jersey

5

.647

11/01/40

511,958‌

300,000

Port

Authority

of

New

York

&

New

Jersey

4

.823

06/01/45

273,993‌

1,000,000

Port

Authority

of

New

York

&

New

Jersey

5

.310

08/01/46

956,002‌

200,000

Port

Authority

of

New

York

&

New

Jersey

4

.031

09/01/48

162,260‌

900,000

Port

Authority

of

New

York

&

New

Jersey

3

.139

02/15/51

635,991‌

143

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

400,000

Port

Authority

of

New

York

&

New

Jersey

4

.229

%

10/15/57

$

325,019‌

1,600,000

Port

Authority

of

New

York

&

New

Jersey

3

.175

07/15/60

1,029,689‌

2,200,000

Port

Authority

of

New

York

&

New

Jersey

4

.810

10/15/65

1,978,339‌

250,000

Port

Authority

of

New

York

&

New

Jersey

3

.287

08/01/69

159,282‌

1,000,000

Port

of

Morrow

OR

2

.543

09/01/40

728,809‌

1,000,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4

.132

05/15/32

949,649‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3

.006

05/15/50

491,038‌

1,500,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4

.563

05/15/53

1,293,989‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3

.256

05/15/60

484,505‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3

.706

05/15/20

470,375‌

500,000

Rutgers

The

State

University

of

New

Jersey

3

.270

05/01/43

393,710‌

500,000

Rutgers

The

State

University

of

New

Jersey

3

.915

05/01/19

339,848‌

185,000

Sales

Tax

Securitization

Corp

4

.637

01/01/40

174,399‌

1,125,000

Sales

Tax

Securitization

Corp

3

.238

01/01/42

894,796‌

200,000

Sales

Tax

Securitization

Corp

3

.587

01/01/43

164,379‌

1,000,000

Sales

Tax

Securitization

Corp

3

.820

01/01/48

791,318‌

200,000

Sales

Tax

Securitization

Corp

4

.787

01/01/48

182,911‌

100,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

4

.839

01/01/41

92,500‌

500,000

San

Diego

County

Water

Authority

6

.138

05/01/49

517,140‌

920,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

921,954‌

1,000,000

San

Joaquin

Hills

Transportation

Corridor

Agency

3

.492

01/15/50

753,073‌

100,000

San

Jose

Redevelopment

Agency

Successor

Agency

3

.375

08/01/34

88,910‌

750,000

State

Board

of

Administration

Finance

Corp

1

.258

07/01/25

737,560‌

750,000

State

Board

of

Administration

Finance

Corp

1

.705

07/01/27

695,659‌

400,000

State

Board

of

Administration

Finance

Corp

2

.154

07/01/30

345,073‌

2,000,000

State

Board

of

Administration

Finance

Corp

5

.526

07/01/34

2,022,163‌

200,000

State

of

California

3

.375

04/01/25

199,519‌

200,000

State

of

California

3

.500

04/01/28

194,222‌

1,000,000

State

of

California

5

.750

10/01/31

1,049,642‌

1,000,000

State

of

California

6

.000

03/01/33

1,067,368‌

300,000

State

of

California

4

.500

04/01/33

289,285‌

250,000

State

of

California

7

.500

04/01/34

285,506‌

1,000,000

State

of

California

5

.125

03/01/38

980,007‌

225,000

State

of

California

4

.600

04/01/38

209,663‌

1,285,000

State

of

California

7

.550

04/01/39

1,520,904‌

3,400,000

State

of

California

7

.300

10/01/39

3,875,833‌

2,740,000

State

of

California

7

.625

03/01/40

3,231,974‌

1,500,000

State

of

California

7

.600

11/01/40

1,788,299‌

595,000

State

of

California

5

.200

03/01/43

577,132‌

620,000

State

of

Connecticut

5

.850

03/15/32

651,795‌

5,600,000

State

of

Illinois

5

.100

06/01/33

5,524,614‌

1,095,769

State

of

Illinois

6

.725

04/01/35

1,140,621‌

2,000,000

State

of

Louisiana

Gasoline

&

Fuels

Tax

Revenue

2

.952

05/01/41

1,508,929‌

66,976

State

of

Oregon

5

.892

06/01/27

68,666‌

600,000

State

of

Texas

4

.631

04/01/33

588,550‌

50,000

State

of

Texas

5

.517

04/01/39

50,056‌

1,000,000

State

of

Texas

4

.681

04/01/40

924,917‌

98,408

State

of

Utah

3

.539

07/01/25

98,060‌

200,000

State

of

Wisconsin

3

.154

05/01/27

194,207‌

200,000

State

of

Wisconsin

3

.954

05/01/36

181,648‌

604,000

State

Public

School

Building

Authority

5

.000

09/15/27

609,867‌

100,000

Sumter

Landing

Community

Development

District

4

.172

10/01/47

86,756‌

926,906

Texas

Natural

Gas

Securitization

Finance

Corp

5

.102

04/01/35

929,426‌

2,285,000

Texas

Natural

Gas

Securitization

Finance

Corp

5

.169

04/01/41

2,252,687‌

430,000

Texas

Private

Activity

Bond

Surface

Transportation

Corp

3

.922

12/31/49

340,734‌

300,000

Texas

Transportation

Commission

State

Highway

Fund

5

.028

04/01/26

300,768‌

1,190,000

Texas

Transportation

Commission

State

Highway

Fund

5

.178

04/01/30

1,201,920‌

100,000

The

Ohio

State

University

4

.910

06/01/40

93,674‌

220,000

Trustees

of

Princeton

University

5

.700

03/01/39

230,954‌

1,000,000

(a)

Trustees

of

the

University

of

Pennsylvania

2

.396

10/01/50

590,403‌

100,000

Trustees

of

the

University

of

Pennsylvania

4

.674

09/01/12

82,529‌

500,000

(a)

Trustees

of

the

University

of

Pennsylvania

3

.610

02/15/19

316,502‌

Bond

Index

Fund

144

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

1,000,000

University

of

California

0

.883

%

05/15/25

$

987,120‌

200,000

University

of

California

3

.063

07/01/25

198,823‌

1,000,000

University

of

California

1

.316

05/15/27

929,492‌

500,000

University

of

California

3

.349

07/01/29

474,470‌

1,000,000

University

of

California

1

.614

05/15/30

852,310‌

200,000

University

of

California

3

.931

05/15/45

178,886‌

200,000

University

of

California

4

.131

05/15/45

175,505‌

1,500,000

University

of

California

3

.071

05/15/51

991,927‌

860,000

University

of

California

4

.858

05/15/12

716,017‌

200,000

University

of

California

4

.767

05/15/15

163,383‌

500,000

University

of

Chicago

2

.761

04/01/45

379,546‌

300,000

University

of

Chicago

4

.003

10/01/53

242,913‌

750,000

University

of

Michigan

2

.437

04/01/40

535,800‌

1,000,000

University

of

Michigan

3

.599

04/01/47

819,856‌

500,000

University

of

Michigan

2

.562

04/01/50

308,598‌

750,000

University

of

Michigan

3

.504

04/01/52

553,241‌

500,000

University

of

Michigan

3

.504

04/01/52

368,827‌

750,000

University

of

Michigan

4

.454

04/01/22

589,572‌

1,500,000

University

of

Minnesota

4

.048

04/01/52

1,219,203‌

500,000

University

of

Nebraska

Facilities

Corp

3

.037

10/01/49

352,790‌

300,000

University

of

Southern

California

3

.028

10/01/39

237,237‌

200,000

University

of

Southern

California

3

.841

10/01/47

160,829‌

500,000

University

of

Southern

California

2

.805

10/01/50

318,819‌

200,000

University

of

Southern

California

5

.250

10/01/11

184,100‌

1,000,000

University

of

Virginia

2

.256

09/01/50

578,175‌

1,600,000

University

of

Virginia

2

.584

11/01/51

975,955‌

500,000

University

of

Virginia

3

.227

09/01/19

286,027‌

TOTAL

MUNICIPAL

BONDS

147,112,490‌

U.S.

TREASURY

SECURITIES

-

43.1%

87,000,000

United

States

Treasury

Note/Bond

0

.250

10/31/25

84,196,074‌

30,000,000

United

States

Treasury

Note/Bond

2

.250

11/15/25

29,486,660‌

265,000,000

United

States

Treasury

Note/Bond

0

.375

11/30/25

255,899,463‌

25,000,000

United

States

Treasury

Note/Bond

4

.875

11/30/25

25,135,607‌

50,000,000

United

States

Treasury

Note/Bond

0

.375

12/31/25

48,146,262‌

126,000,000

United

States

Treasury

Note/Bond

0

.375

01/31/26

120,898,370‌

25,000,000

United

States

Treasury

Note/Bond

4

.250

01/31/26

25,000,482‌

137,000,000

United

States

Treasury

Note/Bond

0

.500

02/28/26

131,255,472‌

27,000,000

United

States

Treasury

Note/Bond

4

.625

02/28/26

27,109,255‌

30,000,000

United

States

Treasury

Note/Bond

4

.625

03/15/26

30,129,661‌

90,000,000

United

States

Treasury

Note/Bond

0

.750

03/31/26

86,205,514‌

50,000,000

United

States

Treasury

Note/Bond

2

.250

03/31/26

48,792,361‌

43,000,000

United

States

Treasury

Note/Bond

4

.500

03/31/26

43,117,079‌

120,000,000

United

States

Treasury

Note/Bond

0

.750

04/30/26

114,617,785‌

30,000,000

United

States

Treasury

Note/Bond

1

.625

05/15/26

28,955,697‌

165,000,000

United

States

Treasury

Note/Bond

0

.750

05/31/26

157,149,087‌

10,000,000

United

States

Treasury

Note/Bond

4

.875

05/31/26

10,082,795‌

10,000,000

United

States

Treasury

Note/Bond

4

.125

06/15/26

9,982,819‌

135,000,000

United

States

Treasury

Note/Bond

0

.875

06/30/26

128,450,665‌

27,500,000

United

States

Treasury

Note/Bond

4

.625

06/30/26

27,647,267‌

25,000,000

United

States

Treasury

Note/Bond

4

.500

07/15/26

25,090,002‌

85,000,000

United

States

Treasury

Note/Bond

0

.625

07/31/26

80,328,956‌

115,000,000

United

States

Treasury

Note/Bond

0

.750

08/31/26

108,600,156‌

31,500,000

United

States

Treasury

Note/Bond

4

.625

09/15/26

31,687,619‌

60,000,000

United

States

Treasury

Note/Bond

0

.875

09/30/26

56,621,476‌

71,000,000

United

States

Treasury

Note/Bond

1

.625

09/30/26

67,897,938‌

35,000,000

United

States

Treasury

Note/Bond

3

.500

09/30/26

34,559,139‌

170,000,000

United

States

Treasury

Note/Bond

1

.125

10/31/26

160,707,560‌

10,000,000

United

States

Treasury

Note/Bond

1

.625

10/31/26

9,543,234‌

30,000,000

United

States

Treasury

Note/Bond

4

.625

11/15/26

30,195,500‌

115,000,000

United

States

Treasury

Note/Bond

1

.250

11/30/26

108,723,705‌

100,000,000

United

States

Treasury

Note/Bond

4

.250

11/30/26

99,980,115‌

30,000,000

United

States

Treasury

Note/Bond

4

.375

12/15/26

30,067,975‌

145

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

81,000,000

United

States

Treasury

Note/Bond

1

.250

%

12/31/26

$

76,396,373‌

89,500,000

United

States

Treasury

Note/Bond

1

.750

12/31/26

85,280,354‌

72,000,000

United

States

Treasury

Note/Bond

1

.500

01/31/27

68,090,957‌

30,000,000

United

States

Treasury

Note/Bond

4

.125

02/15/27

29,918,243‌

87,000,000

United

States

Treasury

Note/Bond

1

.875

02/28/27

82,762,856‌

45,000,000

United

States

Treasury

Note/Bond

4

.250

03/15/27

44,988,264‌

97,000,000

United

States

Treasury

Note/Bond

2

.500

03/31/27

93,401,583‌

50,000,000

United

States

Treasury

Note/Bond

4

.500

04/15/27

50,250,824‌

11,000,000

United

States

Treasury

Note/Bond

2

.750

04/30/27

10,634,512‌

30,000,000

United

States

Treasury

Note/Bond

4

.500

05/15/27

30,149,429‌

40,000,000

United

States

Treasury

Note/Bond

2

.625

05/31/27

38,507,016‌

47,600,000

United

States

Treasury

Note/Bond

4

.625

06/15/27

47,999,037‌

5,000,000

United

States

Treasury

Note/Bond

0

.500

06/30/27

4,558,691‌

96,000,000

United

States

Treasury

Note/Bond

3

.250

06/30/27

93,748,513‌

111,000,000

United

States

Treasury

Note/Bond

2

.750

07/31/27

106,901,110‌

46,000,000

United

States

Treasury

Note/Bond

2

.250

08/15/27

43,724,604‌

120,000,000

United

States

Treasury

Note/Bond

3

.750

08/15/27

118,475,418‌

48,000,000

United

States

Treasury

Note/Bond

3

.125

08/31/27

46,617,692‌

30,000,000

United

States

Treasury

Note/Bond

3

.375

09/15/27

29,316,591‌

58,000,000

United

States

Treasury

Note/Bond

4

.125

09/30/27

57,770,953‌

15,000,000

United

States

Treasury

Note/Bond

3

.875

10/15/27

14,842,345‌

163,000,000

United

States

Treasury

Note/Bond

4

.125

10/31/27

162,356,882‌

65,000,000

United

States

Treasury

Note/Bond

4

.125

11/15/27

64,713,182‌

75,000,000

United

States

Treasury

Note/Bond

0

.625

11/30/27

67,549,525‌

128,500,000

United

States

Treasury

Note/Bond

3

.875

11/30/27

127,049,708‌

37,000,000

United

States

Treasury

Note/Bond

3

.875

12/31/27

36,575,311‌

54,000,000

United

States

Treasury

Note/Bond

3

.500

01/31/28

52,762,155‌

48,800,000

United

States

Treasury

Note/Bond

2

.750

02/15/28

46,596,642‌

86,000,000

United

States

Treasury

Note/Bond

4

.000

02/29/28

85,218,014‌

14,500,000

United

States

Treasury

Note/Bond

3

.625

03/31/28

14,201,632‌

14,000,000

United

States

Treasury

Note/Bond

3

.500

04/30/28

13,646,850‌

66,000,000

United

States

Treasury

Note/Bond

2

.875

05/15/28

63,043,434‌

116,000,000

United

States

Treasury

Note/Bond

3

.625

05/31/28

113,459,164‌

20,000,000

United

States

Treasury

Note/Bond

1

.250

06/30/28

18,020,413‌

141,500,000

United

States

Treasury

Note/Bond

4

.000

06/30/28

140,036,940‌

81,000,000

United

States

Treasury

Note/Bond

4

.125

07/31/28

80,440,990‌

50,000,000

United

States

Treasury

Note/Bond

1

.125

08/31/28

44,595,954‌

40,000,000

United

States

Treasury

Note/Bond

4

.375

08/31/28

40,031,790‌

24,000,000

United

States

Treasury

Note/Bond

4

.625

09/30/28

24,224,412‌

10,000,000

United

States

Treasury

Note/Bond

1

.375

10/31/28

8,956,699‌

98,000,000

United

States

Treasury

Note/Bond

4

.875

10/31/28

99,762,447‌

85,000,000

United

States

Treasury

Note/Bond

3

.125

11/15/28

81,335,288‌

70,000,000

United

States

Treasury

Note/Bond

1

.500

11/30/28

62,869,183‌

47,500,000

United

States

Treasury

Note/Bond

4

.375

11/30/28

47,519,226‌

75,000,000

United

States

Treasury

Note/Bond

3

.750

12/31/28

73,316,353‌

50,000,000

United

States

Treasury

Note/Bond

1

.750

01/31/29

45,150,711‌

84,500,000

United

States

Treasury

Note/Bond

4

.000

01/31/29

83,342,513‌

50,000,000

United

States

Treasury

Note/Bond

2

.625

02/15/29

46,746,533‌

112,500,000

United

States

Treasury

Note/Bond

4

.250

02/28/29

111,974,165‌

50,000,000

United

States

Treasury

Note/Bond

2

.375

03/31/29

46,144,902‌

81,000,000

United

States

Treasury

Note/Bond

4

.125

03/31/29

80,203,680‌

30,000,000

United

States

Treasury

Note/Bond

2

.875

04/30/29

28,237,755‌

135,000,000

United

States

Treasury

Note/Bond

4

.625

04/30/29

136,293,848‌

92,000,000

United

States

Treasury

Note/Bond

2

.375

05/15/29

84,802,345‌

50,000,000

United

States

Treasury

Note/Bond

2

.750

05/31/29

46,748,416‌

162,000,000

United

States

Treasury

Note/Bond

4

.500

05/31/29

162,774,098‌

107,500,000

United

States

Treasury

Note/Bond

4

.250

06/30/29

106,904,931‌

136,500,000

United

States

Treasury

Note/Bond

4

.000

07/31/29

134,336,532‌

22,000,000

United

States

Treasury

Note/Bond

1

.625

08/15/29

19,525,909‌

79,000,000

United

States

Treasury

Note/Bond

3

.625

08/31/29

76,491,733‌

44,000,000

United

States

Treasury

Note/Bond

3

.500

09/30/29

42,336,525‌

44,000,000

United

States

Treasury

Note/Bond

4

.000

10/31/29

43,259,513‌

Bond

Index

Fund

146

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

80,500,000

United

States

Treasury

Note/Bond

4

.125

%

10/31/29

$

79,572,933‌

50,000,000

United

States

Treasury

Note/Bond

3

.875

11/30/29

48,877,211‌

182,500,000

United

States

Treasury

Note/Bond

4

.125

11/30/29

180,426,579‌

45,000,000

United

States

Treasury

Note/Bond

4

.375

12/31/29

44,977,394‌

80,000,000

United

States

Treasury

Note/Bond

3

.500

01/31/30

76,750,141‌

117,000,000

United

States

Treasury

Note/Bond

1

.500

02/15/30

101,592,877‌

50,000,000

United

States

Treasury

Note/Bond

4

.000

02/28/30

49,074,349‌

50,000,000

United

States

Treasury

Note/Bond

3

.625

03/31/30

48,187,520‌

42,000,000

United

States

Treasury

Note/Bond

3

.500

04/30/30

40,191,987‌

50,000,000

United

States

Treasury

Note/Bond

0

.625

05/15/30

41,026,791‌

49,000,000

United

States

Treasury

Note/Bond

3

.750

05/31/30

47,426,569‌

75,000,000

United

States

Treasury

Note/Bond

3

.750

06/30/30

72,553,516‌

71,000,000

United

States

Treasury

Note/Bond

4

.000

07/31/30

69,510,445‌

37,000,000

United

States

Treasury

Note/Bond

0

.625

08/15/30

30,047,492‌

32,750,000

United

States

Treasury

Note/Bond

4

.125

08/31/30

32,245,820‌

20,000,000

United

States

Treasury

Note/Bond

4

.625

09/30/30

20,185,859‌

60,000,000

United

States

Treasury

Note/Bond

4

.875

10/31/30

61,323,940‌

64,000,000

United

States

Treasury

Note/Bond

0

.875

11/15/30

52,363,812‌

30,000,000

United

States

Treasury

Note/Bond

4

.000

01/31/31

29,269,471‌

30,000,000

United

States

Treasury

Note/Bond

1

.125

02/15/31

24,757,428‌

50,000,000

United

States

Treasury

Note/Bond

4

.250

02/28/31

49,432,695‌

35,000,000

United

States

Treasury

Note/Bond

4

.125

03/31/31

34,356,628‌

121,000,000

United

States

Treasury

Note/Bond

1

.625

05/15/31

102,079,899‌

8,000,000

United

States

Treasury

Note/Bond

4

.625

05/31/31

8,065,696‌

25,000,000

United

States

Treasury

Note/Bond

4

.250

06/30/31

24,685,629‌

56,000,000

United

States

Treasury

Note/Bond

4

.125

07/31/31

54,884,272‌

39,000,000

United

States

Treasury

Note/Bond

1

.250

08/15/31

31,827,210‌

9,000,000

United

States

Treasury

Note/Bond

3

.750

08/31/31

8,622,703‌

110,000,000

United

States

Treasury

Note/Bond

3

.625

09/30/31

104,528,659‌

18,200,000

United

States

Treasury

Note/Bond

1

.375

11/15/31

14,872,355‌

62,000,000

United

States

Treasury

Note/Bond

4

.125

11/30/31

60,676,287‌

40,000,000

United

States

Treasury

Note/Bond

4

.500

12/31/31

40,033,299‌

48,500,000

United

States

Treasury

Note/Bond

1

.875

02/15/32

40,792,914‌

41,000,000

United

States

Treasury

Note/Bond

2

.875

05/15/32

36,822,193‌

60,500,000

United

States

Treasury

Note/Bond

2

.750

08/15/32

53,653,165‌

18,000,000

United

States

Treasury

Note/Bond

4

.125

11/15/32

17,555,738‌

4,000,000

United

States

Treasury

Note/Bond

3

.500

02/15/33

3,721,173‌

93,250,000

United

States

Treasury

Note/Bond

3

.375

05/15/33

85,694,643‌

66,510,000

United

States

Treasury

Note/Bond

3

.875

08/15/33

63,298,850‌

54,000,000

United

States

Treasury

Note/Bond

4

.500

11/15/33

53,755,560‌

88,000,000

United

States

Treasury

Note/Bond

4

.000

02/15/34

84,247,604‌

108,000,000

United

States

Treasury

Note/Bond

4

.375

05/15/34

106,339,927‌

113,000,000

United

States

Treasury

Note/Bond

3

.875

08/15/34

106,845,824‌

121,000,000

United

States

Treasury

Note/Bond

4

.250

11/15/34

117,846,327‌

21,250,000

United

States

Treasury

Note/Bond

4

.500

02/15/36

21,219,314‌

22,400,000

United

States

Treasury

Note/Bond

5

.000

05/15/37

23,206,045‌

179,483,000

United

States

Treasury

Note/Bond

3

.500

02/15/39

157,319,045‌

2,000,000

United

States

Treasury

Note/Bond

4

.500

08/15/39

1,946,737‌

44,850,000

United

States

Treasury

Note/Bond

4

.375

11/15/39

42,985,667‌

57,000,000

United

States

Treasury

Note/Bond

1

.125

05/15/40

34,281,537‌

32,500,000

United

States

Treasury

Note/Bond

1

.125

08/15/40

19,378,652‌

17,585,000

United

States

Treasury

Note/Bond

3

.875

08/15/40

15,824,093‌

127,500,000

United

States

Treasury

Note/Bond

1

.375

11/15/40

78,914,331‌

11,185,000

United

States

Treasury

Note/Bond

4

.250

11/15/40

10,512,352‌

76,500,000

United

States

Treasury

Note/Bond

1

.875

02/15/41

51,248,177‌

76,000,000

United

States

Treasury

Note/Bond

2

.250

05/15/41

53,932,979‌

26,350,000

United

States

Treasury

Note/Bond

4

.375

05/15/41

25,093,005‌

70,000,000

United

States

Treasury

Note/Bond

1

.750

08/15/41

45,327,326‌

10,000,000

United

States

Treasury

Note/Bond

3

.750

08/15/41

8,796,814‌

21,150,000

United

States

Treasury

Note/Bond

2

.000

11/15/41

14,200,528‌

48,300,000

United

States

Treasury

Note/Bond

3

.125

11/15/41

38,866,397‌

13,500,000

United

States

Treasury

Note/Bond

2

.375

02/15/42

9,610,092‌

147

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

18,550,000

United

States

Treasury

Note/Bond

3

.125

%

02/15/42

$

14,882,001‌

22,000,000

United

States

Treasury

Note/Bond

3

.000

05/15/42

17,265,926‌

5,500,000

United

States

Treasury

Note/Bond

3

.250

05/15/42

4,473,644‌

20,000,000

United

States

Treasury

Note/Bond

2

.750

08/15/42

15,025,675‌

70,000,000

United

States

Treasury

Note/Bond

3

.375

08/15/42

57,781,648‌

62,300,000

United

States

Treasury

Note/Bond

4

.000

11/15/42

56,056,014‌

40,300,000

United

States

Treasury

Note/Bond

3

.875

02/15/43

35,557,804‌

10,250,000

United

States

Treasury

Note/Bond

2

.875

05/15/43

7,763,507‌

73,500,000

United

States

Treasury

Note/Bond

3

.875

05/15/43

64,687,648‌

20,500,000

United

States

Treasury

Note/Bond

4

.375

08/15/43

19,288,910‌

117,800,000

United

States

Treasury

Note/Bond

4

.750

11/15/43

116,312,887‌

91,000,000

United

States

Treasury

Note/Bond

4

.500

02/15/44

86,856,718‌

71,000,000

United

States

Treasury

Note/Bond

4

.625

05/15/44

68,831,475‌

103,250,000

United

States

Treasury

Note/Bond

4

.125

08/15/44

93,438,131‌

71,500,000

United

States

Treasury

Note/Bond

4

.625

11/15/44

69,327,106‌

16,000,000

United

States

Treasury

Note/Bond

2

.500

02/15/45

11,101,172‌

22,000,000

United

States

Treasury

Note/Bond

3

.000

05/15/45

16,622,537‌

16,000,000

United

States

Treasury

Note/Bond

2

.875

08/15/45

11,801,081‌

27,000,000

United

States

Treasury

Note/Bond

2

.500

05/15/46

18,385,323‌

13,300,000

United

States

Treasury

Note/Bond

2

.875

11/15/46

9,662,450‌

28,000,000

United

States

Treasury

Note/Bond

3

.000

02/15/47

20,748,093‌

30,000,000

United

States

Treasury

Note/Bond

2

.750

08/15/47

21,097,887‌

45,000,000

United

States

Treasury

Note/Bond

2

.750

11/15/47

31,575,739‌

38,500,000

United

States

Treasury

Note/Bond

3

.000

02/15/48

28,241,725‌

48,500,000

United

States

Treasury

Note/Bond

3

.125

05/15/48

36,329,662‌

35,500,000

United

States

Treasury

Note/Bond

3

.000

08/15/48

25,927,455‌

35,000,000

United

States

Treasury

Note/Bond

3

.375

11/15/48

27,335,929‌

82,500,000

United

States

Treasury

Note/Bond

3

.000

02/15/49

60,022,186‌

10,500,000

United

States

Treasury

Note/Bond

2

.875

05/15/49

7,443,142‌

7,500,000

United

States

Treasury

Note/Bond

2

.250

08/15/49

4,643,522‌

8,615,000

United

States

Treasury

Note/Bond

2

.375

11/15/49

5,474,252‌

35,850,000

United

States

Treasury

Note/Bond

1

.250

05/15/50

16,995,944‌

28,000,000

United

States

Treasury

Note/Bond

1

.375

08/15/50

13,653,364‌

68,500,000

United

States

Treasury

Note/Bond

1

.625

11/15/50

35,716,242‌

50,000,000

United

States

Treasury

Note/Bond

1

.875

02/15/51

27,804,376‌

52,500,000

United

States

Treasury

Note/Bond

2

.375

05/15/51

33,012,795‌

44,575,000

United

States

Treasury

Note/Bond

2

.000

08/15/51

25,470,591‌

47,500,000

United

States

Treasury

Note/Bond

1

.875

11/15/51

26,198,237‌

45,000,000

United

States

Treasury

Note/Bond

2

.250

02/15/52

27,280,810‌

29,000,000

United

States

Treasury

Note/Bond

2

.875

05/15/52

20,280,620‌

30,000,000

United

States

Treasury

Note/Bond

3

.000

08/15/52

21,523,992‌

55,250,000

United

States

Treasury

Note/Bond

4

.000

11/15/52

48,128,752‌

34,600,000

United

States

Treasury

Note/Bond

3

.625

02/15/53

28,112,173‌

94,000,000

United

States

Treasury

Note/Bond

3

.625

05/15/53

76,412,808‌

56,000,000

United

States

Treasury

Note/Bond

4

.125

08/15/53

49,876,049‌

55,000,000

United

States

Treasury

Note/Bond

4

.750

11/15/53

54,411,178‌

83,000,000

United

States

Treasury

Note/Bond

4

.250

02/15/54

75,716,772‌

62,250,000

United

States

Treasury

Note/Bond

4

.625

05/15/54

60,481,959‌

76,000,000

United

States

Treasury

Note/Bond

4

.375

08/15/54

69,403,262‌

73,000,000

United

States

Treasury

Note/Bond

4

.500

11/15/54

69,600,244‌

TOTAL

U.S.

TREASURY

SECURITIES

11,265,859,310‌

TOTAL

GOVERNMENT

BONDS

(Cost

$20,730,145,353)

18,805,424,295‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

2.2%

ASSET

BACKED

-

0.5%

475,000

Ally

Auto

Receivables

Trust

4

.940

10/15/29

477,163‌

Series

-

2024

1

(Class

A4)

119,463

American

Airlines

Pass

Through

Trust

3

.600

09/22/27

115,387‌

Series

-

2015

2

(Class

AA)

Bond

Index

Fund

148

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

123,882

American

Airlines

Pass

Through

Trust

3

.575

%

01/15/28

$

119,124‌

Series

-

2016

1

(Class

AA)

361,963

American

Airlines

Pass

Through

Trust

3

.200

06/15/28

341,834‌

Series

-

2016

2

(Class

AA)

513,990

American

Airlines

Pass

Through

Trust

3

.000

10/15/28

479,411‌

Series

-

2016

3

(Class

AA)

191,625

American

Airlines

Pass

Through

Trust

3

.650

02/15/29

182,374‌

Series

-

2017

1

(Class

AA)

566,891

American

Airlines

Pass

Through

Trust

3

.150

02/15/32

512,752‌

Series

-

2020

A

(Class

AA)

3,000,000

American

Express

Credit

Account

Master

Trust

3

.750

08/15/27

2,986,188‌

Series

-

2022

3

(Class

A)

1,500,000

American

Express

Credit

Account

Master

Trust

4

.870

05/15/28

1,507,956‌

Series

-

2023

1

(Class

A)

950,000

American

Express

Credit

Account

Master

Trust

5

.230

09/15/28

962,143‌

Series

-

2023

3

(Class

A)

950,000

American

Express

Credit

Account

Master

Trust

4

.650

07/15/29

951,969‌

Series

-

2024

3

(Class

A)

1,000,000

American

Express

Credit

Account

Master

Trust

4

.800

05/15/30

1,006,995‌

Series

-

2023

2

(Class

A)

500,000

American

Express

Credit

Account

Master

Trust

5

.150

09/15/30

508,774‌

Series

-

2023

4

(Class

A)

149,631

AmeriCredit

Automobile

Receivables

Trust

1

.060

08/18/26

148,785‌

Series

-

2020

3

(Class

C)

477,523

AmeriCredit

Automobile

Receivables

Trust

0

.890

10/19/26

473,381‌

Series

-

2021

1

(Class

C)

51,587

AmeriCredit

Automobile

Receivables

Trust

0

.690

01/19/27

51,488‌

Series

-

2021

2

(Class

B)

500,000

AmeriCredit

Automobile

Receivables

Trust

1

.010

01/19/27

489,842‌

Series

-

2021

2

(Class

C)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

5

.810

05/18/28

1,015,165‌

Series

-

2023

2

(Class

A3)

1,000,000

BA

Credit

Card

Trust

4

.980

11/15/28

1,009,701‌

Series

-

2023

A2

(Class

A2)

1,000,000

BMW

Vehicle

Lease

Trust

5

.980

02/25/27

1,015,068‌

Series

-

2023

2

(Class

A4)

475,000

BMW

Vehicle

Lease

Trust

4

.210

02/25/28

469,616‌

Series

-

2024

2

(Class

A4)

1,000,000

BMW

Vehicle

Owner

Trust

5

.250

11/26/29

1,012,730‌

Series

-

2023

A

(Class

A4)

455,000

BMW

Vehicle

Owner

Trust

5

.040

04/25/31

459,483‌

Series

-

2024

A

(Class

A4)

10,000,000

Cantor

Commercial

Real

Estate

Lending

3

.523

05/15/52

9,380,438‌

Series

-

2019

CF1

(Class

A4)

5,024,163

Cantor

Commercial

Real

Estate

Lending

3

.623

05/15/52

4,753,840‌

Series

-

2019

CF1

(Class

A2)

3,000,000

Capital

One

MExecution

Trust

3

.920

09/15/29

2,948,597‌

Series

-

2024

A1

(Class

A)

2,500,000

Capital

One

Multi-Asset

Execution

Trust

2

.060

08/15/28

2,405,272‌

Series

-

2019

A3

(Class

A3)

895,000

Capital

One

Prime

Auto

Receivables

Trust

4

.620

07/16/29

896,105‌

Series

-

2024

1

(Class

A3)

500,000

Capital

One

Prime

Auto

Receivables

Trust

4

.660

01/15/30

500,004‌

Series

-

2024

1

(Class

A4)

323,706

CarMax

Auto

Owner

Trust

0

.530

10/15/26

321,562‌

Series

-

2021

1

(Class

A4)

900,000

CarMax

Auto

Owner

Trust

0

.740

10/15/26

892,539‌

Series

-

2021

1

(Class

B)

332,854

CarMax

Auto

Owner

Trust

1

.470

12/15/26

328,808‌

Series

-

2022

1

(Class

A3)

700,000

CarMax

Auto

Owner

Trust

2

.200

11/15/27

677,183‌

Series

-

2022

1

(Class

C)

149

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

750,000

CarMax

Auto

Owner

Trust

6

.000

%

07/17/28

$

763,477‌

Series

-

2023

4

(Class

A3)

750,000

CarMax

Auto

Owner

Trust

5

.960

05/15/29

770,346‌

Series

-

2023

4

(Class

A4)

1,000,000

CarMax

Auto

Owner

Trust

4

.940

08/15/29

1,005,366‌

Series

-

2024

1

(Class

A4)

1,000,000

CarMax

Auto

Owner

Trust

5

.510

11/15/29

1,018,976‌

Series

-

2024

2

(Class

A4)

1,000,000

CarMax

Auto

Owner

Trust

4

.640

04/15/30

997,020‌

Series

-

2024

4

(Class

A4)

500,000

Carvana

Auto

Receivables

Trust

3

.000

02/10/28

480,858‌

Series

-

2022

P1

(Class

B)

1,000,000

Carvana

Auto

Receivables

Trust

3

.520

02/10/28

983,403‌

Series

-

2022

P1

(Class

A4)

500,000

Carvana

Auto

Receivables

Trust

3

.300

04/10/28

478,831‌

Series

-

2022

P1

(Class

C)

1,000,000

Carvana

Auto

Receivables

Trust

4

.310

09/10/30

979,313‌

Series

-

2024

P3

(Class

A4)

450,000

Carvana

Auto

Receivables

Trust

4

.740

12/10/30

447,501‌

Series

-

2024

P4

(Class

A4)

1,000,000

Chase

Issuance

Trust

3

.970

09/15/27

996,829‌

Series

-

2022

A1

(Class

A)

1,000,000

Chase

Issuance

Trust

5

.160

09/15/28

1,011,767‌

Series

-

2023

A1

(Class

A)

1,500,000

Chase

Issuance

Trust

5

.080

09/15/30

1,524,682‌

Series

-

2023

A2

(Class

A)

500,000

Citibank

Credit

Card

Issuance

Trust

5

.230

12/08/27

503,248‌

Series

-

2023

A1

(Class

A1)

76,347

CNH

Equipment

Trust

0

.440

08/17/26

75,794‌

Series

-

2021

B

(Class

A3)

1,000,000

CNH

Equipment

Trust

0

.700

05/17/27

972,764‌

Series

-

2021

B

(Class

A4)

291,677

CNH

Equipment

Trust

5

.150

04/17/28

293,570‌

Series

-

2022

C

(Class

A3)

555,000

CNH

Equipment

Trust

5

.460

03/17/31

566,945‌

Series

-

2023

B

(Class

A4)

575,000

CNH

Equipment

Trust

4

.800

07/15/31

575,268‌

Series

-

2024

A

(Class

A4)

1,000,000

CNH

Equipment

Trust

5

.230

11/17/31

1,011,805‌

Series

-

2024

B

(Class

A4)

1,000,000

CNH

Equipment

Trust

4

.120

03/15/32

979,282‌

Series

-

2024

C

(Class

A4)

75,954

Delta

Air

Lines

Pass

Through

Trust

3

.625

07/30/27

73,668‌

Series

-

2015

1

(Class

AA)

219,278

Delta

Air

Lines

Pass

Through

Trust

2

.000

06/10/28

201,875‌

Series

-

2020

1

(Class

AA)

1,500,000

Discover

Card

Execution

Note

Trust

5

.030

10/15/27

1,507,650‌

Series

-

2022

A4

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

4

.930

06/15/28

1,509,862‌

Series

-

2023

A2

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

1

.030

09/15/28

1,414,788‌

Series

-

2021

A2

(Class

A2)

1,500,000

Exeter

Automobile

Receivables

Trust

3

.020

06/15/28

1,475,717‌

Series

-

2022

1A

(Class

D)

786,110

FedEx

Corp

Pass

Through

Trust

1

.875

02/20/34

653,245‌

Series

-

2020

1

(Class

AA)

950,000

Ford

Credit

Auto

Lease

Trust

5

.050

06/15/27

956,090‌

Series

-

2024

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1

.560

05/15/27

977,053‌

Series

-

2022

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1

.910

07/15/27

975,326‌

Series

-

2022

A

(Class

B)

Bond

Index

Fund

150

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

1,000,000

Ford

Credit

Auto

Owner

Trust

5

.490

%

05/15/29

$

1,017,443‌

Series

-

2023

C

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

5

.010

09/15/29

1,008,634‌

Series

-

2024

A

(Class

A4)

710,000

Ford

Credit

Auto

Owner

Trust

4

.110

07/15/30

697,678‌

Series

-

2024

C

(Class

A4)

500,000

Ford

Credit

Auto

Owner

Trust

4

.660

09/15/30

500,182‌

Series

-

2024

D

(Class

A4)

710,000

(c)

Ford

Credit

Floorplan

Master

Owner

Trust

A

4

.300

09/15/29

702,657‌

Series

-

2024

3

(Class

A1)

975,000

(c)

Ford

Credit

Floorplan

Master

Owner

Trust

A

Series

5

.290

04/15/29

988,345‌

Series

-

2024

1

(Class

A1)

1,000,000

GM

Financial

Automobile

Leasing

Trust

5

.090

02/22/28

1,006,237‌

Series

-

2024

1

(Class

A4)

710,000

GM

Financial

Consumer

Automobile

Receivables

Trust

5

.780

08/16/28

722,019‌

Series

-

2023

4

(Class

A3)

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust

5

.100

03/16/29

1,009,939‌

Series

-

2024

2

(Class

A3)

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust

4

.860

06/18/29

1,005,758‌

Series

-

2024

1

(Class

A4)

850,000

GM

Financial

Securitized

Term

1

.510

04/17/28

825,516‌

Series

-

2022

1

(Class

A4)

1,000,000

Harley-Davidson

Motorcycle

Trust

3

.260

01/15/30

986,964‌

Series

-

2022

A

(Class

A4)

1,000,000

Harley-Davidson

Motorcycle

Trust

5

.290

12/15/31

1,015,511‌

Series

-

2024

A

(Class

A4)

620,000

Harley-Davidson

Motorcycle

Trust

4

.280

04/15/32

611,811‌

Series

-

2024

B

(Class

A4)

1,000,000

Honda

Auto

Receivables

Owner

Trust

4

.330

05/15/29

995,191‌

Series

-

2024

4

(Class

A3)

500,000

Honda

Auto

Receivables

Owner

Trust

5

.660

02/21/30

510,142‌

Series

-

2023

4

(Class

A4)

1,500,000

Honda

Auto

Receivables

Owner

Trust

5

.170

05/15/30

1,518,570‌

Series

-

2024

1

(Class

A4)

795,000

Honda

Auto

Receivables

Owner

Trust

5

.210

07/18/30

806,518‌

Series

-

2024

2

(Class

A4)

475,000

Honda

Auto

Receivables

Owner

Trust

4

.510

11/21/30

473,449‌

Series

-

2024

3

(Class

A4)

1,000,000

Hyundai

Auto

Receivables

Trust

5

.310

08/15/29

1,014,418‌

Series

-

2023

B

(Class

A4)

475,000

Hyundai

Auto

Receivables

Trust

5

.550

12/17/29

485,837‌

Series

-

2023

C

(Class

A4)

380,000

Hyundai

Auto

Receivables

Trust

4

.740

09/16/30

380,499‌

Series

-

2024

B

(Class

A4)

1,000,000

Hyundai

Auto

Receivables

Trust

4

.920

01/15/31

1,007,228‌

Series

-

2024

A

(Class

A4)

384,168

JetBlue

Pass

Through

Trust

2

.750

05/15/32

333,472‌

Series

-

2019

1

(Class

AA)

738,252

JetBlue

Pass

Through

Trust

4

.000

11/15/32

693,855‌

Series

-

2020

1

(Class

A)

101,385

John

Deere

Owner

Trust

0

.520

03/16/26

100,880‌

Series

-

2021

B

(Class

A3)

500,000

John

Deere

Owner

Trust

0

.740

05/15/28

495,392‌

Series

-

2021

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5

.110

05/15/30

1,007,924‌

Series

-

2023

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5

.390

08/15/30

1,015,519‌

Series

-

2023

C

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5

.190

05/15/31

1,012,383‌

Series

-

2024

B

(Class

A4)

475,000

John

Deere

Owner

Trust

4

.150

08/15/31

467,161‌

Series

-

2024

C

(Class

A4)

151

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

1,000,000

John

Deere

Owner

Trust

2024

4

.910

%

02/18/31

$

1,006,065‌

Series

-

2024

A

(Class

A4)

475,000

Mercedes-Benz

Auto

Lease

Trust

5

.320

02/15/30

480,785‌

Series

-

2024

A

(Class

A4)

475,000

Mercedes-Benz

Auto

Lease

Trust

4

.220

06/17/30

470,703‌

Series

-

2024

B

(Class

A4)

1,000,000

Mercedes-Benz

Auto

Receivables

Trust

5

.250

02/15/29

1,010,585‌

Series

-

2022

1

(Class

A4)

905,000

Mercedes-Benz

Auto

Receivables

Trust

4

.790

07/15/31

907,436‌

Series

-

2024

1

(Class

A4)

1,000,000

MSWF

Commercial

Mortgage

Trust

5

.472

05/15/56

1,006,546‌

Series

-

2023

1

(Class

A4)

1,000,000

Nissan

Auto

Lease

Trust

4

.910

04/15/27

1,004,679‌

Series

-

2024

A

(Class

A3)

1,000,000

Nissan

Auto

Lease

Trust

5

.610

11/15/27

1,007,960‌

Series

-

2023

B

(Class

A4)

1,000,000

Nissan

Auto

Lease

Trust

4

.960

08/15/28

1,004,130‌

Series

-

2024

B

(Class

A4)

940,000

Nissan

Auto

Receivables

Owner

Trust

5

.180

04/15/31

952,901‌

Series

-

2024

A

(Class

A4)

475,000

Nissan

Auto

Receivables

Owner

Trust

4

.350

09/15/31

470,897‌

Series

-

2024

B

(Class

A4)

395,627

Santander

Drive

Auto

Receivables

Trust

4

.430

03/15/27

395,422‌

Series

-

2022

5

(Class

B)

599,292

Santander

Drive

Auto

Receivables

Trust

1

.350

07/15/27

593,463‌

Series

-

2021

2

(Class

D)

500,000

Santander

Drive

Auto

Receivables

Trust

5

.950

01/17/28

503,141‌

Series

-

2022

7

(Class

B)

1,000,000

Santander

Drive

Auto

Receivables

Trust

6

.020

09/15/28

1,010,546‌

Series

-

2023

5

(Class

A3)

1,000,000

Santander

Drive

Auto

Receivables

Trust

5

.230

12/15/28

1,005,879‌

Series

-

2024

1

(Class

B)

500,000

Santander

Drive

Auto

Receivables

Trust

6

.690

03/17/31

513,419‌

Series

-

2022

7

(Class

C)

1,000,000

Synchrony

Card

Funding

LLC

5

.540

07/15/29

1,013,869‌

Series

-

2023

A1

(Class

A)

955,000

Synchrony

Card

Funding

LLC

5

.040

03/15/30

962,515‌

Series

-

2024

A1

(Class

A)

1,230,000

Toyota

Auto

Receivables

Owner

5

.490

03/15/29

1,255,568‌

Series

-

2023

D

(Class

A4)

1,305,183

Toyota

Auto

Receivables

Owner

Trust

0

.530

10/15/26

1,286,853‌

Series

-

2021

B

(Class

A4)

500,000

Toyota

Auto

Receivables

Owner

Trust

3

.110

08/16/27

492,032‌

Series

-

2022

B

(Class

A4)

1,145,000

Toyota

Auto

Receivables

Owner

Trust

5

.280

07/16/29

1,163,863‌

Series

-

2024

B

(Class

A4)

1,000,000

Toyota

Auto

Receivables

Owner

Trust

4

.830

11/15/29

1,003,820‌

Series

-

2024

C

(Class

A4)

700,000

Toyota

Auto

Receivables

Owner

Trust

4

.430

04/15/30

694,025‌

Series

-

2024

D

(Class

A4)

138,197

Union

Pacific

Railroad

Co

Pass

Through

Trust

2

.695

05/12/27

131,304‌

Series

-

2015

1

(Class

A)

151,017

United

Airlines

Pass

Through

Trust

4

.300

08/15/25

150,185‌

Series

-

2013

1

(Class

A)

100,000

United

Airlines

Pass

Through

Trust

4

.875

01/15/26

99,838‌

Series

-

2020

1

(Class

B)

149,733

United

Airlines

Pass

Through

Trust

3

.750

09/03/26

146,779‌

Series

-

2014

2

(Class

A)

1,137,333

United

Airlines

Pass

Through

Trust

5

.875

10/15/27

1,161,516‌

Series

-

2020

A

(Class

A)

117,800

United

Airlines

Pass

Through

Trust

3

.450

12/01/27

112,923‌

Series

-

2015

1

(Class

AA)

Bond

Index

Fund

152

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

126,128

United

Airlines

Pass

Through

Trust

3

.100

%

07/07/28

$

119,546‌

Series

-

2016

1

(Class

AA)

126,128

United

Airlines

Pass

Through

Trust

3

.450

07/07/28

118,340‌

Series

-

2016

1

(Class

A)

258,013

United

Airlines

Pass

Through

Trust

2

.875

10/07/28

240,973‌

Series

-

2016

2

(Class

AA)

1,064,975

United

Airlines

Pass

Through

Trust

3

.500

03/01/30

994,493‌

Series

-

2018

1

(Class

AA)

272,283

United

Airlines

Pass

Through

Trust

4

.150

08/25/31

259,874‌

Series

-

2019

1

(Class

AA)

195,604

United

Airlines

Pass

Through

Trust

2

.700

05/01/32

172,834‌

Series

-

2019

2

(Class

AA)

1,625,000

Verizon

Master

Trust

5

.340

04/22/30

1,652,371‌

Series

-

2024

3

(Class

A1A)

1,000,000

Verizon

Master

Trust

4

.170

08/20/30

990,384‌

Series

-

2024

6

(Class

A1A)

2,730,000

Verizon

Master

Trust

Series

5

.210

06/20/29

2,755,261‌

Series

-

2024

4

(Class

A1A)

475,000

Volkswagen

Auto

Lease

Trust

5

.200

12/20/28

479,516‌

Series

-

2024

A

(Class

A4)

1,000,000

Volkswagen

Auto

Loan

Enhanced

5

.570

04/22/30

1,021,493‌

Series

-

2023

2

(Class

A4)

500,000

Volkswagen

Auto

Loan

Enhanced

Trust

4

.630

07/20/29

501,045‌

Series

-

2024

1

(Class

A3)

1,000,000

Volkswagen

Auto

Loan

Enhanced

Trust

5

.010

01/22/30

1,006,304‌

Series

-

2023

1

(Class

A4)

3,000,000

WF

Card

Issuance

Trust

4

.940

02/15/29

3,028,555‌

Series

-

2024

A1

(Class

A)

1,000,000

WF

Card

Issuance

Trust

4

.290

10/15/29

993,217‌

Series

-

2024

A2

(Class

A)

1,000,000

World

Omni

Auto

Receivables

Trust

0

.690

06/15/27

983,782‌

Series

-

2021

B

(Class

A4)

500,000

World

Omni

Auto

Receivables

Trust

1

.040

06/15/27

490,282‌

Series

-

2021

B

(Class

B)

1,000,000

World

Omni

Auto

Receivables

Trust

5

.850

08/15/29

1,027,236‌

Series

-

2023

D

(Class

A4)

1,000,000

World

Omni

Auto

Receivables

Trust

4

.840

10/15/29

999,685‌

Series

-

2024

A

(Class

A4)

1,000,000

World

Omni

Auto

Receivables

Trust

4

.440

05/15/30

990,332‌

Series

-

2024

C

(Class

A4)

1,000,000

World

Omni

Auto

Receivables

Trust

5

.230

07/15/30

1,014,367‌

Series

-

2024

B

(Class

A4)

680,000

World

Omni

Automobile

Lease

Securitization

Trust

5

.260

10/15/27

687,801‌

Series

-

2024

A

(Class

A3)

950,000

World

Omni

Select

Auto

Trust

4

.980

02/15/30

954,696‌

Series

-

2024

A

(Class

A3)

TOTAL

ASSET

BACKED

134,503,162‌

OTHER

MORTGAGE

BACKED

-

1.7%

2,500,000

BANK

1

.650

12/15/53

2,090,276‌

Series

-

2020

BN30

(Class

A3)

1,500,000

BANK

1

.925

12/15/53

1,238,205‌

Series

-

2020

BN30

(Class

A4)

500,000

(d)

BANK

2

.111

12/15/53

409,047‌

Series

-

2020

BN30

(Class

AS)

500,000

(d)

BANK

2

.445

12/15/53

404,559‌

Series

-

2020

BN30

(Class

B)

2,000,000

BANK

1

.771

02/15/54

1,677,536‌

Series

-

2021

BN31

(Class

A3)

1,000,000

BANK

2

.036

02/15/54

836,030‌

Series

-

2021

BN31

(Class

A4)

500,000

(d)

BANK

2

.211

02/15/54

410,859‌

Series

-

2021

BN31

(Class

AS)

153

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

500,000

(d)

BANK

2

.383

%

02/15/54

$

406,523‌

Series

-

2021

BN31

(Class

B)

500,000

(d)

BANK

2

.545

02/15/54

385,570‌

Series

-

2021

BN31

(Class

C)

2,000,000

BANK

3

.538

11/15/54

1,921,777‌

Series

-

2017

BNK9

(Class

A4)

500,000

BANK

4

.399

08/15/55

472,625‌

Series

-

2022

BNK43

(Class

A5)

500,000

(d)

BANK

5

.229

08/15/55

440,470‌

Series

-

2022

BNK43

(Class

C)

800,000

BANK

5

.203

02/15/56

796,414‌

Series

-

2023

BNK45

(Class

A5)

1,000,000

BANK

5

.745

08/15/56

1,031,009‌

Series

-

2023

BNK46

(Class

A4)

1,000,000

BANK

5

.716

06/15/57

1,035,996‌

Series

-

2024

BNK47

(Class

A5)

1,000,000

BANK

4

.775

10/15/57

963,250‌

Series

-

2024

BNK48

(Class

A4)

1,500,000

BANK

3

.390

06/15/60

1,443,887‌

Series

-

2017

BNK5

(Class

A5)

3,040,101

BANK

3

.641

02/15/61

2,998,567‌

Series

-

2018

BN10

(Class

ASB)

2,000,000

(d)

BANK

3

.898

02/15/61

1,910,553‌

Series

-

2018

BN10

(Class

AS)

8,000,000

BANK

3

.584

05/15/62

7,310,119‌

Series

-

2019

BN18

(Class

A4)

4,907,139

BANK

1

.584

03/15/63

4,127,346‌

Series

-

2020

BN28

(Class

A3)

1,000,000

BANK

2

.438

06/15/63

826,220‌

Series

-

2021

BN34

(Class

A5)

1,000,000

BANK

2

.556

05/15/64

857,965‌

Series

-

2021

BN33

(Class

A5)

1,000,000

BANK

2

.792

05/15/64

845,885‌

Series

-

2021

BN33

(Class

AS)

500,000

BANK

3

.297

05/15/64

399,906‌

Series

-

2021

BN33

(Class

C)

1,000,000

(c),(d)

BANK

2

.500

06/15/64

703,679‌

Series

-

2021

BN35

(Class

D)

500,000

(d)

BANK5

6

.724

09/15/56

526,198‌

Series

-

2023

5YR3

(Class

A3)

1,731,227

BANK5

6

.500

12/15/56

1,809,421‌

Series

-

2023

5YR4

(Class

A3)

2,000,000

BANK5

5

.769

06/15/57

2,047,767‌

Series

-

2024

5YR7

(Class

A3)

658,000

BANK5

5

.614

08/15/57

670,052‌

Series

-

2024

5YR9

(Class

A3)

1,000,000

BANK5

5

.893

11/15/57

1,029,687‌

Series

-

2024

5YR11

(Class

A3)

500,000

(d)

BANK5

5

.902

12/15/57

515,526‌

Series

-

2024

5YR12

(Class

A3)

500,000

BANK5

Trust

6

.225

05/15/57

520,031‌

Series

-

2024

5YR6

(Class

A3)

1,500,000

(d)

Barclays

Commercial

Mortgage

S

6

.094

05/15/57

1,543,057‌

Series

-

2024

A

(Class

)

3,000,000

BBCMS

Mortgage

Trust

3

.674

02/15/50

2,912,023‌

Series

-

2017

C1

(Class

A4)

12,111,091

BBCMS

Mortgage

Trust

2

.690

02/15/53

11,661,416‌

Series

-

2020

C6

(Class

A2)

500,000

BBCMS

Mortgage

Trust

4

.441

09/15/55

477,383‌

Series

-

2022

C17

(Class

A5)

500,000

BBCMS

Mortgage

Trust

5

.310

07/15/56

504,296‌

Series

-

2023

C20

(Class

A4)

Bond

Index

Fund

154

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

(d)

BBCMS

Mortgage

Trust

6

.000

%

09/15/56

$

1,053,589‌

Series

-

2023

C21

(Class

A5)

955,000

BBCMS

Mortgage

Trust

6

.521

11/15/56

1,039,884‌

Series

-

2023

C22

(Class

A4)

1,500,000

BBCMS

Mortgage

Trust

5

.419

02/15/57

1,523,154‌

Series

-

2024

C24

(Class

A5)

2,000,000

BBCMS

Mortgage

Trust

5

.946

03/15/57

2,062,660‌

Series

-

2024

5C25

(Class

A3)

500,000

BBCMS

Mortgage

Trust

6

.014

07/15/57

517,192‌

Series

-

2024

5C27

(Class

A3)

500,000

BBCMS

Mortgage

Trust

5

.208

09/15/57

502,089‌

Series

-

2024

5C29

(Class

A3)

500,000

BBCMS

Mortgage

Trust

5

.403

09/15/57

506,833‌

Series

-

2024

C28

(Class

A5)

500,000

(d)

BBCMS

Mortgage

Trust

5

.844

09/15/57

510,536‌

Series

-

2024

C28

(Class

AS)

1,000,000

BBCMS

Mortgage

Trust

5

.532

11/15/57

1,023,261‌

Series

-

2024

C30

(Class

A5)

500,000

BBCMS

Mortgage

Trust

5

.609

12/15/57

510,563‌

Series

-

2024

5C31

(Class

A3)

1,000,000

(d)

Benchmark

Mortgage

Trust

3

.878

01/15/51

943,480‌

Series

-

2018

B1

(Class

AM)

180,596

Benchmark

Mortgage

Trust

3

.976

07/15/51

180,219‌

Series

-

2018

B4

(Class

A2)

1,000,000

(d)

Benchmark

Mortgage

Trust

4

.520

07/15/51

897,316‌

Series

-

2018

B4

(Class

C)

5,850,000

Benchmark

Mortgage

Trust

3

.542

05/15/52

5,417,729‌

Series

-

2019

B11

(Class

A5)

1,000,000

(d)

Benchmark

Mortgage

Trust

2

.944

02/15/53

866,123‌

Series

-

2020

B16

(Class

AM)

1,500,000

(d)

Benchmark

Mortgage

Trust

3

.176

02/15/53

1,281,710‌

Series

-

2020

B16

(Class

B)

1,500,000

(d)

Benchmark

Mortgage

Trust

3

.528

02/15/53

1,178,659‌

Series

-

2020

B16

(Class

C)

2,000,000

(d)

Benchmark

Mortgage

Trust

4

.510

05/15/53

1,941,666‌

Series

-

2018

B7

(Class

A4)

5,000,000

Benchmark

Mortgage

Trust

1

.925

07/15/53

4,189,480‌

Series

-

2020

B18

(Class

A5)

2,500,000

Benchmark

Mortgage

Trust

1

.704

12/17/53

2,092,659‌

Series

-

2020

B21

(Class

A4)

2,500,000

Benchmark

Mortgage

Trust

1

.978

12/17/53

2,084,994‌

Series

-

2020

B21

(Class

A5)

2,500,000

Benchmark

Mortgage

Trust

1

.685

01/15/54

2,102,312‌

Series

-

2020

B22

(Class

A4)

1,500,000

Benchmark

Mortgage

Trust

1

.973

01/15/54

1,239,843‌

Series

-

2020

B22

(Class

A5)

1,500,000

Benchmark

Mortgage

Trust

2

.163

01/15/54

1,222,402‌

Series

-

2020

B22

(Class

AM)

2,000,000

Benchmark

Mortgage

Trust

1

.620

02/15/54

1,764,440‌

Series

-

2021

B23

(Class

A2)

1,500,000

Benchmark

Mortgage

Trust

1

.823

02/15/54

1,239,859‌

Series

-

2021

B23

(Class

A4A1)

1,500,000

Benchmark

Mortgage

Trust

2

.070

02/15/54

1,234,351‌

Series

-

2021

B23

(Class

A5)

500,000

Benchmark

Mortgage

Trust

2

.095

02/15/54

370,231‌

Series

-

2021

B23

(Class

B)

500,000

Benchmark

Mortgage

Trust

2

.274

02/15/54

397,749‌

Series

-

2021

B23

(Class

AS)

500,000

(d)

Benchmark

Mortgage

Trust

2

.563

02/15/54

350,979‌

Series

-

2021

B23

(Class

C)

1,000,000

Benchmark

Mortgage

Trust

2

.577

04/15/54

846,304‌

Series

-

2021

B25

(Class

A5)

155

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

Benchmark

Mortgage

Trust

2

.847

%

04/15/54

$

825,641‌

Series

-

2021

B25

(Class

AS)

702,000

(d)

Benchmark

Mortgage

Trust

2

.576

06/15/54

555,748‌

Series

-

2021

B26

(Class

B)

1,700,000

Benchmark

Mortgage

Trust

2

.613

06/15/54

1,436,878‌

Series

-

2021

B26

(Class

A5)

500,000

Benchmark

Mortgage

Trust

2

.825

06/15/54

414,404‌

Series

-

2021

B26

(Class

AM)

1,500,000

Benchmark

Mortgage

Trust

2

.512

07/15/54

1,212,626‌

Series

-

2021

B27

(Class

AS)

1,000,000

Benchmark

Mortgage

Trust

5

.358

05/15/55

1,006,591‌

Series

-

2023

V2

(Class

A2)

500,000

(d)

Benchmark

Mortgage

Trust

4

.470

07/15/55

474,421‌

Series

-

2022

B36

(Class

A5)

500,000

(d)

Benchmark

Mortgage

Trust

5

.119

07/15/55

424,255‌

Series

-

2022

B36

(Class

C)

500,000

Benchmark

Mortgage

Trust

5

.805

01/10/57

512,819‌

Series

-

2024

V5

(Class

A3)

500,000

(d)

Benchmark

Mortgage

Trust

6

.417

01/10/57

517,578‌

Series

-

2024

V5

(Class

AM)

1,000,000

Benchmark

Mortgage

Trust

5

.707

07/15/57

1,024,242‌

Series

-

2024

V8

(Class

A2)

730,000

Benchmark

Mortgage

Trust

5

.277

09/15/57

733,095‌

Series

-

2024

V10

(Class

A3)

1,000,000

Benchmark

Mortgage

Trust

5

.423

11/15/57

1,010,226‌

Series

-

2024

V11

(Class

A2)

1,330,000

Benchmark

Mortgage

Trust

5

.738

12/15/57

1,364,573‌

Series

-

2024

V12

(Class

A3)

1,856,317

Benchmark

Mortgage

Trust

2

.914

12/15/72

1,765,611‌

Series

-

2019

B15

(Class

A2)

895,000

(d)

BMARK

6

.841

11/15/56

945,411‌

Series

-

2023

V4

(Class

A3)

1,500,000

(d)

BMO

Mortgage

Trust

5

.117

02/15/56

1,491,010‌

Series

-

2023

C4

(Class

A5)

1,000,000

(d)

BMO

Mortgage

Trust

6

.534

08/15/56

1,042,936‌

Series

-

2023

5C1

(Class

A3)

2,000,000

(d)

BMO

Mortgage

Trust

5

.956

09/15/56

2,097,974‌

Series

-

2023

C6

(Class

A5)

910,000

BMO

Mortgage

Trust

6

.673

11/15/56

956,424‌

Series

-

2023

5C2

(Class

A2)

1,000,000

BMO

Mortgage

Trust

6

.160

12/15/56

1,060,267‌

Series

-

2023

C7

(Class

A5)

2,730,000

(d)

BMO

Mortgage

Trust

5

.598

03/15/57

2,803,907‌

Series

-

2024

C8

(Class

A5)

770,000

BMO

Mortgage

Trust

5

.316

09/15/57

772,991‌

Series

-

2024

5C6

(Class

A3)

673,000

(d)

BMO

Mortgage

Trust

5

.478

11/15/57

684,396‌

Series

-

2024

C10

(Class

A5)

950,000

(d)

BMO

Mortgage

Trust

5

.888

11/15/57

965,792‌

Series

-

2024

5C7

(Class

AS)

577,000

(d)

BMO

Mortgage

Trust

5

.625

12/15/57

588,155‌

Series

-

2024

5C8

(Class

A3)

1,000,000

(d)

CD

Mortgage

Trust

3

.526

11/10/49

959,291‌

Series

-

2016

CD2

(Class

A4)

2,000,000

CD

Mortgage

Trust

3

.631

02/10/50

1,891,524‌

Series

-

2017

CD3

(Class

A4)

12,312

CD

Mortgage

Trust

3

.025

08/15/50

11,892‌

Series

-

2017

CD5

(Class

A2)

2,500,000

CD

Mortgage

Trust

3

.431

08/15/50

2,405,396‌

Series

-

2017

CD5

(Class

A4)

1,000,000

(d)

CD

Mortgage

Trust

3

.684

08/15/50

952,461‌

Series

-

2017

CD5

(Class

AS)

Bond

Index

Fund

156

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,750,000

CD

Mortgage

Trust

4

.279

%

08/15/51

$

1,697,123‌

Series

-

2018

CD7

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3

.616

02/10/49

979,802‌

Series

-

2016

GC36

(Class

A5)

2,000,000

Citigroup

Commercial

Mortgage

Trust

3

.314

04/10/49

1,964,181‌

Series

-

2016

GC37

(Class

A4)

500,000

Citigroup

Commercial

Mortgage

Trust

3

.576

04/10/49

487,596‌

Series

-

2016

GC37

(Class

AS)

1,500,000

Citigroup

Commercial

Mortgage

Trust

2

.832

08/10/49

1,450,272‌

Series

-

2016

C2

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3

.465

09/15/50

958,121‌

Series

-

2017

P8

(Class

A4)

1,480,000

Citigroup

Commercial

Mortgage

Trust

3

.778

09/10/58

1,464,312‌

Series

-

2015

GC33

(Class

A4)

84,151

COMM

Mortgage

Trust

3

.694

08/10/47

83,131‌

Series

-

2014

UBS4

(Class

A5)

1,335,260

COMM

Mortgage

Trust

3

.183

02/10/48

1,333,153‌

Series

-

2015

LC19

(Class

A4)

1,000,000

(d)

COMM

Mortgage

Trust

4

.172

02/10/48

959,287‌

Series

-

2015

LC19

(Class

C)

1,700,000

COMM

Mortgage

Trust

3

.708

07/10/48

1,690,516‌

Series

-

2015

LC21

(Class

A4)

581,228

COMM

Mortgage

Trust

3

.432

08/10/48

578,332‌

Series

-

2015

CR24

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3

.759

08/10/48

992,079‌

Series

-

2015

CR25

(Class

A4)

1,500,000

COMM

Mortgage

Trust

3

.774

10/10/48

1,485,592‌

Series

-

2015

LC23

(Class

A4)

3,901,123

COMM

Mortgage

Trust

2

.827

08/15/57

3,672,924‌

Series

-

2019

GC44

(Class

A2)

3,000,000

COMM

Mortgage

Trust

3

.263

08/15/57

2,689,289‌

Series

-

2019

GC44

(Class

AM)

650,000

(d)

CSAIL

Commercial

Mortgage

Trust

4

.917

01/15/49

607,351‌

Series

-

2016

C6

(Class

C)

2,000,000

(d)

CSAIL

Commercial

Mortgage

Trust

4

.224

08/15/51

1,925,869‌

Series

-

2018

CX12

(Class

A4)

10,000,000

CSAIL

Commercial

Mortgage

Trust

4

.053

03/15/52

9,592,692‌

Series

-

2019

C15

(Class

A4)

475,000

Daimler

Trucks

Retail

Trust

5

.560

07/15/31

482,963‌

Series

-

2024

1

(Class

A4)

571,036

DBGS

Mortgage

Trust

4

.358

10/15/51

569,326‌

Series

-

2018

C1

(Class

A2)

5,790,000

DBGS

Mortgage

Trust

4

.466

10/15/51

5,539,734‌

Series

-

2018

C1

(Class

A4)

1,590,000

DBJPM

Mortgage

Trust

3

.328

06/10/50

1,522,851‌

Series

-

2017

C6

(Class

A5)

4,739,873

DBJPM

Mortgage

Trust

1

.900

08/15/53

4,555,014‌

Series

-

2020

C9

(Class

A2)

3,500,000

DBJPMortgage

Trust

3

.276

05/10/49

3,419,185‌

Series

-

2016

C1

(Class

A4)

1,000,000

DBJPMortgage

Trust

3

.539

05/10/49

969,042‌

Series

-

2016

C1

(Class

AM)

1,430,596

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3

.023

01/25/25

1,426,183‌

Series

-

2015

K045

(Class

A2)

1,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.199

12/25/27

1,356,497‌

Series

-

2021

K741

(Class

AM)

8,440,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.603

12/25/27

7,752,601‌

Series

-

2021

K741

(Class

A2)

1,224,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.760

03/25/28

1,122,882‌

Series

-

2021

K742

(Class

A2)

749,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.369

04/25/28

673,818‌

Series

-

2021

K742

(Class

AM)

157

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.819

%

06/25/28

$

3,008,594‌

Series

-

2023

K505

(Class

A2)

2,899,360

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.712

07/25/28

2,635,591‌

Series

-

2021

K744

(Class

A2)

8,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.650

08/25/28

7,987,516‌

Series

-

2023

K506

(Class

A2)

1,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.740

08/25/28

1,000,321‌

Series

-

2023

K508

(Class

A2)

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.800

09/25/28

2,005,124‌

Series

-

2023

K507

(Class

A2)

725,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.850

09/25/28

728,282‌

Series

-

2023

K509

(Class

A2)

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.572

12/25/28

1,987,251‌

Series

-

2024

K514

(Class

A2)

3,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5

.355

01/25/29

3,067,160‌

Series

-

2024

K517

(Class

A2)

2,075,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5

.400

01/25/29

2,125,441‌

Series

-

2024

K518

(Class

A2)

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5

.477

01/25/29

3,080,439‌

Series

-

2024

K516

(Class

A2)

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5

.180

03/25/29

2,031,254‌

Series

-

2024

K520

(Class

A2)

950,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.720

05/25/29

948,723‌

Series

-

2024

K524

(Class

A2)

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.508

07/25/29

2,474,611‌

Series

-

2024

K528

(Class

A2)

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.618

07/25/29

2,485,768‌

Series

-

2024

K527

(Class

A2)

1,725,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.791

09/25/29

1,726,027‌

Series

-

2024

K529

(Class

A2)

4,545,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.792

09/25/29

4,549,645‌

Series

-

2024

K530

(Class

A2)

3,838,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.630

10/25/29

3,815,463‌

Series

-

2024

K531

(Class

A2)

848,650

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.229

03/25/30

771,004‌

Series

-

2021

K128

(Class

A1)

916,985

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.101

08/25/30

815,475‌

Series

-

2021

K125

(Class

A1)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.400

10/25/30

981,223‌

Series

-

2023

K753

(Class

A2)

1,882,469

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.353

11/25/30

1,693,445‌

Series

-

2021

K127

(Class

A1)

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.940

11/25/30

2,010,912‌

Series

-

2023

K754

(Class

A2)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.792

01/25/31

841,442‌

Series

-

2021

K126

(Class

AM)

9,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.846

01/25/31

7,623,187‌

Series

-

2021

K125

(Class

A2)

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2

.108

01/25/31

2,579,880‌

Series

-

2021

K127

(Class

A2)

1,332,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.851

02/25/31

1,121,520‌

Series

-

2021

K127

(Class

AM)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5

.203

02/25/31

1,018,260‌

Series

-

2024

K755

(Class

A2)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.749

03/25/31

834,799‌

Series

-

2021

K128

(Class

AM)

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2

.020

03/25/31

1,708,991‌

Series

-

2021

K128

(Class

A2)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.647

05/25/31

826,975‌

Series

-

2021

K129

(Class

AM)

4,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.963

05/25/31

4,024,438‌

Series

-

2024

K756

(Class

A2)

Bond

Index

Fund

158

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

10,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.456

%

08/25/31

$

9,783,018‌

Series

-

2024

K757

(Class

A2)

3,600,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.680

10/25/31

3,561,785‌

Series

-

2024

K758

(Class

A2)

3,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3

.500

07/25/32

2,740,470‌

Series

-

2022

K148

(Class

A2)

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.500

08/25/33

1,940,750‌

Series

-

2023

160

(Class

A2)

4,748,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5

.150

12/25/33

4,816,321‌

Series

-

2024

162

(Class

A2)

1,500,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5

.000

03/25/34

1,505,178‌

Series

-

2024

163

(Class

A2)

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.489

09/25/34

2,410,392‌

Series

-

2024

165

(Class

A2)

4,380,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4

.760

10/25/34

4,310,425‌

Series

-

2024

167

(Class

A2)

1,850,192

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2

.007

07/25/35

1,517,435‌

Series

-

2021

1520

(Class

A1)

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2

.438

02/25/36

1,561,624‌

Series

-

2021

1520

(Class

A2)

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2

.184

08/25/36

1,503,859‌

Series

-

2021

1521

(Class

A2)

1,740,000

(d)

Freddie

Mac

Structured

Certificates

4

.543

07/25/29

1,724,145‌

Series

-

S

K526

(Class

A2)

2,925,000

(d)

FREMF

Mortgage

Trust

4

.250

11/25/29

2,860,006‌

Series

-

2024

K532

(Class

A2)

164,239

GS

Mortgage

Securities

Trust

3

.964

11/10/47

159,906‌

Series

-

2014

GC26

(Class

AS)

1,423,318

GS

Mortgage

Securities

Trust

3

.178

11/10/49

1,390,246‌

Series

-

2016

GS4

(Class

A3)

1,350,000

(d)

GS

Mortgage

Securities

Trust

3

.950

11/10/49

1,142,585‌

Series

-

2016

GS4

(Class

C)

800,000

GS

Mortgage

Securities

Trust

3

.382

05/10/50

795,249‌

Series

-

2015

GC30

(Class

A4)

552,144

GS

Mortgage

Securities

Trust

2

.945

08/10/50

545,581‌

Series

-

2017

GS7

(Class

A2)

1,500,000

GS

Mortgage

Securities

Trust

3

.430

08/10/50

1,426,672‌

Series

-

2017

GS7

(Class

A4)

2,500,000

GS

Mortgage

Securities

Trust

3

.968

02/10/52

2,374,856‌

Series

-

2019

GC38

(Class

A4)

500,000

(d)

GS

Mortgage

Securities

Trust

4

.309

02/10/52

465,347‌

Series

-

2019

GC38

(Class

B)

2,413,723

GS

Mortgage

Securities

Trust

2

.898

02/13/53

2,368,194‌

Series

-

2020

GC45

(Class

A2)

4,000,000

(d)

GS

Mortgage

Securities

Trust

3

.173

02/13/53

3,574,173‌

Series

-

2020

GC45

(Class

AS)

2,000,000

(d)

GS

Mortgage

Securities

Trust

3

.405

02/13/53

1,736,849‌

Series

-

2020

GC45

(Class

B)

2,000,000

GS

Mortgage

Securities

Trust

2

.125

05/12/53

1,734,990‌

Series

-

2020

GC47

(Class

A4)

4,000,000

GS

Mortgage

Securities

Trust

2

.377

05/12/53

3,470,563‌

Series

-

2020

GC47

(Class

A5)

1,000,000

GS

Mortgage

Securities

Trust

1

.662

12/12/53

928,813‌

Series

-

2020

GSA2

(Class

AAB)

3,000,000

GS

Mortgage

Securities

Trust

1

.721

12/12/53

2,515,726‌

Series

-

2020

GSA2

(Class

A4)

2,000,000

GS

Mortgage

Securities

Trust

2

.012

12/12/53

1,650,772‌

Series

-

2020

GSA2

(Class

A5)

1,000,000

GS

Mortgage

Securities

Trust

2

.224

12/12/53

798,971‌

Series

-

2020

GSA2

(Class

AS)

1,000,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2

.822

08/15/49

968,366‌

Series

-

2016

JP2

(Class

A4)

159

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,875,000

(d)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.118

%

05/15/48

$

1,807,350‌

Series

-

2015

C29

(Class

B)

2,391,178

JPMBB

Commercial

Mortgage

Securities

Trust

3

.227

10/15/48

2,383,801‌

Series

-

2015

C28

(Class

A4)

1,100,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.532

10/15/48

1,092,249‌

Series

-

2015

C28

(Class

AS)

2,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.770

12/15/48

1,980,149‌

Series

-

2015

C33

(Class

A4)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.576

03/17/49

985,605‌

Series

-

2016

C1

(Class

A5)

500,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.970

03/17/49

491,327‌

Series

-

2016

C1

(Class

AS)

500,000

(d)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.699

03/17/49

486,632‌

Series

-

2016

C1

(Class

B)

681,668

JPMCC

Commercial

Mortgage

Securities

Trust

3

.109

07/15/50

657,481‌

Series

-

2017

JP6

(Class

A3)

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust

3

.454

09/15/50

2,391,161‌

Series

-

2017

JP7

(Class

A5)

1,911,022

JPMCC

Commercial

Mortgage

Securities

Trust

3

.219

06/13/52

1,840,801‌

Series

-

2019

COR5

(Class

ASB)

1,000,000

(d)

JPMDB

Commercial

Mortgage

Securities

Trust

3

.990

06/15/49

871,746‌

Series

-

2016

C2

(Class

B)

5,922,824

JPMDB

Commercial

Mortgage

Securities

Trust

3

.141

12/15/49

5,658,660‌

Series

-

2016

C4

(Class

A3)

2,394,606

JPMDB

Commercial

Mortgage

Securities

Trust

2

.946

11/13/52

2,390,476‌

Series

-

2019

COR6

(Class

A2)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.306

04/15/48

994,403‌

Series

-

2015

C22

(Class

A4)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.732

05/15/48

992,859‌

Series

-

2015

C24

(Class

A4)

2,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.599

05/15/50

1,941,009‌

Series

-

2017

C33

(Class

A5)

535,000

Morgan

Stanley

Capital

I

Trust

3

.594

03/15/49

526,103‌

Series

-

2016

UBS9

(Class

A4)

1,000,000

(d)

Morgan

Stanley

Capital

I

Trust

4

.849

07/15/51

928,404‌

Series

-

2018

H3

(Class

C)

1,144,472

(d)

Morgan

Stanley

Capital

I

Trust

4

.238

10/15/51

1,132,391‌

Series

-

2018

L1

(Class

ASB)

1,596,294

Morgan

Stanley

Capital

I

Trust

4

.288

10/15/51

1,593,091‌

Series

-

2018

L1

(Class

A2)

1,500,000

(d)

Morgan

Stanley

Capital

I

Trust

4

.407

10/15/51

1,460,525‌

Series

-

2018

L1

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4

.071

03/15/52

955,462‌

Series

-

2019

L2

(Class

A4)

4,350,700

Morgan

Stanley

Capital

I

Trust

3

.224

06/15/52

4,200,057‌

Series

-

2019

H6

(Class

ASB)

750,000

Morgan

Stanley

Capital

I

Trust

3

.417

06/15/52

696,575‌

Series

-

2019

H6

(Class

A4)

3,385,935

Morgan

Stanley

Capital

I

Trust

1

.790

07/15/53

2,874,590‌

Series

-

2020

HR8

(Class

A3)

2,000,000

Morgan

Stanley

Capital

I

Trust

2

.438

05/15/54

1,735,481‌

Series

-

2021

L5

(Class

A3)

1,000,000

Morgan

Stanley

Capital

I

Trust

2

.951

05/15/54

852,852‌

Series

-

2021

L5

(Class

AS)

1,500,000

(d)

MSWF

Commercial

Mortgage

Trust

6

.014

12/15/56

1,581,810‌

Series

-

2023

2

(Class

A5)

347,006

UBS

Commercial

Mortgage

Trust

2

.998

08/15/50

346,344‌

Series

-

2017

C3

(Class

A2)

1,500,000

UBS

Commercial

Mortgage

Trust

3

.426

08/15/50

1,433,108‌

Series

-

2017

C3

(Class

A4)

1,000,000

(d)

UBS

Commercial

Mortgage

Trust

3

.739

08/15/50

951,635‌

Series

-

2017

C3

(Class

AS)

Bond

Index

Fund

160

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

11,000,000

UBS

Commercial

Mortgage

Trust

4

.313

%

05/15/51

$

10,673,978‌

Series

-

2018

C10

(Class

A4)

2,000,000

UBS

Commercial

Mortgage

Trust

4

.296

08/15/51

1,940,417‌

Series

-

2018

C12

(Class

A5)

2,400,000

(d)

UBS

Commercial

Mortgage

Trust

5

.208

12/15/51

2,094,953‌

Series

-

2018

C14

(Class

C)

875,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust

3

.872

05/15/48

868,204‌

Series

-

2015

C28

(Class

AS)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.695

11/15/48

1,981,021‌

Series

-

2015

C31

(Class

A4)

480,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust

4

.224

12/15/48

471,878‌

Series

-

2015

NXS4

(Class

B)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

2

.652

08/15/49

1,921,558‌

Series

-

2016

BNK1

(Class

A3)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2

.967

08/15/49

421,191‌

Series

-

2016

BNK1

(Class

B)

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.377

11/15/49

957,966‌

Series

-

2016

NXS6

(Class

AS)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

4

.152

08/15/51

1,925,280‌

Series

-

2018

C46

(Class

A4)

2,700,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.760

03/15/52

2,581,604‌

Series

-

2019

C49

(Class

A4)

1,755,638

Wells

Fargo

Commercial

Mortgage

Trust

3

.635

05/15/52

1,719,409‌

Series

-

2019

C50

(Class

ASB)

3,250,000

Wells

Fargo

Commercial

Mortgage

Trust

4

.192

05/15/52

3,003,610‌

Series

-

2019

C50

(Class

B)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.040

10/15/52

9,128,727‌

Series

-

2019

C53

(Class

A4)

2,491,821

Wells

Fargo

Commercial

Mortgage

Trust

1

.810

07/15/53

2,141,941‌

Series

-

2020

C58

(Class

A3)

1,500,000

Wells

Fargo

Commercial

Mortgage

Trust

2

.092

07/15/53

1,264,773‌

Series

-

2020

C58

(Class

A4)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2

.398

07/15/53

406,699‌

Series

-

2020

C58

(Class

AS)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

1

.864

08/15/53

8,568,407‌

Series

-

2020

C57

(Class

A3)

1,893,000

Wells

Fargo

Commercial

Mortgage

Trust

2

.626

04/15/54

1,603,669‌

Series

-

2021

C59

(Class

A5)

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust

6

.520

07/15/57

1,039,850‌

Series

-

2024

5C1

(Class

AS)

750,000

Wells

Fargo

Commercial

Mortgage

Trust

5

.309

08/15/57

753,922‌

Series

-

2024

C63

(Class

A5)

500,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust

5

.920

11/15/57

515,594‌

Series

-

2024

5C2

(Class

A3)

117,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.896

03/15/59

110,404‌

Series

-

2016

C33

(Class

C)

TOTAL

OTHER

MORTGAGE

BACKED

443,284,869‌

TOTAL

STRUCTURED

ASSETS

(Cost

$617,069,270)

577,788,031‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$28,532,069,225)

25,938,367,862‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.6%

149,246,920

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(f)

149,246,920‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$149,246,920)

149,246,920‌

161

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.4%

GOVERNMENT

AGENCY

DEBT

-

0.0%

$

5,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

%

01/08/25

$

4,995,322‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,995,322‌

REPURCHASE

AGREEMENT

-

0.3%

81,328,000

(g)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

81,328,000‌

TOTAL

REPURCHASE

AGREEMENT

81,328,000‌

TREASURY

DEBT

-

0.1%

10,000,000

United

States

Treasury

Bill

0

.000

01/02/25

10,000,000‌

TOTAL

TREASURY

DEBT

10,000,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$96,322,614)

96,323,322‌

TOTAL

INVESTMENTS

-

100.3%

(Cost

$28,777,638,759)

26,183,938,104‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

72,004,188‌

)

NET

ASSETS

-

100.0%

$

26,111,933,916‌

DGS1

1-Year

Treasury

Constant

Maturity

Rate

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$342,352,359.

(b)

Perpetual

security.

Maturity

date

is

not

applicable.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$81,561,193

or

0.3%

of

Total

Investments.

(d)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(e)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(g)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$81,348,151

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.625%

and

maturity

date

10/15/26,

valued

at

$82,954,634.

Bond

Index

Fund

162

Portfolio

of

Investments

December

31,

2024

(continued)

Fund

Level

1

Level

2

Level

3

Total

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$6,555,155,536

$—

$6,555,155,536

Government

bonds

—

18,805,424,295

—

18,805,424,295

Structured

assets

—

577,788,031

—

577,788,031

Investments

purchased

with

collateral

from

securities

lending

149,246,920

—

—

149,246,920

Short-Term

Investments

:

Government

agency

debt

—

4,995,322

—

4,995,322

Repurchase

agreement

—

81,328,000

—

81,328,000

Treasury

debt

—

10,000,000

—

10,000,000

Total

$149,246,920

$26,034,691,184

$—

$26,183,938,104

1

1

1

1

1

Portfolio

of

Investments

December

31,

2024

Core

Bond

163

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.3%

BANK

LOAN

OBLIGATIONS

-

2.0%

CAPITAL

GOODS

-

0.1%

$

84,615

(a)

Air

Comm

Corporation,

LLC,

Delayed

Draw

Term

Loan,

(TSFR1M

-

0.000%)

0

.000

%

11/22/31

$

84,775‌

1,015,385

(a)

Air

Comm

Corporation,

LLC,

Term

Loan,

(TSFR1M

+

3.000%)

7

.396

11/22/31

1,017,294‌

2,254,407

(a)

Centuri

Group,

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.959

08/27/28

2,268,091‌

580,784

(a)

Chamberlain

Group

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.707

11/03/28

584,960‌

967,500

(a)

Conair

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.750%)

8

.221

05/17/28

873,691‌

1,000,000

(a)

Construction

Partners

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.838

11/03/31

1,006,880‌

470,428

(a)

Cornerstone

Building

Brands,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.747

04/12/28

450,552‌

1,077,300

(a)

Madison

Safety

&

Flow

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.607

09/19/31

1,086,559‌

142,075

(a)

Quikrete

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

04/14/31

142,172‌

356,093

(a)

Resideo

Funding,

Inc,

(TSFR1M

+

2.000%)

6

.586

02/14/28

357,541‌

995,000

(a)

Titan

Acquisition

Limited,

Term

Loan

B,

(TSFR6M

+

4.500%)

8

.785

02/15/29

1,004,642‌

2,493,750

(a)

TransDigm,

Inc.,

Term

Loan,

(TSFR3M

+

2.500%)

6

.829

01/19/32

2,501,867‌

397,418

(a)

TransDigm,

Inc.,

Term

Loan

J,

(TSFR3M

+

2.750%)

7

.076

02/28/31

398,547‌

3,406,698

(a)

TransDigm,

Inc.,

Term

Loan

K,

(TSFR3M

+

2.750%)

7

.079

03/22/30

3,421,057‌

TOTAL

CAPITAL

GOODS

15,198,628‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.1%

1,323,434

(a)

AlixPartners,

LLP,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.971

02/04/28

1,330,236‌

997,927

(a)

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.107

01/31/31

998,396‌

259,880

(a)

CHG

Healthcare

Services

Inc.,

Term

Loan,

(TSFR1M

+

TSFR3M

+

3.500%)

8

.124

09/29/28

261,143‌

648,545

(a)

Covanta

Holding

Corporation,

Term

Loan

B,

(TSFR1M

+

TSFR6M

+

2.500%)

7

.222

11/30/28

650,436‌

49,826

(a)

Covanta

Holding

Corporation,

Term

Loan

C,

(TSFR6M

+

2.500%)

7

.588

11/30/28

49,971‌

627,225

(a)

Dun

&

Bradstreet

Corporation

(The),

Term

Loan,

(TSFR1M

+

2.250%)

6

.588

01/18/29

628,401‌

962,329

(a)

EAB

Global,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

7

.607

08/16/28

967,261‌

2,000,000

(a)

First

Advantage

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.607

10/31/31

2,023,750‌

1,937,781

(a)

Prime

Security

Services

Borrower,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.524

10/13/30

1,944,641‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

8,854,235‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

303,586

(a)

Avis

Budget

Car

Rental,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.221

08/06/27

300,854‌

2,407,000

(a)

Belron

Finance

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.273

10/16/31

2,432,959‌

1,557,589

(a)

CNT

Holdings

I

Corp,

Term

Loan,

(TSFR3M

+

3.500%)

8

.085

11/08/27

1,569,715‌

1,435,115

(a)

Driven

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.471

12/17/28

1,436,908‌

3,507,360

(a)

Les

Schwab

Tire

Centers,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

04/23/31

3,529,281‌

862,831

(a)

PetSmart,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.750%)

8

.207

02/11/28

861,032‌

1,953,303

(a)

Wand

NewCo

3,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.607

01/30/31

1,963,733‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

12,094,482‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,487,310

(a)

AI

Aqua

Merger

Sub,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.500%)

8

.053

07/31/28

2,492,508‌

1,833,500

(a)

Hayward

Industries,

Inc.,

Term

Loan,

(TSFR1M

+

2.500%)

6

.971

05/30/28

1,845,391‌

624,188

(a)

Samsonite

International

S.A.,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.357

06/21/30

628,089‌

283,636

(a)

SRAM,

LLC

,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.221

05/18/28

285,528‌

961,284

(a)

Weber-Stephen

Products

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.721

10/30/27

959,780‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

6,211,296‌

CONSUMER

SERVICES

-

0.2%

3,767,088

(a)

101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6

.107

09/20/30

3,753,753‌

393,949

(a)

Alterra

Mountain

Company,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.107

08/17/28

397,028‌

2,854,688

(a),(b)

Caesars

Entertainment

Inc.,

Term

Loan

B,

(TBD)

TBD

TBD

2,860,625‌

1,998,417

(a)

Carnival

Corporation,

Term

Loan

B1,

(TSFR1M

+

2.750%)

7

.107

10/18/28

2,015,283‌

830,012

(a)

ClubCorp

Holdings,

Inc.,

Term

Loan

B2,

(TSFR3M

+

5.000%)

9

.590

09/18/26

833,560‌

1,806,985

(a)

Fertitta

Entertainment,

LLC,

Term

Loan

B,

(TSFR1M

+

3.500%)

7

.857

01/27/29

1,815,930‌

7,136,188

(a),(b)

Flutter

Financing

BV,

(TBD)

TBD

TBD

7,129,515‌

848,914

(a)

IRB

Holding

Corp,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

7

.190

12/15/27

850,802‌

373,961

(a)

KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.240

03/15/28

375,296‌

497,881

(a)

Light

and

Wonder

International,

Inc.,

Term

Loan

B2,

(TSFR1M

+

2.250%)

6

.632

04/15/29

500,550‌

1,477,696

(a)

Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

7

.829

11/30/29

1,464,456‌

303,514

(a)

PENN

Entertainment,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

05/03/29

305,127‌

Core

Bond

164

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

(continued)

$

479,835

(a)

Spin

Holdco

Inc.,

Term

Loan,

(TSFR3M

+

4.000%)

8

.706

%

03/04/28

$

406,250‌

TOTAL

CONSUMER

SERVICES

22,708,175‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

801,782

(a)

US

Foods,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.107

11/22/28

808,854‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

808,854‌

ENERGY

-

0.0%

401,561

(a)

Buckeye

Partners,

L.P.,

Term

Loan

B5,

(TSFR1M

+

1.750%)

6

.107

11/01/26

402,035‌

1,243,758

(a)

Canister

International

Group

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.500%)

7

.857

03/22/29

1,256,201‌

734,865

(a)

Oryx

Midstream

Services

Permian

Basin

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.512

10/05/28

740,318‌

TOTAL

ENERGY

2,398,554‌

FINANCIAL

SERVICES

-

0.1%

881,063

(a)

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B4,

(TSFR1M

+

1.500%)

5

.970

02/12/27

881,613‌

694,489

(a)

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6

.120

06/22/30

694,933‌

3,810,450

(a)

Boost

Newco

Borrower,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.829

01/31/31

3,838,247‌

1,441,534

(a)

First

Eagle

Investment

Management,

LLC,

Term

Loan

B2,

(TSFR3M

+

3.000%)

7

.329

03/05/29

1,446,270‌

3,419,523

(a)

Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

6

.107

06/24/31

3,418,890‌

TOTAL

FINANCIAL

SERVICES

10,279,953‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.1%

592,709

(a)

Arterra

Wines

Canada,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

8

.090

11/24/27

581,501‌

1,167,060

(a)

Aspire

Bakeries

Holdings

LLC,

Term

Loan,

(TSFR1M

+

4.250%)

8

.607

12/23/30

1,180,190‌

143,625

(a)

Froneri

International

Ltd.,

Term

Loan,

(TSFR1M

+

2.000%)

6

.357

09/30/31

143,933‌

1,923,262

(a)

Triton

Water

Holdings,

Inc,

Term

Loan,

(TSFR3M

+

3.250%)

7

.840

03/31/28

1,940,822‌

821,285

(a)

UTZ

Quality

Foods,

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.107

01/20/28

824,792‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

4,671,238‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.3%

3,642,747

(a)

Bausch

&

Lomb

Corporation,

Term

Loan,

(TSFR1M

+

3.250%)

7

.689

05/10/27

3,661,125‌

651,700

(a)

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

3.750%)

8

.079

04/12/29

656,793‌

451,062

(a)

Global

Medical

Response,

Inc.,

PIK

Term

Loan,

(TSFR1M

+

5.500%)

9

.856

10/31/28

453,177‌

2,939,547

(a)

ICU

Medical,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.979

01/08/29

2,956,390‌

5,838,524

(a)

Medline

Borrower,

LP,

Add-on

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

10/23/28

5,865,732‌

1,857,625

(a)

Onex

TSG

Intermediate

Corp.,

Term

Loan

B,

(TSFR3M

+

4.750%)

9

.597

02/28/28

1,875,328‌

3,119,908

(a)

Parexel

International

Corporation,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

11/15/28

3,145,258‌

4,457,718

(a)

Phoenix

Guarantor

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

02/21/31

4,479,182‌

523,514

(a)

Select

Medical

Corporation,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.531

11/18/31

525,911‌

1,950,649

(a)

Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.089

12/19/30

1,968,186‌

2,500,000

(a)

Zelis

Payments

Buyer,

Inc.,

5th

Amendment

Term

Loan,

(TSFR1M

+

3.250%)

7

.607

11/26/31

2,511,975‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

28,099,057‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.0%

425,813

(a)

Energizer

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.356

12/22/27

427,477‌

2,621,958

(a)

Kronos

Acquisition

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

4.000%)

8

.584

07/08/31

2,482,667‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

2,910,144‌

INSURANCE

-

0.2%

660,265

(a)

Acrisure,

LLC,

Term

Loan

B6,

(TSFR1M

+

3.000%)

7

.357

11/06/30

662,173‌

1,995,000

(a)

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B6,

(TSFR1M

+

2.750%)

7

.106

09/19/31

2,002,601‌

344,095

(a)

Asurion

LLC,

Term

Loan

B8,

(TSFR1M

+

3.250%)

7

.721

12/23/26

344,255‌

4,462,314

(a)

Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

3.000%)

7

.357

06/13/31

4,482,796‌

4,013,318

(a)

HUB

International

Limited,

First

Lien

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.367

06/20/30

4,042,695‌

943,278

(a)

Ryan

Specialty

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

09/15/31

947,994‌

4,703,873

(a),(b)

Sedgwick

Claims

Management

Services,

Inc.,

Term

Loan

B,

(TBD)

TBD

TBD

4,738,047‌

919,355

(a)

Truist

Insurance

Holdings

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.079

05/06/31

923,520‌

1,960,250

(a)

USI,

Inc.,

Term

Loan

(2029),

(TSFR3M

+

2.250%)

6

.331

11/23/29

1,959,524‌

3,975,050

(a)

USI,

Inc.,

Term

Loan

(2030),

(TSFR3M

+

2.250%)

5

.831

09/27/30

3,974,057‌

TOTAL

INSURANCE

24,077,662‌

MATERIALS

-

0.1%

645,957

(a)

Asplundh

Tree

Expert,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.207

09/07/27

647,859‌

3,652,072

(a)

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.175%)

7

.532

04/13/29

3,663,484‌

1,180,442

(a)

ECO

Services

Operations

Corp,

Term

Loan

B,

(TSFR3M

+

2.250%)

6

.835

06/12/31

1,187,176‌

197,011

(a)

H.B.

Fuller

Company,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.357

02/15/30

198,613‌

970,883

(a)

INEOS

Quattro

Holdings

UK

Ltd,

First

Lien

Term

Loan

B,

(TSFR1M

+

4.250%)

8

.707

04/02/29

979,379‌

2,240,000

(a)

INEOS

Quattro

Holdings

UK

Ltd,

Term

Loan

B,

(TSFR1M

+

4.250%)

8

.607

10/07/31

2,265,200‌

942,101

(a)

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B,

(TSFR6M

+

4.725%)

9

.723

02/12/26

864,378‌

165

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

(continued)

$

2,861,339

(a)

TricorBraun

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

7

.721

%

03/03/28

$

2,862,855‌

732,104

(a)

Tronox

Finance

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

09/30/31

735,172‌

130,769

(a)

USALCO,

LLC,

Delayed

Draw

Term

Loan,

(N/A

+

4.000%)

4

.000

09/30/31

132,049‌

1,269,231

(a)

USALCO,

LLC,

Term

Loan

B,

(TSFR1M

+

4.000%)

8

.357

09/30/31

1,281,657‌

141,013

(a)

W.R.

Grace

&

Co.-Conn.,

Term

Loan

B,

(TSFR3M

+

3.250%)

7

.579

09/22/28

142,387‌

TOTAL

MATERIALS

14,960,209‌

MEDIA

&

ENTERTAINMENT

-

0.0%

476,051

(a)

Altice

Financing

SA,

Term

Loan,

(TSFR3M

+

5.000%)

9

.656

10/29/27

400,083‌

351,492

(a)

DirecTV

Financing,

LLC,

Term

Loan,

(TSFR3M

+

5.000%)

9

.847

08/02/27

353,283‌

TOTAL

MEDIA

&

ENTERTAINMENT

753,366‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

426,952

(a)

Avantor

Funding,

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

6

.457

11/08/27

429,977‌

1,336,086

(a)

Elanco

Animal

Health

Incorporated,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.403

08/02/27

1,336,032‌

205,381

(a)

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.735

11/15/27

204,881‌

4,340,859

(a)

Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

05/05/28

4,357,137‌

2,527,710

(a)

Organon

&

Co,

Term

Loan,

(TSFR1M

+

2.250%)

6

.620

05/19/31

2,539,299‌

207,816

(a)

Perrigo

Investments,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.357

04/05/29

208,803‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

9,076,129‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

462,653

(a)

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

01/31/30

464,966‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

464,966‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

2,500,000

(a)

Instructure

Holdings,

Inc.,

Term

Loan,

(TSFR3M

+

3.000%)

7

.516

09/12/31

2,512,113‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

2,512,113‌

SOFTWARE

&

SERVICES

-

0.3%

144,827

(a)

Avaya,

Inc.,

Exit

Term

Loan,

(TSFR1M

+

3.750%)

5

.929

08/01/28

123,537‌

2,958,783

(a)

Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.750%)

8

.335

07/30/31

2,986,862‌

645,050

(a)

CCC

Intelligent

Solutions

Inc.,

Term

Loan,

(TSFR1M

+

2.250%)

6

.721

09/21/28

648,678‌

1,985,025

(a)

Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

7

.303

04/30/31

1,998,682‌

2,231,437

(a)

Epicor

Software

Corporation,

Term

Loan

E,

(TSFR1M

+

2.750%)

7

.107

05/30/31

2,250,147‌

2,500,000

(a)

FNZ

Group

Services

Ltd,

Term

Loan

B,

(TSFR3M

+

5.000%)

9

.554

11/05/31

2,444,538‌

3,114,993

(a)

Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.107

09/12/29

3,108,935‌

826,625

(a)

Informatica

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

10/27/28

831,791‌

2,994,940

(a),(b)

Mitchell

International,

Inc.,

First

Lien

Term

Loan,

(TBD)

TBD

TBD

3,000,271‌

2,704,190

(a)

Open

Text

Corporation,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.107

01/31/30

2,708,084‌

98,376

(a)

Rackspace

Finance,

LLC,

First

Lien

First

Out

Term

Loan,

(TSFR1M

+

6.250%)

10

.847

05/15/28

102,105‌

556,930

(a)

Rackspace

Finance,

LLC,

First

Lien

Second

Out

Term

Loan,

(TSFR1M

+

2.750%)

7

.347

05/15/28

324,646‌

459,563

(a)

RealPage,

Inc,

First

Lien

Term

Loan,

(TSFR3M

+

3.000%)

7

.590

04/24/28

459,328‌

1,776,978

(a)

Sophia,

L.P.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

10/29/29

1,791,194‌

1,500,000

(a)

Synechron

Inc,

Term

Loan

B,

(TSFR1M

+

3.750%)

8

.107

10/03/31

1,513,125‌

1,520,991

(a)

UKG

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

7

.617

02/10/31

1,533,623‌

322,093

(a)

West

Corporation,

Term

Loan

B3,

(TSFR3M

+

4.000%)

8

.835

04/10/27

239,195‌

2,487,500

(a)

Zelis

Payments

Buyer,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.107

09/28/29

2,494,428‌

TOTAL

SOFTWARE

&

SERVICES

28,559,169‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.1%

2,566,331

(a)

CommScope,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.721

04/06/26

2,537,460‌

1,994,987

(a)

Delta

TopCo,

Inc.,

Term

Loan,

(TSFR6M

+

3.500%)

7

.884

11/30/29

2,013,072‌

167,479

(a)

Ingram

Micro

Inc.,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.077

09/22/31

168,630‌

581,883

(a)

MLN

US

HoldCo

LLC,

First

Lien

Term

Loan,

(TSFR3M

+

4.500%)

8

.953

11/30/25

17,456‌

379,683

(a)

MLN

US

HoldCo

LLC,

Second

Out

Term

Loan,

(TSFR3M

+

6.700%)

11

.385

10/18/27

7,279‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

4,743,897‌

TELECOMMUNICATION

SERVICES

-

0.0%

1,132,131

(a)

Altice

France

S.A.,

Term

Loan

B12,

(LIBOR

6

M

+

3.688%)

8

.370

01/31/26

935,423‌

192,000

(a)

Cablevision

Lightpath

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.762

11/30/27

192,360‌

940,000

(a)

Coral-US

Co-Borrower,

LLC,

Term

Loan

B6,

(TSFR1M

+

3.000%)

7

.512

10/15/29

942,764‌

187,000

(a)

Virgin

Media

Bristol

LLC,

Term

Loan

N,

(TSFR1M

+

2.500%)

7

.012

01/31/28

186,006‌

2,000,000

(a),(b)

Zayo

Group

Holdings,

Inc,

(TBD)

TBD

TBD

1,877,580‌

TOTAL

TELECOMMUNICATION

SERVICES

4,134,133‌

TRANSPORTATION

-

0.0%

1,621,850

(a)

Air

Canada,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.337

03/21/31

1,631,484‌

525,000

(a)

American

Airlines,

Inc.,

Term

Loan,

(TSFR3M

+

4.750%)

9

.629

04/20/28

539,855‌

Core

Bond

166

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

(continued)

$

101,186

(a)

SkyMiles

IP

Ltd.,

Skymiles

Term

Loan

B,

(TSFR3M

+

3.750%)

8

.367

%

10/20/27

$

103,131‌

642,226

(a)

XPO

Logistics,

Inc.,

Refinancing

Term

Loan,

(TSFR1M

+

2.000%)

6

.357

05/24/28

647,560‌

TOTAL

TRANSPORTATION

2,922,030‌

UTILITIES

-

0.1%

653,019

(a)

Calpine

Corporation,

Term

Loan

B5,

(TSFR1M

+

1.750%)

6

.107

12/16/27

651,612‌

1,620,000

(a),(b)

Cornerstone

Generation

LLC,

(TBD)

TBD

TBD

1,636,200‌

2,372,197

(a)

Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR3M

+

3.500%)

8

.023

05/17/30

2,385,873‌

875,887

(a)

Vistra

Operations

Company

LLC,

First

Lien

Term

Loan

B3,

(TSFR1M

+

2.000%)

6

.107

12/20/30

878,873‌

TOTAL

UTILITIES

5,552,558‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$211,786,054)

211,990,848‌

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

10,391

(c)

Bright

Bidco

BV

4,032‌

7,607

(c)

Bright

Bidco

BV

2,951‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

6,983‌

SOFTWARE

&

SERVICES

-

0.0%

1,010

(c)

Avaya,

Inc

6,144‌

4,815

(c)

Avaya,

Inc

29,290‌

TOTAL

SOFTWARE

&

SERVICES

35,434‌

TOTAL

COMMON

STOCKS

(Cost

$607,730)

42,417‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

33

.9

%

AUTOMOBILES

&

COMPONENTS

-

0.9%

4,500,000

(d)

Adient

Global

Holdings

Ltd

4

.875

08/15/26

4,433,681‌

2,060,000

(d)

Clarios

Global

LP

6

.750

05/15/28

2,097,675‌

225,000

Dana,

Inc

5

.375

11/15/27

221,764‌

225,000

Dana,

Inc

5

.625

06/15/28

221,949‌

325,000

Dana,

Inc

4

.250

09/01/30

302,469‌

7,075,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

7,199,293‌

7,920,000

Ford

Motor

Credit

Co

LLC

7

.350

03/06/30

8,386,792‌

4,000,000

(d)

Ford

Otomotiv

Sanayi

AS.

7

.125

04/25/29

4,010,000‌

2,594,000

General

Motors

Co

6

.125

10/01/25

2,613,969‌

4,390,000

General

Motors

Financial

Co,

Inc

2

.750

06/20/25

4,346,914‌

1,400,000

General

Motors

Financial

Co,

Inc

6

.050

10/10/25

1,411,983‌

5,800,000

General

Motors

Financial

Co,

Inc

4

.900

10/06/29

5,713,223‌

3,550,000

(e)

General

Motors

Financial

Co,

Inc

5

.850

04/06/30

3,625,718‌

2,000,000

(e)

General

Motors

Financial

Co,

Inc

5

.750

02/08/31

2,026,336‌

12,200,000

General

Motors

Financial

Co,

Inc

2

.700

06/10/31

10,336,948‌

9,350,000

General

Motors

Financial

Co,

Inc

5

.600

06/18/31

9,396,776‌

3,450,000

(f)

General

Motors

Financial

Co,

Inc

5

.700

N/A

3,352,824‌

2,000,000

(f)

General

Motors

Financial

Co,

Inc

5

.750

N/A

1,917,017‌

2,000,000

(e)

Goodyear

Tire

&

Rubber

Co

5

.000

07/15/29

1,836,538‌

5,000,000

(e)

Goodyear

Tire

&

Rubber

Co

5

.250

04/30/31

4,460,316‌

3,000,000

(d)

Hyundai

Capital

Services,

Inc

2

.125

04/24/25

2,972,376‌

500,000

(d),(g)

IHO

Verwaltungs

GmbH

6

.375

05/15/29

480,868‌

2,000,000

(d),(e)

Nemak

SAB

de

C.V.

3

.625

06/28/31

1,556,431‌

1,360,000

(d)

Phinia,

Inc

6

.625

10/15/32

1,352,638‌

4,575,000

Toyota

Motor

Credit

Corp

4

.550

08/08/29

4,519,036‌

2,575,000

(d)

Volkswagen

Group

of

America

Finance

LLC

1

.625

11/24/27

2,324,692‌

750,000

(d)

ZF

North

America

Capital,

Inc

6

.875

04/14/28

747,886‌

3,665,000

(d)

ZF

North

America

Capital,

Inc

6

.750

04/23/30

3,525,489‌

TOTAL

AUTOMOBILES

&

COMPONENTS

95,391,601‌

BANKS

-

7.4%

1,350,000

(d)

Akbank

T.A.S.

6

.800

02/06/26

1,366,157‌

1,500,000

(d)

Akbank

T.A.S.

6

.800

06/22/31

1,487,458‌

1,500,000

(d)

Akbank

TAS

7

.498

01/20/30

1,515,450‌

167

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.4%

(continued)

$

5,000,000

(d),(f)

Australia

&

New

Zealand

Banking

Group

Ltd

6

.750

%

N/A

$

5,075,990‌

3,800,000

(f)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9

.375

N/A

4,136,007‌

2,100,000

(d)

Banco

de

Credito

del

Peru

2

.700

01/11/25

2,095,939‌

700,000

(d),(f)

Banco

de

Credito

e

Inversiones

S.A.

8

.750

N/A

730,008‌

1,800,000

(d),(f)

Banco

del

Estado

de

Chile

7

.950

N/A

1,848,889‌

2,000,000

(d),(e)

Banco

do

Brasil

S.A.

6

.000

03/18/31

1,950,455‌

1,725,000

(d)

Banco

Industrial

S.A.

4

.875

01/29/31

1,688,775‌

3,300,000

(d)

Banco

Internacional

del

Peru

SAA

Interbank

4

.000

07/08/30

3,249,228‌

2,000,000

(d),(f)

Banco

Mercantil

del

Norte

S.A.

8

.375

N/A

1,995,373‌

2,725,000

(d)

Banco

Nacional

de

Comercio

Exterior

SNC

2

.720

08/11/31

2,502,170‌

4,050,000

(d)

Banco

Santander

Mexico

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5

.621

12/10/29

4,029,750‌

4,000,000

Banco

Santander

S.A.

5

.294

08/18/27

4,024,755‌

4,200,000

Banco

Santander

S.A.

3

.800

02/23/28

4,028,756‌

5,200,000

Banco

Santander

S.A.

6

.350

03/14/34

5,272,030‌

7,400,000

(f)

Banco

Santander

S.A.

9

.625

N/A

8,529,484‌

5,400,000

(f)

Banco

Santander

S.A.

4

.750

N/A

5,136,816‌

2,600,000

Bancolombia

S.A.

8

.625

12/24/34

2,722,157‌

1,800,000

(d),(e)

Bangkok

Bank

PCL

5

.650

07/05/34

1,823,114‌

2,600,000

(d)

Bangkok

Bank

PCL

3

.466

09/23/36

2,220,771‌

2,500,000

(d)

Banistmo

S.A.

4

.250

07/31/27

2,385,433‌

4,000,000

(d)

Bank

Hapoalim

BM

3

.255

01/21/32

3,762,280‌

6,000,000

(d)

Bank

Leumi

Le-Israel

BM

3

.275

01/29/31

5,775,000‌

10,000,000

Bank

of

America

Corp

4

.000

01/22/25

9,994,991‌

1,000,000

Bank

of

America

Corp

4

.450

03/03/26

995,855‌

23,880,000

Bank

of

America

Corp

2

.592

04/29/31

21,037,467‌

57,500,000

Bank

of

America

Corp

5

.288

04/25/34

57,016,914‌

2,575,000

Bank

of

America

Corp

5

.468

01/23/35

2,577,817‌

23,000,000

Bank

of

America

Corp

5

.518

10/25/35

22,487,571‌

8,925,000

Bank

of

America

Corp

2

.676

06/19/41

6,196,003‌

1,150,000

(f)

Bank

of

America

Corp

4

.375

N/A

1,107,268‌

14,700,000

(f)

Bank

of

America

Corp

6

.100

N/A

14,660,873‌

600,000

Barclays

plc

2

.279

11/24/27

570,704‌

7,500,000

Barclays

plc

5

.335

09/10/35

7,203,594‌

4,700,000

Barclays

plc

3

.330

11/24/42

3,401,810‌

8,725,000

(e),(f)

Barclays

plc

9

.625

N/A

9,600,737‌

3,350,000

(d)

BBVA

Bancomer

S.A.

5

.125

01/18/33

3,106,444‌

5,895,000

(d)

BNP

Paribas

S.A.

1

.904

09/30/28

5,403,450‌

5,000,000

(d),(f)

BNP

Paribas

S.A.

8

.000

N/A

5,142,890‌

7,900,000

(d),(e),(f)

BNP

Paribas

S.A.

8

.500

N/A

8,231,887‌

16,225,000

(d),(f)

BNP

Paribas

S.A.

7

.750

N/A

16,586,412‌

13,275,000

CitiBank

NA

5

.570

04/30/34

13,430,311‌

4,025,000

Citigroup,

Inc

3

.200

10/21/26

3,914,282‌

2,200,000

Citigroup,

Inc

4

.300

11/20/26

2,180,096‌

5,150,000

Citigroup,

Inc

4

.125

07/25/28

5,007,041‌

17,700,000

Citigroup,

Inc

4

.542

09/19/30

17,199,058‌

20,000,000

Citigroup,

Inc

2

.572

06/03/31

17,431,232‌

17,350,000

Citigroup,

Inc

6

.270

11/17/33

18,193,234‌

4,900,000

(f)

Citigroup,

Inc

6

.250

N/A

4,902,352‌

8,425,000

(f)

Citigroup,

Inc

7

.625

N/A

8,777,449‌

7,500,000

(f)

Citigroup,

Inc

4

.000

N/A

7,302,176‌

6,315,000

(d)

Cooperatieve

Rabobank

UA

1

.339

06/24/26

6,206,979‌

4,175,000

Cooperatieve

Rabobank

UA

3

.750

07/21/26

4,090,920‌

11,275,000

(d),(e),(f)

Credit

Agricole

S.A.

6

.700

N/A

10,818,660‌

12,000,000

(d),(f)

Credit

Agricole

S.A.

8

.125

N/A

12,241,800‌

4,050,000

Deutsche

Bank

AG.

5

.371

09/09/27

4,109,478‌

3,750,000

Deutsche

Bank

AG.

2

.311

11/16/27

3,564,320‌

5,450,000

Deutsche

Bank

AG.

6

.819

11/20/29

5,703,020‌

7,075,000

Deutsche

Bank

AG.

4

.999

09/11/30

6,915,629‌

700,000

(d)

Development

Bank

of

Kazakhstan

JSC

2

.950

05/06/31

600,740‌

1,675,000

(d)

Grupo

Aval

Ltd

4

.375

02/04/30

1,475,241‌

635,000

(d),(f)

Hana

Bank

3

.500

N/A

611,771‌

11,915,000

HSBC

Holdings

plc

4

.292

09/12/26

11,861,430‌

Core

Bond

168

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.4%

(continued)

$

1,850,000

HSBC

Holdings

plc

2

.013

%

09/22/28

$

1,705,671‌

6,800,000

HSBC

Holdings

plc

7

.390

11/03/28

7,207,031‌

3,850,000

HSBC

Holdings

plc

3

.973

05/22/30

3,634,453‌

4,430,000

HSBC

Holdings

plc

2

.848

06/04/31

3,889,547‌

9,200,000

HSBC

Holdings

plc

5

.874

11/18/35

8,981,282‌

590,000

HSBC

Holdings

plc

6

.800

06/01/38

617,570‌

8,050,000

(f)

HSBC

Holdings

plc

6

.875

N/A

8,013,231‌

6,400,000

(e),(f)

HSBC

Holdings

plc

6

.950

N/A

6,410,172‌

10,000,000

(e),(f)

HSBC

Holdings

plc

8

.000

N/A

10,490,600‌

UGX

8,000,000,000

(d)

ICBC

Standard

Bank

plc

14

.250

06/26/34

1,893,659‌

2,875,000

(d)

ICICI

Bank

Ltd

3

.800

12/14/27

2,787,564‌

11,000,000

(f)

ING

Groep

NV

6

.500

N/A

10,999,839‌

3,000,000

(d)

Intercorp

Financial

Services,

Inc

4

.125

10/19/27

2,857,771‌

4,500,000

(d),(e),(f)

Intesa

Sanpaolo

SpA

7

.700

N/A

4,500,097‌

2,500,000

JPMorgan

Chase

&

Co

3

.200

06/15/26

2,452,686‌

3,525,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

3,482,839‌

10,905,000

JPMorgan

Chase

&

Co

3

.702

05/06/30

10,326,512‌

10,000,000

JPMorgan

Chase

&

Co

4

.995

07/22/30

9,956,753‌

3,810,000

JPMorgan

Chase

&

Co

1

.953

02/04/32

3,158,003‌

10,000,000

JPMorgan

Chase

&

Co

4

.912

07/25/33

9,777,168‌

29,425,000

JPMorgan

Chase

&

Co

5

.350

06/01/34

29,404,488‌

5,625,000

JPMorgan

Chase

&

Co

6

.254

10/23/34

5,945,031‌

20,000,000

JPMorgan

Chase

&

Co

5

.766

04/22/35

20,458,207‌

5,000,000

JPMorgan

Chase

&

Co

5

.294

07/22/35

4,946,329‌

2,000,000

JPMorgan

Chase

&

Co

4

.946

10/22/35

1,927,045‌

3,275,000

JPMorgan

Chase

&

Co

2

.525

11/19/41

2,212,576‌

14,550,000

JPMorgan

Chase

&

Co

3

.157

04/22/42

10,683,501‌

700,000

JPMorgan

Chase

&

Co

4

.260

02/22/48

579,578‌

12,500,000

(f)

JPMorgan

Chase

&

Co

6

.875

N/A

13,052,979‌

7,380,000

(f)

JPMorgan

Chase

&

Co

3

.650

N/A

7,159,226‌

5,000,000

(f)

Lloyds

Banking

Group

plc

8

.000

N/A

5,190,755‌

9,800,000

(f)

Lloyds

Banking

Group

plc

7

.500

N/A

9,877,097‌

7,150,000

(f)

M&T

Bank

Corp

3

.500

N/A

6,785,956‌

3,000,000

(d)

Mizrahi

Tefahot

Bank

Ltd

3

.077

04/07/31

2,852,700‌

8,000,000

(d)

NBK

SPC

Ltd

1

.625

09/15/27

7,515,424‌

3,000,000

(d),(f)

NBK

Tier  Financing

Ltd

3

.625

N/A

2,855,067‌

5,470,000

(d),(f)

Nordea

Bank

Abp

6

.625

N/A

5,486,531‌

4,720,000

PNC

Bank

NA

2

.700

10/22/29

4,235,014‌

4,105,000

(f)

PNC

Financial

Services

Group,

Inc

3

.400

N/A

3,852,912‌

6,000,000

(e),(f)

PNC

Financial

Services

Group,

Inc

6

.200

N/A

6,025,866‌

2,070,000

(d)

Societe

Generale

S.A.

1

.375

07/08/25

2,033,981‌

1,960,000

Truist

Bank

2

.250

03/11/30

1,683,110‌

4,500,000

(f)

Truist

Financial

Corp

5

.100

N/A

4,349,538‌

7,000,000

(f)

Truist

Financial

Corp

4

.950

N/A

6,937,949‌

675,000

(d)

Turkiye

Garanti

Bankasi

AS.

8

.375

02/28/34

687,637‌

500,000

(d)

Turkiye

Vakiflar

Bankasi

TAO

8

.994

10/05/34

514,940‌

3,000,000

(d),(e)

United

Overseas

Bank

Ltd

1

.250

04/14/26

2,872,535‌

3,700,000

(d)

United

Overseas

Bank

Ltd

2

.000

10/14/31

3,506,026‌

3,400,000

US

Bancorp

4

.839

02/01/34

3,254,594‌

3,425,000

Wells

Fargo

&

Co

3

.550

09/29/25

3,397,392‌

10,475,000

Wells

Fargo

&

Co

2

.393

06/02/28

9,865,648‌

7,900,000

Wells

Fargo

&

Co

6

.303

10/23/29

8,221,387‌

10,750,000

Wells

Fargo

&

Co

5

.211

12/03/35

10,459,416‌

10,575,000

(f)

Wells

Fargo

&

Co

3

.900

N/A

10,274,884‌

9,500,000

(f)

Wells

Fargo

&

Co

5

.875

N/A

9,482,799‌

6,825,000

(e),(f)

Wells

Fargo

&

Co

7

.625

N/A

7,242,168‌

TOTAL

BANKS

790,184,885‌

CAPITAL

GOODS

-

1.6%

1,000,000

AECOM

5

.125

03/15/27

990,402‌

4,500,000

(d)

AerCap

Global

Aviation

6

.500

06/15/45

4,490,160‌

4,350,000

Air

Lease

Corp

3

.125

12/01/30

3,855,058‌

2,430,000

(d)

Airbus

SE

3

.150

04/10/27

2,346,548‌

169

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.6%

(continued)

$

1,395,000

(d)

Albion

Financing

1

SARL

6

.125

%

10/15/26

$

1,395,284‌

650,000

(d)

BAE

Systems

plc

1

.900

02/15/31

537,646‌

705,000

(d)

Beacon

Roofing

Supply,

Inc

6

.500

08/01/30

715,257‌

22,400,000

Boeing

Co

2

.196

02/04/26

21,723,314‌

1,350,000

Boeing

Co

3

.250

02/01/28

1,271,032‌

3,600,000

Boeing

Co

5

.705

05/01/40

3,424,967‌

22,100,000

Boeing

Co

5

.805

05/01/50

20,556,392‌

1,160,000

(d)

Chart

Industries,

Inc

7

.500

01/01/30

1,206,026‌

600,000

(d)

Dcli

Bidco

LLC

7

.750

11/15/29

613,433‌

1,075,000

(d)

Embraer

Netherlands

Finance

BV

7

.000

07/28/30

1,118,013‌

400,000

(d)

Esab

Corp

6

.250

04/15/29

404,976‌

455,000

(d)

Goat

Holdco

LLC

6

.750

02/01/32

450,555‌

3,075,000

(d)

H&E

Equipment

Services,

Inc

3

.875

12/15/28

2,810,356‌

665,000

(d)

Herc

Holdings,

Inc

6

.625

06/15/29

673,425‌

5,000,000

Honeywell

International,

Inc

5

.000

03/01/35

4,899,771‌

9,200,000

Honeywell

International,

Inc

5

.250

03/01/54

8,615,632‌

2,000,000

(d)

IHS

Holding

Ltd

7

.875

05/29/30

1,968,250‌

1,500,000

(d)

IHS

Holding

Ltd

8

.250

11/29/31

1,480,425‌

675,000

(d)

James

Hardie

International

Finance

DAC

5

.000

01/15/28

656,732‌

7,145,000

John

Deere

Capital

Corp

2

.000

06/17/31

5,991,468‌

15,000,000

John

Deere

Capital

Corp

4

.400

09/08/31

14,554,031‌

6,958,000

L3Harris

Technologies,

Inc

5

.400

07/31/33

6,945,553‌

5,000,000

L3Harris

Technologies,

Inc

5

.350

06/01/34

4,978,983‌

850,000

Lockheed

Martin

Corp

1

.850

06/15/30

728,568‌

2,850,000

Lockheed

Martin

Corp

5

.200

02/15/64

2,643,368‌

595,000

(d)

Masterbrand,

Inc

7

.000

07/15/32

599,100‌

280,000

(d)

MITER

BRAND

6

.750

04/01/32

281,312‌

5,775,000

Northrop

Grumman

Corp

3

.250

01/15/28

5,520,401‌

10,675,000

Raytheon

Technologies

Corp

4

.125

11/16/28

10,390,181‌

6,500,000

Raytheon

Technologies

Corp

6

.000

03/15/31

6,818,700‌

5,000,000

Raytheon

Technologies

Corp

5

.375

02/27/53

4,747,727‌

1,675,000

(d)

Sisecam

UK

plc

8

.625

05/02/32

1,663,903‌

2,000,000

(d)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

4

.250

05/07/29

1,914,974‌

1,800,000

(d)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

6

.500

11/07/33

1,856,687‌

2,500,000

(d)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3

.500

09/10/51

1,648,637‌

3,750,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.800

03/21/29

3,596,380‌

1,575,000

(d)

TransDigm,

Inc

6

.875

12/15/30

1,598,428‌

1,470,000

(d)

TransDigm,

Inc

6

.000

01/15/33

1,440,682‌

525,000

Tyco

Electronics

Group

S.A.

3

.700

02/15/26

519,269‌

425,000

(d)

WESCO

Distribution,

Inc

7

.250

06/15/28

432,146‌

1,595,000

(d)

Windsor

Holdings

III

LLC

8

.500

06/15/30

1,678,277‌

TOTAL

CAPITAL

GOODS

166,752,429‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

1,655,000

(d)

ADT

Corp

4

.875

07/15/32

1,518,939‌

325,000

(d)

ASGN,

Inc

4

.625

05/15/28

308,685‌

1,000,000

(d)

Garda

World

Security

Corp

4

.625

02/15/27

971,222‌

1,000,000

(d)

GFL

Environmental,

Inc

3

.750

08/01/25

990,136‌

125,000

(d)

GFL

Environmental,

Inc

5

.125

12/15/26

124,328‌

1,035,000

(d)

GTCR

W-2

MERGER

SUB

LLC

7

.500

01/15/31

1,085,052‌

2,125,000

(d)

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

2,123,809‌

1,300,000

(d)

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

1,215,854‌

2,655,000

(d)

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

2,640,407‌

2,225,000

Republic

Services,

Inc

2

.900

07/01/26

2,175,065‌

420,000

Verisk

Analytics,

Inc

3

.625

05/15/50

293,112‌

1,235,000

Waste

Management,

Inc

1

.500

03/15/31

1,005,220‌

7,700,000

Waste

Management,

Inc

4

.950

03/15/35

7,507,098‌

1,500,000

Waste

Management,

Inc

2

.500

11/15/50

871,867‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

22,830,794‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.4%

2,670,000

(d)

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

2,484,899‌

755,000

(d)

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

688,722‌

925,000

(d)

Bath

&

Body

Works,

Inc

6

.625

10/01/30

931,650‌

Core

Bond

170

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.4%

(continued)

$

550,000

(d)

Group

1

Automotive,

Inc

4

.000

%

08/15/28

$

514,915‌

6,975,000

Home

Depot,

Inc

4

.950

06/25/34

6,880,767‌

636,000

Kohl's

Corp

4

.625

05/01/31

508,868‌

800,000

(d)

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

747,002‌

790,000

(d)

LCM

Investments

Holdings

II

LLC

8

.250

08/01/31

819,518‌

850,000

(d)

Lithia

Motors,

Inc

4

.625

12/15/27

822,423‌

7,450,000

Lowe's

Cos,

Inc

4

.250

04/01/52

5,814,243‌

2,450,000

(d),(e)

Macy's

Retail

Holdings

LLC

6

.125

03/15/32

2,300,033‌

4,900,000

(d)

Magic

Mergeco,

Inc

5

.250

05/01/28

3,699,545‌

4,215,000

O'Reilly

Automotive,

Inc

3

.550

03/15/26

4,157,442‌

2,175,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

2,110,485‌

2,100,000

O'Reilly

Automotive,

Inc

4

.200

04/01/30

2,018,937‌

9,530,000

O'Reilly

Automotive,

Inc

1

.750

03/15/31

7,815,997‌

437,000

(d)

Prosus

NV

4

.850

07/06/27

428,545‌

1,425,000

(d),(e)

Prosus

NV

4

.193

01/19/32

1,269,695‌

1,675,000

(d)

Prosus

NV

4

.987

01/19/52

1,303,939‌

460,000

(d)

Wand

NewCo

3,

Inc

7

.625

01/30/32

472,477‌

335,000

(d)

Wayfair

LLC

7

.250

10/31/29

334,833‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

46,124,935‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

(d)

CD&R

Smokey

Buyer,

Inc

9

.500

10/15/29

982,911‌

5,000,000

Lennar

Corp

5

.000

06/15/27

5,012,396‌

1,175,000

(e)

Newell

Brands,

Inc

6

.375

09/15/27

1,179,052‌

4,050,000

Tapestry,

Inc

5

.100

03/11/30

4,005,376‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

11,179,735‌

CONSUMER

SERVICES

-

0.3%

1,035,000

(d)

1011778

BC

ULC

6

.125

06/15/29

1,038,802‌

1,455,000

(d),(e)

Caesars

Entertainment,

Inc

6

.000

10/15/32

1,402,865‌

2,000,000

(d)

CDI

Escrow

Issuer,

Inc

5

.750

04/01/30

1,962,905‌

3,285,000

(d)

Churchill

Downs,

Inc

6

.750

05/01/31

3,320,530‌

1,960,000

(d)

Flutter

Treasury

Designated

Activity

Co

6

.375

04/29/29

1,988,771‌

125,000

(d)

Hilton

Domestic

Operating

Co,

Inc

5

.750

05/01/28

124,972‌

2,990,000

(d)

Hilton

Domestic

Operating

Co,

Inc

5

.875

04/01/29

2,984,782‌

2,200,000

(d)

Hilton

Domestic

Operating

Co,

Inc

3

.625

02/15/32

1,911,089‌

400,000

(d)

International

Game

Technology

plc

4

.125

04/15/26

393,273‌

540,000

(d)

International

Game

Technology

plc

6

.250

01/15/27

543,412‌

350,000

(d)

Light

&

Wonder

International,

Inc

7

.500

09/01/31

360,368‌

425,000

(d),(e)

Marriott

Ownership

Resorts,

Inc

4

.500

06/15/29

396,718‌

2,000,000

(d)

Meituan

4

.500

04/02/28

1,950,786‌

1,475,000

MGM

Resorts

International

6

.125

09/15/29

1,473,147‌

1,000,000

(d)

NCL

Corp

Ltd

5

.875

03/15/26

998,643‌

2,335,000

Sands

China

Ltd

2

.550

03/08/27

2,175,473‌

1,400,000

Sands

China

Ltd

5

.900

08/08/28

1,384,391‌

1,200,000

Service

Corp

International

5

.750

10/15/32

1,163,980‌

1,980,000

(d)

Six

Flags

Entertainment

Corp

6

.625

05/01/32

2,006,759‌

1,175,000

(d)

Wynn

Macau

Ltd

5

.625

08/26/28

1,131,620‌

1,100,000

(d)

Wynn

Resorts

Finance

LLC

6

.250

03/15/33

1,080,735‌

TOTAL

CONSUMER

SERVICES

29,794,021‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.6%

3,505,000

(d)

Albertsons

Cos,

Inc

6

.500

02/15/28

3,551,118‌

3,975,000

Costco

Wholesale

Corp

1

.600

04/20/30

3,401,991‌

18,300,000

Kroger

Co

5

.000

09/15/34

17,723,729‌

7,325,000

Kroger

Co

5

.500

09/15/54

6,899,225‌

1,380,000

(d)

Performance

Food

Group,

Inc

6

.125

09/15/32

1,379,937‌

730,000

SYSCO

Corp

3

.750

10/01/25

725,264‌

1,000,000

SYSCO

Corp

6

.000

01/17/34

1,048,220‌

3,700,000

SYSCO

Corp

3

.150

12/14/51

2,384,285‌

4,250,000

Target

Corp

4

.500

09/15/34

4,039,902‌

785,000

(d)

US

Foods,

Inc

6

.875

09/15/28

803,232‌

490,000

(e)

Walgreens

Boots

Alliance,

Inc

8

.125

08/15/29

485,042‌

3,600,000

Walmart,

Inc

1

.050

09/17/26

3,405,670‌

294,000

Walmart,

Inc

2

.375

09/24/29

267,710‌

171

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.6%

(continued)

$

5,155,000

Walmart,

Inc

1

.800

%

09/22/31

$

4,302,822‌

5,900,000

Walmart,

Inc

2

.500

09/22/41

4,061,631‌

5,150,000

Walmart,

Inc

4

.500

04/15/53

4,480,974‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

58,960,752‌

ENERGY

-

3.3%

2,500,000

(d)

Antero

Midstream

Partners

LP

5

.750

01/15/28

2,480,313‌

2,000,000

(d)

Antero

Midstream

Partners

LP

6

.625

02/01/32

2,014,566‌

1,875,000

(d)

Archrock

Partners

LP

6

.250

04/01/28

1,865,005‌

1,580,000

(d)

Archrock

Partners

LP

6

.625

09/01/32

1,578,034‌

9,200,000

BP

Capital

Markets

America,

Inc

5

.227

11/17/34

9,060,931‌

875,000

Cenovus

Energy,

Inc

2

.650

01/15/32

727,839‌

2,367,000

Cenovus

Energy,

Inc

5

.400

06/15/47

2,106,382‌

9,150,000

Cheniere

Energy

Partners

LP

4

.500

10/01/29

8,858,838‌

4,250,000

Cheniere

Energy

Partners

LP

3

.250

01/31/32

3,685,231‌

6,900,000

(d)

Cheniere

Energy

Partners

LP

5

.750

08/15/34

6,945,809‌

1,440,000

(d)

Civitas

Resources,

Inc

8

.375

07/01/28

1,495,539‌

640,000

(d)

Civitas

Resources,

Inc

8

.625

11/01/30

670,237‌

1,750,000

(d)

Civitas

Resources,

Inc

8

.750

07/01/31

1,824,434‌

1,350,000

(d)

CNX

Resources

Corp

7

.250

03/01/32

1,372,715‌

500,000

(d)

Coronado

Finance

Pty

Ltd

9

.250

10/01/29

507,060‌

2,000,000

(d)

Cosan

Ltd

5

.500

09/20/29

1,857,837‌

1,790,000

(d)

DT

Midstream,

Inc

4

.125

06/15/29

1,671,642‌

1,490,000

(d)

DT

Midstream,

Inc

4

.375

06/15/31

1,359,508‌

1,050,000

Ecopetrol

S.A.

6

.875

04/29/30

1,024,702‌

2,275,000

Ecopetrol

S.A.

4

.625

11/02/31

1,886,510‌

2,675,000

(d)

Empresa

Nacional

del

Petroleo

3

.450

09/16/31

2,291,137‌

6,875,000

Enbridge,

Inc

5

.700

03/08/33

6,946,421‌

3,960,000

Enbridge,

Inc

2

.500

08/01/33

3,178,552‌

10,350,000

Enbridge,

Inc

8

.500

01/15/84

11,495,259‌

2,424,000

(d)

Energean

Israel

Finance

Ltd

4

.875

03/30/26

2,370,187‌

1,450,000

(d)

Energean

Israel

Finance

Ltd

8

.500

09/30/33

1,423,175‌

2,675,000

Energy

Transfer

LP

4

.750

01/15/26

2,671,227‌

1,235,000

Energy

Transfer

LP

3

.750

05/15/30

1,152,224‌

10,800,000

Energy

Transfer

LP

5

.750

02/15/33

10,948,044‌

4,100,000

Energy

Transfer

LP

6

.550

12/01/33

4,364,552‌

2,450,000

Energy

Transfer

LP

5

.550

05/15/34

2,437,454‌

450,000

Energy

Transfer

LP

5

.400

10/01/47

404,292‌

4,100,000

Energy

Transfer

LP

6

.250

04/15/49

4,103,434‌

4,625,000

Energy

Transfer

LP

5

.000

05/15/50

3,923,646‌

7,950,000

Energy

Transfer

LP

5

.950

05/15/54

7,685,643‌

10,000,000

(f)

Energy

Transfer

LP

7

.125

N/A

10,036,010‌

1,670,000

Energy

Transfer

Operating

LP

5

.500

06/01/27

1,691,447‌

500,000

(d)

EnLink

Midstream

LLC

5

.625

01/15/28

505,015‌

1,425,000

Enterprise

Products

Operating

LLC

4

.250

02/15/48

1,143,229‌

2,300,000

Enterprise

Products

Operating

LLC

4

.200

01/31/50

1,809,117‌

4,575,000

Enterprise

Products

Operating

LLC

3

.200

02/15/52

2,971,500‌

6,575,000

Enterprise

Products

Operating

LLC

3

.300

02/15/53

4,322,195‌

1,200,000

(d)

EQM

Midstream

Partners

LP

6

.500

07/01/27

1,215,561‌

1,756,000

(d)

EQM

Midstream

Partners

LP

4

.500

01/15/29

1,671,610‌

695,000

(d)

EQM

Midstream

Partners

LP

6

.375

04/01/29

697,338‌

850,000

(d)

EQT

Corp

3

.125

05/15/26

827,147‌

2,322,870

(d)

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.160

03/31/34

1,991,084‌

2,750,000

(d)

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.625

03/31/36

2,238,764‌

1,033,000

Genesis

Energy

LP

8

.000

01/15/27

1,050,974‌

490,000

Genesis

Energy

LP

8

.250

01/15/29

494,841‌

1,450,000

(d)

Hilcorp

Energy

I

LP

5

.750

02/01/29

1,383,371‌

1,450,000

(d)

Hilcorp

Energy

I

LP

6

.000

02/01/31

1,340,956‌

2,000,000

(d)

Hilcorp

Energy

I

LP

8

.375

11/01/33

2,041,585‌

3,500,000

(d)

KazMunayGas

National

Co

JSC

3

.500

04/14/33

2,897,430‌

2,000,000

(d)

Kinetik

Holdings

LP

6

.625

12/15/28

2,046,018‌

1,070,000

(d)

Kodiak

Gas

Services

LLC

7

.250

02/15/29

1,091,450‌

1,325,000

(d)

Kosmos

Energy

Ltd

7

.750

05/01/27

1,284,850‌

Core

Bond

172

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.3%

(continued)

$

725,000

(d),(e)

Kosmos

Energy

Ltd

8

.750

%

10/01/31

$

680,783‌

1,525,000

(d)

Leviathan

Bond

Ltd

6

.125

06/30/25

1,513,562‌

5,000,000

Marathon

Petroleum

Corp

4

.700

05/01/25

4,994,260‌

15,040,000

Marathon

Petroleum

Corp

3

.800

04/01/28

14,510,991‌

1,000,000

Marathon

Petroleum

Corp

4

.750

09/15/44

829,903‌

2,750,000

Marathon

Petroleum

Corp

5

.000

09/15/54

2,262,569‌

1,500,000

(d)

Medco

Maple

Tree

Pte

Ltd

8

.960

04/27/29

1,578,699‌

5,000,000

(d)

MEG

Energy

Corp

5

.875

02/01/29

4,880,546‌

710,000

(d)

Midwest

Connector

Capital

Co

LLC

4

.625

04/01/29

696,329‌

4,475,000

MPLX

LP

1

.750

03/01/26

4,320,526‌

7,235,000

MPLX

LP

2

.650

08/15/30

6,330,829‌

1,935,000

MPLX

LP

4

.700

04/15/48

1,585,524‌

7,735,000

(d)

Northern

Natural

Gas

Co

3

.400

10/16/51

5,106,078‌

325,000

Occidental

Petroleum

Corp

5

.500

12/01/25

325,906‌

475,000

Occidental

Petroleum

Corp

5

.550

03/15/26

476,667‌

5,000,000

Occidental

Petroleum

Corp

3

.500

08/15/29

4,584,325‌

2,000,000

Occidental

Petroleum

Corp

6

.600

03/15/46

2,019,130‌

1,450,000

(d)

Oleoducto

Central

S.A.

4

.000

07/14/27

1,371,025‌

7,750,000

ONEOK,

Inc

4

.500

03/15/50

6,081,427‌

2,000,000

(d)

Parkland

Corp

4

.500

10/01/29

1,854,977‌

1,260,000

(d)

Parkland

Corp

4

.625

05/01/30

1,156,561‌

1,210,000

(d)

Permian

Resources

Operating

LLC

7

.000

01/15/32

1,228,283‌

6,200,000

(d)

Pertamina

Persero

PT

1

.400

02/09/26

5,931,780‌

850,000

(d)

Pertamina

Persero

PT

3

.650

07/30/29

797,012‌

1,667,000

Petrobras

Global

Finance

BV

5

.999

01/27/28

1,665,141‌

1,200,000

Petrobras

Global

Finance

BV

6

.900

03/19/49

1,123,134‌

1,000,000

Petroleos

Mexicanos

5

.950

01/28/31

844,486‌

6,244,000

Petroleos

Mexicanos

6

.700

02/16/32

5,431,995‌

3,000,000

Petroleos

Mexicanos

7

.690

01/23/50

2,263,500‌

1,000,000

(d)

Petronas

Energy

Canada

Ltd

2

.112

03/23/28

912,081‌

15,790,000

Phillips

66

2

.150

12/15/30

13,394,056‌

2,400,000

Phillips

66

3

.300

03/15/52

1,543,650‌

860,000

Phillips

66

Co

3

.150

12/15/29

789,111‌

775,000

Phillips

66

Co

4

.680

02/15/45

647,446‌

2,050,000

(d)

Promigas

S.A.

ESP

3

.750

10/16/29

1,862,761‌

3,000,000

(d)

Qatar

Petroleum

2

.250

07/12/31

2,526,108‌

2,100,000

(d)

Raizen

Fuels

Finance

S.A.

5

.700

01/17/35

1,944,075‌

8,670,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

8,752,408‌

8,365,000

Sabine

Pass

Liquefaction

LLC

4

.500

05/15/30

8,102,963‌

3,175,000

(d)

Saudi

Arabian

Oil

Co

2

.250

11/24/30

2,706,497‌

1,375,000

(d)

Saudi

Arabian

Oil

Co

5

.250

07/17/34

1,356,366‌

880,000

(d)

SM

Energy

Co

6

.750

08/01/29

871,083‌

3,425,000

(d)

Southern

Gas

Corridor

CJSC

6

.875

03/24/26

3,471,820‌

1,975,000

Sunoco

Logistics

Partners

Operations

LP

4

.000

10/01/27

1,931,483‌

2,235,000

(d)

Sunoco

LP

7

.000

05/01/29

2,293,711‌

1,150,000

Sunoco

LP

4

.500

05/15/29

1,080,227‌

300,000

Targa

Resources

Partners

LP

6

.500

07/15/27

302,160‌

1,700,000

(d)

Tengizchevroil

Finance

Co

International

Ltd

2

.625

08/15/25

1,664,587‌

2,200,000

(d)

Thaioil

Treasury

Center

Co

Ltd

2

.500

06/18/30

1,852,525‌

1,450,000

TotalEnergies

Capital

International

S.A.

2

.986

06/29/41

1,039,962‌

5,550,000

TotalEnergies

Capital

International

S.A.

3

.127

05/29/50

3,635,857‌

2,000,000

TotalEnergies

Capital

S.A.

5

.488

04/05/54

1,916,819‌

6,025,000

TotalEnergies

Capital

S.A.

5

.425

09/10/64

5,587,881‌

7,835,000

TransCanada

Trust

5

.500

09/15/79

7,529,216‌

943,500

(d)

Transocean,

Inc

8

.750

02/15/30

973,055‌

1,875,000

(d)

US

LIQUIDSCO0

5

.584

10/01/34

1,823,623‌

2,050,000

(d)

US

LIQUIDSCO0

6

.176

10/01/54

1,984,276‌

500,000

USA

Compression

Partners

LP

6

.875

09/01/27

501,632‌

2,125,000

(d)

USA

Compression

Partners

LP

7

.125

03/15/29

2,162,501‌

2,000,000

(d)

Venture

Global

Calcasieu

Pass

LLC

4

.125

08/15/31

1,791,058‌

2,205,000

(d)

Venture

Global

LNG,

Inc

8

.125

06/01/28

2,293,846‌

3,000,000

(d)

Venture

Global

LNG,

Inc

9

.875

02/01/32

3,291,838‌

173

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.3%

(continued)

$

7,050,000

Williams

Cos,

Inc

2

.600

%

03/15/31

$

6,070,881‌

5,550,000

Williams

Cos,

Inc

5

.650

03/15/33

5,599,333‌

TOTAL

ENERGY

353,792,715‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.7%

6,850,000

Agree

LP

2

.000

06/15/28

6,203,508‌

5,450,000

Alexandria

Real

Estate

Equities,

Inc

3

.450

04/30/25

5,423,124‌

450,000

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/27

442,685‌

675,000

(e)

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/28

656,179‌

2,775,000

Alexandria

Real

Estate

Equities,

Inc

4

.900

12/15/30

2,731,719‌

1,900,000

Alexandria

Real

Estate

Equities,

Inc

1

.875

02/01/33

1,463,716‌

2,175,000

American

Homes

4

Rent

LP

5

.250

03/15/35

2,116,394‌

2,700,000

American

Tower

Corp

2

.950

01/15/25

2,698,263‌

600,000

American

Tower

Corp

3

.375

10/15/26

586,061‌

1,200,000

American

Tower

Corp

3

.600

01/15/28

1,153,709‌

5,370,000

American

Tower

Corp

1

.500

01/31/28

4,845,951‌

5,800,000

American

Tower

Corp

3

.800

08/15/29

5,490,684‌

6,950,000

American

Tower

Corp

2

.900

01/15/30

6,259,033‌

1,375,000

American

Tower

Corp

2

.100

06/15/30

1,178,291‌

890,000

American

Tower

Corp

1

.875

10/15/30

745,798‌

5,400,000

American

Tower

Corp

5

.400

01/31/35

5,341,052‌

2,225,000

Brixmor

Operating

Partnership

LP

3

.850

02/01/25

2,222,065‌

10,206,000

Brixmor

Operating

Partnership

LP

2

.250

04/01/28

9,325,932‌

1,525,000

Digital

Realty

Trust

LP

3

.600

07/01/29

1,442,100‌

7,735,000

Essential

Properties

LP

2

.950

07/15/31

6,584,999‌

3,200,000

Essex

Portfolio

LP

3

.000

01/15/30

2,894,720‌

2,275,000

Extra

Space

Storage

LP

2

.400

10/15/31

1,890,320‌

1,225,000

Federal

Realty

OP

LP

1

.250

02/15/26

1,175,943‌

1,675,000

Healthcare

Realty

Holdings

LP

3

.875

05/01/25

1,666,677‌

4,125,000

Healthcare

Realty

Holdings

LP

3

.500

08/01/26

4,031,246‌

3,000,000

Healthcare

Realty

Holdings

LP

3

.625

01/15/28

2,849,468‌

8,015,000

Healthcare

Realty

Holdings

LP

3

.100

02/15/30

7,202,901‌

1,660,000

Healthcare

Realty

Holdings

LP

2

.400

03/15/30

1,423,342‌

925,000

Healthcare

Realty

Holdings

LP

2

.050

03/15/31

749,361‌

7,500,000

Highwoods

Realty

LP

3

.875

03/01/27

7,291,574‌

1,025,000

Highwoods

Realty

LP

4

.125

03/15/28

980,583‌

1,350,000

Highwoods

Realty

LP

4

.200

04/15/29

1,281,426‌

8,010,000

Highwoods

Realty

LP

3

.050

02/15/30

7,064,123‌

2,085,000

Highwoods

Realty

LP

2

.600

02/01/31

1,736,638‌

155,000

(d)

Iron

Mountain,

Inc

7

.000

02/15/29

158,374‌

1,310,000

(d)

Iron

Mountain,

Inc

6

.250

01/15/33

1,304,768‌

1,025,000

Kimco

Realty

OP

LLC

3

.850

06/01/25

1,019,880‌

700,000

Kimco

Realty

OP

LLC

3

.250

08/15/26

681,429‌

4,385,000

Kite

Realty

Group

LP

4

.950

12/15/31

4,266,313‌

1,050,000

Mid-America

Apartments

LP

4

.000

11/15/25

1,044,947‌

9,350,000

Mid-America

Apartments

LP

2

.750

03/15/30

8,366,463‌

6,200,000

Mid-America

Apartments

LP

1

.700

02/15/31

5,104,833‌

1,700,000

(e)

Mid-America

Apartments

LP

2

.875

09/15/51

1,048,285‌

3,375,000

MPT

Operating

Partnership

LP

3

.500

03/15/31

2,126,611‌

625,000

National

Retail

Properties,

Inc

4

.000

11/15/25

619,888‌

1,850,000

National

Retail

Properties,

Inc

3

.600

12/15/26

1,810,810‌

1,425,000

NNN

REIT,

Inc

5

.600

10/15/33

1,437,078‌

1,075,000

ProLogis

LP

2

.875

11/15/29

984,128‌

1,100,000

Regency

Centers

LP

3

.900

11/01/25

1,089,209‌

950,000

Regency

Centers

LP

3

.600

02/01/27

927,080‌

5,885,000

Regency

Centers

LP

2

.950

09/15/29

5,394,591‌

17,050,000

(d)

SBA

Tower

Trust

2

.836

01/15/25

17,032,507‌

8,398,000

(d)

SBA

Tower

Trust

1

.884

01/15/26

8,137,214‌

7,500,000

(d)

SBA

Tower

Trust

1

.631

11/15/26

7,030,331‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

178,734,324‌

FINANCIAL

SERVICES

-

3.0%

9,050,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

8,757,039‌

17,975,000

AerCap

Ireland

Capital

DAC

3

.000

10/29/28

16,644,131‌

Core

Bond

174

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.0%

(continued)

$

7,000,000

AerCap

Ireland

Capital

DAC

3

.300

%

01/30/32

$

6,099,235‌

1,250,000

(e)

AerCap

Ireland

Capital

DAC

3

.850

10/29/41

978,312‌

2,000,000

American

Express

Co

2

.550

03/04/27

1,914,737‌

5,705,000

(f)

Bank

of

New

York

Mellon

Corp

4

.700

N/A

5,650,852‌

4,690,000

(d)

Block,

Inc

6

.500

05/15/32

4,735,274‌

830,000

(d)

Brazil

Minas

SPE

via

State

of

Minas

Gerais

5

.333

02/15/28

821,692‌

2,490,000

Capital

One

Financial

Corp

3

.750

03/09/27

2,431,069‌

5,490,000

(e),(f)

Capital

One

Financial

Corp

3

.950

N/A

5,221,717‌

10,800,000

(f)

Charles

Schwab

Corp

5

.375

N/A

10,742,486‌

600,000

(d)

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

575,910‌

2,500,000

Corebridge

Financial,

Inc

6

.050

09/15/33

2,585,842‌

3,475,000

Corebridge

Financial,

Inc

5

.750

01/15/34

3,539,729‌

6,400,000

(f)

Deutsche

Bank

AG.

6

.000

N/A

6,269,216‌

5,400,000

Discover

Bank

3

.450

07/27/26

5,278,760‌

2,275,000

Discover

Bank

2

.700

02/06/30

2,007,449‌

2,375,000

(d)

ENN

Clean

Energy

International

Investment

Ltd

3

.375

05/12/26

2,313,151‌

1,705,000

(d)

FirstCash,

Inc

6

.875

03/01/32

1,711,956‌

5,330,000

Fiserv,

Inc

3

.500

07/01/29

5,000,916‌

5,275,000

Fiserv,

Inc

5

.450

03/15/34

5,278,211‌

11,000,000

Fiserv,

Inc

5

.150

08/12/34

10,748,439‌

5,277,000

Goldman

Sachs

Group,

Inc

3

.500

04/01/25

5,258,176‌

5,800,000

Goldman

Sachs

Group,

Inc

5

.798

08/10/26

5,832,379‌

5,600,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

5,535,198‌

12,395,000

Goldman

Sachs

Group,

Inc

5

.851

04/25/35

12,629,243‌

360,000

Goldman

Sachs

Group,

Inc

6

.750

10/01/37

385,402‌

1,900,000

Goldman

Sachs

Group,

Inc

4

.411

04/23/39

1,674,487‌

4,875,000

Goldman

Sachs

Group,

Inc

3

.210

04/22/42

3,552,500‌

725,000

Goldman

Sachs

Group,

Inc

3

.436

02/24/43

539,697‌

5,900,000

(f)

Goldman

Sachs

Group,

Inc

7

.500

N/A

6,222,609‌

10,000,000

(f)

Goldman

Sachs

Group,

Inc

7

.500

N/A

10,432,145‌

800,000

(d)

HAT

Holdings

I

LLC

8

.000

06/15/27

833,536‌

925,000

Icahn

Enterprises

LP

5

.250

05/15/27

875,767‌

3,800,000

Icahn

Enterprises

LP

4

.375

02/01/29

3,174,068‌

1,100,000

(d)

Indian

Railway

Finance

Corp

Ltd

3

.249

02/13/30

998,587‌

7,400,000

(d)

Indian

Railway

Finance

Corp

Ltd

2

.800

02/10/31

6,410,653‌

1,000,000

(d)

Jane

Street

Group

6

.125

11/01/32

990,691‌

2,500,000

(d)

Minejesa

Capital

BV

5

.625

08/10/37

2,324,560‌

1,040,000

Morgan

Stanley

4

.000

07/23/25

1,035,742‌

4,444,000

Morgan

Stanley

2

.188

04/28/26

4,404,365‌

11,950,000

Morgan

Stanley

3

.125

07/27/26

11,673,280‌

685,000

Morgan

Stanley

3

.950

04/23/27

671,305‌

3,000,000

Morgan

Stanley

5

.449

07/20/29

3,033,516‌

7,250,000

Morgan

Stanley

6

.407

11/01/29

7,572,778‌

15,750,000

Morgan

Stanley

5

.250

04/21/34

15,508,948‌

3,625,000

Morgan

Stanley

5

.424

07/21/34

3,599,714‌

3,675,000

Morgan

Stanley

5

.831

04/19/35

3,744,984‌

19,875,000

Morgan

Stanley

5

.320

07/19/35

19,549,235‌

2,350,000

(d)

Muthoot

Finance

Ltd

6

.375

04/23/29

2,336,479‌

5,000,000

Navient

Corp

5

.000

03/15/27

4,900,790‌

2,000,000

(f)

Northern

Trust

Corp

4

.600

N/A

1,957,892‌

1,345,000

OneMain

Finance

Corp

3

.500

01/15/27

1,282,967‌

5,000,000

OneMain

Finance

Corp

4

.000

09/15/30

4,443,812‌

2,000,000

OneMain

Finance

Corp

7

.125

11/15/31

2,037,646‌

350,000

(d)

PennyMac

Financial

Services,

Inc

7

.875

12/15/29

366,696‌

2,975,000

(d)

Power

Finance

Corp

Ltd

3

.950

04/23/30

2,771,191‌

2,000,000

(d)

Rocket

Mortgage

LLC

4

.000

10/15/33

1,665,729‌

1,375,000

S&P

Global,

Inc

4

.250

05/01/29

1,344,806‌

550,000

(e)

Springleaf

Finance

Corp

5

.375

11/15/29

528,790‌

815,000

(d)

Starwood

Property

Trust,

Inc

6

.500

07/01/30

816,022‌

6,950,000

(f)

State

Street

Corp

6

.700

N/A

7,087,304‌

1,650,000

UBS

Group

AG.

3

.750

03/26/25

1,645,060‌

8,325,000

(d)

UBS

Group

AG.

2

.193

06/05/26

8,225,845‌

175

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.0%

(continued)

$

6,450,000

(d)

UBS

Group

AG.

1

.305

%

02/02/27

$

6,197,973‌

4,600,000

(d)

UBS

Group

AG.

6

.442

08/11/28

4,753,393‌

7,500,000

(d)

UBS

Group

AG.

5

.617

09/13/30

7,619,269‌

3,500,000

(d)

UBS

Group

AG.

3

.179

02/11/43

2,521,013‌

800,000

(d)

UWM

Holdings

LLC

6

.625

02/01/30

795,058‌

580,000

(e)

Visa,

Inc

3

.150

12/14/25

573,418‌

3,400,000

Visa,

Inc

2

.700

04/15/40

2,475,609‌

2,000,000

(d),(e)

VistaJet

Malta

Finance

plc

6

.375

02/01/30

1,747,648‌

650,000

Voya

Financial,

Inc

5

.700

07/15/43

620,589‌

TOTAL

FINANCIAL

SERVICES

316,484,687‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.9%

3,100,000

(d)

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3

.375

06/29/28

2,737,002‌

6,875,000

Anheuser-Busch

Cos

LLC

4

.700

02/01/36

6,521,061‌

12,553,000

Anheuser-Busch

Cos

LLC

4

.900

02/01/46

11,415,281‌

10,260,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.750

01/23/29

10,255,932‌

11,000,000

(e)

Anheuser-Busch

InBev

Worldwide,

Inc

5

.000

06/15/34

10,871,011‌

2,000,000

(d)

Bimbo

Bakeries

USA,

Inc

6

.050

01/15/29

2,041,438‌

5,000,000

(e)

Campbell

Soup

Co

4

.750

03/23/35

4,714,755‌

3,250,000

(d)

Cia

Cervecerias

Unidas

S.A.

3

.350

01/19/32

2,793,015‌

3,000,000

(d),(e)

Coca-Cola

Icecek

AS.

4

.500

01/20/29

2,839,521‌

750,000

Constellation

Brands,

Inc

4

.400

11/15/25

748,258‌

2,775,000

Constellation

Brands,

Inc

3

.700

12/06/26

2,727,365‌

6,540,000

Constellation

Brands,

Inc

2

.875

05/01/30

5,843,722‌

2,320,000

Diageo

Capital

plc

1

.375

09/29/25

2,266,353‌

1,875,000

(d)

Embotelladora

Andina

S.A.

3

.950

01/21/50

1,397,225‌

2,250,000

(d),(e)

Gruma

SAB

de

C.V.

5

.390

12/09/34

2,186,618‌

2,000,000

(d)

Grupo

Bimbo

SAB

de

C.V.

4

.700

11/10/47

1,652,700‌

2,200,000

Kraft

Heinz

Foods

Co

4

.375

06/01/46

1,781,236‌

1,500,000

(d)

NBM

US

Holdings,

Inc

6

.625

08/06/29

1,499,998‌

9,000,000

Philip

Morris

International,

Inc

5

.250

02/13/34

8,894,962‌

680,000

(d)

Post

Holdings,

Inc

6

.250

02/15/32

674,891‌

2,000,000

(d)

Post

Holdings,

Inc

6

.375

03/01/33

1,957,725‌

5,500,000

(d)

Primo

Water

Holdings,

Inc

4

.375

04/30/29

5,114,577‌

2,500,000

(d)

Ulker

Biskuvi

Sanayi

AS.

7

.875

07/08/31

2,535,633‌

1,305,000

(d)

Viking

Baked

Goods

Acquisition

Corp

8

.625

11/01/31

1,281,975‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

94,752,254‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.0%

980,000

Advocate

Health

&

Hospitals

Corp

3

.008

06/15/50

641,927‌

285,000

Aetna,

Inc

6

.625

06/15/36

300,153‌

2,100,000

Boston

Scientific

Corp

2

.650

06/01/30

1,875,071‌

1,640,000

Centene

Corp

2

.450

07/15/28

1,475,849‌

8,310,000

Centene

Corp

3

.000

10/15/30

7,170,673‌

6,250,000

(d)

CHS

5

.250

05/15/30

5,133,299‌

2,550,000

Cigna

Group

3

.200

03/15/40

1,869,323‌

430,000

(d)

Concentra

Escrow

Issuer

Corp

6

.875

07/15/32

439,013‌

495,000

CVS

Health

Corp

3

.875

07/20/25

491,816‌

8,550,000

CVS

Health

Corp

4

.780

03/25/38

7,392,945‌

19,325,000

CVS

Health

Corp

5

.050

03/25/48

15,934,347‌

1,000,000

(d)

DaVita,

Inc

4

.625

06/01/30

919,325‌

2,000,000

(d)

DaVita,

Inc

6

.875

09/01/32

2,015,330‌

9,160,000

Elevance

Health,

Inc

2

.250

05/15/30

7,957,615‌

2,625,000

Elevance

Health,

Inc

5

.125

02/15/53

2,335,346‌

2,815,000

HCA,

Inc

5

.625

09/01/28

2,852,407‌

5,000,000

HCA,

Inc

3

.500

09/01/30

4,541,002‌

9,475,000

HCA,

Inc

3

.625

03/15/32

8,350,986‌

6,800,000

HCA,

Inc

4

.625

03/15/52

5,306,589‌

3,500,000

(d)

Hologic,

Inc

3

.250

02/15/29

3,165,192‌

10,100,000

Humana,

Inc

2

.150

02/03/32

8,045,034‌

800,000

Humana,

Inc

5

.875

03/01/33

802,950‌

800,000

(d)

Molina

Healthcare,

Inc

6

.250

01/15/33

790,674‌

225,000

Tenet

Healthcare

Corp

4

.625

06/15/28

215,322‌

5,400,000

(e)

Tenet

Healthcare

Corp

6

.125

10/01/28

5,389,982‌

Core

Bond

176

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.0%

(continued)

$

2,500,000

Tenet

Healthcare

Corp

4

.250

%

06/01/29

$

2,346,998‌

3,200,000

Tenet

Healthcare

Corp

4

.375

01/15/30

2,972,179‌

7,185,000

UnitedHealth

Group,

Inc

2

.300

05/15/31

6,109,494‌

2,750,000

UnitedHealth

Group,

Inc

5

.150

07/15/34

2,713,304‌

1,375,000

UnitedHealth

Group,

Inc

3

.750

10/15/47

1,022,361‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

110,576,506‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

3,150,000

Church

&

Dwight

Co,

Inc

2

.300

12/15/31

2,636,382‌

1,170,000

(d)

Coty,

Inc

6

.625

07/15/30

1,185,942‌

8,175,000

Haleon

US

Capital

LLC

3

.625

03/24/32

7,402,488‌

8,350,000

Unilever

Capital

Corp

4

.625

08/12/34

8,038,626‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

19,263,438‌

INSURANCE

-

1.4%

2,550,000

(d)

Acrisure

LLC

4

.250

02/15/29

2,397,316‌

131,000

Aflac,

Inc

6

.450

08/15/40

140,735‌

825,000

(d)

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

787,477‌

4,360,000

(d)

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

4,370,250‌

2,000,000

(d)

Alliant

Holdings

Intermediate

LLC

6

.500

10/01/31

1,980,247‌

6,400,000

(d)

Allianz

SE

6

.350

09/06/53

6,669,542‌

11,160,000

Aon

Corp

2

.800

05/15/30

9,944,047‌

1,450,000

Aon

Corp

5

.350

02/28/33

1,443,570‌

1,045,000

(d)

Ardonagh

Finco

Ltd

7

.750

02/15/31

1,076,142‌

1,000,000

Arthur

J

Gallagher

&

Co

5

.750

03/02/53

981,253‌

4,500,000

AXIS

Specialty

Finance

LLC

4

.900

01/15/40

4,224,174‌

825,000

Berkshire

Hathaway

Finance

Corp

2

.875

03/15/32

722,730‌

9,950,000

Berkshire

Hathaway

Finance

Corp

2

.850

10/15/50

6,243,777‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3

.850

03/15/52

1,135,542‌

8,225,000

(d)

Five

Corners

Funding

Trust

II

2

.850

05/15/30

7,352,396‌

2,500,000

(d)

Hanwha

Life

Insurance

Co

Ltd

3

.379

02/04/32

2,397,959‌

15,431,000

Hartford

Financial

Services

Group,

Inc

2

.800

08/19/29

14,054,085‌

350,000

Hartford

Financial

Services

Group,

Inc

4

.300

04/15/43

295,117‌

3,400,000

Hartford

Financial

Services

Group,

Inc

2

.900

09/15/51

2,113,139‌

2,755,000

(d)

HUB

International

Ltd

7

.250

06/15/30

2,823,187‌

1,450,000

(d)

Liberty

Mutual

Group,

Inc

3

.951

10/15/50

1,054,949‌

600,000

MetLife,

Inc

3

.000

03/01/25

598,285‌

525,000

MetLife,

Inc

3

.600

11/13/25

520,617‌

1,025,000

MetLife,

Inc

5

.000

07/15/52

926,136‌

5,870,000

(f)

MetLife,

Inc

3

.850

N/A

5,762,991‌

3,250,000

(d)

Panther

Escrow

Issuer

LLC

7

.125

06/01/31

3,282,482‌

10,175,000

PartnerRe

Finance

B

LLC

4

.500

10/01/50

9,408,863‌

3,500,000

Principal

Financial

Group,

Inc

2

.125

06/15/30

3,016,548‌

2,000,000

Prudential

Financial,

Inc

3

.905

12/07/47

1,524,279‌

5,500,000

Prudential

Financial,

Inc

5

.125

03/01/52

5,233,923‌

10,250,000

Prudential

Financial,

Inc

6

.500

03/15/54

10,541,766‌

9,575,000

Reinsurance

Group

of

America,

Inc

5

.750

09/15/34

9,650,339‌

985,000

(d)

Ryan

Specialty

LLC

5

.875

08/01/32

974,601‌

11,300,000

(d)

Swiss

Re

Finance

Luxembourg

S.A.

5

.000

04/02/49

11,206,379‌

3,800,000

Verisk

Analytics,

Inc

5

.250

06/05/34

3,753,452‌

3,900,000

(a),(d)

Vitality

Re

XIV

Ltd,

(3-Month

US

Treasury

Bill

+

3.500%)

7

.784

01/05/27

3,949,920‌

1,900,000

(a),(d)

Vitality

Re

XV

Ltd,

(3-Month

US

Treasury

Bill

+

2.500%)

6

.784

01/07/28

1,897,910‌

TOTAL

INSURANCE

144,456,125‌

MATERIALS

-

1.1%

4,375,000

Albemarle

Corp

4

.650

06/01/27

4,338,431‌

875,000

(d)

Alpek

SAB

de

C.V.

4

.250

09/18/29

807,628‌

2,000,000

(d)

Alpek

SAB

de

C.V.

3

.250

02/25/31

1,682,930‌

370,000

Amcor

Flexibles

North

America,

Inc

3

.100

09/15/26

358,191‌

4,725,000

Amcor

Flexibles

North

America,

Inc

2

.630

06/19/30

4,141,449‌

7,535,000

Amcor

Flexibles

North

America,

Inc

2

.690

05/25/31

6,475,107‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

2,124,516‌

2,500,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

2,258,731‌

1,778,000

(d)

Antofagasta

plc

2

.375

10/14/30

1,491,797‌

1,600,000

(d)

Antofagasta

plc

5

.625

05/13/32

1,582,991‌

177

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

1.1%

(continued)

$

1,150,000

(d)

Antofagasta

plc

6

.250

%

05/02/34

$

1,167,731‌

1,445,000

(d)

Arsenal

AIC

Parent

LLC

8

.000

10/01/30

1,495,281‌

400,000

(d)

Avient

Corp

6

.250

11/01/31

394,556‌

3,570,000

Ball

Corp

6

.875

03/15/28

3,651,341‌

1,850,000

Ball

Corp

2

.875

08/15/30

1,583,149‌

10,105,000

Berry

Global,

Inc

1

.570

01/15/26

9,751,726‌

6,100,000

Berry

Global,

Inc

1

.650

01/15/27

5,711,723‌

2,025,000

Celulosa

Arauco

y

Constitucion

S.A.

3

.875

11/02/27

1,941,681‌

1,500,000

(d)

Celulosa

Arauco

y

Constitucion

S.A.

4

.250

04/30/29

1,406,523‌

1,325,000

(d)

Cemex

SAB

de

C.V.

5

.450

11/19/29

1,307,145‌

500,000

(d),(e)

Cemex

SAB

de

C.V.

3

.875

07/11/31

435,808‌

1,500,000

Commercial

Metals

Co

4

.125

01/15/30

1,378,663‌

3,000,000

(d)

Corp

Nacional

del

Cobre

de

Chile

3

.000

09/30/29

2,661,333‌

2,000,000

(d)

Corp

Nacional

del

Cobre

de

Chile

3

.150

01/14/30

1,776,000‌

325,000

(d)

Corp

Nacional

del

Cobre

de

Chile

6

.440

01/26/36

331,127‌

265,000

DowDuPont,

Inc

4

.493

11/15/25

264,338‌

800,000

(d)

Freeport

Indonesia

PT

4

.763

04/14/27

789,128‌

1,860,000

(d)

Freeport

Indonesia

PT

5

.315

04/14/32

1,811,270‌

1,500,000

(d)

Fresnillo

plc

4

.250

10/02/50

1,068,182‌

3,000,000

(d)

Inversiones

CMPC

S.A.

4

.375

04/04/27

2,941,573‌

4,900,000

(d)

Inversiones

CMPC

S.A.

3

.000

04/06/31

4,166,394‌

3,000,000

(d)

Klabin

Austria

GmbH

5

.750

04/03/29

2,926,913‌

3,000,000

(d)

Kraton

Corp

5

.000

07/15/27

3,011,053‌

2,600,000

(d)

MEGlobal

BV

2

.625

04/28/28

2,352,979‌

2,000,000

(d)

Mineral

Resources

Ltd

8

.000

11/01/27

2,044,637‌

1,325,000

(d)

Mineral

Resources

Ltd

9

.250

10/01/28

1,390,151‌

1,560,000

(d)

Navoi

Mining

&

Metallurgical

Combinat

6

.700

10/17/28

1,552,209‌

725,000

(d)

Nexa

Resources

S.A.

6

.750

04/09/34

738,462‌

6,350,000

Nutrien

Ltd

2

.950

05/13/30

5,713,045‌

1,600,000

(d)

OCP

S.A.

3

.750

06/23/31

1,378,195‌

1,075,000

(d)

OCP

S.A.

6

.750

05/02/34

1,096,500‌

2,000,000

Olin

Corp

5

.125

09/15/27

1,957,428‌

2,000,000

(d)

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

1,888,134‌

1,750,000

Sasol

Financing

USA

LLC

4

.375

09/18/26

1,674,916‌

670,000

(d)

Sealed

Air

Corp

6

.125

02/01/28

672,229‌

600,000

(d)

Sealed

Air

Corp

7

.250

02/15/31

618,480‌

1,280,000

(d)

Sealed

Air

Corp

6

.500

07/15/32

1,281,963‌

2,400,000

Suzano

Austria

GmbH

3

.750

01/15/31

2,118,105‌

5,000,000

Suzano

Austria

GmbH

3

.125

01/15/32

4,148,496‌

4,070,000

(d)

Tronox,

Inc

4

.625

03/15/29

3,653,031‌

3,675,000

(d)

UltraTech

Cement

Ltd

2

.800

02/16/31

3,163,999‌

TOTAL

MATERIALS

114,677,368‌

MEDIA

&

ENTERTAINMENT

-

1.2%

4,900,000

(d)

CCO

Holdings

LLC

5

.125

05/01/27

4,814,839‌

2,500,000

(d)

CCO

Holdings

LLC

4

.500

08/15/30

2,243,990‌

5,000,000

(d)

CCO

Holdings

LLC

4

.250

02/01/31

4,357,627‌

6,300,000

Charter

Communications

Operating

LLC

4

.400

04/01/33

5,628,355‌

10,250,000

Charter

Communications

Operating

LLC

6

.550

06/01/34

10,484,799‌

10,650,000

Charter

Communications

Operating

LLC

4

.800

03/01/50

7,999,823‌

5,000,000

Charter

Communications

Operating

LLC

5

.250

04/01/53

4,035,603‌

3,700,000

Comcast

Corp

4

.150

10/15/28

3,608,367‌

4,525,000

Comcast

Corp

3

.200

07/15/36

3,654,506‌

1,000,000

Comcast

Corp

3

.900

03/01/38

840,733‌

23,358,000

Comcast

Corp

2

.887

11/01/51

14,048,613‌

10,186,000

Comcast

Corp

2

.937

11/01/56

5,932,706‌

4,100,000

(d)

CSC

Holdings

LLC

5

.500

04/15/27

3,669,498‌

985,000

(d)

DIRECTV

Holdings

LLC

5

.875

08/15/27

959,684‌

2,000,000

(d)

DISH

Network

Corp

11

.750

11/15/27

2,118,384‌

2,000,000

(d),(e)

Gray

Television,

Inc

10

.500

07/15/29

1,999,863‌

2,985,000

Grupo

Televisa

SAB

6

.625

01/15/40

2,700,708‌

650,000

Lamar

Media

Corp

3

.750

02/15/28

609,561‌

2,000,000

Lamar

Media

Corp

4

.875

01/15/29

1,921,385‌

Core

Bond

178

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

1.2%

(continued)

$

1,000,000

Lamar

Media

Corp

4

.000

%

02/15/30

$

910,374‌

1,675,000

Lamar

Media

Corp

3

.625

01/15/31

1,474,176‌

1,275,000

(d),(e)

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

1,023,124‌

1,145,000

(d)

McGraw-Hill

Education,

Inc

7

.375

09/01/31

1,171,763‌

825,000

(d)

News

Corp

3

.875

05/15/29

765,299‌

2,725,000

(d)

Sirius

XM

Radio,

Inc

4

.000

07/15/28

2,510,697‌

1,575,000

(d)

Sirius

XM

Radio,

Inc

4

.125

07/01/30

1,374,577‌

500,000

(d),(e)

Sirius

XM

Radio,

Inc

3

.875

09/01/31

418,389‌

3,000,000

(d)

Sunrise

FinCo

I

BV

4

.875

07/15/31

2,721,180‌

250,000

Time

Warner

Cable

LLC

5

.875

11/15/40

223,699‌

1,275,000

(d),(e)

Univision

Communications,

Inc

4

.500

05/01/29

1,141,224‌

2,000,000

(d)

VZ

Secured

Financing

BV

5

.000

01/15/32

1,768,916‌

15,000,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

14,451,465‌

800,000

Warnermedia

Holdings,

Inc

4

.054

03/15/29

744,360‌

16,925,000

Warnermedia

Holdings,

Inc

5

.141

03/15/52

12,575,347‌

2,325,000

(e)

Weibo

Corp

3

.375

07/08/30

2,082,825‌

1,413,000

(d)

Ziff

Davis,

Inc

4

.625

10/15/30

1,293,363‌

TOTAL

MEDIA

&

ENTERTAINMENT

128,279,822‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

3,750,000

AbbVie,

Inc

3

.200

11/21/29

3,480,571‌

13,550,000

AbbVie,

Inc

4

.950

03/15/31

13,547,256‌

6,875,000

AbbVie,

Inc

4

.050

11/21/39

5,873,517‌

5,825,000

AbbVie,

Inc

5

.400

03/15/54

5,606,889‌

18,025,000

Amgen,

Inc

5

.250

03/02/33

17,891,946‌

19,850,000

Amgen,

Inc

5

.650

03/02/53

19,110,930‌

450,000

AstraZeneca

Finance

LLC

2

.250

05/28/31

383,271‌

1,500,000

(d)

Avantor

Funding,

Inc

4

.625

07/15/28

1,431,756‌

2,040,000

(d)

Avantor

Funding,

Inc

3

.875

11/01/29

1,864,976‌

10,000,000

Bristol-Myers

Squibb

Co

5

.550

02/22/54

9,700,791‌

1,065,000

Danaher

Corp

2

.800

12/10/51

657,197‌

3,775,000

Eli

Lilly

&

Co

5

.000

02/09/54

3,469,265‌

17,900,000

Gilead

Sciences,

Inc

5

.250

10/15/33

17,965,355‌

635,000

Gilead

Sciences,

Inc

4

.000

09/01/36

560,120‌

1,500,000

Gilead

Sciences,

Inc

2

.600

10/01/40

1,037,168‌

1,250,000

Johnson

&

Johnson

3

.400

01/15/38

1,045,333‌

2,500,000

(d)

Organon

Finance  LLC

4

.125

04/30/28

2,348,712‌

5,650,000

(d),(e)

Organon

Finance  LLC

5

.125

04/30/31

5,078,275‌

25,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

23,759,192‌

3,500,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3

.150

10/01/26

3,363,139‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

138,175,659‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

1,400,000

Kennedy-Wilson,

Inc

4

.750

03/01/29

1,264,612‌

1,475,000

Kennedy-Wilson,

Inc

5

.000

03/01/31

1,289,601‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,554,213‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

11,250,000

(d)

Broadcom,

Inc

3

.469

04/15/34

9,749,928‌

4,850,000

Broadcom,

Inc

4

.800

10/15/34

4,680,183‌

20,542,000

(d)

Broadcom,

Inc

4

.926

05/15/37

19,538,479‌

260,000

Intel

Corp

3

.150

05/11/27

249,517‌

1,150,000

Intel

Corp

3

.734

12/08/47

758,425‌

4,735,000

NVIDIA

Corp

2

.000

06/15/31

4,022,870‌

1,650,000

(d),(e)

NXP

BV

2

.700

05/01/25

1,638,607‌

2,650,000

NXP

BV

3

.875

06/18/26

2,613,686‌

1,975,000

NXP

BV

4

.400

06/01/27

1,955,754‌

1,200,000

NXP

BV

3

.400

05/01/30

1,102,231‌

4,575,000

NXP

BV

3

.125

02/15/42

3,184,929‌

1,100,000

Texas

Instruments,

Inc

4

.150

05/15/48

893,694‌

3,000,000

(d)

TSMC

Global

Ltd

0

.750

09/28/25

2,914,545‌

2,000,000

(d)

TSMC

Global

Ltd

1

.000

09/28/27

1,811,664‌

179

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

(continued)

$

3,000,000

(d),(e)

TSMC

Global

Ltd

1

.750

%

04/23/28

$

2,712,984‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

57,827,496‌

SOFTWARE

&

SERVICES

-

0.9%

3,450,000

Accenture

Capital,

Inc

4

.500

10/04/34

3,278,599‌

11,405,000

Adobe,

Inc

2

.300

02/01/30

10,143,662‌

3,000,000

(d)

Ahead

DB

Holdings

LLC

6

.625

05/01/28

2,940,010‌

4,700,000

AppLovin

Corp

5

.500

12/01/34

4,664,977‌

265,000

(d)

CA

Magnum

Holdings

5

.375

10/31/26

258,207‌

2,270,000

(d)

Gen

Digital,

Inc

6

.750

09/30/27

2,304,162‌

19,000,000

Microsoft

Corp

2

.400

08/08/26

18,430,039‌

2,675,000

Microsoft

Corp

3

.400

09/15/26

2,633,751‌

1,850,000

Microsoft

Corp

1

.350

09/15/30

1,567,355‌

1,911,000

Microsoft

Corp

2

.525

06/01/50

1,176,025‌

455,000

(d)

Open

Text

Corp

6

.900

12/01/27

470,164‌

2,830,000

(d)

Open

Text

Corp

3

.875

12/01/29

2,559,901‌

550,000

(d)

Open

Text

Holdings,

Inc

4

.125

02/15/30

498,782‌

12,750,000

Oracle

Corp

4

.900

02/06/33

12,413,779‌

12,000,000

Oracle

Corp

5

.375

09/27/54

11,060,657‌

3,100,000

Roper

Technologies,

Inc

1

.400

09/15/27

2,839,652‌

13,155,000

Roper

Technologies,

Inc

2

.000

06/30/30

11,213,472‌

5,800,000

Salesforce,

Inc

2

.700

07/15/41

4,085,722‌

TOTAL

SOFTWARE

&

SERVICES

92,538,916‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.4%

3,450,000

Amphenol

Corp

2

.800

02/15/30

3,120,274‌

8,575,000

Apple,

Inc

2

.450

08/04/26

8,317,069‌

21,975,000

Apple,

Inc

2

.050

09/11/26

21,138,027‌

1,100,000

Apple,

Inc

4

.650

02/23/46

1,005,719‌

1,590,000

Apple,

Inc

2

.650

02/08/51

980,955‌

5,625,000

(d)

Imola

Merger

Corp

4

.750

05/15/29

5,334,134‌

4,700,000

(d)

Lenovo

Group

Ltd

3

.421

11/02/30

4,219,681‌

975,000

(d)

Sensata

Technologies

BV

4

.000

04/15/29

894,707‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

45,010,566‌

TELECOMMUNICATION

SERVICES

-

2.0%

12,477,000

AT&T,

Inc

2

.550

12/01/33

10,050,643‌

2,300,000

AT&T,

Inc

4

.500

05/15/35

2,127,212‌

54,975,000

AT&T,

Inc

3

.550

09/15/55

36,975,374‌

12,174,000

AT&T,

Inc

3

.800

12/01/57

8,398,889‌

2,750,000

(d)

Bharti

Airtel

Ltd

3

.250

06/03/31

2,426,441‌

1,505,000

(d)

C&W

Senior

Financing

Designated

Activity

Co

6

.875

09/15/27

1,487,507‌

1,225,000

(d)

CT

Trust

5

.125

02/03/32

1,096,254‌

3,850,000

(d)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3

.050

09/14/32

3,159,976‌

2,500,000

(d)

Frontier

Communications

Holdings

LLC

5

.875

10/15/27

2,492,075‌

892,000

(d)

Iliad

Holding

SASU

7

.000

10/15/28

903,926‌

865,000

(d)

Iliad

Holding

SASU

8

.500

04/15/31

919,637‌

5,000,000

(d)

Level

3

Financing,

Inc

10

.500

05/15/30

5,445,000‌

1,500,000

(d)

Liberty

Costa

Rica

Senior

Secured

Finance

10

.875

01/15/31

1,600,500‌

1,675,000

(d)

Millicom

International

Cellular

S.A.

4

.500

04/27/31

1,467,847‌

2,750,000

(d),(e)

Millicom

International

Cellular

S.A.

7

.375

04/02/32

2,754,125‌

5,500,000

(d)

MTN

Mauritius

Investment

Ltd

6

.500

10/13/26

5,541,250‌

500,000

Orange

S.A.

5

.375

01/13/42

479,389‌

220,000

(d)

Sable

International

Finance

Ltd

7

.125

10/15/32

215,565‌

1,650,000

(d)

Sitios

Latinoamerica

SAB

de

C.V.

6

.000

11/25/29

1,640,347‌

5,075,000

(d)

Sitios

Latinoamerica

SAB

de

C.V.

5

.375

04/04/32

4,761,808‌

1,575,000

(d)

Telecomunicaciones

Digitales

S.A.

4

.500

01/30/30

1,430,724‌

5,000,000

Telefonica

Emisiones

S.A.

5

.213

03/08/47

4,429,264‌

2,990,000

Telefonica

Emisiones

S.A.

4

.895

03/06/48

2,533,513‌

3,000,000

(d)

Telefonica

Moviles

Chile

S.A.

3

.537

11/18/31

2,273,132‌

800,000

T-Mobile

USA,

Inc

2

.250

02/15/26

777,022‌

23,850,000

T-Mobile

USA,

Inc

2

.625

02/15/29

21,679,721‌

23,910,000

T-Mobile

USA,

Inc

3

.875

04/15/30

22,499,009‌

10,800,000

T-Mobile

USA,

Inc

5

.050

07/15/33

10,575,211‌

1,275,000

T-Mobile

USA,

Inc

3

.000

02/15/41

909,256‌

Core

Bond

180

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

2.0%

(continued)

$

4,545,000

T-Mobile

USA,

Inc

3

.300

%

02/15/51

$

2,997,613‌

1,850,000

(d)

Turk

Telekomunikasyon

AS.

7

.375

05/20/29

1,884,558‌

15,000,000

Verizon

Communications,

Inc

1

.750

01/20/31

12,360,718‌

32,800,000

Verizon

Communications,

Inc

2

.550

03/21/31

28,246,352‌

4,568,000

Verizon

Communications,

Inc

2

.355

03/15/32

3,788,256‌

2,415,000

(d)

Vmed

O2

UK

Financing

I

plc

4

.750

07/15/31

2,076,122‌

5,800,000

Vodafone

Group

plc

4

.250

09/17/50

4,500,205‌

760,000

(d)

Windstream

Escrow

LLC

8

.250

10/01/31

784,945‌

TOTAL

TELECOMMUNICATION

SERVICES

217,689,386‌

TRANSPORTATION

-

0.5%

1,000,000

(d)

Adani

Ports

&

Special

Economic

Zone

Ltd

4

.000

07/30/27

900,817‌

800,000

(d),(e)

Adani

Ports

&

Special

Economic

Zone

Ltd

4

.200

08/04/27

722,954‌

2,300,000

(d)

Adani

Ports

&

Special

Economic

Zone

Ltd

3

.100

02/02/31

1,742,248‌

1,450,000

(d)

Aeropuerto

Internacional

de

Tocumen

S.A.

4

.000

08/11/41

1,083,150‌

5,000,000

(d),(e)

Brightline

East

LLC

11

.000

01/31/30

4,771,900‌

3,750,000

Burlington

Northern

Santa

Fe

LLC

3

.050

02/15/51

2,461,958‌

6,375,000

Canadian

Pacific

Railway

Co

2

.050

03/05/30

5,536,210‌

2,950,000

Canadian

Pacific

Railway

Co

3

.100

12/02/51

1,916,816‌

1,500,000

(d)

DP

World

Ltd

5

.625

09/25/48

1,419,504‌

2,300,000

(d)

ENA

Master

Trust

4

.000

05/19/48

1,697,400‌

1,110,000

(d)

Genesee

&

Wyoming,

Inc

6

.250

04/15/32

1,116,692‌

2,000,000

(d)

Grupo

Aeromexico

SAB

de

C.V.

8

.250

11/15/29

1,969,760‌

2,000,000

(d)

Grupo

Aeromexico

SAB

de

C.V.

8

.625

11/15/31

1,970,000‌

4,000,000

(d)

Mexico

City

Airport

Trust

5

.500

07/31/47

3,217,195‌

2,260,000

(d)

Misc

Capital

Two

Labuan

Ltd

3

.750

04/06/27

2,197,912‌

3,000,000

(d)

Rumo

Luxembourg

Sarl

5

.250

01/10/28

2,911,501‌

3,000,000

Southwest

Airlines

Co

5

.125

06/15/27

3,013,370‌

3,000,000

(d)

Transnet

SOC

Ltd

8

.250

02/06/28

3,056,460‌

7,200,000

Union

Pacific

Corp

2

.891

04/06/36

5,806,756‌

1,175,000

Union

Pacific

Corp

3

.839

03/20/60

839,732‌

2,000,000

United

Parcel

Service,

Inc

5

.500

05/22/54

1,948,985‌

3,940,000

(d)

XPO,

Inc

6

.250

06/01/28

3,964,058‌

TOTAL

TRANSPORTATION

54,265,378‌

UTILITIES

-

3.0%

1,431,875

(d)

Adani

Transmission

Ltd

4

.250

05/21/36

1,107,237‌

1,000,000

AEP

Transmission

Co

LLC

3

.100

12/01/26

971,275‌

1,000,000

AEP

Transmission

Co

LLC

4

.000

12/01/46

786,856‌

1,740,000

AEP

Transmission

Co

LLC

3

.750

12/01/47

1,289,983‌

3,080,000

AEP

Transmission

Co

LLC

2

.750

08/15/51

1,849,822‌

2,925,000

AEP

Transmission

Co

LLC

5

.400

03/15/53

2,787,245‌

725,000

Alabama

Power

Co

4

.150

08/15/44

595,875‌

3,000,000

Alabama

Power

Co

3

.450

10/01/49

2,117,383‌

10,350,000

Alabama

Power

Co

3

.125

07/15/51

6,801,357‌

4,756,989

(d)

Alfa

Desarrollo

S.p.A

4

.550

09/27/51

3,506,358‌

3,250,000

Ameren

Corp

1

.750

03/15/28

2,940,280‌

14,500,000

Ameren

Illinois

Co

4

.950

06/01/33

14,231,167‌

1,650,000

American

Water

Capital

Corp

3

.000

12/01/26

1,594,353‌

3,075,000

(e)

American

Water

Capital

Corp

2

.800

05/01/30

2,761,090‌

10,000,000

American

Water

Capital

Corp

2

.300

06/01/31

8,443,718‌

1,400,000

American

Water

Capital

Corp

4

.000

12/01/46

1,092,126‌

1,425,000

American

Water

Capital

Corp

3

.750

09/01/47

1,056,507‌

675,000

American

Water

Capital

Corp

3

.450

05/01/50

465,857‌

760,000

American

Water

Capital

Corp

3

.250

06/01/51

506,565‌

2,990,000

Atmos

Energy

Corp

1

.500

01/15/31

2,452,395‌

375,000

Atmos

Energy

Corp

4

.125

10/15/44

305,375‌

10,075,000

Atmos

Energy

Corp

5

.000

12/15/54

9,074,816‌

2,050,000

Baltimore

Gas

and

Electric

Co

3

.750

08/15/47

1,527,688‌

4,950,000

Berkshire

Hathaway

Energy

Co

3

.250

04/15/28

4,712,046‌

7,137,000

Berkshire

Hathaway

Energy

Co

1

.650

05/15/31

5,798,269‌

850,000

Black

Hills

Corp

3

.150

01/15/27

820,344‌

760,000

Black

Hills

Corp

3

.875

10/15/49

549,112‌

850,000

(d)

California

Buyer

Ltd

6

.375

02/15/32

847,744‌

181

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.0%

(continued)

$

1,200,000

CenterPoint

Energy

Houston

Electric

LLC

3

.000

%

03/01/32

$

1,042,017‌

1,125,000

CMS

Energy

Corp

3

.600

11/15/25

1,115,811‌

2,125,000

(d)

Colbun

S.A.

3

.150

01/19/32

1,780,705‌

850,000

(d)

Comision

Federal

de

Electricidad

5

.700

01/24/30

816,000‌

3,000,000

(d)

Comision

Federal

de

Electricidad

3

.348

02/09/31

2,485,699‌

9,470,000

Commonwealth

Edison

Co

3

.000

03/01/50

6,105,846‌

6,250,000

Commonwealth

Edison

Co

2

.750

09/01/51

3,680,707‌

10,250,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.500

03/15/55

9,851,134‌

817,000

Consumers

Energy

Co

2

.650

08/15/52

492,498‌

8,000,000

Consumers

Energy

Co

4

.200

09/01/52

6,451,809‌

1,465,875

(d)

Continuum

Green

Energy

India

Pvt

7

.500

06/26/33

1,513,269‌

6,300,000

Dominion

Energy,

Inc

3

.300

04/15/41

4,639,701‌

3,100,000

Dominion

Energy,

Inc

7

.000

06/01/54

3,273,551‌

12,000,000

(f)

Dominion

Energy,

Inc

4

.350

N/A

11,619,335‌

1,500,000

DTE

Electric

Co

3

.650

03/01/52

1,097,479‌

3,875,000

DTE

Electric

Co

5

.400

04/01/53

3,757,531‌

7,000,000

Duke

Energy

Carolinas

LLC

5

.400

01/15/54

6,704,678‌

14,570,000

Duke

Energy

Corp

3

.300

06/15/41

10,692,633‌

3,125,000

Duke

Energy

Corp

3

.750

09/01/46

2,300,784‌

5,310,000

Duke

Energy

Progress

LLC

2

.500

08/15/50

3,071,922‌

1,500,000

(d)

Empresa

de

Transmision

Electrica

S.A.

5

.125

05/02/49

1,063,725‌

2,390,000

(d)

Empresas

Publicas

de

Medellin

ESP

4

.250

07/18/29

2,130,110‌

1,300,000

(d)

EnfraGen

Energia

Sur

S.A.

5

.375

12/30/30

1,108,378‌

1,310,000

(d)

Engie

Energia

Chile

S.A.

6

.375

04/17/34

1,316,043‌

1,000,000

Entergy

Arkansas

LLC

2

.650

06/15/51

589,728‌

3,000,000

Entergy

Corp

0

.900

09/15/25

2,917,429‌

7,350,000

Enterprise

Products

Operating

LLC

3

.700

01/31/51

5,266,186‌

900,000

(d)

Eskom

Holdings

SOC

Ltd

8

.450

08/10/28

943,214‌

2,455,000

(d)

Ferrellgas

LP

5

.375

04/01/26

2,429,194‌

3,225,000

(d)

Ferrellgas

LP

5

.875

04/01/29

2,947,677‌

2,250,000

(d)

FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

de

Banca

Multiple

7

.250

01/31/41

2,202,637‌

10,450,000

Florida

Power

&

Light

Co

4

.800

05/15/33

10,165,770‌

2,700,000

Florida

Power

&

Light

Co

3

.990

03/01/49

2,110,287‌

2,000,000

Georgia

Power

Co

4

.650

05/16/28

1,991,567‌

2,000,000

Georgia

Power

Co

4

.950

05/17/33

1,958,583‌

1,150,000

Indiana

Michigan

Power

Co

3

.750

07/01/47

853,481‌

2,865,000

Indiana

Michigan

Power

Co

3

.250

05/01/51

1,881,757‌

6,000,000

(d)

Israel

Electric

Corp

Ltd

4

.250

08/14/28

5,742,300‌

2,000,000

(d)

Kallpa

Generacion

SA

4

.125

08/16/27

1,940,560‌

2,600,000

(d)

Korea

Southern

Power

Co

Ltd

0

.750

01/27/26

2,487,135‌

7,275,000

MidAmerican

Energy

Co

3

.650

04/15/29

6,938,250‌

2,175,000

MidAmerican

Energy

Co

3

.650

08/01/48

1,611,744‌

1,650,000

Nevada

Power

Co

2

.400

05/01/30

1,451,159‌

2,000,000

(d)

Niagara

Energy

SAC

5

.746

10/03/34

1,938,769‌

15,720,000

NiSource,

Inc

1

.700

02/15/31

12,853,872‌

2,845,000

(d)

NRG

Energy,

Inc

2

.450

12/02/27

2,641,716‌

1,250,000

NRG

Energy,

Inc

5

.750

01/15/28

1,245,523‌

1,200,000

(d)

NRG

Energy,

Inc

6

.000

02/01/33

1,165,470‌

960,000

(d)

NRG

Energy,

Inc

6

.250

11/01/34

941,611‌

2,000,000

NSTAR

Electric

Co

3

.200

05/15/27

1,932,994‌

850,000

NSTAR

Electric

Co

3

.950

04/01/30

812,477‌

2,175,000

Ohio

Power

Co

4

.150

04/01/48

1,668,125‌

2,175,000

Ohio

Power

Co

4

.000

06/01/49

1,630,227‌

150,000

Oncor

Electric

Delivery

Co

LLC

7

.250

01/15/33

169,584‌

2,940,000

PacifiCorp

2

.700

09/15/30

2,597,132‌

350,000

(d)

Pattern

Energy

Operations

LP

4

.500

08/15/28

328,493‌

1,375,000

PECO

Energy

Co

3

.000

09/15/49

896,606‌

1,000,000

PECO

Energy

Co

2

.800

06/15/50

623,240‌

1,400,000

(d)

Perusahaan

Listrik

Negara

PT

3

.875

07/17/29

1,310,992‌

2,500,000

(d)

Perusahaan

Listrik

Negara

PT

3

.375

02/05/30

2,272,428‌

135,000

Potomac

Electric

Power

Co

7

.900

12/15/38

165,875‌

5,440,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

3,611,997‌

Core

Bond

182

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.0%

(continued)

$

2,825,000

Public

Service

Electric

and

Gas

Co

4

.900

%

12/15/32

$

2,798,902‌

3,925,000

Public

Service

Electric

and

Gas

Co

3

.150

01/01/50

2,639,719‌

5,000,000

Public

Service

Electric

and

Gas

Co

5

.450

03/01/54

4,842,155‌

4,000,000

(f)

Sempra

4

.875

N/A

3,947,947‌

5,000,000

Southern

Co

4

.850

03/15/35

4,770,148‌

2,075,000

Southern

Co

Gas

Capital

Corp

3

.875

11/15/25

2,055,902‌

1,250,000

Southern

Co

Gas

Capital

Corp

4

.400

06/01/43

1,052,136‌

3,175,000

Southern

Co

Gas

Capital

Corp

3

.950

10/01/46

2,457,354‌

4,900,000

Southwestern

Public

Service

Co

3

.400

08/15/46

3,414,589‌

550,000

(d)

Superior

Plus

LP

4

.500

03/15/29

500,064‌

2,815,000

(d)

Talen

Energy

Supply

LLC

8

.625

06/01/30

2,999,947‌

4,000,000

(d)

TerraForm

Power

Operating

LLC

4

.750

01/15/30

3,697,453‌

1,413,562

(d)

UEP

Penonome

II

S.A.

6

.500

10/01/38

1,275,604‌

4,600,000

Union

Electric

Co

5

.450

03/15/53

4,404,640‌

2,250,000

Union

Electric

Co

5

.125

03/15/55

2,060,447‌

1,025,000

Virginia

Electric

and

Power

Co

2

.950

11/15/26

994,530‌

2,850,000

Virginia

Electric

and

Power

Co

5

.700

08/15/53

2,810,321‌

775,000

Virginia

Electric

and

Power

Co

5

.550

08/15/54

749,098‌

5,000,000

Wisconsin

Power

and

Light

Co

4

.950

04/01/33

4,853,459‌

1,000,000

Wisconsin

Power

and

Light

Co

4

.100

10/15/44

788,496‌

470,000

Xcel

Energy,

Inc

4

.800

09/15/41

404,452‌

TOTAL

UTILITIES

317,857,360‌

TOTAL

CORPORATE

BONDS

(Cost

$3,869,421,233)

3,608,155,365‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

46.7%

AGENCY

SECURITIES

-

0.0%

2,398,984

Canal

Barge

Co,

Inc

4

.500

11/12/34

2,307,507‌

3,875,000

United

States

International

Development

Finance

Corp

3

.520

09/20/32

3,686,430‌

TOTAL

AGENCY

SECURITIES

5,993,937‌

FOREIGN

GOVERNMENT

BONDS

-

1.9%

3,125,000

(d)

Angolan

Government

International

Bond

8

.750

04/14/32

2,761,612‌

INR

140,000,000

Asian

Development

Bank

6

.200

10/06/26

1,618,772‌

950,000

(d)

Bank

Gospodarstwa

Krajowego

6

.250

10/31/28

988,129‌

3,305,000

(d)

Bank

Gospodarstwa

Krajowego

5

.375

05/22/33

3,226,209‌

3,415,000

(d)

Banque

Ouest

Africaine

de

Developpement

4

.700

10/22/31

3,083,267‌

EUR

2,100,000

(d)

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

1,817,446‌

628,900

(d)

Barbados

Government

International

Bond

6

.500

10/01/29

614,435‌

1,705,000

Brazilian

Government

International

Bond

6

.000

10/20/33

1,591,320‌

3,275,000

Brazilian

Government

International

Bond

4

.750

01/14/50

2,230,485‌

1,500,000

Brazilian

Government

International

Bond

7

.125

05/13/54

1,386,859‌

5,950,000

Chile

Government

International

Bond

2

.550

01/27/32

4,977,772‌

1,900,000

Chile

Government

International

Bond

3

.500

01/31/34

1,634,343‌

990,000

Chile

Government

International

Bond

3

.100

05/07/41

706,363‌

2,525,000

Colombia

Government

International

Bond

3

.250

04/22/32

1,932,887‌

1,425,000

Colombia

Government

International

Bond

7

.500

02/02/34

1,401,487‌

1,350,000

Colombia

Government

International

Bond

8

.000

11/14/35

1,357,425‌

1,300,000

Colombia

Government

International

Bond

5

.000

06/15/45

876,200‌

3,460,000

(d)

Costa

Rica

Government

International

Bond

5

.625

04/30/43

3,084,590‌

1,295,000

(d)

Dominican

Republic

Government

International

Bond

5

.500

02/22/29

1,252,265‌

DOP

54,000,000

(d)

Dominican

Republic

Government

International

Bond

12

.000

03/05/32

973,106‌

3,850,000

(d)

Dominican

Republic

Government

International

Bond

5

.875

01/30/60

3,253,250‌

2,040,000

(d)

Dominican

Republic

International

Bond

5

.300

01/21/41

1,730,940‌

857,325

(d)

Ecuador

Government

International

Bond

(Step

Bond)

5

.000

07/31/30

595,958‌

956,102

(d)

Ecuador

Government

International

Bond

(Step

Bond)

1

.000

07/31/35

541,587‌

1,150,000

(d)

Egypt

Government

International

Bond

7

.600

03/01/29

1,112,682‌

1,500,000

(d)

Egypt

Government

International

Bond

7

.053

01/15/32

1,287,075‌

1,050,000

(d)

Egypt

Government

International

Bond

8

.500

01/31/47

814,684‌

1,875,000

(d)

Egypt

Government

International

Bond

8

.875

05/29/50

1,496,775‌

395,000

European

Investment

Bank

4

.875

02/15/36

397,896‌

4,400,000

(d)

Export-Import

Bank

of

India

3

.875

02/01/28

4,251,176‌

183

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,900,000

(d)

Export-Import

Bank

of

India

2

.250

%

01/13/31

$

1,602,242‌

2,200,000

Export-Import

Bank

of

Korea

0

.750

09/21/25

2,137,960‌

3,200,000

Export-Import

Bank

of

Korea

1

.250

09/21/30

2,631,026‌

78,400

(d),(h)

Ghana

Government

International

Bond

0

.000

07/03/26

73,135‌

592,900

(d),(h)

Ghana

Government

International

Bond

5

.000

07/03/29

511,309‌

130,474

(d),(h)

Ghana

Government

International

Bond

0

.000

01/03/30

101,152‌

852,600

(d),(h)

Ghana

Government

International

Bond

5

.000

07/03/35

598,913‌

525,000

(d)

Guatemala

Government

Bond

3

.700

10/07/33

423,413‌

500,000

(d)

Guatemala

Government

Bond

6

.125

06/01/50

443,250‌

1,350,000

(d)

Honduras

Government

International

Bond

6

.250

01/19/27

1,306,800‌

1,100,000

(d)

Honduras

Government

International

Bond

5

.625

06/24/30

981,200‌

1,825,000

(d)

Honduras

Government

International

Bond

8

.625

11/27/34

1,813,138‌

710,000

(d)

Hungary

Government

International

Bond

6

.125

05/22/28

721,742‌

875,000

(d)

Hungary

Government

International

Bond

5

.250

06/16/29

860,230‌

575,000

(d)

Hungary

Government

International

Bond

2

.125

09/22/31

455,774‌

2,975,000

(d)

Hungary

Government

International

Bond

5

.500

03/26/36

2,783,517‌

500,000

Indonesia

Government

International

Bond

3

.550

03/31/32

447,953‌

975,000

Indonesia

Government

International

Bond

4

.750

09/10/34

925,806‌

IDR

28,000,000,000

Indonesia

Treasury

Bond

7

.000

09/15/30

1,722,796‌

1,019,375

(d)

Iraq

Government

International

Bond

5

.800

01/15/28

991,852‌

1,750,000

Israel

Government

International

Bond

5

.375

03/12/29

1,744,572‌

EUR

125,000

(d)

Ivory

Coast

Government

International

Bond

4

.875

01/30/32

113,864‌

770,000

(d)

Ivory

Coast

Government

International

Bond

6

.125

06/15/33

686,262‌

3,825,000

(d)

Ivory

Coast

Government

International

Bond

8

.250

01/30/37

3,715,222‌

834,654

(d)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5

.750

12/31/32

789,582‌

710,000

Jamaica

Government

International

Bond

6

.750

04/28/28

732,720‌

3,050,000

Jamaica

Government

International

Bond

7

.875

07/28/45

3,522,750‌

1,000,000

(d)

Jordan

Government

International

Bond

7

.500

01/13/29

993,960‌

2,060,000

(d)

Jordan

Government

International

Bond

5

.850

07/07/30

1,883,672‌

1,375,000

(d)

Kenya

Government

International

Bond

7

.000

05/22/27

1,352,313‌

1,000,000

(d)

Kenya

Government

International

Bond

9

.750

02/16/31

987,500‌

1,000,000

(d)

Kenya

Government

International

Bond

8

.000

05/22/32

906,972‌

1,490,000

(d)

Kenya

Government

International

Bond

6

.300

01/23/34

1,173,286‌

2,000,000

(d)

Kommunalbanken

AS.

1

.125

06/14/30

1,669,812‌

3,175,000

(d)

Korea

Electric

Power

Corp

1

.125

06/15/25

3,119,345‌

3,000,000

(d)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1

.250

04/27/26

2,862,144‌

445,000

(d)

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

448,338‌

MYR

7,600,000

Malaysia

Government

Bond

3

.828

07/05/34

1,697,824‌

825,000

Mexico

Government

International

Bond

5

.400

02/09/28

815,942‌

900,000

(e)

Mexico

Government

International

Bond

3

.250

04/16/30

782,835‌

1,800,000

Mexico

Government

International

Bond

3

.500

02/12/34

1,431,928‌

3,424,000

Mexico

Government

International

Bond

6

.050

01/11/40

3,166,159‌

5,850,000

Mexico

Government

International

Bond

4

.280

08/14/41

4,289,959‌

2,025,000

Mexico

Government

International

Bond

4

.750

03/08/44

1,536,490‌

3,000,000

Mexico

Government

International

Bond

6

.400

05/07/54

2,686,459‌

2,825,000

(d)

Morocco

Government

International

Bond

5

.500

12/11/42

2,507,541‌

525,000

(d)

Morocco

Government

International

Bond

4

.000

12/15/50

356,265‌

2,500,000

(d)

Namibia

Government

International

Bond

5

.250

10/29/25

2,469,768‌

345,000

(d)

Nigeria

Government

International

Bond

7

.875

02/16/32

310,310‌

2,325,000

(d)

Nigeria

Government

International

Bond

7

.375

09/28/33

1,985,629‌

1,250,000

(d)

Nigeria

Government

International

Bond

10

.375

12/09/34

1,276,250‌

1,575,000

(d)

Oman

Government

International

Bond

5

.375

03/08/27

1,567,295‌

2,090,000

(d)

Oman

Government

International

Bond

6

.000

08/01/29

2,113,826‌

3,125,000

(d)

OPEC

Fund

for

International

Development

4

.500

01/26/26

3,115,214‌

2,475,000

Oriental

Republic

of

Uruguay

5

.250

09/10/60

2,251,433‌

2,645,000

Panama

Bonos

del

Tesoro

3

.362

06/30/31

2,119,967‌

3,100,000

Panama

Government

International

Bond

6

.700

01/26/36

2,872,063‌

1,500,000

Panama

Government

International

Bond

4

.500

04/01/56

881,898‌

475,000

(d)

Paraguay

Government

International

Bond

4

.700

03/27/27

465,975‌

2,200,000

(d)

Paraguay

Government

International

Bond

6

.100

08/11/44

2,074,600‌

2,800,000

(d)

Paraguay

Government

International

Bond

5

.400

03/30/50

2,370,200‌

1,435,000

(d)

Perusahaan

Penerbit

SBSN

Indonesia

III

2

.550

06/09/31

1,222,922‌

Core

Bond

184

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,200,000

(d)

Perusahaan

Penerbit

SBSN

Indonesia

III

4

.700

%

06/06/32

$

1,159,500‌

1,315,000

Peruvian

Government

International

Bond

3

.000

01/15/34

1,055,288‌

1,965,000

Peruvian

Government

International

Bond

5

.875

08/08/54

1,872,331‌

975,000

Philippine

Government

International

Bond

4

.750

03/05/35

928,148‌

1,320,000

Philippine

Government

International

Bond

4

.200

03/29/47

1,061,882‌

620,000

Province

of

Quebec

Canada

7

.500

09/15/29

694,576‌

1,125,000

(d)

Republic

of

Azerbaijan

International

Bond

3

.500

09/01/32

952,348‌

5,000,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

3,549,092‌

PLN

6,600,000

Republic

of

Poland

Government

International

Bond

6

.000

10/25/33

1,615,846‌

2,000,000

Republic

of

Poland

Government

International

Bond

5

.125

09/18/34

1,936,980‌

2,098,000

Republic

of

Poland

Government

International

Bond

5

.500

04/04/53

1,938,336‌

2,000,000

(d)

Republic

of

South

Africa

Government

International

Bond

7

.100

11/19/36

1,949,382‌

ZAR

23,400,000

Republic

of

South

Africa

Government

International

Bond

8

.750

01/31/44

1,005,943‌

2,895,000

(e)

Republic

of

South

Africa

Government

International

Bond

5

.375

07/24/44

2,170,474‌

1,475,000

Republic

of

South

Africa

Government

International

Bond

7

.300

04/20/52

1,336,763‌

UZS

7,970,000,000

(d)

Republic

of

Uzbekistan

International

Bond

16

.625

05/29/27

626,785‌

1,490,000

(d)

Republic

of

Uzbekistan

International

Bond

7

.850

10/12/28

1,538,532‌

1,960,000

(d)

Republic

of

Uzbekistan

International

Bond

5

.375

02/20/29

1,843,764‌

1,700,000

(d)

Republic

of

Uzbekistan

International

Bond

3

.700

11/25/30

1,416,236‌

950,000

(d)

Republic

of

Uzbekistan

International

Bond

6

.900

02/28/32

926,460‌

RON

3,900,000

Romania

Government

Bond

8

.750

10/30/28

850,548‌

1,180,000

(d),(h)

Romanian

Government

International

Bond

5

.875

01/30/29

1,148,996‌

2,000,000

(d)

Romanian

Government

International

Bond

3

.000

02/14/31

1,616,594‌

726,000

(d)

Romanian

Government

International

Bond

5

.750

03/24/35

647,793‌

1,425,000

(d)

Romanian

Government

International

Bond

4

.000

02/14/51

896,988‌

3,825,000

(d)

Rwanda

International

Government

Bond

5

.500

08/09/31

3,217,208‌

2,800,000

(d)

Saudi

Government

International

Bond

4

.500

04/17/30

2,715,339‌

1,650,000

(d)

Saudi

Government

International

Bond

5

.000

01/16/34

1,602,196‌

2,810,000

(d)

Saudi

Government

International

Bond

3

.750

01/21/55

1,864,278‌

1,700,000

(d)

Senegal

Government

International

Bond

6

.250

05/23/33

1,360,000‌

1,825,000

(d)

Serbia

Government

International

Bond

2

.125

12/01/30

1,482,137‌

1,810,000

(d)

Serbia

Government

International

Bond

6

.500

09/26/33

1,858,761‌

1,525,000

(d)

Serbia

International

Bond

6

.000

06/12/34

1,499,831‌

1,110,000

State

of

Israel

3

.800

05/13/60

718,986‌

1,750,000

Turkey

Government

International

Bond

6

.000

01/14/41

1,437,814‌

2,125,000

Turkiye

Government

International

Bond

7

.625

05/15/34

2,157,799‌

1,050,000

Turkiye

Government

International

Bond

6

.500

01/03/35

981,593‌

33,169

(d)

Ukraine

Government

International

Bond

0

.000

02/01/30

17,961‌

123,947

(d)

Ukraine

Government

International

Bond

0

.000

02/01/34

51,128‌

303,607

(d)

Ukraine

Government

International

Bond

1

.750

02/01/34

170,248‌

104,744

(d)

Ukraine

Government

International

Bond

0

.000

02/01/35

61,799‌

151,803

(d)

Ukraine

Government

International

Bond

1

.750

02/01/35

83,492‌

87,287

(d)

Ukraine

Government

International

Bond

0

.000

02/01/36

51,063‌

151,803

(d)

Ukraine

Government

International

Bond

1

.750

02/01/36

81,974‌

1,100,025

(d)

Zambia

Government

International

Bond

5

.750

06/30/33

965,272‌

556,713

(d)

Zambia

Government

International

Bond

0

.500

12/31/53

318,969‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

205,038,702‌

MORTGAGE

BACKED

-

23.8%

4,335,000

(a),(d)

Angel

Oak

Mortgage

Trust

2

.837

11/25/66

2,986,282‌

4,644,250

(a),(d)

Bayview

Opportunity

Master

Fund

VI

Trust

3

.000

10/25/51

3,850,560‌

69,595,883

(a),(d)

Citigroup

Mortgage

Loan

Trust

0

.156

02/25/52

574,820‌

7,798,969

(a),(d)

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

106,789‌

13,155,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.669

03/25/42

13,688,550‌

20,185,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

9

.210

06/25/42

21,833,452‌

3,585,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7

.919

01/25/43

3,783,665‌

2,750,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

8

.110

05/25/43

2,941,313‌

1,475,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

9

.910

05/25/43

1,624,380‌

3,395,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.660

06/25/43

3,581,364‌

860,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.850%)

11

.410

06/25/43

956,529‌

4,015,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

9

.188

07/25/43

4,258,100‌

1,275,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

10

.469

07/25/43

1,403,663‌

5,510,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

8

.119

10/25/43

5,780,004‌

185

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

37

Fannie

Mae

Pool

7

.500

%

01/01/29

$

38‌

413

Fannie

Mae

Pool

7

.500

03/01/31

426‌

529,595

Fannie

Mae

Pool

3

.500

05/01/32

515,263‌

375,139

Fannie

Mae

Pool

5

.000

05/01/35

371,997‌

296,787

Fannie

Mae

Pool

5

.000

10/01/35

294,453‌

156,388

Fannie

Mae

Pool

5

.000

02/01/36

155,222‌

237,918

Fannie

Mae

Pool

5

.500

11/01/38

239,142‌

2,488,584

Fannie

Mae

Pool

3

.000

10/01/39

2,245,886‌

1,175,866

Fannie

Mae

Pool

3

.000

05/01/40

1,061,585‌

233,694

Fannie

Mae

Pool

5

.000

09/01/40

232,862‌

156,560

Fannie

Mae

Pool

4

.000

02/01/41

147,714‌

285,797

Fannie

Mae

Pool

5

.000

05/01/41

284,779‌

4,187,100

Fannie

Mae

Pool

4

.000

09/01/42

3,940,182‌

540,169

Fannie

Mae

Pool

3

.500

04/01/43

491,476‌

474,112

Fannie

Mae

Pool

3

.500

09/01/43

432,677‌

1,551,687

Fannie

Mae

Pool

4

.500

03/01/44

1,500,375‌

31,051,316

Fannie

Mae

Pool

4

.000

05/01/44

29,255,161‌

467,986

Fannie

Mae

Pool

4

.500

06/01/44

449,642‌

1,774,394

Fannie

Mae

Pool

4

.500

06/01/44

1,704,858‌

989,923

Fannie

Mae

Pool

4

.500

08/01/44

951,129‌

1,451,016

Fannie

Mae

Pool

4

.500

10/01/44

1,394,146‌

1,015,654

Fannie

Mae

Pool

4

.500

11/01/44

975,849‌

915,796

Fannie

Mae

Pool

5

.000

11/01/44

912,536‌

275,924

Fannie

Mae

Pool

4

.500

12/01/44

265,110‌

1,000,026

Fannie

Mae

Pool

4

.000

01/01/45

937,340‌

1,138,677

Fannie

Mae

Pool

3

.500

05/01/45

1,037,142‌

2,287,308

Fannie

Mae

Pool

3

.500

01/01/46

2,064,974‌

984,997

Fannie

Mae

Pool

4

.000

04/01/46

923,213‌

1,689,630

Fannie

Mae

Pool

3

.500

06/01/46

1,524,375‌

3,753,217

Fannie

Mae

Pool

3

.500

07/01/46

3,386,132‌

7,837,243

Fannie

Mae

Pool

3

.500

07/01/46

7,133,201‌

1,309,082

Fannie

Mae

Pool

3

.000

10/01/46

1,117,755‌

1,072,517

Fannie

Mae

Pool

3

.500

10/01/46

966,761‌

1,828,762

Fannie

Mae

Pool

4

.500

05/01/47

1,773,010‌

615,445

Fannie

Mae

Pool

3

.000

11/01/47

525,490‌

3,988,825

Fannie

Mae

Pool

3

.500

11/01/47

3,620,558‌

5,381,490

Fannie

Mae

Pool

3

.500

01/01/48

4,842,678‌

2,134,819

Fannie

Mae

Pool

4

.500

01/01/48

2,040,563‌

794,581

Fannie

Mae

Pool

4

.500

02/01/48

759,494‌

1,396,388

Fannie

Mae

Pool

4

.500

05/01/48

1,334,298‌

972,217

Fannie

Mae

Pool

4

.500

05/01/48

928,683‌

216,019

Fannie

Mae

Pool

3

.000

06/01/49

182,562‌

2,172,473

Fannie

Mae

Pool

4

.500

06/01/49

2,072,262‌

14,031,108

Fannie

Mae

Pool

3

.000

07/01/50

12,143,630‌

9,328,820

Fannie

Mae

Pool

2

.500

08/01/51

7,682,158‌

4,838,963

Fannie

Mae

Pool

3

.500

08/01/51

4,338,171‌

4,031,533

Fannie

Mae

Pool

3

.000

09/01/51

3,483,580‌

26,337,356

Fannie

Mae

Pool

2

.500

12/01/51

21,717,114‌

22,243,782

Fannie

Mae

Pool

2

.500

02/01/52

18,369,452‌

1,005,374

Fannie

Mae

Pool

2

.500

02/01/52

825,245‌

14,435,479

Fannie

Mae

Pool

3

.000

02/01/52

12,337,561‌

9,059,364

Fannie

Mae

Pool

3

.500

02/01/52

8,102,707‌

13,658,533

Fannie

Mae

Pool

3

.000

04/01/52

11,681,442‌

38,278,302

Fannie

Mae

Pool

3

.000

04/01/52

32,862,390‌

21,733,241

Fannie

Mae

Pool

3

.000

04/01/52

18,498,639‌

6,968,169

Fannie

Mae

Pool

3

.000

05/01/52

5,975,762‌

24,221,094

Fannie

Mae

Pool

3

.500

05/01/52

21,467,345‌

34,295,328

Fannie

Mae

Pool

4

.000

05/01/52

31,430,097‌

16,016,942

Fannie

Mae

Pool

3

.500

06/01/52

14,226,871‌

16,289,316

Fannie

Mae

Pool

3

.500

06/01/52

14,438,604‌

46,112,126

Fannie

Mae

Pool

4

.000

06/01/52

42,245,823‌

10,664,835

Fannie

Mae

Pool

4

.500

06/01/52

10,051,797‌

Core

Bond

186

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

69,582,556

Fannie

Mae

Pool

4

.000

%

07/01/52

$

63,706,873‌

58,174,156

Fannie

Mae

Pool

4

.000

07/01/52

53,287,596‌

4,348,053

Fannie

Mae

Pool

4

.500

07/01/52

4,098,136‌

10,304,007

Fannie

Mae

Pool

4

.500

07/01/52

9,709,238‌

45,733,240

Fannie

Mae

Pool

4

.500

07/01/52

43,101,423‌

51,146,168

Fannie

Mae

Pool

5

.000

08/01/52

49,529,354‌

69,145,764

Fannie

Mae

Pool

4

.000

09/01/52

63,337,511‌

155,449,549

Fannie

Mae

Pool

4

.500

09/01/52

146,503,840‌

37,835,667

Fannie

Mae

Pool

5

.000

09/01/52

36,636,682‌

29,065,650

Fannie

Mae

Pool

4

.000

10/01/52

26,621,140‌

47,064,623

Fannie

Mae

Pool

4

.500

10/01/52

44,357,864‌

36,991,370

Fannie

Mae

Pool

5

.000

10/01/52

35,816,284‌

8,334,955

Fannie

Mae

Pool

4

.000

11/01/52

7,633,545‌

57,307,305

Fannie

Mae

Pool

4

.500

11/01/52

54,015,602‌

11,003,529

Fannie

Mae

Pool

5

.500

12/01/52

10,887,736‌

3,328,243

Fannie

Mae

Pool

5

.000

01/01/53

3,222,258‌

68,977,484

Fannie

Mae

Pool

5

.000

02/01/53

66,770,248‌

22,258,676

Fannie

Mae

Pool

5

.500

02/01/53

21,987,557‌

53,392,212

Fannie

Mae

Pool

5

.000

04/01/53

51,551,634‌

6,755,668

Fannie

Mae

Pool

5

.000

06/01/53

6,567,887‌

33,706,792

Fannie

Mae

Pool

5

.500

06/01/53

33,295,389‌

21,085,647

Fannie

Mae

Pool

4

.000

07/01/53

19,304,186‌

24,015,481

Fannie

Mae

Pool

5

.000

08/01/53

23,192,528‌

111,171,722

Fannie

Mae

Pool

5

.500

10/01/53

109,778,674‌

30,377,125

Fannie

Mae

Pool

6

.000

01/01/54

30,526,988‌

1,386,693

Fannie

Mae

Pool

6

.000

03/01/54

1,393,574‌

78,188,858

Fannie

Mae

Pool

5

.500

05/01/54

77,185,013‌

1,458,116

Fannie

Mae

Pool

5

.000

11/01/54

1,407,818‌

1,994,826

(a)

Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

1

.267

09/25/43

188,475‌

2,805,537

Fannie

Mae

REMICS

3

.000

07/25/45

2,456,547‌

5,571,351

Fannie

Mae

REMICS

3

.500

02/25/48

4,753,634‌

4,064,118

Fannie

Mae

REMICS

4

.000

07/25/48

3,721,677‌

6,053,879

Fannie

Mae

REMICS

2

.000

08/25/50

776,007‌

18,941,539

Fannie

Mae

REMICS

2

.000

08/25/50

12,349,751‌

8,541,010

Fannie

Mae

REMICS

2

.000

10/25/50

5,580,971‌

16,688,110

Fannie

Mae

REMICS

2

.500

11/25/50

2,328,315‌

8,455,170

Fannie

Mae

REMICS

3

.000

12/25/50

1,460,534‌

5,782,995

Fannie

Mae

REMICS

3

.000

02/25/51

975,747‌

9,571,704

Fannie

Mae

REMICS

2

.500

11/25/51

1,142,968‌

13,768,707

Fannie

Mae

REMICS

3

.500

04/25/52

10,152,490‌

3,301,152

Fannie

Mae

REMICS

4

.000

05/25/52

2,532,384‌

8,802,947

Fannie

Mae

REMICS

4

.500

07/25/52

8,203,327‌

5,015,956

Fannie

Mae

REMICS

4

.500

08/25/52

4,095,171‌

4,489,418

Fannie

Mae

REMICS

4

.000

09/25/52

3,856,908‌

3,781,429

Fannie

Mae

REMICS

4

.000

09/25/52

3,098,927‌

3,650,934

Fannie

Mae

REMICS

4

.500

10/25/52

3,265,935‌

4,165,384

Fannie

Mae

REMICS

4

.500

10/25/52

3,855,385‌

6,765,169

Fannie

Mae

REMICS

5

.500

11/25/52

6,469,664‌

170

Freddie

Mac

Gold

Pool

8

.000

01/01/31

170‌

4,849

Freddie

Mac

Gold

Pool

8

.000

09/01/31

4,974‌

48,616

Freddie

Mac

Gold

Pool

7

.000

12/01/31

50,430‌

25,742

Freddie

Mac

Gold

Pool

4

.500

07/01/33

25,319‌

173,330

Freddie

Mac

Gold

Pool

7

.000

12/01/33

179,799‌

62,471

Freddie

Mac

Gold

Pool

4

.500

04/01/35

60,440‌

37,334

Freddie

Mac

Gold

Pool

7

.000

05/01/35

38,727‌

1,065,677

Freddie

Mac

Gold

Pool

5

.000

06/01/36

1,058,928‌

44,851

Freddie

Mac

Gold

Pool

5

.000

07/01/39

44,751‌

947,235

Freddie

Mac

Gold

Pool

5

.000

08/01/44

945,119‌

100,444

Freddie

Mac

Gold

Pool

4

.500

11/01/44

96,528‌

55,475

Freddie

Mac

Gold

Pool

4

.500

11/01/44

53,313‌

50,080

Freddie

Mac

Gold

Pool

4

.500

12/01/44

48,128‌

51,603

Freddie

Mac

Gold

Pool

4

.500

12/01/44

49,137‌

187

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

466,427

Freddie

Mac

Gold

Pool

3

.500

%

04/01/45

$

423,529‌

9,413,249

Freddie

Mac

Gold

Pool

3

.500

08/01/45

8,585,370‌

10,039,751

Freddie

Mac

Gold

Pool

3

.500

10/01/45

9,075,926‌

3,042,560

Freddie

Mac

Gold

Pool

4

.500

06/01/47

2,927,216‌

2,358,108

Freddie

Mac

Gold

Pool

4

.000

09/01/47

2,213,055‌

3,057,249

Freddie

Mac

Gold

Pool

3

.500

12/01/47

2,756,219‌

7,032,568

Freddie

Mac

Gold

Pool

4

.500

08/01/48

6,760,832‌

5,121,346

Freddie

Mac

Pool

3

.000

09/01/51

4,457,272‌

8,677,930

Freddie

Mac

Pool

2

.500

11/01/51

7,080,792‌

3,767,943

Freddie

Mac

Pool

3

.000

11/01/51

3,250,056‌

20,584,618

Freddie

Mac

Pool

3

.000

11/01/51

17,885,123‌

1,964,154

Freddie

Mac

Pool

3

.000

11/01/51

1,710,428‌

2,971,706

Freddie

Mac

Pool

3

.000

11/01/51

2,583,952‌

6,048,543

Freddie

Mac

Pool

3

.000

02/01/52

5,152,452‌

8,247,516

Freddie

Mac

Pool

3

.000

03/01/52

7,017,956‌

11,625,359

Freddie

Mac

Pool

2

.500

04/01/52

9,565,006‌

5,371,121

Freddie

Mac

Pool

3

.000

04/01/52

4,616,342‌

11,498,803

Freddie

Mac

Pool

4

.000

04/01/52

10,536,175‌

24,855,494

Freddie

Mac

Pool

3

.000

05/01/52

21,138,947‌

3,255,390

Freddie

Mac

Pool

3

.000

06/01/52

2,785,354‌

13,257,948

Freddie

Mac

Pool

3

.000

06/01/52

11,278,113‌

841,206

Freddie

Mac

Pool

3

.500

06/01/52

746,675‌

22,405,941

Freddie

Mac

Pool

4

.500

06/01/52

21,109,785‌

33,970,983

Freddie

Mac

Pool

4

.500

07/01/52

31,977,907‌

22,430,836

Freddie

Mac

Pool

4

.500

07/01/52

21,134,030‌

29,671,141

Freddie

Mac

Pool

5

.500

08/01/53

29,402,951‌

8,121,046

Freddie

Mac

REMICS

3

.500

01/15/47

6,972,226‌

1,523,250

Freddie

Mac

REMICS

4

.000

10/15/47

1,393,074‌

1,031,734

Freddie

Mac

REMICS

4

.000

11/15/47

954,084‌

7,613,597

Freddie

Mac

REMICS

4

.000

01/15/48

7,039,449‌

8,046,118

Freddie

Mac

REMICS

4

.000

03/15/48

7,386,433‌

2,236,393

Freddie

Mac

REMICS

4

.000

04/15/48

2,067,504‌

4,510,029

Freddie

Mac

REMICS

4

.000

04/15/48

4,120,398‌

2,650,207

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

2

.381

06/15/48

2,326,531‌

2,811,255

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

2

.301

10/15/48

2,317,331‌

6,842,602

Freddie

Mac

REMICS

2

.000

09/25/50

4,379,439‌

3,144,264

Freddie

Mac

REMICS

2

.000

09/25/50

407,266‌

12,134,387

Freddie

Mac

REMICS

3

.000

09/25/50

8,508,726‌

6,212,986

Freddie

Mac

REMICS

3

.000

10/25/50

4,224,094‌

20,471,883

Freddie

Mac

REMICS

2

.500

02/25/51

3,388,809‌

7,939,759

Freddie

Mac

REMICS

2

.500

05/25/51

4,780,122‌

3,138,751

Freddie

Mac

REMICS

4

.000

08/25/52

2,526,403‌

5,598,099

Freddie

Mac

REMICS

4

.500

10/25/52

4,984,496‌

6,858,868

Freddie

Mac

REMICS

5

.500

11/25/52

6,660,225‌

3,605,030

Freddie

Mac

REMICS

5

.500

02/25/53

3,527,524‌

720,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

11

.669

01/25/42

770,802‌

3,260,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

9

.319

02/25/42

3,431,540‌

26,954,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

2.900%)

7

.469

04/25/42

27,940,630‌

6,555,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

5.650%)

8

.647

04/25/42

7,039,855‌

20,930,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7

.919

05/25/42

21,916,910‌

31,450,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

9

.234

06/25/42

33,759,644‌

14,755,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8

.569

07/25/42

15,732,566‌

1,000,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.550%)

8

.119

08/25/42

1,052,383‌

13,150,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

8

.269

09/25/42

13,900,144‌

715,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

8

.444

03/25/43

751,146‌

360,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7

.810

04/25/43

380,083‌

3,675,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

8

.069

05/25/43

3,906,709‌

80,394

(a),(d)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3

.787

02/25/48

77,847‌

98,323

(a),(d)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3

.846

05/25/48

95,804‌

1,654,194

(a)

Freddie

Mac

Strips,

(SOFR30A

+

5.806%)

1

.208

03/15/44

141,855‌

181,201

Ginnie

Mae

I

Pool

5

.000

06/15/39

179,796‌

19,711

Ginnie

Mae

II

Pool

6

.500

11/20/38

20,432‌

Core

Bond

188

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

737,795

Ginnie

Mae

II

Pool

4

.500

%

12/20/45

$

724,241‌

4,233,829

Ginnie

Mae

II

Pool

3

.000

06/20/51

3,678,067‌

5,422,472

Ginnie

Mae

II

Pool

3

.000

12/20/51

4,707,760‌

6,176,067

Ginnie

Mae

II

Pool

2

.500

02/20/52

5,011,088‌

56,310,408

Ginnie

Mae

II

Pool

3

.500

07/20/52

50,362,531‌

9,406,153

Ginnie

Mae

II

Pool

4

.000

08/20/52

8,668,817‌

29,829,755

Ginnie

Mae

II

Pool

4

.500

08/20/52

28,259,765‌

45,351,917

Ginnie

Mae

II

Pool

4

.000

09/20/52

41,825,005‌

9,202,190

Ginnie

Mae

II

Pool

5

.000

11/20/52

8,953,685‌

14,221,582

Government

National

Mortgage

Association

5

.000

01/20/40

3,036,039‌

6,556,526

Government

National

Mortgage

Association

4

.500

03/20/40

1,173,186‌

10,622,440

Government

National

Mortgage

Association

5

.000

03/20/40

2,136,293‌

9,257,974

Government

National

Mortgage

Association

2

.500

12/20/43

8,082,546‌

2,887,599

Government

National

Mortgage

Association

3

.000

03/20/45

2,529,676‌

1,211,813

Government

National

Mortgage

Association

4

.000

06/20/46

143,287‌

3,776,278

Government

National

Mortgage

Association

5

.000

09/20/46

717,041‌

5,373,543

(a)

Government

National

Mortgage

Association,

(TSFR1M

+

5.986%)

1

.615

03/20/50

691,602‌

12,976,657

Government

National

Mortgage

Association

3

.000

11/20/51

9,111,851‌

17,429,449

Government

National

Mortgage

Association

3

.000

12/20/51

12,177,792‌

15,707,044

Government

National

Mortgage

Association

3

.000

01/20/52

11,191,652‌

14,639,744

Government

National

Mortgage

Association

3

.000

02/20/52

9,681,897‌

10,038,879

Government

National

Mortgage

Association

4

.000

04/20/52

8,239,896‌

10,691,756

Government

National

Mortgage

Association

5

.000

04/20/52

2,011,257‌

5,396,449

Government

National

Mortgage

Association

4

.000

07/20/52

4,255,242‌

8,487,020

Government

National

Mortgage

Association

4

.500

09/20/52

7,616,582‌

4,491,755

Government

National

Mortgage

Association

4

.500

09/20/52

3,828,017‌

7,401,439

Government

National

Mortgage

Association

4

.500

09/20/52

6,651,523‌

6,162,334

Government

National

Mortgage

Association

4

.500

09/20/52

5,617,817‌

5,179,414

Government

National

Mortgage

Association

4

.500

02/20/53

4,542,193‌

4,567,109

Government

National

Mortgage

Association

5

.500

02/20/53

4,379,170‌

9,471,379

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

2

.345

05/20/53

721,596‌

7,076,617

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

5

.247

08/20/53

7,308,279‌

4,718,469

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

25.350%)

7

.392

08/20/53

5,242,934‌

79,644,104

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.150

08/25/51

627,245‌

11,989,516

(a),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

9,535,192‌

7,912,016

(a),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

6,290,406‌

2,619,769

(a),(d)

GS

Mortgage-Backed

Securities

Trust

2

.829

05/28/52

2,082,658‌

7,523,385

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

08/26/52

6,237,659‌

66,338

(a)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5

.113

03/25/35

59,944‌

1,036,403

(a),(d)

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

918,951‌

697,298

(a),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

607,393‌

119,408

(a),(d)

JP

Morgan

Mortgage

Trust

4

.000

01/25/49

109,205‌

22,362,363

(a),(d)

JP

Morgan

Mortgage

Trust

0

.122

06/25/51

143,824‌

39,355,460

(a),(d)

JP

Morgan

Mortgage

Trust

0

.108

11/25/51

221,351‌

3,547,695

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

2,820,576‌

39,233,297

(a),(d)

JP

Morgan

Mortgage

Trust

0

.116

12/25/51

237,307‌

3,752,750

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

2,983,604‌

7,822,458

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

6,219,203‌

8,993,737

(a),(d)

JP

Morgan

Mortgage

Trust

0

.500

04/25/52

250,172‌

6,512,765

(a),(d)

JP

Morgan

Mortgage

Trust

3

.343

04/25/52

5,343,776‌

4,172,036

(a),(d)

JP

Morgan

Mortgage

Trust

3

.343

04/25/52

3,387,337‌

4,575,155

(a),(d)

JP

Morgan

Mortgage

Trust

3

.343

04/25/52

3,603,336‌

11,239,897

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

8,936,220‌

4,544,025

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

06/25/52

3,790,146‌

76,860,803

(d)

JP

Morgan

Mortgage

Trust

0

.224

07/25/52

844,946‌

11,845,527

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

9,417,722‌

19,865,980

(a),(d)

JP

Morgan

Mortgage

Trust

3

.250

07/25/52

17,022,425‌

12,772,302

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

10,589,550‌

7,675,210

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

6,363,537‌

4,950,312

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

11/25/52

4,104,317‌

7,138,189

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

04/25/53

5,918,291‌

3,437,579

(a),(d)

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

3,289,258‌

189

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

3,052,898

(a),(d)

JP

Morgan

Mortgage

Trust

5

.500

%

06/25/53

$

2,971,056‌

7,163,791

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

5,702,328‌

7,276,133

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

6,367,866‌

5,326,023

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

4,237,351‌

1,325,000

(a),(d)

NLT

Trust

2

.569

08/25/56

935,944‌

4,937,142

(a),(d)

OBX

3

.000

01/25/52

4,093,398‌

2,270,998

(a),(d)

RCKT

Mortgage

Trust

3

.007

09/25/51

1,755,693‌

12,801,003

(a),(d)

RCKT

Mortgage

Trust

2

.500

02/25/52

10,185,036‌

4,653,116

(a),(d)

RCKT

Mortgage

Trust

3

.000

05/25/52

3,857,911‌

836,608

(a),(d)

RCKT

Mortgage

Trust

4

.000

06/25/52

740,615‌

121,724

(a),(d)

Sequoia

Mortgage

Trust

4

.000

06/25/49

112,466‌

1,210,006

(a),(d)

Sequoia

Mortgage

Trust

3

.500

12/25/49

1,061,225‌

3,542,185

(a),(d)

Sequoia

Mortgage

Trust

2

.500

06/25/51

2,816,195‌

2,500,000

(a),(d)

Verus

Securitization

Trust

7

.525

02/25/68

2,527,217‌

421,693

(d)

Verus

Securitization

Trust

(Step

Bond)

2

.733

05/25/65

408,041‌

4,632,049

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

08/25/51

3,840,444‌

4,486,733

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.312

08/25/51

3,677,208‌

TOTAL

MORTGAGE

BACKED

2,529,345,631‌

MUNICIPAL

BONDS

-

0.1%

550,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

4

.038

09/01/34

500,575‌

3,400,000

New

Jersey

Economic

Development

Authority

7

.425

02/15/29

3,597,415‌

4,075,000

New

York

State

Dormitory

Authority

4

.294

07/01/44

3,532,877‌

33,000

State

Public

School

Building

Authority

5

.000

09/15/27

33,320‌

TOTAL

MUNICIPAL

BONDS

7,664,187‌

U.S.

TREASURY

SECURITIES

-

20.9%

8,047,680

(h)

United

States

Treasury

Inflation

Indexed

Bonds

1

.875

07/15/34

7,798,163‌

6,135,000

United

States

Treasury

Note/Bond

5

.000

10/31/25

6,170,406‌

16,850,000

United

States

Treasury

Note/Bond

4

.250

01/31/26

16,850,325‌

1,175,000

United

States

Treasury

Note/Bond

4

.500

03/31/26

1,178,199‌

101,865,000

United

States

Treasury

Note/Bond

4

.875

04/30/26

102,656,145‌

32,802,000

United

States

Treasury

Note/Bond

3

.625

05/15/26

32,531,483‌

650,000

United

States

Treasury

Note/Bond

4

.875

05/31/26

655,382‌

2,450,000

United

States

Treasury

Note/Bond

4

.625

06/30/26

2,463,120‌

2,075,000

United

States

Treasury

Note/Bond

3

.750

08/31/26

2,058,577‌

8,150,000

United

States

Treasury

Note/Bond

0

.875

09/30/26

7,691,084‌

3,725,000

United

States

Treasury

Note/Bond

3

.500

09/30/26

3,678,080‌

30,000,000

United

States

Treasury

Note/Bond

4

.625

10/15/26

30,183,569‌

248,250,000

(e)

United

States

Treasury

Note/Bond

4

.125

10/31/26

247,684,918‌

16,425,000

United

States

Treasury

Note/Bond

4

.625

11/15/26

16,532,036‌

2,375,000

United

States

Treasury

Note/Bond

4

.250

11/30/26

2,374,528‌

60,720,000

United

States

Treasury

Note/Bond

1

.250

12/31/26

57,268,985‌

3,700,000

United

States

Treasury

Note/Bond

4

.500

05/15/27

3,718,430‌

1,765,000

United

States

Treasury

Note/Bond

3

.500

04/30/28

1,720,478‌

200,000

United

States

Treasury

Note/Bond

1

.000

07/31/28

178,048‌

1,090,000

United

States

Treasury

Note/Bond

3

.250

06/30/29

1,040,107‌

5,510,000

United

States

Treasury

Note/Bond

4

.000

10/31/29

5,417,271‌

24,095,000

United

States

Treasury

Note/Bond

4

.125

11/30/29

23,821,252‌

1,356,000

United

States

Treasury

Note/Bond

3

.500

04/30/30

1,297,627‌

41,346,500

United

States

Treasury

Note/Bond

4

.000

07/31/30

40,479,065‌

40,000,000

United

States

Treasury

Note/Bond

4

.125

08/31/30

39,384,208‌

7,750,000

United

States

Treasury

Note/Bond

4

.625

09/30/30

7,822,020‌

62,485,000

United

States

Treasury

Note/Bond

4

.000

01/31/31

60,963,430‌

30,000,000

United

States

Treasury

Note/Bond

4

.250

02/28/31

29,659,617‌

24,000,000

United

States

Treasury

Note/Bond

4

.125

03/31/31

23,558,831‌

8,775,000

United

States

Treasury

Note/Bond

4

.625

04/30/31

8,849,158‌

28,845,000

United

States

Treasury

Note/Bond

4

.125

07/31/31

28,270,300‌

7,775,000

United

States

Treasury

Note/Bond

1

.250

08/15/31

6,345,040‌

10,000,000

United

States

Treasury

Note/Bond

3

.625

09/30/31

9,502,605‌

142,865,000

United

States

Treasury

Note/Bond

3

.375

05/15/33

131,289,708‌

68,275,000

United

States

Treasury

Note/Bond

4

.250

11/15/34

66,495,521‌

1,900,000

United

States

Treasury

Note/Bond

4

.750

02/15/37

1,926,960‌

10,875,000

United

States

Treasury

Note/Bond

3

.500

02/15/39

9,532,070‌

Core

Bond

190

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

16,015,000

United

States

Treasury

Note/Bond

3

.875

%

08/15/40

$

14,411,308‌

2,850,000

United

States

Treasury

Note/Bond

1

.875

02/15/41

1,909,246‌

33,830,000

United

States

Treasury

Note/Bond

2

.000

11/15/41

22,714,130‌

12,000,000

United

States

Treasury

Note/Bond

3

.125

11/15/41

9,656,248‌

370,024,100

United

States

Treasury

Note/Bond

2

.375

02/15/42

263,404,853‌

4,115,000

United

States

Treasury

Note/Bond

3

.250

05/15/42

3,347,099‌

209,174,000

United

States

Treasury

Note/Bond

3

.875

02/15/43

184,560,002‌

8,670,000

United

States

Treasury

Note/Bond

3

.875

05/15/43

7,630,502‌

20,990,000

United

States

Treasury

Note/Bond

4

.375

08/15/43

19,749,962‌

54,460,000

United

States

Treasury

Note/Bond

4

.750

11/15/43

53,772,494‌

117,010,000

United

States

Treasury

Note/Bond

4

.625

05/15/44

113,436,210‌

31,010,000

United

States

Treasury

Note/Bond

4

.125

08/15/44

28,063,113‌

29,750,000

United

States

Treasury

Note/Bond

4

.625

11/15/44

28,845,894‌

1,380,000

United

States

Treasury

Note/Bond

2

.500

05/15/46

939,694‌

10,450,000

United

States

Treasury

Note/Bond

3

.000

05/15/47

7,722,493‌

1,255,000

United

States

Treasury

Note/Bond

2

.750

08/15/47

882,595‌

42,835,000

United

States

Treasury

Note/Bond

2

.750

11/15/47

30,056,595‌

55,445,000

United

States

Treasury

Note/Bond

3

.000

02/15/48

40,671,752‌

510,000

United

States

Treasury

Note/Bond

3

.125

05/15/48

382,023‌

45,841,000

United

States

Treasury

Note/Bond

3

.375

11/15/48

35,803,038‌

217,477,000

United

States

Treasury

Note/Bond

2

.250

02/15/52

131,843,304‌

86,704,000

United

States

Treasury

Note/Bond

3

.625

02/15/53

70,446,180‌

95,910,000

United

States

Treasury

Note/Bond

4

.375

08/15/54

87,585,091‌

26,000,000

United

States

Treasury

Note/Bond

4

.500

11/15/54

24,789,128‌

TOTAL

U.S.

TREASURY

SECURITIES

2,221,669,700‌

TOTAL

GOVERNMENT

BONDS

(Cost

$5,369,332,748)

4,969,712,157‌

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

0.9%

3,965,434

(i)

Nuveen

Ultra

Short

Income

ETF

99,928,937‌

TOTAL

INVESTMENT

COMPANIES

(Cost

$100,021,760)

99,928,937‌

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

200,000

Morgan

Stanley

5,020,000‌

208,700

Morgan

Stanley

5,367,764‌

TOTAL

FINANCIAL

SERVICES

10,387,764‌

TOTAL

PREFERRED

STOCKS

(Cost

$10,877,500)

10,387,764‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

14.7%

ASSET

BACKED

-

5.8%

4,000,000

(a),(d)

AGL

CLO

19

Ltd,

(TSFR3M

+

2.750%)

7

.367

07/21/35

4,017,200‌

Series

-

2022

19A

(Class

B1)

1,000,000

(a),(d)

AGL

CLO

Ltd.,

(TSFR3M

+

2.600%)

7

.217

07/21/36

1,009,110‌

Series

-

2023

25A

(Class

B)

10,000,000

(a),(d)

AIMCO

CLO

Series,

(TSFR3M

+

1.312%)

5

.929

04/20/34

10,016,820‌

Series

-

2017

AA

(Class

AR)

10,000,000

(a),(d)

AIMCO

CLO

Series,

(TSFR3M

+

1.762%)

6

.379

04/20/34

10,019,070‌

Series

-

2017

AA

(Class

BR)

3,479,823

(d)

Alterna

Funding

III

LLC

6

.260

05/16/39

3,510,944‌

Series

-

2024

1A

(Class

A)

17,000,000

AmeriCredit

Automobile

Receivables

Trust

1

.210

12/18/26

16,709,597‌

Series

-

2021

1

(Class

D)

2,000,000

(d)

AMSR

Trust

3

.148

01/19/39

1,926,031‌

Series

-

2019

SFR1

(Class

C)

5,825,048

(d)

Apollo

aviation

securitization

2

.798

01/15/47

5,301,552‌

Series

-

2021

2A

(Class

A)

191

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

55,677

(d)

Asset

Backed

Funding

Corp

NIM

Trust

5

.900

%

07/26/35

$

1‌

Series

-

2005

WMC1

(Class

N1)

1,181,200

(d)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2

.020

02/20/27

1,152,860‌

Series

-

2020

2A

(Class

A)

6,800,000

(d)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1

.630

08/20/27

6,472,768‌

Series

-

2021

1A

(Class

B)

3,100,000

(d)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2

.130

08/20/27

2,945,260‌

Series

-

2021

1A

(Class

C)

1,000,000

(d)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1

.660

02/20/28

942,400‌

Series

-

2021

2A

(Class

A)

19,250,000

BMW

Vehicle

Lease

Trust

4

.290

01/25/27

19,217,997‌

Series

-

2024

2

(Class

A2A)

496,686

(d)

BRE

Grand

Islander

Timeshare

Issuer

LLC

3

.280

09/26/33

486,955‌

Series

-

2019

A

(Class

A)

10,000,000

(d)

Brex

Commercial

Charge

Card

Master

Trust

6

.050

07/15/27

10,114,921‌

Series

-

2024

1

(Class

A1)

1,257,617

(d)

British

Airways

Pass

Through

Trust

3

.800

09/20/31

1,203,942‌

Series

-

2018

1

(Class

AA)

3,808,794

(d)

Capital

Automotive

REIT

1

.440

08/15/51

3,587,511‌

Series

-

2021

1A

(Class

A1)

8,317,750

(d)

Capital

Automotive

REIT

1

.920

08/15/51

7,840,132‌

Series

-

2021

1A

(Class

A3)

1,440,000

Carmax

Auto

Owner

Trust

1

.280

07/15/27

1,427,628‌

Series

-

2021

1

(Class

D)

5,723,000

(d)

Cars

Net

Lease

Mortgage

Notes

2

.010

12/15/50

5,201,994‌

Series

-

2020

1A

(Class

A1)

11,636,520

(d)

Cars

Net

Lease

Mortgage

Notes

Series

3

.100

12/15/50

10,816,567‌

Series

-

2020

1A

(Class

A3)

314,159

Carvana

Auto

Receivables

Trust

1

.270

03/10/28

301,905‌

Series

-

2021

N2

(Class

D)

1,427,254

Carvana

Auto

Receivables

Trust

1

.720

09/11/28

1,372,345‌

Series

-

2021

N4

(Class

C)

1,611,936

(d)

Carvana

Auto

Receivables

Trust

4

.130

12/11/28

1,594,448‌

Series

-

2022

N1

(Class

D)

4,150,000

(a),(d)

Cayuga

Park

CLO

Ltd,

(TSFR3M

+

1.912%)

1

.000

07/17/34

4,157,765‌

Series

-

2020

1A

(Class

B1R)

94,393

(a)

C-BASS

Trust,

(TSFR1M

+

0.274%)

3

.166

07/25/36

92,251‌

Series

-

2006

CB6

(Class

A1)

8,817,685

(a),(d)

CBRE

Realty

Finance,

(LIBOR

3

M

+

0.300%)

5

.876

04/07/52

882‌

Series

-

2007

1A

(Class

A2)

8,769,657

(d)

CF

Hippolyta

LLC

1

.690

07/15/60

8,568,514‌

Series

-

2020

1

(Class

A1)

2,612,922

(d)

CF

Hippolyta

LLC

1

.990

07/15/60

2,346,057‌

Series

-

2020

1

(Class

A2)

1,798,904

(d)

CF

Hippolyta

LLC

2

.280

07/15/60

1,743,823‌

Series

-

2020

1

(Class

B1)

27,500,000

Chase

Issuance

Trust

3

.970

09/15/27

27,412,795‌

Series

-

2022

A1

(Class

A)

5,855,000

(a),(d)

CIFC

Funding

Ltd,

(LIBOR

3

M

+

1.862%)

6

.479

10/20/34

5,862,442‌

Series

-

2020

2A

(Class

BR)

5,625,000

(a),(d)

CIFC

Funding

Ltd,

(TSFR3M

+

1.912%)

6

.568

07/15/36

5,635,564‌

Series

-

2020

1A

(Class

BR)

1,289

CIT

Group

Home

Equity

Loan

Trust

(Step

Bond)

6

.200

02/25/30

1,283‌

Series

-

2002

1

(Class

AF6)

1,500,000

CNH

Equipment

Trust

5

.190

09/17/29

1,519,435‌

Series

-

2024

B

(Class

A3)

9,035,000

CNH

Equipment

Trust

4

.030

01/15/30

8,907,824‌

Series

-

2024

C

(Class

A3)

11,450,000

(d)

Cologix

Data

Centers

US

Issuer

LLC

3

.300

12/26/51

10,868,296‌

Series

-

2021

1A

(Class

A2)

1,065,938

(d)

DB

Master

Finance

LLC

4

.352

05/20/49

1,024,816‌

Series

-

2019

1A

(Class

A23)

Core

Bond

192

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

16,490,000

(d)

DB

Master

Finance

LLC

2

.045

%

11/20/51

$

15,608,469‌

Series

-

2021

1A

(Class

A2I)

12,998,000

(d)

DB

Master

Finance

LLC

2

.493

11/20/51

11,735,451‌

Series

-

2021

1A

(Class

A2II)

1,120,908

(d)

Diamond

Resorts

Owner

Trust

2

.050

11/21/33

1,095,242‌

Series

-

2021

1A

(Class

B)

649,250

(d)

Domino's

Pizza

Master

Issuer

LLC

4

.474

10/25/45

646,678‌

Series

-

2015

1A

(Class

A2II)

2,274,000

(d)

Domino's

Pizza

Master

Issuer

LLC

4

.116

07/25/48

2,260,437‌

Series

-

2018

1A

(Class

A2I)

13,566,375

(d)

Domino's

Pizza

Master

Issuer

LLC

2

.662

04/25/51

12,323,158‌

Series

-

2021

1A

(Class

A2I)

3,800,000

(a),(d)

Dryden

49

Senior

Loan

Fund,

(TSFR3M

+

1.862%)

6

.494

07/18/30

3,805,670‌

Series

-

2017

49A

(Class

BR)

6,846,905

(d)

DT

Auto

Owner

Trust

1

.160

11/16/26

6,785,585‌

Series

-

2021

1A

(Class

D)

272,732

(a),(d)

Ellington

Loan

Acquisition

Trust,

(TSFR1M

+

1.214%)

5

.553

05/25/37

271,654‌

Series

-

2007

2

(Class

A2C)

10,040,000

(d)

Flexential

Issuer,

LLC

3

.250

11/27/51

9,454,262‌

Series

-

2021

1A

(Class

A2)

8,107,372

(d)

FNA

VI

LLC

1

.350

01/10/32

7,643,373‌

Series

-

2021

1A

(Class

A)

7,000,000

Ford

Credit

Auto

Owner

Trust

5

.090

12/15/28

7,062,922‌

Series

-

2024

A

(Class

A3)

24,625,000

Ford

Credit

Auto

Owner

Trust

4

.070

07/15/29

24,380,823‌

Series

-

2024

C

(Class

A3)

6,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust

4

.530

10/18/27

6,004,444‌

Series

-

2024

4

(Class

A2A)

4,950,000

GM

Financial

Consumer

Automobile

Receivables

Trust

5

.100

03/16/29

4,999,200‌

Series

-

2024

2

(Class

A3)

1,920,000

(d)

Hardee's

Funding

LLC

3

.981

12/20/50

1,805,207‌

Series

-

2020

1A

(Class

A2)

524,398

(d)

HERO

Funding

Trust

3

.190

09/20/48

453,252‌

Series

-

2017

3A

(Class

A1)

188,406

(d)

HERO

Funding

Trust

3

.280

09/20/48

164,018‌

Series

-

2017

2A

(Class

A1)

681,717

(d)

HERO

Funding

Trust

3

.950

09/20/48

603,941‌

Series

-

2017

3A

(Class

A2)

376,812

(d)

HERO

Funding

Trust

4

.070

09/20/48

336,448‌

Series

-

2017

2A

(Class

A2)

4,700,000

(d)

Hertz

Vehicle

Financing

LLC

4

.120

09/25/26

4,672,974‌

Series

-

2022

4A

(Class

B)

3,700,000

(d)

Hertz

Vehicle

Financing

LLC

4

.610

09/25/26

3,680,633‌

Series

-

2022

4A

(Class

C)

399,818

(d)

Hilton

Grand

Vacations

Trust

2

.340

07/25/33

390,549‌

Series

-

2019

AA

(Class

A)

43,250

(a)

Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%)

3

.986

06/25/33

42,189‌

Series

-

2003

1

(Class

M1)

32,500,000

Honda

Auto

Receivables

Owner

Trust

4

.330

05/15/29

32,343,701‌

Series

-

2024

4

(Class

A3)

2,453,043

(d)

Horizon

Aircraft

Finance

II

Ltd

3

.721

07/15/39

2,330,366‌

Series

-

2019

1

(Class

A)

3,069,824

(d)

Horizon

Aircraft

Finance

III

Ltd

3

.425

11/15/39

2,853,058‌

Series

-

2019

2

(Class

A)

1,850,000

(d)

Hpefs

Equipment

Trust

4

.430

09/20/29

1,847,887‌

Series

-

2022

2A

(Class

C)

3,750,000

(d),(j)

Industrial

DPR

Funding

Ltd

5

.380

04/15/34

3,236,962‌

Series

-

2022

1A

(Class

1)

1,850,000

(a),(d)

KKR

Clo

32

Ltd,

(TSFR3M

+

2.100%)

6

.756

04/15/37

1,864,828‌

Series

-

2024

32A

(Class

BR)

4,000,000

(a),(d)

Magnetite

XIX

Ltd,

(TSFR3M

+

1.812%)

6

.459

04/17/34

4,010,196‌

Series

-

2017

19A

(Class

B1R)

193

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

696,325

(d)

MAPS

Trust

2

.521

%

06/15/46

$

642,323‌

Series

-

2021

1A

(Class

A)

2,700,000

(a),(d)

Massachusetts

St,

(TSFR3M

+

1.912%)

6

.568

01/15/35

2,704,212‌

Series

-

2021

3A

(Class

B)

1,750,000

(a),(d)

MSCG

Trust

3

.462

06/07/35

1,586,594‌

Series

-

2015

ALDR

(Class

D)

5,250,000

(a),(d)

MSCG

Trust

3

.462

06/07/35

4,864,564‌

Series

-

2015

ALDR

(Class

C)

621,650

(d)

MVW

LLC

1

.830

05/20/39

584,827‌

Series

-

2021

2A

(Class

B)

1,248,102

(d)

MVW

LLC

1

.440

01/22/41

1,178,024‌

Series

-

2021

1WA

(Class

B)

786,304

(d)

MVW

LLC

1

.940

01/22/41

746,449‌

Series

-

2021

1WA

(Class

C)

666,471

(d)

MVW

Owner

Trust

3

.000

11/20/36

659,356‌

Series

-

2019

1A

(Class

B)

1,004,421

(d)

Navient

Private

Education

Refi

Loan

Trust

1

.310

01/15/69

932,422‌

Series

-

2020

HA

(Class

A)

785,971

(d)

Navient

Student

Loan

Trust

3

.390

12/15/59

763,679‌

Series

-

2019

BA

(Class

A2A)

1,100,000

(a),(d)

Neuberger

Berman

CLO

Ltd,

(TSFR3M

+

1.750%)

7

.069

07/24/37

1,105,619‌

Series

-

2024

56A

(Class

B)

16,000,000

(a),(d)

Neuberger

Berman

Loan

Advisers

CLO

31

Ltd,

(TSFR3M

+

1.812%)

6

.429

04/20/31

16,024,704‌

Series

-

2019

31A

(Class

BR)

6,750,000

(a),(d)

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd,

(TSFR3M

+

1.662%)

6

.309

04/16/33

6,764,350‌

Series

-

2021

40A

(Class

B)

5,191,114

(d)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

1

.480

01/20/51

4,952,034‌

Series

-

2021

1A

(Class

A1)

4,622,009

(d)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

2

.380

11/20/51

4,328,231‌

Series

-

2021

2A

(Class

A1)

5,450,000

(a),(d)

OHA

Credit

Funding

10

Ltd,

(TSFR3M

+

1.912%)

6

.544

01/18/36

5,465,244‌

Series

-

2021

10A

(Class

B)

10,000,000

(d)

OneMain

Financial

Issuance

Trust

1

.750

09/14/35

9,604,686‌

Series

-

2020

2A

(Class

A)

2,143,254

(d)

Oportun

Issuance

Trust

1

.960

05/08/31

2,082,415‌

Series

-

2021

B

(Class

B)

1,600,000

(d)

Oscar

US

Funding

XVII

LLC

4

.470

03/12/29

1,573,587‌

Series

-

2024

2A

(Class

A3)

6,340,000

(d)

PFS

Financing

Corp

5

.340

04/15/29

6,423,874‌

Series

-

2024

D

(Class

A)

25,900,000

(d)

Porsche

Innovative

Lease

Owner

Trust

4

.470

12/21/26

25,887,840‌

Series

-

2024

2A

(Class

A2A)

1,500,000

(d)

Progress

Residential

Trust

2

.711

11/17/40

1,349,510‌

Series

-

2021

SFR9

(Class

D)

2,750,000

(d)

Regional

Management

Issuance

Trust

5

.490

12/15/33

2,753,972‌

Series

-

2024

2

(Class

B)

2,677,250

(d)

Renew

3

.950

09/20/53

2,421,646‌

Series

-

2018

1

(Class

A)

28,044,424

(d)

SBNA

Auto

Lease

Trust

5

.670

11/20/26

28,174,923‌

Series

-

2024

B

(Class

A2)

1,320,000

(d)

SCCU

Auto

Receivables

Trust

5

.160

05/15/30

1,322,528‌

Series

-

2024

1A

(Class

A4)

3,905,000

(d)

SCCU

Auto

Receivables

Trust

5

.620

12/16/30

3,893,871‌

Series

-

2024

1A

(Class

C)

11,110,250

(d)

SERVPRO

Master

Issuer

LLC

3

.882

10/25/49

10,795,570‌

Series

-

2019

1A

(Class

A2)

3,232,750

(d)

SERVPRO

Master

Issuer

LLC

2

.394

04/25/51

2,912,841‌

Series

-

2021

1A

(Class

A2)

650,065

(d)

Sierra

Timeshare

Receivables

Funding

LLC

0

.990

11/20/37

629,786‌

Series

-

2021

1A

(Class

A)

704,846

(d)

Sierra

Timeshare

Receivables

Funding

LLC

1

.340

11/20/37

683,083‌

Series

-

2021

1A

(Class

B)

Core

Bond

194

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

390,770

(d)

Sierra

Timeshare

Receivables

Funding

LLC

1

.790

%

11/20/37

$

378,412‌

Series

-

2021

1A

(Class

C)

1,853,467

(d)

Sierra

Timeshare

Receivables

Funding

LLC

4

.830

08/20/41

1,833,911‌

Series

-

2024

3A

(Class

A)

8,868,266

(d)

Sierra

Timeshare

Receivables

Funding

LLC

5

.350

01/20/43

8,860,009‌

Series

-

2024

1A

(Class

B)

146,393

(d)

SMB

Private

Education

Loan

Trust

2

.430

02/17/32

145,873‌

Series

-

2016

B

(Class

A2A)

309,281

(d)

SMB

Private

Education

Loan

Trust

2

.880

09/15/34

306,480‌

Series

-

2017

A

(Class

A2A)

452,858

(d)

SMB

Private

Education

Loan

Trust

2

.820

10/15/35

445,428‌

Series

-

2017

B

(Class

A2A)

410,072

(d)

SoFi

Professional

Loan

Program

LLC

2

.840

01/25/41

405,418‌

Series

-

2017

F

(Class

A2FX)

492,110

(d)

SoFi

Professional

Loan

Program

LLC

3

.690

06/15/48

484,404‌

Series

-

2019

A

(Class

A2FX)

436,876

(d)

SolarCity

LMC

4

.800

11/20/38

433,351‌

Series

-

2013

1

(Class

A)

2,436,212

(d)

SpringCastle

America

Funding

LLC

1

.970

09/25/37

2,237,953‌

Series

-

2020

AA

(Class

A)

3,950,000

(d)

Stack

Infrastructure

Issuer

LLC

1

.893

08/25/45

3,869,377‌

Series

-

2020

1A

(Class

A2)

247,342

(a)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%)

5

.353

09/25/34

234,902‌

Series

-

2004

8

(Class

M1)

15,550,000

(d)

Subway

Funding

LLC

6

.028

07/30/54

15,739,335‌

Series

-

2024

1A

(Class

A2I)

1,700,000

Synchrony

Card

Funding

LLC

5

.040

03/15/30

1,713,377‌

Series

-

2024

A1

(Class

A)

14,987,055

(d)

Taco

Bell

Funding

LLC

1

.946

08/25/51

13,995,921‌

Series

-

2021

1A

(Class

A2I)

9,667,800

(d)

Taco

Bell

Funding

LLC

2

.294

08/25/51

8,573,941‌

Series

-

2021

1A

(Class

A2II)

1,750,000

Toyota

Auto

Receivables

Owner

Trust

4

.550

08/16/27

1,751,254‌

Series

-

2024

D

(Class

A2A)

5,055,795

(d)

Vine

2

.790

11/15/50

4,631,738‌

Series

-

2020

1A

(Class

A)

7,600,000

Volkswagen

Auto

Lease

Trust

5

.210

06/21/27

7,671,438‌

Series

-

2024

A

(Class

A3)

9,799,767

(d)

Wendy's

Funding

LLC

2

.370

06/15/51

8,724,348‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

616,294,916‌

OTHER

MORTGAGE

BACKED

-

8.9%

66,426

(a),(d)

Agate

Bay

Mortgage

Trust

3

.500

09/25/45

59,904‌

Series

-

2015

6

(Class

A9)

1,870,000

(d)

BAMLL

Commercial

Mortgage

Securities

Trust

3

.490

04/14/33

1,852,724‌

Series

-

2015

200P

(Class

B)

2,486,000

Banc

of

America

Commercial

Mortgage

Trust

3

.705

09/15/48

2,461,490‌

Series

-

2015

UBS7

(Class

A4)

2,071,000

(a)

Banc

of

America

Commercial

Mortgage

Trust

3

.989

09/15/48

2,044,465‌

Series

-

2015

UBS7

(Class

AS)

1,910,000

(a)

Banc

of

America

Commercial

Mortgage

Trust

4

.334

09/15/48

1,800,646‌

Series

-

2015

UBS7

(Class

B)

5,055,000

BANK

3

.731

11/15/50

4,685,944‌

Series

-

2017

BNK8

(Class

AS)

4,000,000

(a)

BANK

3

.948

11/15/50

3,508,886‌

Series

-

2017

BNK8

(Class

B)

1,000,000

(a)

BANK

4

.092

11/15/50

783,899‌

Series

-

2017

BNK8

(Class

C)

3,000,000

(d)

BANK

2

.500

10/17/52

2,077,947‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3

.093

10/17/52

885,615‌

Series

-

2019

BN21

(Class

AS)

195

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,500,000

BANK

3

.203

%

12/15/52

$

2,222,787‌

Series

-

2019

BN23

(Class

AS)

1,637,000

BANK

3

.455

12/15/52

1,423,564‌

Series

-

2019

BN23

(Class

B)

4,621,000

BANK

1

.925

12/15/53

3,814,496‌

Series

-

2020

BN30

(Class

A4)

8,864,000

(a)

BANK

2

.928

02/15/55

7,655,195‌

Series

-

2022

BNK39

(Class

A4)

1,920,458

BANK

3

.289

07/15/60

1,900,443‌

Series

-

2017

BNK6

(Class

ASB)

1,750,000

BANK

3

.011

09/15/62

1,573,750‌

Series

-

2019

BN20

(Class

A3)

2,550,000

(a)

BANK

3

.283

11/15/62

2,297,639‌

Series

-

2019

BN24

(Class

AS)

11,716,000

BANK

2

.438

06/15/63

9,679,990‌

Series

-

2021

BN34

(Class

A5)

3,330,000

(a)

BANK

3

.790

04/15/65

3,041,623‌

Series

-

2022

BNK41

(Class

A4)

2,618,571

Bank

of

America

Merrill

Lynch

Commercial

Mortgage

Trust

3

.366

02/15/50

2,587,799‌

Series

-

2017

BNK3

(Class

ASB)

4,000,000

(a)

BANK5

6

.260

04/15/56

4,133,305‌

Series

-

2023

5YR1

(Class

A3)

6,000,000

BANK5

5

.769

06/15/57

6,143,300‌

Series

-

2024

5YR7

(Class

A3)

6,863,437

(a),(d)

Bayview

MSR

Opportunity

Master

Fund

Trust

3

.000

02/25/52

5,690,494‌

Series

-

2022

5

(Class

A19)

1,250,000

(a),(d)

BBCMS

Mortgage

Trust

4

.267

08/05/38

1,016,497‌

Series

-

2018

CHRS

(Class

E)

13,865,000

BBCMS

Mortgage

Trust

5

.753

04/15/56

13,995,997‌

Series

-

2023

C19

(Class

A2B)

4,400,000

(a)

BBCMS

Mortgage

Trust

6

.383

07/15/56

4,528,411‌

Series

-

2023

C20

(Class

A2)

1,500,000

(d)

BBCMS

Trust

4

.798

08/10/35

1,367,615‌

Series

-

2015

SRCH

(Class

C)

2,500,000

(a),(d)

BBCMS

Trust

4

.957

08/10/35

2,246,286‌

Series

-

2015

SRCH

(Class

D)

2,575,000

(a),(d)

Benchmark

Mortgage

Trust

2

.791

09/15/48

2,148,740‌

Series

-

2020

IG2

(Class

AM)

2,500,000

(a),(d)

Benchmark

Mortgage

Trust

3

.129

09/15/48

1,971,137‌

Series

-

2020

IG3

(Class

AS)

2,500,000

(a),(d)

Benchmark

Mortgage

Trust

3

.536

09/15/48

2,326,501‌

Series

-

2020

IG3

(Class

BXA)

6,200,000

(a)

Benchmark

Mortgage

Trust

3

.666

01/15/51

5,949,150‌

Series

-

2018

B1

(Class

A5)

2,145,000

Benchmark

Mortgage

Trust

4

.261

10/10/51

2,071,330‌

Series

-

2018

B6

(Class

A4)

1,380,000

Benchmark

Mortgage

Trust

4

.016

03/15/52

1,312,684‌

Series

-

2019

B9

(Class

A5)

2,000,000

Benchmark

Mortgage

Trust

4

.267

03/15/52

1,892,331‌

Series

-

2019

B9

(Class

AS)

1,624,000

Benchmark

Mortgage

Trust

4

.468

03/15/52

1,452,026‌

Series

-

2019

B9

(Class

B)

1,250,000

(a)

Benchmark

Mortgage

Trust

4

.971

03/15/52

1,059,358‌

Series

-

2019

B9

(Class

C)

2,500,000

Benchmark

Mortgage

Trust

3

.542

05/15/52

2,315,269‌

Series

-

2019

B11

(Class

A5)

1,050,000

Benchmark

Mortgage

Trust

2

.095

02/15/54

777,484‌

Series

-

2021

B23

(Class

B)

24,906,000

Benchmark

Mortgage

Trust

2

.584

03/15/54

21,078,864‌

Series

-

2021

B24

(Class

A5)

15,830,000

Benchmark

Mortgage

Trust

2

.390

07/15/54

13,140,367‌

Series

-

2021

B27

(Class

A5)

Core

Bond

196

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,000,000

Benchmark

Mortgage

Trust

2

.224

%

08/15/54

$

1,663,084‌

Series

-

2021

B28

(Class

A5)

5,250,000

(a)

Benchmark

Mortgage

Trust

2

.244

08/15/54

4,088,337‌

Series

-

2021

B28

(Class

B)

3,000,000

Benchmark

Mortgage

Trust

5

.626

04/15/56

3,005,302‌

Series

-

2023

B38

(Class

A2)

8,000,000

Benchmark

Mortgage

Trust

5

.750

07/15/56

8,279,773‌

Series

-

2023

B39

(Class

A5)

1,680,000

(d)

Benchmark

Mortgage

Trust

2

.500

12/15/62

989,221‌

Series

-

2019

B14

(Class

D)

3,500,000

Benchmark

Mortgage

Trust

3

.493

12/15/62

2,801,435‌

Series

-

2019

B14

(Class

B)

3,000,000

(a)

Benchmark

Mortgage

Trust

3

.763

12/15/62

2,238,192‌

Series

-

2019

B14

(Class

C)

4,000,000

Benchmark

Mortgage

Trust

2

.928

12/15/72

3,565,820‌

Series

-

2019

B15

(Class

)

2,000,000

Benchmark

Mortgage

Trust

Series

-

2019

B12

(Class

C)

0

.000

08/15/52

1,598,787‌

1,530,000

(a)

BMO

Mortgage

Trust

5

.911

03/15/57

1,563,434‌

Series

-

2024

C8

(Class

AS)

3,411,500

(a),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.946%)

6

.343

04/15/34

3,369,977‌

Series

-

2019

IMC

(Class

D)

2,035,437

(a),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.392%)

5

.789

03/15/41

2,046,154‌

Series

-

2024

XL5

(Class

A)

1,900,000

(a),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

4.874%)

9

.256

10/15/41

1,912,418‌

Series

-

2024

BRBK

(Class

C)

2,100,000

(a),(d)

BX

Mortgage

Trust,

(TSFR1M

+

2.062%)

6

.459

10/15/36

2,094,101‌

Series

-

2021

PAC

(Class

E)

1,155,000

(a),(d)

BX

TRUST,

(TSFR1M

+

2.949%)

7

.346

08/15/39

1,161,847‌

Series

-

2022

PSB

(Class

B)

2,000,000

(a),(d)

BXP

Trust

2

.775

01/15/44

1,513,783‌

Series

-

2021

601L

(Class

D)

6,500,000

(a)

CD

Mortgage

Trust

3

.879

11/10/49

5,460,030‌

Series

-

2016

CD2

(Class

B)

3,030,000

(a)

CD

Mortgage

Trust

3

.976

11/10/49

1,676,501‌

Series

-

2016

CD2

(Class

C)

3,828,624

CD

Mortgage

Trust

3

.453

02/10/50

3,770,592‌

Series

-

2017

CD3

(Class

AAB)

5,555,000

CD

Mortgage

Trust

3

.833

02/10/50

4,841,084‌

Series

-

2017

CD3

(Class

AS)

6,635,000

(a)

CD

Mortgage

Trust

3

.984

02/10/50

4,208,527‌

Series

-

2017

CD3

(Class

B)

3,630,000

(a)

CD

Mortgage

Trust

4

.536

02/10/50

1,391,890‌

Series

-

2017

CD3

(Class

C)

5,000,000

(a)

CD

Mortgage

Trust

3

.684

08/15/50

4,762,307‌

Series

-

2017

CD5

(Class

AS)

1,000,000

CD

Mortgage

Trust

3

.456

11/13/50

957,949‌

Series

-

2017

CD6

(Class

A5)

3,321,962

CD

Mortgage

Trust

2

.812

08/15/57

3,178,042‌

Series

-

2019

CD8

(Class

ASB)

1,000,000

(a),(d)

Century

Plaza

Towers

2

.997

11/13/39

776,248‌

Series

-

2019

CPT

(Class

E)

48,216

(a),(d)

CF

Mortgage

Trust

2

.840

04/15/25

47,761‌

Series

-

2020

P1

(Class

A1)

1,500,000

(a),(d)

CF

Mortgage

Trust

3

.603

04/15/52

1,328,901‌

Series

-

2020

P1

(Class

A2)

1,175,400

CGMS

Commercial

Mortgage

Trust

3

.458

08/15/50

1,127,353‌

Series

-

2017

B1

(Class

A4)

40,819

(a)

CHL

Mortgage

Pass-Through

Trust

5

.400

02/20/35

41,051‌

Series

-

2004

HYB9

(Class

1A1)

1,750,000

(a),(d)

Citigroup

Commercial

Mortgage

Trust

3

.518

05/10/35

1,707,453‌

Series

-

2013

375P

(Class

B)

197

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

(a),(d)

Citigroup

Commercial

Mortgage

Trust

4

.445

%

07/10/47

$

922,562‌

Series

-

2014

GC23

(Class

D)

1,500,000

Citigroup

Commercial

Mortgage

Trust

3

.457

04/10/48

1,489,802‌

Series

-

2015

GC29

(Class

AS)

500,000

(a)

Citigroup

Commercial

Mortgage

Trust

3

.758

04/10/48

490,602‌

Series

-

2015

GC29

(Class

B)

2,000,000

(a)

Citigroup

Commercial

Mortgage

Trust

4

.202

04/10/48

1,945,990‌

Series

-

2015

GC29

(Class

C)

131,100

(d)

COMM

Mortgage

Trust

3

.178

02/10/35

128,328‌

Series

-

2015

3BP

(Class

A)

227,620

COMM

Mortgage

Trust

2

.853

10/15/45

211,761‌

Series

-

2012

CR4

(Class

A3)

3,970,397

(a)

COMM

Mortgage

Trust

4

.585

02/10/47

3,817,653‌

Series

-

2014

CR14

(Class

B)

2,506,530

COMM

Mortgage

Trust

4

.377

05/10/47

2,447,267‌

Series

-

2014

CR17

(Class

B)

3,896,000

(a)

COMM

Mortgage

Trust

4

.392

06/10/47

2,785,640‌

Series

-

2014

UBS3

(Class

C)

5,150,000

(a),(d)

COMM

Mortgage

Trust

4

.767

06/10/47

2,446,250‌

Series

-

2014

UBS3

(Class

D)

2,498,000

(a)

COMM

Mortgage

Trust

3

.829

02/10/48

2,426,744‌

Series

-

2015

LC19

(Class

B)

2,497,000

(d)

COMM

Mortgage

Trust

3

.000

03/10/48

1,706,949‌

Series

-

2015

CR22

(Class

E)

2,575,000

(a)

COMM

Mortgage

Trust

3

.603

03/10/48

2,523,442‌

Series

-

2015

CR22

(Class

AM)

5,315,000

(a)

COMM

Mortgage

Trust

3

.926

03/10/48

5,163,496‌

Series

-

2015

CR22

(Class

B)

2,000,000

(a),(d)

COMM

Mortgage

Trust

4

.070

03/10/48

1,517,210‌

Series

-

2015

CR22

(Class

D)

1,000,000

(a)

COMM

Mortgage

Trust

4

.070

03/10/48

880,205‌

Series

-

2015

CR22

(Class

C)

2,000,000

COMM

Mortgage

Trust

3

.801

05/10/48

1,990,106‌

Series

-

2015

CR23

(Class

AM)

3,936,016

(a)

COMM

Mortgage

Trust

4

.183

05/10/48

3,829,113‌

Series

-

2015

CR23

(Class

B)

2,500,000

(a)

COMM

Mortgage

Trust

4

.332

05/10/48

2,028,691‌

Series

-

2015

CR23

(Class

D)

2,500,000

(a)

COMM

Mortgage

Trust

4

.332

05/10/48

2,369,878‌

Series

-

2015

CR23

(Class

C)

3,175,000

(a)

COMM

Mortgage

Trust

4

.043

07/10/48

3,140,102‌

Series

-

2015

LC21

(Class

AM)

1,569,317

COMM

Mortgage

Trust

3

.432

08/10/48

1,561,496‌

Series

-

2015

CR24

(Class

A4)

1,500,000

(a)

COMM

Mortgage

Trust

3

.463

08/10/48

1,335,420‌

Series

-

2015

CR24

(Class

D)

3,640,000

(a)

COMM

Mortgage

Trust

4

.028

08/10/48

3,599,668‌

Series

-

2015

CR24

(Class

AM)

1,000,000

(a)

COMM

Mortgage

Trust

4

.348

08/10/48

977,199‌

Series

-

2015

CR24

(Class

B)

2,000,000

(a)

COMM

Mortgage

Trust

4

.348

08/10/48

1,815,921‌

Series

-

2015

CR24

(Class

C)

2,250,000

(a)

COMM

Mortgage

Trust

4

.516

08/10/48

2,216,455‌

Series

-

2015

CR25

(Class

B)

2,600,000

COMM

Mortgage

Trust

3

.630

10/10/48

2,570,895‌

Series

-

2015

CR26

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3

.984

10/10/48

988,131‌

Series

-

2015

CR27

(Class

AM)

1,627,000

(a)

COMM

Mortgage

Trust

4

.463

10/10/48

1,591,667‌

Series

-

2015

CR26

(Class

B)

3,731,000

(a)

COMM

Mortgage

Trust

4

.463

10/10/48

3,305,273‌

Series

-

2015

CR26

(Class

C)

Core

Bond

198

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

8,357,000

(a)

COMM

Mortgage

Trust

4

.544

%

10/10/48

$

7,949,392‌

Series

-

2015

LC23

(Class

C)

1,080,000

COMM

Mortgage

Trust

3

.762

02/10/49

1,069,891‌

Series

-

2016

CR28

(Class

A4)

5,075,000

(a)

COMM

Mortgage

Trust

4

.586

02/10/49

4,818,716‌

Series

-

2016

CR28

(Class

B)

2,969,412

(a)

COMM

Mortgage

Trust

4

.345

05/10/51

2,718,233‌

Series

-

2018

COR3

(Class

AM)

2,500,000

(a)

COMM

Mortgage

Trust

4

.516

05/10/51

2,082,092‌

Series

-

2018

COR3

(Class

B)

1,250,000

COMM

Mortgage

Trust

3

.263

08/15/57

1,120,537‌

Series

-

2019

GC44

(Class

AM)

19,750,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.500%)

8

.069

03/25/42

20,755,429‌

Series

-

2022

R03

(Class

1M2)

4,779,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%)

7

.569

04/25/42

4,956,369‌

Series

-

2022

R05

(Class

2M2)

29,920,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%)

8

.419

05/25/42

31,732,575‌

Series

-

2022

R06

(Class

1M2)

7,825,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR

+

3.600%)

8

.169

07/25/42

8,261,045‌

Series

-

2022

R08

(Class

1M2)

9,630,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%)

9

.310

09/25/42

10,457,773‌

Series

-

2022

R09

(Class

2M2)

720,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.750%)

11

.310

09/25/42

803,638‌

Series

-

2022

R09

(Class

2B1)

15,035,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%)

8

.310

12/25/42

16,063,776‌

Series

-

2023

R01

(Class

1M2)

2,500,000

(a),(d)

CSMC

3

.388

10/25/59

2,329,187‌

Series

-

2019

NQM1

(Class

M1)

5,719,260

(a),(d)

CSMC

2

.405

10/25/66

4,954,802‌

Series

-

2021

NQM8

(Class

A3)

4,750,000

DBGS

Mortgage

Trust

4

.466

10/15/51

4,544,687‌

Series

-

2018

C1

(Class

A4)

5,000,000

DBJPM

Mortgage

Trust

2

.340

08/15/53

4,173,186‌

Series

-

2020

C9

(Class

AM)

4,860,000

(a),(d)

DBSG

Mortgage

Trust

6

.595

06/10/37

4,914,880‌

Series

-

2024

ALTA

(Class

B)

1,698,024

(a),(d)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

1.434%)

5

.832

11/15/38

1,697,024‌

Series

-

2021

ELP

(Class

C)

3,600,000

(a),(d)

EQT

Trust

5

.655

07/05/41

3,602,945‌

Series

-

2024

EXTR

(Class

B)

1,105,845

(a),(d)

Flagstar

Mortgage

Trust

3

.972

10/25/47

984,704‌

Series

-

2017

2

(Class

B3)

43,112

(a),(d)

Flagstar

Mortgage

Trust

4

.000

09/25/48

39,930‌

Series

-

2018

5

(Class

A11)

1,795,569

(a),(d)

Flagstar

Mortgage

Trust

2

.500

04/25/51

1,427,557‌

Series

-

2021

2

(Class

A4)

5,787,969

(a),(d)

Flagstar

Mortgage

Trust

2

.500

06/01/51

4,601,694‌

Series

-

2021

4

(Class

A21)

2,318,185

(a),(d)

Flagstar

Mortgage

Trust

3

.343

07/25/51

1,835,436‌

Series

-

2021

5INV

(Class

B4)

19,925,279

(a),(d)

Flagstar

Mortgage

Trust

3

.000

10/25/51

16,520,103‌

Series

-

2021

10IN

(Class

A17)

2,000,000

(a),(d)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.747%)

6

.145

07/15/31

791,400‌

Series

-

2018

TWR

(Class

C)

1,425,000

(a),(d)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.364%)

5

.762

11/15/36

1,417,479‌

Series

-

2021

ARDN

(Class

A)

6,500,000

(a),(d)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

2.164%)

6

.562

11/15/36

6,400,861‌

Series

-

2021

ARDN

(Class

C)

3,000,000

(a),(d)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

3.464%)

7

.862

11/15/36

2,975,424‌

Series

-

2021

ARDN

(Class

E)

1,238,000

(a),(d)

GS

Mortgage

Securities

Corp

Trust

3

.475

09/10/37

1,162,237‌

Series

-

2017

375H

(Class

A)

199

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,636,596

(a),(d)

GS

Mortgage

Securities

Trust

4

.285

%

02/10/46

$

1,615,527‌

Series

-

2013

GC10

(Class

C)

2,950,000

(a)

GS

Mortgage

Securities

Trust

4

.337

02/10/48

2,920,449‌

Series

-

2015

GC28

(Class

C)

3,640,000

(a)

GS

Mortgage

Securities

Trust

4

.018

07/10/48

3,607,627‌

Series

-

2015

GC32

(Class

AS)

3,779,000

(a)

GS

Mortgage

Securities

Trust

3

.979

10/10/49

3,480,792‌

Series

-

2016

GS3

(Class

C)

4,185,000

(a)

GS

Mortgage

Securities

Trust

3

.950

11/10/49

3,542,014‌

Series

-

2016

GS4

(Class

C)

3,216,013

GS

Mortgage

Securities

Trust

3

.467

03/10/50

3,173,486‌

Series

-

2017

GS5

(Class

AAB)

9,100,951

GS

Mortgage

Securities

Trust

3

.674

03/10/50

8,759,170‌

Series

-

2017

GS5

(Class

A4)

4,300,000

GS

Mortgage

Securities

Trust

3

.433

05/10/50

4,117,630‌

Series

-

2017

GS6

(Class

A3)

1,500,000

GS

Mortgage

Securities

Trust

3

.638

05/10/50

1,392,248‌

Series

-

2017

GS6

(Class

AS)

2,590,000

(a)

GS

Mortgage

Securities

Trust

3

.777

05/10/50

2,531,445‌

Series

-

2015

GC30

(Class

AS)

3,000,000

GS

Mortgage

Securities

Trust

3

.837

11/10/50

2,884,006‌

Series

-

2017

GS8

(Class

ABP)

3,500,000

(a)

GS

Mortgage

Securities

Trust

4

.317

11/10/50

3,070,878‌

Series

-

2017

GS8

(Class

C)

3,010,000

(a)

GS

Mortgage

Securities

Trust

3

.992

03/10/51

2,905,411‌

Series

-

2018

GS9

(Class

A4)

1,625,000

(a)

GS

Mortgage

Securities

Trust

4

.155

07/10/51

1,555,272‌

Series

-

2018

GS10

(Class

A5)

1,260,000

GS

Mortgage

Securities

Trust

3

.968

02/10/52

1,196,928‌

Series

-

2019

GC38

(Class

A4)

2,400,000

(a)

GS

Mortgage

Securities

Trust

4

.158

02/10/52

2,254,042‌

Series

-

2019

GC38

(Class

AS)

1,219,888

(a)

GS

Mortgage

Securities

Trust

4

.761

02/10/52

1,095,050‌

Series

-

2019

GC38

(Class

C)

5,510,000

GS

Mortgage

Securities

Trust

3

.001

09/10/52

4,964,542‌

Series

-

2019

GC42

(Class

A4)

1,361,000

(a)

GS

Mortgage

Securities

Trust

3

.405

02/13/53

1,181,926‌

Series

-

2020

GC45

(Class

B)

5,500,000

GS

Mortgage

Securities

Trust

2

.012

12/12/53

4,539,624‌

Series

-

2020

GSA2

(Class

A5)

105,969

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

98,121‌

Series

-

2019

PJ2

(Class

A1)

276,602

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

256,118‌

Series

-

2019

PJ2

(Class

A4)

678,064

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

01/25/51

568,567‌

Series

-

2020

PJ4

(Class

A4)

31,527,969

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.251

03/27/51

378,460‌

Series

-

2020

PJ5

(Class

AX1)

1,023,331

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

858,112‌

Series

-

2020

PJ5

(Class

A4)

2,008,806

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

05/25/51

1,603,304‌

Series

-

2020

PJ6

(Class

A4)

8,429,717

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

10/25/51

6,702,001‌

Series

-

2021

PJ5

(Class

A4)

10,136,233

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

06/25/52

8,403,978‌

Series

-

2022

PJ2

(Class

A36)

3,252,991

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

09/25/52

2,697,063‌

Series

-

2022

PJ4

(Class

A36)

959,169

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.612

05/25/50

819,447‌

Series

-

2020

PJ1

(Class

B2)

1,138,476

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.028

12/25/51

884,564‌

Series

-

2021

INV1

(Class

B4)

Core

Bond

200

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

17,567,613

(a),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

%

01/25/52

$

13,967,036‌

Series

-

2021

PJ7

(Class

A4)

8,867,016

(a),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

7,049,673‌

Series

-

2021

PJ8

(Class

A4)

3,152,597

(a),(d)

GS

Mortgage-Backed

Securities

Trust

2

.721

01/25/52

2,445,757‌

Series

-

2021

PJ7

(Class

B2)

2,169,226

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.246

06/25/52

1,716,430‌

Series

-

2022

LTV1

(Class

B3)

6,021,632

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

07/25/52

4,992,551‌

Series

-

2022

INV1

(Class

A4)

7,139,727

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

09/25/52

5,919,567‌

Series

-

2022

HP1

(Class

A4)

5,750,639

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

10/25/52

4,767,870‌

Series

-

2022

PJ5

(Class

A36)

4,551,641

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

3,773,777‌

Series

-

2022

PJ6

(Class

A24)

7,060,415

(a),(d)

GS

Mortgage-Backed

Securities

Trust

3

.500

02/25/53

6,049,579‌

Series

-

2023

PJ1

(Class

A24)

6,500,000

(a),(d)

HTL

Commercial

Mortgage

Trust

7

.088

05/10/39

6,623,217‌

Series

-

2024

T53

(Class

C)

1,500,000

(d)

Hudson

Yards

Mortgage

Trust

2

.835

08/10/38

1,443,774‌

Series

-

2016

10HY

(Class

A)

3,500,000

(a),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

3,337,903‌

Series

-

2016

10HY

(Class

C)

3,000,000

(a),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

2,880,333‌

Series

-

2016

10HY

(Class

B)

2,750,000

(a),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

2,211,006‌

Series

-

2019

55HY

(Class

E)

3,450,000

(a),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

2,918,137‌

Series

-

2019

55HY

(Class

D)

1,893,920

(a),(d)

Imperial

Fund

Mortgage

Trust

2

.051

10/25/55

1,773,609‌

Series

-

2020

NQM1

(Class

A3)

1,000,000

(a),(d)

Imperial

Fund

Mortgage

Trust

3

.531

10/25/55

891,516‌

Series

-

2020

NQM1

(Class

M1)

3,000,000

(d)

Jackson

Park

Trust

2

.766

10/14/39

2,665,560‌

Series

-

2019

LIC

(Class

A)

3,000,000

(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4

.379

07/05/31

2,458,499‌

Series

-

2018

AON

(Class

B)

218,181

(a),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3

.983

01/15/46

205,963‌

Series

-

2013

C13

(Class

D)

1,000,000

(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3

.620

01/16/37

535,050‌

Series

-

2020

NNN

(Class

DFX)

1,570,987

(a),(d)

JP

Morgan

Mortgage

Trust,

(LIBOR

1

M

-

0.000%)

6

.147

12/25/44

1,525,210‌

Series

-

2015

1

(Class

B1)

59,255

(a),(d)

JP

Morgan

Mortgage

Trust

3

.500

05/25/45

53,801‌

Series

-

2015

3

(Class

A19)

354,056

(a),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/45

317,963‌

Series

-

2015

6

(Class

A13)

1,223,863

(a),(d)

JP

Morgan

Mortgage

Trust

3

.500

09/25/48

1,069,217‌

Series

-

2018

3

(Class

A13)

2,349,033

(a),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

2,056,100‌

Series

-

2018

5

(Class

A13)

1,083,217

(a),(d)

JP

Morgan

Mortgage

Trust

5

.214

10/26/48

1,090,812‌

Series

-

2017

5

(Class

A2)

120,028

(a),(d)

JP

Morgan

Mortgage

Trust

4

.000

02/25/49

109,837‌

Series

-

2018

9

(Class

A13)

41,394

(a),(d)

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

38,021‌

Series

-

2019

1

(Class

A15)

3,417,102

(a),(d)

JP

Morgan

Mortgage

Trust

3

.817

06/25/50

2,971,653‌

Series

-

2020

1

(Class

B2)

25,129,431

(a),(d)

JP

Morgan

Mortgage

Trust

0

.137

07/25/51

180,047‌

Series

-

2021

3

(Class

AX1)

201

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

17,666,426

(a),(d)

JP

Morgan

Mortgage

Trust

0

.131

%

08/25/51

$

120,958‌

Series

-

2021

4

(Class

AX1)

2,075,265

(a),(d)

JP

Morgan

Mortgage

Trust

2

.881

08/25/51

1,605,659‌

Series

-

2021

4

(Class

B2)

34,084,167

(a),(d)

JP

Morgan

Mortgage

Trust

0

.134

10/25/51

247,141‌

Series

-

2021

6

(Class

AX1)

4,300,408

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

10/25/51

3,426,959‌

Series

-

2021

6

(Class

A15)

9,289,539

(a),(d)

JP

Morgan

Mortgage

Trust

0

.400

12/25/51

203,770‌

Series

-

2021

INV2

(Class

AX4)

2,057,751

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

1,636,003‌

Series

-

2021

10

(Class

A15)

3,684,645

(a),(d)

JP

Morgan

Mortgage

Trust

3

.213

01/25/52

2,864,281‌

Series

-

2021

INV4

(Class

B4)

2,128,966

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

02/25/52

1,692,623‌

Series

-

2021

12

(Class

A15)

3,363,837

(a),(d)

JP

Morgan

Mortgage

Trust

2

.500

05/25/52

2,674,401‌

Series

-

2021

14

(Class

A15)

2,055,478

(a),(d)

JP

Morgan

Mortgage

Trust

2

.927

05/25/52

1,688,169‌

Series

-

2021

LTV2

(Class

A3)

1,255,784

(a),(d)

JP

Morgan

Mortgage

Trust

3

.285

05/25/52

985,337‌

Series

-

2021

INV8

(Class

B4)

14,466,975

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

11,918,062‌

Series

-

2022

2

(Class

A25)

6,285,866

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

09/25/52

5,178,369‌

Series

-

2022

INV3

(Class

A6)

8,721,027

(a),(d)

JP

Morgan

Mortgage

Trust

3

.500

09/25/52

7,494,208‌

Series

-

2022

LTV2

(Class

A6)

5,857,826

(a),(d)

JP

Morgan

Mortgage

Trust

3

.000

12/25/52

4,856,739‌

Series

-

2022

7

(Class

1A17)

2,011,989

(a),(d)

JP

Morgan

Mortgage

Trust

4

.000

12/25/52

1,781,142‌

Series

-

2022

7

(Class

2A6A)

3,582,109

JPMBB

Commercial

Mortgage

Securities

Trust

4

.110

09/15/47

3,433,899‌

Series

-

2014

C22

(Class

AS)

1,624,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.512

09/15/47

1,546,515‌

Series

-

2014

C22

(Class

B)

1,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.549

09/15/47

1,421,106‌

Series

-

2014

C23

(Class

C)

4,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.549

09/15/47

4,394,943‌

Series

-

2014

C23

(Class

B)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.898

02/15/48

812,796‌

Series

-

2015

C27

(Class

B)

2,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

3

.917

05/15/48

1,982,411‌

Series

-

2015

C29

(Class

AS)

1,600,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.118

05/15/48

1,542,272‌

Series

-

2015

C29

(Class

B)

6,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.106

08/15/48

5,831,146‌

Series

-

2015

C31

(Class

AS)

6,885,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.623

08/15/48

6,117,371‌

Series

-

2015

C31

(Class

B)

3,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.623

08/15/48

2,300,008‌

Series

-

2015

C31

(Class

C)

1,239,870

JPMBB

Commercial

Mortgage

Securities

Trust

3

.227

10/15/48

1,236,045‌

Series

-

2015

C28

(Class

A4)

3,016,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.023

12/15/48

2,968,048‌

Series

-

2015

C33

(Class

AS)

745,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.636

12/15/48

669,251‌

Series

-

2015

C33

(Class

C)

10,425,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.576

03/17/49

10,274,933‌

Series

-

2016

C1

(Class

A5)

2,645,000

(a),(d)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.199

03/17/49

2,318,010‌

Series

-

2016

C1

(Class

D1)

Core

Bond

202

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,606,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.699

%

03/17/49

$

1,487,944‌

Series

-

2016

C1

(Class

C)

310,719

JPMCC

Commercial

Mortgage

Securities

Trust

3

.457

03/15/50

306,694‌

Series

-

2017

JP5

(Class

A4)

822,000

JPMCC

Commercial

Mortgage

Securities

Trust

3

.723

03/15/50

797,661‌

Series

-

2017

JP5

(Class

A5)

176,907

JPMCC

Commercial

Mortgage

Securities

Trust

3

.379

09/15/50

171,191‌

Series

-

2017

JP7

(Class

A3)

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust

3

.675

09/15/50

1,625,875‌

Series

-

2017

JP7

(Class

C)

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust

3

.123

06/13/52

2,309,469‌

Series

-

2019

COR5

(Class

A3)

5,554,000

JPMDB

Commercial

Mortgage

Securities

Trust

2

.180

05/13/53

4,521,139‌

Series

-

2020

COR7

(Class

A5)

3,625,000

JPMDB

Commercial

Mortgage

Securities

Trust

2

.536

05/13/53

2,698,229‌

Series

-

2020

COR7

(Class

AS)

887,916

(d)

Ladder

Capital

Commercial

Mortgage

Securities

3

.575

02/15/36

844,622‌

Series

-

2013

GCP

(Class

A1)

559,276

(d)

LSTAR

Commercial

Mortgage

Trust

2

.579

03/10/49

554,195‌

Series

-

2016

4

(Class

A2)

2,200,000

(d)

LSTAR

Commercial

Mortgage

Trust

4

.021

03/10/50

2,064,178‌

Series

-

2017

5

(Class

AS)

1,500,000

(a),(d)

Manhattan

West

Mortgage

Trust

2

.335

09/10/39

1,379,164‌

Series

-

2020

1MW

(Class

B)

1,215,276

(a)

Merrill

Lynch

Mortgage

Investors

Trust,

(TSFR1M

+

0.634%)

2

.278

01/25/37

1,166,151‌

Series

-

2006

WMC1

(Class

A1B)

336,466

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.000

12/15/47

333,476‌

Series

-

2014

C19

(Class

B)

347,599

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.605

02/15/48

346,827‌

Series

-

2015

C20

(Class

AS)

5,938,073

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.652

03/15/48

5,901,879‌

Series

-

2015

C21

(Class

AS)

3,360,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.561

04/15/48

3,259,611‌

Series

-

2015

C22

(Class

AS)

3,000,000

(a)

Morgan

Stanley

Capital

I

Trust

3

.779

05/15/48

2,978,122‌

Series

-

2015

MS1

(Class

A4)

3,644,655

Morgan

Stanley

Capital

I

Trust

2

.606

08/15/49

3,593,646‌

Series

-

2016

UB11

(Class

ASB)

253,360

(a)

Morgan

Stanley

Capital

I

Trust

6

.079

12/12/49

90,576‌

Series

-

2007

IQ16

(Class

AJ)

1,300,000

Morgan

Stanley

Capital

I

Trust

3

.587

12/15/50

1,245,467‌

Series

-

2017

HR2

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4

.177

07/15/51

971,437‌

Series

-

2018

H3

(Class

A5)

3,142,000

(a)

Morgan

Stanley

Capital

I

Trust

4

.429

07/15/51

3,027,827‌

Series

-

2018

H3

(Class

AS)

3,000,000

(a),(d)

Morgan

Stanley

Capital

I

Trust

3

.900

09/24/57

2,821,464‌

Series

-

2024

NSTB

(Class

AS)

2,292,833

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

07/25/51

2,009,705‌

Series

-

2021

4

(Class

A4)

4,802,829

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

4

.000

02/25/53

4,293,702‌

Series

-

2023

1

(Class

A7)

2,000,000

(d)

MRCD

Mortgage

Trust

2

.718

12/15/36

1,501,250‌

Series

-

2019

PARK

(Class

D)

3,500,000

(d)

MRCD

Mortgage

Trust

2

.718

12/15/36

2,494,800‌

Series

-

2019

PARK

(Class

E)

1,561,835

(a),(d)

MSC

Trust,

(TSFR1M

+

0.892%)

5

.290

11/15/36

1,557,996‌

Series

-

2021

ILP

(Class

A)

1,500,000

(a),(d)

MSDB

Trust

3

.316

07/11/39

1,380,935‌

Series

-

2017

712F

(Class

A)

5,517,572

(a),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%)

5

.915

07/15/36

5,017,916‌

Series

-

2019

MILE

(Class

A)

203

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,500,000

(a),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.879%)

6

.277

%

07/15/36

$

2,135,663‌

Series

-

2019

MILE

(Class

B)

703,488

(d)

Natixis

Commercial

Mortgage

Securities

Trust

2

.966

12/15/38

662,179‌

Series

-

2020

2PAC

(Class

A)

1,628,214

(a),(d)

New

Residential

Mortgage

Loan

Trust

3

.512

03/25/52

1,293,049‌

Series

-

2022

INV1

(Class

B4)

64,708

(a)

New

York

Mortgage

Trust,

(TSFR1M

+

0.594%)

4

.933

02/25/36

63,959‌

Series

-

2005

3

(Class

A1)

4,750,000

(a),(d)

NRTH

Mortgage

Trust,

(TSFR1M

+

1.641%)

6

.038

03/15/39

4,760,121‌

Series

-

2024

PARK

(Class

A)

3,750,000

(a),(d)

NYC

Trust,

(TSFR1M

+

2.840%)

7

.237

08/15/29

3,782,984‌

Series

-

2024

3ELV

(Class

C)

9,457,687

(a),(d)

OBX

Trust

2

.500

07/25/51

7,519,283‌

Series

-

2021

J2

(Class

A19)

7,933,502

(a),(d)

OBX

Trust

3

.500

08/25/52

6,926,371‌

Series

-

2022

J2

(Class

A1)

7,634,448

(a),(d)

OBX

Trust

4

.000

10/25/52

6,755,986‌

Series

-

2022

INV5

(Class

A13)

1,972,878

(a),(d)

Oceanview

Mortgage

Trust

2

.500

05/25/51

1,568,526‌

Series

-

2021

1

(Class

A19)

2,112,703

(a),(d)

Oceanview

Mortgage

Trust

4

.500

11/25/52

1,952,084‌

Series

-

2022

1

(Class

A1)

2,200,000

(d)

Olympic

Tower

Mortgage

Trust

3

.566

05/10/39

2,009,274‌

Series

-

2017

OT

(Class

A)

8,030,000

(d)

One

Bryant

Park

Trust

2

.516

09/15/54

7,021,882‌

Series

-

2019

OBP

(Class

A)

14,934,004

(d)

One

Market

Plaza

Trust

3

.614

02/10/32

13,971,362‌

Series

-

2017

1MKT

(Class

A)

3,200,000

(a),(d)

OPEN

Trust,

(TSFR1M

+

5.236%)

9

.633

11/15/40

3,236,065‌

Series

-

2023

AIR

(Class

C)

2,500,000

(a),(d)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

0.994%)

5

.392

07/15/38

2,368,565‌

Series

-

2021

MF

(Class

A)

2,467,995

(a),(d)

RCKT

Mortgage

Trust

3

.500

06/25/52

2,120,813‌

Series

-

2022

4

(Class

A22)

273,890

(a),(d)

Sequoia

Mortgage

Trust

3

.500

05/25/45

245,841‌

Series

-

2015

2

(Class

A1)

199,764

(a),(d)

Sequoia

Mortgage

Trust

3

.500

02/25/47

176,831‌

Series

-

2017

2

(Class

A19)

747,516

(a),(d)

Sequoia

Mortgage

Trust

3

.722

09/25/47

690,829‌

Series

-

2017

6

(Class

B1)

451,261

(a),(d)

Sequoia

Mortgage

Trust

3

.500

03/25/48

399,499‌

Series

-

2018

3

(Class

A1)

35,576

(a),(d)

Sequoia

Mortgage

Trust

4

.000

09/25/48

32,972‌

Series

-

2018

7

(Class

A19)

2,454,390

(a),(d)

Sequoia

Mortgage

Trust

3

.000

04/25/50

2,050,472‌

Series

-

2020

3

(Class

A19)

4,178,449

(a),(d)

Sequoia

Mortgage

Trust

5

.000

01/25/53

3,941,314‌

Series

-

2023

1

(Class

A19)

173,007

(a),(d)

Shellpoint

Co-Originator

Trust

3

.500

04/25/47

153,906‌

Series

-

2017

1

(Class

A19)

1,500,000

(d)

SLG

Office

Trust

2

.851

07/15/41

1,209,161‌

Series

-

2021

OVA

(Class

E)

1,800,000

UBS

Commercial

Mortgage

Trust

3

.563

10/15/50

1,702,246‌

Series

-

2017

C4

(Class

A4)

2,250,000

UBS

Commercial

Mortgage

Trust

4

.334

10/15/51

2,172,321‌

Series

-

2018

C13

(Class

A4)

6,213,889

(a),(d)

Verus

Securitization

Trust

2

.240

10/25/66

5,258,484‌

Series

-

2021

7

(Class

A3)

1,500,000

(a),(d)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

0.921%)

6

.258

12/15/34

1,399,469‌

Series

-

2017

SMP

(Class

A)

2,272,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.540

05/15/48

2,259,203‌

Series

-

2015

C28

(Class

A4)

Core

Bond

204

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,100,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

3

.658

%

05/15/48

$

2,064,835‌

Series

-

2015

NXS1

(Class

B)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4

.069

05/15/48

1,851,569‌

Series

-

2015

NXS1

(Class

D)

350,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.637

06/15/48

347,827‌

Series

-

2015

C29

(Class

A4)

2,029,830

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4

.818

12/15/48

1,963,104‌

Series

-

2015

P2

(Class

C)

1,266,210

Wells

Fargo

Commercial

Mortgage

Trust

2

.825

10/15/49

1,250,947‌

Series

-

2016

LC24

(Class

ASB)

387,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.635

03/15/50

370,507‌

Series

-

2017

RB1

(Class

A5)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.757

03/15/50

1,877,568‌

Series

-

2017

RB1

(Class

AS)

1,720,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.467

04/15/50

1,708,603‌

Series

-

2015

LC20

(Class

AS)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4

.012

03/15/51

1,932,401‌

Series

-

2018

C43

(Class

A4)

9,313,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

5

.820

08/15/57

9,459,274‌

Series

-

2024

C63

(Class

AS)

1,200,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust

3

.153

09/15/57

1,125,762‌

Series

-

2015

NXS3

(Class

D)

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

3

.972

09/15/57

2,467,668‌

Series

-

2015

NXS3

(Class

AS)

3,350,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.952

01/15/59

3,297,188‌

Series

-

2016

C32

(Class

AS)

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4

.729

01/15/59

2,471,478‌

Series

-

2016

C32

(Class

B)

333,448

Wells

Fargo

Commercial

Mortgage

Trust

2

.933

11/15/59

328,603‌

Series

-

2016

C36

(Class

ASB)

77,817

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4

.000

04/25/49

72,622‌

Series

-

2019

2

(Class

A17)

996,193

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.500

09/25/49

878,367‌

Series

-

2019

4

(Class

A1)

721,552

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

07/25/50

600,997‌

Series

-

2020

4

(Class

A17)

10,561,922

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

06/25/51

8,397,199‌

Series

-

2021

2

(Class

A17)

1,236,918

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.642

09/25/51

1,000,838‌

Series

-

2021

INV2

(Class

B4)

2,793,803

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

12/25/51

2,221,198‌

Series

-

2022

2

(Class

A18)

3,165,720

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

03/25/52

2,624,707‌

Series

-

2022

INV1

(Class

A18)

5,474,834

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.500

03/25/52

4,708,084‌

Series

-

2022

INV1

(Class

A17)

189,733

(a),(d)

WinWater

Mortgage

Loan

Trust

3

.928

06/20/44

155,947‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

944,621,224‌

TOTAL

STRUCTURED

ASSETS

(Cost

$1,655,756,248)

1,560,916,140‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$11,217,803,273)

10,461,133,628‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.6%

166,006,623

(k)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(l)

166,006,623‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$166,006,623)

166,006,623‌

205

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.0%

GOVERNMENT

AGENCY

DEBT

-

0.3%

$

10,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

%

01/22/25

$

9,974,272‌

3,885,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/24/25

3,874,096‌

5,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/29/25

4,983,043‌

10,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

03/21/25

9,906,667‌

5,000,000

Tennessee

Valley

Authority

Discount

Notes

0

.000

01/08/25

4,995,322‌

TOTAL

GOVERNMENT

AGENCY

DEBT

33,733,400‌

REPURCHASE

AGREEMENT

-

0.4%

41,869,000

(m)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

41,869,000‌

TOTAL

REPURCHASE

AGREEMENT

41,869,000‌

TREASURY

DEBT

-

0.3%

10,000,000

(e)

United

States

Treasury

Bill

0

.000

01/02/25

10,000,000‌

10,000,000

United

States

Treasury

Bill

0

.000

01/23/25

9,975,239‌

10,000,000

United

States

Treasury

Bill

0

.000

02/18/25

9,945,310‌

1,200,000

United

States

Treasury

Bill

0

.000

10/30/25

1,159,874‌

TOTAL

TREASURY

DEBT

31,080,423‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$106,673,986)

106,682,823‌

TOTAL

INVESTMENTS

-

100.9%

(Cost

$11,490,483,882)

10,733,823,074‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.9)%

(

92,577,533‌

)

NET

ASSETS

-

100.0%

$

10,641,245,541‌

DOP

Dominican

Republic

Peso

ETF

Exchange

Traded

Fund

EUR

Euro

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MYR

Malaysian

Ringgit

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

RON

Romanian

Leu

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

6

Month

UGX

Ugandan

Shilling

UZS

Uzbekistani

Som

ZAR

South

African

Rand

Core

Bond

206

Portfolio

of

Investments

December

31,

2024

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

Investments

in

Derivatives

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

When-issued

or

delayed

delivery

security.

(c)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(d)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,305,485,874

or

21.5%

of

Total

Investments.

(e)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$188,406,665.

(f)

Perpetual

security.

Maturity

date

is

not

applicable.

(g)

Payment

in

Kind

Bond

(h)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(i)

Affiliated

holding

(j)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(k)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(l)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(m)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$41,879,374

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.625%

and

maturity

date

10/15/26,

valued

at

$42,706,458.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

2,073,239

EUR

1,890,189

JPMorgan

Chase

Bank

N.A

01/13/25

$

114,251‌

Total

 $

114,251‌

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

 $

114,251‌

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

 $

–‌

EUR

Euro

Credit

Default

Swaps

-

Centrally

Cleared

PURCHASED

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(a)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS43V1-5Y

5.000%

Credit

event

as

specified

in

contract

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

$

25,000,000‌

$

1,965,626‌

$

2,171,063‌

$

(

205,437‌

)

(a)

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(a)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS43V1-5Y

Credit

event

as

specified

in

contract

5.000%

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

$

10,000,000‌

$

(

786,251‌

)

$

(

732,236‌

)

$

(

54,015‌

)

CDX-NAHYS43V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

10,000,000‌

(

786,251‌

)

(

771,615‌

)

(

14,636‌

)

CDX-NAHYS43V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

218,000,000‌

(

17,140,263‌

)

(

15,145,853‌

)

(

1,994,410‌

)

Total

$

(

18,712,765‌

)

$

(

16,649,704‌

)

$

(

2,063,061‌

)

(a)

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

207

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Core

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$211,990,848

$—

$211,990,848

Common

stocks

—

42,417

—

42,417

Corporate

bonds

—

3,608,155,365

—

3,608,155,365

Government

bonds

—

4,969,712,157

—

4,969,712,157

Investment

companies

99,928,937

—

—

99,928,937

Preferred

stocks

10,387,764

—

—

10,387,764

Structured

assets

—

1,557,679,178

3,236,962

1,560,916,140

Investments

purchased

with

collateral

from

securities

lending

166,006,623

—

—

166,006,623

Short-Term

Investments

:

Government

agency

debt

—

33,733,400

—

33,733,400

Repurchase

agreement

—

41,869,000

—

41,869,000

Treasury

debt

—

31,080,423

—

31,080,423

Investments

in

Derivatives

:

Credit

default

swap

contracts*

—

(2,268,498)

—

(2,268,498)

Forward

foreign

currency

contracts*

—

114,251

—

114,251

Total

$276,323,324

$10,452,108,541

$3,236,962

$10,731,668,827

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Core

Impact

Bond

Consolidated

Portfolio

of

Investments

December

31,

2024

208

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.4%

BANK

LOAN

OBLIGATIONS

-

0.6%

CAPITAL

GOODS

-

0.0%

$

450,366

(a),(b)

KDC

Agribusiness

Fairless

Hills

LLC

12

.000

%

09/17/25

$

45‌

TOTAL

CAPITAL

GOODS

45‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

13,803,810

(c)

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.971

05/05/28

13,596,753‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

13,596,753‌

UTILITIES

-

0.4%

6,469,503

(c)

Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.250%)

6

.764

12/15/27

6,502,853‌

16,962,544

(c)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.929

05/21/29

17,036,755‌

3,980,000

(c)

Vistra

Zero

Operating

Company,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.357

04/30/31

3,994,507‌

TOTAL

UTILITIES

27,534,115‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$41,373,619)

41,130,913‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

25

.8

%

AUTOMOBILES

&

COMPONENTS

-

0.3%

6,650,000

Ford

Motor

Co

3

.250

02/12/32

5,530,826‌

10,650,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

9,332,353‌

2,260,000

(d)

ZF

North

America

Capital,

Inc

6

.875

04/14/28

2,253,629‌

4,980,000

(d)

ZF

North

America

Capital,

Inc

7

.125

04/14/30

4,888,712‌

TOTAL

AUTOMOBILES

&

COMPONENTS

22,005,520‌

BANKS

-

3.6%

13,300,000

(d)

ABN

AMRO

Bank

NV

5

.515

12/03/35

13,004,037‌

710,000

(e)

Bank

of

America

Corp

3

.950

04/21/25

708,050‌

4,753,000

(f)

Bank

of

America

Corp

6

.100

N/A

4,740,349‌

10,000,000

Bank

of

Montreal

3

.803

12/15/32

9,564,117‌

8,875,000

Bank

of

Montreal

7

.700

05/26/84

9,207,857‌

6,275,000

Barclays

plc

4

.837

09/10/28

6,236,997‌

8,150,000

Barclays

plc

4

.942

09/10/30

7,990,113‌

11,375,000

(d),(e)

BNP

Paribas

S.A.

5

.894

12/05/34

11,640,292‌

2,500,000

(d),(f)

BNP

Paribas

S.A.

8

.500

N/A

2,605,027‌

997,000

Canadian

Imperial

Bank

of

Commerce

0

.950

10/23/25

968,796‌

12,375,000

CitiBank

NA

4

.876

11/19/27

12,384,921‌

5,025,000

(f)

Citigroup,

Inc

7

.625

N/A

5,235,214‌

10,000,000

(d)

Credit

Agricole

S.A.

5

.335

01/10/30

9,997,618‌

10,000,000

(d)

Credit

Agricole

S.A.

6

.251

01/10/35

10,040,593‌

7,025,000

Deutsche

Bank

AG.

6

.819

11/20/29

7,351,141‌

4,950,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5

.147

11/27/28

5,033,201‌

9,125,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5

.250

04/26/29

9,165,010‌

9,925,000

HSBC

Holdings

plc

6

.161

03/09/29

10,193,510‌

5,125,000

(f)

HSBC

Holdings

plc

6

.875

N/A

5,101,591‌

3,650,000

(d)

Intesa

Sanpaolo

S.p.A

6

.625

06/20/33

3,816,231‌

13,800,000

(d)

Intesa

Sanpaolo

S.p.A

7

.200

11/28/33

14,930,072‌

15,000,000

(d)

Intesa

Sanpaolo

S.p.A

7

.800

11/28/53

16,760,830‌

12,575,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

12,788,591‌

4,500,000

JPMorgan

Chase

&

Co

5

.766

04/22/35

4,603,097‌

12,475,000

(e),(f)

JPMorgan

Chase

&

Co

6

.875

N/A

13,026,873‌

5,990,000

(f)

JPMorgan

Chase

&

Co

3

.650

N/A

5,810,808‌

3,075,000

M&T

Bank

Corp

4

.833

01/16/29

3,061,878‌

7,750,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

7,857,916‌

3,700,000

(f)

NatWest

Group

plc

8

.125

N/A

3,940,600‌

3,375,000

(d)

Royal

Bank

of

Canada

1

.050

09/14/26

3,181,944‌

10,000,000

(d)

Royal

Bank

of

Canada

4

.851

12/14/26

10,047,287‌

2,500,000

(d)

Shinhan

Financial

Group

Co

Ltd

5

.000

07/24/28

2,485,777‌

TOTAL

BANKS

243,480,338‌

CAPITAL

GOODS

-

0.4%

8,875,000

Air

Lease

Corp

5

.100

03/01/29

8,893,609‌

2,625,000

(f)

Air

Lease

Corp

6

.000

N/A

2,542,369‌

209

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

0.4%

(continued)

$

9,000,000

Conservation

Fund

3

.474

%

12/15/29

$

8,268,950‌

6,250,000

(d)

Sociedad

de

Transmision

Austral

S.A.

4

.000

01/27/32

5,541,809‌

TOTAL

CAPITAL

GOODS

25,246,737‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.6%

2,750,000

(d)

Ambipar

Lux

Sarl

9

.875

02/06/31

2,744,823‌

9,500,000

Automatic

Data

Processing,

Inc

1

.700

05/15/28

8,675,616‌

12,875,000

Automatic

Data

Processing,

Inc

1

.250

09/01/30

10,693,537‌

8,200,000

Automatic

Data

Processing,

Inc

4

.450

09/09/34

7,806,538‌

12,760,000

Rockefeller

Foundation

2

.492

10/01/50

7,717,150‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

37,637,664‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

5,525,000

Lowe's

Cos,

Inc

2

.800

09/15/41

3,791,091‌

5,300,000

Lowe's

Cos,

Inc

5

.750

07/01/53

5,189,201‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

8,980,292‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

5,270,000

Whirlpool

Corp

2

.400

05/15/31

4,337,236‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

4,337,236‌

CONSUMER

SERVICES

-

0.5%

5,820,000

Enterprise

Community

Loan

Fund,

Inc

4

.152

11/01/28

5,599,824‌

2,250,000

Mary

Free

Bed

Rehabilitation

Hospital

3

.786

04/01/51

1,565,600‌

11,525,000

Massachusetts

Higher

Education

Assistance

Corp

2

.673

07/01/31

9,638,245‌

9,500,000

Mather

Foundation

2

.675

10/01/31

8,003,649‌

30,000

Salvation

Army

5

.637

09/01/26

30,147‌

5,000,000

Salvation

Army

4

.528

09/01/48

4,394,943‌

6,100,000

Starbucks

Corp

2

.450

06/15/26

5,915,703‌

TOTAL

CONSUMER

SERVICES

35,148,111‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.6%

2,000,000

(d)

Alimentation

Couche-Tard,

Inc

3

.625

05/13/51

1,380,232‌

10,625,000

SYSCO

Corp

5

.750

01/17/29

10,938,724‌

10,750,000

SYSCO

Corp

2

.400

02/15/30

9,481,054‌

18,025,000

Walmart,

Inc

1

.800

09/22/31

15,045,271‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

36,845,281‌

ENERGY

-

2.7%

10,300,000

(d)

Amazon

Conservation

DAC

6

.034

01/16/42

10,263,950‌

2,125,000

BP

Capital

Markets

America,

Inc

4

.699

04/10/29

2,113,124‌

6,050,000

BP

Capital

Markets

America,

Inc

4

.893

09/11/33

5,852,388‌

9,875,000

BP

Capital

Markets

America,

Inc

2

.772

11/10/50

5,923,466‌

6,950,000

(e),(f)

BP

Capital

Markets

plc

6

.450

N/A

7,139,805‌

8,088,000

Cheniere

Energy

Partners

LP

4

.000

03/01/31

7,479,030‌

4,850,000

Cheniere

Energy

Partners

LP

5

.950

06/30/33

4,964,896‌

7,525,000

ConocoPhillips

Co

5

.050

09/15/33

7,424,797‌

8,875,000

ConocoPhillips

Co

5

.300

05/15/53

8,210,310‌

4,510,000

ConocoPhillips

Co

5

.550

03/15/54

4,335,668‌

10,000,000

Enbridge,

Inc

5

.625

04/05/34

10,058,894‌

7,725,000

Equinor

ASA

2

.375

05/22/30

6,851,775‌

3,000,000

Equinor

ASA

3

.950

05/15/43

2,457,635‌

9,110,000

Equinor

ASA

3

.250

11/18/49

6,225,607‌

6,725,000

MPLX

LP

5

.500

06/01/34

6,627,961‌

5,000,000

(d)

New

York

State

Electric

&

Gas

Corp

5

.650

08/15/28

5,115,129‌

2,000,000

(d)

New

York

State

Electric

&

Gas

Corp

5

.850

08/15/33

2,044,588‌

2,025,000

Occidental

Petroleum

Corp

6

.050

10/01/54

1,921,299‌

6,825,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

6,872,001‌

2,950,000

(d)

Raizen

Fuels

Finance

S.A.

6

.450

03/05/34

2,915,824‌

7,875,000

(e)

TotalEnergies

Capital

S.A.

4

.724

09/10/34

7,569,570‌

4,350,000

TotalEnergies

Capital

S.A.

5

.488

04/05/54

4,169,082‌

14,025,000

TotalEnergies

Capital

S.A.

5

.275

09/10/54

12,966,739‌

10,550,000

TotalEnergies

Capital

S.A.

5

.638

04/05/64

10,084,068‌

10,850,000

TotalEnergies

Capital

S.A.

5

.425

09/10/64

10,062,823‌

3,000,000

Williams

Cos,

Inc

5

.300

08/15/28

3,028,664‌

Core

Impact

Bond

210

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

2.7%

(continued)

$

15,000,000

Woodside

Finance

Ltd

5

.100

%

09/12/34

$

14,268,550‌

TOTAL

ENERGY

176,947,643‌

FINANCIAL

SERVICES

-

3.5%

3,419,800

BB

Blue

Financing

DAC

4

.395

09/20/29

3,378,103‌

10,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

9,526,636‌

11,645,000

Community

Preservation

Corp

2

.867

02/01/30

10,309,035‌

10,400,000

Ford

Foundation

2

.815

06/01/70

5,843,906‌

1,609,000

Goldman

Sachs

Group,

Inc

0

.855

02/12/26

1,601,069‌

10,000,000

(d)

GPS

Blue

Financing

DAC

5

.645

11/09/41

9,716,861‌

16,363,000

(d)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

6

.375

07/01/34

15,934,927‌

3,500,000

(d),(e)

HAT

Holdings

I

LLC

3

.375

06/15/26

3,391,411‌

3,000,000

(d),(e)

HAT

Holdings

I

LLC

3

.750

09/15/30

2,643,537‌

2,418,055

HNA

LLC

2

.369

09/18/27

2,317,193‌

6,935,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

6,790,136‌

4,500,000

Low

Income

Investment

Fund

3

.386

07/01/26

4,359,310‌

10,000,000

Low

Income

Investment

Fund

3

.711

07/01/29

9,245,442‌

7,725,000

Mastercard,

Inc

1

.900

03/15/31

6,532,515‌

2,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.350

03/15/31

2,007,114‌

6,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

6,064,683‌

1,925,000

NHP

Foundation

5

.850

12/01/28

1,996,764‌

4,850,000

NHP

Foundation

6

.000

12/01/33

5,110,494‌

10,245,000

Private

Export

Funding

Corp

4

.300

12/15/28

10,117,473‌

10,000,000

Private

Export

Funding

Corp

4

.600

02/15/34

9,807,425‌

5,000,000

Reinvestment

Fund,

Inc

3

.513

11/01/25

4,911,669‌

5,000,000

Reinvestment

Fund,

Inc

3

.880

02/15/27

4,787,486‌

2,800,000

(d)

Starwood

Property

Trust,

Inc

7

.250

04/01/29

2,872,251‌

13,175,000

(d)

Starwood

Property

Trust,

Inc

6

.000

04/15/30

12,931,609‌

7,072,314

Thirax  LLC

1

.462

03/07/33

6,107,017‌

8,750,000

(d)

UBS

Group

AG.

5

.428

02/08/30

8,806,262‌

9,375,000

(d)

UBS

Group

AG.

5

.617

09/13/30

9,524,086‌

9,950,000

(d)

UBS

Group

AG.

6

.301

09/22/34

10,407,836‌

6,150,000

(d)

UBS

Group

AG.

5

.699

02/08/35

6,190,237‌

4,050,000

(d),(f)

UBS

Group

AG.

9

.250

N/A

4,378,339‌

3,375,000

(d),(f)

UBS

Group

AG.

9

.250

N/A

3,867,517‌

10,000,000

Visa,

Inc

1

.100

02/15/31

8,087,552‌

446,941

Washington

Aircraft  Co

DAC

2

.637

09/15/26

436,503‌

5,425,000

(d)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

5,174,189‌

10,000,000

(d)

WLB

Asset

II

D

Pte

Ltd

6

.500

12/21/26

9,373,717‌

9,750,000

(d)

WLB

Asset

VI

Pte

Ltd

7

.250

12/21/27

10,179,780‌

TOTAL

FINANCIAL

SERVICES

234,730,084‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.7%

3,725,000

Campbell

Soup

Co

5

.200

03/21/29

3,761,615‌

10,125,000

(d)

Mars,

Inc

4

.650

04/20/31

9,870,976‌

7,000,000

(d)

NBM

US

Holdings,

Inc

6

.625

08/06/29

6,999,992‌

6,600,000

(d)

Nestle

Holdings,

Inc

4

.950

03/14/30

6,629,393‌

10,000,000

PepsiCo,

Inc

3

.900

07/18/32

9,346,414‌

20,310,000

PepsiCo,

Inc

2

.875

10/15/49

13,245,658‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

49,854,048‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.2%

2,500,000

(g)

International

Finance

Facility

for

Immunisation

Co

4

.125

10/29/27

2,477,986‌

16,525,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

11,689,772‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

14,167,758‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.9%

5,300,000

Procter

&

Gamble

Co

3

.000

03/25/30

4,886,181‌

12,125,000

Procter

&

Gamble

Co

1

.200

10/29/30

10,009,101‌

10,875,000

Procter

&

Gamble

Co

4

.550

01/29/34

10,586,692‌

14,500,000

Unilever

Capital

Corp

4

.875

09/08/28

14,616,017‌

6,125,000

Unilever

Capital

Corp

1

.375

09/14/30

5,098,021‌

11,600,000

Unilever

Capital

Corp

4

.625

08/12/34

11,167,433‌

211

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.9%

(continued)

$

9,425,000

Unilever

Capital

Corp

2

.625

%

08/12/51

$

5,704,107‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

62,067,552‌

INSURANCE

-

0.5%

12,075,000

(d)

Five

Corners

Funding

Trust

II

2

.850

05/15/30

10,793,944‌

11,400,000

(d)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

11,596,490‌

11,135,000

(d)

USAA

Capital

Corp

2

.125

05/01/30

9,641,083‌

TOTAL

INSURANCE

32,031,517‌

MATERIALS

-

1.2%

10,500,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

10,299,386‌

2,755,000

(d)

Alcoa

Nederland

Holding

BV

7

.125

03/15/31

2,846,971‌

10,000,000

Amcor

Group

Finance

plc

5

.450

05/23/29

10,082,652‌

7,250,000

(d),(f)

Cemex

SAB

de

C.V.

9

.125

N/A

7,472,176‌

7,000,000

(e)

Dow

Chemical

Co

5

.150

02/15/34

6,844,864‌

10,750,000

(d),(e)

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

10,618,728‌

3,775,000

(d)

LD

Celulose

International

GmbH

7

.950

01/26/32

3,785,910‌

2,490,000

(d)

LG

Chem

Ltd

3

.625

04/15/29

2,335,550‌

6,900,000

Nutrien

Ltd

5

.200

06/21/27

6,970,554‌

11,125,000

Nutrien

Ltd

5

.400

06/21/34

11,049,666‌

4,321,000

(d)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

4,353,472‌

TOTAL

MATERIALS

76,659,929‌

MEDIA

&

ENTERTAINMENT

-

0.2%

11,250,000

Comcast

Corp

4

.650

02/15/33

10,866,298‌

TOTAL

MEDIA

&

ENTERTAINMENT

10,866,298‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.8%

13,250,000

Johnson

&

Johnson

4

.900

06/01/31

13,333,625‌

8,300,000

Johnson

&

Johnson

2

.250

09/01/50

4,747,219‌

6,650,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/25

6,652,575‌

6,475,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.110

05/19/43

6,078,192‌

15,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

14,044,843‌

2,500,000

Pfizer,

Inc

2

.625

04/01/30

2,242,508‌

5,400,000

Pfizer,

Inc

1

.750

08/18/31

4,447,183‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

51,546,145‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.2%

8,000,000

National

Community

Renaissance

of

California

3

.270

12/01/32

6,662,763‌

9,775,000

Preservation

Of

Affordable

Housing,

Inc

4

.479

12/01/32

8,929,982‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

15,592,745‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.1%

10,050,000

Intel

Corp

4

.150

08/05/32

9,147,948‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

9,147,948‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

11,850,000

Apple,

Inc

3

.000

06/20/27

11,491,881‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

11,491,881‌

TELECOMMUNICATION

SERVICES

-

0.1%

9,547,000

Verizon

Communications,

Inc

2

.550

03/21/31

8,221,583‌

TOTAL

TELECOMMUNICATION

SERVICES

8,221,583‌

TRANSPORTATION

-

0.2%

4,824,928

(d)

Air

Canada

Pass

Through

Trust

4

.125

05/15/25

4,801,307‌

5,220,248

(d)

Air

Canada

Pass

Through

Trust

3

.300

01/15/30

4,829,254‌

6,000,000

Norfolk

Southern

Corp

2

.300

05/15/31

5,132,182‌

TOTAL

TRANSPORTATION

14,762,743‌

UTILITIES

-

8.1%

5,000,000

AES

Corp

5

.450

06/01/28

5,027,076‌

2,000,000

AES

Corp

7

.600

01/15/55

2,054,230‌

6,725,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

6,757,462‌

3,325,000

(d)

AltaGas

Ltd

7

.200

10/15/54

3,343,183‌

12,350,000

Ameren

Illinois

Co

2

.900

06/15/51

7,761,076‌

4,500,000

Atlantic

City

Electric

Co

2

.300

03/15/31

3,822,012‌

10,000,000

Avangrid,

Inc

3

.800

06/01/29

9,476,687‌

7,050,000

(d)

Brooklyn

Union

Gas

Co

4

.632

08/05/27

6,972,411‌

10,000,000

(d)

Brooklyn

Union

Gas

Co

4

.866

08/05/32

9,489,104‌

EUR

4,400,000

(g)

California

Buyer

Ltd

5

.625

02/15/32

4,742,870‌

Core

Impact

Bond

212

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

8.1%

(continued)

$

5,815,000

(d)

California

Buyer

Ltd

6

.375

%

02/15/32

$

5,799,567‌

3,050,000

CMS

Energy

Corp

4

.750

06/01/50

2,889,051‌

3,850,000

(d),(e)

Colbun

S.A.

3

.150

01/19/32

3,226,219‌

14,500,000

Commonwealth

Edison

Co

2

.750

09/01/51

8,539,241‌

5,600,000

Connecticut

Light

and

Power

Co

4

.650

01/01/29

5,571,541‌

6,475,000

(d)

Consorcio

Transmantaro

SA

4

.700

04/16/34

6,002,372‌

5,200,000

Consumers

Energy

Co

4

.600

05/30/29

5,151,777‌

14,292,962

(d)

Continental

Wind

LLC

6

.000

02/28/33

14,402,905‌

3,938,000

Dominion

Energy,

Inc

2

.250

08/15/31

3,277,426‌

3,425,000

Dominion

Energy,

Inc

7

.000

06/01/54

3,616,745‌

8,325,000

(f)

Dominion

Energy,

Inc

4

.350

N/A

8,060,913‌

16,725,000

DTE

Electric

Co

1

.900

04/01/28

15,313,489‌

9,025,000

DTE

Electric

Co

3

.250

04/01/51

6,145,022‌

3,688,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

3,188,323‌

10,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

8,984,358‌

10,000,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

6,229,506‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

947,934‌

7,059,000

(d)

Electricite

de

France

S.A.

3

.625

10/13/25

6,990,699‌

6,375,000

Florida

Power

&

Light

Co

4

.625

05/15/30

6,316,068‌

6,250,000

Georgia

Power

Co

3

.250

03/15/51

4,212,871‌

2,700,000

Georgia

Power

Co

5

.125

05/15/52

2,504,718‌

1,518,850

(d)

India

Cleantech

Energy

4

.700

08/10/26

1,475,259‌

3,865,000

International

Development

Association

0

.375

09/23/25

3,752,635‌

12,100,000

(d)

International

Development

Association

4

.375

11/27/29

12,006,769‌

9,700,000

Interstate

Power

and

Light

Co

3

.500

09/30/49

6,790,210‌

10,750,000

(d)

Liberty

Utilities

Finance

GP

2

.050

09/15/30

9,015,931‌

2,498,000

(d)

Massachusetts

Electric

Co

1

.729

11/24/30

2,036,242‌

6,875,000

MidAmerican

Energy

Co

3

.100

05/01/27

6,651,463‌

5,000,000

MidAmerican

Energy

Co

5

.350

01/15/34

5,060,024‌

12,626,000

National

Fuel

Gas

Co

5

.500

01/15/26

12,675,017‌

200,000

National

Fuel

Gas

Co

3

.950

09/15/27

194,323‌

11,274,000

National

Fuel

Gas

Co

2

.950

03/01/31

9,706,218‌

11,250,000

(d)

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

9,169,222‌

13,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

03/15/29

12,959,146‌

6,275,000

NextEra

Energy

Capital

Holdings,

Inc

6

.750

06/15/54

6,428,624‌

2,034,000

(d),(e)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

2,080,469‌

11,750,000

(d)

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

9,973,245‌

5,200,000

Northern

States

Power

Co

2

.900

03/01/50

3,326,700‌

7,050,000

Northern

States

Power

Co

3

.200

04/01/52

4,725,740‌

8,125,000

Northern

States

Power

Co

5

.400

03/15/54

7,831,808‌

5,250,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

3,173,585‌

6,060,000

Oncor

Electric

Delivery

Co

LLC

0

.550

10/01/25

5,881,632‌

3,100,000

Oncor

Electric

Delivery

Co

LLC

4

.150

06/01/32

2,898,708‌

17,028,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

18,429,348‌

6,000,000

PG&E

Recovery

Funding

LLC

4

.838

06/01/35

5,953,110‌

11,375,000

PG&E

Recovery

Funding

LLC

5

.231

06/01/42

11,279,277‌

4,750,000

PG&E

Recovery

Funding

LLC

5

.529

06/01/51

4,713,519‌

7,075,000

Piedmont

Natural

Gas

Co,

Inc

3

.350

06/01/50

4,668,911‌

1,900,000

PPL

Electric

Utilities

Corp

4

.850

02/15/34

1,850,329‌

3,625,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

2,406,891‌

10,600,000

Public

Service

Co

of

Colorado

5

.750

05/15/54

10,575,134‌

6,061,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

5,865,047‌

6,150,000

Public

Service

Electric

and

Gas

Co

3

.200

08/01/49

4,191,744‌

4,850,000

(d)

RWE

Finance

US

LLC

5

.875

04/16/34

4,864,837‌

10,000,000

(d)

RWE

Finance

US

LLC

6

.250

04/16/54

9,876,458‌

4,175,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

4,193,276‌

15,000,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

9,643,170‌

2,075,678

SCE

Recovery

Funding

LLC

1

.977

11/15/28

1,960,970‌

7,100,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

5,708,377‌

2,640,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

1,878,037‌

3,413,782

(d)

Solar

Star

Funding

LLC

3

.950

06/30/35

3,052,733‌

4,014,097

(d)

Solar

Star

Funding

LLC

5

.375

06/30/35

3,999,763‌

213

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

8.1%

(continued)

$

4,320,000

Southern

California

Edison

Co

3

.700

%

08/01/25

$

4,289,024‌

8,430,000

Southern

California

Edison

Co

2

.750

02/01/32

7,199,125‌

8,325,000

Southern

California

Edison

Co

5

.200

06/01/34

8,236,491‌

5,000,000

Southern

California

Edison

Co

3

.450

02/01/52

3,381,695‌

7,000,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

4,432,028‌

18,529,000

Southwestern

Public

Service

Co

3

.150

05/01/50

12,000,575‌

1,270,000

(d)

Sunnova

Energy

Corp

5

.875

09/01/26

1,055,470‌

16,046,470

(d)

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

13,036,858‌

2,000,000

(d)

TerraForm

Power

Operating

LLC

5

.000

01/31/28

1,926,895‌

6,273,248

(d)

Topaz

Solar

Farms

LLC

4

.875

09/30/39

5,834,121‌

11,146,383

(d)

Topaz

Solar

Farms

LLC

5

.750

09/30/39

10,863,376‌

5,616,831

(d)

UEP

Penonome

II

S.A.

6

.500

10/01/38

5,068,651‌

10,000,000

Union

Electric

Co

2

.150

03/15/32

8,198,420‌

16,400,000

Union

Electric

Co

2

.625

03/15/51

9,678,108‌

5,425,000

(d),(f)

Vistra

Corp

7

.000

N/A

5,455,937‌

TOTAL

UTILITIES

540,397,531‌

TOTAL

CORPORATE

BONDS

(Cost

$1,856,063,883)

1,722,166,584‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

59.3%

AGENCY

SECURITIES

-

2.4%

1,209,058

Canal

Barge

Co,

Inc

4

.500

11/12/34

1,162,955‌

11,874,870

Crowley

Conro

LLC

4

.181

08/15/43

10,303,344‌

183,394

Ethiopian

Leasing

LLC

2

.566

08/14/26

179,011‌

25,000,000

Federal

Home

Loan

Mortgage

Corp

1

.540

08/17/35

17,889,588‌

8,600,000

Federal

National

Mortgage

Association

0

.625

04/22/25

8,505,972‌

16,800,000

(e)

Federal

National

Mortgage

Association

0

.875

08/05/30

13,871,911‌

9,000,000

Federal

National

Mortgage

Association

1

.625

08/24/35

6,499,699‌

10,909,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

10,810,708‌

990,000

(c)

Housing

and

Urban

Development

Corp

Ltd,

(LIBOR

6

M

+

0.035%)

5

.034

09/15/30

985,228‌

8,150,000

Private

Export

Funding

Corp

3

.250

06/15/25

8,109,324‌

7,099,000

Private

Export

Funding

Corp

3

.900

10/15/27

6,985,849‌

20,026,574

Thirax  LLC

0

.968

01/14/33

17,043,366‌

3,178,604

Thirax

2

LLC

2

.320

01/22/34

2,809,803‌

3,520,000

Tote

Shipholdings

LLC

3

.400

10/16/40

3,003,070‌

2,336,000

Tote

Shipholdings

LLC

3

.450

01/22/41

2,000,774‌

1,775,000

United

States

International

Development

Finance

Corp

1

.440

04/15/28

1,632,587‌

1,000,000

United

States

International

Development

Finance

Corp

1

.650

04/15/28

924,787‌

1,128,244

United

States

International

Development

Finance

Corp

1

.050

10/15/29

1,027,094‌

3,659,169

United

States

International

Development

Finance

Corp

1

.790

10/15/29

3,395,292‌

9,147,922

United

States

International

Development

Finance

Corp

2

.360

10/15/29

8,611,811‌

1,090,800

United

States

International

Development

Finance

Corp

4

.140

05/15/30

1,069,073‌

3,733,000

United

States

International

Development

Finance

Corp

1

.670

07/15/38

2,991,391‌

8,681,395

United

States

International

Development

Finance

Corp

2

.290

07/15/38

7,246,519‌

4,774,767

United

States

International

Development

Finance

Corp

2

.450

07/15/38

4,026,718‌

3,726,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2

.870

08/01/27

3,574,005‌

420,000

US

Department

of

Housing

and

Urban

Development

(HUD)

5

.380

08/01/27

420,356‌

4,675,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2

.985

08/01/28

4,418,258‌

1,931,000

US

Department

of

Housing

and

Urban

Development

(HUD)

3

.185

08/01/29

1,792,961‌

1,750,000

US

Department

of

Housing

and

Urban

Development

(HUD)

3

.585

08/01/37

1,482,635‌

458,333

VCM

Lease

S.A.

2

.516

09/28/27

442,393‌

3,654,000

Vessel

Management

Services,

Inc

3

.432

08/15/36

3,258,292‌

7,139,000

Vessel

Management

Services,

Inc

3

.477

01/16/37

6,385,369‌

TOTAL

AGENCY

SECURITIES

162,860,143‌

FOREIGN

GOVERNMENT

BONDS

-

9.0%

17,925,000

African

Development

Bank

4

.125

02/25/27

17,827,429‌

6,100,000

African

Development

Bank

3

.500

09/18/29

5,853,375‌

7,350,000

African

Development

Bank

5

.750

08/07/73

7,065,956‌

11,850,000

(d)

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

11,165,473‌

14,000,000

(d)

Arab

Petroleum

Investments

Corp

5

.428

05/02/29

14,113,400‌

1,000,000

Asian

Development

Bank

2

.125

03/19/25

995,170‌

Core

Impact

Bond

214

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

6,110,000

Asian

Development

Bank

4

.625

%

06/13/25

$

6,115,963‌

9,732,000

Asian

Development

Bank

1

.750

08/14/26

9,341,565‌

12,694,000

Asian

Development

Bank

3

.125

09/26/28

12,155,780‌

10,000,000

Asian

Development

Bank

3

.875

06/14/33

9,461,294‌

5,375,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

5,423,296‌

10,000,000

Asian

Infrastructure

Investment

Bank

4

.125

01/18/29

9,887,094‌

10,000,000

Asian

Infrastructure

Investment

Bank

4

.250

03/13/34

9,662,196‌

EUR

7,925,000

(d)

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

6,858,694‌

17,250,000

(d)

BNG

Bank

NV

3

.500

05/19/28

16,728,802‌

8,125,000

Brazilian

Government

International

Bond

6

.125

01/22/32

7,767,352‌

8,500,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

0

.375

09/23/25

8,245,084‌

4,750,000

(d),(e)

Caisse

d'Amortissement

de

la

Dette

Sociale

1

.375

01/20/31

3,910,407‌

5,000,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

2

.125

01/26/32

4,190,601‌

19,600,000

Canada

Government

International

Bond

2

.875

04/28/25

19,507,314‌

12,605,000

Canada

Government

International

Bond

3

.750

04/26/28

12,366,889‌

7,000,000

(d)

CDP

Financial,

Inc

1

.000

05/26/26

6,670,457‌

1,455,000

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

1,455,997‌

8,025,000

Colombia

Government

International

Bond

8

.000

11/14/35

8,069,137‌

4,625,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

4,595,070‌

5,725,000

(d)

Dominican

Republic

International

Bond

6

.600

06/01/36

5,676,338‌

1,000,000

European

Bank

for

Reconstruction

&

Development

1

.500

02/13/25

996,650‌

3,725,000

European

Investment

Bank

0

.625

10/21/27

3,363,256‌

3,750,000

European

Investment

Bank

3

.250

11/15/27

3,638,255‌

10,500,000

European

Investment

Bank

1

.625

10/09/29

9,239,790‌

10,279,000

European

Investment

Bank

0

.750

09/23/30

8,361,433‌

5,000,000

European

Investment

Bank

4

.375

10/10/31

4,937,967‌

10,875,000

Export

Development

Canada

3

.375

08/26/25

10,804,591‌

11,250,000

Export

Development

Canada

3

.750

09/07/27

11,069,220‌

13,050,000

Export

Development

Canada

3

.875

02/14/28

12,847,791‌

10,000,000

Export

Development

Canada

4

.125

02/13/29

9,865,779‌

14,925,000

Export

Development

Canada

4

.750

06/05/34

14,980,535‌

4,500,000

Inter-American

Development

Bank

4

.500

05/15/26

4,506,428‌

2,500,000

Inter-American

Development

Bank

1

.125

01/13/31

2,048,606‌

12,250,000

(e)

Inter-American

Development

Bank

3

.500

04/12/33

11,269,613‌

10,625,000

Inter-American

Investment

Corp

2

.625

04/22/25

10,565,528‌

17,500,000

Inter-American

Investment

Corp

4

.126

02/15/28

17,299,007‌

20,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

18,561,880‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

4,826,275‌

26,000,000

International

Bank

for

Reconstruction

&

Development

1

.745

07/31/33

25,155,520‌

2,900,000

International

Bank

for

Reconstruction

&

Development

2

.750

05/31/36

2,299,100‌

5,000,000

(d)

International

Development

Association

0

.875

04/28/26

4,771,812‌

5,000,000

International

Finance

Corp

4

.750

03/16/26

4,998,544‌

4,575,000

International

Finance

Corp

2

.126

04/07/26

4,442,952‌

9,893,000

International

Finance

Facility

for

Immunisation

Co

1

.000

04/21/26

9,454,493‌

2,500,000

Japan

Bank

for

International

Cooperation

1

.625

01/20/27

2,357,119‌

3,250,000

Japan

Bank

for

International

Cooperation

4

.375

10/05/27

3,237,125‌

8,750,000

Japan

International

Cooperation

Agency

1

.750

04/28/31

7,308,126‌

6,000,000

(d)

Kommunalbanken

AS.

2

.125

02/11/25

5,984,008‌

4,175,000

(d)

Kommuninvest

I

Sverige

AB

4

.625

09/29/28

4,205,954‌

6,445,000

(d)

Korea

Electric

Power

Corp

1

.125

06/15/25

6,332,025‌

7,250,000

(d)

Korea

Electric

Power

Corp

4

.875

01/31/27

7,266,936‌

3,586,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

2,923,441‌

13,250,000

Landwirtschaftliche

Rentenbank

0

.875

09/03/30

10,857,705‌

2,000,000

(d)

Nederlandse

Waterschapsbank

NV

2

.375

03/24/26

1,949,274‌

12,375,000

(d)

Nederlandse

Waterschapsbank

NV

4

.000

06/01/28

12,201,677‌

4,450,000

(d)

Nederlandse

Waterschapsbank

NV

4

.375

02/28/29

4,419,304‌

15,391,000

OMERS

Finance

Trust

3

.500

04/19/32

13,957,226‌

7,666,000

(d)

OMERS

Finance

Trust

3

.500

04/19/32

6,951,861‌

3,825,000

(d)

OMERS

Finance

Trust

4

.000

04/19/52

2,958,394‌

1,250,000

OPEC

Fund

for

International

Development

4

.500

01/26/26

1,246,086‌

8,750,000

(d)

OPEC

Fund

for

International

Development

4

.500

01/26/26

8,722,599‌

11,750,000

Province

of

Ontario

Canada

5

.050

04/24/34

11,823,952‌

215

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

5,000,000

Province

of

Quebec

Canada

2

.750

%

04/12/27

$

4,817,266‌

15,000,000

Province

of

Quebec

Canada

1

.900

04/21/31

12,658,974‌

10,625,000

Province

of

Quebec

Canada

4

.500

09/08/33

10,319,544‌

10,500,000

Province

of

Quebec

Canada

4

.250

09/05/34

9,927,834‌

10,750,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

7,630,548‌

5,100,000

(d)

Serbia

International

Bond

6

.000

06/12/34

5,015,830‌

4,250,000

Seychelles

International

Bond

6

.500

10/11/28

3,924,468‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

604,412,434‌

MORTGAGE

BACKED

-

28.7%

1,900,000

(c),(d)

Angel

Oak

Mortgage

Trust

2

.837

11/25/66

1,308,866‌

55,341

(c)

CHL

Mortgage

Pass-Through

Trust

6

.028

11/20/34

52,680‌

41,770,748

(c),(d)

Citigroup

Mortgage

Loan

Trust

0

.156

02/25/52

345,001‌

4,680,207

(c),(d)

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

64,085‌

7,500,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.669

03/25/42

7,804,190‌

14,777,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

9

.210

06/25/42

15,983,796‌

1,405,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7

.919

01/25/43

1,482,859‌

3,035,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

8

.110

05/25/43

3,246,139‌

2,885,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

9

.910

05/25/43

3,177,177‌

5,316,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.660

06/25/43

5,607,814‌

4,390,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

9

.188

07/25/43

4,655,806‌

760,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

10

.469

07/25/43

836,693‌

3,550,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

8

.119

10/25/43

3,723,959‌

19,764

Fannie

Mae

Pool

3

.500

07/01/26

19,549‌

176,532

Fannie

Mae

Pool

3

.500

05/01/32

171,754‌

103,263

Fannie

Mae

Pool

5

.500

11/01/38

103,795‌

2,896,764

Fannie

Mae

Pool

3

.000

05/01/40

2,615,232‌

819,711

Fannie

Mae

Pool

3

.500

05/01/40

758,583‌

197,887

Fannie

Mae

Pool

5

.000

09/01/40

197,182‌

1,117,289

Fannie

Mae

Pool

4

.000

09/01/42

1,051,402‌

33,636,338

Fannie

Mae

Pool

4

.000

05/01/44

31,690,653‌

40,694

Fannie

Mae

Pool

4

.500

06/01/44

39,099‌

204,343

Fannie

Mae

Pool

4

.500

06/01/44

196,335‌

86,080

Fannie

Mae

Pool

4

.500

08/01/44

82,707‌

170,061

Fannie

Mae

Pool

4

.500

11/01/44

163,396‌

9,633

Fannie

Mae

Pool

5

.000

11/01/44

9,598‌

501,511

Fannie

Mae

Pool

4

.000

01/01/45

470,074‌

163,854

Fannie

Mae

Pool

4

.500

03/01/45

157,257‌

508,291

Fannie

Mae

Pool

3

.500

01/01/46

458,883‌

570,541

Fannie

Mae

Pool

4

.000

04/01/46

534,754‌

724,127

Fannie

Mae

Pool

3

.500

06/01/46

653,304‌

1,039,923

Fannie

Mae

Pool

3

.500

07/01/46

938,213‌

1,389,329

Fannie

Mae

Pool

3

.500

07/01/46

1,264,522‌

1,501,903

Fannie

Mae

Pool

3

.500

08/01/46

1,354,113‌

2,068,733

Fannie

Mae

Pool

3

.000

10/01/46

1,766,381‌

106,305

Fannie

Mae

Pool

4

.500

05/01/47

103,064‌

376,887

Fannie

Mae

Pool

4

.000

10/01/47

349,618‌

3,416,864

Fannie

Mae

Pool

3

.500

11/01/47

3,101,402‌

208,535

Fannie

Mae

Pool

4

.500

11/01/47

199,780‌

132,442

Fannie

Mae

Pool

3

.500

01/01/48

119,181‌

2,658,860

Fannie

Mae

Pool

3

.500

01/01/48

2,386,338‌

747,047

Fannie

Mae

Pool

4

.500

01/01/48

714,063‌

180,642

Fannie

Mae

Pool

4

.500

02/01/48

172,665‌

489,058

Fannie

Mae

Pool

4

.500

05/01/48

467,312‌

342,098

Fannie

Mae

Pool

4

.500

05/01/48

326,780‌

8,647,771

Fannie

Mae

Pool

4

.500

10/01/48

8,453,922‌

12,580,255

Fannie

Mae

Pool

3

.000

07/01/50

10,887,947‌

4,806,907

Fannie

Mae

Pool

2

.500

08/01/51

3,958,423‌

1,878,846

Fannie

Mae

Pool

3

.000

09/01/51

1,623,480‌

4,927,134

Fannie

Mae

Pool

2

.500

12/01/51

4,062,789‌

10,860,517

Fannie

Mae

Pool

2

.500

02/01/52

8,914,680‌

6,467,755

Fannie

Mae

Pool

3

.500

02/01/52

5,784,769‌

1,597,717

Fannie

Mae

Pool

2

.500

04/01/52

1,317,050‌

Core

Impact

Bond

216

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

10,704,871

Fannie

Mae

Pool

3

.000

%

04/01/52

$

9,111,643‌

9,619,756

Fannie

Mae

Pool

3

.500

05/01/52

8,526,065‌

7,841,772

Fannie

Mae

Pool

3

.500

05/01/52

6,949,984‌

19,219,920

Fannie

Mae

Pool

4

.000

05/01/52

17,614,176‌

10,698,782

Fannie

Mae

Pool

3

.000

06/01/52

9,102,200‌

12,003,057

Fannie

Mae

Pool

3

.500

06/01/52

10,661,582‌

27,105,083

Fannie

Mae

Pool

3

.500

06/01/52

24,025,536‌

47,129,082

Fannie

Mae

Pool

4

.000

06/01/52

43,177,512‌

3,796,276

Fannie

Mae

Pool

4

.500

06/01/52

3,578,058‌

17,160,054

Fannie

Mae

Pool

4

.000

07/01/52

15,711,027‌

21,140,046

Fannie

Mae

Pool

4

.000

07/01/52

19,364,307‌

3,505,152

Fannie

Mae

Pool

4

.500

07/01/52

3,302,827‌

32,589,592

Fannie

Mae

Pool

4

.500

07/01/52

30,714,155‌

16,129,195

Fannie

Mae

Pool

5

.000

08/01/52

15,619,324‌

58,061,229

Fannie

Mae

Pool

4

.000

09/01/52

53,184,078‌

194,756,224

Fannie

Mae

Pool

4

.500

09/01/52

183,548,520‌

8,553,894

Fannie

Mae

Pool

5

.000

09/01/52

8,282,827‌

51,640,147

Fannie

Mae

Pool

4

.000

10/01/52

47,297,053‌

8,528,517

Fannie

Mae

Pool

4

.500

10/01/52

8,038,029‌

39,777,743

Fannie

Mae

Pool

5

.000

10/01/52

38,514,144‌

13,479,711

Fannie

Mae

Pool

4

.000

11/01/52

12,345,356‌

47,891,845

Fannie

Mae

Pool

4

.500

11/01/52

45,140,962‌

5,763,953

Fannie

Mae

Pool

5

.500

12/01/52

5,703,298‌

118,697

Fannie

Mae

Pool

5

.000

01/01/53

114,917‌

29,755,025

Fannie

Mae

Pool

5

.000

02/01/53

28,802,883‌

19,062,154

Fannie

Mae

Pool

6

.000

02/01/53

19,167,792‌

15,976,516

Fannie

Mae

Pool

6

.000

03/01/53

16,055,325‌

31,129,626

Fannie

Mae

Pool

5

.000

04/01/53

30,056,501‌

6,894,371

Fannie

Mae

Pool

5

.000

06/01/53

6,702,735‌

46,926,677

Fannie

Mae

Pool

5

.500

06/01/53

46,353,921‌

8,515,369

Fannie

Mae

Pool

5

.000

07/01/53

8,229,959‌

14,866,726

Fannie

Mae

Pool

5

.000

08/01/53

14,357,279‌

108,001,765

Fannie

Mae

Pool

5

.500

10/01/53

106,648,439‌

30,212,378

Fannie

Mae

Pool

5

.500

05/01/54

29,824,490‌

16,265,954

Fannie

Mae

Pool

4

.000

11/01/54

14,881,446‌

12,563,193

Fannie

Mae

Pool

4

.500

11/01/54

11,821,384‌

46,897,785

Fannie

Mae

Pool

5

.000

11/01/54

45,280,012‌

502,401

(c)

Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

1

.267

09/25/43

47,468‌

1,823,857

Fannie

Mae

REMICS

3

.000

07/25/45

1,596,982‌

3,202,731

Fannie

Mae

REMICS

3

.500

02/25/48

2,732,660‌

2,385,320

Fannie

Mae

REMICS

4

.000

07/25/48

2,184,334‌

3,998,805

Fannie

Mae

REMICS

2

.000

08/25/50

512,581‌

12,047,065

Fannie

Mae

REMICS

2

.000

08/25/50

7,854,602‌

4,861,409

Fannie

Mae

REMICS

2

.000

10/25/50

3,176,601‌

10,894,999

Fannie

Mae

REMICS

2

.500

11/25/50

1,520,064‌

3,838,314

Fannie

Mae

REMICS

3

.000

12/25/50

663,025‌

3,752,752

Fannie

Mae

REMICS

3

.000

02/25/51

633,191‌

4,273,082

Fannie

Mae

REMICS

2

.500

11/25/51

510,253‌

9,214,366

Fannie

Mae

REMICS

3

.500

04/25/52

6,794,302‌

1,915,503

Fannie

Mae

REMICS

4

.000

05/25/52

1,469,423‌

5,610,726

Fannie

Mae

REMICS

4

.500

07/25/52

5,228,546‌

2,407,654

Fannie

Mae

REMICS

4

.500

08/25/52

1,965,678‌

1,833,088

Fannie

Mae

REMICS

4

.000

09/25/52

1,502,237‌

2,086,650

Fannie

Mae

REMICS

4

.000

09/25/52

1,792,664‌

1,770,150

Fannie

Mae

REMICS

4

.500

10/25/52

1,583,484‌

2,019,077

Fannie

Mae

REMICS

4

.500

10/25/52

1,868,812‌

3,406,909

Fannie

Mae

REMICS

5

.500

11/25/52

3,258,094‌

3,387,850

(c)

Fannie

Mae-Aces

2

.825

02/25/27

3,277,330‌

9,004,004

(c)

Fannie

Mae-Aces

3

.303

06/25/28

8,650,374‌

11,250,000

(c)

Fannie

Mae-Aces

1

.469

11/25/30

9,333,461‌

15,500,000

(c)

Fannie

Mae-Aces

1

.245

01/25/31

12,687,830‌

68,940

Freddie

Mac

Gold

Pool

5

.000

06/01/36

68,503‌

217

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

68,141

Freddie

Mac

Gold

Pool

4

.000

%

06/01/42

$

64,207‌

69,379

Freddie

Mac

Gold

Pool

4

.500

12/01/43

67,281‌

68,149

Freddie

Mac

Gold

Pool

4

.500

02/01/44

66,089‌

574,969

Freddie

Mac

Gold

Pool

5

.000

08/01/44

573,685‌

116,607

Freddie

Mac

Gold

Pool

3

.500

04/01/45

105,882‌

2,471,515

Freddie

Mac

Gold

Pool

3

.500

08/01/45

2,254,150‌

1,414,699

Freddie

Mac

Gold

Pool

3

.500

02/01/47

1,271,443‌

18,524

Freddie

Mac

Gold

Pool

3

.000

04/01/47

16,086‌

152,128

Freddie

Mac

Gold

Pool

4

.500

06/01/47

146,361‌

237,342

Freddie

Mac

Gold

Pool

4

.000

09/01/47

222,742‌

54,888

Freddie

Mac

Gold

Pool

3

.500

12/01/47

49,484‌

1,127,258

Freddie

Mac

Gold

Pool

4

.500

08/01/48

1,083,701‌

5,220,706

Freddie

Mac

Pool

2

.310

12/01/31

4,483,032‌

6,838,080

Freddie

Mac

Pool

3

.740

06/01/37

6,065,378‌

2,250,897

Freddie

Mac

Pool

3

.400

12/01/37

1,926,087‌

5,646,500

Freddie

Mac

Pool

4

.300

12/01/37

5,233,166‌

1,829,440

Freddie

Mac

Pool

3

.500

03/01/38

1,593,280‌

640,000

Freddie

Mac

Pool

4

.330

05/01/38

594,976‌

3,165,435

Freddie

Mac

Pool

2

.970

07/01/38

2,573,993‌

3,382,002

Freddie

Mac

Pool

4

.550

07/01/38

3,194,972‌

5,775,000

Freddie

Mac

Pool

3

.500

10/01/38

4,902,370‌

397,500

Freddie

Mac

Pool

3

.160

11/01/38

328,225‌

1,853,500

Freddie

Mac

Pool

3

.910

01/01/39

1,636,711‌

3,355,997

Freddie

Mac

Pool

3

.000

01/01/41

2,654,652‌

772,942

Freddie

Mac

Pool

4

.250

09/01/42

723,260‌

4,472,380

Freddie

Mac

Pool

2

.500

11/01/51

3,649,256‌

338,857

Freddie

Mac

Pool

3

.000

11/01/51

292,283‌

7,204,616

Freddie

Mac

Pool

3

.000

11/01/51

6,259,793‌

888,338

Freddie

Mac

Pool

3

.000

11/01/51

773,584‌

1,299,188

Freddie

Mac

Pool

3

.000

11/01/51

1,129,667‌

5,117,677

Freddie

Mac

Pool

2

.500

01/01/52

4,191,321‌

9,487,708

Freddie

Mac

Pool

2

.500

02/01/52

7,823,490‌

2,218,331

Freddie

Mac

Pool

3

.000

02/01/52

1,889,686‌

323,686

Freddie

Mac

Pool

3

.000

03/01/52

275,430‌

5,983,505

Freddie

Mac

Pool

2

.500

04/01/52

4,923,053‌

8,875,577

Freddie

Mac

Pool

4

.000

04/01/52

8,132,554‌

34,126,782

Freddie

Mac

Pool

3

.000

05/01/52

29,023,936‌

7,581,099

Freddie

Mac

Pool

3

.000

06/01/52

6,486,489‌

6,891,910

Freddie

Mac

Pool

3

.500

06/01/52

6,117,428‌

7,975,867

Freddie

Mac

Pool

4

.500

06/01/52

7,514,473‌

194,895

Freddie

Mac

Pool

4

.500

07/01/52

183,460‌

7,985,651

Freddie

Mac

Pool

4

.500

07/01/52

7,523,972‌

9,110,162

Freddie

Mac

Pool

6

.000

11/01/52

9,167,906‌

7,576,733

Freddie

Mac

Pool

5

.000

01/01/53

7,316,136‌

17,824,347

Freddie

Mac

Pool

5

.500

08/01/53

17,663,237‌

4,651,673

Freddie

Mac

REMICS

3

.500

01/15/47

3,993,638‌

990,732

Freddie

Mac

REMICS

4

.000

10/15/47

906,064‌

1,900,218

Freddie

Mac

REMICS

4

.000

11/15/47

1,757,205‌

4,365,594

Freddie

Mac

REMICS

4

.000

01/15/48

4,036,381‌

4,838,146

Freddie

Mac

REMICS

4

.000

03/15/48

4,441,476‌

1,451,802

Freddie

Mac

REMICS

4

.000

04/15/48

1,342,164‌

4,716,418

Freddie

Mac

REMICS

4

.000

04/15/48

4,308,956‌

637,562

(c)

Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

2

.381

06/15/48

559,695‌

554,332

(c)

Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

2

.301

10/15/48

456,939‌

4,356,365

Freddie

Mac

REMICS

2

.000

09/25/50

2,788,185‌

2,255,668

Freddie

Mac

REMICS

2

.000

09/25/50

292,169‌

7,998,901

Freddie

Mac

REMICS

3

.000

09/25/50

5,608,891‌

3,967,957

Freddie

Mac

REMICS

3

.000

10/25/50

2,697,741‌

13,415,850

Freddie

Mac

REMICS

2

.500

02/25/51

2,220,790‌

4,547,964

Freddie

Mac

REMICS

2

.500

05/25/51

2,738,096‌

1,460,152

Freddie

Mac

REMICS

4

.000

08/25/52

1,175,287‌

2,715,325

Freddie

Mac

REMICS

4

.500

10/25/52

2,417,700‌

Core

Impact

Bond

218

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

3,335,114

Freddie

Mac

REMICS

5

.500

%

11/25/52

$

3,238,524‌

2,167,441

Freddie

Mac

REMICS

5

.500

02/25/53

2,120,843‌

575,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

11

.669

01/25/42

615,571‌

2,610,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

9

.319

02/25/42

2,747,337‌

7,090,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

2.900%)

7

.469

04/25/42

7,349,524‌

1,830,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

5.650%)

8

.647

04/25/42

1,965,360‌

15,458,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7

.919

05/25/42

16,186,890‌

12,753,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

9

.234

06/25/42

13,689,562‌

6,984,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8

.569

07/25/42

7,446,712‌

2,535,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.550%)

8

.119

08/25/42

2,667,790‌

6,445,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

8

.269

09/25/42

6,812,656‌

280,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

8

.444

03/25/43

294,155‌

350,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7

.810

04/25/43

369,525‌

6,435,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

8

.069

05/25/43

6,840,728‌

66,739

(c),(d)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3

.787

02/25/48

64,625‌

395,568

(c)

Freddie

Mac

Strips,

(SOFR30A

+

5.806%)

1

.208

03/15/44

33,922‌

488,394

Ginnie

Mae

I

Pool

2

.690

06/15/33

450,938‌

10,719,802

Ginnie

Mae

I

Pool

2

.750

01/15/45

9,652,823‌

24,224

Ginnie

Mae

II

Pool

5

.000

06/20/42

24,141‌

2,115,013

Ginnie

Mae

II

Pool

3

.500

12/20/46

1,910,828‌

1,449,226

Ginnie

Mae

II

Pool

3

.500

01/20/47

1,311,474‌

1,224,058

Ginnie

Mae

II

Pool

3

.500

10/20/50

1,102,507‌

4,069,473

Ginnie

Mae

II

Pool

3

.000

02/20/51

3,545,711‌

21,700,665

Ginnie

Mae

II

Pool

3

.000

06/20/51

18,852,083‌

30,457,738

Ginnie

Mae

II

Pool

3

.000

12/20/51

26,443,237‌

17,521,814

Ginnie

Mae

II

Pool

3

.000

01/20/52

15,208,917‌

4,049,322

Ginnie

Mae

II

Pool

2

.500

02/20/52

3,285,507‌

28,560,163

Ginnie

Mae

II

Pool

3

.500

04/20/52

25,543,486‌

41,754,816

Ginnie

Mae

II

Pool

3

.500

07/20/52

37,344,397‌

6,630,567

Ginnie

Mae

II

Pool

4

.000

08/20/52

6,110,805‌

38,308,889

Ginnie

Mae

II

Pool

4

.000

09/20/52

35,329,697‌

13,039,989

Ginnie

Mae

II

Pool

5

.000

11/20/52

12,687,845‌

22,564,724

Ginnie

Mae

II

Pool

3

.500

12/20/52

20,181,365‌

15,033,900

Ginnie

Mae

II

Pool

4

.500

12/20/52

14,236,460‌

7,298,712

Ginnie

Mae

II

Pool

4

.500

02/20/53

6,909,688‌

2,729,119

Ginnie

Mae

II

Pool

5

.000

02/20/53

2,654,508‌

3,713,665

Ginnie

Mae

II

Pool

3

.000

08/20/53

3,223,740‌

8,733,933

Government

National

Mortgage

Association

5

.000

01/20/40

1,864,530‌

3,954,660

Government

National

Mortgage

Association

4

.500

03/20/40

707,623‌

6,395,375

Government

National

Mortgage

Association

5

.000

03/20/40

1,286,182‌

6,712,243

Government

National

Mortgage

Association

2

.500

12/20/43

5,860,031‌

2,374,248

Government

National

Mortgage

Association

3

.000

03/20/45

2,079,956‌

379,735

Government

National

Mortgage

Association

4

.000

06/20/46

44,901‌

2,353,013

Government

National

Mortgage

Association

5

.000

09/20/46

446,791‌

2,622,648

(c)

Government

National

Mortgage

Association,

(TSFR1M

+

5.986%)

1

.615

03/20/50

337,548‌

9,185,485

Government

National

Mortgage

Association

3

.000

11/20/51

6,449,794‌

10,020,695

Government

National

Mortgage

Association

3

.000

12/20/51

7,001,366‌

7,999,214

Government

National

Mortgage

Association

3

.000

01/20/52

5,699,636‌

8,326,070

Government

National

Mortgage

Association

3

.000

02/20/52

5,506,391‌

5,771,116

Government

National

Mortgage

Association

4

.000

04/20/52

4,736,923‌

6,934,739

Government

National

Mortgage

Association

5

.000

04/20/52

1,304,514‌

2,466,948

Government

National

Mortgage

Association

4

.000

07/20/52

1,945,254‌

4,408,842

Government

National

Mortgage

Association

4

.500

09/20/52

3,956,666‌

3,592,298

Government

National

Mortgage

Association

4

.500

09/20/52

3,228,325‌

2,555,654

Government

National

Mortgage

Association

4

.500

09/20/52

2,178,010‌

2,998,824

Government

National

Mortgage

Association

4

.500

09/20/52

2,733,842‌

3,002,323

Government

National

Mortgage

Association

4

.500

02/20/53

2,632,948‌

2,748,006

Government

National

Mortgage

Association

5

.500

02/20/53

2,634,925‌

5,390,156

(c)

Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

2

.345

05/20/53

410,660‌

3,950,611

(c)

Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

5

.247

08/20/53

4,079,940‌

2,448,381

(c)

Government

National

Mortgage

Association,

(SOFR30A

+

25.350%)

7

.392

08/20/53

2,720,522‌

5,481,809

Government

National

Mortgage

Association

5

.000

12/20/53

5,039,916‌

219

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,984,935

Government

National

Mortgage

Association

2

.500

%

04/20/54

$

3,419,983‌

45,283,136

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.150

08/25/51

356,632‌

1,724,043

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

08/25/51

1,373,876‌

6,579,140

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

5,232,352‌

3,795,821

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

3,017,847‌

1,593,846

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.829

05/28/52

1,267,072‌

16,158,324

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

13,477,567‌

8,303

(c)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5

.113

03/25/35

7,503‌

51,452

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

45,621‌

313,578

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

273,147‌

41,417

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

01/25/49

37,878‌

12,622,055

(c),(d)

JP

Morgan

Mortgage

Trust

0

.122

06/25/51

81,179‌

22,206,366

(c),(d)

JP

Morgan

Mortgage

Trust

0

.108

11/25/51

124,897‌

1,844,193

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

1,466,216‌

22,137,435

(c),(d)

JP

Morgan

Mortgage

Trust

0

.116

12/25/51

133,900‌

2,331,254

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

1,853,451‌

3,314,924

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

2,635,512‌

5,363,701

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

4,264,381‌

4,778,787

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

06/25/52

3,985,959‌

9,531,222

(d)

JP

Morgan

Mortgage

Trust

0

.224

07/25/52

104,779‌

5,167,456

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

4,108,358‌

2,463,381

(c),(d)

JP

Morgan

Mortgage

Trust

3

.250

07/25/52

2,110,781‌

8,039,984

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

6,665,973‌

4,136,039

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

3,429,201‌

3,835,912

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

11/25/52

3,180,365‌

4,784,779

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

04/25/53

3,967,073‌

1,923,407

(c),(d)

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

1,840,418‌

1,988,885

(c),(d)

JP

Morgan

Mortgage

Trust

5

.500

06/25/53

1,935,567‌

3,142,481

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

2,501,393‌

3,006,956

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,631,602‌

2,029,109

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

1,614,346‌

1,369,074

(c),(d)

RCKT

Mortgage

Trust

3

.007

09/25/51

1,058,422‌

5,666,686

(c),(d)

RCKT

Mortgage

Trust

2

.500

02/25/52

4,508,662‌

2,660,130

(c),(d)

RCKT

Mortgage

Trust

3

.000

05/25/52

2,205,521‌

27,664

(c),(d)

Sequoia

Mortgage

Trust

4

.000

06/25/49

25,561‌

148,847

(c),(d)

Sequoia

Mortgage

Trust

3

.500

12/25/49

130,545‌

2,339,253

(c),(d)

Sequoia

Mortgage

Trust

2

.500

06/25/51

1,859,810‌

304,415

(c),(d)

Shellpoint

Co-Originator

Trust

3

.500

10/25/47

272,255‌

301,209

(d)

Verus

Securitization

Trust

(Step

Bond)

2

.733

05/25/65

291,458‌

TOTAL

MORTGAGE

BACKED

1,919,399,241‌

MUNICIPAL

BONDS

-

4.0%

2,000,000

Brunswick

&

Glynn

County

Development

Authority

3

.060

04/01/25

1,994,060‌

1,950,000

California

Health

Facilities

Financing

Authority

4

.353

06/01/41

1,732,153‌

6,400,000

(d)

California

Municipal

Finance

Authority

6

.375

11/15/48

6,090,337‌

625,000

Chula

Vista

Municipal

Financing

Authority

3

.775

12/01/33

571,856‌

740,000

Chula

Vista

Municipal

Financing

Authority

4

.075

12/01/41

620,058‌

935,000

City

&

County

of

San

Francisco

CA

3

.700

04/01/34

820,664‌

440,000

City

&

County

of

San

Francisco

CA

3

.750

04/01/35

380,694‌

5,835,000

City

&

County

of

San

Francisco

CA

3

.900

04/01/42

4,647,548‌

4,610,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4

.221

09/01/39

4,062,072‌

5,405,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

3

.750

09/01/37

4,674,306‌

5,000,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

4

.000

09/01/48

3,971,320‌

7,805,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

3

.482

09/01/50

5,521,663‌

1,225,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

6

.332

09/01/51

1,264,397‌

1,925,000

City

of

Berkeley

CA

3

.250

09/01/35

1,689,336‌

650,000

City

of

Detroit

MI

2

.511

04/01/25

646,037‌

745,000

City

of

Detroit

MI

2

.711

04/01/26

724,435‌

525,000

City

of

Detroit

MI

3

.644

04/01/34

449,968‌

4,000,000

City

of

Los

Angeles

CA

3

.500

09/01/37

3,398,738‌

9,060,000

City

of

Los

Angeles

CA

3

.880

09/01/38

8,018,005‌

7,000,000

City

of

Los

Angeles

CA

5

.000

09/01/42

6,681,810‌

870,000

(d)

City

of

Miami

FL

4

.808

01/01/39

805,144‌

Core

Impact

Bond

220

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

3,200,000

City

of

New

York

NY

5

.094

%

10/01/49

$

3,038,357‌

2,950,000

City

of

New

York

NY

5

.828

10/01/53

3,091,952‌

2,685,000

City

of

Oakland

CA

1

.830

01/15/27

2,547,570‌

3,025,000

City

of

Port

Lions

AK

7

.500

10/01/52

3,163,405‌

1,385,000

City

of

San

Juan

Capistrano

CA

4

.190

08/01/40

1,230,463‌

5,255,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

2

.999

11/01/43

4,339,318‌

5,240,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

3

.079

11/01/43

4,276,457‌

1,140,000

Cleveland-Cuyahoga

County

Port

Authority

5

.900

11/15/49

1,087,811‌

1,250,000

Connecticut

Green

Bank

2

.900

11/15/35

1,042,623‌

1,000,000

(d)

County

of

Gallatin

MT

11

.500

09/01/27

1,024,699‌

3,500,000

(d)

County

of

Gallatin

MT

11

.500

09/01/27

3,586,447‌

3,500,000

District

of

Columbia

3

.432

04/01/42

2,719,211‌

3,510,000

(d)

Florida

Development

Finance

Corp

8

.250

07/01/57

3,628,971‌

17,298,841

Freddie

Mac

Multifamily

Variable

Rate

Certificate

4

.050

08/25/38

15,826,767‌

450,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

376,678‌

1,000,000

Lavaca-Navidad

River

Authority

4

.430

08/01/35

958,685‌

1,300,000

Maine

State

Housing

Authority

2

.481

11/15/31

1,104,182‌

2,490,000

Maryland

Community

Development

Administration

Housing

Revenue

3

.797

03/01/39

2,113,876‌

1,500,000

Maryland

Economic

Development

Corp

5

.433

05/31/56

1,443,051‌

4,000,000

Maryland

Economic

Development

Corp

5

.942

05/31/57

4,072,514‌

3,000,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.020

07/01/28

2,750,057‌

525,000

Metropolitan

Transportation

Authority

5

.175

11/15/49

451,533‌

16,465,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5

.720

12/01/38

16,551,161‌

4,225,000

Minnesota

Housing

Finance

Agency

5

.897

08/01/49

4,173,955‌

6,585,000

Minnesota

Housing

Finance

Agency

5

.947

08/01/54

6,486,573‌

170,000

Mount

Shasta

Public

Financing

Authority

4

.000

08/01/29

178,134‌

190,000

Mount

Shasta

Public

Financing

Authority

3

.000

08/01/32

183,711‌

15,625,000

(c),(d)

New

Hampshire

Business

Finance

Authority

4

.600

02/01/29

15,625,000‌

8,300,000

(c),(d)

New

Hampshire

Business

Finance

Authority

4

.520

07/01/33

8,300,000‌

2,740,000

New

Hampshire

Business

Finance

Authority

5

.694

11/01/45

2,610,047‌

3,460,000

New

Hampshire

Business

Finance

Authority

5

.775

11/01/54

3,259,138‌

700,000

New

Jersey

Economic

Development

Authority

5

.198

03/01/31

701,786‌

2,500,000

New

York

City

Housing

Development

Corp

3

.720

11/01/39

2,050,077‌

5,250,000

New

York

City

Housing

Development

Corp

5

.448

08/01/54

4,840,023‌

1,090,000

New

York

State

Energy

Research

&

Development

Authority

2

.465

10/01/26

1,045,993‌

965,000

New

York

State

Energy

Research

&

Development

Authority

2

.665

10/01/27

907,074‌

835,000

New

York

State

Energy

Research

&

Development

Authority

2

.879

10/01/28

771,008‌

7,500,000

New

York

Transportation

Development

Corp

5

.000

01/01/26

7,588,654‌

6,920,000

(a),(b),(d)

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

692‌

275,000

Pharr

Economic

Development

Corp

3

.216

08/15/27

265,880‌

1,110,000

Pharr

Economic

Development

Corp

3

.401

08/15/29

1,048,888‌

405,000

(a),(b)

Public

Finance

Authority

15

.000

12/31/25

41‌

1,735,000

(d)

Public

Finance

Authority

7

.500

06/01/29

1,695,883‌

6,650,000

Public

Finance

Authority

5

.292

07/01/29

6,634,905‌

645,000

Redevelopment

Authority

of

the

City

of

Philadelphia

4

.711

09/01/30

640,830‌

1,585,000

Redevelopment

Authority

of

the

City

of

Philadelphia

5

.226

09/01/40

1,539,158‌

1,000,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.300

10/01/39

776,078‌

1,450,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.400

10/01/44

1,050,490‌

6,950,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.500

10/01/51

4,718,526‌

995,000

Sales

Tax

Securitization

Corp

5

.293

01/01/41

965,734‌

2,550,000

San

Diego

Unified

School

District

3

.915

07/01/28

2,503,586‌

10,060,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

10,081,370‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

3

.533

08/01/25

994,373‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

4

.375

08/01/44

838,233‌

3,000,000

Semitropic

Improvement

District

2

.499

12/01/25

2,954,890‌

1,670,000

South

Dakota

Housing

Development

Authority

5

.460

05/01/53

1,672,404‌

1,000,000

South

Davis

Sewer

District

4

.125

12/01/32

940,790‌

1,100,000

South

Davis

Sewer

District

4

.500

12/01/37

979,637‌

1,646,933

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

1,592,852‌

2,400,000

(d)

Syracuse

Industrial

Development

Agency

5

.000

01/01/36

1,818,705‌

7,500,000

Texas

Water

Development

Board

4

.190

10/15/43

6,570,224‌

3,000,000

Texas

Water

Development

Board

4

.648

04/15/50

2,706,976‌

221

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

2,180,000

(d)

Toledo-Lucas

County

Port

Authority

5

.600

%

11/15/39

$

2,131,995‌

6,500,000

Tuolumne

Wind

Project

Authority

6

.918

01/01/34

6,970,681‌

2,000,000

University

of

New

Mexico

3

.532

06/20/32

1,908,421‌

1,000,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3

.300

11/01/27

970,303‌

1,250,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3

.550

11/01/32

1,140,243‌

360,000

Washington

County

Clean

Water

Services

5

.701

10/01/30

364,697‌

TOTAL

MUNICIPAL

BONDS

264,389,047‌

U.S.

TREASURY

SECURITIES

-

15.2%

29,284,000

United

States

Treasury

Note/Bond

5

.000

09/30/25

29,436,887‌

149,998,000

United

States

Treasury

Note/Bond

4

.250

11/30/26

149,968,173‌

13,975,000

United

States

Treasury

Note/Bond

4

.000

12/15/27

13,867,525‌

9,000,000

United

States

Treasury

Note/Bond

1

.375

10/31/28

8,061,029‌

177,803,000

United

States

Treasury

Note/Bond

4

.125

11/30/29

175,782,943‌

51,648,000

United

States

Treasury

Note/Bond

4

.125

11/30/31

50,545,304‌

207,750,000

United

States

Treasury

Note/Bond

4

.250

11/15/34

202,335,327‌

14,543,000

United

States

Treasury

Note/Bond

1

.875

02/15/41

9,742,513‌

9,700,000

United

States

Treasury

Note/Bond

2

.250

05/15/41

6,883,551‌

114,908,400

United

States

Treasury

Note/Bond

2

.375

02/15/42

81,798,537‌

114,556,000

(e)

United

States

Treasury

Note/Bond

4

.625

11/15/44

111,074,629‌

2,500,000

United

States

Treasury

Note/Bond

3

.125

05/15/48

1,872,663‌

2,500,000

United

States

Treasury

Note/Bond

3

.000

02/15/49

1,818,854‌

31,783,000

United

States

Treasury

Note/Bond

2

.250

02/15/52

19,268,133‌

167,394,000

United

States

Treasury

Note/Bond

4

.375

08/15/54

152,864,338‌

TOTAL

U.S.

TREASURY

SECURITIES

1,015,320,406‌

TOTAL

GOVERNMENT

BONDS

(Cost

$4,151,413,581)

3,966,381,271‌

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.4%

FINANCIAL

SERVICES

-

0.0%

126,248

(e)

Morgan

Stanley

3,247,099‌

TOTAL

FINANCIAL

SERVICES

3,247,099‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.2%

400,000

Brookfield

Property

Partners

LP

5,440,000‌

629,610

Brookfield

Property

Partners

LP

7,819,756‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

13,259,756‌

UTILITIES

-

0.2%

454,177

Brookfield

Infrastructure

Partners

LP

7,734,634‌

276,951

Brookfield

Renewable

Partners

LP

4,962,962‌

TOTAL

UTILITIES

12,697,596‌

TOTAL

PREFERRED

STOCKS

(Cost

$47,174,650)

29,204,451‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

12.2%

ASSET

BACKED

-

4.2%

2,078,400

(d)

Air

Canada

Pass

Through

Trust

3

.550

01/15/30

1,905,893‌

Series

-

2017

1

(Class

A)

450,000

(d)

AMSR

Trust

3

.148

01/19/39

433,357‌

Series

-

2019

SFR1

(Class

C)

1,250,000

(c),(d)

BFLD

Trust,

(TSFR1M

+

2.214%)

6

.612

10/15/35

54,180‌

Series

-

2020

EYP

(Class

C)

32,991

(c)

C-BASS

Trust,

(TSFR1M

+

0.274%)

3

.166

07/25/36

32,243‌

Series

-

2006

CB6

(Class

A1)

1,447,025

(c),(d)

CBRE

Realty

Finance,

(LIBOR

3

M

+

0.300%)

5

.876

04/07/52

145‌

Series

-

2007

1A

(Class

A2)

2,686,935

Delta

Air

Lines

Pass

Through

Trust

3

.625

07/30/27

2,606,085‌

Series

-

2015

1

(Class

AA)

5,628,140

Delta

Air

Lines

Pass

Through

Trust

2

.000

06/10/28

5,181,448‌

Series

-

2020

1

(Class

AA)

Core

Impact

Bond

222

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

13,711,345

Delta

Air

Lines

Pass

Through

Trust

2

.500

%

06/10/28

$

12,672,728‌

Series

-

2020

1

(Class

A)

834,750

(d)

Domino's

Pizza

Master

Issuer

LLC

4

.474

10/25/45

831,443‌

Series

-

2015

1A

(Class

A2II)

758,000

(d)

Domino's

Pizza

Master

Issuer

LLC

4

.116

07/25/48

753,479‌

Series

-

2018

1A

(Class

A2I)

46,972

(c),(d)

Ellington

Loan

Acquisition

Trust,

(TSFR1M

+

1.214%)

5

.553

05/25/37

46,786‌

Series

-

2007

2

(Class

A2C)

3,747,679

(d)

EnFin

Residential

Solar

Receivables

Trust

5

.980

09/20/55

3,632,646‌

Series

-

2024

2A

(Class

A)

5,750,000

(d)

Frontier

Issuer

LLC

8

.300

08/20/53

5,962,633‌

Series

-

2023

1

(Class

B)

7,540,000

(d)

Frontier

Issuer

LLC

6

.190

06/20/54

7,668,978‌

Series

-

2024

1

(Class

A2)

1,500,000

(d)

Frontier

Issuer

LLC

11

.160

06/20/54

1,675,665‌

Series

-

2024

1

(Class

C)

2,877,601

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.100

05/20/48

2,239,449‌

Series

-

2021

3CS

(Class

A)

3,074,028

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

2,362,005‌

Series

-

2021

4GS

(Class

A)

11,239,369

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.310

10/20/48

8,878,347‌

Series

-

2021

5CS

(Class

A)

4,465,410

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

3,405,345‌

Series

-

2021

5CS

(Class

B)

3,900,101

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.700

01/20/49

3,242,253‌

Series

-

2022

1GS

(Class

A)

2,983,722

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.940

01/20/49

2,279,902‌

Series

-

2022

1GS

(Class

B)

13,041,740

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

4

.950

07/20/49

12,016,578‌

Series

-

2022

3CS

(Class

A)

3,250,000

(d)

Grace

Trust

2

.347

12/10/40

2,730,595‌

Series

-

2020

GRCE

(Class

A)

6,500,000

(d)

GSCG

Trust

2

.936

09/06/34

4,956,250‌

Series

-

2019

600C

(Class

A)

439,771

(d)

HERO

Funding

Trust

3

.840

09/21/40

405,812‌

Series

-

2015

1A

(Class

A)

101,893

(d)

HERO

Funding

Trust

3

.990

09/21/40

95,347‌

Series

-

2014

2A

(Class

A)

535,160

(d)

HERO

Funding

Trust

3

.750

09/20/41

491,592‌

Series

-

2016

2A

(Class

A)

425,496

(d)

HERO

Funding

Trust

4

.050

09/20/41

395,724‌

Series

-

2016

1A

(Class

A)

1,085,435

(d)

HERO

Funding

Trust

3

.080

09/20/42

969,477‌

Series

-

2016

3A

(Class

A1)

979,289

(d)

HERO

Funding

Trust

3

.910

09/20/42

897,260‌

Series

-

2016

3A

(Class

A2)

998,087

(d)

HERO

Funding

Trust

3

.570

09/20/47

899,677‌

Series

-

2016

4A

(Class

A1)

1,055,316

(d)

HERO

Funding

Trust

3

.710

09/20/47

933,624‌

Series

-

2017

1A

(Class

A1)

147,865

(d)

HERO

Funding

Trust

4

.290

09/20/47

136,287‌

Series

-

2016

4A

(Class

A2)

1,727,367

(d)

HERO

Funding

Trust

3

.190

09/20/48

1,493,012‌

Series

-

2017

3A

(Class

A1)

1,616,404

(d)

HERO

Funding

Trust

3

.950

09/20/48

1,431,990‌

Series

-

2017

3A

(Class

A2)

659,422

(d)

HERO

Funding

Trust

4

.070

09/20/48

588,785‌

Series

-

2017

2A

(Class

A2)

2,352,458

(d)

HERO

Funding

Trust

4

.670

09/20/48

2,152,763‌

Series

-

2018

1A

(Class

A2)

1,822,935

(d)

HERO

Funding

Trust

2

.590

09/20/57

1,500,957‌

Series

-

2020

1A

(Class

A)

223

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

7,375,000

(d)

Hertz

Vehicle

Financing

III

LLC

5

.570

%

09/25/29

$

7,420,390‌

Series

-

2023

2A

(Class

A)

13,415

(c)

Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%)

3

.986

06/25/33

13,086‌

Series

-

2003

1

(Class

M1)

3,156,248

(d)

Loanpal

Solar

Loan

Ltd

2

.750

07/20/47

2,566,051‌

Series

-

2020

2GF

(Class

A)

1,608,407

(d)

Loanpal

Solar

Loan

Ltd

2

.290

01/20/48

1,269,205‌

Series

-

2021

1GS

(Class

A)

2,179,343

(d)

Loanpal

Solar

Loan

Ltd

2

.840

01/20/48

1,714,028‌

Series

-

2021

1GS

(Class

B)

4,888,811

(d)

Loanpal

Solar

Loan

Ltd

2

.220

03/20/48

3,753,759‌

Series

-

2021

2GS

(Class

A)

2,750,000

(a),(d)

Mosaic

Solar

Loan

Trust

0

.000

04/20/46

1,351,350‌

Series

-

2020

1A

(Class

R)

1,145,055

(d)

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

992,476‌

Series

-

2020

1A

(Class

A)

1,454,783

(d)

Mosaic

Solar

Loan

Trust

3

.100

04/20/46

1,240,470‌

Series

-

2020

1A

(Class

B)

1,305,000

(d)

Mosaic

Solar

Loan

Trust

10

.000

09/20/49

1,125,510‌

Series

-

2024

1A

(Class

D)

4,429,479

(d)

Mosaic

Solar

Loan

Trust

1

.920

06/20/52

3,272,622‌

Series

-

2021

3A

(Class

B)

3,614,204

(d)

Mosaic

Solar

Loan

Trust

6

.100

06/20/53

3,576,230‌

Series

-

2022

3A

(Class

A)

1,474,273

(d)

Mosaic

Solar

Loans

LLC

3

.820

06/22/43

1,377,348‌

Series

-

2017

2A

(Class

A)

2,818,263

(d)

Mosaic

Solar

Loans

LLC

1

.640

04/22/47

2,275,162‌

Series

-

2021

2A

(Class

A)

290,000

(c),(d)

MSCG

Trust

3

.462

06/07/35

262,921‌

Series

-

2015

ALDR

(Class

D)

700,000

(d)

Progress

Residential

Trust

2

.711

11/17/40

629,771‌

Series

-

2021

SFR9

(Class

D)

2,835,826

PSNH

Funding

LLC

3

.506

08/01/28

2,808,778‌

Series

-

2018

1

(Class

A2)

590,297

(d)

Renew

3

.670

09/20/52

537,097‌

Series

-

2017

1A

(Class

A)

1,539,419

(d)

Renew

3

.950

09/20/53

1,392,446‌

Series

-

2018

1

(Class

A)

3,227,901

(d)

Renew

2

.060

11/20/56

2,554,770‌

Series

-

2021

1

(Class

A)

7,824,629

SCE

Recovery

Funding

LLC

0

.861

11/15/31

6,835,086‌

Series

-

2021

A-1

(Class

A)

26,525

(d)

SolarCity

LMC

4

.800

11/20/38

26,311‌

Series

-

2013

1

(Class

A)

161,191

(c)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%)

5

.353

09/25/34

153,084‌

Series

-

2004

8

(Class

M1)

6,041,246

(d)

Sunnova

Helios

VII

Issuer

LLC

2

.030

10/20/48

5,121,921‌

Series

-

2021

C

(Class

A)

3,422,279

(d)

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

2,986,784‌

Series

-

2022

A

(Class

A)

2,404,386

(d)

Sunnova

Helios

XI

Issuer

LLC

5

.300

05/20/50

2,324,587‌

Series

-

2023

A

(Class

A)

2,229,136

(d)

Sunnova

Helios

XII

Issuer

LLC

5

.600

08/22/50

2,099,589‌

Series

-

2023

B

(Class

B)

3,935,359

(d)

Sunnova

Hestia

I

Issuer

LLC

5

.750

12/20/50

3,982,444‌

Series

-

2023

GRID1

(Class

1A)

4,781,684

(d)

Sunrun

Athena

Issuer

LLC

5

.310

04/30/49

4,498,893‌

Series

-

2018

1

(Class

A)

6,099,713

(d)

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

5,671,622‌

Series

-

2019

2

(Class

A)

11,101,797

(d)

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

10,411,345‌

Series

-

2019

1A

(Class

A)

Core

Impact

Bond

224

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

5,129,775

(d)

Sunrun

Callisto

Issuer

LLC

2

.270

%

01/30/57

$

4,303,199‌

Series

-

2021

2A

(Class

A)

4,971,582

(d)

Sunrun

Julius

Issuer

LLC

6

.600

01/30/59

4,927,500‌

Series

-

2023

2A

(Class

A1)

6,593,051

(d)

Sunrun

Jupiter

Issuer

LLC

4

.750

07/30/57

6,173,291‌

Series

-

2022

1A

(Class

A)

8,371,252

(d)

Sunrun

Vulcan

Issuer

LLC

2

.460

01/30/52

6,896,050‌

Series

-

2021

1A

(Class

A)

4,586,270

(d)

Tesla

Auto

Lease

Trust

5

.890

06/22/26

4,602,372‌

Series

-

2023

A

(Class

A3)

9,422,000

(d)

Tesla

Auto

Lease

Trust

6

.130

09/21/26

9,486,492‌

Series

-

2023

B

(Class

A3)

2,240,000

(d)

Tesla

Auto

Lease

Trust

4

.790

01/20/27

2,242,988‌

Series

-

2024

B

(Class

A2A)

2,385,000

(d)

Tesla

Auto

Lease

Trust

6

.220

03/22/27

2,415,329‌

Series

-

2023

B

(Class

A4)

5,390,000

(d)

Tesla

Auto

Lease

Trust

5

.300

06/21/27

5,421,467‌

Series

-

2024

A

(Class

A3)

10,265,000

(d)

Tesla

Auto

Lease

Trust

4

.820

10/20/27

10,295,080‌

Series

-

2024

B

(Class

A3)

10,012,000

(d)

Tesla

Auto

Lease

Trust

4

.880

06/20/28

10,016,250‌

Series

-

2024

B

(Class

A4)

5,237,787

(d)

Tesla

Electric

Vehicle

Trust

5

.540

12/21/26

5,257,937‌

Series

-

2023

1

(Class

A2A)

4,650,000

(d)

Tesla

Electric

Vehicle

Trust

5

.380

06/20/28

4,694,579‌

Series

-

2023

1

(Class

A3)

8,614,207

Toyota

Auto

Receivables

Owner

Trust

0

.530

10/15/26

8,493,228‌

Series

-

2021

B

(Class

A4)

4,859,012

(d)

Vivint

Colar

Financing

V

LLC

4

.730

04/30/48

4,538,532‌

Series

-

2018

1A

(Class

A)

5,226,655

(d)

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

4,863,299‌

Series

-

2018

1A

(Class

B)

4,111,341

(d)

Vivint

Solar

Financing

VII

LLC

2

.210

07/31/51

3,634,255‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

280,467,724‌

OTHER

MORTGAGE

BACKED

-

8.0%

1,085,000

(c),(d)

20

Times

Square

Trust

3

.100

05/15/35

966,698‌

Series

-

2018

20TS

(Class

B)

8,000,000

(d)

225

Liberty

Street

Trust

3

.597

02/10/36

7,591,538‌

Series

-

2016

225L

(Class

A)

9,964

(c),(d)

Agate

Bay

Mortgage

Trust

3

.500

09/25/45

8,986‌

Series

-

2015

6

(Class

A9)

4,075,000

(c),(d)

Alen

Mortgage

Trust,

(TSFR1M

+

2.364%)

6

.762

04/15/34

2,913,624‌

Series

-

2021

ACEN

(Class

C)

900,000

(c),(d)

BAMLL

Commercial

Mortgage

Securities

Trust

3

.596

04/14/33

887,734‌

Series

-

2015

200P

(Class

D)

4,000,000

(d)

BANK

2

.500

10/17/52

2,770,596‌

Series

-

2019

BN21

(Class

D)

6,500,000

(c)

BANK

3

.517

10/17/52

5,367,402‌

Series

-

2019

BN21

(Class

C)

2,500,000

(c)

BANK

2

.918

12/15/53

1,638,335‌

Series

-

2020

BN30

(Class

MCDE)

8,000,000

(c)

BANK

3

.455

11/15/62

6,852,511‌

Series

-

2019

BN22

(Class

C)

216,244

Bank

of

America

Merrill

Lynch

Commercial

Mortgage

Trust

3

.019

07/15/49

214,056‌

Series

-

2016

UB10

(Class

ASB)

3,000,000

(c),(d)

BBCMS

Mortgage

Trust

3

.688

02/15/53

2,399,893‌

Series

-

2020

C6

(Class

F5TA)

2,800,000

(d)

BBCMS

Trust

4

.197

08/10/35

2,680,121‌

Series

-

2015

SRCH

(Class

A2)

1,250,000

(d)

BBCMS

Trust

4

.798

08/10/35

1,139,679‌

Series

-

2015

SRCH

(Class

C)

225

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,316,000

(c),(d)

BBCMS

Trust

4

.957

%

08/10/35

$

1,182,445‌

Series

-

2015

SRCH

(Class

D)

5,500,000

(c),(d)

Benchmark

Mortgage

Trust

3

.899

03/15/62

3,934,761‌

Series

-

2019

B10

(Class

3CCA)

5,200,000

(d)

BMO

360A

3

.776

02/17/55

4,414,602‌

Series

-

2022

C1

(Class

360A)

3,500,000

(c),(d)

BMO

360C

3

.939

02/17/55

2,638,291‌

Series

-

2022

C1

(Class

360C)

6,965,000

(c),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.312%)

5

.709

10/15/38

6,953,853‌

Series

-

2021

XL2

(Class

C)

4,250,000

(c),(d)

BX

TRUST,

(TSFR1M

+

1.490%)

5

.887

01/17/39

4,224,487‌

Series

-

2022

AHP

(Class

AS)

12,000,000

(c),(d)

BX

TRUST,

(TSFR1M

+

1.840%)

6

.237

01/17/39

11,885,785‌

Series

-

2022

AHP

(Class

B)

2,901,500

(c),(d)

CCRC

Affordable

Multifamily

Housing

Mortgage

Trust

5

.636

06/25/34

2,561,980‌

Series

-

2017

Q005

(Class

B)

2,000,000

(c)

CD

Mortgage

Trust

3

.879

11/10/49

1,680,009‌

Series

-

2016

CD2

(Class

B)

14,427,500

(d)

Century

Plaza

Towers

2

.865

11/13/39

12,663,061‌

Series

-

2019

CPT

(Class

A)

1,000,000

(c),(d)

Century

Plaza

Towers

2

.997

11/13/39

864,592‌

Series

-

2019

CPT

(Class

B)

2,500,000

(c),(d)

Century

Plaza

Towers

2

.997

11/13/39

2,084,753‌

Series

-

2019

CPT

(Class

C)

1,750,000

(c),(d)

Century

Plaza

Towers

2

.997

11/13/39

1,358,434‌

Series

-

2019

CPT

(Class

E)

5,000,000

(c)

Citigroup

Commercial

Mortgage

Trust

3

.758

04/10/48

4,906,021‌

Series

-

2015

GC29

(Class

B)

2,000,000

Citigroup

Commercial

Mortgage

Trust

3

.300

11/10/52

1,775,425‌

Series

-

2019

GC43

(Class

AS)

5,000,000

Citigroup

Commercial

Mortgage

Trust

3

.018

08/10/56

4,358,097‌

Series

-

2019

GC41

(Class

AS)

3,315,000

(d)

COMM

Mortgage

Trust

4

.353

08/10/30

3,205,707‌

Series

-

2013

300P

(Class

A1)

4,375,000

(d)

COMM

Mortgage

Trust

3

.376

01/10/39

3,891,134‌

Series

-

2022

HC

(Class

C)

3,500,000

(c),(d)

COMM

Mortgage

Trust

4

.070

03/10/48

2,655,118‌

Series

-

2015

CR22

(Class

D)

2,000,000

(c)

COMM

Mortgage

Trust

4

.332

05/10/48

1,622,953‌

Series

-

2015

CR23

(Class

D)

360,000

(c)

COMM

Mortgage

Trust

3

.463

08/10/48

320,501‌

Series

-

2015

CR24

(Class

D)

1,000,000

COMM

Mortgage

Trust

3

.263

08/15/57

896,430‌

Series

-

2019

GC44

(Class

AM)

4,000,000

(c),(d)

Commercial

Mortgage

Pass

Through

Certificates

4

.084

01/10/39

3,499,027‌

Series

-

2022

HC

(Class

D)

21,084,884

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.500%)

8

.069

03/25/42

22,158,269‌

Series

-

2022

R03

(Class

1M2)

4,435,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%)

7

.569

04/25/42

4,599,601‌

Series

-

2022

R05

(Class

2M2)

13,780,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%)

8

.419

05/25/42

14,614,802‌

Series

-

2022

R06

(Class

1M2)

4,586,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR

+

3.600%)

8

.169

07/25/42

4,841,553‌

Series

-

2022

R08

(Class

1M2)

7,535,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%)

9

.310

09/25/42

8,182,691‌

Series

-

2022

R09

(Class

2M2)

430,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.750%)

11

.310

09/25/42

479,950‌

Series

-

2022

R09

(Class

2B1)

20,485,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%)

8

.310

12/25/42

21,886,694‌

Series

-

2023

R01

(Class

1M2)

3,600,000

(c),(d)

CSAIL

Commercial

Mortgage

Trust

3

.677

06/15/37

3,142,034‌

Series

-

2017

C8

(Class

85BB)

Core

Impact

Bond

226

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,600,000

(c),(d)

CSMC

3

.388

%

10/25/59

$

1,490,680‌

Series

-

2019

NQM1

(Class

M1)

2,503,724

(c),(d)

CSMC

2

.405

10/25/66

2,169,067‌

Series

-

2021

NQM8

(Class

A3)

5,000,000

(c),(d)

CSMC

Trust

3

.728

11/10/32

3,387,750‌

Series

-

2017

CALI

(Class

B)

102,725,000

(c),(d)

DOLP

Trust

0

.665

05/10/41

3,257,610‌

Series

-

2021

NYC

(Class

X)

3,065,000

(c),(d)

EFMT

6

.798

02/25/68

3,068,313‌

Series

-

2023

1

(Class

M1)

12,485,467

(c),(d)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

1.434%)

5

.832

11/15/38

12,478,116‌

Series

-

2021

ELP

(Class

C)

3,995,350

(c),(d)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

2.233%)

6

.631

11/15/38

3,999,210‌

Series

-

2021

ELP

(Class

E)

236,967

(c),(d)

Flagstar

Mortgage

Trust

3

.972

10/25/47

211,008‌

Series

-

2017

2

(Class

B3)

2,078,587

(c),(d)

Flagstar

Mortgage

Trust

3

.995

04/25/48

1,814,721‌

Series

-

2018

2

(Class

B4)

7,839

(c),(d)

Flagstar

Mortgage

Trust

4

.000

09/25/48

7,260‌

Series

-

2018

5

(Class

A11)

816,089

(c),(d)

Flagstar

Mortgage

Trust

4

.001

12/25/49

702,164‌

Series

-

2019

2

(Class

B4)

1,134,331

(c),(d)

Flagstar

Mortgage

Trust

2

.500

04/25/51

901,844‌

Series

-

2021

2

(Class

A4)

3,534,853

(c),(d)

Flagstar

Mortgage

Trust

2

.500

06/01/51

2,810,366‌

Series

-

2021

4

(Class

A21)

1,894,299

(c),(d)

Flagstar

Mortgage

Trust

2

.967

11/25/51

1,469,459‌

Series

-

2021

12

(Class

B3)

7,700,000

Freddie

Mac

Multiclass

Certificates

Series

1

.878

01/25/31

6,548,435‌

Series

-

2021

P009

(Class

A2)

1,582,951

Freddie

Mac

Multiclass

Certificates

Series

1

.204

09/25/31

1,423,566‌

Series

-

2021

P011

(Class

A1)

7,324,000

(c)

Freddie

Mac

Multiclass

Certificates

Series

2

.760

02/25/32

6,309,062‌

Series

-

2022

P013

(Class

A2)

13,750,000

(c)

Freddie

Mac

Multiclass

Certificates

Series

4

.606

09/25/33

13,254,649‌

Series

-

2024

P016

(Class

A2)

8,043,454

Freddie

Mac

Multifamily

ML

Certificates

1

.877

07/25/37

6,271,495‌

Series

-

2021

21-ML08

(Class

ML08)

38,522,067

(c),(d)

Freddie

Mac

Multifamily

ML

Certificates

1

.771

11/25/37

4,245,902‌

Series

-

2021

ML08

(Class

XCA)

8,900,490

Freddie

Mac

Multifamily

ML

Certificates

2

.340

07/25/41

7,037,558‌

Series

-

2021

ML12

(Class

AUS)

3,339,936

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3

.871

07/25/33

3,103,743‌

Series

-

2015

Q002

(Class

A2)

3,659,840

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.555

01/25/36

2,917,283‌

Series

-

2020

Q014

(Class

A1)

9,678,478

Freddie

Mac

Multifamily

Variable

Rate

Certificate

3

.150

10/15/36

8,309,693‌

Series

-

2022

M068

(Class

A)

1,700,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate

4

.013

04/15/37

1,580,060‌

Series

-

2022

M069

(Class

A)

5,875,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate

1

.761

09/15/38

4,569,613‌

Series

-

2020

M061

(Class

A)

11,875,000

(d)

Frontier

Issuer

LLC

6

.600

08/20/53

12,086,160‌

Series

-

2023

1

(Class

A2)

93,000

(c)

GS

Mortgage

Securities

Trust

3

.950

11/10/49

78,711‌

Series

-

2016

GS4

(Class

C)

20,795

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

19,255‌

Series

-

2019

PJ2

(Class

A1)

54,409

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

50,380‌

Series

-

2019

PJ2

(Class

A4)

373,627

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

01/25/51

313,292‌

Series

-

2020

PJ4

(Class

A4)

227

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

17,599,731

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.251

%

03/27/51

$

211,266‌

Series

-

2020

PJ5

(Class

AX1)

593,688

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

497,836‌

Series

-

2020

PJ5

(Class

A4)

1,454,652

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

05/25/51

1,161,014‌

Series

-

2020

PJ6

(Class

A4)

4,367,571

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

10/25/51

3,472,413‌

Series

-

2021

PJ5

(Class

A4)

4,378,853

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

06/25/52

3,630,518‌

Series

-

2022

PJ2

(Class

A36)

1,858,852

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

09/25/52

1,541,179‌

Series

-

2022

PJ4

(Class

A36)

457,785

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.612

05/25/50

391,100‌

Series

-

2020

PJ1

(Class

B2)

8,476,819

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

6,739,449‌

Series

-

2021

PJ7

(Class

A4)

3,885,723

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

3,089,323‌

Series

-

2021

PJ8

(Class

A4)

1,897,049

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.721

01/25/52

1,471,714‌

Series

-

2021

PJ7

(Class

B2)

4,126,413

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

10/25/52

3,421,220‌

Series

-

2022

PJ5

(Class

A36)

2,652,206

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

2,198,951‌

Series

-

2022

PJ6

(Class

A24)

4,421,218

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.500

02/25/53

3,788,235‌

Series

-

2023

PJ1

(Class

A24)

2,000,000

(d)

Hudson

Yards

Mortgage

Trust

2

.835

08/10/38

1,925,033‌

Series

-

2016

10HY

(Class

A)

2,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

2,400,278‌

Series

-

2016

10HY

(Class

B)

5,750,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

5,483,697‌

Series

-

2016

10HY

(Class

C)

2,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

2,330,237‌

Series

-

2016

10HY

(Class

E)

10,250,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3

.443

07/10/39

9,074,341‌

Series

-

2019

30HY

(Class

D)

1,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

1,268,755‌

Series

-

2019

55HY

(Class

D)

5,545,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

4,940,304‌

Series

-

2019

55HY

(Class

A)

5,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

4,020,012‌

Series

-

2019

55HY

(Class

E)

440,000

(c),(d)

Imperial

Fund

Mortgage

Trust

3

.531

10/25/55

392,267‌

Series

-

2020

NQM1

(Class

M1)

2,135,000

(c),(d)

Imperial

Fund

Mortgage

Trust

7

.100

10/25/67

2,139,626‌

Series

-

2022

NQM6

(Class

M1)

3,500,000

(d)

Jackson

Park

Trust

2

.766

10/14/39

3,109,820‌

Series

-

2019

LIC

(Class

A)

205,347

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3

.983

01/15/46

193,847‌

Series

-

2013

C13

(Class

D)

5,300,000

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.734%)

6

.132

10/15/33

5,249,932‌

Series

-

2020

609M

(Class

A)

749,869

(c),(d)

JP

Morgan

Mortgage

Trust,

(LIBOR

1

M

-

0.000%)

6

.147

12/25/44

728,018‌

Series

-

2015

1

(Class

B1)

10,385

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

05/25/45

9,429‌

Series

-

2015

3

(Class

A19)

178,091

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/45

159,936‌

Series

-

2015

6

(Class

A13)

745,856

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

09/25/48

651,610‌

Series

-

2018

3

(Class

A13)

1,087,362

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

951,764‌

Series

-

2018

5

(Class

A13)

Core

Impact

Bond

228

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

646,061

(c),(d)

JP

Morgan

Mortgage

Trust

5

.214

%

10/26/48

$

650,591‌

Series

-

2017

5

(Class

A2)

853,267

(c),(d)

JP

Morgan

Mortgage

Trust

3

.872

11/25/48

727,288‌

Series

-

2017

4

(Class

B5)

68,350

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

02/25/49

62,546‌

Series

-

2018

9

(Class

A13)

76,497

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

70,263‌

Series

-

2019

1

(Class

A15)

812,958

(c),(d)

JP

Morgan

Mortgage

Trust

3

.817

06/25/50

706,982‌

Series

-

2020

1

(Class

B2)

15,097,789

(c),(d)

JP

Morgan

Mortgage

Trust

0

.137

07/25/51

108,173‌

Series

-

2021

3

(Class

AX1)

10,599,856

(c),(d)

JP

Morgan

Mortgage

Trust

0

.131

08/25/51

72,575‌

Series

-

2021

4

(Class

AX1)

2,175,388

(c),(d)

JP

Morgan

Mortgage

Trust

2

.881

08/25/51

1,683,125‌

Series

-

2021

4

(Class

B2)

20,474,247

(c),(d)

JP

Morgan

Mortgage

Trust

0

.134

10/25/51

148,457‌

Series

-

2021

6

(Class

AX1)

2,656,680

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

10/25/51

2,117,086‌

Series

-

2021

6

(Class

A15)

949,731

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

755,079‌

Series

-

2021

10

(Class

A15)

888,612

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

02/25/52

706,486‌

Series

-

2021

12

(Class

A15)

2,834,446

(c),(d)

JP

Morgan

Mortgage

Trust

3

.138

04/25/52

2,193,012‌

Series

-

2021

13

(Class

B4)

1,490,703

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

05/25/52

1,185,175‌

Series

-

2021

14

(Class

A15)

1,787,532

(c),(d)

JP

Morgan

Mortgage

Trust

2

.927

05/25/52

1,468,104‌

Series

-

2021

LTV2

(Class

A3)

1,792,738

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

1,476,878‌

Series

-

2022

2

(Class

A25)

4,990,573

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

09/25/52

4,288,531‌

Series

-

2022

LTV2

(Class

A6)

2,640,459

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

12/25/52

2,189,212‌

Series

-

2022

7

(Class

1A17)

1,120,449

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

12/25/52

991,893‌

Series

-

2022

7

(Class

2A6A)

15,182,647

(c),(d)

JP

Morgan

Mortgage

Trust

Series

3

.000

05/25/54

12,587,974‌

Series

-

2024

3

(Class

A9)

2,400,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.549

09/15/47

2,273,770‌

Series

-

2014

C23

(Class

C)

443,958

(d)

Ladder

Capital

Commercial

Mortgage

Securities

3

.575

02/15/36

422,311‌

Series

-

2013

GCP

(Class

A1)

2,350,000

(c),(d)

Manhattan

West

Mortgage

Trust

2

.335

09/10/39

2,113,172‌

Series

-

2020

1MW

(Class

D)

2,250,000

(c),(d)

MFT

Mortgage

Trust

3

.283

08/10/40

1,458,708‌

Series

-

2020

B6

(Class

B)

103,265

(c)

Morgan

Stanley

Capital

I

Trust

6

.079

12/12/49

36,917‌

Series

-

2007

IQ16

(Class

AJFX)

949,592

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

07/25/51

832,333‌

Series

-

2021

4

(Class

A4)

5,220,275

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

4

.000

02/25/53

4,666,897‌

Series

-

2023

1

(Class

A7)

1,500,000

(c),(d)

MSDB

Trust

3

.316

07/11/39

1,380,935‌

Series

-

2017

712F

(Class

A)

2,930,552

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust

3

.790

11/15/32

2,766,498‌

Series

-

2018

285M

(Class

A)

4,250,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%)

6

.677

07/15/36

3,385,087‌

Series

-

2019

MILE

(Class

C)

4,000,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%)

8

.727

07/15/36

2,601,294‌

Series

-

2019

MILE

(Class

F)

229

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

26,451

(c)

New

York

Mortgage

Trust,

(TSFR1M

+

0.594%)

4

.933

%

02/25/36

$

26,145‌

Series

-

2005

3

(Class

A1)

4,236,256

(c),(d)

OBX

Trust

2

.500

07/25/51

3,368,012‌

Series

-

2021

J2

(Class

A19)

5,165,400

(c),(d)

OBX

Trust

3

.500

08/25/52

4,509,670‌

Series

-

2022

J2

(Class

A1)

1,200,230

(c),(d)

Oceanview

Mortgage

Trust

2

.500

05/25/51

954,236‌

Series

-

2021

1

(Class

A19)

1,286,177

(c),(d)

Oceanview

Mortgage

Trust

4

.500

11/25/52

1,188,394‌

Series

-

2022

1

(Class

A1)

16,035,000

(d)

One

Bryant

Park

Trust

2

.516

09/15/54

14,021,902‌

Series

-

2019

OBP

(Class

A)

2,008,731

(d)

One

Market

Plaza

Trust

3

.614

02/10/32

1,879,249‌

Series

-

2017

1MKT

(Class

A)

1,000,000

(d)

One

Market

Plaza

Trust

3

.845

02/10/32

901,472‌

Series

-

2017

1MKT

(Class

B)

1,839,503

(c),(d)

RCKT

Mortgage

Trust

2

.500

06/25/51

1,462,487‌

Series

-

2021

2

(Class

A21)

1,945,819

(c),(d)

RCKT

Mortgage

Trust

2

.777

07/25/51

1,475,976‌

Series

-

2021

3

(Class

B4)

4,099,050

(c),(d)

RCKT

Mortgage

Trust

2

.500

09/25/51

3,261,383‌

Series

-

2021

4

(Class

A21)

4,821,652

(c),(d)

RCKT

Mortgage

Trust

2

.919

11/25/51

3,686,366‌

Series

-

2021

5

(Class

B4)

4,028,270

(c),(d)

RCKT

Mortgage

Trust

3

.500

06/25/52

3,461,598‌

Series

-

2022

4

(Class

A22)

155,381

(c),(d)

Sequoia

Mortgage

Trust

3

.500

05/25/45

139,468‌

Series

-

2015

2

(Class

A1)

43,045

(c),(d)

Sequoia

Mortgage

Trust

3

.500

06/25/46

38,561‌

Series

-

2016

1

(Class

A19)

191,278

(c),(d)

Sequoia

Mortgage

Trust

3

.722

09/25/47

176,773‌

Series

-

2017

6

(Class

B1)

11,117

(c),(d)

Sequoia

Mortgage

Trust

3

.500

03/25/48

9,841‌

Series

-

2018

3

(Class

A1)

13,710

(c),(d)

Sequoia

Mortgage

Trust

4

.000

09/25/48

12,707‌

Series

-

2018

7

(Class

A19)

1,602,991

(c),(d)

Sequoia

Mortgage

Trust

3

.000

04/25/50

1,339,187‌

Series

-

2020

3

(Class

A19)

2,675,597

(c),(d)

Sequoia

Mortgage

Trust

5

.000

01/25/53

2,523,752‌

Series

-

2023

1

(Class

A19)

12,900,000

(d)

SLG

Office

Trust

2

.585

07/15/41

10,850,665‌

Series

-

2021

OVA

(Class

A)

1,125,000

(c),(d)

STWD

Mortgage

Trust,

(TSFR1M

+

1.371%)

5

.769

11/15/36

1,118,116‌

Series

-

2021

LIH

(Class

AS)

2,000,000

(c),(d)

STWD

Mortgage

Trust,

(TSFR1M

+

1.770%)

6

.168

11/15/36

1,985,763‌

Series

-

2021

LIH

(Class

B)

2,050,000

(c),(d)

STWD

Mortgage

Trust,

(TSFR1M

+

2.069%)

6

.467

11/15/36

2,028,169‌

Series

-

2021

LIH

(Class

C)

4,000,000

(d)

SUMIT

Mortgage

Trust

2

.789

02/12/41

3,418,166‌

Series

-

2022

BVUE

(Class

A)

2,717,945

(c),(d)

Verus

Securitization

Trust

2

.240

10/25/66

2,300,052‌

Series

-

2021

7

(Class

A3)

3,000,000

(c),(d)

VNDO

Trust

3

.903

01/10/35

2,884,273‌

Series

-

2016

350P

(Class

B)

1,095,000

(c),(d)

WB

Commercial

Mortgage

Trust

5

.937

03/15/40

1,099,665‌

Series

-

2024

HQ

(Class

A)

7,150,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust

6

.011

06/10/37

7,305,624‌

Series

-

2024

SVEN

(Class

A)

161,991

Wells

Fargo

Commercial

Mortgage

Trust

2

.514

08/15/49

160,184‌

Series

-

2016

BNK1

(Class

ASB)

112,078

Wells

Fargo

Commercial

Mortgage

Trust

3

.185

03/15/59

111,349‌

Series

-

2016

C33

(Class

ASB)

Core

Impact

Bond

230

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

77,817

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4

.000

%

04/25/49

$

72,622‌

Series

-

2019

2

(Class

A17)

618,934

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

07/25/50

515,524‌

Series

-

2020

4

(Class

A17)

5,229,082

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

06/25/51

4,157,353‌

Series

-

2021

2

(Class

A17)

1,335,387

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

12/25/51

1,061,692‌

Series

-

2022

2

(Class

A18)

118,754

(c),(d)

WinWater

Mortgage

Loan

Trust

3

.928

06/20/44

97,607‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

531,175,137‌

TOTAL

STRUCTURED

ASSETS

(Cost

$891,362,298)

811,642,861‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$6,987,388,031)

6,570,526,080‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

18,968,732

(h)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(i)

18,968,732‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$18,968,732)

18,968,732‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.8%

GOVERNMENT

AGENCY

DEBT

-

0.5%

3,646,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/02/25

3,645,147‌

10,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/07/25

9,991,814‌

4,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/31/25

3,985,499‌

5,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

03/21/25

4,953,333‌

10,000,000

Tennessee

Valley

Authority

Discount

Notes

0

.000

01/08/25

9,990,645‌

TOTAL

GOVERNMENT

AGENCY

DEBT

32,566,438‌

REPURCHASE

AGREEMENT

-

0.2%

16,945,000

(j)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

16,945,000‌

TOTAL

REPURCHASE

AGREEMENT

16,945,000‌

TREASURY

DEBT

-

0.1%

5,000,000

United

States

Treasury

Bill

0

.000

02/18/25

4,972,655‌

TOTAL

TREASURY

DEBT

4,972,655‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$54,485,551)

54,484,093‌

TOTAL

INVESTMENTS

-

99.4%

(Cost

$7,060,842,314)

6,643,978,905‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.6%

40,440,651‌

NET

ASSETS

-

100.0%

$

6,684,419,556‌

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

M

Month

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

231

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

(a)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(b)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(c)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(d)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,602,559,985

or

24.1%

of

Total

Investments.

(e)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$34,074,252.

(f)

Perpetual

security.

Maturity

date

is

not

applicable.

(g)

All

or

a

portion

of

this

security

is

owned

by

Nuveen

Core

Impact

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(h)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(i)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(j)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$16,949,199

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.625%

and

maturity

date

10/15/26,

valued

at

$17,284,045.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

7,357,360

EUR

6,707,882

Bank

of

America,

N.A.

01/13/25

$

405,324‌

$

4,766,549

EUR

4,400,000

Morgan

Stanley

Capital

Services

01/13/25

206,396‌

Total

 $

611,720‌

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

 $

611,720‌

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

 $

–‌

EUR

Euro

Core

Impact

Bond

232

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

Fund

Level

1

Level

2

Level

3

Total

Core

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$41,130,868

$45

$41,130,913

Corporate

bonds

—

1,722,166,584

—

1,722,166,584

Government

bonds

—

3,966,380,538

733

3,966,381,271

Preferred

stocks

29,204,451

—

—

29,204,451

Structured

assets

—

810,291,511

1,351,350

811,642,861

Investments

purchased

with

collateral

from

securities

lending

18,968,732

—

—

18,968,732

Short-Term

Investments

:

Government

agency

debt

—

32,566,438

—

32,566,438

Repurchase

agreement

—

16,945,000

—

16,945,000

Treasury

debt

—

4,972,655

—

4,972,655

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

611,720

—

611,720

Total

$48,173,183

$6,595,065,314

$1,352,128

$6,644,590,625

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Portfolio

of

Investments

December

31,

2024

Core

Plus

Bond

233

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.7%

BANK

LOAN

OBLIGATIONS

-

4.5%

CAPITAL

GOODS

-

0.4%

$

84,615

(a)

Air

Comm

Corporation,

LLC,

Delayed

Draw

Term

Loan,

(TSFR1M

-

0.000%)

0

.000

%

11/22/31

$

84,774‌

1,015,385

(a)

Air

Comm

Corporation,

LLC,

Term

Loan,

(TSFR1M

+

3.000%)

7

.396

11/22/31

1,017,294‌

2,254,407

(a)

Centuri

Group,

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.959

08/27/28

2,268,091‌

483,784

(a)

Chamberlain

Group

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.707

11/03/28

487,263‌

967,500

(a)

Conair

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.750%)

8

.221

05/17/28

873,691‌

1,000,000

(a)

Construction

Partners

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.838

11/03/31

1,006,880‌

1,077,300

(a)

Madison

Safety

&

Flow

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.607

09/19/31

1,086,559‌

333,992

(a)

Quikrete

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

04/14/31

334,219‌

356,093

(a)

Resideo

Funding,

Inc,

(TSFR1M

+

2.000%)

6

.586

02/14/28

357,541‌

995,000

(a)

Titan

Acquisition

Limited,

Term

Loan

B,

(TSFR6M

+

4.500%)

8

.785

02/15/29

1,004,642‌

2,493,750

(a)

TransDigm,

Inc.,

Term

Loan,

(TSFR3M

+

2.500%)

6

.829

01/19/32

2,501,867‌

1,628,402

(a)

TransDigm,

Inc.,

Term

Loan

J,

(TSFR3M

+

2.750%)

7

.076

02/28/31

1,633,027‌

1,994,975

(a)

TransDigm,

Inc.,

Term

Loan

K,

(TSFR3M

+

2.750%)

7

.079

03/22/30

2,003,384‌

1,420,310

(a)

Zekelman

Industries,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.620

01/24/31

1,424,301‌

TOTAL

CAPITAL

GOODS

16,083,533‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

285,833

(a)

AlixPartners,

LLP,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.971

02/04/28

287,302‌

645,055

(a)

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.107

01/31/31

645,359‌

259,880

(a)

CHG

Healthcare

Services

Inc.,

Term

Loan,

(TSFR1M

+

TSFR3M

+

3.500%)

8

.124

09/29/28

261,143‌

1,584,570

(a)

Corporation

Service

Company,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

11/02/29

1,594,727‌

539,698

(a)

Covanta

Holding

Corporation,

Term

Loan

B,

(TSFR1M

+

TSFR6M

+

2.500%)

7

.222

11/30/28

541,271‌

41,463

(a)

Covanta

Holding

Corporation,

Term

Loan

C,

(TSFR6M

+

2.500%)

7

.588

11/30/28

41,584‌

961,349

(a)

EAB

Global,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

7

.607

08/16/28

966,276‌

2,000,000

(a)

First

Advantage

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.607

10/31/31

2,023,750‌

1,818,380

(a)

Prime

Security

Services

Borrower,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.524

10/13/30

1,824,817‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

8,186,229‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.3%

2,407,000

(a)

Belron

Finance

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.273

10/16/31

2,432,960‌

1,677,936

(a)

CNT

Holdings

I

Corp,

Term

Loan,

(TSFR3M

+

3.500%)

8

.085

11/08/27

1,690,998‌

1,435,115

(a)

Driven

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.471

12/17/28

1,436,908‌

3,506,387

(a)

Les

Schwab

Tire

Centers,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

04/23/31

3,528,302‌

1,343,467

(a)

PetSmart,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.750%)

8

.207

02/11/28

1,340,666‌

3,911,501

(a)

Wand

NewCo

3,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.607

01/30/31

3,932,388‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

14,362,222‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,487,310

(a)

AI

Aqua

Merger

Sub,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.500%)

8

.053

07/31/28

2,492,508‌

244,375

(a)

Crocs,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

6

.579

02/19/29

245,965‌

283,636

(a)

SRAM,

LLC

,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.221

05/18/28

285,528‌

852,513

(a)

Weber-Stephen

Products

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.721

10/30/27

851,179‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

3,875,180‌

CONSUMER

SERVICES

-

0.3%

2,468,491

(a)

101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6

.107

09/20/30

2,459,753‌

393,949

(a)

Alterra

Mountain

Company,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.107

08/17/28

397,028‌

2,854,688

(a),(b)

Caesars

Entertainment

Inc.,

Term

Loan

B,

(TBD)

TBD

TBD

2,860,625‌

1,884,686

(a)

Carnival

Corporation,

Term

Loan

B1,

(TSFR1M

+

2.750%)

7

.107

10/18/28

1,900,593‌

1,806,985

(a)

Fertitta

Entertainment,

LLC,

Term

Loan

B,

(TSFR1M

+

3.500%)

7

.857

01/27/29

1,815,930‌

2,158,688

(a)

Flutter

Financing

BV,

(TSFR3M

+

2.250%)

6

.604

11/29/30

2,156,669‌

472,844

(a)

IRB

Holding

Corp,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

7

.190

12/15/27

473,896‌

717,795

(a)

KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.240

03/15/28

720,358‌

497,881

(a)

Light

and

Wonder

International,

Inc.,

Term

Loan

B2,

(TSFR1M

+

2.250%)

6

.632

04/15/29

500,550‌

1,847,119

(a)

Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

7

.829

11/30/29

1,830,569‌

303,514

(a)

PENN

Entertainment,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

05/03/29

305,127‌

468,637

(a)

Spin

Holdco

Inc.,

Term

Loan,

(TSFR3M

+

4.000%)

8

.706

03/04/28

396,769‌

TOTAL

CONSUMER

SERVICES

15,817,867‌

ENERGY

-

0.0%

1,243,758

(a)

Canister

International

Group

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.500%)

7

.857

03/22/29

1,256,201‌

Core

Plus

Bond

234

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

(continued)

$

734,865

(a)

Oryx

Midstream

Services

Permian

Basin

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.512

%

10/05/28

$

740,318‌

TOTAL

ENERGY

1,996,519‌

FINANCIAL

SERVICES

-

0.2%

4,807,950

(a)

Boost

Newco

Borrower,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.829

01/31/31

4,843,024‌

2,810,730

(a)

Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

6

.107

06/24/31

2,810,210‌

TOTAL

FINANCIAL

SERVICES

7,653,234‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.1%

592,709

(a)

Arterra

Wines

Canada,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

8

.090

11/24/27

581,501‌

1,167,060

(a)

Aspire

Bakeries

Holdings

LLC,

Term

Loan,

(TSFR1M

+

4.250%)

8

.607

12/23/30

1,180,190‌

56,424

(a)

City

Brewing

Company,

LLC,

First

Lien

Second

Out

PIK

TL,

(TSFR3M

+

5.000%)

9

.909

04/14/28

22,194‌

48,008

(a)

City

Brewing

Company,

LLC,

First

Out

New

Money

Term

Loan,

(TSFR3M

+

6.250%)

10

.906

04/05/28

36,486‌

125,626

(a)

City

Brewing

Company,

LLC,

FLFO

Roll

Up

Term

Loan,

(TSFR3M

+

3.500%)

8

.418

04/05/28

89,509‌

574,501

(a)

Froneri

International

Ltd.,

Term

Loan,

(TSFR1M

+

2.000%)

6

.357

09/30/31

575,733‌

1,799,924

(a)

Triton

Water

Holdings,

Inc,

Term

Loan,

(TSFR3M

+

3.250%)

7

.840

03/31/28

1,816,357‌

182,555

(a)

UTZ

Quality

Foods,

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.107

01/20/28

183,334‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

4,485,304‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.6%

4,133,931

(a)

Bausch

&

Lomb

Corporation,

Term

Loan,

(TSFR1M

+

3.250%)

7

.689

05/10/27

4,154,787‌

651,700

(a)

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

3.750%)

8

.079

04/12/29

656,793‌

449,935

(a)

Global

Medical

Response,

Inc.,

PIK

Term

Loan,

(TSFR1M

+

5.500%)

9

.856

10/31/28

452,045‌

2,939,547

(a)

ICU

Medical,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.979

01/08/29

2,956,390‌

5,484,133

(a)

Medline

Borrower,

LP,

Add-on

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

10/23/28

5,509,689‌

1,857,625

(a)

Onex

TSG

Intermediate

Corp.,

Term

Loan

B,

(TSFR3M

+

4.750%)

9

.597

02/28/28

1,875,328‌

3,288,468

(a)

Parexel

International

Corporation,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

11/15/28

3,315,187‌

4,487,500

(a)

Phoenix

Guarantor

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

02/21/31

4,509,107‌

710,762

(a)

Select

Medical

Corporation,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.531

11/18/31

714,018‌

2,438,312

(a)

Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.089

12/19/30

2,460,232‌

2,500,000

(a)

Zelis

Payments

Buyer,

Inc.,

5th

Amendment

Term

Loan,

(TSFR1M

+

3.250%)

7

.607

11/26/31

2,511,975‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

29,115,551‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

457,354

(a)

Energizer

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.356

12/22/27

459,142‌

2,934,014

(a)

Kronos

Acquisition

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

4.000%)

8

.584

07/08/31

2,778,145‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

3,237,287‌

INSURANCE

-

0.6%

209,559

(a)

Acrisure,

LLC,

Term

Loan

B6,

(TSFR1M

+

3.000%)

7

.357

11/06/30

210,165‌

3,990,000

(a)

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B6,

(TSFR1M

+

2.750%)

7

.106

09/19/31

4,005,202‌

425,000

(a)

Asurion

LLC,

2nd

Lien

Term

Loan

B3,

(TSFR1M

+

5.250%)

9

.721

01/31/28

416,349‌

598,059

(a)

Asurion

LLC,

Term

Loan

B8,

(TSFR1M

+

3.250%)

7

.721

12/23/26

598,338‌

4,947,991

(a)

Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

3.000%)

7

.357

06/13/31

4,970,702‌

3,816,590

(a)

HUB

International

Limited,

First

Lien

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.367

06/20/30

3,844,527‌

1,207,850

(a)

Ryan

Specialty

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

09/15/31

1,213,889‌

4,987,500

(a),(b)

Sedgwick

Claims

Management

Services,

Inc.,

Term

Loan

B,

(TBD)

TBD

TBD

5,023,734‌

919,355

(a)

Truist

Insurance

Holdings

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.079

05/06/31

923,519‌

1,960,250

(a)

USI,

Inc.,

Term

Loan

(2029),

(TSFR3M

+

2.250%)

6

.331

11/23/29

1,959,524‌

3,975,050

(a)

USI,

Inc.,

Term

Loan

(2030),

(TSFR3M

+

2.250%)

5

.831

09/27/30

3,974,057‌

TOTAL

INSURANCE

27,140,006‌

MATERIALS

-

0.3%

645,957

(a)

Asplundh

Tree

Expert,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.207

09/07/27

647,859‌

4,339,119

(a)

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.175%)

7

.532

04/13/29

4,352,678‌

197,011

(a)

H.B.

Fuller

Company,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.357

02/15/30

198,613‌

949,674

(a)

INEOS

Quattro

Holdings

UK

Ltd,

First

Lien

Term

Loan

B,

(TSFR1M

+

4.250%)

8

.707

04/02/29

957,984‌

3,240,000

(a)

INEOS

Quattro

Holdings

UK

Ltd,

Term

Loan

B,

(TSFR1M

+

4.250%)

8

.607

10/07/31

3,276,450‌

852,334

(a)

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B,

(TSFR6M

+

4.725%)

9

.723

02/12/26

782,016‌

1,871,595

(a)

TricorBraun

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

7

.721

03/03/28

1,872,587‌

291,490

(a)

Tronox

Finance

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

09/30/31

292,711‌

130,769

(a)

USALCO,

LLC,

Delayed

Draw

Term

Loan,

(N/A

+

4.000%)

4

.000

09/30/31

132,050‌

1,269,231

(a)

USALCO,

LLC,

Term

Loan

B,

(TSFR1M

+

4.000%)

8

.357

09/30/31

1,281,657‌

TOTAL

MATERIALS

13,794,605‌

MEDIA

&

ENTERTAINMENT

-

0.0%

476,051

(a)

Altice

Financing

SA,

First

Lien

Term

Loan,

(LIBOR

6

M

+

2.750%)

7

.432

01/30/26

445,107‌

542,661

(a)

CSC

Holdings,

LLC,

Term

Loan

B6,

(TSFR1M

+

4.500%)

8

.897

01/18/28

533,466‌

235

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

(continued)

$

286,932

(a)

DirecTV

Financing,

LLC,

Term

Loan,

(TSFR3M

+

5.000%)

9

.847

%

08/02/27

$

288,394‌

450,000

(a)

Match

Group,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.270

02/13/27

450,000‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,716,967‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.2%

426,952

(a)

Avantor

Funding,

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

6

.457

11/08/27

429,977‌

1,336,086

(a)

Elanco

Animal

Health

Incorporated,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.403

08/02/27

1,336,032‌

5,757,498

(a)

Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

05/05/28

5,779,089‌

2,527,710

(a)

Organon

&

Co,

Term

Loan,

(TSFR1M

+

2.250%)

6

.620

05/19/31

2,539,299‌

207,816

(a)

Perrigo

Investments,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.357

04/05/29

208,803‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

10,293,200‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

330,059

(a)

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

01/31/30

331,709‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

331,709‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.1%

3,500,000

(a)

Instructure

Holdings,

Inc.,

Term

Loan,

(TSFR3M

+

3.000%)

7

.516

09/12/31

3,516,958‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

3,516,958‌

SOFTWARE

&

SERVICES

-

0.6%

144,823

(a)

Avaya,

Inc.,

Exit

Term

Loan,

(TSFR1M

+

3.750%)

5

.929

08/01/28

123,534‌

2,958,783

(a)

Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.750%)

8

.335

07/30/31

2,986,862‌

3,980,025

(a)

Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

7

.303

04/30/31

4,007,408‌

2,231,437

(a)

Epicor

Software

Corporation,

Term

Loan

E,

(TSFR1M

+

2.750%)

7

.107

05/30/31

2,250,147‌

2,500,000

(a)

FNZ

Group

Services

Ltd,

Term

Loan

B,

(TSFR3M

+

5.000%)

9

.554

11/05/31

2,444,538‌

3,114,993

(a)

Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.107

09/12/29

3,108,935‌

826,625

(a)

Informatica

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

10/27/28

831,791‌

2,994,938

(a),(b)

Mitchell

International,

Inc.,

First

Lien

Term

Loan,

(TBD)

TBD

TBD

3,000,268‌

2,704,190

(a)

Open

Text

Corporation,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.107

01/31/30

2,708,084‌

65,216

(a)

Rackspace

Finance,

LLC,

First

Lien

First

Out

Term

Loan,

(TSFR1M

+

6.250%)

10

.847

05/15/28

67,689‌

332,259

(a)

Rackspace

Finance,

LLC,

First

Lien

Second

Out

Term

Loan,

(TSFR1M

+

2.750%)

7

.347

05/15/28

193,680‌

459,563

(a)

RealPage,

Inc,

First

Lien

Term

Loan,

(TSFR3M

+

3.000%)

7

.590

04/24/28

459,328‌

1,171,634

(a)

Sophia,

L.P.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.357

10/29/29

1,181,007‌

1,500,000

(a)

Synechron

Inc,

Term

Loan

B,

(TSFR1M

+

3.750%)

8

.107

10/03/31

1,513,125‌

1,614,163

(a)

UKG

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

7

.617

02/10/31

1,627,569‌

392,017

(a)

West

Corporation,

Term

Loan

B3,

(TSFR3M

+

4.000%)

8

.835

04/10/27

291,122‌

2,487,500

(a)

Zelis

Payments

Buyer,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.107

09/28/29

2,494,428‌

TOTAL

SOFTWARE

&

SERVICES

29,289,515‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.1%

2,528,139

(a)

CommScope,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.721

04/06/26

2,499,697‌

3,994,987

(a),(b)

Delta

TopCo,

Inc.,

Term

Loan,

(TBD)

TBD

TBD

4,031,202‌

167,479

(a)

Ingram

Micro

Inc.,

Term

Loan

B,

(TSFR3M

+

2.750%)

7

.077

09/22/31

168,630‌

378,724

(a)

MLN

US

HoldCo

LLC,

First

Lien

Term

Loan,

(TSFR3M

+

4.500%)

8

.953

11/30/25

11,362‌

247,119

(a)

MLN

US

HoldCo

LLC,

Second

Out

Term

Loan,

(TSFR3M

+

6.700%)

11

.385

10/18/27

4,737‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

6,715,628‌

TELECOMMUNICATION

SERVICES

-

0.1%

923,506

(a)

Altice

France

S.A.,

Term

Loan

B12,

(LIBOR

6

M

+

3.688%)

8

.370

01/31/26

763,047‌

192,000

(a)

Cablevision

Lightpath

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7

.762

11/30/27

192,360‌

250,000

(a)

Virgin

Media

Bristol

LLC,

Term

Loan

N,

(TSFR1M

+

2.500%)

7

.012

01/31/28

248,671‌

2,000,000

(a),(b)

Zayo

Group

Holdings,

Inc,

(TBD)

TBD

TBD

1,877,580‌

TOTAL

TELECOMMUNICATION

SERVICES

3,081,658‌

TRANSPORTATION

-

0.1%

1,776,075

(a)

Air

Canada,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.337

03/21/31

1,786,625‌

525,000

(a)

American

Airlines,

Inc.,

Term

Loan,

(TSFR3M

+

4.750%)

9

.629

04/20/28

539,855‌

101,186

(a)

SkyMiles

IP

Ltd.,

Skymiles

Term

Loan

B,

(TSFR3M

+

3.750%)

8

.367

10/20/27

103,131‌

383,239

(a)

XPO

Logistics,

Inc.,

Refinancing

Term

Loan,

(TSFR1M

+

2.000%)

6

.357

05/24/28

386,422‌

TOTAL

TRANSPORTATION

2,816,033‌

UTILITIES

-

0.1%

1,620,000

(a),(b)

Cornerstone

Generation

LLC,

(TBD)

TBD

TBD

1,636,200‌

2,502,018

(a)

Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR3M

+

3.500%)

8

.023

05/17/30

2,516,442‌

TOTAL

UTILITIES

4,152,642‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$207,184,667)

207,661,847‌

Core

Plus

Bond

236

Portfolio

of

Investments

December

31,

2024

(continued)

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

ENERGY

-

0.0%

1,538

(c),(d)

Cloud

Peak

Energy,

Inc

$

15‌

TOTAL

ENERGY

15‌

SOFTWARE

&

SERVICES

-

0.0%

1,010

(d)

Avaya,

Inc

6,144‌

4,815

(d)

Avaya,

Inc

29,290‌

TOTAL

SOFTWARE

&

SERVICES

35,434‌

TOTAL

COMMON

STOCKS

(Cost

$66,870)

35,449‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

38

.7

%

AUTOMOBILES

&

COMPONENTS

-

1.2%

$

4,500,000

(e)

Adient

Global

Holdings

Ltd

4

.875

%

08/15/26

4,433,681‌

2,060,000

(e)

Clarios

Global

LP

6

.750

05/15/28

2,097,675‌

575,000

Dana,

Inc

5

.375

11/15/27

566,732‌

350,000

Dana,

Inc

5

.625

06/15/28

345,254‌

325,000

Dana,

Inc

4

.250

09/01/30

302,469‌

4,045,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

4,116,062‌

2,000,000

Ford

Motor

Credit

Co

LLC

7

.350

11/04/27

2,094,154‌

4,525,000

Ford

Motor

Credit

Co

LLC

7

.350

03/06/30

4,791,696‌

2,000,000

(e)

Ford

Otomotiv

Sanayi

AS.

7

.125

04/25/29

2,005,000‌

1,563,000

General

Motors

Co

6

.125

10/01/25

1,575,032‌

2,000,000

General

Motors

Financial

Co,

Inc

2

.750

06/20/25

1,980,371‌

800,000

General

Motors

Financial

Co,

Inc

6

.050

10/10/25

806,847‌

3,500,000

General

Motors

Financial

Co,

Inc

4

.900

10/06/29

3,447,635‌

2,825,000

(f)

General

Motors

Financial

Co,

Inc

5

.850

04/06/30

2,885,254‌

900,000

(f)

General

Motors

Financial

Co,

Inc

5

.750

02/08/31

911,851‌

3,200,000

General

Motors

Financial

Co,

Inc

2

.700

06/10/31

2,711,331‌

3,750,000

General

Motors

Financial

Co,

Inc

5

.600

06/18/31

3,768,760‌

3,550,000

(f),(g)

General

Motors

Financial

Co,

Inc

5

.700

N/A

3,450,007‌

2,000,000

(g)

General

Motors

Financial

Co,

Inc

5

.750

N/A

1,917,017‌

5,000,000

(f)

Goodyear

Tire

&

Rubber

Co

5

.250

04/30/31

4,460,316‌

1,000,000

(e),(f)

Nemak

SAB

de

C.V.

3

.625

06/28/31

778,216‌

1,360,000

(e)

Phinia,

Inc

6

.625

10/15/32

1,352,638‌

2,025,000

(f)

Toyota

Motor

Credit

Corp

4

.550

08/08/29

2,000,229‌

750,000

(e)

ZF

North

America

Capital,

Inc

6

.875

04/14/28

747,886‌

3,665,000

(e)

ZF

North

America

Capital,

Inc

6

.750

04/23/30

3,525,489‌

TOTAL

AUTOMOBILES

&

COMPONENTS

57,071,602‌

BANKS

-

7.9%

1,500,000

(e)

Akbank

T.A.S.

6

.800

06/22/31

1,487,458‌

1,500,000

(e)

Akbank

TAS

7

.498

01/20/30

1,515,450‌

4,000,000

(g)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9

.375

N/A

4,353,692‌

700,000

(e),(g)

Banco

de

Credito

e

Inversiones

S.A.

8

.750

N/A

730,008‌

1,800,000

(e),(g)

Banco

del

Estado

de

Chile

7

.950

N/A

1,848,889‌

2,000,000

(e),(f)

Banco

do

Brasil

S.A.

6

.000

03/18/31

1,950,455‌

3,000,000

(e)

Banco

Internacional

del

Peru

SAA

Interbank

4

.000

07/08/30

2,953,843‌

2,000,000

(e),(g)

Banco

Mercantil

del

Norte

S.A.

8

.375

N/A

1,995,373‌

925,000

(e),(g)

Banco

Mercantil

del

Norte

S.A.

7

.500

N/A

891,824‌

1,000,000

(e)

Banco

Nacional

de

Comercio

Exterior

SNC

2

.720

08/11/31

918,228‌

3,025,000

(e)

Banco

Santander

Mexico

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5

.621

12/10/29

3,009,875‌

2,400,000

Banco

Santander

S.A.

5

.294

08/18/27

2,414,853‌

1,905,000

Banco

Santander

S.A.

3

.800

02/23/28

1,827,328‌

2,200,000

Banco

Santander

S.A.

6

.350

03/14/34

2,230,474‌

2,400,000

(g)

Banco

Santander

S.A.

9

.625

N/A

2,766,319‌

3,800,000

(g)

Banco

Santander

S.A.

4

.750

N/A

3,614,797‌

2,000,000

Bancolombia

S.A.

8

.625

12/24/34

2,093,967‌

2,600,000

(e),(f)

Bangkok

Bank

PCL

3

.466

09/23/36

2,220,771‌

4,000,000

(e)

Bank

Hapoalim

BM

3

.255

01/21/32

3,762,280‌

3,000,000

(e)

Bank

Leumi

Le-Israel

BM

3

.275

01/29/31

2,887,500‌

22,795,000

Bank

of

America

Corp

2

.592

04/29/31

20,081,619‌

11,000,000

Bank

of

America

Corp

5

.288

04/25/34

10,907,584‌

237

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.9%

(continued)

$

3,250,000

Bank

of

America

Corp

5

.468

%

01/23/35

$

3,253,555‌

5,700,000

Bank

of

America

Corp

5

.518

10/25/35

5,573,007‌

5,700,000

Bank

of

America

Corp

2

.676

06/19/41

3,957,111‌

2,850,000

(f),(g)

Bank

of

America

Corp

4

.375

N/A

2,744,100‌

8,400,000

(g)

Bank

of

America

Corp

6

.100

N/A

8,377,642‌

450,000

Barclays

plc

2

.279

11/24/27

428,028‌

2,000,000

Barclays

plc

4

.942

09/10/30

1,960,764‌

2,225,000

Barclays

plc

3

.330

11/24/42

1,610,431‌

4,525,000

(f),(g)

Barclays

plc

9

.625

N/A

4,979,179‌

1,850,000

(e)

BBVA

Bancomer

S.A.

5

.125

01/18/33

1,715,499‌

1,000,000

(e)

BBVA

Bancomer

S.A.

8

.450

06/29/38

1,035,648‌

100,000

(e)

BNP

Paribas

S.A.

4

.375

05/12/26

98,895‌

2,150,000

(e)

BNP

Paribas

S.A.

1

.904

09/30/28

1,970,724‌

1,800,000

(e)

BNP

Paribas

S.A.

2

.159

09/15/29

1,611,701‌

8,000,000

(e),(g)

BNP

Paribas

S.A.

7

.750

N/A

8,178,200‌

3,575,000

CitiBank

NA

5

.570

04/30/34

3,616,826‌

5,895,000

Citigroup,

Inc

3

.200

10/21/26

5,732,843‌

2,805,000

Citigroup,

Inc

4

.300

11/20/26

2,779,622‌

600,000

Citigroup,

Inc

4

.125

07/25/28

583,345‌

6,025,000

Citigroup,

Inc

4

.542

09/19/30

5,854,482‌

2,135,000

Citigroup,

Inc

2

.572

06/03/31

1,860,784‌

10,800,000

Citigroup,

Inc

6

.270

11/17/33

11,324,895‌

5,000,000

(g)

Citigroup,

Inc

6

.250

N/A

5,002,400‌

2,600,000

(g)

Citigroup,

Inc

7

.625

N/A

2,708,768‌

2,500,000

(g)

Citigroup,

Inc

4

.000

N/A

2,434,059‌

1,750,000

(f),(g)

Citigroup,

Inc

7

.375

N/A

1,802,923‌

1,075,000

(e)

Cooperatieve

Rabobank

UA

1

.339

06/24/26

1,056,612‌

4,950,000

Cooperatieve

Rabobank

UA

3

.750

07/21/26

4,850,312‌

4,600,000

(e),(f),(g)

Credit

Agricole

S.A.

6

.700

N/A

4,413,821‌

5,000,000

(e),(g)

Credit

Agricole

S.A.

8

.125

N/A

5,100,750‌

2,450,000

Deutsche

Bank

AG.

5

.371

09/09/27

2,485,981‌

2,275,000

Deutsche

Bank

AG.

2

.311

11/16/27

2,162,354‌

1,500,000

Deutsche

Bank

AG.

6

.819

11/20/29

1,569,639‌

2,025,000

Deutsche

Bank

AG.

4

.999

09/11/30

1,979,385‌

1,550,000

(e)

Ecobank

Transnational,

Inc

10

.125

10/15/29

1,622,075‌

2,500,000

(e)

Grupo

Aval

Ltd

4

.375

02/04/30

2,201,852‌

635,000

(e),(g)

Hana

Bank

3

.500

N/A

611,771‌

4,325,000

HSBC

Holdings

plc

4

.292

09/12/26

4,305,555‌

2,250,000

HSBC

Holdings

plc

2

.013

09/22/28

2,074,465‌

3,750,000

HSBC

Holdings

plc

7

.390

11/03/28

3,974,465‌

1,700,000

HSBC

Holdings

plc

2

.206

08/17/29

1,526,941‌

2,200,000

HSBC

Holdings

plc

3

.973

05/22/30

2,076,831‌

4,100,000

HSBC

Holdings

plc

5

.874

11/18/35

4,002,528‌

3,375,000

(g)

HSBC

Holdings

plc

6

.875

N/A

3,359,584‌

2,700,000

(f),(g)

HSBC

Holdings

plc

6

.950

N/A

2,704,291‌

4,800,000

(f),(g)

HSBC

Holdings

plc

8

.000

N/A

5,035,488‌

4,000,000

(g)

Huntington

Bancshares,

Inc

5

.625

N/A

3,903,786‌

UGX

6,000,000,000

(e)

ICBC

Standard

Bank

plc

14

.250

06/26/34

1,420,244‌

5,800,000

(g)

ING

Groep

NV

6

.500

N/A

5,799,915‌

3,000,000

(e)

Intercorp

Financial

Services,

Inc

4

.125

10/19/27

2,857,771‌

660,000

JPMorgan

Chase

&

Co

3

.900

07/15/25

657,644‌

350,000

JPMorgan

Chase

&

Co

3

.200

06/15/26

343,376‌

6,325,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

6,249,349‌

7,805,000

JPMorgan

Chase

&

Co

3

.702

05/06/30

7,390,961‌

725,000

JPMorgan

Chase

&

Co

1

.953

02/04/32

600,932‌

4,250,000

JPMorgan

Chase

&

Co

5

.350

06/01/34

4,247,037‌

1,075,000

JPMorgan

Chase

&

Co

6

.254

10/23/34

1,136,161‌

8,650,000

JPMorgan

Chase

&

Co

5

.766

04/22/35

8,848,175‌

2,000,000

JPMorgan

Chase

&

Co

4

.946

10/22/35

1,927,045‌

2,750,000

JPMorgan

Chase

&

Co

2

.525

11/19/41

1,857,888‌

12,350,000

JPMorgan

Chase

&

Co

3

.157

04/22/42

9,068,126‌

1,250,000

JPMorgan

Chase

&

Co

4

.260

02/22/48

1,034,961‌

Core

Plus

Bond

238

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.9%

(continued)

$

5,625,000

(g)

JPMorgan

Chase

&

Co

6

.875

%

N/A

$

5,873,841‌

5,250,000

(g)

JPMorgan

Chase

&

Co

3

.650

N/A

5,092,945‌

5,000,000

(g)

Lloyds

Banking

Group

plc

7

.500

N/A

5,039,335‌

4,175,000

(g)

M&T

Bank

Corp

3

.500

N/A

3,962,429‌

3,000,000

(e)

Mizrahi

Tefahot

Bank

Ltd

3

.077

04/07/31

2,852,700‌

3,000,000

(g)

NatWest

Group

plc

8

.125

N/A

3,195,081‌

3,000,000

(e)

NBK

SPC

Ltd

1

.625

09/15/27

2,818,284‌

3,000,000

(e),(f),(g)

NBK

Tier  Financing

Ltd

3

.625

N/A

2,855,067‌

5,225,000

(g)

PNC

Financial

Services

Group,

Inc

3

.400

N/A

4,904,133‌

3,275,000

(f),(g)

PNC

Financial

Services

Group,

Inc

6

.200

N/A

3,289,119‌

2,100,000

(e),(g)

Societe

Generale

S.A.

9

.375

N/A

2,182,921‌

3,055,000

(g)

Truist

Financial

Corp

6

.669

N/A

3,038,443‌

5,000,000

(g)

Truist

Financial

Corp

4

.950

N/A

4,955,678‌

690,000

(e)

Turkiye

Garanti

Bankasi

AS.

8

.375

02/28/34

702,917‌

1,000,000

(e)

Turkiye

Vakiflar

Bankasi

TAO

8

.994

10/05/34

1,029,880‌

3,000,000

(e)

United

Overseas

Bank

Ltd

2

.000

10/14/31

2,842,724‌

2,000,000

US

Bancorp

4

.839

02/01/34

1,914,467‌

1,050,000

Wells

Fargo

&

Co

3

.550

09/29/25

1,041,536‌

5,825,000

Wells

Fargo

&

Co

2

.393

06/02/28

5,486,148‌

2,600,000

Wells

Fargo

&

Co

6

.303

10/23/29

2,705,773‌

4,000,000

Wells

Fargo

&

Co

5

.211

12/03/35

3,891,876‌

7,000,000

(g)

Wells

Fargo

&

Co

3

.900

N/A

6,801,342‌

1,500,000

(g)

Wells

Fargo

&

Co

5

.875

N/A

1,497,284‌

4,125,000

(f),(g)

Wells

Fargo

&

Co

7

.625

N/A

4,377,135‌

TOTAL

BANKS

364,467,147‌

CAPITAL

GOODS

-

1.7%

3,000,000

(e)

AerCap

Global

Aviation

6

.500

06/15/45

2,993,440‌

5,300,000

Air

Lease

Corp

3

.125

12/01/30

4,696,968‌

1,690,000

(e),(f)

Airbus

SE

3

.150

04/10/27

1,631,961‌

1,395,000

(e)

Albion

Financing

1

SARL

6

.125

10/15/26

1,395,284‌

600,000

(e)

BAE

Systems

plc

1

.900

02/15/31

496,289‌

705,000

(e)

Beacon

Roofing

Supply,

Inc

6

.500

08/01/30

715,257‌

10,500,000

Boeing

Co

2

.196

02/04/26

10,182,803‌

1,050,000

Boeing

Co

3

.250

02/01/28

988,581‌

1,375,000

Boeing

Co

5

.705

05/01/40

1,308,147‌

9,850,000

Boeing

Co

5

.805

05/01/50

9,162,012‌

1,160,000

(e)

Chart

Industries,

Inc

7

.500

01/01/30

1,206,026‌

600,000

(e)

Dcli

Bidco

LLC

7

.750

11/15/29

613,433‌

400,000

(e)

Esab

Corp

6

.250

04/15/29

404,976‌

455,000

(e)

Goat

Holdco

LLC

6

.750

02/01/32

450,555‌

3,075,000

(e)

H&E

Equipment

Services,

Inc

3

.875

12/15/28

2,810,356‌

665,000

(e)

Herc

Holdings,

Inc

6

.625

06/15/29

673,425‌

4,100,000

Honeywell

International,

Inc

5

.250

03/01/54

3,839,575‌

2,000,000

(e)

IHS

Holding

Ltd

7

.875

05/29/30

1,968,250‌

1,000,000

(e)

IHS

Holding

Ltd

8

.250

11/29/31

986,950‌

4,900,000

L3Harris

Technologies,

Inc

5

.400

07/31/33

4,891,234‌

75,000

Lockheed

Martin

Corp

1

.850

06/15/30

64,285‌

1,275,000

Lockheed

Martin

Corp

5

.200

02/15/64

1,182,559‌

595,000

(e)

Masterbrand,

Inc

7

.000

07/15/32

599,100‌

280,000

(e)

MITER

BRAND

6

.750

04/01/32

281,312‌

1,925,000

Northrop

Grumman

Corp

3

.250

01/15/28

1,840,134‌

4,450,000

Raytheon

Technologies

Corp

4

.125

11/16/28

4,331,270‌

1,080,000

Raytheon

Technologies

Corp

2

.250

07/01/30

939,329‌

3,250,000

Raytheon

Technologies

Corp

6

.000

03/15/31

3,409,350‌

3,900,000

(e)

Sisecam

UK

plc

8

.625

05/02/32

3,874,162‌

3,000,000

(e)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3

.500

09/10/51

1,978,365‌

2,200,000

(e)

Standard

Industries,

Inc

5

.000

02/15/27

2,152,993‌

1,750,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.800

03/21/29

1,678,311‌

1,575,000

(e)

TransDigm,

Inc

6

.875

12/15/30

1,598,428‌

1,470,000

(e)

TransDigm,

Inc

6

.000

01/15/33

1,440,682‌

450,000

Tyco

Electronics

Group

S.A.

3

.700

02/15/26

445,088‌

725,000

(e)

WESCO

Distribution,

Inc

7

.250

06/15/28

737,190‌

239

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.7%

(continued)

$

1,595,000

(e)

Windsor

Holdings

III

LLC

8

.500

%

06/15/30

$

1,678,277‌

TOTAL

CAPITAL

GOODS

79,646,357‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.4%

2,125,000

(e)

ADT

Corp

4

.875

07/15/32

1,950,299‌

800,000

(e)

ASGN,

Inc

4

.625

05/15/28

759,840‌

1,000,000

(e)

Garda

World

Security

Corp

4

.625

02/15/27

971,222‌

1,000,000

(e)

GFL

Environmental,

Inc

3

.750

08/01/25

990,136‌

250,000

(e)

GFL

Environmental,

Inc

5

.125

12/15/26

248,655‌

1,035,000

(e)

GTCR

W-2

MERGER

SUB

LLC

7

.500

01/15/31

1,085,052‌

2,750,000

(e)

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

2,748,459‌

1,200,000

(e)

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

1,122,327‌

2,725,000

(e)

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

2,710,023‌

1,550,000

Republic

Services,

Inc

2

.900

07/01/26

1,515,213‌

1,330,000

Verisk

Analytics,

Inc

4

.125

03/15/29

1,288,209‌

75,000

Verisk

Analytics,

Inc

3

.625

05/15/50

52,341‌

2,575,000

Waste

Management,

Inc

4

.950

03/15/35

2,510,491‌

850,000

Waste

Management,

Inc

2

.500

11/15/50

494,058‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

18,446,325‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

2,670,000

(e)

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

2,484,899‌

755,000

(e)

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

688,722‌

925,000

(e)

Bath

&

Body

Works,

Inc

6

.625

10/01/30

931,650‌

3,225,000

Home

Depot,

Inc

4

.950

06/25/34

3,181,430‌

635,000

Kohl's

Corp

4

.625

05/01/31

508,068‌

800,000

(e)

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

747,002‌

790,000

(e)

LCM

Investments

Holdings

II

LLC

8

.250

08/01/31

819,518‌

2,175,000

(e)

Lithia

Motors,

Inc

4

.625

12/15/27

2,104,435‌

3,300,000

Lowe's

Cos,

Inc

4

.250

04/01/52

2,575,437‌

2,500,000

(e),(f)

Macy's

Retail

Holdings

LLC

6

.125

03/15/32

2,346,972‌

1,900,000

(e)

Magic

Mergeco,

Inc

5

.250

05/01/28

1,434,517‌

790,000

O'Reilly

Automotive,

Inc

3

.550

03/15/26

779,212‌

1,400,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

1,358,473‌

1,225,000

O'Reilly

Automotive,

Inc

4

.200

04/01/30

1,177,713‌

2,200,000

O'Reilly

Automotive,

Inc

1

.750

03/15/31

1,804,323‌

1,675,000

(e)

Prosus

NV

4

.987

01/19/52

1,303,939‌

335,000

(e)

Veritiv

Operating

Co

10

.500

11/30/30

360,788‌

460,000

(e)

Wand

NewCo

3,

Inc

7

.625

01/30/32

472,477‌

335,000

(e)

Wayfair

LLC

7

.250

10/31/29

334,833‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

25,414,408‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

(e)

CD&R

Smokey

Buyer,

Inc

9

.500

10/15/29

982,911‌

1,175,000

(f)

Newell

Brands,

Inc

6

.375

09/15/27

1,179,052‌

1,800,000

Tapestry,

Inc

5

.100

03/11/30

1,780,167‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

3,942,130‌

CONSUMER

SERVICES

-

0.5%

1,035,000

(e)

1011778

BC

ULC

6

.125

06/15/29

1,038,802‌

1,455,000

(e),(f)

Caesars

Entertainment,

Inc

6

.000

10/15/32

1,402,865‌

2,000,000

(e)

CDI

Escrow

Issuer,

Inc

5

.750

04/01/30

1,962,905‌

3,285,000

(e)

Churchill

Downs,

Inc

6

.750

05/01/31

3,320,531‌

1,960,000

(e)

Flutter

Treasury

Designated

Activity

Co

6

.375

04/29/29

1,988,771‌

150,000

(e)

Hilton

Domestic

Operating

Co,

Inc

5

.750

05/01/28

149,966‌

2,990,000

(e)

Hilton

Domestic

Operating

Co,

Inc

5

.875

04/01/29

2,984,782‌

2,200,000

(e)

Hilton

Domestic

Operating

Co,

Inc

3

.625

02/15/32

1,911,089‌

400,000

(e)

International

Game

Technology

plc

4

.125

04/15/26

393,273‌

350,000

(e)

Light

&

Wonder

International,

Inc

7

.500

09/01/31

360,368‌

425,000

(e),(f)

Marriott

Ownership

Resorts,

Inc

4

.500

06/15/29

396,718‌

200,000

(e)

MGM

China

Holdings

Ltd

7

.125

06/26/31

202,179‌

1,475,000

MGM

Resorts

International

6

.125

09/15/29

1,473,147‌

1,000,000

(e)

NCL

Corp

Ltd

5

.875

03/15/26

998,643‌

1,665,000

Sands

China

Ltd

2

.550

03/08/27

1,551,247‌

1,200,000

Service

Corp

International

5

.750

10/15/32

1,163,980‌

1,980,000

(e)

Six

Flags

Entertainment

Corp

6

.625

05/01/32

2,006,760‌

Core

Plus

Bond

240

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.5%

(continued)

$

450,000

(e)

Wynn

Macau

Ltd

5

.625

%

08/26/28

$

433,386‌

1,100,000

(e)

Wynn

Resorts

Finance

LLC

6

.250

03/15/33

1,080,735‌

TOTAL

CONSUMER

SERVICES

24,820,147‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.6%

3,505,000

(e)

Albertsons

Cos,

Inc

6

.500

02/15/28

3,551,118‌

2,350,000

Costco

Wholesale

Corp

1

.600

04/20/30

2,011,240‌

1,525,000

Kroger

Co

5

.000

09/15/34

1,476,977‌

2,200,000

Kroger

Co

5

.500

09/15/54

2,072,122‌

1,380,000

(e)

Performance

Food

Group,

Inc

6

.125

09/15/32

1,379,937‌

675,000

SYSCO

Corp

3

.300

07/15/26

661,037‌

450,000

SYSCO

Corp

6

.000

01/17/34

471,699‌

2,250,000

SYSCO

Corp

3

.150

12/14/51

1,449,903‌

2,000,000

Target

Corp

4

.500

09/15/34

1,901,130‌

785,000

(e)

US

Foods,

Inc

6

.875

09/15/28

803,232‌

490,000

(f)

Walgreens

Boots

Alliance,

Inc

8

.125

08/15/29

485,042‌

2,200,000

Walmart,

Inc

1

.050

09/17/26

2,081,242‌

280,000

Walmart,

Inc

2

.375

09/24/29

254,962‌

5,125,000

Walmart,

Inc

1

.800

09/22/31

4,277,781‌

2,375,000

Walmart,

Inc

2

.500

09/22/41

1,634,979‌

1,150,000

Walmart,

Inc

4

.500

04/15/53

1,000,606‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

25,513,007‌

ENERGY

-

3.9%

2,000,000

(e)

Antero

Midstream

Partners

LP

6

.625

02/01/32

2,014,566‌

1,419,000

(e)

Archrock

Partners

LP

6

.875

04/01/27

1,426,337‌

375,000

(e)

Archrock

Partners

LP

6

.250

04/01/28

373,001‌

1,580,000

(e)

Archrock

Partners

LP

6

.625

09/01/32

1,578,034‌

4,100,000

BP

Capital

Markets

America,

Inc

5

.227

11/17/34

4,038,024‌

550,000

Cenovus

Energy,

Inc

2

.650

01/15/32

457,499‌

1,190,000

Cenovus

Energy,

Inc

5

.400

06/15/47

1,058,975‌

2,000,000

Cheniere

Energy

Partners

LP

4

.500

10/01/29

1,936,358‌

2,750,000

Cheniere

Energy

Partners

LP

3

.250

01/31/32

2,384,561‌

3,075,000

(e),(f)

Cheniere

Energy

Partners

LP

5

.750

08/15/34

3,095,415‌

1,440,000

(e)

Civitas

Resources,

Inc

8

.375

07/01/28

1,495,539‌

640,000

(e)

Civitas

Resources,

Inc

8

.625

11/01/30

670,237‌

1,750,000

(e)

Civitas

Resources,

Inc

8

.750

07/01/31

1,824,434‌

76,198

(h)

Cloud

Peak

Energy,

Inc

12

.000

05/01/25

70,214‌

1,350,000

(e)

CNX

Resources

Corp

7

.250

03/01/32

1,372,715‌

500,000

(e)

Coronado

Finance

Pty

Ltd

9

.250

10/01/29

507,060‌

1,500,000

(e)

Cosan

Ltd

5

.500

09/20/29

1,393,378‌

1,790,000

(e)

DT

Midstream,

Inc

4

.125

06/15/29

1,671,642‌

1,490,000

(e)

DT

Midstream,

Inc

4

.375

06/15/31

1,359,508‌

2,300,000

Ecopetrol

S.A.

6

.875

04/29/30

2,244,586‌

2,275,000

Ecopetrol

S.A.

4

.625

11/02/31

1,886,510‌

300,000

Ecopetrol

S.A.

8

.875

01/13/33

305,689‌

2,000,000

(e)

Empresa

Nacional

del

Petroleo

3

.450

09/16/31

1,713,000‌

3,450,000

Enbridge,

Inc

5

.700

03/08/33

3,485,840‌

2,340,000

Enbridge,

Inc

8

.500

01/15/84

2,598,928‌

500,000

(e)

Energean

Israel

Finance

Ltd

4

.875

03/30/26

488,900‌

897,000

(e)

Energean

Israel

Finance

Ltd

5

.375

03/30/28

830,846‌

1,450,000

(e)

Energean

Israel

Finance

Ltd

8

.500

09/30/33

1,423,175‌

950,000

Energy

Transfer

LP

4

.750

01/15/26

948,660‌

2,900,000

Energy

Transfer

LP

5

.750

02/15/33

2,939,753‌

1,825,000

Energy

Transfer

LP

6

.550

12/01/33

1,942,758‌

1,100,000

Energy

Transfer

LP

5

.550

05/15/34

1,094,367‌

600,000

Energy

Transfer

LP

5

.400

10/01/47

539,056‌

2,100,000

Energy

Transfer

LP

6

.250

04/15/49

2,101,759‌

2,700,000

Energy

Transfer

LP

5

.000

05/15/50

2,290,561‌

4,300,000

Energy

Transfer

LP

5

.950

05/15/54

4,157,014‌

4,200,000

(g)

Energy

Transfer

LP

6

.500

N/A

4,201,730‌

575,000

Energy

Transfer

Operating

LP

5

.500

06/01/27

582,384‌

525,000

(e)

EnLink

Midstream

LLC

5

.625

01/15/28

530,266‌

1,025,000

Enterprise

Products

Operating

LLC

4

.250

02/15/48

822,323‌

241

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.9%

(continued)

$

2,105,000

Enterprise

Products

Operating

LLC

4

.200

%

01/31/50

$

1,655,735‌

825,000

Enterprise

Products

Operating

LLC

3

.200

02/15/52

535,844‌

1,225,000

Enterprise

Products

Operating

LLC

3

.300

02/15/53

805,276‌

800,000

(e)

EQM

Midstream

Partners

LP

6

.500

07/01/27

810,374‌

1,849,000

(e)

EQM

Midstream

Partners

LP

4

.500

01/15/29

1,760,140‌

695,000

(e)

EQM

Midstream

Partners

LP

6

.375

04/01/29

697,339‌

850,000

(e)

EQT

Corp

3

.125

05/15/26

827,147‌

2,322,870

(e)

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.160

03/31/34

1,991,084‌

2,750,000

(e)

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.625

03/31/36

2,238,764‌

490,000

Genesis

Energy

LP

8

.250

01/15/29

494,841‌

500,000

Genesis

Energy

LP

7

.875

05/15/32

489,667‌

450,000

(e)

Hilcorp

Energy

I

LP

5

.750

02/01/29

429,322‌

1,000,000

(e)

Hilcorp

Energy

I

LP

6

.000

04/15/30

939,800‌

450,000

(e)

Hilcorp

Energy

I

LP

6

.000

02/01/31

416,159‌

3,000,000

(e)

Hilcorp

Energy

I

LP

8

.375

11/01/33

3,062,378‌

775,000

(e)

Hunt

Oil

Co

of

Peru

LLC

Sucursal

Del

Peru

8

.550

09/18/33

844,043‌

1,800,000

(e)

Indika

Energy

Tbk

PT

8

.750

05/07/29

1,851,908‌

1,500,000

(e)

KazMunayGas

National

Co

JSC

5

.375

04/24/30

1,458,750‌

2,000,000

(e)

KazMunayGas

National

Co

JSC

3

.500

04/14/33

1,655,674‌

2,000,000

(e)

Kinetik

Holdings

LP

6

.625

12/15/28

2,046,018‌

1,070,000

(e)

Kodiak

Gas

Services

LLC

7

.250

02/15/29

1,091,450‌

1,050,000

(e)

Kosmos

Energy

Ltd

7

.750

05/01/27

1,018,183‌

1,075,000

(e),(f)

Kosmos

Energy

Ltd

8

.750

10/01/31

1,009,436‌

1,025,000

(e)

Leviathan

Bond

Ltd

6

.125

06/30/25

1,017,313‌

2,200,000

Marathon

Petroleum

Corp

3

.800

04/01/28

2,122,618‌

4,150,000

Marathon

Petroleum

Corp

4

.750

09/15/44

3,444,097‌

1,650,000

Marathon

Petroleum

Corp

5

.000

09/15/54

1,357,542‌

400,000

(e)

Matador

Resources

Co

6

.250

04/15/33

387,649‌

1,500,000

(e)

Medco

Maple

Tree

Pte

Ltd

8

.960

04/27/29

1,578,699‌

485,000

(e)

Midwest

Connector

Capital

Co

LLC

4

.625

04/01/29

475,661‌

2,625,000

MPLX

LP

1

.750

03/01/26

2,534,387‌

2,275,000

MPLX

LP

2

.650

08/15/30

1,990,689‌

1,050,000

MPLX

LP

4

.700

04/15/48

860,362‌

325,000

Occidental

Petroleum

Corp

5

.500

12/01/25

325,906‌

800,000

Occidental

Petroleum

Corp

5

.550

03/15/26

802,808‌

2,375,000

Occidental

Petroleum

Corp

3

.500

08/15/29

2,177,554‌

2,000,000

Occidental

Petroleum

Corp

6

.600

03/15/46

2,019,130‌

1,650,000

ONEOK,

Inc

4

.500

03/15/50

1,294,755‌

2,000,000

(e)

Parkland

Corp

4

.500

10/01/29

1,854,977‌

1,260,000

(e)

Parkland

Corp

4

.625

05/01/30

1,156,561‌

1,210,000

(e)

Permian

Resources

Operating

LLC

7

.000

01/15/32

1,228,283‌

2,500,000

(e)

Pertamina

Persero

PT

1

.400

02/09/26

2,391,847‌

2,000,000

(e)

Pertamina

Persero

PT

2

.300

02/09/31

1,673,277‌

1,700,000

Petrobras

Global

Finance

BV

6

.000

01/13/35

1,566,323‌

2,700,000

Petroleos

Mexicanos

5

.950

01/28/31

2,280,111‌

3,300,000

Petroleos

Mexicanos

6

.700

02/16/32

2,870,849‌

2,700,000

Phillips

66

2

.150

12/15/30

2,290,307‌

1,450,000

Phillips

66

3

.300

03/15/52

932,622‌

715,000

Phillips

66

Co

4

.680

02/15/45

597,321‌

2,500,000

(e)

Promigas

S.A.

ESP

3

.750

10/16/29

2,271,660‌

1,500,000

(e)

Raizen

Fuels

Finance

S.A.

5

.700

01/17/35

1,388,625‌

5,130,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

5,178,760‌

3,300,000

Sabine

Pass

Liquefaction

LLC

4

.500

05/15/30

3,196,626‌

2,675,000

(e)

Saudi

Arabian

Oil

Co

2

.250

11/24/30

2,280,277‌

2,000,000

(e)

SierraCol

Energy

Andina

LLC

6

.000

06/15/28

1,806,653‌

880,000

(e)

SM

Energy

Co

6

.750

08/01/29

871,083‌

248,000

Suncor

Energy,

Inc

6

.800

05/15/38

264,030‌

1,400,000

Sunoco

Logistics

Partners

Operations

LP

4

.000

10/01/27

1,369,153‌

2,235,000

(e)

Sunoco

LP

7

.000

05/01/29

2,293,711‌

1,150,000

Sunoco

LP

4

.500

05/15/29

1,080,227‌

525,000

Targa

Resources

Partners

LP

6

.500

07/15/27

528,779‌

3,300,000

TotalEnergies

Capital

International

S.A.

3

.127

05/29/50

2,161,861‌

Core

Plus

Bond

242

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.9%

(continued)

$

900,000

TotalEnergies

Capital

S.A.

5

.488

%

04/05/54

$

862,569‌

1,200,000

TotalEnergies

Capital

S.A.

5

.425

09/10/64

1,112,939‌

2,000,000

TransCanada

Trust

5

.500

09/15/79

1,921,944‌

943,500

(e)

Transocean,

Inc

8

.750

02/15/30

973,055‌

925,000

(e)

US

LIQUIDSCO0

5

.584

10/01/34

899,654‌

1,000,000

(e)

US

LIQUIDSCO0

6

.176

10/01/54

967,940‌

1,075,000

USA

Compression

Partners

LP

6

.875

09/01/27

1,078,509‌

1,415,000

(e)

USA

Compression

Partners

LP

7

.125

03/15/29

1,439,971‌

2,000,000

(e)

Venture

Global

Calcasieu

Pass

LLC

4

.125

08/15/31

1,791,058‌

2,205,000

(e)

Venture

Global

LNG,

Inc

8

.125

06/01/28

2,293,846‌

3,000,000

(e)

Venture

Global

LNG,

Inc

9

.875

02/01/32

3,291,838‌

1,800,000

Williams

Cos,

Inc

2

.600

03/15/31

1,550,012‌

3,075,000

Williams

Cos,

Inc

5

.650

03/15/33

3,102,333‌

TOTAL

ENERGY

181,193,695‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.3%

2,050,000

Agree

LP

2

.000

06/15/28

1,856,524‌

350,000

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/27

344,311‌

450,000

(f)

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/28

437,453‌

1,650,000

Alexandria

Real

Estate

Equities,

Inc

4

.900

12/15/30

1,624,265‌

1,125,000

Alexandria

Real

Estate

Equities,

Inc

1

.875

02/01/33

866,674‌

1,000,000

American

Homes

4

Rent

LP

5

.250

03/15/35

973,055‌

1,425,000

American

Tower

Corp

2

.950

01/15/25

1,424,083‌

475,000

American

Tower

Corp

3

.375

10/15/26

463,965‌

1,200,000

American

Tower

Corp

3

.600

01/15/28

1,153,709‌

1,480,000

American

Tower

Corp

3

.800

08/15/29

1,401,071‌

4,100,000

American

Tower

Corp

2

.900

01/15/30

3,692,379‌

825,000

American

Tower

Corp

2

.100

06/15/30

706,975‌

1,390,000

American

Tower

Corp

1

.875

10/15/30

1,164,786‌

2,400,000

American

Tower

Corp

5

.400

01/31/35

2,373,801‌

1,750,000

Brixmor

Operating

Partnership

LP

3

.850

02/01/25

1,747,691‌

350,000

Brixmor

Operating

Partnership

LP

2

.250

04/01/28

319,819‌

590,000

Equinix,

Inc

2

.150

07/15/30

507,772‌

2,375,000

Essential

Properties

LP

2

.950

07/15/31

2,021,897‌

1,890,000

Essex

Portfolio

LP

3

.000

01/15/30

1,709,694‌

1,285,000

Extra

Space

Storage

LP

2

.400

10/15/31

1,067,719‌

600,000

Federal

Realty

OP

LP

1

.250

02/15/26

575,972‌

1,500,000

Healthcare

Realty

Holdings

LP

3

.875

05/01/25

1,492,547‌

1,225,000

Healthcare

Realty

Holdings

LP

3

.500

08/01/26

1,197,158‌

1,500,000

Healthcare

Realty

Holdings

LP

3

.625

01/15/28

1,424,734‌

3,055,000

Healthcare

Realty

Holdings

LP

3

.100

02/15/30

2,745,460‌

525,000

Healthcare

Realty

Holdings

LP

2

.400

03/15/30

450,153‌

550,000

Healthcare

Realty

Holdings

LP

2

.050

03/15/31

445,566‌

375,000

Highwoods

Realty

LP

3

.875

03/01/27

364,579‌

725,000

Highwoods

Realty

LP

4

.125

03/15/28

693,583‌

700,000

Highwoods

Realty

LP

4

.200

04/15/29

664,443‌

3,369,000

Highwoods

Realty

LP

2

.600

02/01/31

2,806,108‌

3,845,000

(e)

Iron

Mountain,

Inc

7

.000

02/15/29

3,928,694‌

925,000

Kimco

Realty

OP

LLC

3

.850

06/01/25

920,379‌

300,000

Kimco

Realty

OP

LLC

3

.250

08/15/26

292,041‌

1,675,000

Kite

Realty

Group

LP

4

.950

12/15/31

1,629,664‌

850,000

Mid-America

Apartments

LP

4

.000

11/15/25

845,910‌

3,925,000

Mid-America

Apartments

LP

2

.750

03/15/30

3,512,125‌

1,625,000

Mid-America

Apartments

LP

1

.700

02/15/31

1,337,960‌

1,000,000

(f)

Mid-America

Apartments

LP

2

.875

09/15/51

616,638‌

3,375,000

MPT

Operating

Partnership

LP

3

.500

03/15/31

2,126,611‌

550,000

National

Retail

Properties,

Inc

4

.000

11/15/25

545,501‌

600,000

National

Retail

Properties,

Inc

3

.600

12/15/26

587,290‌

650,000

NNN

REIT,

Inc

5

.600

10/15/33

655,509‌

625,000

ProLogis

LP

2

.875

11/15/29

572,168‌

875,000

Regency

Centers

LP

3

.900

11/01/25

866,417‌

425,000

Regency

Centers

LP

3

.600

02/01/27

414,746‌

1,650,000

Regency

Centers

LP

2

.950

09/15/29

1,512,502‌

243

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.3%

(continued)

$

750,000

(e)

Uniti

Group

LP

10

.500

%

02/15/28

$

799,710‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

59,881,811‌

FINANCIAL

SERVICES

-

3.7%

2,150,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

2,080,402‌

8,375,000

AerCap

Ireland

Capital

DAC

3

.000

10/29/28

7,754,915‌

750,000

(f)

AerCap

Ireland

Capital

DAC

3

.850

10/29/41

586,987‌

1,000,000

(a),(e)

Alamo

Re

Ltd,

(1-Month

U.S.

Treasury

Bill

+

7.522%)

11

.806

06/07/25

1,028,500‌

4,086,000

(g)

Bank

of

New

York

Mellon

Corp

4

.700

N/A

4,047,218‌

4,690,000

(e)

Block,

Inc

6

.500

05/15/32

4,735,274‌

75,000

Capital

One

Financial

Corp

3

.750

03/09/27

73,225‌

3,940,000

(f),(g)

Capital

One

Financial

Corp

3

.950

N/A

3,747,462‌

6,675,000

(g)

Charles

Schwab

Corp

5

.375

N/A

6,639,453‌

500,000

(a),(e)

Citrus

Re

Ltd,

(3-Month

US

Treasury

Bill

+

5.060%)

5

.100

06/07/25

507,920‌

600,000

(e)

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

575,910‌

1,210,000

Corebridge

Financial,

Inc

6

.050

09/15/33

1,251,547‌

1,575,000

Corebridge

Financial,

Inc

5

.750

01/15/34

1,604,337‌

3,400,000

(g)

Deutsche

Bank

AG.

6

.000

N/A

3,330,521‌

800,000

Discover

Bank

4

.250

03/13/26

793,384‌

1,625,000

Discover

Bank

3

.450

07/27/26

1,588,516‌

1,375,000

Discover

Bank

2

.700

02/06/30

1,213,294‌

6,400,000

(f),(g)

Discover

Financial

Services

6

.125

N/A

6,364,814‌

4,550,000

(g)

Equitable

Holdings,

Inc

4

.950

N/A

4,523,691‌

1,705,000

(e)

FirstCash,

Inc

6

.875

03/01/32

1,711,956‌

2,135,000

Fiserv,

Inc

3

.500

07/01/29

2,003,181‌

2,350,000

Fiserv,

Inc

5

.450

03/15/34

2,351,430‌

5,000,000

Fiserv,

Inc

5

.150

08/12/34

4,885,654‌

1,000,000

Goldman

Sachs

Group,

Inc

3

.500

04/01/25

996,433‌

8,200,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

8,105,112‌

2,950,000

Goldman

Sachs

Group,

Inc

5

.851

04/25/35

3,005,750‌

1,050,000

Goldman

Sachs

Group,

Inc

4

.411

04/23/39

925,374‌

1,625,000

Goldman

Sachs

Group,

Inc

3

.210

04/22/42

1,184,167‌

1,450,000

Goldman

Sachs

Group,

Inc

3

.436

02/24/43

1,079,394‌

3,000,000

(g)

Goldman

Sachs

Group,

Inc

7

.379

N/A

2,997,657‌

4,925,000

(g)

Goldman

Sachs

Group,

Inc

7

.500

N/A

5,194,297‌

800,000

(e)

HAT

Holdings

I

LLC

8

.000

06/15/27

833,536‌

1,250,000

(a),(e)

Hestia

Re

Ltd,

(SOFR

+

10.080%)

14

.364

04/22/25

1,127,500‌

925,000

Icahn

Enterprises

LP

5

.250

05/15/27

875,767‌

3,850,000

Icahn

Enterprises

LP

4

.375

02/01/29

3,215,832‌

3,000,000

(e)

Indian

Railway

Finance

Corp

Ltd

2

.800

02/10/31

2,598,914‌

1,000,000

(e)

Jane

Street

Group

6

.125

11/01/32

990,691‌

500,000

(a),(e)

Matterhorn

Re

Ltd,

(SOFR

+

5.250%)

5

.889

03/24/25

503,000‌

1,203,440

(e)

Minejesa

Capital

BV

4

.625

08/10/30

1,160,078‌

1,000,000

(e)

Minejesa

Capital

BV

5

.625

08/10/37

929,824‌

2,650,000

Morgan

Stanley

2

.188

04/28/26

2,626,365‌

6,625,000

Morgan

Stanley

3

.125

07/27/26

6,471,588‌

1,480,000

Morgan

Stanley

3

.950

04/23/27

1,450,412‌

550,000

Morgan

Stanley

5

.449

07/20/29

556,145‌

2,400,000

Morgan

Stanley

6

.407

11/01/29

2,506,851‌

4,000,000

Morgan

Stanley

5

.250

04/21/34

3,938,781‌

3,200,000

Morgan

Stanley

5

.424

07/21/34

3,177,678‌

2,000,000

Morgan

Stanley

5

.831

04/19/35

2,038,087‌

6,425,000

Morgan

Stanley

5

.320

07/19/35

6,319,690‌

2,225,000

(e)

Muthoot

Finance

Ltd

6

.375

04/23/29

2,212,198‌

2,000,000

Navient

Corp

5

.500

03/15/29

1,886,639‌

2,421,000

(g)

Northern

Trust

Corp

4

.600

N/A

2,370,028‌

1,345,000

OneMain

Finance

Corp

3

.500

01/15/27

1,282,967‌

2,000,000

OneMain

Finance

Corp

7

.125

11/15/31

2,037,646‌

350,000

(e)

PennyMac

Financial

Services,

Inc

7

.875

12/15/29

366,696‌

2,375,000

(e)

Power

Finance

Corp

Ltd

3

.950

04/23/30

2,212,295‌

2,000,000

(e)

Rocket

Mortgage

LLC

4

.000

10/15/33

1,665,729‌

1,830,000

S&P

Global,

Inc

4

.250

05/01/29

1,789,814‌

2,400,000

(a),(e)

Sanders

RE

II

Ltd,

(3-Month

US

Treasury

Bill

+

3.250%)

3

.250

04/07/25

2,404,800‌

Core

Plus

Bond

244

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.7%

(continued)

$

1,350,000

(f)

Springleaf

Finance

Corp

5

.375

%

11/15/29

$

1,297,939‌

815,000

(e)

Starwood

Property

Trust,

Inc

6

.500

07/01/30

816,022‌

3,750,000

(g)

State

Street

Corp

6

.700

N/A

3,824,085‌

2,325,000

UBS

Group

AG.

3

.750

03/26/25

2,318,040‌

475,000

(e)

UBS

Group

AG.

2

.193

06/05/26

469,342‌

5,900,000

(e)

UBS

Group

AG.

1

.305

02/02/27

5,669,464‌

2,050,000

(e)

UBS

Group

AG.

6

.442

08/11/28

2,118,360‌

2,100,000

(e),(f)

UBS

Group

AG.

3

.179

02/11/43

1,512,607‌

2,500,000

(e),(g)

UBS

Group

AG.

9

.250

N/A

2,702,678‌

2,100,000

(e),(g)

UBS

Group

AG.

9

.250

N/A

2,406,455‌

800,000

(e)

UWM

Holdings

LLC

6

.625

02/01/30

795,058‌

550,000

(f)

Visa,

Inc

2

.700

04/15/40

400,466‌

2,000,000

(e),(f)

VistaJet

Malta

Finance

plc

6

.375

02/01/30

1,747,648‌

260,000

Voya

Financial,

Inc

5

.700

07/15/43

248,235‌

TOTAL

FINANCIAL

SERVICES

172,763,725‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

2,575,000

Anheuser-Busch

Cos

LLC

4

.700

02/01/36

2,442,434‌

4,240,000

Anheuser-Busch

Cos

LLC

4

.900

02/01/46

3,855,715‌

5,580,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.750

01/23/29

5,577,788‌

5,000,000

(f)

Anheuser-Busch

InBev

Worldwide,

Inc

5

.000

06/15/34

4,941,369‌

2,700,000

(e)

Cia

Cervecerias

Unidas

S.A.

3

.350

01/19/32

2,320,351‌

450,000

Constellation

Brands,

Inc

4

.400

11/15/25

448,955‌

450,000

Constellation

Brands,

Inc

3

.700

12/06/26

442,275‌

2,350,000

Constellation

Brands,

Inc

2

.875

05/01/30

2,099,808‌

1,350,000

(e),(f)

Gruma

SAB

de

C.V.

5

.390

12/09/34

1,311,971‌

1,500,000

Kraft

Heinz

Foods

Co

4

.375

06/01/46

1,214,479‌

2,500,000

(e)

MARB

BondCo

plc

3

.950

01/29/31

2,090,817‌

4,000,000

Philip

Morris

International,

Inc

5

.250

02/13/34

3,953,316‌

680,000

(e)

Post

Holdings,

Inc

6

.250

02/15/32

674,891‌

2,000,000

(e)

Post

Holdings,

Inc

6

.375

03/01/33

1,957,725‌

1,500,000

(e)

Primo

Water

Holdings,

Inc

4

.375

04/30/29

1,394,885‌

1,800,000

(e)

Ulker

Biskuvi

Sanayi

AS.

7

.875

07/08/31

1,825,655‌

1,305,000

(e)

Viking

Baked

Goods

Acquisition

Corp

8

.625

11/01/31

1,281,975‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

37,834,409‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.5%

150,000

Aetna,

Inc

6

.625

06/15/36

157,975‌

1,200,000

Boston

Scientific

Corp

2

.650

06/01/30

1,071,469‌

1,640,000

Centene

Corp

2

.450

07/15/28

1,475,849‌

6,410,000

Centene

Corp

3

.000

10/15/30

5,531,169‌

1,250,000

(e)

CHS

5

.250

05/15/30

1,026,660‌

1,525,000

Cigna

Group

3

.200

03/15/40

1,117,928‌

430,000

(e)

Concentra

Escrow

Issuer

Corp

6

.875

07/15/32

439,013‌

5,175,000

CVS

Health

Corp

4

.780

03/25/38

4,474,677‌

7,375,000

CVS

Health

Corp

5

.050

03/25/48

6,081,025‌

2,000,000

(e)

DaVita,

Inc

4

.625

06/01/30

1,838,650‌

2,000,000

(e)

DaVita,

Inc

6

.875

09/01/32

2,015,330‌

4,200,000

Elevance

Health,

Inc

2

.250

05/15/30

3,648,688‌

1,575,000

Elevance

Health,

Inc

5

.125

02/15/53

1,401,207‌

4,630,000

Encompass

Health

Corp

4

.500

02/01/28

4,467,568‌

9,000,000

HCA,

Inc

3

.500

09/01/30

8,173,805‌

2,075,000

HCA,

Inc

3

.625

03/15/32

1,828,844‌

2,700,000

(f)

HCA,

Inc

4

.625

03/15/52

2,107,028‌

3,500,000

(e)

Hologic,

Inc

3

.250

02/15/29

3,165,192‌

2,000,000

Humana,

Inc

2

.150

02/03/32

1,593,076‌

800,000

Humana,

Inc

5

.875

03/01/33

802,950‌

800,000

(e)

Molina

Healthcare,

Inc

6

.250

01/15/33

790,674‌

375,000

Tenet

Healthcare

Corp

4

.625

06/15/28

358,870‌

3,400,000

(f)

Tenet

Healthcare

Corp

6

.125

10/01/28

3,393,693‌

5,600,000

Tenet

Healthcare

Corp

4

.375

01/15/30

5,201,314‌

3,625,000

UnitedHealth

Group,

Inc

2

.300

05/15/31

3,082,382‌

950,000

UnitedHealth

Group,

Inc

5

.150

07/15/34

937,323‌

245

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.5%

(continued)

$

1,085,000

UnitedHealth

Group,

Inc

3

.750

%

10/15/47

$

806,736‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

66,989,095‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

1,875,000

Church

&

Dwight

Co,

Inc

2

.300

12/15/31

1,569,275‌

1,170,000

(e)

Coty,

Inc

6

.625

07/15/30

1,185,943‌

4,925,000

Haleon

US

Capital

LLC

3

.625

03/24/32

4,459,603‌

3,850,000

Unilever

Capital

Corp

4

.625

08/12/34

3,706,432‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

10,921,253‌

INSURANCE

-

1.4%

2,550,000

(e)

Acrisure

LLC

4

.250

02/15/29

2,397,316‌

53,000

Aflac,

Inc

6

.450

08/15/40

56,938‌

825,000

(e)

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

787,477‌

4,360,000

(e)

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

4,370,250‌

2,000,000

(e)

Alliant

Holdings

Intermediate

LLC

6

.500

10/01/31

1,980,247‌

1,250,000

Aon

Corp

2

.800

05/15/30

1,113,805‌

1,450,000

Aon

Corp

5

.350

02/28/33

1,443,570‌

1,045,000

(e)

Ardonagh

Finco

Ltd

7

.750

02/15/31

1,076,142‌

900,000

Arthur

J

Gallagher

&

Co

5

.750

03/02/53

883,128‌

500,000

Berkshire

Hathaway

Finance

Corp

2

.875

03/15/32

438,018‌

3,895,000

Berkshire

Hathaway

Finance

Corp

2

.850

10/15/50

2,444,172‌

400,000

Berkshire

Hathaway

Finance

Corp

3

.850

03/15/52

302,811‌

500,000

(a),(e)

Bonanza

RE

Ltd,

(3-Month

US

Treasury

Bill

+

5.620%)

9

.904

03/16/25

503,855‌

1,690,000

(e)

Five

Corners

Funding

Trust

II

2

.850

05/15/30

1,510,705‌

7,425,000

Hartford

Financial

Services

Group,

Inc

2

.800

08/19/29

6,762,464‌

250,000

Hartford

Financial

Services

Group,

Inc

4

.300

04/15/43

210,798‌

850,000

Hartford

Financial

Services

Group,

Inc

2

.900

09/15/51

528,285‌

2,000,000

(e)

High

Street

Funding

Trust

I

4

.111

02/15/28

1,922,916‌

2,755,000

(e)

HUB

International

Ltd

7

.250

06/15/30

2,823,187‌

1,521,000

(e)

Liberty

Mutual

Group,

Inc

4

.569

02/01/29

1,489,672‌

1,750,000

(e)

Liberty

Mutual

Group,

Inc

3

.951

10/15/50

1,273,214‌

260,000

MetLife,

Inc

3

.600

11/13/25

257,829‌

625,000

MetLife,

Inc

5

.000

07/15/52

564,717‌

3,920,000

(f),(g)

MetLife,

Inc

3

.850

N/A

3,848,539‌

3,250,000

(e)

Panther

Escrow

Issuer

LLC

7

.125

06/01/31

3,282,482‌

500,000

Principal

Financial

Group,

Inc

2

.125

06/15/30

430,935‌

500,000

Prudential

Financial,

Inc

3

.905

12/07/47

381,070‌

4,000,000

Prudential

Financial,

Inc

5

.125

03/01/52

3,806,490‌

2,350,000

Prudential

Financial,

Inc

6

.500

03/15/54

2,416,893‌

3,825,000

Reinsurance

Group

of

America,

Inc

5

.750

09/15/34

3,855,096‌

500,000

(a),(e)

Residential

Reinsurance

2021

Ltd,

(3-Month

US

Treasury

Bill

+

2.710%)

6

.994

06/06/25

503,450‌

500,000

(a),(e)

Residential

Reinsurance

2021

Ltd,

(3-Month

US

Treasury

Bill

+

3.880%)

8

.164

06/06/25

502,900‌

985,000

(e)

Ryan

Specialty

LLC

5

.875

08/01/32

974,601‌

900,000

(e)

Swiss

Re

Finance

Luxembourg

S.A.

5

.000

04/02/49

892,543‌

1,725,000

Verisk

Analytics,

Inc

5

.250

06/05/34

1,703,870‌

2,000,000

(a),(e)

Vitality

Re

XII

Ltd,

(3-Month

US

Treasury

Bill

+

2.250%)

2

.250

01/07/25

1,994,000‌

1,500,000

(a),(e)

Vitality

Re

XIV

Ltd,

(3-Month

US

Treasury

Bill

+

3.500%)

7

.784

01/05/27

1,519,200‌

1,850,000

(a),(e)

Vitality

Re

XV

Ltd,

(3-Month

US

Treasury

Bill

+

2.500%)

6

.784

01/07/28

1,847,965‌

TOTAL

INSURANCE

63,101,550‌

MATERIALS

-

1.7%

2,650,000

Albemarle

Corp

4

.650

06/01/27

2,627,850‌

270,000

Amcor

Flexibles

North

America,

Inc

3

.100

09/15/26

261,383‌

1,200,000

Amcor

Flexibles

North

America,

Inc

2

.630

06/19/30

1,051,796‌

3,700,000

Amcor

Flexibles

North

America,

Inc

2

.690

05/25/31

3,179,548‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

2,124,516‌

1,500,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

1,355,239‌

1,400,000

(e)

Antofagasta

plc

6

.250

05/02/34

1,421,586‌

1,445,000

(e)

Arsenal

AIC

Parent

LLC

8

.000

10/01/30

1,495,282‌

400,000

(e)

Avient

Corp

6

.250

11/01/31

394,556‌

3,570,000

Ball

Corp

6

.875

03/15/28

3,651,341‌

2,425,000

Ball

Corp

2

.875

08/15/30

2,075,209‌

5,375,000

Berry

Global,

Inc

1

.570

01/15/26

5,187,088‌

3,125,000

Berry

Global,

Inc

1

.650

01/15/27

2,926,087‌

Core

Plus

Bond

246

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

1.7%

(continued)

$

1,500,000

(e)

Celulosa

Arauco

y

Constitucion

S.A.

4

.250

%

04/30/29

$

1,406,523‌

500,000

(e),(f)

Cemex

SAB

de

C.V.

3

.875

07/11/31

435,808‌

875,000

(e),(g)

Cemex

SAB

de

C.V.

9

.125

N/A

901,814‌

1,500,000

Commercial

Metals

Co

4

.125

01/15/30

1,378,663‌

2,000,000

(e)

Corp

Nacional

del

Cobre

de

Chile

3

.150

01/14/30

1,776,000‌

1,050,000

(e)

Corp

Nacional

del

Cobre

de

Chile

6

.440

01/26/36

1,069,796‌

5,805,000

DowDuPont,

Inc

4

.493

11/15/25

5,790,489‌

1,785,000

(e)

Freeport

Indonesia

PT

5

.315

04/14/32

1,738,235‌

1,215,000

(e)

Inversiones

CMPC

S.A.

6

.125

06/23/33

1,218,318‌

2,500,000

(e)

Klabin

Austria

GmbH

5

.750

04/03/29

2,439,094‌

2,000,000

(e)

Kraton

Corp

5

.000

07/15/27

2,007,369‌

725,000

(e)

LD

Celulose

International

GmbH

7

.950

01/26/32

727,095‌

1,500,000

(e)

Limak

Cimento

Sanayi

ve

Ticaret

AS.

9

.750

07/25/29

1,474,923‌

2,000,000

(e)

Mineral

Resources

Ltd

8

.000

11/01/27

2,044,637‌

1,325,000

(e)

Mineral

Resources

Ltd

9

.250

10/01/28

1,390,151‌

1,170,000

(e)

Navoi

Mining

&

Metallurgical

Combinat

6

.700

10/17/28

1,164,157‌

2,500,000

Nutrien

Ltd

2

.950

05/13/30

2,249,230‌

1,100,000

(e)

OCP

S.A.

3

.750

06/23/31

947,509‌

1,075,000

(e)

OCP

S.A.

6

.750

05/02/34

1,096,500‌

2,000,000

Olin

Corp

5

.125

09/15/27

1,957,428‌

1,975,000

(e)

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

1,864,532‌

1,500,000

Sasol

Financing

USA

LLC

4

.375

09/18/26

1,435,642‌

670,000

(e)

Sealed

Air

Corp

6

.125

02/01/28

672,229‌

600,000

(e)

Sealed

Air

Corp

7

.250

02/15/31

618,480‌

1,280,000

(e),(f)

Sealed

Air

Corp

6

.500

07/15/32

1,281,964‌

3,000,000

Suzano

Austria

GmbH

3

.125

01/15/32

2,489,098‌

3,911,000

(e)

Tronox,

Inc

4

.625

03/15/29

3,510,321‌

2,100,000

(e)

UltraTech

Cement

Ltd

2

.800

02/16/31

1,807,999‌

1,841,000

(g)

UPL

Corp

Ltd

5

.250

N/A

1,647,695‌

TOTAL

MATERIALS

76,293,180‌

MEDIA

&

ENTERTAINMENT

-

1.8%

6,000,000

(e)

CCO

Holdings

LLC

5

.125

05/01/27

5,895,721‌

1,800,000

(e)

CCO

Holdings

LLC

4

.500

08/15/30

1,615,673‌

2,200,000

Charter

Communications

Operating

LLC

4

.400

04/01/33

1,965,457‌

4,550,000

Charter

Communications

Operating

LLC

6

.550

06/01/34

4,654,228‌

3,000,000

Charter

Communications

Operating

LLC

3

.500

03/01/42

2,038,554‌

3,500,000

Charter

Communications

Operating

LLC

4

.800

03/01/50

2,629,050‌

5,000,000

Comcast

Corp

4

.150

10/15/28

4,876,171‌

2,975,000

Comcast

Corp

3

.200

07/15/36

2,402,686‌

1,000,000

Comcast

Corp

3

.900

03/01/38

840,733‌

15,185,000

Comcast

Corp

2

.887

11/01/51

9,132,982‌

5,000,000

(e)

CSC

Holdings

LLC

5

.500

04/15/27

4,474,998‌

980,000

(e)

CSC

Holdings

LLC

11

.250

05/15/28

967,175‌

985,000

(e)

DIRECTV

Holdings

LLC

5

.875

08/15/27

959,684‌

2,000,000

(e)

DISH

Network

Corp

11

.750

11/15/27

2,118,384‌

2,000,000

(e),(f)

Gray

Television,

Inc

10

.500

07/15/29

1,999,863‌

1,275,000

Lamar

Media

Corp

3

.750

02/15/28

1,195,677‌

3,000,000

Lamar

Media

Corp

4

.875

01/15/29

2,882,077‌

1,000,000

Lamar

Media

Corp

4

.000

02/15/30

910,374‌

825,000

Lamar

Media

Corp

3

.625

01/15/31

726,087‌

1,275,000

(e),(f)

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

1,023,124‌

2,550,000

(e)

Live

Nation

Entertainment,

Inc

6

.500

05/15/27

2,578,019‌

1,145,000

(e)

McGraw-Hill

Education,

Inc

7

.375

09/01/31

1,171,763‌

825,000

(e)

News

Corp

3

.875

05/15/29

765,299‌

3,500,000

Paramount

Global

6

.375

03/30/62

3,383,039‌

590,000

(e)

Sirius

XM

Radio,

Inc

3

.125

09/01/26

566,728‌

2,725,000

(e)

Sirius

XM

Radio,

Inc

4

.000

07/15/28

2,510,697‌

1,575,000

(e)

Sirius

XM

Radio,

Inc

4

.125

07/01/30

1,374,577‌

500,000

(e)

Sirius

XM

Radio,

Inc

3

.875

09/01/31

418,389‌

3,000,000

(e)

Sunrise

FinCo

I

BV

4

.875

07/15/31

2,721,180‌

1,230,000

Time

Warner

Cable

LLC

5

.875

11/15/40

1,100,600‌

475,000

Time

Warner

Cable

LLC

4

.500

09/15/42

355,346‌

247

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

1.8%

(continued)

$

1,275,000

(e),(f)

Univision

Communications,

Inc

4

.500

%

05/01/29

$

1,141,223‌

2,000,000

(e)

VZ

Secured

Financing

BV

5

.000

01/15/32

1,768,916‌

5,000,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

4,817,155‌

8,100,000

Warnermedia

Holdings,

Inc

5

.141

03/15/52

6,018,335‌

1,413,000

(e)

Ziff

Davis,

Inc

4

.625

10/15/30

1,293,363‌

TOTAL

MEDIA

&

ENTERTAINMENT

85,293,327‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

1,250,000

AbbVie,

Inc

3

.200

11/21/29

1,160,190‌

4,750,000

AbbVie,

Inc

4

.950

03/15/31

4,749,038‌

3,325,000

AbbVie,

Inc

4

.050

11/21/39

2,840,646‌

2,500,000

AbbVie,

Inc

5

.400

03/15/54

2,406,390‌

5,975,000

Amgen,

Inc

5

.250

03/02/33

5,930,895‌

9,600,000

Amgen,

Inc

5

.650

03/02/53

9,242,566‌

25,000

AstraZeneca

Finance

LLC

2

.250

05/28/31

21,293‌

1,500,000

(e)

Avantor

Funding,

Inc

4

.625

07/15/28

1,431,756‌

2,040,000

(e)

Avantor

Funding,

Inc

3

.875

11/01/29

1,864,975‌

1,090,000

Danaher

Corp

2

.800

12/10/51

672,624‌

1,675,000

Eli

Lilly

&

Co

5

.000

02/09/54

1,539,343‌

4,750,000

Gilead

Sciences,

Inc

5

.250

10/15/33

4,767,343‌

450,000

Gilead

Sciences,

Inc

4

.000

09/01/36

396,935‌

600,000

Gilead

Sciences,

Inc

2

.600

10/01/40

414,867‌

900,000

Johnson

&

Johnson

3

.400

01/15/38

752,640‌

2,000,000

(e)

Organon

Finance  LLC

4

.125

04/30/28

1,878,969‌

3,150,000

(e),(f)

Organon

Finance  LLC

5

.125

04/30/31

2,831,251‌

10,750,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

10,065,471‌

3,000,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3

.150

10/01/26

2,882,691‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

55,849,883‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

1,850,000

(e)

Cushman

&

Wakefield

US

Borrower

LLC

6

.750

05/15/28

1,851,680‌

1,400,000

Kennedy-Wilson,

Inc

4

.750

03/01/29

1,264,612‌

1,475,000

Kennedy-Wilson,

Inc

5

.000

03/01/31

1,289,601‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

4,405,893‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

3,000,000

(e)

Broadcom,

Inc

3

.469

04/15/34

2,599,981‌

2,350,000

Broadcom,

Inc

4

.800

10/15/34

2,267,717‌

8,558,000

(e)

Broadcom,

Inc

4

.926

05/15/37

8,139,923‌

1,035,000

Intel

Corp

3

.734

12/08/47

682,582‌

3,595,000

NVIDIA

Corp

2

.000

06/15/31

3,054,322‌

1,425,000

NXP

BV

3

.875

06/18/26

1,405,473‌

1,175,000

NXP

BV

4

.400

06/01/27

1,163,550‌

725,000

NXP

BV

3

.400

05/01/30

665,931‌

1,575,000

NXP

BV

3

.125

02/15/42

1,096,451‌

505,000

Texas

Instruments,

Inc

4

.150

05/15/48

410,287‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

21,486,217‌

SOFTWARE

&

SERVICES

-

0.8%

1,600,000

Accenture

Capital,

Inc

4

.500

10/04/34

1,520,509‌

2,975,000

Adobe,

Inc

2

.300

02/01/30

2,645,979‌

3,000,000

(e)

Ahead

DB

Holdings

LLC

6

.625

05/01/28

2,940,010‌

2,100,000

AppLovin

Corp

5

.500

12/01/34

2,084,352‌

265,000

(e)

CA

Magnum

Holdings

5

.375

10/31/26

258,207‌

2,270,000

(e)

Gen

Digital,

Inc

6

.750

09/30/27

2,304,161‌

3,000,000

Microsoft

Corp

2

.400

08/08/26

2,910,006‌

875,000

Microsoft

Corp

3

.400

09/15/26

861,507‌

1,165,000

Microsoft

Corp

3

.300

02/06/27

1,140,607‌

1,100,000

Microsoft

Corp

1

.350

09/15/30

931,941‌

1,149,000

Microsoft

Corp

2

.525

06/01/50

707,092‌

565,000

(e)

Open

Text

Corp

6

.900

12/01/27

583,830‌

2,830,000

(e)

Open

Text

Corp

3

.875

12/01/29

2,559,901‌

550,000

(e)

Open

Text

Holdings,

Inc

4

.125

02/15/30

498,782‌

4,300,000

Oracle

Corp

4

.900

02/06/33

4,186,608‌

5,500,000

Oracle

Corp

5

.375

09/27/54

5,069,468‌

1,300,000

Roper

Technologies,

Inc

1

.400

09/15/27

1,190,822‌

Core

Plus

Bond

248

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.8%

(continued)

$

4,100,000

Roper

Technologies,

Inc

2

.000

%

06/30/30

$

3,494,887‌

3,525,000

Salesforce,

Inc

2

.700

07/15/41

2,483,133‌

TOTAL

SOFTWARE

&

SERVICES

38,371,802‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.5%

1,470,000

Amphenol

Corp

2

.800

02/15/30

1,329,508‌

5,575,000

Apple,

Inc

2

.450

08/04/26

5,407,307‌

10,350,000

Apple,

Inc

2

.050

09/11/26

9,955,794‌

1,000,000

Apple,

Inc

3

.850

05/04/43

828,343‌

640,000

Apple,

Inc

4

.650

02/23/46

585,146‌

875,000

Flex

Ltd

4

.875

06/15/29

857,157‌

4,125,000

(e)

Imola

Merger

Corp

4

.750

05/15/29

3,911,698‌

1,500,000

(e)

Lenovo

Group

Ltd

3

.421

11/02/30

1,346,707‌

975,000

(e)

Sensata

Technologies

BV

4

.000

04/15/29

894,706‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

25,116,366‌

TELECOMMUNICATION

SERVICES

-

2.4%

6,563,000

AT&T,

Inc

2

.550

12/01/33

5,286,717‌

2,085,000

AT&T,

Inc

4

.500

05/15/35

1,928,364‌

23,520,000

AT&T,

Inc

3

.550

09/15/55

15,819,205‌

4,917,000

AT&T,

Inc

3

.800

12/01/57

3,392,257‌

1,500,000

(e),(f)

Bharti

Airtel

Ltd

3

.250

06/03/31

1,323,513‌

1,927,000

(e)

C&W

Senior

Financing

Designated

Activity

Co

6

.875

09/15/27

1,904,603‌

1,225,000

(e)

CT

Trust

5

.125

02/03/32

1,096,254‌

2,575,000

(e)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3

.050

09/14/32

2,113,490‌

2,000,000

(e)

Frontier

Communications

Holdings

LLC

5

.875

10/15/27

1,993,660‌

893,000

(e)

Iliad

Holding

SASU

7

.000

10/15/28

904,940‌

865,000

(e)

Iliad

Holding

SASU

8

.500

04/15/31

919,637‌

735,000

(e)

Iliad

Holding

SASU

7

.000

04/15/32

738,719‌

5,000,000

(e)

Level

3

Financing,

Inc

10

.500

05/15/30

5,445,000‌

1,500,000

(e)

Liberty

Costa

Rica

Senior

Secured

Finance

10

.875

01/15/31

1,600,500‌

1,025,000

(e),(f)

Millicom

International

Cellular

S.A.

7

.375

04/02/32

1,026,538‌

370,000

Orange

S.A.

5

.375

01/13/42

354,748‌

220,000

(e)

Sable

International

Finance

Ltd

7

.125

10/15/32

215,565‌

1,650,000

(e)

Sitios

Latinoamerica

SAB

de

C.V.

6

.000

11/25/29

1,640,348‌

3,575,000

(e)

Sitios

Latinoamerica

SAB

de

C.V.

5

.375

04/04/32

3,354,377‌

1,175,000

(e)

Telecomunicaciones

Digitales

S.A.

4

.500

01/30/30

1,067,366‌

1,150,000

Telefonica

Emisiones

S.A.

4

.895

03/06/48

974,428‌

3,000,000

(e)

Telefonica

Moviles

Chile

S.A.

3

.537

11/18/31

2,273,132‌

800,000

T-Mobile

USA,

Inc

2

.250

02/15/26

777,022‌

10,850,000

T-Mobile

USA,

Inc

2

.625

02/15/29

9,862,682‌

8,650,000

T-Mobile

USA,

Inc

3

.875

04/15/30

8,139,541‌

3,750,000

T-Mobile

USA,

Inc

5

.050

07/15/33

3,671,948‌

750,000

T-Mobile

USA,

Inc

3

.000

02/15/41

534,856‌

3,000,000

T-Mobile

USA,

Inc

3

.300

02/15/51

1,978,622‌

1,550,000

(e)

Turk

Telekomunikasyon

AS.

7

.375

05/20/29

1,578,954‌

1,700,000

Verizon

Communications,

Inc

1

.750

01/20/31

1,400,881‌

9,800,000

Verizon

Communications,

Inc

2

.550

03/21/31

8,439,459‌

8,158,000

Verizon

Communications,

Inc

2

.355

03/15/32

6,765,453‌

2,835,000

(e)

Vmed

O2

UK

Financing

I

plc

4

.750

07/15/31

2,437,187‌

2,620,000

Vodafone

Group

plc

4

.250

09/17/50

2,032,851‌

6,000,000

Vodafone

Group

plc

4

.125

06/04/81

5,311,126‌

760,000

(e)

Windstream

Escrow

LLC

8

.250

10/01/31

784,945‌

TOTAL

TELECOMMUNICATION

SERVICES

109,088,888‌

TRANSPORTATION

-

0.9%

3,600,000

(e)

Adani

Ports

&

Special

Economic

Zone

Ltd

3

.100

02/02/31

2,726,997‌

1,400,000

(e)

Aeropuerto

Internacional

de

Tocumen

S.A.

4

.000

08/11/41

1,045,800‌

2,000,000

(e),(f)

Aeropuertos

Dominicanos

Siglo

XXI

S.A.

7

.000

06/30/34

2,038,370‌

5,000,000

(e),(f)

Brightline

East

LLC

11

.000

01/31/30

4,771,900‌

1,800,000

Burlington

Northern

Santa

Fe

LLC

3

.050

02/15/51

1,181,740‌

5,500,000

Canadian

Pacific

Railway

Co

2

.050

03/05/30

4,776,338‌

750,000

Canadian

Pacific

Railway

Co

3

.100

12/02/51

487,326‌

2,750,000

(e)

Cargo

Aircraft

Management,

Inc

4

.750

02/01/28

2,727,823‌

2,300,000

(e)

ENA

Master

Trust

4

.000

05/19/48

1,697,400‌

249

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.9%

(continued)

$

1,110,000

(e)

Genesee

&

Wyoming,

Inc

6

.250

%

04/15/32

$

1,116,692‌

2,100,000

(e)

Grupo

Aeromexico

SAB

de

C.V.

8

.250

11/15/29

2,068,248‌

975,000

(e)

Kingston

Airport

Revenue

Finance

Ltd

6

.750

12/15/36

979,387‌

636,306

(e)

Lima

Metro

Line

2

Finance

Ltd

4

.350

04/05/36

581,855‌

2,260,000

(e)

Misc

Capital

Two

Labuan

Ltd

3

.750

04/06/27

2,197,912‌

3,200,000

(e)

Rumo

Luxembourg

Sarl

4

.200

01/18/32

2,681,532‌

2,000,000

(e)

Transnet

SOC

Ltd

8

.250

02/06/28

2,037,640‌

1,550,000

Union

Pacific

Corp

2

.891

04/06/36

1,250,066‌

1,880,000

Union

Pacific

Corp

3

.839

03/20/60

1,343,571‌

3,940,000

(e)

XPO,

Inc

6

.250

06/01/28

3,964,058‌

TOTAL

TRANSPORTATION

39,674,655‌

UTILITIES

-

3.0%

2,030,000

(e)

Adani

Electricity

Mumbai

Ltd

3

.867

07/22/31

1,553,146‌

325,000

AEP

Transmission

Co

LLC

3

.100

12/01/26

315,664‌

350,000

AEP

Transmission

Co

LLC

4

.000

12/01/46

275,400‌

2,285,000

AEP

Transmission

Co

LLC

2

.750

08/15/51

1,372,352‌

700,000

Alabama

Power

Co

4

.150

08/15/44

575,327‌

2,973,118

(e)

Alfa

Desarrollo

S.p.A

4

.550

09/27/51

2,191,474‌

1,350,000

Ameren

Corp

1

.750

03/15/28

1,221,347‌

3,000,000

Ameren

Illinois

Co

4

.950

06/01/33

2,944,379‌

525,000

American

Water

Capital

Corp

3

.000

12/01/26

507,294‌

1,927,000

(f)

American

Water

Capital

Corp

2

.800

05/01/30

1,730,283‌

5,000,000

American

Water

Capital

Corp

2

.300

06/01/31

4,221,859‌

500,000

American

Water

Capital

Corp

4

.000

12/01/46

390,045‌

900,000

American

Water

Capital

Corp

3

.750

09/01/47

667,268‌

3,100,000

Atmos

Energy

Corp

1

.500

01/15/31

2,542,617‌

250,000

Atmos

Energy

Corp

4

.125

10/15/44

203,583‌

3,450,000

Atmos

Energy

Corp

5

.000

12/15/54

3,107,505‌

1,325,000

Baltimore

Gas

and

Electric

Co

3

.750

08/15/47

987,408‌

7,100,000

Berkshire

Hathaway

Energy

Co

1

.650

05/15/31

5,768,210‌

850,000

(e)

California

Buyer

Ltd

6

.375

02/15/32

847,744‌

725,000

CenterPoint

Energy

Houston

Electric

LLC

3

.000

03/01/32

629,552‌

525,000

(e)

Clearway

Energy

Operating

LLC

4

.750

03/15/28

502,075‌

1,000,000

CMS

Energy

Corp

3

.600

11/15/25

991,832‌

3,050,000

CMS

Energy

Corp

4

.750

06/01/50

2,889,051‌

1,275,000

(e)

Comision

Federal

de

Electricidad

5

.700

01/24/30

1,224,000‌

1,650,000

Commonwealth

Edison

Co

2

.750

09/01/51

971,707‌

4,350,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.500

03/15/55

4,180,725‌

740,000

Consumers

Energy

Co

2

.650

08/15/52

446,081‌

1,750,000

Consumers

Energy

Co

4

.200

09/01/52

1,411,333‌

1,465,875

(e)

Continuum

Green

Energy

India

Pvt

7

.500

06/26/33

1,513,269‌

755,000

Dominion

Energy,

Inc

2

.250

08/15/31

628,354‌

3,375,000

Dominion

Energy,

Inc

3

.300

04/15/41

2,485,554‌

1,700,000

Dominion

Energy,

Inc

7

.000

06/01/54

1,795,173‌

750,000

DTE

Electric

Co

3

.650

03/01/52

548,740‌

1,875,000

DTE

Electric

Co

5

.400

04/01/53

1,818,160‌

250,000

Duke

Energy

Corp

3

.300

06/15/41

183,470‌

875,000

Duke

Energy

Corp

3

.750

09/01/46

644,219‌

5,000,000

Duke

Energy

Florida

LLC

3

.400

10/01/46

3,541,386‌

1,500,000

(e)

Empresa

de

Transmision

Electrica

S.A.

5

.125

05/02/49

1,063,725‌

2,525,000

(e)

Empresas

Publicas

de

Medellin

ESP

4

.250

07/18/29

2,250,430‌

900,000

(e)

EnfraGen

Energia

Sur

S.A.

5

.375

12/30/30

767,339‌

3,125,000

Enterprise

Products

Operating

LLC

3

.700

01/31/51

2,239,025‌

3,450,000

(e)

Eskom

Holdings

SOC

Ltd

8

.450

08/10/28

3,615,652‌

1,645,000

(e)

Ferrellgas

LP

5

.375

04/01/26

1,627,708‌

2,225,000

(e)

Ferrellgas

LP

5

.875

04/01/29

2,033,668‌

2,000,000

(e)

FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

de

Banca

Multiple

7

.250

01/31/41

1,957,900‌

3,225,000

Florida

Power

&

Light

Co

4

.800

05/15/33

3,137,283‌

1,270,000

Florida

Power

&

Light

Co

3

.990

03/01/49

992,617‌

750,000

Indiana

Michigan

Power

Co

3

.750

07/01/47

556,618‌

1,140,000

Indiana

Michigan

Power

Co

3

.250

05/01/51

748,762‌

2,000,000

(e)

Israel

Electric

Corp

Ltd

4

.250

08/14/28

1,914,100‌

Core

Plus

Bond

250

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.0%

(continued)

$

1,250,000

(e)

Israel

Electric

Corp

Ltd

3

.750

%

02/22/32

$

1,087,500‌

1,525,000

(e)

Kallpa

Generacion

SA

4

.125

08/16/27

1,479,677‌

2,400,000

(e)

Korea

Southern

Power

Co

Ltd

0

.750

01/27/26

2,295,817‌

775,000

MidAmerican

Energy

Co

3

.650

04/15/29

739,126‌

1,550,000

MidAmerican

Energy

Co

3

.650

08/01/48

1,148,599‌

1,000,000

Nevada

Power

Co

5

.450

05/15/41

965,206‌

8,135,000

NiSource,

Inc

1

.700

02/15/31

6,651,797‌

1,400,000

Northern

States

Power

Co

3

.600

09/15/47

1,034,373‌

1,955,000

(e)

NRG

Energy,

Inc

2

.450

12/02/27

1,815,310‌

1,350,000

NRG

Energy,

Inc

5

.750

01/15/28

1,345,165‌

1,200,000

(e)

NRG

Energy,

Inc

6

.000

02/01/33

1,165,470‌

960,000

(e)

NRG

Energy,

Inc

6

.250

11/01/34

941,611‌

500,000

NSTAR

Electric

Co

3

.950

04/01/30

477,928‌

1,550,000

Ohio

Power

Co

4

.150

04/01/48

1,188,779‌

1,365,000

Ohio

Power

Co

4

.000

06/01/49

1,023,108‌

600,000

(e)

Pattern

Energy

Operations

LP

4

.500

08/15/28

563,131‌

825,000

PECO

Energy

Co

3

.000

09/15/49

537,963‌

2,325,000

(f)

PECO

Energy

Co

2

.800

06/15/50

1,449,033‌

50,000

Potomac

Electric

Power

Co

7

.900

12/15/38

61,435‌

550,000

Public

Service

Co

of

Colorado

4

.750

08/15/41

478,664‌

1,410,000

Public

Service

Co

of

Colorado

4

.050

09/15/49

1,077,508‌

1,700,000

Public

Service

Electric

and

Gas

Co

4

.900

12/15/32

1,684,295‌

4,000,000

Public

Service

Electric

and

Gas

Co

5

.450

03/01/54

3,873,724‌

8,400,000

(g)

Sempra

4

.875

N/A

8,290,690‌

1,973,285

(e)

Solar

Star

Funding

LLC

3

.950

06/30/35

1,764,585‌

75,000

Southern

Co

Gas

Capital

Corp

3

.875

11/15/25

74,310‌

625,000

Southern

Co

Gas

Capital

Corp

4

.400

06/01/43

526,068‌

425,000

Southern

Co

Gas

Capital

Corp

3

.950

10/01/46

328,937‌

550,000

(e)

Superior

Plus

LP

4

.500

03/15/29

500,064‌

2,815,000

(e)

Talen

Energy

Supply

LLC

8

.625

06/01/30

2,999,947‌

2,000,000

(e)

TerraForm

Power

Operating

LLC

4

.750

01/15/30

1,848,727‌

1,413,562

(e)

UEP

Penonome

II

S.A.

6

.500

10/01/38

1,275,604‌

1,575,000

Union

Electric

Co

5

.450

03/15/53

1,508,110‌

975,000

Union

Electric

Co

5

.125

03/15/55

892,861‌

650,000

Virginia

Electric

and

Power

Co

2

.950

11/15/26

630,678‌

775,000

Virginia

Electric

and

Power

Co

3

.800

09/15/47

580,726‌

1,775,000

Virginia

Electric

and

Power

Co

5

.550

08/15/54

1,715,677‌

1,500,000

Wisconsin

Power

and

Light

Co

4

.950

04/01/33

1,456,038‌

850,000

Wisconsin

Power

and

Light

Co

4

.100

10/15/44

670,222‌

215,000

Xcel

Energy,

Inc

4

.800

09/15/41

185,015‌

TOTAL

UTILITIES

139,065,891‌

TOTAL

CORPORATE

BONDS

(Cost

$1,900,133,822)

1,786,652,763‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

39.9%

FOREIGN

GOVERNMENT

BONDS

-

2.6%

2,675,000

(e)

Angolan

Government

International

Bond

8

.750

04/14/32

2,363,940‌

INR

70,000,000

Asian

Development

Bank

6

.200

10/06/26

809,386‌

1,780,000

(e)

Bank

Gospodarstwa

Krajowego

5

.375

05/22/33

1,737,565‌

550,000

(e)

Banque

Ouest

Africaine

de

Developpement

5

.000

07/27/27

533,907‌

1,950,000

(e)

Banque

Ouest

Africaine

de

Developpement

4

.700

10/22/31

1,760,577‌

EUR

1,575,000

(e)

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

1,363,084‌

287,000

(e)

Barbados

Government

International

Bond

6

.500

10/01/29

280,399‌

BRL

5,100,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10

.000

01/01/33

634,313‌

1,705,000

Brazilian

Government

International

Bond

6

.000

10/20/33

1,591,320‌

1,500,000

Brazilian

Government

International

Bond

4

.750

01/14/50

1,021,596‌

1,050,000

Brazilian

Government

International

Bond

7

.125

05/13/54

970,801‌

3,575,000

Chile

Government

International

Bond

2

.550

01/27/32

2,990,846‌

1,400,000

Chile

Government

International

Bond

3

.500

01/31/34

1,204,252‌

1,925,000

Colombia

Government

International

Bond

3

.250

04/22/32

1,473,587‌

825,000

Colombia

Government

International

Bond

8

.000

11/14/35

829,537‌

251

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,500,000

Colombia

Government

International

Bond

5

.000

%

06/15/45

$

1,011,000‌

COP

2,290,000,000

Colombian

TES

7

.250

10/18/34

385,582‌

1,850,000

(e)

Costa

Rica

Government

International

Bond

5

.625

04/30/43

1,649,275‌

DOP

84,000,000

(e)

Dominican

Republic

Government

International

Bond

12

.000

03/05/32

1,513,720‌

600,000

(e)

Dominican

Republic

Government

International

Bond

4

.875

09/23/32

535,200‌

3,850,000

(e)

Dominican

Republic

Government

International

Bond

5

.875

01/30/60

3,253,250‌

928,125

(e)

Ecuador

Government

International

Bond

(Step

Bond)

5

.000

07/31/30

645,174‌

650,162

(e)

Ecuador

Government

International

Bond

(Step

Bond)

1

.000

07/31/35

368,286‌

188,000

(e)

Ecuador

Government

International

Bond

(Step

Bond)

5

.000

07/31/40

96,072‌

1,500,000

(e)

Egypt

Government

International

Bond

7

.053

01/15/32

1,287,075‌

2,475,000

(e)

Egypt

Government

International

Bond

8

.500

01/31/47

1,920,328‌

2,250,000

(e)

Egypt

Government

International

Bond

8

.875

05/29/50

1,796,130‌

INR

45,000,000

European

Bank

for

Reconstruction

&

Development

6

.300

10/26/27

514,273‌

1,375,000

(e)

Export-Import

Bank

of

India

3

.875

02/01/28

1,328,492‌

2,000,000

(e)

Export-Import

Bank

of

India

2

.250

01/13/31

1,686,570‌

70,400

(e),(i)

Ghana

Government

International

Bond

0

.000

07/03/26

65,672‌

532,400

(e),(i)

Ghana

Government

International

Bond

5

.000

07/03/29

459,134‌

121,871

(e),(i)

Ghana

Government

International

Bond

0

.000

01/03/30

94,482‌

765,600

(e),(i)

Ghana

Government

International

Bond

5

.000

07/03/35

537,800‌

950,000

(e)

Guatemala

Government

Bond

3

.700

10/07/33

766,175‌

600,000

(e)

Guatemala

Government

Bond

6

.125

06/01/50

531,900‌

1,250,000

(e)

Honduras

Government

International

Bond

5

.625

06/24/30

1,115,000‌

1,575,000

(e)

Honduras

Government

International

Bond

8

.625

11/27/34

1,564,762‌

710,000

(e)

Hungary

Government

International

Bond

6

.125

05/22/28

721,742‌

725,000

(e)

Hungary

Government

International

Bond

5

.250

06/16/29

712,762‌

425,000

(e)

Hungary

Government

International

Bond

2

.125

09/22/31

336,876‌

750,000

(e)

Hungary

Government

International

Bond

5

.500

03/26/36

701,727‌

225,000

Indonesia

Government

International

Bond

3

.550

03/31/32

201,579‌

IDR

14,160,000,000

International

Bank

for

Reconstruction

&

Development

6

.250

01/19/29

862,374‌

1,028,125

(e)

Iraq

Government

International

Bond

5

.800

01/15/28

1,000,366‌

1,500,000

Israel

Government

International

Bond

5

.375

03/12/29

1,495,347‌

EUR

125,000

(e)

Ivory

Coast

Government

International

Bond

4

.875

01/30/32

113,864‌

1,375,000

(e)

Ivory

Coast

Government

International

Bond

8

.250

01/30/37

1,335,537‌

715,417

(e)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5

.750

12/31/32

676,785‌

1,500,000

Jamaica

Government

International

Bond

8

.000

03/15/39

1,732,575‌

875,000

(e)

Jordan

Government

International

Bond

7

.375

10/10/47

773,797‌

925,000

(e)

Kazakhstan

Government

International

Bond

6

.500

07/21/45

996,934‌

2,500,000

(e)

Kenya

Government

International

Bond

7

.000

05/22/27

2,458,750‌

1,000,000

(e)

Kenya

Government

International

Bond

9

.750

02/16/31

987,500‌

575,000

(e)

Kenya

Government

International

Bond

6

.300

01/23/34

452,778‌

445,000

(e)

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

448,338‌

MYR

1,450,000

Malaysia

Government

Bond

3

.828

07/05/34

323,927‌

550,000

Mexico

Government

International

Bond

5

.400

02/09/28

543,961‌

525,000

(f)

Mexico

Government

International

Bond

3

.250

04/16/30

456,654‌

1,859,000

Mexico

Government

International

Bond

6

.050

01/11/40

1,719,010‌

3,000,000

Mexico

Government

International

Bond

4

.280

08/14/41

2,199,979‌

2,325,000

Mexico

Government

International

Bond

5

.000

04/27/51

1,744,832‌

2,500,000

Mexico

Government

International

Bond

6

.400

05/07/54

2,238,716‌

2,575,000

(e)

Morocco

Government

International

Bond

5

.500

12/11/42

2,285,634‌

525,000

(e)

Morocco

Government

International

Bond

4

.000

12/15/50

356,265‌

1,250,000

(e)

Nigeria

Government

International

Bond

7

.375

09/28/33

1,067,543‌

1,000,000

(e)

Nigeria

Government

International

Bond

10

.375

12/09/34

1,021,000‌

800,000

(e)

Oman

Government

International

Bond

6

.000

08/01/29

809,120‌

1,350,000

(e)

Oman

Government

International

Bond

6

.500

03/08/47

1,336,746‌

2,675,000

(e)

OPEC

Fund

for

International

Development

4

.500

01/26/26

2,666,623‌

1,500,000

Oriental

Republic

of

Uruguay

5

.250

09/10/60

1,364,505‌

1,800,000

Panama

Bonos

del

Tesoro

3

.362

06/30/31

1,442,700‌

2,250,000

Panama

Government

International

Bond

4

.500

04/01/56

1,322,846‌

500,000

(e)

Paraguay

Government

International

Bond

6

.000

02/09/36

495,500‌

1,475,000

(e)

Paraguay

Government

International

Bond

5

.400

03/30/50

1,248,588‌

780,000

Peruvian

Government

International

Bond

5

.875

08/08/54

743,215‌

3,040,000

Philippine

Government

International

Bond

4

.200

03/29/47

2,445,546‌

Core

Plus

Bond

252

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,769,555

(e)

Provincia

de

Buenos

Aires

(Step

Bond)

6

.375

%

09/01/37

$

1,177,639‌

5,000,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

3,549,092‌

PLN

3,775,000

Republic

of

Poland

Government

International

Bond

6

.000

10/25/33

924,215‌

3,248,000

Republic

of

Poland

Government

International

Bond

5

.500

04/04/53

3,000,817‌

1,500,000

Republic

of

South

Africa

Government

International

Bond

4

.300

10/12/28

1,403,064‌

1,500,000

(e)

Republic

of

South

Africa

Government

International

Bond

7

.100

11/19/36

1,462,037‌

ZAR

9,300,000

Republic

of

South

Africa

Government

International

Bond

8

.750

01/31/44

399,798‌

2,150,000

Republic

of

South

Africa

Government

International

Bond

5

.375

07/24/44

1,611,924‌

UZS

5,990,000,000

(e)

Republic

of

Uzbekistan

International

Bond

16

.625

05/29/27

471,072‌

1,115,000

(e)

Republic

of

Uzbekistan

International

Bond

7

.850

10/12/28

1,151,318‌

1,000,000

(e)

Republic

of

Uzbekistan

International

Bond

3

.700

11/25/30

833,080‌

750,000

(e),(i)

Romanian

Government

International

Bond

5

.875

01/30/29

730,294‌

1,100,000

(e)

Romanian

Government

International

Bond

5

.750

03/24/35

981,505‌

1,425,000

(e)

Romanian

Government

International

Bond

4

.000

02/14/51

896,988‌

3,150,000

(e)

Rwanda

International

Government

Bond

5

.500

08/09/31

2,649,465‌

2,050,000

(e)

Saudi

Government

International

Bond

5

.000

01/16/34

1,990,607‌

2,000,000

(e)

Saudi

Government

International

Bond

3

.750

01/21/55

1,326,888‌

1,425,000

(e)

Senegal

Government

International

Bond

6

.750

03/13/48

965,267‌

1,225,000

(e)

Serbia

Government

International

Bond

2

.125

12/01/30

994,859‌

1,400,000

(e),(f)

Serbia

Government

International

Bond

6

.500

09/26/33

1,437,716‌

2,400,000

State

of

Israel

3

.800

05/13/60

1,554,564‌

1,000,000

Turkiye

Government

International

Bond

7

.125

07/17/32

991,250‌

1,575,000

Turkiye

Government

International

Bond

7

.625

05/15/34

1,599,310‌

1,050,000

Turkiye

Government

International

Bond

6

.500

01/03/35

981,593‌

31,684

(e)

Ukraine

Government

International

Bond

0

.000

02/01/30

17,157‌

118,400

(e)

Ukraine

Government

International

Bond

0

.000

02/01/34

48,840‌

188,513

(e)

Ukraine

Government

International

Bond

1

.750

02/01/34

105,709‌

100,057

(e)

Ukraine

Government

International

Bond

0

.000

02/01/35

59,034‌

203,014

(e)

Ukraine

Government

International

Bond

1

.750

02/01/35

111,658‌

83,380

(e)

Ukraine

Government

International

Bond

0

.000

02/01/36

48,777‌

188,513

(e)

Ukraine

Government

International

Bond

1

.750

02/01/36

101,797‌

700,529

(e)

Zambia

Government

International

Bond

5

.750

06/30/33

614,715‌

695,891

(e)

Zambia

Government

International

Bond

0

.500

12/31/53

398,711‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

121,123,763‌

MORTGAGE

BACKED

-

23.8%

24,200

Alternative

Loan

Trust

5

.000

12/25/56

9,932‌

1,487,804

(a),(e)

Bayview

Opportunity

Master

Fund

VI

Trust

3

.000

10/25/51

1,233,542‌

239,812

(a)

CHL

Mortgage

Pass-Through

Trust

6

.028

11/20/34

228,281‌

13,879

CHL

Mortgage

Pass-Through

Trust

5

.250

09/25/35

13,198‌

91,540

Citicorp

Mortgage

Securities

REMIC

Pass-Through

Certificates

Trust

Series

5

.500

07/25/35

87,862‌

32,356,633

(a),(e)

Citigroup

Mortgage

Loan

Trust

0

.156

02/25/52

267,246‌

3,626,851

(a),(e)

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

49,661‌

7,555,870

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.669

03/25/42

7,862,326‌

3,600,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

9.850%)

14

.823

03/25/42

4,110,430‌

8,665,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

9

.210

06/25/42

9,372,646‌

1,525,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7

.919

01/25/43

1,609,509‌

1,340,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

8

.110

05/25/43

1,433,221‌

800,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

9

.910

05/25/43

881,020‌

1,515,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.660

06/25/43

1,598,164‌

425,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.850%)

11

.410

06/25/43

472,703‌

2,665,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

9

.188

07/25/43

2,826,360‌

2,170,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

8

.119

10/25/43

2,276,335‌

1,025

Fannie

Mae

Pool

7

.000

05/01/26

1,062‌

332

Fannie

Mae

Pool

7

.500

01/01/29

337‌

194

Fannie

Mae

Pool

7

.500

02/01/30

198‌

706,127

Fannie

Mae

Pool

3

.500

05/01/32

687,017‌

82,625

Fannie

Mae

Pool

7

.000

07/01/32

85,615‌

19,399

Fannie

Mae

Pool

7

.000

07/01/32

20,101‌

21,660

Fannie

Mae

Pool

4

.500

10/01/33

21,237‌

1,000,370

Fannie

Mae

Pool

5

.000

05/01/35

991,993‌

593,574

Fannie

Mae

Pool

5

.000

10/01/35

588,906‌

452,230

Fannie

Mae

Pool

5

.000

02/01/36

448,859‌

253

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

475,835

Fannie

Mae

Pool

5

.500

%

11/01/38

$

478,285‌

4,694,865

Fannie

Mae

Pool

3

.000

05/01/40

4,238,579‌

1,586,080

Fannie

Mae

Pool

3

.500

05/01/40

1,467,802‌

147,983

Fannie

Mae

Pool

5

.000

09/01/40

147,456‌

285,797

Fannie

Mae

Pool

5

.000

05/01/41

284,779‌

2,041,434

Fannie

Mae

Pool

4

.000

09/01/42

1,921,049‌

519,071

Fannie

Mae

Pool

4

.500

02/01/44

498,733‌

131,986

Fannie

Mae

Pool

4

.500

03/01/44

127,621‌

4,921,634

Fannie

Mae

Pool

4

.000

05/01/44

4,636,943‌

486,002

Fannie

Mae

Pool

4

.500

06/01/44

466,956‌

1,436,174

Fannie

Mae

Pool

4

.500

10/01/44

1,379,886‌

387,767

Fannie

Mae

Pool

5

.000

11/01/44

386,386‌

396,360

Fannie

Mae

Pool

4

.000

01/01/45

371,515‌

140,460

Fannie

Mae

Pool

4

.500

03/01/45

134,805‌

1,103,093

Fannie

Mae

Pool

3

.500

05/01/45

1,004,732‌

508,291

Fannie

Mae

Pool

3

.500

01/01/46

458,883‌

342,916

Fannie

Mae

Pool

4

.000

04/01/46

321,407‌

241,376

Fannie

Mae

Pool

3

.500

06/01/46

217,768‌

2,769,073

Fannie

Mae

Pool

3

.500

07/01/46

2,498,243‌

3,382,285

Fannie

Mae

Pool

3

.500

07/01/46

3,078,444‌

65,833

Fannie

Mae

Pool

3

.000

08/01/46

57,108‌

1,333,232

Fannie

Mae

Pool

3

.000

10/01/46

1,138,376‌

936,260

Fannie

Mae

Pool

3

.500

10/01/46

843,940‌

1,308,991

Fannie

Mae

Pool

4

.500

05/01/47

1,269,085‌

999,349

Fannie

Mae

Pool

3

.500

11/01/47

907,084‌

8,348,854

Fannie

Mae

Pool

3

.500

01/01/48

7,512,940‌

4,384,353

Fannie

Mae

Pool

4

.500

01/01/48

4,190,776‌

823,875

Fannie

Mae

Pool

4

.500

02/01/48

787,494‌

2,872,570

Fannie

Mae

Pool

4

.500

05/01/48

2,744,841‌

1,998,511

Fannie

Mae

Pool

4

.500

05/01/48

1,909,022‌

5,342,697

Fannie

Mae

Pool

2

.500

08/01/51

4,399,639‌

2,947,583

Fannie

Mae

Pool

3

.000

09/01/51

2,546,957‌

3,923,459

Fannie

Mae

Pool

2

.500

12/01/51

3,235,184‌

7,930,003

Fannie

Mae

Pool

2

.500

02/01/52

6,548,788‌

1,832,842

Fannie

Mae

Pool

2

.500

02/01/52

1,504,458‌

13,637,598

Fannie

Mae

Pool

3

.500

02/01/52

12,197,486‌

6,968,677

Fannie

Mae

Pool

3

.000

04/01/52

5,982,695‌

277,285

Fannie

Mae

Pool

3

.000

04/01/52

236,016‌

822,641

Fannie

Mae

Pool

3

.500

04/01/52

729,130‌

2,698,235

Fannie

Mae

Pool

3

.000

05/01/52

2,313,952‌

24,524,079

Fannie

Mae

Pool

4

.000

05/01/52

22,475,195‌

7,543,186

Fannie

Mae

Pool

3

.500

06/01/52

6,700,151‌

4,795,710

Fannie

Mae

Pool

3

.500

06/01/52

4,250,845‌

9,962,965

Fannie

Mae

Pool

4

.000

06/01/52

9,127,613‌

2,798,441

Fannie

Mae

Pool

4

.500

06/01/52

2,637,580‌

19,780,534

Fannie

Mae

Pool

4

.000

07/01/52

18,110,228‌

22,864,544

Fannie

Mae

Pool

4

.000

07/01/52

20,943,949‌

2,598,366

Fannie

Mae

Pool

4

.500

07/01/52

2,448,383‌

1,783,817

Fannie

Mae

Pool

4

.500

07/01/52

1,681,287‌

16,009,738

Fannie

Mae

Pool

4

.500

07/01/52

15,088,423‌

23,830,885

Fannie

Mae

Pool

5

.000

08/01/52

23,077,552‌

55,435,293

Fannie

Mae

Pool

4

.000

09/01/52

50,778,722‌

76,210,998

Fannie

Mae

Pool

4

.500

09/01/52

71,825,257‌

16,531,397

Fannie

Mae

Pool

5

.000

09/01/52

16,007,529‌

24,457,895

Fannie

Mae

Pool

4

.000

10/01/52

22,400,911‌

17,133,791

Fannie

Mae

Pool

4

.500

10/01/52

16,148,401‌

8,359,121

Fannie

Mae

Pool

5

.000

10/01/52

8,093,581‌

4,156,244

Fannie

Mae

Pool

4

.000

11/01/52

3,806,485‌

33,052,205

Fannie

Mae

Pool

4

.500

11/01/52

31,153,703‌

5,235,381

Fannie

Mae

Pool

5

.500

12/01/52

5,180,288‌

140,678

Fannie

Mae

Pool

5

.000

01/01/53

136,198‌

12,885,283

Fannie

Mae

Pool

5

.000

02/01/53

12,472,962‌

Core

Plus

Bond

254

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

8,019,426

Fannie

Mae

Pool

5

.500

%

02/01/53

$

7,921,747‌

15,564,813

Fannie

Mae

Pool

5

.000

04/01/53

15,028,250‌

2,757,748

Fannie

Mae

Pool

5

.000

06/01/53

2,681,094‌

15,722,003

Fannie

Mae

Pool

5

.500

06/01/53

15,530,111‌

26,888,189

Fannie

Mae

Pool

5

.000

08/01/53

25,966,796‌

44,830,332

Fannie

Mae

Pool

5

.500

10/01/53

44,268,581‌

727,799

Fannie

Mae

Pool

6

.000

03/01/54

731,410‌

35,847,153

Fannie

Mae

Pool

5

.500

05/01/54

35,386,921‌

768,735

Fannie

Mae

Pool

5

.000

11/01/54

742,217‌

295,387

(a)

Fannie

Mae

REMIC

Trust

2

.413

12/25/42

153,129‌

3,342

Fannie

Mae

REMICS

7

.000

07/25/26

3,337‌

1,706,472

(a)

Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

1

.267

09/25/43

161,231‌

1,265,850

Fannie

Mae

REMICS

3

.000

07/25/45

1,108,387‌

2,508,700

Fannie

Mae

REMICS

3

.500

02/25/48

2,140,493‌

1,834,363

Fannie

Mae

REMICS

4

.000

07/25/48

1,679,800‌

4,708,219

Fannie

Mae

REMICS

2

.000

08/25/50

603,516‌

8,525,454

Fannie

Mae

REMICS

2

.000

08/25/50

5,558,536‌

3,896,352

Fannie

Mae

REMICS

2

.000

10/25/50

2,546,002‌

11,717,884

Fannie

Mae

REMICS

2

.500

11/25/50

1,634,872‌

3,987,903

Fannie

Mae

REMICS

3

.000

12/25/50

688,865‌

73,486

Fannie

Mae

REMICS

3

.000

02/25/51

12,399‌

4,700,390

Fannie

Mae

REMICS

2

.500

11/25/51

561,279‌

6,426,938

Fannie

Mae

REMICS

3

.500

04/25/52

4,738,965‌

1,537,036

Fannie

Mae

REMICS

4

.000

05/25/52

1,179,093‌

4,083,789

Fannie

Mae

REMICS

4

.500

07/25/52

3,805,618‌

2,407,659

Fannie

Mae

REMICS

4

.500

08/25/52

1,965,682‌

1,822,111

Fannie

Mae

REMICS

4

.000

09/25/52

1,493,242‌

2,118,478

Fannie

Mae

REMICS

4

.000

09/25/52

1,820,008‌

1,759,087

Fannie

Mae

REMICS

4

.500

10/25/52

1,573,587‌

2,008,014

Fannie

Mae

REMICS

4

.500

10/25/52

1,858,572‌

3,232,340

Fannie

Mae

REMICS

5

.500

11/25/52

3,091,150‌

267

Freddie

Mac

Gold

Pool

8

.000

01/01/31

268‌

76,266

Freddie

Mac

Gold

Pool

7

.000

12/01/33

79,112‌

13,367

Freddie

Mac

Gold

Pool

4

.500

10/01/34

13,081‌

16,416

Freddie

Mac

Gold

Pool

7

.000

05/01/35

17,029‌

780,181

Freddie

Mac

Gold

Pool

5

.000

06/01/36

775,240‌

320,079

Freddie

Mac

Gold

Pool

4

.500

10/01/44

307,600‌

100,444

Freddie

Mac

Gold

Pool

4

.500

11/01/44

96,528‌

55,475

Freddie

Mac

Gold

Pool

4

.500

11/01/44

53,313‌

51,603

Freddie

Mac

Gold

Pool

4

.500

12/01/44

49,137‌

50,080

Freddie

Mac

Gold

Pool

4

.500

12/01/44

48,128‌

466,427

Freddie

Mac

Gold

Pool

3

.500

04/01/45

423,529‌

1,696,629

Freddie

Mac

Gold

Pool

3

.500

08/01/45

1,547,414‌

958,941

Freddie

Mac

Gold

Pool

3

.500

10/01/45

866,882‌

979,324

Freddie

Mac

Gold

Pool

4

.500

06/01/47

942,198‌

1,041,242

Freddie

Mac

Gold

Pool

4

.000

09/01/47

977,193‌

1,234,275

Freddie

Mac

Gold

Pool

3

.500

12/01/47

1,112,743‌

6,739,743

Freddie

Mac

Gold

Pool

4

.500

08/01/48

6,479,321‌

31,428,847

Freddie

Mac

Pool

3

.000

11/01/49

27,205,581‌

4,193,603

Freddie

Mac

Pool

2

.500

11/01/51

3,421,787‌

4,999,121

Freddie

Mac

Pool

3

.000

11/01/51

4,343,530‌

3,267,024

Freddie

Mac

Pool

3

.000

11/01/51

2,817,986‌

627,749

Freddie

Mac

Pool

3

.000

11/01/51

546,657‌

895,992

Freddie

Mac

Pool

3

.000

11/01/51

779,081‌

2,780,893

Freddie

Mac

Pool

3

.000

02/01/52

2,368,905‌

3,793,598

Freddie

Mac

Pool

3

.000

03/01/52

3,228,040‌

5,618,769

Freddie

Mac

Pool

2

.500

04/01/52

4,622,960‌

2,079,143

Freddie

Mac

Pool

3

.000

04/01/52

1,786,971‌

2,859,908

Freddie

Mac

Pool

4

.000

04/01/52

2,620,490‌

211,005

Freddie

Mac

Pool

3

.000

05/01/52

179,454‌

3,464,054

Freddie

Mac

Pool

3

.500

05/01/52

3,081,988‌

482,441

Freddie

Mac

Pool

3

.000

06/01/52

412,783‌

255

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,777,561

Freddie

Mac

Pool

3

.000

%

06/01/52

$

4,064,118‌

405,658

Freddie

Mac

Pool

3

.500

06/01/52

360,072‌

5,881,115

Freddie

Mac

Pool

4

.500

06/01/52

5,540,900‌

6,079,865

Freddie

Mac

Pool

4

.500

07/01/52

5,723,160‌

5,881,949

Freddie

Mac

Pool

4

.500

07/01/52

5,541,893‌

12,222,140

Freddie

Mac

Pool

5

.500

08/01/53

12,111,667‌

3,734,260

Freddie

Mac

REMICS

3

.500

01/15/47

3,206,004‌

681,128

Freddie

Mac

REMICS

4

.000

10/15/47

622,919‌

1,253,752

Freddie

Mac

REMICS

4

.000

11/15/47

1,159,393‌

3,434,268

Freddie

Mac

REMICS

4

.000

01/15/48

3,175,287‌

3,489,488

Freddie

Mac

REMICS

4

.000

03/15/48

3,203,392‌

1,013,172

Freddie

Mac

REMICS

4

.000

04/15/48

936,659‌

3,187,429

Freddie

Mac

REMICS

4

.000

04/15/48

2,912,060‌

2,546,198

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

2

.381

06/15/48

2,235,224‌

1,806,529

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

2

.301

10/15/48

1,489,130‌

3,080,534

Freddie

Mac

REMICS

2

.000

09/25/50

1,971,620‌

2,050,607

Freddie

Mac

REMICS

2

.000

09/25/50

265,609‌

2,871,548

Freddie

Mac

REMICS

3

.000

10/25/50

1,952,312‌

13,415,850

Freddie

Mac

REMICS

2

.500

02/25/51

2,220,790‌

3,649,330

Freddie

Mac

REMICS

2

.500

05/25/51

2,197,075‌

1,475,764

Freddie

Mac

REMICS

4

.000

08/25/52

1,187,853‌

2,710,542

Freddie

Mac

REMICS

4

.500

10/25/52

2,413,442‌

3,283,022

Freddie

Mac

REMICS

5

.500

11/25/52

3,187,940‌

1,675,344

Freddie

Mac

REMICS

5

.500

02/25/53

1,639,325‌

2,000,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.500%)

12

.069

10/25/41

2,154,306‌

4,425,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

11

.669

01/25/42

4,737,223‌

890,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

9

.319

02/25/42

936,831‌

4,982,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

8.500%)

13

.788

02/25/42

5,497,079‌

6,705,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

2.900%)

7

.469

04/25/42

6,950,431‌

10,590,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7

.919

05/25/42

11,089,349‌

14,620,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

9

.234

06/25/42

15,693,672‌

7,305,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8

.569

07/25/42

7,788,980‌

625,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.550%)

8

.119

08/25/42

657,739‌

6,335,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

8

.269

09/25/42

6,696,381‌

510,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

8

.444

03/25/43

535,782‌

285,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7

.810

04/25/43

300,899‌

1,795,000

(a),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

8

.069

05/25/43

1,908,175‌

12,859

(a),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3

.787

02/25/48

12,452‌

226,398

(a),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3

.846

05/25/48

220,597‌

219,003

(a),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3

.846

05/25/48

212,973‌

1,186,705

(a)

Freddie

Mac

Strips,

(SOFR30A

+

5.806%)

1

.208

03/15/44

101,765‌

31,910

Ginnie

Mae

I

Pool

5

.000

02/15/33

31,970‌

58,193

Ginnie

Mae

I

Pool

5

.000

09/15/33

58,564‌

2,889,885

Ginnie

Mae

I

Pool

3

.700

10/15/33

2,803,546‌

6,515

Ginnie

Mae

I

Pool

5

.500

04/15/34

6,631‌

8,385

Ginnie

Mae

I

Pool

5

.000

04/15/38

8,339‌

737,795

Ginnie

Mae

II

Pool

4

.500

12/20/45

724,241‌

2,637,164

Ginnie

Mae

II

Pool

2

.500

02/20/52

2,139,721‌

21,354,022

Ginnie

Mae

II

Pool

3

.500

07/20/52

19,098,469‌

4,227,629

Ginnie

Mae

II

Pool

4

.000

08/20/52

3,896,230‌

11,721,704

Ginnie

Mae

II

Pool

4

.500

08/20/52

11,104,771‌

20,156,888

Ginnie

Mae

II

Pool

4

.000

09/20/52

18,589,334‌

6,545,590

Government

National

Mortgage

Association

5

.000

01/20/40

1,397,360‌

3,005,074

Government

National

Mortgage

Association

4

.500

03/20/40

537,710‌

4,879,840

Government

National

Mortgage

Association

5

.000

03/20/40

981,391‌

3,250,050

Government

National

Mortgage

Association

2

.500

12/20/43

2,837,411‌

1,155,040

Government

National

Mortgage

Association

3

.000

03/20/45

1,011,870‌

1,754,291

Government

National

Mortgage

Association

4

.000

06/20/46

207,430‌

1,709,680

Government

National

Mortgage

Association

5

.000

09/20/46

324,635‌

2,604,102

(a)

Government

National

Mortgage

Association,

(TSFR1M

+

5.986%)

1

.615

03/20/50

335,161‌

5,527,656

Government

National

Mortgage

Association

3

.000

11/20/51

3,881,368‌

7,860,582

Government

National

Mortgage

Association

3

.000

12/20/51

5,492,115‌

Core

Plus

Bond

256

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,144,334

Government

National

Mortgage

Association

3

.000

%

01/20/52

$

3,665,464‌

6,504,743

Government

National

Mortgage

Association

3

.000

02/20/52

4,301,868‌

4,526,582

Government

National

Mortgage

Association

4

.000

04/20/52

3,715,411‌

4,827,452

Government

National

Mortgage

Association

5

.000

04/20/52

908,106‌

2,312,764

Government

National

Mortgage

Association

4

.000

07/20/52

1,823,675‌

3,653,828

Government

National

Mortgage

Association

4

.500

09/20/52

3,279,087‌

3,567,958

Government

National

Mortgage

Association

4

.500

09/20/52

3,206,451‌

2,948,406

Government

National

Mortgage

Association

4

.500

09/20/52

2,687,878‌

2,043,647

Government

National

Mortgage

Association

4

.500

09/20/52

1,741,661‌

2,405,116

Government

National

Mortgage

Association

4

.500

02/20/53

2,109,215‌

2,123,208

Government

National

Mortgage

Association

5

.500

02/20/53

2,035,837‌

4,323,891

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

2

.345

05/20/53

329,424‌

16,376,425

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

26.100%)

6

.070

07/20/53

16,730,960‌

3,208,466

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

5

.247

08/20/53

3,313,499‌

36,338,963

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.150

08/25/51

286,191‌

6,656,542

(a),(e)

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

5,293,909‌

3,876,928

(a),(e)

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

3,082,331‌

1,227,444

(a),(e)

GS

Mortgage-Backed

Securities

Trust

2

.829

05/28/52

975,791‌

3,442,620

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.000

08/26/52

2,854,286‌

189,607

GSR

Mortgage

Loan

Trust

6

.000

01/25/35

168,048‌

49,732

(a)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5

.113

03/25/35

44,939‌

4,810,000

(a),(e)

Imperial

Fund

Mortgage

Trust

2

.383

06/25/56

3,585,985‌

97,337

(a)

JP

Morgan

Mortgage

Trust

7

.129

11/25/33

94,472‌

174,468

(a),(e)

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

154,696‌

292,948

(a),(e)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

255,177‌

87,677

(a),(e)

JP

Morgan

Mortgage

Trust

4

.000

01/25/49

80,185‌

10,086,117

(a),(e)

JP

Morgan

Mortgage

Trust

0

.122

06/25/51

64,869‌

17,757,488

(a),(e)

JP

Morgan

Mortgage

Trust

0

.108

11/25/51

99,875‌

2,117,970

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

1,683,881‌

17,702,367

(a),(e)

JP

Morgan

Mortgage

Trust

0

.116

12/25/51

107,075‌

2,463,927

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

1,958,932‌

3,581,642

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

2,847,565‌

4,177,784

(a),(e)

JP

Morgan

Mortgage

Trust

0

.500

04/25/52

116,210‌

2,077,201

(a),(e)

JP

Morgan

Mortgage

Trust

3

.343

04/25/52

1,704,360‌

2,024,160

(a),(e)

JP

Morgan

Mortgage

Trust

3

.343

04/25/52

1,594,203‌

1,329,409

(a),(e)

JP

Morgan

Mortgage

Trust

3

.343

04/25/52

1,079,366‌

5,232,393

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

4,159,986‌

1,293,177

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

06/25/52

1,078,632‌

7,995,614

(e)

JP

Morgan

Mortgage

Trust

0

.224

07/25/52

87,897‌

5,695,759

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

4,528,382‌

2,066,062

(a),(e)

JP

Morgan

Mortgage

Trust

3

.250

07/25/52

1,770,332‌

5,843,132

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

4,844,556‌

3,837,605

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

3,181,769‌

2,124,597

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

11/25/52

1,761,509‌

3,332,779

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

04/25/53

2,763,216‌

1,043,551

(a),(e)

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

998,525‌

1,460,971

(a),(e)

JP

Morgan

Mortgage

Trust

5

.500

06/25/53

1,421,806‌

3,153,894

(a),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

2,510,478‌

2,545,680

(a),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,025,327‌

2,720,246

(a),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,380,682‌

650,000

(a),(e)

NLT

Trust

2

.569

08/25/56

459,143‌

2,296,345

(a),(e)

OBX

3

.000

01/25/52

1,903,906‌

2,700,000

(a),(e)

OBX

Trust

2

.451

05/25/61

1,568,611‌

1,038,831

(a),(e)

RCKT

Mortgage

Trust

3

.007

09/25/51

803,114‌

5,805,296

(a),(e)

RCKT

Mortgage

Trust

2

.500

02/25/52

4,618,946‌

2,373,005

(a),(e)

RCKT

Mortgage

Trust

3

.000

05/25/52

1,967,464‌

82,993

(a),(e)

Sequoia

Mortgage

Trust

4

.000

06/25/49

76,682‌

564,446

(a),(e)

Sequoia

Mortgage

Trust

3

.500

12/25/49

495,043‌

2,225,621

(a),(e)

Sequoia

Mortgage

Trust

2

.500

06/25/51

1,769,468‌

238,950

(a),(e)

Shellpoint

Co-Originator

Trust

3

.500

10/25/47

213,705‌

13,031,000

(a),(e)

Verus

Securitization

Trust

3

.288

11/25/66

9,846,831‌

965,000

(a),(e)

Verus

Securitization

Trust

7

.525

02/25/68

975,506‌

257

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

301,209

(e)

Verus

Securitization

Trust

(Step

Bond)

2

.733

%

05/25/65

$

291,458‌

1,143,716

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

08/25/51

948,258‌

7,367,589

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.312

08/25/51

6,016,780‌

TOTAL

MORTGAGE

BACKED

1,098,467,705‌

MUNICIPAL

BONDS

-

0.1%

4,195,000

(e)

Virgin

Islands

Water

&

Power

Authority-Electric

System

10

.250

07/01/26

4,185,501‌

TOTAL

MUNICIPAL

BONDS

4,185,501‌

U.S.

TREASURY

SECURITIES

-

13.4%

8,004,000

United

States

Treasury

Note/Bond

4

.250

11/30/26

8,002,408‌

2,470,000

United

States

Treasury

Note/Bond

4

.000

12/15/27

2,451,004‌

3,284,000

United

States

Treasury

Note/Bond

4

.125

11/30/29

3,246,690‌

1,050,000

United

States

Treasury

Note/Bond

3

.500

04/30/30

1,004,800‌

300

United

States

Treasury

Note/Bond

4

.250

02/28/31

297‌

33,286,000

United

States

Treasury

Note/Bond

4

.125

11/30/31

32,575,337‌

37,595,000

United

States

Treasury

Note/Bond

4

.250

11/15/34

36,615,146‌

30,500,000

United

States

Treasury

Note/Bond

1

.750

08/15/41

19,749,763‌

14,775,000

United

States

Treasury

Note/Bond

2

.000

11/15/41

9,920,227‌

1,823,000

United

States

Treasury

Note/Bond

3

.250

05/15/42

1,482,810‌

9,440,000

United

States

Treasury

Note/Bond

3

.875

05/15/43

8,308,182‌

320,955,000

United

States

Treasury

Note/Bond

4

.125

08/15/44

290,454,579‌

20,000,000

United

States

Treasury

Note/Bond

4

.625

11/15/44

19,392,198‌

135,110,000

United

States

Treasury

Note/Bond

2

.250

02/15/52

81,909,116‌

105,474,000

United

States

Treasury

Note/Bond

4

.375

08/15/54

96,318,943‌

10,560,000

United

States

Treasury

Note/Bond

4

.500

11/15/54

10,068,200‌

TOTAL

U.S.

TREASURY

SECURITIES

621,499,700‌

TOTAL

GOVERNMENT

BONDS

(Cost

$2,005,936,348)

1,845,276,669‌

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

1.1%

1,982,716

(f),(j)

Nuveen

Ultra

Short

Income

ETF

49,964,443‌

TOTAL

INVESTMENT

COMPANIES

(Cost

$50,010,855)

49,964,443‌

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

34,686

(f)

Morgan

Stanley

870,619‌

139,125

Morgan

Stanley

3,578,295‌

TOTAL

FINANCIAL

SERVICES

4,448,914‌

TOTAL

PREFERRED

STOCKS

(Cost

$4,394,529)

4,448,914‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

13.4%

ASSET

BACKED

-

4.4%

1,253,500

(e)

AASET

Trust

6

.413

01/16/40

626,760‌

Series

-

2020

1A

(Class

C)

2,100,000

(a),(e)

AGL

CLO

19

Ltd,

(TSFR3M

+

2.750%)

7

.367

07/21/35

2,109,030‌

Series

-

2022

19A

(Class

B1)

3,000,000

(a),(e)

Apidos

CLO

XXIV,

(TSFR3M

+

1.612%)

6

.229

10/20/30

3,003,117‌

Series

-

2016

24A

(Class

A2LX)

1,000,000

(a),(e)

Apidos

CLO

XXIX,

(TSFR3M

+

1.812%)

6

.437

07/25/30

1,001,944‌

Series

-

2018

29A

(Class

A2)

2,182,193

(e)

Apollo

aviation

securitization

2

.798

01/15/47

1,986,080‌

Series

-

2021

2A

(Class

A)

1,500,000

(a),(e)

Ashford

Hospitality

Trust,

(TSFR1M

+

2.147%)

6

.545

06/15/35

1,486,565‌

Series

-

2018

KEYS

(Class

C)

2,797,000

(e)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2

.130

08/20/27

2,657,385‌

Series

-

2021

1A

(Class

C)

Core

Plus

Bond

258

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

5,075,000

(e)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

4

.080

%

02/20/28

$

4,774,492‌

Series

-

2021

2A

(Class

D)

827,479

(e)

BRE

Grand

Islander

Timeshare

Issuer

LLC

3

.280

09/26/33

811,268‌

Series

-

2019

A

(Class

A)

407,128

(e)

British

Airways

Pass

Through

Trust

8

.375

11/15/28

420,761‌

Series

-

2020

A

(Class

A)

1,676,823

(e)

British

Airways

Pass

Through

Trust

3

.800

09/20/31

1,605,257‌

Series

-

2018

1

(Class

AA)

5,100,000

(e)

Capital

Automotive

REIT

4

.520

02/15/50

4,854,682‌

Series

-

2020

1A

(Class

B2)

3,138,960

(e)

Capital

Automotive

REIT

1

.920

08/15/51

2,958,717‌

Series

-

2021

1A

(Class

A3)

2,450,000

(e)

Cars

Net

Lease

Mortgage

Notes

Series

3

.100

12/15/50

2,277,364‌

Series

-

2020

1A

(Class

A3)

2,500,000

(e)

Cars

Net

Lease

Mortgage

Notes

Series

4

.690

12/15/50

2,276,552‌

Series

-

2020

1A

(Class

B1)

1,250,000

(a),(e)

Cayuga

Park

CLO

Ltd,

(TSFR3M

+

6.262%)

1

.000

07/17/34

1,259,695‌

Series

-

2020

1A

(Class

ER)

193,861

(a)

C-BASS

Trust,

(TSFR1M

+

0.274%)

3

.166

07/25/36

189,463‌

Series

-

2006

CB6

(Class

A1)

6,451,318

(a),(e)

CBRE

Realty

Finance,

(LIBOR

3

M

+

0.300%)

5

.876

04/07/52

645‌

Series

-

2007

1A

(Class

A2)

4,651

Centex

Home

Equity

5

.540

01/25/32

4,659‌

Series

-

2002

A

(Class

AF6)

6,296,164

(e)

CF

Hippolyta

LLC

2

.280

07/15/60

6,103,382‌

Series

-

2020

1

(Class

B1)

2,806,290

(e)

CF

Hippolyta

LLC

2

.600

07/15/60

2,425,264‌

Series

-

2020

1

(Class

B2)

10,131,311

(e)

CF

Hippolyta

LLC

1

.530

03/15/61

9,605,033‌

Series

-

2021

1A

(Class

A1)

8,482,028

(e)

CF

Hippolyta

LLC

1

.980

03/15/61

7,907,338‌

Series

-

2021

1A

(Class

B1)

4,375,000

(a),(e)

CIFC

Funding,

(TSFR3M

+

1.712%)

6

.368

04/15/34

4,383,225‌

Series

-

2021

2A

(Class

B)

1,500,000

(a),(e)

CIFC

Funding

Ltd,

(TSFR3M

+

2.562%)

7

.209

01/17/35

1,503,430‌

Series

-

2014

4RA

(Class

BR)

1,675,000

(e)

Cologix

Data

Centers

US

Issuer

LLC

3

.300

12/26/51

1,589,904‌

Series

-

2021

1A

(Class

A2)

17,793

Countrywide

Asset-Backed

Certificates

(Step

Bond)

5

.216

10/25/27

15,480‌

Series

-

2002

S4

(Class

A5)

9,850,000

(e)

Crescendo

Royalty

Funding

LP

3

.567

12/20/51

9,424,165‌

Series

-

2021

1

(Class

A)

4,249,538

(e)

DB

Master

Finance

LLC

4

.021

05/20/49

4,188,481‌

Series

-

2019

1A

(Class

A2II)

3,079,375

(e)

DB

Master

Finance

LLC

4

.352

05/20/49

2,960,579‌

Series

-

2019

1A

(Class

A23)

2,303,750

(e)

DB

Master

Finance

LLC

2

.045

11/20/51

2,180,595‌

Series

-

2021

1A

(Class

A2I)

6,693,000

(e)

DB

Master

Finance

LLC

2

.493

11/20/51

6,042,881‌

Series

-

2021

1A

(Class

A2II)

455,963

(e)

Diamond

Resorts

Owner

Trust

2

.700

11/21/33

445,605‌

Series

-

2021

1A

(Class

C)

237,481

(e)

Diamond

Resorts

Owner

Trust

3

.830

11/21/33

231,510‌

Series

-

2021

1A

(Class

D)

2,847,425

(e)

Domino's

Pizza

Master

Issuer

LLC

4

.474

10/25/45

2,836,145‌

Series

-

2015

1A

(Class

A2II)

1,492,313

(e)

Domino's

Pizza

Master

Issuer

LLC

4

.116

07/25/48

1,483,412‌

Series

-

2018

1A

(Class

A2I)

141,127

(a),(e)

Ellington

Loan

Acquisition

Trust,

(TSFR1M

+

1.214%)

5

.553

05/25/37

140,569‌

Series

-

2007

2

(Class

A2C)

3,250,000

(a),(e)

Elmwood

CLO

26

Ltd,

(TSFR3M

+

3.600%)

8

.232

04/18/37

3,329,189‌

Series

-

2024

1A

(Class

D)

259

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

188,406

(e)

HERO

Funding

Trust

3

.280

%

09/20/48

$

164,018‌

Series

-

2017

2A

(Class

A1)

376,812

(e)

HERO

Funding

Trust

4

.070

09/20/48

336,448‌

Series

-

2017

2A

(Class

A2)

3,750,000

(e)

HIFI

A2

3

.939

02/01/62

3,605,924‌

Series

-

2022

1A

(Class

A2)

268,871

(e)

Hilton

Grand

Vacations

Trust

4

.000

02/25/32

267,165‌

Series

-

2018

AA

(Class

C)

727,668

(e)

Hilton

Grand

Vacations

Trust

2

.840

07/25/33

709,679‌

Series

-

2019

AA

(Class

C)

16,018

(a)

Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%)

3

.986

06/25/33

15,625‌

Series

-

2003

1

(Class

M1)

1,362,802

(e)

Horizon

Aircraft

Finance

II

Ltd

3

.721

07/15/39

1,294,648‌

Series

-

2019

1

(Class

A)

5,654,939

(e)

Horizon

Aircraft

Finance

III

Ltd

3

.425

11/15/39

5,255,632‌

Series

-

2019

2

(Class

A)

3,000,000

(c),(e)

Industrial

DPR

Funding

Ltd

5

.380

04/15/34

2,589,570‌

Series

-

2022

1A

(Class

1)

1,352,352

(e)

Jonah

Energy

Abs

I

LLC

7

.200

11/20/37

1,355,768‌

Series

-

2022

1

(Class

A1)

2,135,329

(e)

Lunar

Structured

Aircraft

Portfolio

Notes

5

.682

10/15/46

1,977,830‌

Series

-

2021

1

(Class

C)

1,000,000

(a),(e)

Madison

Park

Funding

XXXVI

Ltd,

(TSFR3M

+

3.500%)

5

.981

04/15/35

1,003,987‌

Series

-

2019

36A

(Class

D1R)

3,500,000

(a),(e)

Magnetite

XXIII

Ltd,

(TSFR3M

+

2.312%)

6

.937

01/25/35

3,507,528‌

Series

-

2019

23A

(Class

CR)

1,000,000

(a),(e)

Magnetite

XXIII

Ltd,

(TSFR3M

+

6.562%)

7

.484

01/25/35

1,007,040‌

Series

-

2019

23A

(Class

ER)

800,000

(a),(e)

MSCG

Trust

3

.462

06/07/35

741,267‌

Series

-

2015

ALDR

(Class

C)

4,310,000

(a),(e)

MSCG

Trust

3

.462

06/07/35

3,907,555‌

Series

-

2015

ALDR

(Class

D)

640,132

(e)

MVW

LLC

2

.230

05/20/39

599,168‌

Series

-

2021

2A

(Class

C)

362,467

(e)

MVW

Owner

Trust

3

.330

11/20/36

357,991‌

Series

-

2019

1A

(Class

C)

1,730,000

(a),(e)

Myers

Park

CLO

Ltd,

(TSFR3M

+

1.862%)

6

.479

10/20/30

1,734,910‌

Series

-

2018

1A

(Class

B1)

1,500,000

(e)

NBC

Funding

LLC

4

.970

07/30/51

1,417,359‌

Series

-

2021

1

(Class

B)

1,000,000

(e)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

4

.230

01/20/51

946,093‌

Series

-

2021

1A

(Class

B1)

1,000,000

(a),(e)

Palmer

Square

CLO

Ltd,

(TSFR3M

+

3.212%)

5

.462

01/15/35

1,005,196‌

Series

-

2021

3A

(Class

D)

2,500,000

(a),(e)

Palmer

Square

CLO

Ltd,

(TSFR3M

+

3.050%)

7

.667

04/20/35

2,515,847‌

Series

-

2022

1A

(Class

D)

600,000

(e)

Progress

Residential

Trust

2

.711

11/17/40

539,804‌

Series

-

2021

SFR9

(Class

D)

2,713,558

(e)

Purewest

Funding

LLC

4

.091

12/22/36

2,665,970‌

Series

-

2021

1

(Class

A1)

730,410

(e)

Sierra

Timeshare

Receivables

Funding

LLC

1

.790

11/20/37

707,313‌

Series

-

2021

1A

(Class

C)

132,623

(e)

SolarCity

LMC

4

.800

11/20/38

131,553‌

Series

-

2013

1

(Class

A)

5,875,000

(e)

Stack

Infrastructure

Issuer

LLC

1

.877

03/26/46

5,651,762‌

Series

-

2021

1A

(Class

A2)

2,233,888

(e)

START

Ireland

5

.095

03/15/44

2,166,961‌

Series

-

2019

1

(Class

B)

111,294

(a)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%)

5

.353

09/25/34

105,697‌

Series

-

2004

8

(Class

M1)

10,300,000

(e)

Subway

Funding

LLC

6

.028

07/30/54

10,425,412‌

Series

-

2024

1A

(Class

A2I)

Core

Plus

Bond

260

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

5,250,000

(e)

Taco

Bell

Funding

LLC

4

.970

%

05/25/46

$

5,239,957‌

Series

-

2016

1A

(Class

A23)

4,563,713

(e)

Taco

Bell

Funding

LLC

1

.946

08/25/51

4,261,902‌

Series

-

2021

1A

(Class

A2I)

4,833,900

(e)

Taco

Bell

Funding

LLC

2

.294

08/25/51

4,286,970‌

Series

-

2021

1A

(Class

A2II)

2,500,000

(a),(e)

TCW

CLO

Ltd,

(LIBOR

3

M

+

7.122%)

6

.985

07/25/34

2,515,800‌

Series

-

2021

2A

(Class

E)

3,549,916

United

Airlines

Pass

Through

Trust

3

.700

03/01/30

3,238,807‌

Series

-

2018

1

(Class

A)

8,865,718

(e)

Vine

2

.790

11/15/50

8,122,102‌

Series

-

2020

1A

(Class

A)

1,389,941

(e)

Vine

6

.420

11/15/50

1,314,247‌

Series

-

2020

1A

(Class

C)

1,832,628

(e)

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

1,705,224‌

Series

-

2018

1A

(Class

B)

6,508,932

(e)

Wendys

Funding

LLC

3

.884

03/15/48

6,235,922‌

Series

-

2018

1A

(Class

A2II)

5,604,001

(e)

Wendy's

Funding

LLC

2

.370

06/15/51

4,989,022‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

201,721,296‌

OTHER

MORTGAGE

BACKED

-

9.0%

8,000,000

(e)

225

Liberty

Street

Trust

3

.597

02/10/36

7,591,538‌

Series

-

2016

225L

(Class

A)

140,625

(a),(e)

Agate

Bay

Mortgage

Trust

3

.500

09/25/45

126,817‌

Series

-

2015

6

(Class

A9)

1,895,000

(a),(e)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.692%)

7

.012

07/15/41

1,909,761‌

Series

-

2024

IND

(Class

A)

2,000,000

(a)

BANK

3

.948

11/15/50

1,754,443‌

Series

-

2017

BNK8

(Class

B)

3,000,000

(e)

BANK

2

.500

10/17/52

2,077,947‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3

.093

10/17/52

885,615‌

Series

-

2019

BN21

(Class

AS)

1,000,000

BANK

3

.455

12/15/52

869,617‌

Series

-

2019

BN23

(Class

B)

2,000,000

BANK

1

.925

12/15/53

1,650,940‌

Series

-

2020

BN30

(Class

A4)

1,696,000

BANK

3

.011

09/15/62

1,525,189‌

Series

-

2019

BN20

(Class

A3)

4,000,000

(a)

BANK5

6

.260

04/15/56

4,133,305‌

Series

-

2023

5YR1

(Class

A3)

1,725,000

BANK5

5

.769

06/15/57

1,766,199‌

Series

-

2024

5YR7

(Class

A3)

4,500,000

(a),(e)

BBCMS

Mortgage

Trust

4

.267

08/05/38

3,659,388‌

Series

-

2018

CHRS

(Class

E)

2,500,000

(a),(e)

BBCMS

Trust

4

.957

08/10/35

2,246,286‌

Series

-

2015

SRCH

(Class

D)

1,769,000

(a),(e)

Benchmark

Mortgage

Trust

2

.791

09/15/48

1,476,164‌

Series

-

2020

IG2

(Class

AM)

2,800,000

(a),(e)

Benchmark

Mortgage

Trust

3

.129

09/15/48

2,207,674‌

Series

-

2020

IG3

(Class

AS)

5,000,000

(a),(e)

Benchmark

Mortgage

Trust

3

.536

09/15/48

4,653,003‌

Series

-

2020

IG3

(Class

BXA)

2,000,000

Benchmark

Mortgage

Trust

4

.232

01/15/52

1,916,609‌

Series

-

2018

B8

(Class

A5)

1,100,000

Benchmark

Mortgage

Trust

4

.267

03/15/52

1,040,782‌

Series

-

2019

B9

(Class

AS)

2,000,000

(a)

Benchmark

Mortgage

Trust

4

.510

05/15/53

1,941,666‌

Series

-

2018

B7

(Class

A4)

9,100,000

(e)

Benchmark

Mortgage

Trust

4

.139

07/15/53

8,710,898‌

Series

-

2020

B18

(Class

AGNF)

261

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

6,500,000

(a)

Benchmark

Mortgage

Trust

2

.563

%

02/15/54

$

4,562,721‌

Series

-

2021

B23

(Class

C)

2,000,000

Benchmark

Mortgage

Trust

2

.224

08/15/54

1,663,084‌

Series

-

2021

B28

(Class

A5)

2,000,000

Benchmark

Mortgage

Trust

5

.626

04/15/56

2,003,535‌

Series

-

2023

B38

(Class

A2)

3,540,000

Benchmark

Mortgage

Trust

3

.493

12/15/62

2,833,451‌

Series

-

2019

B14

(Class

B)

1,500,000

Benchmark

Mortgage

Trust

Series

-

2019

B12

(Class

C)

0

.000

08/15/52

1,199,090‌

3,550,000

(a),(e)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.946%)

6

.343

04/15/34

3,506,791‌

Series

-

2019

IMC

(Class

D)

2,035,437

(a),(e)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.392%)

5

.789

03/15/41

2,046,154‌

Series

-

2024

XL5

(Class

A)

2,000,000

(a),(e)

BXP

Trust

2

.775

01/15/44

1,513,783‌

Series

-

2021

601L

(Class

D)

1,800,000

(a)

CD

Mortgage

Trust

3

.879

11/10/49

1,512,008‌

Series

-

2016

CD2

(Class

B)

1,000,000

(a)

CD

Mortgage

Trust

3

.976

11/10/49

553,301‌

Series

-

2016

CD2

(Class

C)

1,400,000

(a)

CD

Mortgage

Trust

4

.536

02/10/50

536,817‌

Series

-

2017

CD3

(Class

C)

4,000,000

(a),(e)

Century

Plaza

Towers

2

.997

11/13/39

3,104,993‌

Series

-

2019

CPT

(Class

E)

216,971

(a),(e)

CF

Mortgage

Trust

2

.840

04/15/25

214,926‌

Series

-

2020

P1

(Class

A1)

8,750,000

(a),(e)

CF

Mortgage

Trust

3

.603

04/15/52

7,751,922‌

Series

-

2020

P1

(Class

A2)

5,000,000

(a)

CFCRE

Commercial

Mortgage

Trust

3

.502

11/10/49

4,767,512‌

Series

-

2016

C6

(Class

AM)

3,400,000

(a),(e)

Citigroup

Commercial

Mortgage

Trust,

(TSFR1M

+

2.014%)

6

.412

10/15/38

3,390,765‌

Series

-

2021

PRM2

(Class

D)

1,129,262

(a),(e)

Citigroup

Commercial

Mortgage

Trust

4

.445

07/10/47

1,041,814‌

Series

-

2014

GC23

(Class

D)

2,600,000

(a)

Citigroup

Commercial

Mortgage

Trust

3

.758

04/10/48

2,551,131‌

Series

-

2015

GC29

(Class

B)

1,650,000

(a)

Citigroup

Commercial

Mortgage

Trust

4

.202

04/10/48

1,605,442‌

Series

-

2015

GC29

(Class

C)

2,717,806

Citigroup

Commercial

Mortgage

Trust

4

.233

04/10/49

2,614,037‌

Series

-

2016

GC37

(Class

B)

1,670,000

Citigroup

Commercial

Mortgage

Trust

3

.018

08/10/56

1,455,604‌

Series

-

2019

GC41

(Class

AS)

3,000,000

(a),(e)

COMM

Mortgage

Trust

5

.383

08/10/46

2,560,309‌

Series

-

2013

LC13

(Class

D)

4,529,608

(a)

COMM

Mortgage

Trust

4

.585

02/10/47

4,355,351‌

Series

-

2014

CR14

(Class

B)

2,937,047

COMM

Mortgage

Trust

4

.377

05/10/47

2,867,606‌

Series

-

2014

CR17

(Class

B)

5,150,000

(a),(e)

COMM

Mortgage

Trust

4

.767

06/10/47

2,446,250‌

Series

-

2014

UBS3

(Class

D)

2,500,000

(e)

COMM

Mortgage

Trust

3

.000

03/10/48

1,709,000‌

Series

-

2015

CR22

(Class

E)

2,600,000

(a),(e)

COMM

Mortgage

Trust

4

.070

03/10/48

1,972,373‌

Series

-

2015

CR22

(Class

D)

3,340,500

(a)

COMM

Mortgage

Trust

4

.070

03/10/48

2,940,325‌

Series

-

2015

CR22

(Class

C)

2,500,000

(a)

COMM

Mortgage

Trust

4

.332

05/10/48

2,028,691‌

Series

-

2015

CR23

(Class

D)

1,500,000

(a)

COMM

Mortgage

Trust

4

.043

07/10/48

1,483,513‌

Series

-

2015

LC21

(Class

AM)

2,500,000

(a)

COMM

Mortgage

Trust

3

.463

08/10/48

2,225,700‌

Series

-

2015

CR24

(Class

D)

Core

Plus

Bond

262

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,500,000

(a)

COMM

Mortgage

Trust

4

.348

%

08/10/48

$

2,442,998‌

Series

-

2015

CR24

(Class

B)

3,000,000

(a)

COMM

Mortgage

Trust

4

.348

08/10/48

2,723,882‌

Series

-

2015

CR24

(Class

C)

3,175,000

(a)

COMM

Mortgage

Trust

4

.463

10/10/48

2,812,715‌

Series

-

2015

CR26

(Class

C)

2,500,000

(a)

COMM

Mortgage

Trust

4

.516

05/10/51

2,082,092‌

Series

-

2018

COR3

(Class

B)

5,445,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.500%)

8

.069

03/25/42

5,722,193‌

Series

-

2022

R03

(Class

1M2)

2,475,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%)

7

.569

04/25/42

2,566,858‌

Series

-

2022

R05

(Class

2M2)

2,500,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

7.000%)

11

.569

04/25/42

2,734,778‌

Series

-

2022

R05

(Class

2B2)

15,060,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%)

8

.419

05/25/42

15,972,345‌

Series

-

2022

R06

(Class

1M2)

3,565,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR

+

3.600%)

8

.169

07/25/42

3,763,658‌

Series

-

2022

R08

(Class

1M2)

5,675,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%)

9

.310

09/25/42

6,162,810‌

Series

-

2022

R09

(Class

2M2)

430,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.750%)

11

.310

09/25/42

479,950‌

Series

-

2022

R09

(Class

2B1)

9,681,000

(a),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%)

8

.310

12/25/42

10,343,426‌

Series

-

2023

R01

(Class

1M2)

738,072

CSAIL

Commercial

Mortgage

Trust

3

.505

04/15/50

736,057‌

Series

-

2015

C1

(Class

A4)

1,850,000

(a),(e)

CSMC

3

.388

10/25/59

1,723,598‌

Series

-

2019

NQM1

(Class

M1)

1,799,583

(a),(e)

CSMC

2

.130

05/25/65

1,266,581‌

Series

-

2021

NQM1

(Class

M1)

1,735,767

(a),(e)

CSMC

2

.405

10/25/66

1,503,758‌

Series

-

2021

NQM8

(Class

A3)

5,065,000

DBJPMortgage

Trust

3

.539

05/10/49

4,908,199‌

Series

-

2016

C1

(Class

AM)

1,498,256

(a),(e)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

2.233%)

6

.631

11/15/38

1,499,704‌

Series

-

2021

ELP

(Class

E)

789,889

(a),(e)

Flagstar

Mortgage

Trust

3

.972

10/25/47

703,360‌

Series

-

2017

2

(Class

B3)

29,395

(a),(e)

Flagstar

Mortgage

Trust

4

.000

09/25/48

27,225‌

Series

-

2018

5

(Class

A11)

1,217,864

(a),(e)

Flagstar

Mortgage

Trust

2

.500

04/25/51

968,256‌

Series

-

2021

2

(Class

A4)

1,612,248

(a),(e)

Flagstar

Mortgage

Trust

2

.500

06/01/51

1,281,809‌

Series

-

2021

4

(Class

A21)

1,020,001

(a),(e)

Flagstar

Mortgage

Trust

3

.343

07/25/51

807,592‌

Series

-

2021

5INV

(Class

B4)

7,635,274

(a),(e)

Flagstar

Mortgage

Trust

3

.000

10/25/51

6,330,427‌

Series

-

2021

10IN

(Class

A17)

5,200,000

(a),(e)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

2.164%)

6

.562

11/15/36

5,120,689‌

Series

-

2021

ARDN

(Class

C)

3,000,000

(a),(e)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

3.464%)

7

.862

11/15/36

2,975,424‌

Series

-

2021

ARDN

(Class

E)

2,517,740

(a),(e)

GS

Mortgage

Securities

Trust

4

.285

02/10/46

2,485,327‌

Series

-

2013

GC10

(Class

C)

2,250,000

(a)

GS

Mortgage

Securities

Trust

3

.979

10/10/49

2,072,448‌

Series

-

2016

GS3

(Class

C)

3,725,000

(a)

GS

Mortgage

Securities

Trust

3

.950

11/10/49

3,152,688‌

Series

-

2016

GS4

(Class

C)

2,000,000

(e)

GS

Mortgage

Securities

Trust

3

.000

08/10/50

1,709,582‌

Series

-

2017

GS7

(Class

D)

3,800,000

(a)

GS

Mortgage

Securities

Trust

4

.158

02/10/52

3,568,900‌

Series

-

2019

GC38

(Class

AS)

263

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,500,000

(a)

GS

Mortgage

Securities

Trust

4

.761

%

02/10/52

$

1,346,496‌

Series

-

2019

GC38

(Class

C)

1,000,000

(a)

GS

Mortgage

Securities

Trust

3

.405

02/13/53

868,424‌

Series

-

2020

GC45

(Class

B)

3,000,000

GS

Mortgage

Securities

Trust

2

.012

12/12/53

2,476,158‌

Series

-

2020

GSA2

(Class

A5)

42,445

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

39,301‌

Series

-

2019

PJ2

(Class

A1)

99,702

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

92,318‌

Series

-

2019

PJ2

(Class

A4)

221,409

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

01/25/51

185,654‌

Series

-

2020

PJ4

(Class

A4)

14,292,262

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.251

03/27/51

171,564‌

Series

-

2020

PJ5

(Class

AX1)

407,770

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

341,935‌

Series

-

2020

PJ5

(Class

A4)

951,698

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

05/25/51

759,587‌

Series

-

2020

PJ6

(Class

A4)

4,993,691

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

10/25/51

3,970,207‌

Series

-

2021

PJ5

(Class

A4)

3,457,185

(a),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

06/25/52

2,866,362‌

Series

-

2022

PJ2

(Class

A36)

261,592

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.612

05/25/50

223,486‌

Series

-

2020

PJ1

(Class

B2)

515,814

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.028

12/25/51

400,773‌

Series

-

2021

INV1

(Class

B4)

7,981,678

(a),(e)

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

6,345,790‌

Series

-

2021

PJ7

(Class

A4)

3,901,487

(a),(e)

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

3,101,856‌

Series

-

2021

PJ8

(Class

A4)

1,464,196

(a),(e)

GS

Mortgage-Backed

Securities

Trust

2

.721

01/25/52

1,135,911‌

Series

-

2021

PJ7

(Class

B2)

1,007,308

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.246

06/25/52

797,046‌

Series

-

2022

LTV1

(Class

B3)

1,991,468

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.000

07/25/52

1,651,131‌

Series

-

2022

INV1

(Class

A4)

3,529,733

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.000

09/25/52

2,926,512‌

Series

-

2022

HP1

(Class

A4)

2,458,288

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.000

10/25/52

2,038,174‌

Series

-

2022

PJ5

(Class

A36)

4,371,525

(a),(e)

GS

Mortgage-Backed

Securities

Trust

4

.352

12/25/52

3,790,884‌

Series

-

2022

LTV2

(Class

B3)

2,188,289

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

1,814,316‌

Series

-

2022

PJ6

(Class

A24)

3,225,685

(a),(e)

GS

Mortgage-Backed

Securities

Trust

3

.500

02/25/53

2,763,865‌

Series

-

2023

PJ1

(Class

A24)

170,518

(e)

GSMPS

Mortgage

Loan

Trust

7

.500

03/25/35

166,418‌

Series

-

2005

RP2

(Class

1A2)

150,335

(e)

GSMPS

Mortgage

Loan

Trust

7

.500

09/25/35

149,302‌

Series

-

2005

RP3

(Class

1A2)

5,500,000

(a),(e)

HTL

Commercial

Mortgage

Trust

7

.088

05/10/39

5,604,260‌

Series

-

2024

T53

(Class

C)

2,250,000

(a),(e)

Hudson

Yards

Mortgage

Trust

3

.443

07/10/39

1,991,929‌

Series

-

2019

30HY

(Class

D)

1,000,000

(a),(e)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

845,837‌

Series

-

2019

55HY

(Class

D)

1,490,000

(a),(e)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

1,165,165‌

Series

-

2019

55HY

(Class

F)

505,045

(a),(e)

Imperial

Fund

Mortgage

Trust

2

.051

10/25/55

472,962‌

Series

-

2020

NQM1

(Class

A3)

440,000

(a),(e)

Imperial

Fund

Mortgage

Trust

3

.531

10/25/55

392,267‌

Series

-

2020

NQM1

(Class

M1)

Core

Plus

Bond

264

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

26,102

(a)

JP

Morgan

Alternative

Loan

Trust,

(TSFR1M

+

0.674%)

5

.013

%

04/25/47

$

25,070‌

Series

-

2007

S1

(Class

A1)

218,181

(a),(e)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3

.983

01/15/46

205,963‌

Series

-

2013

C13

(Class

D)

1,000,000

(e)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3

.267

01/16/37

695,050‌

Series

-

2020

NNN

(Class

CFX)

2,140,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2

.822

08/15/49

2,072,304‌

Series

-

2016

JP2

(Class

A4)

720,978

(a),(e)

JP

Morgan

Mortgage

Trust,

(LIBOR

1

M

-

0.000%)

6

.147

12/25/44

699,969‌

Series

-

2015

1

(Class

B1)

57,422

(a),(e)

JP

Morgan

Mortgage

Trust

3

.500

05/25/45

52,137‌

Series

-

2015

3

(Class

A19)

291,325

(a),(e)

JP

Morgan

Mortgage

Trust

3

.500

10/25/45

261,627‌

Series

-

2015

6

(Class

A13)

618,113

(a),(e)

JP

Morgan

Mortgage

Trust

3

.500

09/25/48

540,009‌

Series

-

2018

3

(Class

A13)

900,601

(a),(e)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

788,293‌

Series

-

2018

5

(Class

A13)

618,981

(a),(e)

JP

Morgan

Mortgage

Trust

5

.214

10/26/48

623,321‌

Series

-

2017

5

(Class

A2)

114,194

(a),(e)

JP

Morgan

Mortgage

Trust

4

.000

02/25/49

104,498‌

Series

-

2018

9

(Class

A13)

171,749

(a),(e)

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

157,754‌

Series

-

2019

1

(Class

A15)

2,300,402

(a),(e)

JP

Morgan

Mortgage

Trust

3

.817

06/25/50

2,000,525‌

Series

-

2020

1

(Class

B2)

11,709,174

(a),(e)

JP

Morgan

Mortgage

Trust

0

.137

07/25/51

83,894‌

Series

-

2021

3

(Class

AX1)

8,214,888

(a),(e)

JP

Morgan

Mortgage

Trust

0

.131

08/25/51

56,246‌

Series

-

2021

4

(Class

AX1)

964,816

(a),(e)

JP

Morgan

Mortgage

Trust

2

.881

08/25/51

746,491‌

Series

-

2021

4

(Class

B2)

15,873,293

(a),(e)

JP

Morgan

Mortgage

Trust

0

.134

10/25/51

115,096‌

Series

-

2021

6

(Class

AX1)

2,838,492

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

10/25/51

2,261,970‌

Series

-

2021

6

(Class

A15)

4,315,643

(a),(e)

JP

Morgan

Mortgage

Trust

0

.400

12/25/51

94,665‌

Series

-

2021

INV2

(Class

AX4)

949,731

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

755,079‌

Series

-

2021

10

(Class

A15)

1,632,905

(a),(e)

JP

Morgan

Mortgage

Trust

3

.213

01/25/52

1,269,348‌

Series

-

2021

INV4

(Class

B4)

1,018,201

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

02/25/52

809,515‌

Series

-

2021

12

(Class

A15)

1,529,726

(a),(e)

JP

Morgan

Mortgage

Trust

2

.500

05/25/52

1,216,201‌

Series

-

2021

14

(Class

A15)

972,681

(a),(e)

JP

Morgan

Mortgage

Trust

2

.927

05/25/52

798,866‌

Series

-

2021

LTV2

(Class

A3)

558,126

(a),(e)

JP

Morgan

Mortgage

Trust

3

.285

05/25/52

437,927‌

Series

-

2021

INV8

(Class

B4)

1,500,897

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

1,236,456‌

Series

-

2022

2

(Class

A25)

2,071,112

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

09/25/52

1,706,206‌

Series

-

2022

INV3

(Class

A6)

3,817,789

(a),(e)

JP

Morgan

Mortgage

Trust

3

.500

09/25/52

3,280,726‌

Series

-

2022

LTV2

(Class

A6)

2,795,780

(a),(e)

JP

Morgan

Mortgage

Trust

3

.000

12/25/52

2,317,989‌

Series

-

2022

7

(Class

1A17)

911,620

(a),(e)

JP

Morgan

Mortgage

Trust

4

.000

12/25/52

807,024‌

Series

-

2022

7

(Class

2A6A)

1,628,231

JPMBB

Commercial

Mortgage

Securities

Trust

4

.110

09/15/47

1,560,863‌

Series

-

2014

C22

(Class

AS)

265

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,100,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.512

%

09/15/47

$

1,047,516‌

Series

-

2014

C22

(Class

B)

1,688,355

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.549

09/15/47

1,648,939‌

Series

-

2014

C23

(Class

B)

1,550,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.549

09/15/47

1,468,476‌

Series

-

2014

C23

(Class

C)

5,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.634

02/15/48

4,746,875‌

Series

-

2015

C27

(Class

AS)

3,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.106

08/15/48

3,401,502‌

Series

-

2015

C31

(Class

AS)

6,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.623

08/15/48

5,331,043‌

Series

-

2015

C31

(Class

B)

2,500,000

(a),(e)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.199

03/17/49

2,190,936‌

Series

-

2016

C1

(Class

D1)

982,816

JPMCC

Commercial

Mortgage

Securities

Trust

3

.379

09/15/50

951,059‌

Series

-

2017

JP7

(Class

A3)

2,800,000

JPMDB

Commercial

Mortgage

Securities

Trust

2

.536

05/13/53

2,084,149‌

Series

-

2020

COR7

(Class

AS)

297,664

MASTR

Alternative

Loan

Trust

7

.000

01/25/34

293,104‌

Series

-

2004

1

(Class

3A1)

218,951

Mid-State

Capital

Corp

Trust

5

.745

01/15/40

218,399‌

Series

-

2005

1

(Class

A)

341,131

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.000

12/15/47

338,100‌

Series

-

2014

C19

(Class

B)

2,140,000

(a)

Morgan

Stanley

Capital

I

Trust

3

.779

05/15/48

2,124,394‌

Series

-

2015

MS1

(Class

A4)

129,081

(a)

Morgan

Stanley

Capital

I

Trust

6

.079

12/12/49

46,146‌

Series

-

2007

IQ16

(Class

AJFX)

300,000

Morgan

Stanley

Capital

I

Trust

3

.587

12/15/50

287,416‌

Series

-

2017

HR2

(Class

A4)

2,150,000

(a)

Morgan

Stanley

Capital

I

Trust

4

.429

07/15/51

2,071,874‌

Series

-

2018

H3

(Class

AS)

2,000,000

(a),(e)

Morgan

Stanley

Capital

I

Trust

3

.900

09/24/57

1,880,976‌

Series

-

2024

NSTB

(Class

AS)

856,359

(a),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

07/25/51

750,613‌

Series

-

2021

4

(Class

A4)

2,386,035

(a),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

4

.000

02/25/53

2,133,102‌

Series

-

2023

1

(Class

A7)

1,500,000

(e)

MRCD

Mortgage

Trust

2

.718

12/15/36

1,069,200‌

Series

-

2019

PARK

(Class

E)

1,495,056

(a),(e)

MSC

Trust,

(TSFR1M

+

0.892%)

5

.290

11/15/36

1,491,381‌

Series

-

2021

ILP

(Class

A)

9,507,202

(a),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%)

5

.915

07/15/36

8,646,256‌

Series

-

2019

MILE

(Class

A)

3,000,000

(a),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

3.579%)

7

.977

07/15/36

2,116,046‌

Series

-

2019

MILE

(Class

E)

4,500,000

(a),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%)

8

.727

07/15/36

2,926,456‌

Series

-

2019

MILE

(Class

F)

829,166

(a),(e)

New

Residential

Mortgage

Loan

Trust

3

.512

03/25/52

658,483‌

Series

-

2022

INV1

(Class

B4)

59,418

(a)

New

York

Mortgage

Trust,

(TSFR1M

+

0.594%)

4

.933

02/25/36

58,730‌

Series

-

2005

3

(Class

A1)

4,750,000

(a),(e)

NRTH

Mortgage

Trust,

(TSFR1M

+

1.641%)

6

.038

03/15/39

4,760,121‌

Series

-

2024

PARK

(Class

A)

3,750,000

(a),(e)

NYC

Trust,

(TSFR1M

+

2.840%)

7

.237

08/15/29

3,782,983‌

Series

-

2024

3ELV

(Class

C)

4,728,843

(a),(e)

OBX

Trust

2

.500

07/25/51

3,759,641‌

Series

-

2021

J2

(Class

A19)

3,720,985

(a),(e)

OBX

Trust

3

.500

08/25/52

3,248,619‌

Series

-

2022

J2

(Class

A1)

3,612,571

(a),(e)

OBX

Trust

4

.000

10/25/52

3,196,889‌

Series

-

2022

INV5

(Class

A13)

Core

Plus

Bond

266

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,429,024

(a),(e)

Oceanview

Mortgage

Trust

2

.500

%

05/25/51

$

1,136,137‌

Series

-

2021

1

(Class

A19)

986,772

(a),(e)

Oceanview

Mortgage

Trust

4

.500

11/25/52

911,752‌

Series

-

2022

1

(Class

A1)

7,500,000

(e)

One

Bryant

Park

Trust

2

.516

09/15/54

6,558,420‌

Series

-

2019

OBP

(Class

A)

2,000,000

(a),(e)

ONNI

Commerical

Mortgage

Trust

5

.951

07/15/39

2,009,437‌

Series

-

2024

APT

(Class

B)

2,800,000

(a),(e)

OPEN

Trust,

(TSFR1M

+

5.236%)

9

.633

11/15/40

2,831,557‌

Series

-

2023

AIR

(Class

C)

1,500,000

(a),(e)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

0.994%)

5

.392

07/15/38

1,421,139‌

Series

-

2021

MF

(Class

A)

1,271,645

(a),(e)

RCKT

Mortgage

Trust

3

.500

06/25/52

1,092,758‌

Series

-

2022

4

(Class

A22)

136,903

(a),(e)

Sequoia

Mortgage

Trust

3

.500

05/25/45

122,883‌

Series

-

2015

2

(Class

A1)

172,180

(a),(e)

Sequoia

Mortgage

Trust

3

.500

06/25/46

154,245‌

Series

-

2016

1

(Class

A19)

499,943

(a),(e)

Sequoia

Mortgage

Trust

3

.500

02/25/47

442,548‌

Series

-

2017

2

(Class

A19)

1,055,856

(a),(e)

Sequoia

Mortgage

Trust

3

.722

09/25/47

975,787‌

Series

-

2017

6

(Class

B1)

191,760

(a),(e)

Sequoia

Mortgage

Trust

3

.500

03/25/48

169,764‌

Series

-

2018

3

(Class

A1)

14,183

(a),(e)

Sequoia

Mortgage

Trust

4

.000

09/25/48

13,145‌

Series

-

2018

7

(Class

A19)

1,618,113

(a),(e)

Sequoia

Mortgage

Trust

3

.000

04/25/50

1,351,821‌

Series

-

2020

3

(Class

A19)

2,500,000

(e)

SLG

Office

Trust

2

.851

07/15/41

2,015,269‌

Series

-

2021

OVA

(Class

E)

2,397,989

(a),(e)

Verus

Securitization

Trust

2

.240

10/25/66

2,029,290‌

Series

-

2021

7

(Class

A3)

1,500,000

(a),(e)

VNDO

Trust

3

.903

01/10/35

1,400,744‌

Series

-

2016

350P

(Class

E)

5,132

(a)

Washington

Mutual

Mortgage

Pass-Through

Certificates

Trust

5

.615

08/25/38

5,049‌

Series

-

2004

RA3

(Class

2A)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4

.069

05/15/48

1,851,569‌

Series

-

2015

NXS1

(Class

D)

1,300,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4

.818

12/15/48

1,257,266‌

Series

-

2015

P2

(Class

C)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

5

.820

08/15/57

2,031,413‌

Series

-

2024

C63

(Class

AS)

1,200,000

(e)

Wells

Fargo

Commercial

Mortgage

Trust

3

.153

09/15/57

1,125,762‌

Series

-

2015

NXS3

(Class

D)

59,605

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4

.000

04/25/49

55,626‌

Series

-

2019

2

(Class

A17)

265,903

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

07/25/50

221,477‌

Series

-

2020

4

(Class

A17)

6,193,793

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

06/25/51

4,924,342‌

Series

-

2021

2

(Class

A17)

1,166,221

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

12/25/51

927,197‌

Series

-

2022

2

(Class

A18)

1,474,026

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

03/25/52

1,222,119‌

Series

-

2022

INV1

(Class

A18)

2,553,267

(a),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.500

03/25/52

2,195,683‌

Series

-

2022

INV1

(Class

A17)

267

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

81,899

(a),(e)

WinWater

Mortgage

Loan

Trust

3

.928

%

06/20/44

$

67,315‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

415,739,079‌

TOTAL

STRUCTURED

ASSETS

(Cost

$670,152,715)

617,460,375‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$4,837,879,806)

4,511,500,460‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.0%

48,371,879

(k)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(l)

48,371,879‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$48,371,879)

48,371,879‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.6%

GOVERNMENT

AGENCY

DEBT

-

0.5%

5,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/03/25

4,998,246‌

5,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/17/25

4,990,059‌

10,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

03/21/25

9,906,667‌

2,500,000

Tennessee

Valley

Authority

Discount

Notes

0

.000

01/08/25

2,497,661‌

TOTAL

GOVERNMENT

AGENCY

DEBT

22,392,633‌

REPURCHASE

AGREEMENT

-

0.8%

35,655,000

(m)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

35,655,000‌

TOTAL

REPURCHASE

AGREEMENT

35,655,000‌

TREASURY

DEBT

-

0.3%

10,000,000

United

States

Treasury

Bill

0

.000

01/02/25

10,000,000‌

5,000,000

United

States

Treasury

Bill

0

.000

02/18/25

4,972,655‌

TOTAL

TREASURY

DEBT

14,972,655‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$73,019,415)

73,020,288‌

TOTAL

INVESTMENTS

-

100.3%

(Cost

$4,959,271,100)

4,632,892,627‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

13,661,939‌

)

NET

ASSETS

-

100.0%

$

4,619,230,688‌

BRL

Brazilian

Real

COP

Colombia

Peso

DOP

Dominican

Republic

Peso

ETF

Exchange

Traded

Fund

EUR

Euro

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MYR

Malaysian

Ringgit

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

6

Month

UGX

Ugandan

Shilling

UZS

Uzbekistani

Som

ZAR

South

African

Rand

Core

Plus

Bond

268

Portfolio

of

Investments

December

31,

2024

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

Investments

in

Derivatives

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

When-issued

or

delayed

delivery

security.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(e)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,326,949,977

or

28.6%

of

Total

Investments.

(f)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$72,281,508.

(g)

Perpetual

security.

Maturity

date

is

not

applicable.

(h)

Payment

in

Kind

Bond

(i)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(j)

Affiliated

holding

(k)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(l)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(m)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$35,663,835

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

7/15/26,

valued

at

$36,368,238.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

1,586,096

EUR

1,445,818

Bank

of

America,

N.A.

01/13/25

$

87,653‌

Total

 $

87,653‌

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

 $

87,653‌

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

 $

–‌

EUR

Euro

Credit

Default

Swaps

-

Centrally

Cleared

PURCHASED

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(a)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS43V1-5Y

5.000%

Credit

event

as

specified

in

contract

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

$

12,000,000‌

$

943,501‌

$

1,028,416‌

$

(

84,915‌

)

(a)

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(a)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS43V1-5Y

Credit

event

as

specified

in

contract

5.000%

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

$

10,000,000‌

$

(

786,251‌

)

$

(

732,236‌

)

$

(

54,015‌

)

CDX-NAHYS43V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

10,000,000‌

(

786,251‌

)

(

771,615‌

)

(

14,636‌

)

CDX-NAHYS43V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

10,000,000‌

(

786,250‌

)

(

783,429‌

)

(

2,821‌

)

269

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount(a)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS43V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

212,500,000‌

(

16,707,827‌

)

(

14,763,733‌

)

(

1,944,094‌

)

Total

$

(

19,066,579‌

)

$

(

17,051,013‌

)

$

(

2,015,566‌

)

(a)

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

Fund

Level

1

Level

2

Level

3

Total

Core

Plus

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$207,661,847

$—

$207,661,847

Common

stocks

—

35,434

15

35,449

Corporate

bonds

—

1,786,652,763

—

1,786,652,763

Government

bonds

—

1,845,276,669

—

1,845,276,669

Investment

companies

49,964,443

—

—

49,964,443

Preferred

stocks

4,448,914

—

—

4,448,914

Structured

assets

—

614,870,805

2,589,570

617,460,375

Investments

purchased

with

collateral

from

securities

lending

48,371,879

—

—

48,371,879

Short-Term

Investments

:

Government

agency

debt

—

22,392,633

—

22,392,633

Repurchase

agreement

—

35,655,000

—

35,655,000

Treasury

debt

—

14,972,655

—

14,972,655

Investments

in

Derivatives

:

Credit

default

swap

contracts*

—

(2,100,481)

—

(2,100,481)

Forward

foreign

currency

contracts*

—

87,653

—

87,653

Total

$102,785,236

$4,525,504,978

$2,589,585

$4,630,879,799

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

5-15

Year

Laddered

Tax

Exempt

Bond

Portfolio

of

Investments

December

31,

2024

270

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.5%

LONG-TERM

MUNICIPAL

BONDS

-

97.5%

ALABAMA

-

1.1%

$

220,000

City

of

Andalusia

AL

4

.000

%

10/01/33

$

220,895‌

500,000

City

of

Birmingham

AL

5

.000

12/01/30

528,818‌

600,000

County

of

Jefferson

AL

Sewer

Revenue

5

.000

10/01/39

651,711‌

630,000

County

of

Mobile

AL

5

.000

02/01/34

674,086‌

250,000

Jackson

County

Board

of

Education

3

.000

03/01/39

212,579‌

TOTAL

ALABAMA

2,288,089‌

ALASKA

-

0.3%

500,000

Alaska

Municipal

Bond

Bank

Authority

5

.000

12/01/31

510,448‌

TOTAL

ALASKA

510,448‌

ARIZONA

-

0.7%

150,000

Maricopa

County

Unified

School

District

No

60

Higley

5

.000

06/01/38

163,078‌

190,000

Pinal

County

Electric

District

No

3

5

.000

07/01/33

194,229‌

1,005,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

5

.000

01/01/38

1,048,828‌

TOTAL

ARIZONA

1,406,135‌

ARKANSAS

-

0.5%

1,000,000

City

of

Fort

Smith

AR

Water

&

Sewer

Revenue

5

.000

10/01/32

1,058,700‌

TOTAL

ARKANSAS

1,058,700‌

CALIFORNIA

-

4.9%

1,510,000

California

Health

Facilities

Financing

Authority

5

.000

09/01/33

1,558,037‌

1,250,000

California

Housing

Finance

Agency

3

.650

09/01/34

1,231,497‌

2,500,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/33

2,703,365‌

1,000,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/35

1,074,061‌

800,000

Sacramento

City

Unified

School

District

5

.000

08/01/39

869,898‌

2,475,000

State

of

California

4

.000

03/01/36

2,554,388‌

TOTAL

CALIFORNIA

9,991,246‌

COLORADO

-

0.6%

1,000,000

Colorado

Health

Facilities

Authority

4

.000

11/15/38

1,004,035‌

250,000

Colorado

Health

Facilities

Authority

5

.000

12/01/41

252,175‌

TOTAL

COLORADO

1,256,210‌

CONNECTICUT

-

3.4%

1,180,000

Capital

Region

Development

Authority

5

.000

06/15/29

1,251,311‌

765,000

Capital

Region

Development

Authority

5

.000

06/15/33

807,897‌

1,900,000

City

of

Bridgeport

CT

5

.000

06/01/34

2,049,242‌

330,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/30

338,622‌

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/32

362,116‌

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/33

361,717‌

1,540,000

State

of

Connecticut

3

.000

01/15/36

1,407,963‌

255,000

State

of

Connecticut

5

.000

11/15/38

281,291‌

200,000

State

of

Connecticut

5

.000

01/15/39

223,225‌

TOTAL

CONNECTICUT

7,083,384‌

DISTRICT

OF

COLUMBIA

-

0.9%

1,435,000

Metropolitan

Washington

Airports

Authority

Aviation

Revenue

5

.000

10/01/32

1,504,646‌

300,000

Washington

Metropolitan

Area

Transit

Authority

5

.000

07/01/32

312,208‌

TOTAL

DISTRICT

OF

COLUMBIA

1,816,854‌

FLORIDA

-

6.5%

2,500,000

Brevard

County

School

District

5

.000

07/01/31

2,603,425‌

210,000

City

of

Mount

Dora

FL

Fire

Protection

Assessment

Revenue

5

.000

05/01/30

219,918‌

1,000,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue

5

.000

10/01/32

1,132,153‌

550,000

County

of

Okaloosa

FL

Sales

Tax

Revenue

5

.000

10/01/33

588,140‌

490,000

(a)

Florida

Development

Finance

Corp

12

.000

07/15/32

522,607‌

750,000

Florida

Development

Finance

Corp

4

.000

11/15/39

740,557‌

1,000,000

Florida

Development

Finance

Corp

5

.000

07/01/41

977,120‌

1,200,000

Greater

Orlando

Aviation

Authority

4

.000

10/01/35

1,193,039‌

175,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/31

182,509‌

190,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/33

196,743‌

400,000

Hillsborough

County

Port

District

5

.000

06/01/29

418,030‌

1,000,000

Hillsborough

County

Port

District

5

.000

06/01/33

1,042,867‌

271

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FLORIDA

(continued)

$

250,000

Palm

Beach

County

School

District

5

.000

%

08/01/39

$

275,820‌

500,000

School

District

of

Broward

County

5

.000

07/01/31

510,834‌

2,040,000

School

District

of

Broward

County

5

.000

07/01/32

2,231,364‌

540,000

Volusia

County

Educational

Facility

Authority

5

.000

10/15/32

562,006‌

TOTAL

FLORIDA

13,397,132‌

GEORGIA

-

6.4%

1,000,000

Athens-Clarke

County

Unified

Government

Development

Authority

5

.000

06/15/40

1,100,365‌

2,500,000

City

of

Atlanta

GA

Department

of

Aviation

4

.000

07/01/34

2,487,522‌

1,000,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/37

990,644‌

1,250,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/38

1,225,580‌

1,000,000

Dahlonega

Downtown

Development

Authority

5

.000

07/01/39

1,030,537‌

865,000

Dalton

Whitfield

County

Joint

Development

Authority

5

.000

08/15/39

954,547‌

750,000

Gainesville

&

Hall

County

Hospital

Authority

5

.000

10/15/34

842,381‌

2,000,000

Macon

Water

Authority

5

.000

10/01/54

2,154,784‌

1,000,000

Main

Street

Natural

Gas,

Inc

5

.000

12/01/30

1,050,103‌

1,250,000

Main

Street

Natural

Gas,

Inc

5

.000

12/01/32

1,331,724‌

TOTAL

GEORGIA

13,168,187‌

GUAM

-

0.2%

200,000

Port

Authority

of

Guam

5

.000

07/01/29

206,560‌

200,000

Port

Authority

of

Guam

5

.000

07/01/30

206,276‌

TOTAL

GUAM

412,836‌

ILLINOIS

-

11.0%

500,000

Chicago

Housing

Authority

5

.000

01/01/33

518,568‌

1,250,000

City

of

Chicago

IL

5

.000

01/01/29

1,306,099‌

3,315,000

City

of

Chicago

IL

5

.000

01/01/29

3,463,775‌

270,000

City

of

LeRoy

IL

3

.000

12/01/35

237,039‌

200,000

City

of

Waukegan

IL

Water

&

Sewer

System

Revenue

5

.000

12/30/31

216,509‌

1,750,000

County

of

Cook

IL

5

.000

11/15/31

1,803,291‌

1,355,000

County

of

Cook

IL

Sales

Tax

Revenue

4

.000

11/15/39

1,348,565‌

2,000,000

Illinois

Finance

Authority

5

.000

10/01/34

2,022,349‌

475,000

Illinois

Finance

Authority

5

.000

10/01/36

483,009‌

1,825,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/37

2,051,338‌

275,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/39

305,262‌

225,000

Madison

&

Jersey

Counties

Unit

School

District

No

11-Alton

5

.000

12/01/30

235,541‌

300,000

Metropolitan

Pier

&

Exposition

Authority

5

.000

12/15/34

310,451‌

2,500,000

Sales

Tax

Securitization

Corp

5

.000

01/01/31

2,716,604‌

1,655,000

State

of

Illinois

4

.000

02/01/30

1,672,969‌

1,043,000

Village

of

Bolingbrook

IL

4

.000

03/01/30

1,050,185‌

545,000

Village

of

Broadview

IL

5

.000

12/01/30

569,762‌

745,000

Village

of

Broadview

IL

5

.000

12/01/33

778,252‌

1,005,000

Village

of

Lyons

IL

4

.000

12/01/36

1,017,515‌

500,000

Village

of

Matteson

IL

5

.000

12/01/35

523,839‌

TOTAL

ILLINOIS

22,630,922‌

INDIANA

-

1.7%

500,000

Brownsburg

1999

School

Building

Corp

5

.000

01/15/30

525,035‌

1,045,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/37

1,238,631‌

1,000,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/39

1,172,277‌

550,000

New

Castle

Middle

School

Building

Corp

5

.000

07/15/30

589,376‌

TOTAL

INDIANA

3,525,319‌

IOWA

-

1.8%

3,470,000

Iowa

Finance

Authority

5

.000

08/01/37

3,785,493‌

TOTAL

IOWA

3,785,493‌

KENTUCKY

-

1.3%

200,000

Kentucky

State

Property

&

Building

Commission

3

.500

05/01/32

197,455‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/34

1,275,471‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/35

1,275,047‌

TOTAL

KENTUCKY

2,747,973‌

LOUISIANA

-

0.9%

500,000

New

Orleans

Aviation

Board

5

.000

10/01/33

525,073‌

5-15

Year

Laddered

Tax

Exempt

Bond

272

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LOUISIANA

(continued)

$

1,250,000

St.

Tammany

Parish

Hospital

Service

District

No

5

.000

%

07/01/33

$

1,302,998‌

TOTAL

LOUISIANA

1,828,071‌

MASSACHUSETTS

-

1.1%

1,500,000

Commonwealth

of

Massachusetts

5

.000

01/01/39

1,687,126‌

585,000

Town

of

Littleton

MA

4

.000

11/15/40

604,539‌

TOTAL

MASSACHUSETTS

2,291,665‌

MICHIGAN

-

3.6%

200,000

City

of

Monroe

MI

4

.000

05/01/36

202,393‌

500,000

Michigan

Finance

Authority

5

.000

02/28/37

549,385‌

4,380,000

Michigan

State

Housing

Development

Authority

4

.500

12/01/38

4,450,000‌

2,270,000

Wayne-Westland

Community

Schools

4

.000

11/01/38

2,293,963‌

TOTAL

MICHIGAN

7,495,741‌

MINNESOTA

-

4.1%

1,055,000

City

of

Minneapolis

MN

5

.000

11/15/33

1,093,334‌

70,000

Duluth

Economic

Development

Authority

5

.000

02/15/33

72,892‌

250,000

Forest

Lake

Independent

School

District

No

831

3

.000

02/01/30

242,819‌

400,000

Hawley

Independent

School

District

No

150

5

.000

02/01/38

426,528‌

1,500,000

Howard

Lake-Waverly-Winsted

Independent

School

District

No

2687

5

.000

02/01/36

1,664,366‌

1,695,000

Le

Sueur-Henderson

Independent

School

District

No

2397

5

.000

02/01/31

1,887,367‌

2,500,000

Osseo

Independent

School

District

No

279

5

.000

02/01/35

2,772,946‌

285,000

Plymouth

Intermediate

District

No

287

4

.000

05/01/31

285,852‌

TOTAL

MINNESOTA

8,446,104‌

MISSISSIPPI

-

2.1%

1,000,000

Mississippi

Development

Bank

5

.000

03/01/35

1,010,480‌

800,000

Mississippi

Development

Bank

4

.000

10/01/38

791,940‌

2,485,000

State

of

Mississippi

Gaming

Tax

Revenue

5

.000

10/15/33

2,598,754‌

TOTAL

MISSISSIPPI

4,401,174‌

MISSOURI

-

0.5%

425,000

Missouri

Joint

Municipal

Electric

Utility

Commission

5

.250

12/01/38

464,581‌

555,000

North

Kansas

City

School

District

No

74

3

.000

03/01/32

528,618‌

TOTAL

MISSOURI

993,199‌

NEVADA

-

1.0%

1,425,000

Clark

County

School

District

4

.000

06/15/40

1,425,869‌

700,000

County

of

Clark

NV

3

.125

11/01/35

657,609‌

TOTAL

NEVADA

2,083,478‌

NEW

JERSEY

-

8.0%

2,500,000

New

Jersey

Economic

Development

Authority

5

.000

11/01/35

2,659,359‌

1,000,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/29

1,020,549‌

765,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

12/15/33

807,855‌

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/38

2,727,707‌

1,025,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/39

1,018,272‌

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/39

2,775,019‌

3,900,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/40

3,851,187‌

500,000

South

Jersey

Port

Corp

5

.000

01/01/48

503,790‌

1,300,000

Toms

River

Board

of

Education

3

.000

07/15/38

1,165,967‌

TOTAL

NEW

JERSEY

16,529,705‌

NEW

YORK

-

4.6%

650,000

City

of

New

York

NY

5

.000

08/01/39

689,212‌

200,000

Long

Island

Power

Authority

3

.000

09/01/36

182,825‌

545,000

Metropolitan

Transportation

Authority

4

.000

11/15/34

546,567‌

220,000

Metropolitan

Transportation

Authority

4

.000

11/15/37

220,415‌

1,250,000

Metropolitan

Transportation

Authority

5

.000

11/15/50

1,290,236‌

200,000

New

York

City

Municipal

Water

Finance

Authority

3

.500

06/15/32

200,164‌

350,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

4

.000

05/01/37

351,481‌

125,000

New

York

State

Dormitory

Authority

5

.000

07/01/38

136,960‌

750,000

New

York

State

Dormitory

Authority

5

.000

10/01/38

827,617‌

1,000,000

New

York

State

Dormitory

Authority

5

.000

10/01/39

1,099,470‌

535,000

New

York

State

Dormitory

Authority

5

.250

10/01/40

596,740‌

305,000

New

York

State

Urban

Development

Corp

5

.000

03/15/38

320,438‌

375,000

New

York

Transportation

Development

Corp

5

.000

07/01/30

375,425‌

1,080,000

New

York

Transportation

Development

Corp

4

.000

10/01/30

1,072,787‌

273

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

NEW

YORK

(continued)

$

715,000

New

York

Transportation

Development

Corp

5

.000

%

01/01/36

$

729,634‌

140,000

New

York

Transportation

Development

Corp

5

.500

06/30/39

150,578‌

500,000

Triborough

Bridge

&

Tunnel

Authority

5

.000

11/15/37

564,945‌

100,000

Watervliet

City

School

District

3

.500

06/15/34

97,160‌

TOTAL

NEW

YORK

9,452,654‌

NORTH

CAROLINA

-

1.5%

100,000

Appalachian

State

University

3

.000

10/01/31

96,213‌

300,000

North

Carolina

Housing

Finance

Agency

4

.000

07/01/39

294,225‌

830,000

North

Carolina

Housing

Finance

Agency

4

.900

07/01/43

848,194‌

750,000

Town

of

Fuquay-Varina

NC

Combined

Utilities

Revenue

4

.000

06/01/45

739,245‌

920,000

Town

of

Huntersville

NC

5

.000

12/01/36

1,058,611‌

TOTAL

NORTH

CAROLINA

3,036,488‌

OHIO

-

1.7%

1,000,000

American

Municipal

Power,

Inc

5

.000

02/15/34

1,058,190‌

200,000

City

of

Akron

OH

Income

Tax

Revenue

3

.500

12/01/33

194,396‌

250,000

City

of

Toledo

OH

4

.000

12/01/30

255,546‌

200,000

City

of

Toledo

OH

4

.000

12/01/31

204,113‌

1,500,000

County

of

Miami

OH

5

.000

08/01/32

1,572,858‌

235,000

Jackson

Milton

Local

School

District

4

.000

06/01/31

235,672‌

TOTAL

OHIO

3,520,775‌

OKLAHOMA

-

2.2%

3,500,000

Cushing

Educational

Facilities

Authority

5

.000

09/01/32

3,841,151‌

695,000

Marshall

County

Educational

Facilities

Authority

5

.000

09/01/31

721,614‌

TOTAL

OKLAHOMA

4,562,765‌

PENNSYLVANIA

-

2.2%

2,000,000

Commonwealth

of

Pennsylvania

4

.000

08/15/40

2,002,061‌

1,025,000

Norristown

Area

School

District

4

.000

09/01/31

1,037,416‌

505,000

State

Public

School

Building

Authority

5

.000

10/01/34

547,562‌

915,000

Township

of

Northampton

PA

4

.000

05/15/33

916,947‌

TOTAL

PENNSYLVANIA

4,503,986‌

RHODE

ISLAND

-

0.8%

1,435,000

Rhode

Island

Health

and

Educational

Building

Corp

5

.000

05/15/36

1,594,987‌

TOTAL

RHODE

ISLAND

1,594,987‌

TENNESSEE

-

1.6%

2,000,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

01/01/38

2,057,025‌

1,140,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

07/01/38

1,139,890‌

TOTAL

TENNESSEE

3,196,915‌

TEXAS

-

10.5%

1,105,000

Canyon

Independent

School

District

4

.000

02/15/38

1,114,080‌

1,210,000

Central

Texas

Regional

Mobility

Authority

5

.000

01/01/29

1,264,804‌

205,000

City

of

Dallas

TX

5

.000

02/15/30

212,185‌

1,970,000

City

of

Houston

TX

5

.000

03/01/32

2,036,153‌

1,650,000

City

of

Houston

TX

Airport

System

Revenue

5

.000

07/01/35

1,778,638‌

2,500,000

City

of

McKinney

TX

5

.000

08/15/39

2,782,277‌

2,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5

.000

02/01/46

2,096,157‌

985,000

County

of

Nueces

TX

5

.000

02/15/34

1,001,970‌

1,225,000

El

Paso

County

Community

College

District

5

.000

04/01/38

1,243,930‌

400,000

Harris

County

Municipal

Utility

District

No

367

3

.000

09/01/31

375,015‌

1,000,000

North

Texas

Tollway

Authority

5

.000

01/01/30

1,050,644‌

865,000

Port

Freeport

TX

5

.000

06/01/30

889,865‌

935,000

Port

Freeport

TX

5

.000

06/01/32

960,146‌

1,385,000

Texas

Municipal

Power

Agency

3

.000

09/01/40

1,143,754‌

2,000,000

Texas

Water

Development

Board

4

.000

10/15/41

2,006,604‌

1,370,000

University

of

Houston

4

.000

02/15/37

1,365,293‌

285,000

Williamson

County

Municipal

Utility

District

No

19

4

.250

08/15/37

286,371‌

TOTAL

TEXAS

21,607,886‌

UTAH

-

1.2%

475,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/31

493,163‌

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/32

1,036,984‌

5-15

Year

Laddered

Tax

Exempt

Bond

274

Portfolio

of

Investments

December

31,

2024

(continued)

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTAH

(continued)

$

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

%

07/01/33

$

1,034,433‌

TOTAL

UTAH

2,564,580‌

VIRGIN

ISLANDS

-

1.2%

2,500,000

(a)

Virgin

Islands

Public

Finance

Authority

5

.000

09/01/33

2,509,311‌

TOTAL

VIRGIN

ISLANDS

2,509,311‌

VIRGINIA

-

3.2%

1,065,000

County

of

Fairfax

VA

Sewer

Revenue

4

.000

07/15/38

1,090,612‌

700,000

Virginia

College

Building

Authority

3

.000

02/01/32

675,871‌

1,750,000

Virginia

Commonwealth

Transportation

Board

5

.000

05/15/37

1,982,160‌

350,000

Virginia

Housing

Development

Authority

4

.375

07/01/38

359,549‌

2,000,000

Virginia

Small

Business

Financing

Authority

4

.000

01/01/36

1,971,904‌

400,000

Virginia

Small

Business

Financing

Authority

5

.000

12/31/47

413,203‌

TOTAL

VIRGINIA

6,493,299‌

WASHINGTON

-

1.9%

1,610,000

City

of

Tukwila

WA

3

.000

12/01/31

1,552,400‌

1,000,000

Pend

Oreille

County

Public

Utility

District

No  Box

Canyon

5

.000

01/01/29

1,045,293‌

1,000,000

State

of

Washington

5

.000

02/01/39

1,041,590‌

270,000

State

of

Washington

5

.000

06/01/39

286,276‌

TOTAL

WASHINGTON

3,925,559‌

WEST

VIRGINIA

-

1.0%

750,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/29

779,481‌

1,215,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/30

1,262,028‌

TOTAL

WEST

VIRGINIA

2,041,509‌

WISCONSIN

-

1.3%

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/33

1,012,676‌

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/34

1,010,408‌

755,000

State

of

Wisconsin

4

.000

05/01/41

740,780‌

TOTAL

WISCONSIN

2,763,864‌

TOTAL

LONG-TERM

MUNICIPAL

BONDS

(Cost

$202,451,798)

200,922,643‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$202,451,798)

200,922,643‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.3%

REPURCHASE

AGREEMENT

-

1.3%

2,688,000

(b)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

2,688,000‌

TOTAL

REPURCHASE

AGREEMENT

2,688,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$2,688,000)

2,688,000‌

TOTAL

INVESTMENTS

-

98.8%

(Cost

$205,139,798)

203,610,643‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.2%

2,469,159‌

NET

ASSETS

-

100.0%

$

206,079,802‌

(a)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$3,031,918

or

1.5%

of

Total

Investments.

(b)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$2,688,666

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.875%

and

maturity

date

9/30/26,

valued

at

$2,741,832.

275

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

5-15

Year

Laddered

Tax

Exempt

Bond

Long-Term

Investments:

Long-term

municipal

bonds

$

—

$

200,922,643

$

—

$

200,922,643

Short-Term

Investments:

Repurchase

agreement

—

2,688,000

—

2,688,000

Total

$—

$203,610,643

$—

$203,610,643

1

1

1

1

1

Green

Bond

Consolidated

Portfolio

of

Investments

December

31,

2024

276

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.3%

BANK

LOAN

OBLIGATIONS

-

1.1%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

$

482,500

(a)

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.971

%

05/05/28

$

475,262‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

475,262‌

UTILITIES

-

0.8%

420,098

(a)

Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.250%)

6

.764

12/15/27

422,263‌

895,000

(a)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.929

05/21/29

898,916‌

TOTAL

UTILITIES

1,321,179‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$1,783,051)

1,796,441‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

54

.9

%

AUTOMOBILES

&

COMPONENTS

-

1.2%

1,250,000

Ford

Motor

Co

3

.250

02/12/32

1,039,629‌

1,000,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

876,277‌

TOTAL

AUTOMOBILES

&

COMPONENTS

1,915,906‌

BANKS

-

2.7%

1,000,000

Canadian

Imperial

Bank

of

Commerce

0

.950

10/23/25

971,711‌

1,000,000

(b)

Cooperatieve

Rabobank

UA

1

.106

02/24/27

957,411‌

500,000

(b)

ING

Groep

NV

4

.625

01/06/26

500,003‌

1,000,000

M&T

Bank

Corp

4

.833

01/16/29

995,733‌

1,000,000

Wells

Fargo

&

Co

4

.540

08/15/26

998,003‌

TOTAL

BANKS

4,422,861‌

CAPITAL

GOODS

-

0.9%

1,250,000

Conservation

Fund

3

.474

12/15/29

1,148,465‌

250,000

(b)

Sociedad

de

Transmision

Austral

S.A.

4

.000

01/27/32

221,673‌

TOTAL

CAPITAL

GOODS

1,370,138‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

500,000

Nature

Conservancy

1

.511

07/01/29

425,316‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

425,316‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

250,000

Whirlpool

Corp

2

.400

05/15/31

205,751‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

205,751‌

CONSUMER

SERVICES

-

0.5%

750,000

Family

Forest

Impact

Foundation

LLC

5

.500

07/01/32

731,192‌

TOTAL

CONSUMER

SERVICES

731,192‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.4%

1,000,000

SYSCO

Corp

2

.400

02/15/30

881,959‌

1,575,000

Walmart,

Inc

1

.800

09/22/31

1,314,635‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

2,196,594‌

ENERGY

-

1.5%

800,000

(b)

Amazon

Conservation

DAC

6

.034

01/16/42

797,200‌

1,000,000

(b)

New

York

State

Electric

&

Gas

Corp

5

.650

08/15/28

1,023,026‌

575,000

(b)

Raizen

Fuels

Finance

S.A.

6

.450

03/05/34

568,338‌

TOTAL

ENERGY

2,388,564‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.0%

406,000

ERP

Operating

LP

4

.150

12/01/28

396,805‌

1,225,000

Host

Hotels

&

Resorts

LP

5

.700

07/01/34

1,222,990‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1,619,795‌

FINANCIAL

SERVICES

-

6.1%

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/29

987,807‌

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

952,664‌

1,000,000

Goldman

Sachs

Group,

Inc

4

.387

06/15/27

994,044‌

1,000,000

(b)

GPS

Blue

Financing

DAC

5

.645

11/09/41

971,686‌

1,000,000

(b)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

6

.375

07/01/34

973,839‌

250,000

(b)

HAT

Holdings

I

LLC

3

.375

06/15/26

242,244‌

250,000

(b)

HAT

Holdings

I

LLC

8

.000

06/15/27

260,480‌

1,100,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

1,077,022‌

277

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

6.1%

(continued)

$

1,000,000

Mastercard,

Inc

1

.900

%

03/15/31

$

845,633‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.350

03/15/31

802,846‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

933,028‌

285,000

(b)

Starwood

Property

Trust,

Inc

4

.375

01/15/27

275,549‌

500,000

(b)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

476,884‌

TOTAL

FINANCIAL

SERVICES

9,793,726‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.5%

650,000

(b)

Mars,

Inc

4

.650

04/20/31

633,692‌

250,000

(b)

NBM

US

Holdings,

Inc

6

.625

08/06/29

250,000‌

1,000,000

PepsiCo,

Inc

3

.900

07/18/32

934,642‌

1,000,000

PepsiCo,

Inc

2

.875

10/15/49

652,174‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,470,508‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.4%

1,000,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

707,399‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

707,399‌

INSURANCE

-

2.5%

1,300,000

(b)

Metropolitan

Life

Global

Funding

I

0

.950

07/02/25

1,276,681‌

1,000,000

(b)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

1,017,236‌

2,000,000

(b)

USAA

Capital

Corp

2

.125

05/01/30

1,731,672‌

TOTAL

INSURANCE

4,025,589‌

MATERIALS

-

2.9%

750,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

735,670‌

685,000

(b)

Alcoa

Nederland

Holding

BV

7

.125

03/15/31

707,867‌

425,000

(b),(c)

Cemex

SAB

de

C.V.

9

.125

N/A

438,024‌

1,000,000

(b)

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

987,789‌

200,000

(b)

LD

Celulose

International

GmbH

7

.950

01/26/32

200,578‌

570,000

(b)

LG

Chem

Ltd

4

.375

07/14/25

567,500‌

900,000

(b)

Smurfit

Kappa

Treasury

ULC

5

.200

01/15/30

905,022‌

186,250

(b)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

187,650‌

TOTAL

MATERIALS

4,730,100‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.6%

1,000,000

Pfizer,

Inc

2

.625

04/01/30

897,003‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

897,003‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

1,000,000

Intel

Corp

4

.150

08/05/32

910,244‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

910,244‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1.2%

2,000,000

Apple,

Inc

3

.000

06/20/27

1,939,558‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,939,558‌

TELECOMMUNICATION

SERVICES

-

0.9%

1,000,000

Verizon

Communications,

Inc

2

.850

09/03/41

691,452‌

1,000,000

Verizon

Communications,

Inc

3

.875

03/01/52

738,438‌

TOTAL

TELECOMMUNICATION

SERVICES

1,429,890‌

TRANSPORTATION

-

0.1%

250,000

Norfolk

Southern

Corp

2

.300

05/15/31

213,841‌

TOTAL

TRANSPORTATION

213,841‌

UTILITIES

-

28.5%

1,050,000

AES

Corp

7

.600

01/15/55

1,078,471‌

527,000

Ameren

Illinois

Co

2

.900

06/15/51

331,181‌

900,000

(b)

California

Buyer

Ltd

6

.375

02/15/32

897,611‌

1,075,000

(b)

Comision

Federal

de

Electricidad

5

.700

01/24/30

1,032,000‌

215,000

(b)

Consorcio

Transmantaro

SA

4

.700

04/16/34

199,307‌

769,616

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/27

774,945‌

944,989

(b)

Continental

Wind

LLC

6

.000

02/28/33

952,258‌

1,000,000

Dominion

Energy,

Inc

2

.250

08/15/31

832,256‌

2,000,000

DTE

Electric

Co

1

.900

04/01/28

1,831,209‌

1,000,000

DTE

Electric

Co

3

.950

03/01/49

779,522‌

1,000,000

DTE

Electric

Co

3

.250

04/01/51

680,889‌

1,000,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

864,513‌

500,000

Duke

Energy

Carolinas

LLC

3

.550

03/15/52

352,176‌

1,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

898,436‌

Green

Bond

278

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

28.5%

(continued)

$

1,000,000

Duke

Energy

Florida

LLC

3

.000

%

12/15/51

$

622,951‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

947,934‌

1,000,000

Duke

Energy

Progress

LLC

4

.000

04/01/52

764,232‌

250,000

(b)

Electricite

de

France

S.A.

3

.625

10/13/25

247,581‌

1,000,000

Georgia

Power

Co

3

.250

04/01/26

982,957‌

1,000,000

(b)

Liberty

Utilities

Finance

GP

2

.050

09/15/30

838,691‌

1,000,000

MidAmerican

Energy

Co

3

.100

05/01/27

967,485‌

500,000

MidAmerican

Energy

Co

2

.700

08/01/52

302,653‌

975,000

MidAmerican

Energy

Co

5

.850

09/15/54

990,899‌

1,050,000

MidAmerican

Energy

Co

5

.300

02/01/55

991,870‌

1,398,000

(b)

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

1,139,429‌

1,016,000

(b),(d)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

1,039,211‌

2,000,000

(b)

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

1,697,574‌

1,000,000

Northern

States

Power

Co

5

.400

03/15/54

963,915‌

500,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

302,246‌

2,000,000

Oncor

Electric

Delivery

Co

LLC

0

.550

10/01/25

1,941,133‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

1,082,297‌

1,000,000

PG&E

Recovery

Funding

LLC

5

.529

06/01/51

992,320‌

529,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

510,505‌

1,000,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

663,970‌

500,000

Public

Service

Co

of

Colorado

5

.750

05/15/54

498,827‌

1,000,000

Public

Service

Co

of

Oklahoma

2

.200

08/15/31

827,206‌

1,000,000

Public

Service

Electric

and

Gas

Co

3

.100

03/15/32

885,122‌

250,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

241,917‌

175,000

(b)

RWE

Finance

US

LLC

5

.875

04/16/34

175,535‌

550,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

552,408‌

1,000,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

642,878‌

1,000,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

803,997‌

960,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

682,923‌

657,762

(b)

Solar

Star

Funding

LLC

3

.950

06/30/35

588,195‌

1,000,000

Southern

California

Edison

Co

2

.750

02/01/32

853,989‌

1,162,000

Southern

California

Edison

Co

3

.650

06/01/51

822,034‌

1,000,000

Southern

Power

Co

4

.150

12/01/25

995,179‌

1,000,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

633,147‌

1,000,000

Southwestern

Public

Service

Co

3

.150

05/01/50

647,664‌

943,910

(b)

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

766,874‌

282,697

(b)

Topaz

Solar

Farms

LLC

4

.875

09/30/39

262,908‌

885,045

(b)

Topaz

Solar

Farms

LLC

5

.750

09/30/39

862,574‌

166,301

(b)

UEP

Penonome

II

S.A.

6

.500

10/01/38

150,071‌

1,000,000

Union

Electric

Co

2

.150

03/15/32

819,842‌

1,000,000

Union

Electric

Co

2

.625

03/15/51

590,129‌

2,000,000

(b),(c)

Vistra

Corp

7

.000

N/A

2,011,405‌

1,000,000

Wisconsin

Power

and

Light

Co

3

.950

09/01/32

923,754‌

TOTAL

UTILITIES

45,733,205‌

TOTAL

CORPORATE

BONDS

(Cost

$93,772,326)

88,127,180‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

23.6%

AGENCY

SECURITIES

-

1.1%

1,000,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

990,990‌

250,000

United

States

International

Development

Finance

Corp

1

.650

04/15/28

231,197‌

152,465

United

States

International

Development

Finance

Corp

1

.050

10/15/29

138,796‌

152,465

United

States

International

Development

Finance

Corp

1

.790

10/15/29

141,470‌

152,465

United

States

International

Development

Finance

Corp

2

.360

10/15/29

143,530‌

217,035

United

States

International

Development

Finance

Corp

1

.630

07/15/38

173,451‌

TOTAL

AGENCY

SECURITIES

1,819,434‌

FOREIGN

GOVERNMENT

BONDS

-

12.6%

1,000,000

African

Development

Bank

5

.750

08/07/73

961,355‌

700,000

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

659,564‌

300,000

(b)

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

282,670‌

1,000,000

(b)

Arab

Petroleum

Investments

Corp

5

.428

05/02/29

1,008,100‌

279

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,000,000

Asian

Development

Bank

1

.750

%

08/14/26

$

959,881‌

750,000

Asian

Development

Bank

3

.125

09/26/28

718,200‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

1,008,985‌

250,000

(b)

CDP

Financial,

Inc

1

.000

05/26/26

238,231‌

150,000

(b)

Dominican

Republic

International

Bond

6

.600

06/01/36

148,725‌

830,000

European

Investment

Bank

3

.250

11/15/27

805,267‌

250,000

European

Investment

Bank

1

.625

10/09/29

219,995‌

1,500,000

European

Investment

Bank

0

.750

09/23/30

1,220,172‌

1,000,000

European

Investment

Bank

3

.750

02/14/33

940,892‌

1,000,000

Export

Development

Canada

4

.750

06/05/34

1,003,721‌

1,000,000

Inter-American

Investment

Corp

2

.625

04/22/25

994,403‌

500,000

International

Bank

for

Reconstruction

&

Development

2

.125

03/03/25

498,053‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

928,094‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

482,628‌

1,500,000

International

Bank

for

Reconstruction

&

Development

1

.745

07/31/33

1,451,280‌

2,053,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

1,673,682‌

1,610,000

OMERS

Finance

Trust

3

.500

04/19/32

1,460,018‌

2,000,000

(b)

OMERS

Finance

Trust

4

.000

04/19/52

1,546,872‌

1,000,000

(b)

OPEC

Fund

for

International

Development

4

.500

01/26/26

996,868‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

20,207,656‌

MORTGAGE

BACKED

-

0.3%

250,000

(a)

Fannie

Mae-Aces

1

.469

11/25/30

207,410‌

250,000

(a)

Fannie

Mae-Aces

1

.245

01/25/31

204,643‌

TOTAL

MORTGAGE

BACKED

412,053‌

MUNICIPAL

BONDS

-

9.2%

1,000,000

American

Municipal

Power,

Inc

8

.084

02/15/50

1,262,128‌

800,000

California

Community

Choice

Financing

Authority

5

.950

08/01/29

807,362‌

1,000,000

California

Community

Choice

Financing

Authority

6

.125

04/01/30

1,017,263‌

180,000

(b)

California

Municipal

Finance

Authority

6

.375

11/15/48

171,291‌

500,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

6

.332

09/01/51

516,080‌

300,000

City

of

Cleveland

OH

Income

Tax

Revenue

3

.072

10/01/41

225,553‌

142,958

(e)

City

of

Fort

Wayne

IN

10

.750

12/01/29

14‌

250,000

(b)

County

of

Gallatin

MT

11

.500

09/01/27

256,175‌

755,000

(b)

Florida

Development

Finance

Corp

8

.250

07/01/57

780,591‌

290,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

242,748‌

250,000

Los

Angeles

Unified

School

District

4

.850

01/01/25

250,000‌

350,000

Maryland

Economic

Development

Corp

5

.942

05/31/57

356,345‌

315,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.485

07/01/32

266,331‌

80,000

Metropolitan

Transportation

Authority

5

.175

11/15/49

68,805‌

170,000

Morris

County

Improvement

Authority

1

.298

06/15/27

157,641‌

210,000

Mount

Shasta

Public

Financing

Authority

3

.000

08/01/35

196,038‌

220,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/36

190,821‌

120,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/37

102,552‌

160,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/38

135,989‌

165,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/39

137,728‌

2,000,000

(a),(b)

New

Hampshire

Business

Finance

Authority

4

.600

02/01/29

2,000,000‌

850,000

(a),(b)

New

Hampshire

Business

Finance

Authority

4

.520

07/01/33

850,000‌

1,840,000

New

York

State

Energy

Research

&

Development

Authority

4

.521

04/01/26

1,831,132‌

195,000

New

York

State

Energy

Research

&

Development

Authority

3

.927

04/01/27

190,704‌

240,000

(b),(e),(f)

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

24‌

1,000,000

Philadelphia

Energy

Authority

5

.048

11/01/27

1,008,381‌

750,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

751,593‌

823,467

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

796,426‌

250,000

Tuolumne

Wind

Project

Authority

6

.918

01/01/34

268,103‌

TOTAL

MUNICIPAL

BONDS

14,837,818‌

U.S.

TREASURY

SECURITIES

-

0.4%

605,000

United

States

Treasury

Note/Bond

4

.125

11/30/29

598,127‌

TOTAL

U.S.

TREASURY

SECURITIES

598,127‌

TOTAL

GOVERNMENT

BONDS

(Cost

$39,396,074)

37,875,088‌

Green

Bond

280

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.5%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

10,000

Brookfield

Property

Partners

LP

$

136,000‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

136,000‌

UTILITIES

-

0.4%

20,000

Brookfield

Infrastructure

Partners

LP

340,600‌

16,000

Brookfield

Renewable

Partners

LP

286,720‌

TOTAL

UTILITIES

627,320‌

TOTAL

PREFERRED

STOCKS

(Cost

$1,150,000)

763,320‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

18.2%

ASSET

BACKED

-

11.7%

$

125,000

(a),(b)

BFLD

Trust,

(TSFR1M

+

2.214%)

6

.612

%

10/15/35

5,418‌

Series

-

2020

EYP

(Class

C)

499,691

(b)

EnFin

Residential

Solar

Receivables

Trust

5

.980

09/20/55

484,353‌

Series

-

2024

2A

(Class

A)

68,514

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.100

05/20/48

53,320‌

Series

-

2021

3CS

(Class

A)

240,428

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

184,739‌

Series

-

2021

4GS

(Class

A)

233,399

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

177,991‌

Series

-

2021

5CS

(Class

B)

377,429

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.700

01/20/49

313,766‌

Series

-

2022

1GS

(Class

A)

841,403

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

4

.950

07/20/49

775,263‌

Series

-

2022

3CS

(Class

A)

950,938

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

5

.520

02/22/55

905,305‌

Series

-

2023

1GS

(Class

A)

222,914

(b)

Helios

Issuer,

LLC

5

.300

08/22/50

214,911‌

Series

-

2023

B

(Class

A)

79,781

(b)

HERO

Funding

Trust

4

.050

09/20/41

74,198‌

Series

-

2016

1A

(Class

A)

122,995

(b)

HERO

Funding

Trust

3

.910

09/20/42

112,693‌

Series

-

2016

3A

(Class

A2)

73,932

(b)

HERO

Funding

Trust

4

.290

09/20/47

68,143‌

Series

-

2016

4A

(Class

A2)

36,707

(b)

HERO

Funding

Trust

4

.460

09/20/47

33,248‌

Series

-

2017

1A

(Class

A2)

83,904

(b)

HERO

Funding

Trust

3

.190

09/20/48

72,520‌

Series

-

2017

3A

(Class

A1)

169,066

(b)

HERO

Funding

Trust

3

.950

09/20/48

149,777‌

Series

-

2017

3A

(Class

A2)

96,985

(b)

HERO

Funding

Trust

2

.590

09/20/57

79,855‌

Series

-

2020

1A

(Class

A)

900,000

(b)

Hertz

Vehicle

Financing

III

LLC

7

.130

09/25/29

915,682‌

Series

-

2023

2A

(Class

C)

141,088

(b)

Loanpal

Solar

Loan

Ltd

2

.290

01/20/48

111,334‌

Series

-

2021

1GS

(Class

A)

250,000

(b),(f)

Mosaic

Solar

Loan

Trust

0

.000

04/20/46

122,850‌

Series

-

2020

1A

(Class

R)

311,605

(b)

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

270,084‌

Series

-

2020

1A

(Class

A)

106,841

(b)

Mosaic

Solar

Loan

Trust

1

.440

08/20/46

88,792‌

Series

-

2020

2A

(Class

A)

608,201

(b)

Mosaic

Solar

Loan

Trust

2

.050

12/20/46

459,235‌

Series

-

2021

1A

(Class

B)

208,400

(b)

Mosaic

Solar

Loan

Trust

2

.250

12/20/46

179,229‌

Series

-

2021

1A

(Class

C)

423,964

(b)

Mosaic

Solar

Loan

Trust

1

.440

06/20/52

338,308‌

Series

-

2021

3A

(Class

A)

281

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

887,970

(b)

Mosaic

Solar

Loan

Trust

1

.770

%

06/20/52

$

615,565‌

Series

-

2021

3A

(Class

C)

761,138

(b)

Mosaic

Solar

Loan

Trust

6

.100

06/20/53

753,141‌

Series

-

2022

3A

(Class

A)

500,000

(b)

Mosaic

Solar

Loan

Trust

8

.180

09/22/53

364,429‌

Series

-

2023

2A

(Class

C)

140,344

(b)

Renew

2

.060

11/20/56

111,077‌

Series

-

2021

1

(Class

A)

1,034,071

(b)

Renew

5

.326

11/20/60

968,295‌

Series

-

2024

2A

(Class

A)

1,007,788

(b)

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

879,544‌

Series

-

2022

A

(Class

A)

874,524

(b)

Sunnova

Hestia

I

Issuer

LLC

5

.750

12/20/50

884,987‌

Series

-

2023

GRID1

(Class

1A)

1,097,723

(b)

Sunnova

Hestia

II

Issuer

LLC

5

.630

07/20/51

1,104,416‌

Series

-

2024

GRID1

(Class

1A)

207,899

(b)

Sunrun

Athena

Issuer

LLC

5

.310

04/30/49

195,604‌

Series

-

2018

1

(Class

A)

422,418

(b)

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

392,772‌

Series

-

2019

2

(Class

A)

292,153

(b)

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

273,983‌

Series

-

2019

1A

(Class

A)

455,321

(b)

Sunrun

Jupiter

Issuer

LLC

4

.750

07/30/57

426,332‌

Series

-

2022

1A

(Class

A)

209,281

(b)

Sunrun

Vulcan

Issuer

LLC

2

.460

01/30/52

172,401‌

Series

-

2021

1A

(Class

A)

495,813

(b)

Tesla

Auto

Lease

Trust

5

.890

06/22/26

497,554‌

Series

-

2023

A

(Class

A3)

1,300,000

(b)

Tesla

Auto

Lease

Trust

6

.130

09/21/26

1,308,898‌

Series

-

2023

B

(Class

A3)

560,000

(b)

Tesla

Auto

Lease

Trust

4

.790

01/20/27

560,747‌

Series

-

2024

B

(Class

A2A)

1,170,000

(b)

Tesla

Auto

Lease

Trust

5

.300

06/21/27

1,176,831‌

Series

-

2024

A

(Class

A3)

1,000,000

(b)

Tesla

Auto

Lease

Trust

5

.940

07/20/27

1,007,632‌

Series

-

2023

A

(Class

A4)

274,894

(b)

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

255,784‌

Series

-

2018

1A

(Class

B)

822,268

(b)

Vivint

Solar

Financing

VII

LLC

2

.210

07/31/51

726,851‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

18,867,857‌

OTHER

MORTGAGE

BACKED

-

6.5%

250,000

(a),(b)

Alen

Mortgage

Trust,

(TSFR1M

+

1.764%)

6

.162

04/15/34

210,813‌

Series

-

2021

ACEN

(Class

B)

100,000

(b)

BBCMS

Trust

4

.498

08/10/35

92,485‌

Series

-

2015

SRCH

(Class

B)

500,000

(b)

Century

Plaza

Towers

2

.865

11/13/39

438,852‌

Series

-

2019

CPT

(Class

A)

500,000

(b)

COMM

Mortgage

Trust

3

.178

02/10/35

489,429‌

Series

-

2015

3BP

(Class

A)

100,000

(b)

COMM

Mortgage

Trust

3

.376

01/10/39

88,940‌

Series

-

2022

HC

(Class

C)

1,000,000

(b)

Frontier

Issuer

LLC

11

.500

08/20/53

1,066,497‌

Series

-

2023

1

(Class

C)

1,370,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.499%)

5

.897

11/15/36

1,365,146‌

Series

-

2021

DM

(Class

AS)

345,000

(a),(b)

Hudson

Yards

Mortgage

Trust

3

.443

07/10/39

283,503‌

Series

-

2019

30HY

(Class

E)

1,255,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.734%)

6

.132

10/15/33

1,243,144‌

Series

-

2020

609M

(Class

A)

1,000,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.134%)

6

.532

10/15/33

963,737‌

Series

-

2020

609M

(Class

B)

Green

Bond

282

Consolidated

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

250,000

(a),(b)

MFT

Mortgage

Trust

3

.283

%

08/10/40

$

162,079‌

Series

-

2020

B6

(Class

B)

297,597

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%)

5

.915

07/15/36

270,648‌

Series

-

2019

MILE

(Class

A)

500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.829%)

7

.227

07/15/36

379,606‌

Series

-

2019

MILE

(Class

D)

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%)

8

.727

07/15/36

162,581‌

Series

-

2019

MILE

(Class

F)

11,470,000

(a),(b)

NYC

Commercial

Mortgage

Trust

0

.226

04/10/43

150,146‌

Series

-

2021

909

(Class

X)

1,000,000

(b)

One

Bryant

Park

Trust

2

.516

09/15/54

874,456‌

Series

-

2019

OBP

(Class

A)

730,448

(b)

One

Market

Plaza

Trust

3

.614

02/10/32

683,363‌

Series

-

2017

1MKT

(Class

A)

125,000

(b)

SLG

Office

Trust

2

.851

07/15/41

100,763‌

Series

-

2021

OVA

(Class

E)

400,000

(a),(b)

STWD

Mortgage

Trust,

(TSFR1M

+

2.419%)

6

.817

11/15/36

394,091‌

Series

-

2021

LIH

(Class

D)

1,000,000

(b)

Wells

Fargo

Commercial

Mortgage

Trust

6

.011

06/10/37

1,021,766‌

Series

-

2024

SVEN

(Class

A)

TOTAL

OTHER

MORTGAGE

BACKED

10,442,045‌

TOTAL

STRUCTURED

ASSETS

(Cost

$31,363,178)

29,309,902‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$167,464,629)

157,871,931‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.5%

832,314

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(h)

832,314‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$832,314)

832,314‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.6%

REPURCHASE

AGREEMENT

-

0.6%

925,000

(i)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

925,000‌

TOTAL

REPURCHASE

AGREEMENT

925,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$925,000)

925,000‌

TOTAL

INVESTMENTS

-

99.4%

(Cost

$169,221,943)

159,629,245‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.6%

1,042,047‌

NET

ASSETS

-

100.0%

$

160,671,292‌

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$66,622,717

or

41.7%

of

Total

Investments.

(c)

Perpetual

security.

Maturity

date

is

not

applicable.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$790,660.

(e)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(f)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(g)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(i)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$925,229

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.625%

and

maturity

date

9/15/26,

valued

at

$943,578.

283

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Green

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,796,441

$—

$1,796,441

Corporate

bonds

—

88,127,180

—

88,127,180

Government

bonds

—

37,875,064

24

37,875,088

Preferred

stocks

763,320

—

—

763,320

Structured

assets

—

29,187,052

122,850

29,309,902

Investments

purchased

with

collateral

from

securities

lending

832,314

—

—

832,314

Short-Term

Investments

:

Repurchase

agreement

—

925,000

—

925,000

Total

$1,595,634

$157,910,737

$122,874

$159,629,245

1

1

1

1

1

High

Yield

Fund

Portfolio

of

Investments

December

31,

2024

284

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.0%

BANK

LOAN

OBLIGATIONS

-

5.1%

CAPITAL

GOODS

-

0.8%

$

9,875,375

(a)

TransDigm,

Inc.,

Term

Loan

J,

(TSFR3M

+

2.750%)

7

.076

%

02/28/31

$

9,903,421‌

6,004,304

(a)

Windsor

Holdings

III,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.500%)

7

.856

08/01/30

6,086,863‌

TOTAL

CAPITAL

GOODS

15,990,284‌

CONSUMER

SERVICES

-

0.5%

9,991,490

(a),(b)

Motion

Finco

Sarl,

Term

Loan

B,

(TBD)

TBD

TBD

9,901,966‌

TOTAL

CONSUMER

SERVICES

9,901,966‌

FINANCIAL

SERVICES

-

0.5%

9,975,000

(a)

Boost

Newco

Borrower,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.829

01/31/31

10,047,768‌

TOTAL

FINANCIAL

SERVICES

10,047,768‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.5%

9,267,472

(a)

Triton

Water

Holdings,

Inc,

Term

Loan,

(TSFR3M

+

3.250%)

7

.840

03/31/28

9,352,085‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

9,352,085‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.3%

7,859,995

(a)

ADMI

Corp.,

Term

Loan

B2,

(TSFR1M

+

3.375%)

7

.846

12/23/27

7,717,533‌

4,987,437

(a)

Heartland

Dental,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.857

04/28/28

5,003,796‌

9,017,602

(a)

Medline

Borrower,

LP,

Add-on

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

10/23/28

9,059,624‌

4,950,000

(a)

Phoenix

Guarantor

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.857

02/21/31

4,973,834‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

26,754,787‌

MEDIA

&

ENTERTAINMENT

-

0.4%

5,000,000

(a)

Gray

Television,

Inc.,

Term

Loan

D,

(TSFR1M

+

3.000%)

7

.667

12/01/28

4,633,450‌

5,000,000

(a),(b)

LCPR

Loan

Financing

LLC,

(TBD)

TBD

TBD

4,518,750‌

TOTAL

MEDIA

&

ENTERTAINMENT

9,152,200‌

SOFTWARE

&

SERVICES

-

0.9%

7,801,148

(a)

Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

7

.303

04/30/31

7,854,820‌

9,963,000

(a),(b)

Sophia,

L.P.,

First

Lien

Term

Loan

B,

(TBD)

TBD

TBD

10,042,704‌

TOTAL

SOFTWARE

&

SERVICES

17,897,524‌

TRANSPORTATION

-

0.2%

3,805,875

(a)

Air

Canada,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.337

03/21/31

3,828,482‌

TOTAL

TRANSPORTATION

3,828,482‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$102,388,267)

102,925,096‌

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.3%

ENERGY

-

0.0%

7,963

(c),(d)

Cloud

Peak

Energy,

Inc

80‌

TOTAL

ENERGY

80‌

FINANCIAL

SERVICES

-

0.3%

119,217

SPDR

Blackstone

Senior

Loan

ETF

4,974,925‌

TOTAL

FINANCIAL

SERVICES

4,974,925‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

22,100

(d)

Bright

Bidco

BV

8,575‌

5,572

(d)

Bright

Bidco

BV

2,162‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

10,737‌

TOTAL

COMMON

STOCKS

(Cost

$5,778,797)

4,985,742‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

90

.9

%

AUTOMOBILES

&

COMPONENTS

-

3.2%

4,520,000

Dana,

Inc

5

.375

11/15/27

4,455,002‌

5,000,000

(e)

Dana,

Inc

4

.500

02/15/32

4,585,900‌

6,815,000

(e)

Goodyear

Tire

&

Rubber

Co

5

.000

07/15/29

6,258,003‌

4,650,000

(e)

Goodyear

Tire

&

Rubber

Co

5

.250

07/15/31

4,164,869‌

18,450,000

(f),(g)

IHO

Verwaltungs

GmbH

6

.375

05/15/29

17,744,046‌

6,615,000

(f)

Phinia,

Inc

6

.750

04/15/29

6,747,328‌

6,870,000

(f)

Phinia,

Inc

6

.625

10/15/32

6,832,811‌

285

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES

&

COMPONENTS

-

3.2%

(continued)

$

14,635,000

(f)

ZF

North

America

Capital,

Inc

6

.750

%

04/23/30

$

14,077,908‌

TOTAL

AUTOMOBILES

&

COMPONENTS

64,865,867‌

CAPITAL

GOODS

-

4.4%

13,945,000

(f)

Albion

Financing

1

SARL

6

.125

10/15/26

13,947,840‌

10,000,000

(f)

Albion

Financing

2

SARL

8

.750

04/15/27

10,198,900‌

7,675,000

(e),(f)

Alta

Equipment

Group,

Inc

9

.000

06/01/29

7,320,768‌

1,800,000

(f)

Brand

Industrial

Services,

Inc

10

.375

08/01/30

1,832,044‌

7,135,000

(f)

Chart

Industries,

Inc

7

.500

01/01/30

7,418,099‌

6,000,000

(f)

Dcli

Bidco

LLC

7

.750

11/15/29

6,134,328‌

2,335,000

(f)

Gates

Corp

6

.875

07/01/29

2,375,204‌

2,555,000

(f)

Goat

Holdco

LLC

6

.750

02/01/32

2,530,037‌

2,870,000

(f)

Herc

Holdings,

Inc

6

.625

06/15/29

2,906,361‌

1,000,000

(f)

Husky

Injection

Molding

Systems

Ltd

9

.000

02/15/29

1,044,006‌

5,775,000

(f)

Masterbrand,

Inc

7

.000

07/15/32

5,814,799‌

11,790,000

(f)

TransDigm,

Inc

6

.875

12/15/30

11,965,373‌

4,035,000

(f)

TransDigm,

Inc

6

.625

03/01/32

4,071,419‌

7,430,000

(f)

Trinity

Industries,

Inc

7

.750

07/15/28

7,710,349‌

3,975,000

(f)

Windsor

Holdings

III

LLC

8

.500

06/15/30

4,182,539‌

TOTAL

CAPITAL

GOODS

89,452,066‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2.5%

10,785,000

(f)

ASGN,

Inc

4

.625

05/15/28

10,243,588‌

5,500,000

(f)

Garda

World

Security

Corp

4

.625

02/15/27

5,341,720‌

5,000,000

(f)

GTCR

W-2

MERGER

SUB

LLC

7

.500

01/15/31

5,241,798‌

5,075,000

(f)

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

5,072,157‌

5,325,000

(f)

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

4,980,325‌

9,060,000

(f)

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

9,010,203‌

9,925,000

(f)

RR

Donnelley

&

Sons

Co

9

.500

08/01/29

10,078,602‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

49,968,393‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5.4%

8,000,000

(f)

Academy

Ltd

6

.000

11/15/27

7,957,126‌

6,000,000

(e),(f)

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

5,584,042‌

5,240,000

(f)

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

4,780,006‌

7,440,000

(f)

Bath

&

Body

Works,

Inc

6

.625

10/01/30

7,493,486‌

4,297,085

(f),(g)

Carvana

Co

9

.000

12/01/28

4,588,274‌

5,000,000

(f),(g)

Carvana

Co

13

.000

06/01/30

5,489,762‌

2,845,000

(f)

Group  Automotive,

Inc

6

.375

01/15/30

2,850,683‌

6,675,000

(f)

Group

1

Automotive,

Inc

4

.000

08/15/28

6,249,200‌

12,125,000

Kohl's

Corp

4

.625

05/01/31

9,701,291‌

7,835,000

(f)

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

7,315,954‌

620,000

(f)

LCM

Investments

Holdings

II

LLC

8

.250

08/01/31

643,166‌

11,955,000

(f)

Macy's

Retail

Holdings

LLC

6

.125

03/15/32

11,223,221‌

17,230,000

(e),(f)

Magic

Mergeco,

Inc

5

.250

05/01/28

13,008,807‌

10,000,000

(f)

Magic

Mergeco,

Inc

7

.875

05/01/29

6,066,064‌

10,000,000

(f)

Staples,

Inc

10

.750

09/01/29

9,837,858‌

3,315,000

(f)

Veritiv

Operating

Co

10

.500

11/30/30

3,570,190‌

3,395,000

(f)

Wayfair

LLC

7

.250

10/31/29

3,393,301‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

109,752,431‌

CONSUMER

DURABLES

&

APPAREL

-

1.8%

9,650,000

(f)

CD&R

Smokey

Buyer,

Inc

9

.500

10/15/29

9,485,089‌

3,180,000

(f)

Champ

Acquisition

Corp

8

.375

12/01/31

3,243,852‌

3,853,000

(f)

Hanesbrands,

Inc

4

.875

05/15/26

3,793,177‌

5,200,000

Newell

Rubbermaid,

Inc

5

.750

04/01/46

4,963,568‌

7,680,000

(f)

S&S

Holdings

LLC

8

.375

10/01/31

7,734,305‌

8,880,000

(f)

Wolverine

World

Wide,

Inc

4

.000

08/15/29

7,797,716‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

37,017,707‌

CONSUMER

SERVICES

-

5.4%

7,260,000

(e),(f)

Caesars

Entertainment,

Inc

6

.000

10/15/32

6,999,861‌

5,000,000

(f)

Carnival

Corp

4

.000

08/01/28

4,738,929‌

16,330,000

(f)

CDI

Escrow

Issuer,

Inc

5

.750

04/01/30

16,027,122‌

6,615,000

(e),(f)

Cinemark

USA,

Inc

5

.250

07/15/28

6,451,076‌

4,315,000

(f)

Cinemark

USA,

Inc

7

.000

08/01/32

4,398,409‌

11,345,000

(f)

Fertitta

Entertainment

LLC

4

.625

01/15/29

10,513,182‌

High

Yield

Fund

286

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

5.4%

(continued)

$

5,865,000

(f)

Flutter

Treasury

Designated

Activity

Co

6

.375

%

04/29/29

$

5,951,092‌

6,495,000

(f)

Life

Time,

Inc

5

.750

01/15/26

6,488,275‌

5,845,000

(f)

Life

Time,

Inc

6

.000

11/15/31

5,786,585‌

8,000,000

(f)

Merlin

Entertainments

Group

US

Holdings,

Inc

7

.375

02/15/31

7,723,385‌

7,355,000

MGM

Resorts

International

6

.125

09/15/29

7,345,761‌

10,495,000

(f)

NCL

Corp

Ltd

5

.875

03/15/26

10,480,756‌

6,000,000

Service

Corp

International

5

.750

10/15/32

5,819,899‌

5,425,000

(f)

Six

Flags

Entertainment

Corp

6

.625

05/01/32

5,498,318‌

5,510,000

(f)

Wynn

Resorts

Finance

LLC

6

.250

03/15/33

5,413,498‌

TOTAL

CONSUMER

SERVICES

109,636,148‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.9%

8,020,000

(f)

Albertsons

Cos,

Inc

6

.500

02/15/28

8,125,525‌

6,915,000

(f)

Performance

Food

Group,

Inc

6

.125

09/15/32

6,914,685‌

3,465,000

(e)

Walgreens

Boots

Alliance,

Inc

8

.125

08/15/29

3,429,937‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

18,470,147‌

ENERGY

-

12.7%

9,000,000

(f)

Antero

Midstream

Partners

LP

5

.750

03/01/27

8,958,046‌

2,582,000

(f)

Archrock

Partners

LP

6

.875

04/01/27

2,595,350‌

2,000,000

(f)

Archrock

Partners

LP

6

.250

04/01/28

1,989,338‌

3,945,000

(f)

Archrock

Partners

LP

6

.625

09/01/32

3,940,092‌

7,650,000

(f)

Baytex

Energy

Corp

7

.375

03/15/32

7,454,162‌

2,010,000

(f)

Blue

Racer

Midstream

LLC

7

.000

07/15/29

2,052,909‌

1,668,293

(f)

BORR

IHC

Ltd

10

.000

11/15/28

1,660,185‌

2,400,000

(f)

Buckeye

Partners

LP

6

.875

07/01/29

2,429,076‌

7,190,000

(f)

Civitas

Resources,

Inc

8

.375

07/01/28

7,467,307‌

1,595,000

(f)

Civitas

Resources,

Inc

8

.625

11/01/30

1,670,357‌

6,235,000

(f)

Civitas

Resources,

Inc

8

.750

07/01/31

6,500,197‌

394,513

(g)

Cloud

Peak

Energy,

Inc

12

.000

05/01/25

363,532‌

8,000,000

(f)

CNX

Resources

Corp

7

.250

03/01/32

8,134,608‌

4,320,000

(f)

Coronado

Finance

Pty

Ltd

9

.250

10/01/29

4,380,995‌

2,400,000

(f)

Delek

Logistics

Partners

LP

8

.625

03/15/29

2,481,448‌

10,000,000

(h)

Energy

Transfer

LP

6

.500

N/A

10,004,120‌

1,365,000

(f)

EQM

Midstream

Partners

LP

7

.500

06/01/27

1,391,893‌

7,200,000

(f)

EQM

Midstream

Partners

LP

6

.500

07/01/27

7,293,369‌

3,470,000

(f)

EQM

Midstream

Partners

LP

6

.375

04/01/29

3,481,676‌

1,000,000

Genesis

Energy

LP

8

.000

01/15/27

1,017,399‌

3,515,000

Genesis

Energy

LP

7

.875

05/15/32

3,442,355‌

4,420,000

Genesis

Energy

LP

8

.000

05/15/33

4,325,552‌

7,470,000

(f)

Harvest

Midstream

I

LP

7

.500

05/15/32

7,606,159‌

6,185,000

(f)

Hilcorp

Energy

I

LP

6

.000

04/15/30

5,812,662‌

6,166,000

(f)

Hilcorp

Energy

I

LP

6

.000

02/01/31

5,702,301‌

8,685,000

(f)

Hilcorp

Energy

I

LP

6

.250

04/15/32

7,990,438‌

2,830,000

(f)

Hilcorp

Energy

I

LP

8

.375

11/01/33

2,888,843‌

10,000,000

(f)

Kinetik

Holdings

LP

6

.625

12/15/28

10,230,091‌

5,350,000

(f)

Kodiak

Gas

Services

LLC

7

.250

02/15/29

5,457,251‌

2,560,000

(f)

Matador

Resources

Co

6

.250

04/15/33

2,480,954‌

1,800,000

(f)

Nabors

Industries,

Inc

8

.875

08/15/31

1,671,455‌

9,795,000

(f)

Noble

Finance

II

LLC

8

.000

04/15/30

9,892,619‌

6,923,000

(f)

Parkland

Corp

4

.500

10/01/29

6,421,003‌

5,000,000

(f)

Parkland

Corp

4

.625

05/01/30

4,589,529‌

4,925,000

(f)

PBF

Holding

Co

LLC

7

.875

09/15/30

4,832,879‌

7,735,000

SM

Energy

Co

6

.625

01/15/27

7,725,426‌

4,405,000

(f)

SM

Energy

Co

6

.750

08/01/29

4,360,366‌

5,200,000

(f)

South

Bow

Canadian

Infrastructure

Holdings

Ltd

7

.625

03/01/55

5,331,394‌

4,460,000

(f)

Sunoco

LP

7

.000

05/01/29

4,577,159‌

5,000,000

(f)

Talos

Production,

Inc

9

.000

02/01/29

5,129,810‌

1,800,000

(f)

Talos

Production,

Inc

9

.375

02/01/31

1,834,894‌

1,116,462

(f)

TRANSOCEAN

AQUILA

Ltd

8

.000

09/30/28

1,141,481‌

4,475,000

(f)

Transocean

Titan

Financing

Ltd

8

.375

02/01/28

4,566,186‌

4,611,250

(f)

Transocean,

Inc

8

.750

02/15/30

4,755,697‌

2,720,000

USA

Compression

Partners

LP

6

.875

09/01/27

2,728,878‌

13,020,000

(f)

USA

Compression

Partners

LP

7

.125

03/15/29

13,249,769‌

287

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

12.7%

(continued)

$

4,535,000

(f)

Venture

Global

LNG,

Inc

8

.125

%

06/01/28

$

4,717,728‌

8,275,000

(f)

Venture

Global

LNG,

Inc

7

.000

01/15/30

8,398,952‌

10,375,000

(f)

Venture

Global

LNG,

Inc

9

.875

02/01/32

11,384,274‌

9,000,000

(f),(h)

Venture

Global

LNG,

Inc

9

.000

N/A

9,409,896‌

TOTAL

ENERGY

257,922,060‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.8%

7,690,000

(f)

Iron

Mountain,

Inc

7

.000

02/15/29

7,857,387‌

6,542,000

(f)

Iron

Mountain,

Inc

6

.250

01/15/33

6,515,874‌

1,800,000

(e)

MPT

Operating

Partnership

LP

5

.250

08/01/26

1,657,158‌

10,230,000

(e)

MPT

Operating

Partnership

LP

5

.000

10/15/27

8,624,724‌

12,150,000

(f)

Uniti

Group

LP

10

.500

02/15/28

12,955,306‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

37,610,449‌

FINANCIAL

SERVICES

-

10.2%

2,400,000

(f)

Azorra

Finance

Ltd

7

.750

04/15/30

2,385,761‌

8,060,000

(f)

Block,

Inc

6

.500

05/15/32

8,137,806‌

5,000,000

(f)

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

4,799,246‌

10,000,000

(f)

Compass

Group

Diversified

Holdings

LLC

5

.000

01/15/32

9,148,910‌

16,310,000

(f)

Encore

Capital

Group,

Inc

8

.500

05/15/30

17,156,327‌

12,770,000

(f)

FirstCash,

Inc

6

.875

03/01/32

12,822,098‌

2,495,000

(f)

Focus

Financial

Partners

LLC

6

.750

09/15/31

2,485,086‌

9,015,000

(f)

HAT

Holdings

I

LLC

3

.375

06/15/26

8,735,306‌

7,250,000

(f)

HAT

Holdings

I

LLC

8

.000

06/15/27

7,553,920‌

12,000,000

(f)

Hunt

Cos,

Inc

5

.250

04/15/29

11,374,189‌

1,350,000

Icahn

Enterprises

LP

6

.250

05/15/26

1,338,505‌

10,320,000

Icahn

Enterprises

LP

5

.250

05/15/27

9,770,723‌

15,375,000

Icahn

Enterprises

LP

4

.375

02/01/29

12,842,445‌

2,400,000

Icahn

Enterprises

LP

9

.000

06/15/30

2,303,302‌

5,525,000

(f)

Jane

Street

Group

6

.125

11/01/32

5,473,569‌

4,000,000

Navient

Corp

5

.000

03/15/27

3,920,632‌

10,360,000

Navient

Corp

4

.875

03/15/28

9,882,769‌

5,450,000

Navient

Corp

5

.500

03/15/29

5,141,090‌

215,000

OneMain

Finance

Corp

7

.125

03/15/26

218,862‌

5,000,000

OneMain

Finance

Corp

3

.500

01/15/27

4,769,396‌

2,400,000

OneMain

Finance

Corp

6

.625

05/15/29

2,429,880‌

10,000,000

OneMain

Finance

Corp

4

.000

09/15/30

8,887,625‌

14,220,000

(f)

PennyMac

Financial

Services,

Inc

7

.875

12/15/29

14,898,334‌

5,000,000

(f)

PennyMac

Financial

Services,

Inc

7

.125

11/15/30

5,063,541‌

5,000,000

(f)

Rocket

Mortgage

LLC

3

.875

03/01/31

4,356,485‌

5,000,000

(e)

Springleaf

Finance

Corp

5

.375

11/15/29

4,807,182‌

7,220,000

(f)

Starwood

Property

Trust,

Inc

6

.000

04/15/30

7,086,620‌

4,065,000

(f)

Starwood

Property

Trust,

Inc

6

.500

07/01/30

4,070,100‌

6,000,000

(f)

UWM

Holdings

LLC

6

.625

02/01/30

5,962,932‌

10,000,000

(f)

VistaJet

Malta

Finance

plc

6

.375

02/01/30

8,738,239‌

TOTAL

FINANCIAL

SERVICES

206,560,880‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.9%

5,615,000

(f)

Darling

Ingredients,

Inc

6

.000

06/15/30

5,539,083‌

10,000,000

(f)

Post

Holdings,

Inc

6

.375

03/01/33

9,788,625‌

10,245,000

(f)

Primo

Water

Holdings,

Inc

4

.375

04/30/29

9,527,063‌

5,000,000

(f)

Triton

Water

Holdings,

Inc

6

.250

04/01/29

4,963,565‌

9,515,000

(f)

Viking

Baked

Goods

Acquisition

Corp

8

.625

11/01/31

9,347,119‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

39,165,455‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

3.9%

6,000,000

(f)

CHS

5

.250

05/15/30

4,927,967‌

7,030,000

(f)

CHS

10

.875

01/15/32

7,253,048‌

3,850,000

(f)

CHS/Community

Health

Systems,

Inc

8

.000

12/15/27

3,842,921‌

4,250,000

(f)

Concentra

Escrow

Issuer

Corp

6

.875

07/15/32

4,339,081‌

5,000,000

CVS

Health

Corp

7

.000

03/10/55

5,016,777‌

12,260,000

(f)

DaVita,

Inc

4

.625

06/01/30

11,270,926‌

6,540,000

(f)

DaVita,

Inc

3

.750

02/15/31

5,658,801‌

15,235,689

(f)

Global

Medical

Response,

Inc

10

.000

10/31/28

15,216,644‌

7,000,000

(f)

LifePoint

Health,

Inc

11

.000

10/15/30

7,683,641‌

4,560,000

(f)

Molina

Healthcare,

Inc

6

.250

01/15/33

4,506,839‌

High

Yield

Fund

288

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

3.9%

(continued)

$

9,345,000

(f)

Prime

Healthcare

Services,

Inc

9

.375

%

09/01/29

$

9,089,976‌

1,000,000

(f)

Star

Parent,

Inc

9

.000

10/01/30

1,038,600‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

79,845,221‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

5,840,000

(f)

Coty,

Inc

6

.625

07/15/30

5,919,576‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

5,919,576‌

INSURANCE

-

4.5%

18,513,000

(f)

Acrisure

LLC

4

.250

02/15/29

17,404,513‌

11,725,000

(f)

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

11,191,718‌

9,305,000

(f)

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

9,326,876‌

10,000,000

(f)

Alliant

Holdings

Intermediate

LLC

6

.500

10/01/31

9,901,234‌

2,400,000

(f)

APH

Somerset

Investor

2

LLC

7

.875

11/01/29

2,432,442‌

7,810,000

(f)

Ardonagh

Finco

Ltd

7

.750

02/15/31

8,042,746‌

8,270,000

(f)

HUB

International

Ltd

7

.250

06/15/30

8,474,684‌

19,620,000

(f)

Panther

Escrow

Issuer

LLC

7

.125

06/01/31

19,816,089‌

4,965,000

(f)

Ryan

Specialty

LLC

5

.875

08/01/32

4,912,585‌

TOTAL

INSURANCE

91,502,887‌

MATERIALS

-

3.5%

5,000,000

(f)

,NV

Chemicals

Corp

7

.000

12/01/31

4,976,114‌

7,225,000

(f)

Arsenal

AIC

Parent

LLC

8

.000

10/01/30

7,476,407‌

6,110,000

(f)

Avient

Corp

7

.125

08/01/30

6,240,473‌

2,000,000

(f)

Avient

Corp

6

.250

11/01/31

1,972,778‌

10,000,000

(f)

EverArc

Escrow

Sarl

5

.000

10/30/29

9,316,511‌

15,785,000

(f)

Mineral

Resources

Ltd

8

.000

11/01/27

16,137,295‌

2,400,000

(f)

Mineral

Resources

Ltd

8

.500

05/01/30

2,448,135‌

8,485,000

(f)

Olympus

Water

US

Holding

Corp

4

.250

10/01/28

7,929,056‌

6,410,000

(f)

Sealed

Air

Corp

6

.500

07/15/32

6,419,833‌

6,700,000

(f)

Tronox,

Inc

4

.625

03/15/29

6,013,590‌

2,500,000

(f)

WR

Grace

Holdings

LLC

7

.375

03/01/31

2,553,045‌

TOTAL

MATERIALS

71,483,237‌

MEDIA

&

ENTERTAINMENT

-

10.1%

1,800,000

(f)

Advantage

Sales

&

Marketing,

Inc

6

.500

11/15/28

1,708,640‌

8,860,000

(f)

Arches

Buyer,

Inc

4

.250

06/01/28

8,137,337‌

5,120,000

(f)

CCO

Holdings

LLC

5

.375

06/01/29

4,891,807‌

12,250,000

(f)

CCO

Holdings

LLC

4

.500

08/15/30

10,995,551‌

9,025,000

(f)

CCO

Holdings

LLC

4

.250

02/01/31

7,865,517‌

10,800,000

CCO

Holdings

LLC

4

.500

05/01/32

9,289,758‌

10,000,000

Charter

Communications

Operating

LLC

4

.400

12/01/61

6,656,334‌

5,980,000

(f)

CSC

Holdings

LLC

5

.500

04/15/27

5,352,097‌

5,788,000

(f)

CSC

Holdings

LLC

11

.250

05/15/28

5,712,252‌

4,135,000

(f)

CSC

Holdings

LLC

11

.750

01/31/29

4,083,627‌

11,170,000

(f)

DIRECTV

Holdings

LLC

5

.875

08/15/27

10,882,916‌

15,800,000

(f)

DISH

Network

Corp

11

.750

11/15/27

16,735,234‌

4,200,000

(e),(f)

Gray

Television,

Inc

10

.500

07/15/29

4,199,711‌

6,900,000

(f)

Gray

Television,

Inc

4

.750

10/15/30

3,761,259‌

7,025,000

(f)

LCPR

Senior

Secured

Financing

DAC

6

.750

10/15/27

6,356,217‌

9,650,000

(e),(f)

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

7,743,643‌

7,500,000

(f)

McGraw-Hill

Education,

Inc

7

.375

09/01/31

7,675,304‌

4,000,000

(f)

Sirius

XM

Radio,

Inc

5

.000

08/01/27

3,890,108‌

4,650,000

(f)

Sirius

XM

Radio,

Inc

4

.000

07/15/28

4,284,309‌

4,380,000

(f)

Sirius

XM

Radio,

Inc

4

.125

07/01/30

3,822,634‌

3,745,000

(f)

Sirius

XM

Radio,

Inc

3

.875

09/01/31

3,133,737‌

10,525,000

(f)

Sunrise

FinCo

I

BV

4

.875

07/15/31

9,546,807‌

5,000,000

(f)

Sunrise

HoldCo

IV

BV

5

.500

01/15/28

4,895,653‌

12,000,000

(f)

Univision

Communications,

Inc

4

.500

05/01/29

10,740,928‌

1,800,000

(f)

Univision

Communications,

Inc

7

.375

06/30/30

1,721,971‌

6,214,000

(f)

Univision

Communications,

Inc

8

.500

07/31/31

6,092,824‌

17,665,000

(f)

Virgin

Media

Secured

Finance

plc

5

.500

05/15/29

16,568,803‌

11,175,000

(f)

VZ

Secured

Financing

BV

5

.000

01/15/32

9,883,816‌

289

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

10.1%

(continued)

$

9,672,000

(f)

Ziff

Davis,

Inc

4

.625

%

10/15/30

$

8,853,081‌

TOTAL

MEDIA

&

ENTERTAINMENT

205,481,875‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

9,350,000

(f)

Bausch

Health

Cos,

Inc

4

.875

06/01/28

7,480,000‌

1,000,000

(f)

Grifols

S.A.

4

.750

10/15/28

918,929‌

4,610,000

(e),(f)

Organon

&

Co

7

.875

05/15/34

4,713,078‌

14,000,000

(e),(f)

Organon

Finance  LLC

5

.125

04/30/31

12,583,336‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

25,695,343‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1.5%

13,755,400

(e),(f)

Anywhere

Real

Estate

Group

LLC

7

.000

04/15/30

12,203,041‌

9,145,000

(f)

Cushman

&

Wakefield

US

Borrower

LLC

6

.750

05/15/28

9,153,307‌

3,472,000

(e)

Kennedy-Wilson,

Inc

4

.750

03/01/29

3,136,237‌

7,000,000

(e)

Kennedy-Wilson,

Inc

5

.000

03/01/31

6,120,141‌

742,000

(e),(f)

Realogy

Group

LLC

5

.250

04/15/30

558,039‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

31,170,765‌

SOFTWARE

&

SERVICES

-

1.5%

14,000,000

(f)

Ahead

DB

Holdings

LLC

6

.625

05/01/28

13,720,049‌

3,375,000

(f)

CA

Magnum

Holdings

5

.375

10/31/26

3,288,481‌

11,000,180

(f)

Rackspace

Finance

LLC

3

.500

05/15/28

6,627,608‌

6,000,000

(f)

Rocket

Software,

Inc

9

.000

11/28/28

6,213,492‌

TOTAL

SOFTWARE

&

SERVICES

29,849,630‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.4%

9,335,000

(f)

Imola

Merger

Corp

4

.750

05/15/29

8,852,292‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

8,852,292‌

TELECOMMUNICATION

SERVICES

-

4.9%

806,000

Digicel

Intermediate

Holdings

Ltd

12

.000

05/25/27

797,255‌

230,000

(f)

Frontier

Communications

Corp

5

.000

05/01/28

224,851‌

5,000,000

(f)

Frontier

Communications

Holdings

LLC

6

.000

01/15/30

4,988,836‌

8,210,000

(f)

Frontier

Communications

Holdings

LLC

8

.625

03/15/31

8,731,756‌

9,820,000

(f)

Iliad

Holding

SASU

7

.000

10/15/28

9,951,299‌

5,000,000

(f)

Iliad

Holding

SASU

8

.500

04/15/31

5,315,822‌

6,160,000

(f)

Iliad

Holding

SASU

7

.000

04/15/32

6,191,165‌

10,850,000

(f)

Level

3

Financing,

Inc

10

.500

04/15/29

12,091,240‌

10,000,000

(f)

Level

3

Financing,

Inc

10

.500

05/15/30

10,890,000‌

5,000,000

(f)

Level

3

Financing,

Inc

10

.750

12/15/30

5,578,259‌

5,300,000

(f)

Sable

International

Finance

Ltd

7

.125

10/15/32

5,193,152‌

2,050,000

(f)

Vmed

O2

UK

Financing

I

plc

4

.250

01/31/31

1,749,461‌

6,350,000

(f)

Windstream

Escrow

LLC

8

.250

10/01/31

6,558,425‌

10,800,000

(e),(f)

Zayo

Group

Holdings,

Inc

4

.000

03/01/27

9,960,397‌

11,625,000

(e),(f)

Zegona

Finance

plc

8

.625

07/15/29

12,322,884‌

TOTAL

TELECOMMUNICATION

SERVICES

100,544,802‌

TRANSPORTATION

-

3.9%

6,805,000

(e),(f)

American

Airlines,

Inc

7

.250

02/15/28

6,975,318‌

2,500,000

(f)

American

Airlines,

Inc

5

.750

04/20/29

2,479,218‌

10,175,000

(f)

AS.

Mileage

Plan

IP

Ltd

5

.021

10/20/29

9,911,186‌

30,000,000

(e),(f)

Brightline

East

LLC

11

.000

01/31/30

28,631,400‌

14,235,000

(f)

Cargo

Aircraft

Management,

Inc

4

.750

02/01/28

14,120,205‌

4,410,000

(f)

Genesee

&

Wyoming,

Inc

6

.250

04/15/32

4,436,588‌

3,550,000

(f)

United

Airlines,

Inc

4

.625

04/15/29

3,375,291‌

5,000,000

(f)

VistaJet

Malta

Finance

plc

7

.875

05/01/27

4,866,815‌

1,800,000

(e),(f)

VistaJet

Malta

Finance

plc

9

.500

06/01/28

1,811,306‌

2,805,000

(f)

XPO,

Inc

7

.125

06/01/31

2,875,947‌

TOTAL

TRANSPORTATION

79,483,274‌

UTILITIES

-

4.9%

2,425,000

(f)

AltaGas

Ltd

7

.200

10/15/54

2,438,261‌

6,400,000

(f)

California

Buyer

Ltd

6

.375

02/15/32

6,383,015‌

4,290,000

(f)

Ferrellgas

LP

5

.375

04/01/26

4,244,905‌

19,778,000

(f)

Ferrellgas

LP

5

.875

04/01/29

18,077,255‌

7,500,000

(f)

NRG

Energy,

Inc

6

.000

02/01/33

7,284,191‌

6,000,000

(f)

NRG

Energy,

Inc

6

.250

11/01/34

5,885,071‌

8,175,000

Suburban

Propane

Partners

LP

5

.875

03/01/27

8,110,614‌

High

Yield

Fund

290

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

4.9%

(continued)

$

1,800,000

(f)

Suburban

Propane

Partners

LP

5

.000

%

06/01/31

$

1,604,647‌

9,836,000

(f)

Superior

Plus

LP

4

.500

03/15/29

8,942,960‌

21,190,000

(f)

Talen

Energy

Supply

LLC

8

.625

06/01/30

22,582,196‌

10,000,000

(f)

TerraForm

Power

Operating

LLC

5

.000

01/31/28

9,634,474‌

4,310,000

(f)

Vistra

Operations

Co

LLC

7

.750

10/15/31

4,521,473‌

TOTAL

UTILITIES

99,709,062‌

TOTAL

CORPORATE

BONDS

(Cost

$1,888,398,865)

1,849,959,567‌

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

0.7%

707,881

Invesco

Senior

Loan

ETF

14,915,053‌

TOTAL

INVESTMENT

COMPANIES

(Cost

$15,003,531)

14,915,053‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$2,011,569,460)

1,972,785,458‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

5.7%

116,679,172

(i)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(j)

116,679,172‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$116,679,172)

116,679,172‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

2.7%

GOVERNMENT

AGENCY

DEBT

-

0.9%

10,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/07/25

9,991,814‌

4,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

01/31/25

3,985,499‌

5,000,000

Tennessee

Valley

Authority

Discount

Notes

0

.000

01/08/25

4,995,322‌

TOTAL

GOVERNMENT

AGENCY

DEBT

18,972,635‌

REPURCHASE

AGREEMENT

-

1.8%

35,619,000

(k)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

35,619,000‌

TOTAL

REPURCHASE

AGREEMENT

35,619,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$54,592,993)

54,591,635‌

TOTAL

INVESTMENTS

-

105.4%

(Cost

$2,182,841,625)

2,144,056,265‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

(5.4)%

(

109,004,467‌

)

NET

ASSETS

-

100.0%

$

2,035,051,798‌

ETF

Exchange

Traded

Fund

SPDR

Standard

&

Poor's

Depositary

Receipts

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

291

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

When-issued

or

delayed

delivery

security.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(e)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$121,384,205.

(f)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,653,906,665

or

77.1%

of

Total

Investments.

(g)

Payment

in

Kind

Bond

(h)

Perpetual

security.

Maturity

date

is

not

applicable.

(i)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(k)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$35,627,826

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

7/15/26,

valued

at

$36,331,421.

Fund

Level

1

Level

2

Level

3

Total

High

Yield

Long-Term

Investments

:

Bank

loan

obligations

$—

$102,925,096

$—

$102,925,096

Common

stocks

4,974,925

10,737

80

4,985,742

Corporate

bonds

—

1,849,959,567

—

1,849,959,567

Investment

companies

14,915,053

—

—

14,915,053

Investments

purchased

with

collateral

from

securities

lending

116,679,172

—

—

116,679,172

Short-Term

Investments

:

Government

agency

debt

—

18,972,635

—

18,972,635

Repurchase

agreement

—

35,619,000

—

35,619,000

Total

$136,569,150

$2,007,487,035

$80

$2,144,056,265

1

1

1

1

1

Short

Duration

Impact

Bond

Portfolio

of

Investments

December

31,

2024

292

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

BANK

LOAN

OBLIGATIONS

-

2.3%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.6%

$

482,500

(a)

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.971

%

05/05/28

$

475,262‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

475,262‌

UTILITIES

-

1.7%

420,098

(a)

Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.250%)

6

.764

12/15/27

422,263‌

895,000

(a)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6

.929

05/21/29

898,916‌

TOTAL

UTILITIES

1,321,179‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$1,783,642)

1,796,441‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

36

.1

%

BANKS

-

10.8%

250,000

(b)

Bank

of

America

Corp

6

.100

N/A

249,335‌

250,000

(c)

BNP

Paribas

S.A.

1

.675

06/30/27

238,083‌

1,000,000

CitiBank

NA

4

.876

11/19/27

1,000,802‌

500,000

Citigroup,

Inc

2

.014

01/25/26

498,887‌

500,000

(a)

Citigroup,

Inc,

(TSFR3M

+

1.512%)

5

.822

07/01/26

502,539‌

250,000

(c)

Cooperatieve

Rabobank

UA

1

.106

02/24/27

239,353‌

250,000

(c)

Credit

Agricole

S.A.

5

.335

01/10/30

249,940‌

275,000

Deutsche

Bank

AG.

6

.819

11/20/29

287,767‌

600,000

(c)

Federation

des

Caisses

Desjardins

du

Quebec

5

.147

11/27/28

610,085‌

250,000

(c)

Federation

des

Caisses

Desjardins

du

Quebec

5

.250

04/26/29

251,096‌

500,000

(c)

ING

Groep

NV

1

.400

07/01/26

491,172‌

925,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

940,711‌

500,000

M&T

Bank

Corp

4

.833

01/16/29

497,866‌

550,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

557,659‌

250,000

(c)

Royal

Bank

of

Canada

1

.050

09/14/26

235,700‌

1,000,000

(c)

Royal

Bank

of

Canada

4

.851

12/14/26

1,004,729‌

500,000

Wells

Fargo

&

Co

4

.540

08/15/26

499,001‌

TOTAL

BANKS

8,354,725‌

CAPITAL

GOODS

-

0.4%

300,000

Nature

Conservancy

2

.668

03/01/26

292,011‌

TOTAL

CAPITAL

GOODS

292,011‌

ENERGY

-

1.6%

500,000

(c)

New

York

State

Electric

&

Gas

Corp

5

.650

08/15/28

511,513‌

250,000

Williams

Cos,

Inc

5

.400

03/02/26

251,686‌

500,000

(c)

Woodside

Finance

Ltd

3

.650

03/05/25

498,928‌

TOTAL

ENERGY

1,262,127‌

FINANCIAL

SERVICES

-

3.8%

250,000

BB

Blue

Financing

DAC

4

.395

09/20/29

246,952‌

500,000

Goldman

Sachs

Group,

Inc

0

.855

02/12/26

497,535‌

250,000

(c),(d)

HAT

Holdings

I

LLC

3

.375

06/15/26

242,244‌

250,000

(c)

HAT

Holdings

I

LLC

8

.000

06/15/27

260,480‌

500,000

Private

Export

Funding

Corp

1

.400

07/15/28

449,787‌

250,000

Private

Export

Funding

Corp

4

.300

12/15/28

246,888‌

250,000

(c)

Starwood

Property

Trust,

Inc

7

.250

04/01/29

256,451‌

250,000

(c)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

238,442‌

250,000

(c)

WLB

Asset

II

D

Pte

Ltd

6

.500

12/21/26

234,343‌

293

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.8%

(continued)

$

250,000

(c)

WLB

Asset

VI

Pte

Ltd

7

.250

%

12/21/27

$

261,020‌

TOTAL

FINANCIAL

SERVICES

2,934,142‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.4%

275,000

Campbell

Soup

Co

5

.200

03/21/29

277,703‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

277,703‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.3%

1,000,000

Unilever

Capital

Corp

4

.875

09/08/28

1,008,001‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,008,001‌

MATERIALS

-

1.3%

200,000

(b),(c)

Cemex

SAB

de

C.V.

9

.125

N/A

206,129‌

325,000

Nutrien

Ltd

5

.200

06/21/27

328,323‌

450,000

(c)

Smurfit

Kappa

Treasury

ULC

5

.200

01/15/30

452,511‌

TOTAL

MATERIALS

986,963‌

MEDIA

&

ENTERTAINMENT

-

0.3%

250,000

Alphabet,

Inc

0

.450

08/15/25

244,034‌

TOTAL

MEDIA

&

ENTERTAINMENT

244,034‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

500,000

Apple,

Inc

3

.000

06/20/27

484,889‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

484,889‌

TRANSPORTATION

-

0.7%

143,563

(c)

Air

Canada

2015-, Cl A

Pass

Through

Trust

3

.600

03/15/27

139,686‌

356,522

(c)

Air

Canada

Pass

Through

Trust

4

.125

05/15/25

354,776‌

36,648

Ethiopian

Leasing

2012

LLC

2

.646

05/12/26

36,162‌

TOTAL

TRANSPORTATION

530,624‌

UTILITIES

-

14.9%

475,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

477,293‌

600,000

(c)

Brooklyn

Union

Gas

Co

4

.632

08/05/27

593,397‌

250,000

(c)

Comision

Federal

de

Electricidad

5

.700

01/24/30

240,000‌

500,000

Connecticut

Light

and

Power

Co

4

.650

01/01/29

497,459‌

384,808

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/27

387,473‌

472,495

(c)

Continental

Wind

LLC

6

.000

02/28/33

476,129‌

1,000,000

DTE

Electric

Co

1

.900

04/01/28

915,605‌

250,000

(c)

Electricite

de

France

S.A.

3

.625

10/13/25

247,581‌

1,000,000

International

Development

Association

0

.375

09/23/25

970,928‌

425,000

(c)

International

Development

Association

4

.375

11/27/29

421,725‌

1,000,000

MidAmerican

Energy

Co

3

.650

04/15/29

953,711‌

300,000

National

Fuel

Gas

Co

5

.500

01/15/26

301,165‌

237,000

(c),(d)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

242,414‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

0

.550

10/01/25

970,566‌

500,000

PG&E

Recovery

Funding

LLC

4

.838

06/01/35

496,092‌

250,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

241,259‌

275,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

276,204‌

297,429

SCE

Recovery

Funding

LLC

1

.977

11/15/28

280,993‌

698,104

(c)

Solar

Star

Funding

LLC

5

.375

06/30/35

695,611‌

1,000,000

Southern

California

Edison

Co

3

.700

08/01/25

992,830‌

275,000

Southern

California

Edison

Co

4

.875

02/01/27

275,850‌

500,000

Southern

Power

Co

4

.150

12/01/25

497,589‌

TOTAL

UTILITIES

11,451,874‌

TOTAL

CORPORATE

BONDS

(Cost

$27,772,550)

27,827,093‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

39.3%

AGENCY

SECURITIES

-

3.2%

43,076

Export-Import

Bank

of

the

United

States

1

.822

05/03/25

42,787‌

250,000

Federal

Home

Loan

Mortgage

Corp

1

.500

02/12/25

249,186‌

198,125

Harar

Leasing

2013

LLC

2

.582

07/02/25

195,569‌

500,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

495,495‌

57,267

Lulwa

Ltd

1

.831

03/26/25

56,910‌

89,224

Penta

Aircraft

Leasing

LLC

1

.691

04/29/25

88,620‌

250,000

Private

Export

Funding

Corp

3

.250

06/15/25

248,752‌

Short

Duration

Impact

Bond

294

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY

SECURITIES

(continued)

$

27,665

Sandalwood

LLC

2

.821

%

02/12/26

$

27,280‌

548,096

Thirax  LLC

0

.968

01/14/33

466,450‌

152,465

United

States

International

Development

Finance

Corp

1

.050

10/15/29

138,797‌

152,465

United

States

International

Development

Finance

Corp

1

.790

10/15/29

141,471‌

274,509

Windermere

Aviation

LLC

2

.351

05/27/26

268,471‌

TOTAL

AGENCY

SECURITIES

2,419,788‌

FOREIGN

GOVERNMENT

BONDS

-

10.6%

500,000

African

Development

Bank

4

.125

02/25/27

497,278‌

1,000,000

(c)

Arab

Petroleum

Investments

Corp

5

.428

05/02/29

1,008,100‌

360,000

Asian

Development

Bank

4

.625

06/13/25

360,351‌

250,000

Asian

Infrastructure

Investment

Bank

0

.500

01/27/26

239,693‌

250,000

(d)

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

252,246‌

300,000

(a),(c)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%)

5

.113

08/16/27

302,328‌

200,000

(a)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%)

5

.113

08/16/27

201,552‌

250,000

(c)

BNG

Bank

NV

3

.500

05/19/28

242,446‌

500,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

496,764‌

450,000

Export

Development

Canada

3

.875

02/14/28

443,027‌

250,000

Inter-American

Investment

Corp

2

.625

04/22/25

248,601‌

250,000

Inter-American

Investment

Corp

0

.625

02/10/26

239,576‌

500,000

Inter-American

Investment

Corp

4

.126

02/15/28

494,257‌

250,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

232,024‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

482,628‌

250,000

International

Finance

Facility

for

Immunisation

Co

1

.000

04/21/26

238,919‌

500,000

Japan

Bank

for

International

Cooperation

1

.625

01/20/27

471,424‌

500,000

Japan

Bank

for

International

Cooperation

4

.375

10/05/27

498,019‌

250,000

Japan

International

Cooperation

Agency

4

.000

05/23/28

245,299‌

500,000

Kreditanstalt

fuer

Wiederaufbau

1

.000

10/01/26

472,697‌

500,000

OPEC

Fund

for

International

Development

4

.500

01/26/26

498,434‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

8,165,663‌

MORTGAGE

BACKED

-

0.1%

50,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.660

06/25/43

52,745‌

30,000

(a),(c)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

2.900%)

7

.469

04/25/42

31,098‌

TOTAL

MORTGAGE

BACKED

83,843‌

MUNICIPAL

BONDS

-

6.1%

117,179

(e)

City

of

Fort

Wayne

IN

10

.750

12/01/29

12‌

250,000

(c)

County

of

Gallatin

MT

11

.500

09/01/27

256,175‌

375,000

(c)

Florida

Development

Finance

Corp

8

.250

07/01/57

387,711‌

350,000

(c)

Iowa

Finance

Authority

7

.000

11/01/27

350,379‌

300,000

Los

Angeles

Unified

School

District

4

.850

01/01/25

300,000‌

200,000

Mount

Diablo

Unified

School

District

5

.548

08/01/27

202,065‌

500,000

(a),(c)

New

Hampshire

Business

Finance

Authority

4

.600

02/01/29

500,000‌

815,000

New

York

State

Energy

Research

&

Development

Authority

5

.822

04/01/27

822,751‌

250,000

Pharr

Economic

Development

Corp

3

.016

08/15/26

244,446‌

275,000

Redevelopment

Authority

of

the

City

of

Philadelphia

4

.653

09/01/25

275,125‌

600,000

San

Diego

Unified

School

District

3

.915

07/01/28

589,079‌

274,489

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

265,475‌

250,000

Village

of

Deerfield

IL

4

.000

12/01/28

245,546‌

250,000

(c)

Warm

Springs

Reservation

Confederated

Tribe

2

.165

11/01/26

238,241‌

TOTAL

MUNICIPAL

BONDS

4,677,005‌

U.S.

TREASURY

SECURITIES

-

19.3%

9,083,000

United

States

Treasury

Note/Bond

5

.000

09/30/25

9,130,421‌

4,813,000

United

States

Treasury

Note/Bond

4

.250

11/30/26

4,812,043‌

241,000

United

States

Treasury

Note/Bond

4

.000

12/15/27

239,146‌

707,000

United

States

Treasury

Note/Bond

4

.125

11/30/29

698,968‌

TOTAL

U.S.

TREASURY

SECURITIES

14,880,578‌

TOTAL

GOVERNMENT

BONDS

(Cost

$30,366,197)

30,226,877‌

295

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

21.7%

ASSET

BACKED

-

14.0%

$

226,164

(c)

Air

Canada

2020-2,

Class

A

Pass

Through

Trust

5

.250

%

04/01/29

$

225,414‌

Series

-

2020

A

(Class

)

524,384

Delta

Air

Lines

Pass

Through

Trust

3

.625

07/30/27

508,605‌

Series

-

2015

1

(Class

AA)

182,732

Delta

Air

Lines

Pass

Through

Trust

2

.000

06/10/28

168,229‌

Series

-

2020

1

(Class

AA)

178,015

Delta

Air

Lines

Pass

Through

Trust

2

.500

06/10/28

164,531‌

Series

-

2020

1

(Class

A)

300,000

(c)

Frontier

Issuer

LLC

6

.190

06/20/54

305,132‌

Series

-

2024

1

(Class

A2)

240,427

(c)

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

184,738‌

Series

-

2021

4GS

(Class

A)

233,399

(c)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

177,991‌

Series

-

2021

5CS

(Class

B)

445,827

(c)

Helios

Issuer,

LLC

5

.300

08/22/50

429,822‌

Series

-

2023

B

(Class

A)

79,781

(c)

HERO

Funding

Trust

4

.050

09/20/41

74,198‌

Series

-

2016

1A

(Class

A)

122,995

(c)

HERO

Funding

Trust

3

.910

09/20/42

112,693‌

Series

-

2016

3A

(Class

A2)

96,985

(c)

HERO

Funding

Trust

2

.590

09/20/57

79,855‌

Series

-

2020

1A

(Class

A)

500,000

(c)

Hertz

Vehicle

Financing

III

LLC

5

.570

09/25/29

503,077‌

Series

-

2023

2A

(Class

A)

93,857

(c)

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

81,350‌

Series

-

2020

1A

(Class

A)

213,682

(c)

Mosaic

Solar

Loan

Trust

1

.440

08/20/46

177,583‌

Series

-

2020

2A

(Class

A)

265,769

(c)

Mosaic

Solar

Loan

Trust

1

.440

06/20/52

212,074‌

Series

-

2021

3A

(Class

A)

221,992

(c)

Mosaic

Solar

Loan

Trust

1

.770

06/20/52

153,891‌

Series

-

2021

3A

(Class

C)

23,612

(c)

Renew

3

.670

09/20/52

21,484‌

Series

-

2017

1A

(Class

A)

187,262

(c)

Sunnova

Helios

VII

Issuer

LLC

2

.030

10/20/48

158,766‌

Series

-

2021

C

(Class

A)

243,549

(c)

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

212,556‌

Series

-

2022

A

(Class

A)

226,829

(c)

Sunnova

Helios

XI

Issuer

LLC

5

.300

05/20/50

219,301‌

Series

-

2023

A

(Class

A)

422,418

(c)

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

392,772‌

Series

-

2019

2

(Class

A)

292,153

(c)

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

273,983‌

Series

-

2019

1A

(Class

A)

269,988

(c)

Sunrun

Callisto

Issuer

LLC

2

.270

01/30/57

226,484‌

Series

-

2021

2A

(Class

A)

247,907

(c)

Tesla

Auto

Lease

Trust

5

.890

06/22/26

248,777‌

Series

-

2023

A

(Class

A3)

815,000

(c)

Tesla

Auto

Lease

Trust

6

.130

09/21/26

820,578‌

Series

-

2023

B

(Class

A3)

840,000

(c)

Tesla

Auto

Lease

Trust

4

.790

01/20/27

841,121‌

Series

-

2024

B

(Class

A2A)

580,000

(c)

Tesla

Auto

Lease

Trust

5

.300

06/21/27

583,386‌

Series

-

2024

A

(Class

A3)

1,000,000

(c)

Tesla

Auto

Lease

Trust

5

.940

07/20/27

1,007,632‌

Series

-

2023

A

(Class

A4)

476,162

(c)

Tesla

Electric

Vehicle

Trust

5

.540

12/21/26

477,994‌

Series

-

2023

1

(Class

A2A)

1,500,000

(c)

Tesla

Sustainable

Energy

Trust

5

.080

06/21/50

1,497,839‌

Series

-

2024

1A

(Class

A2)

Short

Duration

Impact

Bond

296

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

274,894

(c)

Vivint

Colar

Financing

V

LLC

7

.370

%

04/30/48

$

255,784‌

Series

-

2018

1A

(Class

B)

TOTAL

ASSET

BACKED

10,797,640‌

OTHER

MORTGAGE

BACKED

-

7.7%

250,000

(a),(c)

Alen

Mortgage

Trust,

(TSFR1M

+

2.364%)

6

.762

04/15/34

178,750‌

Series

-

2021

ACEN

(Class

C)

250,000

(c)

BX

Trust

6

.300

10/13/27

247,109‌

Series

-

2022

CLS

(Class

B)

250,000

(a),(c)

BX

TRUST,

(TSFR1M

+

1.490%)

5

.887

01/17/39

248,499‌

Series

-

2022

AHP

(Class

AS)

250,000

(a),(c)

BX

TRUST,

(TSFR1M

+

2.090%)

6

.487

01/17/39

246,882‌

Series

-

2022

AHP

(Class

C)

27,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR

+

3.600%)

8

.169

07/25/42

28,504‌

Series

-

2022

R08

(Class

1M2)

250,000

(c)

Frontier

Issuer

LLC

6

.600

08/20/53

254,445‌

Series

-

2023

1

(Class

A2)

250,000

(c)

Frontier

Issuer

LLC

11

.500

08/20/53

266,624‌

Series

-

2023

1

(Class

C)

1,000,000

(a),(c)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.499%)

5

.897

11/15/36

996,457‌

Series

-

2021

DM

(Class

AS)

44,537

GS

Mortgage

Securities

Trust

2

.922

05/10/49

44,143‌

Series

-

2016

GS2

(Class

AAB)

500,000

(a),(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.734%)

6

.132

10/15/33

495,277‌

Series

-

2020

609M

(Class

A)

212,214

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%)

5

.915

07/15/36

192,997‌

Series

-

2019

MILE

(Class

A)

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.879%)

6

.277

07/15/36

213,566‌

Series

-

2019

MILE

(Class

B)

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%)

6

.677

07/15/36

199,123‌

Series

-

2019

MILE

(Class

C)

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%)

8

.727

07/15/36

162,581‌

Series

-

2019

MILE

(Class

F)

182,612

(c)

One

Market

Plaza

Trust

3

.614

02/10/32

170,841‌

Series

-

2017

1MKT

(Class

A)

250,000

(c)

One

Market

Plaza

Trust

3

.845

02/10/32

225,368‌

Series

-

2017

1MKT

(Class

B)

27,382,754

(a),(c)

SLG

Office

Trust

0

.258

07/15/41

357,074‌

Series

-

2021

OVA

(Class

X)

500,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

1.371%)

5

.769

11/15/36

496,940‌

Series

-

2021

LIH

(Class

AS)

500,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

1.770%)

6

.168

11/15/36

496,441‌

Series

-

2021

LIH

(Class

B)

270,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

2.069%)

6

.467

11/15/36

267,125‌

Series

-

2021

LIH

(Class

C)

91,170

(c)

Verus

Securitization

Trust

3

.417

01/25/60

89,427‌

Series

-

2020

1

(Class

A1)

TOTAL

OTHER

MORTGAGE

BACKED

5,878,173‌

TOTAL

STRUCTURED

ASSETS

(Cost

$17,345,738)

16,675,813‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$77,268,127)

76,526,224‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.0%

731,108

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(g)

731,108‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$731,108)

731,108‌

297

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.1%

REPURCHASE

AGREEMENT

-

0.1%

$

86,000

(h)

Fixed

Income

Clearing

Corporation

4

.460

%

01/02/25

$

86,000‌

TOTAL

REPURCHASE

AGREEMENT

86,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$86,000)

86,000‌

TOTAL

INVESTMENTS

-

100.5%

(Cost

$78,085,235)

77,343,332‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(

351,297‌

)

NET

ASSETS

-

100.0%

$

76,992,035‌

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

Perpetual

security.

Maturity

date

is

not

applicable.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$29,053,066

or

37.6%

of

Total

Investments.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$705,858.

(e)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(f)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(g)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(h)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$86,021

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

7/15/26,

valued

at

$87,825.

Short

Duration

Impact

Bond

298

Portfolio

of

Investments

December

31,

2024

(continued)

Fund

Level

1

Level

2

Level

3

Total

Short

Duration

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,796,441

$—

$1,796,441

Corporate

bonds

—

27,827,093

—

27,827,093

Government

bonds

—

30,226,877

—

30,226,877

Structured

assets

—

16,675,813

—

16,675,813

Investments

purchased

with

collateral

from

securities

lending

731,108

—

—

731,108

Short-Term

Investments

:

Repurchase

agreement

—

86,000

—

86,000

Total

$731,108

$76,612,224

$—

$77,343,332

1

1

1

1

1

Portfolio

of

Investments

December

31,

2024

Short

Term

Bond

299

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

BANK

LOAN

OBLIGATIONS

-

1.0%

CAPITAL

GOODS

-

0.1%

$

1,260,913

(a)

Core

&

Main

LP,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.339

%

07/27/28

$

1,265,118‌

TOTAL

CAPITAL

GOODS

1,265,118‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

665,223

(a)

American

Builders

&

Contractors

Supply

Co.,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.107

01/31/31

668,383‌

1,753,528

(a)

Avis

Budget

Car

Rental,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.221

08/06/27

1,737,746‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

2,406,129‌

CONSUMER

SERVICES

-

0.3%

1,451,174

(a)

101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6

.107

09/20/30

1,446,036‌

1,943,891

(a)

Hilton

Domestic

Operating

Company,

Inc.,

Term

Loan

B4,

(TSFR1M

+

1.750%)

6

.088

11/08/30

1,956,051‌

782,139

(a)

KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.240

03/15/28

784,931‌

1,412,179

(a)

Wyndham

Hotels

&

Resorts,

Inc.,

Term

Loan,

(TSFR1M

+

1.750%)

6

.107

05/24/30

1,416,217‌

TOTAL

CONSUMER

SERVICES

5,603,235‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

730,720

(a)

US

Foods,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.107

11/22/28

737,165‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

737,165‌

FINANCIAL

SERVICES

-

0.0%

701,806

(a)

Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

6

.107

06/24/31

701,676‌

TOTAL

FINANCIAL

SERVICES

701,676‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

1,579,455

(a)

Energizer

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.356

12/22/27

1,585,631‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,585,631‌

MEDIA

&

ENTERTAINMENT

-

0.1%

1,000,948

(a)

CSC

Holdings,

LLC,

Term

Loan

B6,

(TSFR1M

+

4.500%)

8

.897

01/18/28

983,987‌

674,453

(a)

Outfront

Media

Capital

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.107

11/18/26

674,945‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,658,932‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.2%

313,673

(a)

Avantor

Funding,

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

6

.457

11/08/27

315,896‌

2,186,967

(a)

Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.607

05/05/28

2,195,168‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

2,511,064‌

SOFTWARE

&

SERVICES

-

0.1%

1,293,333

(a)

Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.107

09/12/29

1,290,818‌

TOTAL

SOFTWARE

&

SERVICES

1,290,818‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$17,669,469)

17,759,768‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

33

.7

%

AUTOMOBILES

&

COMPONENTS

-

2.6%

2,725,000

(b)

Denso

Corp

1

.239

09/16/26

2,568,796‌

10,000,000

Ford

Motor

Credit

Co

LLC

6

.950

06/10/26

10,226,217‌

3,000,000

Ford

Motor

Credit

Co

LLC

7

.350

11/04/27

3,141,231‌

2,200,000

(b)

Ford

Otomotiv

Sanayi

AS.

7

.125

04/25/29

2,205,500‌

11,000,000

General

Motors

Financial

Co,

Inc

5

.400

04/06/26

11,061,460‌

5,000,000

General

Motors

Financial

Co,

Inc

5

.400

05/08/27

5,052,243‌

850,000

General

Motors

Financial

Co,

Inc

6

.000

01/09/28

872,145‌

2,250,000

(b)

Hyundai

Capital

Services,

Inc

2

.125

04/24/25

2,229,282‌

7,500,000

Toyota

Motor

Credit

Corp

4

.550

08/07/26

7,505,075‌

TOTAL

AUTOMOBILES

&

COMPONENTS

44,861,949‌

BANKS

-

14.0%

2,100,000

(b)

Banco

de

Credito

del

Peru

2

.700

01/11/25

2,095,939‌

3,650,000

(b)

Banco

del

Estado

de

Chile

2

.704

01/09/25

3,645,985‌

2,855,000

(b)

Banco

do

Brasil

S.A.

3

.250

09/30/26

2,774,791‌

3,975,000

(b)

Banco

Santander

Mexico

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5

.621

12/10/29

3,955,125‌

5,000,000

Banco

Santander

S.A.

3

.496

03/24/25

4,988,213‌

4,000,000

(b)

Bank

Leumi

Le-Israel

BM

5

.125

07/27/27

3,968,640‌

20,000,000

Bank

of

America

Corp

3

.384

04/02/26

19,922,545‌

5,000,000

Bank

of

America

Corp

5

.819

09/15/29

5,123,458‌

Short

Term

Bond

300

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

14.0%

(continued)

$

10,000,000

Bank

of

America

NA

5

.650

%

08/18/25

$

10,054,287‌

1,800,000

Barclays

plc

4

.837

09/10/28

1,789,099‌

5,000,000

Barclays

plc

6

.490

09/13/29

5,200,452‌

15,000,000

CitiBank

NA

5

.438

04/30/26

15,134,625‌

7,250,000

CitiBank

NA

4

.929

08/06/26

7,278,843‌

5,000,000

CitiBank

NA

4

.876

11/19/27

5,004,009‌

10,000,000

Citigroup,

Inc

5

.610

09/29/26

10,053,871‌

20,000,000

Goldman

Sachs

Bank

USA

5

.283

03/18/27

20,113,596‌

10,000,000

Goldman

Sachs

Bank

USA

5

.414

05/21/27

10,077,980‌

14,450,000

HSBC

Holdings

plc

5

.130

11/19/28

14,445,383‌

9,000,000

JPMorgan

Chase

&

Co

4

.080

04/26/26

8,976,596‌

10,000,000

JPMorgan

Chase

&

Co

5

.581

04/22/30

10,197,469‌

3,000,000

JPMorgan

Chase

&

Co

4

.995

07/22/30

2,987,026‌

10,000,000

JPMorgan

Chase

&

Co

4

.603

10/22/30

9,809,731‌

10,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

10,105,332‌

5,000,000

Morgan

Stanley

Bank

NA

5

.882

10/30/26

5,104,998‌

8,400,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

8,516,967‌

5,000,000

Morgan

Stanley

Bank

NA

4

.968

07/14/28

5,016,236‌

4,275,000

(b)

NatWest

Markets

plc

5

.416

05/17/27

4,333,059‌

10,000,000

Royal

Bank

of

Canada

4

.650

01/27/26

9,987,176‌

4,000,000

(b)

United

Overseas

Bank

Ltd

1

.250

04/14/26

3,830,047‌

21,900,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

22,159,596‌

TOTAL

BANKS

246,651,074‌

CAPITAL

GOODS

-

1.2%

10,000,000

Boeing

Co

2

.196

02/04/26

9,697,908‌

10,000,000

Caterpillar

Financial

Services

Corp

4

.350

05/15/26

9,986,225‌

2,000,000

(b)

Sisecam

UK

plc

8

.250

05/02/29

2,007,570‌

TOTAL

CAPITAL

GOODS

21,691,703‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.3%

2,700,000

O'Reilly

Automotive,

Inc

5

.750

11/20/26

2,746,705‌

3,000,000

(b)

Prosus

NV

3

.257

01/19/27

2,868,365‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

5,615,070‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.2%

3,900,000

Walmart,

Inc

1

.050

09/17/26

3,689,475‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,689,475‌

ENERGY

-

2.5%

2,275,000

(b)

6297782

LLC

4

.911

09/01/27

2,267,413‌

5,000,000

BP

Capital

Markets

America,

Inc

5

.017

11/17/27

5,054,834‌

3,000,000

Canadian

Natural

Resources

Ltd

2

.050

07/15/25

2,954,947‌

4,775,000

Enbridge,

Inc

2

.500

02/14/25

4,760,882‌

3,000,000

Energy

Transfer

LP

5

.250

07/01/29

3,014,279‌

3,500,000

Enterprise

Products

Operating

LLC

5

.050

01/10/26

3,517,106‌

2,991,000

Hess

Corp

4

.300

04/01/27

2,960,480‌

4,000,000

Marathon

Petroleum

Corp

4

.700

05/01/25

3,995,408‌

69,500

Petroleos

Mexicanos

2

.378

04/15/25

68,428‌

1,000,000

Petroleos

Mexicanos

4

.500

01/23/26

964,948‌

1,000,000

Petroleos

Mexicanos

5

.350

02/12/28

913,978‌

1,973,684

Reliance

Industries

Ltd

2

.444

01/15/26

1,949,374‌

2,000,000

(b)

Tengizchevroil

Finance

Co

International

Ltd

2

.625

08/15/25

1,958,338‌

10,000,000

Williams

Cos,

Inc

5

.400

03/02/26

10,067,426‌

TOTAL

ENERGY

44,447,841‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.7%

3,000,000

American

Tower

Corp

5

.250

07/15/28

3,018,552‌

3,000,000

Essex

Portfolio

LP

1

.700

03/01/28

2,712,561‌

4,800,000

Kite

Realty

Group

LP

4

.000

10/01/26

4,725,868‌

3,000,000

(b)

ProLogis

Targeted

US

Logistics

Fund

LP

5

.250

04/01/29

3,033,806‌

1,665,000

(b)

SBA

Tower

Trust

2

.836

01/15/25

1,663,292‌

13,365,000

(b)

SBA

Tower

Trust

1

.884

01/15/26

12,949,973‌

2,500,000

(b)

SBA

Tower

Trust

1

.631

11/15/26

2,343,444‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

30,447,496‌

FINANCIAL

SERVICES

-

1.1%

5,500,000

AerCap

Ireland

Capital

DAC

6

.100

01/15/27

5,624,830‌

301

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

1.1%

(continued)

$

3,000,000

American

Express

Co

5

.532

%

04/25/30

$

3,054,607‌

1,500,000

(b)

Banco

BTG

Pactual

S.A.

2

.750

01/11/26

1,445,530‌

2,500,000

(b)

DAE

Funding

LLC

2

.625

03/20/25

2,479,575‌

1,675,000

Morgan

Stanley

5

.449

07/20/29

1,693,713‌

5,000,000

State

Street

Corp

5

.272

08/03/26

5,049,432‌

TOTAL

FINANCIAL

SERVICES

19,347,687‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.4%

3,000,000

(b)

Bimbo

Bakeries

USA,

Inc

6

.050

01/15/29

3,062,157‌

3,000,000

Philip

Morris

International,

Inc

4

.875

02/13/29

2,996,276‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

6,058,433‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.4%

3,750,000

CVS

Health

Corp

4

.300

03/25/28

3,633,401‌

3,200,000

HCA,

Inc

5

.200

06/01/28

3,207,843‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

6,841,244‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.6%

5,000,000

Haleon

UK

Capital

plc

3

.125

03/24/25

4,980,137‌

5,000,000

Unilever

Capital

Corp

4

.250

08/12/27

4,970,812‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

9,950,949‌

INSURANCE

-

0.4%

5,000,000

Arthur

J

Gallagher

&

Co

4

.850

12/15/29

4,977,060‌

2,500,000

Principal

Life

Global

Funding

II

0

.875

01/12/26

2,403,054‌

TOTAL

INSURANCE

7,380,114‌

MATERIALS

-

0.8%

3,401,000

Amcor

Finance

USA,

Inc

3

.625

04/28/26

3,343,445‌

2,200,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

2,032,146‌

1,200,000

(b)

Freeport

Indonesia

PT

4

.763

04/14/27

1,183,692‌

2,000,000

(b)

Kraton

Corp

5

.000

07/15/27

2,007,368‌

1,170,000

(b)

Navoi

Mining

&

Metallurgical

Combinat

6

.700

10/17/28

1,164,157‌

2,325,000

(b)

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

2,194,956‌

1,600,000

(b)

POSCO

5

.750

01/17/28

1,628,434‌

TOTAL

MATERIALS

13,554,198‌

MEDIA

&

ENTERTAINMENT

-

1.4%

2,000,000

(b)

CCO

Holdings

LLC

5

.125

05/01/27

1,965,240‌

10,000,000

Charter

Communications

Operating

LLC

6

.150

11/10/26

10,190,497‌

6,000,000

Comcast

Corp

3

.300

02/01/27

5,840,348‌

6,875,000

Warnermedia

Holdings,

Inc

3

.638

03/15/25

6,852,892‌

TOTAL

MEDIA

&

ENTERTAINMENT

24,848,977‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.1%

4,600,000

Amgen,

Inc

5

.150

03/02/28

4,633,464‌

3,000,000

AstraZeneca

Finance

LLC

4

.800

02/26/27

3,017,564‌

8,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/28

7,929,706‌

1,045,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

1,019,734‌

3,000,000

Zoetis,

Inc

5

.400

11/14/25

3,015,699‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

19,616,167‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.7%

1,800,000

Broadcom,

Inc

4

.150

02/15/28

1,769,732‌

5,800,000

Broadcom,

Inc

5

.050

07/12/29

5,822,039‌

1,075,000

TSMC

Arizona

Corp

1

.750

10/25/26

1,018,608‌

1,325,000

TSMC

Arizona

Corp

3

.875

04/22/27

1,301,519‌

3,000,000

(b),(c)

TSMC

Global

Ltd

0

.750

09/28/25

2,914,545‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

12,826,443‌

SOFTWARE

&

SERVICES

-

0.8%

5,000,000

Accenture

Capital,

Inc

3

.900

10/04/27

4,926,280‌

5,000,000

(c)

Adobe,

Inc

1

.900

02/01/25

4,987,331‌

925,000

(b)

Gen

Digital,

Inc

6

.750

09/30/27

938,920‌

Short

Term

Bond

302

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.8%

(continued)

$

3,100,000

Oracle

Corp

5

.800

%

11/10/25

$

3,130,701‌

TOTAL

SOFTWARE

&

SERVICES

13,983,232‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

3,000,000

Amphenol

Corp

5

.050

04/05/29

3,017,825‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

3,017,825‌

TELECOMMUNICATION

SERVICES

-

1.2%

5,500,000

AT&T,

Inc

1

.700

03/25/26

5,302,026‌

2,650,000

(b)

Sitios

Latinoamerica

SAB

de

C.V.

6

.000

11/25/29

2,634,497‌

8,000,000

T-Mobile

USA,

Inc

3

.750

04/15/27

7,815,669‌

5,500,000

Verizon

Communications,

Inc

2

.100

03/22/28

5,057,628‌

TOTAL

TELECOMMUNICATION

SERVICES

20,809,820‌

TRANSPORTATION

-

0.3%

3,000,000

(b)

Grupo

Aeromexico

SAB

de

C.V.

8

.250

11/15/29

2,954,640‌

2,000,000

(b)

Transnet

SOC

Ltd

8

.250

02/06/28

2,037,640‌

TOTAL

TRANSPORTATION

4,992,280‌

UTILITIES

-

1.8%

3,400,000

(b)

Comision

Federal

de

Electricidad

5

.700

01/24/30

3,264,000‌

1,481,510

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/27

1,491,769‌

3,000,000

Dominion

Energy,

Inc

3

.300

03/15/25

2,989,015‌

5,000,000

Florida

Power

&

Light

Co

4

.400

05/15/28

4,950,147‌

1,575,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

02/28/28

1,577,120‌

3,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

03/15/29

2,990,572‌

7,920,386

Virginia

Power

Fuel

Securitization

LLC

5

.088

05/01/27

7,950,876‌

5,000,000

WEC

Energy

Group,

Inc

4

.750

01/09/26

5,002,660‌

1,378,000

WEC

Energy

Group,

Inc

5

.600

09/12/26

1,395,769‌

TOTAL

UTILITIES

31,611,928‌

TOTAL

CORPORATE

BONDS

(Cost

$591,554,772)

592,243,905‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

44.3%

AGENCY

SECURITIES

-

1.3%

20,036,250

Federal

Home

Loan

Banks

1

.000

03/23/26

19,241,418‌

1,015,000

Montefiore

Medical

Center

2

.152

10/20/26

981,313‌

1,578,947

Reliance

Industries

Ltd

1

.870

01/15/26

1,554,395‌

1,500,000

Reliance

Industries

Ltd

2

.060

01/15/26

1,478,095‌

TOTAL

AGENCY

SECURITIES

23,255,221‌

FOREIGN

GOVERNMENT

BONDS

-

2.2%

2,500,000

Brazilian

Government

International

Bond

2

.875

06/06/25

2,467,521‌

6,250,000

(b)

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

6,254,283‌

1,000,000

(b)

Hungary

Government

International

Bond

6

.125

05/22/28

1,016,538‌

2,800,000

(b)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1

.250

04/27/26

2,671,334‌

300,000

(b)

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

302,250‌

4,350,000

Mexico

Government

International

Bond

3

.750

01/11/28

4,129,790‌

4,300,000

(b)

Morocco

Government

International

Bond

2

.375

12/15/27

3,925,952‌

3,575,000

(b)

OPEC

Fund

for

International

Development

4

.500

01/26/26

3,563,805‌

4,250,000

Peruvian

Government

International

Bond

4

.125

08/25/27

4,143,750‌

900,000

Philippine

Government

International

Bond

2

.457

05/05/30

788,887‌

4,000,000

(b)

Qatar

Government

International

Bond

4

.000

03/14/29

3,895,380‌

1,000,000

(b)

Romanian

Government

International

Bond

6

.625

02/17/28

1,014,950‌

5,200,000

(b)

Saudi

Government

International

Bond

3

.250

10/26/26

5,048,680‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

39,223,120‌

MORTGAGE

BACKED

-

4.8%

8,946

Citicorp

Mortgage

Securities

Trust

Series

5

.500

02/25/26

8,874‌

10,094,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.669

03/25/42

10,503,400‌

6,170,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

9

.210

06/25/42

6,673,887‌

7,277,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7

.919

01/25/43

7,680,260‌

8,880,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

8

.110

05/25/43

9,497,766‌

1,175,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.660

06/25/43

1,239,500‌

8,158

Deutsche

Mortgage

Securities,

Inc

Mortgage

Loan

Trust

(Step

Bond)

5

.940

07/25/34

8,085‌

460,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

2.900%)

7

.469

04/25/42

476,838‌

303

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

20,000,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7

.919

%

05/25/42

$

20,943,058‌

1,097,357

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

9

.234

06/25/42

1,177,945‌

1,805,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8

.569

07/25/42

1,924,587‌

3,830,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7

.810

04/25/43

4,043,659‌

5,574,309

Ginnie

Mae

I

Pool

2

.000

05/15/31

5,082,291‌

15,790,537

Ginnie

Mae

I

Pool

1

.730

07/15/37

13,473,002‌

49,732

(a)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5

.113

03/25/35

44,939‌

239,739

(a),(b)

New

Residential

Mortgage

Loan

Trust

3

.750

11/25/54

226,915‌

379,738

(a),(b)

New

Residential

Mortgage

Loan

Trust

3

.750

03/25/56

359,349‌

659,447

(a),(b)

New

Residential

Mortgage

Loan

Trust

4

.000

12/25/57

631,288‌

171,317

(a)

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

(TSFR1M

+

0.484%)

4

.823

07/25/34

170,565‌

TOTAL

MORTGAGE

BACKED

84,166,208‌

U.S.

TREASURY

SECURITIES

-

36.0%

42,000,000

United

States

Treasury

Note/Bond

3

.000

10/31/25

41,573,666‌

20,000,000

United

States

Treasury

Note/Bond

2

.875

11/30/25

19,754,264‌

83,091,000

United

States

Treasury

Note/Bond

3

.625

05/15/26

82,405,753‌

186,169,000

United

States

Treasury

Note/Bond

1

.500

08/15/26

178,215,185‌

108,216,000

United

States

Treasury

Note/Bond

4

.250

11/30/26

108,194,481‌

15,000,000

United

States

Treasury

Note/Bond

0

.500

06/30/27

13,676,073‌

23,000,000

United

States

Treasury

Note/Bond

0

.625

11/30/27

20,715,188‌

4,334,000

United

States

Treasury

Note/Bond

4

.000

12/15/27

4,300,669‌

15,686,000

United

States

Treasury

Note/Bond

3

.625

03/31/28

15,363,227‌

5,830,000

United

States

Treasury

Note/Bond

1

.250

09/30/28

5,210,367‌

11,000,000

United

States

Treasury

Note/Bond

1

.375

10/31/28

9,852,369‌

134,311,000

United

States

Treasury

Note/Bond

4

.125

11/30/29

132,785,064‌

TOTAL

U.S.

TREASURY

SECURITIES

632,046,306‌

TOTAL

GOVERNMENT

BONDS

(Cost

$782,727,302)

778,690,855‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

20.3%

ASSET

BACKED

-

10.9%

50,801

Aames

Mortgage

Trust

(Step

Bond)

7

.396

06/25/32

49,567‌

Series

-

2002

1

(Class

A3)

4,355,250

(b)

Alterna

Funding

III

LLC

6

.260

05/16/39

4,394,200‌

Series

-

2024

1A

(Class

A)

2,500,000

(a),(b)

Ashford

Hospitality

Trust,

(LIBOR

1

M

+

3.047%)

2

.860

06/15/35

2,473,520‌

Series

-

2018

KEYS

(Class

D)

55,677

(b)

Asset

Backed

Funding

Corp

NIM

Trust

5

.900

07/26/35

1‌

Series

-

2005

WMC1

(Class

N1)

488,076

(a)

Asset

Backed

Securities

Corp

Home

Equity

Loan

Trust

Series,

(TSFR1M

+

1.764%)

6

.162

03/15/32

501,909‌

Series

-

2002

HE1

(Class

M1)

9,000,000

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

5

.360

06/20/30

9,124,834‌

Series

-

2024

1A

(Class

A)

1,904,397

(b)

Capital

Automotive

REIT

1

.440

08/15/51

1,793,756‌

Series

-

2021

1A

(Class

A1)

2,094,291

(b)

Capital

Automotive

REIT

1

.920

08/15/51

1,974,033‌

Series

-

2021

1A

(Class

A3)

8,600,000

CarMax

Auto

Owner

Trust

0

.740

10/15/26

8,528,704‌

Series

-

2021

1

(Class

B)

7,000,000

CarMax

Auto

Owner

Trust

1

.000

03/15/27

6,801,376‌

Series

-

2021

3

(Class

B)

16,085,000

CarMax

Auto

Owner

Trust

4

.600

10/15/29

16,083,946‌

Series

-

2024

4

(Class

A3)

620

Centex

Home

Equity

5

.540

01/25/32

621‌

Series

-

2002

A

(Class

AF6)

37,575

(a)

Centex

Home

Equity,

(TSFR1M

+

0.759%)

5

.098

03/25/34

36,846‌

Series

-

2004

B

(Class

M1)

9,579,164

(b)

CF

Hippolyta

LLC

1

.690

07/15/60

9,359,453‌

Series

-

2020

1

(Class

A1)

122,341

(a)

Chase

Funding

Mortgage

Loan

Asset-Backed

Certificates

5

.700

02/26/35

106,347‌

Series

-

2004

2

(Class

1M2)

Short

Term

Bond

304

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

2,540,000

CNH

Equipment

Trust

0

.900

%

01/16/29

$

2,463,576‌

Series

-

2021

B

(Class

B)

6,596,000

(b)

DB

Master

Finance

LLC

2

.045

11/20/51

6,243,388‌

Series

-

2021

1A

(Class

A2I)

10,697,500

(b)

Domino's

Pizza

Master

Issuer

LLC

2

.662

04/25/51

9,717,185‌

Series

-

2021

1A

(Class

A2I)

1,259,397

(b)

FNA

VI

LLC

1

.350

01/10/32

1,187,320‌

Series

-

2021

1A

(Class

A)

4,500,000

Ford

Credit

Auto

Owner

Trust

0

.700

10/15/26

4,462,599‌

Series

-

2021

A

(Class

B)

3,100,000

Ford

Credit

Auto

Owner

Trust

4

.610

08/15/29

3,102,154‌

Series

-

2024

D

(Class

A3)

1,500,000

(b)

Ford

Credit

Auto

Owner

Trust

1

.610

10/17/33

1,439,133‌

Series

-

2021

1

(Class

B)

18,050,000

GM

Financial

Automobile

Leasing

Trust

5

.390

07/20/27

18,248,557‌

Series

-

2024

2

(Class

A3)

2,500,000

(a),(b)

Gracie

Point

International

Funding

LLC,

(SOFR90A

+

1.700%)

6

.615

03/01/28

2,506,945‌

Series

-

2024

1A

(Class

A)

1,115,000

(a),(b)

Gracie

Point

International

Funding

LLC,

(SOFR90A

+

2.100%)

7

.015

03/01/28

1,118,081‌

Series

-

2024

1A

(Class

B)

5,276,143

(b)

Hilton

Grand

Vacations

Trust

5

.500

03/25/38

5,321,277‌

Series

-

2024

2A

(Class

A)

260,638

IMC

Home

Equity

Loan

Trust

(Step

Bond)

5

.432

08/20/29

256,349‌

Series

-

1998

3

(Class

A7)

6,100,000

(a),(b)

MSCG

Trust

3

.462

06/07/35

5,652,160‌

Series

-

2015

ALDR

(Class

C)

10,486,719

(b)

MVW

LLC

5

.320

02/20/43

10,526,567‌

Series

-

2024

1A

(Class

A)

1,795,533

(b)

Navient

Private

Education

Refi

Loan

Trust

0

.840

05/15/69

1,618,009‌

Series

-

2021

A

(Class

A)

1,219,490

(b)

Oportun

Issuance

Trust

1

.960

05/08/31

1,184,873‌

Series

-

2021

B

(Class

B)

176,847

(a)

Park

Place

Securities,

Inc,

(TSFR1M

+

1.359%)

5

.698

01/25/36

175,698‌

Series

-

2005

WCH1

(Class

M4)

8,425,000

(b)

PFS

Financing

Corp

4

.950

02/15/29

8,469,876‌

9,630,000

(b)

PFS

Financing

Corp

5

.340

04/15/29

9,757,398‌

Series

-

2024

D

(Class

A)

3,515,147

(b)

Santander

Consumer

Auto

Receivables

Trust

0

.710

08/17/26

3,500,612‌

Series

-

2021

AA

(Class

B)

5,050,000

(b)

SCCU

Auto

Receivables

Trust

5

.110

06/15/29

5,064,355‌

Series

-

2024

1A

(Class

A3)

5,294,831

SCE

Recovery

Funding

LLC

0

.861

11/15/31

4,625,220‌

Series

-

2021

A-1

(Class

A)

2,357,400

(b)

ServiceMaster

Funding

LLC

2

.841

10/30/51

2,148,034‌

Series

-

2020

1

(Class

A2I)

5,548,750

(b)

SERVPRO

Master

Issuer

LLC

2

.394

04/25/51

4,999,652‌

Series

-

2021

1A

(Class

A2)

730,410

(b)

Sierra

Timeshare

Receivables

Funding

LLC

0

.990

11/20/37

707,624‌

Series

-

2021

1A

(Class

A)

12,615,300

(b)

Taco

Bell

Funding

LLC

1

.946

08/25/51

11,781,016‌

Series

-

2021

1A

(Class

A2I)

5,604,001

(b)

Wendy's

Funding

LLC

2

.370

06/15/51

4,989,022‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

192,495,793‌

OTHER

MORTGAGE

BACKED

-

9.4%

1,185,000

(a),(b)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.692%)

7

.012

07/15/41

1,194,230‌

Series

-

2024

IND

(Class

A)

4,119,000

(a),(b)

BBCMS

Trust,

(TSFR1M

+

1.297%)

5

.695

07/15/37

4,082,869‌

Series

-

2018

CBM

(Class

A)

3,500,000

(a),(b)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.112%)

5

.509

10/15/38

3,493,960‌

Series

-

2021

XL2

(Class

B)

305

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

5,005,000

(a),(b)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.312%)

5

.709

%

10/15/38

$

4,996,990‌

Series

-

2021

XL2

(Class

C)

1,000,000

(a),(b)

BX

TRUST,

(TSFR1M

+

1.840%)

6

.237

01/17/39

990,482‌

Series

-

2022

AHP

(Class

B)

3,000,000

(b)

COMM

Mortgage

Trust

3

.376

01/10/39

2,668,206‌

Series

-

2022

HC

(Class

C)

1,280,024

(b)

COMM

Mortgage

Trust

3

.397

03/10/46

1,263,409‌

Series

-

2013

CR6

(Class

B)

4,567,014

COMM

Mortgage

Trust

4

.377

05/10/47

4,459,035‌

Series

-

2014

CR17

(Class

B)

2,193,506

COMM

Mortgage

Trust

4

.012

06/10/47

2,097,403‌

Series

-

2014

UBS3

(Class

AM)

1,012,000

(a)

COMM

Mortgage

Trust

4

.332

05/10/48

959,327‌

Series

-

2015

CR23

(Class

C)

4,115,000

(a)

COMM

Mortgage

Trust

4

.311

07/10/48

4,066,808‌

Series

-

2015

LC21

(Class

B)

3,000,000

(a)

COMM

Mortgage

Trust

3

.463

08/10/48

2,670,840‌

Series

-

2015

CR24

(Class

D)

4,170,000

(a)

COMM

Mortgage

Trust

4

.516

08/10/48

4,107,830‌

Series

-

2015

CR25

(Class

B)

2,500,000

(a)

COMM

Mortgage

Trust

4

.463

10/10/48

2,445,709‌

Series

-

2015

CR26

(Class

B)

165,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%)

8

.419

05/25/42

174,996‌

Series

-

2022

R06

(Class

1M2)

1,123,816

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR

+

3.600%)

8

.169

07/25/42

1,186,440‌

Series

-

2022

R08

(Class

1M2)

8,295,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%)

9

.310

09/25/42

9,008,019‌

Series

-

2022

R09

(Class

2M2)

12,515,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%)

8

.310

12/25/42

13,371,344‌

Series

-

2023

R01

(Class

1M2)

1,400,000

(b)

CSMC

2

.816

08/15/37

1,366,108‌

Series

-

2020

NET

(Class

B)

2,523,039

(b)

CSMC

OA

LLC

3

.304

09/15/37

2,295,331‌

Series

-

2014

USA

(Class

A1)

1,547,171

(b)

CSMC

Trust

2

.414

05/25/65

1,437,926‌

Series

-

2020

NQM1

(Class

A2)

5,000,000

(a),(b)

DBSG

Mortgage

Trust

6

.595

06/10/37

5,056,461‌

Series

-

2024

ALTA

(Class

B)

1,000,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

2.164%)

6

.562

11/15/36

984,748‌

Series

-

2021

ARDN

(Class

C)

1,750,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

2.864%)

7

.262

11/15/36

1,738,057‌

Series

-

2021

ARDN

(Class

D)

2,598,000

(a),(b)

GS

Mortgage

Securities

Trust

4

.537

02/10/46

2,537,183‌

Series

-

2013

GC10

(Class

D)

2,711,905

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

2,274,061‌

Series

-

2020

PJ5

(Class

A4)

2,362,242

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

(TSFR1M

+

1.164%)

5

.562

04/15/38

2,362,368‌

Series

-

2021

MHC

(Class

A)

1,000,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.064%)

6

.462

04/15/38

1,001,851‌

Series

-

2021

MHC

(Class

D)

703,261

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

5

.013

02/15/46

667,774‌

Series

-

2011

C3

(Class

B)

2,300,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2

.870

08/15/49

2,213,677‌

Series

-

2016

JP3

(Class

A5)

4,700,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.549

09/15/47

4,590,274‌

Series

-

2014

C23

(Class

B)

1,570,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.106

08/15/48

1,525,816‌

Series

-

2015

C31

(Class

AS)

1,200,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.623

08/15/48

1,066,209‌

Series

-

2015

C31

(Class

B)

5,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.623

08/15/48

3,833,346‌

Series

-

2015

C31

(Class

C)

Short

Term

Bond

306

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust

3

.904

%

03/15/50

$

1,701,556‌

Series

-

2017

JP5

(Class

C)

1,422,047

(a),(b)

MCR

Mortgage

Trust,

(TSFR1M

+

1.758%)

6

.156

02/15/37

1,428,227‌

Series

-

2024

HTL

(Class

A)

1,218,841

(a),(b)

MHC

Commercial

Mortgage

Trust,

(TSFR1M

+

0.915%)

5

.312

04/15/38

1,218,445‌

Series

-

2021

MHC

(Class

A)

4,000,000

(a),(b)

MHC

Commercial

Mortgage

Trust,

(TSFR1M

+

1.215%)

6

.536

04/15/38

3,995,454‌

Series

-

2021

MHC

(Class

B)

1,200,000

(a),(b)

MHC

Commercial

Mortgage

Trust,

(TSFR1M

+

1.715%)

7

.040

04/15/38

1,200,631‌

Series

-

2021

MHC

(Class

D)

448,621

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.000

12/15/47

444,634‌

Series

-

2014

C19

(Class

B)

2,565,000

(a)

Morgan

Stanley

Capital

I

Trust

3

.779

05/15/48

2,546,294‌

Series

-

2015

MS1

(Class

A4)

2,500,000

(b)

MRCD

Mortgage

Trust

2

.718

12/15/36

1,876,563‌

Series

-

2019

PARK

(Class

D)

2,500,000

(b)

MRCD

Mortgage

Trust

2

.718

12/15/36

1,782,000‌

Series

-

2019

PARK

(Class

E)

3,900,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

+

1.397%)

5

.797

03/15/39

3,899,226‌

Series

-

2022

LPFL

(Class

A)

6,000,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

+

1.896%)

6

.296

03/15/39

6,000,354‌

Series

-

2022

LPFL

(Class

B)

8,064,144

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%)

5

.915

07/15/36

7,333,878‌

Series

-

2019

MILE

(Class

A)

7,500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%)

6

.677

07/15/36

5,973,683‌

Series

-

2019

MILE

(Class

C)

351,744

(b)

Natixis

Commercial

Mortgage

Securities

Trust

2

.966

12/15/38

331,090‌

Series

-

2020

2PAC

(Class

A)

1,300,000

(a),(b)

ONNI

Commerical

Mortgage

Trust

5

.567

07/15/39

1,306,003‌

Series

-

2024

APT

(Class

A)

2,000,000

(a),(b)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

2.114%)

6

.512

07/15/38

1,438,525‌

Series

-

2021

MF

(Class

D)

2,275,000

(a),(b)

RLGH

Trust,

(LIBOR

1

M

+

1.828%)

1

.821

04/15/36

2,252,847‌

Series

-

2021

TROT

(Class

D)

7,886,000

(a),(b)

RLGH

Trust,

(TSFR1M

+

1.279%)

5

.677

04/15/36

7,840,791‌

Series

-

2021

TROT

(Class

B)

3,662,709

(a),(b)

SMR

Mortgage

Trust,

(TSFR1M

+

2.400%)

6

.797

02/15/39

3,596,460‌

Series

-

2022

IND

(Class

B)

1,847,510

(b)

Verus

Securitization

Trust

3

.417

01/25/60

1,812,185‌

Series

-

2020

1

(Class

A1)

6,735,923

(a),(b)

Verus

Securitization

Trust

2

.240

10/25/66

5,700,253‌

Series

-

2021

7

(Class

A3)

3,000,000

(a)

WFRBS

Commercial

Mortgage

Trust

4

.007

03/15/45

2,856,862‌

Series

-

2013

C11

(Class

C)

TOTAL

OTHER

MORTGAGE

BACKED

164,725,048‌

TOTAL

STRUCTURED

ASSETS

(Cost

$369,108,625)

357,220,841‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$1,761,060,168)

1,745,915,369‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

988,836

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(e)

988,836‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$988,836)

988,836‌

307

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.6%

REPURCHASE

AGREEMENT

-

0.6%

$

9,684,000

(f)

Fixed

Income

Clearing

Corporation

4

.460

%

01/02/25

$

9,684,000‌

TOTAL

REPURCHASE

AGREEMENT

9,684,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$9,684,000)

9,684,000‌

TOTAL

INVESTMENTS

-

100.0%

(Cost

$1,771,733,004)

1,756,588,205‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.0)%

(

283,335‌

)

NET

ASSETS

-

100.0%

$

1,756,304,870‌

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

SOFR90A

90

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$435,838,091

or

24.8%

of

Total

Investments.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$955,116.

(d)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(f)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$9,686,399

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.875%

and

maturity

date

9/30/26,

valued

at

$9,877,815.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

2-Year

Note

741‌

03/31/25

 $

152,455,291‌

$

152,356,548‌

$

(

98,743‌

)

Short

Term

Bond

308

Portfolio

of

Investments

December

31,

2024

(continued)

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Short

Term

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$17,759,768

$—

$17,759,768

Corporate

bonds

—

592,243,905

—

592,243,905

Government

bonds

—

778,690,855

—

778,690,855

Structured

assets

—

357,220,841

—

357,220,841

Investments

purchased

with

collateral

from

securities

lending

988,836

—

—

988,836

Short-Term

Investments

:

Repurchase

agreement

—

9,684,000

—

9,684,000

Investments

in

Derivatives

:

Futures

contracts*

(98,743)

—

—

(98,743)

Total

$890,093

$1,755,599,369

$—

$1,756,489,462

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Portfolio

of

Investments

December

31,

2024

Short

Term

Bond

Index

309

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

CORPORATE

BONDS

-

25

.2

%

AUTOMOBILES

&

COMPONENTS

-

1.0%

$

500,000

American

Honda

Finance

Corp

4

.950

%

01/09/26

$

500,880‌

500,000

American

Honda

Finance

Corp

4

.750

01/12/26

500,454‌

300,000

American

Honda

Finance

Corp

5

.250

07/07/26

302,331‌

500,000

American

Honda

Finance

Corp

4

.400

10/05/26

497,920‌

1,000,000

American

Honda

Finance

Corp

4

.900

03/12/27

1,002,194‌

750,000

American

Honda

Finance

Corp

4

.900

07/09/27

752,613‌

400,000

BorgWarner,

Inc

2

.650

07/01/27

380,478‌

1,500,000

Ford

Motor

Credit

Co

LLC

3

.375

11/13/25

1,476,476‌

1,500,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

1,526,352‌

1,500,000

Ford

Motor

Credit

Co

LLC

2

.700

08/10/26

1,440,467‌

750,000

Ford

Motor

Credit

Co

LLC

5

.125

11/05/26

748,539‌

1,000,000

Ford

Motor

Credit

Co

LLC

5

.800

03/05/27

1,009,433‌

750,000

Ford

Motor

Credit

Co

LLC

5

.850

05/17/27

758,043‌

200,000

Ford

Motor

Credit

Co

LLC

4

.125

08/17/27

193,374‌

300,000

Ford

Motor

Credit

Co

LLC

3

.815

11/02/27

287,377‌

700,000

General

Motors

Financial

Co,

Inc

5

.400

04/06/26

703,911‌

1,500,000

General

Motors

Financial

Co,

Inc

1

.500

06/10/26

1,429,578‌

300,000

General

Motors

Financial

Co,

Inc

5

.000

04/09/27

300,338‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.400

05/08/27

1,010,449‌

1,500,000

General

Motors

Financial

Co,

Inc

5

.350

07/15/27

1,514,925‌

1,000,000

Honeywell

International,

Inc

4

.650

07/30/27

1,003,637‌

500,000

Toyota

Motor

Corp

5

.275

07/13/26

505,429‌

500,000

Toyota

Motor

Credit

Corp

4

.800

01/05/26

501,181‌

500,000

Toyota

Motor

Credit

Corp

5

.200

05/15/26

504,390‌

1,000,000

Toyota

Motor

Credit

Corp

4

.450

05/18/26

998,570‌

250,000

Toyota

Motor

Credit

Corp

4

.550

08/07/26

250,169‌

300,000

Toyota

Motor

Credit

Corp

5

.000

08/14/26

302,041‌

350,000

Toyota

Motor

Credit

Corp

5

.400

11/20/26

355,401‌

1,250,000

Toyota

Motor

Credit

Corp

5

.000

03/19/27

1,260,939‌

1,300,000

Toyota

Motor

Credit

Corp

4

.350

10/08/27

1,290,901‌

TOTAL

AUTOMOBILES

&

COMPONENTS

23,308,790‌

BANKS

-

7.9%

3,000,000

Asian

Development

Bank

3

.125

08/20/27

2,905,978‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.000

03/18/26

502,474‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.420

12/16/26

499,388‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.750

01/18/27

501,827‌

750,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.900

07/16/27

755,819‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

3

.919

09/30/27

492,189‌

600,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5

.862

09/14/26

603,277‌

600,000

Banco

Santander

S.A.

5

.179

11/19/25

599,318‌

400,000

Banco

Santander

S.A.

6

.527

11/07/27

411,497‌

1,000,000

Banco

Santander

S.A.

5

.552

03/14/28

1,008,771‌

800,000

Banco

Santander

S.A.

4

.175

03/24/28

783,380‌

1,400,000

Banco

Santander

S.A.

5

.365

07/15/28

1,409,580‌

1,000,000

Bank

of

,NV

Scotia

5

.400

06/04/27

1,015,727‌

500,000

Bank

of

,NV

Scotia

4

.404

09/08/28

494,978‌

1,855,000

Bank

of

America

Corp

5

.080

01/20/27

1,860,370‌

1,000,000

Bank

of

America

Corp

1

.658

03/11/27

963,586‌

1,500,000

Bank

of

America

Corp

3

.559

04/23/27

1,475,911‌

1,500,000

Bank

of

America

Corp

1

.734

07/22/27

1,429,989‌

1,000,000

Bank

of

America

Corp

5

.933

09/15/27

1,017,871‌

1,250,000

Bank

of

America

Corp

3

.824

01/20/28

1,224,796‌

750,000

Bank

of

America

Corp

2

.551

02/04/28

715,091‌

750,000

Bank

of

America

Corp

3

.705

04/24/28

730,459‌

1,500,000

Bank

of

America

Corp

4

.376

04/27/28

1,484,071‌

1,250,000

Bank

of

America

Corp

4

.948

07/22/28

1,252,629‌

2,000,000

Bank

of

America

Corp

6

.204

11/10/28

2,070,625‌

1,500,000

Bank

of

America

NA

5

.526

08/18/26

1,519,797‌

Short

Term

Bond

Index

310

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.9%

(continued)

$

500,000

Bank

of

Montreal

5

.300

%

06/05/26

$

504,583‌

1,000,000

Bank

of

Montreal

1

.250

09/15/26

945,470‌

500,000

Bank

of

Montreal

5

.266

12/11/26

505,843‌

500,000

Bank

of

Montreal

2

.650

03/08/27

479,933‌

750,000

Bank

of

Montreal

5

.370

06/04/27

761,051‌

500,000

Bank

of

Montreal

4

.567

09/10/27

498,449‌

1,000,000

Bank

of

Nova

Scotia

4

.750

02/02/26

1,000,280‌

300,000

Bank

of

Nova

Scotia

2

.700

08/03/26

291,087‌

500,000

Bank

of

Nova

Scotia

1

.300

09/15/26

472,809‌

1,000,000

Bank

of

Nova

Scotia

5

.350

12/07/26

1,012,831‌

500,000

Barclays

plc

5

.200

05/12/26

500,570‌

500,000

Barclays

plc

7

.325

11/02/26

508,986‌

1,200,000

Barclays

plc

5

.829

05/09/27

1,212,923‌

1,250,000

Barclays

plc

6

.496

09/13/27

1,280,236‌

1,000,000

Barclays

plc

5

.674

03/12/28

1,012,469‌

1,025,000

Barclays

plc

4

.837

09/10/28

1,018,792‌

750,000

Canadian

Imperial

Bank

of

Commerce

5

.926

10/02/26

765,343‌

750,000

Canadian

Imperial

Bank

of

Commerce

3

.450

04/07/27

729,344‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

5

.237

06/28/27

1,010,710‌

500,000

Canadian

Imperial

Bank

of

Commerce

4

.508

09/11/27

497,706‌

1,000,000

CitiBank

NA

5

.438

04/30/26

1,008,975‌

350,000

CitiBank

NA

4

.929

08/06/26

351,392‌

2,500,000

CitiBank

NA

5

.488

12/04/26

2,537,408‌

3,000,000

CitiBank

NA

4

.876

11/19/27

3,002,405‌

1,000,000

Citigroup,

Inc

4

.600

03/09/26

997,279‌

2,000,000

Citigroup,

Inc

1

.122

01/28/27

1,920,677‌

1,500,000

Citigroup,

Inc

1

.462

06/09/27

1,428,210‌

1,000,000

Citigroup,

Inc

4

.450

09/29/27

986,452‌

1,500,000

Citigroup,

Inc

3

.070

02/24/28

1,442,819‌

1,500,000

Citigroup,

Inc

3

.668

07/24/28

1,452,994‌

500,000

Citizens

Bank

NA

3

.750

02/18/26

493,671‌

1,000,000

Commonwealth

Bank

of

Australia

5

.316

03/13/26

1,009,090‌

500,000

Commonwealth

Bank

of

Australia

4

.577

11/27/26

500,059‌

250,000

Cooperatieve

Rabobank

UA

4

.333

08/28/26

249,216‌

750,000

Cooperatieve

Rabobank

UA

5

.500

10/05/26

762,424‌

1,500,000

Cooperatieve

Rabobank

UA

5

.041

03/05/27

1,514,229‌

500,000

Credit

Suisse

AG.

1

.250

08/07/26

472,978‌

750,000

Credit

Suisse

AG.

5

.000

07/09/27

754,398‌

750,000

Deutsche

Bank

AG.

1

.686

03/19/26

723,530‌

500,000

Deutsche

Bank

AG.

2

.129

11/24/26

487,201‌

650,000

Deutsche

Bank

AG.

7

.146

07/13/27

669,837‌

1,000,000

Deutsche

Bank

AG.

5

.706

02/08/28

1,010,657‌

250,000

Deutsche

Bank

AG/New

York

NY

4

.875

12/01/32

242,434‌

500,000

Fifth

Third

Bancorp

6

.361

10/27/28

516,978‌

500,000

Fifth

Third

Bank

NA

3

.850

03/15/26

493,722‌

500,000

Fifth

Third

Bank

NA

2

.250

02/01/27

475,260‌

750,000

FNB

Corp

5

.150

08/25/25

748,412‌

1,500,000

Goldman

Sachs

Bank

USA

5

.283

03/18/27

1,508,520‌

1,000,000

Goldman

Sachs

Bank

USA

5

.414

05/21/27

1,007,798‌

1,000,000

HSBC

Holdings

plc

7

.336

11/03/26

1,019,293‌

1,100,000

HSBC

Holdings

plc

5

.887

08/14/27

1,116,100‌

750,000

HSBC

Holdings

plc

4

.041

03/13/28

734,196‌

1,500,000

HSBC

Holdings

plc

5

.597

05/17/28

1,516,077‌

1,200,000

HSBC

Holdings

plc

4

.755

06/09/28

1,191,830‌

700,000

HSBC

Holdings

plc

2

.013

09/22/28

645,389‌

550,000

HSBC

Holdings

plc

5

.130

11/19/28

549,824‌

1,500,000

HSBC

USA,

Inc

5

.294

03/04/27

1,518,480‌

500,000

ING

Groep

NV

3

.950

03/29/27

491,288‌

250,000

ING

Groep

NV

1

.726

04/01/27

240,300‌

450,000

ING

Groep

NV

6

.083

09/11/27

458,638‌

500,000

ING

Groep

NV

4

.017

03/28/28

489,765‌

1,000,000

JPMorgan

Chase

&

Co

3

.960

01/29/27

992,230‌

311

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.9%

(continued)

$

1,000,000

JPMorgan

Chase

&

Co

1

.040

%

02/04/27

$

960,739‌

2,860,000

JPMorgan

Chase

&

Co

1

.578

04/22/27

2,746,253‌

750,000

JPMorgan

Chase

&

Co

1

.470

09/22/27

709,470‌

2,000,000

JPMorgan

Chase

&

Co

6

.070

10/22/27

2,046,945‌

3,000,000

JPMorgan

Chase

&

Co

5

.040

01/23/28

3,011,115‌

2,700,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

2,745,860‌

500,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

494,020‌

750,000

JPMorgan

Chase

&

Co

2

.182

06/01/28

704,441‌

1,500,000

JPMorgan

Chase

&

Co

4

.979

07/22/28

1,504,773‌

2,000,000

JPMorgan

Chase

&

Co

4

.505

10/22/28

1,982,313‌

1,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

1,010,533‌

1,000,000

KeyBank

NA

4

.700

01/26/26

998,146‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

5

.000

03/16/26

1,007,173‌

1,905,000

Kreditanstalt

fuer

Wiederaufbau

3

.625

04/01/26

1,887,979‌

1,500,000

Kreditanstalt

fuer

Wiederaufbau

4

.625

08/07/26

1,507,425‌

1,425,000

Kreditanstalt

fuer

Wiederaufbau

3

.500

08/27/27

1,394,973‌

650,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4

.000

03/15/29

639,595‌

250,000

Lloyds

Banking

Group

plc

4

.650

03/24/26

248,527‌

800,000

Lloyds

Banking

Group

plc

1

.627

05/11/27

765,243‌

750,000

Lloyds

Banking

Group

plc

5

.985

08/07/27

761,155‌

800,000

Lloyds

Banking

Group

plc

5

.462

01/05/28

806,726‌

1,500,000

Lloyds

Banking

Group

plc

5

.087

11/26/28

1,501,664‌

1,000,000

M&T

Bank

Corp

4

.833

01/16/29

995,733‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4

.650

01/27/26

997,280‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.850

03/01/26

296,883‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.538

07/20/27

475,547‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.640

10/13/27

709,472‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.341

01/19/28

475,711‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.080

04/19/28

491,441‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.017

07/20/28

752,744‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.354

09/13/28

1,013,011‌

500,000

(a)

Mizuho

Financial

Group,

Inc

3

.663

02/28/27

488,720‌

200,000

Mizuho

Financial

Group,

Inc

1

.234

05/22/27

190,362‌

300,000

Mizuho

Financial

Group,

Inc

1

.554

07/09/27

285,540‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.414

09/13/28

1,013,635‌

1,000,000

Morgan

Stanley

Bank

NA

5

.882

10/30/26

1,021,000‌

2,000,000

Morgan

Stanley

Bank

NA

4

.447

10/15/27

1,986,738‌

1,500,000

Morgan

Stanley

Bank

NA

4

.952

01/14/28

1,502,156‌

850,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

861,836‌

1,000,000

Morgan

Stanley

Bank

NA

4

.968

07/14/28

1,003,247‌

500,000

National

Australia

Bank

Ltd

4

.966

01/12/26

502,180‌

1,000,000

National

Australia

Bank

Ltd

5

.087

06/11/27

1,011,547‌

1,000,000

National

Australia

Bank

Ltd

4

.500

10/26/27

996,359‌

500,000

National

Bank

of

Canada

5

.600

07/02/27

505,591‌

1,000,000

NatWest

Group

plc

5

.847

03/02/27

1,009,942‌

1,000,000

NatWest

Group

plc

5

.583

03/01/28

1,011,882‌

500,000

NatWest

Group

plc

5

.516

09/30/28

506,353‌

1,000,000

PNC

Financial

Services

Group,

Inc

4

.758

01/26/27

998,637‌

500,000

PNC

Financial

Services

Group,

Inc

5

.102

07/23/27

502,416‌

500,000

PNC

Financial

Services

Group,

Inc

6

.615

10/20/27

515,119‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.300

01/21/28

1,008,575‌

250,000

Royal

Bank

of

Canada

4

.875

01/12/26

250,676‌

500,000

Royal

Bank

of

Canada

0

.875

01/20/26

481,214‌

300,000

Royal

Bank

of

Canada

1

.200

04/27/26

287,019‌

750,000

Royal

Bank

of

Canada

5

.200

07/20/26

757,011‌

400,000

Royal

Bank

of

Canada

1

.400

11/02/26

377,698‌

1,250,000

Royal

Bank

of

Canada

4

.875

01/19/27

1,254,817‌

1,000,000

Royal

Bank

of

Canada

5

.069

07/23/27

1,004,594‌

500,000

Royal

Bank

of

Canada

4

.240

08/03/27

494,071‌

500,000

Royal

Bank

of

Canada

4

.510

10/18/27

498,134‌

500,000

Royal

Bank

of

Canada

4

.522

10/18/28

495,853‌

425,000

Santander

Holdings

USA,

Inc

5

.807

09/09/26

427,269‌

Short

Term

Bond

Index

312

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.9%

(continued)

$

150,000

Santander

Holdings

USA,

Inc

3

.244

%

10/05/26

$

145,533‌

500,000

Santander

Holdings

USA,

Inc

6

.124

05/31/27

507,308‌

500,000

Santander

Holdings

USA,

Inc

2

.490

01/06/28

474,186‌

750,000

Santander

UK

Group

Holdings

plc

6

.833

11/21/26

760,835‌

300,000

Santander

UK

Group

Holdings

plc

1

.673

06/14/27

285,546‌

500,000

Santander

UK

Group

Holdings

plc

2

.469

01/11/28

473,645‌

500,000

State

Street

Corp

4

.330

10/22/27

496,910‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

0

.948

01/12/26

481,519‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.464

01/13/26

1,511,514‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.880

07/13/26

508,535‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.402

09/17/26

1,418,378‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.446

01/11/27

488,028‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.174

01/14/27

475,180‌

500,000

Synovus

Financial

Corp

5

.200

08/11/25

499,637‌

500,000

Toronto-Dominion

Bank

5

.103

01/09/26

502,290‌

500,000

Toronto-Dominion

Bank

5

.532

07/17/26

505,809‌

1,050,000

Toronto-Dominion

Bank

1

.250

09/10/26

991,963‌

775,000

Toronto-Dominion

Bank

5

.264

12/11/26

783,210‌

500,000

Toronto-Dominion

Bank

4

.568

12/17/26

498,728‌

1,000,000

Toronto-Dominion

Bank

4

.980

04/05/27

1,003,306‌

1,000,000

Toronto-Dominion

Bank

4

.693

09/15/27

997,779‌

300,000

Toronto-Dominion

Bank

3

.625

09/15/31

291,575‌

500,000

Truist

Bank

3

.300

05/15/26

489,584‌

1,000,000

Truist

Bank

4

.632

09/17/29

975,006‌

750,000

Truist

Financial

Corp

5

.900

10/28/26

755,722‌

500,000

Truist

Financial

Corp

1

.267

03/02/27

479,514‌

750,000

Truist

Financial

Corp

6

.047

06/08/27

762,339‌

500,000

Truist

Financial

Corp

4

.123

06/06/28

490,958‌

400,000

US

Bancorp

2

.375

07/22/26

386,672‌

1,500,000

US

Bancorp

6

.787

10/26/27

1,550,748‌

700,000

US

Bancorp

4

.548

07/22/28

694,273‌

1,670,000

Wells

Fargo

&

Co

3

.000

04/22/26

1,633,477‌

1,000,000

Wells

Fargo

&

Co

3

.000

10/23/26

969,620‌

1,300,000

Wells

Fargo

&

Co

3

.196

06/17/27

1,269,936‌

1,000,000

Wells

Fargo

&

Co

3

.526

03/24/28

969,928‌

1,500,000

Wells

Fargo

&

Co

5

.707

04/22/28

1,524,673‌

2,750,000

Wells

Fargo

&

Co

3

.584

05/22/28

2,664,870‌

1,000,000

Wells

Fargo

&

Co

2

.393

06/02/28

941,828‌

2,000,000

Wells

Fargo

Bank

NA

4

.811

01/15/26

2,005,807‌

700,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

708,298‌

1,000,000

Wells

Fargo

Bank

NA

5

.254

12/11/26

1,012,084‌

750,000

Westpac

Banking

Corp

5

.200

04/16/26

756,299‌

1,000,000

Westpac

Banking

Corp

1

.150

06/03/26

954,131‌

300,000

Westpac

Banking

Corp

2

.700

08/19/26

291,509‌

1,000,000

Westpac

Banking

Corp

4

.600

10/20/26

1,001,741‌

300,000

(a)

Westpac

Banking

Corp

4

.043

08/26/27

296,617‌

500,000

Westpac

Banking

Corp

4

.322

11/23/31

492,120‌

TOTAL

BANKS

179,543,497‌

CAPITAL

GOODS

-

1.4%

200,000

3M

Co

2

.250

09/19/26

191,972‌

750,000

AGCO

Corp

5

.450

03/21/27

757,109‌

500,000

Air

Lease

Corp

2

.875

01/15/26

489,382‌

750,000

Air

Lease

Corp

5

.300

06/25/26

754,785‌

750,000

Air

Lease

Corp

1

.875

08/15/26

714,900‌

300,000

Air

Lease

Corp

2

.200

01/15/27

284,783‌

100,000

Aircastle

Ltd

4

.250

06/15/26

98,935‌

300,000

Boeing

Co

2

.600

10/30/25

294,249‌

500,000

Boeing

Co

2

.750

02/01/26

487,772‌

1,500,000

Boeing

Co

2

.196

02/04/26

1,454,686‌

1,050,000

Boeing

Co

3

.100

05/01/26

1,023,628‌

500,000

Boeing

Co

2

.700

02/01/27

476,785‌

700,000

Carrier

Global

Corp

2

.493

02/15/27

669,330‌

313

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.4%

(continued)

$

500,000

Caterpillar

Financial

Services

Corp

5

.050

%

02/27/26

$

503,472‌

500,000

Caterpillar

Financial

Services

Corp

4

.350

05/15/26

499,311‌

300,000

Caterpillar

Financial

Services

Corp

4

.500

01/08/27

300,616‌

1,000,000

Caterpillar

Financial

Services

Corp

5

.000

05/14/27

1,010,182‌

1,000,000

Caterpillar

Financial

Services

Corp

4

.400

10/15/27

996,077‌

750,000

Caterpillar

Financial

Services

Corp

4

.600

11/15/27

750,405‌

500,000

CNH

Industrial

Capital

LLC

4

.500

10/08/27

495,439‌

500,000

Emerson

Electric

Co

0

.875

10/15/26

469,893‌

200,000

GATX

Corp

3

.250

09/15/26

194,673‌

1,000,000

GATX

Corp

5

.400

03/15/27

1,011,206‌

500,000

General

Dynamics

Corp

1

.150

06/01/26

477,743‌

400,000

General

Dynamics

Corp

3

.500

04/01/27

391,303‌

300,000

Honeywell

International,

Inc

2

.500

11/01/26

289,566‌

600,000

Honeywell

International,

Inc

1

.100

03/01/27

558,386‌

400,000

Howmet

Aerospace,

Inc

5

.900

02/01/27

408,387‌

300,000

Illinois

Tool

Works,

Inc

2

.650

11/15/26

291,321‌

750,000

Ingersoll

Rand,

Inc

5

.197

06/15/27

758,660‌

300,000

John

Deere

Capital

Corp

4

.800

01/09/26

300,857‌

500,000

John

Deere

Capital

Corp

5

.050

03/03/26

503,416‌

750,000

John

Deere

Capital

Corp

4

.750

06/08/26

753,150‌

500,000

John

Deere

Capital

Corp

4

.500

01/08/27

500,702‌

750,000

John

Deere

Capital

Corp

4

.850

03/05/27

755,087‌

1,000,000

John

Deere

Capital

Corp

4

.900

06/11/27

1,007,593‌

750,000

John

Deere

Capital

Corp

4

.200

07/15/27

744,418‌

800,000

L3Harris

Technologies,

Inc

5

.400

01/15/27

809,831‌

250,000

Northrop

Grumman

Corp

3

.200

02/01/27

242,915‌

200,000

Otis

Worldwide

Corp

2

.293

04/05/27

189,505‌

125,000

Owens

Corning

5

.500

06/15/27

127,154‌

500,000

PACCAR

Financial

Corp

5

.050

08/10/26

504,578‌

500,000

PACCAR

Financial

Corp

5

.200

11/09/26

506,834‌

300,000

PACCAR

Financial

Corp

4

.500

11/25/26

300,054‌

750,000

(a)

PACCAR

Financial

Corp

5

.000

05/13/27

758,518‌

200,000

PACCAR

Financial

Corp

4

.450

08/06/27

199,813‌

300,000

Parker-Hannifin

Corp

3

.250

03/01/27

291,396‌

400,000

Parker-Hannifin

Corp

4

.250

09/15/27

395,786‌

300,000

Quanta

Services,

Inc

4

.750

08/09/27

299,575‌

550,000

Raytheon

Technologies

Corp

5

.000

02/27/26

551,883‌

1,000,000

Raytheon

Technologies

Corp

5

.750

11/08/26

1,017,811‌

500,000

Regal

Rexnord

Corp

6

.050

02/15/26

504,508‌

200,000

Textron,

Inc

4

.000

03/15/26

198,008‌

200,000

Textron,

Inc

3

.650

03/15/27

194,890‌

250,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.500

03/21/26

246,490‌

1,000,000

Tyco

Electronics

Group

S.A.

4

.500

02/13/26

1,000,182‌

300,000

Westinghouse

Air

Brake

Technologies

Corp

3

.450

11/15/26

292,509‌

200,000

Xylem,

Inc

3

.250

11/01/26

194,946‌

TOTAL

CAPITAL

GOODS

30,497,365‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

200,000

Broadridge

Financial

Solutions,

Inc

3

.400

06/27/26

196,181‌

500,000

Concentrix

Corp

6

.650

08/02/26

508,579‌

750,000

Corp

Andina

de

Fomento

4

.125

01/07/28

738,517‌

350,000

Equifax,

Inc

2

.600

12/15/25

342,935‌

595,000

International

Bank

for

Reconstruction

&

Development

4

.000

08/27/26

591,793‌

500,000

International

Bank

for

Reconstruction

&

Development

3

.125

06/15/27

485,664‌

1,000,000

Mastercard,

Inc

4

.100

01/15/28

989,163‌

400,000

Republic

Services,

Inc

2

.900

07/01/26

391,023‌

200,000

Thomson

Reuters

Corp

3

.350

05/15/26

196,368‌

1,000,000

Waste

Management,

Inc

4

.950

07/03/27

1,010,667‌

500,000

Waste

Management,

Inc

4

.500

03/15/28

496,912‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

5,947,802‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

950,000

Alibaba

Group

Holding

Ltd

3

.400

12/06/27

916,528‌

1,000,000

Amazon.com,

Inc

4

.600

12/01/25

1,001,174‌

Short

Term

Bond

Index

314

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

(continued)

$

1,250,000

Amazon.com,

Inc

1

.000

%

05/12/26

$

1,195,993‌

500,000

Amazon.com,

Inc

3

.300

04/13/27

487,981‌

1,500,000

Amazon.com,

Inc

1

.200

06/03/27

1,390,606‌

500,000

AutoZone,

Inc

5

.050

07/15/26

502,842‌

350,000

eBay,

Inc

1

.400

05/10/26

335,100‌

350,000

eBay,

Inc

5

.950

11/22/27

361,622‌

500,000

Home

Depot,

Inc

5

.150

06/25/26

505,087‌

750,000

Home

Depot,

Inc

4

.950

09/30/26

756,243‌

200,000

Home

Depot,

Inc

2

.875

04/15/27

193,342‌

1,000,000

Home

Depot,

Inc

4

.875

06/25/27

1,009,475‌

400,000

Home

Depot,

Inc

2

.800

09/14/27

383,265‌

800,000

Lowe's

Cos,

Inc

4

.800

04/01/26

801,344‌

400,000

Lowe's

Cos,

Inc

3

.350

04/01/27

388,502‌

500,000

Lowe's

Cos,

Inc

3

.100

05/03/27

483,366‌

350,000

O'Reilly

Automotive,

Inc

5

.750

11/20/26

356,054‌

300,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

291,101‌

400,000

Ross

Stores,

Inc

0

.875

04/15/26

380,875‌

300,000

TJX

Cos,

Inc

2

.250

09/15/26

289,174‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

12,029,674‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

200,000

DR

Horton,

Inc

1

.300

10/15/26

188,172‌

200,000

Hasbro,

Inc

3

.550

11/19/26

195,553‌

500,000

Lennar

Corp

4

.750

11/29/27

498,417‌

750,000

NIKE,

Inc

2

.750

03/27/27

723,007‌

128,000

PulteGroup,

Inc

5

.000

01/15/27

128,187‌

200,000

Toll

Brothers

Finance

Corp

4

.875

03/15/27

199,833‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,933,169‌

CONSUMER

SERVICES

-

0.3%

400,000

Booking

Holdings,

Inc

3

.600

06/01/26

394,800‌

750,000

Darden

Restaurants,

Inc

4

.350

10/15/27

739,855‌

500,000

Expedia

Group,

Inc

4

.625

08/01/27

497,963‌

500,000

Hyatt

Hotels

Corp

5

.750

01/30/27

507,688‌

500,000

Las

Vegas

Sands

Corp

5

.900

06/01/27

507,239‌

800,000

Marriott

International,

Inc

5

.450

09/15/26

810,199‌

500,000

McDonald's

Corp

3

.700

01/30/26

496,123‌

300,000

McDonald's

Corp

3

.500

03/01/27

293,229‌

400,000

McDonald's

Corp

3

.500

07/01/27

389,603‌

500,000

Sands

China

Ltd

2

.550

03/08/27

465,840‌

1,000,000

Starbucks

Corp

4

.750

02/15/26

1,002,479‌

750,000

Starbucks

Corp

4

.850

02/08/27

753,604‌

TOTAL

CONSUMER

SERVICES

6,858,622‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.2%

800,000

Costco

Wholesale

Corp

1

.375

06/20/27

743,676‌

300,000

Dollar

General

Corp

3

.875

04/15/27

293,276‌

300,000

Kroger

Co

3

.500

02/01/26

296,074‌

100,000

Kroger

Co

2

.650

10/15/26

96,410‌

600,000

SYSCO

Corp

3

.300

07/15/26

587,588‌

800,000

Target

Corp

1

.950

01/15/27

761,126‌

1,500,000

Walmart,

Inc

4

.000

04/15/26

1,492,847‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

4,270,997‌

ENERGY

-

1.3%

350,000

(b)

6297782

LLC

4

.911

09/01/27

348,833‌

250,000

Baker

Hughes

Holdings

LLC

2

.061

12/15/26

238,128‌

500,000

Boardwalk

Pipelines

LP

5

.950

06/01/26

505,929‌

1,355,000

BP

Capital

Markets

America,

Inc

3

.410

02/11/26

1,338,381‌

450,000

BP

Capital

Markets

America,

Inc

3

.543

04/06/27

439,506‌

1,000,000

BP

Capital

Markets

America,

Inc

5

.017

11/17/27

1,010,967‌

200,000

BP

Capital

Markets

plc

3

.279

09/19/27

193,352‌

500,000

Canadian

Natural

Resources

Ltd

3

.850

06/01/27

489,394‌

400,000

Cheniere

Corpus

Christi

Holdings

LLC

5

.125

06/30/27

402,146‌

200,000

Chevron

Corp

2

.954

05/16/26

196,095‌

200,000

Chevron

Corp

1

.995

05/11/27

189,075‌

315

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.3%

(continued)

$

300,000

Chevron

USA,

Inc

1

.018

%

08/12/27

$

274,534‌

250,000

Coterra

Energy,

Inc

3

.900

05/15/27

244,380‌

1,000,000

Diamondback

Energy,

Inc

5

.200

04/18/27

1,009,588‌

1,000,000

Enbridge,

Inc

5

.900

11/15/26

1,019,513‌

300,000

Enbridge,

Inc

5

.250

04/05/27

303,570‌

500,000

Energy

Transfer

LP

3

.900

07/15/26

493,424‌

500,000

Energy

Transfer

LP

6

.050

12/01/26

510,706‌

350,000

Energy

Transfer

LP

4

.400

03/15/27

346,643‌

500,000

Energy

Transfer

Operating

LP

5

.500

06/01/27

506,421‌

700,000

Enterprise

Products

Operating

LLC

5

.050

01/10/26

703,421‌

115,000

Enterprise

Products

Operating

LLC

3

.700

02/15/26

113,897‌

500,000

Enterprise

Products

Operating

LLC

4

.600

01/11/27

500,123‌

500,000

Enterprise

Products

Operating

LLC

5

.250

08/16/77

488,557‌

300,000

EOG

Resources,

Inc

4

.150

01/15/26

298,500‌

450,000

EQT

Corp

3

.900

10/01/27

437,575‌

775,000

Equinor

ASA

1

.750

01/22/26

752,403‌

2,005,000

Exxon

Mobil

Corp

3

.043

03/01/26

1,973,475‌

500,000

(b)

Helmerich

&

Payne,

Inc

4

.650

12/01/27

493,583‌

350,000

Hess

Corp

4

.300

04/01/27

346,429‌

100,000

HF

Sinclair

Corp

5

.875

04/01/26

100,746‌

400,000

Kinder

Morgan,

Inc

1

.750

11/15/26

379,214‌

250,000

Marathon

Petroleum

Corp

5

.125

12/15/26

251,359‌

800,000

MPLX

LP

1

.750

03/01/26

772,385‌

650,000

MPLX

LP

4

.125

03/01/27

640,351‌

300,000

Occidental

Petroleum

Corp

5

.500

12/01/25

300,836‌

250,000

Occidental

Petroleum

Corp

5

.550

03/15/26

250,878‌

1,000,000

Occidental

Petroleum

Corp

5

.000

08/01/27

1,000,475‌

500,000

ONEOK,

Inc

5

.850

01/15/26

504,389‌

195,000

ONEOK,

Inc

5

.000

03/01/26

195,300‌

500,000

ONEOK,

Inc

5

.550

11/01/26

506,227‌

500,000

ONEOK,

Inc

4

.250

09/24/27

492,739‌

750,000

Phillips

66

1

.300

02/15/26

722,617‌

500,000

Pioneer

Natural

Resources

Co

1

.125

01/15/26

482,637‌

275,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

276,894‌

300,000

Plains

All

American

Pipeline

LP

4

.500

12/15/26

298,596‌

500,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

504,752‌

600,000

Sabine

Pass

Liquefaction

LLC

5

.000

03/15/27

601,246‌

850,000

Shell

International

Finance

BV

2

.500

09/12/26

822,386‌

250,000

Sunoco

Logistics

Partners

Operations

LP

4

.000

10/01/27

244,492‌

500,000

Targa

Resources

Corp

5

.200

07/01/27

502,940‌

200,000

TC

PipeLines

LP

3

.900

05/25/27

195,443‌

300,000

TransCanada

PipeLines

Ltd

4

.875

01/15/26

299,912‌

200,000

Valero

Energy

Corp

3

.400

09/15/26

195,715‌

500,000

Veralto

Corp

5

.500

09/18/26

505,771‌

500,000

Western

Gas

Partners

LP

4

.650

07/01/26

497,395‌

1,375,000

Williams

Cos,

Inc

5

.400

03/02/26

1,384,271‌

300,000

Williams

Cos,

Inc

3

.750

06/15/27

292,416‌

TOTAL

ENERGY

29,390,930‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.8%

250,000

Alexandria

Real

Estate

Equities,

Inc

3

.800

04/15/26

246,819‌

500,000

American

Tower

Corp

1

.600

04/15/26

480,166‌

500,000

American

Tower

Corp

3

.375

10/15/26

488,384‌

400,000

American

Tower

Corp

3

.125

01/15/27

386,985‌

200,000

American

Tower

Corp

3

.650

03/15/27

195,276‌

500,000

American

Tower

Corp

3

.550

07/15/27

484,701‌

100,000

AvalonBay

Communities,

Inc

2

.950

05/11/26

97,648‌

200,000

AvalonBay

Communities,

Inc

2

.900

10/15/26

193,881‌

500,000

Boston

Properties

LP

3

.650

02/01/26

492,806‌

500,000

Boston

Properties

LP

6

.750

12/01/27

521,383‌

300,000

Brixmor

Operating

Partnership

LP

4

.125

06/15/26

296,807‌

100,000

Brixmor

Operating

Partnership

LP

3

.900

03/15/27

97,952‌

500,000

Camden

Property

Trust

5

.850

11/03/26

510,014‌

Short

Term

Bond

Index

316

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.8%

(continued)

$

140,000

Crown

Castle,

Inc

4

.450

%

02/15/26

$

139,474‌

850,000

Crown

Castle,

Inc

1

.050

07/15/26

803,113‌

800,000

Crown

Castle,

Inc

2

.900

03/15/27

768,073‌

200,000

CubeSmart

LP

3

.125

09/01/26

194,422‌

350,000

Digital

Realty

Trust

LP

3

.700

08/15/27

340,229‌

100,000

EPR

Properties

4

.750

12/15/26

99,144‌

500,000

Equinix,

Inc

1

.450

05/15/26

478,198‌

200,000

Equinix,

Inc

1

.800

07/15/27

185,933‌

100,000

ERP

Operating

LP

2

.850

11/01/26

96,836‌

350,000

Essex

Portfolio

LP

3

.625

05/01/27

341,093‌

200,000

Extra

Space

Storage

LP

3

.500

07/01/26

196,271‌

500,000

Extra

Space

Storage

LP

5

.700

04/01/28

510,428‌

200,000

Federal

Realty

OP

LP

1

.250

02/15/26

191,991‌

150,000

Federal

Realty

OP

LP

3

.250

07/15/27

144,326‌

200,000

Healthcare

Realty

Holdings

LP

3

.500

08/01/26

195,454‌

300,000

Healthcare

Realty

Holdings

LP

3

.750

07/01/27

291,477‌

450,000

Healthpeak

OP

LLC

3

.250

07/15/26

439,851‌

250,000

Healthpeak

OP

LLC

1

.350

02/01/27

233,068‌

100,000

Highwoods

Realty

LP

3

.875

03/01/27

97,221‌

300,000

Kimco

Realty

OP

LLC

2

.800

10/01/26

290,174‌

200,000

Kite

Realty

Group

LP

4

.000

10/01/26

196,911‌

350,000

Mid-America

Apartments

LP

3

.600

06/01/27

341,673‌

250,000

National

Retail

Properties,

Inc

3

.600

12/15/26

244,704‌

500,000

OMEGA

Healthcare

Investors,

Inc

5

.250

01/15/26

500,596‌

200,000

OMEGA

Healthcare

Investors,

Inc

4

.500

04/01/27

197,440‌

150,000

Prologis

LP

3

.250

10/01/26

146,818‌

350,000

Prologis

LP

2

.125

04/15/27

331,594‌

650,000

Public

Storage

1

.500

11/09/26

614,869‌

250,000

Realty

Income

Corp

5

.050

01/13/26

249,848‌

100,000

Realty

Income

Corp

4

.450

09/15/26

99,538‌

300,000

Realty

Income

Corp

3

.000

01/15/27

290,120‌

300,000

Realty

Income

Corp

3

.950

08/15/27

294,963‌

200,000

Regency

Centers

LP

3

.600

02/01/27

195,175‌

150,000

Sabra

Health

Care

LP

5

.125

08/15/26

149,883‌

600,000

Simon

Property

Group

LP

3

.300

01/15/26

592,251‌

500,000

Simon

Property

Group

LP

1

.375

01/15/27

468,861‌

500,000

Simon

Property

Group

LP

3

.375

06/15/27

486,164‌

100,000

UDR,

Inc

2

.950

09/01/26

96,960‌

150,000

Ventas

Realty

LP

3

.250

10/15/26

145,899‌

350,000

Ventas

Realty

LP

3

.850

04/01/27

341,792‌

200,000

Welltower

OP

LLC

4

.250

04/01/26

198,981‌

200,000

Welltower

OP

LLC

2

.700

02/15/27

192,228‌

500,000

Weyerhaeuser

Co

4

.750

05/15/26

500,033‌

250,000

WP

Carey,

Inc

4

.250

10/01/26

247,173‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

17,654,072‌

FINANCIAL

SERVICES

-

3.3%

800,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

774,103‌

750,000

AerCap

Ireland

Capital

DAC

2

.450

10/29/26

717,970‌

500,000

AerCap

Ireland

Capital

DAC

6

.100

01/15/27

511,348‌

750,000

AerCap

Ireland

Capital

DAC

6

.450

04/15/27

773,339‌

500,000

AerCap

Ireland

Capital

DAC

4

.625

10/15/27

496,662‌

1,000,000

American

Express

Co

4

.900

02/13/26

1,003,224‌

500,000

American

Express

Co

1

.650

11/04/26

473,739‌

500,000

American

Express

Co

2

.550

03/04/27

478,684‌

1,000,000

American

Express

Co

5

.645

04/23/27

1,010,722‌

500,000

American

Express

Co

5

.389

07/28/27

505,447‌

1,000,000

American

Express

Co

5

.098

02/16/28

1,005,768‌

1,000,000

American

Express

Co

5

.043

07/26/28

1,005,236‌

300,000

Ameriprise

Financial,

Inc

2

.875

09/15/26

291,847‌

500,000

Ares

Capital

Corp

3

.875

01/15/26

494,282‌

650,000

Ares

Capital

Corp

7

.000

01/15/27

673,727‌

500,000

(b)

Ares

Strategic

Income

Fund

5

.700

03/15/28

499,930‌

317

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.3%

(continued)

$

100,000

Bain

Capital

Specialty

Finance,

Inc

2

.550

%

10/13/26

$

95,233‌

500,000

Bank

of

New

York

Mellon

Corp

2

.450

08/17/26

483,994‌

1,150,000

Bank

of

New

York

Mellon

Corp

4

.947

04/26/27

1,154,797‌

750,000

Bank

of

New

York

Mellon

Corp

3

.442

02/07/28

730,912‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.890

07/21/28

1,004,037‌

100,000

Barings

BDC,

Inc

3

.300

11/23/26

95,948‌

750,000

Berkshire

Hathaway,

Inc

3

.125

03/15/26

738,491‌

500,000

BlackRock

Funding,

Inc

4

.600

07/26/27

501,138‌

250,000

BlackRock,

Inc

3

.200

03/15/27

243,518‌

500,000

Blackstone

Private

Credit

Fund

2

.700

01/15/25

499,482‌

300,000

Blackstone

Private

Credit

Fund

2

.625

12/15/26

285,883‌

750,000

(b)

Blackstone

Private

Credit

Fund

4

.950

09/26/27

740,932‌

400,000

Blackstone

Secured

Lending

Fund

2

.750

09/16/26

383,922‌

300,000

Blackstone

Secured

Lending

Fund

2

.125

02/15/27

280,812‌

500,000

Blackstone

Secured

Lending

Fund

5

.350

04/13/28

498,680‌

450,000

Blue

Owl

Capital

Corp

3

.400

07/15/26

435,998‌

150,000

Blue

Owl

Capital

Corp

2

.625

01/15/27

141,659‌

150,000

Blue

Owl

Capital

Corp

II

8

.450

11/15/26

157,217‌

200,000

Blue

Owl

Credit

Income

Corp

4

.700

02/08/27

197,142‌

300,000

(a)

Blue

Owl

Credit

Income

Corp

7

.750

09/16/27

315,022‌

250,000

Brookfield

Finance,

Inc

4

.250

06/02/26

248,346‌

550,000

Capital

One

Financial

Corp

3

.750

07/28/26

539,776‌

1,000,000

Capital

One

Financial

Corp

3

.750

03/09/27

976,333‌

850,000

Capital

One

Financial

Corp

7

.149

10/29/27

882,062‌

500,000

Capital

One

Financial

Corp

4

.927

05/10/28

498,391‌

250,000

Cboe

Global

Markets,

Inc

3

.650

01/12/27

245,433‌

500,000

Charles

Schwab

Corp

1

.150

05/13/26

477,401‌

750,000

Charles

Schwab

Corp

5

.875

08/24/26

762,774‌

500,000

Charles

Schwab

Corp

2

.450

03/03/27

477,457‌

300,000

Corebridge

Financial,

Inc

3

.650

04/05/27

291,687‌

500,000

(a)

Corebridge

Financial,

Inc

6

.875

12/15/52

513,110‌

250,000

Discover

Bank

5

.974

08/09/28

254,588‌

500,000

Discover

Financial

Services

4

.500

01/30/26

497,898‌

700,000

Fiserv,

Inc

3

.200

07/01/26

684,583‌

750,000

Fiserv,

Inc

5

.150

03/15/27

756,122‌

200,000

FS

KKR

Capital

Corp

3

.400

01/15/26

196,130‌

400,000

FS

KKR

Capital

Corp

3

.250

07/15/27

379,402‌

900,000

Global

Payments,

Inc

1

.200

03/01/26

862,757‌

275,000

Global

Payments,

Inc

4

.950

08/15/27

275,373‌

250,000

Goldman

Sachs

BDC,

Inc

2

.875

01/15/26

244,629‌

300,000

Goldman

Sachs

BDC,

Inc

6

.375

03/11/27

307,114‌

500,000

Goldman

Sachs

Group,

Inc

3

.750

02/25/26

494,478‌

1,250,000

Goldman

Sachs

Group,

Inc

1

.093

12/09/26

1,206,661‌

1,500,000

Goldman

Sachs

Group,

Inc

1

.431

03/09/27

1,440,036‌

1,750,000

Goldman

Sachs

Group,

Inc

1

.542

09/10/27

1,654,749‌

2,000,000

Goldman

Sachs

Group,

Inc

1

.948

10/21/27

1,897,556‌

1,500,000

Goldman

Sachs

Group,

Inc

2

.640

02/24/28

1,430,642‌

1,500,000

Goldman

Sachs

Group,

Inc

3

.615

03/15/28

1,458,649‌

1,000,000

Goldman

Sachs

Group,

Inc

3

.691

06/05/28

971,262‌

500,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

494,214‌

200,000

Golub

Capital

BDC,

Inc

2

.500

08/24/26

190,517‌

100,000

Hercules

Capital,

Inc

2

.625

09/16/26

95,147‌

200,000

Hercules

Capital,

Inc

3

.375

01/20/27

191,234‌

500,000

Intercontinental

Exchange,

Inc

4

.000

09/15/27

490,880‌

500,000

Invesco

Finance

plc

3

.750

01/15/26

494,768‌

200,000

Jackson

Financial,

Inc

5

.170

06/08/27

200,861‌

500,000

Jefferies

Financial

Group,

Inc

4

.850

01/15/27

500,876‌

2,400,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

03/01/27

2,400,876‌

300,000

LPL

Holdings,

Inc

5

.700

05/20/27

303,616‌

200,000

Main

Street

Capital

Corp

3

.000

07/14/26

192,750‌

550,000

Main

Street

Capital

Corp

6

.500

06/04/27

560,295‌

600,000

Mastercard,

Inc

3

.300

03/26/27

585,143‌

Short

Term

Bond

Index

318

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.3%

(continued)

$

750,000

Morgan

Stanley

3

.875

%

01/27/26

$

744,197‌

1,000,000

Morgan

Stanley

3

.125

07/27/26

976,843‌

500,000

Morgan

Stanley

4

.350

09/08/26

496,142‌

750,000

Morgan

Stanley

0

.985

12/10/26

723,252‌

1,000,000

Morgan

Stanley

5

.050

01/28/27

1,003,393‌

300,000

Morgan

Stanley

1

.593

05/04/27

287,559‌

500,000

Morgan

Stanley

1

.512

07/20/27

475,173‌

1,000,000

Morgan

Stanley

2

.475

01/21/28

952,964‌

2,500,000

Morgan

Stanley

5

.652

04/13/28

2,542,245‌

1,000,000

Morgan

Stanley

4

.210

04/20/28

985,683‌

1,350,000

Morgan

Stanley

Bank

NA

4

.754

04/21/26

1,351,445‌

200,000

Morgan

Stanley

Direct

Lending

Fund

4

.500

02/11/27

197,156‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.450

03/13/26

498,916‌

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.600

11/13/26

304,950‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.800

02/05/27

501,512‌

750,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.100

05/06/27

756,017‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.120

09/16/27

493,265‌

500,000

New

Mountain

Finance

Corp

6

.200

10/15/27

499,558‌

500,000

Nomura

Holdings,

Inc

5

.709

01/09/26

503,507‌

250,000

Nomura

Holdings,

Inc

1

.653

07/14/26

237,634‌

500,000

Nomura

Holdings,

Inc

2

.329

01/22/27

474,094‌

750,000

Nomura

Holdings,

Inc

5

.594

07/02/27

759,805‌

750,000

Northern

Trust

Corp

3

.375

05/08/32

719,577‌

200,000

Oaktree

Specialty

Lending

Corp

2

.700

01/15/27

188,188‌

1,000,000

Oesterreichische

Kontrollbank

AG.

4

.625

11/03/25

1,000,819‌

400,000

Oesterreichische

Kontrollbank

AG.

4

.125

01/20/26

398,586‌

500,000

Oesterreichische

Kontrollbank

AG.

5

.000

10/23/26

505,248‌

1,500,000

Oesterreichische

Kontrollbank

AG.

4

.750

05/21/27

1,511,378‌

300,000

ORIX

Corp

5

.000

09/13/27

301,636‌

500,000

PayPal

Holdings,

Inc

2

.650

10/01/26

484,289‌

750,000

S&P

Global,

Inc

2

.450

03/01/27

717,076‌

100,000

Sixth

Street

Specialty

Lending,

Inc

2

.500

08/01/26

96,022‌

500,000

State

Street

Bank

&

Trust

Co

4

.594

11/25/26

501,144‌

500,000

State

Street

Corp

5

.272

08/03/26

504,943‌

750,000

State

Street

Corp

4

.993

03/18/27

756,242‌

750,000

State

Street

Corp

4

.530

02/20/29

741,398‌

500,000

Synchrony

Bank

5

.400

08/22/25

500,612‌

1,000,000

UBS

Group

AG.

4

.550

04/17/26

996,494‌

850,000

Visa,

Inc

1

.900

04/15/27

803,749‌

150,000

Voya

Financial,

Inc

3

.650

06/15/26

147,495‌

340,000

Western

Union

Co

1

.350

03/15/26

325,002‌

TOTAL

FINANCIAL

SERVICES

74,292,629‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

200,000

Altria

Group,

Inc

2

.625

09/16/26

193,143‌

300,000

Archer-Daniels-Midland

Co

2

.500

08/11/26

289,984‌

500,000

BAT

Capital

Corp

3

.215

09/06/26

487,351‌

1,050,000

BAT

Capital

Corp

4

.700

04/02/27

1,045,605‌

750,000

BAT

International

Finance

plc

1

.668

03/25/26

721,534‌

250,000

Bunge

Ltd

3

.250

08/15/26

244,186‌

750,000

Bunge

Ltd

4

.100

01/07/28

734,665‌

750,000

Campbell

Soup

Co

5

.300

03/20/26

755,003‌

750,000

Campbell

Soup

Co

5

.200

03/19/27

756,945‌

500,000

ConAgra

Brands,

Inc

5

.300

10/01/26

505,062‌

300,000

Constellation

Brands,

Inc

5

.000

02/02/26

299,646‌

500,000

Constellation

Brands,

Inc

3

.700

12/06/26

491,417‌

500,000

Constellation

Brands,

Inc

4

.350

05/09/27

494,992‌

500,000

Diageo

Capital

plc

5

.375

10/05/26

506,666‌

500,000

General

Mills,

Inc

4

.700

01/30/27

499,865‌

500,000

Hershey

Co

2

.300

08/15/26

483,373‌

500,000

Hormel

Foods

Corp

4

.800

03/30/27

502,204‌

200,000

Ingredion,

Inc

3

.200

10/01/26

194,427‌

300,000

JBS

USA

Holding

Lux

Sarl

2

.500

01/15/27

284,914‌

319

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

(continued)

$

250,000

Kellogg

Co

3

.250

%

04/01/26

$

245,893‌

500,000

Keurig

Dr

Pepper,

Inc

2

.550

09/15/26

483,102‌

500,000

Keurig

Dr

Pepper,

Inc

5

.100

03/15/27

504,469‌

600,000

Kraft

Heinz

Foods

Co

3

.000

06/01/26

585,627‌

650,000

Kraft

Heinz

Foods

Co

3

.875

05/15/27

636,861‌

300,000

McCormick

&

Co,

Inc

0

.900

02/15/26

287,350‌

700,000

Molson

Coors

Beverage

Co

3

.000

07/15/26

681,873‌

500,000

Mondelez

International,

Inc

2

.625

03/17/27

478,263‌

1,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4

.650

02/16/27

1,004,156‌

1,000,000

PepsiCo,

Inc

4

.550

02/13/26

1,002,198‌

150,000

PepsiCo,

Inc

5

.125

11/10/26

151,870‌

1,250,000

Philip

Morris

International,

Inc

4

.875

02/13/26

1,253,192‌

750,000

Philip

Morris

International,

Inc

4

.750

02/12/27

751,665‌

500,000

Philip

Morris

International,

Inc

4

.375

11/01/27

495,852‌

500,000

Tyson

Foods,

Inc

4

.000

03/01/26

496,113‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

18,549,466‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.8%

500,000

Abbott

Laboratories

3

.750

11/30/26

494,025‌

200,000

Baxter

International,

Inc

2

.600

08/15/26

193,331‌

500,000

Baxter

International,

Inc

1

.915

02/01/27

471,320‌

500,000

Becton

Dickinson

&

Co

3

.700

06/06/27

488,169‌

750,000

Cardinal

Health,

Inc

4

.700

11/15/26

748,562‌

500,000

Cencora,

Inc

4

.625

12/15/27

499,979‌

750,000

Centene

Corp

4

.250

12/15/27

726,528‌

208,000

Cigna

Group

1

.250

03/15/26

199,482‌

1,000,000

Cigna

Group

3

.400

03/01/27

972,413‌

625,000

CVS

Health

Corp

5

.000

02/20/26

624,353‌

500,000

CVS

Health

Corp

2

.875

06/01/26

485,542‌

400,000

CVS

Health

Corp

3

.000

08/15/26

387,467‌

600,000

CVS

Health

Corp

3

.625

04/01/27

582,159‌

750,000

CVS

Health

Corp

1

.300

08/21/27

679,576‌

150,000

Elevance

Health,

Inc

4

.900

02/08/26

149,914‌

1,000,000

Elevance

Health,

Inc

4

.500

10/30/26

997,089‌

600,000

HCA,

Inc

5

.250

06/15/26

601,455‌

1,000,000

HCA,

Inc

5

.375

09/01/26

1,003,000‌

750,000

HCA,

Inc

3

.125

03/15/27

721,762‌

500,000

Humana,

Inc

1

.350

02/03/27

464,862‌

500,000

Icon

Investments

Six

DAC

5

.809

05/08/27

508,468‌

200,000

McKesson

Corp

1

.300

08/15/26

189,553‌

200,000

PeaceHealth

Obligated

Group

1

.375

11/15/25

193,795‌

500,000

Quest

Diagnostics,

Inc

4

.600

12/15/27

499,277‌

750,000

Smith

&

Nephew

plc

5

.150

03/20/27

755,385‌

500,000

(b)

Solventum

Corp

5

.450

02/25/27

504,725‌

300,000

Stryker

Corp

3

.500

03/15/26

295,993‌

1,500,000

UnitedHealth

Group,

Inc

1

.150

05/15/26

1,433,465‌

500,000

UnitedHealth

Group,

Inc

4

.750

07/15/26

501,255‌

1,000,000

UnitedHealth

Group,

Inc

4

.600

04/15/27

1,001,251‌

250,000

Universal

Health

Services,

Inc

1

.650

09/01/26

236,637‌

300,000

Zimmer

Biomet

Holdings,

Inc

3

.050

01/15/26

295,305‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

17,906,097‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

750,000

Colgate-Palmolive

Co

4

.800

03/02/26

753,398‌

800,000

Haleon

US

Capital

LLC

3

.375

03/24/27

776,591‌

500,000

Kenvue,

Inc

5

.350

03/22/26

504,623‌

300,000

Kimberly-Clark

Corp

1

.050

09/15/27

274,098‌

500,000

Procter

&

Gamble

Co

4

.100

01/26/26

498,564‌

400,000

Procter

&

Gamble

Co

1

.000

04/23/26

383,462‌

300,000

Unilever

Capital

Corp

2

.900

05/05/27

289,654‌

750,000

Unilever

Capital

Corp

4

.250

08/12/27

745,622‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,226,012‌

INSURANCE

-

0.4%

200,000

Allstate

Corp

7

.723

08/15/53

200,028‌

Short

Term

Bond

Index

320

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.4%

(continued)

$

200,000

American

National

Group,

Inc

5

.000

%

06/15/27

$

198,930‌

750,000

Aon

North

America,

Inc

5

.125

03/01/27

755,139‌

200,000

Arch

Capital

Group

Ltd

4

.011

12/15/26

197,627‌

1,000,000

Arthur

J

Gallagher

&

Co

4

.600

12/15/27

995,994‌

500,000

Berkshire

Hathaway

Finance

Corp

2

.300

03/15/27

478,934‌

300,000

Brighthouse

Financial,

Inc

3

.700

06/22/27

291,072‌

500,000

Chubb

INA

Holdings,

Inc

3

.350

05/03/26

492,227‌

315,000

CNA

Financial

Corp

4

.500

03/01/26

314,026‌

300,000

CNA

Financial

Corp

3

.450

08/15/27

290,130‌

115,000

Hanover

Insurance

Group,

Inc

4

.500

04/15/26

114,251‌

300,000

Lincoln

National

Corp

3

.625

12/12/26

294,023‌

250,000

Loews

Corp

3

.750

04/01/26

247,232‌

300,000

Manulife

Financial

Corp

4

.150

03/04/26

298,092‌

350,000

Manulife

Financial

Corp

2

.484

05/19/27

332,802‌

200,000

Manulife

Financial

Corp

4

.061

02/24/32

195,031‌

100,000

Marsh

&

McLennan

Cos,

Inc

3

.750

03/14/26

99,058‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

4

.550

11/08/27

999,225‌

200,000

Old

Republic

International

Corp

3

.875

08/26/26

196,657‌

250,000

Principal

Financial

Group,

Inc

3

.100

11/15/26

242,777‌

200,000

Progressive

Corp

2

.450

01/15/27

191,710‌

200,000

Progressive

Corp

2

.500

03/15/27

191,483‌

500,000

(a)

Prudential

Financial,

Inc

1

.500

03/10/26

482,346‌

150,000

Reinsurance

Group

of

America,

Inc

3

.950

09/15/26

147,903‌

360,000

Trinity

Acquisition

plc

4

.400

03/15/26

357,469‌

300,000

Willis

North

America,

Inc

4

.650

06/15/27

299,283‌

TOTAL

INSURANCE

8,903,449‌

MATERIALS

-

0.4%

600,000

ArcelorMittal

S.A.

6

.550

11/29/27

624,138‌

500,000

Berry

Global,

Inc

1

.570

01/15/26

482,520‌

200,000

Berry

Global,

Inc

1

.650

01/15/27

187,270‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4

.875

02/27/26

1,504,546‌

100,000

BHP

Billiton

Finance

USA

Ltd

5

.250

09/08/26

101,036‌

1,000,000

Celanese

US

Holdings

LLC

6

.165

07/15/27

1,014,902‌

400,000

Ecolab,

Inc

1

.650

02/01/27

376,996‌

500,000

EIDP,

Inc

4

.500

05/15/26

499,499‌

500,000

FMC

Corp

5

.150

05/18/26

500,539‌

350,000

LYB

International

Finance

BV

3

.500

03/02/27

340,279‌

750,000

Newmont

Corp

5

.300

03/15/26

755,279‌

650,000

Nutrien

Ltd

5

.200

06/21/27

656,646‌

1,000,000

Sherwin-Williams

Co

4

.550

03/01/28

991,710‌

500,000

Sonoco

Products

Co

4

.450

09/01/26

496,433‌

300,000

Suzano

International

Finance

BV

5

.500

01/17/27

300,132‌

200,000

Vulcan

Materials

Co

3

.900

04/01/27

196,611‌

250,000

Westlake

Corp

3

.600

08/15/26

244,894‌

TOTAL

MATERIALS

9,273,430‌

MEDIA

&

ENTERTAINMENT

-

0.5%

750,000

Alphabet,

Inc

1

.998

08/15/26

722,013‌

1,500,000

Charter

Communications

Operating

LLC

6

.150

11/10/26

1,528,575‌

1,200,000

Comcast

Corp

3

.150

03/01/26

1,181,616‌

400,000

Comcast

Corp

2

.350

01/15/27

382,393‌

600,000

Comcast

Corp

3

.300

02/01/27

584,035‌

300,000

Comcast

Corp

3

.300

04/01/27

291,434‌

500,000

Discovery

Communications

LLC

4

.900

03/11/26

498,394‌

120,000

Electronic

Arts

Inc

4

.800

03/01/26

120,028‌

750,000

Inter-American

Investment

Corp

3

.625

02/17/27

737,306‌

500,000

Meta

Platforms,

Inc

3

.500

08/15/27

488,791‌

500,000

NetFlix,

Inc

4

.375

11/15/26

498,175‌

655,000

Omnicom

Group,

Inc

3

.600

04/15/26

645,844‌

300,000

Paramount

Global

2

.900

01/15/27

287,096‌

600,000

Take-Two

Interactive

Software,

Inc

5

.000

03/28/26

601,575‌

750,000

TWDC

Enterprises

18

Corp

3

.000

02/13/26

738,241‌

800,000

TWDC

Enterprises

18

Corp

2

.950

06/15/27

771,371‌

321

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.5%

(continued)

$

100,000

Walt

Disney

Co

1

.750

%

01/13/26

$

97,332‌

300,000

Walt

Disney

Co

3

.700

03/23/27

295,254‌

1,500,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

1,445,147‌

TOTAL

MEDIA

&

ENTERTAINMENT

11,914,620‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.0%

1,250,000

AbbVie,

Inc

3

.200

05/14/26

1,227,761‌

950,000

AbbVie,

Inc

2

.950

11/21/26

922,888‌

2,000,000

AbbVie,

Inc

4

.800

03/15/27

2,011,462‌

100,000

Agilent

Technologies,

Inc

3

.050

09/22/26

97,277‌

500,000

Agilent

Technologies,

Inc

4

.200

09/09/27

493,847‌

1,300,000

Amgen,

Inc

2

.200

02/21/27

1,232,640‌

750,000

AstraZeneca

Finance

LLC

1

.200

05/28/26

716,907‌

1,000,000

AstraZeneca

Finance

LLC

4

.800

02/26/27

1,005,855‌

750,000

AstraZeneca

plc

0

.700

04/08/26

715,663‌

200,000

Bio-Rad

Laboratories,

Inc

3

.300

03/15/27

193,474‌

500,000

Bristol-Myers

Squibb

Co

3

.200

06/15/26

491,128‌

2,000,000

Bristol-Myers

Squibb

Co

4

.900

02/22/27

2,016,794‌

1,000,000

Eli

Lilly

&

Co

4

.500

02/09/27

1,002,366‌

1,000,000

Eli

Lilly

&

Co

4

.150

08/14/27

994,585‌

800,000

Gilead

Sciences,

Inc

3

.650

03/01/26

790,414‌

500,000

Gilead

Sciences,

Inc

2

.950

03/01/27

483,166‌

500,000

Gilead

Sciences,

Inc

1

.200

10/01/27

455,838‌

500,000

Illumina,

Inc

5

.800

12/12/25

503,717‌

500,000

Illumina,

Inc

4

.650

09/09/26

498,049‌

1,120,000

Johnson

&

Johnson

2

.450

03/01/26

1,094,947‌

200,000

Merck

&

Co,

Inc

0

.750

02/24/26

191,783‌

750,000

Merck

&

Co,

Inc

1

.700

06/10/27

703,170‌

2,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/26

1,996,986‌

300,000

Pfizer,

Inc

3

.000

12/15/26

291,877‌

300,000

Royalty

Pharma

plc

1

.750

09/02/27

276,344‌

24,000

Shire

Acquisitions

Investments

Ireland

DAC

3

.200

09/23/26

23,451‌

550,000

Thermo

Fisher

Scientific,

Inc

4

.953

08/10/26

553,779‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5

.000

12/05/26

1,009,539‌

422,000

Utah

Acquisition

Sub,

Inc

3

.950

06/15/26

415,297‌

500,000

Viatris,

Inc

2

.300

06/22/27

468,883‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

22,879,887‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

500,000

Analog

Devices,

Inc

3

.500

12/05/26

490,804‌

500,000

Applied

Materials,

Inc

3

.300

04/01/27

487,142‌

1,000,000

Broadcom

Corp

3

.875

01/15/27

984,381‌

200,000

Broadcom,

Inc

3

.459

09/15/26

196,066‌

1,000,000

Broadcom,

Inc

5

.050

07/12/27

1,009,262‌

350,000

Broadcom,

Inc

4

.150

02/15/28

344,114‌

1,250,000

Intel

Corp

4

.875

02/10/26

1,250,301‌

300,000

Intel

Corp

3

.750

03/25/27

292,666‌

500,000

Intel

Corp

3

.150

05/11/27

479,841‌

300,000

Intel

Corp

3

.750

08/05/27

290,982‌

375,000

Lam

Research

Corp

3

.750

03/15/26

371,101‌

150,000

Marvell

Technology,

Inc

1

.650

04/15/26

143,923‌

1,000,000

Microchip

Technology,

Inc

4

.900

03/15/28

996,442‌

150,000

Micron

Technology,

Inc

4

.975

02/06/26

150,154‌

300,000

Micron

Technology,

Inc

4

.185

02/15/27

295,753‌

300,000

NVIDIA

Corp

3

.200

09/16/26

294,174‌

290,000

NXP

BV

5

.350

03/01/26

291,125‌

300,000

NXP

BV

3

.875

06/18/26

295,889‌

300,000

NXP

BV

4

.400

06/01/27

297,076‌

300,000

QUALCOMM,

Inc

3

.250

05/20/27

291,782‌

200,000

Skyworks

Solutions,

Inc

1

.800

06/01/26

191,552‌

750,000

Texas

Instruments,

Inc

4

.600

02/08/27

753,220‌

300,000

TSMC

Arizona

Corp

1

.750

10/25/26

284,263‌

Short

Term

Bond

Index

322

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

(continued)

$

500,000

TSMC

Arizona

Corp

3

.875

%

04/22/27

$

491,139‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

10,973,152‌

SOFTWARE

&

SERVICES

-

0.7%

1,000,000

Accenture

Capital,

Inc

3

.900

10/04/27

985,256‌

750,000

Adobe,

Inc

4

.850

04/04/27

755,238‌

750,000

Cadence

Design

Systems,

Inc

4

.200

09/10/27

741,354‌

200,000

CGI,

Inc

1

.450

09/14/26

189,202‌

250,000

DXC

Technology

Co

1

.800

09/15/26

236,745‌

150,000

Fortinet,

Inc

1

.000

03/15/26

143,441‌

300,000

Genpact

Luxembourg

Sarl

1

.750

04/10/26

287,911‌

500,000

IBM

International

Capital

Pte

Ltd

4

.700

02/05/26

500,380‌

500,000

IBM

International

Capital

Pte

Ltd

4

.600

02/05/27

500,230‌

500,000

International

Business

Machines

Corp

4

.500

02/06/26

499,630‌

1,050,000

International

Business

Machines

Corp

3

.300

05/15/26

1,031,051‌

500,000

International

Business

Machines

Corp

1

.700

05/15/27

466,911‌

750,000

Intuit,

Inc

5

.250

09/15/26

757,913‌

200,000

Kyndryl

Holdings,

Inc

2

.050

10/15/26

190,168‌

1,600,000

Microsoft

Corp

2

.400

08/08/26

1,552,003‌

1,750,000

Microsoft

Corp

3

.400

09/15/26

1,723,015‌

1,035,000

Oracle

Corp

1

.650

03/25/26

997,733‌

1,250,000

Oracle

Corp

2

.650

07/15/26

1,211,867‌

750,000

Oracle

Corp

2

.800

04/01/27

720,135‌

1,000,000

Oracle

Corp

3

.250

11/15/27

961,459‌

500,000

Roper

Technologies,

Inc

3

.800

12/15/26

492,182‌

900,000

VMware,

Inc

1

.400

08/15/26

852,582‌

500,000

VMware,

Inc

3

.900

08/21/27

488,687‌

300,000

Workday,

Inc

3

.500

04/01/27

292,432‌

TOTAL

SOFTWARE

&

SERVICES

16,577,525‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

1,000,000

Amphenol

Corp

4

.750

03/30/26

1,000,575‌

550,000

Amphenol

Corp

5

.050

04/05/27

554,780‌

1,820,000

Apple,

Inc

3

.250

02/23/26

1,798,047‌

300,000

Apple,

Inc

2

.450

08/04/26

290,976‌

1,000,000

Apple,

Inc

2

.050

09/11/26

961,913‌

500,000

Apple,

Inc

3

.350

02/09/27

489,963‌

750,000

Apple,

Inc

3

.200

05/11/27

729,298‌

300,000

Avnet,

Inc

4

.625

04/15/26

298,093‌

300,000

CDW

LLC

2

.670

12/01/26

287,720‌

750,000

Cisco

Systems,

Inc

4

.900

02/26/26

754,791‌

450,000

Cisco

Systems,

Inc

2

.500

09/20/26

436,084‌

1,500,000

Cisco

Systems,

Inc

4

.800

02/26/27

1,510,950‌

964,000

Dell

International

LLC

6

.020

06/15/26

977,819‌

500,000

Dell

International

LLC

4

.900

10/01/26

501,395‌

300,000

Dell

International

LLC

6

.100

07/15/27

308,779‌

185,000

Flex

Ltd

3

.750

02/01/26

182,348‌

250,000

Hewlett

Packard

Enterprise

Co

1

.750

04/01/26

240,783‌

750,000

Hewlett

Packard

Enterprise

Co

4

.450

09/25/26

746,205‌

750,000

Hewlett

Packard

Enterprise

Co

4

.400

09/25/27

742,132‌

300,000

HP,

Inc

1

.450

06/17/26

286,154‌

300,000

HP,

Inc

3

.000

06/17/27

287,289‌

700,000

International

Business

Machines

Corp

4

.150

07/27/27

691,933‌

150,000

Jabil,

Inc

1

.700

04/15/26

143,984‌

250,000

Jabil,

Inc

4

.250

05/15/27

246,537‌

120,000

Juniper

Networks,

Inc

1

.200

12/10/25

116,135‌

250,000

Keysight

Technologies,

Inc

4

.600

04/06/27

248,693‌

300,000

NetApp,

Inc

2

.375

06/22/27

283,474‌

200,000

TD

SYNNEX

Corp

1

.750

08/09/26

189,890‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

15,306,740‌

TELECOMMUNICATION

SERVICES

-

0.5%

1,500,000

AT&T,

Inc

1

.700

03/25/26

1,446,007‌

300,000

AT&T,

Inc

2

.950

07/15/26

292,379‌

750,000

AT&T,

Inc

3

.800

02/15/27

735,800‌

323

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

0.5%

(continued)

$

1,000,000

AT&T,

Inc

2

.300

%

06/01/27

$

943,858‌

800,000

Rogers

Communications,

Inc

3

.200

03/15/27

772,864‌

500,000

Sprint

LLC

7

.625

03/01/26

511,065‌

450,000

Telefonica

Emisiones

SAU

4

.103

03/08/27

442,873‌

500,000

TELUS

Corp

3

.700

09/15/27

484,851‌

750,000

T-Mobile

USA,

Inc

1

.500

02/15/26

723,561‌

365,000

T-Mobile

USA,

Inc

2

.250

02/15/26

354,516‌

200,000

T-Mobile

USA,

Inc

2

.625

04/15/26

194,903‌

1,500,000

T-Mobile

USA,

Inc

3

.750

04/15/27

1,465,438‌

500,000

Verizon

Communications,

Inc

4

.125

03/16/27

494,358‌

1,500,000

Verizon

Communications,

Inc

3

.000

03/22/27

1,448,990‌

TOTAL

TELECOMMUNICATION

SERVICES

10,311,463‌

TRANSPORTATION

-

0.3%

1,000,000

Boeing

Co

6

.259

05/01/27

1,023,785‌

500,000

Burlington

Northern

Santa

Fe

LLC

7

.000

12/15/25

512,006‌

260,000

Canadian

National

Railway

Co

2

.750

03/01/26

254,787‌

500,000

Canadian

Pacific

Railway

Co

1

.750

12/02/26

473,475‌

900,000

CSX

Corp

2

.600

11/01/26

870,087‌

225,000

FedEx

Corp

3

.250

04/01/26

221,077‌

200,000

GXO

Logistics,

Inc

1

.650

07/15/26

189,929‌

210,000

JB

Hunt

Transport

Services,

Inc

3

.875

03/01/26

207,880‌

300,000

Norfolk

Southern

Corp

2

.900

06/15/26

293,029‌

750,000

Ryder

System,

Inc

5

.300

03/15/27

758,193‌

500,000

Southwest

Airlines

Co

3

.000

11/15/26

483,151‌

500,000

Southwest

Airlines

Co

5

.125

06/15/27

502,228‌

1,000,000

Union

Pacific

Corp

4

.750

02/21/26

1,002,470‌

200,000

Union

Pacific

Corp

2

.150

02/05/27

190,672‌

450,000

United

Parcel

Service,

Inc

2

.400

11/15/26

433,789‌

TOTAL

TRANSPORTATION

7,416,558‌

UTILITIES

-

1.3%

500,000

AES

Corp

1

.375

01/15/26

481,577‌

300,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

301,448‌

500,000

Ameren

Corp

5

.700

12/01/26

508,146‌

200,000

Ameren

Corp

1

.950

03/15/27

187,987‌

300,000

American

Electric

Power

Co,

Inc

3

.875

02/15/62

282,060‌

300,000

Appalachian

Power

Co

3

.300

06/01/27

289,925‌

200,000

Atmos

Energy

Corp

3

.000

06/15/27

192,570‌

300,000

Black

Hills

Corp

3

.150

01/15/27

289,533‌

750,000

CenterPoint

Energy,

Inc

5

.250

08/10/26

755,848‌

100,000

CMS

Energy

Corp

3

.000

05/15/26

97,612‌

250,000

Dominion

Energy,

Inc

3

.600

03/15/27

243,840‌

200,000

Dominion

Resources,

Inc

2

.850

08/15/26

194,146‌

750,000

DTE

Electric

Co

4

.850

12/01/26

755,853‌

1,000,000

DTE

Energy

Co

4

.950

07/01/27

1,003,750‌

750,000

Duke

Energy

Corp

5

.000

12/08/25

751,910‌

250,000

Duke

Energy

Corp

2

.650

09/01/26

241,991‌

750,000

Duke

Energy

Corp

4

.850

01/05/27

752,263‌

300,000

Duke

Energy

Corp

3

.150

08/15/27

288,087‌

200,000

Duke

Energy

Corp

3

.250

01/15/82

185,908‌

250,000

Emera

US

Finance

LP

3

.550

06/15/26

244,859‌

500,000

Entergy

Arkansas

LLC

3

.500

04/01/26

493,453‌

300,000

Entergy

Corp

2

.950

09/01/26

291,152‌

500,000

Essential

Utilities,

Inc

4

.800

08/15/27

499,366‌

500,000

Evergy

Kansas

Central,

Inc

2

.550

07/01/26

485,154‌

750,000

Eversource

Energy

4

.750

05/15/26

749,394‌

500,000

Eversource

Energy

5

.000

01/01/27

501,263‌

300,000

Eversource

Energy

4

.600

07/01/27

297,931‌

1,000,000

Exelon

Corp

3

.400

04/15/26

983,540‌

200,000

Exelon

Corp

2

.750

03/15/27

191,509‌

650,000

FirstEnergy

Corp

3

.900

07/15/27

632,965‌

500,000

Florida

Power

&

Light

Co

4

.450

05/15/26

500,029‌

400,000

Fortis,

Inc

3

.055

10/04/26

387,414‌

Short

Term

Bond

Index

324

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

1.3%

(continued)

$

1,000,000

Georgia

Power

Co

5

.004

%

02/23/27

$

1,007,691‌

300,000

Gulf

Power

Co

3

.300

05/30/27

290,467‌

100,000

ITC

Holdings

Corp

3

.250

06/30/26

97,753‌

500,000

National

Fuel

Gas

Co

5

.500

01/15/26

501,941‌

175,000

National

Fuel

Gas

Co

5

.500

10/01/26

176,312‌

200,000

NextEra

Energy

Capital

Holdings

Inc

4

.800

12/01/77

191,701‌

500,000

NextEra

Energy

Capital

Holdings,

Inc

4

.950

01/29/26

500,939‌

800,000

NextEra

Energy

Capital

Holdings,

Inc

3

.550

05/01/27

779,617‌

400,000

NextEra

Energy

Capital

Holdings,

Inc

3

.800

03/15/82

380,535‌

400,000

NiSource,

Inc

3

.490

05/15/27

389,355‌

200,000

Pacific

Gas

&

Electric

Co

2

.950

03/01/26

195,549‌

300,000

Pacific

Gas

&

Electric

Co

3

.300

12/01/27

286,619‌

1,000,000

Pacific

Gas

and

Electric

Co

3

.150

01/01/26

982,571‌

600,000

Pacific

Gas

and

Electric

Co

2

.100

08/01/27

559,737‌

300,000

PPL

Capital

Funding,

Inc

3

.100

05/15/26

293,056‌

500,000

Public

Service

Electric

and

Gas

Co

0

.950

03/15/26

478,923‌

100,000

Public

Service

Electric

and

Gas

Co

2

.250

09/15/26

96,212‌

300,000

Public

Service

Enterprise

Group,

Inc

5

.850

11/15/27

308,606‌

150,000

San

Diego

Gas

&

Electric

Co

2

.500

05/15/26

145,897‌

250,000

Sempra

3

.250

06/15/27

240,703‌

350,000

Sempra

4

.125

04/01/52

333,998‌

500,000

Sempra

Energy

5

.400

08/01/26

504,402‌

500,000

Southern

California

Edison

Co

5

.350

03/01/26

503,273‌

300,000

Southern

California

Edison

Co

4

.900

06/01/26

300,499‌

1,000,000

Southern

California

Edison

Co

4

.400

09/06/26

995,910‌

175,000

Southern

California

Edison

Co

4

.875

02/01/27

175,541‌

300,000

Southern

California

Gas

Co

2

.950

04/15/27

288,628‌

500,000

Southern

Co

5

.113

08/01/27

504,193‌

300,000

Southern

Co

4

.000

01/15/51

293,983‌

300,000

Southern

Co

3

.750

09/15/51

287,286‌

300,000

Southern

Co

Gas

Capital

Corp

3

.250

06/15/26

293,824‌

300,000

Southern

Power

Co

0

.900

01/15/26

288,156‌

250,000

Southwestern

Electric

Power

Co

2

.750

10/01/26

241,132‌

500,000

Spire,

Inc

5

.300

03/01/26

502,386‌

500,000

Virginia

Electric

and

Power

Co

3

.750

05/15/27

489,662‌

800,000

WEC

Energy

Group,

Inc

4

.750

01/09/26

800,426‌

42,000

WEC

Energy

Group,

Inc

5

.600

09/12/26

42,542‌

200,000

Xcel

Energy,

Inc

3

.350

12/01/26

195,004‌

400,000

Xcel

Energy,

Inc

1

.750

03/15/27

374,569‌

TOTAL

UTILITIES

29,382,081‌

TOTAL

CORPORATE

BONDS

(Cost

$565,951,663)

569,348,027‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

73.8%

AGENCY

SECURITIES

-

1.5%

2,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.375

02/23/26

2,002,335‌

750,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.375

06/23/26

751,040‌

2,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.625

07/10/26

2,011,126‌

3,500,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.500

03/26/27

3,517,599‌

500,000

Federal

Home

Loan

Banks

4

.625

06/06/25

500,655‌

200,000

Federal

Home

Loan

Banks

3

.125

06/13/25

198,911‌

500,000

Federal

Home

Loan

Banks

3

.625

09/04/26

496,302‌

4,500,000

Federal

Home

Loan

Banks

4

.625

11/17/26

4,528,865‌

4,500,000

(a)

Federal

Home

Loan

Banks

4

.125

01/15/27

4,493,533‌

3,000,000

(a)

Federal

Home

Loan

Banks

4

.750

04/09/27

3,042,039‌

4,000,000

Federal

Home

Loan

Mortgage

Corp

0

.375

09/23/25

3,890,039‌

4,500,000

Federal

National

Mortgage

Association

0

.625

04/22/25

4,450,799‌

2,500,000

Federal

National

Mortgage

Association

0

.500

11/07/25

2,421,915‌

325

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY

SECURITIES

(continued)

$

500,000

Tennessee

Valley

Authority

0

.750

%

05/15/25

$

493,527‌

TOTAL

AGENCY

SECURITIES

32,798,685‌

FOREIGN

GOVERNMENT

BONDS

-

3.5%

265,000

African

Development

Bank

0

.875

03/23/26

253,911‌

875,000

African

Development

Bank

4

.625

01/04/27

878,818‌

2,000,000

African

Development

Bank

4

.125

02/25/27

1,989,113‌

910,000

(a)

Asian

Development

Bank

4

.250

01/09/26

908,432‌

2,500,000

Asian

Development

Bank

1

.000

04/14/26

2,395,644‌

1,500,000

Asian

Development

Bank

2

.000

04/24/26

1,454,923‌

500,000

Asian

Development

Bank

4

.875

05/21/26

503,293‌

1,000,000

(a)

Asian

Development

Bank

4

.125

01/12/27

996,771‌

2,500,000

Asian

Development

Bank

1

.500

01/20/27

2,360,908‌

1,390,000

Asian

Infrastructure

Investment

Bank

0

.500

01/27/26

1,332,691‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

1,008,985‌

500,000

Asian

Infrastructure

Investment

Bank

3

.750

09/14/27

491,778‌

1,000,000

Canada

Government

International

Bond

0

.750

05/19/26

952,534‌

310,000

Chile

Government

International

Bond

3

.125

01/21/26

303,285‌

1,000,000

Chile

Government

International

Bond

2

.750

01/31/27

952,221‌

1,000,000

Corp

Andina

de

Fomento

5

.250

11/21/25

1,004,050‌

500,000

Corp

Andina

de

Fomento

4

.750

04/01/26

499,917‌

350,000

Corp

Andina

de

Fomento

6

.000

04/26/27

359,240‌

750,000

Council

Of

Europe

Development

Bank

3

.750

05/25/26

742,596‌

750,000

Council

Of

Europe

Development

Bank

4

.625

06/11/27

754,147‌

755,000

European

Bank

for

Reconstruction

&

Development

0

.500

01/28/26

723,831‌

3,000,000

European

Investment

Bank

0

.375

03/26/26

2,858,001‌

2,500,000

European

Investment

Bank

1

.375

03/15/27

2,345,724‌

2,150,000

(a)

European

Investment

Bank

4

.375

03/19/27

2,151,354‌

2,000,000

European

Investment

Bank

3

.250

11/15/27

1,940,403‌

500,000

Export

Development

Canada

4

.375

06/29/26

499,646‌

1,250,000

Export

Development

Canada

3

.750

09/07/27

1,229,913‌

750,000

Export-Import

Bank

of

Korea

5

.375

09/18/25

752,182‌

750,000

Export-Import

Bank

of

Korea

4

.875

01/11/26

751,324‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/11/27

1,001,731‌

1,000,000

Export-Import

Bank

of

Korea

4

.000

09/11/27

986,803‌

750,000

Export-Import

Bank

of

Korea

4

.125

10/17/27

742,072‌

1,700,000

Inter-American

Development

Bank

0

.875

04/20/26

1,625,567‌

3,000,000

Inter-American

Development

Bank

4

.500

05/15/26

3,004,286‌

2,000,000

Inter-American

Development

Bank

1

.500

01/13/27

1,888,848‌

500,000

Inter-American

Development

Bank

4

.375

02/01/27

499,785‌

500,000

Inter-American

Development

Bank

2

.375

07/07/27

476,301‌

2,585,000

International

Bank

for

Reconstruction

&

Development

0

.500

10/28/25

2,503,733‌

1,500,000

International

Bank

for

Reconstruction

&

Development

4

.750

04/10/26

1,505,913‌

3,000,000

International

Bank

for

Reconstruction

&

Development

1

.875

10/27/26

2,870,110‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0

.750

11/24/27

902,863‌

1,500,000

International

Finance

Corp

2

.126

04/07/26

1,456,706‌

715,000

(a)

International

Finance

Corp

4

.375

01/15/27

714,565‌

1,000,000

(a)

Japan

Bank

for

International

Cooperation

3

.875

09/16/25

994,845‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.250

01/26/26

996,434‌

500,000

Japan

Bank

for

International

Cooperation

4

.250

04/27/26

497,877‌

2,000,000

Japan

Bank

for

International

Cooperation

2

.250

11/04/26

1,921,314‌

575,000

Japan

Bank

for

International

Cooperation

4

.625

07/22/27

575,755‌

750,000

Korea

Development

Bank

4

.000

09/08/25

744,944‌

1,000,000

Korea

Development

Bank

5

.375

10/23/26

1,011,939‌

500,000

Korea

Development

Bank

4

.625

02/15/27

500,787‌

750,000

Korea

Development

Bank

4

.125

10/16/27

740,289‌

1,000,000

Landwirtschaftliche

Rentenbank

1

.750

07/27/26

960,400‌

500,000

Mexico

Government

International

Bond

4

.125

01/21/26

494,755‌

1,000,000

Mexico

Government

International

Bond

4

.150

03/28/27

976,815‌

400,000

Nordic

Investment

Bank

5

.000

10/15/25

401,430‌

300,000

Panama

Government

International

Bond

3

.750

03/16/25

297,300‌

460,000

Panama

Government

International

Bond

7

.125

01/29/26

465,980‌

750,000

Peruvian

Government

International

Bond

4

.125

08/25/27

731,250‌

Short

Term

Bond

Index

326

Portfolio

of

Investments

December

31,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,015,000

Philippine

Government

International

Bond

5

.500

%

03/30/26

$

1,022,077‌

500,000

Philippine

Government

International

Bond

3

.229

03/29/27

482,498‌

1,250,000

(a)

Province

of

British

Columbia

Canada

0

.900

07/20/26

1,184,672‌

2,595,000

Province

of

Ontario

Canada

1

.050

04/14/26

2,485,507‌

500,000

Province

of

Ontario

Canada

2

.300

06/15/26

485,058‌

1,500,000

Province

of

Ontario

Canada

3

.100

05/19/27

1,454,061‌

600,000

Province

of

Quebec

Canada

2

.500

04/20/26

585,123‌

400,000

Province

of

Saskatchewan

Canada

3

.250

06/08/27

388,652‌

500,000

Republic

of

Italy

Government

International

Bond

1

.250

02/17/26

480,691‌

400,000

Republic

of

Poland

Government

International

Bond

3

.250

04/06/26

393,000‌

750,000

Svensk

Exportkredit

AB

4

.625

11/28/25

750,556‌

1,000,000

Svensk

Exportkredit

AB

4

.375

02/13/26

997,928‌

200,000

Svensk

Exportkredit

AB

4

.875

09/14/26

201,322‌

1,000,000

Svensk

Exportkredit

AB

3

.750

09/13/27

982,790‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

77,780,967‌

MUNICIPAL

BONDS

-

0.0%

460,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

460,977‌

TOTAL

MUNICIPAL

BONDS

460,977‌

U.S.

TREASURY

SECURITIES

-

68.8%

27,500,000

(a)

United

States

Treasury

Note/Bond

3

.875

01/15/26

27,408,307‌

27,500,000

United

States

Treasury

Note/Bond

4

.250

01/31/26

27,500,530‌

63,000,000

United

States

Treasury

Note/Bond

4

.000

02/15/26

62,833,989‌

20,000,000

United

States

Treasury

Note/Bond

4

.625

02/28/26

20,080,930‌

53,000,000

United

States

Treasury

Note/Bond

4

.625

03/15/26

53,229,068‌

15,950,000

United

States

Treasury

Note/Bond

4

.500

03/31/26

15,993,428‌

14,500,000

United

States

Treasury

Note/Bond

3

.750

04/15/26

14,408,104‌

5,500,000

United

States

Treasury

Note/Bond

4

.875

04/30/26

5,542,716‌

79,750,000

United

States

Treasury

Note/Bond

3

.625

05/15/26

79,092,306‌

18,500,000

United

States

Treasury

Note/Bond

4

.875

05/31/26

18,653,171‌

56,000,000

United

States

Treasury

Note/Bond

4

.125

06/15/26

55,903,785‌

33,750,000

United

States

Treasury

Note/Bond

4

.625

06/30/26

33,930,736‌

26,700,000

United

States

Treasury

Note/Bond

4

.500

07/15/26

26,796,122‌

14,200,000

United

States

Treasury

Note/Bond

4

.375

07/31/26

14,223,429‌

73,000,000

United

States

Treasury

Note/Bond

4

.375

08/15/26

73,134,921‌

14,500,000

United

States

Treasury

Note/Bond

3

.750

08/31/26

14,385,237‌

41,000,000

United

States

Treasury

Note/Bond

4

.625

09/15/26

41,244,202‌

4,500,000

United

States

Treasury

Note/Bond

3

.500

09/30/26

4,443,318‌

26,000,000

United

States

Treasury

Note/Bond

4

.625

10/15/26

26,159,093‌

10,000,000

United

States

Treasury

Note/Bond

1

.125

10/31/26

9,453,386‌

10,000,000

United

States

Treasury

Note/Bond

1

.625

10/31/26

9,543,234‌

68,800,000

United

States

Treasury

Note/Bond

4

.625

11/15/26

69,248,346‌

17,500,000

United

States

Treasury

Note/Bond

4

.250

11/30/26

17,496,520‌

49,650,000

United

States

Treasury

Note/Bond

4

.375

12/15/26

49,762,499‌

46,800,000

United

States

Treasury

Note/Bond

4

.000

01/15/27

46,569,913‌

60,500,000

United

States

Treasury

Note/Bond

4

.125

02/15/27

60,335,124‌

54,700,000

United

States

Treasury

Note/Bond

4

.250

03/15/27

54,685,734‌

41,000,000

United

States

Treasury

Note/Bond

4

.500

04/15/27

41,205,676‌

90,750,000

United

States

Treasury

Note/Bond

4

.500

05/15/27

91,202,022‌

58,250,000

United

States

Treasury

Note/Bond

4

.625

06/15/27

58,738,317‌

68,500,000

United

States

Treasury

Note/Bond

4

.375

07/15/27

68,675,772‌

78,500,000

United

States

Treasury

Note/Bond

3

.750

08/15/27

77,502,669‌

61,000,000

United

States

Treasury

Note/Bond

3

.375

09/15/27

59,610,401‌

64,000,000

United

States

Treasury

Note/Bond

3

.875

10/15/27

63,327,340‌

102,000,000

United

States

Treasury

Note/Bond

4

.125

11/15/27

101,549,917‌

64,500,000

United

States

Treasury

Note/Bond

4

.000

12/15/27

64,003,959‌

TOTAL

U.S.

TREASURY

SECURITIES

1,557,874,221‌

TOTAL

GOVERNMENT

BONDS

(Cost

$1,668,323,999)

1,668,914,850‌

327

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board. Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

0.0%

ASSET

BACKED

-

0.0%

$

262,344

American

Airlines

Pass

Through

Trust

3

.375

%

05/01/27

$

250,523‌

Series

-

2015

1

(Class

A)

240,899

United

Airlines

Pass

Through

Trust

4

.000

04/11/26

238,069‌

Series

-

2020

A

(Class

A)

149,733

United

Airlines

Pass

Through

Trust

3

.750

09/03/26

146,779‌

Series

-

2014

2

(Class

A)

181,973

United

Airlines

Pass

Through

Trust

5

.875

10/15/27

185,843‌

Series

-

2020

A

(Class

A)

TOTAL

ASSET

BACKED

821,214‌

TOTAL

STRUCTURED

ASSETS

(Cost

$810,601)

821,214‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$2,235,086,263)

2,239,084,091‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.5%

57,284,105

(c)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.460

(d)

57,284,105‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$57,284,105)

57,284,105‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.7%

REPURCHASE

AGREEMENT

-

0.7%

16,382,000

(e)

Fixed

Income

Clearing

Corporation

4

.460

01/02/25

16,382,000‌

TOTAL

REPURCHASE

AGREEMENT

16,382,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$16,382,000)

16,382,000‌

TOTAL

INVESTMENTS

-

102.2%

(Cost

$2,308,752,368)

2,312,750,196‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

(2.2)%

(

49,473,754‌

)

NET

ASSETS

-

100.0%

$

2,263,276,442‌

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$58,020,748.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,588,002

or

0.1%

of

Total

Investments.

(c)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(d)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(e)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.460%

dated

12/31/24

to

be

repurchased

at

$16,386,059

on

1/2/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.375%

and

maturity

date

7/31/26,

valued

at

$16,709,730.

Short

Term

Bond

Index

328

Portfolio

of

Investments

December

31,

2024

(continued)

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Short

Term

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$569,348,027

$—

$569,348,027

Government

bonds

—

1,668,914,850

—

1,668,914,850

Structured

assets

—

821,214

—

821,214

Investments

purchased

with

collateral

from

securities

lending

57,284,105

—

—

57,284,105

Short-Term

Investments

:

Repurchase

agreement

—

16,382,000

—

16,382,000

Total

$57,284,105

$2,255,466,091

$—

$2,312,750,196

1

1

1

1

1