Bmo Funds NPORT-P BMO Dividend Income Fund (May 2021 report)

Low Volatility Equity Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 98.1%
Communication Services — 8.5%
Broadcasting — 0.3%
Discovery, Inc., Class A (1) (2)		13,790	$	442,797
Cable & Satellite — 1.5%
Charter Communications, Inc., Class A (1)		3,700		2,569,761
Integrated Telecommunication Services — 2.4%
AT&T, Inc.		37,055		1,090,529
Verizon Communications, Inc.		55,162		3,116,101
				4,206,630
Interactive Home Entertainment — 1.7%
Electronic Arts, Inc.		19,976		2,855,170
Interactive Media & Services — 2.6%
Alphabet, Inc., Class C (1)		1,486		3,583,578
Facebook, Inc., Class A (1)		2,973		977,314
				4,560,892
Total Communication Services				14,635,250
Consumer Discretionary — 9.7%
Automotive Retail — 2.3%
AutoZone, Inc. (1)		2,875		4,043,975
Education Services — 0.4%
Graham Holdings Co., Class B		940		622,788
General Merchandise Stores — 3.3%
Dollar General Corp.		10,459		2,122,759
Dollar Tree, Inc. (1)		5,786		564,135
Target Corp.		13,055		2,962,440
				5,649,334
Internet & Direct Marketing Retail — 2.1%
Amazon.com, Inc. (1)		919		2,962,001
eBay, Inc.		10,571		643,563
				3,605,564
Restaurants — 0.5%
Domino’s Pizza, Inc.		1,993		850,752
Specialized Consumer Services — 1.1%
Terminix Global Holdings, Inc. (1)		39,874		1,967,383
Total Consumer Discretionary				16,739,796
Consumer Staples — 22.8%
Agricultural Products — 1.2%
Ingredion, Inc.		22,156		2,103,269
Food Retail — 4.2%
Casey’s General Stores, Inc.		5,676		1,253,488
Kroger Co.		55,450		2,050,541
Sprouts Farmers Market, Inc. (1)		145,541		3,871,390
				7,175,419
Household Products — 2.5%
Church & Dwight Co., Inc.		16,767		1,437,435

Procter & Gamble Co.	21,840	2,945,124
		4,382,559
Hypermarkets & Super Centers — 3.7%
Costco Wholesale Corp.	7,714	2,917,975
Walmart, Inc.	25,032	3,555,295
		6,473,270
Packaged Foods & Meats — 9.0%
Campbell Soup Co.	29,502	1,435,862
Conagra Brands, Inc.	33,227	1,265,949
Flowers Foods, Inc.	137,092	3,302,546
General Mills, Inc.	50,301	3,161,921
Hershey Co.	18,113	3,134,455
J.M. Smucker Co.	2,797	372,812
Kellogg Co.	19,375	1,268,869
Tyson Foods, Inc., Class A	20,023	1,591,828
		15,534,242
Soft Drinks — 2.2%
PepsiCo, Inc.	25,170	3,723,650
Total Consumer Staples		39,392,409
Financials — 5.1%
Financial Exchanges & Data — 1.7%
Morningstar, Inc.	12,368	2,918,724
Investment Banking & Brokerage — 0.8%
Houlihan Lokey, Inc.	8,580	642,556
Virtu Financial, Inc., Class A	27,188	827,875
		1,470,431
Property & Casualty Insurance — 2.4%
Allstate Corp.	30,867	4,216,741
Reinsurance — 0.2%
Everest Re Group, Ltd.	1,140	296,354
Total Financials		8,902,250
Healthcare — 19.7%
Biotechnology — 4.8%
AbbVie, Inc.	21,630	2,448,516
Amgen, Inc.	6,141	1,461,189
Gilead Sciences, Inc.	46,770	3,091,965
United Therapeutics Corp. (1)	6,633	1,233,075
		8,234,745
Healthcare Equipment — 2.9%
Baxter International, Inc.	28,887	2,372,200
Medtronic PLC	20,105	2,545,092
		4,917,292
Healthcare Technology — 1.3%
Cerner Corp.	21,408	1,675,176
Teladoc Health, Inc. (1) (2)	3,864	581,841
		2,257,017
Life Sciences Tools & Services — 0.2%
Thermo Fisher Scientific, Inc.	835	392,033
Pharmaceuticals — 10.5%
Bristol-Myers Squibb Co.	51,069	3,356,255
Eli Lilly and Co.	18,834	3,761,903
Johnson & Johnson	19,546	3,308,161
Merck & Co., Inc.	41,244	3,130,007
Pfizer, Inc.	86,794	3,361,532

Zoetis, Inc.	7,152	1,263,615
		18,181,473
Total Healthcare		33,982,560
Industrials — 5.6%
Aerospace & Defense — 1.3%
Lockheed Martin Corp.	5,742	2,194,592
Environmental & Facilities Services — 4.1%
Republic Services, Inc.	21,408	2,337,326
Waste Management, Inc.	33,252	4,677,891
		7,015,217
Research & Consulting Services — 0.2%
FTI Consulting, Inc. (1)	2,859	393,256
Total Industrials		9,603,065
Information Technology — 5.8%
Application Software — 1.4%
Adobe, Inc. (1)	1,656	835,585
Citrix Systems, Inc.	13,949	1,603,577
		2,439,162
Communications Equipment — 0.8%
Motorola Solutions, Inc.	6,972	1,431,421
Data Processing & Outsourced Services — 1.3%
Fiserv, Inc. (1)	9,799	1,128,845
Mastercard, Inc., Class A	3,393	1,223,448
		2,352,293
Internet Services & Infrastructure — 0.4%
Palo Alto Networks, Inc. (1)	1,776	645,132
Systems Software — 1.9%
Microsoft Corp.	12,944	3,231,858
Total Information Technology		10,099,866
Materials — 2.9%
Gold — 2.4%
Newmont Corp.	55,323	4,065,134
Specialty Chemicals — 0.5%
Sherwin-Williams Co.	3,276	928,844
Total Materials		4,993,978
Real Estate — 5.0%
Office REIT’s — 1.5%
Equity Commonwealth	91,200	2,502,528
Residential REIT’s — 0.4%
Equity LifeStyle Properties, Inc.	8,921	632,142
Specialized REIT’s — 3.1%
CubeSmart	12,241	536,033
Extra Space Storage, Inc.	6,378	955,488
Public Storage	13,953	3,941,444
		5,432,965
Total Real Estate		8,567,635
Utilities — 13.0%
Electric Utilities — 7.0%
American Electric Power Co., Inc.	40,752	3,504,672
Avangrid, Inc. (2)	25,981	1,368,679
Entergy Corp.	31,036	3,266,849

NextEra Energy, Inc.	10,304		754,459
Xcel Energy, Inc.	45,467		3,222,701
			12,117,360
Multi-Utilities — 4.1%
Ameren Corp.	43,686		3,678,361
CMS Energy Corp.	38,699		2,427,975
NiSource, Inc.	34,578		881,739
			6,988,075
Water Utilities — 1.9%
American Water Works Co., Inc.	21,233		3,291,540
Total Utilities			22,396,975
Total Common Stocks (identified cost $123,441,946)			169,313,784
Short-Term Investments — 2.8%
Collateral Investment for Securities on Loan — 0.7%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	1,242,936		1,242,936
Mutual Funds — 2.1%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	3,595,536		3,595,536
Total Short-Term Investments (identified cost $4,838,473)			4,838,472
Total Investments — 100.9% (identified cost $128,280,419)			174,152,256
Other Assets and Liabilities — (0.9)%			(1,568,342	)
Total Net Assets — 100.0%		$	172,583,914

Dividend Income Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 97.5%
Communication Services — 6.7%
Advertising — 0.5%
Omnicom Group, Inc.		16,004	$	1,316,169
Broadcasting — 1.6%
Nexstar Media Group, Inc., Class A		25,227		3,832,233
Cable & Satellite — 1.9%
Comcast Corp., Class A		81,858		4,693,738
Integrated Telecommunication Services — 2.7%
AT&T, Inc.		55,886		1,644,725
Verizon Communications, Inc.		84,731		4,786,454
				6,431,179
Total Communication Services				16,273,319
Consumer Discretionary — 8.4%
Apparel Retail — 0.4%
TJX Cos., Inc/The		15,940		1,076,588
Apparel, Accessories & Luxury Goods — 0.4%
VF Corp.		12,120		966,206
Computer & Electronics Retail — 1.5%
Best Buy Co., Inc.		31,586		3,671,557
General Merchandise Stores — 2.2%
Target Corp.		23,626		5,361,212
Home Improvement Retail — 2.1%
Lowe’s Cos., Inc.		26,599		5,182,283
Hotels, Resorts & Cruise Lines — 1.8%
Travel + Leisure Co.		65,859		4,290,714
Total Consumer Discretionary				20,548,560
Consumer Staples — 4.8%
Food Distributors — 1.1%
Sysco Corp.		31,621		2,561,301
Hypermarkets & Super Centers — 1.2%
Walmart, Inc.		19,975		2,837,049
Soft Drinks — 0.7%
PepsiCo, Inc.		11,536		1,706,636
Tobacco — 1.8%
Philip Morris International, Inc.		46,438		4,478,016
Total Consumer Staples				11,583,002
Energy — 3.7%
Integrated Oil & Gas — 0.7%
Chevron Corp.		17,031		1,767,648
Oil & Gas-Exploration & Production — 2.3%
ConocoPhillips		39,293		2,190,192

EOG Resources, Inc.	42,343	3,401,836
		5,592,028
Oil & Gas-Refining & Marketing — 0.7%
Marathon Petroleum Corp.	28,638	1,769,828
Total Energy		9,129,504
Financials — 16.3%
Asset Management & Custody Banks — 1.3%
Ameriprise Financial, Inc.	12,157	3,158,875
Consumer Finance — 2.3%
Ally Financial, Inc.	71,379	3,905,145
Discover Financial Services	14,385	1,686,785
		5,591,930
Diversified Banks — 4.0%
Citigroup, Inc.	74,246	5,843,903
U.S. Bancorp	64,213	3,902,866
		9,746,769
Investment Banking & Brokerage — 5.0%
Goldman Sachs Group, Inc.	15,843	5,893,913
Morgan Stanley	69,390	6,311,021
		12,204,934
Life & Health Insurance — 0.6%
Lincoln National Corp.	19,809	1,382,470
Multi-Line Insurance — 1.0%
Hartford Financial Services Group, Inc.	37,118	2,425,661
Property & Casualty Insurance — 0.9%
Allstate Corp.	16,212	2,214,721
Regional Banks — 1.2%
Citizens Financial Group, Inc.	59,390	2,963,561
Total Financials		39,688,921
Healthcare — 11.4%
Biotechnology — 1.5%
AbbVie, Inc.	33,351	3,775,333
Healthcare Equipment — 1.1%
Medtronic PLC	21,524	2,724,723
Healthcare Services — 1.3%
CVS Health Corp.	35,976	3,109,765
Managed Healthcare — 0.7%
UnitedHealth Group, Inc.	3,881	1,598,662
Pharmaceuticals — 6.8%
Bristol-Myers Squibb Co.	60,315	3,963,902
Eli Lilly and Co.	6,445	1,287,324
Johnson & Johnson	39,742	6,726,334
Merck & Co., Inc.	62,006	4,705,635
		16,683,195
Total Healthcare		27,891,678
Industrials — 11.0%
Aerospace & Defense — 2.5%
Lockheed Martin Corp.	5,948	2,273,326
Northrop Grumman Corp.	4,823	1,764,591
Raytheon Technologies Corp.	22,198	1,969,184
		6,007,101
Construction Machinery & Heavy Trucks — 2.1%
Caterpillar, Inc.	8,202	1,977,338

Cummins, Inc.	12,189	3,135,986
		5,113,324
Electrical Components & Equipment — 3.3%
Eaton Corp. PLC	24,886	3,614,691
Emerson Electric Co.	18,633	1,782,992
Hubbell, Inc.	13,954	2,660,191
		8,057,874
Environmental & Facilities Services — 1.1%
Waste Management, Inc.	18,582	2,614,116
Industrial Conglomerates — 0.5%
Carlisle Cos., Inc.	6,990	1,344,317
Industrial Machinery — 1.5%
Parker-Hannifin Corp.	6,845	2,109,287
Timken Co.	18,726	1,656,314
		3,765,601
Total Industrials		26,902,333
Information Technology — 21.3%
Communications Equipment — 4.3%
Cisco Systems, Inc.	121,135	6,408,042
Motorola Solutions, Inc.	20,362	4,180,522
		10,588,564
IT Consulting & Other Services — 0.8%
Amdocs, Ltd.	23,476	1,833,476
Semiconductor Equipment — 2.8%
Applied Materials, Inc.	14,445	1,995,288
KLA Corp.	9,082	2,877,995
Lam Research Corp.	2,978	1,935,253
		6,808,536
Semiconductors — 7.3%
Broadcom, Inc.	12,759	6,026,459
Intel Corp.	30,512	1,742,845
QUALCOMM, Inc.	40,603	5,462,728
Texas Instruments, Inc.	23,288	4,420,528
		17,652,560
Systems Software — 5.0%
Microsoft Corp.	32,240	8,049,683
Oracle Corp.	51,503	4,055,346
		12,105,029
Technology Distributors — 0.5%
CDW Corp.	7,771	1,285,479
Technology Hardware, Storage & Peripherals — 0.6%
Seagate Technology PLC	16,171	1,548,373
Total Information Technology		51,822,017
Materials — 5.8%
Diversified Chemicals — 1.1%
Huntsman Corp.	94,258	2,675,042
Fertilizers & Agricultural Chemicals — 1.0%
CF Industries Holdings, Inc.	45,596	2,424,339
Gold — 1.2%
Newmont Corp.	38,119	2,800,984
Paper Packaging — 1.0%
International Paper Co.	37,433	2,362,022
Specialty Chemicals — 0.6%
PPG Industries, Inc.	8,498	1,527,261

Steel — 0.9%
Reliance Steel & Aluminum Co.	13,255		2,227,768
Total Materials			14,017,416
Real Estate — 3.5%
Healthcare REIT’s — 0.6%
Omega Healthcare Investors, Inc.	41,939		1,535,806
Specialized REIT’s — 2.9%
Gaming and Leisure Properties, Inc.	63,096		2,925,131
Lamar Advertising Co., Class A	26,586		2,786,744
Life Storage, Inc.	12,022		1,195,468
			6,907,343
Total Real Estate			8,443,149
Utilities — 4.6%
Electric Utilities — 1.3%
Entergy Corp.	13,525		1,423,642
NRG Energy, Inc.	55,454		1,782,846
			3,206,488
Gas Utilities — 0.5%
UGI Corp.	26,949		1,241,001
Independent Power Producers & Energy Traders — 1.5%
AES Corp.	147,783		3,755,166
Multi-Utilities — 1.3%
MDU Resources Group, Inc.	91,119		3,067,066
Total Utilities			11,269,721
Total Common Stocks (identified cost $148,135,048)			237,569,620
Short-Term Investments — 2.5%
Mutual Funds — 2.5%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	6,006,460		6,006,460
Total Short-Term Investments (identified cost $6,006,460)			6,006,460
Total Investments — 100.0% (identified cost $154,141,508)			243,576,080
Other Assets and Liabilities — (0.0)%			(18,843	)
Total Net Assets — 100.0%		$	243,557,237

Large-Cap Value Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 98.0%
Communication Services — 7.2%
Cable & Satellite — 2.7%
Comcast Corp., Class A		159,785	$	9,162,072
Integrated Telecommunication Services — 0.8%
Verizon Communications, Inc.		49,673		2,806,028
Interactive Home Entertainment — 1.0%
Electronic Arts, Inc.		23,253		3,323,551
Interactive Media & Services — 2.7%
Alphabet, Inc., Class C (1)		3,846		9,274,860
Total Communication Services				24,566,511
Consumer Discretionary — 11.0%
Apparel, Accessories & Luxury Goods — 1.8%
Capri Holdings, Ltd. (1)		42,454		2,407,567
Carter’s, Inc.		36,997		3,782,573
				6,190,140
Automotive Retail — 0.9%
AutoZone, Inc. (1)		2,255		3,171,883
Footwear — 1.3%
Deckers Outdoor Corp. (1)		13,081		4,387,891
General Merchandise Stores — 2.9%
Dollar Tree, Inc. (1)		31,193		3,041,317
Target Corp.		29,340		6,657,833
				9,699,150
Home Improvement Retail — 1.5%
Lowe’s Cos., Inc.		25,738		5,014,535
Homefurnishing Retail — 0.7%
Williams-Sonoma, Inc.		13,819		2,342,873
Hotels, Resorts & Cruise Lines — 0.9%
Travel + Leisure Co.		49,327		3,213,654
Leisure Products — 1.0%
Polaris, Inc.		26,516		3,479,429
Total Consumer Discretionary				37,499,555
Consumer Staples — 7.1%
Household Products — 1.7%
Procter & Gamble Co.		41,530		5,600,321
Hypermarkets & Super Centers — 2.3%
Walmart, Inc.		55,695		7,910,361
Packaged Foods & Meats — 3.1%
Conagra Brands, Inc.		49,249		1,876,387
General Mills, Inc.		34,248		2,152,829
Hershey Co.		20,324		3,517,068

Tyson Foods, Inc., Class A	37,754	3,001,443
		10,547,727
Total Consumer Staples		24,058,409
Energy — 3.4%
Oil & Gas-Exploration & Production — 3.4%
Cimarex Energy Co.	63,465	4,299,754
EOG Resources, Inc.	91,386	7,341,951
Total Energy		11,641,705
Financials — 23.2%
Asset Management & Custody Banks — 2.0%
State Street Corp.	37,222	3,237,570
T. Rowe Price Group, Inc.	17,940	3,432,819
		6,670,389
Consumer Finance — 2.4%
Capital One Financial Corp.	50,004	8,039,643
Diversified Banks — 4.1%
Citigroup, Inc.	123,146	9,692,822
U.S. Bancorp	70,629	4,292,830
		13,985,652
Investment Banking & Brokerage — 5.1%
Goldman Sachs Group, Inc.	18,284	6,802,013
Morgan Stanley	79,745	7,252,808
Raymond James Financial, Inc.	23,629	3,132,969
		17,187,790
Property & Casualty Insurance — 2.1%
Allstate Corp.	52,986	7,238,418
Regional Banks — 6.1%
Citizens Financial Group, Inc.	138,497	6,911,000
KeyCorp	235,944	5,436,150
Regions Financial Corp.	254,665	5,961,707
Zions Bancorp NA	44,944	2,601,359
		20,910,216
Reinsurance — 1.4%
Everest Re Group, Ltd.	18,386	4,779,625
Total Financials		78,811,733
Healthcare — 14.0%
Biotechnology — 2.0%
Exelixis, Inc. (1)	121,138	2,731,662
Vertex Pharmaceuticals, Inc. (1)	19,917	4,155,283
		6,886,945
Healthcare Equipment — 1.4%
Baxter International, Inc.	59,566	4,891,560
Healthcare Facilities — 1.0%
Universal Health Services, Inc., Class B	21,287	3,398,044
Healthcare Services — 2.5%
Cigna Corp.	17,141	4,436,948
DaVita, Inc. (1)	33,171	3,982,842
		8,419,790
Healthcare Technology — 0.5%
Cerner Corp.	23,552	1,842,944
Pharmaceuticals — 6.6%
Eli Lilly and Co.	21,354	4,265,248
Jazz Pharmaceuticals PLC (1)	23,083	4,111,775
Johnson & Johnson	47,256	7,998,078

Merck & Co., Inc.	77,906	5,912,286
		22,287,387
Total Healthcare		47,726,670
Industrials — 11.8%
Aerospace & Defense — 1.0%
Northrop Grumman Corp.	9,396	3,437,715
Agricultural & Farm Machinery — 1.1%
AGCO Corp.	27,102	3,750,104
Building Products — 1.3%
Owens Corning	40,774	4,348,547
Construction & Engineering — 1.3%
Quanta Services, Inc.	47,846	4,562,116
Construction Machinery & Heavy Trucks — 0.9%
Allison Transmission Holdings, Inc.	69,942	2,959,246
Environmental & Facilities Services — 1.8%
Clean Harbors, Inc. (1)	31,230	2,907,513
Waste Management, Inc.	23,632	3,324,550
		6,232,063
Human Resource & Employment Services — 0.6%
Robert Half International, Inc.	24,465	2,172,247
Industrial Conglomerates — 1.5%
Carlisle Cos., Inc.	25,761	4,954,356
Industrial Machinery — 0.5%
Flowserve Corp.	39,688	1,682,374
Trading Companies & Distributors — 1.8%
United Rentals, Inc. (1)	11,225	3,748,701
WW Grainger, Inc.	5,313	2,455,456
		6,204,157
Total Industrials		40,302,925
Information Technology — 10.4%
Communications Equipment — 1.9%
Cisco Systems, Inc.	48,371	2,558,826
F5 Networks, Inc. (1)	21,072	3,907,381
		6,466,207
Data Processing & Outsourced Services — 2.0%
Euronet Worldwide, Inc. (1)	20,014	2,994,895
Fiserv, Inc. (1)	33,008	3,802,522
		6,797,417
Electronic Equipment & Instruments — 0.5%
Zebra Technologies Corp., Class A (1)	3,427	1,703,390
Electronic Manufacturing Services — 0.7%
Jabil, Inc.	42,199	2,382,133
IT Consulting & Other Services — 0.5%
CACI International, Inc., Class A (1)	7,109	1,812,511
Semiconductors — 1.5%
Texas Instruments, Inc.	26,805	5,088,125
Systems Software — 2.5%
Microsoft Corp.	18,675	4,662,774
Oracle Corp.	48,998	3,858,102
		8,520,876

Technology Distributors — 0.8%
CDW Corp.	15,952		2,638,780
Total Information Technology			35,409,439
Materials — 1.7%
Commodity Chemicals — 0.6%
Dow, Inc.	30,144		2,062,453
Paper Packaging — 1.1%
International Paper Co.	56,900		3,590,390
Total Materials			5,652,843
Real Estate — 6.0%
Residential REIT’s — 1.0%
Camden Property Trust	27,924		3,501,111
Retail REIT’s — 1.4%
Brixmor Property Group, Inc.	210,019		4,769,531
Specialized REIT’s — 3.6%
Gaming and Leisure Properties, Inc.	50,567		2,344,286
Lamar Advertising Co., Class A	43,297		4,538,392
Public Storage	18,656		5,269,947
			12,152,625
Total Real Estate			20,423,267
Utilities — 2.2%
Electric Utilities — 0.6%
Avangrid, Inc. (2)	39,942		2,104,145
Independent Power Producers & Energy Traders — 1.6%
AES Corp.	216,816		5,509,294
Total Utilities			7,613,439
Total Common Stocks (identified cost $240,619,335)			333,706,496
Short-Term Investments — 2.0%
Collateral Investment for Securities on Loan — 0.1%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	473,054		473,054
Mutual Funds — 1.9%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	6,484,063		6,484,063
Total Short-Term Investments (identified cost $6,957,117)			6,957,117
Total Investments — 100.0% (identified cost $247,576,452)			340,663,613
Other Assets and Liabilities — (0.0)%			(56,103	)
Total Net Assets — 100.0%		$	340,607,510

Large-Cap Growth Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 98.0%
Communication Services — 12.7%
Interactive Home Entertainment — 1.9%
Electronic Arts, Inc.		34,100	$	4,873,913
Take-Two Interactive Software, Inc. (1)		28,239		5,240,029
				10,113,942
Interactive Media & Services — 10.8%
Alphabet, Inc., Class A (1)		2,980		7,023,413
Alphabet, Inc., Class C (1)		10,657		25,699,995
Facebook, Inc., Class A (1)		78,378		25,765,200
				58,488,608
Total Communication Services				68,602,550
Consumer Discretionary — 15.1%
Apparel, Accessories & Luxury Goods — 0.7%
Carter’s, Inc.		37,349		3,818,562
Automotive Retail — 1.0%
AutoZone, Inc. (1)		3,895		5,478,707
Footwear — 3.1%
Deckers Outdoor Corp. (1)		21,970		7,369,617
NIKE, Inc., Class B		67,226		9,173,660
				16,543,277
General Merchandise Stores — 1.5%
Target Corp.		36,151		8,203,385
Home Improvement Retail — 1.9%
Lowe’s Cos., Inc.		52,473		10,223,314
Internet & Direct Marketing Retail — 5.3%
Amazon.com, Inc. (1)		7,572		24,405,086
Etsy, Inc. (1)		24,727		4,073,279
				28,478,365
Leisure Facilities — 0.9%
Vail Resorts, Inc. (1)		14,540		4,752,835
Leisure Products — 0.7%
YETI Holdings, Inc. (1)		44,080		3,861,408
Total Consumer Discretionary				81,359,853
Consumer Staples — 3.3%
Household Products — 1.1%
Procter & Gamble Co.		43,812		5,908,048
Packaged Foods & Meats — 1.2%
Hershey Co.		36,961		6,396,101
Personal Products — 1.0%
Estee Lauder Cos., Inc., Class A		16,977		5,203,790
Total Consumer Staples				17,507,939
Financials — 3.5%
Diversified Banks — 1.7%
U.S. Bancorp		146,106		8,880,323

Property & Casualty Insurance — 1.8%
Allstate Corp.	72,301	9,877,039
Total Financials		18,757,362
Healthcare — 12.0%
Biotechnology — 3.2%
Exelixis, Inc. (1)	133,261	3,005,036
Neurocrine Biosciences, Inc. (1)	56,315	5,418,629
Vertex Pharmaceuticals, Inc. (1)	43,005	8,972,133
		17,395,798
Healthcare Facilities — 0.6%
Acadia Healthcare Co., Inc. (1)	47,708	3,070,487
Healthcare Services — 0.7%
DaVita, Inc. (1)	30,505	3,662,735
Healthcare Supplies — 1.6%
Align Technology, Inc. (1)	14,172	8,363,606
Healthcare Technology — 0.8%
Veeva Systems, Inc., Class A (1)	13,889	4,046,421
Life Sciences Tools & Services — 0.8%
Bio-Techne Corp.	10,873	4,499,574
Pharmaceuticals — 4.3%
Eli Lilly and Co.	44,947	8,977,714
Jazz Pharmaceuticals PLC (1)	32,840	5,849,789
Merck & Co., Inc.	66,549	5,050,404
Zoetis, Inc.	19,464	3,438,899
		23,316,806
Total Healthcare		64,355,427
Industrials — 7.9%
Construction & Engineering — 1.1%
Quanta Services, Inc.	62,979	6,005,047
Electrical Components & Equipment — 1.2%
Sensata Technologies Holding PLC (1)	109,604	6,513,766
Industrial Conglomerates — 2.8%
3M Co.	51,478	10,452,093
Carlisle Cos., Inc.	24,218	4,657,606
		15,109,699
Industrial Machinery — 0.6%
IDEX Corp.	12,986	2,891,463
Research & Consulting Services — 0.8%
TransUnion	41,492	4,439,644
Trading Companies & Distributors — 1.4%
WW Grainger, Inc.	16,428	7,592,364
Total Industrials		42,551,983
Information Technology — 40.5%
Application Software — 4.3%
Adobe, Inc. (1)	29,194	14,730,708
Intuit, Inc.	9,874	4,335,575
PTC, Inc. (1)	29,222	3,919,839
		22,986,122
Communications Equipment — 2.7%
F5 Networks, Inc. (1)	40,542	7,517,703
Motorola Solutions, Inc.	32,721	6,717,949
		14,235,652

Data Processing & Outsourced Services — 6.5%
Mastercard, Inc., Class A	48,614		17,529,236
PayPal Holdings, Inc. (1)	49,328		12,826,267
Visa, Inc., Class A	21,067		4,788,529
			35,144,032
Electronic Equipment & Instruments — 0.9%
Zebra Technologies Corp., Class A (1)	9,524		4,733,904
Electronic Manufacturing Services — 0.5%
IPG Photonics Corp. (1)	13,615		2,849,075
Internet Services & Infrastructure — 1.3%
GoDaddy, Inc., Class A (1)	26,052		2,109,170
Palo Alto Networks, Inc. (1)	13,797		5,011,760
			7,120,930
IT Consulting & Other Services — 0.5%
Gartner, Inc. (1)	12,523		2,903,332
Semiconductors — 6.1%
Broadcom, Inc.	17,713		8,366,381
NVIDIA Corp.	17,660		11,475,115
Texas Instruments, Inc.	67,276		12,770,330
			32,611,826
Systems Software — 10.8%
Fortinet, Inc. (1)	49,597		10,838,928
Microsoft Corp.	154,178		38,495,163
ServiceNow, Inc. (1)	18,654		8,839,758
			58,173,849
Technology Hardware, Storage & Peripherals — 6.9%
Apple, Inc.	298,228		37,162,191
Total Information Technology			217,920,913
Materials — 2.1%
Commodity Chemicals — 1.5%
Dow, Inc.	117,398		8,032,371
Specialty Chemicals — 0.6%
PPG Industries, Inc.	17,859		3,209,620
Total Materials			11,241,991
Real Estate — 0.9%
Specialized REIT’s — 0.9%
Lamar Advertising Co., Class A	47,313		4,959,349
Total Common Stocks (identified cost $287,610,880)			527,257,367
Short-Term Investments — 1.8%
Mutual Funds — 1.8%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	9,672,689		9,672,689
Total Short-Term Investments (identified cost $9,672,689)			9,672,689
Total Investments — 99.8% (identified cost $297,283,569)			536,930,056
Other Assets and Liabilities — 0.2%			1,052,385
Total Net Assets — 100.0%		$	537,982,441

Mid-Cap Value Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 98.7%
Communication Services — 2.3%
Interactive Media & Services — 1.0%
Twitter, Inc. (1)		7,990	$	463,420
Publishing — 1.3%
News Corp., Class A		21,226		572,890
Total Communication Services				1,036,310
Consumer Discretionary — 11.1%
Apparel, Accessories & Luxury Goods — 3.5%
Carter’s, Inc.		5,820		595,037
PVH Corp. (1)		4,723		542,295
Ralph Lauren Corp.		3,838		476,219
				1,613,551
Automotive Retail — 1.6%
AutoZone, Inc. (1)		502		706,113
Consumer Electronics — 1.4%
Garmin, Ltd.		4,512		641,787
Education Services — 1.4%
Graham Holdings Co., Class B		988		654,589
Homebuilding — 1.0%
PulteGroup, Inc.		7,668		443,134
Internet & Direct Marketing Retail — 0.9%
Qurate Retail, Inc.		30,437		414,856
Specialized Consumer Services — 1.3%
Terminix Global Holdings, Inc. (1)		12,053		594,695
Total Consumer Discretionary				5,068,725
Consumer Staples — 4.3%
Brewers — 1.5%
Molson Coors Beverage Co., Class B		11,380		663,681
Food Distributors — 1.7%
Sysco Corp.		9,561		774,441
Packaged Foods & Meats — 1.1%
Hershey Co.		2,936		508,075
Total Consumer Staples				1,946,197
Energy — 4.1%
Oil & Gas-Equipment & Services — 1.7%
Baker Hughes Co.		31,750		774,700
Oil & Gas-Exploration & Production — 2.4%
Cimarex Energy Co.		10,831		733,800
Pioneer Natural Resources Co.		2,312		351,864
				1,085,664
Total Energy				1,860,364
Financials — 17.7%

Asset Management & Custody Banks — 3.3%
Ameriprise Financial, Inc.	2,897	752,756
State Street Corp.	8,572	745,593
		1,498,349
Consumer Finance — 1.2%
Ally Financial, Inc.	10,185	557,221
Investment Banking & Brokerage — 2.6%
Evercore, Inc., Class A	3,464	505,259
Raymond James Financial, Inc.	5,308	703,788
		1,209,047
Life & Health Insurance — 1.8%
Globe Life, Inc.	3,711	391,214
Principal Financial Group, Inc.	6,885	450,210
		841,424
Multi-Line Insurance — 3.3%
American Financial Group, Inc.	4,253	565,904
Hartford Financial Services Group, Inc.	14,197	927,774
		1,493,678
Regional Banks — 5.5%
Citizens Financial Group, Inc.	18,356	915,964
Comerica, Inc.	4,875	382,639
Prosperity Bancshares, Inc.	7,205	542,176
Regions Financial Corp.	28,182	659,741
		2,500,520
Total Financials		8,100,239
Healthcare — 8.0%
Biotechnology — 0.9%
Exelixis, Inc. (1)	18,035	406,689
Healthcare Equipment — 3.1%
Steris PLC	3,073	586,513
Zimmer Biomet Holdings, Inc.	4,997	841,145
		1,427,658
Healthcare Facilities — 1.3%
Acadia Healthcare Co., Inc. (1)	9,548	614,510
Life Sciences Tools & Services — 1.8%
Avantor, Inc. (1)	12,602	405,154
Charles River Laboratories International, Inc. (1)	1,207	407,954
		813,108
Pharmaceuticals — 0.9%
Jazz Pharmaceuticals PLC (1)	2,301	409,877
Total Healthcare		3,671,842
Industrials — 19.2%
Agricultural & Farm Machinery — 0.8%
AGCO Corp.	2,756	381,348
Construction & Engineering — 3.0%
Quanta Services, Inc.	5,222	497,918
Valmont Industries, Inc.	3,492	866,016
		1,363,934
Construction Machinery & Heavy Trucks — 1.1%
Cummins, Inc.	2,048	526,909
Electrical Components & Equipment — 3.5%
EnerSys	4,114	387,704
Hubbell, Inc.	2,780	529,979
Regal Beloit Corp.	4,701	668,623
		1,586,306

Environmental & Facilities Services — 2.9%
Clean Harbors, Inc. (1)	6,495	604,684
Republic Services, Inc.	6,538	713,819
		1,318,503
Industrial Conglomerates — 1.5%
Carlisle Cos., Inc.	3,670	705,814
Industrial Machinery — 3.5%
Crane Co.	4,615	440,687
Flowserve Corp.	13,662	579,132
Xylem, Inc.	4,866	574,772
		1,594,591
Research & Consulting Services — 1.8%
FTI Consulting, Inc. (1)	3,229	444,149
TransUnion	3,335	356,845
		800,994
Trucking — 1.1%
Schneider National, Inc., Class B	20,853	510,690
Total Industrials		8,789,089
Information Technology — 9.9%
Application Software — 1.0%
SS&C Technologies Holdings, Inc.	6,068	448,243
Data Processing & Outsourced Services — 2.2%
Black Knight, Inc. (1)	5,544	406,874
Maximus, Inc.	6,654	616,626
		1,023,500
Electronic Manufacturing Services — 1.6%
Jabil, Inc.	12,598	711,157
Internet Services & Infrastructure — 0.9%
Akamai Technologies, Inc. (1)	3,638	415,496
IT Consulting & Other Services — 1.2%
Gartner, Inc. (1)	2,414	559,662
Semiconductors — 1.6%
ON Semiconductor Corp. (1)	17,694	708,468
Technology Distributors — 1.4%
CDW Corp.	3,895	644,311
Total Information Technology		4,510,837
Materials — 7.1%
Commodity Chemicals — 2.9%
Cabot Corp.	10,212	649,279
Valvoline, Inc.	20,404	673,332
		1,322,611
Metal & Glass Containers — 1.1%
Crown Holdings, Inc.	4,679	483,060
Paper Packaging — 1.3%
Westrock Co.	9,966	581,217
Steel — 1.8%
Steel Dynamics, Inc.	13,576	847,550
Total Materials		3,234,438
Real Estate — 9.6%
Residential REIT’s — 4.7%
Camden Property Trust	5,519	691,972
Equity LifeStyle Properties, Inc.	12,410	879,373

Mid-America Apartment Communities, Inc.	3,542		569,199
			2,140,544
Retail REIT’s — 1.0%
Realty Income Corp.	6,267		428,663
Specialized REIT’s — 3.9%
Gaming and Leisure Properties, Inc.	10,746		498,184
Lamar Advertising Co., Class A	6,402		671,058
Life Storage, Inc.	6,316		628,063
			1,797,305
Total Real Estate			4,366,512
Utilities — 5.4%
Electric Utilities — 2.1%
Entergy Corp.	5,101		536,931
Evergy, Inc.	6,733		417,379
			954,310
Gas Utilities — 1.3%
UGI Corp.	12,958		596,716
Independent Power Producers & Energy Traders — 0.7%
AES Corp.	12,536		318,539
Multi-Utilities — 1.3%
MDU Resources Group, Inc.	18,521		623,417
Total Utilities			2,492,982
Total Common Stocks (identified cost $30,341,037)			45,077,535
Short-Term Investments — 1.3%
Mutual Funds — 1.3%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	611,357		611,357
Total Short-Term Investments (identified cost $611,357)			611,357
Total Investments — 100.0% (identified cost $30,952,394)			45,688,892
Other Assets and Liabilities — (0.0)%			(8,456	)
Total Net Assets — 100.0%		$	45,680,436

Mid-Cap Growth Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 98.6%
Communication Services — 5.0%
Interactive Home Entertainment — 2.0%
Take-Two Interactive Software, Inc. (1)		2,440	$	452,766
Interactive Media & Services — 2.0%
IAC/InterActiveCorp (1)		1,377		219,590
Pinterest, Inc., Class A (1)		3,541		231,228
				450,818
Movies & Entertainment — 1.0%
Roku, Inc. (1)		688		238,536
Total Communication Services				1,142,120
Consumer Discretionary — 11.5%
Automotive Retail — 2.8%
O’Reilly Automotive, Inc. (1)		1,172		627,160
Footwear — 1.7%
Deckers Outdoor Corp. (1)		1,154		387,098
General Merchandise Stores — 1.6%
Dollar Tree, Inc. (1)		3,664		357,240
Internet & Direct Marketing Retail — 1.0%
Etsy, Inc. (1)		1,341		220,903
Leisure Facilities — 1.0%
Vail Resorts, Inc. (1)		691		225,874
Leisure Products — 2.4%
Polaris, Inc.		1,906		250,105
YETI Holdings, Inc. (1)		3,451		302,308
				552,413
Specialized Consumer Services — 1.0%
frontdoor, Inc. (1)		4,283		229,997
Total Consumer Discretionary				2,600,685
Consumer Staples — 1.8%
Food Retail — 1.8%
Sprouts Farmers Market, Inc. (1)		14,970		398,202
Financials — 4.8%
Financial Exchanges & Data — 2.0%
MSCI, Inc.		985		461,108
Investment Banking & Brokerage — 2.8%
LPL Financial Holdings, Inc.		2,152		318,238
Virtu Financial, Inc., Class A		10,375		315,919
				634,157
Total Financials				1,095,265
Healthcare — 20.3%
Biotechnology — 5.0%
BioMarin Pharmaceutical, Inc. (1)		5,213		402,965
Exelixis, Inc. (1)		14,134		318,722

Neurocrine Biosciences, Inc. (1)	4,168	401,045
		1,122,732
Healthcare Equipment — 3.0%
IDEXX Laboratories, Inc. (1)	533	297,473
ResMed, Inc.	991	203,997
Tandem Diabetes Care, Inc. (1)	1,990	169,926
		671,396
Healthcare Services — 2.8%
Chemed Corp.	716	351,799
LHC Group, Inc. (1)	1,437	282,874
		634,673
Healthcare Supplies — 1.6%
Haemonetics Corp. (1)	1,547	87,344
ICU Medical, Inc. (1)	1,302	270,894
		358,238
Healthcare Technology — 1.6%
Veeva Systems, Inc., Class A (1)	1,247	363,301
Life Sciences Tools & Services — 3.0%
Bio-Techne Corp.	813	336,444
Bruker Corp.	4,877	338,659
		675,103
Managed Healthcare — 1.8%
Molina Healthcare, Inc. (1)	1,634	410,722
Pharmaceuticals — 1.5%
Horizon Therapeutics PLC (1)	3,846	352,524
Total Healthcare		4,588,689
Industrials — 13.9%
Aerospace & Defense — 1.3%
Axon Enterprise, Inc. (1)	2,073	291,443
Building Products — 1.5%
Fortune Brands Home & Security, Inc.	3,319	342,388
Construction & Engineering — 1.1%
Valmont Industries, Inc.	954	236,592
Electrical Components & Equipment — 2.9%
Generac Holdings, Inc. (1)	882	289,931
Sensata Technologies Holding PLC (1)	6,053	359,730
		649,661
Environmental & Facilities Services — 1.6%
Clean Harbors, Inc. (1)	3,985	371,004
Industrial Machinery — 1.9%
ITT, Inc.	4,527	425,085
Research & Consulting Services — 1.6%
CoStar Group, Inc. (1)	423	361,242
Trucking — 2.0%
Old Dominion Freight Line, Inc.	1,726	458,167
Total Industrials		3,135,582
Information Technology — 39.1%
Application Software — 13.1%
2U, Inc. (1)	8,824	321,370
Cadence Design Systems, Inc. (1)	3,736	474,435
Dropbox, Inc., Class A (1)	11,042	301,999
Guidewire Software, Inc. (1)	2,989	292,145
HubSpot, Inc. (1)	796	401,486
New Relic, Inc. (1)	4,387	274,977

PTC, Inc. (1)	3,358		450,442
Synopsys, Inc. (1)	1,773		450,945
			2,967,799
Communications Equipment — 0.9%
Motorola Solutions, Inc.	985		202,230
Data Processing & Outsourced Services — 1.6%
Genpact, Ltd.	8,153		372,918
Electronic Components — 1.0%
Dolby Laboratories, Inc., Class A	2,298		224,147
Electronic Equipment & Instruments — 1.7%
Keysight Technologies, Inc. (1)	2,764		393,538
Internet Services & Infrastructure — 3.9%
GoDaddy, Inc., Class A (1)	4,809		389,337
Palo Alto Networks, Inc. (1)	1,378		500,558
			889,895
IT Consulting & Other Services — 4.7%
CACI International, Inc., Class A (1)	1,268		323,289
EPAM Systems, Inc. (1)	749		357,722
LiveRamp Holdings, Inc. (1)	7,449		374,238
			1,055,249
Semiconductor Equipment — 6.5%
Brooks Automation, Inc.	3,441		351,292
KLA Corp.	1,419		449,667
MKS Instruments, Inc.	1,668		313,967
Teradyne, Inc.	2,622		347,022
			1,461,948
Semiconductors — 1.8%
ON Semiconductor Corp. (1)	4,339		173,734
Semtech Corp. (1)	3,584		225,792
			399,526
Systems Software — 2.8%
CommVault Systems, Inc. (1)	4,689		357,161
Qualys, Inc. (1)	2,839		274,475
			631,636
Technology Distributors — 1.1%
CDW Corp.	1,485		245,649
Total Information Technology			8,844,535
Real Estate — 2.2%
Industrial REIT’s — 1.1%
First Industrial Realty Trust, Inc.	5,074		256,947
Residential REIT’s — 1.1%
Equity LifeStyle Properties, Inc.	3,444		244,042
Total Real Estate			500,989
Total Common Stocks (identified cost $15,909,684)			22,306,067
Short-Term Investments — 1.5%
Mutual Funds — 1.5%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	327,583		327,583
Total Short-Term Investments (identified cost $327,583)			327,583
Total Investments — 100.1% (identified cost $16,237,267)			22,633,650
Other Assets and Liabilities — (0.1)%			(14,266	)
Total Net Assets — 100.0%		$	22,619,384

Small-Cap Value Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 97.5%
Communication Services — 1.7%
Broadcasting — 1.7%
Gray Television, Inc.		30,101	$	700,149
TEGNA Inc.		60,774		1,178,408
Total Communication Services				1,878,557
Consumer Discretionary — 16.9%
Apparel Retail — 2.0%
Abercrombie & Fitch Co., Class A (1)		6,434		274,732
Caleres, Inc.		27,754		696,070
Genesco, Inc. (1)		12,336		678,480
Zumiez, Inc. (1)		13,553		593,893
				2,243,175
Apparel, Accessories & Luxury Goods — 1.1%
Carter’s, Inc.		5,219		533,591
Movado Group, Inc.		25,336		702,567
				1,236,158
Auto Parts & Equipment — 3.6%
American Axle & Manufacturing Holdings, Inc. (1)		57,992		649,510
Dana, Inc.		42,114		1,142,553
Modine Manufacturing Co. (1)		33,889		596,107
Standard Motor Products, Inc.		8,086		364,032
Stoneridge, Inc. (1)		17,268		525,638
Tenneco, Inc., Class A (1)		40,475		634,648
				3,912,488
Casinos & Gaming — 1.4%
Boyd Gaming Corp. (1)		11,057		711,960
Golden Entertainment, Inc. (1)		18,313		780,867
				1,492,827
Consumer Electronics — 0.4%
Universal Electronics, Inc. (1)		8,212		411,093
Education Services — 0.9%
Graham Holdings Co., Class B		1,460		967,308
General Merchandise Stores — 0.9%
Big Lots, Inc.		15,928		970,652
Home Furnishings — 0.6%
La-Z-Boy, Inc.		14,910		614,739
Homebuilding — 2.8%
Century Communities, Inc.		14,570		1,185,707
M/I Homes, Inc. (1)		8,643		609,504
Meritage Homes Corp. (1)		6,153		662,494
TRI Pointe Homes, Inc. (1)		26,558		640,579
				3,098,284
Leisure Products — 0.4%
Johnson Outdoors, Inc., Class A		3,310		404,449
Restaurants — 0.8%
Del Taco Restaurants, Inc.		26,355		267,767
Dine Brands Global, Inc. (1)		6,029		572,453
				840,220

Specialty Stores — 1.5%
Hibbett Sports, Inc. (1)	12,685	1,075,181
MarineMax, Inc. (1)	11,950	614,588
		1,689,769
Tires & Rubber — 0.5%
Goodyear Tire & Rubber Co. (1)	30,911	612,965
Total Consumer Discretionary		18,494,127
Consumer Staples — 1.5%
Household Products — 1.5%
Central Garden & Pet Co., Class A (1)	20,290	1,023,631
Spectrum Brands Holdings, Inc.	6,769	601,696
Total Consumer Staples		1,625,327
Energy — 3.9%
Oil & Gas-Equipment & Services — 1.7%
Matrix Service Co. (1)	6,596	71,896
Oceaneering International, Inc. (1)	33,391	476,490
ProPetro Holding Corp. (1)	69,805	693,862
Select Energy Services, Inc., Class A (1)	47,514	269,879
Solaris Oilfield Infrastructure, Inc., Class A	31,549	315,174
		1,827,301
Oil & Gas-Exploration & Production — 1.0%
Penn Virginia Corp. (1)	40,340	777,755
SM Energy Co.	16,694	332,211
		1,109,966
Oil & Gas-Refining & Marketing — 1.2%
Renewable Energy Group, Inc. (1)	8,772	535,706
World Fuel Services Corp.	26,838	824,732
		1,360,438
Total Energy		4,297,705
Financials — 26.5%
Asset Management & Custody Banks — 0.6%
Federated Hermes, Inc., Class B	19,402	616,984
Consumer Finance — 1.0%
Encore Capital Group, Inc. (1)	9,707	449,337
Nelnet, Inc., Class A	7,788	588,150
		1,037,487
Investment Banking & Brokerage — 4.0%
Cowen, Inc., Class A (2)	20,524	807,209
Evercore, Inc., Class A	5,921	863,637
Oppenheimer Holdings, Inc., Class A	7,115	355,537
Stifel Financial Corp.	22,275	1,543,212
StoneX Group, Inc. (1)	5,730	387,921
Virtu Financial, Inc., Class A	12,521	381,264
		4,338,780
Property & Casualty Insurance — 1.7%
AMERISAFE, Inc.	6,298	412,708
Employers Holdings, Inc.	17,195	725,629
ProAssurance Corp.	31,694	771,749
		1,910,086
Regional Banks — 15.7%
1st Source Corp.	7,290	360,636
Associated Banc-Corp	37,656	865,711
Bancorp, Inc. (1)	42,670	1,034,321
BancorpSouth Bank	15,816	483,653
Banner Corp.	14,806	866,595
Cadence BanCorp	36,862	824,972
Cathay General Bancorp	28,857	1,202,760

Central Pacific Financial Corp.	24,863	688,954
Community Trust Bancorp, Inc.	5,774	255,095
Financial Institutions, Inc.	7,217	231,882
First Bancorp/Southern Pines NC	10,448	463,578
First Commonwealth Financial Corp.	64,574	978,296
First Merchants Corp.	20,982	972,306
Great Southern Bancorp, Inc.	3,054	172,520
Great Western Bancorp, Inc.	25,398	849,817
Hancock Whitney Corp.	12,126	600,358
Heartland Financial USA, Inc.	6,444	320,589
Hilltop Holdings, Inc.	22,861	849,286
Independent Bank Corp.	18,622	433,893
International Bancshares Corp.	21,799	1,011,474
Lakeland Bancorp, Inc.	11,577	220,079
Peapack Gladstone Financial Corp.	7,803	259,216
Preferred Bank	7,500	512,175
QCR Holdings, Inc.	4,585	219,209
TriCo Bancshares	5,042	241,764
Trustmark Corp.	32,197	1,080,209
Univest Financial Corp.	9,687	282,473
Wintrust Financial Corp.	12,201	981,204
		17,263,025
Thrifts & Mortgage Finance — 3.5%
Axos Financial, Inc. (1)	17,350	822,563
HomeStreet, Inc.	13,535	609,346
NMI Holdings, Inc., Class A (1)	23,036	557,241
TrustCo Bank Corp. NY	8,528	333,685
Washington Federal, Inc.	22,173	739,248
WSFS Financial Corp.	14,860	790,700
		3,852,783
Total Financials		29,019,145
Healthcare — 5.2%
Biotechnology — 1.6%
Alkermes PLC (1)	19,446	440,841
Coherus Biosciences, Inc. (1)	29,456	387,641
Vericel Corp. (1)	16,616	938,804
		1,767,286
Healthcare Equipment — 2.2%
AngioDynamics, Inc. (1)	27,808	642,921
CONMED Corp.	6,003	826,553
Integer Holdings Corp. (1)	5,861	530,245
Orthofix Medical, Inc. (1)	11,173	454,741
		2,454,460
Healthcare Facilities — 0.5%
Hanger, Inc. (1)	20,486	529,153
Healthcare Technology — 0.9%
Computer Programs & Systems, Inc.	15,248	493,578
HealthStream, Inc. (1)	19,222	503,232
		996,810
Total Healthcare		5,747,709
Industrials — 18.8%
Air Freight & Logistics — 0.5%
Hub Group, Inc., Class A (1)	7,872	549,544
Building Products — 1.1%
Masonite International Corp. (1)	5,191	620,584
Quanex Building Products Corp.	22,524	599,814
		1,220,398
Construction & Engineering — 3.0%
EMCOR Group, Inc.	11,389	1,436,267

MYR Group, Inc. (1)	8,819	767,605
Northwest Pipe Co. (1)	8,180	258,979
Primoris Services Corp.	25,939	824,601
		3,287,452
Construction Machinery & Heavy Trucks — 0.8%
Astec Industries, Inc.	8,564	586,891
Miller Industries, Inc.	5,664	237,038
		823,929
Electrical Components & Equipment — 0.5%
Regal Beloit Corp.	3,926	558,395
Environmental & Facilities Services — 0.8%
Clean Harbors, Inc. (1)	9,451	879,888
Human Resource & Employment Services — 1.4%
Heidrick & Struggles International, Inc.	6,903	297,105
Korn Ferry	5,339	349,224
TrueBlue, Inc. (1)	31,812	863,060
		1,509,389
Industrial Machinery — 3.2%
Columbus McKinnon Corp.	12,934	655,754
Crane Co.	8,090	772,514
Hillenbrand, Inc.	20,996	957,418
Lydall, Inc. (1)	13,346	485,527
Mueller Industries, Inc.	14,088	654,106
		3,525,319
Office Services & Supplies — 1.4%
Interface, Inc.	27,358	447,030
Kimball International, Inc., Class B	24,432	325,434
Steelcase, Inc., Class A	50,957	737,348
		1,509,812
Research & Consulting Services — 0.5%
Huron Consulting Group, Inc. (1)	10,969	600,114
Trading Companies & Distributors — 3.1%
Applied Industrial Technologies, Inc.	7,945	778,292
DXP Enterprises, Inc. (1)	11,954	369,259
H&E Equipment Services, Inc.	19,992	747,701
Herc Holdings, Inc. (1)	5,947	684,024
NOW, Inc. (1)	79,070	827,863
		3,407,139
Trucking — 2.5%
ArcBest Corp.	11,364	884,574
Ryder System, Inc.	7,046	576,293
Schneider National, Inc., Class B	20,076	491,661
Werner Enterprises, Inc.	15,489	743,317
		2,695,845
Total Industrials		20,567,224
Information Technology — 7.9%
Application Software — 0.6%
Verint Systems, Inc. (1)	13,840	638,162
Communications Equipment — 0.4%
Digi International, Inc. (1)	20,108	381,248
Data Processing & Outsourced Services — 0.7%
Maximus, Inc.	8,475	785,378
Electronic Components — 0.9%
Vishay Intertechnology, Inc.	42,619	1,025,839
Electronic Equipment & Instruments — 0.2%
Vishay Precision Group, Inc. (1)	6,616	215,682

Electronic Manufacturing Services — 1.8%
Fabrinet (1)	7,445	667,742
Plexus Corp. (1)	8,295	819,629
Sanmina Corp. (1)	10,864	457,483
		1,944,854
Semiconductor Equipment — 2.5%
Amkor Technology, Inc.	53,277	1,124,145
Onto Innovation, Inc. (1)	1	72
Photronics, Inc. (1)	55,575	752,485
Ultra Clean Holdings, Inc. (1)	15,919	896,717
		2,773,419
Semiconductors — 0.8%
Diodes, Inc. (1)	11,644	881,102
Total Information Technology		8,645,684
Materials — 5.9%
Commodity Chemicals — 3.4%
Cabot Corp.	15,016	954,717
Koppers Holdings, Inc. (1)	20,062	695,550
Orion Engineered Carbons SA (1)	43,231	874,995
Tronox Holdings PLC, Class A	48,272	1,133,427
		3,658,689
Construction Materials — 0.9%
US Concrete, Inc. (1)	16,514	941,133
Forest Products — 0.9%
Boise Cascade Co.	15,409	1,016,840
Paper Products — 0.5%
Glatfelter Corp.	38,187	563,640
Steel — 0.2%
Haynes International, Inc.	7,010	243,948
Total Materials		6,424,250
Real Estate — 7.5%
Healthcare REIT’s — 1.4%
Healthcare Realty Trust, Inc.	19,241	583,772
Sabra Health Care REIT, Inc.	56,137	980,713
		1,564,485
Industrial REIT’s — 2.3%
EastGroup Properties, Inc.	3,033	479,457
First Industrial Realty Trust, Inc.	17,629	892,732
STAG Industrial, Inc.	31,741	1,133,471
		2,505,660
Office REIT’s — 0.3%
Piedmont Office Realty Trust, Inc., Class A	17,630	325,979
Real Estate Services — 0.5%
Newmark Group, Inc., Class A	43,234	557,719
Residential REIT’s — 0.5%
UMH Properties, Inc.	27,115	575,109
Retail REIT’s — 1.2%
SITE Centers Corp.	48,673	728,635
Tanger Factory Outlet Centers, Inc.	30,225	529,844
		1,258,479
Specialized REIT’s — 1.3%
National Storage Affiliates Trust	14,548	670,663

PotlatchDeltic Corp.	12,922		777,904
			1,448,567
Total Real Estate			8,235,998
Utilities — 1.7%
Electric Utilities — 0.7%
Portland General Electric Co.	16,123		772,937
Gas Utilities — 0.4%
Southwest Gas Holdings, Inc.	6,320		417,183
Independent Power Producers & Energy Traders — 0.3%
Clearway Energy, Inc., Class C	13,852		371,649
Multi-Utilities — 0.3%
Unitil Corp.	6,617		362,942
Total Utilities			1,924,711
Total Common Stocks (identified cost $78,805,940)			106,860,437
Short-Term Investments — 3.1%
Collateral Investment for Securities on Loan — 0.7%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	815,829		815,829
Mutual Funds — 2.4%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	2,629,113		2,629,113
Total Short-Term Investments (identified cost $3,444,942)			3,444,942
Total Investments — 100.6% (identified cost $82,250,882)			110,305,379
Other Assets and Liabilities — (0.6)%			(651,901	)
Total Net Assets — 100.0%		$	109,653,478

Small-Cap Growth Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 98.5%
Communication Services — 2.0%
Advertising — 0.9%
TechTarget, Inc. (1)		16,078	$	1,130,444
Broadcasting — 1.1%
iHeartMedia, Inc. (1)		55,405		1,285,950
Total Communication Services				2,416,394
Consumer Discretionary — 13.1%
Auto Parts & Equipment — 0.9%
Gentherm, Inc. (1)		15,340		1,112,610
Casinos & Gaming — 1.5%
Golden Entertainment, Inc. (1)		43,009		1,833,904
Consumer Electronics — 1.2%
Sonos, Inc. (1)		38,242		1,414,954
Footwear — 2.2%
Crocs, Inc. (1)		16,833		1,704,173
Deckers Outdoor Corp. (1)		2,856		958,017
				2,662,190
Homebuilding — 2.2%
Cavco Industries, Inc. (1)		4,895		1,083,117
Skyline Champion Corp. (1)		30,027		1,520,867
				2,603,984
Homefurnishing Retail — 1.2%
Sleep Number Corp. (1)		12,508		1,394,517
Hotels, Resorts & Cruise Lines — 1.0%
Hilton Grand Vacations, Inc. (1)		26,176		1,197,028
Internet & Direct Marketing Retail — 1.0%
Shutterstock, Inc.		13,233		1,200,895
Leisure Products — 1.2%
YETI Holdings, Inc. (1)		16,424		1,438,742
Restaurants — 0.7%
Shake Shack, Inc. (1)		8,510		799,770
Total Consumer Discretionary				15,658,594
Consumer Staples — 3.0%
Food Retail — 0.8%
Sprouts Farmers Market, Inc. (1)		36,867		980,662
Household Products — 1.0%
Central Garden & Pet Co., Class A (1)		23,452		1,183,153
Packaged Foods & Meats — 1.2%
Freshpet, Inc. (1)		7,702		1,361,868
Total Consumer Staples				3,525,683
Energy — 0.9%

Oil & Gas-Refining & Marketing — 0.9%
Renewable Energy Group, Inc. (1)	17,530	1,070,557
Financials — 1.7%
Property & Casualty Insurance — 1.7%
AMERISAFE, Inc.	16,476	1,079,672
Kinsale Capital Group, Inc.	5,775	961,307
Total Financials		2,040,979
Healthcare — 32.2%
Biotechnology — 15.7%
ACADIA Pharmaceuticals, Inc. (1)	30,049	671,295
Albireo Pharma, Inc. (1)	19,204	642,374
Amicus Therapeutics, Inc. (1)	81,710	756,635
Atara Biotherapeutics, Inc. (1)	49,376	669,538
Avid Bioservices, Inc. (1)	57,539	1,224,430
CareDx, Inc. (1)	11,890	955,956
Castle Biosciences, Inc. (1)	16,111	965,532
Coherus Biosciences, Inc. (1)	45,118	593,753
Deciphera Pharmaceuticals, Inc. (1)	12,690	428,161
Dicerna Pharmaceuticals, Inc. (1)	32,305	1,053,143
Halozyme Therapeutics, Inc. (1)	33,869	1,402,515
Natera, Inc. (1)	11,920	1,122,149
Organogenesis Holdings, Inc. (1)	38,662	689,343
Protagonist Therapeutics, Inc. (1)	40,845	1,434,068
PTC Therapeutics, Inc. (1)	17,142	673,166
Puma Biotechnology, Inc. (1) (2)	79,329	836,921
Radius Health, Inc. (1)	51,071	985,159
Sangamo Therapeutics, Inc. (1)	68,299	736,263
Travere Therapeutics, Inc. (1)	34,698	526,369
Vericel Corp. (1)	30,112	1,701,328
Xencor, Inc. (1)	19,224	739,355
		18,807,453
Healthcare Equipment — 3.6%
AngioDynamics, Inc. (1)	46,018	1,063,936
Axogen, Inc. (1)	61,277	1,243,923
Cardiovascular Systems, Inc. (1)	22,067	864,806
NuVasive, Inc. (1)	17,160	1,170,312
		4,342,977
Healthcare Facilities — 1.2%
Select Medical Holdings Corp.	35,365	1,417,076
Healthcare Services — 2.0%
Option Care Health, Inc. (1)	61,579	1,129,359
R1 RCM, Inc. (1)	52,090	1,205,883
		2,335,242
Healthcare Supplies — 3.2%
BioLife Solutions, Inc. (1)	26,384	878,851
Merit Medical Systems, Inc. (1)	17,706	1,068,380
Neogen Corp. (1)	11,818	1,090,920
SI-BONE, Inc. (1)	27,532	830,640
		3,868,791
Healthcare Technology — 2.9%
Inovalon Holdings, Inc., Class A (1)	37,453	1,174,526
Omnicell, Inc. (1)	7,601	1,056,539
Phreesia, Inc. (1)	24,779	1,226,561
		3,457,626
Life Sciences Tools & Services — 2.2%
Medpace Holdings, Inc. (1)	9,468	1,581,724
Quanterix Corp. (1)	19,793	1,019,142
		2,600,866

Pharmaceuticals — 1.4%
Aerie Pharmaceuticals, Inc. (1)	48,456	789,348
Collegium Pharmaceutical, Inc. (1)	36,339	868,139
		1,657,487
Total Healthcare		38,487,518
Industrials — 16.7%
Air Freight & Logistics — 1.6%
Echo Global Logistics, Inc. (1)	25,320	864,931
Hub Group, Inc., Class A (1)	15,536	1,084,568
		1,949,499
Building Products — 0.8%
Gibraltar Industries, Inc. (1)	11,728	931,790
Construction & Engineering — 2.6%
Arcosa, Inc.	17,186	1,091,311
EMCOR Group, Inc.	9,795	1,235,248
Infrastructure and Energy Alternatives, Inc. (1) (2)	72,957	844,842
		3,171,401
Construction Machinery & Heavy Trucks — 0.7%
Astec Industries, Inc.	12,408	850,320
Electrical Components & Equipment — 0.6%
American Superconductor Corp. (1)	49,323	738,365
Environmental & Facilities Services — 0.9%
Covanta Holding Corp.	75,378	1,116,348
Industrial Machinery — 4.6%
Evoqua Water Technologies Corp. (1)	35,651	1,109,459
Hillenbrand, Inc.	22,224	1,013,415
Mueller Industries, Inc.	27,896	1,295,211
Mueller Water Products, Inc., Class A	68,471	990,775
Tennant Co.	12,484	1,032,926
		5,441,786
Research & Consulting Services — 2.0%
Huron Consulting Group, Inc. (1)	20,857	1,141,086
ICF International, Inc.	13,612	1,196,495
		2,337,581
Trading Companies & Distributors — 2.0%
Applied Industrial Technologies, Inc.	11,377	1,114,491
NOW, Inc. (1)	119,533	1,251,511
		2,366,002
Trucking — 0.9%
Marten Transport, Ltd.	60,720	1,035,883
Total Industrials		19,938,975
Information Technology — 22.8%
Application Software — 8.2%
2U, Inc. (1)	20,307	739,581
Avaya Holdings Corp. (1)	46,697	1,339,270
ChannelAdvisor Corp. (1)	51,824	1,229,784
Mimecast, Ltd. (1)	26,460	1,322,735
Mitek Systems, Inc. (1)	56,364	955,933
Sprout Social, Inc. (1)	17,456	1,211,796
SPS Commerce, Inc. (1)	12,654	1,187,704
Upland Software, Inc. (1)	21,615	885,999
Verint Systems, Inc. (1)	19,905	917,820
		9,790,622
Communications Equipment — 0.9%
Viavi Solutions, Inc. (1)	61,358	1,075,606

Data Processing & Outsourced Services — 2.3%
ExlService Holdings, Inc. (1)	9,925	1,012,151
TTEC Holdings, Inc.	15,697	1,701,712
		2,713,863
Electronic Components — 1.1%
Rogers Corp. (1)	7,272	1,362,409
Electronic Manufacturing Services — 0.9%
Plexus Corp. (1)	10,549	1,042,347
Internet Services & Infrastructure — 0.6%
Brightcove, Inc. (1)	47,062	682,399
Internet Software & Services — 0.6%
Quotient Technology, Inc. (1)	66,223	778,782
IT Consulting & Other Services — 1.0%
LiveRamp Holdings, Inc. (1)	23,857	1,198,576
Semiconductor Equipment — 4.3%
Advanced Energy Industries, Inc.	10,213	1,041,828
Brooks Automation, Inc.	11,746	1,199,149
Cohu, Inc. (1)	25,252	939,880
FormFactor, Inc. (1)	26,868	947,097
Photronics, Inc. (1)	74,811	1,012,941
		5,140,895
Semiconductors — 0.9%
Silicon Laboratories, Inc. (1)	7,945	1,084,969
Systems Software — 2.0%
CommVault Systems, Inc. (1)	18,212	1,387,208
Tenable Holdings, Inc. (1)	24,289	1,015,280
		2,402,488
Total Information Technology		27,272,956
Materials — 2.5%
Construction Materials — 1.4%
Summit Materials, Inc., Class A (1)	47,841	1,665,824
Diversified Metals & Mining — 1.1%
Materion Corp.	17,043	1,343,840
Total Materials		3,009,664
Real Estate — 3.1%
Industrial REIT’s — 2.1%
EastGroup Properties, Inc.	7,856	1,241,876
STAG Industrial, Inc.	33,843	1,208,534
		2,450,410
Specialized REIT’s — 1.0%
QTS Realty Trust, Inc., Class A	18,510	1,173,164
Total Real Estate		3,623,574
Utilities — 0.5%
Renewable Electricity — 0.5%
Ormat Technologies, Inc.	9,083	627,181
Total Common Stocks (identified cost $84,507,885)		117,672,075
Short-Term Investments — 1.7%
Collateral Investment for Securities on Loan — 0.1%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	88,460	88,460

Mutual Funds — 1.6%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	1,907,880		1,907,880
Total Short-Term Investments (identified cost $1,996,340)			1,996,340
Total Investments — 100.2% (identified cost $86,504,225)			119,668,415
Other Assets and Liabilities — (0.2)%			(181,538	)
Total Net Assets — 100.0%		$	119,486,877

Global Low Volatility Equity Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Units		Value
Common Stocks — 97.8%
Belgium — 0.6%
Etablissements Franz Colruyt NV		170	$	10,357
Telenet Group Holding NV		316		12,316
				22,673
Bermuda — 1.2%
Kerry Logistics Network, Ltd.		9,500		28,399
Kerry Properties, Ltd.		4,500		15,510
				43,909
Canada — 8.9%
BCE, Inc.		836		41,563
Cogeco Communications, Inc.		334		32,580
George Weston, Ltd.		429		41,993
Granite Real Estate Investment Trust		530		35,475
Hydro One, Ltd. (5)		687		17,481
Kirkland Lake Gold, Ltd.		424		18,377
Loblaw Cos., Ltd.		442		27,200
Premium Brands Holdings Corp.		194		19,645
Quebecor, Inc., Class B (2)		2,124		57,722
Stella-Jones, Inc.		672		25,722
				317,758
Cayman Islands — 3.4%
China Feihe, Ltd. (5)		16,000		43,603
Tencent Holdings, Ltd.		900		69,754
Tingyi Cayman Islands Holding Corp.		4,000		7,607
				120,964
China — 1.0%
Bank of Communications Co., Ltd., Class H		38,000		25,657
China Minsheng Banking Corp., Ltd., Class H (2)		17,100		9,100
				34,757
Denmark — 0.6%
Novo Nordisk A/S, Class B		284		22,478
France — 0.7%
Sanofi		236		25,314
Germany — 0.7%
Merck KGaA		97		17,459
Talanx AG (1)		225		9,526
				26,985
Hong Kong — 5.6%
CITIC Telecom International Holdings, Ltd.		31,000		10,345
CLP Holdings, Ltd.		7,000		72,202
HK Electric Investments & HK Electric Investments, Ltd.		31,500		32,064
HKT Trust & HKT, Ltd.		23,000		31,414
Hong Kong Exchanges & Clearing, Ltd.		300		18,454
Sun Art Retail Group, Ltd. (2)		16,500		12,544
Sun Hung Kai Properties, Ltd.		1,500		23,425
				200,448
Hungary — 0.3%
Magyar Telekom Telecommunications PLC		6,712		9,566

Israel — 1.1%
Bank Leumi Le-Israel BM (1)	3,042	24,409
Strauss Group, Ltd.	494	13,882
		38,291
Italy — 3.0%
A2A SpA	11,717	24,483
Enel SpA	3,511	34,864
Iren SpA	14,631	46,853
		106,200
Japan — 16.6%
Alfresa Holdings Corp.	600	9,314
Bridgestone Corp. (2)	300	13,359
Chubu Electric Power Co., Inc.	3,500	41,856
DCM Holdings Co., Ltd.	1,200	11,122
FUJIFILM Holdings Corp.	700	48,385
Geo Holdings Corp.	1,500	15,091
Hogy Medical Co., Ltd.	300	9,041
Itoham Yonekyu Holdings, Inc.	2,800	18,227
KDDI Corp.	1,700	58,026
McDonald’s Holdings Co. Japan, Ltd.	300	13,466
Megmilk Snow Brand Co., Ltd.	500	9,715
MEIJI Holdings Co., Ltd.	300	18,682
Mitsui DM Sugar Holdings Co., Ltd.	400	6,639
Morinaga Milk Industry Co., Ltd.	400	20,831
Nihon Kohden Corp.	400	11,381
Nippon Telegraph & Telephone Corp.	1,100	29,745
Paramount Bed Holdings Co., Ltd.	600	11,171
Seria Co., Ltd.	1,600	58,123
Sugi Holdings Co., Ltd.	300	23,654
Sundrug Co., Ltd.	1,700	57,732
Suzuken Co., Ltd.	300	9,478
TIS, Inc.	600	15,443
Towa Pharmaceutical Co., Ltd.	600	12,816
Tsumura & Co.	600	19,475
Valor Holdings Co., Ltd.	500	10,361
Vital KSK Holdings, Inc.	800	5,237
Yakult Honsha Co., Ltd.	400	21,632
Yaoko Co., Ltd. (2)	200	11,745
		591,747
Mexico — 1.3%
Arca Continental SAB de C.V.	4,800	26,663
Qualitas Controladora SAB de C.V. (2)	3,500	19,250
		45,913
Netherlands — 3.1%
Flow Traders (5)	1,451	63,487
Koninklijke Ahold Delhaize NV	1,009	29,327
Pharming Group NV (1) (2)	14,495	17,791
		110,605
Philippines — 2.5%
Globe Telecom, Inc.	340	12,882
International Container Terminal Services, Inc.	9,560	29,282
Manila Electric Co.	4,270	25,371
PLDT, Inc.	865	23,888
		91,423
Singapore — 3.4%
Mapletree Industrial Trust	4,900	10,189
Mapletree Industrial Trust, Rights	245	20
NetLink NBN Trust	83,000	59,936
Sheng Siong Group, Ltd.	21,500	25,849

Singapore Exchange, Ltd.	3,200	25,140
		121,134
Spain — 0.7%
Red Electrica Corp. SA	1,317	26,371
Switzerland — 4.7%
Bachem Holding AG, Class B	22	12,094
Nestle SA	562	69,427
Novartis AG	273	24,159
Roche Holding AG	174	61,050
		166,730
Taiwan — 5.2%
Coretronic Corp.	10,000	20,800
Far EasTone Telecommunications Co., Ltd.	22,000	51,153
Fubon Financial Holding Co., Ltd.	21,000	54,505
Great Wall Enterprise Co., Ltd.	10,200	20,811
Lite-On Technology Corp.	7,000	16,579
Taiwan Secom Co., Ltd.	3,075	10,121
Uni-President Enterprises Corp.	4,000	10,497
		184,466
United Kingdom — 2.9%
Assura PLC	28,933	30,549
AstraZeneca PLC	178	20,325
SSE PLC	2,352	51,469
		102,343
United States — 30.3%
Allstate Corp.	651	88,933
Atrion Corp.	22	13,662
AutoZone, Inc. (1)	19	26,725
Bristol-Myers Squibb Co.	334	21,950
Clearway Energy, Inc., Class C	487	13,066
CMS Energy Corp.	504	31,621
Danaher Corp.	97	24,846
Eli Lilly and Co.	185	36,952
Equity LifeStyle Properties, Inc.	925	65,545
Extra Space Storage, Inc.	169	25,318
Getty Realty Corp.	781	24,313
Globus Medical, Inc., Class A (1)	146	10,521
Hershey Co.	109	18,862
Johnson & Johnson	128	21,664
Kroger Co.	952	35,205
Merck & Co., Inc.	846	64,203
Microsoft Corp.	103	25,717
Moody’s Corp.	73	24,481
PepsiCo, Inc.	322	47,637
Pfizer, Inc.	1,369	53,021
Portland General Electric Co.	733	35,140
Progressive Corp.	163	16,150
S&P Global, Inc.	51	19,353
Safety Insurance Group, Inc.	221	18,809
Sprouts Farmers Market, Inc. (1)	1,709	45,459
Target Corp.	242	54,915
Verizon Communications, Inc.	972	54,908
Vertex Pharmaceuticals, Inc. (1)	119	24,827
Visa, Inc., Class A	111	25,230
Vocera Communications, Inc. (1) (2)	279	9,408
Walmart, Inc.	502	71,299
Weis Markets, Inc.	362	18,419

Zoetis, Inc.	72		12,721
			1,080,880
Total Common Stocks (identified cost $2,876,793)			3,490,955
Short-Term Investments — 5.8%
Collateral Investment for Securities on Loan — 4.1%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	144,175		144,175
Mutual Funds — 1.7%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	60,664		60,664
Total Short-Term Investments (identified cost $204,839)			204,839
Total Investments — 103.6% (identified cost $3,081,632)			3,695,794
Other Assets and Liabilities — (3.6)%			(127,430	)
Total Net Assets — 100.0%		$	3,568,364

Global Low Volatility Equity Fund

Industry Allocation

As of May 28, 2021

(Unaudited)

Industry	Value			% of Total Net Assets
Agriculture	$	20,811			0.6	%
Auto Parts & Equipment		13,359			0.4
Banks		59,166			1.7
Beverages		74,300			2.1
Biotechnology		54,712			1.5
Building Materials		25,722			0.7
Commercial Services		98,328			2.7
Computers		25,987			0.8
Diversified Financial Services		186,816			5.2
Electric		452,841			12.7
Electronics		20,800			0.6
Food		522,608			14.7
Healthcare-Products		80,622			2.3
Healthcare-Services		9,314			0.3
Insurance		152,668			4.2
Internet		69,754			2.0
Media		102,618			2.8
Mining		18,377			0.5
Office/Business Equipment		48,385			1.4
Pharmaceuticals		428,302			12.0
Real Estate		38,935			1.1
Real Estate Investment Trusts		191,409			5.4
Retail		342,136			9.5
Software		41,160			1.1
Telecommunications		383,426			10.7
Transportation		28,399			0.8
Total Common Stocks		3,490,955			97.8
Collateral Investment for Securities on Loan		144,175			4.1
Mutual Funds		60,664			1.7
Total Investments		3,695,794			103.6
Other Assets and Liabilities		(127,430	)		(3.6	)
Net Assets	$	3,568,364			100.0	%

Disciplined International Equity Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Units		Value
Common Stocks — 95.3%
Australia — 8.3%
BHP Group, Ltd.		38,151	$	1,416,415
Brambles, Ltd.		54,644		457,057
Commonwealth Bank of Australia		9,982		773,822
CSL, Ltd.		4,590		1,023,031
Rio Tinto PLC		22,864		1,967,613
Santos, Ltd.		114,952		609,682
				6,247,620
China — 1.7%
UBS Group AG		79,709		1,302,194
Denmark — 2.9%
Carlsberg A/S, Class B		6,405		1,178,448
Novo Nordisk A/S, Class B		4,152		328,616
Pandora A/S		3,663		496,273
Rheinmetall AG		1,799		187,788
				2,191,125
Finland — 1.3%
UPM-Kymmene OYJ		4,316		164,895
Valmet OYJ		19,371		840,233
				1,005,128
France — 6.2%
Cie de Saint-Gobain (1)		18,709		1,258,002
Cie Generale des Etablissements Michelin SCA (2)		1,750		268,035
Eiffage SA (1)		8,099		894,597
Sanofi		6,797		729,065
Sartorius Stedim Biotech		2,522		1,094,246
Schneider Electric SE		3,008		479,128
				4,723,073
Germany — 5.3%
Allianz SE		6,363		1,689,600
Brenntag AG		3,733		350,884
Deutsche Boerse AG		2,752		450,198
Deutsche Post AG		12,618		857,826
SAP SE		4,653		653,202
				4,001,710
Hong Kong — 0.3%
SITC International Holdings Co., Ltd.		61,000		215,362
Italy — 5.0%
A2A SpA		504,276		1,053,698
Azimut Holding SpA (2)		26,765		659,952
Buzzi Unicem SpA		6,543		185,668
Enel SpA		189,858		1,885,286
				3,784,604
Japan — 21.2%
AGC, Inc. (2)		10,500		461,738
Alfresa Holdings Corp.		16,300		253,030
Astellas Pharma, Inc.		21,100		338,203
Brother Industries, Ltd.		36,400		780,130
Chubu Electric Power Co., Inc.		55,100		658,932
Daito Trust Construction Co., Ltd.		3,600		393,645

Daiwa House Industry Co., Ltd.	48,300	1,414,677
Fujitsu, Ltd.	6,500	1,062,571
Hitachi, Ltd.	38,900	2,059,839
KDDI Corp.	22,900	781,646
K’s Holdings Corp.	33,000	398,097
MEIJI Holdings Co., Ltd.	4,300	267,783
Nichias Corp.	8,300	207,132
Obayashi Corp.	117,700	1,005,168
ORIX Corp.	35,800	635,916
Sekisui House, Ltd.	64,500	1,363,582
Seven & i Holdings Co., Ltd.	14,900	657,806
Sony Corp.	8,500	848,955
Taiheiyo Cement Corp.	27,300	638,040
TIS, Inc.	10,700	275,403
Toyota Motor Corp.	9,000	748,532
USS Co., Ltd.	43,800	774,032
		16,024,857
Jersey — 1.2%
Ferguson PLC	6,876	935,214
Netherlands — 9.4%
AerCap Holdings NV (1)	11,445	675,255
ASM International NV	4,274	1,335,817
ASML Holding NV	1,765	1,188,731
ING Groep NV	110,988	1,545,090
Koninklijke Ahold Delhaize NV	53,413	1,552,480
Koninklijke KPN NV	50,804	169,627
PostNL NV	41,971	246,593
Signify NV (1) (5)	6,543	404,369
		7,117,962
New Zealand — 0.6%
Fisher & Paykel Healthcare Corp., Ltd.	21,384	452,480
Norway — 1.8%
Telenor ASA (2)	39,810	693,093
Yara International ASA	12,708	677,719
		1,370,812
Singapore — 4.3%
DBS Group Holdings, Ltd.	69,300	1,593,507
Singapore Exchange, Ltd.	71,200	559,371
United Overseas Bank, Ltd.	57,000	1,132,673
		3,285,551
Spain — 1.2%
Endesa SA	29,956	863,931
Sweden — 2.9%
Boliden AB	6,938	278,718
Boliden AB (1)	6,811	4,905
Sandvik AB	18,325	487,907
SKF AB, Class B	53,293	1,443,968
		2,215,498
Switzerland — 11.2%
Nestle SA	12,359	1,526,773
Novartis AG	17,727	1,568,726
Roche Holding AG	6,317	2,216,393
Sonova Holding AG (1)	4,021	1,425,566
TE Connectivity, Ltd.	12,884	1,748,101
		8,485,559
United Kingdom — 10.5%
Antofagasta PLC	13,116	287,487
AstraZeneca PLC	4,037	460,964

Avast PLC (5)	82,935		554,354
Berkeley Group Holdings PLC	9,609		638,057
GlaxoSmithKline PLC	77,519		1,478,769
Kingfisher PLC (1)	336,804		1,722,146
Legal & General Group PLC	96,189		388,088
Persimmon PLC	8,046		360,824
Royal Mail PLC (1)	104,057		854,433
Tate & Lyle PLC	41,964		456,178
Unilever PLC	12,454		746,996
			7,948,296
Total Common Stocks (identified cost $59,939,967)			72,170,976
Short-Term Investments — 5.9%
Collateral Investment for Securities on Loan — 2.2%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	1,710,504		1,710,504
Mutual Funds — 3.7%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	2,777,129		2,777,129
Total Short-Term Investments (identified cost $4,487,633)			4,487,633
Total Investments — 101.2% (identified cost $64,427,600)			76,658,609
Other Assets and Liabilities — (1.2)%			(911,375	)
Total Net Assets — 100.0%		$	75,747,234

Disciplined International Equity Fund

Industry Allocation

As of May 28, 2021

(Unaudited)

Industry	Value			% of Total Net Assets
Aerospace/Defense	$	187,788			0.2	%
Auto Manufacturers		748,532			1.0
Auto Parts & Equipment		268,035			0.3
Banks		6,347,286			8.3
Beverages		1,178,448			1.6
Biotechnology		1,023,031			1.4
Building Materials		2,750,580			3.7
Chemicals		1,028,603			1.4
Commercial Services		457,057			0.6
Computers		1,616,925			2.1
Cosmetics/Personal Care		746,996			1.0
Distribution/Wholesale		935,214			1.2
Diversified Financial Services		2,305,437			3.0
Electric		4,461,847			6.0
Electrical Components & Equipment		1,663,627			2.1
Electronics		1,748,101			2.3
Engineering & Construction		1,899,765			2.5
Food		4,461,020			6.0
Forest Products & Paper		164,895			0.2
Healthcare-Products		2,972,292			3.9
Healthcare-Services		253,030			0.3
Home Builders		2,362,463			3.1
Home Furnishings		848,955			1.1
Insurance		2,077,688			2.7
Machinery-Construction & Mining		2,547,746			3.3
Machinery-Diversified		840,233			1.1
Metal Fabricate/Hardware		1,443,968			1.9
Mining		3,955,138			5.3
Oil & Gas		609,682			0.8
Pharmaceuticals		7,120,736			9.5
Real Estate		1,808,322			2.4
Retail		3,390,548			4.5
Semiconductors		2,524,548			3.4
Software		928,605			1.3
Telecommunications		1,644,366			2.1
Transportation		2,174,214			2.8
Trucking & Leasing		675,255			0.9
Total Common Stocks		72,170,976			95.3
Collateral Investment for Securities on Loan		1,710,504			2.2
Mutual Funds		2,777,129			3.7
Total Investments		76,658,609			101.2
Other Assets and Liabilities		(911,375	)		(1.2	)
Net Assets	$	75,747,234			100.0	%

Pyrford International Stock Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares		Value
Common Stocks — 97.0%
Australia — 10.6%
Brambles, Ltd.		2,081,608	$	17,411,122
Computershare, Ltd.		1,132,250		14,131,467
QBE Insurance Group, Ltd. (2)		1,263,271		10,731,890
Rio Tinto, Ltd.		93,183		8,837,115
Woodside Petroleum, Ltd.		779,678		13,289,300
Woolworths Group, Ltd.		502,058		16,220,702
				80,621,596
Finland — 2.6%
Kone OYJ, Class B		81,960		6,670,403
Sampo OYJ, A Shares		282,679		13,457,589
				20,127,992
France — 7.6%
Air Liquide SA		85,434		14,539,705
Bureau Veritas SA (1)		365,459		11,217,234
Legrand SA		102,310		10,734,514
Rubis SCA		154,866		7,452,073
Sanofi		134,631		14,440,898
				58,384,424
Germany — 7.8%
Brenntag AG		154,525		14,524,606
Deutsche Post AG		207,023		14,074,319
Fielmann AG (1)		108,564		8,737,631
GEA Group AG		167,581		7,297,574
SAP SE		107,466		15,086,405
				59,720,535
Hong Kong — 4.9%
AIA Group, Ltd.		641,800		8,534,288
China Mobile, Ltd.		1,658,000		10,521,525
Power Assets Holdings, Ltd.		1,509,069		9,469,476
VTech Holdings, Ltd.		841,600		8,691,549
				37,216,838
Indonesia — 1.8%
Bank Rakyat Indonesia Persero Tbk PT		24,021,900		6,844,181
Telekomunikasi Indonesia Persero Tbk PT		29,520,800		6,757,649
				13,601,830
Japan — 14.1%
ABC-Mart, Inc.		192,500		11,076,615
Japan Tobacco, Inc.		1,251,968		24,940,192
KDDI Corp.		528,600		18,042,713
Mitsubishi Electric Corp.		1,070,800		16,783,195
Nabtesco Corp. (2)		151,600		7,080,694
Nihon Kohden Corp.		459,900		13,084,968
Sumitomo Rubber Industries, Ltd.		848,700		10,987,858
Toyota Tsusho Corp.		118,000		5,414,667
				107,410,902
Malaysia — 2.9%
Axiata Group Bhd		8,122,067		7,270,267
Malayan Banking Bhd		7,373,634		14,627,748
				21,898,015

Netherlands — 3.3%
Koninklijke Philips NV (1)	133,630	7,552,153
Koninklijke Vopak NV (2)	237,788	11,268,254
Wolters Kluwer NV	67,757	6,505,991
		25,326,398
Norway — 1.8%
Telenor ASA (2)	787,898	13,717,320
Singapore — 5.9%
ComfortDelGro Corp., Ltd.	8,206,900	10,425,400
Singapore Technologies Engineering, Ltd.	1,810,600	5,325,697
Singapore Telecommunications, Ltd.	7,784,000	14,243,690
United Overseas Bank, Ltd.	753,002	14,963,246
		44,958,033
Sweden — 1.6%
Assa Abloy AB, Class B	129,878	4,007,002
Atlas Copco AB, A Shares	64,330	3,935,338
Essity AB, Class B	117,155	4,057,463
		11,999,803
Switzerland — 11.4%
Geberit AG	6,636	4,823,365
Givaudan SA	1,048	4,689,494
Nestle SA	176,495	21,803,362
Novartis AG	194,919	17,249,086
Roche Holding AG	57,416	20,145,069
Schindler Holding AG	14,958	4,453,310
SGS SA	1,599	5,004,097
Zurich Insurance Group AG	21,862	9,204,157
		87,371,940
Taiwan — 2.7%
Advantech Co., Ltd.	309,359	3,641,092
Chunghwa Telecom Co., Ltd.	1,922,000	7,829,203
Merida Industry Co., Ltd.	107,000	1,238,154
Taiwan Semiconductor Manufacturing Co., Ltd.	388,000	8,252,194
		20,960,643
United Kingdom — 18.0%
BP PLC	1,788,093	7,768,779
British American Tobacco PLC	352,952	13,589,198
Bunzl PLC	238,511	7,734,335
GlaxoSmithKline PLC	767,450	14,640,044
IMI PLC	336,464	7,926,384
Imperial Brands PLC	492,171	11,175,434
Legal & General Group PLC	3,656,379	14,752,189
National Grid PLC	1,089,063	14,515,750
Reckitt Benckiser Group PLC	129,915	11,740,612
Royal Dutch Shell PLC, B Shares	450,022	8,197,697
Unilever PLC	247,722	14,856,517
Vodafone Group PLC	5,857,014	10,664,274
		137,561,213
Total Common Stocks (identified cost $586,432,677)		740,877,482
Preferred Stocks — 1.4%
Germany — 1.4%
Fuchs Petrolub SE	210,795	10,832,252

Total Preferred Stocks (identified cost $7,428,123)			10,832,252
Short-Term Investments — 3.5%
Collateral Investment for Securities on Loan — 2.5%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	18,866,912		18,866,912
Mutual Funds — 1.0%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	7,772,363		7,772,363
Total Short-Term Investments (identified cost $26,639,275)			26,639,275
Total Investments — 101.9% (identified cost $620,500,075)			778,349,009
Other Assets and Liabilities — (1.9)%			(14,555,091	)
Total Net Assets — 100.0%		$	763,793,918

Pyrford International Stock Fund

Industry Allocation

As of May 28, 2021

(Unaudited)

Industry	Value			% of Total Net Assets
Agriculture	$	49,704,824			6.6	%
Auto Parts & Equipment		10,987,858			1.4
Banks		36,435,175			4.7
Building Materials		4,823,365			0.6
Chemicals		33,753,805			4.4
Commercial Services		33,632,453			4.4
Computers		17,772,559			2.4
Cosmetics/Personal Care		4,057,463			0.6
Distribution/Wholesale		13,149,002			1.7
Electric		9,469,476			1.3
Electrical Components & Equipment		10,734,514			1.4
Electronics		4,007,002			0.5
Engineering & Construction		5,325,697			0.7
Food		38,024,064			4.9
Gas		21,967,823			2.9
Hand/Machine Tools		4,453,310			0.6
Healthcare-Products		20,637,121			2.7
Home Furnishings		8,691,549			1.1
Household Products/Wares		26,597,129			3.5
Insurance		56,680,113			7.3
Leisure Time		1,238,154			0.1
Machinery-Construction & Mining		20,718,533			2.7
Machinery-Diversified		21,048,671			2.8
Media		6,505,991			0.8
Mining		8,837,115			1.2
Miscellaneous Manufacturing		7,926,384			1.0
Oil & Gas		29,255,776			3.8
Pharmaceuticals		66,475,097			8.7
Pipelines		11,268,254			1.5
Retail		19,814,246			2.6
Semiconductors		8,252,194			1.1
Software		15,086,405			2.0
Telecommunications		89,046,641			11.8
Transportation		24,499,719			3.2
Total Common Stocks		740,877,482			97.0
Preferred Stocks		10,832,252			1.4
Collateral Investment for Securities on Loan		18,866,912			2.5
Mutual Funds		7,772,363			1.0
Total Investments		778,349,009			101.9
Other Assets and Liabilities		(14,555,091	)		(1.9	)
Net Assets	$	763,793,918			100.0	%

LGM Emerging Markets Equity Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Units		Value
Common Stocks — 98.0%
Brazil — 2.6%
Raia Drogasil SA		1,537,100	$	8,060,507
China — 29.0%
ANTA Sports Products, Ltd.		460,000		9,275,986
Beijing Sinnet Technology Co., Ltd., Class A		1,950,010		4,604,152
By-health Co., Ltd., Class A		1,670,104		9,688,949
China Resources Gas Group, Ltd.		704,000		4,363,205
Dian Diagnostics Group Co., Ltd., Class A		959,500		5,986,983
Haier Smart Home Co., Ltd., Class H (1)		2,378,200		10,005,055
Hualan Biological Engineering, Inc.		1,023,200		6,416,599
Inner Mongolia Yili Industrial Group Co., Ltd., Class A		2,026,514		12,912,234
Tencent Holdings, Ltd.		278,600		21,592,586
Zhejiang Supor Co., Ltd., Class A		536,618		6,173,168
				91,018,917
Hong Kong — 10.1%
AIA Group, Ltd.		1,120,600		14,901,096
Hong Kong Exchanges & Clearing, Ltd.		223,500		13,748,264
Vitasoy International Holdings, Ltd. (2)		820,000		3,185,584
				31,834,944
India — 23.3%
Biocon, Ltd. (1)		853,279		4,505,944
Colgate-Palmolive India, Ltd.		244,335		5,760,765
HDFC Bank, Ltd. (1)		641,412		13,349,746
Infosys, Ltd.		628,446		12,211,940
Marico, Ltd.		1,019,495		6,635,496
Nestle India, Ltd.		20,523		4,970,508
Reliance Industries, Ltd.		314,411		9,090,218
Tata Consultancy Services, Ltd.		267,008		11,596,792
Torrent Pharmaceuticals, Ltd.		137,298		5,133,240
				73,254,649
Indonesia — 2.0%
Bank Central Asia Tbk PT		2,811,500		6,239,030
Jersey — 2.2%
Wizz Air Holdings PLC (1) (5)		99,744		6,827,040
Mexico — 3.6%
Wal-Mart de Mexico SAB de C.V.		3,518,724		11,233,842
Nigeria — 1.0%
Guaranty Trust Bank PLC		48,352,103		3,337,059
Portugal — 1.6%
Jeronimo Martins SGPS SA		256,237		4,957,307
Russia — 3.1%
Moscow Exchange MICEX-RTS PJSC		4,229,600		9,703,472
South Africa — 3.6%
Clicks Group, Ltd.		435,124		8,191,461
Discovery, Ltd. (1)		299,155		3,106,545
				11,298,006
South Korea — 2.7%
NAVER Corp.		26,604		8,539,614

Taiwan — 9.6%
Taiwan Semiconductor Manufacturing Co., Ltd.	1,087,000		23,118,905
Win Semiconductors Corp.	603,000		7,086,318
			30,205,223
Thailand — 1.1%
Home Product Center PCL	7,748,900		3,421,914
United Kingdom — 1.0%
Unilever PLC	51,662		3,098,707
United States — 1.5%
Western Union Co.	192,025		4,698,852
Total Common Stocks (identified cost $221,048,091)			307,729,083
Common Stock Units — 1.6%
Mexico — 1.6%
Fomento Economico Mexicano SAB de C.V.,	608,413		4,988,755
Total Common Stock Units (identified cost $4,840,340)			4,988,755
Short-Term Investments — 2.2%
Collateral Investment for Securities on Loan — 1.0%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	3,193,900		3,193,900
Mutual Funds — 1.2%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	3,526,380		3,526,380
Total Short-Term Investments (identified cost $6,720,280)			6,720,280
Total Investments — 101.8% (identified cost $232,608,711)			319,438,118
Other Assets and Liabilities — (1.8)%			(5,542,365	)
Total Net Assets — 100.0%		$	313,895,753

LGM Emerging Markets Equity Fund

Industry Allocation

As of May 28, 2021

(Unaudited)

Industry	Value			% of Total Net Assets
Airlines	$	6,827,040			2.2	%
Banks		22,925,835			7.3
Beverages		3,185,584			1.0
Biotechnology		10,922,543			3.4
Computers		23,808,732			7.6
Cosmetics/Personal Care		8,859,472			2.8
Diversified Financial Services		28,150,588			9.0
Food		29,475,545			9.4
Gas		4,363,205			1.4
Healthcare-Products		5,986,983			1.9
Home Furnishings		10,005,055			3.2
Housewares		6,173,168			2.0
Insurance		18,007,641			5.7
Internet		30,132,200			9.6
Oil & Gas		9,090,218			2.9
Pharmaceuticals		14,822,189			4.7
Retail		40,183,710			12.8
Semiconductors		30,205,223			9.6
Software		4,604,152			1.5
Total Common Stocks		307,729,083			98.0
Common Stock Units		4,988,755			1.6
Collateral Investment for Securities on Loan		3,193,900			1.0
Mutual Funds		3,526,380			1.2
Total Investments		319,438,118			101.8
Other Assets and Liabilities		(5,542,365	)		(1.8	)
Net Assets	$	313,895,753			100.0	%

Ultra Short Tax-Free Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Principal Amount		Value
Municipals — 95.3%
Alabama — 2.8%
Alabama Housing Finance Authority, 1.500%, 11/1/2022 (6)	$	3,000,000	$	3,033,562
Birmingham Airport Authority, BAM:
5.000%, 7/1/2023		225,000		247,242
5.000%, 7/1/2024		325,000		371,347
Black Belt Energy Gas District:
0.974%, (LIBOR 1 Month), 12/1/2048, Call 9/1/2023 (6)		4,500,000		4,540,418
4.000%, 6/1/2021		1,000,000		1,000,000
4.000%, 6/1/2022		1,000,000		1,036,878
Industrial Development Board of the City of Mobile Alabama, 0.040%, 6/1/2034, Call 5/28/2021 (6)		4,300,000		4,300,000
				14,529,447
Alaska — 0.4%
Alaska Municipal Bond Bank Authority, 5.000%, 12/1/2023		955,000		1,067,644
Borough of North Slope, 5.000%, 6/30/2021		1,250,000		1,254,688
				2,322,332
Arizona — 0.4%
Maricopa County Pollution Control Corp., 1.050%, 1/1/2038 (6)		2,250,000		2,266,314
California — 4.9%
Bay Area Toll Authority, 1.150%, (SIFMA Municipal Swap Index Yield), 4/1/2045, Call 10/1/2023 (6)		1,750,000		1,779,943
California County Tobacco Securitization Agency:
3.000%, 6/1/2021		300,000		300,000
4.000%, 6/1/2022		250,000		259,924
California Infrastructure & Economic Development Bank, 0.450%, 1/1/2050, Call 7/1/2021 (5) (6)		6,300,000		6,300,403
California Municipal Finance Authority, 0.700%, 12/1/2044 (6)		3,000,000		3,040,358
California Pollution Control Financing Authority:
0.200%, 8/1/2023 (5) (6)		5,000,000		5,000,167
0.600%, 8/1/2040 (6)		4,225,000		4,225,761
Contra Costa County Schools Pooled Notes, 2.000%, 12/1/2021		3,890,000		3,921,253
State of California, 0.835%, (LIBOR 1 Month), 12/1/2031, Call 6/1/2021 (6)		500,000		500,000
				25,327,809
Colorado — 1.4%
Colorado Health Facilities Authority, 5.000%, 6/1/2022		1,000,000		1,048,001
Colorado School of Mines, 0.574%, (LIBOR 1 Month), 2/1/2023, Call 8/1/2022 (6)		1,145,000		1,142,464
E-470 Public Highway Authority:
0.360%, (SOFR), 9/1/2039, Call 6/1/2024 (6) (7)		4,000,000		4,001,192
0.482%, (LIBOR 1 Month), 9/1/2039, Call 6/21/2021 (6)		1,370,000		1,370,008
				7,561,665
Connecticut — 2.0%
City of Bridgeport, 1.500%, 12/9/2021		2,000,000		2,009,266
City of New Haven:
5.000%, 2/1/2022		350,000		359,678
5.000%, 8/1/2022		1,025,000		1,074,387
City of New Haven, AGM:
5.000%, 2/1/2023		580,000		625,197
5.000%, 8/1/2023		1,080,000		1,188,333
Connecticut Housing Finance Authority, 0.500%, 5/15/2060, Call 7/1/2021 (6)		5,000,000		5,000,416
				10,257,277
District of Columbia — 0.1%

District of Columbia Housing Finance Agency, AGM, 5.000%, 7/1/2021, Call 7/1/2021	360,000	361,270
Florida — 0.8%
City of Atlantic Beach, 3.000%, 11/15/2023, Call 7/1/2021	2,000,000	2,001,215
Miami-Dade County Housing Finance Authority, 0.600%, 12/1/2022, Call 6/21/2021 (6)	1,000,000	1,000,145
Miami-Dade County Industrial Development Authority, 0.040%, 5/1/2046, Call 5/28/2021 (6)	1,200,000	1,200,000
		4,201,360
Georgia — 5.6%
Bartow County Development Authority, 2.050%, 9/1/2029 (6)	1,400,000	1,411,479
Burke County Development Authority:
0.050%, 11/1/2052, Call 5/28/2021 (6)	900,000	900,000
0.060%, 7/1/2049, Call 5/28/2021 (6)	3,800,000	3,800,000
1.550%, 12/1/2049 (6)	3,000,000	3,046,134
2.250%, 10/1/2032 (6)	4,000,000	4,144,632
Development Authority of Monroe County, 1.500%, 1/1/2039 (6)	2,000,000	2,049,171
Floyd County Development Authority, 0.070%, 9/1/2026, Call 6/1/2021 (6)	2,500,000	2,500,000
Main Street Natural Gas, Inc.:
0.620%, (SIFMA Municipal Swap Index Yield), 8/1/2048, Call 9/1/2023 (6)	5,000,000	5,021,541
0.824%, (LIBOR 1 Month), 4/1/2048, Call 6/1/2023 (6)	5,000,000	5,027,967
Municipal Electric Authority of Georgia:
5.000%, 1/1/2022	380,000	390,457
5.000%, 1/1/2023	805,000	863,844
		29,155,225
Illinois — 12.2%
Chicago O’Hare International Airport:
5.000%, 1/1/2023	1,000,000	1,074,255
5.000%, 1/1/2023	825,000	886,261
Chicago Park District:
5.000%, 1/1/2023	4,780,000	5,101,883
5.000%, 1/1/2023, Call 1/1/2022	285,000	292,073
City of Chicago:
5.000%, 1/1/2022	300,000	307,169
5.000%, 1/1/2023	400,000	426,354
City of Chicago Waterworks Revenue, 5.000%, 11/1/2021	1,280,000	1,305,332
Cook County Community Unit School District No 401 Elmwood Park, 3.000%, 12/1/2021	715,000	724,861
Cook County School District No 99 Cicero, 5.000%, 12/1/2021	575,000	588,496
Illinois Development Finance Authority, 0.550%, 11/1/2044, Call 8/3/2021 (6)	5,000,000	5,006,613
Illinois Finance Authority:
0.700%, 5/1/2040 (6)	2,800,000	2,802,998
0.750%, (SIFMA Municipal Swap Index Yield), 5/1/2042, Call 5/1/2025 (6)	1,000,000	1,000,382
0.800%, (SIFMA Municipal Swap Index Yield), 1/1/2046, Call 7/1/2022 (6)	2,060,000	2,061,596
5.000%, 10/1/2023	250,000	275,352
5.000%, 10/1/2024	250,000	285,109
Illinois Housing Development Authority, 1.900%, 10/1/2022 (6)	1,790,000	1,800,209
Northern Illinois University, BAM, 5.000%, 4/1/2024	500,000	562,197
Railsplitter Tobacco Settlement Authority, 5.250%, 6/1/2021	500,000	500,000
Sales Tax Securitization Corp., 5.000%, 1/1/2025	500,000	576,149
Sangamon County School District No 186 Springfield, AGM:
4.000%, 6/1/2022	750,000	773,229
4.000%, 6/1/2023	1,000,000	1,070,186
State of Illinois:
4.000%, 6/15/2021	355,000	355,411
4.000%, 3/1/2022	1,000,000	1,027,515
4.000%, 3/1/2023	1,050,000	1,115,459
5.000%, 10/1/2021	1,500,000	1,523,522
5.000%, 11/1/2021	7,000,000	7,136,852
5.000%, 2/1/2022	6,040,000	6,228,112
5.000%, 12/1/2022	1,000,000	1,068,676
5.125%, 5/1/2022	500,000	521,858
5.375%, 5/1/2023	250,000	273,577
5.500%, 5/1/2024	500,000	571,915

Tender Option Bond Trust Receipts/Certificates:
0.230%, 12/1/2027 (5) (6)	10,000,000	10,000,000
0.230%, 12/1/2027 (5) (6)	5,000,000	5,000,000
Will County Community High School District No 210 Lincoln-Way, AGM, 4.000%, 1/1/2022	975,000	993,931
Will County Community Unit School District No. 201-U Crete-Monee, NATL-RE, 0.000%, 11/1/2021 (8)	435,000	433,684
		63,671,216
Indiana — 1.6%
City of Rockport:
1.350%, 7/1/2025 (6)	1,000,000	1,013,311
1.350%, 7/1/2025 (6)	1,000,000	1,013,311
City of Whiting, 5.000%, 11/1/2045 (6)	1,345,000	1,436,302
Indianapolis Local Public Improvement Bond Bank:
5.000%, 6/1/2022	1,145,000	1,199,445
5.000%, 6/1/2023	1,000,000	1,093,406
Lafayette School Corp.:
4.000%, 7/15/2021	675,000	677,927
4.000%, 1/15/2022	850,000	868,892
Noblesville Multi School Building Corp., 5.000%, 7/15/2021	1,205,000	1,211,868
		8,514,462
Iowa — 1.6%
City of Waverly, 2.500%, 12/31/2022, Call 7/1/2022	3,500,000	3,552,182
Iowa Finance Authority:
0.625%, (SIFMA Municipal Swap Index Yield), 2/15/2035, Call 6/16/2021 (5) (6)	3,790,000	3,790,012
2.875%, 5/15/2049, Call 6/21/2021	1,000,000	1,011,112
		8,353,306
Kansas — 0.5%
City of Andover, 1.625%, 10/1/2022, Call 7/1/2021	1,075,000	1,076,131
City of Lenexa, 1.625%, 9/1/2021, Call 7/1/2021	1,000,000	1,000,742
State of Kansas Department of Transportation, 0.377%, (LIBOR 1 Month), 9/1/2021 (6)	400,000	400,306
		2,477,179
Kentucky — 5.9%
City of Ashland, 5.000%, 2/1/2022	475,000	486,625
City of Berea, 0.030%, 6/1/2029, Call 5/31/2021 (6)	240,000	240,000
County of Carroll, 1.200%, 10/1/2034 (6)	5,000,000	5,000,000
County of Owen, 0.700%, 6/1/2040 (6)	2,800,000	2,802,412
Kentucky Economic Development Finance Authority, 0.200%, 4/1/2031 (6)	7,600,000	7,600,000
Kentucky Higher Education Student Loan Corp., 5.000%, 6/1/2021	1,000,000	1,000,000
Kentucky Public Energy Authority, 1.194%, (LIBOR 1 Month), 12/1/2049, Call 3/1/2025 (6)	5,000,000	5,110,243
Kentucky Rural Water Finance Corp., 1.250%, 2/1/2022, Call 6/28/2021	4,405,000	4,407,609
Louisville-Jefferson County, 0.090%, 6/1/2033	4,000,000	4,000,000
		30,646,889
Louisiana — 1.2%
Consolidated Government of the City of Baton Rouge & Parish of East Baton Rouge, 5.000%, 8/1/2021	1,050,000	1,057,982
Louisiana Housing Corp., FHA, 2.500%, 12/1/2031, Call 7/1/2021	340,000	347,690
Louisiana Public Facilities Authority, 0.700%, (SIFMA Municipal Swap Index Yield), 9/1/2057, Call 3/1/2023 (6)	5,000,000	4,995,004
		6,400,676
Maryland — 0.8%
Maryland Economic Development Corp., 1.700%, 9/1/2022	4,000,000	4,067,438
Massachusetts — 0.1%
Massachusetts Development Finance Agency, 5.000%, 7/1/2021	300,000	301,118
Michigan — 0.6%
Michigan Finance Authority, 3.500%, 11/15/2044 (6)	3,175,000	3,310,809
Minnesota — 0.5%
Minnesota Rural Water Finance Authority, Inc., 0.250%, 8/1/2022, Call 11/1/2021	2,750,000	2,750,903

Mississippi — 1.8%
Mississippi Business Finance Corp., 0.250%, 5/1/2037, Call 11/1/2021 (6)	3,731,000	3,731,308
Mississippi Development Bank:
5.000%, 9/1/2022	250,000	263,600
5.000%, 9/1/2023	700,000	768,114
5.000%, 9/1/2025	400,000	468,437
State of Mississippi:
5.000%, 10/15/2022	1,000,000	1,055,257
5.000%, 10/15/2024	2,735,000	3,126,951
		9,413,667
Missouri — 1.0%
City of St. Louis, 2.000%, 6/1/2021	3,000,000	3,000,000
Tender Option Bond Trust Receipts/Certificates, 0.150%, 3/1/2050, Call 3/1/2030 (5) (6)	2,000,000	2,000,000
		5,000,000
Nebraska — 1.7%
Central Plains Energy Project:
4.000%, 8/1/2021	1,000,000	1,006,250
4.000%, 8/1/2022	1,000,000	1,044,145
Nebraska Public Power District, 0.600%, 1/1/2051, Call 1/1/2023 (6)	6,600,000	6,635,256
		8,685,651
Nevada — 2.0%
County of Washoe NV, 0.625%, 3/1/2036 (6)	2,665,000	2,672,282
State of Nevada Department of Business & Industry:
0.300%, 12/1/2026, Call 6/1/2021 (5) (6) (7)	3,500,000	3,500,000
0.500%, 1/1/2050, Call 7/1/2021 (5) (6)	4,200,000	4,200,437
		10,372,719
New Hampshire — 0.0%
New Hampshire Business Finance Authority, 4.000%, 1/1/2024	220,000	239,480
New Jersey — 5.7%
Borough of Fort Lee, 1.000%, 11/1/2022	1,710,000	1,726,126
City of Newark, 2.000%, 10/5/2021	2,800,000	2,816,467
City of Newark, AGM SAW, 5.000%, 10/1/2023	630,000	693,578
City of Newark, AGM School Bond Gty, 5.000%, 10/1/2023	350,000	385,321
City of Newark, SAW:
5.000%, 10/1/2021	100,000	101,402
5.000%, 10/1/2022	700,000	737,986
City of Newark, School Bond Gty:
5.000%, 10/1/2021	250,000	253,571
5.000%, 10/1/2022	400,000	421,706
Jersey City Municipal Utilities Authority, 3.000%, 7/1/2022	6,000,000	6,172,830
New Jersey Economic Development Authority:
1.200%, 11/1/2034 (6)	2,500,000	2,531,414
5.000%, 6/15/2022	200,000	209,855
5.000%, 6/15/2023	220,000	241,306
New Jersey Turnpike Authority, 0.557%, (LIBOR 1 Month), 1/1/2022 (6)	750,000	751,100
State of New Jersey, 4.000%, 6/1/2023	7,500,000	8,060,695
Township of Lyndhurst:
1.000%, 10/8/2021	800,000	802,142
1.000%, 2/4/2022	4,000,000	4,021,572
		29,927,071
New Mexico — 0.6%
City of Farmington, 1.200%, 6/1/2040 (6)	1,250,000	1,258,927
City of Santa Fe, 2.250%, 5/15/2024, Call 11/15/2021	500,000	502,158
New Mexico Hospital Equipment Loan Council, 2.250%, 7/1/2023, Call 6/11/2021	1,525,000	1,526,281
		3,287,366
New York — 9.6%
City of New York, 0.180%, 4/1/2042, Call 5/28/2021 (6)	8,000,000	8,000,000
City of New York, AGC, 0.500%, 10/1/2021, Call 6/1/2021 (6) (9)	100,000	100,000
City of New York NY, 0.200%, 4/1/2042, Call 6/1/2021 (6)	6,000,000	6,000,000
East Ramapo Central School District, SAW, 1.250%, 5/5/2022	2,400,000	2,420,212
Hempstead Union Free School District, SAW, 1.500%, 6/30/2021	4,000,000	4,004,055

Long Island Power Authority, 0.827%, (LIBOR 1 Month), 5/1/2033, Call 10/1/2022 (6)	4,000,000	4,015,202
Metropolitan Transportation Authority:
0.500%, (SIFMA Municipal Swap Index Yield), 11/15/2044 (6)	3,000,000	2,985,284
0.624%, (LIBOR 1 Month), 11/1/2030 (6)	2,950,000	2,949,744
5.000%, 9/1/2022	6,000,000	6,353,103
5.000%, 2/1/2023	2,645,000	2,849,794
New York Transportation Development Corp.:
5.000%, 12/1/2023	250,000	277,829
5.000%, 12/1/2024	1,000,000	1,152,957
Town of Alabama, 1.000%, 9/30/2021, Call 7/1/2021	4,685,000	4,686,678
Town of Oyster Bay, 4.000%, 8/27/2021	2,000,000	2,017,747
Town of Oyster Bay, BAM, 4.000%, 11/1/2023	1,000,000	1,088,681
Triborough Bridge & Tunnel Authority:
0.387%, (SOFR), 1/1/2032, Call 11/1/2023 (6)	500,000	499,830
0.574%, (LIBOR 1 Month), 11/15/2027, Call 7/1/2021 (6)	515,000	515,172
		49,916,288
North Carolina — 1.1%
North Carolina Medical Care Commission, 2.300%, 9/1/2025, Call 9/1/2022	1,250,000	1,268,052
North Carolina Turnpike Authority, 5.000%, 2/1/2024	4,000,000	4,489,770
		5,757,822
North Dakota — 0.1%
City of Williston, 5.000%, 7/15/2021	750,000	753,843
Ohio — 3.1%
City of Cleveland Airport System Revenue, 5.000%, 1/1/2023	3,100,000	3,315,878
County of Hancock, 1.250%, 10/22/2021	3,967,000	3,982,829
Ohio Housing Finance Agency, 1.750%, 6/1/2022 (6)	2,775,000	2,775,000
Port of Greater Cincinnati Development Authority, 3.000%, 5/1/2023, Call 5/1/2022	6,000,000	6,008,974
		16,082,681
Oklahoma — 2.6%
Oklahoma Development Finance Authority:
0.150%, 8/15/2031, Call 6/1/2021 (6)	8,000,000	8,000,000
1.625%, 7/6/2023, Call 6/30/2022	4,400,000	4,422,503
Oklahoma Housing Finance Agency, 1.600%, 7/1/2022 (6)	1,000,000	1,008,509
		13,431,012
Pennsylvania — 9.3%
Berks County Municipal Authority:
5.000%, 2/1/2022	500,000	509,117
5.000%, 2/1/2023	1,300,000	1,352,793
Bethlehem Area School District, SAW, 0.543%, (LIBOR 1 Month), 7/1/2031, Call 6/16/2021 (6)	2,985,000	2,984,969
City of Philadelphia Airport Revenue:
5.000%, 7/1/2021	3,250,000	3,262,545
5.000%, 7/1/2022	2,750,000	2,892,182
Delaware County Industrial Development Authority, 0.040%, 9/1/2045, Call 5/28/2021 (6)	2,500,000	2,500,000
Delaware Valley Regional Finance Authority, 0.110%, 11/1/2055, Call 5/31/2021 (6)	2,950,000	2,950,000
Manheim Township School District, 0.545%, (LIBOR 1 Month), 5/1/2025, Call 6/21/2021 (6)	2,000,000	2,000,225
Montgomery County Higher Education & Health Authority, 0.770%, (SIFMA Municipal Swap Index Yield), 9/1/2051, Call 6/21/2021 (6)	2,500,000	2,500,095
Northampton County General Purpose Authority, 1.117%, (LIBOR 1 Month), 8/15/2048, Call 2/15/2023 (6)	1,000,000	1,006,608
Pennsylvania Economic Development Financing Authority:
0.200%, 8/1/2045 (6)	4,000,000	4,000,133
0.700%, 8/1/2037 (6)	5,150,000	5,154,028
2.150%, 11/1/2021	2,000,000	2,015,765
2.625%, 11/1/2021	1,000,000	1,009,553
Philadelphia Authority for Industrial Development, 5.000%, 10/1/2022	800,000	849,363
Pittsburgh Water & Sewer Authority, AGM, 0.700%, (SIFMA Municipal Swap Index Yield), 9/1/2040, Call 6/1/2023 (6)	6,800,000	6,866,163

Tender Option Bond Trust Receipts/Certificates, 0.230%, 12/1/2024 (5) (6)	6,910,000	6,910,000
		48,763,539
South Carolina — 1.2%
Patriots Energy Group Financing Agency, 0.934%, (LIBOR 1 Month), 10/1/2048, Call 11/1/2023 (6)	6,000,000	6,059,308
Tennessee — 0.6%
Memphis-Shelby County Airport Authority:
5.000%, 7/1/2021	1,125,000	1,129,287
5.000%, 7/1/2022	1,860,000	1,954,917
		3,084,204
Texas — 2.3%
City of Dallas Housing Finance Corp., 1.500%, 4/1/2023 (6)	3,400,000	3,437,133
Deer Park Independent School District, PSF, 0.280%, 10/1/2042 (6)	1,000,000	1,000,363
Irving Hospital Authority, 1.150%, (SIFMA Municipal Swap Index Yield), 10/15/2044, Call 4/15/2023 (6)	950,000	955,076
Matagorda County Navigation District No. 1, 0.900%, 5/1/2030 (6)	3,000,000	3,015,932
Texas Municipal Gas Acquisition & Supply Corp. III:
5.000%, 12/15/2023	1,500,000	1,671,804
5.000%, 12/15/2024	875,000	1,007,808
Texas Municipal Gas Acquisition and Supply Corp. I, 5.250%, 12/15/2022	1,000,000	1,075,387
		12,163,503
Virginia — 2.0%
Halifax County Industrial Development Authority, 0.450%, 12/1/2041 (6)	2,000,000	2,002,652
Hampton Redevelopment & Housing Authority, 1.460%, 12/1/2022, Call 12/1/2021 (6)	4,000,000	4,024,571
Westmoreland County Industrial Development Authority, 2.000%, 6/1/2022, Call 12/1/2021	4,300,000	4,339,011
		10,366,234
Washington — 1.6%
Tender Option Bond Trust Receipts/Certificates, 0.350%, 7/1/2026 (5) (6)	6,665,000	6,665,000
Vancouver Housing Authority, 1.530%, 12/1/2022, Call 12/1/2021	1,795,000	1,803,684
		8,468,684
West Virginia — 1.2%
County of Harrison, 3.000%, 10/15/2037 (6)	5,000,000	5,038,514
West Virginia Economic Development Authority, 3.000%, 6/1/2037 (6)	1,000,000	1,023,110
		6,061,624
Wisconsin — 4.4%
Burlington Area School District, 1.000%, 9/23/2021	4,300,000	4,310,019
Grantsburg School District, 1.000%, 10/29/2021	1,500,000	1,504,495
Pewaukee School District, 1.000%, 9/22/2021	3,400,000	3,408,062
Wisconsin Health & Educational Facilities Authority:
0.150%, 2/15/2053, Call 6/1/2021 (6)	12,750,000	12,750,000
5.000%, 12/1/2022	1,000,000	1,072,126
		23,044,702
Total Municipals (identified cost $494,057,172)		497,356,093
Mutual Funds — 5.3%
Nuveen California AMT-Free Quality Municipal Income Fund	40,000	4,000,000
Nuveen New York AMT-Free Municipal Credit Income Fund	11,320,000	11,320,000
Nuveen New York AMT-Free Quality Municipal Income Fund	12,000,000	12,000,000
Total Mutual Funds (identified cost $27,320,000)		27,320,000
Short-Term Investments — 0.0%
Repurchase Agreements — 0.0%
Agreement with Fixed Income Clearing Corp., 0.005%, dated 5/28/2021, to be repurchased at $129,504 on 5/28/2021, collateralized by U.S. Government Treasury Obligation with a maturity of 1/15/2028, with a fair value of $132,178.	129,504	129,504
Total Short-Term Investments (identified cost $129,504)		129,504

Total Investments — 100.6% (identified cost $521,506,676)		524,805,597
Other Assets and Liabilities — (0.6)%		(2,987,730	)
Total Net Assets — 100.0%	$	521,817,867

Short Tax-Free Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Principal Amount		Value
Municipals — 101.6%
Alabama — 3.9%
Black Belt Energy Gas District:
0.974%, (LIBOR 1 Month), 12/1/2048, Call 9/1/2023 (6)	$	1,000,000	$	1,008,982
4.000%, 6/1/2023		1,000,000		1,072,677
City of Oxford, 0.180%, 9/1/2041, Call 5/28/2021 (6)		1,745,000		1,745,000
Columbia Industrial Development Board, 0.040%, 12/1/2037, Call 6/1/2021 (6)		500,000		500,000
Industrial Development Board of the City of Mobile Alabama, 0.040%, 6/1/2034, Call 5/28/2021 (6)		100,000		100,000
Lower Alabama Gas District, 4.000%, 12/1/2050, Call 9/1/2025 (6)		600,000		682,817
Tuscaloosa City Board of Education, 5.000%, 8/1/2021		175,000		176,398
				5,285,874
Arizona — 0.1%
Maricopa County Industrial Development Authority:
2.550%, 7/1/2021		115,000		115,128
2.875%, 7/1/2021 (5)		70,000		70,083
				185,211
California — 7.7%
Bay Area Toll Authority, 1.150%, (SIFMA Municipal Swap Index Yield), 4/1/2045, Call 10/1/2023 (6)		500,000		508,555
California Housing Finance Agency, AGM, 0.032%, 2/1/2037, Call 6/3/2021 (6) (9)		5,000		5,000
California Municipal Finance Authority:
0.150%, 9/1/2021 (6)		1,000,000		1,000,016
0.200%, 10/1/2045 (6) (7)		2,000,000		2,000,000
5.000%, 2/1/2022		1,000,000		1,031,258
California Pollution Control Financing Authority, 0.200%, 8/1/2023 (5) (6)		2,000,000		2,000,067
California Public Finance Authority:
5.000%, 10/15/2021		350,000		355,628
5.000%, 10/15/2022		300,000		317,722
California Statewide Communities Development Authority, CMI, 3.500%, 11/1/2021, Call 8/1/2021		45,000		45,290
Eastern Municipal Water District, 0.377%, (LIBOR 1 Month), 7/1/2030, Call 6/21/2021 (6)		350,000		350,066
Fresno Joint Powers Financing Authority, AGM, 5.000%, 4/1/2022		875,000		908,610
Golden State Tobacco Securitization Corp., 5.000%, 6/1/2022		1,000,000		1,046,977
Palomar Health, 5.000%, 11/1/2022		375,000		397,695
Sacramento Redevelopment Agency Successor Agency, BAM, 5.000%, 12/1/2022		385,000		411,745
				10,378,629
Colorado — 3.7%
Colorado Educational & Cultural Facilities Authority, 5.000%, 10/1/2021		1,000,000		1,014,725
Colorado Health Facilities Authority:
5.000%, 6/1/2021		250,000		250,000
5.000%, 6/1/2022		250,000		262,000
5.000%, 8/1/2049, Call 2/1/2025 (6)		1,000,000		1,163,118
E-470 Public Highway Authority:
0.360%, (SOFR), 9/1/2039, Call 6/1/2024 (6) (7)		1,000,000		1,000,298
1.110%, (LIBOR 1 Month), 9/1/2039, Call 6/21/2021 (6)		575,000		575,013
University of Colorado Hospital Authority, 5.000%, 11/15/2038, Call 9/1/2021 (6)		750,000		758,929
				5,024,083
Connecticut — 1.7%
City of New Haven, AGM, 5.000%, 8/1/2024		1,000,000		1,142,669
State of Connecticut, 5.000%, 4/15/2023		1,000,000		1,090,907
				2,233,576

District of Columbia — 0.9%
Metropolitan Washington Airports Authority, 5.000%, 10/1/2024	1,000,000	1,150,437
Florida — 3.5%
City of Atlantic Beach, 3.250%, 11/15/2024, Call 7/1/2021	1,155,000	1,155,857
City of Orlando, AGM, 4.000%, 11/1/2021	460,000	466,505
Columbia County School Board, BAM, 5.000%, 7/1/2021	400,000	401,528
County of Okeechobee, 1.550%, 7/1/2039 (6)	1,000,000	1,001,127
Halifax Hospital Medical Center, 5.000%, 6/1/2021	300,000	300,000
Putnam County Development Authority, 0.020%, 9/1/2024, Call 6/1/2021 (6)	800,000	800,000
Sarasota County Health Facilities Authority, 5.000%, 1/1/2022	500,000	510,483
		4,635,500
Georgia — 5.2%
Bartow County Development Authority:
1.550%, 8/1/2043 (6)	500,000	507,689
2.050%, 9/1/2029 (6)	500,000	504,100
Burke County Development Authority, 2.925%, 11/1/2048 (6)	1,250,000	1,333,571
City of Atlanta, 5.000%, 1/1/2022	700,000	717,142
Main Street Natural Gas, Inc.:
0.824%, (LIBOR 1 Month), 4/1/2048, Call 6/1/2023 (6)	1,500,000	1,508,390
5.000%, 5/15/2024	1,250,000	1,412,817
Municipal Electric Authority of Georgia, 5.000%, 1/1/2023	875,000	939,829
		6,923,538
Guam — 0.4%
Territory of Guam, 5.000%, 12/1/2022	500,000	531,933
Illinois — 17.3%
Chicago Housing Authority, HUD SEC 8, 5.000%, 1/1/2023	1,000,000	1,063,904
Chicago O’Hare International Airport:
5.000%, 1/1/2022	100,000	102,837
5.000%, 1/1/2022	200,000	205,587
Chicago Park District:
5.000%, 1/1/2022	250,000	256,285
5.000%, 1/1/2022	500,000	512,571
Chicago Transit Authority, 5.000%, 6/1/2021	750,000	750,000
City of Chicago, 5.000%, 1/1/2024	340,000	375,913
City of Chicago Wastewater Transmission Revenue, 5.000%, 1/1/2022	500,000	513,283
City of Chicago Waterworks Revenue, 5.000%, 11/1/2021	1,795,000	1,828,930
Cook County School District No 99 Cicero, 5.000%, 12/1/2023	575,000	635,824
County of Cook, 5.000%, 11/15/2021	720,000	735,822
County of Cook Sales Tax Revenue, 5.000%, 11/15/2024, Call 11/15/2022	810,000	866,710
Illinois Finance Authority:
0.750%, (SIFMA Municipal Swap Index Yield), 5/1/2042, Call 5/1/2025 (6)	1,250,000	1,250,477
5.000%, 11/15/2021	400,000	408,660
5.000%, 1/1/2022	150,000	154,146
5.000%, 7/15/2022	750,000	791,116
5.000%, 11/15/2022	555,000	593,183
5.000%, 12/1/2022	290,000	302,138
5.000%, 5/15/2023	250,000	270,965
5.000%, 5/15/2024	450,000	504,902
Illinois Housing Development Authority, 1.900%, 10/1/2022 (6)	500,000	502,852
Kane McHenry Cook & De Kalb Counties Unit School District No. 300, 5.000%, 1/1/2023	1,000,000	1,075,083
Northern Illinois University, BAM:
5.000%, 4/1/2025	400,000	464,092
5.000%, 10/1/2025 (7)	310,000	364,016
5.000%, 10/1/2026 (7)	250,000	301,520
Railsplitter Tobacco Settlement Authority, 5.000%, 6/1/2023	1,165,000	1,272,837
Sales Tax Securitization Corp., 5.000%, 1/1/2023	1,000,000	1,069,638
State of Illinois:
4.000%, 3/1/2024	1,000,000	1,095,286
5.000%, 11/1/2022	2,000,000	2,129,869
5.000%, 3/1/2025	500,000	580,584
University of Illinois, 5.000%, 3/15/2022	1,000,000	1,037,168
Village of Bolingbrook, AGM:

4.000%, 3/1/2022	630,000	647,800
4.000%, 3/1/2023	510,000	541,614
		23,205,612
Indiana — 2.6%
City of Boonville, 2.600%, 1/1/2023, Call 6/28/2021	190,000	190,181
City of Whiting, 5.000%, 12/1/2044 (6)	1,000,000	1,213,462
Indiana Finance Authority:
0.200%, 5/1/2034 (6)	2,000,000	2,000,000
5.250%, 10/1/2022, Call 10/1/2021	150,000	152,564
		3,556,207
Iowa — 1.3%
City of Waverly, 2.500%, 12/31/2022, Call 7/1/2022	500,000	507,455
PEFA, Inc., 5.000%, 9/1/2049, Call 6/1/2026 (6)	1,000,000	1,202,950
		1,710,405
Kentucky — 3.3%
Kentucky Asset Liability Commission, 5.000%, 9/1/2023	500,000	552,568
Kentucky Economic Development Finance Authority, 2.700%, 5/1/2039 (6)	1,000,000	1,010,384
Kentucky Public Energy Authority:
1.194%, (LIBOR 1 Month), 12/1/2049, Call 3/1/2025 (6)	1,000,000	1,022,049
4.000%, 7/1/2023	750,000	806,304
Louisville-Jefferson County, 0.090%, 6/1/2033	1,000,000	1,000,000
		4,391,305
Louisiana — 0.0%
Louisiana Housing Corp., FHA, 2.500%, 12/1/2031, Call 7/1/2021	5,000	5,113
Maryland — 0.4%
City of Rockville, 5.000%, 11/1/2022	500,000	519,375
Massachusetts — 2.4%
Commonwealth of Massachusetts, 1.700%, 8/1/2043 (6)	1,000,000	1,016,370
Massachusetts Development Finance Agency:
5.000%, 7/1/2021	280,000	281,062
5.000%, 7/1/2022	315,000	331,004
5.000%, 7/1/2024	260,000	294,674
Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue, 5.000%, 1/1/2039, Call 1/1/2023 (6)	1,200,000	1,291,048
		3,214,158
Michigan — 1.4%
Great Lakes Water Authority Water Supply System Revenue, 5.000%, 7/1/2023	800,000	875,744
Michigan Finance Authority, 3.500%, 11/15/2044 (6)	1,000,000	1,042,774
		1,918,518
Mississippi — 2.0%
Mississippi Business Finance Corp.:
0.250%, 5/1/2037, Call 11/1/2021 (6)	500,000	500,041
2.200%, 3/1/2027 (6)	1,250,000	1,318,246
State of Mississippi, 5.000%, 10/15/2024	750,000	857,482
		2,675,769
Missouri — 0.2%
Health & Educational Facilities Authority of the State of Missouri, 5.000%, 2/1/2022	250,000	257,326
Nebraska — 0.8%
Central Plains Energy Project, 5.000%, 3/1/2050, Call 10/1/2023 (6)	1,000,000	1,108,897
Nevada — 1.5%
City of Carson City, 5.000%, 9/1/2022	500,000	528,686
City of North Las Vegas NV, AGM, 5.000%, 6/1/2023	1,000,000	1,095,726
City of Sparks NV, 2.500%, 6/15/2024 (5)	450,000	455,951
		2,080,363
New Hampshire — 0.5%
New Hampshire Business Finance Authority:
4.000%, 1/1/2025	290,000	324,984
4.000%, 1/1/2026	265,000	304,482
		629,466

New Jersey — 3.9%
New Jersey Economic Development Authority:
5.000%, 11/1/2021	400,000	407,882
5.000%, 6/15/2024	300,000	341,799
New Jersey Health Care Facilities Financing Authority:
5.000%, 7/1/2022	790,000	831,465
5.000%, 10/1/2026	650,000	791,399
New Jersey Transportation Trust Fund Authority:
5.000%, 12/15/2023	250,000	279,874
5.000%, 6/15/2026	250,000	301,926
State of New Jersey, 5.000%, 6/1/2025	1,000,000	1,176,568
Tobacco Settlement Financing Corp., 5.000%, 6/1/2022	1,000,000	1,047,768
		5,178,681
New Mexico — 0.7%
New Mexico Hospital Equipment Loan Council, 2.375%, 7/1/2024, Call 6/8/2021	1,000,000	1,000,854
New York — 9.5%
City of New York NY, 0.200%, 4/1/2042, Call 6/1/2021 (6)	3,000,000	3,000,000
East Ramapo Central School District, SAW, 1.250%, 5/5/2022	600,000	605,053
Long Island Power Authority, 0.827%, (LIBOR 1 Month), 5/1/2033, Call 10/1/2022 (6)	1,000,000	1,003,801
Metropolitan Transportation Authority:
0.557%, (SOFR), 11/1/2032, Call 1/1/2024 (6)	500,000	499,857
5.000%, 9/1/2022	1,500,000	1,588,276
5.000%, 2/1/2023	750,000	808,070
5.000%, 11/15/2048 (6)	1,000,000	1,147,172
New York State Dormitory Authority, 5.000%, 12/1/2022 (5)	600,000	641,306
New York State Housing Finance Agency, SONYMA, 1.875%, 5/1/2050, Call 6/21/2021 (6)	195,000	195,146
New York Transportation Development Corp., 5.000%, 12/1/2023	250,000	277,829
Triborough Bridge & Tunnel Authority, 0.387%, (SOFR), 1/1/2032, Call 11/1/2023 (6)	2,000,000	1,999,321
TSASC, Inc., 5.000%, 6/1/2021	1,000,000	1,000,000
		12,765,831
North Carolina — 0.7%
North Carolina Eastern Municipal Power Agency, FGIC, 3.144%, 1/1/2025 (6) (9)	600,000	583,484
North Carolina Medical Care Commission, 5.000%, 10/1/2022	350,000	370,521
		954,005
North Dakota — 0.0%
North Dakota Housing Finance Agency, 3.750%, 7/1/2042, Call 7/1/2022	30,000	30,729
Ohio — 2.5%
Akron Bath Copley Joint Township Hospital District, 5.000%, 11/15/2021	805,000	821,088
American Municipal Power, Inc., 2.300%, 2/15/2038, Call 8/15/2021 (6)	1,000,000	1,004,144
County of Hamilton, 5.000%, 1/1/2022	465,000	476,094
Ohio Housing Finance Agency, GNMA/FNMA/FHLMC, 4.000%, 5/1/2022, Call 6/1/2021	55,000	55,000
Port of Greater Cincinnati Development Authority, 3.000%, 5/1/2023, Call 5/1/2022	1,000,000	1,001,496
		3,357,822
Oklahoma — 0.4%
Oklahoma Development Finance Authority, 1.625%, 7/6/2023, Call 6/30/2022	600,000	603,069
Pennsylvania — 6.9%
Berks County Industrial Development Authority, 5.000%, 11/1/2022	250,000	259,046
Commonwealth Financing Authority, 5.000%, 6/1/2022	1,000,000	1,047,241
Delaware County Industrial Development Authority, 0.040%, 9/1/2045, Call 5/28/2021 (6)	2,200,000	2,200,000
Delaware Valley Regional Finance Authority, 0.110%, 11/1/2055, Call 5/31/2021 (6)	3,000,000	3,000,000
Montgomery County Industrial Development Authority:
4.000%, 12/1/2022	250,000	259,976
5.000%, 12/1/2023	320,000	348,339
Northampton County General Purpose Authority, 1.117%, (LIBOR 1 Month), 8/15/2048, Call 2/15/2023 (6)	1,000,000	1,006,608
Pennsylvania Economic Development Financing Authority, 0.200%, 8/1/2045 (6)	1,000,000	1,000,033

Pennsylvania Turnpike Commission, 1.030%, (SIFMA Municipal Swap Index Yield), 12/1/2021, Call 6/28/2021 (6)	80,000	80,052
		9,201,295
South Carolina — 0.8%
Patriots Energy Group Financing Agency, 0.934%, (LIBOR 1 Month), 10/1/2048, Call 11/1/2023 (6)	1,000,000	1,009,885
Tennessee — 1.5%
Tennessee Energy Acquisition Corp.:
4.000%, 5/1/2048, Call 2/1/2023 (6)	1,000,000	1,065,168
5.000%, 2/1/2023	790,000	849,498
5.250%, 9/1/2021	55,000	55,681
		1,970,347
Texas — 7.1%
City of Dallas Housing Finance Corp., 1.500%, 4/1/2023 (6)	900,000	909,829
Deer Park Independent School District, PSF, 0.280%, 10/1/2042 (6)	1,750,000	1,750,635
Fort Bend Independent School District, PSF, 1.950%, 8/1/2049 (6)	845,000	863,079
Harris County Cultural Education Facilities Finance Corp., 0.880%, (SIFMA Municipal Swap Index Yield), 6/1/2021 (6)	350,000	350,000
Houston Independent School District, 2.400%, 6/1/2036 (6)	65,000	65,000
Irving Hospital Authority, 5.000%, 10/15/2022	215,000	228,863
Mission Economic Development Corp., 0.200%, 5/1/2046 (6) (7)	2,000,000	2,000,000
New Hope Cultural Education Facilities Finance Corp.:
3.375%, 8/15/2021 (5)	140,000	140,561
4.000%, 11/15/2021	315,000	317,750
North Texas Tollway Authority, 5.000%, 1/1/2022	250,000	257,043
Tarrant County Cultural Education Facilities Finance Corp., 5.000%, 11/15/2022	1,000,000	1,063,357
Texas Municipal Gas Acquisition & Supply Corp. III, 5.000%, 12/15/2025	1,000,000	1,186,899
Texas State University System, 5.000%, 3/15/2022	350,000	363,520
		9,496,536
Utah — 1.1%
Utah Housing Corp., 1.540%, 8/1/2022, Call 8/1/2021 (6)	1,500,000	1,503,209
Virginia — 1.4%
Gloucester County Economic Development Authority, 2.400%, 9/1/2038 (6)	300,000	306,041
Henrico County Economic Development Authority, 5.000%, 10/1/2023	575,000	632,887
Henrico County Economic Development Authority, AGM, 0.193%, 8/23/2027, Call 5/28/2021 (6) (9)	1,000,000	1,000,000
		1,938,928
Washington — 1.5%
State of Washington, 5.000%, 2/1/2022	1,000,000	1,032,761
Washington State Housing Finance Commission, 2.375%, 1/1/2026, Call 7/1/2021 (5)	1,000,000	1,000,172
		2,032,933
West Virginia — 1.6%
West Virginia Economic Development Authority, 2.550%, 3/1/2040 (6)	1,000,000	1,058,550
West Virginia Hospital Finance Authority:
5.000%, 1/1/2022	520,000	533,598
5.000%, 1/1/2023	555,000	594,014
		2,186,162
Wisconsin — 1.2%
Public Finance Authority:
5.000%, 11/15/2021	610,000	621,347
5.000%, 11/15/2022	500,000	529,351
Wisconsin Health & Educational Facilities Authority:
5.000%, 8/15/2022	200,000	211,546
5.000%, 8/15/2023	205,000	225,720
		1,587,964
Total Municipals (identified cost $133,997,932)		136,439,545
Mutual Funds — 1.0%

Nuveen New York AMT-Free Quality Municipal Income Fund	1,400,000		1,400,000
Total Mutual Funds (identified cost $1,400,000)			1,400,000
Short-Term Investments — 0.2%
Repurchase Agreements — 0.2%
Agreement with Fixed Income Clearing Corp., 0.005%, dated 5/28/2021, to be repurchased at $204,292 on 5/28/2021, collateralized by U.S. Government Treasury Obligation with a maturity of 1/15/2028, with a fair value of $208,499.	204,292		204,292
Total Short-Term Investments (identified cost $204,292)			204,292
Total Investments — 102.8% (identified cost $135,602,224)			138,043,837
Other Assets and Liabilities — (2.8)%			(3,738,085	)
Total Net Assets — 100.0%		$	134,305,752

Short-Term Income Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Principal Amount		Value
Asset-Backed Securities — 14.7%
Auto Floor Plan ABS — 0.3%
Ford Credit Floorplan Master Owner Trust, Class A1, (Series 2020-1), 0.700%, 9/15/2025	$	900,000	$	906,980
Automobiles — 7.2%
Americredit Automobile Receivables Trust, Class B, (Series 2019-1), 3.130%, 2/18/2025		1,915,000		1,961,561
AmeriCredit Automobile Receivables Trust:
Class A3, (Series 2018-2), 3.150%, 3/20/2023		133,988		134,423
Class A3, (Series 2018-3), 3.380%, 7/18/2023		43,056		43,378
Class C, (Series 2017-1), 2.710%, 8/18/2022		132,802		133,042
Class C, (Series 2017-3), 2.690%, 6/19/2023		1,268,371		1,277,979
Class D, (Series 2017-1), 3.130%, 1/18/2023		1,500,000		1,513,852
Avis Budget Rental Car Funding AESOP LLC, Class A, (Series 2016-1A), 2.990%, 6/20/2022 (5)		66,666		66,769
BMW Vehicle Lease Trust, Class A3, (Series 2021-1), 0.290%, 1/25/2024		500,000		500,551
Chesapeake Funding II LLC, Class A1, (Series 2019-2A), 1.950%, 9/15/2031 (5)		524,026		530,312
Drive Auto Receivables Trust:
Class B, (Series 2020-1), 2.080%, 7/15/2024		1,000,000		1,008,631
Class C, (Series 2018-5), 3.990%, 1/15/2025		658,828		670,214
Class C, (Series 2019-4), 2.510%, 11/17/2025		2,000,000		2,033,174
Ford Credit Auto Lease Trust, Class A3, (Series 2020-B), 0.620%, 8/15/2023		1,000,000		1,004,436
Harley-Davidson Motorcycle Trust, Class A3, (Series 2021-A), 0.370%, 4/15/2026		2,000,000		2,001,956
Mercedes-Benz Master Owner Trust, Class A, (Series 2019-BA), 2.610%, 5/15/2024 (5)		2,375,000		2,430,334
Santander Drive Auto Receivables Trust:
Class C, (Series 2019-3), 2.490%, 10/15/2025		665,000		675,449
Class C, (Series 2020-4), 1.010%, 1/15/2026		1,500,000		1,512,400
Tesla Auto Lease Trust, Class C, (Series 2018-B), 4.360%, 10/20/2021 (5)		3,000,000		3,018,172
Volkswagen Auto Loan Enhanced Trust, Class A4, (Series 2020-1), 1.260%, 8/20/2026		700,000		713,849
World Omni Auto Receivables Trust, Class A3, (Series 2017-B), 1.950%, 2/15/2023		69,475		69,768
				21,300,250
Credit Cards — 1.1%
Synchrony Card Funding LLC, Class A, (Series 2019-A1), 2.950%, 3/15/2025		297,000		303,608
World Financial Network Credit Card Master Trust:
Class A, (Series 2019-B), 2.490%, 4/15/2026		1,775,000		1,818,183
Class A, (Series 2019-C), 2.210%, 7/15/2026		895,000		918,261
				3,040,052
Other Financial — 5.6%
Diamond Resorts Owner Trust:
Class A, (Series 2018-1), 3.700%, 1/21/2031 (5)		797,349		833,438
Class A, (Series 2019-1A), 2.890%, 2/20/2032 (5)		1,407,852		1,462,330
Ford Credit Floorplan Master Owner Trust, Class A2, (Series 2019-3), 0.701% (LIBOR 1 Month + 60 basis points), 9/15/2024 (6)		1,300,000		1,309,468
MMAF Equipment Finance LLC:
Class A3, (Series 2020-A), 0.970%, 4/9/2027 (5)		2,010,000		2,035,882
Class A4, (Series 2017-B), 2.410%, 11/15/2024 (5)		2,000,000		2,025,210
MVW Owner Trust, Class C, (Series 2018-1A), 3.900%, 1/21/2036 (5)		690,232		716,645
NMEF Funding LLC, Class A2, (Series 2021-A), 0.810%, 12/15/2027 (5)		2,000,000		2,002,794
Pawnee Equipment Receivables LLC, Class A2, (Series 2019-1), 2.290%, 10/15/2024 (5)		1,205,952		1,219,062
Sierra Timeshare Conduit Receivables Funding LLC, Class B, (Series 2017-1A), 3.200%, 3/20/2034 (5)		501,168		506,149

Sierra Timeshare Receivables Funding LLC, Class A, (Series 2021-1A), 0.990%, 11/20/2037 (5)	2,264,000	2,271,258
Westgate Resorts, Class B, (Series 2020-1A), 3.963%, 3/20/2034 (5)	962,256	995,618
Westgate Resorts LLC:
Class B, (Series 2017-1A), 4.050%, 12/20/2030 (5)	738,983	737,006
Class B, (Series 2018-1A), 3.580%, 12/20/2031 (5)	471,514	479,477
		16,594,337
Pharmaceuticals — 0.5%
Sierra Timeshare Receivables Funding LLC, Class A, (Series 2018-2A), 3.500%, 6/20/2035 (5)	1,400,839	1,459,447
Total Asset-Backed Securities (identified cost $43,045,444)		43,301,066
Collateralized Mortgage Obligations — 4.4%
Federal Home Loan Mortgage Corporation — 0.2%
2.000%, 1/15/2024, (Series 4295)	146,903	148,160
3.000%, 2/15/2031, (Series 4013)	256,490	261,968
4.500%, 8/15/2039, (Series 3778)	168,888	173,889
		584,017
Federal National Mortgage Association — 1.1%
2.000%, 4/25/2045, (Series 2021-8)	2,620,453	2,692,268
2.500%, 6/25/2029, (Series 2014-34)	445,174	465,876
		3,158,144
Private Sponsor — 3.1%
Banc of America Funding Trust:
Class 1A3, (Series 2007-C), 3.054%, 5/20/2036 (6)	76,879	77,457
Class 2A1, (Series 2005-5), 5.500%, 9/25/2035	130,272	140,977
Chase Mortgage Finance Trust:
Class A1, (Series 2005-S2), 5.500%, 10/25/2035	86,620	86,472
Class A3, (Series 2006-S4), 6.000%, 12/25/2036	161,966	110,999
FREMF Mortgage Trust:
Class B, (Series 2013-K26), 3.597%, 12/25/2045 (5) (6)	1,250,000	1,304,441
Class B, (Series 2014-K716), 3.770%, 8/25/2047 (5) (6)	1,500,000	1,500,920
Class C, (Series 2012-K21), 3.935%, 7/25/2045 (5) (6)	1,000,000	1,031,247
Class C, (Series 2014-K36), 4.365%, 12/25/2046 (5) (6)	2,000,000	2,154,935
JP Morgan Mortgage Trust, Class 3A1, (Series 2007-A2), 2.971%, 4/25/2037 (6)	6,930	6,196
JPMorgan Mortgage Trust, Class 2A2, (Series 2005-S3), 5.500%, 1/25/2021	21,870	19,742
Morgan Stanley Mortgage Loan Trust, Class 2A2, (Series 2004-10AR), 2.540%, 11/25/2034 (6)	100,076	103,427
OBX Trust, Class 1A3, (Series 2019-EXP2), 4.000%, 6/25/2059 (5) (6)	1,190,981	1,243,109
Sequoia Mortgage Trust, Class A1, (Series 2016-3), 3.500%, 11/25/2046 (5) (6)	1,334,525	1,369,180
Wells Fargo Mortgage Backed Securities Trust, Class A1, (Series 2006-AR19), 2.810%, 12/25/2036 (6)	117,625	117,320
		9,266,422
Total Collateralized Mortgage Obligations (identified cost $13,080,210)		13,008,583
Commercial Mortgage Securities — 2.1%
Government National Mortgage Association — 0.1%
1.800%, 7/16/2037, (Series 2013-179)	195,117	195,845
2.100%, 4/16/2050, (Series 2016-92)	175,488	176,939
		372,784
Private Sponsor — 2.0%
Cantor Commercial Real Estate Lending, Class A1, (Series 2019-CF2), 2.047%, 11/15/2052	1,133,669	1,160,123
Citigroup Commercial Mortgage Trust, Class A1, (Series 2017-P7), 2.008%, 4/14/2050	86,490	86,556
GS Mortgage Securities Corp. Trust 2020-DUNE, Class A, (Series 2020-DUNE), 1.201% (LIBOR 1 Month + 110 basis points), 12/15/2036 (5) (6)	2,000,000	2,006,830
Morgan Stanley BAML Trust, Class A1, (Series 2016-C30), 1.389%, 9/15/2049	83,905	83,909

SLIDE 2018-FUN, Class B, (Series 2018-FUN), 1.351% (LIBOR 1 Month + 125 basis points), 6/15/2031 (5) (6)	935,274	933,991
UBS Commercial Mortgage Trust, Class A1, (Series 2017-C3), 1.935%, 8/15/2050	457,798	460,035
WFRBS Commercial Mortgage Trust, Class ASB, (Series 2013-C18), 3.676%, 12/15/2046	1,046,161	1,084,777
		5,816,221
Total Commercial Mortgage Securities (identified cost $6,116,362)		6,189,005
Corporate Bonds & Notes — 57.2%
Auto Manufacturers — 6.5%
American Honda Finance Corp.:
1.950%, 5/10/2023	650,000	671,365
2.050%, 1/10/2023 (2)	1,000,000	1,028,859
2.900%, 2/16/2024 (2)	1,000,000	1,065,395
3.450%, 7/14/2023	1,555,000	1,658,012
Ford Motor Credit Co. LLC, 1.463% (LIBOR 3 Month + 127 basis points), 3/28/2022 (6)	1,000,000	997,663
General Motors Financial Co., Inc.:
1.700%, 8/18/2023	1,200,000	1,227,714
1.736% (LIBOR 3 Month + 155 basis points), 1/14/2022 (6)	750,000	756,179
3.450%, 1/14/2022	750,000	762,563
4.150%, 6/19/2023	1,000,000	1,068,237
PACCAR Financial Corp.:
1.900%, 2/7/2023	1,000,000	1,027,425
2.650%, 5/10/2022	600,000	614,315
2.650%, 4/6/2023	675,000	705,203
3.400%, 8/9/2023 (2)	1,500,000	1,599,028
Toyota Motor Credit Corp.:
0.400%, 4/6/2023 (2)	1,500,000	1,504,150
0.500%, 8/14/2023	1,500,000	1,506,495
0.878% (LIBOR 3 Month + 69 basis points), 1/11/2022 (6)	1,000,000	1,003,984
3.350%, 1/8/2024	850,000	915,930
Volkswagen Group of America Finance LLC, 0.875%, 11/22/2023 (5)	1,100,000	1,105,925
		19,218,442
Banks — 20.9%
BancorpSouth Bank, 4.125% (LIBOR 3 Month + 247 basis points), 11/20/2029 (6)	1,750,000	1,813,631
Bank of America Corp.:
0.976% (SOFR + 69 basis points), 4/22/2025 (6)	750,000	754,892
0.981% (SOFR + 91 basis points), 9/25/2025 (6)	850,000	855,638
1.176% (LIBOR 3 Month + 100 basis points), 4/24/2023 (6)	2,000,000	2,016,632
3.300%, 1/11/2023	1,000,000	1,048,969
Bank of New York Mellon Corp.:
1.600%, 4/24/2025	1,000,000	1,031,783
3.450%, 8/11/2023	1,000,000	1,070,661
Bank of Nova Scotia, 1.625%, 5/1/2023	2,500,000	2,564,669
Canadian Imperial Bank of Commerce, 3.500%, 9/13/2023	650,000	697,004
Citigroup, Inc.:
2.700%, 10/27/2022	1,000,000	1,032,015
1.136% (LIBOR 3 Month + 96 basis points), 4/25/2022 (6)	1,500,000	1,511,032
Customers Bancorp, Inc., 3.950%, 6/30/2022	1,000,000	1,030,072
Fifth Third Bancorp:
1.625%, 5/5/2023	1,000,000	1,022,574
3.650%, 1/25/2024	1,750,000	1,885,789
First Citizens BancShares, Inc., 3.375% (SOFR + 247 basis points), 3/15/2030 (6)	1,500,000	1,532,052
Flagstar Bancorp, Inc., 4.125% (SOFR + 391 basis points), 11/1/2030 (6)	1,000,000	1,033,657
Goldman Sachs Group, Inc.:
0.673% (SOFR + 57 basis points), 3/8/2024 (2) (6)	2,000,000	2,006,085
3.625%, 1/22/2023	1,650,000	1,739,191
3.625%, 2/20/2024	1,000,000	1,080,548
0.627% (SOFR + 54 basis points), 11/17/2023 (6)	1,250,000	1,252,768
Home BancShares, Inc., 5.625% (LIBOR 3 Month + 358 basis points), 4/15/2027 (6)	1,000,000	1,030,520
Huntington Bancshares, Inc., 2.300%, 1/14/2022	1,144,000	1,156,921

Independent Bank Group, Inc., 5.875%, 8/1/2024	1,680,000	1,828,850
JPMorgan Chase & Co.:
0.563% (SOFR + 42 basis points), 2/16/2025 (6)	750,000	748,721
0.697% (SOFR + 58 basis points), 3/16/2024 (6)	750,000	753,346
3.200%, 1/25/2023	1,500,000	1,573,956
KeyBank NA:
3.300%, 2/1/2022	1,000,000	1,020,978
3.375%, 3/7/2023	1,000,000	1,054,385
Mitsubishi UFJ Financial Group, Inc.:
3.535%, 7/26/2021	850,000	854,322
3.761%, 7/26/2023	1,000,000	1,071,881
Morgan Stanley:
0.529% (SOFR + 46 basis points), 1/25/2024 (6)	1,250,000	1,252,946
0.560% (SOFR + 47 basis points), 11/10/2023 (6)	750,000	751,769
0.731% (SOFR + 62 basis points), 4/5/2024 (6)	900,000	903,566
0.790% (SOFR + 53 basis points), 5/30/2025 (6)	1,000,000	999,237
2.625%, 11/17/2021	1,250,000	1,264,010
3.125%, 1/23/2023	1,500,000	1,569,682
Peapack-Gladstone Financial Corp., 6.000% (LIBOR 3 Month + 485 basis points), 6/30/2026 (6)	500,000	501,138
PNC Bank NA, 3.500%, 6/8/2023	1,000,000	1,061,913
Royal Bank of Canada:
0.425%, 1/19/2024	1,650,000	1,652,400
0.500%, 10/26/2023 (2)	2,000,000	2,006,174
2.750%, 2/1/2022	400,000	406,956
Toronto-Dominion Bank:
0.750%, 6/12/2023	1,000,000	1,009,412
3.250%, 3/11/2024 (2)	1,000,000	1,077,646
Truist Bank:
3.502% (LIBOR 3 Month + 59 basis points), 8/2/2022 (6)	750,000	754,042
3.689% (LIBOR 3 Month + 74 basis points), 8/2/2024 (6)	700,000	748,641
Truist Financial Corp., 2.200%, 3/16/2023	1,000,000	1,033,195
U.S. Bancorp, 1.450%, 5/12/2025	1,000,000	1,025,822
United Community Banks, Inc., 4.500% (LIBOR 3 Month + 212 basis points), 1/30/2028 (6)	1,000,000	1,028,097
Wells Fargo & Co., 2.625%, 7/22/2022	1,500,000	1,540,889
West Loop BC, 4.000% (LIBOR 3 Month + 187 basis points), 12/1/2027 (6)	2,000,000	2,074,424
Westpac Banking Corp.:
2.500%, 6/28/2022	500,000	512,663
2.800%, 1/11/2022	500,000	508,140
		61,756,304
Beverages — 0.3%
PepsiCo, Inc., 0.400%, 10/7/2023	1,000,000	1,003,373
Computers — 2.0%
Apple, Inc.:
0.750%, 5/11/2023	1,250,000	1,263,307
1.200%, 2/8/2028	1,175,000	1,156,380
1.700%, 9/11/2022	725,000	739,379
2.400%, 5/3/2023	1,500,000	1,560,345
International Business Machines Corp., 3.375%, 8/1/2023	1,000,000	1,066,945
		5,786,356
Cosmetics/Personal Care — 0.7%
Colgate-Palmolive Co., 2.250%, 11/15/2022	1,300,000	1,339,448
Procter & Gamble Co., 2.150%, 8/11/2022	775,000	793,314
		2,132,762
Diversified Financial Services — 2.6%
AerCap Ireland Capital DAC:
3.500%, 5/26/2022	1,750,000	1,795,930
4.125%, 7/3/2023	1,000,000	1,060,499
American Express Co.:
3.400%, 2/22/2024	1,000,000	1,077,494
3.700%, 8/3/2023	1,500,000	1,605,396
American Express Credit Corp., 2.700%, 3/3/2022	1,000,000	1,016,998

Capital One Financial Corp.:
3.050%, 3/9/2022	500,000	509,790
3.200%, 1/30/2023	500,000	522,705
		7,588,812
Electric — 1.7%
Entergy Louisiana LLC, 0.620%, 11/17/2023 (2)	1,200,000	1,201,821
NextEra Energy Capital Holdings, Inc.:
1.950%, 9/1/2022	1,000,000	1,020,829
3.150%, 4/1/2024	650,000	696,423
Southern Co., 0.600%, 2/26/2024	1,000,000	1,003,143
Xcel Energy, Inc., 0.500%, 10/15/2023	1,000,000	1,003,210
		4,925,426
Healthcare-Services — 1.5%
Anthem, Inc., 2.950%, 12/1/2022	1,661,000	1,723,113
UnitedHealth Group, Inc.:
2.375%, 8/15/2024	1,200,000	1,270,262
2.875%, 3/15/2023	1,500,000	1,571,600
		4,564,975
Insurance — 0.2%
Aon Corp., 2.200%, 11/15/2022	650,000	667,830
Internet — 1.5%
Amazon.com, Inc.:
0.450%, 5/12/2024	2,350,000	2,356,244
0.800%, 6/3/2025 (2)	1,500,000	1,510,683
1.000%, 5/12/2026	500,000	500,563
		4,367,490
Machinery-Construction & Mining — 1.5%
Caterpillar Financial Services Corp.:
0.650%, 7/7/2023	1,250,000	1,259,188
0.800%, 11/13/2025	750,000	749,530
1.950%, 11/18/2022	775,000	795,068
3.450%, 5/15/2023	1,500,000	1,594,282
		4,398,068
Machinery-Diversified — 1.3%
John Deere Capital Corp.:
0.450%, 1/17/2024	750,000	751,133
2.800%, 1/27/2023 (2)	1,250,000	1,304,598
2.800%, 3/6/2023	750,000	784,797
3.200%, 1/10/2022	1,000,000	1,019,340
		3,859,868
Media — 1.2%
Comcast Corp., 3.700%, 4/15/2024	1,000,000	1,089,654
Walt Disney Co.:
1.650%, 9/1/2022	1,000,000	1,017,640
1.750%, 8/30/2024	1,500,000	1,554,332
		3,661,626
Oil & Gas — 4.0%
BP Capital Markets PLC, 2.500%, 11/6/2022	1,250,000	1,290,063
Chevron Corp.:
1.141%, 5/11/2023	1,000,000	1,017,111
1.554%, 5/11/2025	1,000,000	1,033,429
Equinor ASA, 2.450%, 1/17/2023	1,000,000	1,035,828
Exxon Mobil Corp.:
2.019%, 8/16/2024	2,250,000	2,356,052
2.397%, 3/6/2022	850,000	861,425
Phillips 66:
0.900%, 2/15/2024	1,000,000	1,002,162
3.700%, 4/6/2023	1,000,000	1,058,331
Shell International Finance BV:
0.375%, 9/15/2023	1,000,000	1,003,432
3.500%, 11/13/2023	1,000,000	1,073,246
		11,731,079

Pharmaceuticals — 2.3%
AbbVie, Inc., 3.750%, 11/14/2023	500,000	538,861
Bristol-Myers Squibb Co.:
0.537%, 11/13/2023	2,600,000	2,603,819
0.750%, 11/13/2025 (2)	750,000	746,119
CVS Health Corp.:
2.625%, 8/15/2024	1,000,000	1,062,829
3.700%, 3/9/2023	1,000,000	1,057,425
Johnson & Johnson, 2.625%, 1/15/2025 (2)	700,000	750,080
		6,759,133
Pipelines — 1.4%
Energy Transfer Operating LP, 3.600%, 2/1/2023	2,000,000	2,080,773
Kinder Morgan Energy Partners LP, 3.500%, 9/1/2023	1,903,000	2,016,655
		4,097,428
Retail — 1.7%
McDonald’s Corp., 3.350%, 4/1/2023	1,271,000	1,339,884
Walmart, Inc.:
2.650%, 12/15/2024	1,000,000	1,072,446
3.300%, 4/22/2024	1,500,000	1,617,189
3.400%, 6/26/2023	1,000,000	1,061,837
		5,091,356
Savings & Loans — 1.1%
Axos Financial, Inc., 4.875% (SOFR + 476 basis points), 10/1/2030 (6)	1,000,000	1,061,223
New York Community Bancorp, Inc., 5.900% (LIBOR 3 Month + 278 basis points), 11/6/2028 (6)	1,000,000	1,086,169
Sterling Bancorp, 4.000% (SOFR + 253 basis points), 12/30/2029 (6)	1,000,000	1,027,577
		3,174,969
Software — 2.0%
Microsoft Corp., 2.875%, 2/6/2024	1,500,000	1,595,620
Oracle Corp.:
1.900%, 9/15/2021	525,000	526,884
2.400%, 9/15/2023	1,500,000	1,563,260
2.500%, 5/15/2022	1,000,000	1,018,345
2.950%, 11/15/2024	1,000,000	1,069,790
		5,773,899
Telecommunications — 1.1%
AT&T, Inc., 3.900%, 3/11/2024 (2)	1,000,000	1,082,416
Verizon Communications, Inc.:
1.189% (LIBOR 3 Month + 100 basis points), 3/16/2022 (6)	750,000	755,647
4.150%, 3/15/2024	1,250,000	1,364,863
		3,202,926
Transportation — 1.7%
Union Pacific Corp.:
2.950%, 3/1/2022	1,685,000	1,720,100
3.500%, 6/8/2023	1,500,000	1,591,713
United Parcel Service, Inc., 2.200%, 9/1/2024	1,549,000	1,633,364
		4,945,177
Total Corporate Bonds & Notes (identified cost $165,244,306)		168,707,299
U.S. Government & U.S. Government Agency Obligations — 14.3%
Federal National Mortgage Association — 0.2%
0.625%, 4/22/2025	500,000	501,831
Sovereign — 1.9%
0.250%, 6/26/2023	1,250,000	1,252,487
0.375%, 4/8/2024	2,475,000	2,474,305
0.750%, 2/24/2026	1,875,000	1,867,702
		5,594,494
U.S. Treasury Bonds & Notes — 12.2%
0.125%, 10/15/2023	3,000,000	2,995,781

0.125%, 2/15/2024 (2)	2,000,000		1,994,063
0.250%, 5/15/2024 (2)	1,000,000		998,633
0.250%, 9/30/2025	1,000,000		983,438
1.375%, 6/30/2023	5,000,000		5,126,953
1.500%, 2/28/2023	2,500,000		2,559,863
1.500%, 9/30/2024	1,500,000		1,555,547
1.625%, 4/30/2023	2,000,000		2,056,875
1.750%, 5/15/2023	2,000,000		2,062,812
1.750%, 7/31/2024	2,000,000		2,089,062
2.000%, 11/30/2022	1,000,000		1,028,438
2.125%, 12/31/2022	2,000,000		2,063,516
2.125%, 2/29/2024	1,000,000		1,051,328
2.625%, 7/15/2021	1,000,000		1,003,168
2.750%, 8/15/2021	2,000,000		2,011,319
2.750%, 7/31/2023	2,000,000		2,111,953
2.750%, 8/31/2023	2,500,000		2,644,434
2.750%, 11/15/2023	1,500,000		1,593,633
			35,930,816
Total U.S. Government & U.S. Government Agency Obligations (identified cost $41,492,046)			42,027,141
U.S. Government Agency-Mortgage Securities — 2.2%
Federal Home Loan Mortgage Corporation — 0.7%
3.000%, 12/9/2022	2,000,000		2,086,946
Federal National Mortgage Association — 1.1%
1.500%, 4/1/2031, (Pool MA4308)	2,154,032		2,206,325
2.000%, 12/1/2040, (Pool MA4204)	524,117		537,102
3.500%, 4/1/2026, (Pool AH9345)	41,998		44,911
4.000%, 11/1/2031, (Pool MA0908)	211,663		231,484
5.500%, 11/1/2033, (Pool 555880)	63,935		73,214
5.500%, 2/1/2034	47,133		53,601
5.500%, 8/1/2037	102,057		118,404
			3,265,041
Government National Mortgage Association — 0.0%
7.500%, 8/15/2037, (Pool 668905)	12,051		12,442
Sovereign — 0.4%
0.400%, 5/24/2024	1,000,000		1,000,049
Total U.S. Government Agency-Mortgage Securities (identified cost $6,261,063)			6,364,478
Short-Term Investments — 5.9%
Collateral Investment for Securities on Loan — 1.2%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	3,608,603		3,608,603
Corporate Bonds & Notes — 0.9%
AT&T, Inc., 0.407%, 12/14/2021	$          1,500,000		1,496,733
Fidelity National Information Service, Inc., 0.274%, 6/7/2021	1,000,000		999,955
			2,496,688
Mutual Funds — 3.8%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	11,325,498		11,325,498
Total Short-Term Investments (identified cost $17,430,789)			17,430,789
Total Investments — 100.8% (identified cost $292,670,220)			297,028,361
Other Assets and Liabilities — (0.8)%			(2,214,344	)
Total Net Assets — 100.0%		$	294,814,017

Intermediate Tax-Free Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Principal Amount		Value
Municipals — 99.9%
Alabama — 2.3%
Alabama Board of Education:
3.000%, 6/1/2021	$	305,000	$	305,000
4.000%, 7/1/2021		1,895,000		1,900,681
Black Belt Energy Gas District:
0.974%, (LIBOR 1 Month), 12/1/2048, Call 9/1/2023 (6)		4,000,000		4,035,927
4.000%, 10/1/2049, Call 7/1/2026 (6)		11,500,000		13,404,286
City of Birmingham, 4.000%, 3/1/2022 (10)		625,000		643,138
City of Oxford, 0.180%, 9/1/2041, Call 5/28/2021 (6)		1,000,000		1,000,000
Columbia Industrial Development Board, 0.040%, 12/1/2037, Call 5/28/2021 (6)		1,450,000		1,450,000
Industrial Development Board of the City of Mobile Alabama, 0.040%, 6/1/2034, Call 5/28/2021 (6)		200,000		200,000
Lower Alabama Gas District, 4.000%, 12/1/2050, Call 9/1/2025 (6)		1,400,000		1,593,240
Mobile County Board of School Commissioners, 5.000%, 3/1/2027, Call 3/1/2026		4,015,000		4,819,354
Special Care Facilities Financing Authority of the City of Pell City Alabama, 5.000%, 12/1/2025, Call 12/1/2021		4,000,000		4,087,607
UAB Medicine Finance Authority:
4.000%, 9/1/2038, Call 9/1/2029		1,000,000		1,188,728
4.000%, 9/1/2044, Call 9/1/2029		2,470,000		2,895,678
5.000%, 9/1/2036, Call 3/1/2027		2,340,000		2,855,238
5.000%, 9/1/2037, Call 3/1/2027		2,030,000		2,473,440
5.000%, 9/1/2041, Call 3/1/2027		1,020,000		1,235,571
				44,087,888
Alaska — 0.4%
Alaska Housing Finance Corp.:
5.000%, 12/1/2027, Call 6/1/2022		1,065,000		1,116,671
5.000%, 12/1/2027, Call 6/1/2022		310,000		325,201
5.000%, 12/1/2028, Call 12/1/2024		2,500,000		2,865,525
5.000%, 6/1/2029, Call 12/1/2024		1,000,000		1,143,972
Borough of Matanuska-Susitna, 5.000%, 11/1/2022		500,000		534,230
Borough of North Slope, 5.000%, 6/30/2024, Call 6/1/2021		1,020,000		1,020,000
				7,005,599
Arizona — 2.4%
Arizona Health Facilities Authority, 5.000%, 2/1/2022		1,000,000		1,032,009
Arizona Industrial Development Authority:
3.550%, 7/15/2029, Call 7/15/2027 (5)		1,350,000		1,461,717
3.750%, 12/15/2029, Call 12/15/2027 (5)		570,000		624,601
4.000%, 7/15/2030, Call 7/15/2028 (5)		625,000		689,686
4.000%, 7/15/2040, Call 7/15/2028 (5)		925,000		999,899
4.000%, 11/1/2045, Call 11/1/2030		1,870,000		2,170,841
4.000%, 7/15/2050, Call 7/15/2028 (5)		1,600,000		1,705,012
4.000%, 11/1/2050, Call 11/1/2030		2,000,000		2,313,941
5.000%, 3/1/2037, Call 9/1/2027 (5)		1,250,000		1,430,438
5.000%, 7/1/2039, Call 7/1/2029 (5)		780,000		913,148
5.000%, 12/15/2039, Call 12/15/2027 (5)		400,000		462,824
5.000%, 3/1/2042, Call 9/1/2027 (5)		1,000,000		1,132,547
5.000%, 7/1/2049, Call 7/1/2029 (5)		1,400,000		1,612,578
5.000%, 7/15/2049, Call 7/15/2027 (5)		3,350,000		3,800,027
5.000%, 12/15/2049, Call 12/15/2027 (5)		700,000		798,121
5.750%, 7/15/2038, Call 7/15/2026 (5)		1,750,000		2,054,745
Chandler Industrial Development Authority, 5.000%, 6/1/2049, Call 6/3/2024 (6)		5,000,000		5,662,906
City of Phoenix Civic Improvement Corp., BHAC FGIC, 5.500%, 7/1/2027 (10)		500,000		637,815
City of Phoenix Civic Improvement Corp., NATL-RE:

5.500%, 7/1/2021 (10)	555,000	557,242
5.500%, 7/1/2036 (10)	530,000	785,674
County of Pima Sewer System Revenue, 5.000%, 7/1/2027, Call 7/1/2022	1,450,000	1,523,832
Greater Arizona Development Authority, BHAC NATL-RE, 5.000%, 8/1/2027, Call 6/28/2021	70,000	70,245
Industrial Development Authority of the City of Phoenix, 5.000%, 7/1/2031, Call 7/1/2026 (5)	3,000,000	3,407,823
La Paz County Industrial Development Authority:
5.000%, 2/15/2046, Call 2/15/2026 (5)	1,000,000	1,116,303
5.000%, 2/15/2048, Call 2/15/2028	1,185,000	1,373,311
Maricopa County Industrial Development Authority:
5.000%, 7/1/2035, Call 7/1/2026	2,325,000	2,560,983
5.000%, 7/1/2036, Call 7/1/2026	750,000	842,124
5.000%, 7/1/2039, Call 7/1/2029 (5)	1,000,000	1,177,069
5.000%, 7/1/2047, Call 7/1/2026 (5)	1,225,000	1,352,368
Maricopa County Unified School District No. 60 Higley, AGM:
5.000%, 7/1/2023	1,000,000	1,097,754
5.000%, 7/1/2024	575,000	656,998
Salt Verde Financial Corp., 5.250%, 12/1/2022	110,000	117,485
Town of Marana, 5.000%, 7/1/2023	450,000	493,989
University Medical Center Corp., 5.000%, 7/1/2021	425,000	426,673
University of Arizona, 5.000%, 8/1/2026, Call 8/1/2021	455,000	458,683
		47,521,411
Arkansas — 0.5%
Arkansas Development Finance Authority, 5.000%, 2/1/2022	150,000	154,433
Arkansas Development Finance Authority, GNMA/FNMA/FHLMC:
4.000%, 1/1/2025, Call 7/1/2021	120,000	120,283
4.000%, 7/1/2025, Call 7/1/2021	275,000	275,634
Arkansas State University:
4.000%, 3/1/2022	1,140,000	1,171,774
4.000%, 3/1/2023	985,000	1,038,784
City of Maumelle, 2.600%, 3/1/2030, Call 3/1/2022	245,000	245,498
City of Springdale Sales & Use Tax Revenue:
3.000%, 11/1/2021	1,000,000	1,011,661
5.000%, 11/1/2028, Call 11/1/2022	1,000,000	1,067,883
Conway Health Facilities Board, 4.250%, 8/1/2021	210,000	211,293
Henderson State University, BAM:
5.000%, 11/1/2022	905,000	963,354
5.000%, 11/1/2023, Call 11/1/2022	860,000	912,441
University of Arkansas:
5.000%, 12/1/2021	300,000	307,316
5.000%, 12/1/2022	520,000	558,076
5.000%, 12/1/2023, Call 12/1/2022	500,000	534,110
5.000%, 11/1/2030, Call 11/1/2024	1,000,000	1,146,415
		9,718,955
California — 8.1%
Alvord Unified School District, AGM, 7.350%, 8/1/2046, Call 8/1/2036	1,150,000	1,482,963
Bay Area Toll Authority, 1.300%, (SIFMA Municipal Swap Index Yield), 4/1/2036, Call 10/1/2026 (6)	5,000,000	5,193,679
Bellevue Union School District, AGM:
0.000%, 8/1/2030	585,000	501,827
0.000%, 8/1/2031	615,000	513,230
Bonita Unified School District, 5.500%, 8/1/2035, Call 8/1/2021	940,000	948,410
Burbank Unified School District, 5.000%, 8/1/2031, Call 2/1/2025 (10)	1,325,000	1,401,329
California Health Facilities Financing Authority:
5.000%, 7/1/2037, Call 7/1/2023	2,000,000	2,191,553
5.000%, 8/15/2042, Call 8/15/2027	1,000,000	1,180,070
California Infrastructure & Economic Development Bank, 0.444%, (LIBOR 1 Month), 8/1/2047, Call 6/3/2021 (6)	2,600,000	2,600,208
California Municipal Finance Authority:
0.150%, 9/1/2021 (6)	1,000,000	1,000,016
0.200%, 10/1/2045 (6) (7)	28,000,000	28,000,000
5.000%, 2/1/2042, Call 2/1/2027	1,500,000	1,794,841
California Pollution Control Financing Authority, 0.200%, 8/1/2023 (5) (6)	23,000,000	23,000,766

California State Public Works Board, 5.000%, 4/1/2037, Call 4/1/2022	1,000,000	1,039,011
Carson Redevelopment Agency Successor Agency, AGM, 5.000%, 10/1/2021	850,000	863,493
City of Fairfield, XLCA, 0.000%, 4/1/2022	1,205,000	1,201,273
County of San Joaquin, 5.000%, 4/1/2022	350,000	363,654
Duarte Unified School District, 5.125%, 8/1/2026 (10)	585,000	716,917
El Centro Financing Authority, AGM:
4.000%, 10/1/2021	460,000	465,705
5.000%, 10/1/2022	580,000	616,511
5.000%, 10/1/2023	800,000	886,449
Encinitas Union School District, 6.750%, 8/1/2035, Call 8/1/2032	500,000	735,964
Escondido Union High School District, 5.450%, 8/1/2032, Call 8/1/2025 (10)	1,250,000	1,496,794
Escondido Union High School District, AGC, 0.000%, 8/1/2031	480,000	406,671
Fresno Joint Powers Financing Authority, AGM, 5.000%, 4/1/2033, Call 4/1/2027	1,000,000	1,209,842
Fresno Unified School District, 0.000%, 8/1/2034, Call 8/1/2021	1,045,000	428,771
Fresno Unified School District, NATL-RE, 6.000%, 8/1/2026	2,890,000	3,261,220
Golden State Tobacco Securitization Corp.:
5.000%, 6/1/2028, Call 6/1/2027	1,000,000	1,232,483
5.000%, 6/1/2029, Call 6/1/2027	1,000,000	1,223,177
Hacienda La Puente Unified School District, AGM:
5.000%, 6/1/2022	400,000	419,515
5.000%, 6/1/2023	400,000	438,375
5.000%, 6/1/2024	775,000	883,814
5.000%, 6/1/2025	425,000	501,521
Imperial Community College District, AGC, 0.000%, 8/1/2028	330,000	300,739
Imperial County Local Transportation Authority, 5.000%, 6/1/2032, Call 6/1/2022	2,000,000	2,096,416
Jefferson School District/San Joaquin County, 0.000%, 8/1/2029, Call 8/1/2024	170,000	132,449
Lakeside Union School District/Kern County, AGC:
0.000%, 9/1/2027	5,000	4,721
0.000%, 9/1/2027	290,000	266,612
Long Beach Bond Finance Authority:
5.000%, 11/1/2025, Call 11/1/2021	1,000,000	1,018,774
5.000%, 11/1/2030, Call 11/1/2021	1,750,000	1,779,810
Lynwood Unified School District, AGM:
5.000%, 8/1/2024, Call 8/1/2023	620,000	682,191
5.000%, 8/1/2025, Call 8/1/2023	760,000	835,539
McKinleyville Union School District, AGM, 7.050%, 8/1/2041, Call 8/1/2026 (10)	165,000	215,164
McKinleyville Union School District, BAM:
0.000%, 8/1/2036, Call 8/1/2021	1,200,000	558,683
0.000%, 8/1/2037, Call 8/1/2021	1,980,000	867,952
Mendocino-Lake Community College District, AGM, 5.600%, 8/1/2031, Call 8/1/2026 (10)	300,000	373,316
Midpeninsula Regional Open Space District, 5.000%, 9/1/2029, Call 9/1/2022	2,000,000	2,122,899
Modesto Irrigation District, 5.000%, 7/1/2021	500,000	501,992
Mount Diablo Unified School District, AGM, 5.750%, 8/1/2035, Call 8/1/2025	2,125,000	2,346,685
Norman Y Mineta San Jose International Airport SJC:
5.000%, 3/1/2041, Call 3/1/2027 (11)	1,000,000	1,202,571
5.000%, 3/1/2042, Call 3/1/2027	1,665,000	2,023,283
Northern California Power Agency:
5.000%, 7/1/2031, Call 7/1/2022	500,000	525,683
5.000%, 7/1/2032, Call 7/1/2022	700,000	735,878
Orchard School District, NATL-RE, 0.000%, 8/1/2023	590,000	584,756
Pasadena Public Financing Authority, 0.000%, 3/1/2029	2,000,000	1,770,464
Roseville Joint Union High School District, 0.000%, 8/1/2022	305,000	303,971
Sacramento Redevelopment Agency Successor Agency, BAM:
5.000%, 12/1/2027, Call 12/1/2025	235,000	277,252
5.000%, 12/1/2028, Call 12/1/2025	425,000	500,192
5.000%, 12/1/2030, Call 12/1/2025	1,000,000	1,173,505
5.000%, 12/1/2031, Call 12/1/2025	2,000,000	2,344,155
San Francisco City & County Airport Comm-San Francisco International Airport, 5.000%, 5/1/2045, Call 5/1/2029 (11)	13,500,000	16,630,033
San Jose Financing Authority, 5.000%, 6/1/2039, Call 6/1/2023	1,435,000	1,574,045
San Jose Unified School District, NATL-RE, 0.000%, 8/1/2027	1,495,000	1,405,802
San Miguel Joint Union School District, AGM:
0.000%, 6/15/2021	490,000	489,933
0.000%, 6/15/2022	505,000	502,469

Santa Ana Unified School District, 0.000%, 8/1/2021	500,000	499,686
Santa Barbara County College School District:
0.000%, 8/1/2027	365,000	340,289
0.000%, 8/1/2031	470,000	395,001
State of California, 5.250%, 9/1/2025, Call 9/1/2021	2,045,000	2,071,335
Tender Option Bond Trust Receipts/Certificates, 0.150%, 11/15/2049, Call 11/15/2026 (5) (6)	3,750,000	3,750,000
Vallejo City Unified School District, NATL-RE, 5.900%, 8/1/2025	1,225,000	1,351,892
Walnut Creek Elementary School District Contra Costa County, 0.000%, 9/1/2023	1,560,000	1,543,219
Watereuse Finance Authority, BAM TCRs, 5.500%, 5/1/2036, Call 5/1/2024	2,635,000	3,010,473
West Contra Costa Unified School District, AGM NATL-RE FGIC, 0.000%, 8/1/2025	310,000	299,151
West Kern Water District, 5.000%, 6/1/2028, Call 6/1/2021	2,000,000	2,000,000
Western Placer Unified School District:
2.000%, 6/1/2025, Call 6/1/2023	1,000,000	1,031,798
2.000%, 6/1/2025, Call 6/1/2023	5,000,000	5,145,837
Westminster School District, BAM, 0.000%, 8/1/2048, Call 8/1/2023	7,045,000	1,248,412
Windsor Unified School District, AGM:
0.000%, 8/1/2023	240,000	237,559
0.000%, 8/1/2024, Call 8/1/2023	330,000	311,448
0.000%, 8/1/2025, Call 8/1/2023	270,000	242,385
0.000%, 8/1/2026, Call 8/1/2023	330,000	280,693
0.000%, 8/1/2028, Call 8/1/2023	420,000	320,091
		158,427,255
Colorado — 2.8%
Adams County School District No. 14, SAW:
5.000%, 12/1/2024	500,000	578,929
5.000%, 12/1/2026, Call 12/1/2024	355,000	413,678
5.000%, 12/1/2027, Call 12/1/2024	500,000	582,646
Arkansas River Power Authority, 5.000%, 10/1/2038, Call 10/1/2028	2,250,000	2,703,707
City & County of Denver, 5.000%, 8/1/2041, Call 8/1/2026	8,000,000	9,493,735
City & County of Denver Airport System Revenue:
5.000%, 11/15/2021	500,000	511,034
5.000%, 11/15/2030, Call 11/15/2027 (11)	5,010,000	6,220,904
5.000%, 12/1/2048, Call 12/1/2028 (11)	3,000,000	3,656,463
Colorado Bridge Enterprise:
4.000%, 12/31/2028, Call 12/31/2027 (11)	2,760,000	3,159,171
4.000%, 6/30/2029, Call 12/31/2027 (11)	4,525,000	5,131,497
Colorado Educational & Cultural Facilities Authority, 5.000%, 9/1/2021 (10)	865,000	873,783
Colorado Health Facilities Authority:
4.000%, 11/15/2043, Call 11/15/2029	1,000,000	1,174,122
4.000%, 8/1/2044, Call 8/1/2029	2,000,000	2,274,977
4.000%, 9/1/2045, Call 9/1/2030	1,000,000	1,136,886
4.000%, 8/1/2049, Call 8/1/2029	2,265,000	2,566,064
4.000%, 9/1/2050, Call 9/1/2030	1,500,000	1,692,997
5.000%, 9/1/2022	750,000	791,963
5.000%, 12/1/2023	215,000	238,195
5.000%, 2/1/2024	420,000	456,168
5.000%, 6/1/2047, Call 6/1/2027	1,000,000	1,242,146
Commerce City Northern Infrastructure General Improvement District, AGM:
5.000%, 12/1/2021	725,000	742,754
5.000%, 12/1/2022	1,185,000	1,272,141
County of Boulder, 5.000%, 12/1/2025, Call 6/8/2021	475,000	475,387
Denver City & County School District No. 1, SAW, 5.000%, 12/1/2032, Call 12/1/2022	1,500,000	1,610,171
E-470 Public Highway Authority, 0.360%, (SOFR), 9/1/2039, Call 6/1/2024 (6) (7)	2,000,000	2,000,596
Park Creek Metropolitan District, 5.000%, 12/1/2030, Call 12/1/2025	1,895,000	2,222,748
Rangely Hospital District, 6.000%, 11/1/2026, Call 11/1/2021	2,000,000	2,027,626
		55,250,488
Connecticut — 1.9%
City of New Haven, AGM:
5.000%, 8/1/2023	295,000	325,694
5.000%, 8/1/2023	1,765,000	1,942,044
5.000%, 2/1/2024	650,000	729,218

5.000%, 8/1/2024	1,000,000	1,142,669
5.000%, 8/1/2039, Call 8/1/2029	3,000,000	3,769,358
Connecticut Housing Finance Authority:
3.500%, 11/15/2045, Call 5/15/2029	2,340,000	2,608,831
3.600%, 11/15/2030, Call 11/15/2024	305,000	322,894
Connecticut State Health & Educational Facilities Authority:
4.000%, 7/1/2038, Call 7/1/2029	5,430,000	6,198,547
5.000%, 7/1/2029, Call 7/1/2028	1,000,000	1,254,983
State of Connecticut:
5.000%, 3/15/2027, Call 3/15/2026	2,155,000	2,603,241
5.000%, 4/15/2028	1,250,000	1,600,656
5.000%, 4/15/2030, Call 4/15/2029	1,150,000	1,491,538
5.000%, 4/15/2034, Call 4/15/2027	3,000,000	3,661,626
University of Connecticut:
5.000%, 3/15/2032, Call 3/15/2026	2,000,000	2,388,256
5.000%, 1/15/2033, Call 1/15/2027	4,000,000	4,875,349
5.000%, 11/1/2036, Call 11/1/2028	1,485,000	1,861,480
		36,776,384
Delaware — 0.4%
City of Wilmington, 5.000%, 10/1/2025, Call 10/1/2023	3,715,000	4,123,806
Delaware State Economic Development Authority:
5.000%, 6/1/2036, Call 6/1/2026	500,000	550,720
5.000%, 6/1/2046, Call 6/1/2026	1,000,000	1,084,441
Sustainable Energy Utility, Inc., 5.000%, 9/15/2034, Call 9/15/2021	1,580,000	1,602,325
		7,361,292
District of Columbia — 0.6%
District of Columbia:
4.000%, 7/1/2044, Call 7/1/2029	3,480,000	3,899,909
5.000%, 10/1/2025, Call 10/1/2021	1,865,000	1,895,445
5.000%, 6/1/2036, Call 6/1/2026	1,115,000	1,285,791
5.000%, 12/1/2036, Call 12/1/2021	165,000	169,010
5.000%, 12/1/2036, Call 12/1/2021	335,000	342,743
5.000%, 6/1/2046, Call 6/1/2026	1,385,000	1,576,347
Metropolitan Washington Airports Authority Dulles Toll Road Revenue, 4.000%, 10/1/2049, Call 10/1/2029	1,000,000	1,145,003
Washington Convention & Sports Authority, 5.000%, 10/1/2030, Call 10/1/2027	1,500,000	1,846,379
		12,160,627
Florida — 4.8%
Central Florida Expressway Authority, 4.000%, 7/1/2041, Call 7/1/2027	4,000,000	4,594,386
City of Atlantic Beach:
5.000%, 11/15/2043, Call 11/15/2025	1,085,000	1,227,264
5.000%, 11/15/2048, Call 11/15/2025	1,750,000	1,972,294
City of Boynton Beach Utility System Revenue, AGM, 5.000%, 11/1/2027, Call 11/1/2021	1,000,000	1,019,791
City of Gulf Breeze, 5.000%, 12/1/2023, Call 6/18/2021	2,000,000	2,004,370
City of Lakeland Department of Electric Utilities, AGM, 5.250%, 10/1/2028	1,250,000	1,640,043
City of North Port, BAM, 5.000%, 7/1/2022	200,000	210,385
City of Orlando, AGM, 5.000%, 11/1/2035, Call 11/1/2027	2,270,000	2,815,037
City of Sunrise, NATL-RE, 0.000%, 10/1/2021	175,000	174,850
City of Tallahassee:
5.000%, 12/1/2026, Call 12/1/2025	450,000	529,122
5.000%, 12/1/2027, Call 12/1/2025	400,000	468,065
Columbia County School Board, BAM, 5.000%, 7/1/2026, Call 7/1/2025	495,000	581,160
County of Broward, AGM, 5.000%, 4/1/2033, Call 4/1/2023 (11)	740,000	796,669
County of Broward Airport System Revenue:
5.000%, 10/1/2026, Call 10/1/2025 (11)	750,000	888,559
5.000%, 10/1/2031, Call 10/1/2025 (11)	1,000,000	1,167,020
County of Lee County Water & Sewer Revenue, 5.000%, 10/1/2029, Call 10/1/2022	2,000,000	2,130,550
County of Miami-Dade, AGC, 0.000%, 10/1/2021	610,000	609,168
County of Miami-Dade Aviation Revenue:
4.000%, 10/1/2044, Call 10/1/2029 (11)	1,000,000	1,145,355
5.000%, 10/1/2025, Call 10/1/2024	800,000	919,488
5.000%, 10/1/2044, Call 10/1/2029 (11)	3,000,000	3,718,681
County of Miami-Dade Water & Sewer System Revenue:

5.000%, 10/1/2033, Call 10/1/2025	2,000,000	2,378,926
5.250%, 10/1/2029, Call 10/1/2023	100,000	111,910
County of Orange Sales Tax Revenue, 5.000%, 1/1/2027, Call 1/1/2022	5,810,000	5,976,570
County of St. Johns, AGM, 5.000%, 10/1/2021	1,110,000	1,127,695
Emerald Coast Utilities Authority, BAM, 5.000%, 1/1/2032, Call 1/1/2025	1,445,000	1,665,626
Florida Housing Finance Corp., GNMA/FNMA/FHLMC, 4.450%, 1/1/2030, Call 7/1/2021	135,000	135,314
Florida Housing Finance Corp., GNMA/FNMA/FHLMC COLL, 3.500%, 7/1/2051, Call 7/1/2029	1,250,000	1,384,557
Halifax Hospital Medical Center:
5.000%, 6/1/2026	1,525,000	1,838,569
5.000%, 6/1/2027, Call 6/1/2026	1,295,000	1,556,652
JPMorgan Chase Putters/Drivers Trust, 0.230%, 2/16/2022, Call 8/18/2021 (5) (6)	5,000,000	5,000,000
Lee County School Board, 5.000%, 8/1/2028, Call 8/1/2024	2,500,000	2,844,805
Miami-Dade County Educational Facilities Authority, 5.000%, 4/1/2031, Call 4/1/2025	2,000,000	2,314,491
Miami-Dade County Industrial Development Authority, 0.040%, 5/1/2046, Call 5/28/2021 (6)	9,800,000	9,800,000
Monroe County School District, 5.000%, 6/1/2034, Call 6/1/2027	1,000,000	1,222,932
Palm Beach County Health Facilities Authority:
5.000%, 5/15/2036, Call 5/15/2027	1,000,000	1,173,695
5.000%, 5/15/2037, Call 5/15/2027	1,000,000	1,171,238
5.000%, 11/15/2042, Call 11/15/2027	250,000	302,979
Polk County Industrial Development Authority:
5.000%, 1/1/2029, Call 1/1/2025	755,000	864,448
5.000%, 1/1/2039, Call 1/1/2025	300,000	335,917
5.000%, 1/1/2049, Call 1/1/2025	1,000,000	1,110,416
Sarasota County Health Facilities Authority:
5.000%, 1/1/2030, Call 1/1/2025	750,000	835,507
5.000%, 1/1/2031, Call 1/1/2025	935,000	1,037,820
5.000%, 1/1/2032, Call 1/1/2025	1,100,000	1,218,146
Sarasota County Public Hospital District, 5.000%, 7/1/2041, Call 7/1/2028	5,000,000	6,089,263
St. Lucie County School Board, AGM, 5.000%, 7/1/2022, Call 7/1/2021	2,500,000	2,509,580
Town of Davie, 5.000%, 4/1/2022	830,000	863,613
Volusia County Educational Facility Authority:
4.000%, 10/15/2038, Call 10/15/2029	585,000	681,753
5.000%, 10/15/2044, Call 10/15/2029	5,850,000	7,251,714
5.000%, 10/15/2049, Call 10/15/2029	1,000,000	1,232,331
Volusia County Educational Facility Authority, AGM, 5.000%, 10/15/2029, Call 10/15/2021	730,000	743,043
		93,391,767
Georgia — 6.3%
Bartow County Development Authority, 1.550%, 8/1/2043 (6)	2,000,000	2,030,756
Burke County Development Authority:
0.050%, 11/1/2052, Call 5/28/2021 (6)	2,850,000	2,850,000
0.060%, 7/1/2049, Call 5/28/2021 (6)	13,055,000	13,055,000
1.500%, 1/1/2040 (6)	1,500,000	1,536,878
2.250%, 10/1/2032 (6)	3,000,000	3,108,474
2.925%, 11/1/2048 (6)	4,250,000	4,534,141
City of Atlanta Airport Passenger Facility Charge:
5.000%, 1/1/2031, Call 1/1/2024	1,000,000	1,115,582
5.000%, 1/1/2032, Call 1/1/2024	2,500,000	2,788,955
5.000%, 1/1/2033, Call 1/1/2024	1,000,000	1,115,582
5.000%, 1/1/2034, Call 1/1/2024	1,000,000	1,115,582
City of Atlanta Water & Wastewater Revenue:
5.000%, 11/1/2040, Call 11/1/2027	1,000,000	1,245,386
5.000%, 11/1/2043, Call 11/1/2027	3,000,000	3,737,040
City of Atlanta Water & Wastewater Revenue, NATL-RE, 5.500%, 11/1/2022	685,000	719,288
Development Authority of Appling County, 1.500%, 1/1/2038 (6)	1,000,000	1,024,586
Floyd County Hospital Authority, County Guarantee:
5.000%, 7/1/2021	1,155,000	1,159,544
5.000%, 7/1/2027, Call 7/1/2022	1,250,000	1,308,626
Gainesville & Hall County Development Authority:
5.000%, 3/1/2027	585,000	606,553

5.000%, 3/1/2037, Call 3/1/2027	500,000	506,437
5.125%, 3/1/2052, Call 3/1/2027	2,925,000	2,926,925
Gainesville & Hall County Hospital Authority:
4.000%, 2/15/2040, Call 2/15/2030	7,000,000	8,294,441
5.000%, 2/15/2036, Call 2/15/2027	1,500,000	1,804,824
5.000%, 2/15/2037, Call 2/15/2027	2,000,000	2,402,864
5.000%, 2/15/2042, Call 2/15/2027	3,000,000	3,573,311
Main Street Natural Gas, Inc.:
0.620%, (SIFMA Municipal Swap Index Yield), 8/1/2048, Call 9/1/2023 (6)	10,000,000	10,043,081
0.824%, (LIBOR 1 Month), 4/1/2048, Call 6/1/2023 (6)	11,500,000	11,564,324
0.904%, (LIBOR 1 Month), 8/1/2048, Call 9/1/2023 (6)	500,000	504,236
4.000%, 8/1/2049, Call 9/1/2024 (6)	6,000,000	6,704,748
5.000%, 5/15/2030, Call 5/15/2029	2,750,000	3,474,713
5.000%, 5/15/2031, Call 5/15/2029	4,000,000	5,018,966
Monroe County Development Authority, 2.250%, 7/1/2025, Call 6/13/2024	3,000,000	3,088,154
Northwest Georgia Housing Authority, FHA 221(D4), 1.540%, 8/1/2022, Call 8/1/2021 (6)	5,400,000	5,411,462
South Fulton Municipal Regional Water & Sewer Authority, BAM:
5.000%, 1/1/2023	800,000	858,347
5.000%, 1/1/2024	1,000,000	1,116,953
5.000%, 1/1/2025, Call 1/1/2024	700,000	779,579
South Regional Joint Development Authority, 5.250%, 8/1/2023	25,000	27,706
Tender Option Bond Trust Receipts/Certificates, 0.150%, 2/2/2023 (5) (6)	7,500,000	7,500,000
Valdosta & Lowndes County Hospital Authority, County Guarantee, 5.000%, 10/1/2025, Call 10/1/2021	2,940,000	2,987,994
Winder-Barrow Industrial Building Authority, AGM, 5.000%, 12/1/2029, Call 12/1/2021	1,000,000	1,023,792
		122,664,830
Guam — 0.1%
Territory of Guam:
5.000%, 12/1/2032, Call 12/1/2026	1,310,000	1,532,096
5.000%, 12/1/2033, Call 12/1/2026	1,000,000	1,167,157
		2,699,253
Hawaii — 0.1%
City & County of Honolulu:
5.000%, 10/1/2022	500,000	532,655
5.000%, 10/1/2023	500,000	556,138
		1,088,793
Idaho — 0.1%
Canyon County School District No. 131 Nampa, School Bond Gty, 5.000%, 9/15/2023	1,000,000	1,106,600
Illinois — 17.1%
Bureau County Township High School District No. 502, BAM, 6.625%, 10/1/2043, Call 12/1/2023	3,400,000	3,936,472
Chicago Board of Education:
5.000%, 4/1/2042, Call 4/1/2028	1,500,000	1,765,147
5.000%, 4/1/2046, Call 4/1/2028	1,250,000	1,459,827
6.000%, 4/1/2046, Call 4/1/2027	1,500,000	1,809,360
Chicago Board of Education, NATL-RE:
0.000%, 12/1/2022	365,000	360,640
5.250%, 12/1/2021	1,000,000	1,023,390
Chicago Housing Authority, HUD SEC 8:
5.000%, 1/1/2023	710,000	755,372
5.000%, 1/1/2037, Call 1/1/2028	2,500,000	2,983,040
Chicago O’Hare International Airport:
5.000%, 1/1/2026, Call 1/1/2025 (11)	1,500,000	1,734,220
5.000%, 1/1/2031, Call 1/1/2025 (11)	1,000,000	1,143,506
5.000%, 1/1/2037, Call 1/1/2029 (11)	1,200,000	1,486,684
5.000%, 1/1/2038, Call 1/1/2027	2,290,000	2,791,351
5.000%, 1/1/2038, Call 1/1/2029 (11)	4,250,000	5,253,318
5.000%, 1/1/2039, Call 1/1/2029 (11)	1,250,000	1,541,808
Chicago Park District:
5.000%, 1/1/2023, Call 1/1/2022	1,060,000	1,086,307

5.000%, 1/1/2028, Call 1/1/2024	2,500,000	2,737,277
5.000%, 1/1/2031, Call 1/1/2026	1,790,000	2,060,653
5.000%, 1/1/2040, Call 1/1/2026	1,000,000	1,135,765
Chicago Transit Authority:
4.000%, 12/1/2050, Call 12/1/2029	3,000,000	3,426,398
5.000%, 12/1/2046, Call 12/1/2026	3,000,000	3,600,828
City of Chicago:
5.000%, 1/1/2028	6,000,000	7,346,548
5.000%, 1/1/2040, Call 1/1/2029	9,400,000	11,242,927
5.000%, 1/1/2044, Call 1/1/2029	11,750,000	13,984,863
5.500%, 1/1/2035, Call 1/1/2029	2,000,000	2,504,916
6.000%, 1/1/2038, Call 1/1/2027	10,000,000	12,172,828
City of Chicago Wastewater Transmission Revenue:
5.000%, 1/1/2031, Call 1/1/2025	3,715,000	4,285,071
5.000%, 1/1/2032, Call 1/1/2027	2,000,000	2,429,050
5.000%, 1/1/2035, Call 1/1/2027	3,310,000	4,005,604
5.000%, 1/1/2039, Call 1/1/2025	500,000	571,373
City of Chicago Waterworks Revenue:
5.000%, 11/1/2025	2,000,000	2,373,747
5.000%, 11/1/2027, Call 11/1/2026	2,500,000	3,074,515
5.000%, 11/1/2027, Call 11/1/2026	1,000,000	1,229,806
5.000%, 11/1/2028, Call 11/1/2026	1,000,000	1,225,653
5.000%, 11/1/2029, Call 11/1/2026	1,000,000	1,221,150
City of Chicago Waterworks Revenue, AGM, 5.000%, 11/1/2027, Call 6/28/2021	60,000	60,198
City of Springfield, 5.000%, 12/1/2022	905,000	968,433
City of Springfield Electric Revenue:
5.000%, 3/1/2028, Call 3/1/2025	1,000,000	1,160,848
5.000%, 3/1/2029, Call 3/1/2025	1,000,000	1,158,429
Cook County Community Consolidated School District No. 65 Evanston:
0.000%, 12/1/2027, Call 12/1/2024	300,000	250,960
0.000%, 12/1/2029, Call 12/1/2024	400,000	302,686
0.000%, 12/1/2030, Call 12/1/2024	1,130,000	814,229
0.000%, 12/1/2031, Call 12/1/2024	1,500,000	1,025,075
Cook County School District No. 103 Lyons, AGM, 0.000%, 12/1/2021	850,000	848,005
Cook County School District No. 144 Prairie Hills, AGM:
0.000%, 12/1/2028	2,830,000	2,459,574
0.000%, 12/1/2029	2,580,000	2,170,369
Cook County School District No. 83 Mannheim, 5.625%, 6/1/2033	2,980,000	3,940,795
Cook County Township High School District No. 220 Reavis, 6.000%, 12/1/2030, Call 12/1/2023	1,000,000	1,143,594
Cook County Township High School District No. 220 Reavis, BAM:
6.000%, 12/1/2031, Call 12/1/2023	2,035,000	2,327,214
6.000%, 12/1/2032, Call 12/1/2023	2,160,000	2,470,164
6.000%, 6/1/2033, Call 12/1/2023	2,235,000	2,555,933
County of Cook:
5.000%, 11/15/2028, Call 11/15/2026	3,150,000	3,862,992
5.000%, 11/15/2031, Call 11/15/2026	2,750,000	3,355,350
County of Cook, BAM TCRs, 5.000%, 11/15/2023	1,000,000	1,115,973
County of Cook Sales Tax Revenue:
5.250%, 11/15/2035, Call 11/15/2027	1,520,000	1,932,225
5.250%, 11/15/2036, Call 11/15/2027	3,000,000	3,811,788
County of St. Clair Highway Revenue, 5.500%, 1/1/2038, Call 1/1/2023	825,000	895,340
Frankfort Square Park District, AMBAC, 0.000%, 1/1/2022	670,000	664,698
Illinois Finance Authority:
4.000%, 10/1/2040, Call 10/1/2030	500,000	579,519
4.000%, 10/1/2050, Call 10/1/2030	1,500,000	1,707,845
5.000%, 5/15/2023	445,000	482,318
5.000%, 11/15/2023, Call 11/15/2022	215,000	229,596
5.000%, 8/15/2024	250,000	283,660
5.000%, 5/15/2025	820,000	912,067
5.000%, 11/15/2026, Call 11/15/2025	1,000,000	1,183,457
5.000%, 11/15/2027, Call 11/15/2025	500,000	588,608
5.000%, 11/1/2029, Call 11/1/2026	2,000,000	2,382,646
5.000%, 5/15/2030, Call 5/15/2025	1,000,000	1,172,904
5.000%, 1/1/2036, Call 1/1/2027	2,000,000	2,380,788

5.000%, 12/1/2037, Call 12/1/2027	1,000,000	1,136,955
5.000%, 5/15/2043, Call 11/15/2028	5,000,000	6,159,054
5.000%, 1/1/2044, Call 1/1/2028	5,000,000	5,989,903
5.000%, 10/1/2044, Call 10/1/2029	1,000,000	1,238,691
5.000%, 12/1/2047, Call 12/1/2027	1,000,000	1,120,114
5.000%, 10/1/2049, Call 10/1/2029	1,250,000	1,539,235
6.000%, 10/1/2024, Call 10/1/2021	1,010,000	1,021,607
6.000%, 8/15/2041, Call 8/15/2021	2,665,000	2,696,701
6.875%, 10/1/2043, Call 10/1/2021	3,000,000	3,030,278
Illinois Housing Development Authority, GNMA/FNMA/FHLMC:
2.450%, 6/1/2043, Call 1/1/2023	341,931	354,523
3.750%, 4/1/2050, Call 4/1/2029	4,745,000	5,288,962
Illinois State Toll Highway Authority:
5.000%, 1/1/2028, Call 1/1/2023	1,000,000	1,073,264
5.000%, 1/1/2029, Call 1/1/2023	1,000,000	1,073,264
5.000%, 1/1/2030, Call 1/1/2026	1,000,000	1,193,446
5.000%, 1/1/2031, Call 1/1/2029	500,000	644,135
5.000%, 12/1/2032, Call 1/1/2026	7,790,000	9,277,536
Kane & DeKalb Counties Community Unit School District No. 302 Kaneland, NATL-RE, 0.000%, 2/1/2023	5,450,000	5,364,630
Kane Cook & DuPage Counties School District No. U-46 Elgin, AMBAC:
0.000%, 1/1/2023	350,000	348,841
0.000%, 1/1/2023	650,000	644,100
Kane McHenry Cook & De Kalb Counties Unit School District No. 300:
5.000%, 1/1/2023	1,000,000	1,075,083
5.000%, 1/1/2024	1,000,000	1,117,502
5.000%, 1/1/2026, Call 1/1/2025	4,000,000	4,661,777
5.250%, 1/1/2033, Call 1/1/2023	900,000	971,271
Lake County School District No. 33 Emmons, XLCA:
0.000%, 12/1/2026	525,000	477,237
0.000%, 12/1/2028	335,000	286,860
Lake County School District No. 56 Gurnee, 5.000%, 1/1/2024	440,000	489,412
McHenry & Kane Counties Community Consolidated School District No. 158 Huntley, AGM FGIC, 0.000%, 1/1/2024	500,000	487,579
McHenry County Community Unit School District No. 12 Johnsburg, AGM, 5.000%, 1/1/2022	895,000	918,510
Metropolitan Pier & Exposition Authority, NATL-RE:
0.000%, 12/15/2023	20,000	19,768
0.000%, 12/15/2023	835,000	813,881
0.000%, 6/15/2024	1,000,000	967,040
5.700%, 6/15/2023	1,710,000	1,896,558
5.700%, 6/15/2023	1,820,000	2,015,416
Northern Illinois University, BAM:
5.000%, 4/1/2025	425,000	493,098
5.000%, 10/1/2027 (7)	350,000	431,049
5.000%, 10/1/2028 (7)	325,000	407,240
5.000%, 10/1/2029 (7)	300,000	381,391
Railsplitter Tobacco Settlement Authority:
5.000%, 6/1/2027, Call 6/1/2026	2,000,000	2,416,077
5.250%, 6/1/2021	1,120,000	1,120,000
Sales Tax Securitization Corp.:
5.000%, 1/1/2029	2,500,000	3,192,640
5.000%, 1/1/2029, Call 1/1/2028	1,000,000	1,244,761
5.000%, 1/1/2030	2,000,000	2,601,919
5.000%, 1/1/2030, Call 1/1/2028	1,450,000	1,793,039
5.000%, 1/1/2031, Call 1/1/2028	2,000,000	2,461,556
5.250%, 1/1/2043, Call 1/1/2029	5,000,000	6,230,103
South Suburban College Community School District No. 510, AGC, 0.000%, 12/1/2025	1,000,000	950,912
Southern Illinois University, BAM, 5.000%, 4/1/2026, Call 4/1/2025	1,175,000	1,362,303
Southwestern Illinois Development Authority:
5.000%, 10/15/2029, Call 10/15/2025	1,780,000	2,106,337
5.000%, 10/15/2032, Call 10/15/2025	1,335,000	1,577,857
State of Illinois:
4.000%, 11/1/2034, Call 11/1/2029	5,000,000	5,760,146

5.000%, 4/1/2024, Call 4/1/2023	500,000	541,123
5.000%, 2/1/2026	7,000,000	8,321,872
5.000%, 6/1/2026	5,000,000	5,984,663
5.000%, 10/1/2027	2,300,000	2,829,467
5.000%, 10/1/2029, Call 10/1/2028	2,400,000	2,971,616
5.000%, 10/1/2029, Call 10/1/2028	5,000,000	6,190,866
5.000%, 11/1/2030, Call 11/1/2026	1,000,000	1,177,164
5.000%, 6/15/2034, Call 6/15/2028	5,000,000	6,003,849
5.000%, 3/1/2035, Call 3/1/2031	750,000	959,615
5.000%, 3/1/2036, Call 3/1/2031	500,000	637,895
5.000%, 3/1/2046, Call 3/1/2031	1,750,000	2,175,974
5.500%, 5/1/2039, Call 5/1/2030	4,000,000	5,135,512
5.750%, 5/1/2045, Call 5/1/2030	2,000,000	2,583,053
6.500%, 6/15/2022	135,000	138,384
State of Illinois, AGM, 5.000%, 4/1/2028, Call 4/1/2023	3,205,000	3,469,249
Tazewell County School District No. 51 Washington Central, NATL-RE, 9.000%, 12/1/2025	165,000	222,453
Village of Elwood, AGC:
0.000%, 3/1/2024, Call 9/1/2021	250,000	217,855
0.000%, 3/1/2026, Call 9/1/2021	1,280,000	998,136
Village of Franklin Park, BAM:
5.000%, 10/1/2022, Call 10/1/2021	730,000	741,380
5.000%, 10/1/2023, Call 10/1/2021	685,000	695,897
5.000%, 10/1/2024, Call 10/1/2021	425,000	431,746
5.000%, 10/1/2025, Call 10/1/2021	920,000	934,542
Will & Kankakee Counties School District No. 255:
5.000%, 6/1/2026, Call 6/1/2025	500,000	587,416
5.000%, 6/1/2029, Call 6/1/2025	600,000	700,750
Will County Community High School District No. 210 Lincoln-Way:
5.000%, 1/1/2027, Call 1/1/2023	1,250,000	1,321,455
5.000%, 1/1/2028, Call 1/1/2023	3,500,000	3,693,387
5.000%, 1/1/2030, Call 1/1/2023	2,000,000	2,102,973
Will County Community High School District No. 210 Lincoln-Way, AGM, 4.000%, 1/1/2034, Call 1/1/2029	650,000	742,158
Will County Community Unit School District No. 201-U Crete-Monee, NATL-RE:
0.000%, 11/1/2021	55,000	54,941
0.000%, 11/1/2021	245,000	244,259
0.000%, 11/1/2022	60,000	59,687
0.000%, 11/1/2022	190,000	187,733
Will County School District No. 114 Manhattan, NATL-RE, 0.000%, 12/1/2023	1,600,000	1,558,375
Will Grundy Counties Community College District No. 525, 5.250%, 6/1/2036, Call 12/1/2023	3,400,000	3,818,547
Winnebago & Boone Counties School District No. 205 Rockford, 4.000%, 2/1/2027, Call 2/1/2023	4,680,000	4,954,111
		334,269,358
Indiana — 2.1%
City of Boonville, 2.600%, 1/1/2023, Call 6/28/2021	950,000	950,907
City of Rockport, 3.050%, 6/1/2025	2,100,000	2,304,665
City of Whiting, 5.000%, 12/1/2044 (6)	2,200,000	2,669,616
Frankfort High School Elementary School Building Corp., 5.000%, 7/15/2025	115,000	135,183
Franklin Township-Marion County Multiple School Building Corp., SAW:
5.000%, 7/10/2021	580,000	582,965
5.000%, 7/15/2029, Call 1/15/2023	2,565,000	2,768,321
Indiana Bond Bank:
0.000%, 1/15/2031, Call 1/15/2029	1,500,000	1,257,098
0.000%, 1/15/2032, Call 1/15/2029	1,500,000	1,213,386
0.710%, (SIFMA Municipal Swap Index Yield), 10/15/2022 (6)	1,650,000	1,650,350
Indiana Finance Authority:
0.150%, 5/1/2028 (6)	3,000,000	3,000,000
0.200%, 5/1/2034 (6)	6,500,000	6,500,000
3.000%, 11/1/2030	1,000,000	1,069,805
3.000%, 11/1/2030	2,000,000	2,139,609
5.000%, 10/1/2022	300,000	319,583
5.000%, 10/1/2023	400,000	445,315
5.000%, 10/1/2024, Call 10/1/2023	275,000	306,154

5.000%, 5/1/2029, Call 5/1/2022	130,000	135,793
5.000%, 5/1/2029, Call 5/1/2022	3,940,000	4,103,542
5.000%, 11/15/2038, Call 11/15/2025	2,000,000	2,279,634
5.250%, 10/1/2024, Call 10/1/2021	710,000	722,458
5.250%, 10/1/2031, Call 10/1/2021	2,190,000	2,226,126
5.250%, 11/15/2046, Call 11/15/2026	2,500,000	2,830,675
Indianapolis Local Public Improvement Bond Bank, NATL-RE, 5.250%, 7/1/2022	500,000	527,930
Portage Redevelopment District:
5.000%, 1/15/2023	280,000	300,299
5.000%, 1/15/2024	215,000	239,718
Porter County Jail Building Corp., AGM, 5.500%, 7/10/2021	25,000	25,128
Steuben Lakes Regional Waste District, 5.000%, 9/1/2024, Call 9/1/2023	1,225,000	1,357,356
		42,061,616
Iowa — 1.1%
City of Waverly, 2.500%, 12/31/2022, Call 7/1/2022	1,213,000	1,231,085
Iowa Finance Authority:
0.050%, 12/1/2033, Call 5/28/2021 (6)	600,000	600,000
0.090%, 6/1/2039, Call 5/28/2021 (6)	11,100,000	11,100,000
5.000%, 5/15/2036, Call 5/15/2026	4,065,000	4,668,303
5.000%, 5/15/2043, Call 5/15/2027	1,000,000	1,156,623
5.000%, 3/1/2048, Call 3/1/2024	1,250,000	1,345,794
Johnston Community School District, AGM, 5.000%, 7/1/2027, Call 7/1/2022	1,455,000	1,527,893
		21,629,698
Kansas — 0.1%
Wyandotte County-Kansas City Unified Government Utility System Revenue, 5.000%, 9/1/2032, Call 9/1/2022	1,000,000	1,060,539
Kentucky — 2.2%
City of Berea, 0.030%, 6/1/2032, Call 6/1/2021 (6)	430,000	430,000
Kentucky Asset Liability Commission:
5.000%, 9/1/2024	1,000,000	1,147,423
5.000%, 9/1/2025	1,250,000	1,482,830
Kentucky Economic Development Finance Authority:
0.150%, 4/1/2031 (6)	3,000,000	3,000,000
5.000%, 8/15/2041, Call 8/15/2027	3,500,000	4,208,356
Kentucky Public Energy Authority:
1.194%, (LIBOR 1 Month), 12/1/2049, Call 3/1/2025 (6)	7,000,000	7,154,341
4.000%, 12/1/2050, Call 3/1/2026 (6)	4,000,000	4,621,467
Louisville/Jefferson County Metropolitan Government:
5.000%, 10/1/2030, Call 10/1/2026	1,300,000	1,564,707
5.000%, 10/1/2031, Call 10/1/2026	3,500,000	4,209,960
5.000%, 10/1/2047, Call 7/1/2029 (6)	4,000,000	5,200,239
Louisville-Jefferson County, 0.090%, 6/1/2033	5,000,000	5,000,000
Paducah Electric Plant Board, AGM:
5.000%, 10/1/2027, Call 10/1/2026	2,000,000	2,451,479
5.000%, 10/1/2028, Call 10/1/2026	1,850,000	2,262,227
		42,733,029
Louisiana — 0.8%
City of Bossier City Utilities Revenue, 5.000%, 10/1/2031, Call 10/1/2024	1,160,000	1,342,634
City of Shreveport Water & Sewer Revenue, BAM, 4.000%, 12/1/2025, Call 12/1/2024	2,210,000	2,476,815
Lafayette Public Trust Financing Authority, AGM, 4.000%, 10/1/2021	675,000	683,190
Louisiana Public Facilities Authority, 5.000%, 5/15/2042, Call 5/15/2027	2,500,000	2,991,713
Louisiana Stadium & Exposition District, 5.000%, 7/1/2023	800,000	876,095
Parish of St. John the Baptist:
2.125%, 6/1/2037 (6)	3,000,000	3,102,122
2.375%, 6/1/2037 (6)	2,500,000	2,626,661
Port New Orleans Board of Commissioners, 5.000%, 4/1/2032, Call 4/1/2023	725,000	785,622
Regional Transit Authority, NATL-RE, 0.000%, 12/1/2021	45,000	44,953
		14,929,805
Maine — 0.3%
City of Portland General Airport Revenue, 5.000%, 7/1/2022	300,000	314,104
Maine Health & Higher Educational Facilities Authority, 5.000%, 7/1/2043, Call 7/1/2028	3,500,000	4,246,165

Maine State Housing Authority, 3.850%, 11/15/2029, Call 11/15/2021	2,150,000	2,171,713
		6,731,982
Maryland — 0.4%
City of Rockville:
5.000%, 11/1/2030, Call 11/1/2024	765,000	832,908
5.000%, 11/1/2037, Call 11/1/2024	1,000,000	1,076,856
5.000%, 11/1/2042, Call 11/1/2024	1,000,000	1,070,119
Maryland Health & Higher Educational Facilities Authority, 5.750%, 7/1/2034, Call 7/1/2021	775,000	778,519
Montgomery County Housing Opportunities Commission:
5.000%, 7/1/2031, Call 6/28/2021	655,000	659,987
5.125%, 7/1/2037, Call 6/28/2021	3,110,000	3,134,057
		7,552,446
Massachusetts — 1.2%
Commonwealth of Massachusetts, 5.000%, 1/1/2037, Call 1/1/2029	850,000	1,086,486
Massachusetts Bay Transportation Authority, 5.000%, 7/1/2046, Call 7/1/2027	4,465,000	5,534,993
Massachusetts Development Finance Agency:
4.000%, 6/1/2049, Call 6/1/2029	1,000,000	1,131,449
5.000%, 7/1/2025, Call 7/1/2021	1,425,000	1,430,669
5.000%, 7/1/2027, Call 7/1/2025	125,000	146,913
5.000%, 7/1/2029, Call 1/1/2029	750,000	950,401
5.000%, 7/1/2031, Call 1/1/2029	2,000,000	2,507,188
5.000%, 7/1/2037, Call 7/1/2027	1,400,000	1,606,032
5.000%, 10/1/2037, Call 10/1/2022 (5)	500,000	549,103
5.000%, 6/1/2039, Call 6/1/2029	750,000	928,779
5.000%, 10/1/2047, Call 10/1/2022 (5)	500,000	547,182
Massachusetts Educational Financing Authority, 5.000%, 7/1/2025, Call 7/1/2022 (11)	265,000	277,218
Massachusetts Housing Finance Agency, 3.700%, 12/1/2027, Call 6/1/2022 (11)	580,000	586,037
Massachusetts School Building Authority, 5.000%, 8/15/2030, Call 8/15/2022	815,000	863,093
Massachusetts Transportation Trust Fund Metropolitan Highway System Revenue, 5.000%, 1/1/2039, Call 1/1/2023 (6)	5,000,000	5,379,365
		23,524,908
Michigan — 2.8%
Bay City School District, Q-SBLF:
5.000%, 11/1/2027, Call 5/1/2024	645,000	732,427
5.000%, 11/1/2028, Call 5/1/2024	1,305,000	1,479,439
Caledonia Community Schools, Q-SBLF:
5.000%, 5/1/2025	600,000	706,320
5.000%, 5/1/2026	500,000	608,099
Charter Township of Northville, 4.000%, 4/1/2022	240,000	247,803
Chippewa Valley Schools, Q-SBLF, 5.000%, 5/1/2027, Call 11/1/2025	20,000	23,969
City of Wyandotte Electric System Revenue, BAM:
5.000%, 10/1/2021	290,000	294,123
5.000%, 10/1/2022	290,000	306,613
5.000%, 10/1/2023	250,000	274,739
5.000%, 10/1/2024	300,000	340,112
Detroit City School District, AGM Q-SBLF, 5.250%, 5/1/2026	300,000	368,983
Dundee Community Schools, Q-SBLF:
5.000%, 5/1/2022	1,200,000	1,253,432
5.000%, 5/1/2025	1,000,000	1,173,368
Fraser Public School District, Q-SBLF:
5.000%, 5/1/2022	1,000,000	1,044,527
5.000%, 5/1/2025	1,700,000	1,999,791
Great Lakes Water Authority Sewage Disposal System Revenue, 5.000%, 7/1/2029	3,600,000	4,705,780
Grosse Ile Township School District, Q-SBLF:
5.000%, 5/1/2026, Call 5/1/2025	200,000	235,525
5.000%, 5/1/2027, Call 5/1/2025	230,000	270,364
Howell Public Schools, Q-SBLF, 4.250%, 5/1/2024, Call 5/1/2022	1,000,000	1,037,711
Kent Hospital Finance Authority, 5.000%, 11/15/2029, Call 11/15/2021	1,000,000	1,022,360
Lansing Board of Water & Light, 5.000%, 7/1/2037, Call 7/1/2021	1,000,000	1,003,978
Marshall Public Schools, Q-SBLF:
4.000%, 11/1/2028, Call 5/1/2025	1,380,000	1,562,942
4.000%, 11/1/2029, Call 5/1/2025	940,000	1,063,998

Michigan Finance Authority:
4.000%, 2/15/2044, Call 8/15/2029	4,000,000	4,618,678
5.000%, 7/1/2026, Call 7/1/2025	175,000	206,701
5.000%, 7/1/2027, Call 7/1/2025	600,000	707,092
5.000%, 7/1/2029, Call 7/1/2025	950,000	1,117,037
5.000%, 7/1/2032, Call 7/1/2025	1,500,000	1,761,754
5.000%, 7/1/2034, Call 7/1/2025	500,000	584,828
5.000%, 12/1/2035, Call 12/1/2027	1,000,000	1,240,780
5.000%, 11/15/2041, Call 11/15/2026	1,000,000	1,208,922
Michigan Finance Authority, AGM:
5.000%, 7/1/2029, Call 7/1/2024	1,500,000	1,709,437
5.000%, 7/1/2030, Call 7/1/2024	1,500,000	1,711,919
Michigan State Housing Development Authority, 3.500%, 12/1/2050, Call 6/1/2029	3,475,000	3,848,763
Michigan Strategic Fund, 5.000%, 12/31/2043, Call 12/31/2028 (11)	3,400,000	4,128,387
North Branch Area Schools, Q-SBLF, 5.000%, 5/1/2024	200,000	227,360
Redford Union School District No. 1, AMBAC Q-SBLF, 5.000%, 5/1/2022	70,000	73,084
Tender Option Bond Trust Receipts/Certificates, Q-SBLF, 0.150%, 5/1/2028 (5) (6)	4,000,000	4,000,000
Wayne County Airport Authority:
5.000%, 12/1/2026, Call 12/1/2025 (11)	3,000,000	3,559,525
5.000%, 12/1/2030, Call 12/1/2025	1,250,000	1,486,796
		53,947,466
Minnesota — 0.6%
Duluth Economic Development Authority, 5.000%, 2/15/2043, Call 2/15/2028	1,000,000	1,205,998
Minnesota Housing Finance Agency, 3.000%, 1/1/2051, Call 1/1/2030	4,995,000	5,460,563
Minnesota Housing Finance Agency, GNMA COLL, 2.600%, 9/1/2042, Call 7/1/2022	377,333	386,541
Minnesota Housing Finance Agency, GNMA/FNMA/FHLMC:
2.250%, 12/1/2042, Call 1/1/2022	284,060	287,217
3.500%, 7/1/2050, Call 7/1/2029	2,420,000	2,676,335
3.900%, 7/1/2030, Call 1/1/2022	315,000	319,175
5.000%, 1/1/2031, Call 7/1/2021	475,000	476,523
		10,812,352
Mississippi — 0.9%
Mississippi Business Finance Corp.:
0.250%, 5/1/2037, Call 11/1/2021 (6) (7)	3,000,000	3,000,247
3.200%, 9/1/2028, Call 3/13/2024	4,000,000	4,213,556
Mississippi Development Bank:
3.125%, 10/1/2023	155,000	159,845
5.000%, 10/1/2023	2,150,000	2,279,221
5.000%, 1/1/2027, Call 1/1/2022	1,200,000	1,234,404
Mississippi Hospital Equipment & Facilities Authority:
4.000%, 1/1/2039, Call 1/1/2030	1,500,000	1,728,544
4.000%, 1/1/2040, Call 1/1/2030	1,100,000	1,265,036
Mississippi State University Educational Building Corp., 5.000%, 11/1/2022	135,000	144,282
State of Mississippi, 5.000%, 10/15/2036, Call 10/15/2028	3,395,000	4,194,993
		18,220,128
Missouri — 2.0%
Bi-State Development Agency of the Missouri-Illinois Metropolitan District, 5.000%, 10/1/2033, Call 10/1/2022	4,000,000	4,261,101
City of Kansas City:
5.000%, 9/1/2021, Call 6/28/2021	500,000	501,738
5.000%, 9/1/2023, Call 6/28/2021	300,000	301,020
5.000%, 10/1/2026, Call 10/1/2025	120,000	142,744
5.000%, 10/1/2028, Call 10/1/2025	115,000	136,055
5.000%, 9/1/2032, Call 6/28/2021	1,000,000	1,003,232
Health & Educational Facilities Authority of the State of Missouri:
4.000%, 2/15/2044, Call 2/15/2029	2,000,000	2,308,870
4.000%, 2/1/2048, Call 2/1/2029	2,750,000	3,056,273
4.000%, 2/15/2049, Call 2/15/2029	2,500,000	2,868,043
5.000%, 11/15/2034, Call 5/15/2026	3,000,000	3,546,014
5.000%, 2/1/2042, Call 2/1/2024	3,000,000	3,357,023
5.250%, 10/1/2031, Call 10/1/2021	1,000,000	1,017,151
Kansas City Industrial Development Authority, 5.000%, 3/1/2046, Call 3/1/2029 (11)	2,000,000	2,450,830
Lees Summit Industrial Development Authority:

5.000%, 8/15/2036, Call 8/15/2024	1,100,000	1,211,968
5.000%, 8/15/2051, Call 8/15/2024	2,405,000	2,619,230
St. Louis County Industrial Development Authority, 5.000%, 9/1/2048, Call 9/1/2027	1,000,000	1,126,467
Tender Option Bond Trust Receipts/Certificates, 0.150%, 3/1/2050, Call 3/1/2030 (5) (6)	9,250,000	9,250,000
		39,157,759
Nebraska — 0.2%
Nebraska Public Power District, 5.000%, 1/1/2032, Call 1/1/2022	1,000,000	1,027,395
Omaha-Douglas Public Building Commission:
5.000%, 5/1/2026, Call 5/1/2022	825,000	862,151
5.000%, 5/1/2027, Call 5/1/2022	585,000	611,344
5.000%, 5/1/2028, Call 5/1/2022	550,000	574,768
5.000%, 5/1/2029, Call 5/1/2022	660,000	689,721
		3,765,379
Nevada — 0.7%
City of North Las Vegas NV, AGM, 5.000%, 6/1/2023	1,000,000	1,095,726
City of Sparks NV, 2.500%, 6/15/2024 (5)	630,000	638,331
County of Clark Department of Aviation:
5.000%, 7/1/2029, Call 7/1/2024	1,200,000	1,367,946
5.000%, 7/1/2030, Call 7/1/2024	1,000,000	1,138,633
5.000%, 7/1/2040, Call 7/1/2027	4,000,000	4,964,487
Las Vegas Valley Water District, 5.000%, 6/1/2028, Call 6/1/2022	5,115,000	5,356,108
		14,561,231
New Hampshire — 0.5%
New Hampshire Business Finance Authority:
0.200%, 9/1/2021 (6) (7)	1,210,000	1,210,000
2.150%, 7/1/2027, Call 4/2/2024 (6)	4,000,000	4,200,486
4.000%, 1/1/2027, Call 1/1/2026	245,000	286,789
4.000%, 1/1/2028, Call 1/1/2026	285,000	330,792
4.000%, 1/1/2029, Call 1/1/2026	295,000	340,227
4.000%, 1/1/2030, Call 1/1/2026	280,000	320,746
4.000%, 1/1/2031, Call 1/1/2026	290,000	330,379
4.000%, 1/1/2041, Call 1/1/2026	1,000,000	1,115,908
4.000%, 1/1/2051, Call 1/1/2026	2,000,000	2,209,368
New Hampshire Housing Finance Authority, 4.800%, 7/1/2028, Call 1/1/2022	390,000	391,110
		10,735,805
New Jersey — 3.3%
New Jersey Economic Development Authority:
5.000%, 11/1/2021	4,600,000	4,690,648
5.000%, 6/15/2025	400,000	470,222
5.000%, 6/15/2026	555,000	670,275
5.500%, 6/15/2030, Call 12/15/2026	2,500,000	3,068,234
New Jersey Transportation Trust Fund Authority:
4.000%, 6/15/2036, Call 12/15/2028	1,000,000	1,151,521
4.000%, 6/15/2044, Call 12/15/2028	2,500,000	2,828,315
4.000%, 6/15/2050, Call 12/15/2028	3,500,000	3,919,744
5.000%, 6/15/2022	500,000	524,638
5.000%, 6/15/2030, Call 6/15/2026	1,000,000	1,184,470
5.000%, 6/15/2031, Call 6/15/2026	1,000,000	1,181,246
5.000%, 6/15/2032, Call 12/15/2024	5,000,000	5,718,754
5.000%, 12/15/2033, Call 12/15/2029	3,000,000	3,799,263
5.250%, 12/15/2023	240,000	270,195
New Jersey Transportation Trust Fund Authority, BAM TCRs:
5.000%, 6/15/2028, Call 6/15/2022	5,000,000	5,249,354
5.000%, 6/15/2033, Call 6/15/2022	3,000,000	3,149,612
5.250%, 6/15/2033, Call 6/15/2023	5,635,000	6,143,073
New Jersey Transportation Trust Fund Authority, BHAC AMBAC, 0.000%, 12/15/2024	440,000	432,740
New Jersey Turnpike Authority:
5.000%, 1/1/2031, Call 1/1/2025	500,000	577,880
5.000%, 1/1/2032, Call 7/1/2022	3,440,000	3,622,378
5.000%, 1/1/2035, Call 1/1/2022	1,685,000	1,733,308
State of New Jersey, 4.000%, 6/1/2032	2,000,000	2,547,012
Tobacco Settlement Financing Corp.:

5.000%, 6/1/2031, Call 6/1/2028	2,750,000	3,442,803
5.000%, 6/1/2032, Call 6/1/2028	2,000,000	2,495,249
5.000%, 6/1/2033, Call 6/1/2028	1,500,000	1,863,925
5.250%, 6/1/2046, Call 6/1/2028	2,440,000	2,973,198
		63,708,057
New Mexico — 0.6%
City of Santa Fe:
2.625%, 5/15/2025, Call 11/15/2021	750,000	754,298
4.000%, 6/1/2025, Call 6/1/2022	655,000	679,382
5.000%, 5/15/2044, Call 5/15/2026	1,350,000	1,513,677
New Mexico Hospital Equipment Loan Council:
2.375%, 7/1/2024, Call 6/8/2021	550,000	550,470
5.000%, 7/1/2049, Call 7/1/2026	5,225,000	5,986,171
New Mexico Mortgage Finance Authority, GNMA COLL, 2.600%, 2/1/2043, Call 1/1/2023	438,480	453,521
New Mexico Mortgage Finance Authority, GNMA/FNMA/FHLMC:
4.625%, 3/1/2028, Call 9/1/2021	275,000	278,068
5.350%, 3/1/2030, Call 6/28/2021	645,000	646,688
		10,862,275
New York — 6.6%
Albany Capital Resource Corp.:
5.000%, 12/1/2023	150,000	166,936
5.000%, 12/1/2024	200,000	230,441
Buffalo & Erie County Industrial Land Development Corp.:
5.000%, 6/1/2035, Call 6/1/2024	1,000,000	1,103,442
5.000%, 8/1/2037, Call 8/1/2027	1,300,000	1,476,592
5.000%, 8/1/2047, Call 8/1/2027	1,000,000	1,118,313
City of New York:
0.180%, 4/1/2042, Call 5/28/2021 (6)	3,000,000	3,000,000
5.000%, 8/1/2032, Call 2/1/2022	3,000,000	3,093,980
5.000%, 3/1/2037, Call 3/1/2028	1,120,000	1,384,995
5.250%, 3/1/2034, Call 3/1/2028	3,000,000	3,795,528
5.250%, 3/1/2035, Call 3/1/2028	2,500,000	3,156,167
City of New York, AGC, 0.500%, 10/1/2021, Call 6/1/2021 (6) (9)	400,000	400,000
East Ramapo Central School District, SAW, 1.250%, 5/5/2022	2,000,000	2,016,843
Long Island Power Authority, 0.827%, (LIBOR 1 Month), 5/1/2033, Call 10/1/2022 (6)	5,000,000	5,019,002
Metropolitan Transportation Authority:
0.500%, (SIFMA Municipal Swap Index Yield), 11/15/2044 (6)	1,000,000	995,095
0.557%, (SOFR), 11/1/2032, Call 1/1/2024 (6)	2,250,000	2,249,358
5.000%, 5/15/2022	3,040,000	3,177,403
5.000%, 9/1/2022	8,930,000	9,455,535
5.000%, 2/1/2023	9,930,000	10,698,848
5.000%, 11/15/2034, Call 5/15/2028	1,815,000	2,226,851
5.000%, 11/15/2036, Call 11/15/2026	2,325,000	2,777,197
5.000%, 11/15/2048 (6)	800,000	917,737
New York City Transitional Finance Authority Future Tax Secured Revenue:
5.000%, 11/1/2024, Call 11/1/2022	5,715,000	6,106,255
5.000%, 11/1/2026, Call 5/1/2025	1,000,000	1,178,055
5.000%, 11/1/2026, Call 5/1/2025	2,000,000	2,356,109
5.000%, 8/1/2034, Call 8/1/2026	4,000,000	4,831,442
5.000%, 8/1/2036, Call 8/1/2028	5,555,000	7,035,000
5.000%, 5/1/2038, Call 5/1/2027	4,000,000	4,931,578
5.250%, 8/1/2037, Call 8/1/2028	3,500,000	4,498,504
New York City Water & Sewer System:
5.000%, 6/15/2028, Call 6/15/2024	500,000	570,858
5.000%, 6/15/2029, Call 6/15/2024	600,000	684,637
5.000%, 6/15/2048, Call 12/15/2027	1,000,000	1,249,503
New York Liberty Development Corp., 2.800%, 9/15/2069, Call 3/15/2029	1,000,000	1,014,358
New York State Dormitory Authority:
3.250%, 3/15/2035, Call 9/15/2023	2,500,000	2,627,914
5.000%, 3/15/2027, Call 3/15/2022	7,555,000	7,838,256
5.000%, 12/1/2035, Call 6/1/2027 (5)	500,000	606,592
5.000%, 12/1/2037, Call 6/1/2027 (5)	500,000	605,806

5.250%, 3/15/2037, Call 9/15/2028	1,695,000	2,182,872
New York State Urban Development Corp., 5.000%, 3/15/2028, Call 3/15/2023	1,000,000	1,083,915
New York Transportation Development Corp.:
4.375%, 10/1/2045, Call 10/1/2030 (11)	1,500,000	1,780,437
5.000%, 12/1/2030 (11)	350,000	458,385
5.000%, 12/1/2031, Call 12/1/2030 (11)	400,000	521,821
5.000%, 12/1/2032, Call 12/1/2030 (11)	300,000	388,572
5.000%, 12/1/2033, Call 12/1/2030 (11)	450,000	580,949
5.000%, 12/1/2034, Call 12/1/2030 (11)	450,000	579,532
5.000%, 10/1/2035, Call 10/1/2030 (11)	6,000,000	7,715,129
5.000%, 12/1/2035, Call 12/1/2030 (11)	300,000	385,453
New York Transportation Development Corp., AGM, 4.000%, 7/1/2032, Call 7/1/2024 (11)	2,500,000	2,766,859
Triborough Bridge & Tunnel Authority:
0.387%, (SOFR), 1/1/2032, Call 11/1/2023 (6)	2,000,000	1,999,321
5.000%, 11/15/2037, Call 11/15/2028	1,500,000	1,893,338
TSASC, Inc.:
5.000%, 6/1/2036, Call 6/1/2027	1,000,000	1,208,348
5.000%, 6/1/2041, Call 6/1/2027	1,000,000	1,169,368
Westchester Tobacco Asset Securitization, 5.000%, 6/1/2021	500,000	500,000
		129,809,429
North Carolina — 1.1%
County of Catawba:
4.000%, 10/1/2025, Call 10/1/2021	585,000	591,957
5.000%, 10/1/2023, Call 10/1/2021	1,000,000	1,016,077
5.000%, 10/1/2024, Call 10/1/2021	835,000	848,424
County of Union:
5.000%, 12/1/2026, Call 6/1/2023	1,390,000	1,522,472
5.000%, 12/1/2027, Call 6/1/2023	1,645,000	1,800,733
North Carolina Capital Facilities Finance Agency, 0.150%, 7/1/2034 (6)	5,000,000	5,000,000
North Carolina Medical Care Commission:
4.000%, 10/1/2045, Call 10/1/2027	660,000	750,455
5.000%, 6/1/2027, Call 6/1/2022	500,000	524,517
5.000%, 1/1/2038, Call 1/1/2026	1,000,000	1,164,807
5.000%, 1/1/2044, Call 1/1/2026	1,000,000	1,153,263
5.000%, 10/1/2045, Call 10/1/2027	1,500,000	1,813,993
North Carolina Turnpike Authority:
5.000%, 1/1/2043, Call 1/1/2030	1,400,000	1,731,147
5.000%, 7/1/2047, Call 7/1/2026	750,000	858,575
5.000%, 1/1/2049, Call 1/1/2030	1,500,000	1,835,805
Orange County Public Facilities Co., 5.000%, 10/1/2026, Call 10/1/2022	1,130,000	1,203,761
		21,815,986
North Dakota — 0.7%
City of Grand Forks, 5.000%, 12/1/2032, Call 12/1/2021	1,000,000	1,011,622
County of Ward:
5.000%, 6/1/2034, Call 6/1/2028	2,500,000	2,935,162
5.000%, 6/1/2043, Call 6/1/2028	2,500,000	2,885,210
North Dakota Public Finance Authority:
4.000%, 6/1/2023	2,440,000	2,620,888
4.000%, 6/1/2024, Call 6/1/2023	2,190,000	2,347,515
4.000%, 6/1/2025, Call 6/1/2023	1,145,000	1,225,492
		13,025,889
Ohio — 2.9%
Akron Bath Copley Joint Township Hospital District, 5.000%, 11/15/2021	1,000,000	1,019,985
American Municipal Power, Inc., 2.300%, 2/15/2038, Call 8/15/2021 (6)	2,000,000	2,008,289
Buckeye Tobacco Settlement Financing Authority, 4.000%, 6/1/2048, Call 6/1/2030	2,000,000	2,315,351
City of Cleveland Airport System Revenue, AGM:
5.000%, 1/1/2030, Call 1/1/2022	3,900,000	4,011,811
5.000%, 1/1/2031, Call 1/1/2022	1,000,000	1,028,670
City of Cleveland Airport System Revenue, MAC:
5.000%, 1/1/2022, Call 6/28/2021	2,320,000	2,327,754
5.000%, 1/1/2031, Call 1/1/2022	1,270,000	1,306,410
City of Cleveland Income Tax Revenue:
5.000%, 10/1/2024, Call 10/1/2022	460,000	490,027

5.000%, 10/1/2028, Call 10/1/2022	1,075,000	1,145,171
5.000%, 10/1/2029, Call 10/1/2022	1,130,000	1,203,761
5.000%, 10/1/2029, Call 10/1/2022	2,290,000	2,439,480
City of Middleburg Heights, 5.125%, 8/1/2031, Call 8/1/2021	1,000,000	1,008,299
Cleveland Department of Public Utilities Division of Water:
4.000%, 1/1/2028, Call 1/1/2024	500,000	542,786
4.000%, 1/1/2029, Call 1/1/2024	1,000,000	1,097,758
4.000%, 1/1/2030, Call 1/1/2024	1,000,000	1,097,758
Cleveland Heights & University Heights City School District:
0.000%, 12/1/2024	400,000	388,636
0.000%, 12/1/2025	600,000	573,618
County of Franklin:
5.000%, 5/15/2028, Call 5/15/2023	2,000,000	2,181,514
5.000%, 7/1/2029, Call 7/1/2026	2,000,000	2,357,261
5.000%, 5/15/2031, Call 5/15/2023	405,000	441,008
County of Hamilton Sales Tax Revenue, 5.000%, 12/1/2029, Call 12/1/2021	975,000	995,166
County of Hancock, 5.750%, 12/1/2026, Call 6/1/2021	1,120,000	1,120,000
County of Lucas, 5.000%, 11/15/2022, Call 11/15/2021	925,000	939,661
County of Miami, 5.000%, 8/1/2045, Call 8/1/2028	2,220,000	2,709,887
Delaware City School District, 5.250%, 12/1/2038, Call 6/1/2023	1,240,000	1,366,857
Elyria City School District, School District Credit Program, 4.000%, 12/1/2028, Call 12/1/2022	1,130,000	1,192,237
Franklin County Convention Facilities Authority, 5.000%, 12/1/2044, Call 12/1/2029	1,500,000	1,766,014
Johnstown-Monroe Local School District, 5.000%, 12/1/2030, Call 12/1/2021	715,000	732,375
Lake Local School District/Stark County, School District Credit Program:
4.000%, 12/1/2023, Call 12/1/2021	1,550,000	1,580,356
4.000%, 12/1/2025, Call 12/1/2021	1,660,000	1,692,511
New Albany Community Authority:
5.000%, 10/1/2022	1,000,000	1,064,477
5.000%, 10/1/2023, Call 10/1/2022	1,105,000	1,174,866
North Olmsted City School District:
5.000%, 12/1/2027, Call 12/1/2023	220,000	246,586
5.000%, 12/1/2028, Call 12/1/2023	365,000	409,108
5.000%, 12/1/2029, Call 12/1/2023	500,000	560,422
Ohio Higher Educational Facility Commission:
4.000%, 12/1/2021	795,000	809,551
4.000%, 12/1/2022	845,000	891,222
Ohio Turnpike & Infrastructure Commission, 5.250%, 2/15/2033, Call 2/15/2023	1,330,000	1,438,326
Ohio University, 5.000%, 12/1/2028, Call 6/1/2022	225,000	236,033
Ohio Water Development Authority, 5.000%, 6/1/2022	1,100,000	1,154,008
Port of Greater Cincinnati Development Authority, 3.000%, 5/1/2023, Call 5/1/2022	5,000,000	5,007,478
Tender Option Bond Trust Receipts/Certificates, 0.090%, 11/15/2042, Call 11/15/2029 (5) (6)	945,000	945,000
University of Toledo, 5.000%, 6/1/2030, Call 6/1/2021	250,000	250,000
		57,267,488
Oklahoma — 0.7%
Cushing Educational Facilities Authority, 5.000%, 9/1/2022	2,000,000	2,112,417
Delaware County Justice Authority:
3.750%, 9/1/2029, Call 6/28/2021	550,000	550,698
4.000%, 9/1/2021	805,000	811,617
Oklahoma Development Finance Authority, 0.140%, 8/15/2031, Call 6/1/2021 (6)	5,000,000	5,000,000
Tulsa Airports Improvement Trust, BAM, 5.000%, 6/1/2028, Call 6/1/2023 (11)	1,405,000	1,520,071
Tulsa County Industrial Authority:
5.250%, 11/15/2037, Call 11/15/2025	2,750,000	3,137,766
5.250%, 11/15/2045, Call 11/15/2025	250,000	282,440
		13,415,009
Oregon — 0.4%
City of Portland, 5.000%, 6/15/2027, Call 6/15/2022	1,000,000	1,047,455
City of Tigard Water Revenue, 5.000%, 8/1/2029, Call 8/1/2022	690,000	729,401
Clackamas & Washington Counties School District No. 3, NATL-RE School Bond Gty, 0.000%, 6/15/2023	2,000,000	1,985,416
Klamath Falls Intercommunity Hospital Authority:
5.000%, 9/1/2021	250,000	252,911
5.000%, 9/1/2022	505,000	534,562

Oregon State Business Development Commission, 5.000%, 3/1/2049 (6)	1,000,000	1,034,434
Port of Portland Airport Revenue, 5.500%, 7/1/2031, Call 7/1/2021	3,000,000	3,012,465
State of Oregon Housing & Community Services Department, 4.450%, 7/1/2023, Call 6/21/2021 (11)	100,000	100,086
		8,696,730
Pennsylvania — 3.9%
Allegheny County Hospital Development Authority:
4.000%, 7/15/2038, Call 7/15/2029	500,000	593,172
4.000%, 7/15/2039, Call 7/15/2029	500,000	591,827
Berks County Industrial Development Authority:
5.000%, 5/15/2032, Call 5/15/2027	1,050,000	1,225,942
5.000%, 5/15/2038, Call 5/15/2025	255,000	287,187
5.000%, 5/15/2042, Call 5/15/2024	1,655,000	1,828,248
5.000%, 5/15/2043, Call 5/15/2025	350,000	391,477
5.000%, 5/15/2047, Call 5/15/2027	1,630,000	1,853,105
Berks County Municipal Authority, 5.000%, 2/1/2040, Call 8/1/2029 (6)	5,985,000	6,318,983
Bucks County Industrial Development Authority, 5.000%, 10/1/2037, Call 10/1/2024	1,250,000	1,411,415
Central Bradford Progress Authority, 5.375%, 12/1/2041, Call 12/1/2021	500,000	513,082
City of Pittsburgh, 4.000%, 9/1/2021	750,000	756,976
Commonwealth Financing Authority:
5.000%, 6/1/2032, Call 6/1/2028	1,000,000	1,236,162
5.000%, 6/1/2033, Call 6/1/2028	1,250,000	1,539,282
5.000%, 6/1/2034, Call 6/1/2028	1,000,000	1,227,697
5.000%, 6/1/2035, Call 6/1/2028	1,000,000	1,226,037
Delaware County Industrial Development Authority, 0.040%, 9/1/2045, Call 5/28/2021 (6)	4,800,000	4,800,000
Doylestown Hospital Authority, 4.000%, 7/1/2045, Call 7/1/2029	1,250,000	1,344,465
Geisinger Authority, 5.000%, 2/15/2039, Call 2/15/2027	2,500,000	3,000,963
Lancaster County Hospital Authority, 5.000%, 6/15/2044, Call 6/15/2026	1,000,000	1,103,713
Lancaster Industrial Development Authority, 5.000%, 5/1/2022	430,000	449,160
Lehigh County Industrial Development Authority, 1.800%, 2/15/2027 (6)	1,100,000	1,119,526
Montgomery County Higher Education & Health Authority:
4.000%, 9/1/2044, Call 9/1/2029	1,000,000	1,151,601
5.000%, 9/1/2033, Call 9/1/2029	1,500,000	1,912,047
Montgomery County Industrial Development Authority:
5.000%, 11/15/2036, Call 11/15/2026	4,315,000	5,063,341
5.000%, 12/1/2038, Call 12/1/2025	1,000,000	1,131,854
Pennsylvania Economic Development Financing Authority, 0.200%, 8/1/2045 (6) (7)	10,000,000	10,000,333
Pennsylvania Economic Development Financing Authority, AGM, 5.000%, 1/1/2022	305,000	312,831
Pennsylvania Turnpike Commission:
1.030%, (SIFMA Municipal Swap Index Yield), 12/1/2021, Call 6/28/2021 (6)	5,000,000	5,003,214
4.000%, 12/1/2023, Call 6/28/2021	50,000	50,128
4.000%, 12/1/2037, Call 12/1/2027	2,975,000	3,414,230
5.000%, 12/1/2037, Call 12/1/2027	1,250,000	1,552,350
5.000%, 12/1/2037, Call 12/1/2029	1,000,000	1,294,086
5.000%, 12/1/2039, Call 12/1/2029	1,000,000	1,289,355
5.000%, 6/1/2042, Call 6/1/2027	5,450,000	6,556,800
5.500%, 12/1/2042, Call 12/1/2026	3,000,000	3,743,011
Pittsburgh School District, BAM SAW, 5.000%, 9/1/2024, Call 9/1/2022	1,000,000	1,060,616
		76,354,216
Rhode Island — 0.3%
Rhode Island Housing & Mortgage Finance Corp., 3.625%, 10/1/2029, Call 10/1/2021	760,000	766,566
Rhode Island Student Loan Authority:
4.000%, 12/1/2022, Call 12/1/2021 (11)	2,885,000	2,935,019
4.250%, 12/1/2025, Call 12/1/2021 (11)	1,655,000	1,683,174
Town of Cumberland, SAW:
4.000%, 3/15/2024	795,000	875,166
4.000%, 3/15/2026, Call 3/15/2024	460,000	505,257
		6,765,182
South Carolina — 1.2%
City of Rock Hill Combined Utility System Revenue, AGM:
5.250%, 1/1/2026, Call 1/1/2022	730,000	751,364
5.250%, 1/1/2028, Call 1/1/2022	475,000	488,533

County of Dorchester Waterworks & Sewer System Revenue:
5.000%, 10/1/2022	480,000	511,282
5.000%, 10/1/2026, Call 10/1/2022	400,000	425,832
County of Florence, 5.000%, 11/1/2031, Call 11/1/2024	360,000	411,273
Patriots Energy Group Financing Agency:
0.934%, (LIBOR 1 Month), 10/1/2048, Call 11/1/2023 (6)	8,000,000	8,079,077
4.000%, 10/1/2048, Call 11/1/2023 (6)	2,500,000	2,725,479
Piedmont Municipal Power Agency, AGC:
5.000%, 1/1/2030, Call 7/1/2021	450,000	451,558
5.750%, 1/1/2034, Call 7/1/2021	1,000,000	1,004,096
South Carolina Jobs-Economic Development Authority:
5.000%, 7/1/2022	1,735,000	1,826,011
5.000%, 4/1/2038, Call 4/1/2024	2,000,000	2,163,415
South Carolina Public Service Authority, 5.000%, 12/1/2032, Call 12/1/2026	3,265,000	3,981,099
Spartanburg Sanitation Sewer District, 5.000%, 3/1/2030, Call 3/1/2023 (10)	1,500,000	1,628,274
		24,447,293
South Dakota — 0.5%
South Dakota Health & Educational Facilities Authority:
4.250%, 9/1/2023	740,000	774,619
4.500%, 9/1/2021, Call 6/28/2021	1,080,000	1,083,133
4.500%, 9/1/2022, Call 6/28/2021	1,005,000	1,007,885
5.000%, 11/1/2022	715,000	763,527
5.000%, 8/1/2023	375,000	413,475
5.000%, 11/1/2023	625,000	696,087
5.000%, 8/1/2024	195,000	223,485
5.000%, 11/1/2024	650,000	751,635
5.000%, 11/1/2025, Call 11/1/2024	600,000	692,268
5.000%, 9/1/2027, Call 9/1/2024	720,000	809,306
South Dakota Housing Development Authority, 3.550%, 11/1/2033, Call 11/1/2022	2,060,000	2,103,691
		9,319,111
Tennessee — 1.6%
Knox County Health Educational & Housing Facility Board, 5.000%, 1/1/2042, Call 1/1/2027	5,815,000	6,970,567
Metropolitan Government Nashville & Davidson County Health & Educational Facility Board:
5.000%, 11/1/2027, Call 11/1/2021	1,500,000	1,527,483
5.000%, 7/1/2031, Call 7/1/2026	1,000,000	1,208,992
Metropolitan Nashville Airport Authority:
4.000%, 7/1/2049, Call 7/1/2030 (11)	1,250,000	1,437,608
5.000%, 7/1/2044, Call 7/1/2030 (11)	500,000	627,219
Tennergy Corp., 4.000%, 12/1/2051, Call 6/1/2028 (6) (7)	1,000,000	1,196,510
Tennessee Energy Acquisition Corp.:
5.000%, 2/1/2023	5,310,000	5,709,917
5.250%, 9/1/2021	3,810,000	3,857,199
5.250%, 9/1/2022	250,000	265,282
Tennessee Housing Development Agency:
3.500%, 7/1/2050, Call 7/1/2029	5,775,000	6,414,144
3.500%, 7/1/2050, Call 7/1/2029	2,435,000	2,697,823
		31,912,744
Texas — 6.5%
Bexar County Health Facilities Development Corp., 5.000%, 7/15/2033, Call 7/15/2023	1,000,000	1,116,630
Bexar County Hospital District:
5.000%, 2/15/2034, Call 2/15/2028	1,000,000	1,251,191
5.000%, 2/15/2038, Call 2/15/2028	1,250,000	1,551,806
Central Texas Regional Mobility Authority, 0.000%, 1/1/2025	1,000,000	962,286
City of Beaumont Waterworks & Sewer System Revenue, BAM:
5.000%, 9/1/2026, Call 9/1/2025	1,000,000	1,187,655
5.000%, 9/1/2027, Call 9/1/2025	600,000	710,370
5.000%, 9/1/2030, Call 9/1/2025	1,000,000	1,181,181
City of Houston Airport System Revenue:
5.000%, 7/1/2030, Call 7/1/2028	1,375,000	1,746,237
5.000%, 7/1/2038, Call 7/1/2028	5,000,000	6,267,766

City of Houston Hotel Occupancy Tax & Special Revenue, 5.000%, 9/1/2026, Call 9/1/2024	250,000	281,323
City of Laredo International Toll Bridge System Revenue, AGM:
5.000%, 10/1/2026, Call 10/1/2024	225,000	256,918
5.000%, 10/1/2027, Call 10/1/2024	240,000	273,534
City of San Marcos Electric Utility System Revenue, BAM:
4.500%, 11/1/2028, Call 11/1/2022	600,000	634,025
5.000%, 11/1/2033, Call 11/1/2022	1,215,000	1,292,629
Clifton Higher Education Finance Corp., PSF:
5.000%, 8/15/2026, Call 8/15/2025	675,000	799,568
5.000%, 8/15/2027, Call 8/15/2025	545,000	644,330
5.000%, 8/15/2028, Call 8/15/2025	835,000	985,278
5.000%, 8/15/2029, Call 8/15/2025	335,000	395,291
5.000%, 8/15/2030, Call 8/15/2025	1,250,000	1,474,967
Corpus Christi Business & Job Development Corp., 5.000%, 9/1/2022	1,000,000	1,048,365
County of Bexar, AGM, 5.000%, 8/15/2031, Call 8/15/2024	1,280,000	1,455,833
County of Wise, 8.000%, 8/15/2034, Call 8/15/2021	4,000,000	4,062,950
Crane County Water District:
5.000%, 2/15/2026, Call 2/15/2025	915,000	1,056,937
5.000%, 2/15/2030, Call 2/15/2025	1,000,000	1,136,870
Dallas/Fort Worth International Airport:
5.000%, 11/1/2024, Call 11/1/2022	1,000,000	1,067,870
5.000%, 11/1/2033, Call 11/1/2023	2,000,000	2,222,343
5.250%, 11/1/2033, Call 11/1/2023	1,200,000	1,340,609
Fort Bend Independent School District, PSF, 1.950%, 8/1/2049 (6)	1,145,000	1,169,498
Georgetown Independent School District, PSF:
5.000%, 8/15/2027	1,000,000	1,260,876
5.000%, 8/15/2028	1,000,000	1,292,970
Grand Parkway Transportation Corp., 5.050%, 10/1/2030, Call 10/1/2028 (10)	1,000,000	1,155,984
Gulf Coast Authority, AGM:
5.000%, 10/1/2029, Call 10/1/2022	1,430,000	1,519,424
5.000%, 10/1/2030, Call 10/1/2022	1,505,000	1,599,114
Harris County Cultural Education Facilities Finance Corp., 0.880%, (SIFMA Municipal Swap Index Yield), 6/1/2021 (6)	2,400,000	2,400,000
Harris County Municipal Utility District No. 165, BAM, 5.000%, 3/1/2025	400,000	461,604
Lancaster Independent School District, BAM, 4.000%, 2/15/2029, Call 2/15/2025	3,000,000	3,353,851
Lower Colorado River Authority:
5.000%, 5/15/2026, Call 5/15/2025	695,000	814,141
5.000%, 5/15/2027, Call 5/15/2025	1,355,000	1,583,807
5.000%, 5/15/2036, Call 5/15/2029	1,500,000	1,904,929
Matagorda County Navigation District No. 1, 2.600%, 11/1/2029	1,000,000	1,075,496
Mesquite Independent School District, PSF, 0.000%, 8/15/2021	635,000	634,803
Mission Economic Development Corp., 0.200%, 5/1/2046 (6) (7)	27,400,000	27,400,000
New Hope Cultural Education Facilities Finance Corp.:
4.000%, 11/15/2021	315,000	317,750
5.000%, 11/15/2031, Call 11/15/2024	850,000	919,230
5.000%, 8/15/2036, Call 8/15/2021 (5)	1,700,000	1,708,902
5.125%, 8/15/2047, Call 8/15/2021 (5)	1,260,000	1,265,980
5.500%, 8/15/2036, Call 8/15/2021	1,000,000	1,006,548
New Hope Cultural Education Facilities Finance Corp., AGM, 4.000%, 4/1/2024	440,000	483,702
North Texas Tollway Authority:
4.000%, 1/1/2036, Call 1/1/2029	1,000,000	1,188,969
5.000%, 1/1/2027, Call 1/1/2025	2,090,000	2,427,659
5.000%, 1/1/2048, Call 1/1/2028	5,000,000	6,041,918
Pleasanton Independent School District, PSF, 5.000%, 8/15/2029, Call 8/15/2024	1,000,000	1,140,108
San Antonio Municipal Facilities Corp., 5.000%, 8/15/2036, Call 8/15/2021	500,000	504,537
Tarrant County Cultural Education Facilities Finance Corp.:
5.000%, 10/1/2028, Call 10/1/2023	2,030,000	2,231,380
5.000%, 11/15/2037, Call 11/15/2027	2,175,000	2,588,853
5.000%, 5/15/2045, Call 5/15/2024	5,145,000	5,530,904
5.000%, 11/15/2046, Call 11/15/2026	2,000,000	2,297,181
5.000%, 11/15/2046, Call 11/15/2027	1,250,000	1,463,452
Texas Municipal Gas Acquisition & Supply Corp. III:
5.000%, 12/15/2025	700,000	830,829
5.000%, 12/15/2029	2,250,000	2,912,223

5.000%, 12/15/2030	1,900,000	2,492,095
5.000%, 12/15/2031	1,350,000	1,789,998
Waco Independent School District, PSF:
4.000%, 8/15/2028, Call 8/15/2024	1,000,000	1,119,547
4.000%, 8/15/2029, Call 8/15/2024	2,380,000	2,664,522
		126,957,546
U. S. Virgin Islands — 0.2%
Virgin Islands Public Finance Authority:
5.000%, 9/1/2030, Call 9/1/2025 (5)	2,320,000	2,664,661
5.000%, 9/1/2033, Call 9/1/2025 (5)	1,000,000	1,146,439
		3,811,100
Utah — 0.5%
City of Draper, 5.000%, 5/1/2032, Call 5/1/2022	325,000	339,195
City of Riverton:
5.250%, 12/1/2034, Call 6/1/2023	1,455,000	1,603,852
5.250%, 12/1/2036, Call 6/1/2023	2,150,000	2,369,954
Utah Charter School Finance Authority, UT, 5.250%, 10/15/2028, Call 10/15/2023	480,000	529,135
Utah Housing Corp., 1.540%, 8/1/2022, Call 8/1/2021 (6)	3,000,000	3,006,417
Utah Infrastructure Agency, AGM:
5.400%, 10/15/2036, Call 10/15/2021	1,000,000	1,019,533
5.500%, 10/15/2030, Call 10/15/2021	1,300,000	1,325,872
		10,193,958
Vermont — 0.0%
Vermont Housing Finance Agency, GNMA/FNMA/FHLMC, 4.000%, 11/1/2043, Call 5/1/2023	370,000	392,713
Virginia — 0.5%
City of Chesapeake Chesapeake Expressway Toll Road Revenue, 5.000%, 7/15/2022	500,000	514,661
Henrico County Economic Development Authority, 5.000%, 10/1/2037, Call 10/1/2024	1,000,000	1,129,019
Henrico County Economic Development Authority, AGM, 0.193%, 8/23/2027, Call 5/28/2021 (6) (9)	50,000	50,000
Stafford County Economic Development Authority:
5.000%, 6/15/2028, Call 6/15/2026	1,000,000	1,199,490
5.000%, 6/15/2030, Call 6/15/2026	700,000	831,012
Virginia College Building Authority, 5.000%, 2/1/2031, Call 2/1/2027	2,200,000	2,700,906
Virginia Small Business Financing Authority, 5.000%, 7/1/2049, Call 1/1/2022 (11)	2,500,000	2,564,829
		8,989,917
Washington — 1.6%
Chelan County Public Utility District No. 1, NATL-RE, 0.000%, 6/1/2024	210,000	206,253
FYI Properties, 5.000%, 6/1/2031, Call 6/1/2028	5,000,000	6,142,915
King County Housing Authority, County Guarantee:
5.200%, 5/1/2028, Call 6/28/2021	350,000	354,633
5.500%, 12/1/2028, Call 6/28/2021	1,000,000	1,004,559
King County Public Hospital District No. 1, 5.000%, 12/1/2031, Call 12/1/2026	4,000,000	4,827,425
Mason & Kitsap Counties School District No. 403 North Mason, School Bond Gty, 5.000%, 12/1/2035, Call 12/1/2023	2,025,000	2,269,708
Port of Bellingham, 5.250%, 12/1/2022, Call 6/18/2021	1,060,000	1,062,316
Port of Seattle, 4.000%, 4/1/2044, Call 4/1/2029 (11)	1,000,000	1,134,672
Snohomish County Housing Authority, 5.000%, 4/1/2031, Call 4/1/2029	1,000,000	1,250,838
Spokane County School District No. 81 Spokane, School Bond Gty, 5.000%, 12/1/2030, Call 12/1/2021	650,000	665,961
Washington Health Care Facilities Authority, 5.000%, 10/1/2030, Call 10/1/2022	750,000	798,435
Washington State Housing Finance Commission:
2.375%, 1/1/2026, Call 7/1/2021 (5)	1,000,000	1,000,172
2.550%, 7/1/2022 (6)	550,000	551,048
5.000%, 1/1/2029, Call 1/1/2026 (5)	840,000	989,054
5.000%, 1/1/2036, Call 1/1/2025 (5)	2,125,000	2,316,302
5.000%, 1/1/2038, Call 1/1/2026 (5)	2,000,000	2,302,626
5.000%, 1/1/2044, Call 7/1/2026 (5)	1,000,000	1,110,795
5.000%, 1/1/2049, Call 7/1/2026 (5)	1,000,000	1,107,291
Washington State Housing Finance Commission, GNMA/FNMA/FHLMC, 3.050%, 6/1/2022	750,000	768,744
WBRP 3.2:

5.000%, 1/1/2026, Call 7/1/2025	750,000	885,529
5.000%, 1/1/2031, Call 7/1/2025	940,000	1,100,303
		31,849,579
West Virginia — 0.6%
West Virginia Economic Development Authority, 0.625%, 12/1/2038 (6)	1,000,000	1,000,169
West Virginia Hospital Finance Authority:
5.000%, 9/1/2031, Call 9/1/2029	2,020,000	2,534,249
5.000%, 9/1/2032, Call 9/1/2029	1,000,000	1,246,750
5.000%, 6/1/2042, Call 6/1/2027	3,665,000	4,390,667
5.000%, 1/1/2043, Call 1/1/2029	1,750,000	2,126,092
		11,297,927
Wisconsin — 2.4%
City of Oak Creek, 3.000%, 6/1/2027, Call 6/1/2025	100,000	109,255
Public Finance Authority:
4.000%, 1/1/2046, Call 1/1/2027	2,000,000	2,161,489
5.000%, 11/15/2029	2,500,000	3,056,549
5.000%, 11/15/2030	1,620,000	2,002,347
5.000%, 7/1/2037, Call 7/1/2024	820,000	882,037
5.000%, 11/15/2041, Call 11/15/2027	250,000	303,835
5.000%, 7/1/2047, Call 7/1/2024	1,000,000	1,068,149
5.125%, 7/15/2037, Call 7/15/2027 (5)	2,500,000	2,796,385
State of Wisconsin:
4.000%, 5/1/2027, Call 5/1/2022	800,000	828,718
5.000%, 3/1/2023, Call 9/1/2021	2,000,000	2,024,091
5.000%, 5/1/2027, Call 5/1/2022	25,000	26,114
5.000%, 5/1/2027, Call 5/1/2022	1,580,000	1,651,150
Wisconsin Center District:
0.000%, 12/15/2033, Call 6/15/2026	2,200,000	1,519,129
0.000%, 12/15/2034, Call 6/15/2026	6,665,000	4,396,393
Wisconsin Center District, AGM:
5.250%, 12/15/2023	265,000	282,770
5.250%, 12/15/2023	145,000	159,002
5.250%, 12/15/2027	420,000	512,511
5.250%, 12/15/2027	1,510,000	1,834,260
Wisconsin Health & Educational Facilities Authority:
4.750%, 10/15/2029, Call 10/15/2021	605,000	612,332
5.000%, 8/15/2021	1,160,000	1,171,496
5.000%, 10/1/2022	750,000	795,863
5.000%, 12/15/2022	500,000	536,743
5.000%, 12/15/2023	500,000	558,886
5.000%, 12/15/2024	500,000	579,318
5.000%, 3/1/2025, Call 3/1/2024	315,000	340,147
5.000%, 8/15/2027, Call 8/15/2022	500,000	529,192
5.000%, 12/15/2028, Call 12/15/2024	100,000	114,988
5.000%, 8/15/2029, Call 8/15/2022	1,700,000	1,799,252
5.000%, 4/1/2032, Call 10/1/2022	4,560,000	4,801,832
5.000%, 6/1/2032, Call 6/1/2022	1,000,000	1,043,643
5.000%, 8/15/2032, Call 8/15/2022	5,000,000	5,291,916
5.125%, 4/15/2031, Call 4/15/2023	250,000	272,666
Wisconsin Health & Educational Facilities Authority, AGM, 5.000%, 7/15/2027, Call 7/15/2021	3,655,000	3,676,560
		47,739,018
Total Municipals (identified cost $1,817,048,478)		1,953,585,810
Mutual Funds — 0.9%
Nuveen New York AMT-Free Municipal Credit Income Fund	10,000,000	10,000,000
Nuveen New York AMT-Free Quality Municipal Income Fund	7,000,000	7,000,000
Total Mutual Funds (identified cost $17,000,000)		17,000,000
Short-Term Investments — 0.0%

Repurchase Agreements — 0.0%
Agreement with Fixed Income Clearing Corp., 0.005%, dated 5/28/2021, to be repurchased at $275,134 on 5/28/2021, collateralized by U.S. Government Treasury Obligation with a maturity of 1/15/2028, with a fair value of $280,666.	275,134		275,134
Total Short-Term Investments (identified cost $275,134)			275,134
Total Investments — 100.8% (identified cost $1,834,323,612)			1,970,860,944
Other Assets and Liabilities — (0.8)%			(16,310,247	)
Total Net Assets — 100.0%		$	1,954,550,697

Strategic Income Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Principal Amount		Value
Asset-Backed Securities — 0.1%
Federal Home Loan Mortgage Corporation — 0.1%
0.366% (LIBOR 1 Month + 26 basis points), 8/25/2031, (Series T-32) (6)	$	132,754	$	129,633
Total Asset-Backed Securities (identified cost $132,754)				129,633
Collateralized Mortgage Obligations — 8.9%
Federal National Mortgage Association — 0.2%
0.506% (LIBOR 1 Month + 40 basis points), 4/25/2034, (Series 2004-25) (6)		73,223		73,679
4.000%, 3/25/2041, (Series 2012-21)		108,037		114,190
				187,869
Private Sponsor — 6.4%
Alternative Loan Trust, Class 1A1, (Series 2004-24CB), 6.000%, 11/25/2034		440,310		467,531
Banc of America Funding Trust, Class 2A1, (Series 2005-5), 5.500%, 9/25/2035		130,272		140,977
Chase Mortgage Finance Trust:
Class 7A1, (Series 2007-A2), 3.338%, 7/25/2037 (6)		251,280		235,621
Class A1, (Series 2005-S2), 5.500%, 10/25/2035		259,860		259,417
ChaseFlex Trust , Class 4A3, (Series 2005-2), 6.000%, 5/25/2020		3,008		1,903
Federal Home Loan Mortgage Corporation, Class M2, (Series 2019-DNA1), 2.741% (LIBOR 1 Month + 265 basis points), 1/25/2049 (5) (6)		886,694		903,561
FREMF Mortgage Trust:
Class B, (Series 2019-K91), 4.252%, 4/25/2051 (5) (6)		1,000,000		1,134,049
Class B, (Series 2019-K95), 3.919%, 8/25/2052 (5) (6)		1,000,000		1,116,015
Class C, (Series 2018-K77), 4.302%, 5/25/2051 (5) (6)		1,000,000		1,089,082
GSR Mortgage Loan Trust, Class 2A4, (Series 2007-1F), 5.500%, 1/25/2037		45,951		53,741
Morgan Stanley Mortgage Loan Trust, Class 2A2, (Series 2004-10AR), 2.540%, 11/25/2034 (6)		184,637		190,820
Residential Asset Securitization Trust, Class A4, (Series 2005-A8CB), 5.500%, 7/25/2035		512,756		442,800
RFMSI Trust, Class A2, (Series 2006-S4), 6.000%, 4/25/2036		248,031		242,205
Structured Adjustable Rate Mortgage Loan Trust, Class 1A2, (Series 2004-18), 2.815%, 12/25/2034 (6)		234,893		230,757
Wells Fargo Mortgage Backed Securities Trust:
Class A1, (Series 2006-AR19), 2.810%, 12/25/2036 (6)		311,000		310,195
Class A1, (Series 2007-15), 6.000%, 11/25/2037		221,104		218,543
Class A6, (Series 2007-7), 6.000%, 6/25/2037		137,360		129,305
				7,166,522
WL Collateral CMO — 2.3%
Federal Home Loan Mortgage Corporation, Class M2, (Series 2021-HQA1), 2.260% (SOFR30A + 225 basis points), 8/25/2033 (5) (6)		2,000,000		2,029,419
Federal National Mortgage Association, Class 2M2, (Series 2016-C07), 4.442% (LIBOR 1 Month + 435 basis points), 5/25/2029 (6)		492,940		516,278
				2,545,697
Total Collateralized Mortgage Obligations (identified cost $9,462,700)				9,900,088
Commercial Mortgage Securities — 7.3%
Private Sponsor — 7.3%
BANK, Class A4, (Series 2018-BN15), 4.407%, 11/15/2061 (6)		750,000		875,205
Commercial Mortgage Trust, Class D, (Series 2013-CR12), 5.072%, 10/10/2046 (5) (6)		500,000		323,429
Commercial Mortgage Trust,, Class A4, (Series 2013-CR10), 4.210%, 8/10/2046 (6)		2,000,000		2,145,977

CSAIL Commercial Mortgage Trust, Class B, (Series 2015-C3), 4.270%, 8/15/2048 (6)	500,000	514,391
GS Mortgage Securities Trust:
Class B, (Series 2014-GC24), 4.515%, 9/10/2047 (6)	250,000	262,497
Class D, (Series 2013-GC16), 5.311%, 11/10/2046 (5) (6)	300,000	302,044
JP Morgan Chase Commercial Mortgage Securities Trust, Class D, (Series 2012-C6), 5.313%, 5/15/2045 (6)	750,000	710,949
Wells Fargo Commercial Mortgage Trust:
Class B, (Series 2015-C26), 3.783%, 2/15/2048	750,000	799,947
Class C, (Series 2016-C36), 4.328%, 11/15/2059 (6)	2,000,000	1,775,275
WFRBS Commercial Mortgage Trust, Class D, (Series 2013-C16), 5.005%, 9/15/2046 (5) (6)	485,000	409,566
Total Commercial Mortgage Securities (identified cost $8,023,451)		8,119,280
Corporate Bonds & Notes — 73.5%
Aerospace/Defense — 1.9%
Boeing Co., 4.875%, 5/1/2025	350,000	393,333
Embraer Netherlands Finance BV, 6.950%, 1/17/2028 (5)	300,000	341,100
Howmet Aerospace, Inc., 6.875%, 5/1/2025	250,000	289,750
Spirit AeroSystems, Inc., 7.500%, 4/15/2025 (5)	250,000	267,813
TransDigm, Inc., 5.500%, 11/15/2027	500,000	521,935
TransDigm, Inc.,, 4.625%, 1/15/2029 (5)	350,000	346,363
		2,160,294
Agriculture — 2.0%
Altria Group, Inc., 5.950%, 2/14/2049	500,000	616,389
Bunge, Ltd. Finance Corp., 4.350%, 3/15/2024	500,000	547,534
JBS USA Food Co., 5.750%, 1/15/2028 (2) (5)	500,000	530,505
Vector Group Ltd., 5.750%, 2/1/2029 (5)	550,000	556,201
		2,250,629
Airlines — 1.6%
American Airlines, Inc., 11.750%, 7/15/2025 (5)	500,000	627,825
British Airways 2020-1 Class A Pass Through Trust, 4.250%, 5/15/2034 (5)	177,804	190,315
Delta Air Lines, Inc.:
2.900%, 10/28/2024 (2)	500,000	507,288
3.750%, 10/28/2029	150,000	149,915
United Airlines Pass Through Trust, 5.875%, 4/15/2029	285,495	316,193
		1,791,536
Auto Manufacturers — 1.0%
Ford Motor Co., 4.750%, 1/15/2043	500,000	505,090
Jaguar Land Rover Automotive PLC, 5.875%, 1/15/2028 (2) (5)	350,000	357,810
Navistar International Corp., 9.500%, 5/1/2025 (5)	250,000	270,588
		1,133,488
Auto Parts & Equipment — 1.0%
American Axle & Manufacturing, Inc., 6.875%, 7/1/2028	250,000	271,589
DANA, Inc. , 4.250%, 9/1/2030	500,000	516,875
Tenneco, Inc., 7.875%, 1/15/2029 (5)	300,000	335,986
		1,124,450
Banks — 4.4%
Banco Nacional de Costa Rica, 6.250%, 11/1/2023 (2) (5)	1,000,000	1,069,000
Banco Santander SA, 2.749%, 12/3/2030 (2)	450,000	442,286
Barclays PLC, 3.811% (H15T1Y + 170 basis points), 3/10/2042 (6)	675,000	679,024
BBVA Bancomer SA, 1.875%, 9/18/2025 (5)	400,000	404,504
CBB International Sukuk Programme Co. SPC, 3.950%, 9/16/2027 (5)	500,000	510,365
CIT Group, Inc., 3.929% (SOFR + 383 basis points), 6/19/2024 (2) (6)	500,000	530,877
Deutsche Bank AG,, 3.729% (SOFR + 276 basis points), 1/14/2032 (6)	575,000	576,475
JPMorgan Chase & Co.:
1.578% (SOFR + 89 basis points), 4/22/2027 (2) (6)	350,000	352,958
2.525% (SOFR + 151 basis points), 11/19/2041 (6)	350,000	321,072
		4,886,561
Beverages — 0.7%
Molson Coors Beverage Co., 4.200%, 7/15/2046 (2)	750,000	798,311

Building Materials — 1.2%
Cemex SAB de C.V., 7.375%, 6/5/2027 (5)	350,000	394,656
Cemex SAB de C.V.,, 3.875%, 7/11/2031 (5)	350,000	352,585
US Concrete, Inc., 5.125%, 3/1/2029 (5)	600,000	615,129
		1,362,370
Chemicals — 2.2%
Braskem Netherlands Finance BV, 4.500%, 1/10/2028 (5)	500,000	526,255
Chemours Co., 5.750%, 11/15/2028 (5)	550,000	588,560
Nouryon Holding BV, 8.000%, 10/1/2026 (2) (5)	500,000	529,630
OCP SA, 4.500%, 10/22/2025 (5)	750,000	804,094
		2,448,539
Commercial Services — 3.0%
Alta Equipment Group, Inc., 5.625%, 4/15/2026 (5)	750,000	771,570
Element Fleet Management Corp., 3.850%, 6/15/2025 (5)	350,000	378,892
Howard University, 2.801%, 10/1/2023	250,000	257,675
Prime Security Services Borrower LLC, 3.375%, 8/31/2027 (2) (5)	500,000	480,875
Prime Security Services Borrower LLC / Prime Finance, Inc., 5.750%, 4/15/2026 (2) (5)	615,000	673,610
United Rentals North America, Inc., 5.500%, 5/15/2027	750,000	794,062
		3,356,684
Computers — 1.9%
Dell International LLC, 5.300%, 10/1/2029 (5)	750,000	889,311
NCR Corp., 5.125%, 4/15/2029 (5)	600,000	616,470
Seagate HDD Cayman:
4.091%, 6/1/2029 (5)	270,000	272,372
4.875%, 6/1/2027	253,000	276,656
		2,054,809
Diversified Financial Services — 1.6%
Ally Financial, Inc., 5.750%, 11/20/2025	400,000	460,634
Cantor Fitzgerald LP, 4.875%, 5/1/2024 (5)	500,000	551,524
Jefferies Finance LLC / JFIN Co-Issuer Corp., 6.250%, 6/3/2026 (5)	700,000	735,000
		1,747,158
Electric — 1.5%
Abu Dhabi National Energy Co. PJSC, 4.375%, 4/23/2025 (5)	500,000	563,135
Talen Energy Supply LLC, 6.500%, 6/1/2025	650,000	550,062
Vistra Operations Co. LLC, 4.375%, 5/1/2029 (5)	500,000	503,235
		1,616,432
Electrical Components & Equipment — 0.7%
Energizer Holdings, Inc., 4.750%, 6/15/2028 (2) (5)	750,000	762,233
Electronics — 0.2%
Jabil, Inc., 3.000%, 1/15/2031	250,000	254,009
Engineering & Construction — 0.5%
Fluor Corp., 4.250%, 9/15/2028 (2)	500,000	511,250
Entertainment — 0.6%
International Game Technology PLC, 4.125%, 4/15/2026 (2) (5)	650,000	671,980
Environmental Control — 0.5%
Stericycle, Inc., 3.875%, 1/15/2029 (5)	500,000	499,475
Food — 1.6%
Albertsons Cos. LLC, 5.750%, 3/15/2025	80,000	82,261
MARB BondCo PLC, 3.950%, 1/29/2031 (5)	1,000,000	962,675
Pilgrim’s Pride Corp., 4.250%, 4/15/2031 (2) (5)	750,000	759,487
		1,804,423
Forest Products & Paper — 0.9%
Suzano Austria GmbH, 7.000%, 3/16/2047 (5)	750,000	987,187
Gas — 0.5%
National Fuel Gas Co., 2.950%, 3/1/2031	500,000	497,835

Healthcare-Services — 1.9%
Encompass Health Corp., 4.500%, 2/1/2028	250,000	258,438
HCA, Inc., 3.500%, 9/1/2030	500,000	514,162
Laboratory Corp. of America Holdings, 1.550%, 6/1/2026	275,000	276,231
Molina Healthcare, Inc., 4.375%, 6/15/2028 (2) (5)	500,000	516,330
Tenet Healthcare Corp., 7.500%, 4/1/2025 (2) (5)	535,000	574,289
		2,139,450
Home Builders — 0.9%
Forestar Group, Inc., 3.850%, 5/15/2026 (2) (5)	500,000	504,303
Meritage Homes Corp., 3.875%, 4/15/2029 (5)	450,000	469,163
		973,466
Home Furnishings — 0.7%
Whirlpool Corp., 4.750%, 2/26/2029 (2)	650,000	764,889
Household Products/Wares — 0.4%
ACCO Brands Corp., 4.250%, 3/15/2029 (5)	500,000	493,175
Insurance — 1.9%
Athene Holding, Ltd., 3.500%, 1/15/2031	500,000	527,168
Brighthouse Financial, Inc., 5.625%, 5/15/2030	500,000	606,803
Sammons Financial Group, Inc., 3.350%, 4/16/2031 (5)	750,000	761,103
SBL Holdings, Inc., 5.000%, 2/18/2031 (5)	250,000	270,139
		2,165,213
Internet — 0.3%
Expedia Group, Inc., 6.250%, 5/1/2025 (5)	250,000	291,643
Investment Companies — 2.6%
FS KKR Capital Corp., 3.400%, 1/15/2026	500,000	515,989
Goldman Sachs BDC, Inc., 3.750%, 2/10/2025	750,000	808,203
Icahn Enterprises LP, 4.750%, 9/15/2024	500,000	521,700
Owl Rock Capital Corp., 5.250%, 4/15/2024	500,000	550,289
Prospect Capital Corp., 3.364%, 11/15/2026	500,000	497,484
		2,893,665
Iron/Steel — 1.6%
ArcelorMittal, 4.550%, 3/11/2026 (2)	750,000	838,309
GUSAP III LP, 4.250%, 1/21/2030 (2) (5)	500,000	541,885
United States Steel Corp., 6.875%, 8/15/2025	250,000	256,250
Vale Overseas, Ltd., 3.750%, 7/8/2030	150,000	158,813
		1,795,257
Leisure Time — 0.8%
NCL Finance, Ltd., 6.125%, 3/15/2028 (2) (5)	325,000	339,242
Royal Caribbean Cruises, Ltd., 5.250%, 11/15/2022	500,000	517,030
		856,272
Lodging — 0.2%
MGM Resorts International, 6.750%, 5/1/2025 (2)	200,000	214,671
Media — 3.5%
AMC Networks, Inc., 5.000%, 4/1/2024	433,000	438,659
CSC Holdings LLC, 3.375%, 2/15/2031 (5)	300,000	280,326
Scripps Escrow II, Inc., 3.875%, 1/15/2029 (5)	500,000	487,590
Sirius XM Radio, Inc., 5.375%, 7/15/2026 (5)	750,000	772,500
Time Warner Cable LLC, 4.500%, 9/15/2042	500,000	540,388
Virgin Media Finance PLC, 5.000%, 7/15/2030 (5)	750,000	747,891
Ziggo BV, 5.500%, 1/15/2027 (5)	650,000	674,375
		3,941,729
Mining — 1.5%
Freeport-McMoRan, Inc., 4.125%, 3/1/2028	600,000	627,000
Kinross Gold Corp., 6.875%, 9/1/2041	750,000	1,025,704
		1,652,704
Miscellaneous Manufacturing — 0.8%
Trinity Industries, Inc., 4.550%, 10/1/2024	830,000	879,285

Oil & Gas — 2.7%
Comstock Resources, Inc., 6.750%, 3/1/2029 (5)	550,000	575,547
Diamond Offshore Drilling, Inc., 7.875%, 8/15/2025 (1) (12)	750,000	136,875
EQT Corp., 3.125%, 5/15/2026 (5)	250,000	254,693
Occidental Petroleum Corp., 4.400%, 8/15/2049	500,000	420,733
PBF Holding Co. LLC, 7.250%, 6/15/2025 (2)	750,000	610,714
Valero Energy Corp., 2.150%, 9/15/2027	400,000	402,710
W&T Offshore, Inc., 9.750% 2018 Term Loan, 11/1/2023 (5)	700,000	617,956
		3,019,228
Oil & Gas Services — 0.2%
Nine Energy Service, Inc., 8.750%, 11/1/2023 (5)	400,000	167,250
Packaging & Containers — 0.8%
Berry Global, Inc., 1.570%, 1/15/2026 (5)	350,000	350,693
Klabin Austria GmbH, 3.200%, 1/12/2031 (5)	500,000	481,750
		832,443
Pharmaceuticals — 3.6%
AdaptHealth LLC, 4.625%, 8/1/2029 (5)	750,000	736,875
Bausch Health Cos., Inc., 5.000%, 1/30/2028 (5)	500,000	469,445
HLF Financing Sarl LLC , 4.875%, 6/1/2029 (5)	775,000	777,364
Mylan, Inc., 5.200%, 4/15/2048	700,000	826,866
Teva Pharmaceutical Finance Netherlands III BV:
4.100%, 10/1/2046	800,000	687,140
6.000%, 4/15/2024	500,000	529,085
		4,026,775
Pipelines — 3.1%
Buckeye Partners LP, 4.500%, 3/1/2028 (5)	500,000	501,222
Enable Midstream Partners LP, 4.950%, 5/15/2028	500,000	566,805
Energy Transfer Operating LP, 5.150%, 2/1/2043	750,000	814,419
EQM Midstream Partners LP, 4.000%, 8/1/2024	500,000	512,240
Sunoco Logistics Partners Operations LP, 5.400%, 10/1/2047	900,000	1,023,261
		3,417,947
Real Estate — 0.3%
Howard Hughes Corp., 4.125%, 2/1/2029 (5)	350,000	348,229
Real Estate Investment Trusts — 3.2%
Crown Castle International Corp., 2.900%, 4/1/2041	500,000	465,935
Diversified Healthcare Trust, 4.750%, 2/15/2028	500,000	483,225
Host Hotels & Resorts LP, 3.500%, 9/15/2030	500,000	514,213
iStar, Inc., 4.750%, 10/1/2024	600,000	627,900
MPT Operating Partnership LP, 4.625%, 8/1/2029	500,000	531,128
SBA Communications Corp., 4.875%, 9/1/2024	500,000	510,940
Service Properties Trust, 4.950%, 10/1/2029 (2)	500,000	466,898
		3,600,239
Retail — 3.4%
Foundation Building Materials, Inc., 6.000%, 3/1/2029 (5)	400,000	392,672
Genuine Parts Co., 1.875%, 11/1/2030	350,000	332,276
L Brands, Inc., 6.950%, 3/1/2033	500,000	584,432
Magic Mergeco, Inc., 7.875%, 5/1/2029 (5)	500,000	510,625
Nordstrom, Inc., 4.250%, 8/1/2031 (5)	750,000	762,393
QVC, Inc., 4.750%, 2/15/2027	500,000	528,778
Ross Stores, Inc., 4.600%, 4/15/2025	350,000	396,484
White Cap Buyer LLC, 6.875%, 10/15/2028 (2) (5)	250,000	263,466
		3,771,126
Semiconductors — 0.9%
Broadcom, Inc., 4.750%, 4/15/2029	600,000	687,355
Marvell Technology, Inc., 4.875%, 6/22/2028 (5)	250,000	285,679
		973,034
Software — 2.1%
Citrix Systems, Inc., 3.300%, 3/1/2030 (2)	500,000	520,530
MSCI, Inc., 3.625%, 11/1/2031 (5)	1,000,000	1,010,420
VMware, Inc., 3.900%, 8/21/2027	750,000	834,040
		2,364,990

Sovereign — 2.8%
Argentine Government International Bond:
0.125%, 7/9/2030	85,626	31,748
0.125%, 7/9/2035	156,873	52,083
1.000%, 7/9/2029	9,405	3,668
Costa Rica Government International Bond, 5.625%, 4/30/2043 (5)	800,000	757,000
Dominican Republic International Bond, 4.875%, 9/23/2032 (5)	500,000	518,500
Egypt Government International Bond, 5.875%, 2/16/2031 (5)	500,000	493,262
Mexico Government International Bond, 4.280%, 8/14/2041	300,000	312,258
Oman Sovereign Sukuk Co., 4.397%, 6/1/2024 (5)	500,000	521,883
Turkiye Ihracat Kredi Bankasi AS, 5.000%, 9/23/2021 (5)	450,000	454,242
		3,144,644
Telecommunications — 3.0%
Altice France SA, 5.125%, 7/15/2029 (5)	500,000	496,378
Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/1/2026 (5)	550,000	569,266
Telecom Italia SpA, 5.303%, 5/30/2024 (5)	600,000	653,250
T-Mobile USA, Inc., 2.250%, 2/15/2026	350,000	353,395
Turk Telekomunikasyon AS, 4.875%, 6/19/2024 (5)	750,000	783,381
Verizon Communications, Inc., 1.450%, 3/20/2026	500,000	505,283
		3,360,953
Transportation — 0.8%
Cargo Aircraft Management, Inc., 4.750%, 2/1/2028 (5)	500,000	512,548
Empresa de Transporte de Pasajeros Metro SA, 3.650%, 5/7/2030 (5)	350,000	375,357
		887,905
Total Corporate Bonds & Notes (identified cost $78,895,709)		81,695,835
U.S. Government Agency-Mortgage Securities — 2.9%
Federal Home Loan Mortgage Corporation — 0.3%
3.500%, 4/1/2042	37,533	40,704
4.500%, 7/1/2040	13,693	15,337
5.000%, 12/1/2022	9,878	10,292
5.000%, 1/1/2040	123,428	141,820
5.500%, 10/1/2021	154	154
5.500%, 7/1/2035	27,173	31,393
6.000%, 12/1/2036	11,363	13,438
6.000%, 12/1/2037	4,496	5,054
7.500%, 4/1/2024	8,154	8,700
7.500%, 4/1/2027	7,279	8,197
8.000%, 8/1/2030	8,290	9,376
8.500%, 9/1/2024	3,634	3,904
		288,369
Federal National Mortgage Association — 2.5%
2.500%, 9/1/2040	1,892,188	1,969,109
3.000%, 8/1/2032	114,676	121,839
4.000%, 3/1/2041	150,237	164,969
5.500%, 1/1/2023	17,375	19,371
5.500%, 2/1/2036	74,307	86,207
6.000%, 9/1/2021	5,591	5,614
6.500%, 8/1/2030	169,497	190,152
6.500%, 12/1/2031	10,165	11,562
6.500%, 11/1/2037	20,082	23,607
7.000%, 3/1/2029	21,822	25,355
7.000%, 7/1/2029	57,019	63,731
7.000%, 2/1/2030	41,323	45,988
7.500%, 10/1/2030	5,801	6,107
8.000%, 10/1/2028	68,083	75,863
8.000%, 4/1/2030	16,996	20,567
		2,830,041
Government National Mortgage Association — 0.1%
5.000%, 4/15/2034	119,168	137,978
7.000%, 8/15/2031	20,298	23,499

9.500%, 10/15/2024	2		2
			161,479
Total U.S. Government Agency-Mortgage Securities (identified cost $3,196,842)			3,279,889
Short-Term Investments — 15.8%
Collateral Investment for Securities on Loan — 8.9%
BMO Government Money Market Fund — Premier Class 0.010% (3) (4)	9,842,270		9,842,270
Mutual Funds — 6.9%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	7,689,367		7,689,367
Total Short-Term Investments (identified cost $17,531,637)			17,531,637
Total Investments — 108.5% (identified cost $117,243,093)			120,656,362
Other Assets and Liabilities — (8.5)%			(9,438,471	)
Total Net Assets — 100.0%		$	111,217,891

Corporate Income Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Principal Amount		Value
Corporate Bonds & Notes — 96.8%
Aerospace/Defense — 2.5%
BAE Systems PLC:
1.900%, 2/15/2031 (5)	$	1,000,000	$	949,953
3.400%, 4/15/2030 (5)		1,800,000		1,932,174
Boeing Co.:
2.800%, 3/1/2024		2,000,000		2,107,842
4.875%, 5/1/2025		2,000,000		2,247,619
Spirit AeroSystems, Inc., 7.500%, 4/15/2025 (5)		2,000,000		2,142,500
TransDigm, Inc., 6.250%, 3/15/2026 (5)		2,000,000		2,112,550
				11,492,638
Agriculture — 3.5%
Altria Group, Inc., 3.700%, 2/4/2051		3,000,000		2,738,526
BAT Capital Corp., 4.540%, 8/15/2047		2,750,000		2,762,430
Bunge, Ltd. Finance Corp.:
3.250%, 8/15/2026 (2)		1,000,000		1,082,673
3.750%, 9/25/2027 (2)		1,800,000		1,989,109
Imperial Brands Finance PLC, 3.500%, 7/26/2026 (5)		1,750,000		1,880,243
JBS USA Food Co., 5.750%, 1/15/2028 (2) (5)		1,000,000		1,061,010
Philip Morris International, Inc., 0.875%, 5/1/2026		2,000,000		1,981,083
Vector Group Ltd., 5.750%, 2/1/2029 (5)		2,250,000		2,275,369
				15,770,443
Airlines — 1.0%
Delta Air Lines, Inc.:
2.900%, 10/28/2024 (2)		1,960,000		1,988,571
3.750%, 10/28/2029		1,000,000		999,431
United Airlines Pass Through Trust, 5.875%, 4/15/2029		1,570,223		1,739,060
				4,727,062
Auto Manufacturers — 3.1%
Ford Motor Co., 5.291%, 12/8/2046		2,000,000		2,129,410
Ford Motor Credit Co. LLC:
1.463% (LIBOR 3 Month + 127 basis points), 3/28/2022 (6)		750,000		748,247
4.134%, 8/4/2025		1,500,000		1,593,000
General Motors Financial Co., Inc.:
4.000%, 1/15/2025		1,000,000		1,092,316
4.350%, 1/17/2027		1,500,000		1,690,481
Hyundai Capital America, 2.650%, 2/10/2025 (5)		2,000,000		2,090,410
Jaguar Land Rover Automotive PLC, 5.875%, 1/15/2028 (5)		1,500,000		1,533,473
Navistar International Corp., 9.500%, 5/1/2025 (5)		800,000		865,880
Toyota Motor Credit Corp., 3.400%, 4/14/2025		2,000,000		2,201,511
				13,944,728
Auto Parts & Equipment — 0.7%
American Axle & Manufacturing, Inc., 6.875%, 7/1/2028 (2)		1,450,000		1,575,215
Tenneco, Inc.:
5.125%, 4/15/2029 (5)		1,000,000		1,001,250
7.875%, 1/15/2029 (5)		500,000		559,977
				3,136,442
Banks — 14.7%
Banco Santander SA:
1.748% (LIBOR 3 Month + 156 basis points), 4/11/2022 (6)		2,000,000		2,022,827
2.749%, 12/3/2030 (2)		2,000,000		1,965,713
Bank of America Corp.:
0.981% (SOFR + 91 basis points), 9/25/2025 (6)		500,000		503,317

2.592% (SOFR + 215 basis points), 4/29/2031 (6)	3,500,000	3,563,801
3.458% (LIBOR 3 Month + 97 basis points), 3/15/2025 (6)	1,000,000	1,076,359
Barclays PLC, 3.811% (H15T1Y + 170 basis points), 3/10/2042 (6)	3,575,000	3,596,315
BBVA Bancomer SA, 1.875%, 9/18/2025 (5)	1,250,000	1,264,075
BNP Paribas SA, 2.824%, 1/26/2041 (5)	3,200,000	2,929,809
Capital One Financial Corp., 3.300%, 10/30/2024	1,250,000	1,352,428
Citigroup, Inc.:
1.565% (LIBOR 3 Month + 143 basis points), 9/1/2023 (6)	2,000,000	2,030,081
2.561% (SOFR + 117 basis points), 5/1/2032 (6)	1,000,000	1,003,978
Commonwealth Bank of Australia, 2.688%, 3/11/2031 (5)	2,000,000	1,966,984
Credit Suisse Group AG, 1.305% (SOFR + 98 basis points), 2/2/2027 (5) (6)	2,750,000	2,695,403
Goldman Sachs Group, Inc., 4.223% (LIBOR 3 Month + 130 basis points), 5/1/2029 (6)	1,250,000	1,420,085
HSBC Holdings PLC, 3.973% (LIBOR 3 Month + 161 basis points), 5/22/2030 (6)	2,150,000	2,376,548
JPMorgan Chase & Co.:
1.578% (SOFR + 89 basis points), 4/22/2027 (6)	1,500,000	1,512,677
2.525% (SOFR + 151 basis points), 11/19/2041 (6)	2,100,000	1,926,433
2.739% (SOFR + 151 basis points), 10/15/2030 (6)	3,000,000	3,109,549
3.509% (LIBOR 3 Month + 95 basis points), 1/23/2029 (6)	1,500,000	1,645,839
Lloyds Banking Group PLC, 2.907% (LIBOR 3 Month + 81 basis points), 11/7/2023 (6)	2,000,000	2,069,994
Macquarie Group Ltd., 1.340% (SOFR + 107 basis points), 1/12/2027 (5) (6)	1,500,000	1,487,443
Mizuho Financial Group, Inc., 1.234% (H15T1Y + 67 basis points), 5/22/2027 (6)	3,250,000	3,210,989
Morgan Stanley:
1.593% (SOFR + 88 basis points), 5/4/2027 (6)	1,750,000	1,765,912
1.928% (SOFR + 102 basis points), 4/28/2032 (6)	1,000,000	954,853
2.699% (SOFR + 114 basis points), 1/22/2031 (6)	2,000,000	2,067,459
National Securities Clearing Corp., 0.750%, 12/7/2025 (5)	1,750,000	1,731,701
PNC Financial Services Group, Inc., 2.200%, 11/1/2024	2,000,000	2,115,004
Royal Bank of Canada:
1.200%, 4/27/2026	2,500,000	2,504,110
2.250%, 11/1/2024 (2)	2,000,000	2,107,485
Societe Generale SA, 1.488% (H15T1Y + 110 basis points), 12/14/2026 (5) (6)	2,000,000	1,990,887
Wells Fargo & Co.:
1.415% (LIBOR 3 Month + 123 basis points), 10/31/2023 (6)	2,000,000	2,029,928
2.572% (SOFR + 126 basis points), 2/11/2031 (6)	2,500,000	2,560,287
3.584% (LIBOR 3 Month + 131 basis points), 5/22/2028 (6)	2,000,000	2,212,214
		66,770,487
Beverages — 1.1%
Anheuser-Busch Cos. LLC, 4.900%, 2/1/2046 (2)	2,000,000	2,414,892
Constellation Brands, Inc., 2.875%, 5/1/2030	500,000	518,430
Molson Coors Beverage Co., 4.200%, 7/15/2046 (2)	2,000,000	2,128,828
		5,062,150
Biotechnology — 1.1%
Amgen, Inc., 3.150%, 2/21/2040	1,500,000	1,522,517
Biogen, Inc., 2.250%, 5/1/2030	1,500,000	1,481,438
Regeneron Pharmaceuticals, Inc., 2.800%, 9/15/2050	2,000,000	1,754,045
		4,758,000
Building Materials — 0.5%
US Concrete, Inc., 5.125%, 3/1/2029 (5)	2,000,000	2,050,430
Chemicals — 2.8%
Braskem Netherlands Finance BV, 4.500%, 1/10/2028 (5)	1,000,000	1,052,510
Chemours Co., 5.750%, 11/15/2028 (5)	1,000,000	1,070,110
International Flavors & Fragrances, Inc., 3.268%, 11/15/2040 (5)	2,000,000	1,990,896
Mosaic Co., 4.050%, 11/15/2027	1,500,000	1,673,458
Nouryon Holding BV, 8.000%, 10/1/2026 (2) (5)	1,000,000	1,059,260
Nutrien, Ltd., 4.125%, 3/15/2035	1,000,000	1,126,713
OCP SA, 4.500%, 10/22/2025 (5)	2,000,000	2,144,250
Orbia Advance Corp SAB de C.V.:
5.875%, 9/17/2044 (5)	500,000	590,875
6.750%, 9/19/2042 (5)	1,500,000	1,937,850
		12,645,922

Commercial Services — 0.9%
ADT Security Corp., 4.125%, 6/15/2023	500,000	520,655
Element Fleet Management Corp., 3.850%, 6/15/2025 (5)	1,500,000	1,623,823
Quanta Services, Inc., 2.900%, 10/1/2030	1,750,000	1,805,463
		3,949,941
Computers — 1.4%
Apple, Inc., 3.750%, 11/13/2047	2,000,000	2,275,136
Dell International LLC, 8.350%, 7/15/2046 (5)	2,000,000	3,141,868
NCR Corp., 5.125%, 4/15/2029 (5)	1,000,000	1,027,450
		6,444,454
Diversified Financial Services — 5.8%
BlackRock, Inc., 2.400%, 4/30/2030 (2)	2,000,000	2,074,816
Cantor Fitzgerald LP, 4.875%, 5/1/2024 (5)	2,000,000	2,206,098
Citadel Finance LLC, 3.375%, 3/9/2026 (5)	3,500,000	3,502,635
E*TRADE Financial Corp., 3.800%, 8/24/2027	1,500,000	1,669,681
GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035	2,500,000	2,918,664
Jefferies Finance LLC / JFIN Co-Issuer Corp., 6.250%, 6/3/2026 (5)	1,600,000	1,680,000
Jefferies Financial Group, Inc., 6.625%, 10/23/2043	500,000	672,452
Legg Mason, Inc., 4.750%, 3/15/2026	500,000	582,502
Nasdaq, Inc.:
2.500%, 12/21/2040	2,500,000	2,254,163
3.250%, 4/28/2050	1,000,000	959,425
Nomura Holdings, Inc., 2.648%, 1/16/2025	850,000	893,057
NTT Finance Corp., 1.591%, 4/3/2028 (5)	2,000,000	1,977,537
Private Export Funding Corp., 1.750%, 11/15/2024	2,000,000	2,080,759
Synchrony Financial, 3.950%, 12/1/2027	2,750,000	3,042,092
		26,513,881
Electric — 3.3%
Abu Dhabi National Energy Co. PJSC, 4.375%, 4/23/2025 (5)	750,000	844,703
AEP Transmission Co. LLC, 3.800%, 6/15/2049	2,000,000	2,209,919
Alabama Power Co.:
3.750%, 3/1/2045	2,000,000	2,222,809
1.450%, 9/15/2030	2,500,000	2,349,785
Berkshire Hathaway Energy Co., 1.650%, 5/15/2031 (2)	850,000	807,824
Duke Energy Florida LLC, 2.500%, 12/1/2029	2,000,000	2,077,376
Public Service Electric and Gas Co.:
0.950%, 3/15/2026 (2)	1,000,000	997,922
3.200%, 8/1/2049	1,000,000	1,037,174
San Diego Gas & Electric Co., 4.100%, 6/15/2049	1,000,000	1,162,486
Talen Energy Supply LLC, 6.500%, 6/1/2025	1,500,000	1,269,375
		14,979,373
Electrical Components & Equipment — 0.3%
Energizer Holdings, Inc., 4.750%, 6/15/2028 (5)	1,500,000	1,524,465
Electronics — 0.4%
Jabil, Inc., 3.000%, 1/15/2031	2,000,000	2,032,071
Engineering & Construction — 0.6%
Fluor Corp., 4.250%, 9/15/2028 (2)	2,500,000	2,556,250
Entertainment — 0.4%
International Game Technology PLC, 4.125%, 4/15/2026 (5)	1,800,000	1,860,867
Environmental Control — 0.2%
Stericycle, Inc., 3.875%, 1/15/2029 (5)	925,000	924,029
Food — 2.0%
Flowers Foods, Inc., 2.400%, 3/15/2031	1,000,000	990,230
JM Smucker Co., 3.550%, 3/15/2050	1,000,000	1,031,523
Kraft Heinz Foods Co., 4.375%, 6/1/2046	1,950,000	2,098,620
Kroger Co., 4.450%, 2/1/2047	1,000,000	1,141,973
MARB BondCo PLC, 3.950%, 1/29/2031 (5)	1,000,000	962,675
Mars, Inc., 2.375%, 7/16/2040 (5)	2,000,000	1,841,861
Pilgrim’s Pride Corp., 4.250%, 4/15/2031 (2) (5)	1,000,000	1,012,650
		9,079,532

Gas — 0.3%
National Fuel Gas Co., 2.950%, 3/1/2031	1,500,000	1,493,504
Healthcare-Products — 0.6%
STERIS Irish FinCo UnLtd Co., 2.700%, 3/15/2031	2,500,000	2,513,871
Healthcare-Services — 2.5%
Anthem, Inc., 2.250%, 5/15/2030	3,300,000	3,285,449
Encompass Health Corp., 4.500%, 2/1/2028	1,000,000	1,033,750
Highmark, Inc., 1.450%, 5/10/2026 (5)	1,000,000	1,000,581
Laboratory Corp. of America Holdings, 1.550%, 6/1/2026	1,500,000	1,506,714
Molina Healthcare, Inc., 4.375%, 6/15/2028 (5)	1,500,000	1,548,990
Tenet Healthcare Corp., 7.500%, 4/1/2025 (5)	700,000	751,406
Universal Health Services, Inc., 2.650%, 10/15/2030 (5)	2,000,000	1,981,770
		11,108,660
Household Products/Wares — 0.4%
ACCO Brands Corp., 4.250%, 3/15/2029 (5)	2,000,000	1,972,700
Insurance — 6.0%
Athene Holding, Ltd., 3.500%, 1/15/2031	1,500,000	1,581,504
Brighthouse Financial, Inc., 5.625%, 5/15/2030	1,000,000	1,213,605
Fidelity National Financial, Inc., 3.400%, 6/15/2030	1,642,000	1,747,352
Five Corners Funding Trust II, 2.850%, 5/15/2030 (5)	1,250,000	1,300,379
High Street Funding Trust II, 4.682%, 2/15/2048 (5)	2,500,000	2,882,031
Lincoln National Corp., 3.625%, 12/12/2026	2,000,000	2,219,060
Nationwide Financial Services, Inc., 3.900%, 11/30/2049 (5)	2,500,000	2,663,752
New York Life Insurance Co., 3.750%, 5/15/2050 (5)	1,000,000	1,073,207
Pacific Life Global Funding II, 1.450%, 1/20/2028 (5)	2,000,000	1,960,158
Prudential Financial, Inc.:
3.700%, 3/13/2051	2,000,000	2,161,124
3.935%, 12/7/2049	1,000,000	1,125,421
Sammons Financial Group, Inc., 3.350%, 4/16/2031 (5)	2,000,000	2,029,608
Teachers Insurance & Annuity Association of America, 3.300%, 5/15/2050 (5)	2,000,000	1,982,092
Unum Group:
4.000%, 3/15/2024	2,000,000	2,170,280
4.000%, 6/15/2029	1,000,000	1,105,749
		27,215,322
Internet — 2.1%
Amazon.com, Inc.:
3.100%, 5/12/2051	1,250,000	1,252,763
4.050%, 8/22/2047	1,500,000	1,747,480
eBay, Inc.:
3.650%, 5/10/2051	1,500,000	1,501,704
4.000%, 7/15/2042	1,500,000	1,600,027
Expedia Group, Inc., 6.250%, 5/1/2025 (5)	1,500,000	1,749,856
VeriSign, Inc., 2.700%, 6/15/2031	1,500,000	1,503,090
		9,354,920
Investment Companies — 1.2%
Ares Capital Corp., 3.625%, 1/19/2022 (2)	1,500,000	1,525,443
FS KKR Capital Corp., 3.400%, 1/15/2026	2,000,000	2,063,954
Icahn Enterprises LP, 4.375%, 2/1/2029 (5)	1,000,000	982,670
Prospect Capital Corp., 3.364%, 11/15/2026	1,000,000	994,967
		5,567,034
Iron/Steel — 0.8%
Nucor Corp., 4.400%, 5/1/2048	2,000,000	2,414,942
Vale Overseas, Ltd., 3.750%, 7/8/2030	1,350,000	1,429,313
		3,844,255
Leisure Time — 0.2%
Royal Caribbean Cruises, Ltd., 5.250%, 11/15/2022	1,000,000	1,034,060
Lodging — 1.0%
Hyatt Hotels Corp., 5.375%, 8/15/2021	1,000,000	1,002,468
MGM Resorts International, 6.750%, 5/1/2025 (2)	1,375,000	1,475,863

Travel & Leisure Co., 6.000%, 4/1/2027	2,000,000	2,220,730
		4,699,061
Machinery-Construction & Mining — 0.5%
Caterpillar, Inc., 3.803%, 8/15/2042 (2)	2,000,000	2,317,720
Machinery-Diversified — 0.4%
Westinghouse Air Brake Technologies Corp., 4.400%, 3/15/2024	1,500,000	1,636,597
Media — 2.3%
Charter Communications Operating LLC, 5.375%, 5/1/2047	2,000,000	2,342,681
Comcast Corp., 4.600%, 10/15/2038	1,750,000	2,119,137
Cox Communications, Inc., 4.600%, 8/15/2047 (5)	1,500,000	1,756,955
Scripps Escrow II, Inc., 3.875%, 1/15/2029 (5)	1,500,000	1,462,770
ViacomCBS, Inc., 4.375%, 3/15/2043	1,500,000	1,637,283
Virgin Media Finance PLC, 5.000%, 7/15/2030 (5)	1,250,000	1,246,484
		10,565,310
Mining — 0.8%
Corp Nacional del Cobre de Chile, 3.750%, 1/15/2031 (5)	600,000	645,996
Freeport-McMoRan, Inc., 4.125%, 3/1/2028	2,750,000	2,873,750
		3,519,746
Miscellaneous Manufacturing — 1.1%
Siemens Financieringsmaatschappij NV:
1.700%, 3/11/2028 (5)	2,825,000	2,830,034
3.300%, 9/15/2046 (5)	2,000,000	2,111,295
		4,941,329
Oil & Gas — 2.5%
Ecopetrol SA, 7.375%, 9/18/2043	1,500,000	1,804,380
EQT Corp., 3.900%, 10/1/2027	500,000	534,575
Exxon Mobil Corp., 3.095%, 8/16/2049	1,000,000	978,592
Occidental Petroleum Corp., 4.300%, 8/15/2039	1,250,000	1,070,581
Petroleos Mexicanos, 6.875%, 8/4/2026	1,500,000	1,664,745
Shell International Finance BV, 3.750%, 9/12/2046	1,000,000	1,110,556
Valero Energy Corp.:
2.150%, 9/15/2027	2,000,000	2,013,550
4.000%, 4/1/2029	1,000,000	1,096,585
W&T Offshore, Inc., 9.750% 2018 Term Loan, 11/1/2023 (5)	1,150,000	1,015,214
		11,288,778
Oil & Gas Services — 0.9%
Baker Hughes a GE Co. LLC, 4.080%, 12/15/2047	2,000,000	2,171,372
Halliburton Co., 4.850%, 11/15/2035	1,550,000	1,788,278
		3,959,650
Packaging & Containers — 0.5%
Berry Global, Inc., 1.570%, 1/15/2026 (5)	2,125,000	2,129,208
Pharmaceuticals — 6.5%
AbbVie, Inc., 0.799% (LIBOR 3 Month + 65 basis points), 11/21/2022 (6)	4,682,000	4,716,139
AdaptHealth LLC, 4.625%, 8/1/2029 (5)	1,000,000	982,500
AstraZeneca PLC, 3.500%, 8/17/2023	2,000,000	2,133,886
Bayer US Finance II LLC, 4.875%, 6/25/2048 (5)	2,350,000	2,821,396
Cigna Corp., 2.375%, 3/15/2031 (2)	2,000,000	1,997,307
CVS Health Corp.:
3.250%, 8/15/2029	2,000,000	2,153,615
4.300%, 3/25/2028	1,411,000	1,617,685
Eli Lilly and Co., 3.700%, 3/1/2045	1,000,000	1,114,590
Evernorth Health, Inc., 4.800%, 7/15/2046	1,500,000	1,707,113
HLF Financing Sarl LLC , 4.875%, 6/1/2029 (5)	2,250,000	2,256,862
Johnson & Johnson, 1.300%, 9/1/2030	2,200,000	2,109,489
Mylan, Inc., 5.200%, 4/15/2048	1,500,000	1,771,856
Shire Acquisitions Investments Ireland DAC, 2.875%, 9/23/2023	2,000,000	2,100,902
Teva Pharmaceutical Finance Netherlands III BV, 4.100%, 10/1/2046	2,500,000	2,147,312
		29,630,652
Pipelines — 1.8%
Enable Midstream Partners LP, 4.950%, 5/15/2028	3,000,000	3,400,832
Energy Transfer LP, 5.300%, 4/1/2044	1,500,000	1,660,768

EQM Midstream Partners LP, 4.000%, 8/1/2024	1,500,000	1,536,720
MPLX LP, 4.800%, 2/15/2029	1,250,000	1,450,057
		8,048,377
Real Estate — 0.3%
Howard Hughes Corp., 4.125%, 2/1/2029 (5)	1,500,000	1,492,410
Real Estate Investment Trusts — 3.0%
Crown Castle International Corp., 2.900%, 4/1/2041	2,000,000	1,863,741
EPR Properties, 5.250%, 7/15/2023	1,000,000	1,048,574
Host Hotels & Resorts LP, 3.500%, 9/15/2030	1,400,000	1,439,798
iStar, Inc., 5.500%, 2/15/2026	2,500,000	2,575,150
Kimco Realty Corp., 3.300%, 2/1/2025	1,250,000	1,355,105
Mid-America Apartments LP, 3.600%, 6/1/2027	2,275,000	2,523,516
Rexford Industrial Realty LP, 2.125%, 12/1/2030	1,250,000	1,191,909
Service Properties Trust, 4.500%, 3/15/2025	1,500,000	1,460,625
		13,458,418
Retail — 4.2%
7-Eleven, Inc., 2.800%, 2/10/2051 (5)	2,000,000	1,795,697
Genuine Parts Co., 1.875%, 11/1/2030	2,500,000	2,373,398
Home Depot, Inc., 4.250%, 4/1/2046	2,000,000	2,394,815
L Brands, Inc., 6.950%, 3/1/2033	1,350,000	1,577,968
Lowe’s Cos., Inc., 3.000%, 10/15/2050	2,250,000	2,114,257
Ross Stores, Inc., 4.600%, 4/15/2025	2,000,000	2,265,625
Starbucks Corp.:
2.550%, 11/15/2030	1,000,000	1,014,374
3.750%, 12/1/2047	2,000,000	2,117,653
Walgreens Boots Alliance, Inc., 4.100%, 4/15/2050	2,000,000	2,107,247
Walmart, Inc., 3.700%, 6/26/2028	1,000,000	1,136,284
		18,897,318
Semiconductors — 1.6%
Broadcom, Inc., 4.750%, 4/15/2029	2,000,000	2,291,184
KLA Corp., 3.300%, 3/1/2050	1,750,000	1,742,145
Marvell Technology, Inc.:
2.950%, 4/15/2031 (5)	2,000,000	2,027,731
4.875%, 6/22/2028 (5)	1,000,000	1,142,714
		7,203,774
Software — 2.5%
CA, Inc., 4.700%, 3/15/2027	2,500,000	2,826,021
Citrix Systems, Inc., 3.300%, 3/1/2030	3,000,000	3,123,177
Fiserv, Inc., 4.400%, 7/1/2049	2,000,000	2,319,606
Oracle Corp., 4.000%, 11/15/2047	1,000,000	1,049,215
VMware, Inc., 3.900%, 8/21/2027	2,000,000	2,224,107
		11,542,126
Sovereign — 1.1%
Bermuda Government International Bond, 2.375%, 8/20/2030 (5)	2,500,000	2,475,000
Export-Import Bank of Korea, 3.000%, 11/1/2022	2,250,000	2,331,130
		4,806,130
Telecommunications — 3.3%
Altice France SA, 5.125%, 7/15/2029 (5)	750,000	744,566
AT&T, Inc.:
4.350%, 6/15/2045	1,000,000	1,106,037
4.500%, 5/15/2035	2,000,000	2,298,480
Motorola Solutions, Inc., 2.300%, 11/15/2030	1,475,000	1,430,502
Telecom Italia Capital SA, 7.200%, 7/18/2036	1,500,000	1,863,000
T-Mobile USA, Inc.:
2.250%, 2/15/2026	1,000,000	1,009,700
2.625%, 4/15/2026	1,000,000	1,019,045
Verizon Communications, Inc.:
2.550%, 3/21/2031	3,000,000	3,021,646
4.522%, 9/15/2048	2,000,000	2,374,286
		14,867,262
Transportation — 1.9%
CSX Corp., 3.800%, 4/15/2050	1,500,000	1,649,903

FedEx Corp., 4.050%, 2/15/2048	2,500,000		2,764,053
Norfolk Southern Corp., 2.300%, 5/15/2031	1,000,000		1,002,135
Union Pacific Corp., 3.250%, 2/5/2050	2,000,000		2,001,133
United Parcel Service, Inc., 5.200%, 4/1/2040	1,000,000		1,321,943
			8,739,167
Water — 0.2%
American Water Capital Corp., 2.800%, 5/1/2030	1,000,000		1,049,302
Total Corporate Bonds & Notes (identified cost $416,308,958)			439,119,826
Short-Term Investments — 6.4%
Collateral Investment for Securities on Loan — 3.4%
BMO Government Money Market Fund — Premier Class 0.010% (3) (4)	15,423,335		15,423,335
Mutual Funds — 3.0%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	13,625,260		13,625,260
Total Short-Term Investments (identified cost $29,048,595)			29,048,595
Total Investments — 103.2% (identified cost $445,357,553)			468,168,421
Other Assets and Liabilities — (3.2)%			(14,706,363	)
Total Net Assets — 100.0%		$	453,462,058

Core Plus Bond Fund

SCHEDULE OF INVESTMENTS

As of May 28, 2021

(Unaudited)

Description	Shares or Principal Amount		Value
Collateralized Mortgage Obligations — 5.3%
Federal Home Loan Mortgage Corporation — 1.9%
3.244%, 8/25/2027, (Series K068)	$	6,000,000	$	6,718,828
3.310%, 5/25/2023, (Series K032) (6)		15,000,000		15,842,112
				22,560,940
Federal National Mortgage Association — 0.9%
3.370%, 7/25/2028, (Series 2018-M10) (6)		10,000,000		11,279,567
Private Sponsor — 0.8%
Federal Home Loan Mortgage Corporation, Class M2, (Series 2019-DNA1), 2.741% (LIBOR 1 Month + 265 basis points), 1/25/2049 (5) (6)		4,433,471		4,517,806
FREMF Mortgage Trust:
Class B, (Series 2019-K91), 4.252%, 4/25/2051 (5) (6)		3,500,000		3,969,169
Class B, (Series 2019-K95), 3.919%, 8/25/2052 (5) (6)		1,500,000		1,674,023
				10,160,998
WL Collateral CMO — 1.7%
Federal Home Loan Mortgage Corporation, Class M2, (Series 2021-HQA1), 2.260% (SOFR30A + 225 basis points), 8/25/2033 (5) (6)		18,500,000		18,772,124
Federal National Mortgage Association, Class 2M2, (Series 2016-C07), 4.442% (LIBOR 1 Month + 435 basis points), 5/25/2029 (6)		2,053,916		2,151,161
				20,923,285
Total Collateralized Mortgage Obligations (identified cost $61,947,886)				64,924,790
Commercial Mortgage Securities — 4.8%
Private Sponsor — 4.8%
BANK:
Class A4, (Series 2018-BN12), 4.255%, 5/15/2061 (6)		7,500,000		8,654,708
Class A5, (Series 2017-BNK7), 3.435%, 9/15/2060		10,000,000		11,050,380
Commercial Mortgage Trust, Class D, (Series 2013-CR12), 5.071%, 10/10/2046 (5) (6)		4,500,000		2,910,858
GS Mortgage Securities Trust:
Class B, (Series 2020-GC45), 3.405%, 2/13/2053 (6)		3,500,000		3,731,550
Class D, (Series 2013-GC16), 5.311%, 11/10/2046 (5) (6)		2,000,000		2,013,629
UBS-Barclays Commercial Mortgage Trust, Class A5, (Series 2012-C4), 2.850%, 12/10/2045		9,888,381		10,171,056
Wells Fargo Commercial Mortgage Trust:
Class A4, (Series 2017-C41), 3.472%, 11/15/2050		7,000,000		7,724,088
Class B, (Series 2015-C26), 3.783%, 2/15/2048		7,000,000		7,466,169
WFRBS Commercial Mortgage Trust, Class D, (Series 2013-C16), 5.005%, 9/15/2046 (5) (6)		6,609,000		5,581,073
Total Commercial Mortgage Securities (identified cost $56,816,787)				59,303,511
Common Stocks — 0.0%
Energy — 0.0%
Oil & Gas-Drilling — 0.0%
Valaris, Ltd. (1)		5,801		136,173
Total Common Stocks (identified cost $127,587)				136,173
Corporate Bonds & Notes — 46.7%
Aerospace/Defense — 1.1%
BAE Systems PLC, 1.900%, 2/15/2031 (5)		2,500,000		2,374,882

Boeing Co., 4.875%, 5/1/2025	3,750,000	4,214,287
Spirit AeroSystems, Inc., 7.500%, 4/15/2025 (5)	3,500,000	3,749,375
TransDigm, Inc., 6.250%, 3/15/2026 (5)	3,000,000	3,168,825
		13,507,369
Agriculture — 1.3%
Altria Group, Inc., 5.950%, 2/14/2049	5,000,000	6,163,887
BAT Capital Corp., 4.540%, 8/15/2047	5,000,000	5,022,600
Philip Morris International, Inc., 0.875%, 5/1/2026	5,000,000	4,952,707
		16,139,194
Airlines — 1.0%
Delta Air Lines, Inc.:
2.900%, 10/28/2024 (2)	2,000,000	2,029,154
3.750%, 10/28/2029	5,000,000	4,997,155
United Airlines Pass Through Trust, 5.875%, 4/15/2029	4,282,425	4,742,891
		11,769,200
Apparel — 0.5%
Tapestry, Inc., 4.125%, 7/15/2027 (2)	5,500,000	6,019,980
Auto Manufacturers — 1.5%
Ford Motor Co.:
4.750%, 1/15/2043	5,000,000	5,050,900
5.291%, 12/8/2046	1,500,000	1,597,058
General Motors Co., 5.000%, 10/1/2028 (2)	2,000,000	2,332,741
General Motors Financial Co., Inc., 4.000%, 1/15/2025	4,000,000	4,369,265
Jaguar Land Rover Automotive PLC, 5.875%, 1/15/2028 (5)	2,900,000	2,964,713
Navistar International Corp., 9.500%, 5/1/2025 (5)	1,850,000	2,002,348
		18,317,025
Auto Parts & Equipment — 0.2%
American Axle & Manufacturing, Inc., 6.875%, 7/1/2028 (2)	2,000,000	2,172,710
Banks — 8.9%
Banco Santander SA, 1.748% (LIBOR 3 Month + 156 basis points), 4/11/2022 (6)	4,000,000	4,045,655
Bank of America Corp., 4.183%, 11/25/2027	7,500,000	8,441,938
Barclays PLC, 3.811% (H15T1Y + 170 basis points), 3/10/2042 (6)	10,000,000	10,059,622
BNP Paribas SA, 2.824%, 1/26/2041 (5)	6,000,000	5,493,392
Capital One Financial Corp., 1.135% (LIBOR 3 Month + 95 basis points), 3/9/2022 (6)	1,500,000	1,509,377
CBB International Sukuk Programme Co. SPC, 3.950%, 9/16/2027 (5)	3,500,000	3,572,555
Citigroup, Inc.:
0.981% (SOFR + 67 basis points), 5/1/2025 (6)	2,500,000	2,516,284
1.565% (LIBOR 3 Month + 143 basis points), 9/1/2023 (6)	5,000,000	5,075,204
Goldman Sachs Group, Inc., 4.223% (LIBOR 3 Month + 130 basis points), 5/1/2029 (6)	5,000,000	5,680,338
HSBC Holdings PLC, 3.973% (LIBOR 3 Month + 161 basis points), 5/22/2030 (6)	4,000,000	4,421,484
ING Groep NV, 4.100%, 10/2/2023	5,000,000	5,417,793
JPMorgan Chase & Co.:
1.184% (LIBOR 3 Month + 100 basis points), 1/15/2023 (6)	4,000,000	4,024,546
1.578% (SOFR + 89 basis points), 4/22/2027 (2) (6)	4,500,000	4,538,030
2.525% (SOFR + 151 basis points), 11/19/2041 (6)	6,000,000	5,504,094
3.625%, 12/1/2027	5,000,000	5,529,264
Lloyds Banking Group PLC, 2.907% (LIBOR 3 Month + 81 basis points), 11/7/2023 (6)	7,500,000	7,762,478
Mizuho Financial Group, Inc., 0.777% (LIBOR 3 Month + 63 basis points), 5/25/2024 (6)	3,860,000	3,881,396
Morgan Stanley:
0.985% (SOFR + 72 basis points), 12/10/2026 (6)	2,000,000	1,977,793
3.950%, 4/23/2027	5,000,000	5,635,854
PNC Financial Services Group, Inc., 2.200%, 11/1/2024	5,750,000	6,080,636
Regions Financial Corp., 2.250%, 5/18/2025	3,500,000	3,662,956
Wells Fargo & Co., 0.805% (SOFR + 51 basis points), 5/19/2025 (6)	4,000,000	4,018,130
		108,848,819
Building Materials — 0.2%
US Concrete, Inc., 5.125%, 3/1/2029 (5)	2,375,000	2,434,886

Chemicals — 1.2%
Braskem Netherlands Finance BV, 4.500%, 1/31/2030 (5)	1,500,000	1,562,625
Chemours Co., 5.750%, 11/15/2028 (5)	3,000,000	3,210,330
Nouryon Holding BV, 8.000%, 10/1/2026 (5)	4,500,000	4,766,670
Orbia Advance Corp SAB de C.V., 6.750%, 9/19/2042 (5)	4,400,000	5,684,360
		15,223,985
Commercial Services — 0.9%
Element Fleet Management Corp., 3.850%, 6/15/2025 (5)	3,850,000	4,167,814
Quanta Services, Inc., 2.900%, 10/1/2030	3,500,000	3,610,926
Triton Container International, Ltd., 2.050%, 4/15/2026 (5)	3,200,000	3,229,881
		11,008,621
Computers — 0.7%
Dell International LLC:
5.300%, 10/1/2029 (5)	2,500,000	2,964,371
8.350%, 7/15/2046 (5)	2,000,000	3,141,868
Seagate HDD Cayman:
4.091%, 6/1/2029 (5)	1,091,000	1,100,585
4.875%, 6/1/2027	1,006,000	1,100,061
		8,306,885
Diversified Financial Services — 2.9%
Cantor Fitzgerald LP, 4.875%, 5/1/2024 (5)	5,000,000	5,515,245
Citadel Finance LLC, 3.375%, 3/9/2026 (5)	5,000,000	5,003,765
GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035	1,500,000	1,751,198
Jefferies Financial Group, Inc., 6.625%, 10/23/2043	500,000	672,452
Jefferies Group LLC, 4.150%, 1/23/2030	5,000,000	5,550,297
Legg Mason, Inc., 4.750%, 3/15/2026	1,950,000	2,271,758
Nasdaq, Inc., 1.650%, 1/15/2031 (2)	8,000,000	7,480,204
Synchrony Financial, 3.950%, 12/1/2027	6,500,000	7,190,400
		35,435,319
Electric — 1.7%
Berkshire Hathaway Energy Co.:
2.850%, 5/15/2051	6,500,000	6,001,990
4.050%, 4/15/2025 (2)	3,500,000	3,904,231
Duke Energy Florida LLC, 2.500%, 12/1/2029	5,000,000	5,193,441
Vistra Operations Co. LLC, 4.375%, 5/1/2029 (5)	5,500,000	5,535,585
		20,635,247
Electrical Components & Equipment — 0.2%
Energizer Holdings, Inc., 4.750%, 6/15/2028 (5)	2,500,000	2,540,775
Engineering & Construction — 0.3%
Fluor Corp., 4.250%, 9/15/2028 (2)	4,000,000	4,090,000
Entertainment — 0.2%
International Game Technology PLC, 4.125%, 4/15/2026 (5)	2,000,000	2,067,630
Food — 1.4%
Albertsons Cos. LLC, 5.750%, 3/15/2025	448,000	460,661
Kraft Heinz Foods Co., 4.375%, 6/1/2046	5,000,000	5,381,078
Kroger Co., 4.450%, 2/1/2047	5,000,000	5,709,865
MARB BondCo PLC, 3.950%, 1/29/2031 (5)	2,000,000	1,925,350
Pilgrim’s Pride Corp., 4.250%, 4/15/2031 (2) (5)	4,000,000	4,050,600
		17,527,554
Healthcare-Products — 0.3%
STERIS Irish FinCo UnLtd Co., 2.700%, 3/15/2031	3,750,000	3,770,806
Healthcare-Services — 0.9%
Anthem, Inc., 2.375%, 1/15/2025	5,000,000	5,254,768
Laboratory Corp. of America Holdings, 1.550%, 6/1/2026	3,000,000	3,013,429
Molina Healthcare, Inc., 4.375%, 6/15/2028 (5)	2,500,000	2,581,650
		10,849,847
Home Builders — 0.4%
Forestar Group, Inc., 3.850%, 5/15/2026 (2) (5)	2,000,000	2,017,210

Meritage Homes Corp., 3.875%, 4/15/2029 (5)	2,375,000	2,476,139
		4,493,349
Household Products/Wares — 0.3%
ACCO Brands Corp., 4.250%, 3/15/2029 (5)	4,000,000	3,945,400
Insurance — 3.0%
Athene Holding, Ltd., 3.500%, 1/15/2031	2,000,000	2,108,671
Brighthouse Financial, Inc., 5.625%, 5/15/2030	2,750,000	3,337,414
Five Corners Funding Trust II, 2.850%, 5/15/2030 (2) (5)	5,000,000	5,201,515
Manulife Financial Corp., 2.484%, 5/19/2027 (2)	3,500,000	3,681,676
Pacific Life Global Funding II, 1.450%, 1/20/2028 (5)	4,500,000	4,410,355
Reinsurance Group of America, Inc., 3.150%, 6/15/2030	3,750,000	3,952,133
Sammons Financial Group, Inc., 3.350%, 4/16/2031 (5)	3,000,000	3,044,412
Teachers Insurance & Annuity Association of America, 3.300%, 5/15/2050 (5)	4,300,000	4,261,498
Unum Group, 5.750%, 8/15/2042	5,930,000	7,187,127
		37,184,801
Internet — 0.7%
Amazon.com, Inc., 3.100%, 5/12/2051	3,000,000	3,006,632
eBay, Inc., 4.000%, 7/15/2042	3,500,000	3,733,397
Expedia Group, Inc., 6.250%, 5/1/2025 (5)	1,537,000	1,793,018
		8,533,047
Investment Companies — 1.0%
FS KKR Capital Corp., 3.400%, 1/15/2026	3,500,000	3,611,920
Icahn Enterprises LP, 4.375%, 2/1/2029 (5)	2,750,000	2,702,342
Owl Rock Capital Corp., 3.400%, 7/15/2026	4,000,000	4,185,151
Prospect Capital Corp., 3.364%, 11/15/2026	2,000,000	1,989,935
		12,489,348
Leisure Time — 0.3%
Royal Caribbean Cruises, Ltd., 5.250%, 11/15/2022	3,500,000	3,619,210
Lodging — 0.4%
MGM Resorts International, 6.750%, 5/1/2025	2,375,000	2,549,218
Wyndham Destinations, Inc., 5.650%, 4/1/2024 (2)	2,250,000	2,462,501
		5,011,719
Media — 2.1%
Charter Communications Operating LLC, 5.375%, 5/1/2047	6,500,000	7,613,714
Discovery Communications LLC, 5.300%, 5/15/2049	5,000,000	5,974,204
Scripps Escrow II, Inc., 3.875%, 1/15/2029 (5)	3,500,000	3,413,130
Univision Communications, Inc., 6.625%, 6/1/2027 (5)	1,350,000	1,461,375
ViacomCBS, Inc., 4.375%, 3/15/2043	3,500,000	3,820,328
Ziggo BV, 5.500%, 1/15/2027 (5)	2,750,000	2,853,125
		25,135,876
Mining — 0.6%
Corp Nacional del Cobre de Chile, 3.750%, 1/15/2031 (5)	1,200,000	1,291,992
Glencore Funding LLC, 4.000%, 3/27/2027 (5)	5,000,000	5,553,550
		6,845,542
Oil & Gas — 1.9%
Diamond Offshore Drilling, Inc., 3.450%, 11/1/2023 (12)	5,000,000	912,500
EQT Corp., 3.900%, 10/1/2027	1,900,000	2,031,385
Exxon Mobil Corp., 3.095%, 8/16/2049	6,000,000	5,871,549
Occidental Petroleum Corp., 4.400%, 8/15/2049	3,750,000	3,155,494
Petroleos Mexicanos, 6.875%, 8/4/2026	2,611,000	2,897,766
Valero Energy Corp., 2.150%, 9/15/2027	3,000,000	3,020,325
W&T Offshore, Inc., 9.750% 2018 Term Loan, 11/1/2023 (5)	5,500,000	4,855,372
		22,744,391
Packaging & Containers — 0.6%
Berry Global, Inc., 1.570%, 1/15/2026 (5)	6,000,000	6,011,880
Klabin Austria GmbH, 3.200%, 1/12/2031 (5)	1,000,000	963,500
		6,975,380
Pharmaceuticals — 2.0%
AdaptHealth LLC, 4.625%, 8/1/2029 (5)	2,300,000	2,259,750
Bayer US Finance II LLC, 4.250%, 12/15/2025 (5)	5,000,000	5,611,226
HLF Financing Sarl LLC , 4.875%, 6/1/2029 (5)	6,000,000	6,018,300

Mylan, Inc., 5.200%, 4/15/2048		5,000,000	5,906,187
Teva Pharmaceutical Finance Netherlands III BV, 4.100%, 10/1/2046		5,000,000	4,294,625
			24,090,088
Pipelines — 0.5%
Energy Transfer Operating LP, 5.150%, 3/15/2045		4,000,000	4,405,808
Sunoco Logistics Partners Operations LP, 5.300%, 4/1/2044		2,000,000	2,214,356
			6,620,164
Real Estate — 0.3%
Howard Hughes Corp., 4.125%, 2/1/2029 (5)		3,500,000	3,482,290
Real Estate Investment Trusts — 1.9%
Crown Castle International Corp., 2.900%, 4/1/2041		4,000,000	3,727,482
EPR Properties, 5.250%, 7/15/2023		910,000	954,203
iStar, Inc., 5.500%, 2/15/2026		7,000,000	7,210,420
Rexford Industrial Realty LP, 2.125%, 12/1/2030		5,000,000	4,767,637
Service Properties Trust, 4.500%, 3/15/2025		2,500,000	2,434,375
Simon Property Group LP, 3.250%, 9/13/2049		5,000,000	4,783,215
			23,877,332
Retail — 1.4%
Genuine Parts Co., 1.875%, 11/1/2030		5,000,000	4,746,796
L Brands, Inc., 6.950%, 3/1/2033		1,500,000	1,753,297
Lowe’s Cos., Inc., 3.000%, 10/15/2050		7,000,000	6,577,687
Walgreens Boots Alliance, Inc., 3.200%, 4/15/2030		3,500,000	3,682,673
			16,760,453
Semiconductors — 0.7%
Broadcom, Inc., 4.110%, 9/15/2028		3,000,000	3,319,666
Marvell Technology, Inc.:
2.950%, 4/15/2031 (5)		3,000,000	3,041,597
4.875%, 6/22/2028 (5)		2,000,000	2,285,428
			8,646,691
Software — 0.7%
CA, Inc., 4.700%, 3/15/2027		4,000,000	4,521,633
Citrix Systems, Inc., 3.300%, 3/1/2030		4,000,000	4,164,236
			8,685,869
Sovereign — 0.3%
Egypt Government International Bond, 5.875%, 2/16/2031 (5)		1,000,000	986,524
Mexico Government International Bond, 4.280%, 8/14/2041		2,500,000	2,602,150
			3,588,674
Telecommunications — 2.1%
Altice France SA, 5.125%, 7/15/2029 (5)		2,000,000	1,985,510
Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/1/2026 (5)		2,500,000	2,587,575
Lumen Technologies, Inc., 7.600%, 9/15/2039		4,000,000	4,548,880
Motorola Solutions, Inc., 2.300%, 11/15/2030		3,000,000	2,909,496
Telecom Italia SpA, 5.303%, 5/30/2024 (5)		6,000,000	6,532,500
T-Mobile USA, Inc., 3.375%, 4/15/2029		4,500,000	4,580,258
Verizon Communications, Inc., 3.550%, 3/22/2051 (2)		2,250,000	2,290,396
			25,434,615
Transportation — 0.1%
Cargo Aircraft Management, Inc., 4.750%, 2/1/2028 (5)		1,750,000	1,793,916
Total Corporate Bonds & Notes (identified cost $543,317,203)			570,624,007
U.S. Government & U.S. Government Agency Obligations — 15.8%
U.S. Treasury Bonds & Notes — 15.8%
0.375%, 4/30/2025	$	25,000,000	24,846,680
1.125%, 5/15/2040		15,000,000	12,537,012
1.500%, 10/31/2024		40,000,000	41,481,250
2.000%, 8/15/2025		25,000,000	26,458,008
2.250%, 8/15/2049		10,000,000	9,928,906
2.375%, 5/15/2029		5,000,000	5,368,945
2.750%, 6/30/2025		40,000,000	43,531,250
2.875%, 5/15/2049		20,150,000	22,685,279

3.000%, 2/15/2049	5,000,000	5,756,641
Total U.S. Government & U.S. Government Agency Obligations (identified cost $187,698,540)		192,593,971
U.S. Government Agency-Mortgage Securities — 24.0%
Federal Home Loan Mortgage Corporation — 2.8%
3.000%, 11/1/2042	642,070	684,638
3.000%, 4/1/2043	875,681	938,935
3.000%, 4/1/2043	1,444,804	1,540,971
3.000%, 5/1/2043	1,207,555	1,282,681
3.000%, 7/1/2043	4,898,763	5,203,327
3.000%, 9/1/2043	5,246,962	5,594,085
3.000%, 4/1/2045	3,491,562	3,688,204
3.500%, 12/1/2040	553,862	602,310
3.500%, 12/1/2041	359,858	390,205
3.500%, 3/1/2042	135,595	147,437
3.500%, 12/1/2042	293,971	319,645
3.500%, 11/1/2043	2,654,641	2,868,445
3.500%, 1/1/2044	2,503,422	2,705,046
3.500%, 2/1/2044	2,715,839	2,931,685
3.500%, 11/1/2044	1,737,605	1,867,955
4.000%, 4/1/2026	111,860	119,180
4.000%, 12/1/2039	244,447	267,394
4.000%, 12/1/2040	1,367,610	1,502,738
4.000%, 3/1/2041	110,797	121,545
4.000%, 8/1/2041	83,836	92,555
4.000%, 11/1/2041	323,091	356,641
4.500%, 3/1/2039	54,523	60,419
4.500%, 5/1/2039	242,307	271,409
4.500%, 2/1/2040	55,526	61,978
4.500%, 2/1/2041	433,678	480,575
5.000%, 12/1/2035	35,765	41,120
5.000%, 1/1/2038	17,673	20,389
5.000%, 3/1/2038	58,168	66,893
5.000%, 3/1/2038	17,866	20,517
5.000%, 2/1/2039	121,494	133,810
5.000%, 1/1/2040	88,546	101,740
6.000%, 6/1/2037	19,444	22,581
6.000%, 1/1/2038	24,986	28,322
		34,535,375
Federal National Mortgage Association — 20.3%
1.500%, 9/1/2035	16,944,613	17,173,587
1.500%, 2/1/2051	19,620,021	19,280,957
2.000%, 1/1/2036	23,840,827	24,658,564
2.000%, 5/1/2036	19,892,262	20,574,564
2.000%, 7/1/2050	6,250,336	6,322,026
2.000%, 7/1/2050	17,458,578	17,658,823
2.000%, 8/1/2050	8,684,755	8,784,366
2.500%, 9/1/2040	5,523,201	5,747,729
2.500%, 4/1/2050	10,715,218	11,111,767
2.500%, 9/1/2050	4,213,551	4,369,486
2.500%, 6/1/2051	11,250,000	11,666,340
3.000%, 3/1/2043	1,928,817	2,055,709
3.000%, 7/1/2043	2,992,541	3,173,618
3.000%, 7/1/2043	6,511,061	6,959,049
3.000%, 9/1/2044	3,329,012	3,520,057
3.000%, 1/1/2045	4,542,866	4,813,455
3.000%, 6/1/2045	2,971,271	3,137,465
3.000%, 3/1/2046	5,317,667	5,595,323
3.000%, 7/1/2046	7,081,744	7,473,187
3.000%, 4/1/2049	7,447,545	7,787,318
3.000%, 9/1/2049	8,718,045	9,121,556
3.000%, 9/1/2049	8,628,066	9,016,267
3.000%, 11/1/2049	2,059,278	2,151,931

3.500%, 5/1/2042	541,153		584,778
3.500%, 10/1/2042	446,644		485,568
3.500%, 10/1/2042	382,366		414,279
3.500%, 10/1/2042	458,696		495,645
3.500%, 11/1/2042	242,575		262,225
3.500%, 12/1/2042	576,191		626,128
3.500%, 12/1/2047	1,713,625		1,817,829
3.500%, 3/1/2049	9,223,068		9,742,918
3.500%, 4/1/2049	4,040,690		4,268,440
3.500%, 6/1/2049	6,552,941		6,922,292
3.500%, 10/1/2049	4,094,362		4,325,137
4.000%, 11/1/2040	138,022		150,924
4.000%, 1/1/2041	150,910		165,444
4.000%, 2/1/2041	1,042,072		1,143,157
4.000%, 2/1/2041	151,993		166,096
4.000%, 3/1/2041	103,852		114,035
4.000%, 11/1/2041	151,253		166,529
4.000%, 9/1/2048	2,054,781		2,196,785
4.500%, 6/1/2039	357,702		400,432
4.500%, 8/1/2041	151,099		167,278
5.000%, 7/1/2022	17,191		17,908
5.000%, 3/1/2035	118,196		134,957
5.000%, 5/1/2042	268,773		306,725
5.500%, 2/1/2034	21,586		24,548
5.500%, 8/1/2037	208,280		241,642
5.500%, 6/1/2038	31,187		36,294
6.000%, 12/1/2038	8,050		9,081
6.500%, 10/1/2037	22,051		26,406
6.500%, 11/1/2037	10,041		11,803
			247,578,427
Government National Mortgage Association — 0.9%
2.000%, 1/20/2036	9,649,474		9,997,063
4.000%, 10/15/2040	176,069		194,427
4.000%, 12/15/2040	189,817		207,484
4.000%, 4/15/2041	255,598		282,727
5.500%, 8/20/2038	48,344		53,960
5.500%, 2/15/2039	24,588		28,389
6.000%, 12/15/2038	34,247		39,665
6.000%, 1/15/2039	13,476		15,662
			10,819,377
Total U.S. Government Agency-Mortgage Securities (identified cost $287,326,223)			292,933,179
Short-Term Investments — 4.5%
Collateral Investment for Securities on Loan — 1.4%
BMO Government Money Market Fund — Premier Class, 0.010% (3) (4)	17,232,863		17,232,863
Mutual Funds — 3.1%
BMO Government Money Market Fund — Premier Class, 0.010% (3)	37,345,220		37,345,220
Total Short-Term Investments (identified cost $54,578,083)			54,578,083
Total Investments — 101.1% (identified cost $1,191,812,309)			1,235,093,714
Other Assets and Liabilities — (1.1)%			(13,416,771	)
Total Net Assets — 100.0%		$	1,221,676,943

Notes to Schedules of Investments (Unaudited)

The categories of investments are shown as a percentage of total net assets for each Fund as of May 28, 2021. Call dates contained within the Schedules of Investments represent the next possible date the security can be redeemed, at the option of the issuer, determined as of May 28, 2021. Maturity dates contained within the Schedules of Investments represent the stated legal maturity date or mandatory put date. Certain securities may be subject to demand features which allow the security to be redeemed prior to final maturity date. In accordance with Rule 2a-7, securities held in the money market funds provide for the return of principal and interest within 397 days due to a scheduled final maturity date or through specific demand features. Demand features entitle a Fund to receive the principal amount of the instrument from the issuer or a third party (1) on no more than 30 calendar days’ notice or (2) at specified intervals not exceeding 397 calendar days.

(1) Non-income producing.

(2) Certain shares or principal amounts are temporarily on loan to unaffiliated brokers-dealers.

(3) Denotes an investment in an affiliated entity. Please refer to Note 4, Investments in Affiliated Issuers, in the Additional Information Associated with the Schedule of Investments.

(4) Please refer to Note 2, Securities Lending, in the Additional Information Associated with the Schedule of Investments.

(5) Denotes a restricted security which is subject to restrictions on resale under federal securities laws. These securities have been deemed liquid based on criteria approved by the Board of Directors of the BMO Funds. At May 28, 2021 these securities amounted to:

	Amount		% of Total     Net Assets
Global Low Volatility Equity Fund	$	124,571		3.49	%
Disciplined International Equity Fund		958,723		1.27
LGM Emerging Markets Equity Fund		6,827,040		2.17
Ultra Short Tax-Free Fund		53,366,019		10.23
Short Tax-Free Fund		4,308,140		3.21
Short-Term Income Fund		35,440,481		12.02
Intermediate Tax-Free Fund		99,540,293		5.09
Strategic Income Fund		50,370,780		45.29
Corporate Income Fund		121,313,965		26.75
Core Plus Bond Fund		217,089,191		17.77

(6) Denotes a variable rate security. The rate shown is the current interest rate as of May 28, 2021. Rate fluctuations are based underlying positions and/or other variables. For securities whose yields vary with a designated market index or market rate, the reference rate and spread are indicated in the description.

(7) Purchased on a when-issued or delayed delivery basis.

(8) Denotes a zero coupon rate security.

(9) Issue represents an Auction Rate Security. An Auction Rate Security is a corporate or municipal bond debt instrument with a long nominal maturity for which the interest rate is regularly reset through a Dutch auction. The rate presented is either the rate set through the auction or the maximum interest rate provided for in the security issuance provision.

(10) Issue represents a convertible capital appreciation bond. These securities are tax-exempt bonds that originate as capital appreciation bonds with zero coupon features at time of issuance and convert to an interest paying bond at a pre-specified rate determined at time of issuance.

(11) Securities that are subject to alternative minimum tax of the Intermediate Tax-Free Fund portfolio represents 4.76%, as calculated based upon total portfolio market value.

(12) Issue is in default or bankruptcy.

Notes to Schedules of Investments (Unaudited)

1.    Organization

BMO Funds, Inc. (the “Corporation”) is registered under the Investment Company Act of 1940 (the “Act”), as amended, as an open-end management investment company. As of May 28, 2021, the Corporation consisted of 27 portfolios, including 22 diversified portfolios within this quarterly report (individually referred to as the “Fund,” or collectively as the “Funds”) each with differing share class offerings, and 5 target risk portfolios whose quarterly report is available under a separate cover. BMO Asset Management Corp. serves as the Funds’ investment adviser (the “Adviser”), a Delaware corporation headquartered in Chicago, Illinois that is a wholly-owned subsidiary of BMO Financial Corp.

Funds	Fund Inception Date	Investment Objective
Low Volatility Equity Fund	September 28, 2012	To provide capital appreciation.
Dividend Income Fund	December 29, 2011	To provide capital appreciation and current income.
Large-Cap Value Fund	September 30, 1993	To provide capital appreciation.
Large-Cap Growth Fund	November 20, 1992	To provide capital appreciation.
Mid-Cap Value Fund	September 30, 1993	To provide capital appreciation.
Mid-Cap Growth Fund	September 30, 1993	To provide capital appreciation.
Small-Cap Value Fund	February 28, 2011	To provide capital appreciation.
Small-Cap Growth Fund	October 31, 1995	To provide capital appreciation.
Global Low Volatility Equity Fund (1)	September 30, 2013	To provide capital appreciation.
Disciplined International Equity Fund(1)	September 17, 2015	To provide capital appreciation.
Pyrford International Stock Fund (1)	December 29, 2011	To provide capital appreciation.
LGM Emerging Markets Equity Fund (1)	December 22, 2008	To provide capital appreciation.
Ultra Short Tax-Free Fund	September 30, 2009	To provide current income exempt from federal income tax consistent with preservation of capital.
Short Tax-Free Fund	November 29, 2012	To provide current income exempt from federal income tax consistent with preservation of capital.
Short-Term Income Fund	November 1, 1992	To maximize total return consistent with current income.
Intermediate Tax-Free Fund	February 1, 1994	To provide a high level of current income exempt from federal income tax consistent with preservation of capital.
Strategic Income Fund	December 13, 1992	To maximize total return consistent with current income.
Corporate Income Fund	December 22, 2008	To maximize total return consistent with current income.
Core Plus Bond Fund	December 22, 2008	To maximize total return consistent with current income.

(1) Collectively referred to as the “International Funds”.

2.    Securities Lending

Certain Funds participate in a securities lending program, providing for the lending of corporate bonds, equity, and government securities to qualified brokers, in exchange for the opportunity to earn additional income for participating. State Street Bank & Trust Company serves as the securities lending agent for the Funds participating in the program. The Funds receive cash as collateral in return for the securities and record a corresponding payable for collateral due to the respective broker. The amount of cash collateral received is maintained at a minimum level of 100% of the prior day’s market value on securities and accrued interest loaned. Collateral is reinvested in the BMO Government Money Market Fund. When a Fund lends its portfolio securities, it is subject to the risk that it may not be able to get the portfolio securities back from the borrower on a timely basis, in which case the Fund may lose certain investment opportunities. A Fund also is subject to the risks associated with the investments of cash collateral received from the borrower.

Notes to Schedules of Investments (Unaudited)

Cash collateral received as part of the Funds’ securities lending program was invested in the following security as of May 28, 2021:

Description	Value
BMO Government Money Market Fund – Premier Class, 0.010%(1)	$	72,642,841

Fund	Value of Securities Loaned		Payable for Return of Securities Lending Collateral
Low Volatility Equity Fund	$	1,211,178	$	1,242,936
Large-Cap Value Fund		463,637		473,054
Small-Cap Value Fund		807,209		815,829
Small-Cap Growth Fund		85,123		88,460
Global Low Volatility Equity Fund		136,040		144,175
Disciplined International Equity Fund		1,598,926		1,710,504
Pyrford International Stock Fund		17,322,156		18,866,912
LGM Emerging Markets Equity Fund		3,046,274		3,193,900
Short-Term Income Fund		3,537,025		3,608,603
Strategic Income Fund		9,642,964		9,842,270
Corporate Income Fund		15,124,961		15,423,335
Core Plus Bond Fund		16,887,642		17,232,863
Total	$	69,863,135	$	72,642,841

        1) Denotes an investment in an affiliated entity. Please refer to Note 4, Investments in Affiliated Issuers, in the Additional Information Associated with the Schedule of Investments.

3.     Fair Value Measurements Discussion and Disclosure

Investment Valuations—Listed equity securities are valued each trading day at the last sale price or official closing price reported on a national securities exchange. Securities listed on a foreign exchange are valued each trading day at the last closing price on the principal exchange on which they are traded immediately prior to the time for determination of Net Asset Value (“NAV”) or at fair value as discussed below. Equity securities without a reported trade, U.S. government securities, listed corporate bonds, other fixed income and asset-backed securities with maturities of 60 days or more, unlisted securities, and private placement securities are generally valued at the mean of the latest bid and asked price as furnished by an independent pricing service. Fixed income securities that are not exchange traded are valued by an independent pricing service, taking into consideration yield, liquidity, risk, credit quality, coupon, maturity, type of issue, and any other factors or market data the pricing service deems relevant. Fixed income securities with remaining maturities of 60 days or less at the time of purchase, and of sufficient credit quality, are valued at amortized cost, which approximates fair value. Investments in open-end registered investment companies are valued at net asset value.

Securities or other assets for which market valuations are not readily available, or are deemed to be inaccurate, are valued at fair value as determined in good faith using methods approved by the Board of Directors (the “Directors”). The Directors have established a Pricing Committee, which is responsible for determinations of fair value, subject to the supervision of the Directors. In determining fair value, the Pricing Committee takes into account all information available and any factors it deems appropriate. Consequently, the price of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities. Fair value pricing involves subjective judgments; it is possible that the fair value determined for a security is materially different than the value that would be realized upon the sale of that security and the differences may be material to the NAV of the Fund or the financial statements presented.

Securities held in certain funds may be listed on foreign exchanges that do not value their listed securities at the same time each Fund calculates its NAV. Most foreign markets close well before each Fund values its securities, generally 3:00 p.m. (Central Time). The earlier close of these foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim.

The Pricing Committee may determine that a security needs to be fair valued if, among other things, it believes the value of the security might have been materially affected by events occurring after the close of the market in which the security was principally traded, but before the time for determination of the NAV (“a subsequent event”). A subsequent event might include a company-specific development (for example, announcement of a merger that is made after the close of the foreign market), a development that might affect an entire market or region (for example, weather related events) or a potentially global development (such as a terrorist attack that may be expected to have an effect on investor expectations worldwide). The Funds have retained an independent fair value pricing service to assist in fair valuing foreign securities. The service utilizes statistical data based on historical performance of securities, markets, and other data in developing factors used to estimate a fair value.

Fair Valuation Measurement defines fair value, establishes a framework for measuring fair value in accordance with GAAP, and requires disclosure about fair value measurements. It establishes a fair value hierarchy that distinguishes between (1) market participant assumptions developed based on market data obtained from sources independent of the reporting issuer (observable inputs), and (2) the reporting issuer’s own assumptions about market participant assumptions developed based on the best information available in the circumstances (unobservable inputs). It also provides guidance on determining when a significant decrease occurs in the trade volume and/or frequency for an asset, when a transaction is not orderly, and how that information must be incorporated into fair value measurement.

Notes to Schedules of Investments (Unaudited)

Various inputs are used in determining the value of the Funds’ investments. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. These inputs are summarized in the three broad levels listed below:

Level 1—quoted prices in active markets for identical securities. An active market for the security is a market in which transactions occur with sufficient frequency and volume to provide pricing information on an ongoing basis. Common and preferred stocks, options and futures contracts, and U.S. registered mutual funds are generally categorized as Level 1.

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Fixed income securities, repurchase agreements and securities valued by an independent fair value pricing service are generally categorized as Level 2.

Level 3—significant unobservable inputs, including management’s own assumptions in determining the fair value of investments.

For the period ended May 31, 2021 the Funds had no investments in private investment funds, and there were no investments excluded from the fair value hierarchy. The Funds did not hold any Level 3 securities as of May 28, 2021.

The following is a summary of the inputs used, as of May 28, 2021, in valuing the Funds’ assets:

	Low Volatility Equity Fund
	Level 1		Level 2		Level 3		Total
Common Stocks(1)	$	169,313,784	$	—	$	—	$	169,313,784
Short-Term Investments		4,838,472		—		—		4,838,472
Total	$	174,152,256	$	—	$	—	$	174,152,256
	Dividend Income Fund
	Level 1		Level 2		Level 3		Total
Common Stocks	$	237,569,620	$	—	$	—	$	237,569,620
Short-Term Investments		6,006,460		—		—		6,006,460
Total	$	243,576,080	$	—	$	—	$	243,576,080
	Large-Cap Value Fund
	Level 1		Level 2		Level 3		Total
Common Stocks(1)	$	333,706,496	$	—	$	—	$	333,706,496
Short-Term Investments		6,957,117		—		—		6,957,117
Total	$	340,663,613	$	—	$	—	$	340,663,613
	Large-Cap Growth Fund
	Level 1		Level 2		Level 3		Total
Common Stocks(1)	$	527,257,367	$	—	$	—	$	527,257,367
Short-Term Investments		9,672,689		—		—		9,672,689
Total	$	536,930,056	$	—	$	—	$	536,930,056
	Mid-Cap Value Fund
	Level 1		Level 2		Level 3		Total
Common Stocks(1)	$	45,077,535	$	—	$	—	$	45,077,535
Short-Term Investments		611,357		—		—		611,357
Total	$	45,688,892	$	—	$	—	$	45,688,892
	Mid-Cap Growth Fund
	Level 1		Level 2		Level 3		Total
Common Stocks(1)	$	22,306,067	$	—	$	—	$	22,306,067
Short-Term Investments		327,583		—		—		327,583
Total	$	22,633,650	$	—	$	—	$	22,633,650

Notes to Schedules of Investments (Unaudited)

	Small-Cap Value Fund
	Level 1		Level 2		Level 3		Total
Common Stocks(1)	$	106,860,437	$	—	$	—	$	106,860,437
Short-Term Investments		3,444,942		—		—		3,444,942
Total	$	110,305,379	$	—	$	—	$	110,305,379
	Small-Cap Growth Fund
	Level 1		Level 2		Level 3		Total
Common Stocks(1)	$	117,672,075	$	—	$	—	$	117,672,075
Short-Term Investments		1,996,340		—		—		1,996,340
Total	$	119,668,415	$	—	$	—	$	119,668,415
	Global Low Volatility Equity Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Belgium	$	22,673	$	—	$	—	$	22,673
Bermuda		43,909		—		—		43,909
Canada		317,758		—		—		317,758
Cayman Islands		120,964		—		—		120,964
China		34,757		—		—		34,757
Denmark		22,478		—		—		22,478
France		25,314		—		—		25,314
Germany		26,985		—		—		26,985
Hong Kong		200,448		—		—		200,448
Hungary		9,566		—		—		9,566
Israel		38,291		—		—		38,291
Italy		106,200		—		—		106,200
Japan		591,747		—		—		591,747
Mexico		45,913		—		—		45,913
Netherlands		110,605		—		—		110,605
Philippines		91,423		—		—		91,423
Singapore		121,134		—		—		121,134
Spain		26,371		—		—		26,371
Switzerland		166,730		—		—		166,730
Taiwan		184,466		—		—		184,466
United Kingdom		102,343		—		—		102,343
United States		1,080,880		—		—		1,080,880
Short-Term Investments		204,839		—		—		204,839
Total	$	3,695,794	$	—	$	—	$	3,695,794
	Disciplined International Equity Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	6,247,620	$	—	$	—	$	6,247,620
China		1,302,194		—		—		1,302,194
Denmark		2,191,125		—		—		2,191,125
Finland		1,005,128		—		—		1,005,128
France		4,723,073		—		—		4,723,073
Germany		4,001,710		—		—		4,001,710
Hong Kong		215,362		—		—		215,362
Italy		3,784,604		—		—		3,784,604
Japan		16,024,857		—		—		16,024,857
Jersey		935,214		—		—		935,214
Netherlands		7,117,962		—		—		7,117,962
New Zealand		452,480		—		—		452,480
Norway		1,370,812		—		—		1,370,812
Singapore		3,285,551		—		—		3,285,551
Spain		863,931		—		—		863,931
Sweden		2,215,498		—		—		2,215,498
Switzerland		8,485,559		—		—		8,485,559
United Kingdom		7,948,296		—		—		7,948,296
Short-Term Investments		4,487,633		—		—		4,487,633
Total	$	76,658,609	$	—	$	—	$	76,658,609

Notes to Schedules of Investments (Unaudited)

	Pyrford International Stock Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Australia	$	80,621,596	$	—	$	—	$	80,621,596
Finland		20,127,992		—		—		20,127,992
France		58,384,424		—		—		58,384,424
Germany		59,720,535		—		—		59,720,535
Hong Kong		37,216,838		—		—		37,216,838
Indonesia		13,601,830		—		—		13,601,830
Japan		107,410,902		—		—		107,410,902
Malaysia		21,898,015		—		—		21,898,015
Netherlands		25,326,398		—		—		25,326,398
Norway		13,717,320		—		—		13,717,320
Singapore		44,958,033		—		—		44,958,033
Sweden		11,999,803		—		—		11,999,803
Switzerland		87,371,940		—		—		87,371,940
Taiwan		20,960,643		—		—		20,960,643
United Kingdom		137,561,213		—		—		137,561,213
Preferred Stocks
Germany		10,832,252		—		—		10,832,252
Short-Term Investments		26,639,275		—		—		26,639,275
Total	$	778,349,009	$	—	$	—	$	778,349,009
	LGM Emerging Markets Equity Fund
	Level 1		Level 2		Level 3		Total
Common Stocks
Brazil	$	8,060,507	$	—	$	—	$	8,060,507
China		91,018,917		—		—		91,018,917
Hong Kong		31,834,944		—		—		31,834,944
India		73,254,649		—		—		73,254,649
Indonesia		6,239,030		—		—		6,239,030
Jersey		6,827,040		—		—		6,827,040
Mexico		11,233,842		—		—		11,233,842
Nigeria		3,337,059		—		—		3,337,059
Portugal		4,957,307		—		—		4,957,307
Russia		9,703,472		—		—		9,703,472
South Africa		11,298,006		—		—		11,298,006
South Korea		8,539,614		—		—		8,539,614
Taiwan		30,205,223		—		—		30,205,223
Thailand		3,421,914		—		—		3,421,914
United Kingdom		3,098,707		—		—		3,098,707
United States		4,698,852		—		—		4,698,852
Common Stock Units		4,988,755		—		—		4,988,755
Short-Term Investments		3,526,380		3,193,900		—		6,720,280
Total	$	316,244,218	$	3,193,900	$	—	$	319,438,118
	Ultra Short Tax-Free Fund
	Level 1		Level 2		Level 3		Total
Municipals	$	—	$	497,356,093	$	—	$	497,356,093
Mutual Funds		27,320,000		—		—		27,320,000
Repurchase Agreements		—		129,504		—		129,504
Total	$	27,320,000	$	497,485,597	$	—	$	524,805,597
	Short Tax-Free Fund
	Level 1		Level 2		Level 3		Total
Municipals	$	—	$	136,439,545	$	—	$	136,439,545
Mutual Funds		1,400,000		—		—		1,400,000
Repurchase Agreements		—		204,292		—		204,292
Total	$	1,400,000	$	136,643,837	$	—	$	138,043,837
	Short-Term Income Fund
	Level 1		Level 2		Level 3		Total
Asset-Backed Securities	$	—	$	43,301,066	$	—	$	43,301,066
Collateralized Mortgage Obligations		—		13,008,583		—		13,008,583
Commercial Mortgage Securities		—		6,189,005		—		6,189,005
Corporate Bonds & Notes		—		168,707,299		—		168,707,299

Notes to Schedules of Investments (Unaudited)

	Short-Term Income Fund
	Level 1		Level 2		Level 3		Total
U.S. Government & U.S. Government Agency Obligations	$	—	$	42,027,141	$	—	$	42,027,141
U.S. Government Agency-Mortgage Securities		—		6,364,478		—		6,364,478
Short-Term Investments		14,934,101		2,496,688		—		17,430,789
Total	$	14,934,101	$	282,094,260	$	—	$	297,028,361
	Intermediate Tax-Free Fund
	Level 1		Level 2		Level 3		Total
Municipals	$	—	$	1,953,585,810	$	—	$	1,953,585,810
Mutual Funds		17,000,000		—		—		17,000,000
Repurchase Agreements		—		275,134		—		275,134
Total	$	17,000,000	$	1,953,860,944	$	—	$	1,970,860,944
	Strategic Income Fund
	Level 1		Level 2		Level 3		Total
Asset-Backed Securities	$	—	$	129,633	$	—	$	129,633
Collateralized Mortgage Obligations		—		9,900,088		—		9,900,088
Commercial Mortgage Securities		—		8,119,280		—		8,119,280
Corporate Bonds & Notes		—		81,695,835		—		81,695,835
U.S. Government Agency-Mortgage Securities		—		3,279,889		—		3,279,889
Short-Term Investments		17,531,637		—		—		17,531,637
Total	$	17,531,637	$	103,124,725	$	—	$	120,656,362
	Corporate Income Fund
	Level 1		Level 2		Level 3		Total
Corporate Bonds & Notes	$	—	$	439,119,826	$	—	$	439,119,826
Short-Term Investments		29,048,595		—		—		29,048,595
Total	$	29,048,595	$	439,119,826	$	—	$	468,168,421
	Core Plus Bond Fund
	Level 1		Level 2		Level 3		Total
Collateralized Mortgage Obligations	$	—	$	64,924,790	$	—	$	64,924,790
Commercial Mortgage Securities		—		59,303,511		—		59,303,511
Common Stocks		136,173		—		—		136,173
Corporate Bonds & Notes		—		570,624,007		—		570,624,007
U.S. Government & U.S. Government Agency Obligations		—		192,593,971		—		192,593,971
U.S. Government Agency-Mortgage Securities		—		292,933,179		—		292,933,179
Short-Term Investments		54,578,083		—		—		54,578,083
Total	$	54,714,256	$	1,180,379,458	$	—	$	1,235,093,714

(1)        All sub-categories within Common Stocks and Preferred Stocks represent either entire Level 1 or Level 2 evaluation status.

Notes to Schedules of Investments (Unaudited)

4.     Investments in Affiliated Issuers

An affiliated issuer is an entity in which the Fund has ownership of at least 5% of the voting securities or any investment in a BMO Fund. Issuers that are affiliates of the Fund at period-end are noted in the Fund’s Schedule of Investments. Additional security purchases and the reduction of certain securities shares outstanding of existing portfolio holdings that were not considered affiliated in prior periods may result in the Funds owning in excess of 5% of the outstanding shares at period-end. The table below reflects transactions during the period with entities that are affiliates as of May 28, 2021 and may include acquisitions of new investments, prior period holdings that became affiliated during the period and prior period affiliated holdings that are no longer affiliated as of period-end.

Security/Fund Description	Value, Beginning of Period		Purchases(1)		Sales Proceeds(1)		Change in Unrealized Appreciation (Depreciation)			Net Realized Gain(Loss)			Value, End of Period		Dividends Credited to Income		Net Realized Gain on Capital Gain Distributions
Cash Sweep Investments in BMO Institutional Prime Money Market Fund — Premier Class, 0.190%
Low Volatility Equity Fund	$	4,254,460	$	21,481,776	$	25,735,231	$	851		$	(1,856	)	$	—	$	1,464	$	—
Dividend Income Fund		5,160,131		9,323,159		14,482,514		713			(1,489	)		—		1,698		—
Large-Cap Value Fund		3,589,882		12,472,203		16,061,831		162			(416	)		—		1,072		—
Large-Cap Growth Fund		2,951,726		27,793,751		30,743,352		590			(2,715	)		—		2,674		—
Mid-Cap Value Fund		1,403,585		5,487,148		6,890,896		281			(118	)		—		146		—
Mid-Cap Growth Fund		1,582,909		15,041,709		16,624,611		317			(324	)		—		288		—
Small-Cap Value Fund		1,651,709		3,875,920		5,527,572		271			(328	)		—		363		—
Small-Cap Growth Fund		1,915,098		8,646,616		10,561,709		291			(296	)		—		444		—
Global Low Volatility Equity Fund		172,064		288,152		460,219		34			(31	)		—		32		—
Disciplined International Equity Fund		885,003		4,636,205		5,521,077		177			(308	)		—		244		—
Pyrford International Stock Fund		30,794,964		29,852,649		60,646,162		(1,611	)		160			—		4,867		—
LGM Emerging Markets Equity Fund		5,950,565		38,853,527		44,800,734		1,190			(4,548	)		—		4,746		—
Short-Term Income Fund		7,069,356		41,894,271		48,963,160		1,414			(1,881	)		—		1,738		—
Strategic Income Fund		702,920		14,661,522		15,363,811		104			(735	)		—		760		—
Corporate Income Fund		18,017,006		60,500,728		78,515,675		1,839			(3,898	)		—		3,754		—
Core Plus Bond Fund		24,129,137		147,725,914		171,851,254		4,139			(7,936	)		—		9,251		—
Cash Sweep Investments in BMO Government Money Market Fund — Premier Class,0.010%
Low Volatility Equity Fund		—		32,306,189		28,710,653		—			—			3,595,536		109		—
Dividend Income Fund		—		59,519,619		53,513,159		—			—			6,006,460		237		—
Large-Cap Value Fund		—		38,036,137		31,552,074		—			—			6,484,063		194		—
Large-Cap Growth Fund		—		53,848,971		44,176,282		—			—			9,672,689		364		—
Mid-Cap Value Fund		—		5,529,775		4,918,418		—			—			611,357		22		—
Mid-Cap Growth Fund		—		2,645,439		2,317,856		—			—			327,583		14		—
Small-Cap Value Fund		—		13,739,683		11,110,570		—			—			2,629,113		64		—
Small-Cap Growth Fund		—		10,898,720		8,990,840		—			—			1,907,880		73		—
Global Low Volatility Equity Fund		—		370,014		309,350		—			—			60,664		3		—
Disciplined International Equity Fund		—		17,746,521		14,969,392		—			—			2,777,129		62		—
Pyrford International Stock Fund		—		99,354,444		91,582,081		—			—			7,772,363		934		—
LGM Emerging Markets Equity Fund		—		62,417,385		58,891,005		—			—			3,526,380		325		—
Short-Term Income Fund		—		100,663,867		89,338,369		—			—			11,325,498		383		—
Strategic Income Fund		—		44,658,750		36,969,383		—			—			7,689,367		242		—
Corporate Income Fund		—		108,856,802		95,231,542		—			—			13,625,260		698		—
Core Plus Bond Fund		—		235,409,773		198,064,553		—			—			37,345,220		1,297		—

Notes to Schedules of Investments (Unaudited)

Collateral Investment for Securities on Loan in BMO Institutional Prime Money Market Fund, Premier Class, 0.190%
Global Low Volatility Equity Fund	$	430,413	$	556,090	$	986,171	$	—	$	(332	)	$	—	$	—	$	—
Disciplined International Equity Fund		532,390		2,402,989		2,935,426		—		47			—		—		—
Pyrford International Stock Fund		17,734,286		95,954,411		113,695,823		—		7,126			—		—		—
Collateral Investment for Securities on Loan in BMO Government Money Market Fund, Premier Class, 0.010%
Low Volatility Equity Fund		—		1,318,748		75,812		—		—			1,242,936		—		—
Large-Cap Value Fund		—		2,029,865		1,556,811		—		—			473,054		—		—
Small-Cap Value Fund		—		13,739,683		831,222		—		—			815,829		—		—
Small-Cap Growth Fund		—		10,898,720		2,042,579		—		—			88,460		—		—
Global Low Volatility Equity Fund		—		980,215		836,039		—		—			144,175		—		—
Disciplined International Equity Fund		—		10,426,293		8,715,789		—		—			1,710,504		—		—
Pyrford International Stock Fund		—		130,361,901		111,494,989		—		—			18,866,912		—		—
LGM Emerging Markets Equity Fund		—		7,807,747		4,613,847		—		—			3,193,900		—		—
Short-Term Income Fund		—		12,081,071		8,472,468		—		—			3,608,603		—		—
Strategic Income Fund		—		13,600,200		36,969,383		—		—			9,842,270		—		—
Corporate Income Fund		—		28,116,433		12,693,098		—		—			15,423,335		—		—
Core Plus Bond Fund		—		33,392,083		16,159,220		—		—			17,232,863		—		—
Collateral Pool Pro Rata Allocation for Securities on Loan in BMO Government Money Market Fund, Premier Class, 0.010%
Low Volatility Equity Fund		513,206		3,204,758		3,717,964		—		—			—		—		—
Dividend Income Fund		1,054,246		10,655,754		11,710,000		—		—			—		—		—
Large-Cap Value Fund		1,334,152		6,409,620		7,743,772		—		—			—		—		—
Large-Cap Growth Fund		1,086,000		10,984,000		12,070,000		—		—			—		—		—
Mid-Cap Value Fund		222,430		2,247,570		2,470,000		—		—			—		—		—
Mid-Cap Growth Fund		318,797		3,221,203		3,540,000		—		—			—		—		—
Small-Cap Value Fund		160,341		1,308,151		1,468,492		—		—			—		—		—
Small-Cap Growth Fund		498,064		2,329,878		2,827,942		—		—			—		—		—
Short-Term Income Fund		622,366		5,366,620		5,988,986		—		—			—		—		—
Strategic Income Fund		186,808		7,752,338		7,939,146		—		—			—		—		—
Corporate Income Fund		1,440,121		17,385,260		18,825,381		—		—			—		—		—
Core Plus Bond Fund		1,563,469		20,134,848		21,698,317		—		—			—		—		—
Collateral Pool Pro Rata Allocation for Securities on Loan in BMO Institutional Prime Money Market Fund, Premier Class, 0.190%
Low Volatility Equity Fund		7,985,080		—		7,985,080		—		—			—		—		—
Dividend Income Fund		16,403,255		—		16,403,255		—		—			—		—		—
Large-Cap Value Fund		20,758,364		—		20,758,364		—		—			—		—		—
Large-Cap Growth Fund		16,897,322		—		16,897,322		—		—			—		—		—
Mid-Cap Value Fund		3,460,834		—		3,460,834		—		—			—		—		—
Mid-Cap Growth Fund		4,960,240		—		4,960,240		—		—			—		—		—
Small-Cap Value Fund		2,494,785		—		2,494,785		—		—			—		—		—
Small-Cap Growth Fund		7,749,483		—		7,749,483		—		—			—		—		—
Short-Term Income Fund		9,683,533		—		9,683,533		—		—			—		—		—
Corporate Income Fund		22,407,164		—		22,407,164		—		—			—		—		—
Core Plus Bond Fund		24,326,355		—		24,326,355		—		—			—		—		—

(1) Includes adjustment for net change in Collateral Pool Pro Rata Allocation of value, at end of period.