# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001193125-26-258772
**Filing Date:** 2026-6
**Character Count:** 1651957
**Document Hash:** bfcfce3961baaabc152985e4aebf7920
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-258772.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-258772

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 196

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**EFFECTIVENESS DATE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 261067548

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Core Bond Fund (Series ID: S000005372)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000014635 | Class R6         | TIBDX           |
| C000033991 | Retirement Class | TIDRX           |
| C000033992 | Class A          | TIORX           |
| C000079556 | Premier Class    | TIDPX           |
| C000162549 | Class I          | TIBHX           |
| C000202747 | Class W          | TBBWX           |

### Nuveen Money Market Fund (Series ID: S000005374)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000014638 | Class R6         | TCIXX           |
| C000033994 | Retirement Class | TIEXX           |
| C000033995 | Class A          | TIRXX           |
| C000079558 | Premier Class    | TPPXX           |
| C000162551 | Class I          | TMHXX           |
| C000202749 | Class W          | TMWXX           |

### Nuveen Short Term Bond Fund (Series ID: S000012195)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000033274 | Class A          | TCTRX           |
| C000033275 | Retirement Class | TISRX           |
| C000033276 | Class R6         | TISIX           |
| C000079571 | Premier Class    | TSTPX           |
| C000162566 | Class I          | TCTHX           |
| C000202755 | Class W          | TCTWX           |

### Nuveen High Yield Fund (Series ID: S000012196)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000033277 | Class A          | TIYRX           |
| C000033278 | Retirement Class | TIHRX           |
| C000033279 | Class R6         | TIHYX           |
| C000079572 | Premier Class    | TIHPX           |
| C000162567 | Class I          | TIHHX           |
| C000202756 | Class W          | TIHWX           |

### Nuveen Core Plus Bond Fund (Series ID: S000012198)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000033283 | Class A          | TCBPX           |
| C000033284 | Retirement Class | TCBRX           |
| C000033285 | Class R6         | TIBFX           |
| C000079574 | Premier Class    | TBPPX           |
| C000162569 | Class I          | TCBHX           |
| C000202758 | Class W          | TCBWX           |

### Nuveen 5-15 Year Laddered Tax Exempt Bond Fund (Series ID: S000012199)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000033286 | Class A      | TIXRX           |
| C000033287 | Class R6     | TITIX           |
| C000162570 | Class I      | TIXHX           |

### Nuveen Bond Index Fund (Series ID: S000026500)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000079523 | Class R6         | TBIIX           |
| C000079524 | Retirement Class | TBIRX           |
| C000079525 | Premier Class    | TBIPX           |
| C000079526 | Class A          | TBILX           |
| C000162579 | Class I          | TBIAX           |
| C000202762 | Class W          | TBIWX           |

### Nuveen Core Impact Bond Fund (Series ID: S000038169)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000117721 | Class R6         | TSBIX           |
| C000117722 | Premier Class    | TSBPX           |
| C000117723 | Class A          | TSBRX           |
| C000117724 | Retirement Class | TSBBX           |
| C000162598 | Class I          | TSBHX           |

### Nuveen Short Term Bond Index Fund (Series ID: S000050278)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000158750 | Class R6         | TNSHX           |
| C000158751 | Premier Class    | TPSHX           |
| C000158752 | Class A          | TRSHX           |
| C000158753 | Retirement Class | TESHX           |
| C000162603 | Class I          | TTBHX           |
| C000202767 | Class W          | TTBWX           |

### Nuveen Green Bond Fund (Series ID: S000063522)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000205811 | Class R6         | TGRNX           |
| C000205812 | Premier Class    | TGRLX           |
| C000205813 | Class A          | TGROX           |
| C000205814 | Retirement Class | TGRMX           |
| C000205815 | Class I          | TGRKX           |

### Nuveen Short Duration Impact Bond Fund (Series ID: S000063523)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000205816 | Class R6         | TSDJX           |
| C000205817 | Premier Class    | TSDFX           |
| C000205818 | Class A          | TSDBX           |
| C000205819 | Retirement Class | TSDDX           |
| C000205820 | Class I          | TSDHX           |

?xml version='1.0' encoding='ASCII'? N-CSR

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

### FORM N-CSR

### CERTIFIED SHAREHOLDER REPORT OF REGISTERED

### MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-09301

TIAA-CREF Funds

(Exact name of registrant as specified in charter)

730 Third Avenue

New York, New York 10017-3206

(Address of principal executive offices) (Zip code)

John M. McCann, Esq.

TIAA-CREF Funds

8500 Andrew Carnegie Boulevard

Charlotte, North Carolina 28262

(Name and address of agent for service)

Registrant's telephone number, including area code: <u>(800) 842-2733</u>

Date of fiscal year end: <u>March 31</u>

Date of reporting period: <u>March 31, 2026</u>

------

**Item 1.** **Reports to Stockholders.** <br>

------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Bond Index Fund

Class A Shares/TBILX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $41 | 0.40% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Bond Index Fund's total return for Class A Shares at net asset value (NAV) was 3.98% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. Aggregate Bond Index, returned 4.35%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g93e93.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 3.98% | (0.07)% | 1.26% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 0.05% | (0.82)% | 0.88% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $21161202913 |
|  Total number of portfolio holdings | 8530 |
|  Portfolio turnover (%) | 28% |
|  Total management fees paid for the year | $14535016 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g42j82.jpg)

![LOGO](g612795g1g58j91.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   • financial statements and other information  • fund holdings  • proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245M616_AR_0326<br> 5347247 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Bond Index Fund

Class I Shares/TBIAX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class I Shares | $17 | 0.17% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Bond Index Fund's total return for Class I Shares at net asset value (NAV) was 4.22% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. Aggregate Bond Index, returned 4.35%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00v87.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Year | 5-Year | 10-Year |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.22% | 0.15% | 1.48% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $21161202913 |
|  Total number of portfolio holdings | 8530 |
|  Portfolio turnover (%) | 28% |
|  Total management fees paid for the year | $14535016 |

---

What did the Fund invest in? (as of March 31, 2026)

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g93e92.jpg)  | ![LOGO](g612795g1g59j92.jpg) |

---

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P692_AR_0326<br> 5347247 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Bond Index Fund

Premier Class Shares/TBIPX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $22 | 0.22% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Bond Index Fund's total return for Premier Class Shares at net asset value (NAV) was 4.17% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. Aggregate Bond Index, returned 4.35%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g88a01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 4.17% | 0.10% | 1.43% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $21161202913 |
|  Total number of portfolio holdings | 8530 |
|  Portfolio turnover (%) | 28% |
|  Total management fees paid for the year | $14535016 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g85i45.jpg)

![LOGO](g612795g1g34b90.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   • financial statements and other information  • fund holdings  • proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245M590_AR_0326<br> 5347247 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Bond Index Fund

Retirement Class Shares/TBIRX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $33 | 0.32% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Bond Index Fund's total return for Retirement Class Shares at net asset value (NAV) was 4.06% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. Aggregate Bond Index, returned 4.35%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g83a01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 4.06% | 0.01% | 1.34% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $21161202913 |
|  Total number of portfolio holdings | 8530 |
|  Portfolio turnover (%) | 28% |
|  Total management fees paid for the year | $14535016 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g45k49.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g96z68.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245M855_AR_0326<br> 5347247 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Bond Index Fund

Class R6 Shares/TBIIX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $7 | 0.07% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Bond Index Fund's total return for Class R6 Shares at net asset value (NAV) was 4.32% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. Aggregate Bond Index, returned 4.35%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g78a01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.32% | 0.25% | 1.58% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $21161202913 |
|  Total number of portfolio holdings | 8530 |
|  Portfolio turnover (%) | 28% |
|  Total management fees paid for the year | $14535016 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g81k01.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g81k02.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245M848_AR_0326<br> 5347247 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Bond Index Fund

Class W Shares/TBIWX

Annual Shareholder Report

This annual shareholder report contains important information about the Class W Shares of the Nuveen Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class W Shares | $0 | 0.00% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Bond Index Fund's total return for Class W Shares at net asset value (NAV) was 4.39% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. Aggregate Bond Index, returned 4.35%.<br>•  Despite the effect of certain expenses incurred by the Fund that are not incurred by the benchmark index, the Fund's return at NAV outperformed that of the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (September 28, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g02a22.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(9/28/18)** |
| &nbsp;&nbsp;&nbsp; Class W Shares at NAV | 4.39% | 0.31% | 2.07% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.07% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $21161202913 |
|  Total number of portfolio holdings | 8530 |
|  Portfolio turnover (%) | 28% |
|  Total management fees paid for the year | $14535016 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g52t01.jpg)

![LOGO](g612795g1g42y32.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at** https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P411_AR_0326<br> 5347247 | ![LOGO](g612795g1g68f06.jpg)  |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Bond Fund

Class A Shares/TIORX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Core Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $61 | 0.60% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Bond Fund returned 4.26% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including small out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  Out-of-benchmark exposure to non-agency mortgage-backed securities and an overweight to emerging-markets debt.<br>•  Security selection, especially within investment-grade corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g70a01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 4.26% | 0.40% | 1.94% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 0.35% | (0.36)% | 1.55% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $10171187634 |
|  Total number of portfolio holdings | 1914 |
|  Portfolio turnover (%) | 113% |
|  Total management fees paid for the year | $28812835 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g37z21.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g51v90.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3.0 ------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315712_AR_0326<br> 5347258 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Bond Fund

Class I Shares/TIBHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Core Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of** <br> **$10,000 investment\***  |
| &nbsp;&nbsp;&nbsp; Class I Shares | $44 | 0.43% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Bond Fund returned 4.33% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• An overweight to corporate bonds, including small out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Out-of-benchmark exposure to non-agency mortgage-backed securities and an overweight to emerging-markets debt.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Security selection, especially within investment-grade corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g61p61.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.33% | 0.55% | 2.13% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $10171187634 |
|  Total number of portfolio holdings | 1914 |
|  Portfolio turnover (%) | 113% |
|  Total management fees paid for the year | $28812835 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g36g97.jpg)

![LOGO](g612795g1g11n05.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •   financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245P718_AR_0326<br> 5347258 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Bond Fund

Premier Class Shares/TIDPX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Core Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a <br>$10,000 investment** | **Costs paid as a percentage of <br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $44 | 0.43% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Bond Fund returned 4.44% for Premier Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including small out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  Out-of-benchmark exposure to non-agency mortgage-backed securities and an overweight to emerging-markets debt.<br>•  Security selection, especially within investment-grade corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g99f99.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 4.44% | 0.56% | 2.08% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $10171187634 |
|  Total number of portfolio holdings | 1914 |
|  Portfolio turnover (%) | 113% |
|  Total management fees paid for the year | $28812835 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g95j01.jpg)

![LOGO](g612795g1g43e56.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245M491_AR_0326<br> 5347258 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Bond Fund

Class R6 Shares/TIBDX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Core Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $29 | 0.28% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Bond Fund returned 4.48% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including small out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  Out-of-benchmark exposure to non-agency mortgage-backed securities and an overweight to emerging-markets debt.<br>•  Security selection, especially within investment-grade corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g02k01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.48% | 0.69% | 2.24% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $10171187634 |
|  Total number of portfolio holdings | 1914 |
|  Portfolio turnover (%) | 113% |
|  Total management fees paid for the year | $28812835 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g00x04.jpg)

![LOGO](g612795g1g02k04.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

3 continued>>

------

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87244W607_AR_0326<br> 5347258 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Bond Fund

Retirement Class Shares/TIDRX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Core Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $54 | 0.53% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Bond Fund returned 4.33% for Retirement Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including small out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  Out-of-benchmark exposure to non-agency mortgage-backed securities and an overweight to emerging-markets debt.<br>•  Security selection, especially within investment-grade corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g65a01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 4.33% | 0.45% | 1.99% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $10171187634 |
|  Total number of portfolio holdings | 1914 |
|  Portfolio turnover (%) | 113% |
|  Total management fees paid for the year | $28812835  |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g34p41.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g35w61.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3.0 ------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315720_AR_0326<br> 5347258 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Bond Fund

Class W Shares/TBBWX

Annual Shareholder Report

This annual shareholder report contains important information about the Class W Shares of the Nuveen Core Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class W Shares | $0 | 0.00% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Bond Fund returned 4.77% for Class W Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including small out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  Out-of-benchmark exposure to non-agency mortgage-backed securities and an overweight to emerging-markets debt.<br>•  Security selection, especially within investment-grade corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (September 28, 2018 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00v03.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(9/28/18)** |
| &nbsp;&nbsp;&nbsp; Class W Shares at NAV | 4.77% | 0.98% | 2.76% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.07% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $10171187634 |
|  Total number of portfolio holdings | 1914 |
|  Portfolio turnover (%) | 113% |
|  Total management fees paid for the year | $28812835 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g09u93.jpg)

![LOGO](g612795g1g70p31.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3.0 ------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P429_AR_0326<br> 5347258 | ![LOGO](g612795g1g68f06.jpg)  |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Impact Bond Fund

Class A Shares/TSBRX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Core Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $69 | 0.67% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Impact Bond Fund returned 4.63% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including a small out-of-benchmark allocation to high-yield corporate bonds, out-of-benchmark exposure to non-agency mortgage-backed securities, and a corresponding underweight to U.S. Treasuries.<br>•  Security selection within investment-grade corporate bonds and commercial mortgage-backed securities (CMBS).<br>•  An out-of-benchmark allocation to municipal bonds, as well as overweights to government credit securities, CMBS, and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g33z64.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 4.63% | 0.26% | 1.79% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 0.70% | (0.51)% | 1.41% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $7491858652 |
|  Total number of portfolio holdings | 1103 |
|  Portfolio turnover (%) | 143% |
|  Total management fees paid for the year | $22807929 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g47k51.jpg)

![LOGO](g612795g1g32t34.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   • financial statements and other information   • fund holdings   • proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R714_AR_0326<br> 5347266 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Impact Bond Fund

Class I Shares/TSBHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Core Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of** <br> **$10,000 investment\***  |
| &nbsp;&nbsp;&nbsp; Class I Shares | $42 | 0.41% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Impact Bond Fund returned 4.68% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including a small out-of-benchmark allocation to high-yield corporate bonds, out-of-benchmark exposure to non-agency mortgage-backed securities, and a corresponding underweight to U.S. Treasuries.<br>•  Security selection within investment-grade corporate bonds and commercial mortgage-backed securities (CMBS).<br>•  An out-of-benchmark allocation to municipal bonds, as well as overweights to government credit securities, CMBS, and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00v93.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.68% | 0.46% | 1.99% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $7491858652 |
|  Total number of portfolio holdings | 1103 |
|  Portfolio turnover (%) | 143% |
|  Total management fees paid for the year | $22807929 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g41m22.jpg)

![LOGO](g612795g1g24j81.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at** https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus  • financial statements and other information  • fund holdings  • proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P635_AR_0326<br> 5347266 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Impact Bond Fund

Premier Class Shares/TSBPX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Core Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $51 | 0.50% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Impact Bond Fund returned 4.70% for Premier Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including a small out-of-benchmark allocation to high-yield corporate bonds, out-of-benchmark exposure to non-agency mortgage-backed securities, and a corresponding underweight to U.S. Treasuries.<br>•  Security selection within investment-grade corporate bonds and commercial mortgage-backed securities (CMBS).<br>•  An out-of-benchmark allocation to municipal bonds, as well as overweights to government credit securities, CMBS, and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g67y21.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 4.70% | 0.35% | 1.91% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $7491858652 |
|  Total number of portfolio holdings | 1103 |
|  Portfolio turnover (%) | 143% |
|  Total management fees paid for the year | $22807929 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g99e31.jpg)

![LOGO](g612795g1g94m81.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R680_AR_0326<br> 5347266 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Impact Bond Fund

Class R6 Shares/TSBIX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Core Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $36 | 0.35% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Impact Bond Fund returned 4.86% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including a small out-of-benchmark allocation to high-yield corporate bonds, out-of-benchmark exposure to non-agency mortgage-backed securities, and a corresponding underweight to U.S. Treasuries.<br>•  Security selection within investment-grade corporate bonds and commercial mortgage-backed securities (CMBS).<br>•  An out-of-benchmark allocation to municipal bonds, as well as overweights to government credit securities, CMBS, and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g21c21.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.86% | 0.52% | 2.07% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $7491858652 |
|  Total number of portfolio holdings | 1103 |
|  Portfolio turnover (%) | 143% |
|  Total management fees paid for the year | $22807929 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g10a10.jpg)

![LOGO](g612795g1g06v06.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R672_AR_0326<br> 5347266 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Impact Bond Fund

Retirement Class Shares/TSBBX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Core Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $61 | 0.60% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Impact Bond Fund returned 4.60% for Retirement Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including a small out-of-benchmark allocation to high-yield corporate bonds, out-of-benchmark exposure to non-agency mortgage-backed securities, and a corresponding underweight to U.S. Treasuries.<br>•  Security selection within investment-grade corporate bonds and commercial mortgage-backed securities (CMBS).<br>•  An out-of-benchmark allocation to municipal bonds, as well as overweights to government credit securities, CMBS, and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g01a36.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 4.60% | 0.27% | 1.81% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $7491858652 |
|  Total number of portfolio holdings | 1103 |
|  Portfolio turnover (%) | 143% |
|  Total management fees paid for the year | $22807929 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g77f45.jpg)

![LOGO](g612795g1g98b94.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   • financial statements and other information   • fund holdings   • proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R698_AR_0326<br> 5347266 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Plus Bond Fund

Class A Shares/TCBPX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Core Plus Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $64 | 0.63% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

#### Performance Highlights
• The Nuveen Core Plus Bond Fund returned 4.14% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.

• Top contributors to relative performance

• An overweight to corporate bonds, including out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.

• An overweight to emerging-markets debt and out-of-benchmark exposure to non-agency mortgage-backed securities.

• Security selection, especially within corporate bonds and commercial mortgage-backed securities.

• Top detractors from relative performance

• Yield curve positioning.

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00x40.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 4.14% | 0.62% | 2.20% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 0.24% | (0.14)% | 1.81% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $4420052522 |
|  Total number of portfolio holdings | 1605 |
|  Portfolio turnover (%) | 121% |
|  Total management fees paid for the year | $&nbsp;&nbsp;&nbsp;&nbsp;13064399 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g00x42.jpg)

![LOGO](g612795g1g02k42.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Update:** Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315407_AR_0326<br> 5347280 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Plus Bond Fund

Class I Shares/TCBHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Core Plus Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class I Shares | $37 | 0.36% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Plus Bond Fund returned 4.41% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  An overweight to emerging-markets debt and out-of-benchmark exposure to non-agency mortgage-backed securities.<br>•  Security selection, especially within corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g78p78.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.41% | 0.85% | 2.45% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $4420052522 |
|  Total number of portfolio holdings | 1605 |
|  Portfolio turnover (%) | 121% |
|  Total management fees paid for the year | $13064399 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g65t61.jpg)

![LOGO](g612795g1g16e41.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How has the Fund changed?

• **Portfolio Manager Update:** Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245P684_AR_0326<br> 5347280 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Plus Bond Fund

Premier Class Shares/TBPPX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Core Plus Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a <br>$10,000 investment** | **Costs paid as a percentage of <br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $46 | 0.45% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Plus Bond Fund returned 4.33% for Premier Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  An overweight to emerging-markets debt and out-of-benchmark exposure to non-agency mortgage-backed securities.<br>•  Security selection, especially within corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results**. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g11h60.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 4.33% | 0.77% | 2.37% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $4420052522 |
|  Total number of portfolio holdings | 1605 |
|  Portfolio turnover (%) | 121% |
|  Total management fees paid for the year | $13064399 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g43m51.jpg)

![LOGO](g612795g1g08b70.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Update**: Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245M483_AR_0326<br> 5347280 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Plus Bond Fund

Class R6 Shares/TIBFX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Core Plus Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $30 | 0.29% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

#### Performance Highlights
• The Nuveen Core Plus Bond Fund returned 4.49% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.

• Top contributors to relative performance

• An overweight to corporate bonds, including out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.

• An overweight to emerging-markets debt and out-of-benchmark exposure to non-agency mortgage-backed securities.

• Security selection, especially within corporate bonds and commercial mortgage-backed securities.

• Top detractors from relative performance

• Yield curve positioning.

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00x50.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.49% | 0.95% | 2.53% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $4420052522 |
|  Total number of portfolio holdings | 1605 |
|  Portfolio turnover (%) | 121% |
|  Total management fees paid for the year | $&nbsp;&nbsp;&nbsp;&nbsp;13064399 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g84x45.jpg)

![LOGO](g612795g1g82t79.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Update:** Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315506_AR_0326<br> 5347280 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Plus Bond Fund

Retirement Class Shares/TCBRX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Core Plus Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $55 | 0.54% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

#### Performance Highlights
• The Nuveen Core Plus Bond Fund returned 4.23% for Retirement Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.

• Top contributors to relative performance

• An overweight to corporate bonds, including out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.

• An overweight to emerging-markets debt and out-of-benchmark exposure to non-agency mortgage-backed securities.

• Security selection, especially within corporate bonds and commercial mortgage-backed securities.

• Top detractors from relative performance

• Yield curve positioning.

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00x45.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 4.23% | 0.68% | 2.27% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $4420052522 |
|  Total number of portfolio holdings | 1605 |
|  Portfolio turnover (%) | 121% |
|  Total management fees paid for the year | $&nbsp;&nbsp;&nbsp;&nbsp;13064399 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g67s88.jpg)

![LOGO](g612795g1g42t35.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Update:** Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315605_AR_0326<br> 5347280 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Core Plus Bond Fund

Class W Shares/TCBWX

Annual Shareholder Report

This annual shareholder report contains important information about the Class W Shares of the Nuveen Core Plus Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class W Shares | $0 | 0.00% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Core Plus Bond Fund returned 4.79% for Class W Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. Aggregate Bond Index, which returned 4.35%.<br>•  Top contributors to relative performance<br>•  An overweight to corporate bonds, including out-of-benchmark allocations to high-yield and emerging-markets corporate bonds and a corresponding underweight to U.S. Treasuries.<br>•  An overweight to emerging-markets debt and out-of-benchmark exposure to non-agency mortgage-backed securities.<br>•  Security selection, especially within corporate bonds and commercial mortgage-backed securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (September 28, 2018 through March 31, 2026) Initial Investment of $10,000

![LOGO](g612795g1g17p17.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(9/28/18)** |
| &nbsp;&nbsp;&nbsp; Class W Shares at NAV | 4.79% | 1.25% | 3.00% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.07% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $4420052522 |
|  Total number of portfolio holdings | 1605 |
|  Portfolio turnover (%) | 121% |
|  Total management fees paid for the year | $13064399 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g94w62.jpg)

![LOGO](g612795g1g74i12.jpg)

<sup>(1)</sup> Affiliated investment.

<sup>(2)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Update:** Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3.0 ------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P395_AR_0326<br> 5347280 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen 5-15 Year Laddered Tax Exempt Bond Fund

Class A Shares/TIXRX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen 5-15 Year Laddered Tax Exempt Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $60 | 0.59% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

#### Performance Highlights
• The Nuveen 5-15 Year Laddered Tax Exempt Bond Fund returned 4.15% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund underperformed the Bloomberg 10-Year Municipal Bond Index, which returned 4.81%.

• Top contributors to relative performance

• Security selection in the lease backed and local GO sectors.

• An overweight to the housing sector.

• Exposure to the utility and education sectors.

• Top detractors from relative performance

• Exposure to the state GO, special tax and water/sewer sectors.

• Yield curve positioning.

• Security selection in the industrial development, health care and transportation sectors.

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00x55.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 4.15% | 0.31% | 1.60% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 1.00% | (0.31)% | 1.30% |
| &nbsp;&nbsp;&nbsp; Bloomberg Municipal Bond Index | 4.29% | 0.84% | 2.16% |
| &nbsp;&nbsp;&nbsp; Bloomberg 10-Year Municipal Bond Index | 4.81% | 1.00% | 2.26% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $192196208 |
|  Total number of portfolio holdings | 187 |
|  Portfolio turnover (%) | 14% |
|  Total management fees paid for the year | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491983 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g01k57.jpg)

![LOGO](g612795g1g02k57.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315878_AR_0326<br> 5347293 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen 5-15 Year Laddered Tax Exempt Bond Fund

Class I Shares/TIXHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen 5-15 Year Laddered Tax Exempt Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class I Shares | $35 | 0.34% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen 5-15 Year Laddered Tax Exempt Bond Fund returned 4.41% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund underperformed the Bloomberg 10-Year Municipal Bond Index, which returned 4.81%.<br>•  Top contributors to relative performance<br>•  Security selection in the lease backed and local GO sectors.<br>•  An overweight to the housing sector.<br>•  Exposure to the utility and education sectors.<br>•  Top detractors from relative performance<br>•  Exposure to the state GO, special tax and water/sewer sectors.<br>•  Yield curve positioning.<br>•  Security selection in the industrial development, health care and transportation sectors.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g01a83.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Year | 5-Year | 10-Year |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.41% | 0.50% | 1.81% |
| &nbsp;&nbsp;&nbsp; Bloomberg Municipal Bond Index | 4.29% | 0.84% | 2.16% |
| &nbsp;&nbsp;&nbsp; Bloomberg 10-Year Municipal Bond Index | 4.81% | 1.00% | 2.26% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $192196208 |
|  Total number of portfolio holdings | 187 |
|  Portfolio turnover (%) | 14% |
|  Total management fees paid for the year | $491983 |

---

What did the Fund invest in? (as of March 31, 2026)

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g83l03.jpg)  | ![LOGO](g612795g1g05c40.jpg) |

---

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P627_AR_0326<br> 5347293 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen 5-15 Year Laddered Tax Exempt Bond Fund

Class R6 Shares/TITIX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen 5-15 Year Laddered Tax Exempt Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $31 | 0.30% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen 5-15 Year Laddered Tax Exempt Bond Fund returned 4.45% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund underperformed the Bloomberg 10-Year Municipal Bond Index, which returned 4.81%.<br>•  Top contributors to relative performance<br>•  Security selection in the lease backed and local GO sectors.<br>•  An overweight to the housing sector.<br>•  Exposure to the utility and education sectors.<br>•  Top detractors from relative performance<br>•  Exposure to the state GO, special tax and water/sewer sectors.<br>•  Yield curve positioning.<br>•  Security selection in the industrial development, health care and transportation sectors.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g00x60.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.45% | 0.58% | 1.88% |
| &nbsp;&nbsp;&nbsp; Bloomberg Municipal Bond Index | 4.29% | 0.84% | 2.16% |
| &nbsp;&nbsp;&nbsp; Bloomberg 10-Year Municipal Bond Index | 4.81% | 1.00% | 2.26% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $192196208 |
|  Total number of portfolio holdings | 187 |
|  Portfolio turnover (%) | 14% |
|  Total management fees paid for the year | $491983 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g93b20.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g62d27.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315860_AR_0326<br> 5347293 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Green Bond Fund

Class A Shares/TGROX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Green Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $78 | 0.76% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Green Bond Fund returned 4.14% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund underperformed the Bloomberg MSCI U.S. Green Bond Index, which returned 4.66%.<br>•  Top contributors to relative performance<br>•  An out-of-benchmark allocation to high-yield corporate bonds.<br>•  Security selection and an overweight to commercial mortgage-backed securities.<br>•  Out-of-benchmark exposure to municipal bonds and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Exposure to government-agency and - credit securities, particularly emerging-markets debt.<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g22x17.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 4.14% | 0.45% | 2.35% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 0.29% | (0.31)% | 1.83% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg MSCI U.S. Green Bond Index | 4.66% | 0.95% | 2.80% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $184532910 |
|  Total number of portfolio holdings | 254 |
|  Portfolio turnover (%) | 31% |
|  Total management fees paid for the year | $721762 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g63u43.jpg)

![LOGO](g612795g1g71j49.jpg)

![LOGO](g612795g1g70u61.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N842_AR_0326<br> 5347304 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Green Bond Fund

Class I Shares/TGRKX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Green Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class I Shares | $52 | 0.51% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Green Bond Fund returned 4.40% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund underperformed the Bloomberg MSCI U.S. Green Bond Index, which returned 4.66%.<br>•  Top contributors to relative performance<br>•  An out-of-benchmark allocation to high-yield corporate bonds.<br>•  Security selection and an overweight to commercial mortgage-backed securities.<br>•  Out-of-benchmark exposure to municipal bonds and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Exposure to government-agency and - credit securities, particularly emerging-markets debt.<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g02x53.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.40% | 0.70% | 2.60% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg MSCI U.S. Green Bond Index | 4.66% | 0.95% | 2.80% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $184532910 |
|  Total number of portfolio holdings | 254 |
|  Portfolio turnover (%) | 31% |
|  Total management fees paid for the year | $721762 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g14v92.jpg)

![LOGO](g612795g1g75c82.jpg)

![LOGO](g612795g1g65w64.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N875_AR_0326<br> 5347304 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Green Bond Fund

Premier Class Shares/TGRLX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Green Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of**<br>**$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $58 | 0.57% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Green Bond Fund returned 4.33% for Premier Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund underperformed the Bloomberg MSCI U.S. Green Bond Index, which returned 4.66%.<br>•  Top contributors to relative performance<br>•  An out-of-benchmark allocation to high-yield corporate bonds.<br>•  Security selection and an overweight to commercial mortgage-backed securities.<br>•  Out-of-benchmark exposure to municipal bonds and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Exposure to government-agency and - credit securities, particularly emerging-markets debt.<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g38p38.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 4.33% | 0.63% | 2.51% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg MSCI U.S. Green Bond Index | 4.66% | 0.95% | 2.80% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $184532910 |
|  Total number of portfolio holdings | 254 |
|  Portfolio turnover (%) | 31% |
|  Total management fees paid for the year | $721762 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g16t97.jpg)

![LOGO](g612795g1g11e88.jpg)

![LOGO](g612795g1g34h01.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N867_AR_0326<br> 5347304 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Green Bond Fund

Class R6 Shares/TGRNX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Green Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $43 | 0.42% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Green Bond Fund returned 4.49% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg MSCI U.S. Green Bond Index, which returned 4.66%.<br>•  Top contributors to relative performance<br>•  An out-of-benchmark allocation to high-yield corporate bonds.<br>•  Security selection and an overweight to commercial mortgage-backed securities.<br>•  Out-of-benchmark exposure to municipal bonds and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Exposure to government-agency and - credit securities, particularly emerging-markets debt.<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g33r33.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.49% | 0.78% | 2.66% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg MSCI U.S. Green Bond Index | 4.66% | 0.95% | 2.80% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $184532910 |
|  Total number of portfolio holdings | 254 |
|  Portfolio turnover (%) | 31% |
|  Total management fees paid for the year | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721762 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g35r01.jpg)

![LOGO](g612795g1g35r02.jpg)

![LOGO](g612795g1g35r03.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N883_AR_0326<br> 5347304 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Green Bond Fund

Retirement Class Shares/TGRMX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Green Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $68 | 0.67% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Green Bond Fund returned 4.23% for Retirement Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund underperformed the Bloomberg MSCI U.S. Green Bond Index, which returned 4.66%.<br>•  Top contributors to relative performance<br>•  An out-of-benchmark allocation to high-yield corporate bonds.<br>•  Security selection and an overweight to commercial mortgage-backed securities.<br>•  Out-of-benchmark exposure to municipal bonds and asset-backed securities.<br>•  Top detractors from relative performance<br>•  Exposure to government-agency and - credit securities, particularly emerging-markets debt.<br>•  Yield curve positioning.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g02x48.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 4.23% | 0.55% | 2.47% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg MSCI U.S. Green Bond Index | 4.66% | 0.95% | 2.80% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $184532910 |
|  Total number of portfolio holdings | 254 |
|  Portfolio turnover (%) | 31% |
|  Total management fees paid for the year | $721762 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g20m10.jpg)

![LOGO](g612795g1g09o56.jpg)

![LOGO](g612795g1g95v38.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N859_AR_0326<br> 5347304 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen High Yield Fund

Class A Shares/TIYRX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen High Yield Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $70 | 0.68% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen High Yield Fund returned 7.17% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index, which returned 7.04%.<br>•  Top contributors to relative performance<br>•  Security selection within the specialty retail industry, driven by an overweight to The Michaels Companies.<br>•  Security selection within the software/services industry.<br>•  Security selection within the health facilities industry.<br>•  Top detractors from relative performance<br>•  Security selection and an overweight position in the rail industry, including an overweight to Brightline East.<br>•  Security selection within the telecom – wireline integrated & services industry, including an overweight to LCPR Financing.<br>•  Security selection within the building materials industry, including an overweight to Cornerstone Building Brands, Inc.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g24n01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 7.17% | 4.11% | 5.32% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 2.04% | 3.09% | 4.81% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index | 7.04% | 3.95% | 5.67% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2186139486 |
|  Total number of portfolio holdings | 370 |
|  Portfolio turnover (%) | 48% |
|  Total management fees paid for the year | $7149632 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g70u40.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g95o78.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Updates:** Effective April 1, 2025, Jean Lin retired and is no longer a portfolio manager of the Fund. Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315811_AR_0326<br> 5347310 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen High Yield Fund

Class I Shares/TIHHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen High Yield Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of** <br> **$10,000 investment\***  |
| &nbsp;&nbsp;&nbsp; Class I Shares | $52 | 0.50% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen High Yield Fund returned 7.36% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index, which returned 7.04%.<br>•  Top contributors to relative performance<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Security selection within the specialty retail industry, driven by an overweight to The Michaels Companies.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Security selection within the software/services industry.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Security selection within the health facilities industry.<br>•  Top detractors from relative performance<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Security selection and an overweight position in the rail industry, including an overweight to Brightline East.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Security selection within the telecom – wireline integrated & services industry, including an overweight to LCPR Financing.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Security selection within the building materials industry, including an overweight to Cornerstone Building Brands, Inc.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g01r73.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 7.36% | 4.27% | 5.49% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index | 7.04% | 3.95% | 5.67% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2186139486 |
|  Total number of portfolio holdings | 370 |
|  Portfolio turnover (%) | 48% |
|  Total management fees paid for the year | $7149632 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g42v17.jpg)

![LOGO](g612795g1g81r99.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How has the Fund changed?

• **Portfolio Manager Updates:** Effective April 1, 2025, Jean Lin retired and is no longer a portfolio manager of the Fund. Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245P676_AR_0326<br> 5347310 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen High Yield Fund

Premier Class Shares/TIHPX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen High Yield Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a <br>$10,000 investment** | **Costs paid as a percentage of <br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $53 | 0.51% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen High Yield Fund returned 7.35% for Premier Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index, which returned 7.04%.<br>•  Top contributors to relative performance<br>•  Security selection within the specialty retail industry, driven by an overweight to The Michaels Companies.<br>•  Security selection within the software/services industry.<br>•  Security selection within the health facilities industry.<br>•  Top detractors from relative performance<br>•  Security selection and an overweight position in the rail industry, including an overweight to Brightline East.<br>•  Security selection within the telecom – wireline integrated & services industry, including an overweight to LCPR Financing.<br>•  Security selection within the building materials industry, including an overweight to Cornerstone Building Brands, Inc.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results**. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g11g10.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 7.35% | 4.27% | 5.47% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index | 7.04% | 3.95% | 5.67% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2186139486 |
|  Total number of portfolio holdings | 370 |
|  Portfolio turnover (%) | 48% |
|  Total management fees paid for the year | $7149632 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g11y16.jpg)  | ![LOGO](g612795g1g01s43.jpg) |

---

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Updates**: Effective April 1, 2025, Jean Lin retired and is no longer a portfolio manager of the Fund. Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245M467_AR_0326<br> 5347310 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen High Yield Fund

Class R6 Shares/TIHYX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen High Yield Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $37 | 0.36% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

#### Performance Highlights
• The Nuveen High Yield Fund returned 7.51% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index, which returned 7.04%.

• Top contributors to relative performance

• Security selection within the specialty retail industry, driven by an overweight to The Michaels Companies.

• Security selection within the software/services industry.

• Security selection within the health facilities industry.

• Top detractors from relative performance

• Security selection and an overweight position in the rail industry, including an overweight to Brightline East.

• Security selection within the telecom – wireline integrated & services industry, including an overweight to LCPR Financing.

• Security selection within the building materials industry, including an overweight to Cornerstone Building Brands, Inc.

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g35d35.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 7.51% | 4.40% | 5.62% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index | 7.04% | 3.95% | 5.67% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2186139486 |
|  Total number of portfolio holdings | 370 |
|  Portfolio turnover (%) | 48% |
|  Total management fees paid for the year | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7149632 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g76r74.jpg)

![LOGO](g612795g1g56s10.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Updates:** Effective April 1, 2025, Jean Lin retired and is no longer a portfolio manager of the Fund. Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315795_AR_0326<br> 5347310 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen High Yield Fund

Retirement Class Shares/TIHRX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen High Yield Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $63 | 0.61% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

#### Performance Highlights
• The Nuveen High Yield Fund returned 7.25% for Retirement Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index, which returned 7.04%.

• Top contributors to relative performance

• Security selection within the specialty retail industry, driven by an overweight to The Michaels Companies.

• Security selection within the software/services industry.

• Security selection within the health facilities industry.

• Top detractors from relative performance

• Security selection and an overweight position in the rail industry, including an overweight to Brightline East.

• Security selection within the telecom – wireline integrated & services industry, including an overweight to LCPR Financing.

• Security selection within the building materials industry, including an overweight to Cornerstone Building Brands, Inc.

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g30c30.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 7.25% | 4.15% | 5.35% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index | 7.04% | 3.95% | 5.67% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2186139486 |
|  Total number of portfolio holdings | 370 |
|  Portfolio turnover (%) | 48% |
|  Total management fees paid for the year | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7149632 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g98o09.jpg)

![LOGO](g612795g1g49r14.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Updates:** Effective April 1, 2025, Jean Lin retired and is no longer a portfolio manager of the Fund. Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315787_AR_0326<br> 5347310 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen High Yield Fund

Class W Shares/TIHWX

Annual Shareholder Report

This annual shareholder report contains important information about the Class W Shares of the Nuveen High Yield Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class W Shares | $0 | 0.00% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen High Yield Fund returned 7.90% for Class W Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index, which returned 7.04%.<br>•  Top contributors to relative performance<br>•  Security selection within the specialty retail industry, driven by an overweight to The Michaels Companies.<br>•  Security selection within the software/services industry.<br>•  Security selection within the health facilities industry.<br>•  Top detractors from relative performance<br>•  Security selection and an overweight position in the rail industry, including an overweight to Brightline East.<br>•  Security selection within the telecom – wireline integrated & services industry, including an overweight to LCPR Financing.<br>•  Security selection within the building materials industry, including an overweight to Cornerstone Building Brands, Inc.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (September 28, 2018 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g13r13.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(9/28/18)** |
| &nbsp;&nbsp;&nbsp; Class W Shares at NAV | 7.90% | 4.77% | 4.99% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.07% |
| &nbsp;&nbsp;&nbsp; ICE BofA BB-B U.S. Cash Pay High Yield Constrained Index | 7.04% | 3.95% | 4.90% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2186139486 |
|  Total number of portfolio holdings | 370 |
|  Portfolio turnover (%) | 48% |
|  Total management fees paid for the year | $7149632 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g50g05.jpg)

![LOGO](g612795g1g53j31.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio Manager Updates:** Effective April 1, 2025, Jean Lin retired and is no longer a portfolio manager of the Fund. Effective July 1, 2025, Kevin Lorenz retired and is no longer a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P387_AR_0326<br> 5347310 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Duration Impact Bond Fund

Class A Shares/TSDBX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Short Duration Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $67 | 0.66% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Duration Impact Bond Fund returned 4.26% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  An overweight position and security selection in corporate bonds.<br>•  Out-of-benchmark exposure to asset-backed securities, commercial mortgage-backed securities and municipal bonds.<br>•  Overweights to government-credit and - agency securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g77a01.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 4.26% | 2.27% | 2.79% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 1.64% | 1.76% | 2.43% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.49% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $347309345 |
|  Total number of portfolio holdings | 268 |
|  Portfolio turnover (%) | 305% |
|  Total management fees paid for the year | $469315 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g71k22.jpg)

![LOGO](g612795g1g64z33.jpg)

![LOGO](g612795g1g20k14.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N784_AR_0326<br> 5347319 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Duration Impact Bond Fund

Class I Shares/TSDHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Short Duration Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class I Shares | $39 | 0.38% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Duration Impact Bond Fund returned 4.45% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  An overweight position and security selection in corporate bonds.<br>•  Out-of-benchmark exposure to asset-backed securities, commercial mortgage-backed securities and municipal bonds.<br>•  Overweights to government-credit and - agency securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g77a03.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.45% | 2.50% | 3.03% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.49% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $347309345 |
|  Total number of portfolio holdings | 268 |
|  Portfolio turnover (%) | 305% |
|  Total management fees paid for the year | $469315 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g49w61.jpg)

![LOGO](g612795g1g58c07.jpg)

![LOGO](g612795g1g82n67.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N826_AR_0326<br> 5347319 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Duration Impact Bond Fund

Premier Class Shares/TSDFX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Short Duration Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $50 | 0.49% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Duration Impact Bond Fund returned 4.54% for Premier Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  An overweight position and security selection in corporate bonds.<br>•  Out-of-benchmark exposure to asset-backed securities, commercial mortgage-backed securities and municipal bonds.<br>•  Overweights to government-credit and - agency securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g22x63.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 4.54% | 2.43% | 2.94% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.49% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $347309345 |
|  Total number of portfolio holdings | 268 |
|  Portfolio turnover (%) | 305% |
|  Total management fees paid for the year | $469315 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g65t35.jpg)

![LOGO](g612795g1g30l11.jpg)

![LOGO](g612795g1g47_45.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N818_AR_0326<br> 5347319 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Duration Impact Bond Fund

Class R6 Shares/TSDJX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Short Duration Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $35 | 0.34% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Duration Impact Bond Fund returned 4.60% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  An overweight position and security selection in corporate bonds.<br>•  Out-of-benchmark exposure to asset-backed securities, commercial mortgage-backed securities and municipal bonds.<br>•  Overweights to government-credit and - agency securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g22x58.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.60% | 2.56% | 3.08% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.49% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $347309345 |
|  Total number of portfolio holdings | 268 |
|  Portfolio turnover (%) | 305% |
|  Total management fees paid for the year | $469315 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g01r60.jpg)

![LOGO](g612795g1g02r60.jpg)

![LOGO](g612795g1g03r60.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N834_AR_0326<br> 5347319 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Duration Impact Bond Fund

Retirement Class Shares/TSDDX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Short Duration Impact Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $60 | 0.59% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Duration Impact Bond Fund returned 4.35% for Retirement Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  An overweight position and security selection in corporate bonds.<br>•  Out-of-benchmark exposure to asset-backed securities, commercial mortgage-backed securities and municipal bonds.<br>•  Overweights to government-credit and - agency securities.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (November 16, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g77a02.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(11/16/18)** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 4.35% | 2.31% | 2.83% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.15% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.49% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $347309345 |
|  Total number of portfolio holdings | 268 |
|  Portfolio turnover (%) | 305% |
|  Total management fees paid for the year | $469315 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g44c38.jpg)

![LOGO](g612795g1g86i40.jpg)

![LOGO](g612795g1g38k40.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87249N792_AR_0326<br> 5347319 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Fund

Class A Shares/TCTRX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Short Term Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $60 | 0.59% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Fund returned 4.17% for Class A Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund performed in line with the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  Out-of-benchmark exposure to mortgage-backed securities, commercial mortgage-backed securities and asset-backed securities.<br>•  An overweight to corporate bonds.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g08a08.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 4.17% | 2.52% | 2.32% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 1.56% | 2.01% | 2.06% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $1734899596 |
|  Total number of portfolio holdings | 293 |
|  Portfolio turnover (%) | 189% |
|  Total management fees paid for the year | $4521242 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g11k01.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g11k02.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315704_AR_0326<br> 5347329 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Fund

Class I Shares/TCTHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Short Term Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of** <br> **$10,000 investment\***  |
| &nbsp;&nbsp;&nbsp; Class I Shares | $30 | 0.29% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Fund returned 4.37% for Class I Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Out-of-benchmark exposure to mortgage-backed securities, commercial mortgage-backed securities and asset-backed securities.<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• An overweight to corporate bonds.<br>•  Top detractors from relative performance<br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g67c67.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 4.37% | 2.75% | 2.56% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $1734899596 |
|  Total number of portfolio holdings | 293 |
|  Portfolio turnover (%) | 189% |
|  Total management fees paid for the year | $4521242 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g17k68.jpg)

![LOGO](g612795g1g98m90.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245P650_AR_0326<br> 5347329 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Fund

Premier Class Shares/TSTPX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Short Term Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a <br>$10,000 investment** | **Costs paid as a percentage of <br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $42 | 0.41% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Fund returned 4.35% for Premier Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  Out-of-benchmark exposure to mortgage-backed securities, commercial mortgage-backed securities and asset-backed securities.<br>•  An overweight to corporate bonds.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g10g60.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 4.35% | 2.67% | 2.47% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $1734899596 |
|  Total number of portfolio holdings | 293 |
|  Portfolio turnover (%) | 189% |
|  Total management fees paid for the year | $4521242 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g21s33.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g30c04.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245M475_AR_0326<br> 5347329 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Fund

Class R6 Shares/TISIX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Short Term Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $27 | 0.26% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Fund returned 4.51% for Class R6 Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  Out-of-benchmark exposure to mortgage-backed securities, commercial mortgage-backed securities and asset-backed securities.<br>•  An overweight to corporate bonds.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g18b18.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 4.51% | 2.82% | 2.62% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $1734899596 |
|  Total number of portfolio holdings | 293 |
|  Portfolio turnover (%) | 189% |
|  Total management fees paid for the year | $4521242 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g77h14.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g25t11.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315803_AR_0326<br> 5347329 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Fund

Retirement Class Shares/TISRX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Short Term Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $52 | 0.51% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Fund returned 4.25% for Retirement Class Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  Out-of-benchmark exposure to mortgage-backed securities, commercial mortgage-backed securities and asset-backed securities.<br>•  An overweight to corporate bonds.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g14m00.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 4.25% | 2.57% | 2.37% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $1734899596 |
|  Total number of portfolio holdings | 293 |
|  Portfolio turnover (%) | 189% |
|  Total management fees paid for the year | $4521242 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g33d61.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g62u56.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315886_AR_0326<br> 5347329 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Fund

Class W Shares/TCTWX

Annual Shareholder Report

This annual shareholder report contains important information about the Class W Shares of the Nuveen Short Term Bond Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class W Shares | $0 | 0.00% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Fund returned 4.78% for Class W Shares at net asset value (NAV) for the 12 months ended March 31, 2026. The Fund outperformed the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, which returned 3.96%.<br>•  Top contributors to relative performance<br>•  Out-of-benchmark exposure to mortgage-backed securities, commercial mortgage-backed securities and asset-backed securities.<br>•  An overweight to corporate bonds.<br>•  Top detractors from relative performance<br>•  Yield curve positioning in U.S. Treasuries.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (September 28, 2018 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g07c07.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(9/28/18)** |
| &nbsp;&nbsp;&nbsp; Class W Shares at NAV | 4.78% | 3.11% | 3.28% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.07% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.49% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $1734899596 |
|  Total number of portfolio holdings | 293 |
|  Portfolio turnover (%) | 189% |
|  Total management fees paid for the year | $4521242 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g20x25.jpg)

![LOGO](g612795g1g82n49.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P361_AR_0326<br> 5347329 | ![LOGO](g612795g1g66g62.jpg)  |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Index Fund

Class A Shares/TRSHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Short Term Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of**<br> **$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $40 | 0.39% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Index Fund's total return for Class A Shares at net asset value (NAV) was 3.67% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, returned 3.96%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g76l93.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class A Shares at NAV (excluding maximum sales charge) | 3.67% | 1.67% | 1.59% |
| &nbsp;&nbsp;&nbsp; Class A at maximum sales charge (Offering Price) | 1.05% | 1.15% | 1.33% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Class A Shares at Offering Price reflect a maximum up-front sales charge of 5.75% applicable to the purchase of Class A shares, which was effective as of May 6, 2024.

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2448172264 |
|  Total number of portfolio holdings | 995 |
|  Portfolio turnover (%) | 63% |
|  Total management fees paid for the year | $1236379 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g46n68.jpg)

![LOGO](g612795g1g13x19.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates**: Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R466_AR_0326<br> 5347338 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Index Fund

Class I Shares/TTBHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Short Term Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of** <br> **$10,000 investment\***  |
| &nbsp;&nbsp;&nbsp; Class I Shares | $19 | 0.19% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Index Fund's total return for Class I Shares at net asset value (NAV) was 3.87% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, returned 3.96%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**![LOGO](g612795g1g01a97.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class I Shares at NAV | 3.87% | 1.87% | 1.81% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2448172264 |
|  Total number of portfolio holdings | 995 |
|  Portfolio turnover (%) | 63% |
|  Total management fees paid for the year | $1236379 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g29c50.jpg)

![LOGO](g612795g1g39d75.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at** https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus  • financial statements and other information  • fund holdings  • proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P643_AR_0326<br> 5347338 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Index Fund

Premier Class Shares/TPSHX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Short Term Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at

https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a <br>$10,000 investment** | **Costs paid as a percentage of <br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $24 | 0.24% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Index Fund's total return for Premier Class Shares at net asset value (NAV) was 3.72% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, returned 3.96%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results**. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g01a45.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares at NAV | 3.72% | 1.83% | 1.75% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2448172264 |
|  Total number of portfolio holdings | 995 |
|  Portfolio turnover (%) | 63% |
|  Total management fees paid for the year | $1236379 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g70l38.jpg)

![LOGO](g612795g1g85i90.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates**: Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R441_AR_0326<br> 5347338 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Index Fund

Class R6 Shares/TNSHX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Short Term Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $7 | 0.07% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Index Fund's total return for Class R6 Shares at net asset value (NAV) was 3.89% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, returned 3.96%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g01a41.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares at NAV | 3.89% | 2.00% | 1.93% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2448172264 |
|  Total number of portfolio holdings | 995 |
|  Portfolio turnover (%) | 63% |
|  Total management fees paid for the year | $1236379 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g43r01.jpg)

![LOGO](g612795g1g43r02.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates**: Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   • financial statements and other information   • fund holdings   • proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R433_AR_0326<br> 5347338 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Index Fund

Retirement Class Shares/TESHX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Short Term Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of** <br> **$10,000 investment\***  |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $33 | 0.32% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Index Fund's total return for Retirement Class Shares at net asset value (NAV) was 3.64% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, returned 3.96%.<br>•  The difference between the Fund's total return at NAV and that of the index is attributable to management fees and other expenses incurred by the Fund that are not incurred by the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the last 10 years?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (April 1, 2016 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g01r55.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **10-Year** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares at NAV | 3.64% | 1.75% | 1.67% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 1.70% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.02% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2448172264 |
|  Total number of portfolio holdings | 995 |
|  Portfolio turnover (%) | 63% |
|  Total management fees paid for the year | $1236379 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g86g91.jpg)

![LOGO](g612795g1g77m62.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 continued>>

------

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245R458_AR_0326<br> 5347338 | ![LOGO](g612795g1g85u20.jpg) |

---

4.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Short Term Bond Index Fund

Class W Shares/TTBWX

Annual Shareholder Report

This annual shareholder report contains important information about the Class W Shares of the Nuveen Short Term Bond Index Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class W Shares | $0 | 0.00% |

---

\* Annualized for period less than one year.

How did the Fund perform last year? What affected the Fund's performance?

**Performance Highlights**<br>•  The Nuveen Short Term Bond Index Fund's total return for Class W Shares at net asset value (NAV) was 3.96% for the 12 months ended March 31, 2026. The Fund's index, the Bloomberg U.S. 1-3 Year Government/Credit Bond Index, returned 3.96%.<br>•  Despite the effect of certain expenses incurred by the Fund that are not incurred by the benchmark index, the Fund's return at NAV matched that of the index.<br>•  The Fund had a risk profile similar to that of its benchmark. As such, there were no material contributors or detractors relative to the Fund's benchmark during the period.<br>

1 continued>>

------

How did the Fund perform over the period since inception?

**Performance data shown represents past performance and does not predict or guarantee future results.** The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or redemption of Fund Shares.

**Fund Performance** (September 28, 2018 through March 31, 2026) **Initial Investment of $10,000**

![LOGO](g612795g1g27c27.jpg)

#### Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
|  | **1-Year** | **5-Year** | **Since Inception<br>(9/28/18)** |
| &nbsp;&nbsp;&nbsp; Class W Shares at NAV | 3.96% | 2.08% | 2.51% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. Aggregate Bond Index | 4.35% | 0.31% | 2.07% |
| &nbsp;&nbsp;&nbsp; Bloomberg U.S. 1-3 Year Government/Credit Bond Index | 3.96% | 2.04% | 2.49% |

---

Investment return and principal value will fluctuate, and you may have a gain or loss when you sell your shares. Current performance may differ from figures shown. For most recent month-end performance, go to https://www.nuveen.com/en-us/mutual-funds/prospectuses or call (800) 257-8787.

2 continued>>

------

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2448172264 |
|  Total number of portfolio holdings | 995 |
|  Portfolio turnover (%) | 63% |
|  Total management fees paid for the year | $1236379 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g98p94.jpg)

![LOGO](g612795g1g41q50.jpg)

<sup>(1)</sup> Credit quality ratings are based on the Bloomberg Barclays methodology, which uses the median rating of those compiled by the Moody's, Standard & Poor's and Fitch ratings agencies. If ratings are available from only two of these agencies, the lower rating is used. When only one rating is available, that one is used. These ratings are subject to change without notice.

How has the Fund changed?

• **Portfolio manager updates:** Effective January 23, 2026, Joseph Spinelli was added as a portfolio manager of the Fund and Vivian Liu was removed as a portfolio manager of the Fund.

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P353_AR_0326<br> 5347338 | ![LOGO](g612795g1g85u20.jpg) |

---

3.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Money Market Fund

Class A Shares/TIRXX

Annual Shareholder Report

This annual shareholder report contains important information about the Class A Shares of the Nuveen Money Market Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

#### This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class A Shares | $46 | 0.45% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2026725366 |
|  Total number of portfolio holdings | 73 |
|  Total management fees paid for the year | $2106457 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g30i73.jpg)

1 continued>>

------

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315670_AR_0326<br> 5347347 | ![LOGO](g612795g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Money Market Fund

Class I Shares/TMHXX

Annual Shareholder Report

This annual shareholder report contains important information about the Class I Shares of the Nuveen Money Market Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class I Shares | $15 | 0.15% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2026725366 |
|  Total number of portfolio holdings | 73 |
|  Total management fees paid for the year | $2106457 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g86p97.jpg)

1 continued>>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87245P619_AR_0326<br> 5347347 | ![LOGO](g612795g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Money Market Fund

Premier Class Shares/TPPXX

Annual Shareholder Report

This annual shareholder report contains important information about the Premier Class Shares of the Nuveen Money Market Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses**.** You can also request this information by contacting us at (800) 257-8787.

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of <br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Premier Class Shares | $28 | 0.27% |

---

\* Annualized for period less than one year.

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2026725366 |
|  Total number of portfolio holdings | 73 |
|  Total management fees paid for the year | $2106457 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g87f58.jpg)

1 continued>>

------

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 87245M442_AR_0326<br> 5347347 | ![LOGO](g612795g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Money Market Fund

Class R6 Shares/TCIXX

Annual Shareholder Report

This annual shareholder report contains important information about the Class R6 Shares of the Nuveen Money Market Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Class R6 Shares | $12 | 0.12% |

---

\* Annualized for period less than one year.

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2026725366 |
|  Total number of portfolio holdings | 73 |
|  Total management fees paid for the year | $2106457 |

---

What did the Fund invest in? (as of March 31, 2026)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g612795g1g01k06.jpg)

1 continued>>

------

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 87244W706_AR_0326<br> 5347347 | ![LOGO](g612795g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g612795g1g19w55.jpg) | <br>Annual Shareholder Report <br>March 31, 2026  |

---

Nuveen Money Market Fund

Retirement Class Shares/TIEXX

Annual Shareholder Report

This annual shareholder report contains important information about the Retirement Class Shares of the Nuveen Money Market Fund for the period of April 1, 2025 to March 31, 2026. You can find additional information at https://www.nuveen.com/en-us/mutual-funds/prospectuses. You can also request this information by contacting us at (800) 257-8787.

What were the Fund costs for the last year? (based on a hypothetical $10,000 investment)

---

| | | |
|:---|:---|:---|
|  | **Cost of a** <br> **$10,000 investment**  | **Costs paid as a percentage of<br>$10,000 investment\*** |
| &nbsp;&nbsp;&nbsp; Retirement Class Shares | $38 | 0.37% |

---

\* Annualized for period less than one year.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

Fund Statistics (as of March 31, 2026)

---

| | |
|:---|:---|
|  Fund net assets | $2026725366 |
|  Total number of portfolio holdings | 73 |
|  Total management fees paid for the year | $2106457 |

---

What did the Fund invest in? (as of March 31, 2026)

![LOGO](g612795g1g11r83.jpg)

1 continued>>

------

How has the Fund changed?

**For more complete information, you may review the Fund's next prospectus, which is expected to be available by August 1, 2026 at https://www.nuveen.com/en-us/mutual-funds/prospectuses or upon request at (800) 257-8787.**

Availability of additional information about the Fund

You can find additional information about the Fund at https://www.nuveen.com/en-us/mutual-funds/prospectuses, including its:

• prospectus   •  financial statements and other information   •  fund holdings   •  proxy voting information

You can also request this information at (800) 257-8787.

---

| | |
|:---|:---|
| 886315688_AR_0326<br> 5347347 | ![LOGO](g612795g1g85u20.jpg) |

---

2.0 ------

**Item 2.** **Code of Ethics.** <br>

As of the end of the period covered by this report, the registrant has adopted a code of ethics that applies to the registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions. There were no amendments to or waivers from the code during the period covered by this report. Upon request, a copy of the registrant's code of ethics is available without charge by calling 800-257-8787.

------

**Item 3.** **Audit Committee Financial Expert.** <br>

As of the end of the period covered by this report, the registrant's Board of Directors or Trustees ("Board") had determined that the registrant has at least one "audit committee financial expert" (as defined in Item 3 of Form N-CSR) serving on its Audit Committee. The members of the registrant's audit committee that have been designated as audit committee financial experts are Joseph A. Boateng, John K. Nelson and Loren M. Starr, who are "independent" for purposes of Item 3 of Form N-CSR.

Mr. Boateng has served as the Chief Investment Officer for Casey Family Programs since 2007. He was previously Director of U.S. Pension Plans for Johnson & Johnson from 2002-2006. Mr. Boateng is a board member of the Lumina Foundation and Waterside School, an emeritus board member of Year Up Puget Sound, member of the Investment Advisory Committee and former Chair for the Seattle City Employees' Retirement System, and an Investment Committee Member for The Seattle Foundation. Mr. Boateng previously served on the Board of Trustees for the College Retirement Equities Fund (2018-2023) and on the Management Committee for TIAA Separate Account VA-1 (2019-2023).

Mr. Nelson formerly served on the Board of Directors of Core12, LLC from 2008 to 2023, a private firm which develops branding, marketing, and communications strategies for clients. Mr. Nelson has extensive experience in global banking and markets, having served in several senior executive positions with ABN AMRO Holdings N.V. and its affiliated entities and predecessors, including LaSalle Bank Corporation from 1996 to 2008, ultimately serving as Chief Executive Officer of ABN AMRO N.V. North America. During his tenure at the bank, he also served as Global Head of its Financial Markets Division, which encompassed the bank's Currency, Commodity, Fixed Income, Emerging Markets, and Derivatives businesses. He was a member of the Foreign Exchange Committee of the Federal Reserve Bank of the United States and during his tenure with ABN AMRO served as the bank's representative on various committees of The Bank of Canada, European Central Bank, and The Bank of England. Mr. Nelson previously served as a senior, external advisor to the financial services practice of Deloitte Consulting LLP. (2012-2014).

Mr. Starr was Vice Chair, Senior Managing Director from 2020 to 2021, and Chief Financial Officer, Senior Managing Director from 2005 to 2020, for Invesco Ltd. Mr. Starr is also a Director and Chair of the Board for AMG. He is former Chair and member of the Board of Directors, Georgia Leadership Institute for School Improvement (GLISI); former Chair and member of the Board of Trustees, Georgia Council on Economic Education (GCEE). Mr. Starr previously served on the Board of Trustees for the College Retirement Equities Fund and on the Management Committee for TIAA Separate Account VA-1 (2022-2023).

------

**Item 4.** **Principal Accountant Fees and Services.** <br>

TIAA-CREF Funds

The following tables show the amount of fees that PricewaterhouseCoopers LLP ("PwC"), the independent registered public accounting firm, billed to the Registrant during the Registrant's last two full fiscal years. The Audit Committee approved in advance all audit services and non-audit services that PwC provided to the Registrant, except for those non-audit services that were subject to the pre-approval exception under Rule 2-01 of Regulation S-X (the "pre-approval exception"). The pre-approval exception for services provided directly to the Registrant waives the pre-approval requirement for services other than audit, review or attest services if: (A) the aggregate amount of all such services provided constitutes no more than 5% of the total amount of revenues paid by the Registrant during the fiscal year in which the services are provided; (B) the Registrant did not recognize the services as non-audit services at the time of the engagement; and (C) the services are promptly brought to the Audit Committee's attention, and the Committee (or its delegate) approves the services before the audit is completed.

The Audit Committee has delegated certain pre-approval responsibilities to its Chair.

SERVICES THAT THE REGISTRANT'S INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

BILLED TO THE REGISTRANT

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fiscal Year Ended** | **Audit Fees<br>Billed to Registrant<sup>1</sup>** | **Audit-Related Fees<br>Billed to Registrant<sup>2</sup>** | **Tax Fees<br>Billed to Registrant<sup>3</sup>** | **All Other Fees<br>Billed to Registrant<sup>4</sup>** |
|  March 31, 2026 | $499682 | $0 | $0 | $0 |
|  Percentage approved pursuant to pre-approval exception | 0% | 0% | 0% | 0% |
|  March 31, 2025 | $500271 | $0 | $92 | $0 |
|  Percentage approved pursuant to pre-approval exception | 0% | 0% | 0% | 0% |

---

1 "Audit Fees" are the aggregate fees billed for professional services for the audit of the Registrant's annual financial statements and services provided in connection with statutory and regulatory filings.

2 "Audit-Related Fees" are the aggregate fees billed for assurance and related services reasonably related to the performance of the audit or review of financial statements that are not reported under "Audit Fees".

3 "Tax Fees" are the aggregate fees billed for professional services for tax compliance, tax advice, and tax planning.

4 "All Other Fees" are the aggregate fees billed for products and services other than "Audit Fees", "Audit-Related Fees" and "Tax Fees".

SERVICES THAT THE REGISTRANT'S INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

BILLED TO THE ADVISER AND AFFILIATED REGISTRANT SERVICE PROVIDERS

The following tables show the amount of fees billed by PwC to Teachers Advisors, LLC (the "Adviser"), and any entity controlling, controlled by or under common control with the Adviser that provides ongoing services to the Registrant ("Affiliated Fund Service Provider"), for engagements directly related to the Registrant's operations and financial reporting, during the Registrant's last two full fiscal years.

The tables also show the percentage of fees subject to the pre-approval exception. The pre-approval exception for services provided to the Adviser and any Affiliated Fund Service Provider (other than audit, review or attest services) waives the pre-approval requirement if: (A) the aggregate amount of all such services provided constitutes no more than 5% of the total amount of revenues paid by the Registrant, the Adviser and Affiliated Fund Service Providers during the fiscal year in which the services are provided that would have to be

------

pre-approved by the Audit Committee; (B) the Registrant did not recognize the services as non-audit services at the time of the engagement; and (C) the services are promptly brought to the Audit Committee's attention, and the Committee (or its delegate) approves the services before the Registrant's audit is completed.

---

| | | | |
|:---|:---|:---|:---|
| **Fiscal Year Ended** | **Audit-Related Fees<br>Billed to Adviser<br>and Affiliated Fund<br>Service Providers** | **Tax Fees<br>Billed to Adviser<br>and Affiliated Fund<br>Service Providers** | **All Other Fees<br>Billed to Adviser<br>and Affiliated Fund<br>Service Providers** |
|  March 31, 2026 | $0 | $0 | $0 |
|  Percentage approved pursuant to pre-approval exception | 0% | 0% | 0% |
|  March 31, 2025 | $0 | $0 | $0 |
|  Percentage approved pursuant to pre-approval exception | 0% | 0% | 0% |

---

NON-AUDIT SERVICES

The following table shows the amount of fees that PwC billed during the Registrant's last two full fiscal years for non-audit services. The Audit Committee is required to pre-approve non-audit services that the Registrant's independent registered public accounting firm provides to the Adviser and any Affiliated Fund Service Provider, if the engagement related directly to the Registrant's operations and financial reporting (except for those subject to the pre-approval exception described above). The Audit Committee requested and received information from PwC about any non-audit services rendered during the Registrant's last fiscal year to the Adviser and any Affiliated Fund Service Provider. The Committee considered this information in evaluating PwC's independence.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fiscal Year Ended** | **Total Non-Audit Fees<br>Billed to Registrant** | **Total Non-Audit Fees<br>Billed to Adviser and<br>Affiliated Fund Service<br>Providers (engagements<br>related directly to the<br>operations and financial<br>reporting of the<br>Registrant)** | **Total Non-Audit Fees<br>Billed to Adviser and<br>Affiliated Fund Service<br>Providers (all other<br>engagements)** | **Total** |
|  March 31, 2026 | $0 | $0 | $11629068 | $11629068 |
|  March 31, 2025 | $92 | $0 | $10665 | $10757 |

---

"Non-Audit Fees billed to Registrant" for both fiscal year ends represent "Tax Fees" and "All Other Fees" billed to the Registrant in their respective amounts from the previous table.

Less than 50 percent of the hours expended on the independent registered public accounting firm's engagement to audit the Registrant's financial statements for the most recent fiscal year were attributed to work performed by persons other than the independent registered public accounting firm's full-time, permanent employees.

Audit Committee Pre-Approval Policies and Procedures. Generally, the Audit Committee must approve (i) all non-audit services to be performed for the Registrant by the Registrant's independent registered public accounting firm and (ii) all audit and non-audit services to be performed by the Registrant's independent registered public accounting firm for the Affiliated Fund Service Providers with respect to the operations and financial reporting of the Registrant.

Item 4(i) and Item 4(j) are not applicable to the Registrant.

------

**Item 5.** **Audit Committee of Listed Registrants.** <br>

Not applicable to this registrant.

------

**Item 6.** **Investments.** <br>

(a) Schedule of Investments is included as part of the financial statements filed under Item 7 of this Form N-CSR.

(b) Not applicable.

------

**Item 7.** **Financial Statements and Financial Highlights for Open-End Management Investment Companies.** <br>

------

Report

of

Independent

Registered

Public

Accounting

Firm

To

the

Board

of

Trustees

of

TIAA-CREF

Funds

and

Shareholders

of

Nuveen

Bond

Index

Fund,

Nuveen

Core

Bond

Fund,

Nuveen

Core

Impact

Bond

Fund,

Nuveen

Core

Plus

Bond

Fund,

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund,

Nuveen

Green

Bond

Fund,

Nuveen

High

Yield

Fund,

Nuveen

Short

Duration

Impact

Bond

Fund,

Nuveen

Short

Term

Bond

Fund,

Nuveen

Short

Term

Bond

Index

Fund

and

Nuveen

Money

Market

Fund

Opinions

on

the

Financial

Statements

We

have

audited

the

accompanying

statements

of

assets

and

liabilities,

including

the

portfolios

of

investments,

of

each

of

the

funds

listed

in

the

table

below

(eleven

of

the

funds

constituting

TIAA-CREF

Funds,

hereafter

collectively

referred

to

as

the

"Funds")

as

of

March

31,

2026,

the

related

statements

of

operations

for

the

year

ended

March

31,

2026,

the

statements

of

changes

in

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2026,

including

the

related

notes,

and

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2026

(collectively

referred

to

as

the

"financial

statements").

In

our

opinion,

the

financial

statements

present

fairly,

in

all

material

respects,

the

financial

position

of

each

of

the

Funds

listed

in

the

table

below

as

of

March

31,

2026,

the

results

of

each

of

their

operations

for

the

year

then

ended,

the

changes

in

each

of

their

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2026

and

each

of

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2026

in

conformity

with

accounting

principles

generally

accepted

in

the

United

States

of

America.

Nuveen

Bond

Index

Fund

Nuveen

High

Yield

Fund

Nuveen

Core

Bond

Fund

Nuveen

Short

Duration

Impact

Bond

Fund

Nuveen

Core

Impact

Bond

Fund\*

Nuveen

Short

Term

Bond

Fund

Nuveen

Core

Plus

Bond

Fund

Nuveen

Short

Term

Bond

Index

Fund

Nuveen

5-15

Year

Laddered

Tax

Exempt

Nuveen

Money

Market

Fund

Bond

Fund

Nuveen

Green

Bond

Fund\*

\*

The

financial

statements

for

Nuveen

Core

Impact

Bond

Fund

and

Nuveen

Green

Bond

Fund

are

presented

on

a

consolidated

basis

Basis

for

Opinions

These

financial

statements

are

the

responsibility

of

the

Funds'

management.

Our

responsibility

is

to

express

an

opinion

on

the

Funds'

financial

statements

based

on

our

audits.

We

are

a

public

accounting

firm

registered

with

the

Public

Company

Accounting

Oversight

Board

(United

States)

(PCAOB)

and

are

required

to

be

independent

with

respect

to

the

Funds

in

accordance

with

the

U.S.

federal

securities

laws

and

the

applicable

rules

and

regulations

of

the

Securities

and

Exchange

Commission

and

the

PCAOB.

We

conducted

our

audits

of

these

financial

statements

in

accordance

with

the

standards

of

the

PCAOB.

Those

standards

require

that

we

plan

and

perform

the

audit

to

obtain

reasonable

assurance

about

whether

the

financial

statements

are

free

of

material

misstatement,

whether

due

to

error

or

fraud.

Our

audits

included

performing

procedures

to

assess

the

risks

of

material

misstatement

of

the

financial

statements,

whether

due

to

error

or

fraud,

and

performing

procedures

that

respond

to

those

risks.

Such

procedures

included

examining,

on

a

test

basis,

evidence

regarding

the

amounts

and

disclosures

in

the

financial

statements.

Our

audits

also

included

evaluating

the

accounting

principles

used

and

significant

estimates

made

by

management,

as

well

as

evaluating

the

overall

presentation

of

the

financial

statements.

Our

procedures

included

confirmation

of

securities

owned

as

of

March

31,

2026

by

correspondence

with

the

custodian,

transfer

agent,

agent

banks

and

brokers;

when

replies

were

not

received

from

agent

banks

or

brokers,

we

performed

other

auditing

procedures.

We

believe

that

our

audits

provide

a

reasonable

basis

for

our

opinions.

/s/

PricewaterhouseCoopers

LLP

Chicago,

Illinois

May

28,

2026

We

have

served

as

the

auditor

of

one

or

more

investment

companies

in

Nuveen

Funds

since

2002. Bond

Index

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

99.2%

CORPORATE

BONDS

-

25.7%

AUTOMOBILES

&

COMPONENTS

-

0.5%

$

1,000,000

American

Honda

Finance

Corp

4.900 %

07/09/27

$

1,004,566

1,000,000

American

Honda

Finance

Corp

4.900 03/13/29

1,006,628

1,000,000

American

Honda

Finance

Corp

4.400 09/05/29

990,973

1,000,000

American

Honda

Finance

Corp

4.800 03/05/30

999,509

1,000,000

American

Honda

Finance

Corp

4.600 04/17/30

991,484

1,000,000

American

Honda

Finance

Corp

4.500 09/04/30

985,188

1,500,000

American

Honda

Finance

Corp

5.850 10/04/30

1,557,559

1,000,000

(a) American

Honda

Finance

Corp

4.450 01/08/31

980,166

1,000,000

American

Honda

Finance

Corp

1.800 01/13/31

865,488

1,000,000

American

Honda

Finance

Corp

5.050 07/10/31

1,002,497

1,000,000

American

Honda

Finance

Corp

5.150 07/09/32

1,001,920

1,000,000

American

Honda

Finance

Corp

5.100 01/08/36

964,820

600,000

Aptiv

plc

3.250 03/01/32

561,551

1,000,000

Aptiv

plc

5.150 09/13/34

1,020,411

100,000

Aptiv

plc

4.400 10/01/46

80,562

575,000

Aptiv

plc

5.400 03/15/49

526,991

500,000

(a) Aptiv

plc

3.100 12/01/51

308,451

500,000

Aptiv

plc

4.150 05/01/52

372,275

1,000,000

(a) Aptiv

plc

5.750 09/13/54

962,084

1,000,000

BorgWarner,

Inc

5.400 08/15/34

1,012,477

200,000

BorgWarner,

Inc

4.375 03/15/45

163,395

2,000,000

Ford

Motor

Co

7.450 07/16/31

2,158,352

4,000,000

Ford

Motor

Co

3.250 02/12/32

3,474,205

700,000

Ford

Motor

Co

4.750 01/15/43

528,763

500,000

Ford

Motor

Co

5.291 12/08/46

391,314

1,000,000

Ford

Motor

Credit

Co

LLC

7.350 11/04/27

1,032,047

2,000,000

Ford

Motor

Credit

Co

LLC

6.800 05/12/28

2,060,201

1,500,000

Ford

Motor

Credit

Co

LLC

6.798 11/07/28

1,552,784

1,000,000

Ford

Motor

Credit

Co

LLC

5.113 05/03/29

990,499

1,000,000

Ford

Motor

Credit

Co

LLC

5.303 09/06/29

994,782

1,000,000

Ford

Motor

Credit

Co

LLC

5.875 11/07/29

1,012,490

1,000,000

Ford

Motor

Credit

Co

LLC

7.350 03/06/30

1,054,931

2,000,000

Ford

Motor

Credit

Co

LLC

5.730 09/05/30

1,997,982

1,000,000

Ford

Motor

Credit

Co

LLC

6.050 03/05/31

1,008,848

1,000,000

Ford

Motor

Credit

Co

LLC

5.420 04/09/31

982,030

2,500,000

Ford

Motor

Credit

Co

LLC

3.625 06/17/31

2,252,734

750,000

Ford

Motor

Credit

Co

LLC

6.054 11/05/31

753,308

1,000,000

Ford

Motor

Credit

Co

LLC

6.532 03/19/32

1,026,178

1,000,000

Ford

Motor

Credit

Co

LLC

5.753 04/06/33

981,349

1,500,000

Ford

Motor

Credit

Co

LLC

7.122 11/07/33

1,575,667

1,750,000

(a) Ford

Motor

Credit

Co

LLC

6.125 03/08/34

1,733,105

1,000,000

Ford

Motor

Credit

Co

LLC

6.500 02/07/35

1,008,980

2,000,000

Ford

Motor

Credit

Co

LLC

5.869 10/31/35

1,920,159

700,000

General

Motors

Co

5.000 10/01/28

705,699

375,000

General

Motors

Co

5.400 10/15/29

383,444

500,000

General

Motors

Co

5.625 04/15/30

514,077

450,000

General

Motors

Co

5.600 10/15/32

460,720

500,000

General

Motors

Co

6.250 04/15/35

519,947

900,000

General

Motors

Co

6.600 04/01/36

957,020

700,000

General

Motors

Co

5.150 04/01/38

656,668

150,000

General

Motors

Co

6.250 10/02/43

147,303

350,000

General

Motors

Co

6.750 04/01/46

362,340

500,000

(a) General

Motors

Co

5.400 04/01/48

437,839

900,000

General

Motors

Co

5.950 04/01/49

842,147

1,000,000

General

Motors

Financial

Co,

Inc

2.400 10/15/28

947,954

1,000,000

General

Motors

Financial

Co,

Inc

5.800 01/07/29

1,029,191

2,400,000

General

Motors

Financial

Co,

Inc

5.650 01/17/29

2,454,700

1,000,000

General

Motors

Financial

Co,

Inc

4.300 04/06/29

989,896

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES

&

COMPONENTS

-

0.5%

(continued)

$

1,500,000

General

Motors

Financial

Co,

Inc

5.550 %

07/15/29

$

1,534,578

1,000,000

General

Motors

Financial

Co,

Inc

4.900 10/06/29

1,004,982

1,000,000

General

Motors

Financial

Co,

Inc

5.850 04/06/30

1,035,034

1,500,000

General

Motors

Financial

Co,

Inc

3.600 06/21/30

1,426,551

2,000,000

General

Motors

Financial

Co,

Inc

2.350 01/08/31

1,781,690

1,000,000

General

Motors

Financial

Co,

Inc

4.600 01/08/31

985,568

1,450,000

General

Motors

Financial

Co,

Inc

5.750 02/08/31

1,496,141

475,000

General

Motors

Financial

Co,

Inc

2.700 06/10/31

426,116

1,250,000

General

Motors

Financial

Co,

Inc

5.600 06/18/31

1,279,377

1,000,000

General

Motors

Financial

Co,

Inc

3.100 01/12/32

897,195

1,000,000

General

Motors

Financial

Co,

Inc

5.625 04/04/32

1,023,230

2,500,000

General

Motors

Financial

Co,

Inc

6.400 01/09/33

2,649,100

1,000,000

General

Motors

Financial

Co,

Inc

6.100 01/07/34

1,038,754

2,500,000

General

Motors

Financial

Co,

Inc

5.950 04/04/34

2,568,781

2,000,000

General

Motors

Financial

Co,

Inc

5.450 09/06/34

1,983,644

475,000

General

Motors

Financial

Co,

Inc

5.900 01/07/35

483,496

1,000,000

General

Motors

Financial

Co,

Inc

6.150 07/15/35

1,034,094

200,000

Harley-Davidson,

Inc

4.625 07/28/45

155,560

1,500,000

Honda

Motor

Co

Ltd

4.688 07/08/30

1,488,467

1,500,000

Honda

Motor

Co

Ltd

5.337 07/08/35

1,484,055

326,000

Lear

Corp

3.800 09/15/27

322,742

400,000

Lear

Corp

4.250 05/15/29

393,936

600,000

Lear

Corp

2.600 01/15/32

530,145

550,000

(a) Lear

Corp

5.250 05/15/49

489,508

1,000,000

Magna

International,

Inc

5.500 03/21/33

1,025,275

500,000

Magna

International,

Inc

5.875 06/01/35

517,964

925,000

Mercedes-Benz

Finance

North

America

LLC

8.500 01/18/31

1,071,159

200,000

Toyota

Motor

Corp

4.450 06/30/30

200,167

1,000,000

Toyota

Motor

Corp

2.362 03/25/31

905,319

1,000,000

Toyota

Motor

Corp

5.123 07/13/33

1,021,124

1,000,000

(a) Toyota

Motor

Corp

5.053 06/30/35

1,011,452

1,000,000

Toyota

Motor

Credit

Corp

4.350 10/08/27

1,002,965

300,000

Toyota

Motor

Credit

Corp

3.050 01/11/28

294,508

1,000,000

Toyota

Motor

Credit

Corp

5.250 09/11/28

1,023,964

400,000

Toyota

Motor

Credit

Corp

3.650 01/08/29

393,759

1,000,000

Toyota

Motor

Credit

Corp

5.050 05/16/29

1,021,337

550,000

Toyota

Motor

Credit

Corp

4.550 08/09/29

553,268

1,000,000

Toyota

Motor

Credit

Corp

4.950 01/09/30

1,016,217

650,000

Toyota

Motor

Credit

Corp

2.150 02/13/30

596,891

225,000

Toyota

Motor

Credit

Corp

3.375 04/01/30

216,134

950,000

Toyota

Motor

Credit

Corp

4.800 05/15/30

960,486

1,000,000

Toyota

Motor

Credit

Corp

4.550 05/17/30

1,004,946

1,000,000

Toyota

Motor

Credit

Corp

5.550 11/20/30

1,041,325

1,000,000

Toyota

Motor

Credit

Corp

1.650 01/10/31

875,530

1,000,000

Toyota

Motor

Credit

Corp

4.200 01/10/31

986,222

1,000,000

Toyota

Motor

Credit

Corp

5.100 03/21/31

1,022,961

1,000,000

Toyota

Motor

Credit

Corp

1.900 09/12/31

870,852

1,000,000

Toyota

Motor

Credit

Corp

4.600 10/10/31

998,926

1,000,000

Toyota

Motor

Credit

Corp

2.400 01/13/32

887,621

2,000,000

Toyota

Motor

Credit

Corp

4.650 09/03/32

1,985,160

1,000,000

Toyota

Motor

Credit

Corp

4.700 01/12/33

996,251

650,000

Toyota

Motor

Credit

Corp

4.600 03/11/33

639,961

1,000,000

Toyota

Motor

Credit

Corp

4.800 01/11/36

975,872

TOTAL

AUTOMOBILES

&

COMPONENTS

111,889,008

BANKS

-

4.3%

5,435,000

Asian

Development

Bank

4.375 01/14/28

5,488,915

5,000,000

Asian

Development

Bank

3.625 08/28/29

4,962,659

4,000,000

Asian

Development

Bank

4.125 05/30/30

4,032,876

4,800,000

(a) Asian

Development

Bank

3.750 08/28/30

4,764,634

2,345,000

(a) Asian

Development

Bank

4.375 03/22/35

2,358,924

3,000,000

Asian

Infrastructure

Investment

Bank

3.625 09/15/28

2,986,640

1,600,000

Asian

Infrastructure

Investment

Bank

4.500 01/16/30

1,633,561

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

200,000

Asian

Infrastructure

Investment

Bank

4.500 %

05/21/35

$

202,795

570,000

Asian

Infrastructure

Investment

Bank

4.125 01/14/36

560,682

1,000,000

Associated

Banc-Corp

6.455 08/29/30

1,023,530

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

3.919 09/30/27

997,883

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4.362 06/18/28

1,004,129

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4.615 12/16/29

1,011,830

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

4.150 03/03/29

988,354

600,000

(a) Banco

Bilbao

Vizcaya

Argentaria

S.A.

5.381 03/13/29

616,106

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

7.883 11/15/34

1,130,913

600,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6.033 03/13/35

623,492

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5.127 03/03/36

972,713

1,600,000

Banco

Santander

S.A.

5.294 08/18/27

1,615,396

675,000

Banco

Santander

S.A.

3.800 02/23/28

666,542

1,800,000

Banco

Santander

S.A.

4.379 04/12/28

1,794,042

1,000,000

Banco

Santander

S.A.

5.365 07/15/28

1,010,787

600,000

Banco

Santander

S.A.

3.306 06/27/29

578,147

600,000

Banco

Santander

S.A.

5.565 01/17/30

614,827

400,000

Banco

Santander

S.A.

3.490 05/28/30

380,604

1,000,000

Banco

Santander

S.A.

4.551 11/06/30

985,675

2,000,000

Banco

Santander

S.A.

2.749 12/03/30

1,791,502

1,000,000

Banco

Santander

S.A.

2.958 03/25/31

916,928

1,000,000

Banco

Santander

S.A.

5.439 07/15/31

1,028,591

2,000,000

Banco

Santander

S.A.

3.225 11/22/32

1,795,192

800,000

Banco

Santander

S.A.

6.921 08/08/33

863,433

800,000

Banco

Santander

S.A.

6.938 11/07/33

897,194

1,600,000

Banco

Santander

S.A.

6.350 03/14/34

1,680,659

400,000

Banco

Santander

S.A.

6.033 01/17/35

418,083

600,000

Banco

Santander

S.A.

5.127 11/06/35

584,928

2,250,000

Bank

of

America

Corp

3.970 03/05/29

2,229,590

2,000,000

Bank

of

America

Corp

5.202 04/25/29

2,028,478

3,000,000

Bank

of

America

Corp

2.087 06/14/29

2,854,320

1,400,000

Bank

of

America

Corp

4.271 07/23/29

1,394,293

3,000,000

Bank

of

America

Corp

5.819 09/15/29

3,094,768

3,075,000

Bank

of

America

Corp

3.974 02/07/30

3,032,691

1,675,000

Bank

of

America

Corp

3.194 07/23/30

1,606,426

1,050,000

Bank

of

America

Corp

2.884 10/22/30

993,196

2,000,000

Bank

of

America

Corp

5.162 01/24/31

2,038,104

4,000,000

Bank

of

America

Corp

2.496 02/13/31

3,697,284

1,750,000

Bank

of

America

Corp

2.592 04/29/31

1,616,712

3,000,000

Bank

of

America

Corp

1.898 07/23/31

2,671,931

3,000,000

Bank

of

America

Corp

1.922 10/24/31

2,658,734

2,000,000

Bank

of

America

Corp

4.456 02/06/32

1,974,969

3,000,000

Bank

of

America

Corp

2.651 03/11/32

2,720,742

4,000,000

Bank

of

America

Corp

2.687 04/22/32

3,624,874

5,000,000

Bank

of

America

Corp

2.299 07/21/32

4,413,672

3,000,000

Bank

of

America

Corp

2.572 10/20/32

2,669,157

2,000,000

Bank

of

America

Corp

2.972 02/04/33

1,810,426

2,000,000

Bank

of

America

Corp

4.571 04/27/33

1,965,031

4,000,000

Bank

of

America

Corp

5.015 07/22/33

4,023,628

5,000,000

Bank

of

America

Corp

5.288 04/25/34

5,060,774

2,000,000

Bank

of

America

Corp

5.872 09/15/34

2,094,322

7,000,000

Bank

of

America

Corp

5.468 01/23/35

7,145,591

9,000,000

Bank

of

America

Corp

5.425 08/15/35

8,978,968

4,000,000

Bank

of

America

Corp

5.518 10/25/35

3,999,908

1,650,000

Bank

of

America

Corp

5.511 01/24/36

1,682,638

1,000,000

Bank

of

America

Corp

5.744 02/12/36

1,017,271

2,000,000

Bank

of

America

Corp

5.464 05/09/36

2,039,887

4,000,000

Bank

of

America

Corp

2.482 09/21/36

3,460,409

1,500,000

Bank

of

America

Corp

6.110 01/29/37

1,573,069

2,000,000

Bank

of

America

Corp

5.045 02/06/37

1,973,395

3,000,000

Bank

of

America

Corp

3.846 03/08/37

2,778,886

4,500,000

Bank

of

America

Corp

4.078 04/23/40

3,916,289

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

3,000,000

Bank

of

America

Corp

2.676 %

06/19/41

$

2,149,954

1,500,000

Bank

of

America

Corp

5.000 01/21/44

1,395,545

2,800,000

Bank

of

America

Corp

4.443 01/20/48

2,350,971

1,000,000

Bank

of

America

Corp

3.946 01/23/49

771,018

1,000,000

Bank

of

America

Corp

2.831 10/24/51

612,326

950,000

Bank

of

America

Corp

3.483 03/13/52

660,336

1,000,000

(a) Bank

of

America

Corp

2.972 07/21/52

632,156

1,000,000

Bank

of

Montreal

5.203 02/01/28

1,014,998

1,000,000

Bank

of

Montreal

5.717 09/25/28

1,029,728

1,000,000

Bank

of

Montreal

5.004 01/27/29

1,008,968

1,000,000

Bank

of

Montreal

4.640 09/10/30

1,001,851

1,500,000

Bank

of

Montreal

5.511 06/04/31

1,555,625

1,000,000

Bank

of

Montreal

4.350 09/22/31

985,737

1,000,000

Bank

of

Montreal

4.439 01/14/32

984,587

1,250,000

Bank

of

Montreal

3.088 01/10/37

1,111,622

750,000

Bank

of

New

York

Mellon

4.729 04/20/29

755,334

300,000

Bank

of

New

York

Mellon

Corp

4.026 01/22/30

296,997

1,000,000

Bank

of

Nova

Scotia

5.250 06/12/28

1,020,127

1,000,000

Bank

of

Nova

Scotia

2.450 02/02/32

883,208

2,000,000

Bank

of

Nova

Scotia

4.740 11/10/32

1,995,011

750,000

Bank

of

Nova

Scotia

5.650 02/01/34

780,602

750,000

Bank

of

Nova

Scotia

4.588 05/04/37

717,475

700,000

Barclays

plc

4.337 01/10/28

697,102

1,500,000

Barclays

plc

4.972 05/16/29

1,509,125

1,500,000

Barclays

plc

6.490 09/13/29

1,561,613

2,000,000

Barclays

plc

4.476 11/11/29

1,989,029

3,000,000

Barclays

plc

5.690 03/12/30

3,082,675

1,000,000

Barclays

plc

5.088 06/20/30

1,003,222

1,850,000

Barclays

plc

4.942 09/10/30

1,859,532

1,175,000

Barclays

plc

5.367 02/25/31

1,195,407

2,000,000

Barclays

plc

2.645 06/24/31

1,831,932

1,000,000

Barclays

plc

4.521 02/24/32

978,094

1,500,000

Barclays

plc

2.667 03/10/32

1,344,921

2,000,000

Barclays

plc

2.894 11/24/32

1,786,943

1,300,000

Barclays

plc

5.746 08/09/33

1,334,763

2,500,000

Barclays

plc

7.437 11/02/33

2,794,926

1,500,000

Barclays

plc

6.224 05/09/34

1,573,054

1,000,000

Barclays

plc

7.119 06/27/34

1,088,126

950,000

Barclays

plc

6.692 09/13/34

1,026,553

1,000,000

Barclays

plc

5.335 09/10/35

991,000

1,750,000

Barclays

plc

3.564 09/23/35

1,629,903

1,500,000

Barclays

plc

5.785 02/25/36

1,516,694

400,000

Barclays

plc

5.207 02/24/37

387,114

1,000,000

Barclays

plc

3.811 03/10/42

776,832

775,000

Barclays

plc

5.250 08/17/45

715,738

1,500,000

Barclays

plc

5.860 08/11/46

1,472,971

350,000

BOKF

NA

6.108 11/06/40

354,513

1,000,000

Brookfield

Finance

LLC

3.450 04/15/50

657,311

1,000,000

Canadian

Imperial

Bank

of

Commerce

4.243 09/08/28

997,391

1,500,000

Canadian

Imperial

Bank

of

Commerce

5.986 10/03/28

1,554,589

1,000,000

Canadian

Imperial

Bank

of

Commerce

4.857 03/30/29

1,008,000

1,000,000

Canadian

Imperial

Bank

of

Commerce

5.260 04/08/29

1,021,808

1,000,000

Canadian

Imperial

Bank

of

Commerce

5.245 01/13/31

1,019,871

1,000,000

Canadian

Imperial

Bank

of

Commerce

4.580 09/08/31

995,746

1,500,000

Canadian

Imperial

Bank

of

Commerce

3.600 04/07/32

1,405,686

350,000

Canadian

Imperial

Bank

of

Commerce

6.092 10/03/33

374,436

2,000,000

CitiBank

NA

4.914 05/29/30

2,031,179

650,000

CitiBank

NA

5.570 04/30/34

673,500

1,500,000

Citigroup,

Inc

4.450 09/29/27

1,500,042

1,000,000

Citigroup,

Inc

3.668 07/24/28

989,350

2,025,000

Citigroup,

Inc

4.125 07/25/28

2,007,992

1,000,000

Citigroup,

Inc

4.786 03/04/29

1,005,042

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

4,000,000

Citigroup,

Inc

4.075 %

04/23/29

$

3,970,575

2,000,000

Citigroup,

Inc

5.174 02/13/30

2,030,831

1,750,000

Citigroup,

Inc

3.980 03/20/30

1,721,756

2,550,000

Citigroup,

Inc

4.542 09/19/30

2,541,152

5,000,000

Citigroup,

Inc

2.666 01/29/31

4,638,441

2,200,000

Citigroup,

Inc

4.412 03/31/31

2,174,852

2,000,000

Citigroup,

Inc

4.952 05/07/31

2,012,963

6,000,000

Citigroup,

Inc

2.572 06/03/31

5,500,081

2,400,000

Citigroup,

Inc

4.503 09/11/31

2,372,722

5,000,000

Citigroup,

Inc

2.561 05/01/32

4,472,718

175,000

Citigroup,

Inc

6.625 06/15/32

190,180

875,000

Citigroup,

Inc

2.520 11/03/32

771,506

1,000,000

Citigroup,

Inc

3.785 03/17/33

938,054

1,775,000

Citigroup,

Inc

4.910 05/24/33

1,766,964

3,000,000

Citigroup,

Inc

6.270 11/17/33

3,206,366

425,000

Citigroup,

Inc

6.174 05/25/34

439,925

2,000,000

Citigroup,

Inc

5.592 11/19/34

2,029,982

2,000,000

Citigroup,

Inc

5.827 02/13/35

2,026,276

5,000,000

Citigroup,

Inc

5.449 06/11/35

5,069,532

6,125,000

Citigroup,

Inc

6.020 01/24/36

6,253,188

3,000,000

Citigroup,

Inc

5.333 03/27/36

3,009,139

1,725,000

Citigroup,

Inc

5.174 09/11/36

1,709,979

750,000

Citigroup,

Inc

3.878 01/24/39

646,736

325,000

Citigroup,

Inc

8.125 07/15/39

404,779

2,000,000

Citigroup,

Inc

5.411 09/19/39

1,953,716

350,000

Citigroup,

Inc

5.875 01/30/42

354,281

500,000

Citigroup,

Inc

2.904 11/03/42

356,967

400,000

Citigroup,

Inc

6.675 09/13/43

427,684

125,000

Citigroup,

Inc

5.300 05/06/44

115,128

675,000

Citigroup,

Inc

4.650 07/30/45

589,421

1,075,000

Citigroup,

Inc

4.750 05/18/46

905,424

2,000,000

Citigroup,

Inc

5.612 03/04/56

1,920,851

500,000

Citizens

Bank

NA

4.575 08/09/28

500,253

550,000

Citizens

Financial

Group,

Inc

5.841 01/23/30

566,407

200,000

Citizens

Financial

Group,

Inc

2.500 02/06/30

184,299

450,000

Citizens

Financial

Group,

Inc

3.250 04/30/30

424,279

1,000,000

Citizens

Financial

Group,

Inc

5.253 03/05/31

1,011,912

1,000,000

Citizens

Financial

Group,

Inc

5.718 07/23/32

1,027,907

850,000

Citizens

Financial

Group,

Inc

2.638 09/30/32

725,760

500,000

Citizens

Financial

Group,

Inc

6.645 04/25/35

535,881

1,000,000

Citizens

Financial

Group,

Inc

5.299 01/29/36

990,997

500,000

Citizens

Financial

Group,

Inc

5.641 05/21/37

498,885

1,000,000

Comerica

Bank

5.332 08/25/33

1,001,768

550,000

Comerica,

Inc

4.000 02/01/29

541,860

1,000,000

Comerica,

Inc

5.982 01/30/30

1,031,857

1,000,000

Commonwealth

Bank

of

Australia

4.355 03/27/29

1,002,871

1,000,000

Commonwealth

Bank

of

Australia

4.150 10/01/30

991,433

1,000,000

Cooperatieve

Rabobank

UA

4.800 01/09/29

1,015,668

1,500,000

Cooperatieve

Rabobank

UA

4.494 10/17/29

1,510,789

1,500,000

Cooperatieve

Rabobank

UA

4.160 01/14/31

1,478,945

550,000

Cooperatieve

Rabobank

UA

5.250 05/24/41

532,811

1,400,000

Cooperatieve

Rabobank

UA

5.750 12/01/43

1,360,859

600,000

Cooperatieve

Rabobank

UA

5.250 08/04/45

548,442

1,000,000

Deutsche

Bank

AG.

5.373 01/10/29

1,011,516

800,000

Deutsche

Bank

AG.

6.720 01/18/29

828,836

350,000

Deutsche

Bank

AG.

6.819 11/20/29

367,489

650,000

Deutsche

Bank

AG.

4.999 09/11/30

653,062

3,000,000

Deutsche

Bank

AG.

5.297 05/09/31

3,030,963

1,000,000

Deutsche

Bank

AG.

4.950 08/04/31

996,233

825,000

Deutsche

Bank

AG.

3.547 09/18/31

775,601

1,000,000

Deutsche

Bank

AG.

4.469 12/10/31

983,234

1,000,000

Deutsche

Bank

AG.

3.729 01/14/32

929,336

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

1,000,000

Deutsche

Bank

AG.

4.725 %

02/06/32

$

984,777

1,000,000

Deutsche

Bank

AG.

3.742 01/07/33

911,419

2,500,000

Deutsche

Bank

AG.

7.079 02/10/34

2,678,957

1,500,000

(a) Deutsche

Bank

AG.

5.403 09/11/35

1,492,361

500,000

Fifth

Third

Bancorp

3.950 03/14/28

496,743

1,000,000

Fifth

Third

Bancorp

6.361 10/27/28

1,028,266

200,000

Fifth

Third

Bancorp

6.339 07/27/29

207,333

1,000,000

Fifth

Third

Bancorp

4.772 07/28/30

1,000,150

1,000,000

Fifth

Third

Bancorp

4.895 09/06/30

1,003,334

2,300,000

Fifth

Third

Bancorp

5.631 01/29/32

2,370,871

500,000

Fifth

Third

Bancorp

4.566 04/29/32

490,125

300,000

Fifth

Third

Bancorp

5.141 01/29/37

292,237

140,000

Fifth

Third

Bancorp

8.250 03/01/38

168,305

1,000,000

First

Citizens

BancShares,

Inc

5.231 03/12/31

991,576

750,000

First

Citizens

BancShares,

Inc

5.600 09/05/35

733,031

500,000

First

Citizens

BancShares,

Inc

6.254 03/12/40

488,902

500,000

First

Horizon

Bank

5.750 05/01/30

507,434

500,000

First

Horizon

Corp

5.514 03/07/31

506,600

1,000,000

FNB

Corp

5.722 12/11/30

1,006,210

33,000

HSBC

Bank

USA

NA

7.000 01/15/39

36,800

1,500,000

HSBC

Holdings

plc

5.210 08/11/28

1,512,123

3,000,000

HSBC

Holdings

plc

2.013 09/22/28

2,892,000

1,575,000

HSBC

Holdings

plc

7.390 11/03/28

1,641,736

2,000,000

HSBC

Holdings

plc

4.899 03/03/29

2,010,926

975,000

HSBC

Holdings

plc

6.161 03/09/29

1,003,016

2,500,000

HSBC

Holdings

plc

4.583 06/19/29

2,498,206

1,600,000

HSBC

Holdings

plc

2.206 08/17/29

1,514,548

2,000,000

HSBC

Holdings

plc

5.546 03/04/30

2,049,326

2,000,000

HSBC

Holdings

plc

3.973 05/22/30

1,958,160

3,000,000

HSBC

Holdings

plc

2.848 06/04/31

2,772,452

750,000

HSBC

Holdings

plc

2.357 08/18/31

676,495

2,000,000

HSBC

Holdings

plc

4.675 03/10/32

1,973,496

2,000,000

HSBC

Holdings

plc

5.733 05/17/32

2,067,708

2,350,000

HSBC

Holdings

plc

2.804 05/24/32

2,113,487

3,500,000

HSBC

Holdings

plc

2.871 11/22/32

3,131,658

1,500,000

HSBC

Holdings

plc

4.762 03/29/33

1,462,455

1,825,000

HSBC

Holdings

plc

5.402 08/11/33

1,853,495

2,000,000

HSBC

Holdings

plc

8.113 11/03/33

2,289,750

2,000,000

HSBC

Holdings

plc

6.254 03/09/34

2,119,294

2,000,000

HSBC

Holdings

plc

6.547 06/20/34

2,102,933

3,000,000

HSBC

Holdings

plc

7.399 11/13/34

3,314,488

1,500,000

HSBC

Holdings

plc

5.719 03/04/35

1,539,414

2,000,000

HSBC

Holdings

plc

5.874 11/18/35

2,025,909

1,500,000

HSBC

Holdings

plc

5.450 03/03/36

1,504,370

300,000

HSBC

Holdings

plc

6.500 05/02/36

315,065

2,950,000

HSBC

Holdings

plc

5.790 05/13/36

3,032,425

2,450,000

HSBC

Holdings

plc

5.741 09/10/36

2,452,717

1,500,000

HSBC

Holdings

plc

5.133 11/06/36

1,467,232

2,000,000

HSBC

Holdings

plc

5.279 03/10/37

1,964,077

2,700,000

HSBC

Holdings

plc

6.500 09/15/37

2,839,953

200,000

HSBC

Holdings

plc

6.800 06/01/38

215,284

550,000

HSBC

Holdings

plc

6.100 01/14/42

582,625

1,000,000

HSBC

Holdings

plc

6.332 03/09/44

1,054,004

1,000,000

Huntington

Bancshares,

Inc

4.443 08/04/28

999,275

1,000,000

Huntington

Bancshares,

Inc

2.550 02/04/30

925,607

1,000,000

Huntington

Bancshares,

Inc

5.272 01/15/31

1,015,155

1,000,000

Huntington

Bancshares,

Inc

4.623 01/28/32

985,405

500,000

Huntington

Bancshares,

Inc

5.023 05/17/33

496,771

1,000,000

Huntington

Bancshares,

Inc

5.709 02/02/35

1,020,415

500,000

Huntington

Bancshares,

Inc

2.487 08/15/36

428,648

225,000

Huntington

Bancshares,

Inc

6.141 11/18/39

229,164

425,000

Huntington

Bancshares,

Inc

5.605 01/28/41

414,759

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

4,750,000

Industrial

&

Commercial

Bank

of

China

Ltd

3.538 %

11/08/27

$

4,704,925

1,500,000

ING

Groep

NV

4.550 10/02/28

1,501,724

2,000,000

ING

Groep

NV

5.335 03/19/30

2,042,392

1,000,000

ING

Groep

NV

5.066 03/25/31

1,008,461

1,000,000

ING

Groep

NV

4.803 03/23/32

994,013

475,000

ING

Groep

NV

2.727 04/01/32

429,822

300,000

ING

Groep

NV

4.252 03/28/33

288,903

200,000

ING

Groep

NV

6.114 09/11/34

210,947

2,000,000

ING

Groep

NV

5.550 03/19/35

2,031,389

1,000,000

ING

Groep

NV

5.525 03/25/36

1,011,641

1,000,000

ING

Groep

NV

5.420 03/23/37

997,081

2,000,000

Inter-American

Development

Bank

4.500 02/15/30

2,042,792

2,000,000

Inter-American

Development

Bank

3.750 06/14/30

1,987,068

3,000,000

(a) Inter-American

Development

Bank

3.625 09/17/31

2,939,681

5,000,000

Inter-American

Development

Bank

4.375 07/16/35

5,015,187

2,050,000

JPMorgan

Chase

&

Co

4.203 07/23/29

2,038,215

3,000,000

JPMorgan

Chase

&

Co

5.299 07/24/29

3,055,989

2,500,000

JPMorgan

Chase

&

Co

6.087 10/23/29

2,597,697

2,500,000

JPMorgan

Chase

&

Co

5.012 01/23/30

2,534,976

4,500,000

JPMorgan

Chase

&

Co

3.702 05/06/30

4,388,537

1,500,000

JPMorgan

Chase

&

Co

4.565 06/14/30

1,501,411

4,000,000

JPMorgan

Chase

&

Co

4.995 07/22/30

4,056,788

2,675,000

JPMorgan

Chase

&

Co

4.603 10/22/30

2,680,705

2,925,000

JPMorgan

Chase

&

Co

5.140 01/24/31

2,978,531

2,000,000

JPMorgan

Chase

&

Co

2.522 04/22/31

1,848,214

1,175,000

JPMorgan

Chase

&

Co

5.103 04/22/31

1,196,335

1,425,000

JPMorgan

Chase

&

Co

2.956 05/13/31

1,327,777

4,000,000

JPMorgan

Chase

&

Co

4.255 10/22/31

3,937,521

5,000,000

JPMorgan

Chase

&

Co

1.764 11/19/31

4,389,409

1,950,000

JPMorgan

Chase

&

Co

4.347 01/22/32

1,922,480

2,250,000

JPMorgan

Chase

&

Co

1.953 02/04/32

1,981,119

3,000,000

JPMorgan

Chase

&

Co

2.580 04/22/32

2,710,981

3,000,000

JPMorgan

Chase

&

Co

2.545 11/08/32

2,666,740

6,000,000

JPMorgan

Chase

&

Co

2.963 01/25/33

5,443,336

2,000,000

JPMorgan

Chase

&

Co

4.586 04/26/33

1,973,354

2,000,000

JPMorgan

Chase

&

Co

4.912 07/25/33

2,001,380

4,000,000

JPMorgan

Chase

&

Co

5.717 09/14/33

4,141,477

6,825,000

JPMorgan

Chase

&

Co

5.350 06/01/34

6,963,441

2,500,000

JPMorgan

Chase

&

Co

6.254 10/23/34

2,688,034

6,000,000

JPMorgan

Chase

&

Co

5.336 01/23/35

6,092,088

3,025,000

JPMorgan

Chase

&

Co

5.766 04/22/35

3,150,795

5,675,000

JPMorgan

Chase

&

Co

5.294 07/22/35

5,745,271

1,300,000

JPMorgan

Chase

&

Co

4.946 10/22/35

1,285,741

1,450,000

JPMorgan

Chase

&

Co

5.502 01/24/36

1,484,131

1,275,000

JPMorgan

Chase

&

Co

5.572 04/22/36

1,313,867

2,925,000

JPMorgan

Chase

&

Co

5.576 07/23/36

2,962,166

4,000,000

JPMorgan

Chase

&

Co

4.810 10/22/36

3,883,861

3,000,000

JPMorgan

Chase

&

Co

4.898 01/22/37

2,935,529

2,000,000

JPMorgan

Chase

&

Co

5.193 02/05/37

1,965,332

958,000

JPMorgan

Chase

&

Co

5.500 10/15/40

976,188

2,000,000

JPMorgan

Chase

&

Co

3.109 04/22/41

1,525,166

1,500,000

JPMorgan

Chase

&

Co

2.525 11/19/41

1,048,158

2,500,000

JPMorgan

Chase

&

Co

3.157 04/22/42

1,879,581

1,000,000

JPMorgan

Chase

&

Co

5.625 08/16/43

995,039

1,800,000

JPMorgan

Chase

&

Co

4.950 06/01/45

1,634,180

2,000,000

JPMorgan

Chase

&

Co

5.534 11/29/45

1,964,399

1,000,000

JPMorgan

Chase

&

Co

4.032 07/24/48

789,807

1,750,000

JPMorgan

Chase

&

Co

3.897 01/23/49

1,343,819

500,000

KeyBank

NA

5.850 11/15/27

510,514

250,000

KeyBank

NA

3.900 04/13/29

243,898

1,500,000

KeyBank

NA

4.900 08/08/32

1,474,656

625,000

KeyBank

NA

5.000 01/26/33

615,998

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

500,000

KeyCorp

4.100 %

04/30/28

$

496,152

1,000,000

KeyCorp

2.550 10/01/29

934,739

1,000,000

KeyCorp

5.121 04/04/31

1,009,865

300,000

KeyCorp

4.789 06/01/33

293,162

1,500,000

KeyCorp

6.401 03/06/35

1,590,363

4,015,000

Kreditanstalt

fuer

Wiederaufbau

4.000 06/28/27

4,023,862

3,455,000

Kreditanstalt

fuer

Wiederaufbau

3.500 08/27/27

3,439,508

4,825,000

Kreditanstalt

fuer

Wiederaufbau

3.875 05/15/28

4,831,924

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3.500 08/09/28

2,979,600

1,950,000

Kreditanstalt

fuer

Wiederaufbau

4.000 03/15/29

1,959,746

3,495,000

Kreditanstalt

fuer

Wiederaufbau

4.625 03/18/30

3,588,874

4,275,000

(a) Kreditanstalt

fuer

Wiederaufbau

3.750 03/14/31

4,235,260

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4.125 07/15/33

2,990,995

1,000,000

Landwirtschaftliche

Rentenbank

4.625 04/17/29

1,021,509

500,000

Lloyds

Banking

Group

plc

4.375 03/22/28

499,075

700,000

Lloyds

Banking

Group

plc

4.550 08/16/28

700,944

2,000,000

Lloyds

Banking

Group

plc

5.087 11/26/28

2,018,238

500,000

Lloyds

Banking

Group

plc

5.871 03/06/29

512,353

1,000,000

Lloyds

Banking

Group

plc

4.818 06/13/29

1,005,942

1,500,000

Lloyds

Banking

Group

plc

5.721 06/05/30

1,548,985

1,250,000

(a) Lloyds

Banking

Group

plc

4.976 08/11/33

1,244,637

1,500,000

Lloyds

Banking

Group

plc

7.953 11/15/33

1,708,800

4,500,000

Lloyds

Banking

Group

plc

5.679 01/05/35

4,623,520

1,500,000

Lloyds

Banking

Group

plc

5.590 11/26/35

1,526,173

250,000

Lloyds

Banking

Group

plc

6.068 06/13/36

254,085

1,550,000

Lloyds

Banking

Group

plc

4.344 01/09/48

1,244,316

1,000,000

M&T

Bank

Corp

7.413 10/30/29

1,068,656

500,000

M&T

Bank

Corp

5.179 07/08/31

505,240

1,000,000

M&T

Bank

Corp

6.082 03/13/32

1,048,283

1,500,000

M&T

Bank

Corp

5.053 01/27/34

1,481,593

500,000

M&T

Bank

Corp

5.400 07/30/35

498,392

1,500,000

M&T

Bank

Corp

5.385 01/16/36

1,487,651

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.287 07/25/27

691,643

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.017 07/20/28

1,006,219

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.050 09/11/28

298,038

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.354 09/13/28

1,012,052

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.242 04/19/29

1,014,832

1,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.559 02/25/30

1,388,758

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.258 04/17/30

1,017,583

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.048 07/17/30

1,124,597

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.475 02/22/31

2,566,035

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.505 01/14/32

985,510

1,700,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.309 07/20/32

1,497,410

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.494 10/13/32

441,819

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.852 01/19/33

894,596

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.315 04/19/33

965,746

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.133 07/20/33

1,009,017

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.472 09/13/33

1,027,734

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.441 02/22/34

1,021,973

1,000,000

(a) Mitsubishi

UFJ

Financial

Group,

Inc

5.406 04/19/34

1,021,407

1,050,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.426 04/17/35

1,068,289

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.574 01/16/36

511,492

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.615 04/24/36

511,689

1,350,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.188 09/12/36

1,340,254

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.057 01/14/37

982,428

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.286 07/26/38

277,002

1,425,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.751 07/18/39

1,201,931

725,000

Mizuho

Financial

Group,

Inc

4.018 03/05/28

720,915

1,000,000

Mizuho

Financial

Group,

Inc

5.667 05/27/29

1,025,862

500,000

Mizuho

Financial

Group,

Inc

5.778 07/06/29

513,787

625,000

Mizuho

Financial

Group,

Inc

4.254 09/11/29

620,864

1,000,000

Mizuho

Financial

Group,

Inc

3.261 05/22/30

962,075

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

1,000,000

Mizuho

Financial

Group,

Inc

5.382 %

07/10/30

$

1,022,896

1,000,000

Mizuho

Financial

Group,

Inc

3.153 07/16/30

955,011

500,000

Mizuho

Financial

Group,

Inc

2.869 09/13/30

471,427

500,000

Mizuho

Financial

Group,

Inc

2.591 05/25/31

459,271

1,000,000

Mizuho

Financial

Group,

Inc

5.739 05/27/31

1,036,413

1,000,000

Mizuho

Financial

Group,

Inc

4.711 07/08/31

998,348

1,000,000

Mizuho

Financial

Group,

Inc

2.201 07/10/31

900,737

1,000,000

Mizuho

Financial

Group,

Inc

1.979 09/08/31

887,517

700,000

Mizuho

Financial

Group,

Inc

2.564 09/13/31

616,589

1,000,000

Mizuho

Financial

Group,

Inc

4.438 05/12/32

979,983

1,000,000

Mizuho

Financial

Group,

Inc

2.172 05/22/32

876,168

500,000

Mizuho

Financial

Group,

Inc

2.260 07/09/32

438,746

1,000,000

Mizuho

Financial

Group,

Inc

5.669 09/13/33

1,038,874

1,000,000

Mizuho

Financial

Group,

Inc

5.754 05/27/34

1,038,010

1,000,000

Mizuho

Financial

Group,

Inc

5.579 05/26/35

1,026,879

500,000

Mizuho

Financial

Group,

Inc

5.422 05/13/36

505,967

1,000,000

Mizuho

Financial

Group,

Inc

5.323 07/08/36

1,004,426

500,000

(a) Mizuho

Financial

Group,

Inc

5.050 05/12/37

491,861

2,000,000

Morgan

Stanley

Bank

NA

5.016 01/12/29

2,021,406

2,250,000

Morgan

Stanley

Private

Bank

NA

4.734 07/18/31

2,243,031

1,500,000

National

Australia

Bank

Ltd

4.900 06/13/28

1,522,940

1,000,000

National

Australia

Bank

Ltd

4.787 01/10/29

1,018,871

1,000,000

National

Australia

Bank

Ltd

4.901 01/14/30

1,019,593

2,000,000

(a) National

Australia

Bank

Ltd

4.148 01/13/31

1,978,476

2,000,000

National

Bank

of

Canada

4.500 10/10/29

2,001,128

700,000

NatWest

Group

plc

5.516 09/30/28

710,259

1,000,000

NatWest

Group

plc

4.892 05/18/29

1,006,989

1,000,000

NatWest

Group

plc

5.808 09/13/29

1,028,904

1,500,000

NatWest

Group

plc

5.076 01/27/30

1,516,525

1,500,000

NatWest

Group

plc

4.445 05/08/30

1,490,971

2,000,000

NatWest

Group

plc

4.964 08/15/30

2,017,773

1,000,000

NatWest

Group

plc

5.115 05/23/31

1,009,965

500,000

NatWest

Group

plc

6.016 03/02/34

526,594

1,000,000

NatWest

Group

plc

6.475 06/01/34

1,037,828

500,000

NatWest

Group

plc

5.778 03/01/35

516,867

800,000

NatWest

Group

plc

3.032 11/28/35

728,352

800,000

(a) NatWest

Group

plc

5.908 03/03/47

779,344

4,470,000

Nordic

Investment

Bank

3.750 08/28/28

4,462,359

500,000

Nordic

Investment

Bank

3.750 05/09/30

496,390

625,000

Northern

Trust

Corp

4.150 11/19/30

619,388

1,000,000

Northern

Trust

Corp

5.117 11/19/40

973,612

2,000,000

Oesterreichische

Kontrollbank

AG.

4.250 03/01/28

2,014,463

800,000

(a) Oesterreichische

Kontrollbank

AG.

4.125 01/18/29

805,027

1,000,000

Oesterreichische

Kontrollbank

AG.

4.500 01/24/30

1,018,891

3,000,000

Oesterreichische

Kontrollbank

AG.

3.750 09/10/30

2,972,999

500,000

Pinnacle

Bank

5.957 01/15/36

495,179

350,000

Pinnacle

Financial

Partners,

Inc

6.168 11/01/30

356,847

903,000

PNC

Bank

NA

4.050 07/26/28

894,969

475,000

PNC

Bank

NA

2.700 10/22/29

446,989

1,500,000

PNC

Financial

Services

Group,

Inc

5.354 12/02/28

1,523,368

1,575,000

PNC

Financial

Services

Group,

Inc

3.450 04/23/29

1,540,051

2,000,000

PNC

Financial

Services

Group,

Inc

5.582 06/12/29

2,049,453

1,500,000

PNC

Financial

Services

Group,

Inc

5.492 05/14/30

1,542,637

2,000,000

PNC

Financial

Services

Group,

Inc

4.812 10/21/32

1,993,348

750,000

PNC

Financial

Services

Group,

Inc

4.626 06/06/33

729,003

1,000,000

PNC

Financial

Services

Group,

Inc

6.037 10/28/33

1,057,622

900,000

PNC

Financial

Services

Group,

Inc

5.068 01/24/34

899,810

1,500,000

PNC

Financial

Services

Group,

Inc

5.939 08/18/34

1,570,989

3,500,000

PNC

Financial

Services

Group,

Inc

6.875 10/20/34

3,866,695

1,000,000

PNC

Financial

Services

Group,

Inc

5.676 01/22/35

1,028,708

1,000,000

PNC

Financial

Services

Group,

Inc

5.401 07/23/35

1,012,695

650,000

PNC

Financial

Services

Group,

Inc

5.575 01/29/36

663,588

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

700,000

PNC

Financial

Services

Group,

Inc

5.373 %

07/21/36

$

703,056

275,000

PNC

Financial

Services

Group,

Inc

5.423 01/25/41

269,403

300,000

Regions

Bank

6.450 06/26/37

315,618

1,000,000

Regions

Financial

Corp

5.722 06/06/30

1,025,543

1,000,000

Regions

Financial

Corp

5.502 09/06/35

1,001,362

2,000,000

Royal

Bank

of

Canada

4.965 01/24/29

2,018,624

1,000,000

Royal

Bank

of

Canada

4.950 02/01/29

1,017,220

1,000,000

Royal

Bank

of

Canada

4.498 08/06/29

999,998

1,000,000

Royal

Bank

of

Canada

4.969 08/02/30

1,012,698

2,000,000

Royal

Bank

of

Canada

4.650 10/18/30

2,004,684

2,500,000

Royal

Bank

of

Canada

5.153 02/04/31

2,540,894

1,000,000

(a) Royal

Bank

of

Canada

4.970 05/02/31

1,010,712

1,000,000

Royal

Bank

of

Canada

4.696 08/06/31

997,775

1,600,000

Royal

Bank

of

Canada

2.300 11/03/31

1,427,908

500,000

Royal

Bank

of

Canada

3.875 05/04/32

479,903

1,000,000

Royal

Bank

of

Canada

5.000 02/01/33

1,007,708

750,000

Royal

Bank

of

Canada

5.000 05/02/33

756,646

750,000

Royal

Bank

of

Canada

5.150 02/01/34

766,861

1,000,000

Santander

Holdings

USA,

Inc

6.499 03/09/29

1,031,189

1,000,000

Santander

Holdings

USA,

Inc

6.565 06/12/29

1,034,672

750,000

Santander

Holdings

USA,

Inc

6.174 01/09/30

774,931

1,000,000

Santander

Holdings

USA,

Inc

5.353 09/06/30

1,010,693

1,000,000

(a) Santander

Holdings

USA,

Inc

5.741 03/20/31

1,026,083

1,000,000

(a) Santander

Holdings

USA,

Inc

6.342 05/31/35

1,045,893

500,000

Santander

UK

Group

Holdings

plc

3.823 11/03/28

493,565

1,000,000

Santander

UK

Group

Holdings

plc

6.534 01/10/29

1,031,807

1,000,000

Santander

UK

Group

Holdings

plc

4.858 09/11/30

1,002,175

1,000,000

Santander

UK

Group

Holdings

plc

5.694 04/15/31

1,028,485

750,000

Santander

UK

Group

Holdings

plc

2.896 03/15/32

680,314

350,000

Santander

UK

Group

Holdings

plc

5.136 09/22/36

337,982

500,000

Simmons

First

National

Corp

6.250 10/01/35

499,555

1,000,000

SOUTHSTATE

BANK

CORP

7.000 06/13/35

1,043,900

1,000,000

State

Street

Corp

4.536 02/28/28

1,006,700

1,000,000

State

Street

Corp

4.675 10/22/32

999,012

75,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.544 01/17/28

73,948

750,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.944 07/19/28

742,532

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.902 09/17/28

1,408,758

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

4.306 10/16/28

498,579

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.316 07/09/29

1,021,445

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.724 09/27/29

937,037

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.710 01/13/30

2,072,449

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.750 01/15/30

1,400,424

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.240 04/15/30

1,020,977

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.130 07/08/30

1,348,918

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.852 07/13/30

2,076,926

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.710 01/12/31

873,474

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

4.660 07/08/31

994,517

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.424 07/09/31

1,023,689

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.222 09/17/31

1,313,252

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

4.494 01/15/32

984,805

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.454 01/15/32

1,030,747

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.766 01/13/33

1,040,714

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

4.954 07/08/33

996,187

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.776 07/13/33

1,043,458

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.808 09/14/33

1,044,803

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.558 07/09/34

1,024,779

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.632 01/15/35

515,996

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.046 01/15/37

983,448

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.334 03/03/41

969,666

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.930 09/17/41

354,946

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

6.184 07/13/43

527,297

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.836 07/09/44

496,554

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.796 %

07/08/46

$

970,165

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.570 01/15/47

967,702

1,000,000

Synovus

Bank

5.625 02/15/28

1,011,210

1,500,000

Toronto-Dominion

Bank

4.693 09/15/27

1,507,871

1,000,000

Toronto-Dominion

Bank

5.156 01/10/28

1,012,706

1,000,000

Toronto-Dominion

Bank

5.523 07/17/28

1,024,681

1,500,000

Toronto-Dominion

Bank

4.994 04/05/29

1,524,168

1,000,000

(a) Toronto-Dominion

Bank

4.783 12/17/29

1,011,065

2,000,000

Toronto-Dominion

Bank

4.808 06/03/30

2,016,539

1,000,000

Toronto-Dominion

Bank

4.411 01/13/31

990,380

1,500,000

Toronto-Dominion

Bank

2.000 09/10/31

1,322,965

1,000,000

Toronto-Dominion

Bank

2.450 01/12/32

883,965

1,500,000

Toronto-Dominion

Bank

5.298 01/30/32

1,540,680

500,000

Toronto-Dominion

Bank

3.200 03/10/32

459,876

800,000

Toronto-Dominion

Bank

4.456 06/08/32

786,537

1,000,000

Toronto-Dominion

Bank

4.928 10/15/35

983,852

1,000,000

Truist

Bank

4.136 10/23/29

990,481

475,000

Truist

Bank

2.250 03/11/30

431,344

1,000,000

Truist

Financial

Corp

4.873 01/26/29

1,006,580

500,000

Truist

Financial

Corp

3.875 03/19/29

492,046

1,000,000

Truist

Financial

Corp

1.887 06/07/29

946,441

550,000

Truist

Financial

Corp

7.161 10/30/29

584,559

1,000,000

Truist

Financial

Corp

5.071 05/20/31

1,010,901

1,000,000

Truist

Financial

Corp

4.597 01/27/32

989,343

1,500,000

Truist

Financial

Corp

5.153 08/05/32

1,519,713

1,000,000

Truist

Financial

Corp

4.916 07/28/33

980,607

1,000,000

Truist

Financial

Corp

6.123 10/28/33

1,057,210

100,000

Truist

Financial

Corp

5.122 01/26/34

99,731

3,000,000

Truist

Financial

Corp

5.867 06/08/34

3,125,783

2,000,000

Truist

Financial

Corp

5.711 01/24/35

2,063,087

1,000,000

Truist

Financial

Corp

4.964 10/23/36

968,606

750,000

US

Bancorp

3.900 04/26/28

744,547

2,000,000

US

Bancorp

4.653 02/01/29

2,009,149

2,000,000

US

Bancorp

5.775 06/12/29

2,057,159

600,000

US

Bancorp

3.000 07/30/29

572,931

2,500,000

US

Bancorp

1.375 07/22/30

2,197,227

1,000,000

US

Bancorp

4.967 07/22/33

989,079

3,000,000

US

Bancorp

5.850 10/21/33

3,152,004

2,000,000

US

Bancorp

5.836 06/12/34

2,087,461

3,500,000

US

Bancorp

5.678 01/23/35

3,615,008

1,000,000

US

Bancorp

2.491 11/03/36

864,540

125,000

Wachovia

Corp

5.500 08/01/35

126,136

200,000

Webster

Financial

Corp

4.100 03/25/29

195,286

225,000

Webster

Financial

Corp

5.784 09/11/35

228,508

1,200,000

Wells

Fargo

&

Co

4.300 07/22/27

1,198,462

1,000,000

Wells

Fargo

&

Co

4.808 07/25/28

1,004,151

5,000,000

Wells

Fargo

&

Co

4.078 09/15/29

4,944,994

3,000,000

Wells

Fargo

&

Co

5.198 01/23/30

3,047,025

4,950,000

Wells

Fargo

&

Co

2.879 10/30/30

4,670,221

3,000,000

Wells

Fargo

&

Co

5.244 01/24/31

3,058,144

3,000,000

Wells

Fargo

&

Co

2.572 02/11/31

2,774,936

5,000,000

Wells

Fargo

&

Co

4.478 04/04/31

4,956,803

7,075,000

Wells

Fargo

&

Co

5.150 04/23/31

7,195,883

3,000,000

Wells

Fargo

&

Co

3.350 03/02/33

2,754,557

3,500,000

Wells

Fargo

&

Co

4.897 07/25/33

3,482,101

3,000,000

Wells

Fargo

&

Co

5.389 04/24/34

3,044,929

5,000,000

Wells

Fargo

&

Co

5.557 07/25/34

5,124,326

3,000,000

Wells

Fargo

&

Co

6.491 10/23/34

3,248,262

3,000,000

Wells

Fargo

&

Co

5.499 01/23/35

3,053,846

3,000,000

Wells

Fargo

&

Co

5.211 12/03/35

2,986,732

2,000,000

Wells

Fargo

&

Co

4.892 09/15/36

1,945,813

1,500,000

Wells

Fargo

&

Co

4.960 01/23/37

1,461,213

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.3%

(continued)

$

3,025,000

Wells

Fargo

&

Co

3.068 %

04/30/41

$

2,271,028

1,050,000

Wells

Fargo

&

Co

5.375 11/02/43

981,524

1,468,000

Wells

Fargo

&

Co

5.606 01/15/44

1,404,725

475,000

Wells

Fargo

&

Co

4.650 11/04/44

398,262

1,500,000

Wells

Fargo

&

Co

3.900 05/01/45

1,170,862

950,000

Wells

Fargo

&

Co

4.900 11/17/45

815,476

3,250,000

Wells

Fargo

&

Co

4.400 06/14/46

2,587,467

1,975,000

Wells

Fargo

&

Co

4.750 12/07/46

1,655,651

750,000

Wells

Fargo

&

Co

5.433 01/23/47

710,658

3,000,000

Wells

Fargo

&

Co

5.013 04/04/51

2,642,979

1,000,000

Wells

Fargo

&

Co

4.611 04/25/53

829,118

250,000

Wells

Fargo

Bank

NA

6.600 01/15/38

273,160

500,000

Western

Alliance

Bank

6.537 11/15/35

489,715

725,000

Westpac

Banking

Corp

3.400 01/25/28

716,206

1,000,000

Westpac

Banking

Corp

5.535 11/17/28

1,035,091

1,500,000

Westpac

Banking

Corp

5.050 04/16/29

1,533,936

1,000,000

Westpac

Banking

Corp

4.354 07/01/30

999,912

1,500,000

Westpac

Banking

Corp

2.150 06/03/31

1,345,827

1,000,000

Westpac

Banking

Corp

5.405 08/10/33

1,013,016

2,000,000

Westpac

Banking

Corp

6.820 11/17/33

2,183,098

600,000

Westpac

Banking

Corp

4.110 07/24/34

585,023

1,350,000

Westpac

Banking

Corp

2.668 11/15/35

1,212,623

1,500,000

Westpac

Banking

Corp

5.618 11/20/35

1,517,680

500,000

Westpac

Banking

Corp

3.020 11/18/36

447,282

900,000

Westpac

Banking

Corp

4.421 07/24/39

807,015

225,000

Westpac

Banking

Corp

2.963 11/16/40

166,707

400,000

Zions

Bancorp

NA

3.250 10/29/29

370,936

TOTAL

BANKS

914,291,052

CAPITAL

GOODS

-

1.1%

925,000

3M

Co

3.625 09/14/28

911,391

500,000

3M

Co

3.375 03/01/29

486,560

200,000

3M

Co

3.125 09/19/46

134,161

300,000

3M

Co

3.625 10/15/47

216,975

1,150,000

3M

Co

4.000 09/14/48

884,443

875,000

3M

Co

3.250 08/26/49

585,277

500,000

Acuity

Brands

Lighting,

Inc

2.150 12/15/30

446,011

1,000,000

AGCO

Corp

5.800 03/21/34

1,021,703

200,000

Air

Lease

Corp

3.625 12/01/27

197,001

1,000,000

Air

Lease

Corp

5.850 12/15/27

1,020,891

500,000

Air

Lease

Corp

5.300 02/01/28

505,591

300,000

Air

Lease

Corp

4.625 10/01/28

298,632

1,500,000

Air

Lease

Corp

5.100 03/01/29

1,513,515

500,000

Air

Lease

Corp

3.250 10/01/29

474,480

750,000

Air

Lease

Corp

3.000 02/01/30

697,085

500,000

Air

Lease

Corp

3.125 12/01/30

460,285

500,000

Allegion

plc

3.500 10/01/29

481,571

200,000

Allegion

US

Holding

Co,

Inc

3.550 10/01/27

197,152

500,000

Allegion

US

Holding

Co,

Inc

5.411 07/01/32

510,368

350,000

Allegion

US

Holding

Co,

Inc

5.600 05/29/34

357,199

500,000

Applied

Materials,

Inc

4.000 01/15/31

490,236

500,000

Applied

Materials,

Inc

4.600 01/15/36

485,694

600,000

Boeing

Co

3.200 03/01/29

578,697

750,000

Boeing

Co

2.950 02/01/30

705,806

1,600,000

Boeing

Co

5.150 05/01/30

1,626,784

1,000,000

Boeing

Co

3.625 02/01/31

951,022

300,000

Boeing

Co

3.600 05/01/34

268,552

2,000,000

Boeing

Co

6.528 05/01/34

2,178,685

425,000

Boeing

Co

3.250 02/01/35

364,293

500,000

Boeing

Co

3.550 03/01/38

414,553

600,000

Boeing

Co

3.500 03/01/39

483,421

350,000

Boeing

Co

5.875 02/15/40

350,612

5,500,000

Boeing

Co

5.705 05/01/40

5,508,647

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.1%

(continued)

$

300,000

Boeing

Co

3.375 %

06/15/46

$

206,288

250,000

Boeing

Co

3.650 03/01/47

175,865

100,000

Boeing

Co

3.625 03/01/48

69,682

100,000

Boeing

Co

3.850 11/01/48

72,023

2,750,000

Boeing

Co

5.805 05/01/50

2,658,498

125,000

Boeing

Co

3.825 03/01/59

83,661

750,000

Boeing

Co

3.950 08/01/59

517,478

3,750,000

Boeing

Co

5.930 05/01/60

3,599,580

1,000,000

Carlisle

Cos,

Inc

2.750 03/01/30

934,551

1,000,000

Carlisle

Cos,

Inc

2.200 03/01/32

861,502

125,000

Carlisle

Cos,

Inc

5.250 09/15/35

124,993

150,000

Carlisle

Cos,

Inc

5.550 09/15/40

148,669

1,100,000

Carrier

Global

Corp

2.722 02/15/30

1,027,308

150,000

Carrier

Global

Corp

2.700 02/15/31

137,524

104,000

Carrier

Global

Corp

5.900 03/15/34

109,725

2,000,000

Carrier

Global

Corp

3.377 04/05/40

1,575,410

305,000

Carrier

Global

Corp

3.577 04/05/50

217,983

112,000

Carrier

Global

Corp

6.200 03/15/54

117,032

1,000,000

Caterpillar

Financial

Services

Corp

3.600 08/12/27

994,353

1,000,000

Caterpillar

Financial

Services

Corp

4.400 03/03/28

1,004,932

1,000,000

Caterpillar

Financial

Services

Corp

4.100 08/15/28

999,126

1,000,000

Caterpillar

Financial

Services

Corp

3.750 02/23/29

988,040

1,000,000

Caterpillar

Financial

Services

Corp

4.850 02/27/29

1,017,570

2,000,000

Caterpillar

Financial

Services

Corp

4.375 08/16/29

2,006,625

1,500,000

Caterpillar

Financial

Services

Corp

4.700 11/15/29

1,520,624

500,000

Caterpillar,

Inc

2.600 09/19/29

474,085

1,000,000

Caterpillar,

Inc

1.900 03/12/31

890,039

750,000

Caterpillar,

Inc

5.200 05/15/35

768,319

225,000

Caterpillar,

Inc

5.200 05/27/41

222,452

2,363,000

Caterpillar,

Inc

3.803 08/15/42

1,949,360

300,000

Caterpillar,

Inc

4.300 05/15/44

258,572

750,000

Caterpillar,

Inc

3.250 09/19/49

519,219

750,000

(a) Caterpillar,

Inc

5.500 05/15/55

749,743

500,000

CNH

Industrial

Capital

LLC

4.750 03/21/28

502,094

1,000,000

CNH

Industrial

Capital

LLC

5.100 04/20/29

1,012,044

1,000,000

CNH

Industrial

Capital

LLC

4.500 10/16/30

987,197

500,000

CNH

Industrial

NV

3.850 11/15/27

494,900

1,000,000

Cummins,

Inc

1.500 09/01/30

885,836

500,000

(a) Cummins,

Inc

4.700 02/15/31

505,181

1,000,000

Cummins,

Inc

5.150 02/20/34

1,016,696

500,000

Cummins,

Inc

5.300 05/09/35

509,639

200,000

Cummins,

Inc

4.875 10/01/43

186,628

750,000

Cummins,

Inc

2.600 09/01/50

444,623

500,000

Cummins,

Inc

5.450 02/20/54

482,670

218,000

Deere

&

Co

5.375 10/16/29

226,175

500,000

Deere

&

Co

5.450 01/16/35

519,417

500,000

Deere

&

Co

2.875 09/07/49

327,302

75,000

Deere

&

Co

5.700 01/19/55

76,448

100,000

Dover

Corp

2.950 11/04/29

94,756

100,000

Dover

Corp

5.375 03/01/41

100,111

200,000

Eaton

Corp

3.103 09/15/27

197,083

1,000,000

Eaton

Corp

4.350 05/18/28

1,002,406

1,250,000

Eaton

Corp

4.200 03/06/31

1,231,914

150,000

Eaton

Corp

4.000 11/02/32

145,383

200,000

Eaton

Corp

4.500 03/06/33

197,258

1,250,000

Eaton

Corp

4.150 03/15/33

1,215,211

500,000

Eaton

Corp

4.800 03/06/36

493,646

925,000

Eaton

Corp

4.150 11/02/42

793,567

200,000

Eaton

Corp

3.915 09/15/47

157,572

200,000

Eaton

Corp

5.450 03/06/56

193,601

435,000

Embraer

Netherlands

Finance

BV

5.980 02/11/35

449,029

500,000

Emerson

Electric

Co

1.800 10/15/27

483,367

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.1%

(continued)

$

500,000

Emerson

Electric

Co

2.000 %

12/21/28

$

473,267

750,000

Emerson

Electric

Co

1.950 10/15/30

675,212

500,000

Emerson

Electric

Co

2.200 12/21/31

444,186

625,000

Emerson

Electric

Co

5.000 03/15/35

629,092

200,000

Emerson

Electric

Co

5.250 11/15/39

201,532

500,000

Emerson

Electric

Co

2.750 10/15/50

307,242

500,000

Emerson

Electric

Co

2.800 12/21/51

306,442

1,000,000

Ferguson

Enterprises,

Inc

4.350 03/15/31

983,160

375,000

Ferguson

Enterprises,

Inc

5.000 10/03/34

370,570

500,000

Flowserve

Corp

3.500 10/01/30

470,344

500,000

Flowserve

Corp

2.800 01/15/32

441,355

250,000

Fortive

Corp

4.300 06/15/46

199,761

500,000

Fortune

Brands

Innovations,

Inc

4.000 03/25/32

470,722

1,000,000

Fortune

Brands

Innovations,

Inc

5.875 06/01/33

1,035,635

500,000

Fortune

Brands

Innovations,

Inc

4.500 03/25/52

388,830

200,000

GATX

Corp

3.500 03/15/28

196,250

425,000

GATX

Corp

4.700 04/01/29

425,670

500,000

GATX

Corp

4.000 06/30/30

486,725

500,000

GATX

Corp

4.900 03/15/33

491,114

750,000

GATX

Corp

5.450 09/15/33

761,390

700,000

GATX

Corp

6.050 03/15/34

735,095

750,000

GATX

Corp

5.500 06/15/35

756,185

225,000

GATX

Corp

5.200 03/15/44

206,379

1,000,000

GATX

Corp

6.050 06/05/54

992,968

1,000,000

GE

Vernova,

Inc

4.250 02/04/31

988,640

1,000,000

GE

Vernova,

Inc

4.875 02/04/36

991,112

1,000,000

GE

Vernova,

Inc

5.500 02/04/56

961,995

900,000

General

Dynamics

Corp

2.250 06/01/31

810,120

475,000

General

Dynamics

Corp

4.950 08/15/35

478,229

1,000,000

General

Dynamics

Corp

2.850 06/01/41

746,563

225,000

General

Dynamics

Corp

3.600 11/15/42

179,253

1,950,000

General

Dynamics

Corp

4.250 04/01/50

1,627,295

4,000,000

General

Electric

Co

4.900 01/29/36

4,003,232

750,000

HEICO

Corp

5.250 08/01/28

764,451

350,000

Hexcel

Corp

5.875 02/26/35

359,312

1,500,000

(b) Honeywell

Aerospace,

Inc

4.000 03/16/29

1,485,993

1,500,000

(b) Honeywell

Aerospace,

Inc

4.300 03/16/31

1,483,777

1,225,000

(b) Honeywell

Aerospace,

Inc

4.600 03/16/33

1,210,947

775,000

(b) Honeywell

Aerospace,

Inc

4.950 03/16/36

768,957

725,000

(b) Honeywell

Aerospace,

Inc

5.622 03/16/46

714,466

1,000,000

(b) Honeywell

Aerospace,

Inc

5.732 03/16/56

988,451

725,000

(b) Honeywell

Aerospace,

Inc

5.852 03/16/66

719,147

950,000

Honeywell

International,

Inc

1.950 06/01/30

861,184

72,000

Honeywell

International,

Inc

4.750 02/01/32

72,163

2,000,000

Honeywell

International,

Inc

4.500 01/15/34

1,967,582

782,000

Honeywell

International,

Inc

3.812 11/21/47

592,645

575,000

Honeywell

International,

Inc

2.800 06/01/50

372,453

1,000,000

Howmet

Aerospace,

Inc

3.900 04/15/29

985,644

1,750,000

Howmet

Aerospace,

Inc

4.850 10/15/31

1,769,991

675,000

Howmet

Aerospace,

Inc

4.550 11/15/32

666,258

1,000,000

Howmet

Aerospace,

Inc

4.750 04/15/36

972,158

500,000

Hubbell,

Inc

3.150 08/15/27

491,833

200,000

Hubbell,

Inc

3.500 02/15/28

196,979

1,000,000

Hubbell,

Inc

2.300 03/15/31

906,735

500,000

Huntington

Ingalls

Industries,

Inc

4.200 05/01/30

490,172

1,000,000

Huntington

Ingalls

Industries,

Inc

5.749 01/15/35

1,034,202

500,000

IDEX

Corp

3.000 05/01/30

469,568

1,000,000

IDEX

Corp

2.625 06/15/31

902,301

200,000

Illinois

Tool

Works,

Inc

4.875 09/15/41

188,786

1,000,000

Illinois

Tool

Works,

Inc

3.900 09/01/42

834,735

150,000

Ingersoll

Rand,

Inc

5.400 08/14/28

153,419

500,000

Ingersoll

Rand,

Inc

5.176 06/15/29

511,859

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.1%

(continued)

$

1,250,000

Ingersoll

Rand,

Inc

5.314 %

06/15/31

$

1,282,737

125,000

Ingersoll

Rand,

Inc

5.700 08/14/33

129,860

500,000

Ingersoll

Rand,

Inc

5.450 06/15/34

510,537

200,000

John

Deere

Capital

Corp

2.800 09/08/27

196,540

200,000

John

Deere

Capital

Corp

3.050 01/06/28

196,585

1,500,000

John

Deere

Capital

Corp

3.350 04/18/29

1,461,040

500,000

John

Deere

Capital

Corp

2.800 07/18/29

477,934

1,000,000

John

Deere

Capital

Corp

4.850 10/11/29

1,025,940

2,000,000

John

Deere

Capital

Corp

4.550 06/05/30

2,013,501

1,500,000

John

Deere

Capital

Corp

4.700 06/10/30

1,519,798

1,000,000

John

Deere

Capital

Corp

4.375 10/15/30

998,526

1,000,000

John

Deere

Capital

Corp

1.450 01/15/31

877,899

2,500,000

John

Deere

Capital

Corp

4.900 03/07/31

2,552,063

1,000,000

John

Deere

Capital

Corp

4.200 03/10/31

990,512

2,000,000

John

Deere

Capital

Corp

2.000 06/17/31

1,774,178

1,000,000

John

Deere

Capital

Corp

4.400 09/08/31

998,788

450,000

John

Deere

Capital

Corp

3.900 06/07/32

435,780

1,000,000

John

Deere

Capital

Corp

4.350 09/15/32

991,780

500,000

John

Deere

Capital

Corp

5.150 09/08/33

515,261

1,000,000

John

Deere

Capital

Corp

5.100 04/11/34

1,018,137

1,000,000

John

Deere

Capital

Corp

5.050 06/12/34

1,015,480

1,000,000

Johnson

Controls

International

plc

2.000 09/16/31

871,062

1,000,000

Johnson

Controls

International

plc

4.900 12/01/32

1,003,834

207,000

Johnson

Controls

International

plc

6.000 01/15/36

220,106

325,000

Johnson

Controls

International

plc

4.625 07/02/44

282,374

6,000

Johnson

Controls

International

plc

5.125 09/14/45

5,408

300,000

Johnson

Controls

International

plc

4.500 02/15/47

252,316

72,000

Johnson

Controls

International

plc

(Step

Bond)

4.950 07/02/64

60,380

200,000

Kennametal,

Inc

4.625 06/15/28

200,835

500,000

Kennametal,

Inc

2.800 03/01/31

451,734

1,000,000

L3Harris

Technologies,

Inc

4.400 06/15/28

1,000,620

1,000,000

L3Harris

Technologies,

Inc

5.050 06/01/29

1,017,384

175,000

L3Harris

Technologies,

Inc

2.900 12/15/29

165,285

1,000,000

L3Harris

Technologies,

Inc

5.250 06/01/31

1,023,225

500,000

L3Harris

Technologies,

Inc

5.350 06/01/34

508,220

300,000

L3Harris

Technologies,

Inc

4.854 04/27/35

294,277

600,000

L3Harris

Technologies,

Inc

5.054 04/27/45

558,606

1,000,000

L3Harris

Technologies,

Inc

5.600 07/31/53

970,898

500,000

L3Harris

Technologies,

Inc

5.500 08/15/54

478,578

1,000,000

Lennox

International,

Inc

5.500 09/15/28

1,018,652

150,000

Lockheed

Martin

Corp

1.850 06/15/30

135,409

1,500,000

Lockheed

Martin

Corp

4.400 08/15/30

1,501,179

1,000,000

Lockheed

Martin

Corp

4.700 12/15/31

1,013,087

625,000

Lockheed

Martin

Corp

3.900 06/15/32

607,328

550,000

Lockheed

Martin

Corp

5.250 01/15/33

572,575

1,000,000

Lockheed

Martin

Corp

4.750 02/15/34

1,002,687

300,000

Lockheed

Martin

Corp

3.600 03/01/35

273,565

1,500,000

Lockheed

Martin

Corp

5.000 08/15/35

1,513,508

500,000

Lockheed

Martin

Corp

4.500 05/15/36

485,652

1,833,000

Lockheed

Martin

Corp

4.070 12/15/42

1,550,934

275,000

Lockheed

Martin

Corp

3.800 03/01/45

217,252

200,000

Lockheed

Martin

Corp

4.700 05/15/46

177,159

1,150,000

Lockheed

Martin

Corp

2.800 06/15/50

717,974

1,894,000

Lockheed

Martin

Corp

4.090 09/15/52

1,478,242

1,000,000

Lockheed

Martin

Corp

4.150 06/15/53

789,431

625,000

(a) Lockheed

Martin

Corp

5.200 02/15/55

581,232

1,000,000

Lockheed

Martin

Corp

4.300 06/15/62

779,295

325,000

Lockheed

Martin

Corp

5.200 02/15/64

295,061

200,000

Masco

Corp

1.500 02/15/28

189,276

500,000

Masco

Corp

2.000 10/01/30

444,398

550,000

Masco

Corp

2.000 02/15/31

484,643

700,000

Masco

Corp

4.500 05/15/47

576,857

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.1%

(continued)

$

500,000

MasTec,

Inc

5.900 %

06/15/29

$

516,643

1,000,000

Mosaic

Co

4.600 11/15/30

992,499

735,000

Nature

Conservancy

3.957 03/01/52

579,860

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.050 03/15/30

1,527,789

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.300 03/15/32

1,024,139

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.450 03/15/35

1,016,675

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.900 03/15/55

1,472,335

1,000,000

Nordson

Corp

5.600 09/15/28

1,022,839

500,000

Nordson

Corp

5.800 09/15/33

519,716

1,000,000

Northrop

Grumman

Corp

4.600 02/01/29

1,006,443

425,000

Northrop

Grumman

Corp

4.400 05/01/30

423,760

500,000

Northrop

Grumman

Corp

4.650 07/15/30

502,858

1,500,000

Northrop

Grumman

Corp

4.700 03/15/33

1,498,361

1,000,000

Northrop

Grumman

Corp

4.900 06/01/34

997,928

500,000

Northrop

Grumman

Corp

5.250 07/15/35

509,506

100,000

Northrop

Grumman

Corp

5.050 11/15/40

96,410

700,000

Northrop

Grumman

Corp

4.750 06/01/43

632,031

300,000

Northrop

Grumman

Corp

3.850 04/15/45

235,654

1,450,000

Northrop

Grumman

Corp

4.030 10/15/47

1,141,343

1,000,000

Northrop

Grumman

Corp

5.250 05/01/50

927,443

1,500,000

Northrop

Grumman

Corp

4.950 03/15/53

1,328,583

200,000

nVent

Finance

Sarl

4.550 04/15/28

199,533

500,000

nVent

Finance

Sarl

2.750 11/15/31

444,383

500,000

nVent

Finance

Sarl

5.650 05/15/33

512,669

100,000

Oshkosh

Corp

3.100 03/01/30

93,887

1,500,000

Otis

Worldwide

Corp

5.125 11/19/31

1,534,450

500,000

Otis

Worldwide

Corp

3.112 02/15/40

380,236

500,000

Owens

Corning

3.950 08/15/29

491,478

300,000

Owens

Corning

3.875 06/01/30

290,411

625,000

(a) Owens

Corning

5.700 06/15/34

646,087

525,000

Owens

Corning

4.300 07/15/47

416,535

350,000

Owens

Corning

4.400 01/30/48

281,139

1,000,000

PACCAR

Financial

Corp

4.550 03/03/28

1,007,467

500,000

PACCAR

Financial

Corp

4.550 05/08/30

503,354

500,000

PACCAR

Financial

Corp

5.000 03/22/34

505,322

1,825,000

Parker-Hannifin

Corp

3.250 06/14/29

1,767,727

1,500,000

Parker-Hannifin

Corp

4.500 09/15/29

1,508,682

200,000

Parker-Hannifin

Corp

4.200 11/21/34

191,393

200,000

Parker-Hannifin

Corp

4.450 11/21/44

172,985

750,000

Parker-Hannifin

Corp

4.100 03/01/47

603,710

225,000

Parker-Hannifin

Corp

4.000 06/14/49

175,254

500,000

Pentair

Finance

Sarl

5.900 07/15/32

523,001

500,000

Polaris,

Inc

5.600 03/01/31

495,521

400,000

Precision

Castparts

Corp

4.200 06/15/35

379,126

100,000

Precision

Castparts

Corp

3.900 01/15/43

82,421

1,000,000

Quanta

Services,

Inc

2.900 10/01/30

927,550

1,000,000

Quanta

Services,

Inc

4.500 01/15/31

991,852

1,000,000

Quanta

Services,

Inc

5.100 08/09/35

986,264

1,000,000

Quanta

Services,

Inc

3.050 10/01/41

731,171

3,750,000

Raytheon

Technologies

Corp

2.250 07/01/30

3,428,435

1,500,000

Raytheon

Technologies

Corp

6.000 03/15/31

1,594,351

1,000,000

Raytheon

Technologies

Corp

1.900 09/01/31

870,261

1,000,000

Raytheon

Technologies

Corp

2.375 03/15/32

880,383

1,050,000

Raytheon

Technologies

Corp

5.150 02/27/33

1,070,844

1,500,000

Raytheon

Technologies

Corp

6.100 03/15/34

1,615,273

750,000

Raytheon

Technologies

Corp

4.450 11/16/38

692,804

100,000

Raytheon

Technologies

Corp

4.700 12/15/41

90,681

2,150,000

Raytheon

Technologies

Corp

4.500 06/01/42

1,907,910

125,000

Raytheon

Technologies

Corp

4.800 12/15/43

112,508

1,650,000

Raytheon

Technologies

Corp

4.150 05/15/45

1,348,795

700,000

Raytheon

Technologies

Corp

4.350 04/15/47

579,597

1,325,000

Raytheon

Technologies

Corp

4.625 11/16/48

1,128,039

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.1%

(continued)

$

1,000,000

Raytheon

Technologies

Corp

3.125 %

07/01/50

$

657,572

1,000,000

Raytheon

Technologies

Corp

2.820 09/01/51

611,590

1,000,000

Raytheon

Technologies

Corp

3.030 03/15/52

634,895

1,000,000

Raytheon

Technologies

Corp

5.375 02/27/53

939,106

1,500,000

Raytheon

Technologies

Corp

6.400 03/15/54

1,617,471

1,500,000

Regal

Rexnord

Corp

6.050 04/15/28

1,538,476

1,000,000

Regal

Rexnord

Corp

6.300 02/15/30

1,047,772

325,000

Regal

Rexnord

Corp

6.400 04/15/33

343,522

400,000

Rockwell

Automation,

Inc

3.500 03/01/29

392,250

150,000

Rockwell

Automation,

Inc

1.750 08/15/31

130,502

400,000

Rockwell

Automation,

Inc

4.200 03/01/49

323,380

1,000,000

Rockwell

Automation,

Inc

2.800 08/15/61

555,207

1,000,000

Roper

Technologies,

Inc

5.100 09/15/35

972,378

200,000

Snap-on,

Inc

4.100 03/01/48

159,286

500,000

Snap-on,

Inc

3.100 05/01/50

331,713

1,000,000

Stanley

Black

&

Decker,

Inc

2.300 03/15/30

913,031

100,000

Stanley

Black

&

Decker,

Inc

5.200 09/01/40

93,445

425,000

Stanley

Black

&

Decker,

Inc

4.850 11/15/48

355,934

1,500,000

Stanley

Black

&

Decker,

Inc

2.750 11/15/50

849,487

500,000

Textron,

Inc

3.000 06/01/30

470,678

300,000

Textron,

Inc

2.450 03/15/31

270,139

500,000

Textron,

Inc

6.100 11/15/33

527,474

1,000,000

Timken

Co

4.125 04/01/32

943,153

425,000

Trane

Technologies

Financing

Ltd

5.250 03/03/33

435,831

400,000

Trane

Technologies

Global

Holding

Co

Ltd

3.750 08/21/28

396,286

200,000

Trane

Technologies

Global

Holding

Co

Ltd

5.750 06/15/43

202,637

450,000

Trane

Technologies

Global

Holding

Co

Ltd

4.300 02/21/48

370,194

1,000,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.800 03/21/29

987,601

300,000

Trane

Technologies

Luxembourg

Finance

S.A.

4.500 03/21/49

253,526

1,000,000

Triton

Container

International

Ltd

3.250 03/15/32

902,580

1,000,000

Triton

Container

International

Ltd

5.150 02/15/33

979,129

1,150,000

Tyco

Electronics

Group

S.A.

3.125 08/15/27

1,133,415

500,000

Tyco

Electronics

Group

S.A.

4.625 02/01/30

504,777

700,000

Tyco

Electronics

Group

S.A.

4.500 02/09/31

698,208

500,000

Tyco

Electronics

Group

S.A.

5.000 05/09/35

498,339

500,000

Tyco

Electronics

Group

S.A.

4.875 02/09/36

493,477

200,000

Valmont

Industries,

Inc

5.000 10/01/44

175,829

200,000

Valmont

Industries,

Inc

5.250 10/01/54

180,293

500,000

Vertiv

Holdings

Co

4.850 03/15/36

486,184

500,000

Vertiv

Holdings

Co

5.650 03/15/46

476,896

500,000

Vertiv

Holdings

Co

5.800 03/15/56

480,621

500,000

Vertiv

Holdings

Co

5.950 03/15/66

478,552

500,000

Westinghouse

Air

Brake

Technologies

Corp

4.900 05/29/30

505,239

1,000,000

Westinghouse

Air

Brake

Technologies

Corp

5.611 03/11/34

1,028,556

500,000

Westinghouse

Air

Brake

Technologies

Corp

5.500 05/29/35

510,464

1,000,000

WW

Grainger,

Inc

4.450 09/15/34

983,337

800,000

WW

Grainger,

Inc

4.600 06/15/45

710,050

200,000

WW

Grainger,

Inc

3.750 05/15/46

154,744

125,000

WW

Grainger,

Inc

4.200 05/15/47

102,857

225,000

Xylem,

Inc

1.950 01/30/28

215,978

150,000

Xylem,

Inc

2.250 01/30/31

135,025

100,000

Xylem,

Inc

4.375 11/01/46

82,955

TOTAL

CAPITAL

GOODS

240,043,370

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.7%

400,000

Automatic

Data

Processing,

Inc

1.700 05/15/28

381,063

900,000

Automatic

Data

Processing,

Inc

1.250 09/01/30

790,561

775,000

Automatic

Data

Processing,

Inc

4.450 09/09/34

759,874

750,000

(a) Block

Financial

LLC

3.875 08/15/30

707,244

500,000

Block

Financial

LLC

5.375 09/15/32

485,249

1,000,000

Broadridge

Financial

Solutions,

Inc

2.900 12/01/29

935,358

1,000,000

Broadridge

Financial

Solutions,

Inc

2.600 05/01/31

890,547

500,000

(a) Concentrix

Corp

6.600 08/02/28

496,945

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.7%

(continued)

$

1,500,000

(a) Concentrix

Corp

6.850 %

08/02/33

$

1,390,815

2,000,000

Corp

Andina

de

Fomento

4.125 01/07/28

2,002,940

270,000

Corp

Andina

de

Fomento

4.125 06/30/28

270,462

1,000,000

Corp

Andina

de

Fomento

5.000 01/24/29

1,023,881

870,000

Corp

Andina

de

Fomento

5.000 01/22/30

894,155

1,000,000

Council

Of

Europe

Development

Bank

3.625 05/08/28

995,722

750,000

Council

Of

Europe

Development

Bank

4.125 01/24/29

755,123

1,500,000

Council

Of

Europe

Development

Bank

4.500 01/15/30

1,529,380

100,000

Equifax,

Inc

3.100 05/15/30

93,624

2,000,000

Equifax,

Inc

2.350 09/15/31

1,753,081

4,925,000

European

Investment

Bank

3.875 06/15/28

4,932,358

3,810,000

European

Investment

Bank

3.750 11/15/29

3,794,699

7,310,000

European

Investment

Bank

4.500 03/14/30

7,469,432

4,650,000

European

Investment

Bank

3.875 10/15/30

4,639,209

4,675,000

European

Investment

Bank

4.250 08/16/32

4,709,986

5,000,000

European

Investment

Bank

4.625 02/12/35

5,121,741

6,185,000

International

Bank

for

Reconstruction

&

Development

3.875 10/16/29

6,187,229

5,000,000

International

Bank

for

Reconstruction

&

Development

4.125 03/20/30

5,040,486

10,000,000

International

Bank

for

Reconstruction

&

Development

3.500 10/28/30

9,818,140

3,720,000

International

Bank

for

Reconstruction

&

Development

4.000 01/10/31

3,725,978

4,000,000

International

Bank

for

Reconstruction

&

Development

4.500 04/10/31

4,094,329

9,325,000

International

Bank

for

Reconstruction

&

Development

4.625 01/15/32

9,596,439

1,775,000

International

Bank

for

Reconstruction

&

Development

3.875 08/28/34

1,726,178

6,120,000

International

Bank

for

Reconstruction

&

Development

4.375 08/27/35

6,141,182

1,000,000

J

Paul

Getty

Trust

4.905 04/01/35

1,002,542

1,500,000

Jacobs

Engineering

Group,

Inc

5.900 03/01/33

1,552,832

500,000

Jacobs

Solutions,

Inc

4.750 03/03/31

493,001

500,000

Jacobs

Solutions,

Inc

5.375 03/03/36

487,624

1,500,000

Mastercard,

Inc

4.950 03/15/32

1,537,489

500,000

Mastercard,

Inc

4.550 01/15/35

491,149

1,000,000

Paychex,

Inc

5.100 04/15/30

1,008,964

1,000,000

Paychex,

Inc

5.350 04/15/32

1,005,043

1,500,000

(a) Paychex,

Inc

5.600 04/15/35

1,506,480

625,000

RELX

Capital,

Inc

4.000 03/18/29

618,734

1,000,000

RELX

Capital,

Inc

4.750 03/27/30

1,007,405

100,000

RELX

Capital,

Inc

3.000 05/22/30

94,120

275,000

RELX

Capital,

Inc

4.750 05/20/32

274,050

1,000,000

RELX

Capital,

Inc

5.250 03/27/35

1,011,740

100,000

Republic

Services,

Inc

3.375 11/15/27

98,714

750,000

Republic

Services,

Inc

5.000 11/15/29

766,203

500,000

Republic

Services,

Inc

2.300 03/01/30

461,272

1,000,000

Republic

Services,

Inc

1.450 02/15/31

867,050

1,000,000

Republic

Services,

Inc

2.375 03/15/33

863,110

1,000,000

Republic

Services,

Inc

5.000 12/15/33

1,015,830

425,000

Republic

Services,

Inc

5.000 04/01/34

429,329

750,000

Republic

Services,

Inc

5.200 11/15/34

765,486

500,000

(a) Republic

Services,

Inc

5.150 03/15/35

509,848

1,000,000

Republic

Services,

Inc

3.050 03/01/50

659,797

880,000

Rockefeller

Foundation

2.492 10/01/50

525,298

500,000

Rollins,

Inc

5.250 02/24/35

499,653

145,000

TR

Finance

LLC

5.850 04/15/40

141,230

200,000

TR

Finance

LLC

5.650 11/23/43

188,746

1,000,000

Uber

Technologies,

Inc

4.150 01/15/31

977,794

1,000,000

Uber

Technologies,

Inc

4.800 09/15/35

970,354

850,000

Verisk

Analytics,

Inc

4.125 03/15/29

845,315

500,000

Verisk

Analytics,

Inc

4.450 03/15/31

491,684

750,000

Verisk

Analytics,

Inc

5.750 04/01/33

776,186

700,000

Verisk

Analytics,

Inc

5.250 03/15/35

694,012

350,000

Verisk

Analytics,

Inc

5.125 03/15/36

341,927

300,000

Verisk

Analytics,

Inc

5.500 06/15/45

280,139

200,000

Verisk

Analytics,

Inc

3.625 05/15/50

139,536

1,000,000

Visa,

Inc

4.100 02/12/31

999,011

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.7%

(continued)

$

1,000,000

Visa,

Inc

4.400 %

02/12/33

$

990,856

1,000,000

Visa,

Inc

4.700 02/12/36

989,169

500,000

Waste

Connections,

Inc

2.600 02/01/30

470,477

700,000

Waste

Connections,

Inc

2.200 01/15/32

614,989

100,000

Waste

Connections,

Inc

3.200 06/01/32

92,394

425,000

Waste

Connections,

Inc

4.200 01/15/33

411,231

1,500,000

Waste

Connections,

Inc

5.000 03/01/34

1,509,732

500,000

Waste

Connections,

Inc

5.250 09/01/35

510,154

1,000,000

Waste

Connections,

Inc

4.800 07/15/36

979,751

500,000

Waste

Connections,

Inc

3.050 04/01/50

332,595

575,000

Waste

Connections,

Inc

2.950 01/15/52

364,843

1,000,000

Waste

Management,

Inc

4.875 02/15/29

1,016,757

1,000,000

Waste

Management,

Inc

2.000 06/01/29

933,229

1,000,000

Waste

Management,

Inc

4.625 02/15/30

1,009,031

500,000

Waste

Management,

Inc

4.650 03/15/30

504,576

1,000,000

Waste

Management,

Inc

1.500 03/15/31

868,887

1,000,000

Waste

Management,

Inc

4.950 07/03/31

1,022,808

1,000,000

Waste

Management,

Inc

4.800 03/15/32

1,016,637

1,000,000

Waste

Management,

Inc

4.150 04/15/32

980,832

1,000,000

Waste

Management,

Inc

4.625 02/15/33

1,002,130

1,000,000

Waste

Management,

Inc

4.875 02/15/34

1,011,162

950,000

Waste

Management,

Inc

4.950 03/15/35

952,346

500,000

Waste

Management,

Inc

2.950 06/01/41

372,933

250,000

Waste

Management,

Inc

2.500 11/15/50

148,635

750,000

Waste

Management,

Inc

5.350 10/15/54

715,416

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

138,373,677

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

500,000

Alibaba

Group

Holding

Ltd

4.500 11/28/34

488,729

750,000

Alibaba

Group

Holding

Ltd

4.000 12/06/37

679,776

1,250,000

Alibaba

Group

Holding

Ltd

2.700 02/09/41

918,344

1,500,000

Alibaba

Group

Holding

Ltd

4.200 12/06/47

1,238,111

750,000

Alibaba

Group

Holding

Ltd

4.400 12/06/57

613,430

1,250,000

Alibaba

Group

Holding

Ltd

3.250 02/09/61

797,668

1,500,000

Amazon.com,

Inc

3.900 11/20/28

1,493,589

2,000,000

Amazon.com,

Inc

4.000 03/13/29

1,989,890

2,000,000

Amazon.com,

Inc

3.450 04/13/29

1,960,926

2,000,000

Amazon.com,

Inc

4.650 12/01/29

2,029,922

1,000,000

Amazon.com,

Inc

1.500 06/03/30

893,250

1,500,000

Amazon.com,

Inc

4.100 11/20/30

1,482,424

2,375,000

Amazon.com,

Inc

4.250 03/13/31

2,357,495

2,000,000

Amazon.com,

Inc

2.100 05/12/31

1,792,286

2,000,000

Amazon.com,

Inc

3.600 04/13/32

1,905,662

2,000,000

Amazon.com,

Inc

4.700 12/01/32

2,022,929

2,000,000

Amazon.com,

Inc

4.550 03/13/33

1,980,751

1,500,000

Amazon.com,

Inc

4.350 03/20/33

1,472,754

1,800,000

Amazon.com,

Inc

4.800 12/05/34

1,819,567

2,000,000

Amazon.com,

Inc

4.650 11/20/35

1,961,097

1,200,000

Amazon.com,

Inc

4.875 03/13/36

1,189,064

2,625,000

Amazon.com,

Inc

3.875 08/22/37

2,362,502

2,500,000

Amazon.com,

Inc

2.875 05/12/41

1,841,948

775,000

(a) Amazon.com,

Inc

4.950 12/05/44

724,269

2,000,000

Amazon.com,

Inc

5.650 03/13/46

1,993,081

2,875,000

Amazon.com,

Inc

4.050 08/22/47

2,298,883

1,900,000

Amazon.com,

Inc

2.500 06/03/50

1,109,156

2,500,000

Amazon.com,

Inc

3.100 05/12/51

1,633,684

2,000,000

Amazon.com,

Inc

3.950 04/13/52

1,533,488

2,000,000

Amazon.com,

Inc

5.450 11/20/55

1,910,537

700,000

Amazon.com,

Inc

5.800 03/13/56

699,438

1,900,000

Amazon.com,

Inc

4.250 08/22/57

1,482,411

2,500,000

Amazon.com,

Inc

3.250 05/12/61

1,550,749

2,000,000

Amazon.com,

Inc

4.100 04/13/62

1,491,700

1,500,000

Amazon.com,

Inc

5.550 11/20/65

1,417,263

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

(continued)

$

2,000,000

Amazon.com,

Inc

5.950 %

03/13/66

$

2,006,556

2,000,000

Amazon.com,

Inc

6.050 03/13/76

1,988,278

200,000

AutoNation,

Inc

3.800 11/15/27

197,534

1,500,000

AutoNation,

Inc

1.950 08/01/28

1,410,655

100,000

AutoNation,

Inc

4.750 06/01/30

99,289

425,000

AutoNation,

Inc

2.400 08/01/31

371,336

900,000

AutoNation,

Inc

3.850 03/01/32

836,824

325,000

AutoNation,

Inc

5.890 03/15/35

331,679

200,000

AutoZone,

Inc

3.750 04/18/29

195,666

500,000

AutoZone,

Inc

5.100 07/15/29

508,214

500,000

AutoZone,

Inc

4.000 04/15/30

487,962

500,000

AutoZone,

Inc

5.125 06/15/30

508,599

600,000

AutoZone,

Inc

1.650 01/15/31

520,815

225,000

AutoZone,

Inc

4.750 08/01/32

222,839

500,000

AutoZone,

Inc

4.750 02/01/33

492,360

1,000,000

AutoZone,

Inc

5.200 08/01/33

1,010,680

500,000

AutoZone,

Inc

6.550 11/01/33

544,205

500,000

AutoZone,

Inc

5.400 07/15/34

507,691

500,000

Best

Buy

Co,

Inc

4.450 10/01/28

500,044

500,000

Best

Buy

Co,

Inc

1.950 10/01/30

445,556

1,000,000

Chevron

USA,

Inc

4.050 08/13/28

1,001,214

1,000,000

Chevron

USA,

Inc

4.300 10/15/30

1,002,509

1,000,000

Chevron

USA,

Inc

4.500 10/15/32

1,002,567

1,000,000

Chevron

USA,

Inc

4.850 10/15/35

1,003,537

1,325,000

Cintas

Corp

No

4.000 05/01/32

1,285,266

1,000,000

Dell

International

LLC

3.375 12/15/41

745,563

1,000,000

(a) Dick's

Sporting

Goods,

Inc

3.150 01/15/32

908,927

1,000,000

Dick's

Sporting

Goods,

Inc

4.100 01/15/52

708,289

500,000

eBay,

Inc

5.950 11/22/27

511,461

1,200,000

eBay,

Inc

2.700 03/11/30

1,116,463

1,000,000

eBay,

Inc

2.600 05/10/31

902,436

500,000

eBay,

Inc

6.300 11/22/32

538,927

1,000,000

eBay,

Inc

5.125 11/06/35

986,238

200,000

eBay,

Inc

4.000 07/15/42

160,380

500,000

eBay,

Inc

3.650 05/10/51

351,531

1,500,000

Genuine

Parts

Co

1.875 11/01/30

1,292,582

275,000

Genuine

Parts

Co

2.750 02/01/32

238,349

1,000,000

HF

Sinclair

Corp

5.500 09/01/32

1,002,278

825,000

Home

Depot,

Inc

3.900 12/06/28

821,718

2,500,000

Home

Depot,

Inc

4.900 04/15/29

2,547,412

2,333,000

Home

Depot,

Inc

2.950 06/15/29

2,244,582

1,500,000

Home

Depot,

Inc

4.750 06/25/29

1,523,054

2,000,000

Home

Depot,

Inc

1.375 03/15/31

1,728,101

575,000

Home

Depot,

Inc

4.850 06/25/31

587,795

1,000,000

Home

Depot,

Inc

1.875 09/15/31

875,252

1,000,000

Home

Depot,

Inc

3.250 04/15/32

933,417

1,000,000

Home

Depot,

Inc

4.500 09/15/32

998,561

2,675,000

Home

Depot,

Inc

4.950 06/25/34

2,694,366

1,500,000

Home

Depot,

Inc

4.650 09/15/35

1,462,426

425,000

Home

Depot,

Inc

5.875 12/16/36

452,430

150,000

Home

Depot,

Inc

5.950 04/01/41

157,869

675,000

Home

Depot,

Inc

4.200 04/01/43

570,158

450,000

Home

Depot,

Inc

4.875 02/15/44

410,931

650,000

Home

Depot,

Inc

4.400 03/15/45

551,193

725,000

Home

Depot,

Inc

4.250 04/01/46

599,355

2,100,000

Home

Depot,

Inc

3.900 06/15/47

1,623,668

2,000,000

Home

Depot,

Inc

4.500 12/06/48

1,679,009

1,000,000

Home

Depot,

Inc

3.125 12/15/49

662,537

2,655,000

Home

Depot,

Inc

3.350 04/15/50

1,832,431

1,000,000

Home

Depot,

Inc

2.375 03/15/51

559,992

1,000,000

Home

Depot,

Inc

2.750 09/15/51

602,189

1,000,000

Home

Depot,

Inc

4.950 09/15/52

891,772

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

(continued)

$

675,000

Home

Depot,

Inc

3.500 %

09/15/56

$

460,524

500,000

JD.com,

Inc

3.375 01/14/30

483,560

500,000

JD.com,

Inc

4.125 01/14/50

409,409

750,000

LKQ

Corp

5.750 06/15/28

763,318

750,000

LKQ

Corp

6.250 06/15/33

772,653

1,500,000

Lowe's

Cos,

Inc

1.700 10/15/30

1,321,697

2,000,000

Lowe's

Cos,

Inc

4.250 03/15/31

1,962,873

1,800,000

Lowe's

Cos,

Inc

2.625 04/01/31

1,635,495

1,000,000

Lowe's

Cos,

Inc

3.750 04/01/32

946,247

2,000,000

Lowe's

Cos,

Inc

4.500 10/15/32

1,965,616

1,000,000

Lowe's

Cos,

Inc

5.000 04/15/33

1,005,210

1,650,000

Lowe's

Cos,

Inc

5.150 07/01/33

1,668,862

1,000,000

Lowe's

Cos,

Inc

4.850 10/15/35

973,834

700,000

Lowe's

Cos,

Inc

2.800 09/15/41

492,936

1,075,000

Lowe's

Cos,

Inc

3.700 04/15/46

791,783

2,000,000

Lowe's

Cos,

Inc

4.050 05/03/47

1,533,877

1,425,000

Lowe's

Cos,

Inc

4.550 04/05/49

1,167,194

1,320,000

Lowe's

Cos,

Inc

5.125 04/15/50

1,166,289

450,000

Lowe's

Cos,

Inc

3.000 10/15/50

278,038

1,000,000

Lowe's

Cos,

Inc

3.500 04/01/51

679,035

500,000

Lowe's

Cos,

Inc

4.250 04/01/52

383,233

1,000,000

Lowe's

Cos,

Inc

5.625 04/15/53

945,373

275,000

Lowe's

Cos,

Inc

5.750 07/01/53

265,016

1,000,000

Lowe's

Cos,

Inc

5.800 09/15/62

949,939

600,000

Lowe's

Cos,

Inc

5.850 04/01/63

574,331

1,000,000

O'Reilly

Automotive,

Inc

3.600 09/01/27

989,653

500,000

O'Reilly

Automotive,

Inc

3.900 06/01/29

491,850

1,000,000

O'Reilly

Automotive,

Inc

4.700 06/15/32

993,205

1,000,000

O'Reilly

Automotive,

Inc

5.000 08/19/34

988,932

100,000

O'Reilly

Automotive,

Inc

5.100 03/12/36

98,691

55,000

Ross

Stores,

Inc

4.700 04/15/27

55,018

500,000

Ross

Stores,

Inc

1.875 04/15/31

438,699

500,000

TJX

Cos,

Inc

1.600 05/15/31

437,002

650,000

Tractor

Supply

Co

1.750 11/01/30

572,988

1,000,000

Tractor

Supply

Co

5.250 05/15/33

1,015,324

375,000

Walmart,

Inc

4.350 04/28/30

378,599

1,000,000

Walmart,

Inc

4.900 04/28/35

1,013,975

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

139,162,568

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

Brunswick

Corp

2.400 08/18/31

867,105

500,000

Brunswick

Corp

4.400 09/15/32

470,411

1,000,000

DR

Horton,

Inc

5.500 10/15/35

1,014,726

1,000,000

Hasbro,

Inc

3.900 11/19/29

975,969

500,000

Hasbro,

Inc

4.650 03/12/31

493,760

500,000

Hasbro,

Inc

6.050 05/14/34

521,156

100,000

Hasbro,

Inc

6.350 03/15/40

104,138

200,000

Hasbro,

Inc

5.100 05/15/44

181,326

475,000

Leggett

&

Platt,

Inc

3.500 11/15/27

464,838

350,000

Leggett

&

Platt,

Inc

4.400 03/15/29

341,697

500,000

Leggett

&

Platt,

Inc

3.500 11/15/51

310,601

1,900,000

Lennar

Corp

4.750 11/29/27

1,902,914

1,000,000

Mattel,

Inc

5.000 11/17/30

993,839

500,000

MDC

Holdings,

Inc

3.966 08/06/61

329,158

1,000,000

(a) Meritage

Homes

Corp

5.650 03/15/35

998,910

500,000

Mohawk

Industries,

Inc

5.850 09/18/28

514,407

750,000

Mohawk

Industries,

Inc

3.625 05/15/30

718,943

300,000

NIKE,

Inc

3.625 05/01/43

233,398

825,000

NIKE,

Inc

3.875 11/01/45

645,663

200,000

NIKE,

Inc

3.375 11/01/46

143,302

2,440,000

NIKE,

Inc

3.375 03/27/50

1,697,047

1,000,000

NVR,

Inc

3.000 05/15/30

941,587

750,000

Polaris,

Inc

6.950 03/15/29

785,471

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DURABLES

&

APPAREL

-

0.1%

(continued)

$

1,000,000

PulteGroup,

Inc

4.250 %

03/01/31

$

977,303

1,000,000

PulteGroup,

Inc

4.900 03/01/36

966,070

1,000,000

PVH

Corp

5.500 06/13/30

1,007,429

1,000,000

Ralph

Lauren

Corp

5.000 06/15/32

1,015,535

161,000

Tapestry,

Inc

4.125 07/15/27

160,273

375,000

Tapestry,

Inc

5.100 03/11/30

378,895

450,000

Tapestry,

Inc

3.050 03/15/32

407,588

150,000

Tapestry,

Inc

5.500 03/11/35

150,259

1,500,000

Toll

Brothers

Finance

Corp

5.600 06/15/35

1,529,555

TOTAL

CONSUMER

DURABLES

&

APPAREL

22,243,273

CONSUMER

SERVICES

-

0.4%

1,000,000

Airbnb,

Inc

4.650 03/16/31

997,747

1,000,000

Airbnb,

Inc

5.250 03/16/36

1,001,013

750,000

American

University

3.672 04/01/49

556,053

900,000

Booking

Holdings,

Inc

3.550 03/15/28

888,355

1,000,000

Brown

University

2.924 09/01/50

648,694

1,000,000

Case

Western

Reserve

University

5.405 06/01/22

900,018

500,000

Choice

Hotels

International,

Inc

3.700 12/01/29

479,491

425,000

(a) Choice

Hotels

International,

Inc

5.850 08/01/34

428,623

1,000,000

Claremont

McKenna

College

3.775 01/01/22

645,073

330,000

(a) Cornell

University

4.835 06/15/34

332,176

1,500,000

Cornell

University

4.733 06/15/35

1,486,630

750,000

Darden

Restaurants,

Inc

4.550 10/15/29

748,660

500,000

Darden

Restaurants,

Inc

6.300 10/10/33

535,010

300,000

Darden

Restaurants,

Inc

4.550 02/15/48

240,255

500,000

Emory

University

2.143 09/01/30

454,511

500,000

Emory

University

2.969 09/01/50

326,501

750,000

Expedia

Group,

Inc

4.625 08/01/27

750,617

175,000

Expedia

Group,

Inc

3.800 02/15/28

172,633

750,000

Expedia

Group,

Inc

3.250 02/15/30

708,705

270,000

Expedia

Group,

Inc

2.950 03/15/31

247,361

1,000,000

(a) Expedia

Group,

Inc

5.400 02/15/35

992,066

100,000

Georgetown

University

4.315 04/01/49

81,701

500,000

Georgetown

University

2.943 04/01/50

318,657

200,000

(a) Georgetown

University

5.115 04/01/53

184,114

300,000

Georgetown

University

5.215 10/01/18

260,068

500,000

GLP

Capital

LP

5.250 02/15/33

490,119

1,500,000

GLP

Capital

LP

5.750 11/01/37

1,451,803

2,000,000

Howard

University

5.209 10/01/52

1,648,513

200,000

Hyatt

Hotels

Corp

4.375 09/15/28

198,500

500,000

Hyatt

Hotels

Corp

5.250 06/30/29

507,804

500,000

Hyatt

Hotels

Corp

5.375 12/15/31

506,060

500,000

Hyatt

Hotels

Corp

5.750 03/30/32

513,704

500,000

Hyatt

Hotels

Corp

5.500 06/30/34

505,014

500,000

Johns

Hopkins

University

4.705 07/01/32

505,628

750,000

Johns

Hopkins

University

2.813 01/01/60

433,688

1,000,000

Las

Vegas

Sands

Corp

6.000 08/15/29

1,027,739

500,000

Las

Vegas

Sands

Corp

6.000 06/14/30

514,273

1,000,000

Las

Vegas

Sands

Corp

6.200 08/15/34

1,024,686

500,000

Leland

Stanford

Junior

University

1.289 06/01/27

485,094

1,000,000

Leland

Stanford

Junior

University

4.679 03/01/35

995,493

300,000

Leland

Stanford

Junior

University

3.647 05/01/48

231,678

1,000,000

Leland

Stanford

Junior

University

2.413 06/01/50

593,999

1,000,000

(b) Maple

Parent

Holdings

Corp

5.050 03/26/31

995,773

1,000,000

(b) Maple

Parent

Holdings

Corp

5.700 03/26/36

993,588

1,000,000

Marriott

International,

Inc

2.850 04/15/31

915,697

1,500,000

Marriott

International,

Inc

4.500 10/15/31

1,482,506

1,000,000

Marriott

International,

Inc

5.100 04/15/32

1,015,795

1,000,000

Marriott

International,

Inc

3.500 10/15/32

919,646

1,000,000

Marriott

International,

Inc

4.500 05/01/33

966,217

1,000,000

Marriott

International,

Inc

2.750 10/15/33

864,243

1,000,000

Marriott

International,

Inc

5.300 05/15/34

1,009,299

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.4%

(continued)

$

500,000

Marriott

International,

Inc

5.350 %

03/15/35

$

503,255

1,000,000

Marriott

International,

Inc

5.500 04/15/37

995,623

1,000,000

Marriott

International,

Inc

5.100 05/01/38

950,690

1,500,000

Massachusetts

Institute

of

Technology

2.989 07/01/50

993,162

1,000,000

Massachusetts

Institute

of

Technology

2.294 07/01/51

561,648

405,000

Massachusetts

Institute

of

Technology

5.618 06/01/55

410,369

750,000

Massachusetts

Institute

of

Technology

5.600 07/01/11

734,262

200,000

Massachusetts

Institute

of

Technology

4.678 07/01/14

164,066

300,000

Massachusetts

Institute

of

Technology

3.885 07/01/16

203,958

775,000

McDonald's

Corp

3.800 04/01/28

769,509

1,500,000

McDonald's

Corp

4.400 02/12/31

1,495,583

200,000

McDonald's

Corp

4.600 09/09/32

200,359

1,500,000

McDonald's

Corp

4.950 08/14/33

1,525,377

1,000,000

McDonald's

Corp

5.200 05/17/34

1,022,471

1,500,000

McDonald's

Corp

4.950 03/03/35

1,492,149

2,225,000

McDonald's

Corp

4.700 12/09/35

2,179,524

250,000

McDonald's

Corp

6.300 10/15/37

274,031

100,000

McDonald's

Corp

6.300 03/01/38

109,030

250,000

McDonald's

Corp

4.600 05/26/45

215,485

1,275,000

McDonald's

Corp

4.875 12/09/45

1,136,156

725,000

McDonald's

Corp

4.450 03/01/47

604,638

625,000

McDonald's

Corp

4.450 09/01/48

516,187

825,000

McDonald's

Corp

3.625 09/01/49

593,768

1,350,000

McDonald's

Corp

4.200 04/01/50

1,064,005

500,000

McDonald's

Corp

5.150 09/09/52

451,748

1,000,000

McDonald's

Corp

5.450 08/14/53

948,346

750,000

Northeastern

University

2.894 10/01/50

487,921

200,000

Northwestern

University

3.868 12/01/48

156,683

750,000

Northwestern

University

2.640 12/01/50

460,378

200,000

Northwestern

University

3.662 12/01/57

143,885

750,000

President

and

Fellows

of

Harvard

College

5.259 03/15/36

775,616

200,000

President

and

Fellows

of

Harvard

College

3.150 07/15/46

143,070

1,000,000

President

and

Fellows

of

Harvard

College

2.517 10/15/50

601,885

1,000,000

President

and

Fellows

of

Harvard

College

3.745 11/15/52

757,154

200,000

President

and

Fellows

of

Harvard

College

3.300 07/15/56

135,784

1,000,000

Royal

Caribbean

Cruises

Ltd

5.375 01/15/36

982,447

1,000,000

Royal

Caribbean

Cruises

Ltd

5.250 02/27/38

951,315

3,500,000

Sands

China

Ltd

5.400 08/08/28

3,526,225

750,000

Starbucks

Corp

3.550 08/15/29

730,761

1,500,000

Starbucks

Corp

2.550 11/15/30

1,372,045

750,000

(a) Starbucks

Corp

4.900 02/15/31

758,297

1,250,000

Starbucks

Corp

3.000 02/14/32

1,138,975

1,000,000

Starbucks

Corp

4.800 02/15/33

996,123

500,000

Starbucks

Corp

5.000 02/15/34

502,478

200,000

Starbucks

Corp

4.300 06/15/45

163,134

200,000

Starbucks

Corp

3.750 12/01/47

146,961

650,000

Starbucks

Corp

4.500 11/15/48

536,254

1,000,000

Starbucks

Corp

4.450 08/15/49

815,036

500,000

Starbucks

Corp

3.350 03/12/50

336,993

652,000

Thomas

Jefferson

University

3.847 11/01/57

453,187

500,000

Trustees

of

Boston

College

3.129 07/01/52

338,010

1,000,000

Trustees

of

Columbia

University

in

the

City

of

New

York

4.355 10/01/35

967,992

880,000

Trustees

of

Dartmouth

College

4.273 06/01/30

879,471

1,000,000

Trustees

of

Princeton

University

2.516 07/01/50

615,292

665,000

Trustees

of

Princeton

University

4.201 03/01/52

543,580

1,000,000

University

of

Miami

4.063 04/01/52

776,393

200,000

University

of

Notre

Dame

du

Lac

3.438 02/15/45

152,566

200,000

University

of

Notre

Dame

du

Lac

3.394 02/15/48

146,723

1,000,000

University

of

Southern

California

2.945 10/01/51

641,353

720,000

University

of

Southern

California

4.976 10/01/53

657,670

1,000,000

University

of

Southern

California

3.226 10/01/20

554,592

1,000,000

Washington

University

3.524 04/15/54

715,165

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.4%

(continued)

$

500,000

Washington

University

4.349 %

04/15/22

$

372,127

200,000

Wesleyan

University

4.781 07/01/16

154,306

200,000

William

Marsh

Rice

University

3.574 05/15/45

156,480

200,000

William

Marsh

Rice

University

3.774 05/15/55

150,072

750,000

Yale

University

4.701 04/15/32

762,845

750,000

Yale

University

2.402 04/15/50

440,849

TOTAL

CONSUMER

SERVICES

81,394,783

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

20,000

Ahold

Finance

USA

LLC

6.875 05/01/29

21,354

725,000

Costco

Wholesale

Corp

1.600 04/20/30

656,042

1,800,000

Costco

Wholesale

Corp

1.750 04/20/32

1,555,712

1,500,000

CVS

Health

Corp

5.000 09/15/32

1,501,203

1,000,000

CVS

Health

Corp

6.250 09/15/65

975,904

1,900,000

Diageo

Capital

plc

2.125 04/29/32

1,639,017

500,000

Dollar

General

Corp

4.125 05/01/28

496,649

500,000

Dollar

General

Corp

3.500 04/03/30

476,079

500,000

Dollar

General

Corp

5.000 11/01/32

496,838

1,000,000

Dollar

General

Corp

5.450 07/05/33

1,011,651

500,000

Dollar

General

Corp

4.125 04/03/50

375,074

500,000

Dollar

General

Corp

5.500 11/01/52

462,931

500,000

Dollar

Tree,

Inc

4.200 05/15/28

496,627

1,000,000

Dollar

Tree,

Inc

2.650 12/01/31

889,526

500,000

Dollar

Tree,

Inc

3.375 12/01/51

324,185

1,000,000

JBS

NV

5.950 04/20/35

1,038,064

1,000,000

JBS

NV

5.500 01/15/36

1,000,460

1,000,000

JBS

NV

6.375 02/25/55

996,544

1,000,000

JBS

NV

6.250 03/01/56

980,301

1,000,000

JBS

NV

6.375 04/15/66

981,262

69,000

Koninklijke

Ahold

Delhaize

NV

5.700 10/01/40

68,953

175,000

Kroger

Co

3.700 08/01/27

173,550

1,150,000

Kroger

Co

4.500 01/15/29

1,154,853

250,000

Kroger

Co

2.200 05/01/30

228,176

1,500,000

Kroger

Co

1.700 01/15/31

1,310,649

100,000

Kroger

Co

6.900 04/15/38

113,273

250,000

Kroger

Co

5.000 04/15/42

232,124

300,000

Kroger

Co

5.150 08/01/43

278,022

300,000

Kroger

Co

3.875 10/15/46

226,383

900,000

Kroger

Co

4.450 02/01/47

738,923

700,000

Kroger

Co

4.650 01/15/48

586,225

300,000

Kroger

Co

5.400 01/15/49

278,984

500,000

Kroger

Co

3.950 01/15/50

371,677

1,550,000

Kroger

Co

5.500 09/15/54

1,439,452

1,700,000

Kroger

Co

5.650 09/15/64

1,576,225

500,000

Starbucks

Corp

4.800 05/15/30

506,107

500,000

Starbucks

Corp

5.400 05/15/35

511,226

1,000,000

SYSCO

Corp

2.400 02/15/30

916,061

332,000

SYSCO

Corp

5.950 04/01/30

344,818

500,000

SYSCO

Corp

5.100 09/23/30

503,973

1,000,000

SYSCO

Corp

4.400 07/25/31

969,855

400,000

SYSCO

Corp

2.450 12/14/31

349,586

1,275,000

SYSCO

Corp

6.000 01/17/34

1,331,113

400,000

SYSCO

Corp

5.400 03/23/35

397,091

1,000,000

SYSCO

Corp

4.950 03/25/36

953,316

300,000

SYSCO

Corp

4.850 10/01/45

254,924

500,000

SYSCO

Corp

4.500 04/01/46

404,240

250,000

SYSCO

Corp

4.450 03/15/48

197,292

905,000

SYSCO

Corp

6.600 04/01/50

935,130

600,000

Target

Corp

2.350 02/15/30

559,164

2,000,000

Target

Corp

2.650 09/15/30

1,858,862

1,000,000

(a) Target

Corp

4.400 01/15/33

993,981

875,000

Target

Corp

4.500 09/15/34

851,820

500,000

(a) Target

Corp

5.000 04/15/35

501,981

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

(continued)

$

1,000,000

Target

Corp

5.250 %

02/15/36

$

1,011,736

1,000,000

(a) Target

Corp

2.950 01/15/52

628,956

1,500,000

(a) Target

Corp

4.800 01/15/53

1,318,176

3,000,000

Walmart,

Inc

3.900 04/15/28

2,997,591

21,000

Walmart,

Inc

2.375 09/24/29

19,847

1,750,000

Walmart,

Inc

1.800 09/22/31

1,550,320

5,000,000

Walmart,

Inc

4.150 09/09/32

4,980,508

900,000

Walmart,

Inc

4.100 04/15/33

886,145

825,000

Walmart,

Inc

2.500 09/22/41

591,618

1,500,000

Walmart,

Inc

2.650 09/22/51

921,875

2,500,000

Walmart,

Inc

4.500 09/09/52

2,155,515

1,850,000

Walmart,

Inc

4.500 04/15/53

1,600,954

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

57,156,673

ENERGY

-

1.7%

1,000,000

Antero

Resources

Corp

5.400 02/01/36

983,362

1,000,000

APA

Corp

6.100 02/15/35

1,026,768

750,000

APA

Corp

5.350 07/01/49

631,990

1,000,000

APA

Corp

6.750 02/15/55

1,002,053

1,000,000

Baker

Hughes

Holdings

LLC

3.138 11/07/29

962,856

500,000

Baker

Hughes

Holdings

LLC

4.486 05/01/30

500,456

2,000,000

Baker

Hughes

Holdings

LLC

4.350 06/15/31

1,973,777

950,000

Baker

Hughes

Holdings

LLC

4.650 06/15/33

935,014

1,525,000

Baker

Hughes

Holdings

LLC

5.000 06/15/36

1,497,249

800,000

Baker

Hughes

Holdings

LLC

5.125 09/15/40

765,534

875,000

Baker

Hughes

Holdings

LLC

4.080 12/15/47

687,164

2,000,000

Baker

Hughes

Holdings

LLC

5.850 06/15/56

1,957,084

450,000

Boardwalk

Pipelines

LP

4.450 07/15/27

449,509

1,000,000

Boardwalk

Pipelines

LP

3.600 09/01/32

921,356

1,000,000

Boardwalk

Pipelines

LP

5.625 08/01/34

1,024,693

500,000

Boardwalk

Pipelines

LP

5.375 02/15/36

491,954

1,300,000

BP

Capital

Markets

America,

Inc

4.234 11/06/28

1,300,342

1,500,000

BP

Capital

Markets

America,

Inc

4.699 04/10/29

1,517,697

1,000,000

BP

Capital

Markets

America,

Inc

1.749 08/10/30

894,594

2,000,000

BP

Capital

Markets

America,

Inc

2.721 01/12/32

1,807,257

2,350,000

BP

Capital

Markets

America,

Inc

4.812 02/13/33

2,357,605

850,000

BP

Capital

Markets

America,

Inc

4.893 09/11/33

854,333

900,000

BP

Capital

Markets

America,

Inc

4.989 04/10/34

906,233

3,000,000

BP

Capital

Markets

America,

Inc

5.227 11/17/34

3,061,629

1,000,000

BP

Capital

Markets

America,

Inc

3.060 06/17/41

751,560

1,000,000

BP

Capital

Markets

America,

Inc

3.000 02/24/50

642,777

950,000

BP

Capital

Markets

America,

Inc

2.772 11/10/50

583,362

1,500,000

BP

Capital

Markets

America,

Inc

2.939 06/04/51

945,712

1,000,000

BP

Capital

Markets

America,

Inc

3.001 03/17/52

632,793

1,000,000

BP

Capital

Markets

America,

Inc

3.379 02/08/61

641,841

1,500,000

Canadian

Natural

Resources

Ltd

2.950 07/15/30

1,410,970

1,500,000

(a) Canadian

Natural

Resources

Ltd

5.400 12/15/34

1,517,390

1,625,000

Canadian

Natural

Resources

Ltd

6.250 03/15/38

1,709,149

800,000

Canadian

Natural

Resources

Ltd

4.950 06/01/47

697,615

1,200,000

Cenovus

Energy,

Inc

2.650 01/15/32

1,066,933

1,000,000

Cenovus

Energy,

Inc

5.400 03/20/36

994,839

1,425,000

Cenovus

Energy,

Inc

3.750 02/15/52

994,359

1,700,000

Cheniere

Corpus

Christi

Holdings

LLC

3.700 11/15/29

1,651,638

500,000

Cheniere

Corpus

Christi

Holdings

LLC

2.742 12/31/39

422,800

1,000,000

Cheniere

Energy

Partners

LP

4.500 10/01/29

995,626

1,000,000

Cheniere

Energy

Partners

LP

4.000 03/01/31

959,925

1,000,000

Cheniere

Energy

Partners

LP

3.250 01/31/32

911,410

2,350,000

Cheniere

Energy

Partners

LP

5.950 06/30/33

2,463,530

675,000

Cheniere

Energy

Partners

LP

5.550 10/30/35

687,385

2,100,000

Cheniere

Energy,

Inc

5.650 04/15/34

2,162,006

200,000

(b) Cheniere

Energy,

Inc

5.200 07/30/36

197,957

500,000

(b) Cheniere

Energy,

Inc

6.000 07/30/56

498,228

1,600,000

Chevron

Corp

2.236 05/11/30

1,477,198

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

500,000

Chevron

Corp

3.078 %

05/11/50

$

336,798

1,000,000

Chevron

USA,

Inc

4.475 02/26/28

1,007,569

1,000,000

Chevron

USA,

Inc

4.819 04/15/32

1,020,406

1,250,000

Chevron

USA,

Inc

4.980 04/15/35

1,265,998

250,000

Chevron

USA,

Inc

2.343 08/12/50

143,880

300,000

Columbia

Pipeline

Group,

Inc

5.800 06/01/45

292,528

750,000

ConocoPhillips

5.900 10/15/32

805,800

1,500,000

ConocoPhillips

Co

4.700 01/15/30

1,513,298

1,000,000

ConocoPhillips

Co

4.850 01/15/32

1,015,755

875,000

ConocoPhillips

Co

5.050 09/15/33

888,628

1,500,000

ConocoPhillips

Co

5.000 01/15/35

1,505,287

1,700,000

ConocoPhillips

Co

3.758 03/15/42

1,368,402

300,000

ConocoPhillips

Co

4.300 11/15/44

251,145

850,000

ConocoPhillips

Co

3.800 03/15/52

620,964

400,000

ConocoPhillips

Co

5.300 05/15/53

370,162

575,000

ConocoPhillips

Co

5.550 03/15/54

550,938

1,612,000

ConocoPhillips

Co

4.025 03/15/62

1,161,195

1,500,000

ConocoPhillips

Co

5.700 09/15/63

1,443,604

1,000,000

ConocoPhillips

Co

5.650 01/15/65

950,888

1,500,000

Continental

Resources,

Inc

4.375 01/15/28

1,489,834

500,000

Coterra

Energy,

Inc

5.600 03/15/34

511,705

1,000,000

Coterra

Energy,

Inc

5.400 02/15/35

1,003,189

1,000,000

Coterra

Energy,

Inc

5.900 02/15/55

952,175

1,000,000

DCP

Midstream

Operating

LP

5.625 07/15/27

1,012,993

1,000,000

DCP

Midstream

Operating

LP

5.125 05/15/29

1,017,551

1,000,000

Deere

Funding

Canada

Corp

4.150 10/09/30

987,131

1,000,000

(a) Devon

Energy

Corp

5.200 09/15/34

1,002,505

885,000

Devon

Energy

Corp

5.600 07/15/41

855,356

700,000

Devon

Energy

Corp

4.750 05/15/42

614,388

1,100,000

Devon

Energy

Corp

5.000 06/15/45

965,708

1,000,000

Devon

Energy

Corp

5.750 09/15/54

939,770

650,000

Diamondback

Energy,

Inc

3.125 03/24/31

602,631

1,000,000

Diamondback

Energy,

Inc

6.250 03/15/33

1,066,980

825,000

Diamondback

Energy,

Inc

5.400 04/18/34

837,537

325,000

Diamondback

Energy,

Inc

5.550 04/01/35

331,669

1,000,000

Diamondback

Energy,

Inc

4.400 03/24/51

796,760

450,000

Diamondback

Energy,

Inc

4.250 03/15/52

348,270

1,000,000

Diamondback

Energy,

Inc

6.250 03/15/53

1,011,381

1,500,000

Diamondback

Energy,

Inc

5.750 04/18/54

1,418,614

1,000,000

Diamondback

Energy,

Inc

5.900 04/18/64

946,239

1,000,000

Eastern

Energy

Gas

Holdings

LLC

6.200 01/15/55

1,013,503

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.800 11/01/43

174,715

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.600 12/15/44

170,643

300,000

Enbridge

Energy

Partners

LP

5.500 09/15/40

292,644

200,000

Enbridge

Energy

Partners

LP

7.375 10/15/45

228,852

100,000

Enbridge,

Inc

3.700 07/15/27

99,049

425,000

Enbridge,

Inc

4.600 06/20/28

426,110

500,000

Enbridge,

Inc

5.300 04/05/29

510,290

1,000,000

Enbridge,

Inc

6.200 11/15/30

1,058,943

1,500,000

Enbridge,

Inc

4.850 03/27/31

1,506,062

500,000

Enbridge,

Inc

5.700 03/08/33

517,943

350,000

Enbridge,

Inc

5.625 04/05/34

361,021

1,500,000

Enbridge,

Inc

5.550 06/20/35

1,532,096

600,000

Enbridge,

Inc

5.200 11/20/35

597,770

650,000

Enbridge,

Inc

5.450 03/27/36

655,601

300,000

Enbridge,

Inc

4.500 06/10/44

250,004

925,000

Enbridge,

Inc

5.500 12/01/46

882,271

1,000,000

Enbridge,

Inc

4.000 11/15/49

754,469

500,000

Enbridge,

Inc

3.400 08/01/51

335,388

1,000,000

Enbridge,

Inc

6.700 11/15/53

1,085,236

1,700,000

Enbridge,

Inc

5.950 04/05/54

1,688,166

750,000

Enbridge,

Inc

7.200 06/27/54

788,822

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

750,000

(a) Enbridge,

Inc

7.375 %

03/15/55

$

787,899

350,000

Energy

Transfer

LP

4.950 06/15/28

353,534

1,000,000

Energy

Transfer

LP

5.250 07/01/29

1,021,870

450,000

Energy

Transfer

LP

5.200 04/01/30

460,045

3,125,000

Energy

Transfer

LP

3.750 05/15/30

3,020,805

1,000,000

Energy

Transfer

LP

6.400 12/01/30

1,068,312

2,100,000

Energy

Transfer

LP

5.750 02/15/33

2,184,005

1,550,000

Energy

Transfer

LP

6.550 12/01/33

1,673,476

2,400,000

Energy

Transfer

LP

5.550 05/15/34

2,443,841

1,000,000

Energy

Transfer

LP

5.600 09/01/34

1,019,165

400,000

Energy

Transfer

LP

4.900 03/15/35

386,865

125,000

Energy

Transfer

LP

5.350 01/15/36

124,132

500,000

Energy

Transfer

LP

5.800 06/15/38

505,422

140,000

Energy

Transfer

LP

7.500 07/01/38

160,380

650,000

Energy

Transfer

LP

6.500 02/01/42

677,488

100,000

Energy

Transfer

LP

6.100 02/15/42

98,974

200,000

Energy

Transfer

LP

5.150 02/01/43

177,021

200,000

Energy

Transfer

LP

5.950 10/01/43

194,439

300,000

Energy

Transfer

LP

5.300 04/01/44

268,806

100,000

Energy

Transfer

LP

5.000 05/15/44

87,053

550,000

Energy

Transfer

LP

5.150 03/15/45

478,728

200,000

Energy

Transfer

LP

5.350 05/15/45

178,793

625,000

Energy

Transfer

LP

6.125 12/15/45

610,659

500,000

Energy

Transfer

LP

5.300 04/15/47

441,190

1,225,000

Energy

Transfer

LP

5.400 10/01/47

1,088,537

1,025,000

Energy

Transfer

LP

6.000 06/15/48

983,898

2,750,000

Energy

Transfer

LP

6.250 04/15/49

2,697,000

1,000,000

Energy

Transfer

LP

5.000 05/15/50

829,876

1,400,000

Energy

Transfer

LP

5.950 05/15/54

1,312,746

2,000,000

Energy

Transfer

LP

6.200 04/01/55

1,941,712

500,000

Energy

Transfer

LP

6.300 01/15/56

492,343

750,000

Enterprise

Products

Operating

LLC

2.800 01/31/30

707,005

1,500,000

Enterprise

Products

Operating

LLC

4.600 01/15/31

1,502,448

1,500,000

Enterprise

Products

Operating

LLC

5.350 01/31/33

1,547,157

1,500,000

Enterprise

Products

Operating

LLC

4.850 01/31/34

1,497,197

1,000,000

Enterprise

Products

Operating

LLC

4.950 02/15/35

996,922

1,225,000

Enterprise

Products

Operating

LLC

5.200 01/15/36

1,231,571

480,000

Enterprise

Products

Operating

LLC

6.125 10/15/39

510,708

175,000

Enterprise

Products

Operating

LLC

5.950 02/01/41

182,582

525,000

Enterprise

Products

Operating

LLC

4.850 08/15/42

477,908

325,000

Enterprise

Products

Operating

LLC

4.450 02/15/43

280,874

1,775,000

Enterprise

Products

Operating

LLC

4.850 03/15/44

1,602,023

775,000

Enterprise

Products

Operating

LLC

5.100 02/15/45

716,049

500,000

Enterprise

Products

Operating

LLC

4.900 05/15/46

447,009

675,000

Enterprise

Products

Operating

LLC

4.250 02/15/48

543,652

2,475,000

Enterprise

Products

Operating

LLC

4.800 02/01/49

2,156,084

950,000

Enterprise

Products

Operating

LLC

4.200 01/31/50

755,080

1,000,000

Enterprise

Products

Operating

LLC

3.200 02/15/52

651,784

1,425,000

Enterprise

Products

Operating

LLC

3.300 02/15/53

941,476

200,000

Enterprise

Products

Operating

LLC

4.950 10/15/54

175,401

1,625,000

Enterprise

Products

Operating

LLC

3.950 01/31/60

1,173,638

700,000

Enterprise

Products

Operating

LLC

5.250 08/16/77

693,759

100,000

Enterprise

Products

Operating

LLC

6.900 08/16/77

99,756

400,000

Enterprise

Products

Operating

LLC

5.375 02/15/78

396,132

500,000

EOG

Resources,

Inc

4.375 04/15/30

498,488

225,000

EOG

Resources,

Inc

4.400 01/15/31

223,397

1,500,000

EOG

Resources,

Inc

5.000 07/15/32

1,518,664

200,000

EOG

Resources,

Inc

3.900 04/01/35

183,982

1,500,000

EOG

Resources,

Inc

5.350 01/15/36

1,522,237

500,000

EOG

Resources,

Inc

4.950 04/15/50

442,161

1,250,000

EOG

Resources,

Inc

5.950 07/15/55

1,269,295

2,000,000

EQT

Corp

5.750 02/01/34

2,061,867

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

1,000,000

Equinor

ASA

4.250 %

06/02/28

$

1,002,424

1,500,000

Equinor

ASA

3.625 09/10/28

1,486,235

300,000

Equinor

ASA

3.125 04/06/30

286,923

1,175,000

Equinor

ASA

2.375 05/22/30

1,085,509

1,250,000

Equinor

ASA

4.500 09/03/30

1,256,652

1,000,000

Equinor

ASA

5.125 06/03/35

1,018,096

1,000,000

Equinor

ASA

4.750 11/14/35

984,617

300,000

Equinor

ASA

3.625 04/06/40

250,587

200,000

Equinor

ASA

5.100 08/17/40

195,938

400,000

Equinor

ASA

4.250 11/23/41

346,470

300,000

Equinor

ASA

3.950 05/15/43

246,360

1,300,000

Equinor

ASA

4.800 11/08/43

1,191,486

750,000

Equinor

ASA

3.250 11/18/49

515,784

1,300,000

Equinor

ASA

3.700 04/06/50

970,886

2,500,000

Expand

Energy

Corp

5.700 01/15/35

2,539,127

1,000,000

Exxon

Mobil

Corp

2.440 08/16/29

951,705

750,000

Exxon

Mobil

Corp

3.482 03/19/30

729,556

750,000

Exxon

Mobil

Corp

2.610 10/15/30

700,663

1,000,000

Exxon

Mobil

Corp

2.995 08/16/39

794,375

2,250,000

Exxon

Mobil

Corp

4.227 03/19/40

2,035,990

500,000

Exxon

Mobil

Corp

3.567 03/06/45

386,565

1,225,000

Exxon

Mobil

Corp

4.114 03/01/46

1,009,753

1,400,000

Exxon

Mobil

Corp

3.095 08/16/49

944,670

2,100,000

Exxon

Mobil

Corp

4.327 03/19/50

1,746,145

2,800,000

Exxon

Mobil

Corp

3.452 04/15/51

1,994,381

750,000

(b) FedEx

Freight

Holding

Co,

Inc

4.650 03/15/31

737,149

750,000

(b) FedEx

Freight

Holding

Co,

Inc

4.950 03/15/33

731,476

500,000

Halliburton

Co

4.850 11/15/35

486,240

125,000

Halliburton

Co

6.700 09/15/38

137,060

125,000

Halliburton

Co

7.450 09/15/39

146,204

750,000

Halliburton

Co

4.750 08/01/43

655,566

2,825,000

Halliburton

Co

5.000 11/15/45

2,505,708

1,000,000

Helmerich

&

Payne,

Inc

2.900 09/29/31

891,881

500,000

Helmerich

&

Payne,

Inc

5.500 12/01/34

491,531

200,000

Hess

Corp

6.000 01/15/40

211,507

1,190,000

Hess

Corp

5.600 02/15/41

1,208,970

900,000

Hess

Corp

5.800 04/01/47

907,851

1,000,000

HF

Sinclair

Corp

5.750 01/15/31

1,021,745

1,000,000

HF

Sinclair

Corp

6.250 01/15/35

1,032,527

300,000

Kinder

Morgan

Energy

Partners

LP

6.950 01/15/38

334,911

535,000

Kinder

Morgan

Energy

Partners

LP

6.500 09/01/39

570,817

400,000

Kinder

Morgan

Energy

Partners

LP

4.700 11/01/42

350,060

500,000

Kinder

Morgan

Energy

Partners

LP

5.000 03/01/43

448,159

400,000

Kinder

Morgan

Energy

Partners

LP

5.500 03/01/44

377,792

200,000

Kinder

Morgan

Energy

Partners

LP

5.400 09/01/44

185,833

2,825,000

Kinder

Morgan,

Inc

4.300 03/01/28

2,821,405

1,000,000

Kinder

Morgan,

Inc

5.100 08/01/29

1,020,354

450,000

Kinder

Morgan,

Inc

2.000 02/15/31

398,171

300,000

Kinder

Morgan,

Inc

7.750 01/15/32

343,980

1,250,000

Kinder

Morgan,

Inc

4.800 02/01/33

1,239,862

1,000,000

Kinder

Morgan,

Inc

5.200 06/01/33

1,016,546

1,000,000

Kinder

Morgan,

Inc

5.400 02/01/34

1,022,725

1,800,000

Kinder

Morgan,

Inc

5.300 12/01/34

1,813,871

300,000

(a) Kinder

Morgan,

Inc

5.850 06/01/35

314,387

1,600,000

Kinder

Morgan,

Inc

5.550 06/01/45

1,526,121

2,325,000

Kinder

Morgan,

Inc

5.200 03/01/48

2,098,309

500,000

Kinder

Morgan,

Inc

3.250 08/01/50

324,740

1,500,000

Kinder

Morgan,

Inc

3.600 02/15/51

1,036,045

1,000,000

Kinder

Morgan,

Inc

5.950 08/01/54

992,115

1,500,000

Magellan

Midstream

Partners

LP

3.950 03/01/50

1,062,894

200,000

Marathon

Petroleum

Corp

3.800 04/01/28

197,667

500,000

Marathon

Petroleum

Corp

5.700 03/01/35

513,301

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

1,300,000

Marathon

Petroleum

Corp

6.500 %

03/01/41

$

1,383,734

450,000

Marathon

Petroleum

Corp

4.750 09/15/44

382,592

250,000

Marathon

Petroleum

Corp

5.850 12/15/45

240,490

600,000

Marathon

Petroleum

Corp

4.500 04/01/48

475,996

200,000

Marathon

Petroleum

Corp

5.000 09/15/54

167,598

475,000

MPLX

LP

4.000 03/15/28

471,172

500,000

MPLX

LP

4.950 09/01/32

497,733

1,500,000

MPLX

LP

5.000 01/15/33

1,488,995

1,000,000

MPLX

LP

5.000 03/01/33

994,384

1,050,000

MPLX

LP

5.500 06/01/34

1,060,806

1,500,000

MPLX

LP

5.400 04/01/35

1,498,489

1,500,000

MPLX

LP

5.400 09/15/35

1,493,295

1,000,000

MPLX

LP

5.300 04/01/36

985,694

975,000

MPLX

LP

4.500 04/15/38

876,159

375,000

MPLX

LP

5.200 03/01/47

331,309

825,000

MPLX

LP

4.700 04/15/48

670,561

850,000

MPLX

LP

5.500 02/15/49

768,255

2,000,000

MPLX

LP

4.950 03/14/52

1,660,319

1,000,000

MPLX

LP

6.100 04/01/56

972,311

1,600,000

MPLX

LP

4.900 04/15/58

1,295,021

500,000

National

Oilwell

Varco,

Inc

3.600 12/01/29

482,841

800,000

National

Oilwell

Varco,

Inc

3.950 12/01/42

628,587

1,423,000

Occidental

Petroleum

Corp

6.625 09/01/30

1,530,196

1,500,000

Occidental

Petroleum

Corp

7.500 05/01/31

1,669,527

1,000,000

Occidental

Petroleum

Corp

5.375 01/01/32

1,014,983

1,000,000

(a) Occidental

Petroleum

Corp

5.550 10/01/34

1,016,961

1,500,000

Occidental

Petroleum

Corp

6.450 09/15/36

1,602,749

1,500,000

Occidental

Petroleum

Corp

6.600 03/15/46

1,553,691

1,150,000

Occidental

Petroleum

Corp

6.050 10/01/54

1,118,259

130,000

ONEOK

Partners

LP

6.650 10/01/36

140,015

250,000

ONEOK

Partners

LP

6.850 10/15/37

272,309

100,000

ONEOK

Partners

LP

6.125 02/01/41

101,543

750,000

ONEOK,

Inc

5.650 11/01/28

770,013

325,000

ONEOK,

Inc

4.350 03/15/29

323,032

500,000

ONEOK,

Inc

3.400 09/01/29

480,897

1,000,000

ONEOK,

Inc

4.400 10/15/29

993,400

500,000

ONEOK,

Inc

3.100 03/15/30

471,490

475,000

ONEOK,

Inc

3.250 06/01/30

447,854

750,000

ONEOK,

Inc

5.800 11/01/30

780,568

175,000

ONEOK,

Inc

6.350 01/15/31

185,939

1,000,000

ONEOK,

Inc

4.750 10/15/31

989,377

1,000,000

ONEOK,

Inc

4.950 10/15/32

991,899

825,000

ONEOK,

Inc

6.100 11/15/32

869,119

1,500,000

ONEOK,

Inc

6.050 09/01/33

1,572,935

1,000,000

ONEOK,

Inc

5.050 11/01/34

972,696

225,000

ONEOK,

Inc

4.250 09/15/46

171,712

425,000

ONEOK,

Inc

4.200 10/03/47

319,839

525,000

ONEOK,

Inc

4.850 02/01/49

431,357

1,000,000

ONEOK,

Inc

4.450 09/01/49

788,603

500,000

ONEOK,

Inc

4.500 03/15/50

388,508

300,000

ONEOK,

Inc

7.150 01/15/51

323,514

1,500,000

ONEOK,

Inc

5.700 11/01/54

1,368,490

1,500,000

ONEOK,

Inc

5.850 11/01/64

1,366,870

1,000,000

Ovintiv,

Inc

6.250 07/15/33

1,055,124

1,000,000

Ovintiv,

Inc

6.500 08/15/34

1,065,741

1,000,000

Ovintiv,

Inc

7.100 07/15/53

1,081,039

500,000

Patterson-UTI

Energy,

Inc

7.150 10/01/33

537,410

738,000

Phillips

4.650 11/15/34

713,316

125,000

Phillips

5.875 05/01/42

125,215

2,375,000

Phillips

4.875 11/15/44

2,063,165

825,000

Phillips

3.300 03/15/52

531,570

675,000

Phillips

Co

3.750 03/01/28

667,749

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

500,000

Phillips

Co

3.150 %

12/15/29

$

476,946

1,125,000

Phillips

Co

5.300 06/30/33

1,143,746

1,000,000

Phillips

Co

4.950 03/15/35

984,630

425,000

Phillips

Co

4.680 02/15/45

357,936

350,000

Phillips

Co

4.900 10/01/46

303,122

500,000

Phillips

Co

5.650 06/15/54

466,388

1,000,000

Phillips

Co

5.500 03/15/55

916,646

575,000

Phillips

Co

6.200 03/15/56

572,417

1,750,000

Pioneer

Natural

Resources

Co

2.150 01/15/31

1,577,083

1,000,000

Plains

All

American

Pipeline

LP

3.800 09/15/30

963,570

1,750,000

Plains

All

American

Pipeline

LP

5.700 09/15/34

1,787,564

1,000,000

Plains

All

American

Pipeline

LP

5.950 06/15/35

1,032,498

1,500,000

Plains

All

American

Pipeline

LP

5.600 01/15/36

1,504,861

100,000

Plains

All

American

Pipeline

LP

6.650 01/15/37

107,782

250,000

Plains

All

American

Pipeline

LP

5.150 06/01/42

224,324

300,000

Plains

All

American

Pipeline

LP

4.700 06/15/44

253,478

300,000

Plains

All

American

Pipeline

LP

4.900 02/15/45

259,868

550,000

Sabine

Pass

Liquefaction

LLC

4.200 03/15/28

547,716

943,970

Sabine

Pass

Liquefaction

LLC

5.900 09/15/37

984,248

2,500,000

Shell

Finance

US,

Inc

2.375 11/07/29

2,345,078

1,000,000

Shell

Finance

US,

Inc

2.750 04/06/30

941,487

1,000,000

Shell

Finance

US,

Inc

4.125 11/06/30

990,188

500,000

Shell

Finance

US,

Inc

4.125 05/11/35

474,069

1,000,000

Shell

Finance

US,

Inc

4.750 01/06/36

983,089

350,000

(b) Shell

Finance

US,

Inc

6.375 12/15/38

384,923

100,000

(b) Shell

Finance

US,

Inc

5.500 03/25/40

100,895

1,200,000

Shell

Finance

US,

Inc

4.550 08/12/43

1,056,098

2,025,000

Shell

Finance

US,

Inc

4.375 05/11/45

1,721,868

650,000

Shell

Finance

US,

Inc

4.000 05/10/46

515,726

1,180,000

Shell

Finance

US,

Inc

3.750 09/12/46

902,528

1,500,000

(b) Shell

Finance

US,

Inc

3.125 11/07/49

994,654

1,500,000

Shell

Finance

US,

Inc

3.250 04/06/50

1,020,638

1,500,000

(b) Shell

Finance

US,

Inc

3.000 11/26/51

954,071

1,500,000

Shell

International

Finance

BV

2.875 11/26/41

1,092,983

388,000

Solventum

Corp

5.400 03/01/29

396,917

1,000,000

Solventum

Corp

5.450 03/13/31

1,025,970

1,500,000

Solventum

Corp

5.600 03/23/34

1,533,466

975,000

Solventum

Corp

5.900 04/30/54

952,559

450,000

South

Bow

USA

Infrastructure

Holdings

LLC

4.911 09/01/27

451,808

450,000

South

Bow

USA

Infrastructure

Holdings

LLC

5.026 10/01/29

452,899

1,225,000

South

Bow

USA

Infrastructure

Holdings

LLC

5.584 10/01/34

1,216,621

725,000

South

Bow

USA

Infrastructure

Holdings

LLC

6.176 10/01/54

690,209

200,000

Spectra

Energy

Partners

LP

5.950 09/25/43

198,830

600,000

Spectra

Energy

Partners

LP

4.500 03/15/45

502,596

136,000

Suncor

Energy,

Inc

6.800 05/15/38

148,601

1,550,000

Suncor

Energy,

Inc

4.000 11/15/47

1,171,511

1,000,000

Suncor

Energy,

Inc

3.750 03/04/51

701,261

2,000,000

Targa

Resources

Corp

4.900 09/15/30

2,016,898

1,000,000

Targa

Resources

Corp

4.350 04/15/31

978,958

350,000

Targa

Resources

Corp

4.200 02/01/33

331,358

750,000

Targa

Resources

Corp

6.125 03/15/33

793,185

1,500,000

Targa

Resources

Corp

5.500 02/15/35

1,513,341

1,000,000

Targa

Resources

Corp

5.550 08/15/35

1,008,548

2,000,000

Targa

Resources

Corp

5.650 02/15/36

2,029,388

1,000,000

Targa

Resources

Corp

5.400 07/30/36

992,698

575,000

Targa

Resources

Corp

4.950 04/15/52

480,698

1,250,000

Targa

Resources

Corp

6.250 07/01/52

1,244,706

1,000,000

Targa

Resources

Corp

6.050 05/15/56

966,791

500,000

Targa

Resources

Partners

LP

6.500 03/30/34

540,484

900,000

TotalEnergies

Capital

International

S.A.

3.455 02/19/29

883,962

775,000

TotalEnergies

Capital

International

S.A.

2.986 06/29/41

577,288

500,000

TotalEnergies

Capital

International

S.A.

3.461 07/12/49

353,581

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

1,500,000

TotalEnergies

Capital

International

S.A.

3.127 %

05/29/50

$

991,751

1,000,000

TotalEnergies

Capital

International

S.A.

3.386 06/29/60

642,103

300,000

TotalEnergies

Capital

S.A.

5.150 04/05/34

306,811

1,000,000

TotalEnergies

Capital

S.A.

4.724 09/10/34

994,394

1,275,000

TotalEnergies

Capital

S.A.

5.488 04/05/54

1,223,920

700,000

TotalEnergies

Capital

S.A.

5.275 09/10/54

652,927

1,925,000

TotalEnergies

Capital

S.A.

5.638 04/05/64

1,847,188

1,500,000

Totalenergies

Capital

USA

LLC

4.248 01/13/31

1,486,161

1,000,000

Totalenergies

Capital

USA

LLC

4.569 01/13/33

989,875

1,000,000

Totalenergies

Capital

USA

LLC

4.857 01/13/36

984,622

4,000,000

TransCanada

PipeLines

Ltd

4.100 04/15/30

3,923,699

1,925,000

TransCanada

PipeLines

Ltd

4.625 03/01/34

1,862,937

100,000

TransCanada

PipeLines

Ltd

6.200 10/15/37

106,103

200,000

TransCanada

PipeLines

Ltd

7.625 01/15/39

234,572

125,000

TransCanada

PipeLines

Ltd

6.100 06/01/40

129,559

1,425,000

TransCanada

PipeLines

Ltd

5.100 03/15/49

1,314,871

1,000,000

TransCanada

PipeLines

Ltd

7.000 06/01/65

1,015,162

1,200,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.000 03/15/28

1,191,386

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250 05/15/30

475,287

850,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.600 03/15/48

711,354

750,000

Valero

Energy

Corp

2.150 09/15/27

727,106

342,000

Valero

Energy

Corp

4.350 06/01/28

342,120

1,000,000

Valero

Energy

Corp

2.800 12/01/31

900,899

455,000

Valero

Energy

Corp

7.500 04/15/32

514,942

1,000,000

Valero

Energy

Corp

5.150 03/10/36

985,772

850,000

Valero

Energy

Corp

6.625 06/15/37

930,333

300,000

Valero

Energy

Corp

4.900 03/15/45

262,981

500,000

Valero

Energy

Corp

3.650 12/01/51

339,385

1,000,000

Valero

Energy

Corp

4.000 06/01/52

726,475

300,000

Valero

Energy

Partners

LP

4.500 03/15/28

300,062

1,000,000

Veralto

Corp

5.450 09/18/33

1,021,181

1,000,000

Viper

Energy

Partners

LLC

4.900 08/01/30

999,340

1,000,000

Viper

Energy

Partners

LLC

5.700 08/01/35

1,007,810

1,000,000

Western

Midstream

Operating

LP

4.300 02/01/30

971,075

2,000,000

Western

Midstream

Operating

LP

6.150 04/01/33

2,087,360

1,500,000

Western

Midstream

Operating

LP

5.450 11/15/34

1,485,331

800,000

Williams

Cos,

Inc

5.300 08/15/28

816,823

500,000

Williams

Cos,

Inc

4.800 11/15/29

504,533

1,500,000

Williams

Cos,

Inc

2.600 03/15/31

1,357,850

1,000,000

Williams

Cos,

Inc

4.650 08/15/32

988,067

625,000

Williams

Cos,

Inc

5.650 03/15/33

645,464

1,000,000

Williams

Cos,

Inc

5.150 03/15/34

1,001,283

1,000,000

Williams

Cos,

Inc

5.300 09/30/35

999,067

300,000

Williams

Cos,

Inc

6.300 04/15/40

317,492

300,000

Williams

Cos,

Inc

5.800 11/15/43

294,013

300,000

Williams

Cos,

Inc

5.400 03/04/44

279,013

1,000,000

Williams

Cos,

Inc

4.900 01/15/45

874,739

225,000

Williams

Cos,

Inc

5.100 09/15/45

203,507

1,700,000

Williams

Cos,

Inc

4.850 03/01/48

1,450,355

500,000

Williams

Cos,

Inc

5.300 08/15/52

449,834

1,000,000

Williams

Cos,

Inc

5.800 11/15/54

962,262

1,000,000

Williams

Cos,

Inc

6.000 03/15/55

990,966

1,000,000

Woodside

Finance

Ltd

5.400 05/19/30

1,021,150

1,000,000

Woodside

Finance

Ltd

5.100 09/12/34

984,265

1,000,000

Woodside

Finance

Ltd

6.000 05/19/35

1,042,104

575,000

Woodside

Finance

Ltd

5.700 09/12/54

541,203

1,000,000

WPP

2025

LLC

6.500 03/30/36

985,259

TOTAL

ENERGY

370,493,806

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

50,000

Agree

LP

2.000 06/15/28

47,348

150,000

Agree

LP

2.900 10/01/30

138,550

200,000

Agree

LP

4.800 10/01/32

198,081

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

Agree

LP

2.600 %

06/15/33

$

424,589

500,000

Agree

LP

5.625 06/15/34

510,614

200,000

Alexandria

Real

Estate

Equities,

Inc

4.500 07/30/29

198,840

425,000

Alexandria

Real

Estate

Equities,

Inc

2.750 12/15/29

396,434

100,000

Alexandria

Real

Estate

Equities,

Inc

4.700 07/01/30

99,363

275,000

Alexandria

Real

Estate

Equities,

Inc

3.375 08/15/31

253,628

450,000

Alexandria

Real

Estate

Equities,

Inc

1.875 02/01/33

364,272

800,000

Alexandria

Real

Estate

Equities,

Inc

2.950 03/15/34

676,243

600,000

Alexandria

Real

Estate

Equities,

Inc

4.750 04/15/35

567,402

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5.500 10/01/35

995,336

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5.250 03/15/36

976,576

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5.250 05/15/36

974,731

500,000

Alexandria

Real

Estate

Equities,

Inc

4.850 04/15/49

417,363

200,000

Alexandria

Real

Estate

Equities,

Inc

5.150 04/15/53

173,742

500,000

(a) Alexandria

Real

Estate

Equities,

Inc

5.625 05/15/54

464,868

500,000

American

Assets

Trust

LP

3.375 02/01/31

450,705

500,000

American

Assets

Trust

LP

6.150 10/01/34

495,873

250,000

American

Homes

Rent

LP

2.375 07/15/31

219,991

750,000

American

Homes

Rent

LP

3.625 04/15/32

692,379

1,000,000

American

Homes

Rent

LP

5.500 02/01/34

1,008,750

600,000

American

Homes

Rent

LP

5.250 03/15/35

591,024

250,000

American

Homes

Rent

LP

3.375 07/15/51

163,943

500,000

American

Homes

Rent

LP

4.300 04/15/52

380,405

350,000

American

Tower

Corp

3.950 03/15/29

344,211

750,000

American

Tower

Corp

2.900 01/15/30

703,933

1,000,000

American

Tower

Corp

5.000 01/31/30

1,011,656

1,000,000

American

Tower

Corp

4.900 03/15/30

1,009,030

750,000

American

Tower

Corp

2.100 06/15/30

674,973

725,000

American

Tower

Corp

1.875 10/15/30

639,861

1,000,000

American

Tower

Corp

2.700 04/15/31

907,349

1,000,000

American

Tower

Corp

2.300 09/15/31

880,365

500,000

American

Tower

Corp

4.050 03/15/32

479,009

1,000,000

American

Tower

Corp

5.650 03/15/33

1,032,799

1,250,000

American

Tower

Corp

5.900 11/15/33

1,309,180

1,000,000

American

Tower

Corp

5.450 02/15/34

1,016,563

475,000

American

Tower

Corp

5.400 01/31/35

479,295

1,300,000

American

Tower

Corp

5.350 03/15/35

1,308,433

600,000

American

Tower

Corp

3.700 10/15/49

430,710

425,000

American

Tower

Corp

3.100 06/15/50

272,851

500,000

American

Tower

Corp

2.950 01/15/51

308,541

750,000

(a) Americold

Realty

Operating

Partnership

LP

5.600 05/15/32

741,919

500,000

Americold

Realty

Operating

Partnership

LP

5.409 09/12/34

475,438

200,000

AvalonBay

Communities,

Inc

3.200 01/15/28

196,319

500,000

AvalonBay

Communities,

Inc

1.900 12/01/28

470,317

500,000

AvalonBay

Communities,

Inc

4.350 12/01/30

494,573

450,000

AvalonBay

Communities,

Inc

5.000 02/15/33

454,198

500,000

AvalonBay

Communities,

Inc

5.300 12/07/33

513,711

500,000

AvalonBay

Communities,

Inc

5.350 06/01/34

512,231

1,000,000

AvalonBay

Communities,

Inc

5.000 08/01/35

991,319

400,000

AvalonBay

Communities,

Inc

4.150 07/01/47

319,494

200,000

AvalonBay

Communities,

Inc

4.350 04/15/48

163,440

500,000

Boston

Properties

LP

6.750 12/01/27

516,790

550,000

Boston

Properties

LP

4.500 12/01/28

546,364

50,000

Boston

Properties

LP

3.400 06/21/29

47,928

1,000,000

Boston

Properties

LP

3.250 01/30/31

922,363

1,000,000

Boston

Properties

LP

2.550 04/01/32

858,120

1,000,000

Boston

Properties

LP

2.450 10/01/33

807,493

500,000

Boston

Properties

LP

6.500 01/15/34

523,442

750,000

Boston

Properties

LP

5.750 01/15/35

745,883

600,000

Brixmor

Operating

Partnership

LP

4.125 05/15/29

591,856

100,000

Brixmor

Operating

Partnership

LP

2.500 08/16/31

89,006

1,000,000

Brixmor

Operating

Partnership

LP

4.850 02/15/33

982,261

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

Brixmor

Operating

Partnership

LP

5.500 %

02/15/34

$

507,078

1,000,000

Brixmor

Operating

Partnership

LP

5.750 02/15/35

1,027,058

500,000

Broadstone

Net

Lease

LLC

2.600 09/15/31

438,912

500,000

Broadstone

Net

Lease

LLC

5.000 11/01/32

491,807

100,000

Camden

Property

Trust

4.100 10/15/28

99,476

325,000

Camden

Property

Trust

3.150 07/01/29

311,697

100,000

Camden

Property

Trust

2.800 05/15/30

93,380

550,000

Camden

Property

Trust

4.900 02/28/36

533,447

500,000

Camden

Property

Trust

3.350 11/01/49

341,683

500,000

COPT

Defense

Properties

LP

4.500 10/15/30

493,540

1,000,000

Corporate

Office

Properties

LP

2.000 01/15/29

932,672

175,000

Corporate

Office

Properties

LP

2.750 04/15/31

158,450

500,000

Cousins

Properties

LP

5.375 02/15/32

503,111

1,000,000

Cousins

Properties

LP

4.875 03/01/33

962,769

500,000

Cousins

Properties

LP

5.875 10/01/34

506,367

525,000

Crown

Castle,

Inc

3.650 09/01/27

518,717

300,000

Crown

Castle,

Inc

4.300 02/15/29

296,428

1,000,000

Crown

Castle,

Inc

4.900 09/01/29

1,005,554

500,000

Crown

Castle,

Inc

3.100 11/15/29

471,880

275,000

Crown

Castle,

Inc

3.300 07/01/30

257,664

1,050,000

Crown

Castle,

Inc

2.250 01/15/31

927,323

1,500,000

Crown

Castle,

Inc

2.100 04/01/31

1,306,915

1,000,000

Crown

Castle,

Inc

2.500 07/15/31

880,943

1,000,000

Crown

Castle,

Inc

5.100 05/01/33

985,860

1,000,000

Crown

Castle,

Inc

5.800 03/01/34

1,024,258

500,000

Crown

Castle,

Inc

5.200 09/01/34

494,338

500,000

Crown

Castle,

Inc

2.900 04/01/41

353,319

200,000

Crown

Castle,

Inc

4.750 05/15/47

166,182

300,000

Crown

Castle,

Inc

5.200 02/15/49

261,068

500,000

Crown

Castle,

Inc

4.000 11/15/49

361,811

200,000

Crown

Castle,

Inc

4.150 07/01/50

149,759

875,000

Crown

Castle,

Inc

3.250 01/15/51

560,102

250,000

CubeSmart

LP

3.000 02/15/30

235,710

450,000

CubeSmart

LP

2.000 02/15/31

394,758

700,000

CubeSmart

LP

2.500 02/15/32

613,367

1,000,000

CubeSmart

LP

5.125 11/01/35

985,475

475,000

Digital

Realty

Trust

LP

3.700 08/15/27

470,070

1,300,000

Digital

Realty

Trust

LP

5.550 01/15/28

1,323,038

300,000

Digital

Realty

Trust

LP

4.450 07/15/28

299,192

1,000,000

Digital

Realty

Trust

LP

3.600 07/01/29

971,251

500,000

EPR

Properties

4.750 11/15/30

487,995

1,000,000

EPR

Properties

3.600 11/15/31

907,628

1,000,000

Equinix

Asia

Financing

Corp

Pte

Ltd

4.400 03/15/31

978,895

1,000,000

Equinix

Europe

Financing

Corp

LLC

4.700 03/15/33

972,613

1,000,000

Equinix

Europe

Financing

Corp

LLC

5.500 06/15/34

1,015,096

1,000,000

Equinix,

Inc

3.200 11/18/29

952,093

175,000

Equinix,

Inc

2.150 07/15/30

157,276

1,000,000

Equinix,

Inc

2.500 05/15/31

892,568

1,500,000

Equinix,

Inc

3.400 02/15/52

988,950

1,150,000

ERP

Operating

LP

3.250 08/01/27

1,133,705

500,000

ERP

Operating

LP

3.500 03/01/28

492,481

200,000

ERP

Operating

LP

4.150 12/01/28

199,004

300,000

ERP

Operating

LP

2.500 02/15/30

279,598

500,000

ERP

Operating

LP

1.850 08/01/31

437,543

1,000,000

ERP

Operating

LP

4.650 09/15/34

974,605

425,000

ERP

Operating

LP

4.500 07/01/44

368,959

100,000

ERP

Operating

LP

4.000 08/01/47

78,151

1,000,000

Essential

Properties

LP

5.400 12/01/35

983,002

325,000

Essex

Portfolio

LP

3.000 01/15/30

306,188

750,000

Essex

Portfolio

LP

1.650 01/15/31

650,331

600,000

Essex

Portfolio

LP

5.500 04/01/34

607,528

275,000

Essex

Portfolio

LP

5.375 04/01/35

277,284

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

1,000,000

Essex

Portfolio

LP

4.875 %

02/15/36

$

961,173

300,000

Essex

Portfolio

LP

4.500 03/15/48

245,130

200,000

Extra

Space

Storage

LP

3.875 12/15/27

198,128

500,000

Extra

Space

Storage

LP

3.900 04/01/29

489,579

500,000

Extra

Space

Storage

LP

4.000 06/15/29

492,019

100,000

Extra

Space

Storage

LP

2.200 10/15/30

89,470

500,000

Extra

Space

Storage

LP

5.900 01/15/31

521,970

700,000

Extra

Space

Storage

LP

2.550 06/01/31

625,237

450,000

Extra

Space

Storage

LP

2.400 10/15/31

393,616

500,000

Extra

Space

Storage

LP

2.350 03/15/32

429,022

750,000

Extra

Space

Storage

LP

5.400 02/01/34

756,152

500,000

Extra

Space

Storage

LP

5.400 06/15/35

501,246

50,000

Federal

Realty

OP

LP

3.250 07/15/27

49,269

1,300,000

Federal

Realty

OP

LP

3.200 06/15/29

1,250,673

300,000

Federal

Realty

OP

LP

3.500 06/01/30

286,525

200,000

Federal

Realty

OP

LP

4.500 12/01/44

170,459

500,000

First

Industrial

LP

5.250 01/15/31

504,838

200,000

GLP

Capital

LP

5.300 01/15/29

201,735

500,000

GLP

Capital

LP

4.000 01/15/30

479,925

750,000

GLP

Capital

LP

3.250 01/15/32

668,604

1,000,000

GLP

Capital

LP

6.750 12/01/33

1,053,227

1,000,000

GLP

Capital

LP

5.625 03/01/36

972,598

500,000

Healthcare

Realty

Holdings

LP

3.100 02/15/30

470,611

975,000

Healthcare

Realty

Holdings

LP

2.000 03/15/31

846,608

325,000

Healthpeak

OP

LLC

2.125 12/01/28

306,097

600,000

Healthpeak

OP

LLC

3.500 07/15/29

579,848

175,000

Healthpeak

OP

LLC

2.875 01/15/31

160,551

750,000

Healthpeak

OP

LLC

4.750 01/15/33

733,649

500,000

Healthpeak

OP

LLC

5.375 02/15/35

501,542

30,000

Healthpeak

OP

LLC

6.750 02/01/41

32,404

750,000

Healthpeak

Properties

Interim,

Inc

5.250 12/15/32

754,956

250,000

Highwoods

Realty

LP

4.200 04/15/29

243,092

500,000

Highwoods

Realty

LP

3.050 02/15/30

460,889

775,000

Highwoods

Realty

LP

2.600 02/01/31

685,168

500,000

Highwoods

Realty

LP

5.350 01/15/33

488,199

250,000

Highwoods

Realty

LP

7.650 02/01/34

276,811

500,000

Host

Hotels

&

Resorts

LP

3.375 12/15/29

474,891

850,000

Host

Hotels

&

Resorts

LP

3.500 09/15/30

799,026

200,000

Host

Hotels

&

Resorts

LP

2.900 12/15/31

177,805

500,000

Host

Hotels

&

Resorts

LP

5.700 06/15/32

511,610

100,000

Host

Hotels

&

Resorts

LP

5.700 07/01/34

101,043

1,000,000

Host

Hotels

&

Resorts

LP

5.500 04/15/35

992,137

300,000

Invitation

Homes

Operating

Partnership

LP

2.300 11/15/28

282,343

500,000

Invitation

Homes

Operating

Partnership

LP

5.450 08/15/30

507,864

500,000

Invitation

Homes

Operating

Partnership

LP

2.000 08/15/31

427,969

575,000

Invitation

Homes

Operating

Partnership

LP

4.150 04/15/32

539,756

500,000

Invitation

Homes

Operating

Partnership

LP

4.950 01/15/33

488,286

500,000

Invitation

Homes

Operating

Partnership

LP

5.500 08/15/33

500,658

500,000

Invitation

Homes

Operating

Partnership

LP

4.875 02/01/35

477,143

250,000

Kilroy

Realty

LP

4.750 12/15/28

248,071

200,000

Kilroy

Realty

LP

4.250 08/15/29

193,340

750,000

Kilroy

Realty

LP

3.050 02/15/30

683,870

1,000,000

Kilroy

Realty

LP

0.000 10/15/35

964,081

400,000

Kilroy

Realty

LP

6.250 01/15/36

396,295

500,000

Kimco

Realty

OP

LLC

4.600 02/01/33

491,182

500,000

Kimco

Realty

OP

LLC

4.850 03/01/35

489,801

1,000,000

Kimco

Realty

OP

LLC

5.300 02/01/36

1,010,298

200,000

Kimco

Realty

OP

LLC

4.250 04/01/45

165,144

175,000

Kimco

Realty

OP

LLC

4.125 12/01/46

139,918

100,000

Kimco

Realty

OP

LLC

4.450 09/01/47

82,880

500,000

Kimco

Realty

OP

LLC

3.700 10/01/49

363,856

1,000,000

Kimco

Realty

OP,

LLC

6.400 03/01/34

1,082,150

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

Kite

Realty

Group

LP

4.950 %

12/15/31

$

498,133

400,000

Kite

Realty

Group

LP

5.500 03/01/34

403,544

350,000

Kite

Realty

Group

Trust

4.750 09/15/30

349,938

1,000,000

Lineage

OP

LP

5.250 07/15/30

997,711

750,000

LXP

Industrial

Trust

2.700 09/15/30

683,813

175,000

Mid-America

Apartments

LP

2.750 03/15/30

163,919

250,000

Mid-America

Apartments

LP

1.700 02/15/31

217,923

1,000,000

Mid-America

Apartments

LP

5.300 02/15/32

1,028,001

700,000

Mid-America

Apartments

LP

4.650 01/15/33

687,482

500,000

Mid-America

Apartments

LP

5.000 03/15/34

496,728

500,000

Mid-America

Apartments

LP

4.950 03/01/35

493,732

150,000

Mid-America

Apartments

LP

2.875 09/15/51

92,429

500,000

National

Health

Investors,

Inc

3.000 02/01/31

449,876

1,000,000

National

Health

Investors,

Inc

5.350 02/01/33

982,641

300,000

NNN

REIT,

Inc

2.500 04/15/30

276,121

500,000

NNN

REIT,

Inc

4.600 02/15/31

496,979

200,000

NNN

REIT,

Inc

5.600 10/15/33

205,813

1,000,000

NNN

REIT,

Inc

5.500 06/15/34

1,015,203

500,000

NNN

REIT,

Inc

3.100 04/15/50

318,716

1,000,000

NNN

REIT,

Inc

3.000 04/15/52

615,070

825,000

OMEGA

Healthcare

Investors,

Inc

4.750 01/15/28

824,293

500,000

OMEGA

Healthcare

Investors,

Inc

5.200 07/01/30

502,031

500,000

OMEGA

Healthcare

Investors,

Inc

3.375 02/01/31

462,112

1,000,000

(a) OMEGA

Healthcare

Investors,

Inc

3.250 04/15/33

880,198

350,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

2.625 11/15/31

309,956

500,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

4.750 03/15/33

487,893

500,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

5.750 07/15/34

512,988

500,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

4.950 01/15/35

484,283

200,000

Physicians

Realty

LP

3.950 01/15/28

197,870

1,000,000

Physicians

Realty

LP

2.625 11/01/31

886,439

1,000,000

Piedmont

Operating

Partnership

LP

2.750 04/01/32

840,225

1,000,000

Piedmont

Operating

Partnership

LP

5.625 01/15/33

971,752

500,000

Prologis

LP

2.250 04/15/30

460,418

100,000

Prologis

LP

4.375 09/15/48

82,489

500,000

Prologis

LP

3.000 04/15/50

322,956

500,000

Prologis

LP

2.125 10/15/50

265,225

225,000

ProLogis

LP

2.875 11/15/29

213,349

200,000

ProLogis

LP

1.750 07/01/30

178,529

500,000

ProLogis

LP

4.750 01/15/31

505,151

1,000,000

ProLogis

LP

4.625 01/15/33

989,381

750,000

ProLogis

LP

4.750 06/15/33

743,695

750,000

ProLogis

LP

5.125 01/15/34

758,202

1,000,000

ProLogis

LP

5.000 03/15/34

1,002,292

1,000,000

ProLogis

LP

5.000 01/31/35

996,470

500,000

ProLogis

LP

5.250 05/15/35

508,236

500,000

ProLogis

LP

3.050 03/01/50

325,137

750,000

ProLogis

LP

5.250 06/15/53

698,886

750,000

ProLogis

LP

5.250 03/15/54

699,418

200,000

Public

Storage

3.094 09/15/27

197,076

750,000

Public

Storage

1.950 11/09/28

707,900

500,000

Public

Storage

3.385 05/01/29

487,742

250,000

Public

Storage

2.250 11/09/31

221,784

1,000,000

Public

Storage

5.350 08/01/53

943,066

1,000,000

Public

Storage

Operating

Co

5.000 07/01/35

1,001,747

1,000,000

Rayonier

LP

2.750 05/17/31

898,857

1,000,000

Realty

Income

Corp

2.100 03/15/28

958,197

500,000

Realty

Income

Corp

4.750 02/15/29

504,886

500,000

Realty

Income

Corp

3.250 06/15/29

480,907

500,000

Realty

Income

Corp

4.000 07/15/29

494,407

500,000

Realty

Income

Corp

3.100 12/15/29

476,267

300,000

Realty

Income

Corp

3.400 01/15/30

287,687

750,000

Realty

Income

Corp

3.250 01/15/31

705,228

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

Realty

Income

Corp

3.200 %

02/15/31

$

468,722

1,500,000

Realty

Income

Corp

4.500 02/01/33

1,462,308

750,000

Realty

Income

Corp

1.800 03/15/33

618,522

1,000,000

(c) Realty

Income

Corp

4.750 04/15/33

986,411

750,000

Realty

Income

Corp

4.900 07/15/33

747,988

500,000

Realty

Income

Corp

5.125 02/15/34

503,356

500,000

Realty

Income

Corp

5.125 04/15/35

500,138

300,000

Realty

Income

Corp

4.650 03/15/47

258,181

500,000

Realty

Income

Corp

5.375 09/01/54

475,284

200,000

Regency

Centers

Corp

5.250 01/15/34

202,161

125,000

Regency

Centers

LP

4.125 03/15/28

124,651

425,000

Regency

Centers

LP

2.950 09/15/29

405,101

500,000

Regency

Centers

LP

3.700 06/15/30

485,118

500,000

Regency

Centers

LP

4.500 03/15/33

487,569

425,000

Regency

Centers

LP

5.100 01/15/35

423,583

200,000

Regency

Centers

LP

4.400 02/01/47

166,394

300,000

Regency

Centers

LP

4.650 03/15/49

253,111

500,000

Rexford

Industrial

Realty

LP

5.000 06/15/28

504,678

500,000

Rexford

Industrial

Realty

LP

2.125 12/01/30

442,574

1,000,000

Sabra

Health

Care

LP

3.200 12/01/31

902,945

500,000

Safehold

GL

Holdings

LLC

2.800 06/15/31

452,862

500,000

(a) Safehold

GL

Holdings

LLC

6.100 04/01/34

525,398

500,000

Safehold

GL

Holdings

LLC

5.650 01/15/35

505,667

750,000

Simon

Property

Group

LP

2.650 07/15/30

696,502

1,000,000

Simon

Property

Group

LP

4.300 01/15/31

985,534

1,000,000

Simon

Property

Group

LP

2.200 02/01/31

896,289

500,000

Simon

Property

Group

LP

2.250 01/15/32

437,263

500,000

Simon

Property

Group

LP

2.650 02/01/32

445,786

1,000,000

Simon

Property

Group

LP

5.500 03/08/33

1,035,527

500,000

Simon

Property

Group

LP

6.250 01/15/34

537,534

1,000,000

Simon

Property

Group

LP

4.750 09/26/34

978,540

1,000,000

Simon

Property

Group

LP

5.125 10/01/35

1,001,574

500,000

Simon

Property

Group

LP

4.250 10/01/44

411,522

300,000

Simon

Property

Group

LP

4.250 11/30/46

243,291

500,000

Simon

Property

Group

LP

3.250 09/13/49

335,043

750,000

Simon

Property

Group

LP

3.800 07/15/50

552,550

1,000,000

Simon

Property

Group

LP

5.850 03/08/53

996,728

500,000

Simon

Property

Group

LP

6.650 01/15/54

547,801

500,000

STORE

Capital

Corp

2.750 11/18/30

449,772

1,000,000

Store

Capital

LLC

5.400 04/30/30

1,004,605

1,000,000

(b) Store

Capital

LLC

4.950 02/11/31

991,288

500,000

Sun

Communities

Operating

LP

2.300 11/01/28

473,174

1,000,000

Sun

Communities

Operating

LP

4.200 04/15/32

952,070

250,000

Tanger

Properties

LP

3.875 07/15/27

247,953

500,000

Tanger

Properties

LP

2.750 09/01/31

446,522

1,000,000

UDR,

Inc

3.000 08/15/31

915,398

750,000

UDR,

Inc

2.100 08/01/32

634,579

500,000

UDR,

Inc

1.900 03/15/33

409,128

300,000

UDR,

Inc

5.125 09/01/34

297,701

300,000

UDR,

Inc

3.100 11/01/34

256,675

1,000,000

Ventas

Realty

LP

5.100 07/15/32

1,005,504

1,000,000

Ventas

Realty

LP

5.625 07/01/34

1,025,519

1,000,000

Ventas

Realty

LP

5.000 01/15/35

981,232

700,000

Ventas

Realty

LP

5.000 02/15/36

684,233

300,000

Ventas

Realty

LP

4.375 02/01/45

248,169

300,000

Ventas

Realty

LP

4.875 04/15/49

257,600

750,000

VICI

Properties

LP

4.950 02/15/30

748,800

1,000,000

VICI

Properties

LP

5.125 11/15/31

992,729

1,000,000

VICI

Properties

LP

5.750 04/01/34

1,009,194

1,000,000

VICI

Properties

LP

5.625 04/01/35

995,333

1,000,000

VICI

Properties

LP

5.625 05/15/52

893,404

600,000

Welltower

OP

LLC

4.250 04/15/28

599,516

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

Welltower

OP

LLC

4.125 %

03/15/29

$

497,376

425,000

Welltower

OP

LLC

3.100 01/15/30

404,342

400,000

Welltower

OP

LLC

2.750 01/15/31

367,841

1,000,000

Welltower

OP

LLC

2.800 06/01/31

915,641

500,000

Welltower

OP

LLC

2.750 01/15/32

449,612

150,000

Welltower

OP

LLC

3.850 06/15/32

142,920

2,000,000

Welltower

OP

LLC

5.125 07/01/35

2,007,454

300,000

Welltower

OP

LLC

4.950 09/01/48

269,636

500,000

Weyerhaeuser

Co

4.000 11/15/29

489,952

500,000

Weyerhaeuser

Co

4.000 04/15/30

486,639

304,000

Weyerhaeuser

Co

7.375 03/15/32

338,873

300,000

Weyerhaeuser

Co

3.375 03/09/33

270,102

500,000

Weyerhaeuser

Co

4.000 03/09/52

367,719

1,000,000

WP

Carey,

Inc

4.650 07/15/30

993,527

750,000

WP

Carey,

Inc

2.400 02/01/31

671,074

500,000

WP

Carey,

Inc

2.450 02/01/32

435,390

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

186,566,432

FINANCIAL

SERVICES

-

2.6%

1,000,000

AerCap

Ireland

Capital

DAC

4.875 04/01/28

1,006,900

1,500,000

AerCap

Ireland

Capital

DAC

4.625 09/10/29

1,497,037

1,000,000

AerCap

Ireland

Capital

DAC

6.150 09/30/30

1,050,886

1,500,000

AerCap

Ireland

Capital

DAC

4.375 11/15/30

1,473,208

1,500,000

AerCap

Ireland

Capital

DAC

5.375 12/15/31

1,523,618

700,000

AerCap

Ireland

Capital

DAC

3.300 01/30/32

635,758

1,000,000

AerCap

Ireland

Capital

DAC

4.750 01/15/33

971,960

2,000,000

AerCap

Ireland

Capital

DAC

3.400 10/29/33

1,769,500

1,000,000

AerCap

Ireland

Capital

DAC

5.300 01/19/34

995,141

1,500,000

AerCap

Ireland

Capital

DAC

4.950 09/10/34

1,457,884

1,000,000

AerCap

Ireland

Capital

DAC

5.000 11/15/35

965,947

800,000

AerCap

Ireland

Capital

DAC

3.850 10/29/41

637,428

250,000

AerCap

Ireland

Capital

DAC

6.950 03/10/55

255,869

750,000

AerCap

Ireland

Capital

DAC

6.500 01/31/56

750,772

500,000

Affiliated

Managers

Group,

Inc

5.500 08/20/34

496,119

1,000,000

Affiliated

Managers

Group,

Inc

5.500 02/15/36

985,687

2,400,000

African

Development

Bank

3.875 06/12/28

2,401,939

3,000,000

African

Development

Bank

4.000 03/18/30

3,008,101

2,000,000

African

Development

Bank

4.125 01/22/36

1,959,815

400,000

Ally

Financial,

Inc

7.100 11/15/27

415,074

1,000,000

Ally

Financial,

Inc

2.200 11/02/28

941,214

1,500,000

Ally

Financial,

Inc

6.992 06/13/29

1,562,336

500,000

Ally

Financial,

Inc

6.848 01/03/30

521,513

750,000

Ally

Financial,

Inc

5.543 01/17/31

755,023

1,500,000

Ally

Financial,

Inc

8.000 11/01/31

1,663,240

1,000,000

Ally

Financial,

Inc

5.548 07/31/33

982,279

1,000,000

Ally

Financial,

Inc

6.184 07/26/35

1,002,905

1,500,000

American

Express

Co

5.850 11/05/27

1,535,609

1,000,000

American

Express

Co

5.043 07/26/28

1,008,607

575,000

American

Express

Co

4.050 05/03/29

572,730

1,000,000

American

Express

Co

4.351 07/20/29

999,286

1,000,000

American

Express

Co

5.282 07/27/29

1,017,037

1,000,000

American

Express

Co

5.532 04/25/30

1,029,652

1,500,000

American

Express

Co

5.085 01/30/31

1,525,372

1,000,000

American

Express

Co

5.016 04/25/31

1,016,651

1,500,000

American

Express

Co

6.489 10/30/31

1,611,313

1,000,000

American

Express

Co

4.456 02/10/32

989,645

2,700,000

American

Express

Co

4.989 05/26/33

2,686,078

875,000

American

Express

Co

4.918 07/20/33

876,599

1,000,000

American

Express

Co

4.420 08/03/33

975,431

2,000,000

American

Express

Co

5.043 05/01/34

2,003,032

1,000,000

American

Express

Co

5.625 07/28/34

1,021,951

500,000

American

Express

Co

5.915 04/25/35

517,679

1,000,000

American

Express

Co

5.284 07/26/35

1,009,287

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

650,000

American

Express

Co

5.442 %

01/30/36

$

661,670

1,000,000

American

Express

Co

5.667 04/25/36

1,033,520

1,000,000

American

Express

Co

5.412 02/08/41

992,267

525,000

American

Express

Co

4.050 12/03/42

435,528

350,000

Ameriprise

Financial,

Inc

4.500 05/13/32

347,047

650,000

Ameriprise

Financial,

Inc

5.150 05/15/33

661,335

825,000

Ameriprise

Financial,

Inc

5.200 04/15/35

822,775

1,000,000

Andrew

W

Mellon

Foundation

0.947 08/01/27

960,877

500,000

(b) Apollo

Debt

Solutions

BDC

5.200 12/08/28

493,794

500,000

Apollo

Debt

Solutions

BDC

5.875 08/30/30

492,134

500,000

(b) Apollo

Debt

Solutions

BDC

5.700 01/23/31

487,763

1,100,000

Apollo

Debt

Solutions

BDC

6.700 07/29/31

1,112,846

500,000

Apollo

Debt

Solutions

BDC

6.550 03/15/32

501,918

500,000

Apollo

Global

Management,

Inc

4.600 01/15/31

495,301

1,000,000

Apollo

Global

Management,

Inc

5.700 03/30/36

1,000,888

750,000

Apollo

Global

Management,

Inc

5.800 05/21/54

698,548

1,000,000

Apollo

Global

Management,

Inc

6.000 12/15/54

937,600

750,000

Ares

Capital

Corp

2.875 06/15/28

708,159

1,000,000

Ares

Capital

Corp

5.950 07/15/29

1,004,935

500,000

Ares

Capital

Corp

5.500 09/01/30

491,084

1,000,000

Ares

Capital

Corp

5.100 01/15/31

961,497

750,000

Ares

Capital

Corp

3.200 11/15/31

649,022

1,000,000

(a) Ares

Capital

Corp

5.800 03/08/32

986,639

500,000

Ares

Management

Corp

6.375 11/10/28

519,779

1,000,000

Ares

Management

Corp

5.600 10/11/54

880,850

500,000

Ares

Strategic

Income

Fund

5.700 03/15/28

499,224

1,000,000

Ares

Strategic

Income

Fund

5.600 02/15/30

973,048

1,000,000

(b) Ares

Strategic

Income

Fund

5.800 09/09/30

972,388

1,000,000

(b) Ares

Strategic

Income

Fund

5.150 01/15/31

944,470

500,000

(b) Ares

Strategic

Income

Fund

5.550 04/15/31

478,989

500,000

Ares

Strategic

Income

Fund

6.200 03/21/32

490,054

300,000

(a) Bain

Capital

Specialty

Finance,

Inc

5.950 03/15/30

290,446

1,500,000

Bank

of

,NV

Scotia

4.338 09/15/31

1,479,913

1,000,000

Bank

of

,NV

Scotia

4.813 02/02/34

985,801

1,000,000

Bank

of

New

York

Mellon

Corp

3.400 01/29/28

987,664

600,000

Bank

of

New

York

Mellon

Corp

3.850 04/28/28

597,368

2,000,000

Bank

of

New

York

Mellon

Corp

1.650 07/14/28

1,890,885

400,000

Bank

of

New

York

Mellon

Corp

3.300 08/23/29

385,412

1,000,000

Bank

of

New

York

Mellon

Corp

6.317 10/25/29

1,046,984

1,000,000

Bank

of

New

York

Mellon

Corp

4.975 03/14/30

1,016,806

500,000

Bank

of

New

York

Mellon

Corp

4.596 07/26/30

502,727

1,500,000

Bank

of

New

York

Mellon

Corp

1.650 01/28/31

1,321,855

1,000,000

Bank

of

New

York

Mellon

Corp

4.942 02/11/31

1,013,193

1,000,000

Bank

of

New

York

Mellon

Corp

1.800 07/28/31

871,768

1,000,000

Bank

of

New

York

Mellon

Corp

5.060 07/22/32

1,019,339

500,000

Bank

of

New

York

Mellon

Corp

4.289 06/13/33

486,831

1,000,000

Bank

of

New

York

Mellon

Corp

5.834 10/25/33

1,060,010

1,000,000

Bank

of

New

York

Mellon

Corp

4.706 02/01/34

988,124

1,000,000

Bank

of

New

York

Mellon

Corp

4.967 04/26/34

1,002,557

1,000,000

Bank

of

New

York

Mellon

Corp

6.474 10/25/34

1,093,021

500,000

Bank

of

New

York

Mellon

Corp

5.188 03/14/35

506,957

500,000

Bank

of

New

York

Mellon

Corp

5.225 11/20/35

507,088

450,000

Bank

of

New

York

Mellon

Corp

5.606 07/21/39

457,959

500,000

Barings

BDC,

Inc

5.200 09/15/28

488,539

500,000

(b) Barings

Private

Credit

Corp

6.150 06/11/30

483,891

800,000

(a) Berkshire

Hathaway,

Inc

4.500 02/11/43

726,467

500,000

BGC

Group,

Inc

8.000 05/25/28

527,012

500,000

BGC

Group,

Inc

6.600 06/10/29

515,865

750,000

BGC

Group,

Inc

6.150 04/02/30

762,820

1,000,000

BlackRock

Funding,

Inc

4.700 03/14/29

1,015,544

1,000,000

BlackRock

Funding,

Inc

5.000 03/14/34

1,014,419

1,000,000

BlackRock

Funding,

Inc

5.250 03/14/54

930,194

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

1,000,000

BlackRock

Funding,

Inc

5.350 %

01/08/55

$

946,626

850,000

BlackRock,

Inc

3.250 04/30/29

827,207

1,450,000

BlackRock,

Inc

1.900 01/28/31

1,291,783

750,000

BlackRock,

Inc

2.100 02/25/32

655,262

1,000,000

BlackRock,

Inc

4.750 05/25/33

1,005,236

1,000,000

Blackstone

Private

Credit

Fund

3.250 03/15/27

974,990

500,000

Blackstone

Private

Credit

Fund

7.300 11/27/28

510,232

1,000,000

Blackstone

Private

Credit

Fund

5.950 07/16/29

985,223

500,000

Blackstone

Private

Credit

Fund

5.600 11/22/29

486,363

1,000,000

Blackstone

Private

Credit

Fund

5.050 09/10/30

942,803

500,000

Blackstone

Private

Credit

Fund

6.250 01/25/31

493,890

625,000

Blackstone

Private

Credit

Fund

6.000 01/29/32

606,112

500,000

Blackstone

Private

Credit

Fund

6.000 11/22/34

467,426

750,000

Blackstone

Reg

Finance

Co

LLC

5.000 12/06/34

734,192

1,000,000

Blackstone

Reg

Finance

Co

LLC

4.950 02/15/36

965,110

500,000

Blackstone

Secured

Lending

Fund

5.875 11/15/27

501,647

1,200,000

Blackstone

Secured

Lending

Fund

5.350 04/13/28

1,190,939

500,000

Blackstone

Secured

Lending

Fund

5.250 09/04/29

489,886

500,000

(a) Blackstone

Secured

Lending

Fund

5.125 01/31/31

478,841

1,000,000

Blue

Owl

Capital

Corp

2.875 06/11/28

929,589

500,000

Blue

Owl

Capital

Corp

6.200 07/15/30

492,774

1,000,000

Blue

Owl

Capital

Corp

III

3.125 04/13/27

970,798

750,000

Blue

Owl

Credit

Income

Corp

7.750 09/16/27

760,515

700,000

Blue

Owl

Credit

Income

Corp

7.950 06/13/28

717,097

1,000,000

Blue

Owl

Credit

Income

Corp

5.800 03/15/30

964,235

500,000

(a) Blue

Owl

Credit

Income

Corp

6.650 03/15/31

493,165

1,500,000

Blue

Owl

Finance

LLC

6.250 04/18/34

1,442,073

1,000,000

(a) Blue

Owl

Technology

Finance

Corp

6.750 04/04/29

984,095

1,000,000

Brookfield

Asset

Management

Ltd

5.795 04/24/35

1,018,919

1,000,000

Brookfield

Asset

Management

Ltd

5.298 01/15/36

977,089

200,000

Brookfield

Asset

Management

Ltd

6.077 09/15/55

197,581

500,000

Brookfield

Capital

Finance

LLC

6.087 06/14/33

521,461

600,000

Brookfield

Finance,

Inc

4.850 03/29/29

602,707

500,000

Brookfield

Finance,

Inc

6.350 01/05/34

530,109

500,000

Brookfield

Finance,

Inc

5.675 01/15/35

504,307

725,000

Brookfield

Finance,

Inc

4.700 09/20/47

602,222

1,000,000

Brookfield

Finance,

Inc

3.500 03/30/51

664,454

1,000,000

Brookfield

Finance,

Inc

3.625 02/15/52

676,033

500,000

Brookfield

Finance,

Inc

5.813 03/03/55

473,647

1,000,000

California

Endowment

2.498 04/01/51

588,156

2,700,000

Capital

One

Financial

Corp

3.800 01/31/28

2,668,292

2,000,000

Capital

One

Financial

Corp

5.468 02/01/29

2,030,201

2,000,000

Capital

One

Financial

Corp

3.273 03/01/30

1,925,813

750,000

Capital

One

Financial

Corp

5.247 07/26/30

760,141

1,000,000

Capital

One

Financial

Corp

5.463 07/26/30

1,020,715

1,000,000

Capital

One

Financial

Corp

4.493 09/11/31

981,865

1,000,000

Capital

One

Financial

Corp

7.624 10/30/31

1,104,497

1,000,000

Capital

One

Financial

Corp

4.722 01/30/32

984,834

2,525,000

Capital

One

Financial

Corp

2.359 07/29/32

2,176,776

1,000,000

Capital

One

Financial

Corp

2.618 11/02/32

877,081

1,000,000

Capital

One

Financial

Corp

5.817 02/01/34

1,023,169

1,000,000

Capital

One

Financial

Corp

6.377 06/08/34

1,053,862

1,000,000

Capital

One

Financial

Corp

6.051 02/01/35

1,033,419

1,000,000

Capital

One

Financial

Corp

5.884 07/26/35

1,024,248

325,000

Capital

One

Financial

Corp

6.183 01/30/36

330,575

250,000

Capital

One

Financial

Corp

5.197 09/11/36

242,357

1,000,000

Capital

One

Financial

Corp

5.399 01/30/37

979,867

500,000

Capital

Southwest

Corp

5.950 09/18/30

490,305

1,000,000

Carlyle

Group,

Inc

5.050 09/19/35

964,843

500,000

(a) Carlyle

Secured

Lending,

Inc

6.750 02/18/30

495,402

500,000

Carlyle

Secured

Lending,

Inc

5.750 02/15/31

472,177

200,000

Charles

Schwab

Corp

3.200 01/25/28

196,762

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

2,000,000

Charles

Schwab

Corp

2.000 %

03/20/28

$

1,918,544

300,000

Charles

Schwab

Corp

4.000 02/01/29

298,820

1,000,000

Charles

Schwab

Corp

5.643 05/19/29

1,027,450

1,500,000

Charles

Schwab

Corp

6.196 11/17/29

1,567,715

1,500,000

Charles

Schwab

Corp

1.650 03/11/31

1,307,035

1,500,000

Charles

Schwab

Corp

2.300 05/13/31

1,349,260

1,000,000

Charles

Schwab

Corp

1.950 12/01/31

870,350

1,000,000

Charles

Schwab

Corp

2.900 03/03/32

905,333

750,000

Charles

Schwab

Corp

6.136 08/24/34

798,290

1,000,000

Charles

Schwab

Corp

4.914 11/14/36

972,014

1,500,000

CI

Financial

Corp

3.200 12/17/30

1,333,835

500,000

CME

Group,

Inc

3.750 06/15/28

496,263

1,500,000

CME

Group,

Inc

2.650 03/15/32

1,358,109

400,000

CME

Group,

Inc

5.300 09/15/43

393,597

500,000

CME

Group,

Inc

4.150 06/15/48

409,682

1,000,000

Consumers

2023

Securitization

Funding

LLC

5.210 09/01/30

1,017,069

1,250,000

Corebridge

Financial,

Inc

3.900 04/05/32

1,172,245

750,000

Corebridge

Financial,

Inc

6.050 09/15/33

784,013

475,000

Corebridge

Financial,

Inc

5.750 01/15/34

487,198

1,000,000

Corebridge

Financial,

Inc

4.350 04/05/42

821,829

500,000

Corebridge

Financial,

Inc

4.400 04/05/52

389,482

1,000,000

Corebridge

Financial,

Inc

6.875 12/15/52

1,007,570

1,000,000

DH

Europe

Finance

II

Sarl

3.400 11/15/49

701,738

500,000

Discover

Financial

Services

6.700 11/29/32

543,224

1,500,000

Discover

Financial

Services

7.964 11/02/34

1,720,272

1,000,000

Enact

Holdings,

Inc

6.250 05/28/29

1,029,192

750,000

Equitable

Holdings,

Inc

5.594 01/11/33

764,990

662,000

Equitable

Holdings,

Inc

5.000 04/20/48

572,981

1,000,000

Essent

Group

Ltd

6.250 07/01/29

1,034,425

1,000,000

FactSet

Research

Systems,

Inc

2.900 03/01/27

982,948

1,500,000

Fidelity

National

Information

Services,

Inc

4.550 03/10/29

1,492,927

825,000

Fidelity

National

Information

Services,

Inc

4.800 03/10/31

818,525

2,500,000

Fidelity

National

Information

Services,

Inc

5.100 07/15/32

2,491,125

425,000

Fidelity

National

Information

Services,

Inc

3.100 03/01/41

305,342

1,125,000

Fiserv,

Inc

3.500 07/01/29

1,077,529

1,000,000

Fiserv,

Inc

4.750 03/15/30

990,973

2,175,000

Fiserv,

Inc

2.650 06/01/30

1,980,459

1,000,000

Fiserv,

Inc

5.350 03/15/31

1,009,823

1,000,000

Fiserv,

Inc

5.625 08/21/33

1,009,372

700,000

Fiserv,

Inc

5.450 03/15/34

696,521

1,000,000

Fiserv,

Inc

5.150 08/12/34

971,297

750,000

Ford

Foundation

2.415 06/01/50

442,073

525,000

Ford

Foundation

2.815 06/01/70

292,680

750,000

Franklin

BSP

Capital

Corp

7.200 06/15/29

754,283

1,000,000

(b) Franklin

BSP

Capital

Corp

6.000 10/02/30

952,597

750,000

Franklin

Resources,

Inc

1.600 10/30/30

660,270

500,000

Franklin

Resources,

Inc

2.950 08/12/51

307,940

1,608,000

GE

Capital

Funding

LLC

4.550 05/15/32

1,603,517

500,000

Global

Payments,

Inc

4.450 06/01/28

495,841

475,000

Global

Payments,

Inc

3.200 08/15/29

448,000

500,000

Global

Payments,

Inc

5.300 08/15/29

503,428

325,000

Global

Payments,

Inc

2.900 05/15/30

297,063

1,500,000

Global

Payments,

Inc

4.875 11/15/30

1,473,061

500,000

Global

Payments,

Inc

5.400 08/15/32

495,860

1,000,000

Global

Payments,

Inc

5.400 03/15/33

975,972

500,000

(a) Global

Payments,

Inc

5.950 08/15/52

460,102

1,000,000

Goldman

Sachs

BDC,

Inc

6.375 03/11/27

1,005,001

500,000

(a) Goldman

Sachs

BDC,

Inc

5.650 09/09/30

480,598

2,000,000

Goldman

Sachs

Group,

Inc

4.482 08/23/28

1,999,962

4,525,000

Goldman

Sachs

Group,

Inc

3.814 04/23/29

4,463,747

2,550,000

Goldman

Sachs

Group,

Inc

4.223 05/01/29

2,535,612

2,000,000

Goldman

Sachs

Group,

Inc

6.484 10/24/29

2,092,289

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

500,000

Goldman

Sachs

Group,

Inc

2.600 %

02/07/30

$

465,112

2,000,000

Goldman

Sachs

Group,

Inc

5.727 04/25/30

2,063,382

2,000,000

Goldman

Sachs

Group,

Inc

5.049 07/23/30

2,024,095

2,000,000

Goldman

Sachs

Group,

Inc

4.692 10/23/30

2,001,566

3,000,000

Goldman

Sachs

Group,

Inc

5.207 01/28/31

3,048,110

3,000,000

Goldman

Sachs

Group,

Inc

5.218 04/23/31

3,050,595

3,500,000

Goldman

Sachs

Group,

Inc

4.369 10/21/31

3,431,842

2,000,000

Goldman

Sachs

Group,

Inc

4.516 01/21/32

1,969,684

2,000,000

Goldman

Sachs

Group,

Inc

1.992 01/27/32

1,755,265

2,050,000

Goldman

Sachs

Group,

Inc

2.615 04/22/32

1,841,419

1,500,000

Goldman

Sachs

Group,

Inc

2.650 10/21/32

1,331,671

2,000,000

Goldman

Sachs

Group,

Inc

3.102 02/24/33

1,806,298

3,000,000

Goldman

Sachs

Group,

Inc

6.561 10/24/34

3,261,577

2,400,000

Goldman

Sachs

Group,

Inc

5.851 04/25/35

2,490,415

3,000,000

Goldman

Sachs

Group,

Inc

5.330 07/23/35

3,010,160

4,000,000

Goldman

Sachs

Group,

Inc

5.016 10/23/35

3,926,015

3,000,000

Goldman

Sachs

Group,

Inc

5.536 01/28/36

3,049,458

3,500,000

Goldman

Sachs

Group,

Inc

4.939 10/21/36

3,389,455

2,000,000

Goldman

Sachs

Group,

Inc

5.065 01/21/37

1,955,344

900,000

Goldman

Sachs

Group,

Inc

6.750 10/01/37

970,808

2,425,000

Goldman

Sachs

Group,

Inc

4.017 10/31/38

2,116,911

1,525,000

Goldman

Sachs

Group,

Inc

4.411 04/23/39

1,365,758

2,475,000

Goldman

Sachs

Group,

Inc

6.250 02/01/41

2,605,205

5,000,000

Goldman

Sachs

Group,

Inc

5.387 02/02/41

4,830,754

1,900,000

Goldman

Sachs

Group,

Inc

3.210 04/22/42

1,408,812

2,000,000

Goldman

Sachs

Group,

Inc

3.436 02/24/43

1,504,949

1,225,000

Goldman

Sachs

Group,

Inc

4.800 07/08/44

1,080,027

1,650,000

Goldman

Sachs

Group,

Inc

5.150 05/22/45

1,475,593

200,000

Goldman

Sachs

Group,

Inc

4.750 10/21/45

173,226

3,000,000

Goldman

Sachs

Group,

Inc

5.561 11/19/45

2,886,101

925,000

Goldman

Sachs

Group,

Inc

5.541 01/21/47

881,484

1,500,000

Goldman

Sachs

Group,

Inc

5.734 01/28/56

1,464,495

500,000

(b) Goldman

Sachs

Private

Credit

Corp

5.375 01/31/29

491,458

1,000,000

(b) Goldman

Sachs

Private

Credit

Corp

6.250 05/06/30

987,866

650,000

(a),(b)

Goldman

Sachs

Private

Credit

Corp

5.875 01/31/31

630,629

300,000

Golub

Capital

BDC,

Inc

7.050 12/05/28

306,826

700,000

Golub

Capital

BDC,

Inc

6.000 07/15/29

697,731

1,000,000

(b) Golub

Capital

Private

Credit

Fund

5.450 08/15/28

986,197

500,000

(b) Golub

Capital

Private

Credit

Fund

5.600 04/15/31

477,135

1,000,000

HA

Sustainable

Infrastructure

Capital,

Inc

6.150 01/15/31

1,017,825

1,325,000

HA

Sustainable

Infrastructure

Capital,

Inc

6.375 07/01/34

1,333,773

675,000

HA

Sustainable

Infrastructure

Capital,

Inc

6.750 07/15/35

693,142

650,000

HA

Sustainable

Infrastructure

Capital,

Inc

6.000 03/15/36

630,661

1,000,000

(b) HPS

Corporate

Lending

Fund

5.850 06/05/30

976,047

1,000,000

(b) HPS

Corporate

Lending

Fund

5.450 11/15/30

956,236

1,000,000

(b) HPS

Corporate

Lending

Fund

5.650 04/02/31

959,295

1,000,000

HPS

Corporate

Lending

Fund

5.950 04/14/32

966,165

1,500,000

Intercontinental

Exchange,

Inc

2.100 06/15/30

1,362,043

1,000,000

Intercontinental

Exchange,

Inc

4.200 03/15/31

985,876

1,500,000

Intercontinental

Exchange,

Inc

5.250 06/15/31

1,544,166

1,000,000

Intercontinental

Exchange,

Inc

1.850 09/15/32

842,390

750,000

Intercontinental

Exchange,

Inc

4.600 03/15/33

739,543

775,000

Intercontinental

Exchange,

Inc

2.650 09/15/40

558,131

575,000

Intercontinental

Exchange,

Inc

4.250 09/21/48

457,745

1,000,000

Intercontinental

Exchange,

Inc

3.000 06/15/50

638,238

1,000,000

Intercontinental

Exchange,

Inc

4.950 06/15/52

880,166

1,000,000

Intercontinental

Exchange,

Inc

3.000 09/15/60

572,046

1,250,000

Intercontinental

Exchange,

Inc

5.200 06/15/62

1,107,317

3,000,000

International

Finance

Corp

3.875 07/02/30

2,993,890

200,000

Invesco

Finance

plc

5.375 11/30/43

189,713

500,000

Jackson

Financial,

Inc

3.125 11/23/31

444,835

500,000

Jackson

Financial,

Inc

5.670 06/08/32

501,627

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

500,000

Jackson

Financial,

Inc

4.000 %

11/23/51

$

333,013

1,000,000

Janus

Henderson

US

Holdings,

Inc

5.450 09/10/34

997,021

500,000

Jefferies

Financial

Group,

Inc

5.875 07/21/28

510,535

1,000,000

Jefferies

Financial

Group,

Inc

2.625 10/15/31

869,684

1,000,000

Jefferies

Financial

Group,

Inc

2.750 10/15/32

846,768

1,500,000

Jefferies

Financial

Group,

Inc

6.200 04/14/34

1,529,718

1,000,000

Jefferies

Financial

Group,

Inc

5.500 02/15/36

959,794

600,000

Jefferies

Group,

Inc

6.450 06/08/27

611,042

1,500,000

KKR

&

Co,

Inc

5.100 08/07/35

1,451,139

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4.750 10/29/30

3,101,342

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4.375 02/28/34

3,029,826

500,000

Ladder

Capital

Finance

Holdings

LLLP

5.500 08/01/30

500,979

2,000,000

Landwirtschaftliche

Rentenbank

3.875 06/14/28

2,001,615

1,000,000

Landwirtschaftliche

Rentenbank

4.125 05/28/30

1,007,072

1,000,000

Landwirtschaftliche

Rentenbank

5.000 10/24/33

1,049,590

325,000

Lazard

Group

LLC

4.500 09/19/28

323,522

425,000

Lazard

Group

LLC

4.375 03/11/29

420,047

500,000

Lazard

Group

LLC

5.625 08/01/35

498,925

400,000

Legg

Mason,

Inc

5.625 01/15/44

386,613

1,000,000

Lloyds

Banking

Group

plc

4.425 11/04/31

985,940

700,000

Lloyds

Banking

Group

plc

5.668 02/10/47

680,935

1,000,000

LPL

Holdings,

Inc

5.200 03/15/30

1,007,328

500,000

LPL

Holdings,

Inc

5.150 06/15/30

502,175

750,000

LPL

Holdings,

Inc

6.000 05/20/34

764,964

500,000

LPL

Holdings,

Inc

5.650 03/15/35

495,717

500,000

LPL

Holdings,

Inc

5.750 06/15/35

498,021

500,000

Main

Street

Capital

Corp

6.500 06/04/27

504,277

500,000

(a) Main

Street

Capital

Corp

6.950 03/01/29

514,458

1,000,000

Marex

Group

plc

6.404 11/04/29

1,029,871

1,000,000

Mastercard,

Inc

2.950 06/01/29

963,803

625,000

Mastercard,

Inc

1.900 03/15/31

556,028

1,500,000

Mastercard,

Inc

2.000 11/18/31

1,325,749

1,000,000

Mastercard,

Inc

4.850 03/09/33

1,013,488

1,500,000

Mastercard,

Inc

4.875 05/09/34

1,508,555

200,000

Mastercard,

Inc

3.800 11/21/46

154,806

300,000

Mastercard,

Inc

3.950 02/26/48

233,974

1,000,000

Mastercard,

Inc

3.650 06/01/49

735,973

350,000

Mastercard,

Inc

3.850 03/26/50

266,231

850,000

Mastercard,

Inc

2.950 03/15/51

543,339

300,000

Moody's

Corp

4.250 02/01/29

299,861

500,000

Moody's

Corp

4.250 08/08/32

485,441

1,000,000

Moody's

Corp

2.750 08/19/41

704,752

200,000

Moody's

Corp

5.250 07/15/44

187,713

300,000

Moody's

Corp

4.875 12/17/48

261,984

750,000

Moody's

Corp

3.250 05/20/50

494,286

1,000,000

Moody's

Corp

3.750 02/25/52

721,552

1,575,000

Morgan

Stanley

3.591 07/22/28

1,556,486

1,500,000

Morgan

Stanley

6.296 10/18/28

1,539,256

2,500,000

Morgan

Stanley

5.164 04/20/29

2,528,796

2,225,000

Morgan

Stanley

5.449 07/20/29

2,264,670

3,000,000

Morgan

Stanley

4.133 10/18/29

2,965,195

2,500,000

Morgan

Stanley

6.407 11/01/29

2,609,240

3,500,000

Morgan

Stanley

5.173 01/16/30

3,549,226

3,475,000

Morgan

Stanley

4.431 01/23/30

3,459,356

1,900,000

Morgan

Stanley

5.656 04/18/30

1,954,571

2,175,000

Morgan

Stanley

5.042 07/19/30

2,200,159

2,775,000

Morgan

Stanley

4.654 10/18/30

2,773,856

1,675,000

Morgan

Stanley

5.230 01/15/31

1,700,762

5,000,000

Morgan

Stanley

2.699 01/22/31

4,642,617

1,500,000

Morgan

Stanley

3.622 04/01/31

1,438,359

1,050,000

Morgan

Stanley

5.192 04/17/31

1,065,638

4,000,000

Morgan

Stanley

4.356 10/22/31

3,919,957

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

3,000,000

Morgan

Stanley

4.493 %

01/16/32

$

2,949,565

3,000,000

Morgan

Stanley

1.794 02/13/32

2,597,815

3,000,000

Morgan

Stanley

4.708 03/12/32

2,979,801

150,000

Morgan

Stanley

7.250 04/01/32

169,677

2,500,000

Morgan

Stanley

1.928 04/28/32

2,167,041

3,000,000

Morgan

Stanley

2.239 07/21/32

2,626,435

3,500,000

Morgan

Stanley

2.511 10/20/32

3,090,297

3,000,000

Morgan

Stanley

2.943 01/21/33

2,697,414

2,000,000

Morgan

Stanley

4.889 07/20/33

1,987,232

1,500,000

Morgan

Stanley

6.342 10/18/33

1,604,961

2,500,000

Morgan

Stanley

5.250 04/21/34

2,507,806

2,025,000

Morgan

Stanley

5.424 07/21/34

2,054,685

2,500,000

Morgan

Stanley

6.627 11/01/34

2,720,325

3,000,000

Morgan

Stanley

5.466 01/18/35

3,049,574

3,500,000

Morgan

Stanley

5.831 04/19/35

3,633,658

3,425,000

Morgan

Stanley

5.320 07/19/35

3,436,879

1,575,000

Morgan

Stanley

5.587 01/18/36

1,605,752

1,200,000

Morgan

Stanley

5.664 04/17/36

1,229,115

1,300,000

Morgan

Stanley

2.484 09/16/36

1,118,504

2,000,000

Morgan

Stanley

4.892 10/22/36

1,933,410

3,000,000

Morgan

Stanley

5.073 01/30/37

2,939,159

2,000,000

Morgan

Stanley

5.297 04/20/37

1,995,134

950,000

Morgan

Stanley

5.948 01/19/38

973,191

1,725,000

Morgan

Stanley

3.971 07/22/38

1,505,001

1,500,000

Morgan

Stanley

5.942 02/07/39

1,533,371

1,675,000

Morgan

Stanley

4.457 04/22/39

1,535,540

725,000

Morgan

Stanley

5.314 01/18/41

699,859

1,525,000

Morgan

Stanley

3.217 04/22/42

1,149,696

275,000

Morgan

Stanley

6.375 07/24/42

294,630

1,175,000

Morgan

Stanley

4.300 01/27/45

971,586

2,200,000

Morgan

Stanley

4.375 01/22/47

1,804,744

3,000,000

Morgan

Stanley

5.900 03/13/47

2,986,080

900,000

Morgan

Stanley

5.597 03/24/51

873,062

1,425,000

Morgan

Stanley

2.802 01/25/52

869,888

425,000

MSCI,

Inc

5.250 09/01/35

416,311

750,000

MSD

Investment

Corp

6.250 05/31/30

733,243

1,306,000

NASDAQ,

Inc

5.550 02/15/34

1,343,458

500,000

NASDAQ,

Inc

2.500 12/21/40

347,567

500,000

NASDAQ,

Inc

3.250 04/28/50

332,799

208,000

NASDAQ,

Inc

3.950 03/07/52

153,130

900,000

NASDAQ,

Inc

5.950 08/15/53

902,751

400,000

NASDAQ,

Inc

6.100 06/28/63

401,029

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.050 09/15/28

1,015,605

1,000,000

(a) National

Rural

Utilities

Cooperative

Finance

Corp

4.950 02/07/30

1,017,356

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

2.400 03/15/30

928,497

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.000 02/07/31

1,018,957

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.350 03/15/31

855,484

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.650 06/15/31

861,611

400,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.150 12/15/32

387,086

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.800 01/15/33

529,099

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.000 08/15/34

502,246

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.400 11/01/48

165,145

550,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.300 03/15/49

447,543

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

7.125 09/15/53

517,461

1,000,000

New

Mountain

Finance

Corp

6.200 10/15/27

995,176

1,000,000

(a) New

Mountain

Finance

Corp

6.875 02/01/29

997,194

750,000

NMI

Holdings,

Inc

6.000 08/15/29

766,703

1,000,000

Nomura

Holdings,

Inc

2.172 07/14/28

947,459

500,000

Nomura

Holdings,

Inc

5.605 07/06/29

513,563

1,000,000

Nomura

Holdings,

Inc

4.904 07/01/30

999,538

500,000

Nomura

Holdings,

Inc

2.679 07/16/30

457,443

1,000,000

Nomura

Holdings,

Inc

2.999 01/22/32

899,148

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

1,000,000

Nomura

Holdings,

Inc

6.181 %

01/18/33

$

1,058,158

1,000,000

(a) Nomura

Holdings,

Inc

6.087 07/12/33

1,051,218

1,000,000

(a) Nomura

Holdings,

Inc

5.491 06/29/35

1,006,727

1,000,000

Nomura

Holdings,

Inc

5.043 06/10/36

970,053

500,000

(b) North

Haven

Private

Income

Fund

LLC

5.125 09/25/28

486,924

500,000

Northern

Trust

Corp

3.650 08/03/28

496,165

500,000

Northern

Trust

Corp

3.150 05/03/29

484,079

700,000

Northern

Trust

Corp

1.950 05/01/30

637,063

500,000

Northern

Trust

Corp

6.125 11/02/32

533,163

500,000

Oaktree

Specialty

Lending

Corp

7.100 02/15/29

503,315

300,000

(a) Oaktree

Specialty

Lending

Corp

6.340 02/27/30

292,310

500,000

(a) Oaktree

Strategic

Credit

Fund

6.500 07/23/29

501,240

500,000

(a) Oaktree

Strategic

Credit

Fund

6.190 07/15/30

490,559

920,000

Oesterreichische

Kontrollbank

AG.

4.000 05/28/28

922,249

500,000

ORIX

Corp

4.650 09/10/29

504,052

1,000,000

ORIX

Corp

4.450 09/09/30

991,951

1,000,000

ORIX

Corp

4.000 04/13/32

956,900

500,000

ORIX

Corp

5.200 09/13/32

508,102

500,000

ORIX

Corp

5.400 02/25/35

504,430

1,000,000

PACCAR

Financial

Corp

4.000 08/08/28

999,288

500,000

PayPal

Holdings,

Inc

4.450 03/06/28

501,057

1,000,000

PayPal

Holdings,

Inc

2.850 10/01/29

948,461

500,000

PayPal

Holdings,

Inc

2.300 06/01/30

457,339

500,000

(a) PayPal

Holdings,

Inc

5.150 06/01/34

498,667

500,000

PayPal

Holdings,

Inc

5.100 04/01/35

496,430

750,000

PayPal

Holdings,

Inc

5.050 06/01/52

641,262

1,000,000

PayPal

Holdings,

Inc

5.500 06/01/54

912,005

750,000

PayPal

Holdings,

Inc

5.250 06/01/62

645,604

1,000,000

Phillips

Co

5.875 03/15/56

984,758

3,000,000

Private

Export

Funding

Corp

1.400 07/15/28

2,835,951

1,000,000

Private

Export

Funding

Corp

3.650 03/15/30

978,533

1,000,000

Private

Export

Funding

Corp

4.600 02/15/34

1,012,017

750,000

Radian

Group,

Inc

6.200 05/15/29

774,956

425,000

Raymond

James

Financial,

Inc

4.950 07/15/46

377,772

1,000,000

Raymond

James

Financial,

Inc

3.750 04/01/51

713,842

1,000,000

Raymond

James

Financial,

Inc

5.650 09/11/55

946,525

1,000,000

Royal

Bank

of

Canada

3.995 11/03/28

992,844

1,000,000

Royal

Bank

of

Canada

4.305 11/03/31

983,050

1,000,000

S&P

Global,

Inc

2.950 03/01/29

963,160

500,000

S&P

Global,

Inc

2.500 12/01/29

469,459

500,000

S&P

Global,

Inc

1.250 08/15/30

435,704

1,000,000

S&P

Global,

Inc

2.900 03/01/32

911,911

500,000

S&P

Global,

Inc

3.250 12/01/49

338,694

1,000,000

S&P

Global,

Inc

3.700 03/01/52

726,783

500,000

S&P

Global,

Inc

2.300 08/15/60

241,551

500,000

S&P

Global,

Inc

3.900 03/01/62

356,421

700,000

Sixth

Street

Lending

Partners

6.500 03/11/29

709,649

750,000

Sixth

Street

Lending

Partners

6.125 07/15/30

745,606

750,000

Sixth

Street

Specialty

Lending,

Inc

6.950 08/14/28

766,713

500,000

(a) Sixth

Street

Specialty

Lending,

Inc

5.625 08/15/30

492,850

1,000,000

State

Street

Bank

&

Trust

Co

4.782 11/23/29

1,016,112

1,000,000

State

Street

Corp

4.530 02/20/29

1,005,612

1,000,000

State

Street

Corp

5.684 11/21/29

1,034,544

300,000

State

Street

Corp

4.141 12/03/29

298,894

750,000

State

Street

Corp

2.400 01/24/30

701,795

1,000,000

State

Street

Corp

4.729 02/28/30

1,012,186

1,000,000

State

Street

Corp

4.834 04/24/30

1,015,733

1,375,000

State

Street

Corp

2.200 03/03/31

1,230,222

1,000,000

State

Street

Corp

2.623 02/07/33

889,918

200,000

State

Street

Corp

4.421 05/13/33

196,138

750,000

State

Street

Corp

4.164 08/04/33

723,534

1,000,000

State

Street

Corp

4.821 01/26/34

994,538

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.6%

(continued)

$

500,000

State

Street

Corp

5.159 %

05/18/34

$

506,252

500,000

State

Street

Corp

3.031 11/01/34

470,685

350,000

State

Street

Corp

6.123 11/21/34

369,839

500,000

State

Street

Corp

5.146 02/28/36

501,117

350,000

State

Street

Corp

4.784 10/23/36

340,179

1,000,000

Synchrony

Bank

5.625 08/23/27

1,011,021

900,000

Synchrony

Financial

3.950 12/01/27

888,868

500,000

Synchrony

Financial

5.150 03/19/29

501,212

500,000

Synchrony

Financial

5.019 07/29/29

499,509

500,000

Synchrony

Financial

5.935 08/02/30

508,022

500,000

Synchrony

Financial

5.450 03/06/31

499,586

1,000,000

Synchrony

Financial

2.875 10/28/31

872,412

1,000,000

Synchrony

Financial

4.947 02/25/32

970,502

500,000

Synchrony

Financial

6.000 07/29/36

493,162

1,000,000

(b) Takeoff

Merger

Sub,

Inc

4.500 03/24/29

993,564

1,500,000

(b) Takeoff

Merger

Sub,

Inc

4.850 03/24/31

1,481,242

1,500,000

(b) Takeoff

Merger

Sub,

Inc

5.500 03/24/36

1,477,663

1,000,000

Textron,

Inc

4.950 03/15/36

972,240

1,000,000

TPG

Operating

Group

II

LP

4.875 05/15/31

980,777

1,000,000

TPG

Operating

Group

II

LP

5.375 01/15/36

967,104

3,000,000

UBS

AG.

4.632 02/16/32

2,989,676

1,000,000

UBS

AG.

4.500 06/26/48

834,677

1,750,000

UBS

Group

AG.

4.875 05/15/45

1,549,510

1,821,256

United

Air

(Mileage

Plus

Holdings

LLC)

5.800 01/15/36

1,874,581

700,000

Visa,

Inc

2.750 09/15/27

687,653

475,000

Visa,

Inc

2.050 04/15/30

436,585

250,000

Visa,

Inc

4.150 12/14/35

238,174

1,500,000

Visa,

Inc

2.700 04/15/40

1,132,133

2,325,000

Visa,

Inc

4.300 12/14/45

1,972,610

1,125,000

Visa,

Inc

3.650 09/15/47

857,046

750,000

(a) Visa,

Inc

2.000 08/15/50

396,688

200,000

Voya

Financial,

Inc

5.700 07/15/43

190,680

500,000

Western

Union

Co

4.750 06/15/29

495,546

1,000,000

(a) Western

Union

Co

2.750 03/15/31

904,387

TOTAL

FINANCIAL

SERVICES

551,964,822

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

2,175,000

Altria

Group,

Inc

2.450 02/04/32

1,908,542

2,000,000

Altria

Group,

Inc

5.625 02/06/35

2,048,463

1,000,000

Altria

Group,

Inc

5.250 08/06/35

996,394

800,000

Altria

Group,

Inc

5.800 02/14/39

803,160

1,500,000

Altria

Group,

Inc

3.400 02/04/41

1,132,229

925,000

Altria

Group,

Inc

4.250 08/09/42

753,513

300,000

Altria

Group,

Inc

4.500 05/02/43

249,241

775,000

Altria

Group,

Inc

5.375 01/31/44

718,131

900,000

Altria

Group,

Inc

3.875 09/16/46

659,205

2,375,000

Altria

Group,

Inc

5.950 02/14/49

2,302,671

1,000,000

Altria

Group,

Inc

4.450 05/06/50

781,322

1,000,000

Altria

Group,

Inc

3.700 02/04/51

688,354

3,150,000

Anheuser-Busch

Cos

LLC

4.700 02/01/36

3,068,015

8,216,000

Anheuser-Busch

Cos

LLC

4.900 02/01/46

7,404,029

2,000,000

Anheuser-Busch

InBev

Worldwide,

Inc

3.500 06/01/30

1,932,668

5,600,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000 06/15/34

5,664,113

100,000

Anheuser-Busch

InBev

Worldwide,

Inc

8.200 01/15/39

125,671

2,675,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.450 01/23/39

2,717,586

150,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.950 01/15/42

139,926

1,764,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.439 10/06/48

1,479,008

2,025,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.550 01/23/49

1,966,623

2,150,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.800 01/23/59

2,155,181

750,000

Archer-Daniels-Midland

Co

3.250 03/27/30

718,929

500,000

Archer-Daniels-Midland

Co

2.900 03/01/32

456,147

1,325,000

Archer-Daniels-Midland

Co

4.500 08/15/33

1,308,214

800,000

Archer-Daniels-Midland

Co

4.500 03/15/49

674,367

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

1,000,000

Archer-Daniels-Midland

Co

2.700 %

09/15/51

$

596,816

275,000

BAT

Capital

Corp

4.906 04/02/30

277,970

1,000,000

BAT

Capital

Corp

6.343 08/02/30

1,067,480

900,000

BAT

Capital

Corp

5.834 02/20/31

941,830

650,000

BAT

Capital

Corp

2.726 03/25/31

594,366

500,000

BAT

Capital

Corp

4.742 03/16/32

498,301

1,000,000

BAT

Capital

Corp

5.350 08/15/32

1,026,118

1,000,000

BAT

Capital

Corp

7.750 10/19/32

1,148,280

3,000,000

BAT

Capital

Corp

4.625 03/22/33

2,935,760

1,000,000

BAT

Capital

Corp

6.421 08/02/33

1,084,505

2,500,000

BAT

Capital

Corp

6.000 02/20/34

2,642,365

1,000,000

BAT

Capital

Corp

5.625 08/15/35

1,028,461

1,400,000

BAT

Capital

Corp

4.390 08/15/37

1,271,953

1,000,000

BAT

Capital

Corp

7.079 08/02/43

1,099,178

900,000

BAT

Capital

Corp

4.758 09/06/49

746,235

500,000

BAT

Capital

Corp

5.282 04/02/50

441,344

1,000,000

BAT

Capital

Corp

5.650 03/16/52

926,362

500,000

BAT

Capital

Corp

6.250 08/15/55

505,706

225,000

(a) Brown-Forman

Corp

4.750 04/15/33

223,192

200,000

Brown-Forman

Corp

4.000 04/15/38

176,843

200,000

Brown-Forman

Corp

4.500 07/15/45

168,219

1,500,000

Bunge

Ltd

4.550 08/04/30

1,493,119

1,500,000

Bunge

Ltd

2.750 05/14/31

1,365,826

1,000,000

Bunge

Ltd

4.800 03/19/33

987,087

1,000,000

Bunge

Ltd

4.650 09/17/34

968,148

1,000,000

Bunge

Ltd

5.150 03/19/36

986,423

725,000

Campbell

Soup

Co

4.150 03/15/28

716,230

325,000

Campbell

Soup

Co

5.200 03/21/29

328,108

500,000

Campbell

Soup

Co

2.375 04/24/30

449,089

300,000

Campbell

Soup

Co

5.400 03/21/34

291,155

1,000,000

Campbell

Soup

Co

4.750 03/23/35

920,628

800,000

Campbell

Soup

Co

4.800 03/15/48

631,910

500,000

Campbell

Soup

Co

3.125 04/24/50

298,935

475,000

Campbell

Soup

Co

5.250 10/13/54

392,866

600,000

Coca-Cola

Co

2.125 09/06/29

563,370

300,000

Coca-Cola

Co

3.450 03/25/30

292,129

800,000

Coca-Cola

Co

1.650 06/01/30

723,179

1,500,000

Coca-Cola

Co

2.000 03/05/31

1,347,730

2,000,000

Coca-Cola

Co

1.375 03/15/31

1,744,063

2,000,000

Coca-Cola

Co

2.250 01/05/32

1,790,442

1,000,000

Coca-Cola

Co

5.000 05/13/34

1,030,073

500,000

(a) Coca-Cola

Co

4.650 08/14/34

503,283

725,000

Coca-Cola

Co

2.500 06/01/40

529,823

1,000,000

Coca-Cola

Co

2.875 05/05/41

754,464

1,500,000

Coca-Cola

Co

2.600 06/01/50

911,430

1,500,000

Coca-Cola

Co

3.000 03/05/51

980,535

1,000,000

Coca-Cola

Co

5.300 05/13/54

958,449

750,000

Coca-Cola

Co

5.200 01/14/55

710,214

1,000,000

Coca-Cola

Co

2.750 06/01/60

572,831

1,000,000

Coca-Cola

Co

5.400 05/13/64

951,173

1,000,000

Coca-Cola

Consolidated,

Inc

5.450 06/01/34

1,025,117

678,000

Coca-Cola

Femsa

SAB

de

C.V.

2.750 01/22/30

635,823

550,000

Coca-Cola

Femsa

SAB

de

C.V.

5.100 05/06/35

543,559

100,000

ConAgra

Brands,

Inc

7.000 10/01/28

105,209

1,575,000

ConAgra

Brands,

Inc

4.850 11/01/28

1,576,562

1,000,000

(a) ConAgra

Brands,

Inc

5.750 08/01/35

1,002,545

750,000

ConAgra

Brands,

Inc

5.300 11/01/38

697,479

750,000

ConAgra

Brands,

Inc

5.400 11/01/48

637,370

300,000

Constellation

Brands,

Inc

4.650 11/15/28

301,302

2,000,000

Constellation

Brands,

Inc

4.800 01/15/29

2,011,782

100,000

Constellation

Brands,

Inc

2.875 05/01/30

93,574

425,000

Constellation

Brands,

Inc

2.250 08/01/31

374,875

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

1,000,000

Constellation

Brands,

Inc

4.750 %

05/09/32

$

992,427

400,000

Constellation

Brands,

Inc

4.900 05/01/33

394,605

2,000,000

Constellation

Brands,

Inc

4.950 11/01/35

1,930,654

300,000

Constellation

Brands,

Inc

4.100 02/15/48

229,699

300,000

Constellation

Brands,

Inc

5.250 11/15/48

269,622

750,000

Diageo

Capital

plc

5.300 10/24/27

761,910

425,000

Diageo

Capital

plc

3.875 05/18/28

422,032

425,000

Diageo

Capital

plc

5.500 01/24/33

438,820

1,500,000

Diageo

Capital

plc

5.625 10/05/33

1,561,099

200,000

Diageo

Capital

plc

5.875 09/30/36

211,587

400,000

Diageo

Capital

plc

3.875 04/29/43

317,711

500,000

Diageo

Investment

Corp

5.125 08/15/30

510,496

500,000

Diageo

Investment

Corp

5.625 04/15/35

517,918

100,000

Diageo

Investment

Corp

4.250 05/11/42

85,257

400,000

Flowers

Foods,

Inc

2.400 03/15/31

338,316

750,000

(a) Flowers

Foods,

Inc

5.750 03/15/35

716,545

500,000

General

Mills,

Inc

4.875 01/30/30

503,322

100,000

General

Mills,

Inc

2.875 04/15/30

93,283

1,000,000

General

Mills,

Inc

2.250 10/14/31

876,565

175,000

General

Mills,

Inc

4.950 03/29/33

172,986

750,000

(a) General

Mills,

Inc

5.250 01/30/35

741,357

951,000

General

Mills,

Inc

3.000 02/01/51

583,761

1,000,000

Hershey

Co

4.750 02/24/30

1,015,800

500,000

Hershey

Co

1.700 06/01/30

450,058

500,000

Hershey

Co

4.950 02/24/32

511,698

150,000

Hershey

Co

4.500 05/04/33

149,537

500,000

Hershey

Co

5.100 02/24/35

510,840

300,000

Hershey

Co

3.375 08/15/46

219,168

300,000

Hershey

Co

3.125 11/15/49

201,544

100,000

Hershey

Co

2.650 06/01/50

60,834

1,000,000

Hormel

Foods

Corp

1.700 06/03/28

947,644

1,500,000

Hormel

Foods

Corp

1.800 06/11/30

1,348,031

750,000

Ingredion,

Inc

3.900 06/01/50

555,056

200,000

J

M

Smucker

Co

3.375 12/15/27

196,589

1,000,000

J

M

Smucker

Co

5.900 11/15/28

1,034,292

150,000

J

M

Smucker

Co

2.375 03/15/30

138,227

129,000

J

M

Smucker

Co

2.125 03/15/32

110,742

1,000,000

J

M

Smucker

Co

6.200 11/15/33

1,059,578

300,000

J

M

Smucker

Co

4.250 03/15/35

275,710

250,000

J

M

Smucker

Co

6.500 11/15/43

260,567

300,000

J

M

Smucker

Co

4.375 03/15/45

244,562

1,250,000

(a) J

M

Smucker

Co

6.500 11/15/53

1,298,924

2,000,000

JBS

NV

6.750 03/15/34

2,199,698

1,000,000

(b),(c)

JBS

NV

5.625 03/10/37

1,003,130

1,000,000

JBS

NV

7.250 11/15/53

1,100,184

1,000,000

(b),(c)

JBS

NV

6.400 05/10/57

998,150

1,179,000

JBS

USA

LUX

S.A.

5.750 04/01/33

1,217,011

500,000

JBS

USA

LUX

S.A.

6.500 12/01/52

506,159

1,000,000

Kellanova

5.750 05/16/54

977,380

200,000

Kellogg

Co

3.400 11/15/27

197,464

275,000

Kellogg

Co

2.100 06/01/30

250,170

150,000

Kellogg

Co

4.500 04/01/46

127,360

1,000,000

Keurig

Dr

Pepper,

Inc

5.050 03/15/29

1,010,881

1,000,000

Keurig

Dr

Pepper,

Inc

3.950 04/15/29

979,628

750,000

Keurig

Dr

Pepper,

Inc

3.200 05/01/30

703,232

500,000

Keurig

Dr

Pepper,

Inc

2.250 03/15/31

441,656

1,000,000

Keurig

Dr

Pepper,

Inc

5.200 03/15/31

1,010,956

2,000,000

Keurig

Dr

Pepper,

Inc

4.050 04/15/32

1,892,075

500,000

Keurig

Dr

Pepper,

Inc

5.300 03/15/34

495,738

500,000

Keurig

Dr

Pepper,

Inc

4.420 12/15/46

391,361

1,500,000

Keurig

Dr

Pepper,

Inc

3.350 03/15/51

961,648

500,000

Keurig

Dr

Pepper,

Inc

4.500 04/15/52

390,044

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

500,000

Kraft

Heinz

Foods

Co

5.200 %

03/15/32

$

505,139

2,000,000

(a) Kraft

Heinz

Foods

Co

5.400 03/15/35

1,996,422

1,000,000

Kraft

Heinz

Foods

Co

5.200 07/15/45

872,797

4,000,000

Kraft

Heinz

Foods

Co

4.875 10/01/49

3,271,132

1,500,000

Kraft

Heinz

Foods

Co

5.500 06/01/50

1,340,499

225,000

(b) Maple

Parent

Holdings

Corp

6.625 03/26/56

222,801

500,000

McCormick

&

Co,

Inc

4.150 02/15/29

495,148

500,000

McCormick

&

Co,

Inc

2.500 04/15/30

460,660

325,000

McCormick

&

Co,

Inc

1.850 02/15/31

283,181

500,000

McCormick

&

Co,

Inc

4.950 04/15/33

494,431

500,000

McCormick

&

Co,

Inc

4.700 10/15/34

477,127

400,000

McCormick

&

Co,

Inc

4.200 08/15/47

309,969

350,000

Mead

Johnson

Nutrition

Co

4.600 06/01/44

302,197

525,000

Molson

Coors

Beverage

Co

5.000 05/01/42

471,726

1,550,000

Molson

Coors

Beverage

Co

4.200 07/15/46

1,210,458

1,000,000

Mondelez

International,

Inc

4.750 02/20/29

1,010,490

356,000

Mondelez

International,

Inc

2.750 04/13/30

331,666

1,000,000

Mondelez

International,

Inc

4.500 05/06/30

996,711

400,000

Mondelez

International,

Inc

1.500 02/04/31

345,799

725,000

(a) Mondelez

International,

Inc

1.875 10/15/32

615,334

1,000,000

Mondelez

International,

Inc

4.750 08/28/34

978,020

1,000,000

Mondelez

International,

Inc

5.125 05/06/35

1,001,960

1,500,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4.550 02/16/29

1,515,252

2,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4.700 02/16/34

1,989,348

1,500,000

PepsiCo,

Inc

4.100 01/15/29

1,499,134

1,000,000

PepsiCo,

Inc

4.500 07/17/29

1,009,611

1,000,000

PepsiCo,

Inc

4.600 02/07/30

1,012,991

500,000

PepsiCo,

Inc

2.750 03/19/30

472,542

1,500,000

(a) PepsiCo,

Inc

4.300 07/23/30

1,503,806

2,000,000

PepsiCo,

Inc

1.400 02/25/31

1,744,839

1,100,000

PepsiCo,

Inc

3.900 07/18/32

1,065,442

1,000,000

PepsiCo,

Inc

4.650 07/23/32

1,007,141

1,000,000

PepsiCo,

Inc

4.800 07/17/34

1,006,938

1,000,000

PepsiCo,

Inc

5.000 02/07/35

1,012,403

1,000,000

(a) PepsiCo,

Inc

5.000 07/23/35

1,011,980

575,000

PepsiCo,

Inc

2.625 10/21/41

411,818

750,000

PepsiCo,

Inc

2.875 10/15/49

483,612

1,000,000

PepsiCo,

Inc

2.750 10/21/51

613,692

1,000,000

PepsiCo,

Inc

4.200 07/18/52

804,600

1,500,000

PepsiCo,

Inc

4.650 02/15/53

1,295,501

1,000,000

(a) PepsiCo,

Inc

5.250 07/17/54

961,563

400,000

Philip

Morris

Interanational,

Inc

6.375 05/16/38

436,002

1,450,000

Philip

Morris

International,

Inc

3.375 08/15/29

1,404,422

1,000,000

Philip

Morris

International,

Inc

4.625 11/01/29

1,008,799

1,500,000

Philip

Morris

International,

Inc

5.625 11/17/29

1,559,064

2,000,000

Philip

Morris

International,

Inc

5.125 02/15/30

2,040,682

450,000

Philip

Morris

International,

Inc

2.100 05/01/30

409,535

1,000,000

Philip

Morris

International,

Inc

5.500 09/07/30

1,038,427

1,500,000

Philip

Morris

International,

Inc

4.000 10/29/30

1,468,217

1,000,000

Philip

Morris

International,

Inc

1.750 11/01/30

885,482

1,000,000

Philip

Morris

International,

Inc

5.125 02/13/31

1,022,776

1,000,000

Philip

Morris

International,

Inc

4.750 11/01/31

1,004,546

1,500,000

Philip

Morris

International,

Inc

5.750 11/17/32

1,579,079

2,500,000

Philip

Morris

International,

Inc

5.375 02/15/33

2,569,356

1,000,000

Philip

Morris

International,

Inc

5.625 09/07/33

1,043,357

1,500,000

Philip

Morris

International,

Inc

5.250 02/13/34

1,527,452

1,000,000

Philip

Morris

International,

Inc

4.900 11/01/34

994,637

1,500,000

Philip

Morris

International,

Inc

4.625 10/29/35

1,442,955

225,000

Philip

Morris

International,

Inc

4.375 11/15/41

195,327

200,000

Philip

Morris

International,

Inc

4.500 03/20/42

174,777

275,000

Philip

Morris

International,

Inc

3.875 08/21/42

220,685

300,000

Philip

Morris

International,

Inc

4.125 03/04/43

247,915

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

200,000

Philip

Morris

International,

Inc

4.875 %

11/15/43

$

180,021

1,000,000

Philip

Morris

International,

Inc

4.250 11/10/44

828,221

2,000,000

Pilgrim's

Pride

Corp

6.250 07/01/33

2,094,360

750,000

Pilgrim's

Pride

Corp

6.875 05/15/34

809,672

750,000

Reynolds

American,

Inc

5.700 08/15/35

770,900

65,000

Reynolds

American,

Inc

7.250 06/15/37

73,989

200,000

Reynolds

American,

Inc

6.150 09/15/43

201,407

1,775,000

Reynolds

American,

Inc

5.850 08/15/45

1,719,051

500,000

Tyson

Foods,

Inc

4.350 03/01/29

498,374

1,000,000

Tyson

Foods,

Inc

5.700 03/15/34

1,035,212

500,000

Tyson

Foods,

Inc

4.950 02/20/36

488,403

500,000

Tyson

Foods,

Inc

5.150 08/15/44

461,130

300,000

Tyson

Foods,

Inc

4.550 06/02/47

252,502

1,700,000

Tyson

Foods,

Inc

5.100 09/28/48

1,529,758

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

207,196,565

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

2,500,000

Abbott

Laboratories

3.700 03/09/29

2,470,266

2,500,000

Abbott

Laboratories

4.000 03/15/31

2,460,395

2,500,000

Abbott

Laboratories

4.300 03/15/33

2,446,641

2,500,000

Abbott

Laboratories

4.650 03/15/36

2,444,646

750,000

Abbott

Laboratories

4.750 11/30/36

736,813

2,500,000

Abbott

Laboratories

4.750 03/15/38

2,424,266

3,450,000

Abbott

Laboratories

4.900 11/30/46

3,166,832

2,500,000

Abbott

Laboratories

5.500 03/15/56

2,451,318

2,500,000

Abbott

Laboratories

5.600 03/15/66

2,436,868

1,000,000

AdventHealth

Obligated

Group

2.795 11/15/51

613,176

1,000,000

Adventist

Health

System

4.742 12/01/30

990,271

295,000

Adventist

Health

System

5.757 12/01/34

303,734

500,000

Adventist

Health

System

3.630 03/01/49

334,255

200,000

Advocate

Health

&

Hospitals

Corp

3.829 08/15/28

198,262

750,000

Advocate

Health

&

Hospitals

Corp

2.211 06/15/30

684,239

100,000

Advocate

Health

&

Hospitals

Corp

4.272 08/15/48

81,791

600,000

Advocate

Health

&

Hospitals

Corp

3.387 10/15/49

421,216

500,000

Advocate

Health

&

Hospitals

Corp

3.008 06/15/50

324,450

440,000

Aetna,

Inc

6.625 06/15/36

474,152

350,000

Aetna,

Inc

4.500 05/15/42

292,571

1,500,000

AHS

Hospital

Corp

2.780 07/01/51

918,778

200,000

Allina

Health

System

3.887 04/15/49

153,529

520,000

Allina

Health

System

2.902 11/15/51

325,633

200,000

AmerisourceBergen

Corp

3.450 12/15/27

196,975

1,000,000

AmerisourceBergen

Corp

2.800 05/15/30

932,753

1,000,000

AmerisourceBergen

Corp

2.700 03/15/31

911,935

700,000

AmerisourceBergen

Corp

4.300 12/15/47

577,478

1,000,000

Ascension

Health

2.532 11/15/29

939,841

1,000,000

Ascension

Health

4.294 11/15/30

990,124

300,000

Ascension

Health

4.923 11/15/35

296,422

1,000,000

Ascension

Health

3.106 11/15/39

781,583

875,000

Ascension

Health

3.945 11/15/46

695,270

200,000

Ascension

Health

4.847 11/15/53

177,892

1,000,000

Augusta

SpinCo

Corp

4.398 03/23/29

997,263

500,000

Banner

Health

2.338 01/01/30

463,549

750,000

Banner

Health

2.913 01/01/51

473,647

1,000,000

(a) Baptist

Health

South

Florida

Obligated

Group

3.115 11/15/71

560,662

1,000,000

Baptist

Healthcare

System

Obligated

Group

3.540 08/15/50

714,710

850,000

Baxter

International,

Inc

2.272 12/01/28

792,065

1,000,000

Baxter

International,

Inc

4.900 12/15/30

987,108

1,000,000

Baxter

International,

Inc

1.730 04/01/31

836,652

1,150,000

Baxter

International,

Inc

2.539 02/01/32

969,297

1,000,000

Baxter

International,

Inc

5.650 12/15/35

976,624

300,000

Baxter

International,

Inc

3.500 08/15/46

197,023

750,000

BayCare

Health

System,

Inc

3.831 11/15/50

566,012

500,000

Baylor

Scott

&

White

Holdings

1.777 11/15/30

444,043

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

290,000

Baylor

Scott

&

White

Holdings

4.185 %

11/15/45

$

241,513

200,000

Baylor

Scott

&

White

Holdings

3.967 11/15/46

159,638

1,000,000

Baylor

Scott

&

White

Holdings

2.839 11/15/50

623,395

1,000,000

Becton

Dickinson

&

Co

4.874 02/08/29

1,011,152

675,000

Becton

Dickinson

&

Co

2.823 05/20/30

629,430

750,000

Becton

Dickinson

&

Co

1.957 02/11/31

661,327

1,000,000

Becton

Dickinson

&

Co

4.298 08/22/32

969,275

1,000,000

Becton

Dickinson

&

Co

5.110 02/08/34

1,006,221

107,000

Becton

Dickinson

&

Co

3.794 05/20/50

77,363

235,000

Beth

Israel

Lahey

Health,

Inc

3.080 07/01/51

152,502

200,000

Bon

Secours

Mercy

Health,

Inc

4.302 07/01/28

199,855

2,500,000

Boston

Scientific

Corp

2.650 06/01/30

2,329,316

343,000

Boston

Scientific

Corp

4.550 03/01/39

321,288

256,000

(a) Boston

Scientific

Corp

4.700 03/01/49

224,804

1,000,000

Cardinal

Health,

Inc

4.500 09/15/30

994,715

1,000,000

Cardinal

Health,

Inc

5.450 02/15/34

1,021,226

1,000,000

Cardinal

Health,

Inc

5.350 11/15/34

1,009,201

475,000

Cardinal

Health,

Inc

5.150 09/15/35

470,319

100,000

Cardinal

Health,

Inc

4.600 03/15/43

86,214

200,000

Cardinal

Health,

Inc

4.500 11/15/44

167,617

200,000

Cardinal

Health,

Inc

4.900 09/15/45

176,347

500,000

Cardinal

Health,

Inc

4.368 06/15/47

405,550

500,000

Cardinal

Health,

Inc

5.750 11/15/54

488,441

1,000,000

Cedars-Sinai

Health

System

2.288 08/15/31

893,562

1,000,000

Cencora,

Inc

4.250 11/15/30

981,726

1,000,000

Cencora,

Inc

4.600 02/13/33

983,244

500,000

Cencora,

Inc

5.150 02/15/35

503,572

1,000,000

Cencora,

Inc

4.900 02/13/36

979,744

125,000

Cencora,

Inc

5.650 02/13/56

122,333

500,000

Cencora,,Inc

5.125 02/15/34

504,175

2,000,000

Centene

Corp

2.450 07/15/28

1,862,597

2,000,000

Centene

Corp

3.000 10/15/30

1,752,719

3,500,000

Centene

Corp

2.500 03/01/31

2,937,036

2,000,000

Centene

Corp

2.625 08/01/31

1,672,286

1,000,000

Children's

Health

System

of

Texas

2.511 08/15/50

582,970

100,000

Children's

Hospital

Corp

4.115 01/01/47

81,754

1,000,000

Children's

Hospital

Corp

2.585 02/01/50

596,256

1,000,000

Children's

Hospital

of

Philadelphia

2.704 07/01/50

614,668

200,000

Christus

Health

4.341 07/01/28

199,341

300,000

Cigna

Group

3.050 10/15/27

294,469

2,000,000

Cigna

Group

4.375 10/15/28

1,998,428

1,000,000

Cigna

Group

5.000 05/15/29

1,017,682

218,000

Cigna

Group

2.400 03/15/30

201,385

550,000

Cigna

Group

2.375 03/15/31

494,170

1,000,000

Cigna

Group

5.125 05/15/31

1,020,594

1,000,000

Cigna

Group

4.875 09/15/32

998,550

2,500,000

Cigna

Group

5.400 03/15/33

2,570,138

1,000,000

Cigna

Group

5.250 02/15/34

1,012,293

1,000,000

Cigna

Group

5.250 01/15/36

1,001,289

1,700,000

Cigna

Group

4.800 08/15/38

1,598,332

225,000

Cigna

Group

3.200 03/15/40

174,312

93,000

Cigna

Group

6.125 11/15/41

96,344

975,000

Cigna

Group

4.800 07/15/46

841,425

1,150,000

Cigna

Group

3.875 10/15/47

862,712

2,450,000

Cigna

Group

4.900 12/15/48

2,127,181

750,000

Cigna

Group

3.400 03/15/50

513,040

1,100,000

Cigna

Group

3.400 03/15/51

745,392

375,000

Cigna

Group

6.000 01/15/56

375,549

600,000

City

of

Hope

4.378 08/15/48

486,234

1,000,000

CommonSpirit

Health

3.347 10/01/29

956,545

1,000,000

CommonSpirit

Health

2.782 10/01/30

919,314

760,000

CommonSpirit

Health

5.318 12/01/34

761,238

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

300,000

CommonSpirit

Health

4.350 %

11/01/42

$

255,001

750,000

CommonSpirit

Health

3.817 10/01/49

550,571

715,000

CommonSpirit

Health

4.187 10/01/49

552,777

500,000

CommonSpirit

Health

3.910 10/01/50

366,609

750,000

CommonSpirit

Health

6.461 11/01/52

796,090

905,000

CommonSpirit

Health

5.548 12/01/54

852,115

750,000

Community

Health

Network,

Inc

3.099 05/01/50

474,600

500,000

Corewell

Health

Obligated

Group

3.487 07/15/49

355,256

485,000

Cottage

Health

Obligated

Group

3.304 11/01/49

334,379

2,000,000

CVS

Health

Corp

1.300 08/21/27

1,916,328

1,500,000

CVS

Health

Corp

5.400 06/01/29

1,535,595

275,000

CVS

Health

Corp

3.250 08/15/29

263,521

2,000,000

CVS

Health

Corp

5.125 02/21/30

2,028,046

1,825,000

CVS

Health

Corp

1.750 08/21/30

1,609,812

1,000,000

CVS

Health

Corp

5.250 01/30/31

1,021,923

1,525,000

CVS

Health

Corp

1.875 02/28/31

1,331,434

1,000,000

CVS

Health

Corp

5.550 06/01/31

1,031,721

1,000,000

CVS

Health

Corp

2.125 09/15/31

867,088

2,000,000

CVS

Health

Corp

5.250 02/21/33

2,022,852

850,000

CVS

Health

Corp

5.300 06/01/33

856,726

500,000

CVS

Health

Corp

5.700 06/01/34

513,847

775,000

CVS

Health

Corp

5.450 09/15/35

778,014

4,100,000

CVS

Health

Corp

4.780 03/25/38

3,778,305

400,000

CVS

Health

Corp

5.300 12/05/43

363,834

1,000,000

CVS

Health

Corp

6.000 06/01/44

984,520

1,800,000

CVS

Health

Corp

5.125 07/20/45

1,579,956

4,525,000

CVS

Health

Corp

5.050 03/25/48

3,882,461

2,000,000

CVS

Health

Corp

5.625 02/21/53

1,832,580

1,500,000

CVS

Health

Corp

5.875 06/01/53

1,420,318

1,500,000

CVS

Health

Corp

6.000 06/01/63

1,422,956

100,000

Dartmouth-Hitchcock

Health

4.178 08/01/48

77,927

1,000,000

(a) DENTSPLY

SIRONA,

Inc

3.250 06/01/30

921,002

300,000

DH

Europe

Finance

II

Sarl

2.600 11/15/29

282,428

550,000

DH

Europe

Finance

II

Sarl

3.250 11/15/39

441,556

200,000

Dignity

Health

5.267 11/01/64

177,477

400,000

Duke

University

Health

System,

Inc

3.920 06/01/47

314,056

400,000

Edwards

Lifesciences

Corp

4.300 06/15/28

399,569

1,500,000

Elevance

Health,

Inc

2.250 05/15/30

1,366,668

1,000,000

Elevance

Health,

Inc

2.550 03/15/31

902,395

2,000,000

Elevance

Health,

Inc

4.950 11/01/31

2,012,389

50,000

Elevance

Health,

Inc

4.100 05/15/32

47,980

500,000

Elevance

Health,

Inc

5.500 10/15/32

515,290

1,000,000

Elevance

Health,

Inc

4.750 02/15/33

984,746

1,500,000

Elevance

Health,

Inc

5.375 06/15/34

1,519,664

1,500,000

Elevance

Health,

Inc

5.200 02/15/35

1,497,537

125,000

Elevance

Health,

Inc

4.650 01/15/43

108,184

500,000

Elevance

Health,

Inc

5.100 01/15/44

455,236

425,000

Elevance

Health,

Inc

4.650 08/15/44

363,953

625,000

Elevance

Health,

Inc

4.375 12/01/47

502,734

1,800,000

Elevance

Health,

Inc

4.550 03/01/48

1,487,959

500,000

Elevance

Health,

Inc

3.700 09/15/49

356,182

650,000

Elevance

Health,

Inc

3.125 05/15/50

415,989

425,000

Elevance

Health,

Inc

3.600 03/15/51

295,019

600,000

Elevance

Health,

Inc

4.550 05/15/52

483,321

1,750,000

Elevance

Health,

Inc

6.100 10/15/52

1,755,068

450,000

Elevance

Health,

Inc

5.125 02/15/53

394,536

900,000

Elevance

Health,

Inc

5.650 06/15/54

847,851

500,000

Elevance

Health,

Inc

5.850 11/01/64

478,093

865,000

Fred

Hutchinson

Cancer

Center

4.966 01/01/52

779,674

150,000

GE

HealthCare

Technologies,

Inc

4.800 08/14/29

151,363

1,000,000

GE

HealthCare

Technologies,

Inc

5.857 03/15/30

1,043,541

1,000,000

GE

HealthCare

Technologies,

Inc

4.800 01/15/31

1,006,162

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,500,000

GE

HealthCare

Technologies,

Inc

5.905 %

11/22/32

$

1,582,223

1,000,000

GE

HealthCare

Technologies,

Inc

5.500 06/15/35

1,020,441

750,000

Hackensack

Meridian

Health,

Inc

2.675 09/01/41

534,590

200,000

Hackensack

Meridian

Health,

Inc

4.211 07/01/48

164,097

750,000

Hackensack

Meridian

Health,

Inc

2.875 09/01/50

467,346

200,000

Hackensack

Meridian

Health,

Inc

4.500 07/01/57

168,612

685,000

Hartford

HealthCare

Corp

3.447 07/01/54

503,292

1,000,000

HCA,

Inc

3.375 03/15/29

968,181

1,500,000

HCA,

Inc

4.125 06/15/29

1,479,263

1,000,000

HCA,

Inc

5.250 03/01/30

1,020,475

1,000,000

HCA,

Inc

3.500 09/01/30

949,641

1,000,000

HCA,

Inc

4.300 11/15/30

983,482

1,000,000

HCA,

Inc

5.450 04/01/31

1,024,998

2,000,000

HCA,

Inc

2.375 07/15/31

1,767,522

1,000,000

HCA,

Inc

5.500 03/01/32

1,025,155

1,640,000

HCA,

Inc

3.625 03/15/32

1,524,045

1,000,000

HCA,

Inc

4.600 11/15/32

972,683

2,000,000

HCA,

Inc

5.500 06/01/33

2,039,885

1,500,000

HCA,

Inc

5.600 04/01/34

1,531,864

1,000,000

HCA,

Inc

5.450 09/15/34

1,009,359

1,000,000

HCA,

Inc

5.750 03/01/35

1,028,153

1,250,000

HCA,

Inc

4.900 11/15/35

1,208,512

225,000

HCA,

Inc

5.125 06/15/39

212,045

125,000

HCA,

Inc

4.375 03/15/42

104,867

875,000

HCA,

Inc

5.500 06/15/47

801,807

1,500,000

HCA,

Inc

5.250 06/15/49

1,323,672

500,000

HCA,

Inc

5.900 06/01/53

476,051

1,500,000

HCA,

Inc

6.000 04/01/54

1,447,805

1,000,000

HCA,

Inc

5.950 09/15/54

961,857

1,000,000

HCA,

Inc

6.200 03/01/55

990,544

750,000

HCA,

Inc

6.100 04/01/64

724,038

1,000,000

Hoag

Memorial

Hospital

Presbyterian

3.803 07/15/52

746,067

500,000

Humana,

Inc

5.750 03/01/28

509,815

500,000

Humana,

Inc

3.700 03/23/29

486,009

175,000

Humana,

Inc

3.125 08/15/29

166,501

1,000,000

Humana,

Inc

5.375 04/15/31

1,010,748

325,000

Humana,

Inc

2.150 02/03/32

278,223

500,000

Humana,

Inc

5.875 03/01/33

510,892

750,000

Humana,

Inc

5.950 03/15/34

764,836

1,500,000

Humana,

Inc

5.550 05/01/35

1,483,212

200,000

Humana,

Inc

4.625 12/01/42

164,258

300,000

Humana,

Inc

4.950 10/01/44

251,149

600,000

Humana,

Inc

4.800 03/15/47

478,207

500,000

Humana,

Inc

3.950 08/15/49

349,232

1,500,000

Humana,

Inc

5.500 03/15/53

1,300,044

500,000

Icon

Investments

Six

Dac

5.849 05/08/29

509,808

1,000,000

(a) Icon

Investments

Six

Dac

6.000 05/08/34

1,013,000

500,000

Illumina,

Inc

4.750 12/12/30

497,423

200,000

Indiana

University

Health,

Inc

Obligated

Group

3.970 11/01/48

156,693

1,500,000

Indiana

University

Health,

Inc

Obligated

Group

2.852 11/01/51

928,770

1,000,000

Inova

Health

System

Foundation

4.068 05/15/52

782,668

760,000

Integris

Baptist

Medical

Center,

Inc

3.875 08/15/50

549,953

445,000

Iowa

Health

System

3.665 02/15/50

330,386

900,000

IQVIA,

Inc

5.700 05/15/28

917,424

1,000,000

IQVIA,

Inc

6.250 02/01/29

1,039,336

350,000

Johns

Hopkins

Health

System

Corp

3.837 05/15/46

275,153

500,000

Kaiser

Foundation

Hospitals

3.150 05/01/27

494,797

1,400,000

Kaiser

Foundation

Hospitals

2.810 06/01/41

1,015,650

100,000

Kaiser

Foundation

Hospitals

4.875 04/01/42

92,546

1,265,000

Kaiser

Foundation

Hospitals

4.150 05/01/47

1,029,588

1,000,000

Kaiser

Foundation

Hospitals

3.266 11/01/49

684,554

1,000,000

Kaiser

Foundation

Hospitals

3.002 06/01/51

640,484

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

755,000

Koninklijke

Philips

NV

5.000 %

03/15/42

$

687,197

1,000,000

Laboratory

Corp

of

America

Holdings

2.700 06/01/31

910,105

1,000,000

Laboratory

Corp

of

America

Holdings

4.550 04/01/32

987,484

1,000,000

Laboratory

Corp

of

America

Holdings

4.800 10/01/34

973,654

800,000

Laboratory

Corp

of

America

Holdings

4.700 02/01/45

698,640

100,000

Mass

General

Brigham,

Inc

3.765 07/01/48

76,079

750,000

Mass

General

Brigham,

Inc

3.192 07/01/49

506,825

100,000

Mass

General

Brigham,

Inc

4.117 07/01/55

78,371

1,000,000

Mass

General

Brigham,

Inc

3.342 07/01/60

643,584

200,000

Mayo

Clinic

4.000 11/15/47

160,665

200,000

Mayo

Clinic

4.128 11/15/52

160,532

1,500,000

Mayo

Clinic

3.196 11/15/61

943,239

1,500,000

McKesson

Corp

4.250 09/15/29

1,495,065

500,000

McKesson

Corp

4.650 05/30/30

503,018

500,000

McKesson

Corp

4.950 05/30/32

507,856

350,000

McKesson

Corp

5.100 07/15/33

356,636

500,000

McKesson

Corp

5.250 05/30/35

509,484

200,000

McLaren

Health

Care

Corp

4.386 05/15/48

165,488

135,000

MedStar

Health,

Inc

3.626 08/15/49

97,223

1,000,000

Medtronic

Global

Holdings

S.C.A

4.500 03/30/33

987,394

2,777,000

Medtronic,

Inc

4.375 03/15/35

2,684,036

1,074,000

Medtronic,

Inc

4.625 03/15/45

957,659

500,000

Memorial

Health

Services

3.447 11/01/49

351,547

1,000,000

Memorial

Sloan-Kettering

Cancer

Center

2.955 01/01/50

649,538

200,000

(a) Memorial

Sloan-Kettering

Cancer

Center

4.125 07/01/52

160,462

500,000

Memorial

Sloan-Kettering

Cancer

Center

4.200 07/01/55

402,301

1,000,000

Methodist

Hospital

2.705 12/01/50

607,751

500,000

Montefiore

Obligated

Group

5.246 11/01/48

410,029

750,000

Montefiore

Obligated

Group

4.287 09/01/50

516,996

1,000,000

Mount

Nittany

Medical

Center

Obligated

Group

3.799 11/15/52

733,841

380,000

MyMichigan

Health

3.409 06/01/50

265,496

1,000,000

Nationwide

Children's

Hospital,

Inc

4.556 11/01/52

854,549

1,000,000

New

York

and

Presbyterian

Hospital

2.256 08/01/40

686,253

300,000

New

York

and

Presbyterian

Hospital

4.024 08/01/45

243,763

150,000

(a) New

York

and

Presbyterian

Hospital

4.063 08/01/56

115,951

1,000,000

(a) New

York

and

Presbyterian

Hospital

2.606 08/01/60

551,860

500,000

New

York

and

Presbyterian

Hospital

3.954 08/01/19

340,040

140,000

Northwell

Healthcare,

Inc

3.979 11/01/46

108,747

675,000

Northwell

Healthcare,

Inc

4.260 11/01/47

546,823

500,000

Northwell

Healthcare,

Inc

3.809 11/01/49

365,955

1,000,000

Northwestern

Memorial

Healthcare

Obligated

Group

2.633 07/15/51

606,895

1,000,000

Novant

Health,

Inc

2.637 11/01/36

790,462

1,000,000

Novant

Health,

Inc

3.318 11/01/61

625,809

1,000,000

NY

Society

for

Relief

of

Ruptured

&

Crippled

Maintaining

Hosp

Special

Surgery

2.667 10/01/50

606,998

350,000

NYU

Langone

Hospitals

5.750 07/01/43

352,645

250,000

NYU

Langone

Hospitals

4.368 07/01/47

211,648

915,000

(a) NYU

Langone

Hospitals

3.380 07/01/55

619,895

1,000,000

Ochsner

LSU

Health

System

of

North

Louisiana

2.510 05/15/31

854,117

1,000,000

OhioHealth

Corp

2.297 11/15/31

890,396

750,000

OhioHealth

Corp

3.042 11/15/50

500,723

100,000

Orlando

Health

Obligated

Group

4.089 10/01/48

79,662

1,000,000

Orlando

Health

Obligated

Group

3.327 10/01/50

700,141

200,000

PeaceHealth

Obligated

Group

4.787 11/15/48

172,064

750,000

PeaceHealth

Obligated

Group

3.218 11/15/50

492,181

500,000

Piedmont

Healthcare,

Inc

2.044 01/01/32

435,285

500,000

Piedmont

Healthcare,

Inc

2.719 01/01/42

350,814

725,000

Presbyterian

Healthcare

Services

4.875 08/01/52

637,599

570,000

Providence

St.

Joseph

Health

Obligated

Group

2.532 10/01/29

531,272

945,000

Providence

St.

Joseph

Health

Obligated

Group

5.403 10/01/33

963,522

100,000

Providence

St.

Joseph

Health

Obligated

Group

3.744 10/01/47

74,008

350,000

Providence

St.

Joseph

Health

Obligated

Group

3.930 10/01/48

264,807

1,000,000

(a) Providence

St.

Joseph

Health

Obligated

Group

2.700 10/01/51

583,006

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

785,000

Queen's

Health

Systems

4.810 %

07/01/52

$

694,115

500,000

Quest

Diagnostics,

Inc

4.600 12/15/27

502,240

500,000

Quest

Diagnostics,

Inc

4.200 06/30/29

497,035

500,000

Quest

Diagnostics,

Inc

4.625 12/15/29

503,568

500,000

Quest

Diagnostics,

Inc

2.800 06/30/31

456,371

250,000

Quest

Diagnostics,

Inc

6.400 11/30/33

272,121

1,000,000

Quest

Diagnostics,

Inc

5.000 12/15/34

993,169

300,000

Quest

Diagnostics,

Inc

4.700 03/30/45

266,630

1,500,000

Rady

Children's

Hospital-San

Diego

3.154 08/15/51

1,001,876

390,000

Rush

Obligated

Group

3.922 11/15/29

383,793

425,000

Sentara

Healthcare

2.927 11/01/51

267,372

1,000,000

Sharp

HealthCare

2.680 08/01/50

610,347

1,000,000

Smith

&

Nephew

plc

2.032 10/14/30

889,976

500,000

Smith

&

Nephew

plc

5.400 03/20/34

507,151

400,000

SSM

Health

Care

Corp

3.823 06/01/27

397,232

500,000

SSM

Health

Care

Corp

4.894 06/01/28

504,194

1,620,000

(a) Stanford

Health

Care

3.027 08/15/51

1,055,039

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

3.750 03/15/51

719,587

500,000

Stryker

Corp

3.650 03/07/28

494,403

1,000,000

Stryker

Corp

4.850 02/10/30

1,013,613

1,250,000

Stryker

Corp

4.625 09/11/34

1,220,198

1,000,000

Stryker

Corp

5.200 02/10/35

1,012,571

200,000

Stryker

Corp

4.100 04/01/43

165,986

200,000

Stryker

Corp

4.375 05/15/44

169,246

550,000

Stryker

Corp

4.625 03/15/46

476,385

575,000

Stryker

Corp

2.900 06/15/50

364,252

1,500,000

Summa

Health

3.511 11/15/51

1,100,221

200,000

Sutter

Health

3.695 08/15/28

197,189

1,000,000

Sutter

Health

2.294 08/15/30

911,078

435,000

Sutter

Health

5.213 08/15/32

445,451

745,000

Sutter

Health

5.537 08/15/35

768,656

500,000

Sutter

Health

3.161 08/15/40

384,819

200,000

Sutter

Health

4.091 08/15/48

159,007

500,000

Sutter

Health

3.361 08/15/50

346,281

135,000

Sutter

Health

5.547 08/15/53

131,793

1,000,000

Texas

Health

Resources

2.328 11/15/50

559,677

100,000

Texas

Health

Resources

4.330 11/15/55

82,170

450,000

Toledo

Hospital

5.750 11/15/38

450,463

1,000,000

Trinity

Health

Corp

2.632 12/01/40

717,830

300,000

Trinity

Health

Corp

4.125 12/01/45

245,951

185,000

Trinity

Health

Corp

3.434 12/01/48

135,741

1,000,000

UMass

Memorial

Health

Care

Obligated

Group

5.363 07/01/52

918,028

1,000,000

UnitedHealth

Group,

Inc

2.875 08/15/29

953,282

1,000,000

UnitedHealth

Group,

Inc

5.300 02/15/30

1,027,891

2,200,000

UnitedHealth

Group,

Inc

2.000 05/15/30

1,991,785

2,000,000

UnitedHealth

Group,

Inc

4.900 04/15/31

2,029,881

1,750,000

UnitedHealth

Group,

Inc

2.300 05/15/31

1,568,500

1,000,000

UnitedHealth

Group,

Inc

4.950 01/15/32

1,011,148

800,000

UnitedHealth

Group,

Inc

4.200 05/15/32

779,423

1,500,000

UnitedHealth

Group,

Inc

5.350 02/15/33

1,540,022

1,500,000

UnitedHealth

Group,

Inc

4.500 04/15/33

1,464,544

1,500,000

UnitedHealth

Group,

Inc

5.000 04/15/34

1,501,175

1,000,000

UnitedHealth

Group,

Inc

5.150 07/15/34

1,008,526

150,000

UnitedHealth

Group,

Inc

5.800 03/15/36

156,800

365,000

UnitedHealth

Group,

Inc

6.625 11/15/37

402,454

200,000

UnitedHealth

Group,

Inc

6.875 02/15/38

225,151

275,000

UnitedHealth

Group,

Inc

3.500 08/15/39

222,426

1,000,000

UnitedHealth

Group,

Inc

2.750 05/15/40

727,363

1,500,000

UnitedHealth

Group,

Inc

3.050 05/15/41

1,111,957

300,000

UnitedHealth

Group,

Inc

4.375 03/15/42

258,920

350,000

UnitedHealth

Group,

Inc

3.950 10/15/42

283,027

375,000

UnitedHealth

Group,

Inc

4.250 03/15/43

312,858

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,500,000

UnitedHealth

Group,

Inc

5.500 %

07/15/44

$

1,447,494

800,000

UnitedHealth

Group,

Inc

4.200 01/15/47

638,288

300,000

UnitedHealth

Group,

Inc

4.250 04/15/47

240,235

500,000

UnitedHealth

Group,

Inc

3.750 10/15/47

369,797

1,700,000

UnitedHealth

Group,

Inc

4.250 06/15/48

1,350,740

1,000,000

UnitedHealth

Group,

Inc

3.700 08/15/49

719,141

2,000,000

UnitedHealth

Group,

Inc

2.900 05/15/50

1,245,047

3,000,000

UnitedHealth

Group,

Inc

3.250 05/15/51

1,976,276

450,000

UnitedHealth

Group,

Inc

4.750 05/15/52

378,810

1,500,000

UnitedHealth

Group,

Inc

5.875 02/15/53

1,477,300

1,500,000

UnitedHealth

Group,

Inc

5.050 04/15/53

1,319,542

3,000,000

UnitedHealth

Group,

Inc

5.375 04/15/54

2,758,752

100,000

UnitedHealth

Group,

Inc

5.950 06/15/55

100,738

1,250,000

UnitedHealth

Group,

Inc

3.875 08/15/59

872,085

1,000,000

UnitedHealth

Group,

Inc

3.125 05/15/60

594,446

500,000

UnitedHealth

Group,

Inc

4.950 05/15/62

419,783

1,000,000

UnitedHealth

Group,

Inc

6.050 02/15/63

999,605

1,500,000

UnitedHealth

Group,

Inc

5.200 04/15/63

1,309,468

2,000,000

UnitedHealth

Group,

Inc

5.500 04/15/64

1,831,221

500,000

Universal

Health

Services,

Inc

4.625 10/15/29

494,172

1,000,000

Universal

Health

Services,

Inc

2.650 01/15/32

871,183

1,000,000

Universal

Health

Services,

Inc

5.050 10/15/34

954,747

500,000

University

of

Pittsburgh

Medical

Center

5.035 05/15/33

503,814

500,000

University

of

Pittsburgh

Medical

Center

5.377 05/15/43

477,058

370,000

WakeMed

3.286 10/01/52

250,590

200,000

West

Virginia

United

Health

System

Obligated

Group

3.129 06/01/50

125,705

500,000

Willis-Knighton

Medical

Center

3.065 03/01/51

311,164

1,000,000

Yale

Haven

Health

Services

Corp

2.496 07/01/50

578,721

1,000,000

Zimmer

Biomet

Holdings,

Inc

5.200 09/15/34

999,917

1,000,000

Zimmer

Biomet

Holdings,

Inc

5.500 02/19/35

1,020,742

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

302,385,677

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

500,000

Church

&

Dwight

Co,

Inc

3.150 08/01/27

492,976

250,000

Church

&

Dwight

Co,

Inc

2.300 12/15/31

221,761

500,000

Church

&

Dwight

Co,

Inc

5.600 11/15/32

525,767

100,000

Church

&

Dwight

Co,

Inc

3.950 08/01/47

78,290

725,000

Church

&

Dwight

Co,

Inc

5.000 06/15/52

649,531

750,000

Clorox

Co

4.400 05/01/29

749,022

1,000,000

Clorox

Co

1.800 05/15/30

894,891

375,000

Clorox

Co

4.600 05/01/32

371,850

1,000,000

Colgate-Palmolive

Co

4.600 03/01/28

1,013,398

225,000

Colgate-Palmolive

Co

3.250 08/15/32

211,190

1,000,000

Colgate-Palmolive

Co

4.600 03/01/33

1,010,160

300,000

Colgate-Palmolive

Co

4.000 08/15/45

251,026

550,000

Colgate-Palmolive

Co

3.700 08/01/47

425,467

200,000

Estee

Lauder

Cos,

Inc

2.375 12/01/29

186,200

100,000

Estee

Lauder

Cos,

Inc

2.600 04/15/30

92,766

1,500,000

Estee

Lauder

Cos,

Inc

1.950 03/15/31

1,322,776

1,000,000

(a) Estee

Lauder

Cos,

Inc

5.000 02/14/34

995,128

100,000

Estee

Lauder

Cos,

Inc

6.000 05/15/37

105,714

300,000

Estee

Lauder

Cos,

Inc

4.375 06/15/45

244,850

375,000

Estee

Lauder

Cos,

Inc

4.150 03/15/47

289,253

700,000

Estee

Lauder

Cos,

Inc

3.125 12/01/49

443,879

725,000

Haleon

US

Capital

LLC

3.375 03/24/29

705,421

1,500,000

Haleon

US

Capital

LLC

3.625 03/24/32

1,409,470

1,000,000

Haleon

US

Capital

LLC

4.000 03/24/52

766,264

1,000,000

Kenvue,

Inc

5.000 03/22/30

1,018,022

500,000

Kenvue,

Inc

4.850 05/22/32

505,325

1,250,000

Kenvue,

Inc

4.900 03/22/33

1,260,059

1,250,000

Kenvue,

Inc

5.050 03/22/53

1,130,262

1,000,000

Kenvue,

Inc

5.200 03/22/63

895,609

200,000

Kimberly-Clark

Corp

1.050 09/15/27

191,551

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

(continued)

$

412,000

Kimberly-Clark

Corp

3.950 %

11/01/28

$

409,380

750,000

Kimberly-Clark

Corp

3.200 04/25/29

728,287

1,500,000

Kimberly-Clark

Corp

2.000 11/02/31

1,331,290

500,000

Kimberly-Clark

Corp

4.500 02/16/33

499,543

200,000

Kimberly-Clark

Corp

6.625 08/01/37

226,260

725,000

Kimberly-Clark

Corp

3.200 07/30/46

506,530

200,000

Kimberly-Clark

Corp

3.900 05/04/47

154,284

300,000

Kimberly-Clark

Corp

2.875 02/07/50

193,681

1,000,000

Procter

&

Gamble

Co

4.350 01/29/29

1,010,257

1,000,000

Procter

&

Gamble

Co

4.150 10/24/29

1,005,692

2,000,000

Procter

&

Gamble

Co

3.000 03/25/30

1,914,241

1,150,000

Procter

&

Gamble

Co

1.200 10/29/30

1,006,532

1,500,000

Procter

&

Gamble

Co

1.950 04/23/31

1,345,698

2,000,000

Procter

&

Gamble

Co

4.550 01/29/34

2,004,046

1,000,000

Procter

&

Gamble

Co

4.550 10/24/34

1,001,885

1,000,000

Procter

&

Gamble

Co

4.350 11/03/35

969,601

1,150,000

Unilever

Capital

Corp

3.500 03/22/28

1,138,152

1,000,000

Unilever

Capital

Corp

2.125 09/06/29

935,742

175,000

Unilever

Capital

Corp

1.375 09/14/30

154,849

200,000

Unilever

Capital

Corp

1.750 08/12/31

175,100

430,000

Unilever

Capital

Corp

5.900 11/15/32

465,423

700,000

Unilever

Capital

Corp

5.000 12/08/33

715,665

1,300,000

Unilever

Capital

Corp

4.625 08/12/34

1,284,787

500,000

Unilever

Capital

Corp

2.625 08/12/51

302,742

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

37,937,545

INSURANCE

-

0.8%

500,000

Aegon

NV

5.500 04/11/48

498,880

375,000

Aflac,

Inc

3.600 04/01/30

363,479

200,000

Aflac,

Inc

4.000 10/15/46

156,813

500,000

Aflac,

Inc

4.750 01/15/49

429,435

1,000,000

Alleghany

Corp

3.625 05/15/30

970,431

200,000

Alleghany

Corp

4.900 09/15/44

177,238

1,000,000

Alleghany

Corp

3.250 08/15/51

657,944

1,500,000

Allstate

Corp

5.050 06/24/29

1,529,477

600,000

Allstate

Corp

5.250 03/30/33

612,895

600,000

Allstate

Corp

4.500 06/15/43

509,887

975,000

Allstate

Corp

4.200 12/15/46

773,198

250,000

Allstate

Corp

3.850 08/10/49

185,441

200,000

Allstate

Corp

6.852 08/15/53

199,945

325,000

American

Financial

Group,

Inc

5.250 04/02/30

332,852

1,000,000

American

Financial

Group,

Inc

5.000 09/23/35

959,328

400,000

American

Financial

Group,

Inc

4.500 06/15/47

321,834

500,000

American

International

Group,

Inc

4.850 05/07/30

505,023

1,000,000

American

International

Group,

Inc

5.125 03/27/33

1,009,638

250,000

American

International

Group,

Inc

5.450 05/07/35

254,994

1,500,000

American

International

Group,

Inc

4.750 04/01/48

1,301,558

1,500,000

American

International

Group,

Inc

4.375 06/30/50

1,214,925

1,000,000

American

National

Group,

Inc

5.750 10/01/29

1,010,315

750,000

American

National

Group,

Inc

6.000 07/15/35

731,165

450,000

Aon

Corp

2.800 05/15/30

418,993

1,000,000

Aon

Corp

2.050 08/23/31

873,121

1,000,000

Aon

Corp

2.600 12/02/31

891,952

500,000

Aon

Corp

5.000 09/12/32

502,930

750,000

Aon

Corp

5.350 02/28/33

768,094

200,000

Aon

Corp

6.250 09/30/40

212,944

1,000,000

Aon

Corp

2.900 08/23/51

606,605

500,000

Aon

Corp

3.900 02/28/52

364,599

550,000

Aon

Global

Ltd

4.750 05/15/45

474,343

1,000,000

Aon

North

America,

Inc

5.300 03/01/31

1,020,314

1,500,000

Aon

North

America,

Inc

5.450 03/01/34

1,531,851

1,500,000

Aon

North

America,

Inc

5.750 03/01/54

1,445,292

200,000

Arch

Capital

Group

Ltd

5.031 12/15/46

180,405

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

600,000

Arch

Capital

Group

Ltd

3.635 %

06/30/50

$

429,205

300,000

Arch

Capital

Group

US,

Inc

5.144 11/01/43

276,928

575,000

Arthur

J

Gallagher

&

Co

5.000 02/15/32

576,369

500,000

Arthur

J

Gallagher

&

Co

5.500 03/02/33

513,382

150,000

Arthur

J

Gallagher

&

Co

6.500 02/15/34

162,202

1,000,000

Arthur

J

Gallagher

&

Co

5.450 07/15/34

1,015,778

1,500,000

Arthur

J

Gallagher

&

Co

5.150 02/15/35

1,487,847

125,000

Arthur

J

Gallagher

&

Co

3.500 05/20/51

85,508

1,000,000

Arthur

J

Gallagher

&

Co

3.050 03/09/52

615,289

250,000

Arthur

J

Gallagher

&

Co

6.750 02/15/54

269,959

725,000

Arthur

J

Gallagher

&

Co

5.750 07/15/54

695,418

1,400,000

Arthur

J

Gallagher

&

Co

5.550 02/15/55

1,306,924

1,000,000

Aspen

Insurance

Holdings

Ltd

5.750 07/01/30

1,031,136

300,000

Assurant,

Inc

4.900 03/27/28

301,262

500,000

Assurant,

Inc

3.700 02/22/30

479,582

7,000

Assurant,

Inc

6.750 02/15/34

7,537

500,000

Assured

Guaranty

US

Holdings,

Inc

6.125 09/15/28

517,569

300,000

Assured

Guaranty

US

Holdings,

Inc

3.600 09/15/51

202,541

500,000

Athene

Holding

Ltd

6.150 04/03/30

516,051

500,000

Athene

Holding

Ltd

6.650 02/01/33

519,690

500,000

Athene

Holding

Ltd

3.950 05/25/51

338,172

500,000

Athene

Holding

Ltd

3.450 05/15/52

304,780

1,000,000

Athene

Holding

Ltd

6.250 04/01/54

917,585

500,000

Athene

Holding

Ltd

6.625 10/15/54

461,814

1,000,000

Athene

Holding

Ltd

6.625 05/19/55

963,337

1,000,000

Athene

Holding

Ltd

6.875 06/28/55

934,952

300,000

AXIS

Specialty

Finance

LLC

3.900 07/15/29

294,159

250,000

AXIS

Specialty

Finance

LLC

4.900 01/15/40

239,803

200,000

AXIS

Specialty

Finance

plc

4.000 12/06/27

198,639

100,000

Berkshire

Hathaway

Finance

Corp

1.850 03/12/30

91,724

1,000,000

Berkshire

Hathaway

Finance

Corp

2.875 03/15/32

926,001

300,000

Berkshire

Hathaway

Finance

Corp

4.400 05/15/42

268,017

2,175,000

Berkshire

Hathaway

Finance

Corp

4.200 08/15/48

1,772,774

1,725,000

Berkshire

Hathaway

Finance

Corp

4.250 01/15/49

1,415,687

3,000,000

Berkshire

Hathaway

Finance

Corp

2.500 01/15/51

1,750,954

1,500,000

Berkshire

Hathaway

Finance

Corp

3.850 03/15/52

1,132,158

1,000,000

(a) Brighthouse

Financial,

Inc

5.625 05/15/30

995,032

236,000

Brighthouse

Financial,

Inc

4.700 06/22/47

160,476

425,000

Brown

&

Brown,

Inc

4.700 06/23/28

426,230

1,000,000

Brown

&

Brown,

Inc

4.900 06/23/30

998,644

1,000,000

Brown

&

Brown,

Inc

2.375 03/15/31

879,912

500,000

Brown

&

Brown,

Inc

4.200 03/17/32

471,958

1,000,000

Brown

&

Brown,

Inc

5.250 06/23/32

997,232

500,000

Brown

&

Brown,

Inc

5.650 06/11/34

504,249

225,000

Brown

&

Brown,

Inc

5.550 06/23/35

224,701

500,000

Brown

&

Brown,

Inc

4.950 03/17/52

416,694

625,000

(a) Brown

&

Brown,

Inc

6.250 06/23/55

623,235

450,000

Chubb

Corp

6.000 05/11/37

480,112

1,500,000

Chubb

INA

Holdings

LLC

4.900 08/15/35

1,476,919

2,000,000

Chubb

INA

Holdings,

Inc

5.000 03/15/34

2,011,109

150,000

Chubb

INA

Holdings,

Inc

4.150 03/13/43

126,218

1,600,000

Chubb

INA

Holdings,

Inc

4.350 11/03/45

1,347,086

1,500,000

Chubb

INA

Holdings,

Inc

3.050 12/15/61

900,750

200,000

Cincinnati

Financial

Corp

6.920 05/15/28

210,180

650,000

CNA

Financial

Corp

2.050 08/15/30

578,247

500,000

CNA

Financial

Corp

5.500 06/15/33

507,020

1,000,000

CNA

Financial

Corp

5.125 02/15/34

984,460

500,000

CNO

Financial

Group,

Inc

5.250 05/30/29

500,973

1,000,000

CNO

Financial

Group,

Inc

6.450 06/15/34

1,031,867

650,000

Corebridge

Financial,

Inc

6.375 09/15/54

638,841

1,000,000

Elevance

Health,

Inc

4.600 09/15/32

984,901

1,500,000

(a) Elevance

Health,

Inc

5.000 01/15/36

1,469,462

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

550,000

Elevance

Health,

Inc

5.700 %

09/15/55

$

522,990

500,000

Enstar

Group

Ltd

4.950 06/01/29

497,884

1,000,000

Enstar

Group

Ltd

3.100 09/01/31

882,360

456,000

Equitable

Holdings,

Inc

4.350 04/20/28

454,922

300,000

Everest

Reinsurance

Holdings,

Inc

4.868 06/01/44

253,738

250,000

Everest

Reinsurance

Holdings,

Inc

3.500 10/15/50

165,853

1,200,000

Everest

Reinsurance

Holdings,

Inc

3.125 10/15/52

723,722

750,000

F&G

Annuities

&

Life,

Inc

6.500 06/04/29

753,134

500,000

(a) F&G

Annuities

&

Life,

Inc

6.250 10/04/34

474,560

950,000

Fairfax

Financial

Holdings

Ltd

6.000 12/07/33

992,525

1,000,000

Fairfax

Financial

Holdings

Ltd

5.750 05/20/35

1,024,861

1,000,000

Fairfax

Financial

Holdings

Ltd

6.350 03/22/54

1,007,630

1,000,000

Fairfax

Financial

Holdings

Ltd

6.500 05/20/55

1,026,029

300,000

Fidelity

National

Financial,

Inc

4.500 08/15/28

299,235

500,000

Fidelity

National

Financial,

Inc

3.400 06/15/30

470,135

500,000

Fidelity

National

Financial,

Inc

2.450 03/15/31

440,986

400,000

Fidelity

National

Financial,

Inc

3.200 09/17/51

242,632

750,000

First

American

Financial

Corp

4.000 05/15/30

715,251

400,000

First

American

Financial

Corp

2.400 08/15/31

344,199

1,000,000

First

American

Financial

Corp

5.450 09/30/34

980,071

350,000

Globe

Life,

Inc

4.550 09/15/28

349,515

350,000

Globe

Life,

Inc

2.150 08/15/30

314,109

175,000

Globe

Life,

Inc

4.800 06/15/32

173,190

1,000,000

Globe

Life,

Inc

5.850 09/15/34

1,030,229

1,000,000

Hanover

Insurance

Group,

Inc

5.500 09/01/35

991,331

750,000

Hartford

Financial

Services

Group,

Inc

2.800 08/19/29

710,187

400,000

Hartford

Financial

Services

Group,

Inc

4.300 04/15/43

335,918

450,000

Hartford

Financial

Services

Group,

Inc

4.400 03/15/48

371,378

450,000

Hartford

Financial

Services

Group,

Inc

3.600 08/19/49

323,218

475,000

Hartford

Financial

Services

Group,

Inc

2.900 09/15/51

294,375

500,000

Horace

Mann

Educators

Corp

7.250 09/15/28

528,048

500,000

Kemper

Corp

2.400 09/30/30

436,992

1,000,000

Kemper

Corp

3.800 02/23/32

902,758

529,000

Lincoln

National

Corp

3.050 01/15/30

497,734

1,000,000

Lincoln

National

Corp

3.400 03/01/32

906,687

1,000,000

Lincoln

National

Corp

5.852 03/15/34

1,017,677

650,000

(a) Lincoln

National

Corp

5.350 11/15/35

633,558

150,000

Lincoln

National

Corp

7.000 06/15/40

162,315

400,000

Loews

Corp

3.200 05/15/30

379,584

1,000,000

Loews

Corp

4.940 04/01/36

978,607

200,000

Loews

Corp

4.125 05/15/43

165,653

1,000,000

Manulife

Financial

Corp

3.703 03/16/32

946,641

1,000,000

Manulife

Financial

Corp

4.986 12/11/35

976,937

200,000

Manulife

Financial

Corp

5.375 03/04/46

189,709

200,000

Markel

Group,

Inc

3.350 09/17/29

191,610

150,000

Markel

Group,

Inc

5.000 04/05/46

131,594

100,000

Markel

Group,

Inc

4.300 11/01/47

77,588

750,000

Markel

Group,

Inc

5.000 05/20/49

640,641

200,000

Markel

Group,

Inc

4.150 09/17/50

149,299

750,000

Markel

Group,

Inc

3.450 05/07/52

491,762

1,000,000

Markel

Group,

Inc

6.000 05/16/54

973,306

450,000

Marsh

&

McLennan

Cos,

Inc

2.250 11/15/30

406,981

1,000,000

Marsh

&

McLennan

Cos,

Inc

4.850 11/15/31

1,008,155

600,000

Marsh

&

McLennan

Cos,

Inc

2.375 12/15/31

533,450

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.750 11/01/32

1,054,125

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.400 09/15/33

1,031,246

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.150 03/15/34

1,011,882

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.000 03/15/35

995,792

350,000

Marsh

&

McLennan

Cos,

Inc

4.950 03/15/36

346,692

250,000

Marsh

&

McLennan

Cos,

Inc

4.750 03/15/39

234,559

500,000

Marsh

&

McLennan

Cos,

Inc

5.350 11/15/44

473,378

100,000

Marsh

&

McLennan

Cos,

Inc

4.350 01/30/47

81,747

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

300,000

Marsh

&

McLennan

Cos,

Inc

4.200 %

03/01/48

$

240,155

1,200,000

Marsh

&

McLennan

Cos,

Inc

4.900 03/15/49

1,058,779

250,000

Marsh

&

McLennan

Cos,

Inc

6.250 11/01/52

262,473

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.450 03/15/53

944,136

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.700 09/15/53

979,678

500,000

Marsh

&

McLennan

Cos,

Inc

5.450 03/15/54

470,538

1,030,000

Metlife,

Inc

5.700 06/15/35

1,077,315

1,500,000

MetLife,

Inc

5.375 07/15/33

1,547,422

675,000

MetLife,

Inc

6.375 06/15/34

735,786

130,000

MetLife,

Inc

5.875 02/06/41

132,591

450,000

MetLife,

Inc

4.125 08/13/42

370,107

750,000

MetLife,

Inc

4.875 11/13/43

671,609

500,000

MetLife,

Inc

4.721 12/15/44

435,269

800,000

MetLife,

Inc

4.050 03/01/45

642,732

1,000,000

MetLife,

Inc

4.600 05/13/46

866,040

1,200,000

MetLife,

Inc

5.000 07/15/52

1,060,410

1,000,000

MetLife,

Inc

5.250 01/15/54

919,189

550,000

MetLife,

Inc

6.350 03/15/55

558,113

550,000

MetLife,

Inc

5.850 03/15/56

539,820

20,000

Nationwide

Financial

Services,

Inc

6.750 05/15/37

19,840

1,000,000

Old

Republic

International

Corp

5.750 03/28/34

1,020,404

500,000

Old

Republic

International

Corp

3.850 06/11/51

350,766

500,000

PartnerRe

Finance

B

LLC

3.700 07/02/29

486,044

500,000

PartnerRe

Finance

B

LLC

4.500 10/01/50

478,667

500,000

Primerica,

Inc

2.800 11/19/31

447,127

100,000

Principal

Financial

Group,

Inc

3.700 05/15/29

97,575

100,000

Principal

Financial

Group,

Inc

4.625 09/15/42

87,010

200,000

Principal

Financial

Group,

Inc

4.350 05/15/43

166,920

300,000

Principal

Financial

Group,

Inc

4.300 11/15/46

244,242

750,000

Principal

Financial

Group,

Inc

5.500 03/15/53

698,965

250,000

Progressive

Corp

4.000 03/01/29

248,854

100,000

Progressive

Corp

3.200 03/26/30

95,662

1,000,000

Progressive

Corp

4.600 03/26/31

1,002,284

125,000

Progressive

Corp

3.000 03/15/32

114,299

120,000

Progressive

Corp

6.250 12/01/32

130,360

1,000,000

Progressive

Corp

5.150 03/26/36

1,001,410

300,000

Progressive

Corp

4.350 04/25/44

252,844

300,000

Progressive

Corp

3.700 01/26/45

228,401

950,000

Progressive

Corp

4.125 04/15/47

758,052

750,000

Progressive

Corp

4.200 03/15/48

602,052

100,000

Progressive

Corp

3.950 03/26/50

76,044

500,000

Progressive

Corp

3.700 03/15/52

363,420

195,000

Prudential

Financial,

Inc

3.878 03/27/28

193,610

450,000

Prudential

Financial,

Inc

5.700 12/14/36

467,409

500,000

Prudential

Financial,

Inc

3.000 03/10/40

376,804

1,700,000

Prudential

Financial,

Inc

4.600 05/15/44

1,467,611

2,300,000

Prudential

Financial,

Inc

4.500 09/15/47

2,243,436

300,000

Prudential

Financial,

Inc

4.418 03/27/48

243,965

2,400,000

Prudential

Financial,

Inc

5.700 09/15/48

2,377,136

799,000

Prudential

Financial,

Inc

3.935 12/07/49

595,306

450,000

Prudential

Financial,

Inc

4.350 02/25/50

361,160

1,000,000

Prudential

Financial,

Inc

3.700 03/13/51

715,916

675,000

Prudential

Financial,

Inc

5.125 03/01/52

645,891

1,000,000

Prudential

Financial,

Inc

6.000 09/01/52

1,002,452

1,500,000

Prudential

Financial,

Inc

6.750 03/01/53

1,552,215

525,000

Prudential

Financial,

Inc

6.500 03/15/54

537,783

200,000

Prudential

Funding

Asia

plc

3.125 04/14/30

190,285

1,000,000

Prudential

Funding

Asia

plc

3.625 03/24/32

944,740

750,000

Reinsurance

Group

of

America,

Inc

3.900 05/15/29

733,339

350,000

Reinsurance

Group

of

America,

Inc

3.150 06/15/30

327,117

500,000

Reinsurance

Group

of

America,

Inc

6.000 09/15/33

519,186

500,000

Reinsurance

Group

of

America,

Inc

5.750 09/15/34

507,910

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

500,000

Reinsurance

Group

of

America,

Inc

6.650 %

09/15/55

$

497,774

500,000

Reinsurance

Group

of

America,

Inc

6.375 09/15/56

483,301

200,000

RenaissanceRe

Finance,

Inc

3.450 07/01/27

197,836

300,000

RenaissanceRe

Holdings

Ltd

3.600 04/15/29

290,829

1,000,000

RenaissanceRe

Holdings

Ltd

5.750 06/05/33

1,026,595

500,000

RenaissanceRe

Holdings

Ltd

5.800 04/01/35

511,405

1,000,000

RLI

Corp

5.375 06/01/36

962,589

500,000

Selective

Insurance

Group,

Inc

5.900 04/15/35

514,004

1,000,000

SiriusPoint

Ltd

7.000 04/05/29

1,043,582

1,000,000

Stewart

Information

Services

Corp

3.600 11/15/31

884,073

20,000

Transatlantic

Holdings,

Inc

8.000 11/30/39

24,116

250,000

Travelers

Cos,

Inc

5.050 07/24/35

250,401

600,000

Travelers

Cos,

Inc

5.350 11/01/40

593,680

200,000

Travelers

Cos,

Inc

4.600 08/01/43

176,303

250,000

Travelers

Cos,

Inc

4.300 08/25/45

206,806

1,100,000

Travelers

Cos,

Inc

4.000 05/30/47

863,037

500,000

Travelers

Cos,

Inc

4.050 03/07/48

393,990

900,000

Travelers

Cos,

Inc

4.100 03/04/49

711,019

1,250,000

Travelers

Cos,

Inc

3.050 06/08/51

804,014

1,000,000

Travelers

Cos,

Inc

5.450 05/25/53

956,428

225,000

Travelers

Cos,

Inc

5.700 07/24/55

223,410

100,000

Travelers

Property

Casualty

Corp

6.375 03/15/33

111,034

1,000,000

UnitedHealth

Group,

Inc

4.800 01/15/30

1,011,946

1,500,000

UnitedHealth

Group,

Inc

4.650 01/15/31

1,506,507

225,000

(a) UnitedHealth

Group,

Inc

5.300 06/15/35

229,530

1,500,000

UnitedHealth

Group,

Inc

5.625 07/15/54

1,429,611

300,000

Unum

Group

5.750 08/15/42

291,800

500,000

Unum

Group

4.500 12/15/49

395,259

1,000,000

Unum

Group

4.125 06/15/51

736,078

400,000

Unum

Group

6.000 06/15/54

377,483

525,000

Verisk

Analytics,

Inc

5.250 06/05/34

522,891

1,000,000

(a) Voya

Financial,

Inc

5.000 09/20/34

973,370

1,000,000

Voya

Financial,

Inc

5.050 03/02/36

965,959

200,000

Voya

Financial,

Inc

4.800 06/15/46

169,578

200,000

W

R

Berkley

Corp

4.750 08/01/44

175,431

650,000

W

R

Berkley

Corp

4.000 05/12/50

490,667

250,000

(a) W

R

Berkley

Corp

3.550 03/30/52

171,777

400,000

W

R

Berkley

Corp

3.150 09/30/61

232,466

900,000

Willis

North

America,

Inc

2.950 09/15/29

852,243

1,000,000

Willis

North

America,

Inc

4.550 03/15/31

985,329

1,000,000

Willis

North

America,

Inc

5.350 05/15/33

1,010,464

300,000

Willis

North

America,

Inc

5.050 09/15/48

260,412

500,000

Willis

North

America,

Inc

3.875 09/15/49

361,978

750,000

Willis

North

America,

Inc

5.900 03/05/54

727,992

200,000

XL

Group

Ltd

5.250 12/15/43

184,705

TOTAL

INSURANCE

166,964,630

MATERIALS

-

0.7%

1,000,000

3M

Co

4.800 03/15/30

1,010,709

1,000,000

3M

Co

5.150 03/15/35

1,005,919

750,000

Air

Products

and

Chemicals,

Inc

4.300 06/11/28

752,483

750,000

Air

Products

and

Chemicals,

Inc

4.750 02/08/31

760,403

750,000

Air

Products

and

Chemicals,

Inc

4.900 10/11/32

759,738

500,000

Air

Products

and

Chemicals,

Inc

4.800 03/03/33

503,747

750,000

Air

Products

and

Chemicals,

Inc

4.850 02/08/34

750,897

1,250,000

Air

Products

and

Chemicals,

Inc

2.800 05/15/50

773,509

1,000,000

Amcor

Finance

USA,

Inc

5.625 05/26/33

1,024,498

1,000,000

Amcor

Flexibles

North

America,

Inc

5.100 03/17/30

1,009,358

200,000

Amcor

Flexibles

North

America,

Inc

2.630 06/19/30

184,034

500,000

Amcor

Flexibles

North

America,

Inc

2.690 05/25/31

449,590

1,000,000

(a) Amcor

Flexibles

North

America,

Inc

5.500 03/17/35

1,011,451

200,000

Amcor

Flexibles

North

America,

Inc

5.125 03/12/36

194,444

500,000

Amrize

Finance

US

LLC

4.700 04/07/28

502,953

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

750,000

Amrize

Finance

US

LLC

4.950 %

04/07/30

$

758,201

750,000

Amrize

Finance

US

LLC

5.400 04/07/35

762,667

1,000,000

AngloGold

Ashanti

Holdings

plc

3.375 11/01/28

961,227

375,000

AngloGold

Ashanti

Holdings

plc

3.750 10/01/30

362,518

500,000

AptarGroup,

Inc

4.750 03/30/31

495,531

500,000

AptarGroup,

Inc

3.600 03/15/32

464,723

500,000

ArcelorMittal

S.A.

6.550 11/29/27

515,256

1,000,000

(a) ArcelorMittal

S.A.

6.800 11/29/32

1,103,719

1,000,000

(a) ArcelorMittal

S.A.

6.000 06/17/34

1,051,757

1,000,000

(a) ArcelorMittal

S.A.

6.350 06/17/54

1,017,267

1,000,000

Avery

Dennison

Corp

5.750 03/15/33

1,040,959

1,500,000

Barrick

North

America

Finance

LLC

5.750 05/01/43

1,483,826

100,000

Barrick

PD

Australia

Finance

Pty

Ltd

5.950 10/15/39

102,559

1,000,000

Berry

Global,

Inc

5.800 06/15/31

1,035,115

500,000

Berry

Global,

Inc

5.650 01/15/34

511,362

1,000,000

BHP

Billiton

Finance

USA

Ltd

5.250 09/08/30

1,029,216

1,000,000

BHP

Billiton

Finance

USA

Ltd

5.125 02/21/32

1,020,678

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.900 02/28/33

1,502,539

1,500,000

BHP

Billiton

Finance

USA

Ltd

5.250 09/08/33

1,531,695

1,000,000

(a) BHP

Billiton

Finance

USA

Ltd

5.000 02/15/36

999,706

825,000

BHP

Billiton

Finance

USA

Ltd

4.125 02/24/42

699,424

675,000

BHP

Billiton

Finance

USA

Ltd

5.000 09/30/43

628,657

575,000

BHP

Billiton

Finance

USA

Ltd

5.500 09/08/53

555,611

1,000,000

BHP

Billiton

Finance

USA

Ltd

5.750 09/05/55

1,000,566

1,000,000

Cabot

Corp

5.000 06/30/32

999,068

375,000

Celulosa

Arauco

y

Constitucion

S.A.

3.875 11/02/27

368,739

200,000

Celulosa

Arauco

y

Constitucion

S.A.

5.500 11/02/47

176,843

1,000,000

CF

Industries,

Inc

5.300 11/26/35

995,962

1,000,000

CRH

America

Finance,

Inc

4.400 02/09/31

985,473

1,000,000

CRH

America

Finance,

Inc

5.400 05/21/34

1,018,236

1,500,000

CRH

America

Finance,

Inc

5.000 02/09/36

1,472,578

200,000

CRH

America

Finance,

Inc

5.875 01/09/55

198,647

325,000

CRH

America

Finance,

Inc

5.600 02/09/56

311,981

1,000,000

CRH

SMW

Finance

DAC

5.200 05/21/29

1,021,848

35,000

Dow

Chemical

Co

7.375 11/01/29

37,869

1,000,000

(a) Dow

Chemical

Co

6.300 03/15/33

1,048,729

1,000,000

Dow

Chemical

Co

5.150 02/15/34

975,498

982,000

Dow

Chemical

Co

4.250 10/01/34

891,873

500,000

Dow

Chemical

Co

5.350 03/15/35

492,940

1,000,000

(a) Dow

Chemical

Co

5.650 03/15/36

990,617

131,000

Dow

Chemical

Co

9.400 05/15/39

165,909

275,000

Dow

Chemical

Co

5.250 11/15/41

241,561

1,200,000

Dow

Chemical

Co

4.375 11/15/42

940,436

400,000

Dow

Chemical

Co

4.625 10/01/44

315,922

825,000

Dow

Chemical

Co

5.550 11/30/48

712,558

750,000

Dow

Chemical

Co

4.800 05/15/49

580,225

1,000,000

Dow

Chemical

Co

3.600 11/15/50

643,069

500,000

(a) Dow

Chemical

Co

6.900 05/15/53

510,407

500,000

Dow

Chemical

Co

5.600 02/15/54

429,957

994,000

(b) DuPont

de

Nemours,

Inc

4.725 11/15/28

997,748

500,000

Eagle

Materials,

Inc

2.500 07/01/31

446,561

1,000,000

Eagle

Materials,

Inc

5.000 03/15/36

957,506

700,000

Eastman

Chemical

Co

4.500 12/01/28

700,365

750,000

Eastman

Chemical

Co

4.500 02/20/31

733,327

1,650,000

Eastman

Chemical

Co

5.750 03/08/33

1,705,476

150,000

Eastman

Chemical

Co

4.800 09/01/42

131,277

525,000

Eastman

Chemical

Co

4.650 10/15/44

439,856

300,000

Ecolab,

Inc

3.250 12/01/27

296,045

1,000,000

Ecolab,

Inc

5.250 01/15/28

1,018,128

150,000

Ecolab,

Inc

2.125 08/15/50

80,451

1,000,000

Ecolab,

Inc

2.700 12/15/51

599,977

1,370,000

Ecolab,

Inc

2.750 08/18/55

804,671

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

175,000

EIDP,

Inc

2.300 %

07/15/30

$

161,016

500,000

EIDP,

Inc

5.125 05/15/32

507,186

750,000

EIDP,

Inc

4.800 05/15/33

742,131

1,000,000

Freeport-McMoRan,

Inc

4.125 03/01/28

991,778

1,000,000

Freeport-McMoRan,

Inc

4.250 03/01/30

979,543

1,000,000

Freeport-McMoRan,

Inc

4.625 08/01/30

993,426

750,000

Georgia-Pacific

LLC

7.750 11/15/29

834,690

1,000,000

Gerdau

Trade,

Inc

5.750 06/09/35

1,012,500

100,000

International

Flavors

&

Fragrances,

Inc

4.450 09/26/28

99,691

412,000

International

Flavors

&

Fragrances,

Inc

5.000 09/26/48

356,464

450,000

International

Paper

Co

6.000 11/15/41

449,682

390,000

International

Paper

Co

4.800 06/15/44

332,837

2,425,000

International

Paper

Co

4.350 08/15/48

1,889,903

500,000

Kinross

Gold

Corp

6.250 07/15/33

533,273

725,000

Linde,

Inc

1.100 08/10/30

634,601

625,000

Linde,

Inc

3.550 11/07/42

491,061

225,000

Linde,

Inc

2.000 08/10/50

118,039

150,000

Lubrizol

Corp

6.500 10/01/34

167,675

575,000

LYB

International

Finance

BV

5.250 07/15/43

494,225

550,000

LYB

International

Finance

BV

4.875 03/15/44

451,538

150,000

LYB

International

Finance

III

LLC

2.250 10/01/30

133,926

500,000

LYB

International

Finance

III

LLC

5.125 01/15/31

500,608

1,000,000

LYB

International

Finance

III

LLC

5.625 05/15/33

1,008,084

1,000,000

LYB

International

Finance

III

LLC

5.500 03/01/34

994,000

500,000

(a) LYB

International

Finance

III

LLC

6.150 05/15/35

514,608

500,000

LYB

International

Finance

III

LLC

5.875 01/15/36

501,652

1,000,000

LYB

International

Finance

III

LLC

4.200 10/15/49

707,582

750,000

LYB

International

Finance

III

LLC

4.200 05/01/50

529,202

1,000,000

LYB

International

Finance

III

LLC

3.625 04/01/51

644,849

500,000

LYB

International

Finance

III

LLC

3.800 10/01/60

306,183

475,000

LyondellBasell

Industries

NV

4.625 02/26/55

355,384

250,000

Martin

Marietta

Materials,

Inc

2.500 03/15/30

231,241

1,000,000

Martin

Marietta

Materials,

Inc

5.150 12/01/34

1,000,360

450,000

Martin

Marietta

Materials,

Inc

4.250 12/15/47

359,705

500,000

Martin

Marietta

Materials,

Inc

3.200 07/15/51

324,192

1,000,000

Martin

Marietta

Materials,

Inc

5.500 12/01/54

940,084

750,000

Mosaic

Co

5.375 11/15/28

766,152

300,000

(a) Mosaic

Co

5.450 11/15/33

303,189

100,000

Mosaic

Co

4.875 11/15/41

88,074

600,000

Mosaic

Co

5.625 11/15/43

556,625

2,500,000

Newmont

Corp

5.350 03/15/34

2,571,065

298,000

Newmont

Corp

5.875 04/01/35

316,016

300,000

Newmont

Corp

5.450 06/09/44

289,347

2,150,000

Nucor

Corp

2.700 06/01/30

2,005,636

500,000

Nucor

Corp

4.650 06/01/30

504,649

500,000

Nucor

Corp

3.125 04/01/32

460,122

500,000

Nucor

Corp

5.100 06/01/35

505,180

1,000,000

Nucor

Corp

2.979 12/15/55

606,888

550,000

Nutrien

Ltd

4.200 04/01/29

546,240

500,000

Nutrien

Ltd

2.950 05/13/30

468,607

200,000

Nutrien

Ltd

4.125 03/15/35

183,307

200,000

Nutrien

Ltd

5.625 12/01/40

196,065

200,000

Nutrien

Ltd

4.900 06/01/43

177,979

691,000

Nutrien

Ltd

5.250 01/15/45

636,415

1,050,000

Nutrien

Ltd

5.000 04/01/49

924,893

300,000

Nutrien

Ltd

3.950 05/13/50

223,073

750,000

Nutrien

Ltd

5.800 03/27/53

735,976

1,000,000

Owens

Corning

5.950 06/15/54

986,898

550,000

Packaging

Corp

of

America

3.400 12/15/27

540,756

100,000

Packaging

Corp

of

America

3.000 12/15/29

95,000

500,000

Packaging

Corp

of

America

5.700 12/01/33

518,756

500,000

Packaging

Corp

of

America

4.050 12/15/49

381,257

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

750,000

Packaging

Corp

of

America

3.050 %

10/01/51

$

470,154

425,000

PPG

Industries,

Inc

3.750 03/15/28

421,151

500,000

PPG

Industries,

Inc

2.550 06/15/30

463,009

500,000

PPG

Industries,

Inc

4.375 03/15/31

492,293

500,000

Reliance

Steel

&

Aluminum

Co

2.150 08/15/30

449,133

414,000

Rio

Tinto

Alcan,

Inc

6.125 12/15/33

444,216

350,000

Rio

Tinto

Finance

USA

Ltd

5.200 11/02/40

340,643

1,000,000

Rio

Tinto

Finance

USA

plc

4.875 03/14/30

1,015,655

1,000,000

Rio

Tinto

Finance

USA

plc

5.000 03/14/32

1,020,347

1,500,000

Rio

Tinto

Finance

USA

plc

5.000 03/09/33

1,523,807

1,000,000

Rio

Tinto

Finance

USA

plc

5.250 03/14/35

1,015,975

1,400,000

Rio

Tinto

Finance

USA

plc

4.125 08/21/42

1,180,139

1,000,000

Rio

Tinto

Finance

USA

plc

5.125 03/09/53

913,210

950,000

Rio

Tinto

Finance

USA

plc

5.750 03/14/55

947,723

1,000,000

Rio

Tinto

Finance

USA

plc

5.875 03/14/65

996,144

300,000

RPM

International,

Inc

4.550 03/01/29

300,783

1,000,000

RPM

International,

Inc

2.950 01/15/32

898,962

100,000

RPM

International,

Inc

5.250 06/01/45

92,715

200,000

RPM

International,

Inc

4.250 01/15/48

158,700

500,000

Sherwin-Williams

Co

2.950 08/15/29

476,552

500,000

Sherwin-Williams

Co

2.300 05/15/30

456,724

500,000

Sherwin-Williams

Co

4.800 09/01/31

503,971

950,000

Sherwin-Williams

Co

2.200 03/15/32

825,423

500,000

Sherwin-Williams

Co

5.150 08/15/35

502,490

200,000

Sherwin-Williams

Co

4.000 12/15/42

161,325

900,000

Sherwin-Williams

Co

4.500 06/01/47

749,175

900,000

Sherwin-Williams

Co

3.800 08/15/49

658,198

500,000

Sherwin-Williams

Co

3.300 05/15/50

331,890

500,000

Sherwin-Williams

Co

2.900 03/15/52

302,203

225,000

Smurfit

Kappa

Treasury

ULC

5.438 04/03/34

227,972

300,000

Smurfit

Kappa

Treasury

ULC

5.777 04/03/54

289,699

500,000

Smurfit

Westrock

Financing

DAC

5.418 01/15/35

504,014

1,000,000

Smurfit

Westrock

Financing

DAC

5.185 01/15/36

983,880

750,000

Sonoco

Products

Co

3.125 05/01/30

705,018

1,000,000

Sonoco

Products

Co

2.850 02/01/32

895,051

1,000,000

(a) Sonoco

Products

Co

5.000 09/01/34

978,167

100,000

Southern

Copper

Corp

7.500 07/27/35

114,342

1,180,000

Southern

Copper

Corp

6.750 04/16/40

1,282,593

2,000,000

Southern

Copper

Corp

5.875 04/23/45

1,978,276

100,000

Steel

Dynamics,

Inc

3.250 01/15/31

93,674

250,000

Steel

Dynamics,

Inc

5.375 08/15/34

252,282

1,500,000

Steel

Dynamics,

Inc

5.250 05/15/35

1,500,643

500,000

Steel

Dynamics,

Inc

3.250 10/15/50

326,395

500,000

Steel

Dynamics,

Inc

5.750 05/15/55

482,001

700,000

Suzano

Austria

GmbH

2.500 09/15/28

664,724

600,000

Suzano

Austria

GmbH

6.000 01/15/29

613,214

1,000,000

Suzano

Austria

GmbH

3.750 01/15/31

928,890

1,500,000

Suzano

Austria

GmbH

3.125 01/15/32

1,319,132

1,150,000

Suzano

Netherlands

BV

5.500 01/15/36

1,112,625

2,000,000

Vale

Overseas

Ltd

3.750 07/08/30

1,903,432

2,000,000

Vale

Overseas

Ltd

6.125 06/12/33

2,086,040

1,750,000

Vale

Overseas

Ltd

6.400 06/28/54

1,772,225

275,000

Vulcan

Materials

Co

3.500 06/01/30

263,609

600,000

Vulcan

Materials

Co

5.350 12/01/34

609,561

475,000

Vulcan

Materials

Co

4.500 06/15/47

393,469

200,000

Vulcan

Materials

Co

4.700 03/01/48

170,555

1,000,000

Vulcan

Materials

Co

5.700 12/01/54

969,552

500,000

Westlake

Corp

5.550 11/15/35

498,366

500,000

Westlake

Corp

2.875 08/15/41

340,806

500,000

Westlake

Corp

5.000 08/15/46

430,356

200,000

Westlake

Corp

4.375 11/15/47

154,475

500,000

Westlake

Corp

3.125 08/15/51

303,218

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

500,000

Westlake

Corp

6.375 %

11/15/55

$

492,660

500,000

Westlake

Corp

3.375 08/15/61

293,287

325,000

WRKCo,

Inc

4.000 03/15/28

323,137

240,000

WRKCo,

Inc

3.900 06/01/28

237,082

950,000

WRKCo,

Inc

4.900 03/15/29

958,986

685,000

WRKCo,

Inc

4.200 06/01/32

657,542

1,400,000

WRKCo,

Inc

3.000 06/15/33

1,229,753

750,000

Yamana

Gold,

Inc

2.630 08/15/31

664,859

TOTAL

MATERIALS

141,766,201

MEDIA

&

ENTERTAINMENT

-

0.7%

850,000

Alphabet,

Inc

1.100 08/15/30

747,438

500,000

Alphabet,

Inc

4.100 11/15/30

496,592

2,000,000

Alphabet,

Inc

4.100 02/15/31

1,986,102

1,000,000

Alphabet,

Inc

1.900 08/15/40

667,252

2,800,000

Alphabet,

Inc

2.050 08/15/50

1,502,163

1,100,000

(a) Alphabet,

Inc

2.250 08/15/60

553,168

500,000

Baidu,

Inc

4.375 03/29/28

501,455

500,000

Baidu,

Inc

4.875 11/14/28

506,977

300,000

Baidu,

Inc

3.425 04/07/30

289,345

1,000,000

(a) Baidu,

Inc

2.375 08/23/31

904,380

500,000

Bain

Capital

Specialty

Finance,

Inc

5.950 03/01/31

477,013

500,000

(a) Blue

Owl

Technology

Finance

Corp

6.100 03/15/28

494,160

950,000

Charter

Communications

Operating

LLC

3.750 02/15/28

933,394

2,000,000

Charter

Communications

Operating

LLC

2.800 04/01/31

1,795,614

1,500,000

(a) Charter

Communications

Operating

LLC

2.300 02/01/32

1,286,368

500,000

Charter

Communications

Operating

LLC

4.400 04/01/33

467,450

1,000,000

Charter

Communications

Operating

LLC

6.650 02/01/34

1,043,135

2,625,000

Charter

Communications

Operating

LLC

6.550 06/01/34

2,725,154

750,000

Charter

Communications

Operating

LLC

6.384 10/23/35

761,613

1,500,000

Charter

Communications

Operating

LLC

5.850 12/01/35

1,475,380

1,500,000

Charter

Communications

Operating

LLC

5.375 04/01/38

1,344,377

1,500,000

Charter

Communications

Operating

LLC

3.500 06/01/41

1,051,858

1,550,000

Charter

Communications

Operating

LLC

6.484 10/23/45

1,429,046

1,400,000

Charter

Communications

Operating

LLC

5.375 05/01/47

1,126,564

1,375,000

Charter

Communications

Operating

LLC

5.750 04/01/48

1,146,750

1,600,000

Charter

Communications

Operating

LLC

5.125 07/01/49

1,228,447

2,500,000

Charter

Communications

Operating

LLC

4.800 03/01/50

1,848,392

2,000,000

Charter

Communications

Operating

LLC

3.700 04/01/51

1,237,830

1,500,000

Charter

Communications

Operating

LLC

3.900 06/01/52

954,884

1,750,000

Charter

Communications

Operating

LLC

5.250 04/01/53

1,372,345

1,500,000

(a) Charter

Communications

Operating

LLC

6.700 12/01/55

1,433,053

1,000,000

Charter

Communications

Operating

LLC

3.950 06/30/62

587,559

500,000

Charter

Communications

Operating

LLC

5.500 04/01/63

386,162

1,800,000

Comcast

Corp

4.250 10/15/30

1,780,646

3,250,000

Comcast

Corp

5.500 11/15/32

3,375,269

1,925,000

Comcast

Corp

4.250 01/15/33

1,860,258

2,000,000

Comcast

Corp

4.650 02/15/33

1,980,140

150,000

Comcast

Corp

7.050 03/15/33

168,458

2,000,000

Comcast

Corp

4.800 05/15/33

1,988,965

3,500,000

Comcast

Corp

5.300 06/01/34

3,552,872

200,000

Comcast

Corp

4.200 08/15/34

188,243

2,500,000

Comcast

Corp

5.300 05/15/35

2,545,371

500,000

Comcast

Corp

4.400 08/15/35

471,549

36,000

Comcast

Corp

6.500 11/15/35

39,279

1,475,000

Comcast

Corp

3.200 07/15/36

1,236,607

5,079,000

(b) Comcast

Corp

5.168 01/15/37

4,945,640

3,150,000

Comcast

Corp

3.900 03/01/38

2,705,236

1,000,000

Comcast

Corp

3.250 11/01/39

772,017

3,800,000

Comcast

Corp

3.750 04/01/40

3,080,668

1,275,000

Comcast

Corp

3.400 07/15/46

869,570

631,000

Comcast

Corp

3.969 11/01/47

464,324

1,500,000

Comcast

Corp

4.000 03/01/48

1,104,290

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.7%

(continued)

$

1,407,000

Comcast

Corp

3.999 %

11/01/49

$

1,020,140

2,525,000

Comcast

Corp

3.450 02/01/50

1,655,505

425,000

Comcast

Corp

2.800 01/15/51

243,121

1,237,000

Comcast

Corp

2.887 11/01/51

715,067

1,050,000

Comcast

Corp

2.450 08/15/52

546,822

3,750,000

Comcast

Corp

5.350 05/15/53

3,315,600

1,000,000

(a) Comcast

Corp

5.650 06/01/54

921,463

500,000

(a) Comcast

Corp

6.050 05/15/55

494,731

2,000,000

Comcast

Corp

5.500 05/15/64

1,771,261

1,000,000

Extra

Space

Storage

LP

4.950 01/15/33

986,850

500,000

Fox

Corp

3.500 04/08/30

479,875

1,000,000

Fox

Corp

6.500 10/13/33

1,073,197

1,500,000

Fox

Corp

5.476 01/25/39

1,450,961

650,000

Fox

Corp

5.576 01/25/49

599,067

1,000,000

GE

HealthCare

Technologies,

Inc

4.950 12/15/35

980,285

1,000,000

Inter-American

Investment

Corp

4.250 02/14/29

1,008,797

1,500,000

Meta

Platforms,

Inc

4.600 05/15/28

1,516,527

1,000,000

Meta

Platforms,

Inc

4.800 05/15/30

1,015,551

2,000,000

Meta

Platforms,

Inc

3.850 08/15/32

1,908,962

1,500,000

Meta

Platforms,

Inc

4.950 05/15/33

1,512,717

3,300,000

Meta

Platforms,

Inc

4.875 11/15/35

3,237,437

2,750,000

Meta

Platforms,

Inc

5.500 11/15/45

2,602,368

2,000,000

Meta

Platforms,

Inc

4.450 08/15/52

1,573,323

2,500,000

Meta

Platforms,

Inc

5.600 05/15/53

2,332,534

2,500,000

Meta

Platforms,

Inc

5.400 08/15/54

2,264,392

2,900,000

Meta

Platforms,

Inc

5.625 11/15/55

2,718,432

1,500,000

Meta

Platforms,

Inc

4.650 08/15/62

1,161,274

1,000,000

Meta

Platforms,

Inc

5.750 05/15/63

930,630

500,000

Morgan

Stanley

Direct

Lending

Fund

6.000 05/19/30

491,610

1,500,000

MSCI,

Inc

5.150 03/15/36

1,452,873

870,000

NBCUniversal

Media

LLC

4.450 01/15/43

722,378

2,500,000

Netflix,

Inc

5.875 11/15/28

2,600,905

1,000,000

Netflix,

Inc

4.900 08/15/34

1,007,773

500,000

Netflix,

Inc

5.400 08/15/54

484,222

750,000

Omnicom

Group,

Inc

2.450 04/30/30

687,931

1,000,000

Omnicom

Group,

Inc

2.400 03/01/31

894,761

700,000

Omnicom

Group,

Inc

2.600 08/01/31

626,811

1,000,000

Omnicom

Group,

Inc

5.000 06/02/33

976,731

500,000

Omnicom

Group,

Inc

5.375 06/15/33

499,993

750,000

(a) Omnicom

Group,

Inc

5.300 11/01/34

742,175

1,000,000

Omnicom

Group,

Inc

5.300 06/02/36

966,499

1,000,000

Omnicom

Group,

Inc

3.375 03/01/41

732,825

400,000

Omnicom

Group,

Inc

5.400 10/01/48

348,520

1,000,000

Otis

Worldwide

Corp

5.131 09/04/35

997,386

2,000,000

S&P

Global,

Inc

5.250 09/15/33

2,058,404

1,000,000

Take-Two

Interactive

Software,

Inc

4.000 04/14/32

953,776

750,000

Tencent

Music

Entertainment

Group

2.000 09/03/30

677,711

1,075,000

Time

Warner

Cable

LLC

6.550 05/01/37

1,083,811

400,000

Time

Warner

Cable

LLC

7.300 07/01/38

418,550

500,000

Time

Warner

Cable

LLC

6.750 06/15/39

496,135

890,000

Time

Warner

Cable

LLC

5.875 11/15/40

806,550

475,000

Time

Warner

Cable

LLC

5.500 09/01/41

409,380

3,375,000

Time

Warner

Cable

LLC

4.500 09/15/42

2,534,450

300,000

Time

Warner

Entertainment

Co

LP

8.375 07/15/33

339,683

100,000

TWDC

Enterprises

Corp

4.375 08/16/41

88,985

200,000

TWDC

Enterprises

Corp

3.700 12/01/42

158,927

1,275,000

TWDC

Enterprises

Corp

4.125 06/01/44

1,046,031

100,000

TWDC

Enterprises

Corp

3.000 07/30/46

68,253

2,000,000

Walt

Disney

Co

2.200 01/13/28

1,937,758

1,000,000

Walt

Disney

Co

3.800 03/22/30

981,269

2,000,000

Walt

Disney

Co

2.650 01/13/31

1,856,077

1,500,000

Walt

Disney

Co

4.000 03/14/31

1,476,863

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.7%

(continued)

$

229,000

Walt

Disney

Co

6.400 %

12/15/35

$

254,013

1,000,000

Walt

Disney

Co

4.625 03/14/36

972,432

325,000

Walt

Disney

Co

6.650 11/15/37

365,687

1,000,000

Walt

Disney

Co

3.500 05/13/40

818,469

1,425,000

Walt

Disney

Co

6.150 02/15/41

1,521,312

225,000

Walt

Disney

Co

5.400 10/01/43

220,016

500,000

Walt

Disney

Co

4.750 09/15/44

444,176

300,000

Walt

Disney

Co

4.950 10/15/45

275,751

700,000

Walt

Disney

Co

4.750 11/15/46

618,086

1,600,000

Walt

Disney

Co

2.750 09/01/49

991,791

3,000,000

Walt

Disney

Co

4.700 03/23/50

2,614,774

4,500,000

Walt

Disney

Co

3.600 01/13/51

3,257,241

900,000

(a) Weibo

Corp

3.375 07/08/30

846,632

TOTAL

MEDIA

&

ENTERTAINMENT

152,754,097

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

2,000,000

AbbVie,

Inc

4.650 03/15/28

2,018,206

1,950,000

AbbVie,

Inc

4.800 03/15/29

1,981,330

3,750,000

AbbVie,

Inc

3.200 11/21/29

3,615,246

1,500,000

AbbVie,

Inc

4.875 03/15/30

1,529,923

1,000,000

AbbVie,

Inc

4.125 03/15/31

985,489

1,500,000

AbbVie,

Inc

4.950 03/15/31

1,532,309

1,000,000

AbbVie,

Inc

4.400 03/15/33

981,678

1,500,000

AbbVie,

Inc

5.050 03/15/34

1,522,432

2,250,000

AbbVie,

Inc

4.550 03/15/35

2,184,605

1,925,000

AbbVie,

Inc

4.500 05/14/35

1,861,646

1,000,000

AbbVie,

Inc

4.750 03/15/36

981,119

675,000

AbbVie,

Inc

4.300 05/14/36

637,685

2,300,000

AbbVie,

Inc

4.050 11/21/39

2,018,766

2,175,000

AbbVie,

Inc

4.400 11/06/42

1,910,465

3,000,000

AbbVie,

Inc

5.350 03/15/44

2,920,024

1,625,000

AbbVie,

Inc

4.850 06/15/44

1,476,979

1,310,000

AbbVie,

Inc

4.750 03/15/45

1,171,257

925,000

AbbVie,

Inc

4.700 05/14/45

824,944

1,350,000

AbbVie,

Inc

4.450 05/14/46

1,158,840

1,150,000

AbbVie,

Inc

4.875 11/14/48

1,031,192

2,975,000

AbbVie,

Inc

4.250 11/21/49

2,414,906

1,050,000

AbbVie,

Inc

5.400 03/15/54

1,002,600

1,000,000

AbbVie,

Inc

5.600 03/15/55

985,077

200,000

AbbVie,

Inc

5.550 03/15/56

195,601

1,500,000

AbbVie,

Inc

5.500 03/15/64

1,430,378

300,000

AbbVie,

Inc

5.650 03/15/66

292,149

500,000

Agilent

Technologies,

Inc

2.750 09/15/29

473,433

1,000,000

Agilent

Technologies,

Inc

2.100 06/04/30

904,997

500,000

Agilent

Technologies,

Inc

2.300 03/12/31

448,459

500,000

Agilent

Technologies,

Inc

4.750 09/09/34

492,337

1,500,000

Amgen,

Inc

1.650 08/15/28

1,414,333

1,000,000

Amgen,

Inc

4.050 08/18/29

990,638

1,000,000

Amgen,

Inc

2.450 02/21/30

928,662

4,175,000

Amgen,

Inc

5.250 03/02/30

4,287,037

1,500,000

(a) Amgen,

Inc

4.200 02/19/31

1,479,438

500,000

Amgen,

Inc

2.300 02/25/31

451,479

850,000

Amgen,

Inc

3.350 02/22/32

791,469

1,000,000

Amgen,

Inc

4.200 03/01/33

965,102

2,300,000

Amgen,

Inc

5.250 03/02/33

2,360,324

575,000

Amgen,

Inc

4.850 02/19/36

564,955

1,325,000

Amgen,

Inc

3.150 02/21/40

1,030,546

1,500,000

Amgen,

Inc

2.800 08/15/41

1,080,966

126,000

Amgen,

Inc

5.150 11/15/41

119,457

2,900,000

Amgen,

Inc

5.600 03/02/43

2,858,346

2,675,000

Amgen,

Inc

4.400 05/01/45

2,256,261

500,000

Amgen,

Inc

5.500 02/19/46

480,119

2,128,000

Amgen,

Inc

4.563 06/15/48

1,783,492

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

2,575,000

Amgen,

Inc

3.375 %

02/21/50

$

1,812,037

2,447,000

Amgen,

Inc

4.663 06/15/51

2,052,954

1,000,000

(a) Amgen,

Inc

3.000 01/15/52

642,566

1,000,000

Amgen,

Inc

4.200 02/22/52

776,987

1,000,000

Amgen,

Inc

4.875 03/01/53

866,278

950,000

Amgen,

Inc

5.650 03/02/53

920,115

172,000

Amgen,

Inc

2.770 09/01/53

101,554

300,000

Amgen,

Inc

5.650 02/19/56

290,827

1,000,000

Amgen,

Inc

4.400 02/22/62

773,523

1,250,000

Amgen,

Inc

5.750 03/02/63

1,202,381

1,000,000

AstraZeneca

Finance

LLC

4.875 03/03/28

1,015,340

1,000,000

AstraZeneca

Finance

LLC

4.900 03/03/30

1,020,757

1,500,000

AstraZeneca

Finance

LLC

4.900 02/26/31

1,531,610

750,000

AstraZeneca

Finance

LLC

4.000 03/02/31

736,970

750,000

AstraZeneca

Finance

LLC

4.300 03/02/33

734,935

1,500,000

AstraZeneca

Finance

LLC

5.000 02/26/34

1,522,048

750,000

AstraZeneca

Finance

LLC

4.600 03/02/36

734,996

1,700,000

AstraZeneca

plc

4.000 01/17/29

1,696,018

1,000,000

AstraZeneca

plc

1.375 08/06/30

882,452

1,900,000

AstraZeneca

plc

6.450 09/15/37

2,123,402

625,000

AstraZeneca

plc

4.000 09/18/42

525,751

500,000

AstraZeneca

plc

4.375 11/16/45

431,864

750,000

AstraZeneca

plc

4.375 08/17/48

637,996

600,000

AstraZeneca

plc

2.125 08/06/50

329,119

525,000

Augusta

SpinCo

Corp

4.656 03/23/31

522,594

1,000,000

Augusta

SpinCo

Corp

4.945 03/23/33

996,540

275,000

Augusta

SpinCo

Corp

5.245 03/23/36

275,066

149,000

Baxalta,

Inc

5.250 06/23/45

138,690

1,050,000

Biogen,

Inc

2.250 05/01/30

959,100

500,000

Biogen,

Inc

5.050 01/15/31

509,785

500,000

Biogen,

Inc

5.750 05/15/35

517,075

1,375,000

Biogen,

Inc

3.150 05/01/50

866,524

1,346,000

Biogen,

Inc

3.250 02/15/51

851,641

500,000

Biogen,

Inc

6.450 05/15/55

518,837

525,000

Bio-Rad

Laboratories,

Inc

3.700 03/15/32

487,631

1,150,000

Bristol-Myers

Squibb

Co

1.450 11/13/30

1,011,199

1,500,000

Bristol-Myers

Squibb

Co

5.750 02/01/31

1,583,957

1,500,000

Bristol-Myers

Squibb

Co

5.100 02/22/31

1,541,919

1,400,000

Bristol-Myers

Squibb

Co

2.950 03/15/32

1,283,171

615,000

Bristol-Myers

Squibb

Co

5.900 11/15/33

659,200

2,000,000

Bristol-Myers

Squibb

Co

5.200 02/22/34

2,050,418

1,700,000

Bristol-Myers

Squibb

Co

4.125 06/15/39

1,514,228

125,000

Bristol-Myers

Squibb

Co

2.350 11/13/40

87,163

375,000

Bristol-Myers

Squibb

Co

3.550 03/15/42

296,233

650,000

Bristol-Myers

Squibb

Co

3.250 08/01/42

488,621

2,500,000

Bristol-Myers

Squibb

Co

5.500 02/22/44

2,451,997

500,000

Bristol-Myers

Squibb

Co

4.350 11/15/47

412,195

1,786,000

Bristol-Myers

Squibb

Co

4.550 02/20/48

1,510,591

3,900,000

Bristol-Myers

Squibb

Co

4.250 10/26/49

3,131,969

2,075,000

Bristol-Myers

Squibb

Co

3.700 03/15/52

1,496,056

1,500,000

Bristol-Myers

Squibb

Co

5.550 02/22/54

1,444,359

200,000

Danaher

Corp

4.375 09/15/45

169,823

400,000

Danaher

Corp

2.600 10/01/50

239,045

750,000

Danaher

Corp

2.800 12/10/51

462,019

1,500,000

Eli

Lilly

&

Co

4.250 03/15/31

1,492,819

1,500,000

Eli

Lilly

&

Co

4.900 02/12/32

1,533,338

1,000,000

Eli

Lilly

&

Co

4.550 10/15/32

1,000,464

850,000

Eli

Lilly

&

Co

4.700 02/27/33

856,079

1,500,000

Eli

Lilly

&

Co

4.700 02/09/34

1,497,544

1,200,000

Eli

Lilly

&

Co

4.600 08/14/34

1,187,861

1,500,000

Eli

Lilly

&

Co

5.100 02/12/35

1,530,506

1,500,000

Eli

Lilly

&

Co

4.900 10/15/35

1,499,274

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

1,550,000

Eli

Lilly

&

Co

4.875 %

02/27/53

$

1,384,718

1,500,000

Eli

Lilly

&

Co

5.000 02/09/54

1,366,302

1,000,000

Eli

Lilly

&

Co

5.050 08/14/54

917,539

500,000

Eli

Lilly

&

Co

5.500 02/12/55

490,095

125,000

Eli

Lilly

&

Co

5.550 10/15/55

123,392

750,000

Eli

Lilly

&

Co

2.500 09/15/60

397,582

1,425,000

Eli

Lilly

&

Co

4.950 02/27/63

1,250,913

1,500,000

Eli

Lilly

&

Co

5.100 02/09/64

1,349,290

1,500,000

Eli

Lilly

&

Co

5.200 08/14/64

1,363,635

100,000

Eli

Lilly

&

Co

5.650 10/15/65

98,220

1,815,000

Gilead

Sciences,

Inc

1.650 10/01/30

1,616,667

1,500,000

Gilead

Sciences,

Inc

5.250 10/15/33

1,551,307

1,000,000

Gilead

Sciences,

Inc

5.100 06/15/35

1,010,309

450,000

Gilead

Sciences,

Inc

4.600 09/01/35

439,740

550,000

Gilead

Sciences,

Inc

4.000 09/01/36

507,093

325,000

Gilead

Sciences,

Inc

2.600 10/01/40

235,233

250,000

Gilead

Sciences,

Inc

5.650 12/01/41

254,387

1,025,000

Gilead

Sciences,

Inc

4.800 04/01/44

925,000

950,000

Gilead

Sciences,

Inc

4.500 02/01/45

820,333

925,000

Gilead

Sciences,

Inc

4.750 03/01/46

819,572

1,525,000

Gilead

Sciences,

Inc

4.150 03/01/47

1,233,735

1,100,000

Gilead

Sciences,

Inc

2.800 10/01/50

681,655

1,000,000

Gilead

Sciences,

Inc

5.550 10/15/53

972,383

1,000,000

Gilead

Sciences,

Inc

5.500 11/15/54

969,422

1,000,000

Gilead

Sciences,

Inc

5.600 11/15/64

968,581

1,400,000

GlaxoSmithKline

Capital

plc

3.375 06/01/29

1,362,562

925,000

GlaxoSmithKline

Capital,

Inc

3.875 05/15/28

920,289

1,000,000

GlaxoSmithKline

Capital,

Inc

4.500 04/15/30

1,006,216

350,000

GlaxoSmithKline

Capital,

Inc

5.375 04/15/34

363,626

1,000,000

GlaxoSmithKline

Capital,

Inc

4.875 04/15/35

996,055

1,243,000

GlaxoSmithKline

Capital,

Inc

6.375 05/15/38

1,375,655

850,000

GlaxoSmithKline

Capital,

Inc

4.200 03/18/43

735,614

750,000

Illumina,

Inc

2.550 03/23/31

671,788

1,000,000

Johnson

&

Johnson

4.700 03/01/30

1,022,050

2,000,000

Johnson

&

Johnson

1.300 09/01/30

1,775,828

850,000

Johnson

&

Johnson

4.900 06/01/31

878,279

1,000,000

Johnson

&

Johnson

4.850 03/01/32

1,028,368

1,000,000

Johnson

&

Johnson

4.375 12/05/33

1,001,752

1,500,000

Johnson

&

Johnson

4.950 06/01/34

1,553,035

2,000,000

(a) Johnson

&

Johnson

5.000 03/01/35

2,058,987

250,000

Johnson

&

Johnson

3.550 03/01/36

227,930

450,000

Johnson

&

Johnson

3.625 03/03/37

404,220

250,000

Johnson

&

Johnson

5.950 08/15/37

274,468

675,000

Johnson

&

Johnson

3.400 01/15/38

585,173

375,000

Johnson

&

Johnson

5.850 07/15/38

408,501

300,000

(a) Johnson

&

Johnson

4.500 12/05/43

276,581

1,200,000

Johnson

&

Johnson

3.700 03/01/46

953,358

1,625,000

Johnson

&

Johnson

3.750 03/03/47

1,286,045

1,100,000

Johnson

&

Johnson

3.500 01/15/48

830,599

1,500,000

(a) Johnson

&

Johnson

5.250 06/01/54

1,483,709

1,000,000

Johnson

&

Johnson

2.450 09/01/60

535,934

1,000,000

Merck

&

Co,

Inc

4.300 05/17/30

998,498

3,175,000

Merck

&

Co,

Inc

1.450 06/24/30

2,827,837

1,500,000

Merck

&

Co,

Inc

4.150 09/15/30

1,491,389

1,150,000

Merck

&

Co,

Inc

2.150 12/10/31

1,018,098

1,000,000

Merck

&

Co,

Inc

4.550 09/15/32

1,002,728

1,000,000

Merck

&

Co,

Inc

4.500 05/17/33

997,086

1,500,000

Merck

&

Co,

Inc

4.950 09/15/35

1,502,837

3,000,000

Merck

&

Co,

Inc

4.750 12/04/35

2,943,712

1,475,000

Merck

&

Co,

Inc

3.900 03/07/39

1,293,161

425,000

Merck

&

Co,

Inc

2.350 06/24/40

301,317

100,000

Merck

&

Co,

Inc

3.600 09/15/42

79,388

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

925,000

Merck

&

Co,

Inc

4.150 %

05/18/43

$

781,070

1,250,000

Merck

&

Co,

Inc

4.900 05/17/44

1,146,677

1,825,000

Merck

&

Co,

Inc

3.700 02/10/45

1,420,254

1,600,000

Merck

&

Co,

Inc

4.000 03/07/49

1,252,774

375,000

Merck

&

Co,

Inc

2.450 06/24/50

217,111

625,000

Merck

&

Co,

Inc

2.750 12/10/51

380,146

1,375,000

Merck

&

Co,

Inc

5.000 05/17/53

1,239,158

1,500,000

Merck

&

Co,

Inc

5.700 09/15/55

1,488,384

1,375,000

Merck

&

Co,

Inc

5.550 12/04/55

1,335,265

1,100,000

Merck

&

Co,

Inc

2.900 12/10/61

627,890

500,000

Mylan,

Inc

4.550 04/15/28

497,428

700,000

Mylan,

Inc

5.200 04/15/48

554,107

1,000,000

Novartis

Capital

Corp

2.200 08/14/30

915,475

1,000,000

Novartis

Capital

Corp

4.100 11/05/30

988,861

625,000

Novartis

Capital

Corp

4.400 03/18/31

624,866

1,000,000

Novartis

Capital

Corp

4.000 09/18/31

985,162

1,000,000

Novartis

Capital

Corp

4.300 11/05/32

985,456

1,125,000

Novartis

Capital

Corp

4.600 03/18/33

1,120,219

1,500,000

Novartis

Capital

Corp

4.200 09/18/34

1,450,407

1,000,000

Novartis

Capital

Corp

4.600 11/05/35

979,911

2,000,000

Novartis

Capital

Corp

4.900 03/18/36

1,995,214

400,000

Novartis

Capital

Corp

3.700 09/21/42

324,604

1,025,000

Novartis

Capital

Corp

4.400 05/06/44

898,502

1,000,000

Novartis

Capital

Corp

5.200 11/05/45

956,699

1,000,000

Novartis

Capital

Corp

4.000 11/20/45

821,281

575,000

Novartis

Capital

Corp

5.600 03/18/46

575,958

350,000

Novartis

Capital

Corp

4.700 09/18/54

305,758

500,000

Novartis

Capital

Corp

5.700 03/18/56

503,567

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450 05/19/28

5,029,675

3,300,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750 05/19/33

3,287,427

3,850,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.110 05/19/43

3,632,843

1,775,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300 05/19/53

1,649,632

3,500,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.340 05/19/63

3,179,143

1,000,000

Pfizer,

Inc

4.200 11/15/30

993,053

1,500,000

Pfizer,

Inc

1.750 08/18/31

1,309,794

1,000,000

Pfizer,

Inc

4.500 11/15/32

991,793

1,000,000

Pfizer,

Inc

4.875 11/15/35

990,015

425,000

Pfizer,

Inc

4.000 12/15/36

391,420

500,000

Pfizer,

Inc

4.100 09/15/38

451,100

875,000

Pfizer,

Inc

3.900 03/15/39

761,140

350,000

Pfizer,

Inc

7.200 03/15/39

409,137

1,250,000

Pfizer,

Inc

2.550 05/28/40

906,118

625,000

Pfizer,

Inc

4.300 06/15/43

533,402

1,100,000

Pfizer,

Inc

4.400 05/15/44

954,472

1,875,000

Pfizer,

Inc

4.125 12/15/46

1,509,761

1,200,000

Pfizer,

Inc

4.200 09/15/48

967,214

2,100,000

Pfizer,

Inc

4.000 03/15/49

1,638,681

1,000,000

Pfizer,

Inc

2.700 05/28/50

613,326

1,000,000

(a) Pfizer,

Inc

5.600 11/15/55

979,729

1,000,000

Pfizer,

Inc

5.700 11/15/65

965,501

1,000,000

Regeneron

Pharmaceuticals,

Inc

1.750 09/15/30

886,361

500,000

Regeneron

Pharmaceuticals,

Inc

2.800 09/15/50

302,639

1,000,000

Revvity,

Inc

2.550 03/15/31

900,349

300,000

Revvity,

Inc

2.250 09/15/31

262,031

1,000,000

Revvity,

Inc

3.625 03/15/51

701,248

375,000

Royalty

Pharma

plc

2.200 09/02/30

337,756

1,000,000

Royalty

Pharma

plc

5.400 09/02/34

1,008,247

1,000,000

Royalty

Pharma

plc

5.200 09/25/35

986,932

1,000,000

Royalty

Pharma

plc

3.550 09/02/50

674,826

500,000

Royalty

Pharma

plc

5.900 09/02/54

480,041

1,000,000

Royalty

Pharma

plc

5.950 09/25/55

972,636

500,000

Sanofi

3.625 06/19/28

494,647

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

(continued)

$

1,500,000

Sanofi

S.A.

4.200 %

11/03/32

$

1,472,398

1,100,000

Takeda

Pharmaceutical

Co

Ltd

5.000 11/26/28

1,114,186

700,000

Takeda

Pharmaceutical

Co

Ltd

2.050 03/31/30

636,025

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5.300 07/05/34

1,011,357

2,050,000

Takeda

Pharmaceutical

Co

Ltd

3.025 07/09/40

1,541,627

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5.650 07/05/44

981,841

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5.650 07/05/54

958,316

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5.800 07/05/64

965,438

1,000,000

Takeda

US

Financing,

Inc

5.200 07/07/35

1,000,074

500,000

Takeda

US

Financing,

Inc

5.900 07/07/55

497,662

1,500,000

Thermo

Fisher

Scientific,

Inc

2.600 10/01/29

1,417,415

500,000

Thermo

Fisher

Scientific,

Inc

4.977 08/10/30

510,947

1,000,000

Thermo

Fisher

Scientific,

Inc

4.215 02/12/31

989,494

1,000,000

Thermo

Fisher

Scientific,

Inc

4.200 03/01/31

989,273

275,000

Thermo

Fisher

Scientific,

Inc

2.000 10/15/31

243,029

500,000

Thermo

Fisher

Scientific,

Inc

4.473 10/07/32

494,755

500,000

Thermo

Fisher

Scientific,

Inc

4.950 11/21/32

508,397

1,000,000

Thermo

Fisher

Scientific,

Inc

4.550 06/15/33

988,036

500,000

Thermo

Fisher

Scientific,

Inc

5.086 08/10/33

509,791

1,000,000

Thermo

Fisher

Scientific,

Inc

5.200 01/31/34

1,025,481

500,000

Thermo

Fisher

Scientific,

Inc

4.794 10/07/35

494,079

1,000,000

Thermo

Fisher

Scientific,

Inc

4.902 02/12/36

992,899

1,000,000

Thermo

Fisher

Scientific,

Inc

4.894 10/07/37

985,639

1,500,000

Thermo

Fisher

Scientific,

Inc

2.800 10/15/41

1,094,649

200,000

Thermo

Fisher

Scientific,

Inc

5.300 02/01/44

193,259

250,000

Thermo

Fisher

Scientific,

Inc

5.546 02/12/46

246,891

200,000

Thermo

Fisher

Scientific,

Inc

4.100 08/15/47

164,124

750,000

Utah

Acquisition

Sub,

Inc

5.250 06/15/46

602,522

375,000

Viatris,

Inc

2.700 06/22/30

339,750

600,000

Viatris,

Inc

3.850 06/22/40

455,381

1,950,000

Viatris,

Inc

4.000 06/22/50

1,278,044

150,000

Wyeth

LLC

6.500 02/01/34

165,689

275,000

Wyeth

LLC

5.950 04/01/37

291,508

425,000

Zoetis,

Inc

3.000 09/12/27

417,807

500,000

Zoetis,

Inc

3.900 08/20/28

495,339

1,250,000

Zoetis,

Inc

5.600 11/16/32

1,308,654

1,000,000

Zoetis,

Inc

5.000 08/17/35

991,860

900,000

Zoetis,

Inc

4.700 02/01/43

802,550

650,000

Zoetis,

Inc

3.950 09/12/47

509,583

200,000

Zoetis,

Inc

4.450 08/20/48

167,792

375,000

Zoetis,

Inc

3.000 05/15/50

241,432

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

283,103,769

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

500,000

CBRE

Services,

Inc

5.500 04/01/29

511,807

1,000,000

CBRE

Services,

Inc

2.500 04/01/31

893,486

750,000

CBRE

Services,

Inc

4.900 01/15/33

739,591

1,000,000

CBRE

Services,

Inc

5.950 08/15/34

1,041,007

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

3,185,891

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

500,000

(a) Advanced

Micro

Devices,

Inc

3.924 06/01/32

487,595

500,000

Advanced

Micro

Devices,

Inc

4.393 06/01/52

414,639

1,000,000

Analog

Devices,

Inc

4.500 06/15/30

1,003,154

600,000

Analog

Devices,

Inc

2.100 10/01/31

529,369

500,000

Analog

Devices,

Inc

5.050 04/01/34

510,082

300,000

Analog

Devices,

Inc

2.800 10/01/41

215,080

1,000,000

Analog

Devices,

Inc

2.950 10/01/51

635,355

500,000

Analog

Devices,

Inc

5.300 04/01/54

474,550

500,000

Applied

Materials,

Inc

4.800 06/15/29

508,915

950,000

Applied

Materials,

Inc

1.750 06/01/30

855,053

250,000

Applied

Materials,

Inc

5.100 10/01/35

253,694

100,000

Applied

Materials,

Inc

5.850 06/15/41

104,324

1,200,000

Applied

Materials,

Inc

4.350 04/01/47

1,014,217

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

(continued)

$

775,000

Applied

Materials,

Inc

2.750 %

06/01/50

$

488,995

1,000,000

Broadcom,

Inc

4.350 02/15/30

996,454

2,500,000

Broadcom,

Inc

5.050 04/15/30

2,547,990

2,975,000

Broadcom,

Inc

4.600 07/15/30

2,989,800

725,000

Broadcom,

Inc

4.200 10/15/30

716,575

343,000

Broadcom,

Inc

4.150 11/15/30

337,646

300,000

Broadcom,

Inc

4.300 01/15/31

297,422

1,500,000

Broadcom,

Inc

2.450 02/15/31

1,362,284

2,000,000

Broadcom,

Inc

5.150 11/15/31

2,051,656

1,000,000

Broadcom,

Inc

4.550 02/15/32

991,306

625,000

(b) Broadcom,

Inc

4.150 04/15/32

604,689

1,000,000

Broadcom,

Inc

5.200 04/15/32

1,023,601

2,000,000

Broadcom,

Inc

4.900 07/15/32

2,017,479

1,500,000

Broadcom,

Inc

4.300 11/15/32

1,460,620

1,000,000

Broadcom,

Inc

4.600 01/15/33

984,771

1,500,000

Broadcom,

Inc

2.600 02/15/33

1,311,550

5,883,000

Broadcom,

Inc

3.419 04/15/33

5,379,554

2,522,000

Broadcom,

Inc

3.469 04/15/34

2,270,905

1,100,000

Broadcom,

Inc

4.800 10/15/34

1,083,342

1,500,000

Broadcom,

Inc

5.200 07/15/35

1,511,698

3,327,000

(b) Broadcom,

Inc

3.137 11/15/35

2,826,572

450,000

Broadcom,

Inc

4.950 01/15/36

443,813

2,000,000

Broadcom,

Inc

4.800 02/15/36

1,949,871

3,043,000

(b) Broadcom,

Inc

3.187 11/15/36

2,542,910

3,336,000

(b) Broadcom,

Inc

4.926 05/15/37

3,235,664

175,000

Broadcom,

Inc

5.700 01/15/56

174,092

1,000,000

Intel

Corp

4.000 08/05/29

983,221

2,500,000

Intel

Corp

2.450 11/15/29

2,322,784

1,000,000

Intel

Corp

5.125 02/10/30

1,012,817

1,500,000

Intel

Corp

3.900 03/25/30

1,453,998

1,000,000

Intel

Corp

5.000 02/21/31

1,008,910

2,000,000

Intel

Corp

2.000 08/12/31

1,730,533

1,000,000

Intel

Corp

4.150 08/05/32

953,372

250,000

Intel

Corp

4.000 12/15/32

235,461

1,500,000

Intel

Corp

5.200 02/10/33

1,511,748

1,000,000

(a) Intel

Corp

5.150 02/21/34

997,264

1,000,000

Intel

Corp

2.800 08/12/41

686,868

1,000,000

Intel

Corp

5.625 02/10/43

946,838

200,000

Intel

Corp

4.100 05/19/46

149,923

675,000

Intel

Corp

4.100 05/11/47

503,620

1,328,000

Intel

Corp

3.734 12/08/47

927,969

2,500,000

Intel

Corp

3.250 11/15/49

1,579,496

3,175,000

Intel

Corp

4.750 03/25/50

2,568,926

1,000,000

Intel

Corp

4.900 08/05/52

816,899

1,500,000

Intel

Corp

5.700 02/10/53

1,381,148

550,000

Intel

Corp

5.600 02/21/54

504,541

1,000,000

Intel

Corp

3.100 02/15/60

552,416

1,000,000

Intel

Corp

5.050 08/05/62

808,384

1,000,000

Intel

Corp

5.900 02/10/63

927,617

300,000

KLA

Corp

4.100 03/15/29

298,752

1,000,000

KLA

Corp

4.700 02/01/34

991,121

500,000

KLA

Corp

5.000 03/15/49

451,015

1,000,000

KLA

Corp

3.300 03/01/50

681,107

1,500,000

KLA

Corp

4.950 07/15/52

1,342,633

500,000

KLA

Corp

5.250 07/15/62

456,087

275,000

Lam

Research

Corp

4.000 03/15/29

273,364

125,000

Lam

Research

Corp

1.900 06/15/30

113,056

825,000

Lam

Research

Corp

4.875 03/15/49

738,725

200,000

Lam

Research

Corp

2.875 06/15/50

126,040

1,200,000

Lam

Research

Corp

3.125 06/15/60

732,305

1,000,000

Marvell

Technology,

Inc

4.750 07/15/30

1,003,401

1,000,000

Marvell

Technology,

Inc

5.950 09/15/33

1,058,281

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

(continued)

$

1,000,000

Marvell

Technology,

Inc

5.450 %

07/15/35

$

1,016,110

1,425,000

Microchip

Technology,

Inc

5.050 03/15/29

1,445,690

1,000,000

Microchip

Technology,

Inc

5.050 02/15/30

1,008,655

1,000,000

Micron

Technology,

Inc

2.703 04/15/32

902,153

750,000

Micron

Technology,

Inc

5.650 11/01/32

791,723

1,000,000

Micron

Technology,

Inc

5.875 02/09/33

1,068,927

1,000,000

Micron

Technology,

Inc

5.875 09/15/33

1,068,800

1,000,000

Micron

Technology,

Inc

5.800 01/15/35

1,064,737

750,000

Micron

Technology,

Inc

6.050 11/01/35

809,282

750,000

Micron

Technology,

Inc

3.366 11/01/41

581,857

1,000,000

NVIDIA

Corp

3.500 04/01/40

832,647

2,067,000

NVIDIA

Corp

3.500 04/01/50

1,524,420

1,000,000

NXP

BV

4.300 08/19/28

995,170

2,000,000

NXP

BV

2.500 05/11/31

1,795,235

1,000,000

NXP

BV

2.650 02/15/32

882,049

1,000,000

NXP

BV

4.850 08/19/32

986,420

500,000

NXP

BV

5.000 01/15/33

497,617

1,000,000

NXP

BV

5.250 08/19/35

996,970

325,000

NXP

BV

3.125 02/15/42

230,116

500,000

NXP

BV

3.250 11/30/51

320,460

1,000,000

QUALCOMM,

Inc

2.150 05/20/30

915,325

2,384,000

QUALCOMM,

Inc

1.650 05/20/32

2,019,167

750,000

QUALCOMM,

Inc

4.750 05/20/32

754,073

1,000,000

QUALCOMM,

Inc

5.400 05/20/33

1,040,626

750,000

(a) QUALCOMM,

Inc

4.650 05/20/35

738,580

750,000

QUALCOMM,

Inc

5.000 05/20/35

748,860

650,000

QUALCOMM,

Inc

4.800 05/20/45

574,386

1,525,000

QUALCOMM,

Inc

4.300 05/20/47

1,237,907

1,000,000

QUALCOMM,

Inc

4.500 05/20/52

819,238

1,000,000

QUALCOMM,

Inc

6.000 05/20/53

1,017,095

1,000,000

Skyworks

Solutions,

Inc

3.000 06/01/31

891,711

750,000

Texas

Instruments,

Inc

4.600 02/08/29

759,754

500,000

Texas

Instruments,

Inc

2.250 09/04/29

468,704

325,000

Texas

Instruments,

Inc

1.750 05/04/30

293,465

500,000

Texas

Instruments,

Inc

4.500 05/23/30

502,301

750,000

(a) Texas

Instruments,

Inc

3.650 08/16/32

713,673

500,000

Texas

Instruments,

Inc

4.900 03/14/33

508,517

750,000

Texas

Instruments,

Inc

4.850 02/08/34

756,796

500,000

Texas

Instruments,

Inc

5.100 05/23/35

506,224

350,000

Texas

Instruments,

Inc

3.875 03/15/39

305,497

2,700,000

Texas

Instruments,

Inc

4.150 05/15/48

2,187,902

1,000,000

Texas

Instruments,

Inc

5.000 03/14/53

902,014

750,000

(a) Texas

Instruments,

Inc

5.150 02/08/54

694,881

1,000,000

TSMC

Arizona

Corp

4.125 04/22/29

995,607

1,000,000

TSMC

Arizona

Corp

2.500 10/25/31

906,722

1,000,000

TSMC

Arizona

Corp

3.125 10/25/41

815,700

1,000,000

TSMC

Arizona

Corp

3.250 10/25/51

752,915

500,000

(a) TSMC

Arizona

Corp

4.500 04/22/52

466,472

1,000,000

Xilinx,

Inc

2.375 06/01/30

923,129

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

124,474,205

SOFTWARE

&

SERVICES

-

0.9%

2,000,000

Accenture

Capital,

Inc

4.050 10/04/29

1,986,390

1,500,000

Accenture

Capital,

Inc

4.250 10/04/31

1,482,330

550,000

Accenture

Capital,

Inc

4.500 10/04/34

531,767

1,000,000

Adobe,

Inc

4.800 04/04/29

1,016,296

1,000,000

Adobe,

Inc

4.950 04/04/34

1,001,366

1,000,000

Adobe,

Inc

5.300 01/17/35

1,022,930

1,000,000

Amdocs

Ltd

2.538 06/15/30

904,373

1,000,000

AppLovin

Corp

5.125 12/01/29

1,005,802

1,000,000

AppLovin

Corp

5.375 12/01/31

1,009,812

375,000

AppLovin

Corp

5.500 12/01/34

371,895

500,000

AppLovin

Corp

5.950 12/01/54

454,169

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.9%

(continued)

$

500,000

Atlassian

Corp

5.250 %

05/15/29

$

503,003

500,000

Atlassian

Corp

5.500 05/15/34

489,618

750,000

Autodesk,

Inc

2.850 01/15/30

702,290

1,000,000

Autodesk,

Inc

5.300 06/15/35

1,001,288

1,000,000

Automatic

Data

Processing,

Inc

4.750 05/08/32

1,010,257

1,000,000

(a) Booz

Allen

Hamilton,

Inc

5.950 08/04/33

1,020,510

1,000,000

Booz

Allen

Hamilton,

Inc

5.950 04/15/35

1,008,154

1,000,000

CGI,

Inc

2.300 09/14/31

874,047

2,000,000

Fiserv,

Inc

4.550 02/15/31

1,957,977

2,000,000

(a) Fiserv,

Inc

5.250 08/11/35

1,945,028

500,000

Gartner,

Inc

4.950 03/20/31

487,755

500,000

Gartner,

Inc

5.600 11/20/35

474,268

500,000

Genpact

Luxembourg

SARL

6.000 06/04/29

514,473

1,000,000

GENPACT

UK

4.950 11/18/30

979,294

1,000,000

IBM

International

Capital

Pte

Ltd

4.750 02/05/31

1,001,330

1,000,000

IBM

International

Capital

Pte

Ltd

4.900 02/05/34

986,672

1,000,000

IBM

International

Capital

Pte

Ltd

5.250 02/05/44

919,620

1,000,000

IBM

International

Capital

Pte

Ltd

5.300 02/05/54

888,529

2,675,000

International

Business

Machines

Corp

3.500 05/15/29

2,600,341

1,900,000

International

Business

Machines

Corp

1.950 05/15/30

1,715,791

1,500,000

International

Business

Machines

Corp

2.720 02/09/32

1,344,673

1,500,000

International

Business

Machines

Corp

4.750 02/06/33

1,490,692

1,850,000

International

Business

Machines

Corp

4.150 05/15/39

1,604,653

19,000

International

Business

Machines

Corp

5.600 11/30/39

19,121

1,060,000

International

Business

Machines

Corp

4.000 06/20/42

860,113

500,000

International

Business

Machines

Corp

4.700 02/19/46

425,926

1,000,000

International

Business

Machines

Corp

4.900 07/27/52

842,075

1,000,000

International

Business

Machines

Corp

5.100 02/06/53

869,823

1,000,000

Intuit,

Inc

5.125 09/15/28

1,019,280

350,000

Intuit,

Inc

1.650 07/15/30

311,819

1,000,000

Intuit,

Inc

5.200 09/15/33

1,017,343

1,000,000

Intuit,

Inc

5.500 09/15/53

919,785

750,000

Kyndryl

Holdings,

Inc

3.150 10/15/31

625,237

500,000

(a) Kyndryl

Holdings,

Inc

6.350 02/20/34

463,871

750,000

Kyndryl

Holdings,

Inc

4.100 10/15/41

522,252

1,000,000

Leidos,

Inc

5.400 03/15/32

1,019,350

1,000,000

Leidos,

Inc

5.750 03/15/33

1,036,636

1,000,000

Leidos,

Inc

5.500 03/15/35

1,016,228

1,000,000

Leidos,

Inc

5.000 03/15/36

966,807

2,000,000

Meta

Platforms,

Inc

4.200 11/15/30

1,980,594

1,000,000

Meta

Platforms,

Inc

4.550 08/15/31

1,004,164

4,000,000

Meta

Platforms,

Inc

4.600 11/15/32

3,960,757

3,500,000

Meta

Platforms,

Inc

4.750 08/15/34

3,461,900

2,300,000

Meta

Platforms,

Inc

5.550 08/15/64

2,067,143

4,000,000

Meta

Platforms,

Inc

5.750 11/15/65

3,715,215

250,000

Microsoft

Corp

1.350 09/15/30

222,480

150,000

(a) Microsoft

Corp

3.500 02/12/35

139,638

1,072,000

(a) Microsoft

Corp

3.450 08/08/36

966,309

300,000

Microsoft

Corp

4.500 06/15/47

263,827

8,038,000

Microsoft

Corp

2.525 06/01/50

4,819,625

2,100,000

Microsoft

Corp

2.500 09/15/50

1,247,616

4,265,000

Microsoft

Corp

2.921 03/17/52

2,742,942

7,374,000

Microsoft

Corp

2.675 06/01/60

4,118,605

1,073,000

Microsoft

Corp

3.041 03/17/62

651,929

3,000,000

Oracle

Corp

4.550 02/04/29

2,962,085

1,500,000

Oracle

Corp

4.200 09/27/29

1,453,699

1,000,000

Oracle

Corp

2.950 04/01/30

912,837

1,500,000

Oracle

Corp

4.650 05/06/30

1,466,013

400,000

Oracle

Corp

3.250 05/15/30

369,748

4,000,000

Oracle

Corp

4.950 02/04/31

3,913,759

3,000,000

Oracle

Corp

2.875 03/25/31

2,664,584

4,000,000

Oracle

Corp

5.250 02/03/32

3,928,631

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.9%

(continued)

$

3,000,000

Oracle

Corp

4.800 %

09/26/32

$

2,857,044

1,500,000

Oracle

Corp

6.250 11/09/32

1,539,171

1,750,000

Oracle

Corp

4.900 02/06/33

1,658,456

3,000,000

Oracle

Corp

5.350 05/04/33

2,920,437

2,497,000

Oracle

Corp

4.300 07/08/34

2,214,231

4,000,000

Oracle

Corp

4.700 09/27/34

3,650,479

650,000

Oracle

Corp

3.900 05/15/35

550,307

2,875,000

Oracle

Corp

5.500 08/03/35

2,744,462

1,950,000

Oracle

Corp

5.200 09/26/35

1,829,090

2,675,000

Oracle

Corp

5.700 02/04/36

2,571,981

1,225,000

Oracle

Corp

3.850 07/15/36

1,015,034

4,000,000

Oracle

Corp

3.800 11/15/37

3,176,573

100,000

Oracle

Corp

6.500 04/15/38

100,228

470,000

Oracle

Corp

6.125 07/08/39

449,272

325,000

Oracle

Corp

5.375 07/15/40

284,552

2,000,000

Oracle

Corp

3.650 03/25/41

1,423,328

500,000

Oracle

Corp

4.500 07/08/44

370,232

325,000

Oracle

Corp

4.125 05/15/45

223,747

1,900,000

Oracle

Corp

5.875 09/26/45

1,639,208

3,000,000

Oracle

Corp

6.550 02/04/46

2,798,868

2,025,000

Oracle

Corp

4.000 07/15/46

1,363,694

1,600,000

Oracle

Corp

4.000 11/15/47

1,058,871

2,000,000

Oracle

Corp

3.600 04/01/50

1,207,457

2,000,000

Oracle

Corp

3.950 03/25/51

1,267,311

3,500,000

Oracle

Corp

6.900 11/09/52

3,304,450

2,375,000

Oracle

Corp

5.550 02/06/53

1,894,920

1,000,000

Oracle

Corp

5.375 09/27/54

773,523

500,000

Oracle

Corp

4.375 05/15/55

330,470

1,000,000

Oracle

Corp

6.000 08/03/55

838,383

1,000,000

Oracle

Corp

5.950 09/26/55

841,271

2,925,000

Oracle

Corp

6.700 02/04/56

2,714,703

2,000,000

Oracle

Corp

4.100 03/25/61

1,229,809

1,500,000

Oracle

Corp

5.500 09/27/64

1,148,716

1,000,000

Oracle

Corp

6.125 08/03/65

831,865

1,000,000

Oracle

Corp

6.100 09/26/65

829,182

3,000,000

Oracle

Corp

6.850 02/04/66

2,757,966

500,000

Roper

Technologies,

Inc

2.950 09/15/29

472,387

475,000

Roper

Technologies,

Inc

2.000 06/30/30

423,913

750,000

Roper

Technologies,

Inc

1.750 02/15/31

647,461

1,000,000

Roper

Technologies,

Inc

4.750 02/15/32

988,155

1,500,000

Roper

Technologies,

Inc

4.900 10/15/34

1,448,319

925,000

Salesforce,

Inc

3.700 04/11/28

914,557

2,000,000

Salesforce,

Inc

1.500 07/15/28

1,877,663

2,500,000

Salesforce,

Inc

4.650 03/15/29

2,505,177

3,000,000

Salesforce,

Inc

4.900 09/15/31

2,995,751

2,500,000

Salesforce,

Inc

5.200 03/15/33

2,495,731

3,000,000

Salesforce,

Inc

5.550 03/15/36

2,990,668

1,075,000

Salesforce,

Inc

2.700 07/15/41

732,121

2,500,000

Salesforce,

Inc

6.400 03/15/46

2,517,307

1,000,000

Salesforce,

Inc

2.900 07/15/51

585,730

3,000,000

Salesforce,

Inc

6.550 03/15/56

3,010,407

2,000,000

Salesforce,

Inc

3.050 07/15/61

1,113,107

2,500,000

Salesforce,

Inc

6.700 03/15/66

2,541,031

1,000,000

ServiceNow,

Inc

1.400 09/01/30

867,689

1,000,000

Synopsys,

Inc

4.850 04/01/30

1,007,355

500,000

Synopsys,

Inc

5.000 04/01/32

504,339

2,000,000

Synopsys,

Inc

5.150 04/01/35

2,003,824

2,000,000

Synopsys,

Inc

5.700 04/01/55

1,912,165

750,000

Take-Two

Interactive

Software,

Inc

5.600 06/12/34

763,201

750,000

VeriSign,

Inc

2.700 06/15/31

671,491

1,000,000

VeriSign,

Inc

5.250 06/01/32

1,007,206

1,000,000

VMware,

Inc

1.800 08/15/28

941,607

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.9%

(continued)

$

1,150,000

VMware,

Inc

2.200 %

08/15/31

$

1,009,374

1,500,000

Workday,

Inc

3.700 04/01/29

1,460,993

TOTAL

SOFTWARE

&

SERVICES

194,095,179

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

250,000

Alphabet,

Inc

3.700 02/15/29

247,851

1,000,000

Alphabet,

Inc

4.000 05/15/30

992,542

2,000,000

Alphabet,

Inc

4.375 11/15/32

1,988,559

1,500,000

Alphabet,

Inc

4.400 02/15/33

1,481,318

1,000,000

(a) Alphabet,

Inc

4.500 05/15/35

983,576

3,000,000

Alphabet,

Inc

4.700 11/15/35

2,963,821

2,000,000

Alphabet,

Inc

4.800 02/15/36

1,991,433

2,000,000

Alphabet,

Inc

5.350 11/15/45

1,955,581

875,000

Alphabet,

Inc

5.500 02/15/46

867,971

1,000,000

Alphabet,

Inc

5.250 05/15/55

944,210

2,000,000

Alphabet,

Inc

5.450 11/15/55

1,936,403

1,300,000

Alphabet,

Inc

5.650 02/15/56

1,295,819

1,000,000

Alphabet,

Inc

5.300 05/15/65

925,629

1,025,000

Alphabet,

Inc

5.750 02/15/66

1,015,100

2,000,000

Alphabet,

Inc

5.700 11/15/75

1,938,334

750,000

Amphenol

Corp

4.375 06/12/28

752,192

1,000,000

Amphenol

Corp

2.800 02/15/30

940,776

1,500,000

Amphenol

Corp

4.125 11/15/30

1,477,865

1,000,000

Amphenol

Corp

2.200 09/15/31

887,483

1,500,000

Amphenol

Corp

4.400 02/15/33

1,463,967

600,000

Amphenol

Corp

5.250 04/05/34

613,082

1,000,000

Amphenol

Corp

5.000 01/15/35

998,729

500,000

Amphenol

Corp

4.625 02/15/36

483,514

500,000

(a) Amphenol

Corp

5.375 11/15/54

478,098

850,000

Amphenol

Corp

5.300 11/15/55

798,243

500,000

Apple,

Inc

2.200 09/11/29

471,419

2,950,000

Apple,

Inc

1.650 05/11/30

2,675,532

1,000,000

(a) Apple,

Inc

4.200 05/12/30

1,005,171

3,000,000

Apple,

Inc

1.250 08/20/30

2,656,869

3,000,000

Apple,

Inc

1.650 02/08/31

2,677,314

2,500,000

Apple,

Inc

1.700 08/05/31

2,203,651

1,000,000

Apple,

Inc

4.500 05/12/32

1,014,335

1,000,000

Apple,

Inc

3.350 08/08/32

952,174

1,000,000

(a) Apple,

Inc

4.750 05/12/35

1,016,117

1,600,000

(a) Apple,

Inc

4.500 02/23/36

1,593,020

2,000,000

Apple,

Inc

2.375 02/08/41

1,418,469

350,000

Apple,

Inc

3.850 05/04/43

289,350

750,000

Apple,

Inc

4.450 05/06/44

670,976

1,350,000

Apple,

Inc

3.450 02/09/45

1,031,583

1,000,000

Apple,

Inc

4.375 05/13/45

875,138

1,775,000

Apple,

Inc

4.650 02/23/46

1,595,223

900,000

Apple,

Inc

3.850 08/04/46

714,425

1,175,000

Apple,

Inc

4.250 02/09/47

984,013

900,000

Apple,

Inc

3.750 09/12/47

695,924

2,850,000

Apple,

Inc

3.750 11/13/47

2,204,542

3,000,000

Apple,

Inc

2.950 09/11/49

1,964,908

1,375,000

Apple,

Inc

2.400 08/20/50

793,430

1,000,000

Apple,

Inc

2.650 02/08/51

605,199

1,000,000

Apple,

Inc

2.700 08/05/51

612,442

750,000

Apple,

Inc

3.950 08/08/52

582,060

2,000,000

Apple,

Inc

4.850 05/10/53

1,840,473

25,000

Apple,

Inc

2.550 08/20/60

13,322

2,000,000

Apple,

Inc

2.800 02/08/61

1,141,738

1,000,000

Apple,

Inc

2.850 08/05/61

578,822

750,000

Apple,

Inc

4.100 08/08/62

571,105

1,000,000

Arrow

Electronics,

Inc

2.950 02/15/32

883,556

750,000

Arrow

Electronics,

Inc

5.875 04/10/34

768,831

1,000,000

Avnet,

Inc

3.000 05/15/31

895,602

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

(continued)

$

1,000,000

CDW

LLC

5.100 %

03/01/30

$

998,464

575,000

CDW

LLC

3.569 12/01/31

525,598

1,000,000

CDW

LLC

5.550 08/22/34

982,720

1,000,000

Cisco

Systems,

Inc

4.750 02/24/30

1,019,218

3,000,000

Cisco

Systems,

Inc

4.950 02/26/31

3,073,584

1,000,000

Cisco

Systems,

Inc

4.950 02/24/32

1,020,520

1,500,000

Cisco

Systems,

Inc

5.050 02/26/34

1,521,698

1,000,000

Cisco

Systems,

Inc

5.100 02/24/35

1,013,642

1,000,000

Cisco

Systems,

Inc

5.900 02/15/39

1,055,861

1,175,000

Cisco

Systems,

Inc

5.500 01/15/40

1,195,697

1,000,000

Cisco

Systems,

Inc

5.300 02/26/54

937,883

2,000,000

Cisco

Systems,

Inc

5.350 02/26/64

1,851,441

200,000

Corning,

Inc

4.700 03/15/37

190,685

100,000

Corning,

Inc

5.750 08/15/40

101,118

200,000

Corning,

Inc

4.750 03/15/42

181,292

300,000

Corning,

Inc

5.350 11/15/48

282,397

500,000

Corning,

Inc

3.900 11/15/49

375,432

825,000

Corning,

Inc

4.375 11/15/57

649,676

200,000

Corning,

Inc

5.850 11/15/68

190,870

1,000,000

Corning,

Inc

5.450 11/15/79

898,731

1,000,000

Dell

International

LLC

4.150 02/15/29

991,682

900,000

Dell

International

LLC

5.300 10/01/29

918,483

1,000,000

Dell

International

LLC

4.350 02/01/30

989,806

1,000,000

Dell

International

LLC

5.000 04/01/30

1,012,032

1,000,000

Dell

International

LLC

4.500 02/15/31

988,180

1,000,000

Dell

International

LLC

4.750 10/06/32

985,791

750,000

Dell

International

LLC

5.750 02/01/33

779,528

1,000,000

Dell

International

LLC

5.400 04/15/34

1,009,002

1,000,000

Dell

International

LLC

4.850 02/01/35

967,550

500,000

Dell

International

LLC

5.500 04/01/35

505,822

1,000,000

(a) Dell

International

LLC

5.100 02/15/36

977,804

608,000

Dell

International

LLC

8.100 07/15/36

722,710

377,000

Dell

International

LLC

8.350 07/15/46

466,644

1,000,000

(a) Dell

International

LLC

3.450 12/15/51

676,776

500,000

Flex

Ltd

6.000 01/15/28

510,216

1,000,000

Flex

Ltd

4.875 05/12/30

998,678

500,000

Flex

Ltd

5.375 11/13/35

491,301

1,000,000

Hewlett

Packard

Enterprise

Co

4.500 03/23/28

1,000,061

1,000,000

Hewlett

Packard

Enterprise

Co

5.250 07/01/28

1,015,119

1,500,000

Hewlett

Packard

Enterprise

Co

4.550 10/15/29

1,492,546

1,500,000

Hewlett

Packard

Enterprise

Co

4.850 10/15/31

1,489,886

775,000

Hewlett

Packard

Enterprise

Co

5.250 04/01/33

770,401

2,000,000

Hewlett

Packard

Enterprise

Co

5.000 10/15/34

1,935,974

225,000

(a) Hewlett

Packard

Enterprise

Co

6.200 10/15/35

238,561

1,175,000

Hewlett

Packard

Enterprise

Co

6.350 10/15/45

1,173,105

1,000,000

Hewlett

Packard

Enterprise

Co

5.600 10/15/54

892,665

750,000

HP,

Inc

5.400 04/25/30

765,757

1,000,000

HP,

Inc

3.400 06/17/30

947,933

1,000,000

HP,

Inc

2.650 06/17/31

889,355

500,000

HP,

Inc

4.200 04/15/32

475,465

500,000

HP,

Inc

5.500 01/15/33

506,202

750,000

(a) HP,

Inc

6.100 04/25/35

780,322

975,000

HP,

Inc

6.000 09/15/41

963,611

1,000,000

International

Business

Machines

Corp

4.650 02/10/28

1,006,183

1,000,000

International

Business

Machines

Corp

4.300 02/03/31

984,827

2,000,000

International

Business

Machines

Corp

5.000 02/10/32

2,019,932

1,000,000

International

Business

Machines

Corp

4.950 02/03/36

974,118

1,000,000

International

Business

Machines

Corp

5.700 02/10/55

944,264

1,000,000

International

Business

Machines

Corp

5.800 02/03/56

955,621

100,000

Jabil,

Inc

3.950 01/12/28

99,072

750,000

Jabil,

Inc

3.600 01/15/30

720,573

50,000

Jabil,

Inc

3.000 01/15/31

46,071

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

(continued)

$

1,000,000

Jabil,

Inc

4.750 %

02/01/33

$

973,703

500,000

Keysight

Technologies,

Inc

3.000 10/30/29

475,479

500,000

Keysight

Technologies,

Inc

5.350 07/30/30

513,647

1,000,000

Keysight

Technologies,

Inc

4.950 10/15/34

989,538

500,000

Motorola

Solutions,

Inc

4.600 05/23/29

500,710

1,000,000

Motorola

Solutions,

Inc

4.850 08/15/30

1,006,957

500,000

Motorola

Solutions,

Inc

5.600 06/01/32

517,862

1,000,000

Motorola

Solutions,

Inc

5.200 08/15/32

1,014,272

1,000,000

Motorola

Solutions,

Inc

5.400 04/15/34

1,011,993

1,000,000

Motorola

Solutions,

Inc

5.550 08/15/35

1,022,391

200,000

Motorola

Solutions,

Inc

5.500 09/01/44

191,120

1,000,000

NetApp,

Inc

5.500 03/17/32

1,023,172

1,000,000

NetApp,

Inc

5.700 03/17/35

1,018,739

1,000,000

TD

SYNNEX

Corp

2.650 08/09/31

887,363

1,000,000

TD

SYNNEX

Corp

6.100 04/12/34

1,031,441

500,000

TD

SYNNEX

Corp

5.300 10/10/35

484,412

625,000

Trimble,

Inc

4.900 06/15/28

627,218

1,000,000

Trimble,

Inc

6.100 03/15/33

1,046,302

1,000,000

Vontier

Corp

2.950 04/01/31

909,316

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

138,810,620

TELECOMMUNICATION

SERVICES

-

1.0%

1,500,000

(a) Alibaba

Group

Holding

Ltd

5.250 05/26/35

1,541,020

500,000

(a) Alibaba

Group

Holding

Ltd

5.625 11/26/54

496,587

1,000,000

America

Movil

SAB

de

C.V.

4.700 07/21/32

988,646

2,000,000

America

Movil

SAB

de

C.V.

5.000 01/20/33

2,005,840

440,000

America

Movil

SAB

de

C.V.

6.125 03/30/40

458,654

1,625,000

America

Movil

SAB

de

C.V.

4.375 07/16/42

1,398,801

2,000,000

America

Movil

SAB

de

C.V.

4.375 04/22/49

1,638,193

1,000,000

American

Tower

Corp

4.700 12/15/32

982,614

1,000,000

AT&T,

Inc

4.300 02/15/30

993,657

3,500,000

AT&T,

Inc

4.700 08/15/30

3,528,920

1,000,000

AT&T,

Inc

4.400 04/30/31

989,919

3,000,000

AT&T,

Inc

2.250 02/01/32

2,620,874

3,000,000

AT&T,

Inc

4.550 11/01/32

2,948,906

6,855,000

AT&T,

Inc

2.550 12/01/33

5,800,957

4,500,000

AT&T,

Inc

5.400 02/15/34

4,601,220

1,825,000

AT&T,

Inc

4.500 05/15/35

1,729,850

1,000,000

AT&T,

Inc

5.375 08/15/35

1,012,986

3,000,000

AT&T,

Inc

4.900 11/01/35

2,926,659

3,000,000

AT&T,

Inc

3.500 06/01/41

2,327,035

300,000

AT&T,

Inc

4.650 06/01/44

254,246

3,000,000

AT&T,

Inc

5.550 11/01/45

2,840,099

1,000,000

AT&T,

Inc

5.850 04/30/46

974,469

2,000,000

AT&T,

Inc

3.650 06/01/51

1,373,067

7,360,000

AT&T,

Inc

3.500 09/15/53

4,826,220

3,000,000

AT&T,

Inc

5.700 11/01/54

2,808,988

8,357,000

AT&T,

Inc

3.550 09/15/55

5,435,077

1,000,000

AT&T,

Inc

6.050 08/15/56

984,781

5,844,000

AT&T,

Inc

3.800 12/01/57

3,946,282

2,523,000

AT&T,

Inc

3.650 09/15/59

1,634,852

1,000,000

AT&T,

Inc

3.850 06/01/60

672,809

500,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.100 05/11/33

500,582

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.200 02/15/34

1,003,281

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4.464 04/01/48

606,851

1,000,000

(a) Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.550 02/15/54

938,024

1,750,000

British

Telecommunications

plc

5.125 12/04/28

1,776,738

1,425,000

British

Telecommunications

plc

9.625 12/15/30

1,702,022

3,690,000

Deutsche

Telekom

International

Finance

BV

8.750 06/15/30

4,237,850

1,500,000

Global

Payments,

Inc

4.500 11/15/28

1,485,312

1,500,000

Global

Payments,

Inc

5.200 11/15/32

1,456,060

1,500,000

Global

Payments,

Inc

5.550 11/15/35

1,445,458

745,000

Orange

S.A.

9.000 03/01/31

880,539

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

1.0%

(continued)

$

900,000

Orange

S.A.

5.375 %

01/13/42

$

870,869

1,725,000

Orange

S.A.

5.500 02/06/44

1,676,114

1,500,000

Rogers

Communications,

Inc

3.800 03/15/32

1,400,231

1,000,000

Rogers

Communications,

Inc

5.300 02/15/34

995,645

1,000,000

Rogers

Communications,

Inc

4.500 03/15/42

843,286

300,000

Rogers

Communications,

Inc

5.450 10/01/43

278,173

4,500,000

Rogers

Communications,

Inc

4.550 03/15/52

3,554,280

2,000,000

Sprint

Capital

Corp

6.875 11/15/28

2,114,618

2,000,000

Sprint

Capital

Corp

8.750 03/15/32

2,378,140

625,000

Telefonica

Emisiones

S.A.

7.045 06/20/36

689,354

1,200,000

Telefonica

Emisiones

S.A.

4.665 03/06/38

1,084,814

2,125,000

Telefonica

Emisiones

S.A.

5.213 03/08/47

1,845,219

1,175,000

Telefonica

Emisiones

S.A.

4.895 03/06/48

971,923

900,000

Telefonica

Emisiones

S.A.

5.520 03/01/49

811,176

567,000

Telefonica

Europe

BV

8.250 09/15/30

642,732

300,000

TELUS

Corp

3.700 09/15/27

296,560

1,000,000

TELUS

Corp

3.400 05/13/32

911,755

2,500,000

T-Mobile

US,

Inc

5.750 01/15/34

2,607,017

325,000

T-Mobile

US,

Inc

6.000 06/15/54

321,752

1,500,000

T-Mobile

USA,

Inc

2.050 02/15/28

1,438,759

1,000,000

T-Mobile

USA,

Inc

4.800 07/15/28

1,009,566

2,000,000

T-Mobile

USA,

Inc

4.850 01/15/29

2,023,169

1,000,000

T-Mobile

USA,

Inc

2.625 02/15/29

951,125

1,000,000

T-Mobile

USA,

Inc

2.400 03/15/29

943,537

1,000,000

T-Mobile

USA,

Inc

3.375 04/15/29

969,123

1,000,000

T-Mobile

USA,

Inc

4.200 10/01/29

993,822

825,000

T-Mobile

USA,

Inc

3.875 04/15/30

803,444

1,500,000

T-Mobile

USA,

Inc

2.550 02/15/31

1,363,069

1,500,000

T-Mobile

USA,

Inc

2.250 11/15/31

1,318,293

1,000,000

T-Mobile

USA,

Inc

2.700 03/15/32

889,555

1,000,000

T-Mobile

USA,

Inc

5.125 05/15/32

1,014,360

2,000,000

T-Mobile

USA,

Inc

4.625 01/15/33

1,963,509

1,425,000

T-Mobile

USA,

Inc

5.050 07/15/33

1,434,869

1,150,000

T-Mobile

USA,

Inc

5.150 04/15/34

1,158,420

2,000,000

T-Mobile

USA,

Inc

4.700 01/15/35

1,934,375

1,000,000

T-Mobile

USA,

Inc

5.300 05/15/35

1,008,266

2,000,000

T-Mobile

USA,

Inc

4.950 11/15/35

1,963,510

1,000,000

T-Mobile

USA,

Inc

5.000 02/15/36

984,916

650,000

T-Mobile

USA,

Inc

4.375 04/15/40

571,358

1,350,000

T-Mobile

USA,

Inc

3.000 02/15/41

987,020

3,875,000

T-Mobile

USA,

Inc

4.500 04/15/50

3,128,725

2,500,000

T-Mobile

USA,

Inc

3.400 10/15/52

1,637,194

2,000,000

T-Mobile

USA,

Inc

5.650 01/15/53

1,891,458

575,000

T-Mobile

USA,

Inc

5.500 01/15/55

527,348

1,000,000

T-Mobile

USA,

Inc

5.250 06/15/55

889,454

700,000

T-Mobile

USA,

Inc

5.875 11/15/55

682,609

1,000,000

T-Mobile

USA,

Inc

5.850 02/15/56

970,483

1,000,000

T-Mobile

USA,

Inc

5.800 09/15/62

958,934

350,000

Verizon

Communications,

Inc

3.875 02/08/29

346,653

1,550,000

Verizon

Communications,

Inc

1.500 09/18/30

1,359,901

3,000,000

Verizon

Communications,

Inc

1.750 01/20/31

2,630,150

2,635,000

Verizon

Communications,

Inc

2.550 03/21/31

2,392,232

11,355,000

Verizon

Communications,

Inc

2.355 03/15/32

9,911,242

800,000

Verizon

Communications,

Inc

4.750 01/15/33

790,110

2,000,000

Verizon

Communications,

Inc

5.050 05/09/33

2,026,118

1,000,000

Verizon

Communications,

Inc

4.780 02/15/35

967,890

3,000,000

Verizon

Communications,

Inc

5.250 04/02/35

3,003,699

2,000,000

Verizon

Communications,

Inc

5.000 01/15/36

1,958,575

10,250,000

Verizon

Communications,

Inc

5.401 07/02/37

10,212,621

2,000,000

Verizon

Communications,

Inc

2.650 11/20/40

1,403,817

1,350,000

Verizon

Communications,

Inc

3.400 03/22/41

1,036,557

1,000,000

Verizon

Communications,

Inc

2.850 09/03/41

703,423

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

1.0%

(continued)

$

2,000,000

Verizon

Communications,

Inc

5.750 %

11/30/45

$

1,947,601

150,000

Verizon

Communications,

Inc

4.000 03/22/50

113,264

2,500,000

Verizon

Communications,

Inc

2.875 11/20/50

1,516,101

1,000,000

Verizon

Communications,

Inc

3.875 03/01/52

729,108

2,500,000

(a) Verizon

Communications,

Inc

5.500 02/23/54

2,362,985

500,000

Verizon

Communications,

Inc

5.875 11/30/55

486,337

3,764,000

Verizon

Communications,

Inc

2.987 10/30/56

2,208,813

2,000,000

Verizon

Communications,

Inc

3.000 11/20/60

1,149,803

3,000,000

Verizon

Communications,

Inc

3.700 03/22/61

1,998,981

2,000,000

Verizon

Communications,

Inc

6.000 11/30/65

1,937,484

683,000

Vodafone

Group

plc

6.150 02/27/37

731,223

825,000

Vodafone

Group

plc

5.625 02/10/53

770,409

2,500,000

Vodafone

Group

plc

5.750 06/28/54

2,362,374

1,500,000

Vodafone

Group

plc

5.750 02/10/63

1,392,556

1,500,000

Vodafone

Group

plc

5.875 06/28/64

1,423,928

TOTAL

TELECOMMUNICATION

SERVICES

201,352,828

TRANSPORTATION

-

0.5%

324,928

American

Airlines

2.875 07/11/34

290,335

1,500,000

American

Airlines

2025-, Cl A

Pass

Through

Trust

4.900 05/11/38

1,459,502

2,000,000

Boeing

Co

6.298 05/01/29

2,099,671

2,000,000

Boeing

Co

6.388 05/01/31

2,132,682

975,000

Boeing

Co

6.858 05/01/54

1,073,061

1,000,000

Boeing

Co

7.008 05/01/64

1,105,520

660,000

Burlington

Northern

Santa

Fe

LLC

5.750 05/01/40

685,329

250,000

Burlington

Northern

Santa

Fe

LLC

5.050 03/01/41

240,110

200,000

Burlington

Northern

Santa

Fe

LLC

4.400 03/15/42

175,612

300,000

Burlington

Northern

Santa

Fe

LLC

4.450 03/15/43

261,352

500,000

Burlington

Northern

Santa

Fe

LLC

5.150 09/01/43

473,334

500,000

Burlington

Northern

Santa

Fe

LLC

4.900 04/01/44

458,377

600,000

Burlington

Northern

Santa

Fe

LLC

4.550 09/01/44

523,653

1,275,000

Burlington

Northern

Santa

Fe

LLC

4.150 04/01/45

1,048,051

200,000

Burlington

Northern

Santa

Fe

LLC

4.700 09/01/45

176,746

1,150,000

Burlington

Northern

Santa

Fe

LLC

3.900 08/01/46

898,657

400,000

Burlington

Northern

Santa

Fe

LLC

4.125 06/15/47

322,024

1,675,000

Burlington

Northern

Santa

Fe

LLC

4.050 06/15/48

1,319,604

1,025,000

Burlington

Northern

Santa

Fe

LLC

4.150 12/15/48

820,838

2,400,000

Burlington

Northern

Santa

Fe

LLC

3.300 09/15/51

1,622,502

1,000,000

Burlington

Northern

Santa

Fe

LLC

4.450 01/15/53

822,955

1,500,000

Burlington

Northern

Santa

Fe

LLC

5.200 04/15/54

1,380,336

275,000

Burlington

Northern

Santa

Fe

LLC

5.550 03/15/56

266,625

1,000,000

Burlington

Northern

Santa

Fe

LLC

5.800 03/15/56

1,008,861

200,000

Canadian

National

Railway

Co

6.900 07/15/28

211,304

500,000

Canadian

National

Railway

Co

3.850 08/05/32

477,965

500,000

Canadian

National

Railway

Co

5.850 11/01/33

531,499

200,000

Canadian

National

Railway

Co

6.250 08/01/34

217,675

1,000,000

Canadian

National

Railway

Co

4.750 11/12/35

986,079

650,000

Canadian

National

Railway

Co

3.200 08/02/46

458,772

725,000

Canadian

National

Railway

Co

3.650 02/03/48

540,396

325,000

Canadian

National

Railway

Co

4.450 01/20/49

273,509

750,000

Canadian

National

Railway

Co

4.400 08/05/52

622,773

500,000

Canadian

National

Railway

Co

6.125 11/01/53

523,645

300,000

Canadian

Pacific

Railway

Co

4.000 06/01/28

298,283

1,000,000

Canadian

Pacific

Railway

Co

4.000 03/15/29

989,064

850,000

Canadian

Pacific

Railway

Co

2.050 03/05/30

777,433

200,000

Canadian

Pacific

Railway

Co

7.125 10/15/31

222,816

600,000

Canadian

Pacific

Railway

Co

2.450 12/02/31

533,101

1,000,000

Canadian

Pacific

Railway

Co

5.200 03/30/35

1,018,099

250,000

Canadian

Pacific

Railway

Co

5.950 05/15/37

265,478

475,000

Canadian

Pacific

Railway

Co

3.000 12/02/41

349,087

800,000

Canadian

Pacific

Railway

Co

4.700 05/01/48

694,127

500,000

Canadian

Pacific

Railway

Co

3.500 05/01/50

353,187

1,000,000

Canadian

Pacific

Railway

Co

3.100 12/02/51

653,005

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

200,000

Canadian

Pacific

Railway

Co

5.500 %

03/15/56

$

191,436

500,000

Canadian

Pacific

Railway

Co

4.200 11/15/69

367,764

1,275,000

Canadian

Pacific

Railway

Co

6.125 09/15/15

1,281,706

400,000

CH

Robinson

Worldwide,

Inc

4.200 04/15/28

396,827

825,000

CSX

Corp

4.250 03/15/29

824,117

600,000

CSX

Corp

2.400 02/15/30

557,716

850,000

CSX

Corp

4.100 11/15/32

822,795

2,000,000

CSX

Corp

5.050 06/15/35

2,007,420

100,000

CSX

Corp

6.000 10/01/36

107,038

200,000

CSX

Corp

6.150 05/01/37

216,366

400,000

CSX

Corp

5.500 04/15/41

402,915

350,000

CSX

Corp

4.400 03/01/43

305,619

600,000

CSX

Corp

4.100 03/15/44

495,186

800,000

CSX

Corp

3.800 11/01/46

611,538

550,000

CSX

Corp

4.300 03/01/48

448,952

850,000

CSX

Corp

4.750 11/15/48

738,472

500,000

CSX

Corp

4.500 03/15/49

417,086

600,000

CSX

Corp

3.350 09/15/49

414,922

500,000

CSX

Corp

3.800 04/15/50

371,463

200,000

CSX

Corp

3.950 05/01/50

153,536

300,000

CSX

Corp

4.500 08/01/54

247,206

625,000

CSX

Corp

4.900 03/15/55

552,319

150,000

CSX

Corp

4.250 11/01/66

112,741

800,000

CSX

Corp

4.650 03/01/68

647,949

1,500,000

Delta

Air

Lines,

Inc

5.250 07/10/30

1,509,870

500,000

FedEx

Corp

2.400 05/15/31

450,250

1,000,000

FedEx

Corp

4.900 01/15/34

988,098

200,000

FedEx

Corp

3.900 02/01/35

182,938

275,000

FedEx

Corp

5.100 01/15/44

250,859

1,100,000

FedEx

Corp

4.750 11/15/45

939,455

600,000

FedEx

Corp

4.550 04/01/46

499,740

450,000

FedEx

Corp

4.400 01/15/47

362,088

900,000

FedEx

Corp

4.050 02/15/48

686,212

500,000

FedEx

Corp

4.950 10/17/48

433,642

1,500,000

FedEx

Corp

5.250 05/15/50

1,374,639

750,000

(b) FedEx

Freight

Holding

Co,

Inc

5.250 03/15/36

725,617

1,000,000

GXO

Logistics,

Inc

6.500 05/06/34

1,049,365

1,000,000

JB

Hunt

Transport

Services,

Inc

4.900 03/15/30

1,011,870

350,000

Kirby

Corp

4.200 03/01/28

347,945

700,000

Norfolk

Southern

Corp

3.800 08/01/28

692,931

1,000,000

Norfolk

Southern

Corp

3.000 03/15/32

912,442

1,000,000

Norfolk

Southern

Corp

4.450 03/01/33

980,204

500,000

Norfolk

Southern

Corp

5.550 03/15/34

518,281

16,000

Norfolk

Southern

Corp

4.837 10/01/41

14,721

300,000

Norfolk

Southern

Corp

4.450 06/15/45

253,447

200,000

Norfolk

Southern

Corp

4.650 01/15/46

172,759

303,000

Norfolk

Southern

Corp

3.942 11/01/47

231,542

1,450,000

Norfolk

Southern

Corp

4.150 02/28/48

1,147,534

500,000

Norfolk

Southern

Corp

4.100 05/15/49

388,034

500,000

Norfolk

Southern

Corp

3.400 11/01/49

344,065

1,000,000

Norfolk

Southern

Corp

3.050 05/15/50

641,644

1,000,000

Norfolk

Southern

Corp

2.900 08/25/51

614,196

175,000

Norfolk

Southern

Corp

4.050 08/15/52

132,430

300,000

Norfolk

Southern

Corp

4.550 06/01/53

246,017

1,170,000

Norfolk

Southern

Corp

3.155 05/15/55

741,032

200,000

Norfolk

Southern

Corp

5.950 03/15/64

198,020

1,000,000

Norfolk

Southern

Corp

4.100 05/15/21

672,550

1,000,000

Royal

Caribbean

Cruises

Ltd

4.750 05/15/33

965,560

1,000,000

Ryder

System,

Inc

5.650 03/01/28

1,021,289

500,000

Ryder

System,

Inc

5.375 03/15/29

511,675

500,000

Ryder

System,

Inc

5.500 06/01/29

514,076

500,000

Ryder

System,

Inc

5.000 03/15/30

505,511

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

1,000,000

Ryder

System,

Inc

4.300 %

12/01/30

$

983,190

200,000

Southwest

Airlines

Co

3.450 11/16/27

196,248

1,200,000

Southwest

Airlines

Co

2.625 02/10/30

1,097,988

1,500,000

Uber

Technologies,

Inc

4.800 09/15/34

1,468,512

1,000,000

Uber

Technologies,

Inc

5.350 09/15/54

920,816

1,000,000

Union

Pacific

Corp

2.400 02/05/30

930,099

2,000,000

Union

Pacific

Corp

2.800 02/14/32

1,818,777

500,000

Union

Pacific

Corp

4.500 01/20/33

498,199

100,000

Union

Pacific

Corp

3.375 02/01/35

89,103

2,525,000

Union

Pacific

Corp

2.891 04/06/36

2,118,694

100,000

Union

Pacific

Corp

3.600 09/15/37

87,477

500,000

Union

Pacific

Corp

3.550 08/15/39

419,668

1,500,000

Union

Pacific

Corp

3.200 05/20/41

1,154,136

500,000

Union

Pacific

Corp

3.375 02/14/42

387,087

200,000

Union

Pacific

Corp

3.350 08/15/46

142,437

300,000

Union

Pacific

Corp

4.000 04/15/47

235,648

1,000,000

Union

Pacific

Corp

3.250 02/05/50

677,243

1,070,000

Union

Pacific

Corp

3.799 10/01/51

791,676

500,000

Union

Pacific

Corp

2.950 03/10/52

311,865

1,000,000

Union

Pacific

Corp

3.500 02/14/53

695,914

1,000,000

Union

Pacific

Corp

4.950 05/15/53

891,490

200,000

Union

Pacific

Corp

3.875 02/01/55

147,802

300,000

Union

Pacific

Corp

3.950 08/15/59

217,438

1,000,000

Union

Pacific

Corp

3.839 03/20/60

707,386

1,500,000

Union

Pacific

Corp

3.550 05/20/61

987,528

2,000,000

Union

Pacific

Corp

2.973 09/16/62

1,147,591

200,000

Union

Pacific

Corp

4.100 09/15/67

144,580

500,000

Union

Pacific

Corp

3.750 02/05/70

332,222

500,000

Union

Pacific

Corp

3.799 04/06/71

335,961

500,000

Union

Pacific

Corp

3.850 02/14/72

338,980

587,341

United

Airlines

2024-

Class

AA

Pass

Through

Trust

5.450 02/15/37

598,470

939,745

United

Airlines

2024-1

Class

A

Pass

Through

Trust

5.875 02/15/37

965,544

500,000

United

Parcel

Service,

Inc

3.400 03/15/29

488,838

500,000

United

Parcel

Service,

Inc

2.500 09/01/29

472,697

750,000

United

Parcel

Service,

Inc

4.450 04/01/30

755,274

1,000,000

United

Parcel

Service,

Inc

4.875 03/03/33

1,019,323

1,000,000

United

Parcel

Service,

Inc

5.150 05/22/34

1,027,235

1,000,000

(a) United

Parcel

Service,

Inc

5.250 05/14/35

1,021,954

510,000

United

Parcel

Service,

Inc

6.200 01/15/38

556,433

450,000

United

Parcel

Service,

Inc

3.625 10/01/42

354,764

400,000

United

Parcel

Service,

Inc

3.400 11/15/46

286,116

1,550,000

United

Parcel

Service,

Inc

3.750 11/15/47

1,164,556

300,000

United

Parcel

Service,

Inc

4.250 03/15/49

240,606

500,000

United

Parcel

Service,

Inc

3.400 09/01/49

347,793

1,630,000

United

Parcel

Service,

Inc

5.300 04/01/50

1,526,663

1,000,000

United

Parcel

Service,

Inc

5.050 03/03/53

889,609

1,000,000

United

Parcel

Service,

Inc

5.600 05/22/64

944,237

1,000,000

United

Parcel

Service,

Inc

6.050 05/14/65

1,006,983

TOTAL

TRANSPORTATION

101,531,521

UTILITIES

-

2.6%

200,000

AEP

Texas,

Inc

3.950 06/01/28

197,964

500,000

AEP

Texas,

Inc

4.700 05/15/32

493,920

2,000,000

AEP

Texas,

Inc

5.700 05/15/34

2,058,721

1,000,000

AEP

Texas,

Inc

5.200 04/15/36

983,462

200,000

AEP

Texas,

Inc

3.800 10/01/47

143,303

100,000

AEP

Texas,

Inc

4.150 05/01/49

75,537

1,000,000

AEP

Texas,

Inc

5.850 10/15/55

964,370

75,000

AEP

Transmission

Co

LLC

5.375 06/15/35

76,135

600,000

AEP

Transmission

Co

LLC

4.000 12/01/46

471,555

500,000

AEP

Transmission

Co

LLC

3.750 12/01/47

370,054

200,000

AEP

Transmission

Co

LLC

4.250 09/15/48

158,729

300,000

AEP

Transmission

Co

LLC

3.800 06/15/49

220,887

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

550,000

AEP

Transmission

Co

LLC

2.750 %

08/15/51

$

330,077

300,000

AEP

Transmission

Co

LLC

5.400 03/15/53

282,087

675,000

AES

Corp

2.450 01/15/31

597,159

1,500,000

AES

Corp

5.800 03/15/32

1,508,374

60,000

Alabama

Power

Co

1.450 09/15/30

52,697

1,000,000

Alabama

Power

Co

4.300 03/15/31

989,760

500,000

Alabama

Power

Co

5.850 11/15/33

528,569

1,000,000

Alabama

Power

Co

5.100 04/02/35

1,008,044

200,000

Alabama

Power

Co

3.850 12/01/42

160,406

400,000

Alabama

Power

Co

3.750 03/01/45

307,222

300,000

Alabama

Power

Co

4.300 01/02/46

246,895

350,000

Alabama

Power

Co

3.700 12/01/47

258,054

1,000,000

Alabama

Power

Co

4.300 07/15/48

806,773

750,000

Alliant

Energy

Corp

5.750 04/01/56

729,192

500,000

Ameren

Corp

5.000 01/15/29

507,886

500,000

Ameren

Corp

5.375 03/15/35

505,433

1,000,000

Ameren

Corp

5.000 05/15/36

973,176

500,000

Ameren

Illinois

Co

3.850 09/01/32

475,719

725,000

Ameren

Illinois

Co

4.950 06/01/33

728,574

125,000

Ameren

Illinois

Co

4.150 03/15/46

100,905

1,150,000

Ameren

Illinois

Co

3.700 12/01/47

857,630

575,000

Ameren

Illinois

Co

4.500 03/15/49

478,966

325,000

Ameren

Illinois

Co

2.900 06/15/51

202,503

325,000

Ameren

Illinois

Co

5.900 12/01/52

327,484

850,000

Ameren

Illinois

Co

5.625 03/01/55

826,365

700,000

American

Electric

Power

Co,

Inc

4.300 12/01/28

698,223

1,000,000

American

Electric

Power

Co,

Inc

5.625 03/01/33

1,033,323

500,000

American

Electric

Power

Co,

Inc

6.950 12/15/54

529,926

500,000

American

Electric

Power

Co,

Inc

7.050 12/15/54

516,109

1,250,000

American

Electric

Power

Co,

Inc

5.800 03/15/56

1,234,769

950,000

American

Electric

Power

Co,

Inc

6.050 03/15/56

941,521

500,000

American

Water

Capital

Corp

3.750 09/01/28

495,009

100,000

American

Water

Capital

Corp

2.800 05/01/30

93,874

1,250,000

American

Water

Capital

Corp

2.300 06/01/31

1,117,941

1,000,000

American

Water

Capital

Corp

5.150 03/01/34

1,016,494

600,000

American

Water

Capital

Corp

5.250 03/01/35

609,649

1,000,000

American

Water

Capital

Corp

5.200 04/01/36

1,002,050

225,000

American

Water

Capital

Corp

4.300 12/01/42

194,485

150,000

American

Water

Capital

Corp

4.300 09/01/45

124,676

100,000

American

Water

Capital

Corp

4.000 12/01/46

77,257

1,175,000

American

Water

Capital

Corp

3.750 09/01/47

874,244

500,000

American

Water

Capital

Corp

4.200 09/01/48

397,425

500,000

American

Water

Capital

Corp

4.150 06/01/49

391,414

675,000

American

Water

Capital

Corp

3.450 05/01/50

469,802

1,000,000

American

Water

Capital

Corp

5.450 03/01/54

947,796

500,000

Appalachian

Power

Co

4.500 08/01/32

487,207

1,000,000

Appalachian

Power

Co

5.650 04/01/34

1,028,916

300,000

Appalachian

Power

Co

4.500 03/01/49

243,173

200,000

Arizona

Public

Service

Co

2.950 09/15/27

195,659

750,000

Arizona

Public

Service

Co

6.350 12/15/32

803,419

1,250,000

Arizona

Public

Service

Co

5.700 08/15/34

1,293,676

1,000,000

Arizona

Public

Service

Co

5.100 03/15/36

983,175

350,000

Arizona

Public

Service

Co

4.500 04/01/42

301,276

200,000

Arizona

Public

Service

Co

4.350 11/15/45

161,655

410,000

Arizona

Public

Service

Co

3.750 05/15/46

304,745

200,000

Arizona

Public

Service

Co

4.200 08/15/48

155,811

200,000

Arizona

Public

Service

Co

4.250 03/01/49

156,226

300,000

Arizona

Public

Service

Co

3.500 12/01/49

205,626

500,000

Arizona

Public

Service

Co

3.350 05/15/50

332,030

750,000

Arizona

Public

Service

Co

2.650 09/15/50

442,409

500,000

Arizona

Public

Service

Co

5.900 08/15/55

491,962

750,000

Atmos

Energy

Corp

1.500 01/15/31

654,431

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

175,000

Atmos

Energy

Corp

5.450 %

10/15/32

$

181,934

1,500,000

Atmos

Energy

Corp

5.900 11/15/33

1,601,506

300,000

Atmos

Energy

Corp

5.200 08/15/35

305,666

100,000

Atmos

Energy

Corp

5.500 06/15/41

100,004

125,000

Atmos

Energy

Corp

4.150 01/15/43

104,898

600,000

Atmos

Energy

Corp

4.125 10/15/44

496,246

500,000

Atmos

Energy

Corp

4.300 10/01/48

403,804

300,000

Atmos

Energy

Corp

4.125 03/15/49

234,683

1,500,000

Atmos

Energy

Corp

2.850 02/15/52

922,445

500,000

Atmos

Energy

Corp

5.750 10/15/52

496,791

125,000

Atmos

Energy

Corp

6.200 11/15/53

131,983

400,000

Atmos

Energy

Corp

5.000 12/15/54

354,485

375,000

Atmos

Energy

Corp

5.450 01/15/56

357,945

625,000

Avangrid,

Inc

3.800 06/01/29

610,010

150,000

Avista

Corp

4.350 06/01/48

120,686

550,000

Avista

Corp

4.000 04/01/52

410,810

1,000,000

Baltimore

Gas

and

Electric

Co

5.300 06/01/34

1,025,533

1,000,000

Baltimore

Gas

and

Electric

Co

5.450 06/01/35

1,025,295

150,000

Baltimore

Gas

and

Electric

Co

3.500 08/15/46

108,277

200,000

Baltimore

Gas

and

Electric

Co

3.750 08/15/47

149,433

200,000

Baltimore

Gas

and

Electric

Co

4.250 09/15/48

161,566

500,000

Baltimore

Gas

and

Electric

Co

3.200 09/15/49

330,447

775,000

Baltimore

Gas

and

Electric

Co

2.900 06/15/50

487,035

500,000

Baltimore

Gas

and

Electric

Co

4.550 06/01/52

416,127

500,000

Baltimore

Gas

and

Electric

Co

5.400 06/01/53

470,107

500,000

Baltimore

Gas

and

Electric

Co

5.650 06/01/54

484,824

300,000

(b) Basin

Electric

Power

Cooperative

5.850 10/15/55

291,787

1,500,000

Berkshire

Hathaway

Energy

Co

1.650 05/15/31

1,301,050

950,000

Berkshire

Hathaway

Energy

Co

6.125 04/01/36

1,013,768

725,000

Berkshire

Hathaway

Energy

Co

5.150 11/15/43

675,428

975,000

Berkshire

Hathaway

Energy

Co

4.500 02/01/45

822,914

1,250,000

Berkshire

Hathaway

Energy

Co

3.800 07/15/48

919,645

1,025,000

Berkshire

Hathaway

Energy

Co

4.450 01/15/49

831,492

2,500,000

Berkshire

Hathaway

Energy

Co

2.850 05/15/51

1,505,194

1,000,000

BHP

Billiton

Finance

USA

Ltd

5.000 02/21/30

1,018,501

550,000

Black

Hills

Corp

2.500 06/15/30

501,955

300,000

Black

Hills

Corp

4.350 05/01/33

285,039

1,000,000

Black

Hills

Corp

6.150 05/15/34

1,051,342

1,000,000

Black

Hills

Corp

6.000 01/15/35

1,038,096

200,000

Black

Hills

Corp

4.200 09/15/46

155,934

500,000

Brookfield

Finance,

Inc

5.330 01/15/36

489,561

275,000

CenterPoint

Energy

Houston

Electric

LLC

2.350 04/01/31

248,036

100,000

CenterPoint

Energy

Houston

Electric

LLC

6.950 03/15/33

111,465

500,000

CenterPoint

Energy

Houston

Electric

LLC

4.950 04/01/33

501,920

1,000,000

CenterPoint

Energy

Houston

Electric

LLC

5.150 03/01/34

1,011,725

500,000

CenterPoint

Energy

Houston

Electric

LLC

5.050 03/01/35

498,198

2,000,000

CenterPoint

Energy

Houston

Electric

LLC

4.950 08/15/35

1,978,619

275,000

CenterPoint

Energy

Houston

Electric

LLC

4.850 04/01/36

269,306

300,000

CenterPoint

Energy

Houston

Electric

LLC

3.950 03/01/48

233,528

150,000

CenterPoint

Energy

Houston

Electric

LLC

2.900 07/01/50

94,762

875,000

CenterPoint

Energy

Houston

Electric

LLC

3.350 04/01/51

597,478

500,000

CenterPoint

Energy

Houston

Electric

LLC

3.600 03/01/52

357,908

100,000

CenterPoint

Energy

Houston

Electric

LLC

5.300 04/01/53

93,747

1,000,000

CenterPoint

Energy

Resources

Corp

5.250 03/01/28

1,017,397

200,000

CenterPoint

Energy

Resources

Corp

4.000 04/01/28

198,600

575,000

CenterPoint

Energy

Resources

Corp

1.750 10/01/30

510,119

500,000

CenterPoint

Energy

Resources

Corp

4.400 07/01/32

490,716

500,000

CenterPoint

Energy

Resources

Corp

5.400 07/01/34

510,264

1,000,000

CenterPoint

Energy

Restoration

Bond

Co

III

LLC

3.899 12/15/30

992,756

1,000,000

CenterPoint

Energy

Restoration

Bond

Co

III

LLC

4.480 06/15/35

984,448

1,000,000

CenterPoint

Energy

Restoration

Bond

Co

III

LLC

4.864 12/15/39

976,870

655,000

CenterPoint

Energy,

Inc

2.950 03/01/30

617,142

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

500,000

(a) CenterPoint

Energy,

Inc

6.850 %

02/15/55

$

523,882

500,000

CenterPoint

Energy,

Inc

7.000 02/15/55

514,564

500,000

CenterPoint

Energy,

Inc

6.700 05/15/55

505,596

500,000

CenterPoint

Energy,

Inc

5.950 04/01/56

495,554

1,000,000

Cigna

Group

4.500 09/15/30

996,625

200,000

Cleco

Corporate

Holdings

LLC

4.973 05/01/46

170,610

1,000,000

Cleco

Securitization

I

LLC

4.646 09/01/42

965,039

790,000

CMS

Energy

Corp

3.450 08/15/27

779,783

1,000,000

CMS

Energy

Corp

3.750 12/01/50

912,263

425,000

CMS

Energy

Corp

6.500 06/01/55

432,665

1,000,000

Commonwealth

Edison

Co

4.900 02/01/33

1,008,608

1,000,000

Commonwealth

Edison

Co

5.300 06/01/34

1,028,722

200,000

Commonwealth

Edison

Co

3.800 10/01/42

159,328

300,000

Commonwealth

Edison

Co

4.700 01/15/44

263,119

100,000

Commonwealth

Edison

Co

3.700 03/01/45

76,235

250,000

Commonwealth

Edison

Co

3.650 06/15/46

186,289

400,000

Commonwealth

Edison

Co

3.750 08/15/47

298,609

1,175,000

Commonwealth

Edison

Co

4.000 03/01/48

910,942

500,000

Commonwealth

Edison

Co

3.200 11/15/49

330,066

500,000

Commonwealth

Edison

Co

3.000 03/01/50

319,396

500,000

Commonwealth

Edison

Co

2.750 09/01/51

301,082

500,000

Commonwealth

Edison

Co

5.300 02/01/53

463,662

500,000

Commonwealth

Edison

Co

5.650 06/01/54

487,268

175,000

Commonwealth

Edison

Co

5.950 06/01/55

177,379

500,000

Connecticut

Light

and

Power

Co

2.050 07/01/31

441,727

1,000,000

Connecticut

Light

and

Power

Co

4.900 07/01/33

1,001,885

1,000,000

Connecticut

Light

and

Power

Co

4.950 08/15/34

991,596

400,000

Connecticut

Light

and

Power

Co

4.300 04/15/44

332,654

250,000

Connecticut

Light

and

Power

Co

4.150 06/01/45

202,894

500,000

Connecticut

Light

and

Power

Co

5.250 01/15/53

463,233

200,000

Consolidated

Edison

Co

of

New

York,

Inc

3.800 05/15/28

197,958

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.000 12/01/28

297,979

100,000

Consolidated

Edison

Co

of

New

York,

Inc

3.350 04/01/30

95,924

500,000

Consolidated

Edison

Co

of

New

York,

Inc

2.400 06/15/31

451,832

750,000

Consolidated

Edison

Co

of

New

York,

Inc

5.500 03/15/34

777,939

1,500,000

Consolidated

Edison

Co

of

New

York,

Inc

5.375 05/15/34

1,534,856

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5.125 03/15/35

1,005,442

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.200 03/15/42

168,616

550,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950 03/01/43

442,559

725,000

Consolidated

Edison

Co

of

New

York,

Inc

4.450 03/15/44

618,588

150,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500 12/01/45

126,317

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.850 06/15/46

306,295

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.875 06/15/47

304,659

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.650 12/01/48

255,171

500,000

Consolidated

Edison

Co

of

New

York,

Inc

4.125 05/15/49

389,171

700,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950 04/01/50

537,112

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

6.150 11/15/52

1,040,328

300,000

Consolidated

Edison

Co

of

New

York,

Inc

5.900 11/15/53

299,526

800,000

Consolidated

Edison

Co

of

New

York,

Inc

5.700 05/15/54

783,775

850,000

Consolidated

Edison

Co

of

New

York,

Inc

4.625 12/01/54

700,285

500,000

Consolidated

Edison

Co

of

New

York,

Inc

5.500 03/15/55

475,144

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5.750 11/15/55

987,010

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.300 12/01/56

155,164

1,300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.000 11/15/57

943,564

400,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500 05/15/58

318,725

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.700 11/15/59

678,537

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.000 12/01/60

580,373

1,000,000

Constellation

Energy

Generation

LLC

6.125 01/15/34

1,067,121

900,000

Constellation

Energy

Generation

LLC

6.250 10/01/39

947,700

1,000,000

Constellation

Energy

Generation

LLC

6.500 10/01/53

1,061,266

1,000,000

Constellation

Energy

Generation

LLC

5.750 03/15/54

970,085

1,000,000

Constellation

Energy

Generation

LLC

5.875 01/15/66

960,054

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

500,000

Consumers

Energy

Co

4.650 %

03/01/28

$

503,880

250,000

Consumers

Energy

Co

3.800 11/15/28

247,244

300,000

Consumers

Energy

Co

4.600 05/30/29

302,084

1,000,000

Consumers

Energy

Co

4.700 01/15/30

1,009,902

275,000

Consumers

Energy

Co

3.600 08/15/32

258,607

500,000

Consumers

Energy

Co

4.625 05/15/33

495,157

500,000

Consumers

Energy

Co

5.050 05/15/35

502,072

600,000

Consumers

Energy

Co

3.950 07/15/47

467,505

600,000

Consumers

Energy

Co

4.050 05/15/48

470,944

350,000

Consumers

Energy

Co

4.350 04/15/49

285,997

500,000

Consumers

Energy

Co

3.750 02/15/50

368,169

500,000

Consumers

Energy

Co

3.100 08/15/50

325,092

150,000

Consumers

Energy

Co

3.500 08/01/51

106,244

287,000

Consumers

Energy

Co

2.650 08/15/52

171,630

500,000

Consumers

Energy

Co

4.200 09/01/52

395,113

1,000,000

Dayton

Power

&

Light

Co

4.550 08/15/30

990,930

300,000

Dayton

Power

&

Light

Co

3.950 06/15/49

222,873

200,000

Delmarva

Power

&

Light

Co

4.150 05/15/45

162,626

925,000

Dominion

Energy

South

Carolina,

Inc

2.300 12/01/31

817,242

50,000

Dominion

Energy

South

Carolina,

Inc

5.300 05/15/33

51,476

900,000

Dominion

Energy

South

Carolina,

Inc

5.300 01/15/35

919,209

125,000

Dominion

Energy

South

Carolina,

Inc

5.450 02/01/41

123,184

800,000

Dominion

Energy

South

Carolina,

Inc

4.600 06/15/43

691,881

750,000

Dominion

Energy

South

Carolina,

Inc

6.250 10/15/53

785,913

500,000

Dominion

Energy,

Inc

4.250 06/01/28

498,060

303,000

Dominion

Energy,

Inc

3.375 04/01/30

289,301

500,000

Dominion

Energy,

Inc

2.250 08/15/31

440,982

500,000

Dominion

Energy,

Inc

4.350 08/15/32

483,729

1,000,000

Dominion

Energy,

Inc

5.375 11/15/32

1,023,105

1,000,000

Dominion

Energy,

Inc

5.450 03/15/35

1,007,579

475,000

Dominion

Energy,

Inc

3.300 04/15/41

352,368

200,000

Dominion

Energy,

Inc

4.700 12/01/44

170,045

500,000

Dominion

Energy,

Inc

4.600 03/15/49

404,251

500,000

Dominion

Energy,

Inc

4.850 08/15/52

418,838

1,200,000

Dominion

Energy,

Inc

7.000 06/01/54

1,269,228

1,050,000

Dominion

Energy,

Inc

6.875 02/01/55

1,080,629

1,000,000

Dominion

Energy,

Inc

6.625 05/15/55

1,015,308

1,750,000

Dominion

Energy,

Inc

6.000 02/15/56

1,738,847

1,750,000

Dominion

Energy,

Inc

6.200 02/15/56

1,734,608

500,000

DTE

Electric

Co

1.900 04/01/28

478,670

1,500,000

DTE

Electric

Co

3.000 03/01/32

1,382,180

1,000,000

DTE

Electric

Co

5.200 04/01/33

1,023,777

1,000,000

DTE

Electric

Co

5.200 03/01/34

1,021,856

500,000

DTE

Electric

Co

5.250 05/15/35

507,122

1,000,000

DTE

Electric

Co

4.850 03/01/36

981,256

200,000

DTE

Electric

Co

4.000 04/01/43

162,996

100,000

DTE

Electric

Co

3.700 06/01/46

75,426

500,000

DTE

Electric

Co

3.750 08/15/47

375,747

1,000,000

DTE

Electric

Co

4.050 05/15/48

785,279

525,000

DTE

Electric

Co

3.950 03/01/49

406,184

400,000

DTE

Electric

Co

3.250 04/01/51

269,503

450,000

DTE

Electric

Co

3.650 03/01/52

325,660

100,000

DTE

Electric

Co

5.850 05/15/55

100,658

225,000

DTE

Electric

Co

5.550 03/01/56

217,542

766,414

DTE

Electric

Securitization

Funding

II

LLC

5.970 03/01/32

803,030

1,000,000

DTE

Electric

Securitization

Funding

II

LLC

6.090 09/01/37

1,073,098

1,000,000

DTE

Energy

Co

5.100 03/01/29

1,016,848

327,000

DTE

Energy

Co

3.400 06/15/29

316,311

500,000

DTE

Energy

Co

2.950 03/01/30

470,994

1,000,000

DTE

Energy

Co

5.200 04/01/30

1,019,865

1,000,000

DTE

Energy

Co

5.850 06/01/34

1,047,052

1,000,000

DTE

Energy

Co

5.050 10/01/35

985,402

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

500,000

Duke

Energy

Carolinas

LLC

3.950 %

11/15/28

$

496,064

500,000

Duke

Energy

Carolinas

LLC

2.450 08/15/29

470,577

1,500,000

Duke

Energy

Carolinas

LLC

2.550 04/15/31

1,372,037

375,000

Duke

Energy

Carolinas

LLC

2.850 03/15/32

341,369

1,300,000

Duke

Energy

Carolinas

LLC

4.950 01/15/33

1,319,630

1,000,000

Duke

Energy

Carolinas

LLC

4.850 01/15/34

998,684

1,000,000

Duke

Energy

Carolinas

LLC

5.250 03/15/35

1,015,677

125,000

Duke

Energy

Carolinas

LLC

5.300 02/15/40

123,497

300,000

Duke

Energy

Carolinas

LLC

3.750 06/01/45

230,039

200,000

Duke

Energy

Carolinas

LLC

3.875 03/15/46

154,337

1,250,000

Duke

Energy

Carolinas

LLC

3.700 12/01/47

927,085

1,500,000

Duke

Energy

Carolinas

LLC

3.450 04/15/51

1,034,474

1,000,000

Duke

Energy

Carolinas

LLC

5.350 01/15/53

936,917

1,000,000

Duke

Energy

Carolinas

Nc

Storm

Funding

II

LLC

4.226 07/01/35

986,455

1,000,000

Duke

Energy

Carolinas

Nc

Storm

Funding

II

LLC

5.070 01/01/46

975,154

1,000,000

Duke

Energy

Corp

4.300 03/15/28

998,243

1,000,000

Duke

Energy

Corp

4.850 01/05/29

1,012,256

1,000,000

Duke

Energy

Corp

2.450 06/01/30

921,392

1,000,000

Duke

Energy

Corp

2.550 06/15/31

899,085

1,000,000

Duke

Energy

Corp

5.750 09/15/33

1,040,545

500,000

Duke

Energy

Corp

5.450 06/15/34

511,070

1,000,000

Duke

Energy

Corp

4.950 09/15/35

974,845

1,000,000

Duke

Energy

Corp

3.300 06/15/41

751,884

300,000

Duke

Energy

Corp

4.800 12/15/45

256,190

1,975,000

Duke

Energy

Corp

3.750 09/01/46

1,457,371

500,000

Duke

Energy

Corp

4.200 06/15/49

380,835

1,000,000

Duke

Energy

Corp

3.500 06/15/51

669,892

500,000

Duke

Energy

Corp

5.000 08/15/52

427,841

1,000,000

Duke

Energy

Corp

6.100 09/15/53

1,002,843

500,000

Duke

Energy

Corp

5.800 06/15/54

478,728

225,000

Duke

Energy

Corp

6.450 09/01/54

232,344

1,000,000

Duke

Energy

Corp

5.700 09/15/55

945,021

375,000

Duke

Energy

Florida

LLC

6.400 06/15/38

408,105

500,000

Duke

Energy

Florida

LLC

3.400 10/01/46

355,114

300,000

Duke

Energy

Florida

LLC

4.200 07/15/48

236,668

1,000,000

Duke

Energy

Florida

LLC

5.950 11/15/52

1,011,797

1,000,000

Duke

Energy

Indiana

LLC

5.250 03/01/34

1,024,093

1,000,000

Duke

Energy

Indiana

LLC

4.950 03/15/36

984,454

300,000

Duke

Energy

Indiana

LLC

3.750 05/15/46

229,613

500,000

Duke

Energy

Indiana

LLC

3.250 10/01/49

337,159

275,000

Duke

Energy

Indiana

LLC

2.750 04/01/50

167,158

500,000

Duke

Energy

Indiana

LLC

5.400 04/01/53

464,229

1,000,000

Duke

Energy

Indiana

LLC

5.900 05/15/55

999,241

200,000

Duke

Energy

Ohio,

Inc

3.650 02/01/29

196,502

25,000

Duke

Energy

Ohio,

Inc

2.125 06/01/30

22,739

750,000

Duke

Energy

Ohio,

Inc

5.250 04/01/33

766,353

1,000,000

Duke

Energy

Ohio,

Inc

5.300 06/15/35

1,013,102

200,000

Duke

Energy

Ohio,

Inc

3.700 06/15/46

149,046

200,000

Duke

Energy

Ohio,

Inc

4.300 02/01/49

159,760

500,000

Duke

Energy

Ohio,

Inc

5.650 04/01/53

483,948

500,000

Duke

Energy

Ohio,

Inc

5.550 03/15/54

478,666

300,000

Duke

Energy

Progress

LLC

3.700 09/01/28

296,727

1,500,000

Duke

Energy

Progress

LLC

2.000 08/15/31

1,321,350

750,000

Duke

Energy

Progress

LLC

5.250 03/15/33

772,043

1,000,000

Duke

Energy

Progress

LLC

5.100 03/15/34

1,019,170

1,000,000

Duke

Energy

Progress

LLC

5.050 03/15/35

1,002,073

400,000

Duke

Energy

Progress

LLC

4.375 03/30/44

339,371

500,000

Duke

Energy

Progress

LLC

4.150 12/01/44

406,814

300,000

Duke

Energy

Progress

LLC

4.200 08/15/45

244,588

500,000

Duke

Energy

Progress

LLC

3.700 10/15/46

372,041

200,000

Duke

Energy

Progress

LLC

3.600 09/15/47

145,705

600,000

Duke

Energy

Progress

LLC

2.500 08/15/50

344,231

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

500,000

Duke

Energy

Progress

LLC

2.900 %

08/15/51

$

308,004

750,000

Duke

Energy

Progress

LLC

5.350 03/15/53

699,942

500,000

Duke

Energy

Progress

LLC

5.550 03/15/55

483,015

1,000,000

Eastern

Energy

Gas

Holdings

LLC

5.800 01/15/35

1,037,055

300,000

Edison

International

4.125 03/15/28

294,885

1,000,000

Edison

International

5.250 11/15/28

1,008,036

1,000,000

Edison

International

5.450 06/15/29

1,009,028

500,000

Edison

International

6.950 11/15/29

527,570

1,000,000

Edison

International

6.250 03/15/30

1,036,008

1,000,000

Edison

International

5.250 03/15/32

989,715

200,000

El

Paso

Electric

Co

5.000 12/01/44

171,160

1,000,000

Emera

US

Finance

LLC

5.200 04/01/33

994,421

1,000,000

Emera

US

Finance

LP

2.639 06/15/31

891,977

625,000

Emera

US

Finance

LP

4.750 06/15/46

515,604

675,000

Enel

Chile

S.A.

4.875 06/12/28

678,710

500,000

Entergy

Arkansas

LLC

5.300 09/15/33

512,677

800,000

Entergy

Arkansas

LLC

5.450 06/01/34

822,988

200,000

Entergy

Arkansas

LLC

4.200 04/01/49

157,415

500,000

Entergy

Arkansas

LLC

5.750 06/01/54

488,342

1,000,000

Entergy

Arkansas

LLC

5.750 01/15/56

978,434

625,000

Entergy

Corp

2.400 06/15/31

555,016

500,000

Entergy

Corp

3.750 06/15/50

351,862

650,000

Entergy

Corp

7.125 12/01/54

666,041

500,000

Entergy

Corp

5.875 06/15/56

493,340

500,000

Entergy

Corp

6.100 06/15/56

493,466

500,000

Entergy

Louisiana

LLC

1.600 12/15/30

438,221

1,000,000

Entergy

Louisiana

LLC

2.350 06/15/32

875,423

500,000

Entergy

Louisiana

LLC

4.000 03/15/33

474,691

1,000,000

Entergy

Louisiana

LLC

5.350 03/15/34

1,028,023

500,000

Entergy

Louisiana

LLC

5.150 09/15/34

503,664

500,000

Entergy

Louisiana

LLC

4.900 04/15/36

487,767

300,000

Entergy

Louisiana

LLC

4.200 09/01/48

237,069

300,000

Entergy

Louisiana

LLC

4.200 04/01/50

235,892

500,000

Entergy

Louisiana

LLC

4.750 09/15/52

423,137

1,000,000

Entergy

Louisiana

LLC

5.700 03/15/54

971,251

325,000

Entergy

Louisiana

LLC

5.800 03/15/55

318,706

350,000

Entergy

Louisiana

LLC

5.650 04/15/56

336,231

1,000,000

Entergy

Mississippi

LLC

5.050 04/15/36

985,366

500,000

Entergy

Mississippi

LLC

5.850 06/01/54

490,389

1,000,000

Entergy

Texas,

Inc

5.250 04/15/35

1,009,058

200,000

Entergy

Texas,

Inc

4.500 03/30/39

182,808

700,000

Entergy

Texas,

Inc

3.550 09/30/49

489,625

1,000,000

Entergy

Texas,

Inc

5.800 09/01/53

989,602

775,000

Enterprise

Products

Operating

LLC

3.700 01/31/51

560,484

1,500,000

Equitable

Holdings,

Inc

6.700 03/28/55

1,513,787

125,000

Essential

Utilities,

Inc

3.566 05/01/29

121,367

225,000

Essential

Utilities,

Inc

2.704 04/15/30

208,834

1,000,000

Essential

Utilities,

Inc

2.400 05/01/31

894,187

1,000,000

Essential

Utilities,

Inc

5.375 01/15/34

1,013,810

1,000,000

Essential

Utilities,

Inc

5.250 08/15/35

998,641

500,000

Essential

Utilities,

Inc

5.125 03/15/36

493,017

200,000

Essential

Utilities,

Inc

4.276 05/01/49

156,107

300,000

Essential

Utilities,

Inc

3.351 04/15/50

198,602

500,000

Essential

Utilities,

Inc

5.300 05/01/52

452,737

950,000

Evergy

Kansas

Central,

Inc

5.250 03/15/35

957,591

175,000

Evergy

Kansas

Central,

Inc

4.100 04/01/43

143,807

425,000

Evergy

Kansas

Central,

Inc

3.450 04/15/50

296,276

500,000

Evergy

Kansas

Central,

Inc

5.700 03/15/53

491,989

500,000

Evergy

Metro,

Inc

5.400 04/01/34

513,701

1,500,000

Evergy

Metro,

Inc

5.125 08/15/35

1,492,512

650,000

Evergy

Metro,

Inc

4.200 06/15/47

518,652

100,000

Evergy

Metro,

Inc

4.200 03/15/48

79,499

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

300,000

Evergy

Metro,

Inc

4.125 %

04/01/49

$

236,043

500,000

Evergy,

Inc

4.250 03/15/29

496,183

500,000

Evergy,

Inc

6.650 06/01/55

503,372

200,000

Eversource

Energy

3.300 01/15/28

195,860

1,000,000

Eversource

Energy

5.450 03/01/28

1,016,227

300,000

Eversource

Energy

4.250 04/01/29

297,551

100,000

Eversource

Energy

1.650 08/15/30

87,719

1,000,000

Eversource

Energy

4.450 12/15/30

986,384

1,000,000

Eversource

Energy

2.550 03/15/31

901,293

500,000

(a) Eversource

Energy

5.850 04/15/31

521,661

1,000,000

Eversource

Energy

3.375 03/01/32

916,322

500,000

Eversource

Energy

5.500 01/01/34

507,040

500,000

Eversource

Energy

5.950 07/15/34

520,282

600,000

Eversource

Energy

3.450 01/15/50

411,360

750,000

Eversource

Energy

6.100 08/15/56

740,729

750,000

Eversource

Energy

6.350 08/15/56

739,842

500,000

Exelon

Corp

5.125 03/15/31

508,898

750,000

Exelon

Corp

5.300 03/15/33

767,825

1,000,000

Exelon

Corp

5.450 03/15/34

1,022,321

500,000

Exelon

Corp

4.950 06/15/35

486,946

1,000,000

Exelon

Corp

4.950 03/15/36

969,875

975,000

Exelon

Corp

4.450 04/15/46

799,956

100,000

Exelon

Corp

4.700 04/15/50

82,632

500,000

Exelon

Corp

4.100 03/15/52

377,408

500,000

Exelon

Corp

5.600 03/15/53

470,934

500,000

Exelon

Corp

5.875 03/15/55

487,400

475,000

Exelon

Corp

6.500 03/15/55

484,292

1,000,000

(b) FirstEnergy

Pennsylvania

Electric

Co

4.550 03/15/31

996,521

2,000,000

FirstEnergy

Transmission

LLC

4.550 01/15/30

1,996,866

1,000,000

FirstEnergy

Transmission

LLC

4.750 01/15/33

984,923

2,500,000

FirstEnergy

Transmission

LLC

5.000 01/15/35

2,461,739

425,000

Florida

Power

&

Light

Co

4.625 05/15/30

429,119

1,000,000

Florida

Power

&

Light

Co

2.450 02/03/32

894,633

750,000

Florida

Power

&

Light

Co

5.100 04/01/33

765,216

150,000

Florida

Power

&

Light

Co

4.800 05/15/33

150,102

2,000,000

Florida

Power

&

Light

Co

5.300 06/15/34

2,056,351

1,000,000

Florida

Power

&

Light

Co

4.700 02/15/36

974,703

100,000

Florida

Power

&

Light

Co

4.125 02/01/42

85,068

200,000

Florida

Power

&

Light

Co

4.050 06/01/42

168,635

450,000

Florida

Power

&

Light

Co

3.800 12/15/42

363,214

400,000

Florida

Power

&

Light

Co

4.050 10/01/44

325,022

500,000

Florida

Power

&

Light

Co

3.700 12/01/47

372,999

500,000

Florida

Power

&

Light

Co

4.125 06/01/48

399,273

350,000

Florida

Power

&

Light

Co

3.990 03/01/49

270,873

1,000,000

Florida

Power

&

Light

Co

5.600 06/15/54

978,888

350,000

Florida

Power

&

Light

Co

5.700 03/15/55

348,586

325,000

Florida

Power

&

Light

Co

5.600 02/15/66

313,088

500,000

Georgia

Power

Co

4.550 03/15/30

501,979

950,000

Georgia

Power

Co

4.850 03/15/31

961,813

1,500,000

Georgia

Power

Co

4.950 05/17/33

1,511,830

1,500,000

Georgia

Power

Co

5.250 03/15/34

1,531,782

1,000,000

Georgia

Power

Co

5.200 03/15/35

1,015,701

625,000

Georgia

Power

Co

4.300 03/15/42

539,225

700,000

Georgia

Power

Co

4.300 03/15/43

594,157

500,000

Georgia

Power

Co

5.500 10/01/55

478,978

1,000,000

Hewlett

Packard

Enterprise

Co

4.400 10/15/30

981,823

400,000

Iberdrola

International

BV

6.750 07/15/36

449,806

1,000,000

Idaho

Power

Co

4.850 03/01/36

978,792

425,000

Idaho

Power

Co

5.500 03/15/53

404,025

1,000,000

Idaho

Power

Co

5.800 04/01/54

996,951

225,000

Indiana

Michigan

Power

Co

4.550 03/15/46

190,434

100,000

Indiana

Michigan

Power

Co

3.750 07/01/47

73,839

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

300,000

Indiana

Michigan

Power

Co

4.250 %

08/15/48

$

237,846

675,000

Indiana

Michigan

Power

Co

3.250 05/01/51

440,076

500,000

Indiana

Michigan

Power

Co

5.625 04/01/53

481,276

250,000

Indiana

Michigan

Power

Co

5.600 03/15/56

241,142

1,000,000

Ingersoll

Rand,

Inc

5.700 06/15/54

976,674

325,000

Interstate

Power

and

Light

Co

3.600 04/01/29

317,639

125,000

Interstate

Power

and

Light

Co

2.300 06/01/30

114,230

200,000

Interstate

Power

and

Light

Co

4.950 09/30/34

196,790

475,000

Interstate

Power

and

Light

Co

5.600 06/29/35

486,637

100,000

Interstate

Power

and

Light

Co

6.250 07/15/39

105,501

100,000

Interstate

Power

and

Light

Co

3.700 09/15/46

73,432

300,000

Interstate

Power

and

Light

Co

3.500 09/30/49

208,784

500,000

Interstate

Power

and

Light

Co

5.450 09/30/54

463,584

650,000

Interstate

Power

and

Light

Co

5.600 10/01/55

619,929

100,000

IPALCO

Enterprises,

Inc

4.250 05/01/30

96,279

500,000

IPALCO

Enterprises,

Inc

5.750 04/01/34

496,519

900,000

ITC

Holdings

Corp

3.350 11/15/27

884,407

750,000

Jersey

Central

Power

&

Light

Co

5.100 01/15/35

749,677

740,716

Johnsonville

Aeroderivative

Combustion

Turbine

Generation

LLC

5.078 10/01/54

699,747

300,000

Kentucky

Utilities

Co

4.375 10/01/45

247,429

400,000

Kentucky

Utilities

Co

3.300 06/01/50

268,598

275,000

Kentucky

Utilities

Co

5.850 08/15/55

273,424

1,000,000

Louisville

Gas

and

Electric

Co

5.450 04/15/33

1,032,521

300,000

Louisville

Gas

and

Electric

Co

4.250 04/01/49

238,107

550,000

Louisville

Gas

and

Electric

Co

5.850 08/15/55

545,780

425,000

MidAmerican

Energy

Co

5.350 01/15/34

436,322

200,000

MidAmerican

Energy

Co

4.800 09/15/43

180,661

200,000

MidAmerican

Energy

Co

4.400 10/15/44

168,768

200,000

MidAmerican

Energy

Co

4.250 05/01/46

163,739

500,000

MidAmerican

Energy

Co

3.950 08/01/47

385,605

1,000,000

MidAmerican

Energy

Co

3.650 08/01/48

732,760

300,000

MidAmerican

Energy

Co

4.250 07/15/49

240,633

300,000

MidAmerican

Energy

Co

3.150 04/15/50

198,402

1,000,000

MidAmerican

Energy

Co

2.700 08/01/52

601,200

400,000

MidAmerican

Energy

Co

5.850 09/15/54

401,598

250,000

MidAmerican

Energy

Co

5.300 02/01/55

231,848

1,000,000

MidAmerican

Energy

Co

5.500 11/15/56

959,141

750,000

Mississippi

Power

Co

4.250 03/15/42

629,621

1,000,000

Mississippi

Power

Co

3.100 07/30/51

647,625

1,500,000

MPLX

LP

4.800 02/15/31

1,503,433

200,000

National

Fuel

Gas

Co

3.950 09/15/27

198,298

200,000

National

Fuel

Gas

Co

4.750 09/01/28

200,123

1,100,000

National

Fuel

Gas

Co

2.950 03/01/31

999,975

200,000

National

Fuel

Gas

Co

5.950 03/15/35

206,911

1,000,000

National

Grid

plc

5.809 06/12/33

1,043,081

1,000,000

National

Grid

plc

5.418 01/11/34

1,019,024

250,000

(a) National

Grid

USA

5.803 04/01/35

258,988

500,000

Nevada

Power

Co

2.400 05/01/30

460,961

500,000

Nevada

Power

Co

3.125 08/01/50

320,468

500,000

Nevada

Power

Co

5.900 05/01/53

495,157

1,000,000

Nevada

Power

Co

6.000 03/15/54

1,001,397

1,000,000

Nevada

Power

Co

6.250 05/15/55

999,609

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900 02/28/28

1,008,030

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900 03/15/29

1,014,534

300,000

NextEra

Energy

Capital

Holdings,

Inc

3.500 04/01/29

292,082

450,000

NextEra

Energy

Capital

Holdings,

Inc

2.750 11/01/29

425,653

1,500,000

(a) NextEra

Energy

Capital

Holdings,

Inc

5.000 02/28/30

1,524,168

2,980,000

NextEra

Energy

Capital

Holdings,

Inc

2.250 06/01/30

2,715,561

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.400 03/01/31

991,036

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

2.440 01/15/32

881,178

450,000

NextEra

Energy

Capital

Holdings,

Inc

5.000 07/15/32

453,135

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.050 02/28/33

1,513,899

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

1,625,000

NextEra

Energy

Capital

Holdings,

Inc

5.250 %

03/15/34

$

1,645,118

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3.000 01/15/52

617,883

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.250 02/28/53

902,407

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6.750 06/15/54

1,551,801

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6.700 09/01/54

1,532,015

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

6.375 08/15/55

1,018,752

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

6.500 08/15/55

1,031,925

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.850 03/01/56

975,966

1,700,000

NextEra

Energy

Capital

Holdings,

Inc

5.650 05/01/79

1,697,321

1,500,000

NiSource,

Inc

5.250 03/30/28

1,523,647

200,000

NiSource,

Inc

3.600 05/01/30

192,729

500,000

NiSource,

Inc

5.400 06/30/33

511,594

1,000,000

NiSource,

Inc

5.350 04/01/34

1,017,469

1,000,000

NiSource,

Inc

5.350 07/15/35

1,006,803

77,000

NiSource,

Inc

5.950 06/15/41

78,336

700,000

NiSource,

Inc

5.250 02/15/43

647,640

450,000

NiSource,

Inc

4.800 02/15/44

394,036

815,000

NiSource,

Inc

5.650 02/01/45

788,555

350,000

NiSource,

Inc

4.375 05/15/47

281,074

500,000

NiSource,

Inc

3.950 03/30/48

375,040

200,000

NiSource,

Inc

5.000 06/15/52

172,919

750,000

NiSource,

Inc

6.950 11/30/54

771,224

750,000

NiSource,

Inc

6.375 03/31/55

766,391

750,000

NiSource,

Inc

5.850 04/01/55

729,100

500,000

NiSource,

Inc

5.750 07/15/56

492,393

300,000

Northern

States

Power

Co

2.250 04/01/31

270,314

1,000,000

Northern

States

Power

Co

4.850 05/15/36

987,374

425,000

Northern

States

Power

Co

5.350 11/01/39

423,099

325,000

Northern

States

Power

Co

2.900 03/01/50

210,210

467,000

Northern

States

Power

Co

2.600 06/01/51

281,491

500,000

Northern

States

Power

Co

3.200 04/01/52

339,236

400,000

Northern

States

Power

Co

4.500 06/01/52

332,901

500,000

Northern

States

Power

Co

5.100 05/15/53

455,553

1,000,000

Northern

States

Power

Co

5.400 03/15/54

947,746

500,000

Northern

States

Power

Co

5.650 06/15/54

490,896

500,000

Northern

States

Power

Co

5.650 05/15/55

490,708

1,000,000

Northwest

Natural

Holding

Co

7.000 09/15/55

1,010,544

200,000

NorthWestern

Corp

4.176 11/15/44

162,276

500,000

NSTAR

Electric

Co

4.850 03/01/30

506,457

1,000,000

NSTAR

Electric

Co

1.950 08/15/31

874,416

1,000,000

NSTAR

Electric

Co

5.400 06/01/34

1,022,132

800,000

NSTAR

Electric

Co

5.200 03/01/35

804,988

1,500,000

Nutrien

Ltd

5.250 03/12/32

1,531,017

500,000

Oglethorpe

Power

Corp

4.500 04/01/47

408,690

500,000

Oglethorpe

Power

Corp

5.050 10/01/48

436,165

750,000

Oglethorpe

Power

Corp

3.750 08/01/50

533,071

500,000

Oglethorpe

Power

Corp

5.250 09/01/50

445,554

500,000

Oglethorpe

Power

Corp

6.200 12/01/53

508,931

550,000

Oglethorpe

Power

Corp

5.900 02/01/55

534,044

750,000

Ohio

Power

Co

5.650 06/01/34

770,149

500,000

Ohio

Power

Co

4.150 04/01/48

385,872

1,500,000

Ohio

Power

Co

4.000 06/01/49

1,119,934

500,000

Ohio

Power

Co

2.900 10/01/51

299,050

100,000

Oklahoma

Gas

and

Electric

Co

3.250 04/01/30

95,353

500,000

Oklahoma

Gas

and

Electric

Co

5.400 01/15/33

514,902

200,000

Oklahoma

Gas

and

Electric

Co

4.150 04/01/47

158,094

200,000

Oklahoma

Gas

and

Electric

Co

3.850 08/15/47

151,680

1,000,000

Oklahoma

Gas

and

Electric

Co

5.600 04/01/53

958,887

1,000,000

(c) Oklahoma

Gas

and

Electric

Co

5.900 04/01/56

997,954

1,500,000

Oncor

Electric

Delivery

Co

LLC

5.750 03/15/29

1,553,068

1,000,000

(b) Oncor

Electric

Delivery

Co

LLC

4.500 03/15/31

994,495

425,000

Oncor

Electric

Delivery

Co

LLC

4.150 06/01/32

412,108

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

500,000

Oncor

Electric

Delivery

Co

LLC

4.550 %

09/15/32

$

493,685

1,000,000

Oncor

Electric

Delivery

Co

LLC

5.650 11/15/33

1,047,294

1,000,000

Oncor

Electric

Delivery

Co

LLC

5.350 04/01/35

1,021,835

100,000

Oncor

Electric

Delivery

Co

LLC

5.250 09/30/40

97,132

550,000

Oncor

Electric

Delivery

Co

LLC

4.550 12/01/41

483,069

56,000

Oncor

Electric

Delivery

Co

LLC

5.300 06/01/42

53,110

300,000

Oncor

Electric

Delivery

Co

LLC

3.750 04/01/45

230,815

400,000

Oncor

Electric

Delivery

Co

LLC

3.800 09/30/47

300,705

200,000

Oncor

Electric

Delivery

Co

LLC

4.100 11/15/48

156,743

500,000

Oncor

Electric

Delivery

Co

LLC

3.800 06/01/49

366,125

500,000

Oncor

Electric

Delivery

Co

LLC

3.100 09/15/49

325,474

200,000

Oncor

Electric

Delivery

Co

LLC

3.700 05/15/50

144,372

550,000

Oncor

Electric

Delivery

Co

LLC

2.700 11/15/51

318,871

164,000

Oncor

Electric

Delivery

Co

LLC

5.350 10/01/52

151,829

1,000,000

Oncor

Electric

Delivery

Co

LLC

5.550 06/15/54

954,398

1,000,000

Oncor

Electric

Delivery

Co

LLC

5.800 04/01/55

989,666

1,000,000

(b) Oncor

Electric

Delivery

Co

LLC

5.900 03/15/56

999,177

100,000

ONE

Gas,

Inc

2.000 05/15/30

90,871

500,000

ONE

Gas,

Inc

4.250 09/01/32

486,007

100,000

ONE

Gas,

Inc

4.658 02/01/44

87,337

500,000

ONE

Gas,

Inc

4.500 11/01/48

419,844

1,000,000

ONEOK,

Inc

5.650 09/01/34

1,017,234

1,000,000

ONEOK,

Inc

5.400 10/15/35

993,394

1,000,000

ONEOK,

Inc

5.450 06/01/47

901,713

2,000,000

Pacific

Gas

and

Electric

Co

4.550 07/01/30

1,972,892

3,000,000

Pacific

Gas

and

Electric

Co

2.500 02/01/31

2,688,615

2,000,000

Pacific

Gas

and

Electric

Co

3.250 06/01/31

1,844,678

1,000,000

Pacific

Gas

and

Electric

Co

4.400 03/01/32

963,146

500,000

Pacific

Gas

and

Electric

Co

5.900 06/15/32

517,714

1,000,000

Pacific

Gas

and

Electric

Co

5.050 10/15/32

993,500

500,000

Pacific

Gas

and

Electric

Co

6.150 01/15/33

522,799

1,500,000

Pacific

Gas

and

Electric

Co

6.400 06/15/33

1,591,968

1,000,000

Pacific

Gas

and

Electric

Co

6.950 03/15/34

1,095,145

750,000

Pacific

Gas

and

Electric

Co

5.800 05/15/34

768,517

750,000

Pacific

Gas

and

Electric

Co

5.700 03/01/35

760,240

1,000,000

Pacific

Gas

and

Electric

Co

6.000 08/15/35

1,033,156

1,000,000

Pacific

Gas

and

Electric

Co

5.200 05/01/36

974,628

750,000

Pacific

Gas

and

Electric

Co

4.500 07/01/40

640,005

1,000,000

Pacific

Gas

and

Electric

Co

3.300 08/01/40

747,862

1,500,000

Pacific

Gas

and

Electric

Co

4.200 06/01/41

1,208,743

1,200,000

Pacific

Gas

and

Electric

Co

4.950 07/01/50

994,052

1,800,000

Pacific

Gas

and

Electric

Co

3.500 08/01/50

1,190,145

1,000,000

Pacific

Gas

and

Electric

Co

5.250 03/01/52

850,894

400,000

Pacific

Gas

and

Electric

Co

6.700 04/01/53

414,034

1,500,000

Pacific

Gas

and

Electric

Co

5.900 10/01/54

1,397,773

1,000,000

Pacific

Gas

and

Electric

Co

6.150 03/01/55

966,149

1,000,000

Pacific

Gas

and

Electric

Co

6.100 10/15/55

960,524

1,000,000

Pacific

Gas

and

Electric

Co

6.000 05/01/56

949,035

500,000

PacifiCorp

3.500 06/15/29

481,244

500,000

PacifiCorp

2.700 09/15/30

455,688

1,000,000

PacifiCorp

5.300 02/15/31

1,013,522

1,000,000

PacifiCorp

5.100 04/15/31

1,002,534

1,000,000

PacifiCorp

5.450 04/15/33

1,003,205

1,000,000

PacifiCorp

5.800 04/15/36

1,008,014

850,000

PacifiCorp

6.000 01/15/39

844,180

300,000

PacifiCorp

4.125 01/15/49

219,926

1,300,000

PacifiCorp

4.150 02/15/50

949,363

250,000

PacifiCorp

3.300 03/15/51

155,681

1,000,000

PacifiCorp

2.900 06/15/52

568,802

750,000

PacifiCorp

5.350 12/01/53

643,100

775,000

PacifiCorp

5.500 05/15/54

679,282

1,000,000

PacifiCorp

5.800 01/15/55

913,497

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

1,000,000

(a) PECO

Energy

Co

4.900 %

06/15/33

$

1,006,440

2,000,000

PECO

Energy

Co

4.875 09/15/35

1,981,768

200,000

PECO

Energy

Co

4.150 10/01/44

163,811

200,000

PECO

Energy

Co

3.700 09/15/47

149,425

700,000

PECO

Energy

Co

3.900 03/01/48

534,735

125,000

PECO

Energy

Co

3.000 09/15/49

81,194

100,000

PECO

Energy

Co

2.800 06/15/50

61,813

475,000

PECO

Energy

Co

3.050 03/15/51

307,572

500,000

PECO

Energy

Co

4.600 05/15/52

420,319

500,000

PECO

Energy

Co

4.375 08/15/52

404,719

625,000

PECO

Energy

Co

5.250 09/15/54

579,270

867,887

PG&E

Recovery

Funding

LLC

4.838 06/01/33

880,774

500,000

PG&E

Recovery

Funding

LLC

5.256 01/15/38

514,200

1,000,000

PG&E

Recovery

Funding

LLC

5.231 06/01/42

981,590

500,000

PG&E

Recovery

Funding

LLC

5.536 07/15/47

494,292

1,000,000

PG&E

Recovery

Funding

LLC

5.529 06/01/49

982,292

289,730

PG&E

WILDFIRE

RECOVERY

3.594 06/01/30

284,209

250,000

PG&E

WILDFIRE

RECOVERY

4.263 06/01/36

240,955

250,000

PG&E

WILDFIRE

RECOVERY

4.377 06/01/39

233,872

1,000,000

PG&E

WILDFIRE

RECOVERY

4.451 12/01/47

871,431

1,000,000

PG&E

WILDFIRE

RECOVERY

4.674 12/01/51

863,802

336,747

PG&E

Wildfire

Recovery

Funding

LLC

4.022 06/01/31

331,228

500,000

PG&E

Wildfire

Recovery

Funding

LLC

4.722 06/01/37

486,549

500,000

PG&E

Wildfire

Recovery

Funding

LLC

5.081 06/01/41

485,897

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.212 12/01/47

706,802

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.099 06/01/52

692,896

500,000

Piedmont

Natural

Gas

Co,

Inc

5.400 06/15/33

512,580

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5.100 02/15/35

995,353

200,000

Piedmont

Natural

Gas

Co,

Inc

4.650 08/01/43

173,512

1,600,000

Piedmont

Natural

Gas

Co,

Inc

3.350 06/01/50

1,078,791

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5.050 05/15/52

880,248

500,000

Pinnacle

West

Capital

Corp

5.150 05/15/30

507,352

500,000

Potomac

Electric

Power

Co

5.200 03/15/34

508,620

900,000

Potomac

Electric

Power

Co

4.150 03/15/43

743,252

250,000

Potomac

Electric

Power

Co

5.500 03/15/54

237,020

1,000,000

PPL

Capital

Funding,

Inc

5.250 09/01/34

1,007,083

1,500,000

PPL

Electric

Utilities

Corp

5.000 05/15/33

1,515,921

150,000

PPL

Electric

Utilities

Corp

4.850 02/15/34

149,475

200,000

PPL

Electric

Utilities

Corp

4.125 06/15/44

164,444

275,000

PPL

Electric

Utilities

Corp

4.150 10/01/45

224,108

500,000

PPL

Electric

Utilities

Corp

3.950 06/01/47

389,449

200,000

PPL

Electric

Utilities

Corp

4.150 06/15/48

159,202

525,000

PPL

Electric

Utilities

Corp

3.000 10/01/49

338,175

1,000,000

PPL

Electric

Utilities

Corp

5.550 08/15/55

969,125

500,000

Public

Service

Co

of

Colorado

1.900 01/15/31

441,582

300,000

Public

Service

Co

of

Colorado

1.875 06/15/31

261,613

275,000

Public

Service

Co

of

Colorado

4.100 06/01/32

267,311

1,500,000

Public

Service

Co

of

Colorado

5.150 09/15/35

1,495,062

1,000,000

Public

Service

Co

of

Colorado

5.050 06/15/36

985,680

200,000

Public

Service

Co

of

Colorado

3.800 06/15/47

149,754

100,000

Public

Service

Co

of

Colorado

4.100 06/15/48

78,019

300,000

Public

Service

Co

of

Colorado

4.050 09/15/49

230,245

400,000

Public

Service

Co

of

Colorado

3.200 03/01/50

265,107

350,000

Public

Service

Co

of

Colorado

2.700 01/15/51

206,970

1,000,000

Public

Service

Co

of

Colorado

5.250 04/01/53

904,924

500,000

Public

Service

Co

of

Colorado

5.750 05/15/54

485,684

2,000,000

Public

Service

Co

of

Colorado

5.850 05/15/55

1,982,408

500,000

Public

Service

Co

of

Oklahoma

2.200 08/15/31

438,578

1,000,000

Public

Service

Co

of

Oklahoma

5.250 01/15/33

1,011,983

1,000,000

Public

Service

Co

of

Oklahoma

5.200 01/15/35

994,719

1,000,000

Public

Service

Co

of

Oklahoma

5.450 01/15/36

1,006,415

500,000

Public

Service

Co

of

Oklahoma

3.150 08/15/51

319,061

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

1,000,000

Public

Service

Electric

and

Gas

Co

1.900 %

08/15/31

$

876,272

225,000

Public

Service

Electric

and

Gas

Co

4.900 12/15/32

227,883

500,000

Public

Service

Electric

and

Gas

Co

4.650 03/15/33

494,070

1,000,000

Public

Service

Electric

and

Gas

Co

5.200 08/01/33

1,021,408

500,000

Public

Service

Electric

and

Gas

Co

5.200 03/01/34

508,492

450,000

Public

Service

Electric

and

Gas

Co

5.050 03/01/35

452,517

1,000,000

Public

Service

Electric

and

Gas

Co

4.900 08/15/35

992,281

200,000

Public

Service

Electric

and

Gas

Co

3.800 01/01/43

161,052

600,000

Public

Service

Electric

and

Gas

Co

3.800 03/01/46

462,190

200,000

Public

Service

Electric

and

Gas

Co

3.600 12/01/47

147,713

250,000

Public

Service

Electric

and

Gas

Co

4.050 05/01/48

196,559

500,000

Public

Service

Electric

and

Gas

Co

3.850 05/01/49

380,059

575,000

Public

Service

Electric

and

Gas

Co

3.200 08/01/49

386,274

500,000

Public

Service

Electric

and

Gas

Co

3.150 01/01/50

332,733

200,000

Public

Service

Electric

and

Gas

Co

5.125 03/15/53

182,413

500,000

Public

Service

Electric

and

Gas

Co

5.450 08/01/53

480,139

500,000

Public

Service

Electric

and

Gas

Co

5.450 03/01/54

477,447

1,000,000

Public

Service

Electric

and

Gas

Co

5.625 01/01/56

983,845

500,000

Public

Service

Enterprise

Group,

Inc

4.900 03/15/30

504,962

400,000

Public

Service

Enterprise

Group,

Inc

1.600 08/15/30

351,851

1,000,000

Public

Service

Enterprise

Group,

Inc

2.450 11/15/31

886,301

750,000

Public

Service

Enterprise

Group,

Inc

6.125 10/15/33

794,362

1,000,000

Public

Service

Enterprise

Group,

Inc

5.400 03/15/35

1,010,175

1,000,000

Puget

Energy,

Inc

4.100 06/15/30

969,109

1,000,000

Puget

Energy,

Inc

5.725 03/15/35

1,007,276

250,000

Puget

Sound

Energy,

Inc

5.757 10/01/39

254,808

200,000

Puget

Sound

Energy,

Inc

4.300 05/20/45

161,731

275,000

Puget

Sound

Energy,

Inc

3.250 09/15/49

183,355

750,000

Puget

Sound

Energy,

Inc

2.893 09/15/51

463,162

1,000,000

Puget

Sound

Energy,

Inc

5.685 06/15/54

978,010

600,000

Puget

Sound

Energy,

Inc

5.598 09/15/55

580,872

550,000

San

Diego

Gas

&

Electric

Co

4.950 08/15/28

558,710

500,000

San

Diego

Gas

&

Electric

Co

1.700 10/01/30

442,322

1,000,000

San

Diego

Gas

&

Electric

Co

5.200 03/15/36

997,202

300,000

San

Diego

Gas

&

Electric

Co

3.750 06/01/47

222,355

300,000

San

Diego

Gas

&

Electric

Co

4.150 05/15/48

234,573

750,000

San

Diego

Gas

&

Electric

Co

4.100 06/15/49

575,312

675,000

San

Diego

Gas

&

Electric

Co

2.950 08/15/51

423,869

1,000,000

San

Diego

Gas

&

Electric

Co

3.700 03/15/52

712,127

1,000,000

San

Diego

Gas

&

Electric

Co

5.350 04/01/53

919,981

1,000,000

San

Diego

Gas

&

Electric

Co

5.550 04/15/54

947,654

1,000,000

San

Diego

Gas

&

Electric

Co

5.950 03/15/56

1,002,677

1,000,000

Sempra

5.500 08/01/33

1,029,782

825,000

Sempra

3.800 02/01/38

696,405

125,000

Sempra

6.000 10/15/39

127,578

850,000

Sempra

4.000 02/01/48

632,098

1,380,000

Sempra

4.125 04/01/52

1,342,063

1,000,000

Sempra

6.400 10/01/54

996,874

1,000,000

Sempra

6.875 10/01/54

1,010,767

300,000

Sempra

6.550 04/01/55

298,660

500,000

Sempra

6.625 04/01/55

499,984

450,000

Sempra

6.375 04/01/56

452,026

500,000

Sierra

Pacific

Power

Co

5.900 03/15/54

492,837

1,000,000

Sierra

Pacific

Power

Co

6.200 12/15/55

972,622

1,000,000

Sierra

Pacific

Power

Co

6.375 09/15/56

991,828

600,000

Southern

California

Edison

Co

2.850 08/01/29

565,605

500,000

Southern

California

Edison

Co

5.250 03/15/30

507,523

1,500,000

Southern

California

Edison

Co

2.500 06/01/31

1,339,718

1,000,000

Southern

California

Edison

Co

5.450 06/01/31

1,022,945

500,000

Southern

California

Edison

Co

2.750 02/01/32

445,916

750,000

Southern

California

Edison

Co

5.950 11/01/32

788,570

1,000,000

Southern

California

Edison

Co

4.800 03/15/33

982,138

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

500,000

Southern

California

Edison

Co

5.450 %

03/01/35

$

501,863

185,000

Southern

California

Edison

Co

6.050 03/15/39

187,814

300,000

Southern

California

Edison

Co

4.500 09/01/40

257,611

825,000

Southern

California

Edison

Co

4.650 10/01/43

689,934

450,000

Southern

California

Edison

Co

3.600 02/01/45

319,727

1,675,000

Southern

California

Edison

Co

4.125 03/01/48

1,253,647

1,500,000

Southern

California

Edison

Co

2.950 02/01/51

899,562

1,000,000

Southern

California

Edison

Co

3.650 06/01/51

685,383

500,000

Southern

California

Edison

Co

3.450 02/01/52

327,192

1,000,000

Southern

California

Edison

Co

5.700 03/01/53

918,039

500,000

Southern

California

Edison

Co

5.875 12/01/53

472,825

1,500,000

Southern

California

Edison

Co

5.750 04/15/54

1,392,264

750,000

Southern

California

Edison

Co

5.900 03/01/55

714,857

500,000

Southern

California

Edison

Co

6.200 09/15/55

495,856

500,000

Southern

California

Gas

Co

2.550 02/01/30

467,972

1,000,000

Southern

California

Gas

Co

5.200 06/01/33

1,017,529

500,000

Southern

California

Gas

Co

5.050 09/01/34

502,018

500,000

Southern

California

Gas

Co

5.450 06/15/35

511,636

150,000

Southern

California

Gas

Co

3.750 09/15/42

116,418

500,000

Southern

California

Gas

Co

4.125 06/01/48

386,245

300,000

Southern

California

Gas

Co

4.300 01/15/49

237,868

500,000

Southern

California

Gas

Co

3.950 02/15/50

372,173

500,000

Southern

California

Gas

Co

6.350 11/15/52

526,175

1,000,000

Southern

California

Gas

Co

5.750 06/01/53

972,934

1,000,000

Southern

California

Gas

Co

5.600 04/01/54

953,175

500,000

Southern

California

Gas

Co

6.000 06/15/55

500,439

500,000

Southern

Co

1.750 03/15/28

475,712

2,500,000

Southern

Co

3.700 04/30/30

2,418,728

1,000,000

Southern

Co

5.200 06/15/33

1,010,019

1,250,000

Southern

Co

5.700 03/15/34

1,295,290

1,000,000

Southern

Co

4.850 03/15/35

972,801

400,000

Southern

Co

4.250 07/01/36

367,390

800,000

Southern

Co

4.400 07/01/46

658,489

1,000,000

Southern

Co

6.375 03/15/55

1,028,545

1,000,000

Southern

Co

6.000 04/01/58

1,005,012

500,000

Southern

Co

Gas

Capital

Corp

1.750 01/15/31

438,581

1,000,000

Southern

Co

Gas

Capital

Corp

5.750 09/15/33

1,039,249

1,000,000

Southern

Co

Gas

Capital

Corp

4.950 09/15/34

985,541

1,000,000

Southern

Co

Gas

Capital

Corp

5.100 09/15/35

986,966

275,000

Southern

Co

Gas

Capital

Corp

4.400 06/01/43

230,504

100,000

Southern

Co

Gas

Capital

Corp

3.950 10/01/46

76,172

900,000

Southern

Co

Gas

Capital

Corp

4.400 05/30/47

733,950

175,000

Southern

Co

Gas

Capital

Corp

3.150 09/30/51

112,124

1,000,000

Southern

Power

Co

4.250 10/01/30

987,092

1,000,000

Southern

Power

Co

4.900 10/01/35

967,097

300,000

Southern

Power

Co

4.950 12/15/46

261,526

500,000

Southwest

Gas

Corp

5.800 12/01/27

511,169

500,000

Southwest

Gas

Corp

5.450 03/23/28

509,169

150,000

Southwest

Gas

Corp

3.700 04/01/28

148,255

100,000

Southwest

Gas

Corp

2.200 06/15/30

90,962

500,000

Southwest

Gas

Corp

4.050 03/15/32

477,467

100,000

Southwest

Gas

Corp

3.800 09/29/46

75,156

500,000

Southwest

Gas

Corp

4.150 06/01/49

383,637

250,000

Southwest

Gas

Corp

3.180 08/15/51

161,478

675,000

Southwestern

Electric

Power

Co

4.100 09/15/28

670,338

1,000,000

Southwestern

Electric

Power

Co

5.300 04/01/33

1,014,024

500,000

Southwestern

Electric

Power

Co

5.200 04/01/36

491,675

750,000

Southwestern

Electric

Power

Co

3.850 02/01/48

546,960

500,000

Southwestern

Electric

Power

Co

5.900 04/01/56

486,578

500,000

Southwestern

Public

Service

Co

5.300 05/15/35

501,543

600,000

Southwestern

Public

Service

Co

4.500 08/15/41

523,960

300,000

Southwestern

Public

Service

Co

3.400 08/15/46

211,285

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

225,000

Southwestern

Public

Service

Co

3.700 %

08/15/47

$

165,410

200,000

Southwestern

Public

Service

Co

4.400 11/15/48

162,069

750,000

Southwestern

Public

Service

Co

3.750 06/15/49

540,151

650,000

Southwestern

Public

Service

Co

3.150 05/01/50

419,305

475,000

Southwestern

Public

Service

Co

6.000 06/01/54

478,517

500,000

Spire

Missouri,

Inc

4.800 02/15/33

499,050

500,000

Spire

Missouri,

Inc

3.300 06/01/51

334,324

1,000,000

Spire,

Inc

4.600 09/01/31

988,138

500,000

Spire,

Inc

6.250 06/01/56

494,424

500,000

Spire,

Inc

6.450 06/01/56

498,698

1,000,000

System

Energy

Resources,

Inc

5.300 12/15/34

997,378

1,000,000

Tampa

Electric

Co

5.150 03/01/35

1,002,874

100,000

Tampa

Electric

Co

4.100 06/15/42

82,779

175,000

Tampa

Electric

Co

4.350 05/15/44

146,200

200,000

Tampa

Electric

Co

4.300 06/15/48

161,228

200,000

Tampa

Electric

Co

4.450 06/15/49

162,997

575,000

Tampa

Electric

Co

3.625 06/15/50

410,372

925,000

Tampa

Electric

Co

3.450 03/15/51

639,918

475,000

(b) Transcontinental

Gas

Pipe

Line

Co

LLC

5.100 03/15/36

470,807

500,000

Tucson

Electric

Power

Co

5.200 09/15/34

502,831

200,000

Tucson

Electric

Power

Co

4.850 12/01/48

172,548

500,000

Tucson

Electric

Power

Co

3.250 05/01/51

325,517

500,000

Tucson

Electric

Power

Co

5.500 04/15/53

466,530

1,000,000

Tucson

Electric

Power

Co

5.900 04/15/55

989,959

300,000

Union

Electric

Co

3.500 03/15/29

293,267

500,000

Union

Electric

Co

2.950 03/15/30

473,608

1,000,000

Union

Electric

Co

5.200 04/01/34

1,015,874

1,000,000

Union

Electric

Co

5.250 04/15/35

1,011,288

500,000

Union

Electric

Co

4.800 03/15/36

488,025

100,000

Union

Electric

Co

8.450 03/15/39

127,019

100,000

Union

Electric

Co

3.900 09/15/42

80,852

100,000

Union

Electric

Co

3.650 04/15/45

75,858

325,000

Union

Electric

Co

5.450 03/15/53

307,178

500,000

Union

Electric

Co

5.250 01/15/54

459,717

825,000

Union

Electric

Co

5.125 03/15/55

747,541

275,000

Union

Electric

Co

5.550 03/15/56

265,129

100,000

United

Utilities

plc

6.875 08/15/28

105,079

1,000,000

Virginia

Electric

and

Power

Co

2.300 11/15/31

884,348

1,000,000

Virginia

Electric

and

Power

Co

2.400 03/30/32

881,675

750,000

Virginia

Electric

and

Power

Co

5.000 04/01/33

754,324

1,000,000

Virginia

Electric

and

Power

Co

5.300 08/15/33

1,022,917

500,000

Virginia

Electric

and

Power

Co

5.000 01/15/34

498,356

500,000

Virginia

Electric

and

Power

Co

5.050 08/15/34

499,319

500,000

Virginia

Electric

and

Power

Co

5.150 03/15/35

499,005

1,000,000

Virginia

Electric

and

Power

Co

4.950 03/15/36

974,793

250,000

Virginia

Electric

and

Power

Co

4.650 08/15/43

217,104

400,000

Virginia

Electric

and

Power

Co

4.450 02/15/44

335,615

200,000

Virginia

Electric

and

Power

Co

4.200 05/15/45

160,267

1,100,000

Virginia

Electric

and

Power

Co

4.000 11/15/46

846,582

700,000

Virginia

Electric

and

Power

Co

3.800 09/15/47

521,752

500,000

Virginia

Electric

and

Power

Co

3.300 12/01/49

335,461

500,000

Virginia

Electric

and

Power

Co

4.625 05/15/52

411,728

750,000

Virginia

Electric

and

Power

Co

5.450 04/01/53

702,252

1,000,000

Virginia

Electric

and

Power

Co

5.700 08/15/53

968,113

1,000,000

Virginia

Electric

and

Power

Co

5.350 01/15/54

921,122

200,000

Virginia

Electric

and

Power

Co

5.550 08/15/54

189,015

500,000

Virginia

Electric

and

Power

Co

5.650 03/15/55

478,642

800,000

Virginia

Electric

and

Power

Co

5.600 09/15/55

761,346

1,000,000

Virginia

Electric

and

Power

Co

5.700 03/15/56

964,606

235,679

Virginia

Power

Fuel

Securitization

LLC

5.088 05/01/27

236,805

1,000,000

Virginia

Power

Fuel

Securitization

LLC

4.877 05/01/31

1,010,785

200,000

Washington

Gas

Light

Co

3.796 09/15/46

151,569

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.6%

(continued)

$

700,000

Washington

Gas

Light

Co

3.650 %

09/15/49

$

490,961

500,000

WEC

Energy

Group,

Inc

1.375 10/15/27

477,484

172,000

WEC

Energy

Group,

Inc

1.800 10/15/30

151,334

350,000

WEC

Energy

Group,

Inc

5.625 05/15/56

342,940

425,000

Western

Midstream

Operating

LP

5.500 12/15/35

417,959

725,000

Williams

Cos,

Inc

5.600 03/15/35

740,915

1,000,000

Williams

Cos,

Inc

5.150 03/15/36

985,113

1,000,000

Williams

Cos,

Inc

5.950 03/15/56

984,185

575,000

Wisconsin

Electric

Power

Co

4.750 09/30/32

577,396

200,000

Wisconsin

Electric

Power

Co

5.625 05/15/33

210,452

1,000,000

Wisconsin

Electric

Power

Co

4.600 10/01/34

985,086

200,000

Wisconsin

Electric

Power

Co

4.300 10/15/48

162,404

425,000

Wisconsin

Electric

Power

Co

5.050 10/01/54

381,720

325,000

Wisconsin

Electric

Power

Co

5.650 03/15/56

318,486

500,000

Wisconsin

Power

and

Light

Co

3.000 07/01/29

478,820

500,000

Wisconsin

Power

and

Light

Co

3.950 09/01/32

476,433

150,000

Wisconsin

Power

and

Light

Co

4.950 04/01/33

150,518

500,000

Wisconsin

Power

and

Light

Co

5.375 03/30/34

507,562

225,000

Wisconsin

Power

and

Light

Co

3.650 04/01/50

160,741

600,000

Wisconsin

Power

and

Light

Co

5.700 12/15/55

581,383

750,000

Wisconsin

Public

Service

Corp

4.550 12/01/29

752,863

675,000

Wisconsin

Public

Service

Corp

4.250 01/15/31

667,288

200,000

Wisconsin

Public

Service

Corp

4.752 11/01/44

175,754

300,000

Wisconsin

Public

Service

Corp

3.300 09/01/49

205,199

550,000

Wisconsin

Public

Service

Corp

2.850 12/01/51

335,636

500,000

Xcel

Energy,

Inc

2.350 11/15/31

440,484

500,000

Xcel

Energy,

Inc

5.450 08/15/33

510,366

500,000

Xcel

Energy,

Inc

5.600 04/15/35

508,127

500,000

Xcel

Energy,

Inc

3.500 12/01/49

348,793

1,500,000

Xcel

Energy,

Inc

5.750 12/03/56

1,464,267

1,000,000

Zions

Bancorp

NA

4.704 08/18/28

991,097

350,000

Zions

Bancorp

NA

6.816 11/19/35

359,495

TOTAL

UTILITIES

559,181,306

TOTAL

CORPORATE

BONDS

(Cost

$5,820,381,466)

5,428,319,498

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

71.1%

AGENCY

SECURITIES

-

0.3%

4,200,000

Federal

Farm

Credit

Banks

Funding

Corp

3.750 08/16/27

4,200,881

5,000,000

Federal

Farm

Credit

Banks

Funding

Corp

1.650 07/23/35

3,915,834

1,000,000

Federal

Home

Loan

Banks

3.500 09/09/27

996,525

10,000,000

(a) Federal

Home

Loan

Banks

4.000 06/30/28

10,055,163

13,875,000

Federal

Home

Loan

Banks

3.250 11/16/28

13,679,219

3,000,000

Federal

National

Mortgage

Association

0.750 10/08/27

2,864,925

10,000,000

Federal

National

Mortgage

Association

0.875 08/05/30

8,788,870

5,000,000

Federal

National

Mortgage

Association

6.625 11/15/30

5,557,592

1,000,000

Federal

National

Mortgage

Association

5.625 07/15/37

1,088,417

1,000,000

Private

Export

Funding

Corp

3.900 10/15/27

1,000,227

1,000,000

(a) Tennessee

Valley

Authority

3.875 03/15/28

1,001,063

5,000,000

Tennessee

Valley

Authority

3.875 08/01/30

4,984,249

2,000,000

Tennessee

Valley

Authority

1.500 09/15/31

1,749,675

1,500,000

Tennessee

Valley

Authority

4.375 08/01/34

1,506,582

1,000,000

Tennessee

Valley

Authority

4.875 05/15/35

1,027,674

500,000

Tennessee

Valley

Authority

5.880 04/01/36

554,289

500,000

Tennessee

Valley

Authority

5.500 06/15/38

538,276

4,300,000

Tennessee

Valley

Authority

3.500 12/15/42

3,580,276

750,000

Tennessee

Valley

Authority

4.250 09/15/52

633,042

1,000,000

Tennessee

Valley

Authority

5.250 02/01/55

984,511

1,750,000

Tennessee

Valley

Authority

4.625 09/15/60

1,541,166

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY

SECURITIES

(continued)

$

300,000

Tennessee

Valley

Authority

4.250 %

09/15/65

$

246,769

TOTAL

AGENCY

SECURITIES

70,495,225

FOREIGN

GOVERNMENT

BONDS

-

2.5%

4,000,000

African

Development

Bank

3.500 09/18/29

3,949,302

1,000,000

Asian

Development

Bank

3.750 04/25/28

998,944

2,500,000

Asian

Development

Bank

1.250 06/09/28

2,366,635

75,000

Asian

Development

Bank

5.820 06/16/28

77,820

4,000,000

Asian

Development

Bank

4.500 08/25/28

4,061,142

2,575,000

Asian

Development

Bank

3.125 09/26/28

2,533,412

2,000,000

Asian

Development

Bank

1.750 09/19/29

1,863,967

3,500,000

Asian

Development

Bank

1.875 01/24/30

3,251,762

1,000,000

Asian

Development

Bank

0.750 10/08/30

869,031

2,000,000

Asian

Development

Bank

1.500 03/04/31

1,780,461

500,000

Asian

Development

Bank

3.125 04/27/32

474,094

2,400,000

Asian

Development

Bank

3.875 09/28/32

2,364,349

2,000,000

(a) Asian

Development

Bank

4.000 01/12/33

1,981,245

1,000,000

Asian

Development

Bank

3.875 06/14/33

980,466

2,000,000

Asian

Development

Bank

4.125 01/12/34

1,985,778

1,000,000

Asian

Infrastructure

Investment

Bank

4.125 01/18/29

1,006,998

4,000,000

Asian

Infrastructure

Investment

Bank

4.250 03/13/34

3,999,205

3,500,000

Canada

Government

International

Bond

4.625 04/30/29

3,578,907

3,600,000

Canada

Government

International

Bond

4.000 03/18/30

3,614,978

1,000,000

Chile

Government

International

Bond

4.350 04/13/31

980,700

3,500,000

Chile

Government

International

Bond

2.550 01/27/32

3,095,610

2,600,000

Chile

Government

International

Bond

3.500 01/31/34

2,343,250

2,408,529

Chile

Government

International

Bond

4.950 01/05/36

2,379,169

2,000,000

Chile

Government

International

Bond

5.650 01/13/37

2,072,800

1,700,000

Chile

Government

International

Bond

3.100 05/07/41

1,286,237

1,000,000

Chile

Government

International

Bond

4.340 03/07/42

874,500

2,613,000

Chile

Government

International

Bond

3.500 01/25/50

1,865,290

1,500,000

Chile

Government

International

Bond

3.500 04/15/53

1,046,700

1,500,000

Chile

Government

International

Bond

5.330 01/05/54

1,414,500

2,500,000

Chile

Government

International

Bond

3.100 01/22/61

1,538,250

750,000

Chile

Government

International

Bond

3.250 09/21/71

463,635

1,500,000

Council

Of

Europe

Development

Bank

3.625 01/26/28

1,493,754

3,430,000

European

Bank

for

Reconstruction

&

Development

4.125 01/25/29

3,454,560

2,000,000

European

Bank

for

Reconstruction

&

Development

4.250 03/13/34

1,998,787

4,000,000

European

Investment

Bank

4.500 10/16/28

4,065,522

4,550,000

European

Investment

Bank

4.000 02/15/29

4,570,823

4,500,000

European

Investment

Bank

4.750 06/15/29

4,622,387

550,000

European

Investment

Bank

1.625 10/09/29

509,730

1,000,000

European

Investment

Bank

0.875 05/17/30

885,476

2,000,000

European

Investment

Bank

3.625 07/15/30

1,977,206

2,000,000

European

Investment

Bank

0.750 09/23/30

1,742,201

2,500,000

European

Investment

Bank

1.250 02/14/31

2,203,276

3,000,000

European

Investment

Bank

4.375 10/10/31

3,051,250

3,660,000

European

Investment

Bank

3.750 02/14/33

3,571,708

6,870,000

European

Investment

Bank

4.125 02/13/34

6,826,011

1,705,000

European

Investment

Bank

4.875 02/15/36

1,773,914

1,000,000

Export

Development

Canada

3.750 09/07/27

998,373

2,700,000

Export

Development

Canada

3.875 02/14/28

2,700,928

3,000,000

Export

Development

Canada

4.125 02/13/29

3,020,850

2,850,000

Export

Development

Canada

4.000 06/20/30

2,855,386

2,500,000

Export

Development

Canada

4.750 06/05/34

2,581,550

750,000

Export-Import

Bank

of

Korea

1.125 12/29/26

733,876

1,000,000

Export-Import

Bank

of

Korea

4.250 09/15/27

1,002,629

1,000,000

Export-Import

Bank

of

Korea

4.125 10/17/27

1,001,004

1,500,000

Export-Import

Bank

of

Korea

5.000 01/11/28

1,524,020

1,000,000

Export-Import

Bank

of

Korea

4.625 01/14/28

1,009,395

1,500,000

Export-Import

Bank

of

Korea

5.125 09/18/28

1,537,147

500,000

Export-Import

Bank

of

Korea

4.875 01/14/30

512,163

1,000,000

Export-Import

Bank

of

Korea

1.250 09/21/30

881,899

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,000,000

Export-Import

Bank

of

Korea

1.375 %

02/09/31

$

876,379

1,000,000

Export-Import

Bank

of

Korea

2.125 01/18/32

888,922

485,000

Export-Import

Bank

of

Korea

4.500 09/15/32

489,523

1,500,000

Export-Import

Bank

of

Korea

5.125 01/11/33

1,557,680

1,500,000

Export-Import

Bank

of

Korea

5.125 09/18/33

1,563,111

1,000,000

Export-Import

Bank

of

Korea

4.625 01/11/34

1,005,514

500,000

Export-Import

Bank

of

Korea

5.250 01/14/35

522,981

1,000,000

Export-Import

Bank

of

Korea

4.375 01/13/36

976,816

1,000,000

Export-Import

Bank

of

Korea

2.500 06/29/41

732,387

1,250,000

Hungary

Government

International

Bond

7.625 03/29/41

1,415,344

200,000

Hydro-Quebec

8.500 12/01/29

227,313

1,250,000

Indonesia

Government

International

Bond

3.400 09/18/29

1,200,169

1,000,000

Indonesia

Government

International

Bond

5.250 01/15/30

1,012,226

1,000,000

Indonesia

Government

International

Bond

2.850 02/14/30

929,132

675,000

Indonesia

Government

International

Bond

3.850 10/15/30

646,595

1,000,000

Indonesia

Government

International

Bond

4.350 02/21/31

975,435

1,500,000

Indonesia

Government

International

Bond

1.850 03/12/31

1,300,517

1,500,000

Indonesia

Government

International

Bond

2.150 07/28/31

1,306,844

300,000

Indonesia

Government

International

Bond

3.550 03/31/32

277,792

1,000,000

Indonesia

Government

International

Bond

4.650 09/20/32

978,910

1,275,000

Indonesia

Government

International

Bond

4.850 01/11/33

1,251,200

1,000,000

Indonesia

Government

International

Bond

4.700 02/10/34

964,129

1,000,000

Indonesia

Government

International

Bond

4.750 09/10/34

961,193

1,775,000

Indonesia

Government

International

Bond

5.600 01/15/35

1,805,957

500,000

Indonesia

Government

International

Bond

4.950 02/21/36

481,234

875,000

Indonesia

Government

International

Bond

4.350 01/11/48

704,564

1,125,000

Indonesia

Government

International

Bond

5.350 02/11/49

1,063,255

1,000,000

Indonesia

Government

International

Bond

3.700 10/30/49

715,456

1,000,000

Indonesia

Government

International

Bond

3.500 02/14/50

690,791

1,250,000

Indonesia

Government

International

Bond

4.200 10/15/50

967,530

485,000

Indonesia

Government

International

Bond

4.300 03/31/52

379,380

500,000

Indonesia

Government

International

Bond

5.450 09/20/52

466,146

1,500,000

Indonesia

Government

International

Bond

5.650 01/11/53

1,438,712

1,000,000

Indonesia

Government

International

Bond

5.100 02/10/54

902,632

1,000,000

Indonesia

Government

International

Bond

5.150 09/10/54

899,379

500,000

Indonesia

Government

International

Bond

5.475 02/21/56

465,850

1,000,000

Indonesia

Government

International

Bond

3.200 09/23/61

597,950

500,000

Indonesia

Government

International

Bond

4.450 04/15/70

383,470

1,750,000

Indonesia

Government

International

Bond

3.350 03/12/71

1,049,541

1,000,000

Inter-American

Development

Bank

2.375 07/07/27

982,200

3,000,000

Inter-American

Development

Bank

4.000 01/12/28

3,009,977

4,000,000

Inter-American

Development

Bank

1.125 07/20/28

3,764,302

2,000,000

Inter-American

Development

Bank

3.125 09/18/28

1,967,462

3,000,000

Inter-American

Development

Bank

2.250 06/18/29

2,855,656

2,000,000

Inter-American

Development

Bank

3.500 09/14/29

1,975,654

3,000,000

Inter-American

Development

Bank

1.125 01/13/31

2,632,745

2,000,000

Inter-American

Development

Bank

4.500 09/13/33

2,035,696

5,000,000

Inter-American

Development

Bank

4.375 07/17/34

5,035,514

1,450,000

Inter-American

Development

Bank

3.200 08/07/42

1,167,413

300,000

Inter-American

Development

Bank

4.375 01/24/44

277,108

750,000

Inter-American

Investment

Corp

4.750 09/19/28

764,786

5,000,000

International

Bank

for

Reconstruction

&

Development

4.625 08/01/28

5,088,873

6,000,000

International

Bank

for

Reconstruction

&

Development

3.875 02/14/30

5,995,488

5,000,000

International

Bank

for

Reconstruction

&

Development

0.875 05/14/30

4,427,102

5,992,000

International

Bank

for

Reconstruction

&

Development

4.000 07/25/30

6,007,724

3,000,000

International

Bank

for

Reconstruction

&

Development

0.750 08/26/30

2,617,418

5,000,000

International

Bank

for

Reconstruction

&

Development

1.250 02/10/31

4,405,422

5,000,000

International

Bank

for

Reconstruction

&

Development

1.625 11/03/31

4,401,033

3,000,000

International

Bank

for

Reconstruction

&

Development

2.500 03/29/32

2,751,755

1,000,000

(a) International

Bank

for

Reconstruction

&

Development

4.750 11/14/33

1,034,425

834,000

International

Bank

for

Reconstruction

&

Development

4.750 02/15/35

858,976

5,000,000

International

Finance

Corp

0.750 08/27/30

4,359,329

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

600,000

Israel

Government

International

Bond

2.750 %

07/03/30

$

549,370

1,915,000

Israel

Government

International

Bond

4.500 01/17/33

1,838,679

1,500,000

Israel

Government

International

Bond

5.500 03/12/34

1,518,894

8,000,000

Israel

Government

International

Bond

5.625 02/19/35

8,134,839

1,500,000

Israel

Government

International

Bond

4.500 01/30/43

1,266,894

200,000

Israel

Government

International

Bond

4.125 01/17/48

150,507

2,050,000

Israel

Government

International

Bond

3.375 01/15/50

1,322,077

1,800,000

Israel

Government

International

Bond

3.875 07/03/50

1,265,207

2,000,000

(a) Israel

Government

International

Bond

5.750 03/12/54

1,858,985

300,000

Israel

Government

International

Bond

4.500 04/03/20

213,505

125,000

Japan

Bank

for

International

Cooperation

4.625 07/22/27

125,974

2,140,000

Japan

Bank

for

International

Cooperation

3.875 07/03/28

2,133,995

1,000,000

Japan

Bank

for

International

Cooperation

4.625 07/19/28

1,013,519

1,000,000

Japan

Bank

for

International

Cooperation

4.875 10/18/28

1,020,418

750,000

Japan

Bank

for

International

Cooperation

3.500 10/31/28

740,726

2,000,000

Japan

Bank

for

International

Cooperation

2.125 02/16/29

1,897,176

1,000,000

Japan

Bank

for

International

Cooperation

2.000 10/17/29

931,729

1,500,000

Japan

Bank

for

International

Cooperation

1.250 01/21/31

1,312,004

1,200,000

Japan

Bank

for

International

Cooperation

4.375 01/24/31

1,211,248

3,000,000

Japan

Bank

for

International

Cooperation

1.875 04/15/31

2,679,687

1,000,000

Japan

Bank

for

International

Cooperation

4.625 04/17/34

1,009,898

1,000,000

Japan

Bank

for

International

Cooperation

4.375 01/23/36

981,197

1,000,000

Japan

International

Cooperation

Agency

4.000 05/23/28

998,063

700,000

Japan

International

Cooperation

Agency

3.375 06/12/28

689,537

230,000

Japan

International

Cooperation

Agency

4.250 05/22/30

230,475

2,000,000

Japan

International

Cooperation

Agency

1.000 07/22/30

1,751,399

1,500,000

Japan

International

Cooperation

Agency

1.750 04/28/31

1,332,465

1,000,000

Korea

Development

Bank

2.250 02/24/27

984,348

2,000,000

Korea

Development

Bank

4.125 10/16/27

2,001,129

1,000,000

Korea

Development

Bank

4.625 02/03/28

1,010,079

1,000,000

Korea

Development

Bank

5.375 10/23/28

1,031,229

2,000,000

Korea

Development

Bank

4.500 02/15/29

2,023,580

1,000,000

Korea

Development

Bank

4.875 02/03/30

1,023,994

1,000,000

Korea

Development

Bank

3.750 09/16/30

982,556

1,000,000

Korea

Development

Bank

1.625 01/19/31

889,255

1,000,000

Korea

Development

Bank

5.625 10/23/33

1,074,048

1,500,000

Korea

International

Bond

2.750 01/19/27

1,485,270

2,500,000

Korea

International

Bond

4.500 07/03/29

2,533,486

1,400,000

(a) Korea

International

Bond

4.125 06/10/44

1,254,680

500,000

Korea

International

Bond

3.875 09/20/48

421,597

5,500,000

Kreditanstalt

fuer

Wiederaufbau

3.750 02/15/28

5,496,989

7,750,000

Kreditanstalt

fuer

Wiederaufbau

2.875 04/03/28

7,611,941

2,000,000

Kreditanstalt

fuer

Wiederaufbau

3.875 06/15/28

2,002,892

1,000,000

Kreditanstalt

fuer

Wiederaufbau

1.750 09/14/29

932,543

4,000,000

Landwirtschaftliche

Rentenbank

0.875 09/03/30

3,505,319

3,000,000

Mexico

Government

International

Bond

5.375 03/22/33

2,929,500

7,635,000

Mexico

Government

International

Bond

4.875 05/19/33

7,224,619

2,000,000

Mexico

Government

International

Bond

3.500 02/12/34

1,703,000

2,500,000

Mexico

Government

International

Bond

5.625 09/22/35

2,418,750

5,150,000

Mexico

Government

International

Bond

6.000 05/07/36

5,114,723

2,000,000

Mexico

Government

International

Bond

6.875 05/13/37

2,095,000

14,493,000

Mexico

Government

International

Bond

6.625 01/29/38

14,768,367

3,000,000

Mexico

Government

International

Bond

6.125 02/09/38

2,923,500

1,000,000

Mexico

Government

International

Bond

5.000 04/27/51

780,950

14,196,000

Mexico

Government

International

Bond

6.338 05/04/53

13,191,633

2,575,000

Mexico

Government

International

Bond

6.400 05/07/54

2,408,526

1,750,000

Mexico

Government

International

Bond

7.375 05/13/55

1,838,025

2,000,000

Mexico

Government

International

Bond

6.750 02/09/56

1,941,200

2,936,000

Mexico

Government

International

Bond

3.771 05/24/61

1,752,058

3,000,000

Mexico

Government

International

Bond

3.750 04/19/71

1,726,500

950,000

Mexico

Government

International

Bond

5.750 10/12/10

771,258

3,000,000

Nordic

Investment

Bank

4.250 02/28/29

3,032,307

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

2,000,000

Oriental

Republic

of

Uruguay

5.250 %

09/10/60

$

1,813,600

2,500,000

Panama

Government

International

Bond

2.252 09/29/32

2,053,000

2,500,000

Panama

Government

International

Bond

3.298 01/19/33

2,177,250

1,500,000

Panama

Government

International

Bond

5.227 02/23/34

1,446,000

2,500,000

Panama

Government

International

Bond

6.400 02/14/35

2,594,550

692,000

Panama

Government

International

Bond

6.700 01/26/36

728,960

1,000,000

Panama

Government

International

Bond

6.875 01/31/36

1,062,270

1,500,000

Panama

Government

International

Bond

5.662 02/23/38

1,439,025

879,000

Panama

Government

International

Bond

8.000 03/01/38

1,006,323

1,500,000

Panama

Government

International

Bond

6.853 03/28/54

1,538,280

1,000,000

Panama

Government

International

Bond

7.875 03/01/57

1,159,290

1,250,000

Panama

Government

International

Bond

4.500 01/19/63

912,813

990,000

Peruvian

Government

International

Bond

3.000 01/15/34

844,817

415,000

Peruvian

Government

International

Bond

5.375 02/08/35

413,776

3,845,000

Peruvian

Government

International

Bond

5.500 03/30/36

3,831,158

1,100,000

Peruvian

Government

International

Bond

6.550 03/14/37

1,187,175

1,000,000

Peruvian

Government

International

Bond

3.300 03/11/41

753,400

1,850,000

Peruvian

Government

International

Bond

5.625 11/18/50

1,756,945

2,000,000

Peruvian

Government

International

Bond

3.550 03/10/51

1,353,100

2,520,000

Peruvian

Government

International

Bond

5.875 08/08/54

2,426,130

2,000,000

Peruvian

Government

International

Bond

6.200 06/30/55

2,005,600

1,500,000

Peruvian

Government

International

Bond

2.780 12/01/60

789,525

1,500,000

Peruvian

Government

International

Bond

3.600 01/15/72

921,300

1,000,000

Peruvian

Government

International

Bond

3.230 07/28/21

533,250

1,875,000

Philippine

Government

International

Bond

3.750 01/14/29

1,839,000

2,000,000

Philippine

Government

International

Bond

1.648 06/10/31

1,715,433

1,000,000

Philippine

Government

International

Bond

4.250 07/27/31

977,808

2,000,000

(a) Philippine

Government

International

Bond

1.950 01/06/32

1,709,122

1,000,000

Philippine

Government

International

Bond

3.556 09/29/32

924,146

1,000,000

Philippine

Government

International

Bond

5.609 04/13/33

1,030,238

1,500,000

Philippine

Government

International

Bond

5.000 07/17/33

1,489,713

1,500,000

Philippine

Government

International

Bond

5.250 05/14/34

1,502,718

1,500,000

Philippine

Government

International

Bond

5.500 02/04/35

1,519,507

1,000,000

Philippine

Government

International

Bond

4.750 03/05/35

961,633

4,083,000

Philippine

Government

International

Bond

3.950 01/20/40

3,430,385

300,000

Philippine

Government

International

Bond

3.700 03/01/41

239,899

3,793,000

Philippine

Government

International

Bond

3.700 02/02/42

3,015,712

1,500,000

Philippine

Government

International

Bond

2.950 05/05/45

1,000,880

1,500,000

Philippine

Government

International

Bond

2.650 12/10/45

943,153

325,000

Philippine

Government

International

Bond

4.200 03/29/47

259,142

1,000,000

Philippine

Government

International

Bond

5.950 10/13/47

1,011,258

1,000,000

Philippine

Government

International

Bond

5.500 01/17/48

959,546

1,500,000

Philippine

Government

International

Bond

5.600 05/14/49

1,446,545

1,000,000

Philippine

Government

International

Bond

5.175 09/05/49

909,175

1,500,000

Philippine

Government

International

Bond

5.900 02/04/50

1,501,701

1,000,000

Province

of

Alberta

Canada

4.500 06/26/29

1,016,236

2,000,000

Province

of

Alberta

Canada

1.300 07/22/30

1,784,434

1,000,000

Province

of

Alberta

Canada

4.500 01/24/34

1,003,344

1,500,000

Province

of

Alberta

Canada

4.300 11/02/35

1,468,504

1,000,000

Province

of

British

Columbia

Canada

4.800 11/15/28

1,021,319

3,500,000

Province

of

British

Columbia

Canada

4.900 04/24/29

3,594,099

1,000,000

(a) Province

of

British

Columbia

Canada

3.900 08/27/30

994,221

1,500,000

Province

of

British

Columbia

Canada

1.300 01/29/31

1,317,074

850,000

Province

of

British

Columbia

Canada

4.200 07/06/33

837,753

3,000,000

Province

of

British

Columbia

Canada

4.750 06/12/34

3,048,155

3,000,000

Province

of

British

Columbia

Canada

4.800 06/11/35

3,048,597

1,000,000

Province

of

Manitoba

Canada

1.500 10/25/28

940,566

1,000,000

Province

of

Manitoba

Canada

4.300 07/27/33

990,308

1,000,000

Province

of

Manitoba

Canada

4.900 05/31/34

1,024,577

500,000

Province

of

New

Brunswick

Canada

3.625 02/24/28

496,887

2,000,000

Province

of

Ontario

Canada

2.000 10/02/29

1,871,373

1,500,000

Province

of

Ontario

Canada

4.700 01/15/30

1,536,117

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

3,000,000

Province

of

Ontario

Canada

3.900 %

09/04/30

$

2,982,148

1,000,000

Province

of

Ontario

Canada

1.125 10/07/30

879,676

3,000,000

Province

of

Ontario

Canada

1.600 02/25/31

2,669,441

1,500,000

Province

of

Ontario

Canada

1.800 10/14/31

1,324,940

1,500,000

Province

of

Ontario

Canada

2.125 01/21/32

1,337,679

2,000,000

Province

of

Ontario

Canada

5.050 04/24/34

2,078,081

1,375,000

Province

of

Ontario

Canada

4.850 06/11/35

1,406,623

3,000,000

Province

of

Ontario

Canada

4.450 11/20/35

2,970,410

3,000,000

Province

of

Quebec

Canada

3.625 04/13/28

2,982,522

1,000,000

Province

of

Quebec

Canada

4.500 04/03/29

1,015,220

1,500,000

Province

of

Quebec

Canada

1.350 05/28/30

1,346,825

1,000,000

Province

of

Quebec

Canada

3.875 01/14/31

991,281

3,000,000

Province

of

Quebec

Canada

1.900 04/21/31

2,695,484

2,000,000

Province

of

Quebec

Canada

4.500 09/08/33

2,007,300

1,000,000

Province

of

Quebec

Canada

4.250 09/05/34

981,089

2,000,000

Province

of

Quebec

Canada

4.625 08/28/35

2,005,133

1,000,000

Province

of

Saskatchewan

Canada

4.650 01/28/30

1,018,988

1,500,000

Republic

of

Italy

Government

International

Bond

2.875 10/17/29

1,433,895

1,599,000

Republic

of

Italy

Government

International

Bond

5.375 06/15/33

1,670,476

2,000,000

Republic

of

Italy

Government

International

Bond

4.000 10/17/49

1,522,072

3,750,000

Republic

of

Italy

Government

International

Bond

3.875 05/06/51

2,739,179

1,500,000

Republic

of

Poland

Government

International

Bond

4.625 03/18/29

1,516,666

850,000

Republic

of

Poland

Government

International

Bond

5.750 11/16/32

892,909

2,000,000

Republic

of

Poland

Government

International

Bond

4.875 10/04/33

1,998,671

2,900,000

Republic

of

Poland

Government

International

Bond

5.125 09/18/34

2,914,250

4,000,000

Republic

of

Poland

Government

International

Bond

5.375 02/12/35

4,072,445

1,050,000

Republic

of

Poland

Government

International

Bond

5.500 04/04/53

971,926

4,150,000

Republic

of

Poland

Government

International

Bond

5.500 03/18/54

3,833,653

3,000,000

Svensk

Exportkredit

AB

3.750 09/13/27

2,993,123

1,500,000

Svensk

Exportkredit

AB

4.125 06/14/28

1,506,257

1,000,000

Svensk

Exportkredit

AB

4.250 02/01/29

1,008,834

1,000,000

Svensk

Exportkredit

AB

3.625 03/12/29

992,489

2,000,000

(a) Svensk

Exportkredit

AB

3.750 07/29/30

1,980,257

1,000,000

Svensk

Exportkredit

AB

4.875 10/04/30

1,034,166

Uruguay

Government

International

Bond

4.375 01/23/31

2,957,660

Uruguay

Government

International

Bond

5.750 10/28/34

3,087,206

2,801,913

Uruguay

Government

International

Bond

5.442 02/14/37

2,858,372

2,063,907

Uruguay

Government

International

Bond

5.100 06/18/50

1,890,848

2,425,000

Uruguay

Government

International

Bond

4.975 04/20/55

2,143,458

TOTAL

FOREIGN

GOVERNMENT

BONDS

531,638,278

MORTGAGE

BACKED

-

23.8%

47,135,692

Fannie

Mae

2.000 02/01/52

38,150,611

1,566

Fannie

Mae

Pool

4.000 06/01/26

1,561

Fannie

Mae

Pool

3.500 08/01/26

2,576

Fannie

Mae

Pool

3.500 09/01/26

2,567

Fannie

Mae

Pool

4.000 09/01/26

4,974

Fannie

Mae

Pool

3.500 10/01/26

4,955

Fannie

Mae

Pool

6.000 10/01/26

8,144

Fannie

Mae

Pool

3.000 11/01/26

8,103

9,143

Fannie

Mae

Pool

3.000 12/01/26

9,094

26,371

Fannie

Mae

Pool

3.000 01/01/27

26,217

3,223

Fannie

Mae

Pool

4.000 01/01/27

3,213

23,150

Fannie

Mae

Pool

3.500 02/01/27

23,042

53,072

Fannie

Mae

Pool

3.000 04/01/27

52,718

29,251

Fannie

Mae

Pool

3.000 04/01/27

29,044

18,592

Fannie

Mae

Pool

3.500 05/01/27

18,489

25,446

Fannie

Mae

Pool

2.500 06/01/27

25,201

83,026

Fannie

Mae

Pool

3.000 06/01/27

82,304

28,537

Fannie

Mae

Pool

2.500 07/01/27

28,247

75,186

Fannie

Mae

Pool

2.500 09/01/27

74,342

566

Fannie

Mae

Pool

5.500 09/01/27

569

117,571

Fannie

Mae

Pool

2.500 10/01/27

116,189

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

77,478

Fannie

Mae

Pool

3.000 %

11/01/27

$

76,811

Fannie

Mae

Pool

5.500 01/01/28

340,881

Fannie

Mae

Pool

2.500 02/01/28

336,361

299,163

Fannie

Mae

Pool

2.500 02/01/28

295,025

Fannie

Mae

Pool

5.000 02/01/28

243,524

Fannie

Mae

Pool

2.500 04/01/28

240,033

355,036

Fannie

Mae

Pool

2.500 04/01/28

349,946

1,101

Fannie

Mae

Pool

5.500 06/01/28

1,111

107,744

Fannie

Mae

Pool

2.500 07/01/28

106,026

230,816

Fannie

Mae

Pool

2.500 08/01/28

227,005

234,995

Fannie

Mae

Pool

3.000 10/01/28

231,160

Fannie

Mae

Pool

5.500 11/01/28

Fannie

Mae

Pool

7.500 01/01/29

494,162

Fannie

Mae

Pool

3.000 03/01/29

486,966

1,502

Fannie

Mae

Pool

4.000 03/01/29

1,495

1,698,855

Fannie

Mae

Pool

3.000 04/01/29

1,673,657

6,203

Fannie

Mae

Pool

4.500 04/01/29

6,220

4,262

Fannie

Mae

Pool

4.000 05/01/29

4,240

2,515

Fannie

Mae

Pool

4.500 06/01/29

2,517

868

Fannie

Mae

Pool

4.000 07/01/29

864

17,220

Fannie

Mae

Pool

4.500 08/01/29

17,234

1,909,684

Fannie

Mae

Pool

3.500 09/01/29

1,893,566

3,428

Fannie

Mae

Pool

4.500 09/01/29

3,425

2,585

Fannie

Mae

Pool

4.500 11/01/29

2,578

1,136

Fannie

Mae

Pool

4.500 01/01/30

1,140

317,128

Fannie

Mae

Pool

2.500 02/01/30

308,200

2,323

Fannie

Mae

Pool

4.000 03/01/30

2,314

1,115

Fannie

Mae

Pool

4.500 05/01/30

1,119

1,737

Fannie

Mae

Pool

4.500 06/01/30

1,738

782,145

Fannie

Mae

Pool

3.000 07/01/30

765,721

16,493

Fannie

Mae

Pool

4.500 08/01/30

16,505

3,546

Fannie

Mae

Pool

4.000 09/01/30

3,520

18,783

Fannie

Mae

Pool

4.000 10/01/30

18,643

212,457

Fannie

Mae

Pool

4.000 11/01/30

210,863

31,528

Fannie

Mae

Pool

4.000 11/01/30

31,288

7,893

Fannie

Mae

Pool

4.500 12/01/30

7,905

818,073

Fannie

Mae

Pool

3.000 02/01/31

798,519

12,318

Fannie

Mae

Pool

3.500 02/01/31

12,147

13,289

Fannie

Mae

Pool

4.000 02/01/31

13,179

Fannie

Mae

Pool

7.500 03/01/31

937,393

Fannie

Mae

Pool

2.500 04/01/31

905,426

36,225

Fannie

Mae

Pool

3.500 04/01/31

35,604

4,394

Fannie

Mae

Pool

4.000 04/01/31

4,364

921,791

Fannie

Mae

Pool

3.000 05/01/31

899,172

Fannie

Mae

Pool

6.000 05/01/31

1,101,853

Fannie

Mae

Pool

2.500 06/01/31

1,064,353

241,637

Fannie

Mae

Pool

4.500 07/01/31

241,209

24,705

Fannie

Mae

Pool

4.500 07/01/31

24,771

147,902

Fannie

Mae

Pool

4.000 08/01/31

146,703

1,475,306

Fannie

Mae

Pool

2.500 09/01/31

1,422,582

761,925

Fannie

Mae

Pool

3.000 09/01/31

742,994

8,515

Fannie

Mae

Pool

4.000 09/01/31

8,445

Fannie

Mae

Pool

6.500 09/01/31

5,561

Fannie

Mae

Pool

6.000 11/01/31

5,704

729

Fannie

Mae

Pool

6.500 11/01/31

754

1,624,081

Fannie

Mae

Pool

2.500 12/01/31

1,563,519

268,088

Fannie

Mae

Pool

3.500 01/01/32

262,975

1,680

Fannie

Mae

Pool

6.000 01/01/32

1,727

110,221

Fannie

Mae

Pool

3.500 02/01/32

108,119

1,067

Fannie

Mae

Pool

6.000 02/01/32

1,103

1,008,725

Fannie

Mae

Pool

3.000 03/01/32

980,177

5,035

Fannie

Mae

Pool

6.500 04/01/32

5,239

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

3,523,416

Fannie

Mae

Pool

3.000 %

06/01/32

$

3,426,943

10,996

Fannie

Mae

Pool

6.500 07/01/32

11,424

2,216

Fannie

Mae

Pool

6.500 08/01/32

2,291

134,673

Fannie

Mae

Pool

3.000 09/01/32

130,396

1,453

Fannie

Mae

Pool

7.500 09/01/32

1,464

403,928

Fannie

Mae

Pool

3.000 10/01/32

389,659

16,029

Fannie

Mae

Pool

5.500 10/01/32

16,110

3,541

Fannie

Mae

Pool

6.000 11/01/32

3,609

2,443,696

Fannie

Mae

Pool

3.000 12/01/32

2,359,102

3,135

Fannie

Mae

Pool

5.500 12/01/32

3,220

Fannie

Mae

Pool

5.500 12/01/32

4,820

Fannie

Mae

Pool

6.000 12/01/32

4,913

26,581

Fannie

Mae

Pool

5.500 01/01/33

27,060

66,936

Fannie

Mae

Pool

6.000 01/01/33

68,929

25,465

Fannie

Mae

Pool

5.000 02/01/33

25,489

637

Fannie

Mae

Pool

5.000 02/01/33

634

308,346

Fannie

Mae

Pool

3.000 04/01/33

296,369

361,632

Fannie

Mae

Pool

3.500 04/01/33

353,455

1,351

Fannie

Mae

Pool

6.000 04/01/33

1,388

1,611,625

Fannie

Mae

Pool

3.500 05/01/33

1,583,457

178,343

Fannie

Mae

Pool

5.500 05/01/33

181,524

10,354

Fannie

Mae

Pool

5.000 06/01/33

10,456

18,871

Fannie

Mae

Pool

5.500 06/01/33

19,245

2,933

Fannie

Mae

Pool

4.500 07/01/33

2,903

12,117

Fannie

Mae

Pool

5.000 07/01/33

12,124

17,467

Fannie

Mae

Pool

4.500 08/01/33

17,133

2,518

Fannie

Mae

Pool

4.500 08/01/33

2,493

4,880

Fannie

Mae

Pool

5.000 08/01/33

4,883

15,438

Fannie

Mae

Pool

5.500 09/01/33

15,516

19,263

Fannie

Mae

Pool

5.500 09/01/33

19,361

3,922

Fannie

Mae

Pool

6.000 09/01/33

3,998

27,549

Fannie

Mae

Pool

4.500 10/01/33

27,359

5,482

Fannie

Mae

Pool

5.000 10/01/33

5,541

2,433

Fannie

Mae

Pool

5.000 10/01/33

2,421

16,763

Fannie

Mae

Pool

5.500 10/01/33

16,848

96,505

Fannie

Mae

Pool

5.500 10/01/33

97,014

1,587

Fannie

Mae

Pool

4.500 11/01/33

1,582

5,604

Fannie

Mae

Pool

5.000 11/01/33

5,663

397,156

Fannie

Mae

Pool

5.000 11/01/33

403,359

45,415

Fannie

Mae

Pool

5.000 12/01/33

45,646

70,677

Fannie

Mae

Pool

5.500 12/01/33

71,253

613,768

Fannie

Mae

Pool

3.000 01/01/34

587,457

17,783

Fannie

Mae

Pool

5.000 02/01/34

17,913

76,821

Fannie

Mae

Pool

6.000 02/01/34

79,479

4,482

Fannie

Mae

Pool

5.000 03/01/34

4,515

1,789

Fannie

Mae

Pool

5.000 03/01/34

1,799

107,409

Fannie

Mae

Pool

5.000 03/01/34

108,184

2,350

Fannie

Mae

Pool

5.000 03/01/34

2,364

5,378

Fannie

Mae

Pool

5.000 03/01/34

5,416

1,586

Fannie

Mae

Pool

5.000 03/01/34

1,597

17,387

Fannie

Mae

Pool

5.000 04/01/34

17,580

16,929

Fannie

Mae

Pool

5.500 04/01/34

17,257

6,096

Fannie

Mae

Pool

4.500 05/01/34

6,016

1,531

Fannie

Mae

Pool

4.500 05/01/34

1,498

3,957

Fannie

Mae

Pool

5.500 07/01/34

4,029

5,875

Fannie

Mae

Pool

5.500 07/01/34

5,975

5,575

Fannie

Mae

Pool

7.000 07/01/34

5,854

45,594

Fannie

Mae

Pool

5.000 08/01/34

45,901

4,885

Fannie

Mae

Pool

5.000 08/01/34

4,921

26,418

Fannie

Mae

Pool

6.000 08/01/34

27,301

4,469

Fannie

Mae

Pool

6.000 08/01/34

4,609

2,678,622

Fannie

Mae

Pool

3.500 09/01/34

2,622,393

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

97,700

Fannie

Mae

Pool

5.500 %

09/01/34

$

99,706

3,653,902

Fannie

Mae

Pool

2.500 11/01/34

3,456,333

861

Fannie

Mae

Pool

5.500 11/01/34

881

3,164,239

Fannie

Mae

Pool

2.500 12/01/34

2,991,808

764,551

Fannie

Mae

Pool

3.000 12/01/34

735,719

1,424

Fannie

Mae

Pool

5.000 12/01/34

1,433

889

Fannie

Mae

Pool

5.500 12/01/34

908

1,980

Fannie

Mae

Pool

6.000 12/01/34

2,033

129,580

Fannie

Mae

Pool

4.500 01/01/35

128,521

15,222

Fannie

Mae

Pool

5.500 01/01/35

15,315

1,704,164

Fannie

Mae

Pool

3.500 02/01/35

1,668,206

283,753

Fannie

Mae

Pool

5.500 02/01/35

289,471

12,747

Fannie

Mae

Pool

5.500 02/01/35

13,018

798,995

Fannie

Mae

Pool

2.500 03/01/35

755,366

50,128

Fannie

Mae

Pool

5.500 04/01/35

50,381

12,365

Fannie

Mae

Pool

6.000 04/01/35

12,813

11,439

Fannie

Mae

Pool

6.000 04/01/35

11,866

2,194,465

Fannie

Mae

Pool

2.500 05/01/35

2,076,646

3,863,092

Fannie

Mae

Pool

3.000 05/01/35

3,709,433

14,375

Fannie

Mae

Pool

6.000 05/01/35

14,653

4,652

Fannie

Mae

Pool

5.000 06/01/35

4,687

13,889

Fannie

Mae

Pool

5.000 07/01/35

13,939

833

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.570%)

6.320 07/01/35

850

1,675,331

Fannie

Mae

Pool

2.500 08/01/35

1,586,489

1,321,051

Fannie

Mae

Pool

3.000 08/01/35

1,260,523

28,279

Fannie

Mae

Pool

4.500 08/01/35

27,987

27,364

Fannie

Mae

Pool

5.000 08/01/35

27,426

23,030

Fannie

Mae

Pool

5.000 08/01/35

23,242

1,001

Fannie

Mae

Pool

4.500 09/01/35

990

1,148

Fannie

Mae

Pool

4.500 09/01/35

1,139

3,699

Fannie

Mae

Pool

5.500 09/01/35

3,771

4,673,853

Fannie

Mae

Pool

2.500 10/01/35

4,432,846

14,590

Fannie

Mae

Pool

5.000 10/01/35

14,680

36,937

Fannie

Mae

Pool

5.500 10/01/35

37,123

11,453,634

Fannie

Mae

Pool

1.500 11/01/35

10,349,416

10,324,328

Fannie

Mae

Pool

2.000 11/01/35

9,515,471

5,105,848

Fannie

Mae

Pool

2.500 11/01/35

4,831,568

33,283

Fannie

Mae

Pool

5.500 11/01/35

34,346

4,193,458

Fannie

Mae

Pool

2.000 12/01/35

3,868,607

12,168,817

Fannie

Mae

Pool

1.500 01/01/36

10,991,951

1,711,731

Fannie

Mae

Pool

3.500 01/01/36

1,659,480

104,361

Fannie

Mae

Pool

5.000 02/01/36

105,340

10,570,534

Fannie

Mae

Pool

1.500 03/01/36

9,538,359

10,475,028

Fannie

Mae

Pool

2.000 03/01/36

9,643,884

43,880

Fannie

Mae

Pool

6.000 03/01/36

46,033

8,931,377

Fannie

Mae

Pool

1.500 04/01/36

8,059,138

5,867,666

Fannie

Mae

Pool

1.000 05/01/36

5,130,771

1,194,276

Fannie

Mae

Pool

1.500 05/01/36

1,077,634

10,641,692

Fannie

Mae

Pool

2.000 05/01/36

9,797,200

535,958

Fannie

Mae

Pool

3.500 05/01/36

518,908

596

Fannie

Mae

Pool

5.000 05/01/36

602

73,888

Fannie

Mae

Pool

6.000 06/01/36

77,297

10,831,809

Fannie

Mae

Pool

2.000 07/01/36

9,972,027

1,619

Fannie

Mae

Pool

6.000 07/01/36

1,663

2,965

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.632%)

6.382 07/01/36

3,031

7,535

Fannie

Mae

Pool

6.500 07/01/36

7,875

2,762,235

Fannie

Mae

Pool

1.500 08/01/36

2,488,313

4,379,119

Fannie

Mae

Pool

3.000 08/01/36

4,159,393

40,747

Fannie

Mae

Pool

5.500 08/01/36

41,546

39,237

Fannie

Mae

Pool

6.500 08/01/36

40,564

9,050,983

Fannie

Mae

Pool

1.500 09/01/36

8,153,307

18,946,277

Fannie

Mae

Pool

2.000 09/01/36

17,442,201

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,295,774

Fannie

Mae

Pool

2.500 %

09/01/36

$

5,006,601

698,478

Fannie

Mae

Pool

3.000 09/01/36

663,052

3,564

Fannie

Mae

Pool

5.500 09/01/36

3,633

1,314

Fannie

Mae

Pool

6.500 09/01/36

1,392

4,923

Fannie

Mae

Pool

6.500 09/01/36

5,202

6,557

Fannie

Mae

Pool

6.000 10/01/36

6,877

8,137,060

Fannie

Mae

Pool

1.500 11/01/36

7,323,520

15,786,784

Fannie

Mae

Pool

2.000 11/01/36

14,533,398

1,570,250

Fannie

Mae

Pool

3.000 11/01/36

1,488,546

3,091

Fannie

Mae

Pool

6.500 11/01/36

3,261

4,275,089

Fannie

Mae

Pool

2.000 12/01/36

3,935,645

19,971

Fannie

Mae

Pool

6.000 12/01/36

20,948

2,845,742

Fannie

Mae

Pool

1.500 01/01/37

2,559,499

7,515,594

Fannie

Mae

Pool

2.000 01/01/37

6,914,392

8,137

Fannie

Mae

Pool

5.500 01/01/37

8,397

4,067

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.716%)

5.994 01/01/37

4,184

3,250,479

Fannie

Mae

Pool

1.500 02/01/37

2,924,792

4,773,747

Fannie

Mae

Pool

2.000 02/01/37

4,394,687

(d) Fannie

Mae

Pool,

(RFUCCT6M

+

1.460%)

5.460 02/01/37

57,916

Fannie

Mae

Pool

5.500 02/01/37

59,767

3,957

Fannie

Mae

Pool

6.000 02/01/37

4,151

9,176

Fannie

Mae

Pool

7.000 02/01/37

9,767

9,119,100

Fannie

Mae

Pool

1.500 03/01/37

8,228,577

9,385,593

Fannie

Mae

Pool

2.000 03/01/37

8,634,803

649

Fannie

Mae

Pool

5.000 03/01/37

655

1,525

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.875%)

6.000 03/01/37

1,571

19,302

Fannie

Mae

Pool

6.500 03/01/37

20,346

24,517

Fannie

Mae

Pool

6.500 03/01/37

25,897

16,560,710

Fannie

Mae

Pool

2.000 04/01/37

15,235,955

1,843,708

Fannie

Mae

Pool

2.500 04/01/37

1,743,033

10,042

Fannie

Mae

Pool

7.000 04/01/37

10,557

8,599,666

Fannie

Mae

Pool

1.500 05/01/37

7,733,222

28,435

Fannie

Mae

Pool

5.000 05/01/37

28,737

4,726

Fannie

Mae

Pool

5.500 06/01/37

4,877

4,716

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.782%)

6.312 06/01/37

4,864

3,053,271

Fannie

Mae

Pool

2.500 08/01/37

2,886,549

3,143,350

Fannie

Mae

Pool

3.000 08/01/37

3,003,010

5,384

Fannie

Mae

Pool

5.500 08/01/37

5,554

730

Fannie

Mae

Pool

6.000 08/01/37

755

11,523

Fannie

Mae

Pool

5.500 09/01/37

11,753

9,672

Fannie

Mae

Pool

6.000 09/01/37

10,047

18,594

Fannie

Mae

Pool

6.000 09/01/37

19,379

13,891

Fannie

Mae

Pool

6.000 09/01/37

14,573

29,676

Fannie

Mae

Pool

6.000 09/01/37

30,826

52,829

Fannie

Mae

Pool

6.000 09/01/37

55,268

5,094

Fannie

Mae

Pool

6.500 09/01/37

5,304

3,356

Fannie

Mae

Pool

6.500 09/01/37

3,493

2,155

Fannie

Mae

Pool

6.500 10/01/37

2,254

4,427,819

Fannie

Mae

Pool

3.500 11/01/37

4,262,655

3,074,341

Fannie

Mae

Pool

4.000 11/01/37

3,007,103

44,574

Fannie

Mae

Pool

5.500 11/01/37

45,920

72,714

Fannie

Mae

Pool

6.000 11/01/37

76,286

2,133

Fannie

Mae

Pool

7.000 11/01/37

2,239

1,437,452

Fannie

Mae

Pool

3.000 12/01/37

1,353,720

1,457,763

Fannie

Mae

Pool

4.000 01/01/38

1,427,769

Fannie

Mae

Pool

6.500 01/01/38

2,284,954

Fannie

Mae

Pool

4.500 02/01/38

2,274,849

1,541,946

Fannie

Mae

Pool

5.000 02/01/38

1,555,376

20,881

Fannie

Mae

Pool

5.500 02/01/38

21,511

12,060

Fannie

Mae

Pool

6.500 02/01/38

12,612

6,336

Fannie

Mae

Pool

7.000 02/01/38

6,824

2,223

Fannie

Mae

Pool

5.000 03/01/38

2,246

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

1,088

Fannie

Mae

Pool

5.000 %

03/01/38

$

1,099

4,711

Fannie

Mae

Pool

5.500 03/01/38

4,844

1,629

Fannie

Mae

Pool

6.000 03/01/38

1,722

3,943

Fannie

Mae

Pool

6.500 03/01/38

4,161

4,082

Fannie

Mae

Pool

6.500 03/01/38

4,220

4,044

Fannie

Mae

Pool

6.500 03/01/38

4,203

6,176

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.770%)

6.770 03/01/38

6,354

49,571

Fannie

Mae

Pool

5.500 04/01/38

50,945

88,632

Fannie

Mae

Pool

6.000 04/01/38

92,953

221,993

Fannie

Mae

Pool

5.000 05/01/38

223,938

66,305

Fannie

Mae

Pool

5.000 05/01/38

67,011

162,428

Fannie

Mae

Pool

6.000 06/01/38

170,653

254,105

Fannie

Mae

Pool

6.500 06/01/38

269,332

58,087

Fannie

Mae

Pool

6.000 07/01/38

60,933

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.603%)

6.272 08/01/38

180,695

Fannie

Mae

Pool

6.000 09/01/38

189,545

3,054

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.200%)

5.950 10/01/38

3,115

504

Fannie

Mae

Pool

6.000 10/01/38

522

1,874,895

Fannie

Mae

Pool

5.000 11/01/38

1,890,449

1,877

Fannie

Mae

Pool

5.500 11/01/38

1,920

2,593,249

Fannie

Mae

Pool

6.000 11/01/38

2,674,708

962

Fannie

Mae

Pool

5.000 12/01/38

972

175,233

Fannie

Mae

Pool

5.500 12/01/38

180,829

8,170

Fannie

Mae

Pool

4.500 01/01/39

8,086

15,240

Fannie

Mae

Pool

5.000 01/01/39

15,320

650,784

Fannie

Mae

Pool

5.000 01/01/39

654,832

20,004

Fannie

Mae

Pool

5.500 01/01/39

20,513

92,076

Fannie

Mae

Pool

5.500 01/01/39

94,922

9,920

Fannie

Mae

Pool

6.000 01/01/39

10,364

878

Fannie

Mae

Pool

6.000 01/01/39

895

29,980

Fannie

Mae

Pool

4.500 02/01/39

29,671

109,976

Fannie

Mae

Pool

4.500 02/01/39

108,840

43,907

Fannie

Mae

Pool

4.500 02/01/39

43,454

2,087

Fannie

Mae

Pool

5.500 02/01/39

2,145

93,660

Fannie

Mae

Pool

4.000 04/01/39

90,804

3,921

Fannie

Mae

Pool

5.500 04/01/39

4,009

162,591

Fannie

Mae

Pool

4.500 05/01/39

160,910

33,867

Fannie

Mae

Pool

4.500 05/01/39

33,517

95,450

Fannie

Mae

Pool

4.500 06/01/39

94,147

33,678

Fannie

Mae

Pool

4.500 06/01/39

33,330

74,137

Fannie

Mae

Pool

5.500 06/01/39

76,508

2,627,364

Fannie

Mae

Pool

5.500 06/01/39

2,678,975

18,634

Fannie

Mae

Pool

4.500 07/01/39

18,442

20,568

Fannie

Mae

Pool

4.500 07/01/39

20,356

2,094

Fannie

Mae

Pool

5.000 07/01/39

2,116

2,599,813

Fannie

Mae

Pool

5.500 07/01/39

2,650,883

1,208

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.835%)

6.460 07/01/39

1,250

330,033

Fannie

Mae

Pool

4.000 08/01/39

319,710

56,331

Fannie

Mae

Pool

4.000 08/01/39

54,569

5,420

Fannie

Mae

Pool

4.500 08/01/39

5,364

223,129

Fannie

Mae

Pool

4.500 08/01/39

220,823

65,768

Fannie

Mae

Pool

4.500 08/01/39

65,089

238,588

Fannie

Mae

Pool

5.000 08/01/39

241,127

1,892

Fannie

Mae

Pool

5.000 08/01/39

1,916

4,255

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.650%)

6.400 08/01/39

4,382

2,826

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.690%)

6.440 08/01/39

2,912

122,777

Fannie

Mae

Pool

4.000 09/01/39

118,937

15,466

Fannie

Mae

Pool

5.000 09/01/39

15,630

2,386,305

Fannie

Mae

Pool

5.000 09/01/39

2,404,729

68,823

Fannie

Mae

Pool

5.500 09/01/39

70,732

35,518

Fannie

Mae

Pool

6.000 09/01/39

37,260

3,837,559

Fannie

Mae

Pool

4.500 10/01/39

3,820,581

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

127,835

Fannie

Mae

Pool

6.500 %

10/01/39

$

135,511

2,234,167

Fannie

Mae

Pool

4.500 11/01/39

2,223,254

5,776

Fannie

Mae

Pool

5.000 11/01/39

5,838

150,506

Fannie

Mae

Pool

4.000 12/01/39

145,611

13,376

Fannie

Mae

Pool

4.500 12/01/39

13,228

33,339

Fannie

Mae

Pool

4.500 12/01/39

32,995

519,254

Fannie

Mae

Pool

4.500 12/01/39

513,887

11,465

Fannie

Mae

Pool

4.500 01/01/40

11,347

11,837

Fannie

Mae

Pool

5.000 01/01/40

11,963

6,433,965

Fannie

Mae

Pool

5.000 01/01/40

6,484,877

5,295

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.815%)

6.065 01/01/40

5,504

78,961

Fannie

Mae

Pool

6.000 02/01/40

82,772

4,162,961

Fannie

Mae

Pool

2.500 03/01/40

3,792,439

110,403

Fannie

Mae

Pool

4.500 03/01/40

109,262

41,943

Fannie

Mae

Pool

4.500 03/01/40

41,510

4,968

Fannie

Mae

Pool

5.000 03/01/40

5,021

5,387,048

Fannie

Mae

Pool

2.500 04/01/40

4,900,755

5,363,373

Fannie

Mae

Pool

3.000 04/01/40

4,991,387

5,052

Fannie

Mae

Pool

4.500 04/01/40

5,000

180,408

Fannie

Mae

Pool

5.000 04/01/40

182,329

2,981,423

Fannie

Mae

Pool

5.000 04/01/40

3,004,442

117,530

Fannie

Mae

Pool

5.000 04/01/40

118,781

1,390,290

Fannie

Mae

Pool

6.000 04/01/40

1,433,944

3,557

Fannie

Mae

Pool

4.500 05/01/40

3,511

14,322

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.840%)

6.172 05/01/40

14,891

3,413

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.790%)

6.790 05/01/40

3,512

11,966

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.835%)

6.835 05/01/40

12,366

4,839,179

Fannie

Mae

Pool

2.500 06/01/40

4,396,997

11,116

Fannie

Mae

Pool

4.500 07/01/40

11,001

10,180

Fannie

Mae

Pool

4.500 07/01/40

10,074

16,149

Fannie

Mae

Pool

5.000 07/01/40

16,321

2,128,739

Fannie

Mae

Pool

5.500 07/01/40

2,170,555

99,982

Fannie

Mae

Pool

4.500 08/01/40

98,949

140,951

Fannie

Mae

Pool

4.500 08/01/40

139,494

97,649

Fannie

Mae

Pool

5.000 08/01/40

98,689

213,614

Fannie

Mae

Pool

4.500 09/01/40

211,405

95,860

Fannie

Mae

Pool

4.500 09/01/40

94,869

229,585

Fannie

Mae

Pool

6.000 09/01/40

240,824

33,278

Fannie

Mae

Pool

3.500 10/01/40

31,592

153,507

Fannie

Mae

Pool

4.000 10/01/40

148,356

340,024

Fannie

Mae

Pool

4.000 10/01/40

328,402

264,673

Fannie

Mae

Pool

4.500 10/01/40

261,936

295,649

Fannie

Mae

Pool

3.500 11/01/40

280,887

294,258

Fannie

Mae

Pool

4.000 11/01/40

284,202

353,800

Fannie

Mae

Pool

4.000 11/01/40

341,929

195,661

Fannie

Mae

Pool

4.000 11/01/40

188,974

36,856

Fannie

Mae

Pool

4.500 11/01/40

36,475

104,747

Fannie

Mae

Pool

4.000 12/01/40

100,672

860,662

Fannie

Mae

Pool

4.500 12/01/40

851,764

21,553

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.823%)

6.198 12/01/40

22,337

9,217

Fannie

Mae

Pool

3.500 01/01/41

8,757

5,974,526

Fannie

Mae

Pool

1.500 02/01/41

5,085,640

8,986,996

Fannie

Mae

Pool

2.000 02/01/41

7,883,777

42,053

Fannie

Mae

Pool

3.500 02/01/41

39,922

289,340

Fannie

Mae

Pool

4.000 02/01/41

277,428

9,409

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.818%)

6.059 02/01/41

9,762

290,066

Fannie

Mae

Pool

4.000 03/01/41

278,262

12,792,154

Fannie

Mae

Pool

2.000 04/01/41

11,237,523

215,769

Fannie

Mae

Pool

4.500 04/01/41

213,538

155,913

Fannie

Mae

Pool

4.500 05/01/41

154,300

68,557

Fannie

Mae

Pool

4.500 05/01/41

67,848

133,612

Fannie

Mae

Pool

4.500 06/01/41

132,230

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,680,060

Fannie

Mae

Pool

2.000 %

07/01/41

$

4,958,494

185,006

Fannie

Mae

Pool

4.500 07/01/41

183,092

19,070

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.793%)

6.505 07/01/41

19,867

9,849,326

Fannie

Mae

Pool

2.000 08/01/41

8,590,439

6,155,939

Fannie

Mae

Pool

1.500 09/01/41

5,192,655

3,315,990

Fannie

Mae

Pool

2.000 09/01/41

2,889,854

395,804

Fannie

Mae

Pool

4.000 09/01/41

382,273

252,767

Fannie

Mae

Pool

4.500 09/01/41

250,153

95,660

Fannie

Mae

Pool

5.500 09/01/41

98,717

10,599,129

Fannie

Mae

Pool

1.500 10/01/41

8,932,903

6,654,502

Fannie

Mae

Pool

2.000 10/01/41

5,795,097

11,641

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.815%)

6.328 10/01/41

12,035

10,205,982

Fannie

Mae

Pool

2.000 11/01/41

8,875,710

163,306

Fannie

Mae

Pool

3.500 11/01/41

154,670

142,404

Fannie

Mae

Pool

3.500 11/01/41

134,814

6,525,272

Fannie

Mae

Pool

3.500 12/01/41

6,172,080

1,029,981

Fannie

Mae

Pool

3.500 12/01/41

975,513

176,656

Fannie

Mae

Pool

4.000 12/01/41

170,617

42,454

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.750%)

6.223 12/01/41

44,447

6,416,806

Fannie

Mae

Pool

2.000 01/01/42

5,571,074

10,122,651

Fannie

Mae

Pool

2.500 01/01/42

9,100,860

5,606,226

Fannie

Mae

Pool

2.000 03/01/42

4,858,713

490,364

Fannie

Mae

Pool

3.500 03/01/42

463,670

323,652

Fannie

Mae

Pool

4.000 03/01/42

312,587

5,268,532

Fannie

Mae

Pool

3.000 04/01/42

4,882,493

1,194,476

Fannie

Mae

Pool

3.500 04/01/42

1,129,075

413,510

Fannie

Mae

Pool

3.500 04/01/42

391,128

405,704

Fannie

Mae

Pool

4.500 04/01/42

401,509

429,425

Fannie

Mae

Pool

5.000 04/01/42

433,998

3,304,728

Fannie

Mae

Pool

2.500 05/01/42

2,968,167

288,917

Fannie

Mae

Pool

4.000 05/01/42

279,043

277,854

Fannie

Mae

Pool

5.000 05/01/42

280,758

376,565

Fannie

Mae

Pool

3.000 06/01/42

345,038

1,404,763

Fannie

Mae

Pool

3.500 06/01/42

1,326,108

1,145,289

Fannie

Mae

Pool

4.000 06/01/42

1,105,592

884,280

Fannie

Mae

Pool

4.000 06/01/42

853,584

2,041,596

Fannie

Mae

Pool

3.500 07/01/42

1,928,557

458,509

Fannie

Mae

Pool

4.500 07/01/42

453,200

499,024

Fannie

Mae

Pool

3.500 08/01/42

471,703

804,848

Fannie

Mae

Pool

3.000 09/01/42

737,461

1,030,464

Fannie

Mae

Pool

3.500 09/01/42

971,810

4,677,211

Fannie

Mae

Pool

4.500 09/01/42

4,628,859

1,851,110

Fannie

Mae

Pool

3.000 10/01/42

1,696,115

456,369

Fannie

Mae

Pool

3.500 10/01/42

430,060

881,462

Fannie

Mae

Pool

2.500 01/01/43

781,686

2,748,739

Fannie

Mae

Pool

3.000 01/01/43

2,516,437

3,161,346

Fannie

Mae

Pool

3.000 02/01/43

2,895,167

6,157,740

Fannie

Mae

Pool

3.000 04/01/43

5,637,304

8,565,793

Fannie

Mae

Pool

3.000 04/01/43

7,840,492

712,354

Fannie

Mae

Pool

3.000 04/01/43

652,151

2,191,219

Fannie

Mae

Pool

3.000 04/01/43

2,006,032

2,047,381

Fannie

Mae

Pool

3.000 06/01/43

1,873,697

14,322

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.695%)

6.320 06/01/43

14,805

1,925,587

Fannie

Mae

Pool

3.000 07/01/43

1,761,333

4,796,130

Fannie

Mae

Pool

3.500 07/01/43

4,511,712

1,399,049

Fannie

Mae

Pool

3.500 07/01/43

1,316,662

21,558

(d) Fannie

Mae

Pool,

(RFUCCT1Y

+

1.550%)

6.175 07/01/43

22,223

1,725,890

Fannie

Mae

Pool

3.000 08/01/43

1,577,605

913,129

Fannie

Mae

Pool

4.000 08/01/43

881,331

1,492,616

Fannie

Mae

Pool

3.000 09/01/43

1,365,534

1,559,062

Fannie

Mae

Pool

3.500 09/01/43

1,466,277

1,510,337

Fannie

Mae

Pool

3.500 10/01/43

1,420,766

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

140,247

Fannie

Mae

Pool

4.500 %

10/01/43

$

138,362

410,819

Fannie

Mae

Pool

4.000 11/01/43

396,127

826,850

Fannie

Mae

Pool

4.000 11/01/43

798,051

249,277

Fannie

Mae

Pool

4.500 12/01/43

245,941

935,332

Fannie

Mae

Pool

4.500 12/01/43

922,764

1,009,615

Fannie

Mae

Pool

4.000 01/01/44

973,668

12,931,822

Fannie

Mae

Pool

4.000 03/01/44

12,481,454

615,150

Fannie

Mae

Pool

4.000 05/01/44

592,676

651,448

Fannie

Mae

Pool

4.000 07/01/44

627,749

596,479

Fannie

Mae

Pool

4.000 07/01/44

574,779

431,131

Fannie

Mae

Pool

3.500 09/01/44

404,835

577,569

Fannie

Mae

Pool

4.000 09/01/44

556,287

1,424,977

Fannie

Mae

Pool

3.500 10/01/44

1,338,806

3,527,975

Fannie

Mae

Pool

5.000 11/01/44

3,565,499

553,481

Fannie

Mae

Pool

4.000 12/01/44

533,058

1,527,068

Fannie

Mae

Pool

3.000 01/01/45

1,395,876

4,972,921

Fannie

Mae

Pool

3.000 01/01/45

4,551,958

5,600,888

Fannie

Mae

Pool

3.500 01/01/45

5,267,529

2,330,405

Fannie

Mae

Pool

3.500 02/01/45

2,188,252

1,564,199

Fannie

Mae

Pool

3.000 04/01/45

1,420,316

1,945,325

Fannie

Mae

Pool

3.500 05/01/45

1,826,663

2,311,000

Fannie

Mae

Pool

3.500 07/01/45

2,170,042

2,239,397

Fannie

Mae

Pool

4.000 07/01/45

2,153,531

7,766,246

Fannie

Mae

Pool

3.500 09/01/45

7,322,076

3,605,930

Fannie

Mae

Pool

3.000 11/01/45

3,274,400

1,505,889

Fannie

Mae

Pool

3.500 11/01/45

1,413,629

4,817,102

Fannie

Mae

Pool

4.000 11/01/45

4,632,388

1,219,765

Fannie

Mae

Pool

3.500 12/01/45

1,143,143

4,107,399

Fannie

Mae

Pool

3.500 12/01/45

3,856,822

2,079,359

Fannie

Mae

Pool

3.500 12/01/45

1,950,895

5,848,567

Fannie

Mae

Pool

3.500 01/01/46

5,484,206

1,152,709

Fannie

Mae

Pool

3.500 02/01/46

1,080,908

3,181,953

Fannie

Mae

Pool

3.500 04/01/46

2,986,081

1,835,556

Fannie

Mae

Pool

4.500 05/01/46

1,810,891

1,638,941

Fannie

Mae

Pool

3.000 06/01/46

1,480,057

2,519,828

Fannie

Mae

Pool

3.500 07/01/46

2,358,303

4,192,188

Fannie

Mae

Pool

3.500 08/01/46

3,952,425

2,574,880

Fannie

Mae

Pool

4.000 08/01/46

2,471,889

2,579,669

Fannie

Mae

Pool

3.000 09/01/46

2,326,787

3,195,623

Fannie

Mae

Pool

3.000 10/01/46

2,879,017

11,646,674

Fannie

Mae

Pool

3.000 11/01/46

10,498,967

1,410,798

Fannie

Mae

Pool

3.500 12/01/46

1,318,906

19,714,389

Fannie

Mae

Pool

3.000 01/01/47

17,766,571

2,517,316

Fannie

Mae

Pool

3.000 02/01/47

2,257,471

1,607,153

Fannie

Mae

Pool

4.000 02/01/47

1,540,541

3,545,180

Fannie

Mae

Pool

3.000 03/01/47

3,193,052

2,085,519

Fannie

Mae

Pool

3.500 03/01/47

1,937,869

471,124

Fannie

Mae

Pool

4.000 03/01/47

451,597

369,784

Fannie

Mae

Pool

4.500 03/01/47

362,668

3,042,478

Fannie

Mae

Pool

3.000 04/01/47

2,764,547

4,909,160

Fannie

Mae

Pool

3.000 04/01/47

4,408,913

2,809,793

Fannie

Mae

Pool

3.500 04/01/47

2,625,602

1,409,532

Fannie

Mae

Pool

3.500 05/01/47

1,317,133

2,737,478

Fannie

Mae

Pool

3.500 07/01/47

2,579,088

10,621,565

Fannie

Mae

Pool

4.000 07/01/47

10,082,860

2,539,219

Fannie

Mae

Pool

3.500 10/01/47

2,362,503

14,274,423

Fannie

Mae

Pool

3.500 11/01/47

13,264,066

1,096,293

Fannie

Mae

Pool

4.500 11/01/47

1,074,615

1,432,706

Fannie

Mae

Pool

3.500 01/01/48

1,332,074

5,085,168

Fannie

Mae

Pool

4.000 01/01/48

4,844,030

816,284

Fannie

Mae

Pool

3.000 02/01/48

731,895

1,172,042

Fannie

Mae

Pool

3.500 02/01/48

1,091,095

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

8,126,447

Fannie

Mae

Pool

3.500 %

04/01/48

$

7,520,367

1,610,224

Fannie

Mae

Pool

4.000 04/01/48

1,531,489

140,199

Fannie

Mae

Pool

4.500 04/01/48

136,612

2,486,022

Fannie

Mae

Pool

3.500 06/01/48

2,310,205

4,145,895

Fannie

Mae

Pool

4.000 07/01/48

3,943,564

2,673,131

Fannie

Mae

Pool

4.500 07/01/48

2,605,005

1,519,403

Fannie

Mae

Pool

4.000 08/01/48

1,453,814

1,119,945

Fannie

Mae

Pool

4.000 10/01/48

1,072,422

1,480,127

Fannie

Mae

Pool

4.500 10/01/48

1,451,323

13,193,192

Fannie

Mae

Pool

3.000 11/01/48

11,890,432

3,128,150

Fannie

Mae

Pool

4.000 11/01/48

2,995,250

1,022,596

Fannie

Mae

Pool

4.500 11/01/48

1,002,697

1,140,552

Fannie

Mae

Pool

4.000 12/01/48

1,089,921

924,898

Fannie

Mae

Pool

4.500 01/01/49

907,608

2,491,540

Fannie

Mae

Pool

4.500 02/01/49

2,428,672

3,352,409

Fannie

Mae

Pool

4.000 04/01/49

3,208,855

2,848,912

Fannie

Mae

Pool

5.000 04/01/49

2,872,070

3,701,030

Fannie

Mae

Pool

3.500 07/01/49

3,420,364

3,503,213

Fannie

Mae

Pool

3.500 08/01/49

3,251,805

2,126,290

Fannie

Mae

Pool

4.000 08/01/49

2,034,358

8,354,749

Fannie

Mae

Pool

3.000 09/01/49

7,445,247

4,573,583

Fannie

Mae

Pool

3.000 12/01/49

4,071,440

10,218,213

Fannie

Mae

Pool

3.000 12/01/49

9,203,893

9,179,764

Fannie

Mae

Pool

3.000 12/01/49

8,169,074

11,514,522

Fannie

Mae

Pool

2.500 01/01/50

9,801,899

17,744,091

Fannie

Mae

Pool

3.000 02/01/50

15,892,023

8,337,195

Fannie

Mae

Pool

3.500 02/01/50

7,700,368

11,716,762

Fannie

Mae

Pool

3.000 03/01/50

10,408,859

10,714,568

Fannie

Mae

Pool

2.500 04/01/50

9,097,122

5,647,303

Fannie

Mae

Pool

3.000 05/01/50

5,016,680

9,225,733

Fannie

Mae

Pool

3.000 06/01/50

8,198,388

6,507,656

Fannie

Mae

Pool

4.000 06/01/50

6,220,228

15,434,409

Fannie

Mae

Pool

2.500 07/01/50

13,133,613

3,900,374

Fannie

Mae

Pool

3.000 08/01/50

3,462,406

8,263,842

Fannie

Mae

Pool

4.000 08/01/50

7,884,695

30,013,218

Fannie

Mae

Pool

2.500 09/01/50

25,514,574

116,238,148

Fannie

Mae

Pool

2.500 10/01/50

98,779,032

17,359,621

Fannie

Mae

Pool

1.500 11/01/50

13,442,976

75,347,470

Fannie

Mae

Pool

2.000 11/01/50

61,365,917

11,963,123

Fannie

Mae

Pool

2.500 11/01/50

10,166,224

40,262,109

Fannie

Mae

Pool

1.500 12/01/50

31,215,859

65,179,543

Fannie

Mae

Pool

2.000 12/01/50

53,071,122

7,760,572

Fannie

Mae

Pool

2.500 12/01/50

6,594,907

67,465,688

Fannie

Mae

Pool

2.000 01/01/51

54,918,528

7,210,644

Fannie

Mae

Pool

1.500 02/01/51

5,572,538

6,451,641

Fannie

Mae

Pool

2.000 02/01/51

5,247,741

22,013,784

Fannie

Mae

Pool

2.500 02/01/51

18,697,805

20,387,911

Fannie

Mae

Pool

1.500 03/01/51

15,794,251

53,701,620

Fannie

Mae

Pool

2.000 03/01/51

43,658,345

18,888,919

Fannie

Mae

Pool

1.500 04/01/51

14,632,027

38,144,479

Fannie

Mae

Pool

2.000 04/01/51

30,992,872

27,682,942

Fannie

Mae

Pool

2.500 04/01/51

23,470,141

44,578,349

Fannie

Mae

Pool

2.000 05/01/51

36,194,821

2,714,686

Fannie

Mae

Pool

3.500 05/01/51

2,491,000

9,181,237

Fannie

Mae

Pool

1.500 06/01/51

7,110,635

68,959,483

Fannie

Mae

Pool

2.000 06/01/51

55,976,334

22,509,393

Fannie

Mae

Pool

2.500 06/01/51

19,097,733

43,967,427

Fannie

Mae

Pool

2.000 07/01/51

35,677,991

98,068,079

Fannie

Mae

Pool

2.000 08/01/51

79,553,081

79,515,637

Fannie

Mae

Pool

2.500 08/01/51

67,438,736

60,663,170

Fannie

Mae

Pool

2.000 09/01/51

49,194,413

34,491,015

Fannie

Mae

Pool

2.500 09/01/51

29,247,108

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

10,457,369

Fannie

Mae

Pool

2.500 %

10/01/51

$

8,864,204

3,607,502

Fannie

Mae

Pool

1.500 11/01/51

2,791,323

68,182,183

Fannie

Mae

Pool

2.000 11/01/51

55,238,805

41,021,670

Fannie

Mae

Pool

2.500 11/01/51

34,765,781

51,532,228

Fannie

Mae

Pool

2.000 12/01/51

41,736,111

31,574,567

Fannie

Mae

Pool

2.500 12/01/51

26,749,467

38,415,990

Fannie

Mae

Pool

2.000 01/01/52

31,103,132

34,732,134

Fannie

Mae

Pool

2.500 01/01/52

29,424,381

2,800,884

Fannie

Mae

Pool

3.000 01/01/52

2,463,600

43,134,057

Fannie

Mae

Pool

2.000 03/01/52

34,900,469

19,193,915

Fannie

Mae

Pool

2.500 03/01/52

16,242,793

2,592,922

Fannie

Mae

Pool

3.500 03/01/52

2,386,216

12,186,320

Fannie

Mae

Pool

2.000 04/01/52

9,860,172

7,529,210

Fannie

Mae

Pool

2.500 04/01/52

6,359,858

8,833,787

Fannie

Mae

Pool

3.000 04/01/52

7,776,683

7,184,381

Fannie

Mae

Pool

3.500 04/01/52

6,594,617

40,324,792

Fannie

Mae

Pool

2.500 05/01/52

34,124,666

5,344,257

Fannie

Mae

Pool

3.000 05/01/52

4,704,735

6,025,986

Fannie

Mae

Pool

3.500 05/01/52

5,531,004

3,507,304

Fannie

Mae

Pool

4.000 05/01/52

3,320,788

8,042,546

Fannie

Mae

Pool

2.500 06/01/52

6,806,061

4,945,348

Fannie

Mae

Pool

3.000 06/01/52

4,354,584

6,592,638

Fannie

Mae

Pool

3.500 06/01/52

6,051,465

11,346,568

Fannie

Mae

Pool

4.000 06/01/52

10,754,033

6,580,231

Fannie

Mae

Pool

4.500 06/01/52

6,378,615

4,218,664

Fannie

Mae

Pool

3.000 07/01/52

3,713,314

4,618,249

Fannie

Mae

Pool

3.500 07/01/52

4,239,145

7,733,467

Fannie

Mae

Pool

4.000 07/01/52

7,308,022

7,515,889

Fannie

Mae

Pool

4.500 07/01/52

7,276,315

17,589,913

Fannie

Mae

Pool

5.000 07/01/52

17,436,859

11,222,308

Fannie

Mae

Pool

2.500 08/01/52

9,486,724

4,244,456

Fannie

Mae

Pool

3.000 08/01/52

3,735,466

7,191,812

Fannie

Mae

Pool

3.500 08/01/52

6,599,219

22,316,450

Fannie

Mae

Pool

4.000 08/01/52

21,069,852

18,891,669

Fannie

Mae

Pool

4.500 08/01/52

18,305,086

3,481,982

Fannie

Mae

Pool

5.000 08/01/52

3,451,684

4,167,880

Fannie

Mae

Pool

4.000 09/01/52

3,950,219

23,767,279

Fannie

Mae

Pool

4.500 09/01/52

23,039,037

13,694,107

Fannie

Mae

Pool

5.000 09/01/52

13,574,248

3,855,461

Fannie

Mae

Pool

3.000 10/01/52

3,392,626

7,126,357

Fannie

Mae

Pool

4.000 10/01/52

6,751,620

15,555,190

Fannie

Mae

Pool

4.500 10/01/52

15,088,183

11,251,310

Fannie

Mae

Pool

5.000 10/01/52

11,156,294

11,061,941

Fannie

Mae

Pool

5.500 10/01/52

11,160,546

3,815,156

Fannie

Mae

Pool

3.000 11/01/52

3,355,667

5,779,793

Fannie

Mae

Pool

4.000 11/01/52

5,463,377

11,570,012

Fannie

Mae

Pool

4.500 11/01/52

11,211,936

13,981,984

Fannie

Mae

Pool

5.000 11/01/52

13,863,912

7,111,897

Fannie

Mae

Pool

5.500 11/01/52

7,192,495

6,270,898

Fannie

Mae

Pool

6.000 11/01/52

6,437,130

9,900,309

Fannie

Mae

Pool

4.000 12/01/52

9,346,281

11,439,990

Fannie

Mae

Pool

5.500 12/01/52

11,553,619

11,272,216

Fannie

Mae

Pool

5.500 01/01/53

11,371,552

13,324,049

Fannie

Mae

Pool

6.000 01/01/53

13,645,057

3,119,171

Fannie

Mae

Pool

6.500 01/01/53

3,224,714

12,369,381

Fannie

Mae

Pool

5.000 02/01/53

12,259,210

9,926,180

Fannie

Mae

Pool

5.500 02/01/53

10,011,634

5,990,902

Fannie

Mae

Pool

6.000 02/01/53

6,142,771

375,503

Fannie

Mae

Pool

7.000 02/01/53

394,888

1,819,414

Fannie

Mae

Pool

3.500 03/01/53

1,669,497

1,801,315

Fannie

Mae

Pool

4.000 03/01/53

1,703,685

2,523,778

Fannie

Mae

Pool

4.500 03/01/53

2,445,145

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,425,777

Fannie

Mae

Pool

5.000 %

03/01/53

$

2,401,546

4,425,758

Fannie

Mae

Pool

6.000 03/01/53

4,543,089

1,887,869

Fannie

Mae

Pool

6.500 03/01/53

1,955,824

1,904,392

Fannie

Mae

Pool

3.500 04/01/53

1,747,473

4,171,314

Fannie

Mae

Pool

5.000 04/01/53

4,133,733

5,565,582

Fannie

Mae

Pool

5.500 04/01/53

5,612,362

2,373,766

Fannie

Mae

Pool

6.000 04/01/53

2,430,230

1,065,529

Fannie

Mae

Pool

6.500 04/01/53

1,103,219

11,263,553

Fannie

Mae

Pool

4.000 05/01/53

10,636,523

13,982,467

Fannie

Mae

Pool

5.500 05/01/53

14,098,570

8,621,660

Fannie

Mae

Pool

4.500 06/01/53

8,349,035

11,033,441

Fannie

Mae

Pool

5.000 06/01/53

10,933,469

5,961,357

Fannie

Mae

Pool

5.500 06/01/53

6,010,857

16,531,126

Fannie

Mae

Pool

5.000 07/01/53

16,376,251

29,089,786

Fannie

Mae

Pool

5.500 07/01/53

29,318,001

19,699,810

Fannie

Mae

Pool

6.000 07/01/53

20,192,551

4,688,908

Fannie

Mae

Pool

6.500 07/01/53

4,856,288

23,586,257

Fannie

Mae

Pool

5.000 08/01/53

23,343,389

32,435,742

Fannie

Mae

Pool

5.500 08/01/53

32,690,208

2,036,909

Fannie

Mae

Pool

6.000 08/01/53

2,086,084

3,008,543

Fannie

Mae

Pool

6.500 08/01/53

3,110,343

12,464,057

Fannie

Mae

Pool

5.500 09/01/53

12,556,128

15,300,071

Fannie

Mae

Pool

5.500 10/01/53

15,413,091

13,696,480

Fannie

Mae

Pool

6.000 10/01/53

14,005,511

4,625,678

Fannie

Mae

Pool

6.500 10/01/53

4,792,321

4,484,977

Fannie

Mae

Pool

5.000 11/01/53

4,436,056

4,075,390

Fannie

Mae

Pool

7.000 11/01/53

4,282,124

37,982,450

Fannie

Mae

Pool

6.000 12/01/53

38,783,725

13,960,568

Fannie

Mae

Pool

6.500 12/01/53

14,432,952

5,670,088

Fannie

Mae

Pool

7.000 12/01/53

5,964,329

8,464,452

Fannie

Mae

Pool

6.500 01/01/54

8,750,863

3,090,630

Fannie

Mae

Pool

7.000 01/01/54

3,247,417

5,488,150

Fannie

Mae

Pool

5.500 02/01/54

5,521,144

5,349,660

Fannie

Mae

Pool

6.000 02/01/54

5,464,849

13,154,128

Fannie

Mae

Pool

6.500 02/01/54

13,606,697

7,813,902

Fannie

Mae

Pool

5.500 03/01/54

7,859,087

6,074,678

Fannie

Mae

Pool

6.000 03/01/54

6,192,327

2,218,335

Fannie

Mae

Pool

6.500 03/01/54

2,293,397

3,316,327

Fannie

Mae

Pool

7.000 03/01/54

3,484,565

4,826,195

Fannie

Mae

Pool

4.500 04/01/54

4,659,909

10,073,060

Fannie

Mae

Pool

6.500 04/01/54

10,419,827

13,043,157

Fannie

Mae

Pool

5.500 05/01/54

13,115,592

4,607,405

Fannie

Mae

Pool

5.000 06/01/54

4,548,281

16,303,920

Fannie

Mae

Pool

5.500 06/01/54

16,393,635

23,776,105

Fannie

Mae

Pool

6.000 06/01/54

24,262,471

4,992,203

Fannie

Mae

Pool

6.500 06/01/54

5,161,315

7,272,560

Fannie

Mae

Pool

5.000 07/01/54

7,179,049

12,289,833

Fannie

Mae

Pool

5.500 07/01/54

12,357,459

16,696,662

Fannie

Mae

Pool

6.000 07/01/54

17,020,029

5,370,461

Fannie

Mae

Pool

6.500 07/01/54

5,552,182

2,835,081

Fannie

Mae

Pool

7.000 07/01/54

2,981,078

16,344,578

Fannie

Mae

Pool

5.500 08/01/54

16,426,944

24,461,242

Fannie

Mae

Pool

6.000 08/01/54

24,955,758

9,963,713

Fannie

Mae

Pool

6.500 08/01/54

10,300,856

27,356,814

Fannie

Mae

Pool

5.500 09/01/54

27,501,780

32,150,280

Fannie

Mae

Pool

6.000 09/01/54

32,785,247

6,179,800

Fannie

Mae

Pool

5.000 10/01/54

6,099,861

18,120,034

Fannie

Mae

Pool

5.500 10/01/54

18,214,209

8,335,242

Fannie

Mae

Pool

6.000 10/01/54

8,500,151

17,639,989

Fannie

Mae

Pool

4.500 11/01/54

17,032,149

22,628,998

Fannie

Mae

Pool

5.000 11/01/54

22,335,119

15,216,860

Fannie

Mae

Pool

4.500 12/01/54

14,692,511

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

23,630,680

Fannie

Mae

Pool

5.500 %

12/01/54

$

23,749,887

32,242,733

Fannie

Mae

Pool

5.000 01/01/55

31,812,416

3,999,744

Fannie

Mae

Pool

6.500 03/01/55

4,135,084

9,700,946

Fannie

Mae

Pool

5.000 06/01/55

9,572,965

17,761,010

Fannie

Mae

Pool

5.500 06/01/55

17,850,513

20,242,350

Fannie

Mae

Pool

6.000 06/01/55

20,634,387

1,226,086

Fannie

Mae

Pool

3.500 07/01/55

1,146,729

17,784,487

Fannie

Mae

Pool

5.500 07/01/55

17,874,108

16,057,920

Fannie

Mae

Pool

6.000 07/01/55

16,368,917

7,037,059

Fannie

Mae

Pool

6.500 07/01/55

7,275,172

3,419,480

Fannie

Mae

Pool

7.000 07/01/55

3,592,964

24,397,908

Fannie

Mae

Pool

6.000 08/01/55

24,870,426

25,008,018

Fannie

Mae

Pool

6.000 09/01/55

25,492,352

7,847,318

Fannie

Mae

Pool

6.500 09/01/55

8,112,847

1,775,187

Federal

National

Mortgage

Association

3.000 05/01/37

1,695,931

5,136,098

Federal

National

Mortgage

Association

(FNMA)

3.500 05/01/48

4,763,849

Freddie

Mac

Gold

Pool

4.000 04/01/26

Freddie

Mac

Gold

Pool

4.000 05/01/26

Freddie

Mac

Gold

Pool

5.500 07/01/26

692

Freddie

Mac

Gold

Pool

4.000 08/01/26

691

Freddie

Mac

Gold

Pool

6.000 08/01/26

1,425

Freddie

Mac

Gold

Pool

3.000 09/01/26

1,419

8,123

Freddie

Mac

Gold

Pool

3.000 10/01/26

8,090

11,048

Freddie

Mac

Gold

Pool

3.500 10/01/26

11,015

Freddie

Mac

Gold

Pool

5.000 10/01/26

Freddie

Mac

Gold

Pool

5.500 10/01/26

55,523

Freddie

Mac

Gold

Pool

3.000 02/01/27

55,232

59,839

Freddie

Mac

Gold

Pool

2.500 05/01/27

59,321

90,030

Freddie

Mac

Gold

Pool

2.500 11/01/27

89,007

3,767

Freddie

Mac

Gold

Pool

6.000 12/01/27

3,844

74,937

Freddie

Mac

Gold

Pool

2.500 01/01/28

74,018

204,860

Freddie

Mac

Gold

Pool

2.500 03/01/28

202,105

6,982

Freddie

Mac

Gold

Pool

5.000 03/01/28

7,024

127,549

Freddie

Mac

Gold

Pool

2.500 05/01/28

125,699

571

Freddie

Mac

Gold

Pool

5.500 05/01/28

577

352,486

Freddie

Mac

Gold

Pool

2.500 07/01/28

347,583

305,301

Freddie

Mac

Gold

Pool

2.500 07/01/28

300,928

93,049

Freddie

Mac

Gold

Pool

3.000 10/01/28

91,923

3,495

Freddie

Mac

Gold

Pool

5.500 01/01/29

3,517

732

Freddie

Mac

Gold

Pool

4.000 02/01/29

728

233,907

Freddie

Mac

Gold

Pool

3.500 03/01/29

231,909

Freddie

Mac

Gold

Pool

6.500 03/01/29

428,527

Freddie

Mac

Gold

Pool

3.000 07/01/29

422,158

2,030

Freddie

Mac

Gold

Pool

5.000 12/01/29

2,049

1,543,851

Freddie

Mac

Gold

Pool

2.500 05/01/30

1,500,619

3,387

Freddie

Mac

Gold

Pool

4.000 08/01/30

3,367

31,191

Freddie

Mac

Gold

Pool

4.500 01/01/31

31,157

Freddie

Mac

Gold

Pool

8.000 01/01/31

28,293

Freddie

Mac

Gold

Pool

4.000 03/01/31

28,134

4,224

Freddie

Mac

Gold

Pool

4.000 05/01/31

4,198

27,612

Freddie

Mac

Gold

Pool

4.500 05/01/31

27,693

16,459

Freddie

Mac

Gold

Pool

4.000 06/01/31

16,356

31,174

Freddie

Mac

Gold

Pool

4.000 08/01/31

30,996

38,089

Freddie

Mac

Gold

Pool

4.000 09/01/31

37,815

654

Freddie

Mac

Gold

Pool

6.500 09/01/31

677

1,930

Freddie

Mac

Gold

Pool

8.000 09/01/31

1,969

19,707

Freddie

Mac

Gold

Pool

3.500 11/01/31

19,358

3,126,046

Freddie

Mac

Gold

Pool

2.500 12/01/31

3,015,587

13,798

Freddie

Mac

Gold

Pool

7.000 12/01/31

14,505

3,178

Freddie

Mac

Gold

Pool

6.500 01/01/32

3,307

7,221

Freddie

Mac

Gold

Pool

6.000 02/01/32

7,412

346,068

Freddie

Mac

Gold

Pool

3.000 03/01/32

334,971

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,705

Freddie

Mac

Gold

Pool

7.000 %

04/01/32

$

2,844

2,942

Freddie

Mac

Gold

Pool

6.500 05/01/32

3,045

238,918

Freddie

Mac

Gold

Pool

3.500 09/01/32

234,174

1,589

Freddie

Mac

Gold

Pool

5.500 11/01/32

1,642

2,845,608

Freddie

Mac

Gold

Pool

3.000 01/01/33

2,762,251

2,513

Freddie

Mac

Gold

Pool

6.000 02/01/33

2,594

9,288

Freddie

Mac

Gold

Pool

5.000 03/01/33

9,389

3,402

Freddie

Mac

Gold

Pool

6.000 03/01/33

3,471

3,137

Freddie

Mac

Gold

Pool

6.000 03/01/33

3,201

9,930

Freddie

Mac

Gold

Pool

5.000 04/01/33

9,903

1,144

Freddie

Mac

Gold

Pool

6.000 04/01/33

1,177

60,199

Freddie

Mac

Gold

Pool

5.000 06/01/33

60,001

24,413

Freddie

Mac

Gold

Pool

5.500 06/01/33

24,996

11,519,477

Freddie

Mac

Gold

Pool

2.500 07/01/33

11,076,229

536,933

Freddie

Mac

Gold

Pool

3.500 07/01/33

525,160

10,091

Freddie

Mac

Gold

Pool

4.500 07/01/33

10,080

751,453

Freddie

Mac

Gold

Pool

4.000 08/01/33

743,910

1,149

Freddie

Mac

Gold

Pool

5.000 08/01/33

1,151

3,950

Freddie

Mac

Gold

Pool

6.500 08/01/33

4,088

31,870

Freddie

Mac

Gold

Pool

5.000 09/01/33

32,234

4,398

Freddie

Mac

Gold

Pool

5.500 09/01/33

4,426

28,986

Freddie

Mac

Gold

Pool

5.500 09/01/33

29,165

3,391

Freddie

Mac

Gold

Pool

5.500 09/01/33

3,412

15,656

Freddie

Mac

Gold

Pool

5.500 09/01/33

15,752

7,008

Freddie

Mac

Gold

Pool

4.000 10/01/33

6,897

1,688

Freddie

Mac

Gold

Pool

5.000 10/01/33

1,700

22,990

Freddie

Mac

Gold

Pool

5.500 10/01/33

23,139

1,620,683

Freddie

Mac

Gold

Pool

3.500 11/01/33

1,591,775

16,962

Freddie

Mac

Gold

Pool

5.500 12/01/33

17,323

5,705

Freddie

Mac

Gold

Pool

5.500 12/01/33

5,834

67,565

Freddie

Mac

Gold

Pool

7.000 12/01/33

71,025

49,863

Freddie

Mac

Gold

Pool

5.000 01/01/34

50,456

304,020

Freddie

Mac

Gold

Pool

3.000 02/01/34

294,785

1,217

Freddie

Mac

Gold

Pool

5.500 02/01/34

1,245

7,319

Freddie

Mac

Gold

Pool

5.000 03/01/34

7,410

7,773

Freddie

Mac

Gold

Pool

5.500 03/01/34

7,951

29,509

Freddie

Mac

Gold

Pool

5.000 05/01/34

29,600

9,078

Freddie

Mac

Gold

Pool

4.500 06/01/34

9,061

14,383

Freddie

Mac

Gold

Pool

5.000 06/01/34

14,367

6,491

Freddie

Mac

Gold

Pool

5.500 06/01/34

6,543

2,708

Freddie

Mac

Gold

Pool

6.000 06/01/34

2,790

12,091

Freddie

Mac

Gold

Pool

6.000 09/01/34

12,530

939,175

Freddie

Mac

Gold

Pool

3.500 10/01/34

913,820

1,849

Freddie

Mac

Gold

Pool

5.000 11/01/34

1,872

47,904

Freddie

Mac

Gold

Pool

5.500 11/01/34

49,493

48,934

Freddie

Mac

Gold

Pool

5.000 12/01/34

49,392

13,649

Freddie

Mac

Gold

Pool

5.500 12/01/34

13,839

2,699

Freddie

Mac

Gold

Pool

5.500 12/01/34

2,758

1,008

Freddie

Mac

Gold

Pool

5.500 01/01/35

1,033

Freddie

Mac

Gold

Pool

5.500 01/01/35

509

15,287

Freddie

Mac

Gold

Pool

5.500 01/01/35

15,780

24,867

Freddie

Mac

Gold

Pool

4.500 04/01/35

24,645

2,782

Freddie

Mac

Gold

Pool

6.000 05/01/35

2,922

13,587

Freddie

Mac

Gold

Pool

6.000 05/01/35

13,912

11,165

Freddie

Mac

Gold

Pool

7.000 05/01/35

11,737

5,103

Freddie

Mac

Gold

Pool

5.500 06/01/35

5,227

3,500

Freddie

Mac

Gold

Pool

5.500 06/01/35

3,586

2,857

Freddie

Mac

Gold

Pool

5.000 07/01/35

2,856

94,270

Freddie

Mac

Gold

Pool

5.000 07/01/35

95,156

108,783

Freddie

Mac

Gold

Pool

5.000 08/01/35

109,873

10,273

Freddie

Mac

Gold

Pool

5.500 08/01/35

10,513

1,748

Freddie

Mac

Gold

Pool

4.500 09/01/35

1,733

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

21,328

Freddie

Mac

Gold

Pool

5.000 %

10/01/35

$

21,550

10,048

Freddie

Mac

Gold

Pool

5.000 10/01/35

10,153

5,106

Freddie

Mac

Gold

Pool

5.000 10/01/35

5,075

65,617

Freddie

Mac

Gold

Pool

5.500 10/01/35

66,118

22,285

Freddie

Mac

Gold

Pool

5.000 12/01/35

22,529

2,070

Freddie

Mac

Gold

Pool

5.000 12/01/35

2,092

10,733

Freddie

Mac

Gold

Pool

6.000 01/01/36

11,241

4,293

Freddie

Mac

Gold

Pool

5.000 02/01/36

4,340

1,569

Freddie

Mac

Gold

Pool

5.000 02/01/36

1,585

1,557

Freddie

Mac

Gold

Pool

6.000 02/01/36

1,635

17,554

Freddie

Mac

Gold

Pool

5.500 04/01/36

17,983

3,556

Freddie

Mac

Gold

Pool

5.500 05/01/36

3,660

75,286

Freddie

Mac

Gold

Pool

6.000 06/01/36

79,059

21,072

Freddie

Mac

Gold

Pool

5.000 07/01/36

21,313

17,331

Freddie

Mac

Gold

Pool

6.000 07/01/36

18,094

3,167

Freddie

Mac

Gold

Pool

6.000 08/01/36

3,326

2,497

Freddie

Mac

Gold

Pool

6.000 09/01/36

2,568

72,633

Freddie

Mac

Gold

Pool

5.500 10/01/36

74,020

31,178

Freddie

Mac

Gold

Pool

5.500 10/01/36

32,213

6,858

Freddie

Mac

Gold

Pool

6.500 10/01/36

7,199

3,121

Freddie

Mac

Gold

Pool

5.500 11/01/36

3,224

8,332

Freddie

Mac

Gold

Pool

6.000 11/01/36

8,622

32,143

Freddie

Mac

Gold

Pool

6.000 12/01/36

33,660

56,843

Freddie

Mac

Gold

Pool

5.500 03/01/37

58,731

25,070

Freddie

Mac

Gold

Pool

6.000 03/01/37

26,327

4,049

Freddie

Mac

Gold

Pool

6.500 03/01/37

4,255

23,194

Freddie

Mac

Gold

Pool

5.500 04/01/37

23,965

2,944

Freddie

Mac

Gold

Pool

5.000 05/01/37

2,929

2,822

Freddie

Mac

Gold

Pool

5.000 06/01/37

2,853

9,731

Freddie

Mac

Gold

Pool

5.500 06/01/37

10,055

2,547,545

Freddie

Mac

Gold

Pool

3.000 07/01/37

2,409,525

48,756

Freddie

Mac

Gold

Pool

6.000 07/01/37

51,208

27,002

Freddie

Mac

Gold

Pool

6.000 08/01/37

28,283

8,911

Freddie

Mac

Gold

Pool

6.000 09/01/37

9,360

54,842

Freddie

Mac

Gold

Pool

5.500 10/01/37

55,313

1,982

Freddie

Mac

Gold

Pool

6.000 11/01/37

2,081

13,685

Freddie

Mac

Gold

Pool

6.500 11/01/37

14,495

7,745

Freddie

Mac

Gold

Pool

6.000 01/01/38

8,111

3,534

Freddie

Mac

Gold

Pool

6.000 02/01/38

3,657

27,858

Freddie

Mac

Gold

Pool

6.000 02/01/38

29,255

39,347

Freddie

Mac

Gold

Pool

5.000 03/01/38

39,814

121,557

Freddie

Mac

Gold

Pool

5.000 03/01/38

123,001

4,906

Freddie

Mac

Gold

Pool

5.000 04/01/38

4,977

49,296

Freddie

Mac

Gold

Pool

5.000 04/01/38

49,882

59,533

Freddie

Mac

Gold

Pool

5.500 04/01/38

61,109

13,015

Freddie

Mac

Gold

Pool

5.500 05/01/38

13,401

1,542

Freddie

Mac

Gold

Pool

5.500 06/01/38

1,589

3,272

Freddie

Mac

Gold

Pool

6.000 07/01/38

3,388

6,897

Freddie

Mac

Gold

Pool

5.500 08/01/38

7,126

47,788

Freddie

Mac

Gold

Pool

5.500 08/01/38

49,377

6,279

Freddie

Mac

Gold

Pool

5.000 09/01/38

6,354

82,573

Freddie

Mac

Gold

Pool

5.500 09/01/38

84,994

28,359

Freddie

Mac

Gold

Pool

5.500 09/01/38

29,084

1,822

Freddie

Mac

Gold

Pool

5.500 10/01/38

1,875

32,732

Freddie

Mac

Gold

Pool

6.000 11/01/38

34,348

213,862

Freddie

Mac

Gold

Pool

5.500 01/01/39

220,513

150,134

Freddie

Mac

Gold

Pool

4.500 02/01/39

148,768

84,626

Freddie

Mac

Gold

Pool

5.000 02/01/39

85,632

6,622

Freddie

Mac

Gold

Pool

5.500 02/01/39

6,813

Freddie

Mac

Gold

Pool

4.500 03/01/39

35,418

Freddie

Mac

Gold

Pool

5.000 03/01/39

35,839

4,707

Freddie

Mac

Gold

Pool

6.000 03/01/39

4,939

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,276

Freddie

Mac

Gold

Pool

4.500 %

04/01/39

$

4,234

262,356

Freddie

Mac

Gold

Pool

4.500 04/01/39

259,968

52,384

Freddie

Mac

Gold

Pool

4.000 05/01/39

50,873

1,371

Freddie

Mac

Gold

Pool

4.500 05/01/39

1,359

34,235

Freddie

Mac

Gold

Pool

4.500 05/01/39

33,924

805,274

Freddie

Mac

Gold

Pool

4.500 05/01/39

797,946

36,458

Freddie

Mac

Gold

Pool

4.500 05/01/39

35,845

30,140

Freddie

Mac

Gold

Pool

5.000 05/01/39

30,498

72,042

Freddie

Mac

Gold

Pool

4.000 06/01/39

69,890

337,159

Freddie

Mac

Gold

Pool

4.500 06/01/39

334,091

11,673

Freddie

Mac

Gold

Pool

4.500 06/01/39

11,567

5,167

Freddie

Mac

Gold

Pool

5.000 06/01/39

5,229

2,113

Freddie

Mac

Gold

Pool

5.500 06/01/39

2,175

108,796

Freddie

Mac

Gold

Pool

4.000 07/01/39

105,591

44,594

Freddie

Mac

Gold

Pool

4.500 07/01/39

44,188

9,359

Freddie

Mac

Gold

Pool

4.500 07/01/39

9,229

3,429

Freddie

Mac

Gold

Pool

4.500 07/01/39

3,398

30,957

Freddie

Mac

Gold

Pool

5.000 07/01/39

31,325

53,969

Freddie

Mac

Gold

Pool

5.500 07/01/39

55,617

3,839

Freddie

Mac

Gold

Pool

4.500 08/01/39

3,804

9,125

Freddie

Mac

Gold

Pool

5.000 08/01/39

9,234

96,748

Freddie

Mac

Gold

Pool

4.000 09/01/39

93,806

237,154

Freddie

Mac

Gold

Pool

5.000 09/01/39

239,974

95,889

Freddie

Mac

Gold

Pool

5.000 09/01/39

97,029

1,135

Freddie

Mac

Gold

Pool

5.500 09/01/39

1,159

91,486

Freddie

Mac

Gold

Pool

6.500 09/01/39

95,286

29,746

Freddie

Mac

Gold

Pool

4.500 10/01/39

29,475

14,471

Freddie

Mac

Gold

Pool

4.500 10/01/39

14,340

28,940

Freddie

Mac

Gold

Pool

4.500 10/01/39

28,677

13,182

Freddie

Mac

Gold

Pool

5.000 10/01/39

13,329

6,080

Freddie

Mac

Gold

Pool

4.000 11/01/39

5,900

19,795

Freddie

Mac

Gold

Pool

4.500 11/01/39

19,615

8,141

Freddie

Mac

Gold

Pool

5.000 11/01/39

8,237

21,567

Freddie

Mac

Gold

Pool

4.500 12/01/39

21,319

34,068

Freddie

Mac

Gold

Pool

4.500 12/01/39

33,758

13,952

Freddie

Mac

Gold

Pool

4.500 12/01/39

13,825

52,643

Freddie

Mac

Gold

Pool

4.500 12/01/39

52,003

34,241

Freddie

Mac

Gold

Pool

5.500 12/01/39

35,245

47,741

Freddie

Mac

Gold

Pool

4.500 01/01/40

47,306

4,120

Freddie

Mac

Gold

Pool

5.000 01/01/40

4,169

5,621

Freddie

Mac

Gold

Pool

5.500 01/01/40

5,784

15,555

Freddie

Mac

Gold

Pool

5.500 03/01/40

16,011

139,806

Freddie

Mac

Gold

Pool

4.000 04/01/40

135,658

8,896

Freddie

Mac

Gold

Pool

4.500 04/01/40

8,815

28,422

Freddie

Mac

Gold

Pool

4.500 04/01/40

28,163

21,690

Freddie

Mac

Gold

Pool

5.000 04/01/40

21,948

45,659

Freddie

Mac

Gold

Pool

5.000 04/01/40

46,202

171,087

Freddie

Mac

Gold

Pool

6.000 04/01/40

179,169

500,717

Freddie

Mac

Gold

Pool

4.500 05/01/40

496,159

180,186

Freddie

Mac

Gold

Pool

5.000 05/01/40

182,330

1,309

Freddie

Mac

Gold

Pool

4.500 06/01/40

1,297

176,615

Freddie

Mac

Gold

Pool

5.500 06/01/40

181,731

273,392

Freddie

Mac

Gold

Pool

4.500 07/01/40

270,903

4,743

Freddie

Mac

Gold

Pool

4.500 08/01/40

4,700

47,083

Freddie

Mac

Gold

Pool

5.000 08/01/40

47,643

118,371

Freddie

Mac

Gold

Pool

5.000 08/01/40

119,780

11,605

Freddie

Mac

Gold

Pool

5.000 08/01/40

11,744

754,076

Freddie

Mac

Gold

Pool

5.500 08/01/40

776,451

63,326

Freddie

Mac

Gold

Pool

4.000 09/01/40

61,277

829,126

Freddie

Mac

Gold

Pool

4.000 11/01/40

802,474

567,673

Freddie

Mac

Gold

Pool

4.000 12/01/40

548,955

82,571

Freddie

Mac

Gold

Pool

3.500 01/01/41

78,351

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

125,950

Freddie

Mac

Gold

Pool

3.500 %

01/01/41

$

119,762

75,316

Freddie

Mac

Gold

Pool

4.000 01/01/41

72,833

76,245

Freddie

Mac

Gold

Pool

3.500 02/01/41

72,333

273,181

Freddie

Mac

Gold

Pool

4.000 02/01/41

264,172

90,172

Freddie

Mac

Gold

Pool

4.000 02/01/41

87,236

519,917

Freddie

Mac

Gold

Pool

4.000 04/01/41

502,882

92,599

Freddie

Mac

Gold

Pool

4.500 04/01/41

91,756

19,480

Freddie

Mac

Gold

Pool

5.000 04/01/41

19,712

85,158

Freddie

Mac

Gold

Pool

4.500 05/01/41

84,382

104,848

Freddie

Mac

Gold

Pool

4.500 06/01/41

103,893

219,238

Freddie

Mac

Gold

Pool

3.500 10/01/41

208,263

227,927

Freddie

Mac

Gold

Pool

5.000 10/01/41

230,641

327,899

Freddie

Mac

Gold

Pool

3.500 11/01/41

310,431

130,103

Freddie

Mac

Gold

Pool

4.500 12/01/41

128,918

1,092,458

Freddie

Mac

Gold

Pool

3.500 01/01/42

1,034,600

323,399

Freddie

Mac

Gold

Pool

3.500 02/01/42

306,371

358,497

Freddie

Mac

Gold

Pool

3.500 04/01/42

339,808

804,690

Freddie

Mac

Gold

Pool

4.000 05/01/42

778,147

3,003,771

Freddie

Mac

Gold

Pool

4.500 05/01/42

2,976,422

610,344

Freddie

Mac

Gold

Pool

3.500 07/01/42

577,829

141,396

Freddie

Mac

Gold

Pool

3.000 08/01/42

129,717

1,029,557

Freddie

Mac

Gold

Pool

3.000 10/01/42

942,974

711,702

Freddie

Mac

Gold

Pool

3.000 10/01/42

652,912

302,714

Freddie

Mac

Gold

Pool

3.500 12/01/42

285,491

1,099,414

Freddie

Mac

Gold

Pool

2.500 01/01/43

979,097

2,120,654

Freddie

Mac

Gold

Pool

3.000 01/01/43

1,944,801

3,115,660

Freddie

Mac

Gold

Pool

3.000 04/01/43

2,855,828

8,077,263

Freddie

Mac

Gold

Pool

3.000 04/01/43

7,404,927

895,538

Freddie

Mac

Gold

Pool

3.500 05/01/43

843,471

1,287,425

Freddie

Mac

Gold

Pool

3.000 08/01/43

1,179,253

925,923

Freddie

Mac

Gold

Pool

3.000 08/01/43

847,979

915,237

Freddie

Mac

Gold

Pool

3.500 08/01/43

862,027

334,896

Freddie

Mac

Gold

Pool

4.500 10/01/43

330,810

443,038

Freddie

Mac

Gold

Pool

4.000 11/01/43

428,002

796,529

Freddie

Mac

Gold

Pool

3.500 02/01/44

749,624

662,573

Freddie

Mac

Gold

Pool

4.000 02/01/44

639,780

5,257,215

Freddie

Mac

Gold

Pool

4.000 02/01/44

5,077,998

288,638

Freddie

Mac

Gold

Pool

4.000 04/01/44

278,663

367,691

Freddie

Mac

Gold

Pool

4.500 05/01/44

363,205

666,089

Freddie

Mac

Gold

Pool

4.000 06/01/44

640,907

1,044,371

Freddie

Mac

Gold

Pool

4.000 08/01/44

1,006,130

771,911

Freddie

Mac

Gold

Pool

3.500 09/01/44

725,891

1,116,984

Freddie

Mac

Gold

Pool

3.500 11/01/44

1,050,159

1,552,942

Freddie

Mac

Gold

Pool

3.500 12/01/44

1,460,030

874,516

Freddie

Mac

Gold

Pool

3.500 01/01/45

822,193

1,857,320

Freddie

Mac

Gold

Pool

3.000 02/01/45

1,695,938

2,216,505

Freddie

Mac

Gold

Pool

3.500 03/01/45

2,083,892

1,272,011

Freddie

Mac

Gold

Pool

4.000 03/01/45

1,226,478

909,870

Freddie

Mac

Gold

Pool

3.000 04/01/45

828,745

1,935,223

Freddie

Mac

Gold

Pool

3.500 04/01/45

1,819,428

4,638,040

Freddie

Mac

Gold

Pool

3.500 07/01/45

4,360,548

3,400,480

Freddie

Mac

Gold

Pool

4.500 07/01/45

3,362,127

10,099,152

Freddie

Mac

Gold

Pool

3.000 08/01/45

9,265,373

7,652,938

Freddie

Mac

Gold

Pool

3.500 10/01/45

7,214,681

1,446,292

Freddie

Mac

Gold

Pool

4.000 11/01/45

1,392,574

2,750,931

Freddie

Mac

Gold

Pool

3.500 12/01/45

2,584,176

6,568,072

Freddie

Mac

Gold

Pool

3.000 03/01/46

5,948,202

2,033,072

Freddie

Mac

Gold

Pool

3.500 03/01/46

1,908,275

1,064,482

Freddie

Mac

Gold

Pool

4.000 03/01/46

1,024,064

4,829,837

Freddie

Mac

Gold

Pool

3.000 04/01/46

4,370,519

4,680,501

Freddie

Mac

Gold

Pool

3.500 05/01/46

4,388,354

3,584,811

Freddie

Mac

Gold

Pool

3.500 08/01/46

3,374,514

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

7,258,873

Freddie

Mac

Gold

Pool

3.000 %

09/01/46

$

6,555,407

2,883,767

Freddie

Mac

Gold

Pool

4.000 09/01/46

2,770,702

2,644,103

Freddie

Mac

Gold

Pool

3.000 11/01/46

2,385,807

9,535,414

Freddie

Mac

Gold

Pool

3.000 11/01/46

8,571,582

3,258,541

Freddie

Mac

Gold

Pool

3.000 11/01/46

2,941,076

1,906,803

Freddie

Mac

Gold

Pool

3.000 12/01/46

1,720,038

2,392,118

Freddie

Mac

Gold

Pool

3.500 12/01/46

2,239,094

4,430,484

Freddie

Mac

Gold

Pool

3.000 02/01/47

3,995,373

1,413,763

Freddie

Mac

Gold

Pool

3.500 02/01/47

1,319,388

1,151,686

Freddie

Mac

Gold

Pool

4.000 02/01/47

1,105,336

1,757,190

Freddie

Mac

Gold

Pool

3.500 05/01/47

1,644,044

1,607,558

Freddie

Mac

Gold

Pool

3.000 08/01/47

1,447,586

2,093,086

Freddie

Mac

Gold

Pool

3.000 11/01/47

1,878,854

3,194,513

Freddie

Mac

Gold

Pool

3.000 12/01/47

2,867,699

9,922,411

Freddie

Mac

Gold

Pool

3.000 01/01/48

8,948,803

3,460,971

Freddie

Mac

Gold

Pool

3.000 02/01/48

3,101,139

2,475,843

Freddie

Mac

Gold

Pool

3.500 03/01/48

2,312,249

2,112,596

Freddie

Mac

Gold

Pool

3.500 05/01/48

1,963,899

1,606,016

Freddie

Mac

Gold

Pool

4.000 05/01/48

1,526,986

2,257,600

Freddie

Mac

Gold

Pool

3.500 07/01/48

2,099,628

2,346,362

Freddie

Mac

Gold

Pool

4.000 07/01/48

2,249,991

4,366,189

Freddie

Mac

Gold

Pool

4.000 08/01/48

4,186,622

811,926

Freddie

Mac

Gold

Pool

4.500 09/01/48

794,992

3,446,272

Freddie

Mac

Gold

Pool

4.000 10/01/48

3,304,178

1,983,673

Freddie

Mac

Gold

Pool

4.500 12/01/48

1,950,263

1,035,015

Freddie

Mac

Gold

Pool

4.500 02/01/49

1,016,951

2,857,855

Freddie

Mac

Gold

Pool

3.500 05/01/49

2,641,801

3,835

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6.500 04/01/35

3,937

973

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.125%)

6.000 10/01/35

997

7,673

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.255%)

5.986 02/01/36

7,887

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.345%)

6.090 07/01/36

2,722

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT6M

+

1.595%)

5.595 09/01/36

2,768

8,074

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT6M

+

1.724%)

5.830 09/01/36

8,279

6,614

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.245%)

6.206 09/01/36

6,757

6,176

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

5.960 01/01/37

6,385

1,079

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.765%)

5.929 02/01/37

1,107

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

5.948 02/01/37

33,933

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.853%)

6.136 03/01/37

34,975

31,243

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

5.959 04/01/37

32,267

13,945

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.602%)

6.596 04/01/37

14,276

2,467

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

2.086%)

7.007 05/01/37

2,522

8,199

(d) Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.248%)

5.895 06/01/37

8,418

1,013

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.750%)

6.375 06/01/37

1,037

22,807

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT6M

+

1.270%)

5.467 08/01/37

23,106

1,192

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT6M

+

1.520%)

5.973 09/01/37

1,209

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.795%)

6.545 09/01/37

16,510

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

2.055%)

7.055 04/01/38

17,242

4,458

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

2.004%)

6.884 06/01/38

4,590

1,616

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.625%)

6.375 07/01/38

1,660

2,759

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.861%)

6.486 06/01/40

2,840

4,204

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.886%)

6.136 01/01/41

4,336

2,172

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.880%)

6.880 05/01/41

2,250

45,564

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.860%)

6.449 08/01/41

47,081

32,116

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.750%)

6.500 09/01/41

33,506

5,909

(d) Freddie

Mac

Non

Gold

Pool,

(RFUCCT1Y

+

1.860%)

6.610 10/01/41

6,105

6,703,910

Freddie

Mac

Pool

1.500 04/01/37

6,028,470

9,710,353

Freddie

Mac

Pool

2.000 05/01/37

8,933,584

4,372,319

Freddie

Mac

Pool

4.000 07/01/49

4,184,735

2,598,946

Freddie

Mac

Pool

4.000 07/01/49

2,488,983

9,693,371

Freddie

Mac

Pool

3.000 11/01/49

8,710,480

9,146,971

Freddie

Mac

Pool

3.000 11/01/49

8,196,474

8,513,040

Freddie

Mac

Pool

3.000 02/01/50

7,645,349

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,897,501

Freddie

Mac

Pool

3.500 %

04/01/50

$

4,545,890

5,631,567

Freddie

Mac

Pool

2.000 07/01/50

4,591,234

10,522,504

Freddie

Mac

Pool

2.500 07/01/50

8,946,396

6,643,812

Freddie

Mac

Pool

3.500 07/01/50

6,154,481

8,059,174

Freddie

Mac

Pool

3.500 08/01/50

7,448,355

2,120,195

Freddie

Mac

Pool

4.000 11/01/50

2,029,146

6,129,220

Freddie

Mac

Pool

2.000 02/01/51

4,985,478

13,504,364

Freddie

Mac

Pool

2.500 04/01/51

11,449,330

5,843,998

Freddie

Mac

Pool

2.500 02/01/52

4,947,293

10,900,253

Freddie

Mac

Pool

3.000 03/01/52

9,628,671

11,239,356

Freddie

Mac

Pool

2.500 05/01/52

9,622,483

11,422,601

Freddie

Mac

Pool

2.500 05/01/52

9,662,744

5,185,869

Freddie

Mac

Pool

3.000 05/01/52

4,565,300

4,434,473

Freddie

Mac

Pool

4.000 06/01/52

4,246,856

5,302,623

Freddie

Mac

Pool

4.000 08/01/52

5,014,058

5,294,400

Freddie

Mac

Pool

3.500 10/01/52

4,859,209

4,716,548

Freddie

Mac

Pool

5.000 01/01/53

4,674,782

6,270,619

Freddie

Mac

Pool

6.500 10/01/54

6,482,798

6,635,650

Freddie

Mac

Pool

6.500 06/01/55

6,860,180

6,168

Ginnie

Mae

I

Pool

3.000 12/15/26

6,138

Ginnie

Mae

I

Pool

6.500 11/15/28

Ginnie

Mae

I

Pool

7.500 11/15/28

2,041

Ginnie

Mae

I

Pool

8.500 10/15/30

2,078

Ginnie

Mae

I

Pool

8.500 12/15/30

41,189

Ginnie

Mae

I

Pool

6.000 10/15/32

42,143

17,463

Ginnie

Mae

I

Pool

5.500 05/15/33

17,855

1,417

Ginnie

Mae

I

Pool

5.000 07/15/33

1,428

6,291

Ginnie

Mae

I

Pool

5.500 07/15/33

6,329

9,184

Ginnie

Mae

I

Pool

5.000 08/15/33

9,246

24,630

Ginnie

Mae

I

Pool

5.500 09/15/33

25,348

29,911

Ginnie

Mae

I

Pool

5.500 11/15/34

30,749

11,764

Ginnie

Mae

I

Pool

6.500 01/15/35

12,104

43,400

Ginnie

Mae

I

Pool

5.000 04/15/35

44,108

2,467

Ginnie

Mae

I

Pool

5.000 11/15/35

2,508

1,422

Ginnie

Mae

I

Pool

5.000 11/15/35

1,451

1,755

Ginnie

Mae

I

Pool

5.500 03/15/36

1,802

1,430

Ginnie

Mae

I

Pool

6.500 06/15/36

1,521

2,602

Ginnie

Mae

I

Pool

5.000 09/15/36

2,656

1,598

Ginnie

Mae

I

Pool

6.000 09/15/36

1,651

2,748

Ginnie

Mae

I

Pool

5.000 12/15/36

2,805

46,882

Ginnie

Mae

I

Pool

5.500 02/15/37

48,605

65,298

Ginnie

Mae

I

Pool

6.000 04/15/37

68,792

4,800

Ginnie

Mae

I

Pool

6.000 06/15/37

4,991

6,250

Ginnie

Mae

I

Pool

6.000 12/15/37

6,511

28,433

Ginnie

Mae

I

Pool

5.000 04/15/38

28,887

4,227

Ginnie

Mae

I

Pool

5.500 06/15/38

4,395

12,620

Ginnie

Mae

I

Pool

5.500 07/15/38

12,954

3,148

Ginnie

Mae

I

Pool

5.500 08/15/38

3,273

32,576

Ginnie

Mae

I

Pool

6.000 08/15/38

34,337

27,438

Ginnie

Mae

I

Pool

6.000 08/15/38

28,383

3,146

Ginnie

Mae

I

Pool

5.500 10/15/38

3,246

549

Ginnie

Mae

I

Pool

5.500 11/15/38

571

30,179

Ginnie

Mae

I

Pool

6.000 12/15/38

31,661

Ginnie

Mae

I

Pool

6.500 12/15/38

6,789

Ginnie

Mae

I

Pool

5.000 01/15/39

6,876

5,965

Ginnie

Mae

I

Pool

5.000 02/15/39

6,089

513

Ginnie

Mae

I

Pool

6.000 02/15/39

518

5,167

Ginnie

Mae

I

Pool

4.500 03/15/39

5,143

75,745

Ginnie

Mae

I

Pool

4.500 03/15/39

74,791

3,505

Ginnie

Mae

I

Pool

4.500 04/15/39

3,475

77,933

Ginnie

Mae

I

Pool

5.500 04/15/39

80,801

5,593

Ginnie

Mae

I

Pool

4.000 05/15/39

5,395

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

95,427

Ginnie

Mae

I

Pool

4.500 %

05/15/39

$

95,000

57,706

Ginnie

Mae

I

Pool

5.000 05/15/39

58,666

3,188

Ginnie

Mae

I

Pool

4.500 06/15/39

3,173

259,697

Ginnie

Mae

I

Pool

4.500 06/15/39

256,443

433,529

Ginnie

Mae

I

Pool

5.000 06/15/39

440,740

319,525

Ginnie

Mae

I

Pool

5.000 06/15/39

323,485

7,070

Ginnie

Mae

I

Pool

5.000 06/15/39

7,217

2,795

Ginnie

Mae

I

Pool

5.000 06/15/39

2,829

2,874

Ginnie

Mae

I

Pool

5.000 06/15/39

2,934

300,109

Ginnie

Mae

I

Pool

4.000 07/15/39

287,570

3,260

Ginnie

Mae

I

Pool

4.500 07/15/39

3,217

9,014

Ginnie

Mae

I

Pool

4.500 07/15/39

8,901

352,195

Ginnie

Mae

I

Pool

4.500 07/15/39

347,759

5,260

Ginnie

Mae

I

Pool

5.000 07/15/39

5,369

17,818

Ginnie

Mae

I

Pool

4.000 08/15/39

17,163

36,667

Ginnie

Mae

I

Pool

5.000 08/15/39

37,121

793

Ginnie

Mae

I

Pool

5.500 08/15/39

809

15,612

Ginnie

Mae

I

Pool

6.000 08/15/39

16,070

2,738

Ginnie

Mae

I

Pool

4.500 10/15/39

2,700

1,521

Ginnie

Mae

I

Pool

5.000 10/15/39

1,553

8,446

Ginnie

Mae

I

Pool

4.500 11/15/39

8,437

215,239

Ginnie

Mae

I

Pool

4.500 12/15/39

214,077

128,024

Ginnie

Mae

I

Pool

5.500 02/15/40

133,114

17,601

Ginnie

Mae

I

Pool

4.000 03/15/40

16,963

3,185

Ginnie

Mae

I

Pool

5.000 03/15/40

3,216

1,175

Ginnie

Mae

I

Pool

4.500 04/15/40

1,163

32,792

Ginnie

Mae

I

Pool

5.000 04/15/40

33,198

1,295

Ginnie

Mae

I

Pool

4.500 05/15/40

1,275

38,259

Ginnie

Mae

I

Pool

5.000 05/15/40

38,734

802,666

Ginnie

Mae

I

Pool

4.500 06/15/40

796,638

2,520

Ginnie

Mae

I

Pool

4.500 06/15/40

2,485

2,409

Ginnie

Mae

I

Pool

4.500 06/15/40

2,374

70,945

Ginnie

Mae

I

Pool

4.500 07/15/40

70,387

23,208

Ginnie

Mae

I

Pool

4.500 07/15/40

22,849

60,363

Ginnie

Mae

I

Pool

4.000 08/15/40

57,966

308,506

Ginnie

Mae

I

Pool

4.000 08/15/40

294,047

26,303

Ginnie

Mae

I

Pool

4.500 08/15/40

26,153

9,116

Ginnie

Mae

I

Pool

4.000 10/15/40

8,704

109,433

Ginnie

Mae

I

Pool

4.000 11/15/40

105,085

59,341

Ginnie

Mae

I

Pool

3.500 12/15/40

55,799

321,462

Ginnie

Mae

I

Pool

4.000 01/15/41

309,252

65,319

Ginnie

Mae

I

Pool

4.000 02/15/41

62,796

106,587

Ginnie

Mae

I

Pool

4.500 03/15/41

105,763

42,530

Ginnie

Mae

I

Pool

4.000 07/15/41

40,860

65,135

Ginnie

Mae

I

Pool

4.500 08/15/41

64,281

171,603

Ginnie

Mae

I

Pool

4.000 09/15/41

163,535

27,709

Ginnie

Mae

I

Pool

4.000 10/15/41

26,633

140,580

Ginnie

Mae

I

Pool

3.500 11/15/41

132,619

343,901

Ginnie

Mae

I

Pool

4.000 11/15/41

330,618

309,307

Ginnie

Mae

I

Pool

3.500 04/15/42

291,503

706,086

Ginnie

Mae

I

Pool

3.500 07/15/42

663,468

489,979

Ginnie

Mae

I

Pool

3.000 01/15/43

447,449

2,219,184

Ginnie

Mae

I

Pool

3.000 01/15/43

2,026,516

189,145

Ginnie

Mae

I

Pool

3.000 04/15/43

172,725

Ginnie

Mae

II

Pool

4.000 06/20/26

1,254

Ginnie

Mae

II

Pool

3.500 11/20/26

1,249

37,690

Ginnie

Mae

II

Pool

2.500 04/20/27

37,376

39,939

Ginnie

Mae

II

Pool

2.500 09/20/27

39,489

105,323

Ginnie

Mae

II

Pool

3.500 11/20/28

104,568

595

Ginnie

Mae

II

Pool

8.500 10/20/30

617

Ginnie

Mae

II

Pool

7.000 06/20/31

975,704

Ginnie

Mae

II

Pool

3.000 08/20/32

943,631

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,737

Ginnie

Mae

II

Pool

5.500 %

12/20/32

$

5,883

1,608

Ginnie

Mae

II

Pool

5.000 07/20/33

1,620

23,680

Ginnie

Mae

II

Pool

6.000 11/20/33

24,477

10,062

Ginnie

Mae

II

Pool

5.500 05/20/34

10,373

15,104

Ginnie

Mae

II

Pool

6.000 09/20/34

15,626

976

Ginnie

Mae

II

Pool

5.000 10/20/34

984

8,061

Ginnie

Mae

II

Pool

5.500 02/20/35

8,272

151,925

Ginnie

Mae

II

Pool

5.000 03/20/35

153,157

47,041

Ginnie

Mae

II

Pool

5.500 05/20/35

48,540

1,630

Ginnie

Mae

II

Pool

5.000 09/20/35

1,652

14,146

Ginnie

Mae

II

Pool

5.500 02/20/36

14,598

4,560

Ginnie

Mae

II

Pool

5.500 05/20/36

4,682

45,275

Ginnie

Mae

II

Pool

5.500 06/20/36

46,720

4,310

Ginnie

Mae

II

Pool

6.000 10/20/36

4,518

2,552

Ginnie

Mae

II

Pool

6.000 01/20/37

2,678

10,006

Ginnie

Mae

II

Pool

6.000 02/20/37

10,504

34,350

Ginnie

Mae

II

Pool

6.000 04/20/37

35,668

5,195

Ginnie

Mae

II

Pool

6.000 08/20/37

5,459

4,434

Ginnie

Mae

II

Pool

6.500 08/20/37

4,808

20,384

Ginnie

Mae

II

Pool

6.500 11/20/37

22,102

1,171

Ginnie

Mae

II

Pool

5.000 02/20/38

1,190

664

Ginnie

Mae

II

Pool

5.500 05/20/38

678

14,014

Ginnie

Mae

II

Pool

6.000 06/20/38

14,726

97,864

Ginnie

Mae

II

Pool

5.000 07/20/38

99,123

97,811

Ginnie

Mae

II

Pool

5.500 07/20/38

100,530

9,208

Ginnie

Mae

II

Pool

6.000 08/20/38

9,800

38,443

Ginnie

Mae

II

Pool

6.000 09/20/38

40,735

4,270

Ginnie

Mae

II

Pool

6.500 10/20/38

4,433

2,025

Ginnie

Mae

II

Pool

6.500 10/20/38

2,187

8,448

Ginnie

Mae

II

Pool

6.500 11/20/38

9,020

154,597

Ginnie

Mae

II

Pool

4.500 01/20/39

153,468

20,175

Ginnie

Mae

II

Pool

6.500 01/20/39

21,894

2,071

Ginnie

Mae

II

Pool

4.500 03/20/39

2,056

40,287

Ginnie

Mae

II

Pool

5.500 03/20/39

41,971

1,390

Ginnie

Mae

II

Pool

5.000 04/20/39

1,416

7,409

Ginnie

Mae

II

Pool

4.000 05/20/39

7,154

18,344

Ginnie

Mae

II

Pool

4.500 05/20/39

18,205

429,979

Ginnie

Mae

II

Pool

5.000 05/20/39

436,843

4,081

Ginnie

Mae

II

Pool

4.000 06/20/39

3,909

2,694

Ginnie

Mae

II

Pool

5.000 06/20/39

2,746

39,201

Ginnie

Mae

II

Pool

4.500 07/20/39

38,885

36,498

Ginnie

Mae

II

Pool

5.000 07/20/39

37,192

4,225

Ginnie

Mae

II

Pool

5.500 07/20/39

4,360

12,109

Ginnie

Mae

II

Pool

4.000 08/20/39

11,610

9,500

Ginnie

Mae

II

Pool

5.000 08/20/39

9,681

12,769

Ginnie

Mae

II

Pool

5.000 09/20/39

13,181

4,043

Ginnie

Mae

II

Pool

4.500 10/20/39

4,009

5,965

Ginnie

Mae

II

Pool

4.500 11/20/39

5,915

7,189

Ginnie

Mae

II

Pool

5.000 11/20/39

7,325

5,984

Ginnie

Mae

II

Pool

4.500 12/20/39

5,934

226,587

Ginnie

Mae

II

Pool

5.000 12/20/39

230,896

197,232

Ginnie

Mae

II

Pool

4.500 01/20/40

195,589

3,291

Ginnie

Mae

II

Pool

5.500 01/20/40

3,396

7,982

Ginnie

Mae

II

Pool

4.500 04/20/40

7,915

1,657

Ginnie

Mae

II

Pool

4.500 05/20/40

1,643

55,952

(d) Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5.625 05/20/40

56,846

41,557

Ginnie

Mae

II

Pool

5.000 06/20/40

42,450

282,789

Ginnie

Mae

II

Pool

4.500 07/20/40

280,433

8,509

Ginnie

Mae

II

Pool

5.000 07/20/40

8,671

20,581

Ginnie

Mae

II

Pool

4.500 08/20/40

20,371

18,693

Ginnie

Mae

II

Pool

4.500 09/20/40

18,525

6,154

Ginnie

Mae

II

Pool

5.500 09/20/40

6,350

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,767

Ginnie

Mae

II

Pool

6.500 %

09/20/40

$

4,951

12,398

Ginnie

Mae

II

Pool

6.000 10/20/40

12,988

241,166

Ginnie

Mae

II

Pool

4.000 11/20/40

233,303

104,382

Ginnie

Mae

II

Pool

5.500 12/20/40

107,717

653,019

Ginnie

Mae

II

Pool

4.000 01/20/41

628,507

180,777

Ginnie

Mae

II

Pool

4.500 02/20/41

179,224

199,269

Ginnie

Mae

II

Pool

4.500 04/20/41

197,547

45,562

Ginnie

Mae

II

Pool

5.000 04/20/41

46,081

11,402

(d) Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5.625 06/20/41

11,587

85,104

Ginnie

Mae

II

Pool

4.000 07/20/41

81,848

289,595

Ginnie

Mae

II

Pool

4.500 07/20/41

287,032

251,247

Ginnie

Mae

II

Pool

5.000 07/20/41

256,019

119,331

Ginnie

Mae

II

Pool

5.000 08/20/41

121,418

394,999

Ginnie

Mae

II

Pool

4.000 09/20/41

379,802

8,324

(d) Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5.375 09/20/41

8,455

500,756

Ginnie

Mae

II

Pool

4.000 10/20/41

481,491

17,102

(d) Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5.125 10/20/41

17,400

9,840

(d) Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5.125 10/20/41

10,064

65,906

Ginnie

Mae

II

Pool

5.500 10/20/41

68,010

663,459

Ginnie

Mae

II

Pool

4.500 11/20/41

657,589

303,917

Ginnie

Mae

II

Pool

5.000 11/20/41

309,512

67,781

Ginnie

Mae

II

Pool

6.000 11/20/41

71,222

361,817

Ginnie

Mae

II

Pool

3.500 01/20/42

342,942

44,569

(d) Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5.625 02/20/42

45,240

172,984

Ginnie

Mae

II

Pool

3.500 03/20/42

163,959

334,739

Ginnie

Mae

II

Pool

4.500 03/20/42

331,777

698,683

Ginnie

Mae

II

Pool

3.500 05/20/42

645,206

1,655,412

Ginnie

Mae

II

Pool

3.500 05/20/42

1,569,048

381,412

Ginnie

Mae

II

Pool

4.000 05/20/42

366,734

384,467

Ginnie

Mae

II

Pool

3.500 07/20/42

364,407

58,732

(d) Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5.375 07/20/42

59,662

511,233

Ginnie

Mae

II

Pool

3.000 08/20/42

468,749

662,207

Ginnie

Mae

II

Pool

3.500 08/20/42

614,854

1,625,478

Ginnie

Mae

II

Pool

3.500 08/20/42

1,540,666

306,459

Ginnie

Mae

II

Pool

6.000 08/20/42

322,032

656,431

Ginnie

Mae

II

Pool

3.500 10/20/42

622,179

760,787

Ginnie

Mae

II

Pool

3.000 11/20/42

697,563

764,653

Ginnie

Mae

II

Pool

3.000 12/20/42

689,303

897,817

Ginnie

Mae

II

Pool

3.000 12/20/42

822,832

667,056

Ginnie

Mae

II

Pool

3.000 01/20/43

611,344

1,141,026

Ginnie

Mae

II

Pool

3.000 02/20/43

1,045,493

858,147

Ginnie

Mae

II

Pool

3.000 02/20/43

785,481

204,378

Ginnie

Mae

II

Pool

5.000 04/20/43

208,263

451,237

Ginnie

Mae

II

Pool

3.000 05/20/43

413,080

688,200

Ginnie

Mae

II

Pool

3.000 06/20/43

629,864

1,713,035

Ginnie

Mae

II

Pool

3.500 06/20/43

1,581,893

1,503,193

Ginnie

Mae

II

Pool

3.000 07/20/43

1,375,460

710,752

Ginnie

Mae

II

Pool

3.500 07/20/43

673,550

2,864,708

Ginnie

Mae

II

Pool

4.500 08/20/43

2,831,992

978,519

Ginnie

Mae

II

Pool

3.500 09/20/43

924,877

314,363

Ginnie

Mae

II

Pool

4.000 09/20/43

302,227

4,093,972

Ginnie

Mae

II

Pool

3.500 10/20/43

3,879,122

1,866,944

Ginnie

Mae

II

Pool

4.000 10/20/43

1,794,682

177,234

Ginnie

Mae

II

Pool

3.500 11/20/43

167,928

333,943

Ginnie

Mae

II

Pool

4.000 11/20/43

321,017

325,777

Ginnie

Mae

II

Pool

4.500 12/20/43

322,055

358,957

Ginnie

Mae

II

Pool

4.500 01/20/44

354,858

423,567

Ginnie

Mae

II

Pool

3.500 02/20/44

400,888

572,455

Ginnie

Mae

II

Pool

4.000 02/20/44

550,125

569,588

Ginnie

Mae

II

Pool

4.000 05/20/44

547,311

597,430

Ginnie

Mae

II

Pool

4.000 06/20/44

574,064

1,531,473

Ginnie

Mae

II

Pool

3.500 07/20/44

1,446,308

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,815,965

Ginnie

Mae

II

Pool

3.500 %

10/20/44

$

4,534,012

504,608

Ginnie

Mae

II

Pool

4.500 10/20/44

498,715

1,099,006

Ginnie

Mae

II

Pool

3.500 11/20/44

1,036,755

1,388,486

Ginnie

Mae

II

Pool

3.000 12/20/44

1,252,633

2,578,234

Ginnie

Mae

II

Pool

4.000 12/20/44

2,475,260

3,472,827

Ginnie

Mae

II

Pool

3.500 02/20/45

3,274,353

2,060,322

Ginnie

Mae

II

Pool

4.000 03/20/45

1,978,273

1,411,902

Ginnie

Mae

II

Pool

3.000 04/20/45

1,282,711

3,032,440

Ginnie

Mae

II

Pool

3.000 06/20/45

2,752,142

6,907,287

Ginnie

Mae

II

Pool

3.000 07/20/45

6,268,279

2,366,150

Ginnie

Mae

II

Pool

4.000 10/20/45

2,277,735

3,950,345

Ginnie

Mae

II

Pool

4.000 11/20/45

3,784,955

1,788,663

Ginnie

Mae

II

Pool

3.000 12/20/45

1,622,482

1,587,158

Ginnie

Mae

II

Pool

3.500 12/20/45

1,492,097

8,447,586

Ginnie

Mae

II

Pool

3.000 03/20/46

7,662,098

2,993,014

Ginnie

Mae

II

Pool

3.000 04/20/46

2,707,072

1,805,426

Ginnie

Mae

II

Pool

4.000 04/20/46

1,729,212

8,035,764

Ginnie

Mae

II

Pool

3.000 05/20/46

7,286,042

4,923,764

Ginnie

Mae

II

Pool

3.500 05/20/46

4,611,405

1,825,144

Ginnie

Mae

II

Pool

3.000 06/20/46

1,654,717

1,115,021

Ginnie

Mae

II

Pool

3.500 06/20/46

1,044,277

1,385,236

Ginnie

Mae

II

Pool

3.000 07/20/46

1,255,849

2,379,885

Ginnie

Mae

II

Pool

3.500 08/20/46

2,250,459

1,338,707

Ginnie

Mae

II

Pool

3.000 09/20/46

1,213,594

5,479,207

Ginnie

Mae

II

Pool

3.500 09/20/46

5,155,876

2,637,431

Ginnie

Mae

II

Pool

3.000 10/20/46

2,390,872

1,460,193

Ginnie

Mae

II

Pool

3.000 12/20/46

1,321,443

9,136,070

Ginnie

Mae

II

Pool

3.000 01/20/47

8,281,275

1,040,561

Ginnie

Mae

II

Pool

4.000 01/20/47

995,254

2,233,815

Ginnie

Mae

II

Pool

4.000 04/20/47

2,134,115

2,386,799

Ginnie

Mae

II

Pool

3.500 05/20/47

2,244,190

1,211,299

Ginnie

Mae

II

Pool

3.500 06/20/47

1,142,416

1,530,339

Ginnie

Mae

II

Pool

3.000 07/20/47

1,383,614

2,768,633

Ginnie

Mae

II

Pool

4.500 07/20/47

2,732,320

2,867,950

Ginnie

Mae

II

Pool

3.000 08/20/47

2,588,581

3,221,351

Ginnie

Mae

II

Pool

3.500 08/20/47

3,036,158

5,696,902

Ginnie

Mae

II

Pool

3.000 09/20/47

5,148,985

7,214,946

Ginnie

Mae

II

Pool

4.000 09/20/47

6,894,081

5,146,180

Ginnie

Mae

II

Pool

3.500 11/20/47

4,836,009

5,808,351

Ginnie

Mae

II

Pool

3.500 12/20/47

5,445,704

2,430,021

Ginnie

Mae

II

Pool

3.500 01/20/48

2,277,568

3,022,657

Ginnie

Mae

II

Pool

4.000 05/20/48

2,890,367

2,236,461

Ginnie

Mae

II

Pool

4.000 06/20/48

2,132,364

5,229,984

Ginnie

Mae

II

Pool

3.500 07/20/48

4,900,242

2,359,218

Ginnie

Mae

II

Pool

4.000 08/20/48

2,247,947

1,571,984

Ginnie

Mae

II

Pool

5.000 08/20/48

1,586,631

1,494,796

Ginnie

Mae

II

Pool

4.500 09/20/48

1,471,719

1,242,760

Ginnie

Mae

II

Pool

5.000 10/20/48

1,256,446

1,048,173

Ginnie

Mae

II

Pool

4.500 11/20/48

1,031,344

3,782,245

Ginnie

Mae

II

Pool

3.500 12/20/48

3,543,781

2,401,918

Ginnie

Mae

II

Pool

3.500 04/20/49

2,242,840

8,106,847

Ginnie

Mae

II

Pool

4.500 04/20/49

8,009,231

2,482,882

Ginnie

Mae

II

Pool

4.000 05/20/49

2,357,565

1,576,875

Ginnie

Mae

II

Pool

3.500 06/20/49

1,475,511

3,600,519

Ginnie

Mae

II

Pool

3.500 09/20/49

3,363,497

2,579,928

Ginnie

Mae

II

Pool

3.500 11/20/49

2,408,493

20,868,028

Ginnie

Mae

II

Pool

2.500 12/20/49

18,023,864

11,777,862

Ginnie

Mae

II

Pool

3.000 02/20/50

10,557,857

5,523,491

Ginnie

Mae

II

Pool

3.500 02/20/50

5,156,601

7,827,530

Ginnie

Mae

II

Pool

3.500 04/20/50

7,302,751

7,621,468

Ginnie

Mae

II

Pool

3.000 05/20/50

6,826,013

3,864,088

Ginnie

Mae

II

Pool

2.000 08/20/50

3,193,944

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

7,752,641

Ginnie

Mae

II

Pool

2.500 %

08/20/50

$

6,674,287

12,499,514

Ginnie

Mae

II

Pool

2.500 10/20/50

10,768,613

29,897,111

Ginnie

Mae

II

Pool

2.000 11/20/50

24,712,088

14,145,932

Ginnie

Mae

II

Pool

2.500 12/20/50

12,178,213

19,547,747

Ginnie

Mae

II

Pool

2.000 01/20/51

16,157,603

4,848,911

Ginnie

Mae

II

Pool

2.500 01/20/51

4,178,878

17,381,515

Ginnie

Mae

II

Pool

2.000 02/20/51

14,367,058

3,353,967

Ginnie

Mae

II

Pool

1.500 04/20/51

2,657,010

13,786,532

Ginnie

Mae

II

Pool

2.000 04/20/51

11,395,549

7,995,755

Ginnie

Mae

II

Pool

2.500 04/20/51

6,883,913

11,764,215

Ginnie

Mae

II

Pool

2.500 05/20/51

10,127,918

11,741,987

Ginnie

Mae

II

Pool

2.000 06/20/51

9,705,587

2,808,650

Ginnie

Mae

II

Pool

3.000 06/20/51

2,509,701

33,374,557

Ginnie

Mae

II

Pool

2.500 07/20/51

28,730,418

5,072,797

Ginnie

Mae

II

Pool

2.000 08/20/51

4,193,028

21,119,817

Ginnie

Mae

II

Pool

2.500 08/20/51

18,180,950

6,330,129

Ginnie

Mae

II

Pool

3.000 08/20/51

5,655,329

30,171,122

Ginnie

Mae

II

Pool

2.500 09/20/51

25,983,718

8,693,304

Ginnie

Mae

II

Pool

3.000 09/20/51

7,767,481

1,874,957

Ginnie

Mae

II

Pool

3.000 10/20/51

1,675,919

61,789,895

Ginnie

Mae

II

Pool

2.000 11/20/51

51,073,743

1,822,682

Ginnie

Mae

II

Pool

3.500 11/20/51

1,688,714

14,206,882

Ginnie

Mae

II

Pool

2.000 12/20/51

11,742,998

8,965,440

Ginnie

Mae

II

Pool

2.500 12/20/51

7,718,266

10,661,624

Ginnie

Mae

II

Pool

3.000 12/20/51

9,527,585

3,411,070

Ginnie

Mae

II

Pool

3.500 01/20/52

3,157,474

8,494,796

Ginnie

Mae

II

Pool

2.500 02/20/52

7,313,120

3,886,320

Ginnie

Mae

II

Pool

3.500 02/20/52

3,598,575

7,749,455

Ginnie

Mae

II

Pool

2.000 04/20/52

6,405,476

2,583,005

Ginnie

Mae

II

Pool

2.500 04/20/52

2,223,690

3,883,691

Ginnie

Mae

II

Pool

3.000 04/20/52

3,469,684

13,730,612

Ginnie

Mae

II

Pool

2.000 05/20/52

11,349,327

6,116,588

Ginnie

Mae

II

Pool

2.500 05/20/52

5,265,724

6,755,645

Ginnie

Mae

II

Pool

3.000 05/20/52

6,035,484

7,303,246

Ginnie

Mae

II

Pool

4.000 05/20/52

6,906,384

6,044,940

Ginnie

Mae

II

Pool

3.000 06/20/52

5,400,638

8,233,592

Ginnie

Mae

II

Pool

4.000 06/20/52

7,785,320

2,542,918

Ginnie

Mae

II

Pool

3.000 07/20/52

2,274,409

2,560,078

Ginnie

Mae

II

Pool

3.500 07/20/52

2,367,363

3,659,803

Ginnie

Mae

II

Pool

4.500 07/20/52

3,564,498

3,680,902

Ginnie

Mae

II

Pool

3.500 08/20/52

3,401,106

7,526,676

Ginnie

Mae

II

Pool

4.000 08/20/52

7,113,880

5,333,726

Ginnie

Mae

II

Pool

4.500 08/20/52

5,194,830

3,541,596

Ginnie

Mae

II

Pool

5.000 08/20/52

3,534,932

1,338,209

Ginnie

Mae

II

Pool

3.500 09/20/52

1,234,775

3,479,668

Ginnie

Mae

II

Pool

4.000 09/20/52

3,292,493

21,686,509

Ginnie

Mae

II

Pool

4.500 09/20/52

21,118,424

3,566,101

Ginnie

Mae

II

Pool

5.000 09/20/52

3,551,015

6,150,693

Ginnie

Mae

II

Pool

5.500 09/20/52

6,253,789

6,355,546

Ginnie

Mae

II

Pool

4.000 10/20/52

6,020,701

1,718,972

Ginnie

Mae

II

Pool

3.500 11/20/52

1,589,305

3,794,761

Ginnie

Mae

II

Pool

4.500 11/20/52

3,694,189

15,906,723

Ginnie

Mae

II

Pool

5.000 11/20/52

15,867,103

6,616,397

Ginnie

Mae

II

Pool

5.500 11/20/52

6,721,062

4,325,903

Ginnie

Mae

II

Pool

3.500 12/20/52

3,990,543

910,971

Ginnie

Mae

II

Pool

4.000 12/20/52

860,904

1,984,196

Ginnie

Mae

II

Pool

4.500 12/20/52

1,931,608

5,578,630

Ginnie

Mae

II

Pool

5.500 12/20/52

5,662,384

2,823,122

Ginnie

Mae

II

Pool

6.000 12/20/52

2,893,416

5,096,732

Ginnie

Mae

II

Pool

3.500 01/20/53

4,726,682

2,165,063

Ginnie

Mae

II

Pool

5.000 01/20/53

2,159,011

4,164,425

Ginnie

Mae

II

Pool

6.000 01/20/53

4,266,434

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,321,874

Ginnie

Mae

II

Pool

6.500 %

01/20/53

$

2,422,508

4,362,490

Ginnie

Mae

II

Pool

2.500 02/20/53

3,765,129

3,755,190

Ginnie

Mae

II

Pool

3.000 02/20/53

3,371,897

1,631,720

Ginnie

Mae

II

Pool

4.000 02/20/53

1,542,365

3,648,858

Ginnie

Mae

II

Pool

4.500 02/20/53

3,548,534

4,498,579

Ginnie

Mae

II

Pool

5.000 02/20/53

4,481,266

3,861,789

Ginnie

Mae

II

Pool

5.500 02/20/53

3,909,244

2,441,665

Ginnie

Mae

II

Pool

4.500 03/20/53

2,374,533

10,829,269

Ginnie

Mae

II

Pool

5.000 03/20/53

10,764,940

3,777,439

Ginnie

Mae

II

Pool

5.500 03/20/53

3,834,059

1,801,349

Ginnie

Mae

II

Pool

6.000 03/20/53

1,844,016

7,847,984

Ginnie

Mae

II

Pool

4.000 04/20/53

7,417,905

1,792,046

Ginnie

Mae

II

Pool

5.000 04/20/53

1,781,950

1,789,984

Ginnie

Mae

II

Pool

5.500 04/20/53

1,816,815

1,366,224

Ginnie

Mae

II

Pool

4.500 05/20/53

1,327,495

9,646,348

Ginnie

Mae

II

Pool

5.000 05/20/53

9,607,545

2,699,985

Ginnie

Mae

II

Pool

3.500 06/20/53

2,511,813

12,707,610

Ginnie

Mae

II

Pool

5.500 06/20/53

12,890,401

2,484,982

Ginnie

Mae

II

Pool

6.500 06/20/53

2,590,476

9,717,320

Ginnie

Mae

II

Pool

4.500 07/20/53

9,435,611

6,749,847

Ginnie

Mae

II

Pool

5.000 07/20/53

6,712,980

9,274,908

Ginnie

Mae

II

Pool

5.500 07/20/53

9,397,005

4,733,198

Ginnie

Mae

II

Pool

6.000 07/20/53

4,841,508

9,411,665

Ginnie

Mae

II

Pool

5.500 08/20/53

9,541,259

1,566,013

Ginnie

Mae

II

Pool

6.000 08/20/53

1,602,316

791,728

Ginnie

Mae

II

Pool

7.000 08/20/53

824,232

4,267,814

Ginnie

Mae

II

Pool

5.000 09/20/53

4,245,605

6,519,425

Ginnie

Mae

II

Pool

6.000 09/20/53

6,658,030

4,799,365

Ginnie

Mae

II

Pool

5.000 10/20/53

4,772,695

7,826,128

Ginnie

Mae

II

Pool

6.000 11/20/53

8,024,140

4,947,208

Ginnie

Mae

II

Pool

6.500 11/20/53

5,144,341

1,833,048

Ginnie

Mae

II

Pool

7.000 11/20/53

1,903,917

1,847,898

Ginnie

Mae

II

Pool

7.000 12/20/53

1,923,768

3,091,601

Ginnie

Mae

II

Pool

5.500 01/20/54

3,141,580

3,893,893

Ginnie

Mae

II

Pool

6.000 01/20/54

3,970,065

4,966,433

Ginnie

Mae

II

Pool

6.500 01/20/54

5,168,554

2,830,902

Ginnie

Mae

II

Pool

4.500 02/20/54

2,739,095

7,600,836

Ginnie

Mae

II

Pool

5.000 02/20/54

7,560,547

4,432,541

Ginnie

Mae

II

Pool

5.500 02/20/54

4,485,484

1,534,637

Ginnie

Mae

II

Pool

6.000 02/20/54

1,565,976

1,151,100

Ginnie

Mae

II

Pool

6.500 02/20/54

1,197,842

2,545,474

Ginnie

Mae

II

Pool

6.000 03/20/54

2,594,547

4,512,242

Ginnie

Mae

II

Pool

5.000 04/20/54

4,481,644

2,294,329

Ginnie

Mae

II

Pool

5.500 04/20/54

2,323,473

3,751,053

Ginnie

Mae

II

Pool

6.000 04/20/54

3,827,752

2,730,779

Ginnie

Mae

II

Pool

5.000 05/20/54

2,709,461

13,133,257

Ginnie

Mae

II

Pool

5.500 05/20/54

13,298,081

2,449,323

Ginnie

Mae

II

Pool

4.500 06/20/54

2,369,638

5,795,059

Ginnie

Mae

II

Pool

6.000 06/20/54

5,913,554

2,046,581

Ginnie

Mae

II

Pool

6.500 06/20/54

2,136,726

5,139,694

Ginnie

Mae

II

Pool

4.500 07/20/54

4,972,348

7,090,106

Ginnie

Mae

II

Pool

6.000 07/20/54

7,222,782

4,046,245

Ginnie

Mae

II

Pool

6.500 07/20/54

4,208,358

20,044,514

Ginnie

Mae

II

Pool

5.500 08/20/54

20,218,208

7,866,731

Ginnie

Mae

II

Pool

6.000 08/20/54

8,012,828

12,651,183

Ginnie

Mae

II

Pool

5.500 09/20/54

12,783,345

5,205,499

Ginnie

Mae

II

Pool

6.000 09/20/54

5,301,436

9,769,054

Ginnie

Mae

II

Pool

4.500 10/20/54

9,449,957

4,577,600

Ginnie

Mae

II

Pool

5.000 10/20/54

4,539,523

3,104,607

Ginnie

Mae

II

Pool

6.500 10/20/54

3,226,861

11,086,790

Ginnie

Mae

II

Pool

5.000 11/20/54

10,994,286

6,562,463

Ginnie

Mae

II

Pool

5.500 11/20/54

6,626,181

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

1,177,882

Ginnie

Mae

II

Pool

7.000 %

11/20/54

$

1,223,698

18,819,577

Ginnie

Mae

II

Pool

5.000 12/20/54

18,662,072

1,611,807

Ginnie

Mae

II

Pool

5.500 12/20/54

1,626,939

2,336,491

Ginnie

Mae

II

Pool

6.500 12/20/54

2,428,132

5,063,792

Ginnie

Mae

II

Pool

4.500 01/20/55

4,898,431

5,684,527

Ginnie

Mae

II

Pool

5.000 02/20/55

5,634,986

4,881,398

Ginnie

Mae

II

Pool

5.000 05/20/55

4,839,920

8,608,643

Ginnie

Mae

II

Pool

5.500 05/20/55

8,671,645

7,123,321

Ginnie

Mae

II

Pool

6.000 05/20/55

7,253,601

4,894,175

Ginnie

Mae

II

Pool

5.000 06/20/55

4,852,127

8,956,411

Ginnie

Mae

II

Pool

5.500 06/20/55

9,025,601

15,344,385

Ginnie

Mae

II

Pool

5.500 07/20/55

15,459,768

4,457,829

Ginnie

Mae

II

Pool

6.000 07/20/55

4,535,483

9,459,633

Ginnie

Mae

II

Pool

6.000 08/20/55

9,624,418

4,601,929

Ginnie

Mae

II

Pool

6.500 08/20/55

4,782,433

5,490,869

Government

National

Mortgage

Association

(GNMA)

2.500 10/20/51

4,727,062

5,516,360

Government

National

Mortgage

Association

(GNMA)

2.500 11/20/51

4,748,998

5,285,407

Government

National

Mortgage

Association

(GNMA)

3.000 11/20/51

4,721,976

TOTAL

MORTGAGE

BACKED

5,038,736,849

MUNICIPAL

BONDS

-

0.8%

200,000

Alabama

Economic

Settlement

Authority

4.263 09/15/32

198,344

80,000

Alabama

Federal

Aid

Highway

Finance

Authority

2.650 09/01/37

65,258

300,000

American

Municipal

Power,

Inc

7.834 02/15/41

362,567

435,000

American

Municipal

Power,

Inc

6.270 02/15/50

445,987

1,165,000

American

Municipal

Power,

Inc

8.084 02/15/50

1,455,099

2,500,000

Bay

Area

Toll

Authority

6.263 04/01/49

2,611,659

755,000

Bay

Area

Toll

Authority

3.126 04/01/55

501,432

200,000

Board

of

Regents

of

the

University

of

Texas

System

3.852 08/15/46

163,040

700,000

Board

of

Regents

of

the

University

of

Texas

System

4.794 08/15/46

661,595

750,000

Board

of

Regents

of

the

University

of

Texas

System

2.439 08/15/49

456,039

340,000

California

Earthquake

Authority

5.603 07/01/27

343,094

100,000

California

Health

Facilities

Financing

Authority

4.190 06/01/37

93,736

100,000

California

Health

Facilities

Financing

Authority

4.353 06/01/41

90,865

200,000

California

Institute

of

Technology

4.321 08/01/45

170,303

750,000

California

Institute

of

Technology

3.650 09/01/19

466,298

200,000

California

State

University

3.899 11/01/47

161,731

1,000,000

California

State

University

2.897 11/01/51

689,723

750,000

California

State

University

2.975 11/01/51

491,699

950,000

California

State

University

2.939 11/01/52

642,563

2,000,000

California

State

University

5.183 11/01/53

1,860,118

720,000

Central

Puget

Sound

Regional

Transit

Authority

5.491 11/01/39

731,684

1,665,000

Charlotte-Mecklenburg

Hospital

Authority

3.204 01/15/51

1,125,513

2,250,000

Chicago

O'Hare

International

Airport

6.395 01/01/40

2,467,164

120,000

Chicago

O'Hare

International

Airport

4.472 01/01/49

104,466

130,000

Chicago

O'Hare

International

Airport

4.572 01/01/54

113,107

159,420

Chicago

Transit

Authority

Sales

Tax

Receipts

Fund

6.200 12/01/40

168,571

680,000

City

of

Atlanta

GA

Water

&

Wastewater

Revenue

2.257 11/01/35

573,489

500,000

City

of

Chicago

IL

5.879 01/01/31

502,119

690,000

City

of

Houston

TX

3.961 03/01/47

583,365

140,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4.242 05/15/48

120,283

1,000,000

City

of

New

York

NY

4.610 09/01/37

975,083

1,000,000

City

of

New

York

NY

5.264 10/01/44

959,266

210,000

City

of

New

York

NY

6.291 02/01/45

218,684

655,000

City

of

New

York

NY

5.559 10/01/45

643,969

755,000

City

of

New

York

NY

5.094 10/01/49

705,853

1,000,000

City

of

New

York

NY

5.372 10/01/51

960,741

345,000

City

of

New

York

NY

5.263 10/01/52

325,630

1,440,000

City

of

New

York

NY

5.828 10/01/53

1,463,009

1,000,000

City

of

New

York

NY

5.114 10/01/54

914,706

1,000,000

City

of

New

York

NY

5.935 02/01/55

1,024,912

245,000

City

of

New

York

NY

6.385 02/01/55

255,725

470,000

City

of

New

York

NY

5.392 10/01/55

453,056

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

1,000,000

City

of

Riverside

CA

3.857 %

06/01/45

$

876,077

750,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5.808 02/01/41

767,748

1,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5.469 02/01/45

1,003,043

1,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5.569 02/01/50

999,783

875,000

City

of

Tucson

AZ

2.856 07/01/47

640,499

200,000

Commonwealth

Financing

Authority

4.014 06/01/33

194,536

100,000

Commonwealth

Financing

Authority

3.864 06/01/38

92,069

100,000

Commonwealth

Financing

Authority

4.144 06/01/38

93,714

645,000

Commonwealth

Financing

Authority

3.807 06/01/41

554,907

825,000

Commonwealth

Financing

Authority

2.991 06/01/42

633,024

1,000,000

Commonwealth

of

Massachusetts

3.769 07/15/29

992,496

173,084

Commonwealth

of

Massachusetts

4.110 07/15/31

172,823

100,000

Commonwealth

of

Massachusetts

3.277 06/01/46

78,666

750,000

Commonwealth

of

Massachusetts

2.900 09/01/49

510,594

500,000

Commonwealth

of

Massachusetts

Transportation

Fund

Revenue

5.731 06/01/40

518,547

130,000

County

of

Broward

FL

Airport

System

Revenue

3.477 10/01/43

109,184

200,000

County

of

Clark

Department

of

Aviation

6.820 07/01/45

221,560

135,000

County

of

Miami-Dade

FL

Aviation

Revenue

4.280 10/01/41

123,173

510,000

County

of

Miami-Dade

Seaport

Department

6.224 11/01/55

524,021

1,000,000

County

of

Riverside

CA

3.818 02/15/38

943,946

500,000

Dallas

Area

Rapid

Transit

5.999 12/01/44

517,810

1,485,000

Dallas

Area

Rapid

Transit

2.613 12/01/48

1,006,016

750,000

Dallas

Area

Rapid

Transit

5.022 12/01/48

693,310

250,000

Dallas

Fort

Worth

International

Airport

2.994 11/01/38

215,130

235,000

Dallas

Fort

Worth

International

Airport

3.089 11/01/40

189,265

100,000

Dallas

Fort

Worth

International

Airport

3.144 11/01/45

75,587

255,000

Dallas

Fort

Worth

International

Airport

2.843 11/01/46

182,882

210,000

Dallas

Fort

Worth

International

Airport

2.919 11/01/50

145,331

235,000

Dallas

Fort

Worth

International

Airport

4.087 11/01/51

190,182

445,000

Dallas

Fort

Worth

International

Airport

4.507 11/01/51

379,151

350,000

Denver

City

&

County

School

District

No

4.242 12/15/37

337,482

445,000

District

of

Columbia

Water

&

Sewer

Authority

4.814 10/01/14

372,267

500,000

Duke

University

2.682 10/01/44

368,209

500,000

Duke

University

2.757 10/01/50

317,899

500,000

Duke

University

2.832 10/01/55

308,519

750,000

East

Bay

Municipal

Utility

District

Water

System

Revenue

5.874 06/01/40

786,231

190,000

Empire

State

Development

Corp

3.900 03/15/33

190,141

810,000

Empire

State

Development

Corp

3.900 03/15/33

791,295

360,000

Foothill-Eastern

Transportation

Corridor

Agency

4.094 01/15/49

292,372

300,000

Foothill-Eastern

Transportation

Corridor

Agency

3.924 01/15/53

234,998

300,000

George

Washington

University

4.300 09/15/44

250,566

200,000

George

Washington

University

4.868 09/15/45

181,297

375,000

George

Washington

University

4.126 09/15/48

300,692

1,000,000

Golden

State

Tobacco

Securitization

Corp

3.487 06/01/36

857,780

490,000

Golden

State

Tobacco

Securitization

Corp

3.115 06/01/38

408,571

430,000

Golden

State

Tobacco

Securitization

Corp

3.714 06/01/41

341,068

450,000

Golden

State

Tobacco

Securitization

Corp

3.850 06/01/50

411,419

1,000,000

Golden

State

Tobacco

Securitization

Corp

4.214 06/01/50

758,375

970,000

Grand

Parkway

Transportation

Corp

3.236 10/01/52

675,402

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.651 01/15/46

158,811

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.086 09/15/51

133,902

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.652 08/15/57

143,791

1,500,000

Idaho

Energy

Resources

Authority

2.861 09/01/46

1,045,350

500,000

Illinois

State

Toll

Highway

Authority

6.184 01/01/34

531,963

385,000

Indiana

Finance

Authority

3.051 01/01/51

279,162

755,000

JobsOhio

Beverage

System

2.833 01/01/38

638,536

15,000

JobsOhio

Beverage

System

2.833 01/01/38

12,575

1,500,000

Kansas

Development

Finance

Authority

2.774 05/01/51

1,043,618

240,000

Los

Angeles

Community

College

District

6.750 08/01/49

267,524

1,500,000

Los

Angeles

Department

of

Water

&

Power

6.574 07/01/45

1,591,049

588,109

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.081 06/01/31

595,773

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.145 02/01/33

995,571

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.048 %

12/01/34

$

1,025,199

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.275 02/01/36

983,063

830,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.475 08/01/39

800,792

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.198 12/01/39

1,017,695

765,000

Maryland

Economic

Development

Corp

5.433 05/31/56

744,183

940,000

Maryland

Economic

Development

Corp

5.942 05/31/57

943,449

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.052 07/01/40

783,668

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.197 07/01/50

681,632

100,000

Massachusetts

School

Building

Authority

5.715 08/15/39

103,246

200,000

Metropolitan

Government

Nashville

&

Davidson

County

Health

&

Educational

Facs

Bd

4.053 07/01/26

199,999

100,000

Metropolitan

Government

of

Nashville

&

Davidson

County

Convention

Center

Auth

6.731 07/01/43

107,044

940,000

Metropolitan

Transportation

Authority

6.648 11/15/39

998,643

1,510,000

Metropolitan

Transportation

Authority

7.336 11/15/39

1,751,336

25,000

Metropolitan

Transportation

Authority

5.175 11/15/49

23,355

960,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5.720 12/01/38

989,737

350,000

Michigan

Finance

Authority

3.384 12/01/40

292,562

235,000

Michigan

State

University

4.496 08/15/48

213,875

1,000,000

Michigan

State

University

4.165 08/15/22

712,588

770,000

Michigan

Strategic

Fund

3.225 09/01/47

584,593

500,000

Missouri

Highway

&

Transportation

Commission

5.445 05/01/33

513,990

232,000

Municipal

Electric

Authority

of

Georgia

6.637 04/01/57

248,991

462,000

Municipal

Electric

Authority

of

Georgia

6.655 04/01/57

499,033

702,000

New

Jersey

Economic

Development

Authority

7.425 02/15/29

736,408

1,335,000

New

Jersey

Turnpike

Authority

7.414 01/01/40

1,579,467

1,000,000

New

Jersey

Turnpike

Authority

7.102 01/01/41

1,154,735

2,385,000

New

York

City

Municipal

Water

Finance

Authority

5.440 06/15/43

2,301,578

1,415,000

New

York

City

Transitional

Finance

Authority

4.375 05/01/37

1,363,366

1,000,000

New

York

State

Dormitory

Authority

5.228 07/01/35

1,029,004

120,000

New

York

State

Dormitory

Authority

5.628 03/15/39

123,217

24,763

New

York

State

Dormitory

Authority

5.600 03/15/40

25,077

200,000

New

York

State

Dormitory

Authority

4.946 08/01/48

177,044

1,000,000

New

York

State

Dormitory

Authority

5.832 07/01/55

1,040,827

1,000,000

North

Texas

Tollway

Authority

6.718 01/01/49

1,092,539

605,000

Ohio

Turnpike

&

Infrastructure

Commission

3.216 02/15/48

444,965

523,807

Oklahoma

Development

Finance

Authority

3.877 05/01/37

516,324

500,000

Oklahoma

Development

Finance

Authority

4.623 06/01/44

486,435

750,000

Oklahoma

Development

Finance

Authority

4.380 11/01/45

709,812

250,000

Oklahoma

Development

Finance

Authority

4.714 05/01/52

228,579

308,897

Oregon

School

Boards

Association

4.759 06/30/28

310,422

186,886

Oregon

School

Boards

Association

5.680 06/30/28

189,570

1,000,000

Oregon

State

University

3.424 03/01/60

698,420

2,500,000

Pennsylvania

Economic

Development

Financing

Authority

5.689 06/01/54

2,517,116

500,000

Pennsylvania

State

University

2.790 09/01/43

382,536

205,000

Pennsylvania

State

University

2.840 09/01/50

137,836

750,000

Pennsylvania

Turnpike

Commission

6.105 12/01/39

803,915

300,000

Permanent

University

Fund-Texas

A&M

University

System

3.660 07/01/47

246,755

200,000

Permanent

University

Fund-University

of

Texas

System

3.376 07/01/47

150,824

1,215,000

Port

Authority

of

New

York

&

New

Jersey

6.040 12/01/29

1,300,961

500,000

Port

Authority

of

New

York

&

New

Jersey

5.647 11/01/40

523,176

300,000

Port

Authority

of

New

York

&

New

Jersey

4.823 06/01/45

276,453

1,000,000

Port

Authority

of

New

York

&

New

Jersey

5.310 08/01/46

984,244

200,000

Port

Authority

of

New

York

&

New

Jersey

4.031 09/01/48

163,420

900,000

Port

Authority

of

New

York

&

New

Jersey

3.139 02/15/51

652,182

400,000

Port

Authority

of

New

York

&

New

Jersey

4.229 10/15/57

327,321

1,600,000

Port

Authority

of

New

York

&

New

Jersey

3.175 07/15/60

1,033,356

2,200,000

Port

Authority

of

New

York

&

New

Jersey

4.810 10/15/65

1,973,183

250,000

Port

Authority

of

New

York

&

New

Jersey

3.287 08/01/69

159,088

1,000,000

Port

of

Morrow

OR

2.543 09/01/40

764,441

1,000,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.132 05/15/32

984,690

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.006 05/15/50

492,266

1,500,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.563 05/15/53

1,278,826

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.256 05/15/60

476,957

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.706 %

05/15/20

$

471,147

500,000

Rutgers

The

State

University

of

New

Jersey

3.270 05/01/43

406,196

500,000

Rutgers

The

State

University

of

New

Jersey

3.915 05/01/19

330,061

175,000

Sales

Tax

Securitization

Corp

4.637 01/01/40

170,320

1,125,000

Sales

Tax

Securitization

Corp

3.238 01/01/42

919,447

200,000

Sales

Tax

Securitization

Corp

3.587 01/01/43

170,647

1,000,000

Sales

Tax

Securitization

Corp

3.820 01/01/48

800,515

200,000

Sales

Tax

Securitization

Corp

4.787 01/01/48

183,109

100,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

4.839 01/01/41

96,256

500,000

San

Diego

County

Water

Authority

6.138 05/01/49

508,469

920,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4.655 10/01/27

930,542

1,000,000

San

Joaquin

Hills

Transportation

Corridor

Agency

3.492 01/15/50

758,763

100,000

San

Jose

Redevelopment

Agency

Successor

Agency

3.375 08/01/34

93,768

750,000

State

Board

of

Administration

Finance

Corp

1.705 07/01/27

729,630

400,000

State

Board

of

Administration

Finance

Corp

2.154 07/01/30

368,331

2,000,000

State

Board

of

Administration

Finance

Corp

5.526 07/01/34

2,097,276

200,000

State

of

California

3.500 04/01/28

198,554

2,000,000

State

of

California

4.875 09/01/30

2,067,057

1,000,000

State

of

California

5.750 10/01/31

1,073,759

1,000,000

State

of

California

6.000 03/01/33

1,081,055

70,000

State

of

California

4.500 04/01/33

70,699

230,000

State

of

California

4.500 04/01/33

227,614

250,000

State

of

California

7.500 04/01/34

287,399

1,000,000

State

of

California

5.125 03/01/38

1,004,279

225,000

State

of

California

4.600 04/01/38

227,677

1,485,000

State

of

California

7.550 04/01/39

1,764,484

3,400,000

State

of

California

7.300 10/01/39

3,909,218

2,740,000

State

of

California

7.625 03/01/40

3,263,729

1,500,000

State

of

California

7.600 11/01/40

1,801,099

595,000

State

of

California

5.200 03/01/43

591,501

620,000

State

of

Connecticut

5.850 03/15/32

660,547

5,191,667

State

of

Illinois

5.100 06/01/33

5,290,445

996,154

State

of

Illinois

6.725 04/01/35

1,043,357

46,911

State

of

Oregon

5.892 06/01/27

47,474

600,000

State

of

Texas

4.631 04/01/33

598,919

46,865

State

of

Texas

5.517 04/01/39

48,056

1,000,000

State

of

Texas

4.681 04/01/40

976,176

200,000

State

of

Wisconsin

3.154 05/01/27

198,485

200,000

State

of

Wisconsin

3.954 05/01/36

189,212

583,000

State

Public

School

Building

Authority

5.000 09/15/27

590,129

100,000

Sumter

Landing

Community

Development

District

4.172 10/01/47

90,339

837,307

Texas

Natural

Gas

Securitization

Finance

Corp

5.102 04/01/35

858,098

2,285,000

Texas

Natural

Gas

Securitization

Finance

Corp

5.169 04/01/41

2,316,428

430,000

Texas

Private

Activity

Bond

Surface

Transportation

Corp

3.922 12/31/49

343,249

150,000

Texas

Transportation

Commission

State

Highway

Fund

5.028 04/01/26

150,003

1,190,000

Texas

Transportation

Commission

State

Highway

Fund

5.178 04/01/30

1,211,016

220,000

Trustees

of

Princeton

University

5.700 03/01/39

233,571

500,000

Trustees

of

the

University

of

Pennsylvania

2.396 10/01/50

289,987

100,000

Trustees

of

the

University

of

Pennsylvania

4.674 09/01/12

80,137

500,000

Trustees

of

the

University

of

Pennsylvania

3.610 02/15/19

312,410

205,000

United

Nations

Development

Corp

6.536 08/01/55

216,519

1,000,000

University

of

California

1.316 05/15/27

971,935

500,000

University

of

California

3.349 07/01/29

490,119

1,000,000

University

of

California

1.614 05/15/30

907,940

200,000

University

of

California

3.931 05/15/45

183,891

200,000

University

of

California

4.131 05/15/45

181,007

1,500,000

University

of

California

3.071 05/15/51

1,003,348

860,000

University

of

California

4.858 05/15/12

702,702

200,000

University

of

California

4.767 05/15/15

160,341

500,000

University

of

Chicago

2.761 04/01/45

390,754

300,000

University

of

Chicago

4.003 10/01/53

234,818

750,000

University

of

Michigan

2.437 04/01/40

566,256

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

1,000,000

University

of

Michigan

3.599 %

04/01/47

$

824,638

500,000

University

of

Michigan

2.562 04/01/50

307,253

750,000

University

of

Michigan

3.504 04/01/52

544,644

500,000

University

of

Michigan

3.504 04/01/52

363,096

750,000

University

of

Michigan

4.454 04/01/22

582,344

1,500,000

University

of

Minnesota

4.048 04/01/52

1,201,512

500,000

University

of

Nebraska

Facilities

Corp

3.037 10/01/49

364,371

300,000

University

of

Southern

California

3.028 10/01/39

244,467

200,000

University

of

Southern

California

3.841 10/01/47

157,133

500,000

University

of

Southern

California

2.805 10/01/50

313,481

200,000

University

of

Southern

California

5.250 10/01/11

181,015

1,000,000

University

of

Virginia

2.256 09/01/50

572,368

1,600,000

University

of

Virginia

2.584 11/01/51

971,242

500,000

University

of

Virginia

3.227 09/01/19

280,531

375,000

Williamsburg

Economic

Development

Authority

4.957 11/01/35

377,011

TOTAL

MUNICIPAL

BONDS

156,070,210

U.S.

TREASURY

SECURITIES

-

43.7%

10,000,000

United

States

Treasury

Note

4.125 01/31/27

10,030,859

75,000,000

United

States

Treasury

Note

3.875 03/31/27

75,099,023

1,000,000

United

States

Treasury

Note

3.750 04/30/27

999,576

77,000,000

United

States

Treasury

Note

3.750 06/30/27

76,939,844

30,500,000

United

States

Treasury

Note

3.875 07/31/27

30,511,914

30,000,000

United

States

Treasury

Note

3.625 08/31/27

29,910,938

25,000,000

United

States

Treasury

Note

3.500 09/30/27

24,877,930

15,000,000

United

States

Treasury

Note

3.875 10/15/27

15,009,375

20,000,000

United

States

Treasury

Note

3.500 10/31/27

19,892,969

65,000,000

United

States

Treasury

Note

4.125 11/15/27

65,279,297

50,000,000

(a) United

States

Treasury

Note

3.375 02/29/28

49,605,469

10,000,000

United

States

Treasury

Note

3.750 04/15/28

9,986,328

98,000,000

United

States

Treasury

Note

3.750 05/15/28

97,866,015

90,000,000

United

States

Treasury

Note

3.875 06/15/28

90,119,531

30,000,000

United

States

Treasury

Note

3.875 07/15/28

30,035,156

26,750,000

United

States

Treasury

Note

3.500 03/15/29

26,513,848

80,500,000

United

States

Treasury

Note

4.125 10/31/29

81,160,351

110,500,000

United

States

Treasury

Note

4.125 11/30/29

111,415,078

40,000,000

United

States

Treasury

Note

4.375 12/31/29

40,676,562

27,000,000

United

States

Treasury

Note

4.250 01/31/30

27,341,719

7,200,000

United

States

Treasury

Note

4.000 03/31/30

7,225,875

47,750,000

United

States

Treasury

Note

3.875 04/30/30

47,697,773

190,000,000

United

States

Treasury

Note

4.000 05/31/30

190,645,704

110,000,000

United

States

Treasury

Note

3.875 06/30/30

109,832,422

38,500,000

United

States

Treasury

Note

3.875 07/31/30

38,435,332

15,000,000

United

States

Treasury

Note

3.500 11/30/30

14,724,023

161,000,000

United

States

Treasury

Note

3.750 01/31/31

159,628,985

25,000,000

United

States

Treasury

Note

3.875 03/31/31

24,919,922

62,000,000

United

States

Treasury

Note

4.125 11/30/31

62,302,734

48,000,000

United

States

Treasury

Note

4.500 12/31/31

49,140,000

60,000,000

United

States

Treasury

Note

4.375 01/31/32

61,021,875

20,000,000

United

States

Treasury

Note

4.125 02/29/32

20,074,219

7,000,000

United

States

Treasury

Note

4.125 03/31/32

7,024,609

5,000,000

United

States

Treasury

Note

4.000 04/30/32

4,981,445

100,000,000

United

States

Treasury

Note

4.125 05/31/32

100,261,719

70,000,000

United

States

Treasury

Note

4.125 06/30/32

69,680,078

35,000,000

United

States

Treasury

Note

3.875 08/31/32

34,561,133

10,000,000

United

States

Treasury

Note

3.875 09/30/32

9,869,531

30,000,000

United

States

Treasury

Note

3.750 10/31/32

29,375,391

3,000,000

United

States

Treasury

Note

3.750 11/30/32

2,936,133

29,000,000

United

States

Treasury

Note

4.000 11/15/35

28,288,594

30,000,000

United

States

Treasury

Note

4.125 02/15/36

29,531,250

2,500,000

United

States

Treasury

Note

4.625 11/15/44

2,419,043

1,000,000

(a) United

States

Treasury

Note

4.625 02/15/46

964,062

3,250,000

United

States

Treasury

Note

4.500 11/15/54

3,036,211

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

36,950,000

United

States

Treasury

Note

4.625 %

02/15/55

$

35,242,506

4,800,000

United

States

Treasury

Note

4.750 05/15/55

4,673,813

9,500,000

United

States

Treasury

Note

4.750 08/15/55

9,258,047

21,000,000

United

States

Treasury

Note

4.625 11/15/55

20,064,844

28,500,000

United

States

Treasury

Note

4.750 02/15/56

27,796,406

62,000,000

United

States

Treasury

Note/Bond

1.500 01/31/27

60,870,801

30,000,000

United

States

Treasury

Note/Bond

4.125 02/15/27

30,093,281

87,000,000

United

States

Treasury

Note/Bond

1.875 02/28/27

85,538,671

45,000,000

(a) United

States

Treasury

Note/Bond

4.250 03/15/27

45,217,265

96,900,000

United

States

Treasury

Note/Bond

2.500 03/31/27

95,761,425

50,000,000

United

States

Treasury

Note/Bond

4.500 04/15/27

50,380,662

11,000,000

United

States

Treasury

Note/Bond

2.750 04/30/27

10,880,857

30,000,000

United

States

Treasury

Note/Bond

4.500 05/15/27

30,220,313

40,000,000

United

States

Treasury

Note/Bond

2.625 05/31/27

39,457,812

47,600,000

United

States

Treasury

Note/Bond

4.625 06/15/27

48,046,250

5,000,000

United

States

Treasury

Note/Bond

0.500 06/30/27

4,799,609

96,000,000

United

States

Treasury

Note/Bond

3.250 06/30/27

95,332,500

111,000,000

United

States

Treasury

Note/Bond

2.750 07/31/27

109,443,398

46,000,000

United

States

Treasury

Note/Bond

2.250 08/15/27

45,029,688

120,000,000

United

States

Treasury

Note/Bond

3.750 08/15/27

119,850,000

48,000,000

United

States

Treasury

Note/Bond

3.125 08/31/27

47,529,375

30,000,000

United

States

Treasury

Note/Bond

3.375 09/15/27

29,804,297

58,000,000

United

States

Treasury

Note/Bond

4.125 09/30/27

58,237,890

163,000,000

United

States

Treasury

Note/Bond

4.125 10/31/27

163,674,921

75,000,000

United

States

Treasury

Note/Bond

0.625 11/30/27

71,144,531

128,500,000

United

States

Treasury

Note/Bond

3.875 11/30/27

128,575,293

37,000,000

United

States

Treasury

Note/Bond

3.875 12/31/27

37,026,015

48,800,000

United

States

Treasury

Note/Bond

2.750 02/15/28

47,864,031

86,000,000

United

States

Treasury

Note/Bond

4.000 02/29/28

86,282,188

14,500,000

United

States

Treasury

Note/Bond

3.625 03/31/28

14,447,324

14,000,000

United

States

Treasury

Note/Bond

3.500 04/30/28

13,911,406

66,000,000

United

States

Treasury

Note/Bond

2.875 05/15/28

64,744,453

116,000,000

United

States

Treasury

Note/Bond

3.625 05/31/28

115,542,344

20,000,000

United

States

Treasury

Note/Bond

1.250 06/30/28

18,903,125

71,500,000

United

States

Treasury

Note/Bond

4.000 06/30/28

71,798,848

81,000,000

United

States

Treasury

Note/Bond

4.125 07/31/28

81,556,875

50,000,000

United

States

Treasury

Note/Bond

1.125 08/31/28

46,914,063

40,000,000

United

States

Treasury

Note/Bond

4.375 08/31/28

40,500,000

24,000,000

United

States

Treasury

Note/Bond

4.625 09/30/28

24,459,375

10,000,000

United

States

Treasury

Note/Bond

1.375 10/31/28

9,403,906

98,000,000

United

States

Treasury

Note/Bond

4.875 10/31/28

100,499,765

85,000,000

United

States

Treasury

Note/Bond

3.125 11/15/28

83,519,140

70,000,000

United

States

Treasury

Note/Bond

1.500 11/30/28

65,914,843

47,500,000

United

States

Treasury

Note/Bond

4.375 11/30/28

48,156,836

75,000,000

United

States

Treasury

Note/Bond

3.750 12/31/28

74,850,586

50,000,000

United

States

Treasury

Note/Bond

1.750 01/31/29

47,228,516

84,500,000

United

States

Treasury

Note/Bond

4.000 01/31/29

84,882,891

50,000,000

United

States

Treasury

Note/Bond

2.625 02/15/29

48,375,000

112,500,000

United

States

Treasury

Note/Bond

4.250 02/28/29

113,791,993

50,000,000

United

States

Treasury

Note/Bond

2.375 03/31/29

47,955,078

81,000,000

United

States

Treasury

Note/Bond

4.125 03/31/29

81,673,945

30,000,000

United

States

Treasury

Note/Bond

2.875 04/30/29

29,165,625

135,000,000

United

States

Treasury

Note/Bond

4.625 04/30/29

138,058,594

92,000,000

United

States

Treasury

Note/Bond

2.375 05/15/29

88,082,813

50,000,000

United

States

Treasury

Note/Bond

2.750 05/31/29

48,378,906

162,000,000

United

States

Treasury

Note/Bond

4.500 05/31/29

165,138,750

107,500,000

United

States

Treasury

Note/Bond

4.250 06/30/29

108,801,758

136,500,000

United

States

Treasury

Note/Bond

4.000 07/31/29

137,107,851

22,000,000

United

States

Treasury

Note/Bond

1.625 08/15/29

20,472,891

79,000,000

United

States

Treasury

Note/Bond

3.625 08/31/29

78,395,156

44,000,000

United

States

Treasury

Note/Bond

3.500 09/30/29

43,470,625

44,000,000

United

States

Treasury

Note/Bond

4.000 10/31/29

44,175,313

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

50,000,000

United

States

Treasury

Note/Bond

3.875 %

11/30/29

$

49,988,281

15,000,000

United

States

Treasury

Note/Bond

3.500 01/31/30

14,791,406

5,000,000

United

States

Treasury

Note/Bond

4.000 02/28/30

5,018,945

50,000,000

United

States

Treasury

Note/Bond

3.625 03/31/30

49,482,422

42,000,000

United

States

Treasury

Note/Bond

3.500 04/30/30

41,360,156

50,000,000

United

States

Treasury

Note/Bond

0.625 05/15/30

43,796,875

49,000,000

United

States

Treasury

Note/Bond

3.750 05/31/30

48,701,406

75,000,000

United

States

Treasury

Note/Bond

3.750 06/30/30

74,513,672

71,000,000

United

States

Treasury

Note/Bond

4.000 07/31/30

71,224,648

37,000,000

United

States

Treasury

Note/Bond

0.625 08/15/30

32,132,187

32,750,000

United

States

Treasury

Note/Bond

4.125 08/31/30

33,002,021

20,000,000

United

States

Treasury

Note/Bond

4.625 09/30/30

20,567,969

20,000,000

United

States

Treasury

Note/Bond

4.875 10/31/30

20,778,906

30,000,000

United

States

Treasury

Note/Bond

4.000 01/31/31

30,060,938

30,000,000

United

States

Treasury

Note/Bond

1.125 02/15/31

26,299,219

35,000,000

United

States

Treasury

Note/Bond

4.125 03/31/31

35,247,461

89,000,000

United

States

Treasury

Note/Bond

1.625 05/15/31

79,373,399

8,000,000

United

States

Treasury

Note/Bond

4.625 05/31/31

8,237,188

25,000,000

United

States

Treasury

Note/Bond

4.250 06/30/31

25,315,430

56,000,000

United

States

Treasury

Note/Bond

4.125 07/31/31

56,363,125

39,000,000

United

States

Treasury

Note/Bond

1.250 08/15/31

33,849,258

9,000,000

United

States

Treasury

Note/Bond

3.750 08/31/31

8,888,203

110,000,000

United

States

Treasury

Note/Bond

3.625 09/30/31

107,916,016

18,200,000

United

States

Treasury

Note/Bond

1.375 11/15/31

15,782,813

48,500,000

United

States

Treasury

Note/Bond

1.875 02/15/32

43,007,754

41,000,000

United

States

Treasury

Note/Bond

2.875 05/15/32

38,344,610

60,500,000

United

States

Treasury

Note/Bond

2.750 08/15/32

55,955,410

18,000,000

United

States

Treasury

Note/Bond

4.125 11/15/32

18,006,328

4,000,000

United

States

Treasury

Note/Bond

3.500 02/15/33

3,848,750

93,250,000

United

States

Treasury

Note/Bond

3.375 05/15/33

88,831,553

66,510,000

United

States

Treasury

Note/Bond

3.875 08/15/33

65,291,516

54,000,000

United

States

Treasury

Note/Bond

4.500 11/15/33

55,117,968

88,000,000

United

States

Treasury

Note/Bond

4.000 02/15/34

86,803,750

21,250,000

United

States

Treasury

Note/Bond

4.500 02/15/36

21,670,850

22,400,000

United

States

Treasury

Note/Bond

5.000 05/15/37

23,706,375

133,483,000

United

States

Treasury

Note/Bond

3.500 02/15/39

120,426,694

2,000,000

United

States

Treasury

Note/Bond

4.500 08/15/39

1,980,937

44,850,000

United

States

Treasury

Note/Bond

4.375 11/15/39

43,742,766

57,000,000

United

States

Treasury

Note/Bond

1.125 05/15/40

35,905,547

32,500,000

United

States

Treasury

Note/Bond

1.125 08/15/40

20,260,449

17,585,000

United

States

Treasury

Note/Bond

3.875 08/15/40

16,117,752

127,500,000

United

States

Treasury

Note/Bond

1.375 11/15/40

82,127,929

11,185,000

United

States

Treasury

Note/Bond

4.250 11/15/40

10,664,198

76,500,000

United

States

Treasury

Note/Bond

1.875 02/15/41

52,997,168

76,000,000

United

States

Treasury

Note/Bond

2.250 05/15/41

55,376,094

26,350,000

United

States

Treasury

Note/Bond

4.375 05/15/41

25,377,315

70,000,000

United

States

Treasury

Note/Bond

1.750 08/15/41

46,798,828

10,000,000

United

States

Treasury

Note/Bond

3.750 08/15/41

8,917,969

21,150,000

United

States

Treasury

Note/Bond

2.000 11/15/41

14,626,547

48,300,000

United

States

Treasury

Note/Bond

3.125 11/15/41

39,522,984

13,500,000

United

States

Treasury

Note/Bond

2.375 02/15/42

9,837,598

18,550,000

United

States

Treasury

Note/Bond

3.125 02/15/42

15,108,105

22,000,000

United

States

Treasury

Note/Bond

3.000 05/15/42

17,532,969

5,500,000

United

States

Treasury

Note/Bond

3.250 05/15/42

4,531,914

20,000,000

United

States

Treasury

Note/Bond

2.750 08/15/42

15,293,750

70,000,000

United

States

Treasury

Note/Bond

3.375 08/15/42

58,469,141

62,300,000

United

States

Treasury

Note/Bond

4.000 11/15/42

56,374,199

40,300,000

United

States

Treasury

Note/Bond

3.875 02/15/43

35,808,754

10,250,000

United

States

Treasury

Note/Bond

2.875 05/15/43

7,872,080

73,500,000

United

States

Treasury

Note/Bond

3.875 05/15/43

65,142,246

20,500,000

United

States

Treasury

Note/Bond

4.375 08/15/43

19,349,277

56,800,000

United

States

Treasury

Note/Bond

4.750 11/15/43

56,116,625

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

35,000,000

United

States

Treasury

Note/Bond

4.500 %

02/15/44

$

33,470,117

32,000,000

United

States

Treasury

Note/Bond

4.625 05/15/44

31,033,750

4,750,000

United

States

Treasury

Note/Bond

4.125 08/15/44

4,309,512

16,000,000

United

States

Treasury

Note/Bond

2.500 02/15/45

11,220,625

6,000,000

United

States

Treasury

Note/Bond

2.875 08/15/45

4,454,766

7,000,000

United

States

Treasury

Note/Bond

2.500 05/15/46

4,809,219

13,300,000

United

States

Treasury

Note/Bond

2.875 11/15/46

9,721,988

13,000,000

United

States

Treasury

Note/Bond

3.000 02/15/47

9,686,016

12,000,000

United

States

Treasury

Note/Bond

2.750 08/15/47

8,491,406

45,000,000

United

States

Treasury

Note/Bond

2.750 11/15/47

31,740,820

38,500,000

United

States

Treasury

Note/Bond

3.000 02/15/48

28,390,742

48,500,000

United

States

Treasury

Note/Bond

3.125 05/15/48

36,498,144

35,500,000

United

States

Treasury

Note/Bond

3.000 08/15/48

26,053,672

35,000,000

United

States

Treasury

Note/Bond

3.375 11/15/48

27,427,148

82,500,000

United

States

Treasury

Note/Bond

3.000 02/15/49

60,254,004

10,500,000

United

States

Treasury

Note/Bond

2.875 05/15/49

7,464,844

7,500,000

United

States

Treasury

Note/Bond

2.250 08/15/49

4,664,941

8,615,000

United

States

Treasury

Note/Bond

2.375 11/15/49

5,488,361

35,850,000

United

States

Treasury

Note/Bond

1.250 05/15/50

17,013,346

28,000,000

United

States

Treasury

Note/Bond

1.375 08/15/50

13,691,563

68,500,000

United

States

Treasury

Note/Bond

1.625 11/15/50

35,740,410

50,000,000

United

States

Treasury

Note/Bond

1.875 02/15/51

27,763,672

52,500,000

United

States

Treasury

Note/Bond

2.375 05/15/51

32,843,262

44,575,000

United

States

Treasury

Note/Bond

2.000 08/15/51

25,378,150

47,500,000

United

States

Treasury

Note/Bond

1.875 11/15/51

26,093,457

45,000,000

United

States

Treasury

Note/Bond

2.250 02/15/52

27,119,531

29,000,000

United

States

Treasury

Note/Bond

2.875 05/15/52

20,111,953

30,000,000

United

States

Treasury

Note/Bond

3.000 08/15/52

21,325,781

55,250,000

United

States

Treasury

Note/Bond

4.000 11/15/52

47,469,678

34,600,000

United

States

Treasury

Note/Bond

3.625 02/15/53

27,769,203

94,000,000

United

States

Treasury

Note/Bond

3.625 05/15/53

75,372,578

56,000,000

United

States

Treasury

Note/Bond

4.125 08/15/53

49,109,375

55,000,000

United

States

Treasury

Note/Bond

4.750 11/15/53

53,476,758

83,000,000

United

States

Treasury

Note/Bond

4.250 02/15/54

74,349,844

62,250,000

United

States

Treasury

Note/Bond

4.625 05/15/54

59,353,916

39,000,000

United

States

Treasury

Note/Bond

4.250 08/15/54

34,929,375

TOTAL

U.S.

TREASURY

SECURITIES

9,243,873,698

TOTAL

GOVERNMENT

BONDS

(Cost

$16,116,379,892)

15,040,814,260

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

2.4%

ASSET

BACKED

-

0.6%

475,000

Ally

Auto

Receivables

Trust,

Series

2024

4.940 10/15/29

480,266

420,000

Ally

Auto

Receivables

Trust,

Series

2025

4.080 06/16/31

418,301

105,243

American

Airlines

Pass

Through

Trust,

Series

2015

3.600 09/22/27

103,977

109,640

American

Airlines

Pass

Through

Trust,

Series

2016

3.575 01/15/28

108,105

336,088

American

Airlines

Pass

Through

Trust,

Series

2016

3.200 06/15/28

327,437

473,285

American

Airlines

Pass

Through

Trust,

Series

2016

3.000 10/15/28

458,607

170,250

American

Airlines

Pass

Through

Trust,

Series

2017

3.650 02/15/29

165,526

505,818

American

Airlines

Pass

Through

Trust,

Series

2020

A

3.150 02/15/32

471,011

950,000

American

Express

Credit

Account

Master

Trust,

Series

2024

4.650 07/15/29

957,104

2,000,000

American

Express

Credit

Account

Master

Trust,

Series

2025

4.560 12/17/29

2,016,001

500,000

American

Express

Credit

Account

Master

Trust,

Series

2025

4.280 04/15/30

501,731

1,000,000

American

Express

Credit

Account

Master

Trust,

Series

2023

4.800 05/15/30

1,015,202

1,595,000

American

Express

Credit

Account

Master

Trust,

Series

2025

4.300 07/15/30

1,602,028

500,000

American

Express

Credit

Account

Master

Trust,

Series

2023

5.150 09/16/30

512,437

1,665,000

American

Express

Credit

Account

Master

Trust

Series,

Series

2025

4.510 07/15/32

1,682,123

497,592

AmeriCredit

Automobile

Receivables

Trust,

Series

2023

5.810 05/18/28

500,290

1,000,000

BA

Credit

Card

Trust,

Series

2023

A2

4.980 11/15/28

1,006,364

2,210,000

BA

Credit

Card

Trust,

Series

2025

A1

4.310 05/15/30

2,218,308

1,000,000

Benchmark

Mortgage

Trust,

Series

2025

V18

5.184 10/15/58

1,019,140

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

475,000

BMW

Vehicle

Lease

Trust,

Series

2024

4.210 %

02/25/28

$

475,535

1,000,000

BMW

Vehicle

Lease

Trust,

Series

2025

4.030 05/25/29

995,219

1,000,000

BMW

Vehicle

Owner

Trust,

Series

2023

A

5.250 11/26/29

1,010,109

455,000

BMW

Vehicle

Owner

Trust,

Series

2024

A

5.040 04/25/31

461,060

10,000,000

Cantor

Commercial

Real

Estate

Lending,

Series

2019

CF1

3.523 05/15/52

9,704,218

5,023,989

Cantor

Commercial

Real

Estate

Lending,

Series

2019

CF1

3.623 05/15/52

4,959,796

3,000,000

Capital

One

MExecution

Trust,

Series

2024

A1

3.920 09/15/29

2,996,526

500,000

Capital

One

MExecution

Trust,

Series

2025

A1

3.820 09/15/30

496,978

500,000

Capital

One

MExecution

Trust,

Series

2025

A2

4.020 09/15/32

494,596

895,000

Capital

One

Prime

Auto

Receivables

Trust,

Series

2024

4.620 07/16/29

899,624

500,000

Capital

One

Prime

Auto

Receivables

Trust,

Series

2024

4.660 01/15/30

504,224

450,000

Carmax

Auto

Owner

Trust,

Series

2025

4.950 08/15/30

454,720

500,000

Carmax

Auto

Owner

Trust,

Series

2025

4.470 01/15/31

502,416

700,000

CarMax

Auto

Owner

Trust,

Series

2022

2.200 11/15/27

699,319

436,961

CarMax

Auto

Owner

Trust,

Series

2023

6.000 07/17/28

441,319

750,000

CarMax

Auto

Owner

Trust,

Series

2023

5.960 05/15/29

767,372

1,000,000

CarMax

Auto

Owner

Trust,

Series

2024

4.940 08/15/29

1,011,477

1,000,000

CarMax

Auto

Owner

Trust,

Series

2024

5.510 11/15/29

1,021,875

1,000,000

CarMax

Auto

Owner

Trust,

Series

2024

4.640 04/15/30

1,009,374

500,000

Carvana

Auto

Receivables

Trust,

Series

2022

P1

3.000 02/10/28

495,603

500,000

Carvana

Auto

Receivables

Trust,

Series

2022

P1

3.300 04/10/28

494,163

1,000,000

Carvana

Auto

Receivables

Trust,

Series

2024

P3

4.310 09/10/30

998,388

450,000

Carvana

Auto

Receivables

Trust,

Series

2024

P4

4.740 12/10/30

453,057

2,040,000

Chase

Issuance

Trust,

Series

2025

A1

4.160 07/15/30

2,045,189

1,500,000

Chase

Issuance

Trust,

Series

2023

A2

5.080 09/15/30

1,533,135

3,000,000

Citibank

Credit

Card

Issuance

Trust,

Series

2025

A1

4.300 06/21/30

3,008,861

3,000,000

Citibank

Credit

Card

Issuance

Trust,

Series

2025

A2

4.490 06/21/32

3,030,378

555,000

CNH

Equipment

Trust,

Series

2023

B

5.460 03/17/31

567,816

575,000

CNH

Equipment

Trust,

Series

2024

A

4.800 07/15/31

582,365

1,000,000

CNH

Equipment

Trust,

Series

2024

B

5.230 11/17/31

1,020,289

1,000,000

CNH

Equipment

Trust,

Series

2024

C

4.120 03/15/32

993,007

910,000

CNH

Equipment

Trust,

Series

2025

A

4.540 09/15/32

917,222

475,000

Daimler

Trucks

Retail

Trust,

Series

2024

5.560 07/15/31

481,124

67,735

Delta

Air

Lines

Pass

Through

Trust,

Series

2015

3.625 07/30/27

66,909

201,340

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

2.000 06/10/28

194,697

1,500,000

Discover

Card

Execution

Note

Trust,

Series

2021

A2

1.030 09/15/28

1,480,224

419,219

Exeter

Automobile

Receivables

Trust,

Series

2022

1A

3.020 06/15/28

417,975

705,901

FedEx

Corp

Pass

Through

Trust,

Series

2020

1.875 02/20/34

607,622

455,000

Ford

Credit

Auto

Lease

Trust,

Series

2025

A

4.720 06/15/28

457,102

500,000

Ford

Credit

Auto

Lease

Trust,

Series

2025

B

4.230 12/15/28

501,121

1,000,000

Ford

Credit

Auto

Owner

Trust,

Series

2023

C

5.490 05/15/29

1,017,266

1,000,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

A

5.010 09/15/29

1,013,037

710,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

C

4.110 07/15/30

708,749

500,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

D

4.660 09/15/30

504,595

500,000

Ford

Credit

Auto

Owner

Trust,

Series

2025

B

3.950 07/15/31

495,315

710,000

(b) Ford

Credit

Floorplan

Master

Owner

Trust

A,

Series

2024

4.300 09/15/29

710,812

435,000

Ford

Credit

Floorplan

Master

Owner

Trust

A,

Series

2025

4.060 09/15/30

433,831

975,000

(b) Ford

Credit

Floorplan

Master

Owner

Trust

A

Series,

Series

2024

5.290 04/15/29

986,283

677,445

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K548

4.320 09/25/30

679,326

500,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

4.581 08/25/35

499,220

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

4.600 09/25/35

999,438

870,000

GM

Financial

Automobile

Leasing

Trust,

Series

2025

4.640 04/20/29

875,667

500,000

GM

Financial

Automobile

Leasing

Trust,

Series

2025

4.200 08/20/29

499,986

485,000

Gm

Financial

Consumer

Automobile

Receivables

Trust,

Series

2025

4.300 09/16/31

487,385

389,131

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2023

5.780 08/16/28

392,455

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2024

4.860 06/18/29

1,009,164

450,000

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2025

4.730 08/16/30

454,833

1,000,000

Harley-Davidson

Motorcycle

Trust,

Series

2024

A

5.290 12/15/31

1,016,815

620,000

Harley-Davidson

Motorcycle

Trust,

Series

2024

B

4.280 04/15/32

621,025

1,000,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

4.330 05/15/29

1,001,952

500,000

Honda

Auto

Receivables

Owner

Trust,

Series

2023

5.660 02/21/30

506,993

1,500,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

5.170 05/15/30

1,518,932

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

795,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

5.210 %

07/18/30

$

806,346

475,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

4.510 11/21/30

477,071

1,000,000

Honda

Auto

Receivables

Owner

Trust,

Series

2025

4.640 05/21/31

1,008,599

500,000

Honda

Auto

Receivables

Owner

Trust,

Series

2025

4.100 11/21/31

499,119

1,000,000

Hyundai

Auto

Receivables

Trust,

Series

2023

B

5.310 08/15/29

1,011,775

475,000

Hyundai

Auto

Receivables

Trust,

Series

2023

C

5.550 12/17/29

484,002

380,000

Hyundai

Auto

Receivables

Trust,

Series

2024

B

4.740 09/16/30

383,973

1,000,000

Hyundai

Auto

Receivables

Trust,

Series

2024

A

4.920 01/15/31

1,011,649

1,000,000

Hyundai

Auto

Receivables

Trust,

Series

2025

A

4.400 04/15/31

1,003,715

865,000

Hyundai

Auto

Receivables

Trust,

Series

2025

C

3.890 01/15/32

857,621

359,782

JetBlue

Pass

Through

Trust,

Series

2019

2.750 05/15/32

318,851

672,815

JetBlue

Pass

Through

Trust,

Series

2020

4.000 11/15/32

637,395

500,000

John

Deere

Owner

Trust,

Series

2025

B

4.170 12/17/29

501,000

1,000,000

John

Deere

Owner

Trust,

Series

2023

B

5.110 05/15/30

1,008,231

1,000,000

John

Deere

Owner

Trust,

Series

2023

C

5.390 08/15/30

1,012,739

1,000,000

John

Deere

Owner

Trust,

Series

2024

B

5.190 05/15/31

1,018,147

475,000

John

Deere

Owner

Trust,

Series

2024

C

4.150 08/15/31

475,160

1,000,000

John

Deere

Owner

Trust

2024,

Series

2024

A

4.910 02/18/31

1,012,006

750,000

John

Deere

Owner

Trust

2025,

Series

2025

A

4.230 09/17/29

752,096

475,000

Mercedes-Benz

Auto

Lease

Trust,

Series

2024

A

5.320 02/15/30

479,707

475,000

Mercedes-Benz

Auto

Lease

Trust,

Series

2024

B

4.220 06/17/30

475,646

1,000,000

Mercedes-Benz

Auto

Receivables

Trust,

Series

2022

5.250 02/15/29

1,005,914

450,000

Mercedes-Benz

Auto

Receivables

Trust,

Series

2025

4.920 04/15/31

457,224

905,000

Mercedes-Benz

Auto

Receivables

Trust,

Series

2024

4.790 07/15/31

914,392

500,000

Morgan

Stanley

BAML

Trust,

Series

2025

5C2

5.107 11/15/58

507,075

1,000,000

Nissan

Auto

Lease

Trust,

Series

2025

A

4.750 03/15/28

1,006,750

1,000,000

Nissan

Auto

Lease

Trust,

Series

2024

B

4.960 08/15/28

1,007,849

940,000

Nissan

Auto

Receivables

Owner

Trust,

Series

2024

A

5.180 04/15/31

953,430

475,000

Nissan

Auto

Receivables

Owner

Trust,

Series

2024

B

4.350 09/15/31

476,227

71,600

Santander

Drive

Auto

Receivables

Trust,

Series

2023

6.020 09/15/28

71,646

829,810

Santander

Drive

Auto

Receivables

Trust,

Series

2024

5.230 12/15/28

832,211

1,715,000

Santander

Drive

Auto

Receivables

Trust,

Series

2025

4.670 08/15/29

1,720,680

462,660

Santander

Drive

Auto

Receivables

Trust,

Series

2022

6.690 03/17/31

470,212

955,000

Synchrony

Card

Funding

LLC,

Series

2024

A1

5.040 03/15/30

963,355

1,230,000

Toyota

Auto

Receivables

Owner,

Series

2023

D

5.490 03/15/29

1,255,152

1,145,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

B

5.280 07/16/29

1,165,727

1,000,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

C

4.830 11/15/29

1,010,574

700,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

D

4.430 04/15/30

703,802

910,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2025

A

4.760 05/15/30

920,737

415,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2025

C

4.190 01/15/31

414,901

131,330

Union

Pacific

Railroad

Co

Pass

Through

Trust,

Series

2015

2.695 05/12/27

129,373

814,016

United

Airlines

Pass

Through

Trust,

Series

2020

A

5.875 10/15/27

827,614

110,298

United

Airlines

Pass

Through

Trust,

Series

2016

3.100 07/07/28

107,399

240,886

United

Airlines

Pass

Through

Trust,

Series

2016

2.875 10/07/28

232,360

931,353

United

Airlines

Pass

Through

Trust,

Series

2018

3.500 03/01/30

904,764

244,534

United

Airlines

Pass

Through

Trust,

Series

2019

4.150 08/25/31

239,188

182,841

United

Airlines

Pass

Through

Trust,

Series

2019

2.700 05/01/32

168,055

1,625,000

Verizon

Master

Trust,

Series

2024

5.340 04/22/30

1,646,426

1,000,000

Verizon

Master

Trust,

Series

2024

4.170 08/20/30

999,865

1,425,000

Verizon

Master

Trust,

Series

2025

4.400 06/20/31

1,431,034

2,730,000

Verizon

Master

Trust

Series,

Series

2024

5.210 06/20/29

2,737,627

475,000

Volkswagen

Auto

Lease

Trust,

Series

2024

A

5.200 12/20/28

477,443

500,000

Volkswagen

Auto

Lease

Trust,

Series

2025

A

4.560 03/20/30

503,201

1,000,000

Volkswagen

Auto

Loan

Enhanced,

Series

2023

5.570 04/22/30

1,017,405

500,000

Volkswagen

Auto

Loan

Enhanced

Trust,

Series

2024

4.630 07/20/29

503,345

1,000,000

Volkswagen

Auto

Loan

Enhanced

Trust,

Series

2023

5.010 01/22/30

1,007,139

500,000

Wells

Fargo

Commercial

Mortgag,

Series

2025

C65

4.999 10/15/58

496,032

3,000,000

WF

Card

Issuance

Trust,

Series

2024

A1

4.940 02/15/29

3,024,350

1,000,000

WF

Card

Issuance

Trust,

Series

2024

A2

4.290 10/15/29

1,004,093

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2023

D

5.850 08/15/29

1,022,062

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2024

A

4.840 10/15/29

1,010,760

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2024

C

4.440 05/15/30

1,004,207

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2024

B

5.230 %

07/15/30

$

1,016,209

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2025

A

4.860 11/15/30

1,012,563

500,000

World

Omni

Auto

Receivables

Trust,

Series

2025

C

4.190 11/17/31

499,181

1,000,000

World

Omni

Automobile

Lease

Securitization

Trust,

Series

2025

A

4.420 04/17/28

1,002,992

821,764

World

Omni

Select

Auto

Trust,

Series

2024

A

4.980 02/15/30

824,305

TOTAL

ASSET

BACKED

137,190,739

OTHER

MORTGAGE

BACKED

-

1.8%

2,500,000

BANK,

Series

2020

BN30

1.650 12/15/53

2,233,951

1,500,000

BANK,

Series

2020

BN30

1.925 12/15/53

1,323,232

500,000

(d) BANK,

Series

2020

BN30

2.111 12/15/53

435,239

500,000

(d) BANK,

Series

2020

BN30

2.445 12/15/53

426,877

1,958,532

BANK,

Series

2021

BN31

1.771 02/15/54

1,739,514

1,000,000

BANK,

Series

2021

BN31

2.036 02/15/54

885,093

500,000

(d) BANK,

Series

2021

BN31

2.211 02/15/54

434,543

500,000

(d) BANK,

Series

2021

BN31

2.383 02/15/54

425,756

500,000

(d) BANK,

Series

2021

BN31

2.545 02/15/54

406,931

500,000

BANK,

Series

2022

BNK43

4.399 08/15/55

486,035

500,000

(d) BANK,

Series

2022

BNK43

5.228 08/15/55

454,066

800,000

BANK,

Series

2023

BNK45

5.203 02/15/56

808,686

1,000,000

BANK,

Series

2023

BNK46

5.745 08/15/56

1,041,685

1,000,000

BANK,

Series

2024

BNK47

5.716 06/15/57

1,047,083

947,405

BANK,

Series

2024

BNK48

4.775 10/15/57

937,096

1,000,000

(d) BANK,

Series

2025

BNK49

5.623 03/15/58

1,042,449

2,000,000

(d) BANK,

Series

2018

BN10

3.898 02/15/61

1,956,292

8,000,000

BANK,

Series

2019

BN18

3.584 05/15/62

7,706,141

4,841,667

BANK,

Series

2020

BN28

1.584 03/15/63

4,309,026

1,000,000

BANK,

Series

2021

BN34

2.438 06/15/63

881,399

1,000,000

BANK,

Series

2021

BN33

2.556 05/15/64

901,018

1,000,000

BANK,

Series

2021

BN33

2.792 05/15/64

890,379

500,000

BANK,

Series

2021

BN33

3.297 05/15/64

420,485

1,000,000

(b),(d)

BANK,

Series

2021

BN35

2.500 06/15/64

762,643

500,000

Bank5,

Series

2025

5YR13

5.753 01/15/58

517,738

500,000

Bank5,

Series

2025

5YR15

5.452 07/15/58

512,829

500,000

(d) BANK5,

Series

2023

5YR3

6.724 09/15/56

522,970

1,731,227

BANK5,

Series

2023

5YR4

6.500 12/15/56

1,798,855

2,000,000

BANK5,

Series

2024

5YR7

5.769 06/15/57

2,063,626

658,000

BANK5,

Series

2024

5YR9

5.614 08/15/57

676,839

1,000,000

BANK5,

Series

2024

5YR11

5.893 11/15/57

1,038,852

500,000

(d) BANK5,

Series

2024

5YR12

5.902 12/15/57

519,579

1,000,000

BANK5,

Series

2025

5YR14

5.646 04/15/58

1,033,995

500,000

BANK5,

Series

2025

5YR16

5.282 08/15/63

510,179

500,000

BANK5

Trust,

Series

2024

5YR6

6.225 05/15/57

520,414

1,500,000

(d) Barclays

Commercial

Mortgage

S,

Series

2024

C26

6.094 05/15/57

1,571,120

500,000

Barclays

Commercial

Mortgage

S,

Series

2025

5C37

5.015 09/15/58

506,289

8,939,004

BBCMS

Mortgage

Trust,

Series

2020

C6

2.690 02/15/53

8,404,281

500,000

BBCMS

Mortgage

Trust,

Series

2022

C17

4.441 09/15/55

488,932

500,000

BBCMS

Mortgage

Trust,

Series

2023

C20

5.310 07/15/56

512,610

1,000,000

(d) BBCMS

Mortgage

Trust,

Series

2023

C21

6.000 09/15/56

1,060,910

955,000

BBCMS

Mortgage

Trust,

Series

2023

C22

6.521 11/15/56

1,023,169

1,500,000

BBCMS

Mortgage

Trust,

Series

2024

C24

5.419 02/15/57

1,538,371

2,000,000

BBCMS

Mortgage

Trust,

Series

2024

5C25

5.946 03/15/57

2,066,964

500,000

BBCMS

Mortgage

Trust,

Series

2024

5C27

6.014 07/15/57

519,004

500,000

BBCMS

Mortgage

Trust,

Series

2024

5C29

5.208 09/15/57

509,206

500,000

BBCMS

Mortgage

Trust,

Series

2024

C28

5.403 09/15/57

512,484

500,000

(d) BBCMS

Mortgage

Trust,

Series

2024

C28

5.844 09/15/57

515,426

1,000,000

BBCMS

Mortgage

Trust,

Series

2024

C30

5.532 11/15/57

1,034,886

500,000

BBCMS

Mortgage

Trust,

Series

2024

5C31

5.609 12/15/57

516,024

1,000,000

BBCMS

Mortgage

Trust,

Series

2025

5C33

5.839 03/15/58

1,040,246

750,000

BBCMS

Mortgage

Trust,

Series

2025

C35

5.289 07/15/58

767,104

500,000

BBCMS

Mortgage

Trust,

Series

2025

5C36

5.517 08/15/58

515,509

1,000,000

BBCMS

Mortgage

Trust,

Series

2025

C32

5.433 02/15/62

1,027,442

1,000,000

(d) Benchmark

Mortgage

Trust,

Series

2018

B1

3.878 01/15/51

970,106

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

116,339

Benchmark

Mortgage

Trust,

Series

2018

B4

3.976 %

07/15/51

$

115,756

1,000,000

(d) Benchmark

Mortgage

Trust,

Series

2018

B4

4.513 07/15/51

859,728

5,850,000

Benchmark

Mortgage

Trust,

Series

2019

B11

3.542 05/15/52

5,659,771

1,000,000

(d) Benchmark

Mortgage

Trust,

Series

2020

B16

2.944 02/15/53

911,410

1,500,000

(d) Benchmark

Mortgage

Trust,

Series

2020

B16

3.176 02/15/53

1,326,964

1,500,000

(d) Benchmark

Mortgage

Trust,

Series

2020

B16

3.641 02/15/53

1,251,809

2,000,000

(d) Benchmark

Mortgage

Trust,

Series

2018

B7

4.510 05/15/53

1,993,210

5,000,000

Benchmark

Mortgage

Trust,

Series

2020

B18

1.925 07/15/53

4,435,097

2,500,000

Benchmark

Mortgage

Trust,

Series

2020

B21

1.704 12/17/53

2,241,582

2,500,000

Benchmark

Mortgage

Trust,

Series

2020

B21

1.978 12/17/53

2,215,338

2,500,000

Benchmark

Mortgage

Trust,

Series

2020

B22

1.685 01/15/54

2,235,420

1,500,000

Benchmark

Mortgage

Trust,

Series

2020

B22

1.973 01/15/54

1,319,958

1,500,000

Benchmark

Mortgage

Trust,

Series

2020

B22

2.163 01/15/54

1,288,353

1,917,205

Benchmark

Mortgage

Trust,

Series

2021

B23

1.620 02/15/54

1,769,227

1,500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

1.823 02/15/54

1,316,698

1,500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

2.070 02/15/54

1,317,370

500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

2.095 02/15/54

382,929

500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

2.274 02/15/54

417,871

500,000

(d) Benchmark

Mortgage

Trust,

Series

2021

B23

2.563 02/15/54

366,400

1,000,000

Benchmark

Mortgage

Trust,

Series

2021

B25

2.577 04/15/54

899,076

1,000,000

Benchmark

Mortgage

Trust,

Series

2021

B25

2.847 04/15/54

877,726

702,000

(d) Benchmark

Mortgage

Trust,

Series

2021

B26

2.557 06/15/54

583,391

1,700,000

Benchmark

Mortgage

Trust,

Series

2021

B26

2.613 06/15/54

1,525,958

500,000

Benchmark

Mortgage

Trust,

Series

2021

B26

2.825 06/15/54

434,411

1,500,000

Benchmark

Mortgage

Trust,

Series

2021

B27

2.512 07/15/54

1,291,581

500,000

(d) Benchmark

Mortgage

Trust,

Series

2022

B36

4.470 07/15/55

484,505

500,000

(d) Benchmark

Mortgage

Trust,

Series

2022

B36

5.119 07/15/55

455,893

500,000

Benchmark

Mortgage

Trust,

Series

2024

V5

5.805 01/10/57

514,282

500,000

(d) Benchmark

Mortgage

Trust,

Series

2024

V5

6.417 01/10/57

518,843

1,000,000

Benchmark

Mortgage

Trust,

Series

2024

V8

5.707 07/15/57

1,026,890

730,000

Benchmark

Mortgage

Trust,

Series

2024

V10

5.277 09/15/57

743,574

999,842

Benchmark

Mortgage

Trust,

Series

2024

V11

5.423 11/15/57

1,024,011

1,330,000

Benchmark

Mortgage

Trust,

Series

2024

V12

5.738 12/15/57

1,373,714

835,000

Benchmark

Mortgage

Trust,

Series

2025

V13

5.216 02/15/58

848,926

500,000

(d) Benchmark

Mortgage

Trust,

Series

2025

V16

5.439 08/15/58

513,663

500,000

Benchmark

Mortgage

Trust,

Series

2025

B41

5.098 07/15/68

501,540

500,000

BENCHMARK

Mortgage

Trust,

Series

2025

V14

5.660 04/15/57

516,747

500,000

BENCHMARK

Mortgage

Trust,

Series

2025

V17

4.357 09/15/58

492,766

895,000

(d) BMARK,

Series

2023

V4

6.841 11/15/56

936,239

1,500,000

(d) BMO

Mortgage

Trust,

Series

2023

C4

5.117 02/15/56

1,513,902

2,000,000

(d) BMO

Mortgage

Trust,

Series

2023

C6

5.956 09/15/56

2,099,824

910,000

BMO

Mortgage

Trust,

Series

2023

5C2

6.673 11/15/56

947,394

1,000,000

BMO

Mortgage

Trust,

Series

2023

C7

6.160 12/15/56

1,060,852

2,730,000

(d) BMO

Mortgage

Trust,

Series

2024

C8

5.598 03/15/57

2,830,616

770,000

BMO

Mortgage

Trust,

Series

2024

5C6

5.316 09/15/57

784,153

673,000

(d) BMO

Mortgage

Trust,

Series

2024

C10

5.478 11/15/57

692,162

950,000

(d) BMO

Mortgage

Trust,

Series

2024

5C7

5.888 11/15/57

966,675

577,000

(d) BMO

Mortgage

Trust,

Series

2024

5C8

5.625 12/15/57

594,117

500,000

BMO

Mortgage

Trust,

Series

2025

C11

5.687 02/15/58

521,388

500,000

(d) BMO

Mortgage

Trust,

Series

2025

5C9

5.779 04/15/58

517,698

500,000

(d) BMO

Mortgage

Trust,

Series

2025

C12

5.871 06/15/58

527,933

500,000

BMO

Mortgage

Trust,

Series

2025

5C12

5.180 10/15/58

508,079

2,000,000

CD

Mortgage

Trust,

Series

2017

CD3

3.631 02/10/50

1,957,687

1,000,000

(d) CD

Mortgage

Trust,

Series

2017

CD5

3.684 08/15/50

980,023

1,750,000

CD

Mortgage

Trust,

Series

2018

CD7

4.279 08/15/51

1,739,193

259,149

Citigroup

Commercial

Mortgage

Trust,

Series

2016

GC36

3.616 02/10/49

257,422

535,655

(d) COMM

Mortgage

Trust,

Series

2015

LC19

4.408 02/10/48

522,622

3,000,000

COMM

Mortgage

Trust,

Series

2019

GC44

3.263 08/15/57

2,789,931

650,000

(d) CSAIL

Commercial

Mortgage

Trust,

Series

2016

C6

4.871 01/15/49

626,366

10,000,000

CSAIL

Commercial

Mortgage

Trust,

Series

2019

C15

4.053 03/15/52

9,866,602

20,829

DBGS

Mortgage

Trust,

Series

2018

C1

4.358 10/15/51

20,754

5,790,000

DBGS

Mortgage

Trust,

Series

2018

C1

4.466 10/15/51

5,750,516

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

DBJPMortgage

Trust,

Series

2016

C1

3.539 %

05/10/49

$

992,475

1,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K741

1.199 12/25/27

1,428,831

8,060,465

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K741

1.603 12/25/27

7,750,589

1,224,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K742

1.760 03/25/28

1,174,004

749,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K742

1.369 04/25/28

709,414

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K505

4.819 06/25/28

3,034,399

2,834,843

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K744

1.712 07/25/28

2,694,815

8,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K506

4.650 08/25/28

8,082,934

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K508

4.740 08/25/28

1,011,077

2,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K507

4.800 09/25/28

2,026,318

725,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K509

4.850 09/25/28

736,068

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K514

4.572 12/25/28

2,018,081

3,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K517

5.355 01/25/29

3,089,968

2,075,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K518

5.400 01/25/29

2,141,355

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K516

5.477 01/25/29

3,093,455

2,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K520

5.180 03/25/29

2,051,106

950,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K524

4.720 05/25/29

965,600

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K528

4.508 07/25/29

2,523,723

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K527

4.618 07/25/29

2,531,819

1,725,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K529

4.791 09/25/29

1,756,382

4,545,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K530

4.792 09/25/29

4,628,158

3,838,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K531

4.630 10/25/29

3,889,467

2,925,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K532

4.250 11/25/29

2,929,472

2,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K535

4.690 11/25/29

2,031,206

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K534

4.700 11/25/29

1,015,816

3,015,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K533

4.230 12/25/29

3,017,446

500,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K539

4.410 01/25/30

503,229

2,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

S

K538

4.478 01/25/30

2,017,573

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K536

4.850 01/25/30

1,021,313

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K541

4.348 02/25/30

1,004,328

585,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K537

4.430 02/25/30

589,192

776,097

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K128

1.229 03/25/30

736,526

500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K542

4.404 04/25/30

502,773

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K543

4.329 06/25/30

1,003,391

838,985

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K125

1.101 08/25/30

782,525

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K753

4.400 10/25/30

1,005,487

1,756,745

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K127

1.353 11/25/30

1,651,346

2,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K754

4.940 11/25/30

2,054,922

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K126

1.792 01/25/31

893,345

9,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K125

1.846 01/25/31

8,087,480

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K127

2.108 01/25/31

2,726,551

1,332,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K127

1.851 02/25/31

1,190,496

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K755

5.203 02/25/31

1,038,870

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K128

1.749 03/25/31

887,726

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K128

2.020 03/25/31

1,810,182

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K129

1.647 05/25/31

878,680

4,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K756

4.963 05/25/31

4,117,480

10,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K757

4.456 08/25/31

10,062,028

3,600,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K758

4.680 10/25/31

3,658,861

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K760

4.550 01/25/32

1,010,004

2,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K759

4.800 01/25/32

2,043,966

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K761

4.400 06/25/32

1,000,751

3,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2022

K148

3.500 07/25/32

2,854,699

2,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

4.500 08/25/33

2,001,493

4,748,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

5.150 12/25/33

4,940,139

1,500,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

5.000 03/25/34

1,546,251

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

4.489 09/25/34

2,490,814

4,380,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

4.760 10/25/34

4,440,567

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

4.660 12/25/34

1,006,879

1,000,000

(d) Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

4.400 06/25/35

985,541

1,805,123

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

1520

2.007 07/25/35

1,563,284

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

1520

2.438 02/25/36

1,653,177

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

1521

2.184 %

08/25/36

$

1,598,642

1,740,000

(d) Freddie

Mac

Structured

Certificates,

Series

S

K526

4.543 07/25/29

1,758,295

1,350,000

(d) GS

Mortgage

Securities

Trust,

Series

2016

GS4

3.908 11/10/49

1,271,375

3,033

GS

Mortgage

Securities

Trust,

Series

2017

GS7

2.945 08/10/50

2,999

2,500,000

GS

Mortgage

Securities

Trust,

Series

2019

GC38

3.968 02/10/52

2,453,914

500,000

(d) GS

Mortgage

Securities

Trust,

Series

2019

GC38

4.309 02/10/52

472,311

988,421

GS

Mortgage

Securities

Trust,

Series

2020

GC45

2.898 02/13/53

961,495

4,000,000

(d) GS

Mortgage

Securities

Trust,

Series

2020

GC45

3.173 02/13/53

3,714,262

2,000,000

(d) GS

Mortgage

Securities

Trust,

Series

2020

GC45

3.405 02/13/53

1,796,623

2,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GC47

2.125 05/12/53

1,833,696

4,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GC47

2.377 05/12/53

3,668,963

3,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

1.721 12/12/53

2,683,392

2,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

2.012 12/12/53

1,756,951

1,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

2.224 12/12/53

863,975

812,517

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2016

JP2

2.822 08/15/49

809,926

498,419

(d) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

4.938 03/17/49

492,376

492,092

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP6

3.109 07/15/50

486,570

1,893,661

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2019

COR6

2.946 11/13/52

1,883,168

142,779

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2015

C22

3.306 04/15/48

140,908

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2025

5C1

5.635 03/15/58

1,032,676

290,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2025

C35

5.328 08/15/58

296,038

1,500,000

(d) Morgan

Stanley

Capital

I

Trust,

Series

2018

L1

4.407 10/15/51

1,494,988

1,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2019

L2

4.071 03/15/52

986,309

750,000

Morgan

Stanley

Capital

I

Trust,

Series

2019

H6

3.417 06/15/52

723,198

3,343,615

Morgan

Stanley

Capital

I

Trust,

Series

2020

HR8

1.790 07/15/53

3,017,125

2,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2021

L5

2.438 05/15/54

1,817,718

1,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2021

L5

2.951 05/15/54

904,157

1,000,000

MSWF

Commercial

Mortgage

Trust,

Series

2023

5.472 05/15/56

1,025,370

1,500,000

(d) MSWF

Commercial

Mortgage

Trust,

Series

2023

6.014 12/15/56

1,593,174

248,651

UBS

Commercial

Mortgage

Trust,

Series

2017

C3

2.998 08/15/50

248,199

1,000,000

(d) UBS

Commercial

Mortgage

Trust,

Series

2017

C3

3.739 08/15/50

978,071

2,000,000

UBS

Commercial

Mortgage

Trust,

Series

2018

C12

4.296 08/15/51

1,985,072

2,400,000

(d) UBS

Commercial

Mortgage

Trust,

Series

2018

C14

5.245 12/15/51

2,237,462

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

NXS6

3.377 11/15/49

992,028

3,250,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2019

C50

4.192 05/15/52

3,086,506

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2019

C53

3.040 10/15/52

9,502,760

2,410,290

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C58

1.810 07/15/53

2,176,433

1,500,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C58

2.092 07/15/53

1,339,768

500,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C58

2.398 07/15/53

433,111

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C57

1.864 08/15/53

9,054,509

1,893,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2021

C59

2.626 04/15/54

1,706,178

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

5C1

6.520 07/15/57

1,041,150

750,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

5.309 08/15/57

766,606

500,000

(d) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

5C2

5.920 11/15/57

519,639

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2025

5C3

6.096 01/15/58

1,047,044

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2025

C64

5.358 02/15/58

1,026,033

500,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2025

5C4

5.673 05/15/58

516,743

TOTAL

OTHER

MORTGAGE

BACKED

375,119,867

TOTAL

STRUCTURED

ASSETS

(Cost

$532,323,129)

512,310,606

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$22,469,084,487)

20,981,444,364

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.8%

164,668,534

(e) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

3.680 %

(f) $

164,668,534

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$164,668,534)

164,668,534

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.0%

REPURCHASE

AGREEMENT

-

0.9%

$

150,000,000

(g) Fixed

Income

Clearing

Corporation

3.660 04/01/26

150,000,000

50,044,000

(h) Fixed

Income

Clearing

Corporation

3.660 04/01/26

50,044,000

TOTAL

REPURCHASE

AGREEMENT

200,044,000

TREASURY

DEBT

-

0.1%

7,500,000

United

States

Treasury

Bill

0.000 04/14/26

7,490,169

10,000,000

United

States

Treasury

Bill

0.000 04/21/26

9,979,844

TOTAL

TREASURY

DEBT

17,470,013

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$217,514,002)

217,514,013

TOTAL

INVESTMENTS

-

101.0%

(Cost

$22,851,267,023)

21,363,626,911

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.0)%

(202,423,998)

NET

ASSETS

-

100.0%

$

21,161,202,913

DGS1

1-Year

Treasury

Constant

Maturity

Rate

REIT

Real

Estate

Investment

Trust

RFUCCT6M

FTSE

USD

IBOR

Consumer

Cash

Fallbacks

Term

Month

RFUCCT1Y

FTSE

USD

IBOR

Consumer

Cash

Fallbacks

Term

Year

(a) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$165,826,728.

(b) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$54,985,334

or

0.3%

of

Total

Investments.

(c) When-issued

or

delayed

delivery

security.

(d) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(e) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(g) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$150,015,250

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.500%

and

maturity

date

1/31/28,

valued

at

$153,000,000.

(h) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$50,049,088

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.125%

and

maturity

date

11/15/27,

valued

at

$51,045,027.

Core

Bond

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.7%

BANK

LOAN

OBLIGATIONS

-

1.6%

AUTOMOBILES

&

COMPONENTS

-

0.0%

$

3,073,223

(a) Clarios

Global

LP,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

%

05/06/30

$

3,067,461

TOTAL

AUTOMOBILES

&

COMPONENTS

3,067,461

CAPITAL

GOODS

-

0.1%

50,769

(a),(b)

Air

Comm

Corporation,

LLC,

Delayed

Draw

Term

Loan,

(TSFR3M

+

1.000%)

.000

12/11/31

50,960

1,038,877

(a) Air

Comm

Corporation,

LLC,

Term

Loan,

(TSFR3M

+

2.750%)

.436

12/11/31

1,042,738

520,139

(a) Chamberlain

Group

Inc,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

09/08/32

516,003

1,657,427

(a) Conair

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.750%)

.532

05/17/28

1,172,629

987,500

(a) Construction

Partners

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

11/03/31

988,581

556,315

(a) Cornerstone

Building

Brands,

Inc.,

Term

Loan

B,

(TSFR3M

+

3.250%)

.024

04/12/28

318,092

828,633

(a) Madison

Safety

&

Flow

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

.176

09/26/31

830,016

2,659,140

(a) Quikrete

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

01/31/32

2,657,478

140,299

(a) Quikrete

Holdings,

Inc.,

Term

Loan

B1,

(TSFR1M

+

2.250%)

.918

04/14/31

140,260

687,556

(a) QXO

Inc,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

04/30/32

687,085

356,093

(a) Resideo

Funding

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

.673

02/14/28

356,984

392,426

(a) TransDigm,

Inc.,

Term

Loan

J,

(TSFR1M

+

2.500%)

.168

02/28/31

392,920

3,372,588

(a) TransDigm,

Inc.,

Term

Loan

K,

(TSFR1M

+

2.250%)

.918

03/22/30

3,376,416

TOTAL

CAPITAL

GOODS

12,530,162

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.1%

1,313,266

(a) AlixPartners,

LLP,

Term

Loan,

(TSFR1M

+

2.000%)

.668

08/12/32

1,302,957

255,997

(a) CHG

Healthcare

Services

Inc.,

Term

Loan

B1,

(TSFR3M

+

2.750%)

.422

09/29/28

256,516

2,000,000

(a) Dayforce,

Inc.,

Term

Loan,

(TSFR3M

+

3.000%)

.663

02/04/33

1,897,220

1,912,620

(a) First

Advantage

Holdings,

LLC,

Repriced

Term

Loan

B,

(TSFR3M

+

2.750%)

.450

10/31/31

1,866,402

1,990,000

(a) GFL

Environmental

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

.166

03/03/32

1,992,497

1,718,227

(a) Prime

Security

Services

Borrower,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

.664

10/15/30

1,712,857

515,891

(a) Reworld

Holding

Corp,

Term

Loan

B,

(TSFR1M

+

2.250%)

.925

11/30/28

515,997

472,020

(a) Spin

Holdco

Inc.,

First

Lien

Second

Out

Term

Loan,

(TSFR3M

+

4.000%)

.933

09/04/30

372,896

148,657

(a) West

Corporation,

Term

Loan

B3,

(TSFR3M

+

4.000%)

.792

04/12/27

31,538

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

9,948,880

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

299,724

(a) Avis

Budget

Car

Rental,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

07/16/32

295,227

2,371,060

(a) Belron

Finance

LLC,

Repriced

Term

Loan

B,

(TSFR3M

+

2.000%)

.660

10/16/31

2,373,135

1,542,013

(a) CNT

Holdings

I

Corp,

Term

Loan,

(TSFR3M

+

2.500%)

.167

11/08/32

1,543,092

3,472,286

(a) Les

Schwab

Tire

Centers,

Term

Loan

B,

(TSFR3M

+

2.500%)

.173

04/23/31

3,467,946

3,791,297

(a) Wand

NewCo

3,

Inc.,

Repriced

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

01/30/31

3,765,441

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

11,444,841

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,462,483

(a) AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

(TSFR1M

+

TSFR3M

+

2.500%)

.162

07/31/28

2,459,787

1,809,750

(a) Hayward

Industries,

Inc.,

Term

Loan,

(TSFR1M

+

2.500%)

.282

05/30/28

1,815,966

617,934

(a) Samsonite

International

S.A.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

11/08/32

620,251

220,692

(a) SRAM,

LLC

,

Term

Loan

B,

(TSFR1M

+

TSFR6M

+

2.250%)

.933

02/27/32

220,003

TOTAL

CONSUMER

DURABLES

&

APPAREL

5,116,007

CONSUMER

SERVICES

-

0.2%

3,560,352

(a) 101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

.418

09/23/30

3,556,809

313,914

(a) Alterra

Mountain

Company,

Term

Loan

B9,

(TSFR1M

+

2.500%)

.168

08/17/28

314,209

1,275,750

(a) Caesars

Entertainment

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

02/06/30

1,242,262

997,927

(a) Camelot

U.S.

Acquisition

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

01/31/31

867,159

643,437

(a) Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.200

06/25/29

646,256

1,783,759

(a) Fertitta

Entertainment,

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

01/29/29

1,752,543

5,058,563

(a) Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR3M

+

1.750%)

.450

11/29/30

5,015,565

829,360

(a) IRB

Holding

Corp,

Term

Loan

B,

(TSFR1M

+

2.500%)

.176

12/16/30

828,323

368,136

(a) KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.544

03/15/28

370,950

492,890

(a) Light

and

Wonder

International,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

.675

04/16/29

493,506

1,004,709

(a) Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

.200

11/30/29

883,787

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

(continued)

$

298,856

(a) PENN

Entertainment,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

%

05/03/29

$

300,017

TOTAL

CONSUMER

SERVICES

16,271,386

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

801,782

(a) US

Foods,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

11/22/28

809,728

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

809,728

ENERGY

-

0.0%

337,610

(a) Buckeye

Partners,

L.P.,

Term

Loan

B7,

(TSFR1M

+

1.750%)

.418

11/22/32

339,227

1,228,125

(a) Canister

International

Group

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

.668

03/22/29

1,218,153

725,680

(a) Oryx

Midstream

Services

Permian

Basin

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

.926

10/05/28

727,494

TOTAL

ENERGY

2,284,874

FINANCIAL

SERVICES

-

0.1%

1,517,863

(a) AqGen

Island

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.000%)

.668

11/26/32

1,496,044

685,808

(a) Avolon

TLB

Borrower

(US)

LLC,

Term

Loan

B6,

(TSFR1M

+

1.750%)

.425

06/24/30

687,951

3,376,779

(a) Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

.418

06/24/31

3,363,913

TOTAL

FINANCIAL

SERVICES

5,547,908

FOOD,

BEVERAGE

&

TOBACCO

-

0.1%

584,258

(a) Arterra

Wines

Canada,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.461

11/26/27

572,155

1,158,300

(a) Aspire

Bakeries

Holdings

LLC,

Repriced

Term

Loan,

(TSFR1M

+

3.000%)

.668

12/23/30

1,161,196

2,170,086

(a) Fiesta

Purchaser,

Inc.,

Repriced

Term

Loan,

(TSFR1M

+

2.750%)

.418

02/12/31

2,120,858

142,189

(a) Froneri

Lux

Finco

Sarl,

Term

Loan

B4,

(TSFR6M

+

2.250%)

.877

09/30/31

139,590

137,931

(a),(b)

Sauer

Brands

Inc,

Delayed

Draw

Term

Loan,

(TSFR1M

+

3.000%)

.000

02/19/32

138,276

1,451,103

(a) Sauer

Brands

Inc,

Term

Loan

B,

(TSFR3M

+

3.000%)

.667

02/19/32

1,454,731

821,285

(a) UTZ

Quality

Foods,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

.200

01/29/32

821,971

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

6,408,777

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.1%

3,457,247

(a) Bausch

&

Lomb

Corporation,

Repriced

Term

Loan,

(TSFR1M

+

3.750%)

.418

01/15/31

3,469,140

448,504

(a) Global

Medical

Response,

Inc.,

Term

Loan

B,

(TSFR3M

+

3.500%)

.170

09/20/32

447,663

1,936,287

(a) ICU

Medical,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.250%)

.100

01/08/29

1,947,420

1,059,439

(a) Medline

Borrower,

LP,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

10/23/28

1,062,220

516,970

(a) Select

Medical

Corporation,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

12/03/31

514,385

1,926,266

(a) Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

12/19/30

1,929,281

707,667

(a) Zelis

Payments

Buyer,

Inc.,

5th

Amendment

Term

Loan,

(TSFR1M

+

3.250%)

.918

11/26/31

686,525

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

10,056,634

INSURANCE

-

0.2%

652,012

(a) Acrisure,

LLC,

First

Lien

Term

Loan

B6,

(TSFR1M

+

3.000%)

.668

11/06/30

632,940

1,970,113

(a) Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

09/19/31

1,957,238

311,801

(a) Asurion

LLC,

Term

Loan

B13,

(TSFR1M

+

4.250%)

.918

09/19/30

307,908

4,410,113

(a) Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

2.500%)

.168

06/16/31

4,308,966

3,378,488

(a) HUB

International

Limited,

Term

Loan

B,

(TSFR3M

+

2.250%)

.920

06/20/30

3,374,754

931,487

(a) Ryan

Specialty

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

09/15/31

931,487

4,633,579

(a) Sedgwick

Claims

Management

Services,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

07/31/31

4,555,805

919,355

(a) Truist

Insurance

Holdings

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

.450

05/06/31

908,727

3,917,836

(a) USI,

Inc.,

Term

Loan

C,

(TSFR3M

+

2.250%)

.950

09/27/30

3,919,409

1,937,779

(a) USI,

Inc.,

Term

Loan

D,

(TSFR3M

+

2.250%)

.950

11/23/29

1,933,672

TOTAL

INSURANCE

22,830,906

MATERIALS

-

0.1%

630,412

(a) Asplundh

Tree

Expert,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

.518

09/07/27

631,793

3,652,072

(a) Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.175%)

.843

04/13/29

3,493,115

488,338

(a) ECO

Services

Operations

Corp,

Term

Loan

B,

(TSFR3M

+

2.000%)

.667

06/12/31

489,339

194,549

(a) H.B.

Fuller

Company,

Term

Loan

B,

(TSFR1M

+

1.750%)

.532

02/15/30

195,401

749,787

(a) INEOS

Quattro

Holdings

UK

Ltd,

First

Lien

Term

Loan

B,

(TSFR1M

+

4.250%)

.018

03/29/29

749,849

(a) Klockner-Pentaplast

of

America,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.333

01/30/31

612,769

2,824,370

(a) TricorBraun

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

.918

03/03/31

2,691,682

130,769

(a) USALCO,

LLC,

Delayed

Draw

Term

Loan,

(TSFR1M

+

3.500%)

.176

09/30/31

130,672

1,253,413

(a) USALCO,

LLC,

Term

Loan,

(TSFR1M

+

3.500%)

.168

09/30/31

1,252,479

TOTAL

MATERIALS

9,497,250

MEDIA

&

ENTERTAINMENT

-

0.0%

855,656

(a) Altice

France

S.A.,

Term

Loan

B12,

(TSFR3M

+

5.063%)

.735

10/31/28

853,251

TOTAL

MEDIA

&

ENTERTAINMENT

853,251

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

565,479

(a) Elanco

Animal

Health

Incorporated,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

10/29/32

566,044

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

(continued)

$

205,381

(a) Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

.768

%

11/15/27

$

205,423

1,100,823

(a) Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

05/05/28

1,106,327

2,493,891

(a) Organon

&

Co,

Term

Loan,

(TSFR1M

+

2.250%)

.918

05/19/31

2,382,290

3,088,768

(a) Parexel

International

Corporation,

Repriced

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

12/12/31

3,082,328

205,211

(a) Perrigo

Investments,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

04/20/29

204,272

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

7,546,684

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

419,707

(a) Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan,

(TSFR1M

+

2.500%)

.168

01/31/30

422,330

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

422,330

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

1,483,788

(a) Instructure

Holdings,

Inc.,

Repriced

Term

Loan,

(TSFR3M

+

2.750%)

.437

11/13/31

1,427,218

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,427,218

SOFTWARE

&

SERVICES

-

0.2%

104,994

(a) Avaya,

Inc.,

Exit

Term

Loan,

(TSFR1M

+

7.500%),

(cash

11.168%,

PIK

7.500%)

.168

08/01/28

93,853

2,661,642

(a) BCPE

Pequod

Buyer

Inc,

Term

Loan

B,

(TSFR3M

+

2.750%)

.417

11/25/31

2,587,888

1,752,168

(a) Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

.673

07/30/31

1,629,332

637,361

(a) CCC

Intelligent

Solutions

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

.668

01/23/32

633,578

2,487,500

(a) Clearwater

Analytics,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.675

04/21/32

2,488,284

9,975

(a) Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

.418

05/01/31

9,214

1,759,209

(a) Ellucian

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

10/09/29

1,713,759

2,068,815

(a) Epicor

Software

Corporation,

Term

Loan

E,

(TSFR1M

+

2.500%)

.168

05/30/31

2,032,228

3,054,781

(a) Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

09/12/29

3,029,136

1,957,594

(a) Mitchell

International,

Inc.,

Term

Loan,

(TSFR1M

+

3.000%)

.668

06/17/31

1,873,270

2,449,134

(a) Open

Text

Corporation,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

01/31/30

2,401,903

97,137

(a) Rackspace

Finance,

LLC,

First

Lien

First

Out

Term

Loan,

(TSFR1M

+

6.250%)

.044

05/15/28

96,772

516,064

(a) Rackspace

Finance,

LLC,

First

Lien

Second

Out

Term

Loan,

(TSFR1M

+

2.750%)

.544

05/15/28

243,840

453,625

(a) RealPage,

Inc,

First

Lien

Term

Loan,

(TSFR3M

+

3.000%)

.961

04/24/28

435,607

1,115,466

(a) Synechron

Inc,

Term

Loan

B,

(TSFR3M

+

3.750%)

.450

10/03/31

1,027,623

508,287

(a) UKG

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

.167

02/10/31

486,401

2,450,000

(a) Zelis

Payments

Buyer,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

09/28/29

2,378,448

TOTAL

SOFTWARE

&

SERVICES

23,161,136

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.0%

970,050

(a) Delta

TopCo,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.421

11/30/29

940,571

108,755

(a) Ingram

Micro

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

.935

09/22/31

109,163

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,049,734

TELECOMMUNICATION

SERVICES

-

0.0%

940,000

(a) Coral-US

Co-Borrower,

LLC,

Term

Loan

B6,

(TSFR1M

+

3.000%)

.787

10/15/29

935,728

1,396,077

(a) Zayo

Group

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

1.750%)

.641

03/11/30

1,373,727

TOTAL

TELECOMMUNICATION

SERVICES

2,309,455

TRANSPORTATION

-

0.0%

1,597,411

(a) Air

Canada,

Term

Loan

B,

(TSFR3M

+

1.750%)

.417

03/21/31

1,587,427

483,844

(a) American

Airlines,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

.918

04/20/28

480,215

509,194

(a) XPO

Logistics,

Inc.,

Term

Loan

(2028),

(Prime

+

TSFR1M

+

1.250%)

.459

05/24/28

511,304

TOTAL

TRANSPORTATION

2,578,946

UTILITIES

-

0.1%

1,557,257

(a) Cornerstone

Generation

LLC,

Term

Loan

B,

(TSFR3M

+

2.250%)

.917

10/28/31

1,560,598

2,336,164

(a) Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

.153

05/17/30

2,343,324

864,827

(a) Vistra

Operations

Company

LLC,

First

Lien

Term

Loan

B3,

(TSFR1M

+

1.750%)

.418

12/20/30

867,080

TOTAL

UTILITIES

4,771,002

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$162,882,207)

159,934,570

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

MATERIALS

-

0.0%

7,740

(c) Kleopatra

Finco

Sarl

10,611

7,740

(c) Kleopatra

Finco

Sarl

10,611

7,740

(c) Kleopatra

Finco

Sarl

10,611

7,740

(c) Kleopatra

Finco

Sarl

10,610

7,740

(c) Kleopatra

Finco

Sarl

10,610

7,740

(c) Kleopatra

Finco

Sarl

10,610

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

VALUE

MATERIALS

(continued)

7,740

(c) Kleopatra

Finco

Sarl

$

10,610

7,740

(c) Kleopatra

Finco

Sarl

10,610

7,740

(c) Kleopatra

Finco

Sarl

10,610

TOTAL

MATERIALS

95,493

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

10,391

(c) Bright

Bidco

BV

3,637

7,607

(c) Bright

Bidco

BV

2,662

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

6,299

TELECOMMUNICATION

SERVICES

-

0.0%

5,099

(c) Altice

France

Lux

S.A.

84,869

TOTAL

TELECOMMUNICATION

SERVICES

84,869

TRANSPORTATION

-

0.0%

726

(c) MLN

US

Holdco

LLC

TOTAL

TRANSPORTATION

TOTAL

COMMON

STOCKS

(Cost

$1,177,807)

186,697

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

.0

%

AUTOMOBILES

&

COMPONENTS

-

0.5%

$

350,000

(d) Clarios

Global

LP

.750

%

02/15/30

357,875

580,000

(d) Cyprium

Corp

.125

04/15/31

571,774

164,000

Dana,

Inc

.250

09/01/30

155,153

4,000,000

(d) Ford

Otomotiv

Sanayi

AS.

.125

04/25/29

4,014,163

5,800,000

General

Motors

Financial

Co,

Inc

.900

10/06/29

5,828,897

3,550,000

General

Motors

Financial

Co,

Inc

.850

04/06/30

3,674,372

12,200,000

General

Motors

Financial

Co,

Inc

.700

06/10/31

10,944,442

9,350,000

General

Motors

Financial

Co,

Inc

.600

06/18/31

9,569,736

2,000,000

Goodyear

Tire

&

Rubber

Co

.000

07/15/29

1,892,623

5,000,000

(e) Goodyear

Tire

&

Rubber

Co

.250

04/30/31

4,510,458

500,000

(d) IHO

Verwaltungs

GmbH,

(cash

6.375%,

PIK

7.125%)

.375

05/15/29

499,819

1,360,000

(d) Phinia,

Inc

.625

10/15/32

1,382,292

750,000

(d) ZF

North

America

Capital,

Inc

.875

04/14/28

760,727

3,665,000

(d) ZF

North

America

Capital,

Inc

.750

04/23/30

3,545,456

505,000

(d) ZF

North

America

Capital,

Inc

.500

03/24/31

496,069

TOTAL

AUTOMOBILES

&

COMPONENTS

48,203,856

BANKS

-

6.5%

1,500,000

(d) Akbank

T.A.S.

.800

06/22/31

1,493,582

1,500,000

(d) Akbank

TAS

.498

01/20/30

1,525,846

1,725,000

(d),(f),(g)

Akbank

TAS

.000

N/A

1,640,632

5,000,000

(d),(f),(g)

Australia

&

New

Zealand

Banking

Group

Ltd

.750

N/A

5,005,020

3,800,000

(f),(g)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

.375

N/A

4,105,448

1,725,000

(d),(e)

Banco

Bradesco

S.A.

.500

01/22/30

1,782,443

1,428,000

(d),(g)

Banco

Davivienda

S.A.

.125

07/02/35

1,445,136

700,000

(d),(f),(g)

Banco

de

Credito

e

Inversiones

S.A.

.750

N/A

735,791

2,000,000

(d) Banco

do

Brasil

S.A.

.000

03/18/31

2,017,262

1,325,000

(d) Banco

Internacional

del

Peru

SAA

Interbank

.800

07/15/31

1,302,608

2,000,000

(d),(f),(g)

Banco

Mercantil

del

Norte

S.A.

.375

N/A

2,055,000

2,725,000

(d) Banco

Nacional

de

Comercio

Exterior

SNC

.720

08/11/31

2,671,623

3,500,000

(d) Banco

Santander

Chile

.550

11/20/30

3,454,080

7,400,000

(f),(g)

Banco

Santander

S.A.

.625

N/A

8,544,580

2,600,000

(g) Bancolombia

S.A.

.625

12/24/34

2,726,453

1,800,000

(d) Bangkok

Bank

PCL

.650

07/05/34

1,847,753

2,400,000

(d) Bangkok

Bank

PCL

.082

11/26/35

2,349,152

2,600,000

(d),(g)

Bangkok

Bank

PCL

.466

09/23/36

2,337,619

4,000,000

(d),(g)

Bank

Hapoalim

BM,

Reg

S

.255

01/21/32

3,944,482

1,250,000

(d) Bank

Hapoalim

BM,

Reg

S

.252

01/14/33

1,233,121

13,880,000

Bank

of

America

Corp

.592

04/29/31

12,822,835

45,500,000

Bank

of

America

Corp

.288

04/25/34

46,053,047

30,375,000

Bank

of

America

Corp

.744

02/12/36

30,899,598

15,175,000

Bank

of

America

Corp

.676

06/19/41

10,875,186

16,150,000

(f) Bank

of

America

Corp

.625

N/A

16,557,707

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

6.5%

(continued)

$

10,175,000

(f) Bank

of

New

York

Mellon

Corp

.300

%

N/A

$

10,366,585

6,775,000

Barclays

plc

.367

02/25/31

6,892,664

4,700,000

Barclays

plc

.330

11/24/42

3,493,280

8,725,000

(f),(g)

Barclays

plc

.625

N/A

9,516,837

3,350,000

(d),(g)

BBVA

Bancomer

S.A.

.125

01/18/33

3,255,530

1,100,000

(d),(g)

BBVA

Mexico

S.A.

Institucion

De

Banca

Multiple

Grupo

Financiero

BBVA

Mexico

.625

02/11/35

1,135,750

5,750,000

(d) BNP

Paribas

S.A.

.916

01/15/34

5,622,470

20,000,000

(d),(e),(f),(g)

BNP

Paribas

S.A.

.450

N/A

20,075,686

13,650,000

CitiBank

NA

.914

05/29/30

13,862,799

4,025,000

Citigroup,

Inc

.200

10/21/26

4,002,826

2,200,000

Citigroup,

Inc

.300

11/20/26

2,200,367

3,800,000

Citigroup,

Inc

.450

09/29/27

3,800,107

2,250,000

Citigroup,

Inc

.125

07/25/28

2,231,102

7,700,000

Citigroup,

Inc

.542

09/19/30

7,673,284

10,000,000

(f) Citigroup,

Inc

.625

N/A

10,007,502

8,425,000

(f) Citigroup,

Inc

.625

N/A

8,712,790

8,650,000

(d) Credit

Agricole

S.A.

.222

05/27/31

8,755,070

9,600,000

(d),(f),(g)

Credit

Agricole

S.A.

.125

N/A

9,690,854

3,750,000

Deutsche

Bank

AG.

.311

11/16/27

3,698,867

700,000

(d) Development

Bank

of

Kazakhstan

JSC

.950

05/06/31

628,677

1,675,000

(d) Grupo

Aval

Ltd

.375

02/04/30

1,565,199

635,000

(d),(f)

Hana

Bank

.500

N/A

628,525

10,000,000

(f),(g)

HSBC

Holdings

plc

.000

N/A

10,323,840

6,400,000

(e),(f),(g)

HSBC

Holdings

plc

.950

N/A

6,416,365

11,600,000

ING

Groep

NV

.803

03/23/32

11,530,548

10,450,000

(f),(g)

ING

Groep

NV

.000

N/A

10,434,770

3,000,000

(d) Intercorp

Financial

Services,

Inc

.125

10/19/27

2,964,929

2,000,000

(d) Itau

Unibanco

Holding

S.A.

.000

02/27/30

2,052,160

2,500,000

JPMorgan

Chase

&

Co

.200

06/15/26

2,496,168

3,525,000

JPMorgan

Chase

&

Co

.323

04/26/28

3,523,391

9,975,000

JPMorgan

Chase

&

Co

.140

01/24/31

10,157,556

10,000,000

JPMorgan

Chase

&

Co

.912

07/25/33

10,006,900

29,425,000

JPMorgan

Chase

&

Co

.350

06/01/34

30,021,870

5,625,000

JPMorgan

Chase

&

Co

.254

10/23/34

6,048,077

16,000,000

JPMorgan

Chase

&

Co

.766

04/22/35

16,665,362

5,000,000

JPMorgan

Chase

&

Co

.294

07/22/35

5,061,913

18,550,000

JPMorgan

Chase

&

Co

.572

04/22/36

19,115,476

8,100,000

JPMorgan

Chase

&

Co

.576

07/23/36

8,202,921

3,275,000

JPMorgan

Chase

&

Co

.525

11/19/41

2,288,477

14,550,000

JPMorgan

Chase

&

Co

.157

04/22/42

10,939,163

700,000

JPMorgan

Chase

&

Co

.260

02/22/48

572,264

12,500,000

(f) JPMorgan

Chase

&

Co

.875

N/A

12,968,750

7,380,000

(f) JPMorgan

Chase

&

Co

.650

N/A

7,346,147

5,900,000

(e),(f),(g)

Lloyds

Banking

Group

plc

.750

N/A

5,868,366

7,150,000

(f) M&T

Bank

Corp

.500

N/A

6,922,049

3,000,000

(d),(g)

Mizrahi

Tefahot

Bank

Ltd,

Reg

S

.077

04/07/31

2,998,584

2,875,000

(d),(g)

Mizrahi

Tefahot

Bank

Ltd,

Reg

S

.837

04/15/36

2,860,100

6,800,000

Morgan

Stanley

Private

Bank

NA

.734

07/18/31

6,778,937

34,710,000

Morgan

Stanley

Private

Bank

NA

.465

11/19/31

34,171,337

6,000,000

(f),(g)

NatWest

Group

plc

.125

N/A

6,495,162

6,300,000

(d) NBK

SPC

Ltd

.625

09/15/27

6,200,737

3,000,000

(d),(f)

NBK

Tier Financing

Ltd

.625

N/A

2,947,114

4,720,000

PNC

Bank

NA

.700

10/22/29

4,441,661

5,100,000

PNC

Financial

Services

Group,

Inc

.575

01/29/36

5,206,616

4,105,000

(f) PNC

Financial

Services

Group,

Inc

.400

N/A

4,040,112

6,000,000

(f) PNC

Financial

Services

Group,

Inc

.200

N/A

6,013,320

4,000,000

Saudi

Awwal

Bank,

Reg

S

.947

09/04/35

3,915,784

1,960,000

Truist

Bank

.250

03/11/30

1,779,860

3,000,000

(d) United

Overseas

Bank

Ltd

.250

04/14/26

2,996,725

3,700,000

(d) United

Overseas

Bank

Ltd

.000

10/14/31

3,649,948

3,400,000

US

Bancorp

.839

02/01/34

3,360,142

5,475,000

Wells

Fargo

&

Co

.393

06/02/28

5,343,907

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

6.5%

(continued)

$

7,900,000

Wells

Fargo

&

Co

.303

%

10/23/29

$

8,227,797

18,725,000

Wells

Fargo

&

Co

.605

04/23/36

19,161,809

10,000,000

(f) Wells

Fargo

&

Co

.125

N/A

10,037,637

6,825,000

(e),(f)

Wells

Fargo

&

Co

.625

N/A

7,169,546

TOTAL

BANKS

656,967,072

CAPITAL

GOODS

-

1.3%

520,000

(d) Advanced

Drainage

Systems,

Inc

.375

03/01/34

506,023

2,205,000

(d) AECOM

.000

08/01/33

2,202,577

2,430,000

(d) Airbus

SE

.150

04/10/27

2,401,417

975,000

(d) Albion

Financing SARL

.000

05/21/30

996,486

770,000

(d) Allison

Transmission,

Inc

.875

12/01/33

765,279

650,000

(d) BAE

Systems

plc

.900

02/15/31

572,830

1,350,000

Boeing

Co

.250

02/01/28

1,323,335

3,600,000

Boeing

Co

.705

05/01/40

3,605,660

24,025,000

Boeing

Co

.805

05/01/50

23,225,602

915,000

(d) Carpenter

Technology

Corp

.625

03/01/34

906,572

1,160,000

(d) Chart

Industries,

Inc

.500

01/01/30

1,205,132

1,465,000

(d) Columbus

McKinnon

Corp

.125

01/31/33

1,464,326

5,800,000

Eaton

Corp

.200

03/06/31

5,716,083

3,900,000

Eaton

Corp

.800

03/06/36

3,850,441

1,075,000

(d) Embraer

Netherlands

Finance

BV

.000

07/28/30

1,167,574

400,000

(d) Esab

Corp

.250

04/15/29

405,960

955,000

(d) Esab

Corp

.625

04/01/31

961,694

455,000

(d) Goat

Holdco

LLC

.750

02/01/32

457,789

665,000

(d) Herc

Holdings,

Inc

.625

06/15/29

675,924

425,000

(d) Herc

Holdings,

Inc

.000

06/15/30

435,782

1,250,000

(d) Herc

Holdings,

Inc

.750

03/15/31

1,231,084

665,000

(d) Herc

Holdings,

Inc

.250

06/15/33

681,453

1,295,000

(d) Herc

Holdings,

Inc

.000

03/15/34

1,251,940

7,075,000

(d) Honeywell

Aerospace,

Inc

.950

03/16/36

7,019,836

6,650,000

(d) Honeywell

Aerospace,

Inc

.732

03/16/56

6,573,199

5,525,000

Howmet

Aerospace,

Inc

.550

11/15/32

5,453,445

2,000,000

(d) IHS

Holding

Ltd

.875

05/29/30

2,026,318

1,500,000

(d),(e)

IHS

Holding

Ltd

.250

11/29/31

1,539,011

675,000

(d) James

Hardie

International

Finance

DAC

.000

01/15/28

670,084

6,958,000

L3Harris

Technologies,

Inc

.400

07/31/33

7,138,863

5,000,000

L3Harris

Technologies,

Inc

.350

06/01/34

5,082,199

2,365,000

(d) Lsf12

Helix

Parent

LLC

.125

02/01/33

2,276,090

595,000

(d) Masterbrand,

Inc

.000

07/15/32

581,338

280,000

(d) MITER

BRAND

.750

04/01/32

268,171

1,000,000

(d) Quikrete

Holdings,

Inc

.375

03/01/32

1,014,003

10,675,000

Raytheon

Technologies

Corp

.125

11/16/28

10,630,186

6,500,000

Raytheon

Technologies

Corp

.000

03/15/31

6,908,856

1,800,000

(d) Sociedad

Quimica

y

Minera

de

Chile

S.A.

.500

11/07/33

1,907,604

2,500,000

(d) Sociedad

Quimica

y

Minera

de

Chile

S.A.

.500

09/10/51

1,613,650

1,665,000

(d) Standard

Building

Solutions,

Inc

.250

08/01/33

1,646,278

1,575,000

(d) TransDigm,

Inc

.875

12/15/30

1,613,821

1,470,000

(d) TransDigm,

Inc

.000

01/15/33

1,469,175

675,000

(d) TransDigm,

Inc

.125

07/31/34

663,891

3,000,000

(d) United

Rentals

North

America,

Inc

.375

11/15/33

2,917,139

425,000

(d) WESCO

Distribution,

Inc

.250

06/15/28

427,318

2,000,000

(d) WESCO

Distribution,

Inc

.250

04/15/31

1,988,062

480,000

(d) WESCO

Distribution,

Inc

.375

03/15/33

489,006

1,595,000

(d) Windsor

Holdings

III

LLC

.500

06/15/30

1,652,214

TOTAL

CAPITAL

GOODS

129,580,720

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

1,655,000

(d) ADT

Corp

.875

07/15/32

1,545,900

2,250,000

(d) Bidvest

Group

UK

plc

.200

09/17/32

2,240,412

890,000

(d) CACI

International,

Inc

.375

06/15/33

905,954

590,000

(d) Clean

Harbors,

Inc

.750

10/15/33

588,555

81,030

CSC

ServiceWorks

East

LLC

.107

09/04/30

82,870

570,000

(d) Garda

World

Security

Corp

.500

01/15/31

577,899

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

(continued)

$

715,000

(d) GFL

Environmental

Holdings

US,

Inc

.500

%

02/01/34

$

701,269

118,000

(d),(e)

Prime

Security

Services

Borrower

LLC

.750

04/15/26

118,148

1,300,000

(d) Prime

Security

Services

Borrower

LLC

.375

08/31/27

1,265,238

395,000

(d) Science

Applications

International

Corp

.875

11/01/33

385,470

3,675,000

Verisk

Analytics,

Inc

.250

03/15/35

3,643,562

420,000

Verisk

Analytics,

Inc

.625

05/15/50

293,026

1,235,000

Waste

Management,

Inc

.500

03/15/31

1,073,076

7,700,000

Waste

Management,

Inc

.950

03/15/35

7,719,018

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

21,140,397

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

15,800,000

Amazon.com,

Inc

.250

03/13/31

15,683,549

11,900,000

Amazon.com,

Inc

.875

03/13/36

11,791,546

3,525,000

Amazon.com,

Inc

.800

03/13/56

3,522,167

2,670,000

(d) Asbury

Automotive

Group,

Inc

.625

11/15/29

2,581,170

755,000

(d) Asbury

Automotive

Group,

Inc

.000

02/15/32

714,994

925,000

(d) Bath

&

Body

Works,

Inc

.625

10/01/30

933,715

4,500,000

(d) El

Puerto

de

Liverpool

SAB

de

C.V.

.750

02/10/38

4,252,538

480,000

(d) Gee

Automotive

Holdings

LLC

.250

03/01/31

481,470

550,000

(d) Group

Automotive,

Inc

.000

08/15/28

532,242

636,000

Kohl's

Corp

.125

05/01/31

478,678

800,000

(d) LCM

Investments

Holdings

II

LLC

.875

05/01/29

778,485

790,000

(d) LCM

Investments

Holdings

II

LLC

.250

08/01/31

820,609

850,000

(d) Lithia

Motors,

Inc

.625

12/15/27

838,753

2,450,000

(d) Macy's

Retail

Holdings

LLC

.125

03/15/32

2,406,733

2,445,000

(d) Michaels

Cos,

Inc

.500

03/15/33

2,380,193

2,175,000

O'Reilly

Automotive,

Inc

.600

09/01/27

2,152,496

2,100,000

O'Reilly

Automotive,

Inc

.200

04/01/30

2,074,539

9,530,000

O'Reilly

Automotive,

Inc

.750

03/15/31

8,312,164

1,050,000

O'Reilly

Automotive,

Inc

.100

03/12/36

1,036,256

437,000

(d) Prosus

NV

.850

07/06/27

437,156

1,425,000

(d) Prosus

NV

.193

01/19/32

1,340,586

1,500,000

(d) QXO

Building

Products,

Inc

.750

04/30/32

1,529,986

1,000,000

(d) Staples,

Inc

.750

09/01/29

924,819

3,025,000

Walmart,

Inc

.350

04/28/30

3,054,034

460,000

(d) Wand

NewCo

3,

Inc

.625

01/30/32

470,349

335,000

(d) Wayfair

LLC

.250

10/31/29

341,963

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

69,871,190

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

(d) CD&R

Smokey

Buyer,

Inc

.500

10/15/29

850,616

5,000,000

Lennar

Corp

.000

06/15/27

5,011,284

1,175,000

Newell

Brands,

Inc

.375

09/15/27

1,180,744

400,000

(d) TopBuild

Corp

.625

01/31/34

391,509

TOTAL

CONSUMER

DURABLES

&

APPAREL

7,434,153

CONSUMER

SERVICES

-

0.3%

1,035,000

(d) 1011778

BC

ULC

.125

06/15/29

1,051,731

1,455,000

(d),(e)

Caesars

Entertainment,

Inc

.000

10/15/32

1,338,613

2,570,000

(d) Carnival

Corp

.750

08/01/32

2,569,164

2,000,000

(d) CDI

Escrow

Issuer,

Inc

.750

04/01/30

1,977,925

3,285,000

(d) Churchill

Downs,

Inc

.750

05/01/31

3,346,761

1,960,000

(d) Flutter

Treasury

Designated

Activity

Co

.375

04/29/29

1,995,349

2,990,000

(d) Hilton

Domestic

Operating

Co,

Inc

.875

04/01/29

3,019,407

2,200,000

(d) Hilton

Domestic

Operating

Co,

Inc

.625

02/15/32

1,999,074

1,050,000

(d) Hilton

Domestic

Operating

Co,

Inc

.750

09/15/33

1,045,259

1,155,000

(d) Hilton

Domestic

Operating

Co,

Inc

.500

03/31/34

1,128,408

350,000

(d) Light

&

Wonder

International,

Inc

.500

09/01/31

359,205

500,000

(d) Light

&

Wonder

International,

Inc

.250

10/01/33

489,845

425,000

(d) Marriott

Ownership

Resorts,

Inc

.500

06/15/29

402,958

1,000,000

(d) Merlin

Entertainments

Group

US

Holdings,

Inc

.375

02/15/31

834,572

1,475,000

MGM

Resorts

International

.125

09/15/29

1,483,739

1,420,000

(d) Motion

Finco

Sarl

.375

02/15/32

1,173,119

400,000

(d) NCL

Corp

Ltd

.875

01/15/31

388,626

625,000

(d) NCL

Corp

Ltd

.250

09/15/33

606,462

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.3%

(continued)

$

2,335,000

Sands

China

Ltd

.300

%

03/08/27

$

2,279,024

1,400,000

Sands

China

Ltd

.400

08/08/28

1,410,490

1,200,000

Service

Corp

International

.750

10/15/32

1,197,692

1,980,000

(d) Six

Flags

Entertainment

Corp

.625

05/01/32

1,975,244

1,175,000

(d) Wynn

Macau

Ltd

.625

08/26/28

1,154,013

1,100,000

(d) Wynn

Resorts

Finance

LLC

.250

03/15/33

1,088,559

TOTAL

CONSUMER

SERVICES

34,315,239

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.4%

3,505,000

(d) Albertsons

Cos,

Inc

.500

02/15/28

3,548,893

780,000

(d) Albertsons

Cos,

Inc

.500

03/31/31

771,164

500,000

(d) Albertsons

Cos,

Inc

.250

03/15/33

503,353

1,560,000

(d) Albertsons

Cos,

Inc

.750

03/31/34

1,526,220

18,300,000

Kroger

Co

.000

09/15/34

18,068,741

7,325,000

Kroger

Co

.500

09/15/54

6,802,569

2,850,000

SYSCO

Corp

.400

03/23/35

2,829,277

3,700,000

SYSCO

Corp

.150

12/14/51

2,279,786

785,000

(d) US

Foods,

Inc

.875

09/15/28

802,314

5,900,000

Walmart,

Inc

.500

09/22/41

4,230,965

5,150,000

(e) Walmart,

Inc

.500

04/15/53

4,456,709

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

45,819,991

ENERGY

-

2.6%

2,500,000

(d) Antero

Midstream

Partners

LP

.750

01/15/28

2,499,987

2,000,000

(d) Antero

Midstream

Partners

LP

.625

02/01/32

2,044,078

900,000

(d) Antero

Midstream

Partners

LP

.750

10/15/33

890,016

1,875,000

(d) Archrock

Partners

LP

.250

04/01/28

1,875,000

1,580,000

(d) Archrock

Partners

LP

.625

09/01/32

1,611,055

855,000

(d) ARCHROCK

SERVICES

.000

02/01/34

846,504

9,200,000

BP

Capital

Markets

America,

Inc

.227

11/17/34

9,388,995

400,000

(d) Buckeye

Partners

LP

.750

02/01/30

412,804

12,300,000

Cheniere

Energy

Partners

LP

.000

03/01/31

11,807,072

4,250,000

Cheniere

Energy

Partners

LP

.250

01/31/32

3,873,492

6,900,000

Cheniere

Energy

Partners

LP

.550

10/30/35

7,026,604

280,000

(d) Chord

Energy

Corp

.000

10/01/30

283,716

2,000,000

(d) Chord

Energy

Corp

.750

03/15/33

2,064,884

1,750,000

(d) Civitas

Resources,

Inc

.750

07/01/31

1,829,261

1,475,000

(d) CNX

Resources

Corp

.250

03/01/32

1,519,923

1,270,000

(d) CNX

Resources

Corp

.875

03/01/34

1,236,823

335,000

(d) CVR

Energy,

Inc

.500

02/15/31

337,501

1,790,000

(d) DT

Midstream,

Inc

.125

06/15/29

1,752,339

1,490,000

(d) DT

Midstream,

Inc

.375

06/15/31

1,436,259

1,050,000

Ecopetrol

S.A.

.875

04/29/30

1,051,007

2,275,000

Ecopetrol

S.A.

.625

11/02/31

2,021,860

3,675,000

(d) Empresa

Nacional

del

Petroleo

.450

09/16/31

3,330,356

6,875,000

Enbridge,

Inc

.700

03/08/33

7,121,719

3,960,000

Enbridge,

Inc

.500

08/01/33

3,364,309

10,350,000

Enbridge,

Inc

.500

01/15/84

11,644,547

1,450,000

(d) Energean

Israel

Finance

Ltd,

Reg

S

.500

09/30/33

1,488,788

3,800,000

Energy

Transfer

LP

.350

01/15/36

3,773,609

450,000

Energy

Transfer

LP

.400

10/01/47

399,871

4,625,000

Energy

Transfer

LP

.000

05/15/50

3,838,179

3,975,000

Energy

Transfer

LP

.950

05/15/54

3,727,262

10,000,000

(f) Energy

Transfer

LP

.125

N/A

10,178,250

2,300,000

Enterprise

Products

Operating

LLC

.200

01/31/50

1,828,088

6,575,000

Enterprise

Products

Operating

LLC

.300

02/15/53

4,344,004

850,000

(d) EQT

Corp

.125

05/15/26

848,290

673,000

EQT

Corp

.500

01/15/29

671,426

1,600,000

Expand

Energy

Corp

.700

01/15/35

1,625,041

1,979,670

(d) Galaxy

Pipeline

Assets

Bidco

Ltd

.160

03/31/34

1,756,239

2,750,000

(d) Galaxy

Pipeline

Assets

Bidco

Ltd

.625

03/31/36

2,339,458

490,000

Genesis

Energy

LP

.250

01/15/29

506,315

1,450,000

(d) Hilcorp

Energy

I

LP

.750

02/01/29

1,429,717

1,450,000

(d) Hilcorp

Energy

I

LP

.000

02/01/31

1,409,301

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

2.6%

(continued)

$

2,000,000

(d) Hilcorp

Energy

I

LP

.375

%

11/01/33

$

2,086,664

3,500,000

(d) KazMunayGas

National

Co

JSC

.500

04/14/33

3,138,742

2,000,000

(d) Kinetik

Holdings

LP

.625

12/15/28

2,033,846

1,070,000

(d) Kodiak

Gas

Services

LLC

.250

02/15/29

1,108,579

765,000

(d) Kodiak

Gas

Services

LLC

.875

04/01/31

768,789

335,000

(d) Kodiak

Gas

Services

LLC

.500

10/01/33

338,619

500,000

(d) Kodiak

Gas

Services

LLC

.750

10/01/35

507,956

725,000

(d),(e)

Kosmos

Energy

Ltd

.750

10/01/31

632,345

15,040,000

Marathon

Petroleum

Corp

.800

04/01/28

14,864,534

1,000,000

Marathon

Petroleum

Corp

.750

09/15/44

850,205

2,750,000

(e) Marathon

Petroleum

Corp

.000

09/15/54

2,304,477

520,000

(d) Matador

Resources

Co

.000

04/15/34

516,712

1,500,000

(d) Medco

Maple

Tree

Pte

Ltd

.960

04/27/29

1,540,942

710,000

(d) Midwest

Connector

Capital

Co

LLC

.625

04/01/29

706,340

7,235,000

MPLX

LP

.650

08/15/30

6,668,707

7,735,000

(d) Northern

Natural

Gas

Co

.400

10/16/51

5,180,592

5,000,000

Occidental

Petroleum

Corp

.500

08/15/29

4,792,150

1,600,000

ONEOK,

Inc

.700

11/01/54

1,459,722

1,075,000

(d) ORLEN

S.A.

.000

01/30/35

1,093,237

1,210,000

(d) Permian

Resources

Operating

LLC

.000

01/15/32

1,252,949

3,600,000

(d) Pertamina

Hulu

Energi

PT

.250

05/21/30

3,608,729

850,000

(d),(e)

Pertamina

Persero

PT

.650

07/30/29

814,353

1,667,000

(e) Petrobras

Global

Finance

BV

.999

01/27/28

1,699,301

2,925,000

Petrobras

Global

Finance

BV

.250

01/10/36

2,857,257

1,200,000

Petrobras

Global

Finance

BV

.900

03/19/49

1,153,793

6,244,000

Petroleos

Mexicanos

.700

02/16/32

6,110,880

3,000,000

Petroleos

Mexicanos

.690

01/23/50

2,597,963

4,870,000

(d) Petronas

Capital

Ltd

.950

01/03/31

4,977,387

1,850,000

(d) Petronas

Capital

Ltd

.340

04/03/35

1,899,044

1,000,000

(d) Petronas

Energy

Canada

Ltd

.112

03/23/28

958,023

860,000

Phillips

Co

.150

12/15/29

820,347

775,000

Phillips

Co

.680

02/15/45

652,706

2,050,000

(d) Promigas

S.A.

ESP

.750

10/16/29

1,881,013

3,000,000

(d) Qatar

Petroleum

.250

07/12/31

2,642,436

2,100,000

(d) Raizen

Fuels

Finance

S.A.

.700

01/17/35

1,149,750

8,365,000

Sabine

Pass

Liquefaction

LLC

.500

05/15/30

8,304,267

3,175,000

(d) Saudi

Arabian

Oil

Co

.250

11/24/30

2,800,115

2,196,000

(d) SIERRACOL

EN

AND

.000

11/14/30

2,185,020

705,000

(d) SM

Energy

Co

.625

04/15/34

703,008

2,235,000

(d) Sunoco

LP

.000

05/01/29

2,292,569

1,150,000

Sunoco

LP

.500

05/15/29

1,121,391

2,000,000

(d) Sunoco

LP

.500

10/01/29

1,932,565

1,260,000

(d) Sunoco

LP

.625

05/01/30

1,212,585

500,000

(d) Sunoco

LP

.625

03/31/31

497,707

500,000

(d) Sunoco

LP

.875

03/15/34

494,477

2,200,000

(d) Thaioil

Treasury

Center

Co

Ltd

.500

06/18/30

1,985,411

1,450,000

TotalEnergies

Capital

International

S.A.

.986

06/29/41

1,080,087

5,550,000

TotalEnergies

Capital

International

S.A.

.127

05/29/50

3,669,477

2,000,000

TotalEnergies

Capital

S.A.

.488

04/05/54

1,919,874

7,835,000

TransCanada

Trust

.500

09/15/79

7,767,011

777,000

(d) Transocean,

Inc

.750

02/15/30

808,230

2,125,000

(d) USA

Compression

Partners

LP

.125

03/15/29

2,174,249

400,000

(d) USA

Compression

Partners

LP

.250

10/01/33

398,742

2,000,000

(d) Venture

Global

Calcasieu

Pass

LLC

.125

08/15/31

1,855,211

2,205,000

(d) Venture

Global

LNG,

Inc

.125

06/01/28

2,255,100

3,000,000

(d) Venture

Global

LNG,

Inc

.875

02/01/32

3,221,964

550,000

(d) Venture

Global

Plaquemines

LNG

LLC

.125

12/15/30

565,634

635,000

(d) Venture

Global

Plaquemines

LNG

LLC

.500

01/15/34

661,952

5,550,000

Williams

Cos,

Inc

.650

03/15/33

5,731,723

TOTAL

ENERGY

262,741,407

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.3%

6,850,000

Agree

LP

.000

06/15/28

6,486,671

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.3%

(continued)

$

2,175,000

American

Homes

Rent

LP

.250

%

03/15/35

$

2,142,463

600,000

American

Tower

Corp

.375

10/15/26

596,494

1,200,000

American

Tower

Corp

.600

01/15/28

1,182,091

5,370,000

American

Tower

Corp

.500

01/31/28

5,087,265

5,800,000

American

Tower

Corp

.800

08/15/29

5,661,041

6,950,000

American

Tower

Corp

.900

01/15/30

6,523,116

1,375,000

American

Tower

Corp

.100

06/15/30

1,237,450

890,000

American

Tower

Corp

.875

10/15/30

785,484

5,400,000

American

Tower

Corp

.400

01/31/35

5,448,828

9,650,000

American

Tower

Corp

.350

03/15/35

9,712,600

10,206,000

Brixmor

Operating

Partnership

LP

.250

04/01/28

9,795,502

813,284

(d) CFE

Fibra

E

.875

09/23/40

789,951

7,735,000

Essential

Properties

LP

.950

07/15/31

6,967,445

3,200,000

Essex

Portfolio

LP

.000

01/15/30

3,014,771

5,575,000

Essex

Portfolio

LP

.375

04/01/35

5,621,304

1,440,000

(d) FIBRA

ProLogis

.500

11/26/35

1,390,928

1,750,000

(d) FIBRA

ProLogis

.625

01/14/38

1,664,670

4,150,000

GLP

Capital

LP

.000

01/15/30

3,983,381

8,948,000

Healthcare

Realty

Holdings

LP

.500

08/01/26

8,917,982

3,000,000

Healthcare

Realty

Holdings

LP

.625

01/15/28

2,938,727

8,015,000

Healthcare

Realty

Holdings

LP

.100

02/15/30

7,543,890

1,660,000

Healthcare

Realty

Holdings

LP

.400

03/15/30

1,515,022

925,000

Healthcare

Realty

Holdings

LP

.050

03/15/31

802,847

7,500,000

Highwoods

Realty

LP

.875

03/01/27

7,456,166

1,025,000

Highwoods

Realty

LP

.125

03/15/28

1,010,296

1,350,000

Highwoods

Realty

LP

.200

04/15/29

1,312,696

8,010,000

Highwoods

Realty

LP

.050

02/15/30

7,383,442

2,085,000

(e) Highwoods

Realty

LP

.600

02/01/31

1,843,324

155,000

(d) Iron

Mountain,

Inc

.000

02/15/29

157,978

1,310,000

(d) Iron

Mountain,

Inc

.250

01/15/33

1,305,811

600,000

(d) Millrose

Properties,

Inc

.250

09/15/32

588,965

3,375,000

MPT

Operating

Partnership

LP

.500

03/15/31

2,205,259

345,000

(d) MPT

Operating

Partnership

LP

.500

02/15/32

349,765

1,075,000

ProLogis

LP

.875

11/15/29

1,019,335

995,000

(d) RHP

Hotel

Properties

LP

.750

03/15/34

981,919

7,500,000

(d) SBA

Tower

Trust

.631

11/15/26

7,377,451

956,000

(d) Trust

2401

.869

01/15/30

920,513

494,000

(d) Trust

Fibra

Uno

.869

01/15/30

473,944

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

134,196,787

FINANCIAL

SERVICES

-

2.3%

9,875,000

AerCap

Ireland

Capital

DAC

.000

10/29/28

9,505,522

4,690,000

Block,

Inc

.500

05/15/32

4,732,824

360,000

(d) Block,

Inc

.000

08/15/33

354,054

415,000

(d) Brazil

Minas

SPE

via

State

of

Minas

Gerais

.333

02/15/28

416,064

2,490,000

Capital

One

Financial

Corp

.750

03/09/27

2,475,345

5,490,000

(e),(f)

Capital

One

Financial

Corp

.950

N/A

5,410,723

617,622

(d) Compass

Group

Diversified

Holdings

LLC

.250

04/15/29

574,378

2,500,000

Corebridge

Financial,

Inc

.050

09/15/33

2,613,375

3,475,000

Corebridge

Financial,

Inc

.750

01/15/34

3,564,235

1,675,000

(d) DAE

Funding

LLC

.950

01/15/33

1,588,123

7,400,000

(f),(g)

Deutsche

Bank

AG.,

Reg

S

.130

N/A

7,617,923

5,400,000

Discover

Bank

.450

07/27/26

5,382,928

2,275,000

Discover

Bank

.700

02/06/30

2,122,702

1,665,000

(d) Encore

Capital

Group,

Inc

.625

04/15/31

1,656,675

1,705,000

(d) FirstCash,

Inc

.875

03/01/32

1,737,767

5,600,000

Goldman

Sachs

Group,

Inc

.482

08/23/28

5,599,894

12,425,000

Goldman

Sachs

Group,

Inc

.330

07/23/35

12,467,078

360,000

Goldman

Sachs

Group,

Inc

.750

10/01/37

388,323

1,900,000

Goldman

Sachs

Group,

Inc

.411

04/23/39

1,701,600

4,875,000

Goldman

Sachs

Group,

Inc

.210

04/22/42

3,614,715

725,000

Goldman

Sachs

Group,

Inc

.436

02/24/43

545,544

10,000,000

(f) Goldman

Sachs

Group,

Inc

.500

N/A

10,476,400

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.3%

(continued)

$

5,900,000

(f) Goldman

Sachs

Group,

Inc

.500

%

N/A

$

6,159,417

925,000

Icahn

Enterprises

LP

.250

05/15/27

906,414

3,800,000

Icahn

Enterprises

LP

.375

02/01/29

3,242,770

5,400,000

(d) Indian

Railway

Finance

Corp

Ltd

.800

02/10/31

4,933,122

2,500,000

(d) Jane

Street

Group

.125

11/01/32

2,472,222

715,000

(d) Jane

Street

Group

.750

05/01/33

725,416

2,500,000

(d) Minejesa

Capital

BV

.625

08/10/37

2,384,237

11,950,000

Morgan

Stanley

.125

07/27/26

11,908,726

685,000

Morgan

Stanley

.950

04/23/27

680,940

15,450,000

Morgan

Stanley

.708

03/12/32

15,345,974

15,750,000

Morgan

Stanley

.250

04/21/34

15,799,180

3,625,000

Morgan

Stanley

.424

07/21/34

3,678,140

3,675,000

Morgan

Stanley

.831

04/19/35

3,815,341

12,525,000

Morgan

Stanley

.320

07/19/35

12,568,439

9,475,000

Morgan

Stanley

.664

04/17/36

9,704,886

2,350,000

(d) Muthoot

Finance

Ltd

.375

04/23/29

2,335,355

625,000

(d) Muthoot

Finance

Ltd

.750

08/04/30

599,681

5,000,000

Navient

Corp

.000

03/15/27

4,887,325

1,345,000

OneMain

Finance

Corp

.500

01/15/27

1,319,599

1,145,000

OneMain

Finance

Corp

.125

05/15/30

1,119,628

5,000,000

OneMain

Finance

Corp

.000

09/15/30

4,515,415

2,000,000

OneMain

Finance

Corp

.125

11/15/31

1,981,593

549,000

OneMain

Finance

Corp

.500

03/15/33

524,803

350,000

(d) PennyMac

Financial

Services,

Inc

.875

12/15/29

358,038

400,000

(d) PennyMac

Financial

Services,

Inc

.875

05/15/32

385,997

2,000,000

(d) Perusahaan

Penerbit

SBSN

Indonesia

III

.500

12/01/30

1,962,560

2,975,000

(d) Power

Finance

Corp

Ltd

.950

04/23/30

2,873,558

1,065,000

(d) Rocket

Cos,

Inc

.125

08/01/30

1,074,827

1,125,000

(d) Rocket

Cos,

Inc

.375

08/01/33

1,137,087

2,000,000

(d) Rocket

Mortgage

LLC

.000

10/15/33

1,792,734

550,000

Springleaf

Finance

Corp

.375

11/15/29

530,372

815,000

(d) Starwood

Property

Trust,

Inc

.500

07/01/30

832,334

6,950,000

(f) State

Street

Corp

.700

N/A

7,061,909

1,000,000

(d) SURA

Asset

Management

S.A.

.350

05/13/32

1,050,210

7,500,000

(d) UBS

Group

AG.

.617

09/13/30

7,731,974

3,500,000

(d) UBS

Group

AG.

.179

02/11/43

2,570,188

4,000,000

(d),(f),(g)

UBS

Group

AG.

.250

N/A

4,504,956

800,000

(d) UWM

Holdings

LLC

.625

02/01/30

754,537

2,000,000

(d),(e)

VistaJet

Malta

Finance

plc

.375

02/01/30

1,727,217

665,000

(d) Walker

&

Dunlop,

Inc

.625

04/01/33

650,158

800,000

(d) WEX,

Inc

.500

03/15/33

783,658

TOTAL

FINANCIAL

SERVICES

233,937,129

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

3,100,000

(d) Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

.375

06/29/28

2,855,413

16,675,000

Anheuser-Busch

Cos

LLC

.700

02/01/36

16,240,997

12,553,000

Anheuser-Busch

Cos

LLC

.900

02/01/46

11,312,412

1,400,000

(d) Arcor

SAIC

.600

07/31/33

1,427,272

3,250,000

(d) Cia

Cervecerias

Unidas

S.A.

.350

01/19/32

2,914,247

3,000,000

(d) Coca-Cola

Icecek

AS.

.500

01/20/29

2,872,466

1,875,000

(d) Embotelladora

Andina

S.A.

.950

01/21/50

1,406,250

2,250,000

(d) Gruma

SAB

de

C.V.

.390

12/09/34

2,235,826

2,000,000

(d) Grupo

Bimbo

SAB

de

C.V.

.700

11/10/47

1,701,132

5,550,000

(d) Mars,

Inc

.200

03/01/35

5,602,840

5,000,000

(d) Mars,

Inc

.650

05/01/45

4,937,581

3,950,000

(d) Mars,

Inc

.700

05/01/55

3,851,536

1,500,000

(d) NBM

US

Holdings,

Inc

.625

08/06/29

1,499,190

9,000,000

Philip

Morris

International,

Inc

.250

02/13/34

9,164,711

680,000

(d) Post

Holdings,

Inc

.250

02/15/32

687,031

2,000,000

(d) Post

Holdings,

Inc

.375

03/01/33

1,970,285

165,000

(d) Post

Holdings,

Inc

.250

10/15/34

161,569

785,000

(d) Post

Holdings,

Inc

.500

03/15/36

768,767

5,500,000

(d) Primo

Water

Holdings,

Inc

.375

04/30/29

5,344,633

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

(continued)

$

2,500,000

(d) Ulker

Biskuvi

Sanayi

AS.

.875

%

07/08/31

$

2,522,356

1,305,000

(d) Viking

Baked

Goods

Acquisition

Corp

.625

11/01/31

1,291,316

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

80,767,830

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.0%

980,000

Advocate

Health

&

Hospitals

Corp

.008

06/15/50

635,923

3,700,000

Cardinal

Health,

Inc

.750

11/15/54

3,614,466

6,250,000

(d) CHS

.250

05/15/30

5,890,515

430,000

(d) Concentra

Escrow

Issuer

Corp

.875

07/15/32

444,561

8,225,000

CVS

Health

Corp

.450

09/15/35

8,256,983

31,875,000

CVS

Health

Corp

.050

03/25/48

27,348,830

1,000,000

(d) DaVita,

Inc

.625

06/01/30

961,515

2,000,000

(d) DaVita,

Inc

.875

09/01/32

2,048,854

1,845,000

(d) DaVita,

Inc

.750

07/15/33

1,876,647

355,000

(d) Global

Medical

Response,

Inc

.375

10/01/32

368,646

2,815,000

HCA,

Inc

.625

09/01/28

2,870,855

5,000,000

HCA,

Inc

.500

09/01/30

4,748,206

9,475,000

HCA,

Inc

.625

03/15/32

8,805,077

11,650,000

HCA,

Inc

.200

03/01/55

11,539,839

3,500,000

(d) Hologic,

Inc

.250

02/15/29

3,493,919

1,975,000

(d) IQVIA,

Inc

.250

06/01/32

2,005,595

1,165,000

(d) Molina

Healthcare,

Inc

.500

02/15/31

1,145,318

800,000

(d) Molina

Healthcare,

Inc

.250

01/15/33

775,672

225,000

Tenet

Healthcare

Corp

.625

06/15/28

222,986

3,780,000

Tenet

Healthcare

Corp

.125

10/01/28

3,788,786

2,500,000

Tenet

Healthcare

Corp

.250

06/01/29

2,424,128

3,200,000

Tenet

Healthcare

Corp

.375

01/15/30

3,099,445

850,000

(d),(e)

Tenet

Healthcare

Corp

.000

11/15/33

860,069

7,185,000

UnitedHealth

Group,

Inc

.300

05/15/31

6,439,812

2,750,000

UnitedHealth

Group,

Inc

.150

07/15/34

2,773,448

1,375,000

UnitedHealth

Group,

Inc

.750

10/15/47

1,016,941

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

107,457,036

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

8,175,000

Haleon

US

Capital

LLC

.625

03/24/32

7,681,611

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

7,681,611

INSURANCE

-

2.2%

2,550,000

(d) Acrisure

LLC

.250

02/15/29

2,406,791

700,000

(d) Acrisure

LLC

.750

07/01/32

674,536

131,000

Aflac,

Inc

.450

08/15/40

141,347

825,000

(d) Alliant

Holdings

Intermediate

LLC

.250

10/15/27

808,547

4,360,000

(d) Alliant

Holdings

Intermediate

LLC

.750

04/15/28

4,383,762

2,000,000

(d) Alliant

Holdings

Intermediate

LLC

.500

10/01/31

1,963,895

6,400,000

(d) Allianz

SE

.350

09/06/53

6,663,155

16,200,000

(d),(f),(g)

Allianz

SE

.550

N/A

16,230,229

11,160,000

Aon

Corp

.800

05/15/30

10,391,016

1,450,000

Aon

Corp

.350

02/28/33

1,484,982

2,375,000

(d) Ardonagh

Finco

Ltd

.750

02/15/31

2,402,828

1,950,000

Arthur

J

Gallagher

&

Co

.550

02/15/55

1,820,358

500,000

(d) Asurion

LLC

.000

12/31/32

518,724

1,090,000

(d) Asurion

LLC

.375

02/01/34

1,058,240

4,500,000

AXIS

Specialty

Finance

LLC

.900

01/15/40

4,316,447

9,950,000

Berkshire

Hathaway

Finance

Corp

.850

10/15/50

6,245,775

1,500,000

Berkshire

Hathaway

Finance

Corp

.850

03/15/52

1,132,158

1,300,000

Brown

&

Brown,

Inc

.550

06/23/35

1,298,273

8,225,000

(d) Five

Corners

Funding

Trust

II

.850

05/15/30

7,661,933

2,500,000

(d) Hanwha

Life

Insurance

Co

Ltd

.379

02/04/32

2,466,810

15,431,000

Hartford

Financial

Services

Group,

Inc

.800

08/19/29

14,611,870

350,000

Hartford

Financial

Services

Group,

Inc

.300

04/15/43

293,928

3,400,000

Hartford

Financial

Services

Group,

Inc

.900

09/15/51

2,107,107

2,755,000

(d) HUB

International

Ltd

.250

06/15/30

2,822,233

1,450,000

(d) Liberty

Mutual

Group,

Inc

.951

10/15/50

1,052,400

9,875,000

MetLife,

Inc

.350

03/15/55

10,020,666

8,800,000

(d) Omnis

Funding

Trust

.722

05/15/55

8,896,125

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

2.2%

(continued)

$

3,250,000

(d) Panther

Escrow

Issuer

LLC

.125

%

06/01/31

$

3,260,917

10,175,000

PartnerRe

Finance

B

LLC

.500

10/01/50

9,740,878

3,500,000

Principal

Financial

Group,

Inc

.125

06/15/30

3,159,861

1,975,000

Prudential

Financial,

Inc

.200

03/14/35

1,990,227

5,500,000

Prudential

Financial,

Inc

.125

03/01/52

5,262,813

10,250,000

Prudential

Financial,

Inc

.500

03/15/54

10,499,567

9,575,000

Reinsurance

Group

of

America,

Inc

.750

09/15/34

9,726,470

5,275,000

RenaissanceRe

Holdings

Ltd

.800

04/01/35

5,395,328

985,000

(d) Ryan

Specialty

LLC

.875

08/01/32

973,539

11,300,000

(d) Swiss

Re

Finance

Luxembourg

S.A.

.000

04/02/49

11,167,369

16,100,000

UnitedHealth

Group,

Inc

.625

07/15/54

15,344,491

3,900,000

(a),(d)

Vitality

Re

XIV

Ltd,

(UTIXX

+

3.500%)

.812

01/05/27

3,942,510

1,900,000

(a),(d)

Vitality

Re

XV

Ltd,

(UTIXX

+

2.500%)

.000

01/07/28

1,915,200

5,000,000

(a),(d)

Vitality

Re

XVI

Ltd,

(3-Month

U.S.

Treasury

Bill

+

1.750%)

.049

01/08/29

4,966,500

1,750,000

(a),(d)

Vitality

Re

XVII

Ltd

.000

01/08/30

1,747,550

17,600,000

(d) Wynnton

Funding

Trust

.251

08/15/35

17,301,047

TOTAL

INSURANCE

220,268,402

MATERIALS

-

1.0%

875,000

(d) Alpek

SAB

de

C.V.

.250

09/18/29

808,937

3,625,000

(d) Alpek

SAB

de

C.V.

.250

02/25/31

3,041,368

370,000

Amcor

Flexibles

North

America,

Inc

.100

09/15/26

368,039

4,725,000

Amcor

Flexibles

North

America,

Inc

.630

06/19/30

4,347,813

7,535,000

Amcor

Flexibles

North

America,

Inc

.690

05/25/31

6,775,317

2,300,000

AngloGold

Ashanti

Holdings

plc

.375

11/01/28

2,210,821

1,778,000

(d) Antofagasta

plc

.375

10/14/30

1,593,977

1,600,000

(d) Antofagasta

plc

.625

05/13/32

1,622,262

1,150,000

(d) Antofagasta

plc

.250

05/02/34

1,200,832

950,000

(d) Antofagasta

plc

.625

09/09/35

938,551

1,445,000

(d) Arsenal

AIC

Parent

LLC

.000

10/01/30

1,504,486

400,000

(d) Avient

Corp

.250

11/01/31

402,794

1,850,000

Ball

Corp

.875

08/15/30

1,683,828

6,100,000

Berry

Global,

Inc

.650

01/15/27

5,972,351

1,350,000

(d) Celulosa

Arauco

y

Constitucion

S.A.

.180

05/05/32

1,338,699

3,475,000

(d),(f)

Cemex

SAB

de

C.V.

.200

N/A

3,518,437

1,500,000

Commercial

Metals

Co

.125

01/15/30

1,429,062

1,090,000

(d) Commercial

Metals

Co

.000

12/15/35

1,074,572

3,000,000

(d) Corp

Nacional

del

Cobre

de

Chile

.000

09/30/29

2,815,478

2,000,000

(d) Corp

Nacional

del

Cobre

de

Chile

.150

01/14/30

1,875,762

3,500,000

(d) Corp

Nacional

del

Cobre

de

Chile

.330

01/13/35

3,647,700

325,000

(d) Corp

Nacional

del

Cobre

de

Chile

.440

01/26/36

342,494

800,000

(d) Freeport

Indonesia

PT

.763

04/14/27

798,262

1,500,000

(d) Fresnillo

plc

.250

10/02/50

1,138,628

1,500,000

(d) Inversiones

CMPC

S.A.

.375

04/04/27

1,495,791

4,900,000

(d) Inversiones

CMPC

S.A.

.000

04/06/31

4,279,145

3,000,000

(d) Klabin

Austria

GmbH

.750

04/03/29

3,011,700

3,000,000

(d) Kraton

Corp

.000

07/15/27

3,023,250

2,000,000

(d) Mineral

Resources

Ltd

.000

11/01/27

2,025,538

1,325,000

(d) Mineral

Resources

Ltd

.250

10/01/28

1,372,862

120,000

(d) Mineral

Resources

Ltd

.000

04/01/31

122,630

3,000,000

(d) Momentive

Performance

Materials,

Inc

.125

10/22/28

2,976,699

6,350,000

Nutrien

Ltd

.950

05/13/30

5,951,304

1,000,000

(d) OCP

S.A.

.100

04/30/30

1,015,674

1,600,000

(d) OCP

S.A.

.750

06/23/31

1,453,514

1,075,000

(d) OCP

S.A.

.750

05/02/34

1,118,341

855,000

(d) Olin

Corp

.625

04/01/33

836,383

1,150,000

(d) Orbia

Advance

Corp

SAB

de

C.V.

.800

05/13/30

1,130,220

1,665,000

(d) Qnity

Electronics,

Inc

.750

08/15/32

1,666,983

535,000

(d) Qnity

Electronics,

Inc

.250

08/15/33

540,958

1,750,000

Sasol

Financing

USA

LLC

.375

09/18/26

1,738,360

1,900,000

(d),(h)

Sasol

Financing

USA

LLC

.750

04/10/33

1,888,790

670,000

(d) Sealed

Air

Corp

.125

02/01/28

678,395

600,000

(d) Sealed

Air

Corp

.250

02/15/31

629,175

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

1.0%

(continued)

$

1,280,000

(d) Sealed

Air

Corp

.500

%

07/15/32

$

1,342,668

345,000

(d) Solstice

Advanced

Materials,

Inc

.625

09/30/33

340,185

2,400,000

Suzano

Austria

GmbH

.750

01/15/31

2,229,337

5,000,000

Suzano

Austria

GmbH

.125

01/15/32

4,397,108

1,720,000

Suzano

Netherlands

BV

.500

01/15/36

1,664,100

3,675,000

(d) UltraTech

Cement

Ltd

.800

02/16/31

3,352,165

2,000,000

(d) Windfall

Mining

Group,

Inc

.854

05/13/32

2,031,830

TOTAL

MATERIALS

102,763,575

MEDIA

&

ENTERTAINMENT

-

1.0%

19,825,000

Alphabet,

Inc

.100

02/15/31

19,687,237

1,508,000

(d) CCO

Holdings

LLC

.125

05/01/27

1,506,295

2,500,000

(d) CCO

Holdings

LLC

.500

08/15/30

2,336,197

5,000,000

(d) CCO

Holdings

LLC

.250

02/01/31

4,557,273

1,265,000

(d) CCO

Holdings

LLC

.000

02/01/33

1,268,484

1,760,000

(d) CCO

Holdings

LLC

.375

02/01/36

1,752,690

10,250,000

Charter

Communications

Operating

LLC

.550

06/01/34

10,641,077

5,000,000

Charter

Communications

Operating

LLC

.850

12/01/35

4,917,933

985,000

(d) DIRECTV

Holdings

LLC

.875

08/15/27

983,962

1,200,000

(d) Gray

Media,

Inc

.250

08/15/33

1,209,205

1,800,000

(d) Gray

Television,

Inc

.500

07/15/29

1,912,771

2,985,000

Grupo

Televisa

SAB

.625

01/15/40

2,402,925

650,000

Lamar

Media

Corp

.750

02/15/28

632,204

2,000,000

Lamar

Media

Corp

.875

01/15/29

1,976,173

1,000,000

Lamar

Media

Corp

.000

02/15/30

954,243

1,675,000

Lamar

Media

Corp

.625

01/15/31

1,550,016

1,145,000

(d) McGraw-Hill

Education,

Inc

.375

09/01/31

1,166,511

11,225,000

Meta

Platforms,

Inc

.875

11/15/35

11,012,191

11,700,000

Meta

Platforms,

Inc

.625

11/15/55

10,967,467

670,000

(d) Neptune

Bidco

US,

Inc

.500

02/15/33

650,060

3,155,000

(d) Nexstar

Media,

Inc

.500

09/15/33

3,179,038

1,385,000

(d),(h)

Nexstar

Media,

Inc

.250

04/15/34

1,389,123

2,000,000

(d),(h)

OAK-Eagle

Acquireco,

Inc

.250

07/01/33

2,072,189

665,000

(d),(h)

OAK-Eagle

Acquireco,

Inc

.750

07/01/34

696,183

2,725,000

(d) Sirius

XM

Radio,

Inc

.000

07/15/28

2,630,336

1,575,000

(d) Sirius

XM

Radio,

Inc

.125

07/01/30

1,474,715

500,000

(d),(e)

Sirius

XM

Radio,

Inc

.875

09/01/31

453,959

3,000,000

(d) Sunrise

FinCo

I

BV

.875

07/15/31

2,856,120

250,000

Time

Warner

Cable

LLC

.875

11/15/40

226,559

1,275,000

(d) Univision

Communications,

Inc

.500

05/01/29

1,197,852

1,000,000

(d) VZ

Secured

Financing

BV

.000

01/15/32

857,196

1,413,000

(d) Ziff

Davis,

Inc

.625

10/15/30

1,332,271

TOTAL

MEDIA

&

ENTERTAINMENT

100,450,455

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.6%

5,750,000

Amgen,

Inc

.850

02/19/36

5,649,551

28,525,000

Amgen,

Inc

.650

03/02/53

27,627,665

8,050,000

Augusta

SpinCo

Corp

.656

03/23/31

8,013,111

1,500,000

(d) Avantor

Funding,

Inc

.625

07/15/28

1,464,020

2,040,000

(d) Avantor

Funding,

Inc

.875

11/01/29

1,913,914

780,000

(d) BioMarin

Pharmaceutical,

Inc

.500

01/31/34

767,954

10,000,000

Bristol-Myers

Squibb

Co

.550

02/22/54

9,629,061

1,500,000

Gilead

Sciences,

Inc

.600

10/01/40

1,085,690

2,850,000

Novartis

Capital

Corp

.700

03/18/56

2,870,332

2,500,000

(d) Organon

Finance LLC

.125

04/30/28

2,425,884

3,150,000

(d) Organon

Finance LLC

.125

04/30/31

2,567,218

1,374,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

.150

10/01/26

1,360,341

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

65,374,741

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

1,400,000

Kennedy-Wilson,

Inc

.750

03/01/29

1,373,757

1,475,000

Kennedy-Wilson,

Inc

.000

03/01/31

1,471,525

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,845,282

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

9,525,000

Broadcom,

Inc

.600

07/15/30

9,572,384

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

(continued)

$

11,250,000

Broadcom,

Inc

.469

%

04/15/34

$

10,129,930

4,850,000

Broadcom,

Inc

.800

10/15/34

4,776,556

20,542,000

(d) Broadcom,

Inc

.926

05/15/37

19,924,161

1,800,000

Broadcom,

Inc

.700

01/15/56

1,790,665

260,000

Intel

Corp

.150

05/11/27

256,301

4,735,000

NVIDIA

Corp

.000

06/15/31

4,241,240

3,000,000

(d) TSMC

Global

Ltd

.750

04/23/28

2,857,519

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

53,548,756

SOFTWARE

&

SERVICES

-

1.0%

3,450,000

Accenture

Capital,

Inc

.500

10/04/34

3,335,631

3,000,000

(d) Ahead

DB

Holdings

LLC

.625

05/01/28

2,934,415

21,850,000

AppLovin

Corp

.125

12/01/29

21,976,780

325,000

(d) ASGN,

Inc

.625

05/15/28

314,629

570,000

(d) Fair

Isaac

Corp

.000

05/15/33

559,296

2,270,000

(d) Gen

Digital,

Inc

.750

09/30/27

2,272,297

170,000

(d) Gen

Digital,

Inc

.250

04/01/33

165,260

19,000,000

Microsoft

Corp

.400

08/08/26

18,896,086

1,850,000

Microsoft

Corp

.350

09/15/30

1,646,351

1,911,000

Microsoft

Corp

.525

06/01/50

1,145,845

455,000

(d) Open

Text

Corp

.900

12/01/27

467,002

2,830,000

(d) Open

Text

Corp

.875

12/01/29

2,529,042

550,000

(d) Open

Text

Holdings,

Inc

.125

02/15/30

491,440

9,350,000

Oracle

Corp

.450

09/26/30

9,010,421

5,825,000

Oracle

Corp

.200

09/26/35

5,463,821

15,525,000

Oracle

Corp

.700

02/04/36

14,927,106

3,100,000

Roper

Technologies,

Inc

.400

09/15/27

2,965,737

13,155,000

Roper

Technologies,

Inc

.000

06/30/30

11,740,168

TOTAL

SOFTWARE

&

SERVICES

100,841,327

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

5,650,000

Alphabet,

Inc

.700

02/15/29

5,601,441

1,100,000

Apple,

Inc

.650

02/23/46

988,589

1,590,000

Apple,

Inc

.650

02/08/51

962,266

5,625,000

(d) Imola

Merger

Corp

.750

05/15/29

5,467,127

4,700,000

(d),(e)

Lenovo

Group

Ltd

.421

11/02/30

4,436,947

975,000

(d) Sensata

Technologies

BV

.000

04/15/29

940,836

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

18,397,206

TELECOMMUNICATION

SERVICES

-

1.8%

955,000

(d) APLD

ComputeCo

LLC

.750

03/15/31

948,047

18,125,000

AT&T,

Inc

.900

11/01/35

17,681,898

54,975,000

AT&T,

Inc

.550

09/15/55

35,753,664

8,570,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

.000

09/15/55

8,771,558

2,750,000

(d),(e)

Bharti

Airtel

Ltd

.250

06/03/31

2,583,131

450,000

(d) Black

Pearl

Compute

LLC

.125

02/15/31

458,009

1,335,000

(d) C&W

Senior

Finance

Ltd

.000

01/15/33

1,348,564

1,225,000

(d) CT

Trust

.125

02/03/32

1,142,178

892,000

(d) Iliad

Holding

SASU

.000

10/15/28

897,756

865,000

(d) Iliad

Holding

SASU

.500

04/15/31

905,061

1,200,000

(d) Level

Financing,

Inc

.875

06/30/33

1,221,985

2,160,000

(d) Level

Financing,

Inc

.000

03/31/34

2,210,945

1,000,000

(d) Level

Financing,

Inc

.500

01/15/36

1,043,412

1,362,000

(d) Liberty

Costa

Rica

Senior

Secured

Finance

.875

01/15/31

1,433,505

1,675,000

(d) Millicom

International

Cellular

S.A.

.500

04/27/31

1,526,678

2,750,000

(d) Millicom

International

Cellular

S.A.

.375

04/02/32

2,784,207

220,000

(d) Sable

International

Finance

Ltd

.125

10/15/32

217,310

1,650,000

(d) Sitios

Latinoamerica

SAB

de

C.V.

.000

11/25/29

1,661,550

3,575,000

(d) Sitios

Latinoamerica

SAB

de

C.V.

.375

04/04/32

3,486,724

1,950,000

(d) STC

SUKUK

CO

II

Ltd

.489

01/15/31

1,902,954

970,000

(d) SV

RNO

Property

Owner LLC

.875

03/01/31

958,838

1,575,000

(d) Telecomunicaciones

Digitales

S.A.

.500

01/30/30

1,483,020

23,910,000

T-Mobile

USA,

Inc

.875

04/15/30

23,285,254

10,800,000

T-Mobile

USA,

Inc

.050

07/15/33

10,874,797

1,275,000

T-Mobile

USA,

Inc

.000

02/15/41

932,185

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

1.8%

(continued)

$

4,545,000

T-Mobile

USA,

Inc

.300

%

02/15/51

$

2,974,610

7,700,000

T-Mobile

USA,

Inc

.875

11/15/55

7,508,695

1,850,000

(d) Turk

Telekomunikasyon

AS.

.375

05/20/29

1,869,001

4,500,000

(d) Turk

Telekomunikasyon

AS.

.950

10/07/32

4,382,128

1,990,000

(d) Turkcell

Iletisim

Hizmetleri

AS.

.650

01/24/32

2,026,606

8,250,000

Verizon

Communications,

Inc

.780

02/15/35

7,985,092

22,200,000

Verizon

Communications,

Inc

.250

04/02/35

22,227,376

2,700,000

Verizon

Communications,

Inc

.875

11/30/55

2,626,217

2,415,000

(d) Vmed

O2

UK

Financing

I

plc

.750

07/15/31

2,077,785

760,000

(d) Windstream

Escrow

LLC

.250

10/01/31

794,319

800,000

(d) Windstream

Services

LLC

.500

10/15/33

831,721

TOTAL

TELECOMMUNICATION

SERVICES

180,816,780

TRANSPORTATION

-

0.3%

800,000

(d) Adani

Ports

&

Special

Economic

Zone

Ltd

.200

08/04/27

783,748

2,300,000

(d) Adani

Ports

&

Special

Economic

Zone

Ltd

.100

02/02/31

2,018,051

1,450,000

(d) Aeropuerto

Internacional

de

Tocumen

S.A.

.000

08/11/41

1,203,949

1,500,000

(d) DP

World

Ltd

.625

09/25/48

1,343,384

2,300,000

(d) ENA

Master

Trust

.000

05/19/48

1,805,155

1,110,000

(d) Genesee

&

Wyoming,

Inc

.250

04/15/32

1,123,265

3,200,000

(d),(e)

Grupo

Aeromexico

SAB

de

C.V.

.625

11/15/31

3,072,000

4,000,000

(d) Mexico

City

Airport

Trust

.500

07/31/47

3,329,520

5,000,000

(d) Montego

Bay

Airport

Revenue

Finance

Ltd

.600

06/15/35

4,800,850

640,000

(d) Stonepeak

Nile

Parent

LLC

.250

03/15/32

665,662

4,560,000

(d) Transnet

SOC

Ltd

.250

02/06/28

4,719,282

465,000

United

Airlines

Holdings,

Inc

.375

03/01/31

455,382

3,940,000

(d) XPO,

Inc

.250

06/01/28

3,988,730

TOTAL

TRANSPORTATION

29,308,978

UTILITIES

-

3.3%

1,313,375

(d) Adani

Transmission

Ltd

.250

05/21/36

1,144,466

5,400,000

AEP

Transmission

Co

LLC

.375

06/15/35

5,481,724

1,000,000

AEP

Transmission

Co

LLC

.000

12/01/46

785,925

1,740,000

AEP

Transmission

Co

LLC

.750

12/01/47

1,287,789

725,000

Alabama

Power

Co

.150

08/15/44

590,009

3,000,000

Alabama

Power

Co

.450

10/01/49

2,085,103

4,708,153

(d) Alfa

Desarrollo

S.p.A

.550

09/27/51

3,579,269

14,500,000

Ameren

Illinois

Co

.950

06/01/33

14,571,477

1,650,000

American

Water

Capital

Corp

.000

12/01/26

1,636,452

3,075,000

American

Water

Capital

Corp

.800

05/01/30

2,886,628

10,000,000

American

Water

Capital

Corp

.300

06/01/31

8,943,525

1,400,000

American

Water

Capital

Corp

.000

12/01/46

1,081,595

1,425,000

American

Water

Capital

Corp

.750

09/01/47

1,060,253

675,000

American

Water

Capital

Corp

.450

05/01/50

469,802

760,000

American

Water

Capital

Corp

.250

06/01/51

507,596

2,100,000

American

Water

Capital

Corp

.700

09/01/55

2,054,612

2,990,000

Atmos

Energy

Corp

.500

01/15/31

2,608,999

375,000

Atmos

Energy

Corp

.125

10/15/44

310,154

10,075,000

Atmos

Energy

Corp

.000

12/15/54

8,928,594

2,050,000

Baltimore

Gas

and

Electric

Co

.750

08/15/47

1,531,684

1,700,000

(d) Banco

Nacional

de

Comercio

Exterior

SNC

.875

05/07/30

1,737,740

4,950,000

Berkshire

Hathaway

Energy

Co

.250

04/15/28

4,857,311

7,137,000

Berkshire

Hathaway

Energy

Co

.650

05/15/31

6,190,394

850,000

Black

Hills

Corp

.150

01/15/27

843,069

760,000

Black

Hills

Corp

.875

10/15/49

552,602

850,000

(d) California

Buyer

Ltd

.375

02/15/32

830,513

1,200,000

CenterPoint

Energy

Houston

Electric

LLC

.000

03/01/32

1,094,058

2,675,000

CenterPoint

Energy

Houston

Electric

LLC

.850

04/01/36

2,619,609

940,000

(d) Clearway

Energy

Operating

LLC

.750

01/15/34

923,738

6,465,000

CMS

Energy

Corp

.500

06/01/55

6,581,596

2,400,000

(d) Colbun

S.A.

.375

09/11/35

2,344,443

1,800,000

(d) Comision

Ejecutiva

Hidroelectrica

del

Rio

Lempa

.650

01/24/33

1,845,000

3,000,000

(d) Comision

Federal

de

Electricidad

.348

02/09/31

2,687,742

1,900,000

(d) Comision

Federal

de

Electricidad

.000

01/28/34

1,841,290

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.3%

(continued)

$

9,470,000

Commonwealth

Edison

Co

.000

%

03/01/50

$

6,049,369

6,250,000

Commonwealth

Edison

Co

.750

09/01/51

3,763,529

817,000

Consumers

Energy

Co

.650

08/15/52

488,578

8,000,000

Consumers

Energy

Co

.200

09/01/52

6,321,807

1,411,125

(d) Continuum

Green

Energy

India

Pvt

.500

06/26/33

1,392,115

725,000

(d) ContourGlobal

Power

Holdings

S.A.

.750

02/28/30

733,149

7,600,000

Dominion

Energy,

Inc

.000

06/01/54

8,038,444

4,500,000

Dominion

Energy,

Inc

.625

05/15/55

4,568,886

1,500,000

DTE

Electric

Co

.650

03/01/52

1,085,532

3,875,000

DTE

Electric

Co

.400

04/01/53

3,693,762

2,650,000

DTE

Electric

Co

.850

05/15/55

2,667,424

2,725,000

DTE

Electric

Co

.550

03/01/56

2,634,672

7,000,000

Duke

Energy

Carolinas

LLC

.400

01/15/54

6,639,731

5,310,000

Duke

Energy

Progress

LLC

.500

08/15/50

3,046,446

1,500,000

(d) Empresa

de

Transmision

Electrica

S.A.

.125

05/02/49

1,170,510

2,390,000

(d) Empresas

Publicas

de

Medellin

ESP

.250

07/18/29

2,218,255

2,350,000

(d) Energuate

Trust

.350

09/15/35

2,300,793

1,000,000

Entergy

Arkansas

LLC

.650

06/15/51

580,139

7,350,000

Enterprise

Products

Operating

LLC

.700

01/31/51

5,315,560

4,020,000

Exelon

Corp

.500

03/15/55

4,098,641

3,225,000

(d) Ferrellgas

LP

.875

04/01/29

3,083,093

2,228,642

(d) FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

de

Banca

Multiple

.250

01/31/41

2,230,870

10,450,000

Florida

Power

&

Light

Co

.800

05/15/33

10,457,071

5,350,000

Florida

Power

&

Light

Co

.990

03/01/49

4,140,484

3,850,000

Florida

Power

&

Light

Co

.700

03/15/55

3,834,448

2,000,000

Georgia

Power

Co

.650

05/16/28

2,015,491

2,000,000

Georgia

Power

Co

.950

05/17/33

2,015,773

3,250,000

(d) Grupo

Energia

Bogota

S.A.

ESP

.750

10/22/35

3,108,170

1,150,000

Indiana

Michigan

Power

Co

.750

07/01/47

849,154

2,865,000

Indiana

Michigan

Power

Co

.250

05/01/51

1,867,878

2,100,000

Indiana

Michigan

Power

Co

.600

03/15/56

2,025,589

6,000,000

(d) Israel

Electric

Corp

Ltd,

Reg

S

.250

08/14/28

5,880,148

1,775,000

(d) Israel

Electric

Corp

Ltd,

Reg

S

.633

01/28/38

1,752,386

7,275,000

MidAmerican

Energy

Co

.650

04/15/29

7,143,172

2,175,000

MidAmerican

Energy

Co

.650

08/01/48

1,593,753

5,625,000

MPLX

LP

.200

09/15/55

5,551,473

1,650,000

Nevada

Power

Co

.400

05/01/30

1,521,172

2,000,000

(d) Niagara

Energy

SAC

.746

10/03/34

1,994,131

15,720,000

NiSource,

Inc

.700

02/15/31

13,661,973

2,650,000

NiSource,

Inc

.850

04/01/55

2,576,153

2,845,000

(d) NRG

Energy,

Inc

.450

12/02/27

2,740,489

1,250,000

NRG

Energy,

Inc

.750

01/15/28

1,252,330

1,200,000

(d) NRG

Energy,

Inc

.000

02/01/33

1,200,306

960,000

(d) NRG

Energy,

Inc

.250

11/01/34

967,653

150,000

Oncor

Electric

Delivery

Co

LLC

.250

01/15/33

170,266

500,000

(d) ONEOK,

Inc

.625

01/15/28

506,407

2,940,000

PacifiCorp

.700

09/15/30

2,679,444

350,000

(d) Pattern

Energy

Operations

LP

.500

08/15/28

341,759

1,375,000

PECO

Energy

Co

.000

09/15/49

893,136

1,000,000

PECO

Energy

Co

.800

06/15/50

618,134

1,400,000

(d) Perusahaan

Listrik

Negara

PT

.875

07/17/29

1,343,635

2,500,000

(d) Perusahaan

Listrik

Negara

PT

.375

02/05/30

2,323,584

1,575,000

(d) Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara

.450

02/03/36

1,505,721

135,000

Potomac

Electric

Power

Co

.900

12/15/38

165,724

5,440,000

Public

Service

Co

of

Colorado

.200

03/01/50

3,605,458

2,825,000

Public

Service

Electric

and

Gas

Co

.900

12/15/32

2,861,193

3,925,000

Public

Service

Electric

and

Gas

Co

.150

01/01/50

2,611,954

5,000,000

Public

Service

Electric

and

Gas

Co

.450

03/01/54

4,774,472

10,800,000

Sierra

Pacific

Power

Co

.375

09/15/56

10,711,745

1,250,000

Southern

Co

Gas

Capital

Corp

.400

06/01/43

1,047,745

3,175,000

Southern

Co

Gas

Capital

Corp

.950

10/01/46

2,418,454

550,000

(d) Superior

Plus

LP

.500

03/15/29

525,756

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.3%

(continued)

$

2,815,000

(d) Talen

Energy

Supply

LLC

.625

%

06/01/30

$

2,953,152

1,970,000

(d) Talen

Energy

Supply

LLC

.250

02/01/34

1,948,051

1,515,000

(d) Talen

Energy

Supply

LLC

.500

02/01/36

1,525,500

4,000,000

(d) TerraForm

Power

Operating

LLC

.750

01/15/30

3,831,117

1,322,978

(d) UEP

Penonome

II

S.A.

.500

10/01/38

1,174,275

4,600,000

Union

Electric

Co

.450

03/15/53

4,347,756

2,250,000

Union

Electric

Co

.125

03/15/55

2,038,749

1,025,000

Virginia

Electric

and

Power

Co

.950

11/15/26

1,017,369

19,300,000

Virginia

Electric

and

Power

Co

.950

03/15/36

18,813,505

11,200,000

Williams

Cos,

Inc

.150

03/15/36

11,033,260

5,000,000

Wisconsin

Power

and

Light

Co

.950

04/01/33

5,017,258

1,000,000

Wisconsin

Power

and

Light

Co

.100

10/15/44

796,044

470,000

Xcel

Energy,

Inc

.800

09/15/41

415,268

TOTAL

UTILITIES

340,781,154

TOTAL

CORPORATE

BONDS

(Cost

$3,172,599,802)

3,055,511,074

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

49.6%

FOREIGN

GOVERNMENT

BONDS

-

2.4%

1,575,000

(d) Angolan

Government

International

Bond

.750

04/14/32

1,530,219

1,600,000

(d) Angolan

Government

International

Bond

.375

05/08/48

1,416,660

2,900,000

Argentina

Republic

Government

International

Bond

.500

07/09/41

1,929,950

3,200,000

Argentine

Republic

Government

International

Bond

(Step

Bond)

.125

07/09/35

2,304,000

1,250,000

(d) Bahamas

Government

International

Bond

.250

06/24/36

1,333,537

950,000

(d) Bank

Gospodarstwa

Krajowego

.250

10/31/28

996,186

3,305,000

(d) Bank

Gospodarstwa

Krajowego

.375

05/22/33

3,345,250

3,415,000

(d) Banque

Ouest

Africaine

de

Developpement

.700

10/22/31

3,129,593

EUR

2,100,000

(d) Banque

Ouest

Africaine

de

Developpement

.750

01/22/33

2,025,329

1,500,000

(d) Barbados

Government

International

Bond

.000

06/26/35

1,518,870

950,000

(d) Benin

Government

International

Bond

.960

02/13/38

932,002

1,500,000

(d) Benin

Government

International

Bond

.375

01/23/41

1,478,664

CLP

845,000,000

(d) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos,

Reg

S

.000

04/01/33

938,058

BRL

15,000,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

.000

01/01/33

2,429,670

1,705,000

Brazilian

Government

International

Bond

.000

10/20/33

1,709,774

2,850,000

Brazilian

Government

International

Bond

.625

03/15/35

2,913,127

695,000

Brazilian

Government

International

Bond

.750

01/14/50

501,373

1,500,000

Brazilian

Government

International

Bond

.125

05/13/54

1,471,035

2,115,000

Brazilian

Government

International

Bond

.250

01/12/56

2,071,219

2,158,984

Canal

Barge

Co,

Inc

.500

11/12/34

2,126,688

EUR

1,150,000

Chile

Government

International

Bond

.750

01/14/32

1,321,283

5,950,000

Chile

Government

International

Bond

.550

01/27/32

5,262,537

1,900,000

Chile

Government

International

Bond

.500

01/31/34

1,712,375

EUR

530,000

Chile

Government

International

Bond

.800

07/01/35

597,873

990,000

Chile

Government

International

Bond

.100

05/07/41

749,044

875,000

Colombia

Government

International

Bond

.125

01/21/31

859,687

2,525,000

Colombia

Government

International

Bond

.250

04/22/32

2,103,931

1,350,000

Colombia

Government

International

Bond

.000

11/14/35

1,412,829

2,000,000

Colombia

Government

International

Bond

.125

01/18/41

1,738,080

1,600,000

(d) Costa

Rica

Government

International

Bond

.000

04/04/44

1,684,336

6,050,000

(d) Dominican

Republic

Government

International

Bond

.875

01/30/60

5,049,935

1,500,000

(d),(e)

Dominican

Republic

International

Bond

.150

05/17/38

1,418,325

4,215,000

(d) Dominican

Republic

International

Bond

.300

01/21/41

3,581,907

2,325,000

(d) Eagle

Funding

Luxco

Sarl

.500

08/17/30

2,337,206

3,000,000

(d) Ecuador

Government

International

Bond

.750

01/29/34

2,940,000

1,425,000

(d) Ecuador

Government

International

Bond

.250

01/29/39

1,396,500

956,102

(d) Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/35

841,542

1,975,000

(d) Egypt

Government

International

Bond

.625

02/04/30

2,041,761

1,500,000

(d) Egypt

Government

International

Bond

.053

01/15/32

1,416,239

3,050,000

(d) Egypt

Government

International

Bond

.500

01/31/47

2,630,517

1,875,000

(d) Egypt

Government

International

Bond

.875

05/29/50

1,653,545

395,000

European

Investment

Bank

.875

02/15/36

410,965

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

4,400,000

(d) Export-Import

Bank

of

India

.875

%

02/01/28

$

4,347,912

3,200,000

Export-Import

Bank

of

Korea

.250

09/21/30

2,822,078

518,788

(d) Ghana

Government

International

Bond

.000

07/03/29

493,990

1,052,600

(d) Ghana

Government

International

Bond

.000

07/03/35

896,475

2,725,000

(d) Guatemala

Government

International

Bond

.700

10/07/33

2,376,200

575,000

(d) Guatemala

Government

International

Bond

.650

10/07/41

479,659

1,100,000

(d) Honduras

Government

International

Bond

.625

06/24/30

1,087,350

3,550,000

(d) Honduras

Government

International

Bond

.625

11/27/34

3,978,805

710,000

(d) Hungary

Government

International

Bond

.125

05/22/28

726,448

2,000,000

(d) Hungary

Government

International

Bond

.375

09/26/30

2,011,220

575,000

(d) Hungary

Government

International

Bond

.125

09/22/31

487,263

2,975,000

(d) Hungary

Government

International

Bond

.500

03/26/36

2,900,293

500,000

Indonesia

Government

International

Bond

.550

03/31/32

462,987

975,000

Indonesia

Government

International

Bond

.750

09/10/34

937,163

1,375,000

Israel

Government

International

Bond

.500

01/13/31

1,346,175

770,000

(d) Ivory

Coast

Government

International

Bond

.125

06/15/33

724,409

2,125,000

(d) Ivory

Coast

Government

International

Bond

.075

04/01/36

2,157,467

2,000,000

(d) Ivory

Coast

Government

International

Bond

.750

02/25/41

1,756,257

1,000,000

(d) Jordan

Government

International

Bond

.500

01/13/29

1,027,237

2,060,000

(d) Jordan

Government

International

Bond

.850

07/07/30

2,025,432

2,000,000

(d) Jordan

Government

International

Bond

.750

11/12/32

1,924,791

2,000,000

(d) Kazakhstan

Government

International

Bond

.412

10/28/30

1,958,303

1,750,000

(d) Kazakhstan

Government

International

Bond

.500

07/01/37

1,758,602

2,000,000

(d) Kommunalbanken

AS.

.125

06/14/30

1,779,862

MXN

24,400,000

Mexican

Bonos

.750

11/23/34

1,244,872

844,000

Mexico

Government

International

Bond

.850

07/02/32

847,038

1,800,000

Mexico

Government

International

Bond

.500

02/12/34

1,532,700

2,000,000

Mexico

Government

International

Bond

.625

09/22/35

1,935,000

3,000,000

Mexico

Government

International

Bond

.125

02/09/38

2,923,500

3,424,000

Mexico

Government

International

Bond

.050

01/11/40

3,320,082

EUR

2,250,000

Mexico

Government

International

Bond

.375

05/16/40

2,516,824

5,850,000

Mexico

Government

International

Bond

.280

08/14/41

4,573,238

2,025,000

Mexico

Government

International

Bond

.750

03/08/44

1,622,734

3,000,000

Mexico

Government

International

Bond

.400

05/07/54

2,806,050

1,750,000

Mexico

Government

International

Bond

.375

05/13/55

1,838,025

2,825,000

(d) Morocco

Government

International

Bond

.500

12/11/42

2,590,374

525,000

(d) Morocco

Government

International

Bond

.000

12/15/50

359,614

345,000

(d) Nigeria

Government

International

Bond

.875

02/16/32

349,374

2,325,000

(d) Nigeria

Government

International

Bond

.375

09/28/33

2,276,714

1,250,000

(d) Nigeria

Government

International

Bond

.375

12/09/34

1,431,976

2,000,000

(d) Nigeria

Government

International

Bond

.631

01/13/36

2,083,764

1,575,000

(d) Oman

Government

International

Bond

.375

03/08/27

1,581,905

2,090,000

(d) Oman

Government

International

Bond

.000

08/01/29

2,147,661

1,850,000

(d) Oman

Government

International

Bond

.500

03/08/47

1,895,552

2,475,000

Oriental

Republic

of

Uruguay

.250

09/10/60

2,244,330

2,200,000

(d) Paraguay

Government

International

Bond

.100

08/11/44

2,185,700

2,800,000

(d) Paraguay

Government

International

Bond

.400

03/30/50

2,483,600

1,435,000

(d) Perusahaan

Penerbit

SBSN

Indonesia

III

.550

06/09/31

1,271,769

1,315,000

Peruvian

Government

International

Bond

.000

01/15/34

1,122,155

1,965,000

Peruvian

Government

International

Bond

.875

08/08/54

1,891,804

975,000

Philippine

Government

International

Bond

.750

03/05/35

937,592

1,320,000

Philippine

Government

International

Bond

.200

03/29/47

1,052,513

620,000

Province

of

Quebec

Canada

.500

09/15/29

688,708

3,275,000

(d) Republic

of

Azerbaijan

International

Bond

.500

09/01/32

3,016,049

5,000,000

Republic

of

Italy

Government

International

Bond

.000

10/17/49

3,805,180

PLN

6,600,000

Republic

of

Poland

Government

International

Bond

.000

10/25/33

1,817,689

2,000,000

Republic

of

Poland

Government

International

Bond

.125

09/18/34

2,009,828

2,098,000

Republic

of

Poland

Government

International

Bond

.500

04/04/53

1,942,001

ZAR

19,100,000

Republic

of

South

Africa

Government

Bond

.500

01/31/37

1,053,144

2,000,000

(d) Republic

of

South

Africa

Government

International

Bond

.100

11/19/36

2,042,830

ZAR

23,400,000

Republic

of

South

Africa

Government

International

Bond

.750

01/31/44

1,248,989

2,895,000

Republic

of

South

Africa

Government

International

Bond

.375

07/24/44

2,257,141

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,475,000

Republic

of

South

Africa

Government

International

Bond

.300

%

04/20/52

$

1,362,211

UGX

7,600,000,000

Republic

of

Uganda

Government

Bonds

.800

06/23/39

1,987,679

UZS

7,970,000,000

(d) Republic

of

Uzbekistan

International

Bond

.625

05/29/27

689,432

1,960,000

(d) Republic

of

Uzbekistan

International

Bond

.375

02/20/29

1,933,473

1,700,000

(d) Republic

of

Uzbekistan

International

Bond

.700

11/25/30

1,545,120

1,850,000

(d) Republic

of

Uzbekistan

International

Bond

.900

02/28/32

1,927,698

1,180,000

(d) Romanian

Government

International

Bond

.875

01/30/29

1,188,140

RON

4,900,000

Romanian

Government

International

Bond

.000

04/29/30

1,147,121

2,000,000

(d) Romanian

Government

International

Bond

.000

02/14/31

1,755,757

2,726,000

(d) Romanian

Government

International

Bond

.750

03/24/35

2,577,358

2,000,000

(d) Romanian

Government

International

Bond

.750

07/04/36

1,854,487

1,425,000

(d) Romanian

Government

International

Bond

.000

02/14/51

917,575

3,825,000

(d) Rwanda

International

Government

Bond

.500

08/09/31

3,419,333

2,800,000

(d) Saudi

Government

International

Bond

.500

04/17/30

2,771,219

1,650,000

(d) Saudi

Government

International

Bond

.000

01/16/34

1,641,431

2,000,000

(d) Saudi

Government

International

Bond

.875

01/12/36

1,947,480

2,810,000

(d) Saudi

Government

International

Bond

.750

01/21/55

1,903,730

1,700,000

(d) Senegal

Government

International

Bond

.250

05/23/33

901,241

1,825,000

(d) Serbia

Government

International

Bond

.125

12/01/30

1,573,896

1,810,000

(d),(e)

Serbia

Government

International

Bond

.500

09/26/33

1,888,685

1,525,000

(d) Serbia

International

Bond

.000

06/12/34

1,527,992

1,110,000

State

of

Israel,

Reg

S

.800

05/13/60

718,200

1,750,000

Turkey

Government

International

Bond

.000

01/14/41

1,451,021

EUR

1,275,000

Turkiye

Government

International

Bond

.200

08/17/31

1,470,978

1,125,000

Turkiye

Government

International

Bond

.125

02/12/32

1,125,798

1,895,000

Turkiye

Government

International

Bond

.300

03/14/33

1,792,354

2,125,000

Turkiye

Government

International

Bond

.625

05/15/34

2,161,859

295,000

(d) Ukraine

Government

International

Bond

.500

02/01/29

206,500

429,744

(d) Ukraine

Government

International

Bond

.000

02/01/35

196,823

87,287

(d) Ukraine

Government

International

Bond

.000

02/01/36

39,890

3,250,000

United

States

International

Development

Finance

Corp

.520

09/20/32

3,156,504

UYU

36,000,000

Uruguay

Government

International

Bond

.000

10/29/35

900,066

972,947

(d) Zambia

Government

International

Bond

.750

06/30/33

912,041

TOTAL

FOREIGN

GOVERNMENT

BONDS

243,269,110

MORTGAGE

BACKED

-

24.6%

4,335,000

(a),(d)

Angel

Oak

Mortgage

Trust

.837

11/25/66

3,225,076

4,159,891

(a),(d)

Bayview

Opportunity

Master

Fund

VI

Trust

.000

10/25/51

3,579,085

3,500,000

(a),(d)

BX

Trust,

(TSFR1M

+

1.200%)

.950

03/15/39

3,481,091

2,500,349

(a),(d)

Chase

Home

Lending

Mortgage

Trust

Series

.500

12/25/56

2,487,965

393,000

(a),(d)

Citigroup

Commercial

Mortgage

Trust

.360

07/10/28

405,240

64,187,939

(a),(d)

Citigroup

Mortgage

Loan

Trust

.153

02/25/52

561,099

7,192,950

(a),(d)

Citigroup

Mortgage

Loan

Trust

.250

02/25/52

98,483

10,655,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.762

03/25/42

10,807,537

20,185,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

.312

06/25/42

20,986,732

7,825,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%)

.262

07/25/42

8,061,465

3,585,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

.706

01/25/43

3,706,346

2,815,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

.212

05/25/43

2,932,111

1,475,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

.012

05/25/43

1,577,977

4,335,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.456

06/25/43

4,498,511

860,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.850%)

.512

06/25/43

956,268

1,650,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

.362

07/25/43

1,687,843

3,260,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

.188

07/25/43

3,397,271

2,015,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

.562

07/25/43

2,172,744

5,510,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

.212

10/25/43

5,748,466

1,880,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

1.800%)

.150

02/25/44

1,883,148

3,250,000

(a),(d)

ELP

Commercial

Mortgage

Trust

.797

11/13/42

3,229,591

Fannie

Mae

Pool

.500

01/01/29

Fannie

Mae

Pool

.500

03/01/31

372,138

Fannie

Mae

Pool

.500

05/01/32

367,049

302,423

Fannie

Mae

Pool

.000

05/01/35

304,885

244,024

Fannie

Mae

Pool

.000

10/01/35

246,213

128,218

Fannie

Mae

Pool

.000

02/01/36

129,421

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

213,045

Fannie

Mae

Pool

.500

%

11/01/38

$

219,403

2,162,467

Fannie

Mae

Pool

.000

10/01/39

2,019,027

1,013,970

Fannie

Mae

Pool

.000

05/01/40

941,306

206,589

Fannie

Mae

Pool

.000

09/01/40

208,789

136,788

Fannie

Mae

Pool

.000

02/01/41

132,142

248,575

Fannie

Mae

Pool

.000

05/01/41

251,211

3,551,624

Fannie

Mae

Pool

.000

09/01/42

3,445,525

453,574

Fannie

Mae

Pool

.500

04/01/43

427,052

413,333

Fannie

Mae

Pool

.500

09/01/43

390,186

1,384,612

Fannie

Mae

Pool

.500

03/01/44

1,368,877

27,054,686

Fannie

Mae

Pool

.000

05/01/44

26,279,227

401,870

Fannie

Mae

Pool

.500

06/01/44

395,973

1,566,826

Fannie

Mae

Pool

.500

06/01/44

1,547,711

853,194

Fannie

Mae

Pool

.500

08/01/44

842,784

1,244,181

Fannie

Mae

Pool

.500

10/01/44

1,225,928

918,519

Fannie

Mae

Pool

.500

11/01/44

907,312

799,103

Fannie

Mae

Pool

.000

11/01/44

807,592

259,113

Fannie

Mae

Pool

.500

12/01/44

255,312

881,799

Fannie

Mae

Pool

.000

01/01/45

855,439

984,624

Fannie

Mae

Pool

.500

05/01/45

929,561

2,015,813

Fannie

Mae

Pool

.500

01/01/46

1,895,922

872,042

Fannie

Mae

Pool

.000

04/01/46

842,736

1,489,283

Fannie

Mae

Pool

.500

06/01/46

1,397,471

3,310,599

Fannie

Mae

Pool

.500

07/01/46

3,107,625

6,884,878

Fannie

Mae

Pool

.500

07/01/46

6,483,981

1,204,986

Fannie

Mae

Pool

.000

10/01/46

1,064,491

945,942

Fannie

Mae

Pool

.500

10/01/46

887,554

1,590,061

Fannie

Mae

Pool

.500

05/01/47

1,573,631

564,457

Fannie

Mae

Pool

.000

11/01/47

498,666

3,466,488

Fannie

Mae

Pool

.500

11/01/47

3,260,583

4,712,869

Fannie

Mae

Pool

.500

01/01/48

4,406,669

1,906,890

Fannie

Mae

Pool

.500

01/01/48

1,875,762

735,941

Fannie

Mae

Pool

.500

02/01/48

723,966

1,211,312

Fannie

Mae

Pool

.500

05/01/48

1,191,477

812,343

Fannie

Mae

Pool

.500

05/01/48

798,914

204,182

Fannie

Mae

Pool

.000

06/01/49

180,380

1,960,895

Fannie

Mae

Pool

.500

06/01/49

1,924,250

12,429,214

Fannie

Mae

Pool

.000

07/01/50

11,160,845

8,488,704

Fannie

Mae

Pool

.500

08/01/51

7,283,507

3,922,080

Fannie

Mae

Pool

.500

08/01/51

3,640,070

3,547,143

Fannie

Mae

Pool

.000

09/01/51

3,170,274

10,038,575

Fannie

Mae

Pool

.500

12/01/51

8,528,578

2,725,034

Fannie

Mae

Pool

.500

01/01/52

2,308,595

20,253,114

Fannie

Mae

Pool

.500

02/01/52

17,339,997

7,744,403

Fannie

Mae

Pool

.000

02/01/52

6,818,768

7,920,851

Fannie

Mae

Pool

.500

02/01/52

7,353,572

5,307,859

Fannie

Mae

Pool

.500

04/01/52

4,483,502

33,867,895

Fannie

Mae

Pool

.000

04/01/52

30,127,331

12,196,570

Fannie

Mae

Pool

.000

04/01/52

10,839,667

33,115,491

Fannie

Mae

Pool

.000

04/01/52

29,152,696

1,096,866

Fannie

Mae

Pool

.500

05/01/52

928,218

6,062,350

Fannie

Mae

Pool

.000

05/01/52

5,387,104

30,337,635

Fannie

Mae

Pool

.000

05/01/52

28,724,304

6,880,908

Fannie

Mae

Pool

.500

06/01/52

6,345,100

766,081

Fannie

Mae

Pool

.500

06/01/52

703,236

41,365,048

Fannie

Mae

Pool

.000

06/01/52

39,204,902

9,630,549

Fannie

Mae

Pool

.500

06/01/52

9,341,430

62,528,947

Fannie

Mae

Pool

.000

07/01/52

59,089,014

9,352,771

Fannie

Mae

Pool

.500

07/01/52

9,071,026

3,691,286

Fannie

Mae

Pool

.500

07/01/52

3,576,658

28,058,221

Fannie

Mae

Pool

.000

08/01/52

26,490,886

41,593,140

Fannie

Mae

Pool

.500

08/01/52

40,301,680

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

44,165,882

Fannie

Mae

Pool

.000

%

08/01/52

$

43,781,584

58,881,920

Fannie

Mae

Pool

.000

09/01/52

55,806,898

95,334,150

Fannie

Mae

Pool

.500

09/01/52

92,413,060

33,160,176

Fannie

Mae

Pool

.000

09/01/52

32,869,937

9,708,473

Fannie

Mae

Pool

.000

10/01/52

9,197,957

41,700,907

Fannie

Mae

Pool

.500

10/01/52

40,448,938

32,048,431

Fannie

Mae

Pool

.000

10/01/52

31,777,786

17,535,165

Fannie

Mae

Pool

.000

11/01/52

16,575,199

11,255,396

Fannie

Mae

Pool

.500

11/01/52

10,907,056

2,093,162

Fannie

Mae

Pool

.500

12/01/52

2,028,384

9,406,613

Fannie

Mae

Pool

.500

12/01/52

9,500,045

22,362,761

Fannie

Mae

Pool

.000

01/01/53

22,175,058

3,902,642

Fannie

Mae

Pool

.500

02/01/53

3,777,837

60,325,398

Fannie

Mae

Pool

.000

02/01/53

59,788,097

18,247,855

Fannie

Mae

Pool

.500

02/01/53

18,404,949

1,117,184

Fannie

Mae

Pool

.000

02/01/53

1,145,505

308,122

Fannie

Mae

Pool

.000

03/01/53

316,291

50,249,968

Fannie

Mae

Pool

.000

04/01/53

49,797,245

10,788,621

Fannie

Mae

Pool

.000

05/01/53

10,690,867

5,614,257

Fannie

Mae

Pool

.000

06/01/53

5,574,054

55,765,785

Fannie

Mae

Pool

.500

06/01/53

56,228,839

1,895,599

Fannie

Mae

Pool

.000

07/01/53

1,790,944

9,260,638

Fannie

Mae

Pool

.500

07/01/53

8,950,122

21,202,402

Fannie

Mae

Pool

.000

08/01/53

20,984,080

16,057,590

Fannie

Mae

Pool

.500

08/01/53

16,183,565

5,628,032

Fannie

Mae

Pool

.000

10/01/53

5,570,108

84,294,662

Fannie

Mae

Pool

.500

10/01/53

84,917,340

1,339,687

Fannie

Mae

Pool

.000

01/01/54

1,366,291

7,567,528

Fannie

Mae

Pool

.000

02/01/54

7,168,223

20,019,384

Fannie

Mae

Pool

.000

03/01/54

20,407,103

93,583,030

Fannie

Mae

Pool

.500

04/01/54

94,102,743

46,683,507

Fannie

Mae

Pool

.500

05/01/54

46,942,763

104,649,172

Fannie

Mae

Pool

.500

10/01/54

105,193,064

43,397,014

Fannie

Mae

Pool

.000

10/01/54

44,255,603

1,728,548

(a) Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

.174

09/25/43

170,183

5,820,137

Fannie

Mae

REMICS

.500

02/25/48

5,201,986

4,044,799

Fannie

Mae

REMICS

.000

07/25/48

3,827,890

5,429,032

Fannie

Mae

REMICS

.000

08/25/50

671,811

8,757,044

Fannie

Mae

REMICS

.000

10/25/50

6,164,328

14,647,786

Fannie

Mae

REMICS

.500

11/25/50

2,003,306

7,671,060

Fannie

Mae

REMICS

.000

12/25/50

1,300,456

5,331,816

Fannie

Mae

REMICS

.000

02/25/51

1,017,212

8,666,542

Fannie

Mae

REMICS

.500

11/25/51

916,853

14,383,543

Fannie

Mae

REMICS

.500

04/25/52

11,181,485

3,470,118

Fannie

Mae

REMICS

.000

05/25/52

2,818,883

9,311,325

Fannie

Mae

REMICS

.500

07/25/52

8,321,286

5,305,631

Fannie

Mae

REMICS

.500

08/25/52

4,629,091

3,974,977

Fannie

Mae

REMICS

.000

09/25/52

3,505,654

4,719,203

Fannie

Mae

REMICS

.000

09/25/52

4,179,855

3,861,779

Fannie

Mae

REMICS

.500

10/25/52

3,672,725

4,405,938

Fannie

Mae

REMICS

.500

10/25/52

4,226,887

7,245,497

Fannie

Mae

REMICS

.500

11/25/52

7,331,734

3,038,118

Federal

National

Mortgage

Association

(FNMA)

.500

02/01/52

2,571,948

4,706,260

(a),(d)

Flagstar

Mortgage

Trust

.000

12/30/51

4,049,170

Freddie

Mac

Gold

Pool

.000

01/01/31

3,733

Freddie

Mac

Gold

Pool

.000

09/01/31

3,808

26,675

Freddie

Mac

Gold

Pool

.000

12/01/31

28,041

19,481

Freddie

Mac

Gold

Pool

.500

07/01/33

19,461

130,491

Freddie

Mac

Gold

Pool

.000

12/01/33

137,173

48,005

Freddie

Mac

Gold

Pool

.500

04/01/35

47,576

21,585

Freddie

Mac

Gold

Pool

.000

05/01/35

22,691

848,195

Freddie

Mac

Gold

Pool

.000

06/01/36

857,028

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

38,090

Freddie

Mac

Gold

Pool

.000

%

07/01/39

$

38,543

797,412

Freddie

Mac

Gold

Pool

.000

08/01/44

806,880

48,049

Freddie

Mac

Gold

Pool

.500

11/01/44

47,118

96,075

Freddie

Mac

Gold

Pool

.500

11/01/44

94,784

49,302

Freddie

Mac

Gold

Pool

.500

12/01/44

48,347

47,331

Freddie

Mac

Gold

Pool

.500

12/01/44

46,415

412,831

Freddie

Mac

Gold

Pool

.500

04/01/45

390,224

8,159,871

Freddie

Mac

Gold

Pool

.500

08/01/45

7,713,050

8,718,957

Freddie

Mac

Gold

Pool

.500

10/01/45

8,219,653

2,592,586

Freddie

Mac

Gold

Pool

.500

06/01/47

2,557,741

2,054,160

Freddie

Mac

Gold

Pool

.000

09/01/47

1,977,430

2,678,127

Freddie

Mac

Gold

Pool

.500

12/01/47

2,514,705

6,086,397

Freddie

Mac

Gold

Pool

.500

08/01/48

5,995,501

4,502,704

Freddie

Mac

Pool

.000

09/01/51

4,072,622

7,870,410

Freddie

Mac

Pool

.500

11/01/51

6,670,166

18,335,402

Freddie

Mac

Pool

.000

11/01/51

16,508,110

3,266,209

Freddie

Mac

Pool

.000

11/01/51

2,917,781

1,653,137

Freddie

Mac

Pool

.000

11/01/51

1,495,246

2,695,610

Freddie

Mac

Pool

.000

11/01/51

2,430,037

4,790,669

Freddie

Mac

Pool

.500

02/01/52

4,105,863

5,423,300

Freddie

Mac

Pool

.000

02/01/52

4,775,765

7,343,081

Freddie

Mac

Pool

.000

03/01/52

6,465,327

10,578,537

Freddie

Mac

Pool

.500

04/01/52

8,970,217

10,220,653

Freddie

Mac

Pool

.000

04/01/52

9,690,665

17,630,382

Freddie

Mac

Pool

.000

05/01/52

15,520,637

2,910,824

Freddie

Mac

Pool

.000

06/01/52

2,574,609

756,984

Freddie

Mac

Pool

.500

06/01/52

698,797

20,652,648

Freddie

Mac

Pool

.500

06/01/52

20,028,387

30,382,022

Freddie

Mac

Pool

.500

07/01/52

29,454,259

20,216,553

Freddie

Mac

Pool

.500

07/01/52

19,605,475

3,824,600

Freddie

Mac

Pool

.500

09/01/52

3,709,381

8,213,730

Freddie

Mac

Pool

.000

06/01/53

8,139,307

7,713,341

Freddie

Mac

Pool

.000

08/01/53

7,637,373

26,623,348

Freddie

Mac

Pool

.500

08/01/53

26,815,945

8,483,688

Freddie

Mac

REMICS

.500

01/15/47

7,717,589

1,390,544

Freddie

Mac

REMICS

.000

10/15/47

1,308,456

932,969

Freddie

Mac

REMICS

.000

11/15/47

884,595

6,793,078

Freddie

Mac

REMICS

.000

01/15/48

6,439,512

7,734,383

Freddie

Mac

REMICS

.000

03/15/48

7,327,806

1,992,464

Freddie

Mac

REMICS

.000

04/15/48

1,887,524

4,393,784

Freddie

Mac

REMICS

.000

04/15/48

4,154,984

2,314,932

(a) Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

.861

06/15/48

2,109,039

2,460,394

(a) Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

.781

10/15/48

2,141,246

7,015,677

Freddie

Mac

REMICS

.000

09/25/50

4,803,033

2,882,320

Freddie

Mac

REMICS

.000

09/25/50

351,830

12,597,477

Freddie

Mac

REMICS

.000

09/25/50

9,274,312

6,450,095

Freddie

Mac

REMICS

.000

10/25/50

4,679,651

19,049,980

Freddie

Mac

REMICS

.500

02/25/51

3,192,565

3,299,404

Freddie

Mac

REMICS

.000

08/25/52

2,938,071

5,921,394

Freddie

Mac

REMICS

.500

10/25/52

5,530,640

7,345,849

Freddie

Mac

REMICS

.500

11/25/52

7,482,851

11,774,981

Freddie

Mac

REMICS

.500

12/25/55

20,407,093

720,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

.762

01/25/42

747,272

3,260,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

.106

02/25/42

3,338,558

6,555,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

5.650%)

.647

04/25/42

6,865,018

11,610,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

.162

06/25/42

12,050,927

10,515,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

.662

07/25/42

10,845,334

6,310,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

.362

09/25/42

6,510,938

715,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

.761

03/25/43

739,696

4,515,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

.912

04/25/43

4,690,071

3,675,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

.162

05/25/43

3,839,508

80,394

(a),(d)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

.789

02/25/48

78,773

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

98,323

(a),(d)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

.850

%

05/25/48

$

96,293

5,020,073

(a),(d)

GCAT

Trust

.000

12/25/51

4,319,168

157,819

Ginnie

Mae

I

Pool

.000

06/15/39

160,444

16,357

Ginnie

Mae

II

Pool

.500

11/20/38

17,465

3,240,750

Ginnie

Mae

II

Pool

.000

06/20/51

2,895,809

4,765,195

Ginnie

Mae

II

Pool

.000

12/20/51

4,258,338

5,582,302

Ginnie

Mae

II

Pool

.500

02/20/52

4,695,326

46,627,048

Ginnie

Mae

II

Pool

.500

07/20/52

43,117,110

8,264,290

Ginnie

Mae

II

Pool

.000

08/20/52

7,811,040

25,787,657

Ginnie

Mae

II

Pool

.500

08/20/52

25,116,117

36,601,376

Ginnie

Mae

II

Pool

.000

09/20/52

34,632,547

7,355,710

Ginnie

Mae

II

Pool

.000

11/20/52

7,337,388

7,813,327

Ginnie

Mae

II

Pool

.500

03/20/53

7,598,505

12,177,109

Government

National

Mortgage

Association

.000

01/20/40

2,369,314

5,661,806

Government

National

Mortgage

Association

.500

03/20/40

959,820

9,141,991

Government

National

Mortgage

Association

.000

03/20/40

1,688,661

8,199,271

Government

National

Mortgage

Association

.500

12/20/43

7,340,480

2,548,995

Government

National

Mortgage

Association

.000

03/20/45

2,281,641

929,378

Government

National

Mortgage

Association

.000

06/20/46

97,940

3,284,804

Government

National

Mortgage

Association

.000

09/20/46

597,519

13,471,891

Government

National

Mortgage

Association

.000

11/20/51

9,818,659

18,094,616

Government

National

Mortgage

Association

.000

12/20/51

13,410,550

16,306,478

Government

National

Mortgage

Association

.000

01/20/52

12,327,719

15,198,447

Government

National

Mortgage

Association

.000

02/20/52

10,537,313

10,552,705

Government

National

Mortgage

Association

.000

04/20/52

8,798,846

9,147,736

Government

National

Mortgage

Association

.000

04/20/52

1,637,429

5,672,659

Government

National

Mortgage

Association

.000

07/20/52

4,779,968

8,977,153

Government

National

Mortgage

Association

.500

09/20/52

8,276,144

7,828,879

Government

National

Mortgage

Association

.500

09/20/52

7,216,248

6,518,214

Government

National

Mortgage

Association

.500

09/20/52

6,271,293

4,751,158

Government

National

Mortgage

Association

.500

09/20/52

4,217,579

5,478,530

Government

National

Mortgage

Association

.500

02/20/53

5,143,520

4,891,374

Government

National

Mortgage

Association

.500

02/20/53

4,878,623

6,601,885

(a) Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

.277

05/20/53

506,699

4,960,793

(a) Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

.881

08/20/53

5,423,708

2,903,913

(a) Government

National

Mortgage

Association,

(SOFR30A

+

25.350%)

.026

08/20/53

3,419,699

73,536,358

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

.147

08/25/51

598,549

11,087,043

(a),(d)

GS

Mortgage-Backed

Securities

Trust

.500

11/25/51

9,148,787

7,201,774

(a),(d)

GS

Mortgage-Backed

Securities

Trust

.500

03/25/52

5,951,354

2,511,514

(a),(d)

GS

Mortgage-Backed

Securities

Trust

.821

05/28/52

2,104,382

6,917,285

(a),(d)

GS

Mortgage-Backed

Securities

Trust

.000

08/26/52

5,951,491

56,122

(a) Impac

CMB

Trust,

(TSFR1M

+

0.774%)

.453

03/25/35

53,332

4,324,045

(d) Imperial

Fund

Mortgage

Trust

.638

03/25/67

4,128,555

983,054

(a),(d)

J.P.

Morgan

Mortgage

Trust

.241

10/25/52

808,117

904,427

(a),(d)

JP

Morgan

Mortgage

Trust

.500

05/25/47

823,873

645,355

(a),(d)

JP

Morgan

Mortgage

Trust

.500

10/25/48

581,715

107,929

(a),(d)

JP

Morgan

Mortgage

Trust

.000

01/25/49

100,616

20,175,446

(a),(d)

JP

Morgan

Mortgage

Trust

.125

06/25/51

122,949

35,948,862

(a),(d)

JP

Morgan

Mortgage

Trust

.104

11/25/51

204,822

3,240,608

(a),(d)

JP

Morgan

Mortgage

Trust

.500

11/25/51

2,679,893

37,376,879

(a),(d)

JP

Morgan

Mortgage

Trust

.112

12/25/51

225,435

3,430,343

(a),(d)

JP

Morgan

Mortgage

Trust

.500

12/25/51

2,834,744

857,042

(a),(d)

JP

Morgan

Mortgage

Trust

.836

12/25/51

698,156

7,164,234

(a),(d)

JP

Morgan

Mortgage

Trust

.500

01/25/52

5,947,153

8,066,817

(a),(d)

JP

Morgan

Mortgage

Trust

.500

04/25/52

235,078

6,280,281

(a),(d)

JP

Morgan

Mortgage

Trust

.344

04/25/52

5,386,419

4,023,108

(a),(d)

JP

Morgan

Mortgage

Trust

.344

04/25/52

3,407,832

2,203,357

(a),(d)

JP

Morgan

Mortgage

Trust

.344

04/25/52

1,815,533

10,398,273

(a),(d)

JP

Morgan

Mortgage

Trust

.500

06/25/52

8,592,855

2,400,055

(a),(d)

JP

Morgan

Mortgage

Trust

.000

06/25/52

2,084,426

69,524,780

(d) JP

Morgan

Mortgage

Trust

.224

07/25/52

657,538

10,811,539

(a),(d)

JP

Morgan

Mortgage

Trust

.500

07/25/52

8,934,367

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

17,051,727

(a),(d)

JP

Morgan

Mortgage

Trust

.250

%

07/25/52

$

15,220,009

11,716,700

(a),(d)

JP

Morgan

Mortgage

Trust

.000

08/25/52

10,080,224

2,534,762

(a),(d)

JP

Morgan

Mortgage

Trust

.094

08/25/52

2,060,473

6,902,666

(a),(d)

JP

Morgan

Mortgage

Trust

.000

10/25/52

5,938,568

4,502,959

(a),(d)

JP

Morgan

Mortgage

Trust

.000

11/25/52

3,865,600

6,540,310

(a),(d)

JP

Morgan

Mortgage

Trust

.000

04/25/53

5,626,823

2,842,297

(a),(d)

JP

Morgan

Mortgage

Trust

.000

06/25/53

2,777,036

2,524,230

(a),(d)

JP

Morgan

Mortgage

Trust

.500

06/25/53

2,504,630

6,514,772

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

08/25/51

5,387,536

6,273,261

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

5,644,034

4,828,900

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

3,993,367

1,269,000

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

04/25/56

1,258,442

4,010,000

(d) NMEF

Funding

LLC

.200

02/15/34

3,985,581

4,584,154

(a),(d)

OBX

.000

01/25/52

3,943,883

2,720,000

(a),(d)

PMT

Loan

Trust

.500

02/25/57

2,726,269

7,368,000

(a),(d),(h)

PMT

Loan

Trust

.000

03/25/57

7,417,216

2,191,486

(a),(d)

RCKT

Mortgage

Trust

.007

09/25/51

1,777,387

11,686,019

(a),(d)

RCKT

Mortgage

Trust

.500

02/25/52

9,664,014

4,256,440

(a),(d)

RCKT

Mortgage

Trust

.000

05/25/52

3,662,154

330,853

(a),(d)

RCKT

Mortgage

Trust

.185

05/25/52

278,793

766,918

(a),(d)

RCKT

Mortgage

Trust

.000

06/25/52

704,750

103,272

(a),(d)

Sequoia

Mortgage

Trust

.000

06/25/49

97,563

1,008,926

(a),(d)

Sequoia

Mortgage

Trust

.500

12/25/49

909,483

3,223,509

(a),(d)

Sequoia

Mortgage

Trust

.500

06/25/51

2,661,810

17,645,372

(a),(d)

Sequoia

Mortgage

Trust

.000

11/25/55

16,312,785

5,746,293

(a),(d)

Sequoia

Mortgage

Trust

.500

02/25/56

5,704,139

822,000

(a),(d)

Sequoia

Mortgage

Trust

.125

04/25/56

807,865

10,000,000

(a),(d),(h)

SLG

Office

Trust

.965

04/15/41

10,040,636

1,750,000

(a) UBS

Commercial

Mortgage

Trust

.585

10/15/51

1,704,136

1,700,000

(a),(d)

Verus

Securitization

Trust

.670

01/25/71

1,681,006

4,192,186

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

08/25/51

3,610,795

4,348,156

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.300

08/25/51

3,702,726

TOTAL

MORTGAGE

BACKED

2,502,339,384

MUNICIPAL

BONDS

-

0.0%

550,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

.038

09/01/34

523,309

2,518,000

New

Jersey

Economic

Development

Authority

.425

02/15/29

2,641,419

4,075,000

New

York

State

Dormitory

Authority

.294

07/01/44

3,561,164

32,000

State

Public

School

Building

Authority

.000

09/15/27

32,391

TOTAL

MUNICIPAL

BONDS

6,758,283

U.S.

TREASURY

SECURITIES

-

22.6%

8,291,440

(i) United

States

Treasury

Inflation

Indexed

Bonds

.875

07/15/34

8,331,790

2,690,000

United

States

Treasury

Note

.125

01/31/27

2,698,301

27,545,000

United

States

Treasury

Note

.125

02/28/27

27,634,951

6,945,000

United

States

Treasury

Note

.875

03/31/27

6,954,170

1,275,000

United

States

Treasury

Note

.750

04/30/27

1,274,459

28,000,000

United

States

Treasury

Note

.875

07/31/27

28,010,937

9,140,000

United

States

Treasury

Note

.625

08/31/27

9,112,866

68,145,000

United

States

Treasury

Note

.500

09/30/27

67,812,261

640,000

United

States

Treasury

Note

.250

01/15/28

644,525

12,950,000

United

States

Treasury

Note

.875

03/15/28

12,964,670

88,843,000

United

States

Treasury

Note

.875

03/31/28

88,974,877

11,260,000

United

States

Treasury

Note

.750

04/15/28

11,244,605

6,818,000

United

States

Treasury

Note

.750

05/15/28

6,808,678

1,530,000

United

States

Treasury

Note

.875

06/15/28

1,532,032

4,110,000

United

States

Treasury

Note

.875

07/15/28

4,114,816

48,090,000

United

States

Treasury

Note

.625

08/15/28

47,885,242

22,500,000

United

States

Treasury

Note

.375

09/15/28

22,267,969

81,411,000

United

States

Treasury

Note

.500

03/15/29

80,692,294

19,565,000

United

States

Treasury

Note

.250

01/31/30

19,812,620

720,000

United

States

Treasury

Note

.625

08/31/30

711,169

178,341,000

United

States

Treasury

Note

.750

01/31/31

176,822,316

95,093,000

United

States

Treasury

Note

.875

03/31/31

94,788,406

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

8,300,000

United

States

Treasury

Note

.375

%

01/31/32

$

8,441,359

16,700,000

United

States

Treasury

Note

.125

02/29/32

16,761,973

9,010,000

United

States

Treasury

Note

.125

03/31/32

9,041,676

54,789,000

United

States

Treasury

Note

.125

05/31/32

54,932,393

65,750,000

United

States

Treasury

Note

.125

06/30/32

65,449,502

5,310,000

United

States

Treasury

Note

.000

07/31/32

5,283,243

5,625,000

United

States

Treasury

Note

.875

08/31/32

5,554,468

152,210,000

United

States

Treasury

Note

.250

03/31/33

153,256,444

49,594,000

United

States

Treasury

Note

.125

02/15/36

48,819,094

3,250,000

United

States

Treasury

Note

.625

11/15/44

3,144,756

1,235,000

United

States

Treasury

Note

.750

02/15/45

1,213,484

1,175,000

United

States

Treasury

Note

.000

05/15/45

1,190,284

33,984,000

(e) United

States

Treasury

Note

.625

02/15/46

32,762,700

84,139,000

United

States

Treasury

Note

.625

11/15/55

80,392,185

650,000

United

States

Treasury

Note/Bond

.875

05/31/26

651,071

2,450,000

United

States

Treasury

Note/Bond

.625

06/30/26

2,455,283

8,150,000

United

States

Treasury

Note/Bond

.875

09/30/26

8,035,200

2,850,000

United

States

Treasury

Note/Bond

.500

09/30/26

2,846,104

30,000,000

United

States

Treasury

Note/Bond

.625

10/15/26

30,135,656

16,425,000

United

States

Treasury

Note/Bond

.625

11/15/26

16,508,793

15,470,000

United

States

Treasury

Note/Bond

.250

12/31/26

15,185,618

2,575,000

United

States

Treasury

Note/Bond

.500

05/15/27

2,593,910

865,000

United

States

Treasury

Note/Bond

.500

04/30/28

859,526

200,000

United

States

Treasury

Note/Bond

.000

07/31/28

187,547

1,090,000

United

States

Treasury

Note/Bond

.250

06/30/29

1,070,201

1,785,000

United

States

Treasury

Note/Bond

.000

10/31/29

1,792,112

1,356,000

United

States

Treasury

Note/Bond

.500

04/30/30

1,335,342

2,450,000

United

States

Treasury

Note/Bond

.625

09/30/30

2,519,576

11,286,000

United

States

Treasury

Note/Bond

.000

01/31/31

11,308,925

30,000,000

United

States

Treasury

Note/Bond

.250

02/28/31

30,389,062

24,000,000

United

States

Treasury

Note/Bond

.125

03/31/31

24,169,687

8,260,000

United

States

Treasury

Note/Bond

.625

04/30/31

8,505,219

22,395,000

United

States

Treasury

Note/Bond

.125

07/31/31

22,540,218

7,775,000

United

States

Treasury

Note/Bond

.250

08/15/31

6,748,153

6,950,000

United

States

Treasury

Note/Bond

.625

09/30/31

6,818,330

12,965,000

United

States

Treasury

Note/Bond

.375

05/15/33

12,350,682

200,000

United

States

Treasury

Note/Bond

.750

02/15/37

207,141

7,500,000

(j) United

States

Treasury

Note/Bond

.500

02/15/39

6,766,406

16,015,000

United

States

Treasury

Note/Bond

.875

08/15/40

14,678,748

2,850,000

United

States

Treasury

Note/Bond

.875

02/15/41

1,974,404

33,830,000

United

States

Treasury

Note/Bond

.000

11/15/41

23,395,559

12,000,000

United

States

Treasury

Note/Bond

.125

11/15/41

9,819,375

200,024,100

(j) United

States

Treasury

Note/Bond

.375

02/15/42

145,759,750

4,115,000

United

States

Treasury

Note/Bond

.250

05/15/42

3,390,696

185,174,000

United

States

Treasury

Note/Bond

.875

02/15/43

164,537,226

20,990,000

United

States

Treasury

Note/Bond

.375

08/15/43

19,811,772

54,460,000

United

States

Treasury

Note/Bond

.750

11/15/43

53,804,778

117,010,000

United

States

Treasury

Note/Bond

.625

05/15/44

113,476,847

5,010,000

United

States

Treasury

Note/Bond

.125

08/15/44

4,545,401

1,380,000

United

States

Treasury

Note/Bond

.500

05/15/46

948,103

10,450,000

United

States

Treasury

Note/Bond

.000

05/15/47

7,766,473

1,255,000

United

States

Treasury

Note/Bond

.750

08/15/47

888,060

42,835,000

United

States

Treasury

Note/Bond

.750

11/15/47

30,213,734

55,445,000

United

States

Treasury

Note/Bond

.000

02/15/48

40,886,356

510,000

United

States

Treasury

Note/Bond

.125

05/15/48

383,795

45,841,000

(j) United

States

Treasury

Note/Bond

.375

11/15/48

35,922,512

217,477,000

United

States

Treasury

Note/Bond

.250

02/15/52

131,063,873

86,704,000

United

States

Treasury

Note/Bond

.625

02/15/53

69,586,733

TOTAL

U.S.

TREASURY

SECURITIES

2,296,171,472

TOTAL

GOVERNMENT

BONDS

(Cost

$5,290,958,740)

5,048,538,249

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

1.6%

2,377,000

(k) Nuveen

Securitized

Income

ETF

$

59,849,532

3,965,434

(k) Nuveen

Ultra

Short

Income

ETF

100,226,345

TOTAL

INVESTMENT

COMPANIES

(Cost

$159,802,535)

160,075,877

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

200,000

(e) Morgan

Stanley

4,912,000

208,700

Morgan

Stanley

5,190,369

TOTAL

FINANCIAL

SERVICES

10,102,369

TOTAL

PREFERRED

STOCKS

(Cost

$10,877,500)

10,102,369

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

15.8%

ASSET

BACKED

-

6.2%

$

4,000,000

(a),(d)

AGL

CLO

Ltd,

(TSFR3M

+

1.650%),

Series

2022

19A

.970

%

07/21/38

3,998,748

2,563,442

(d) Alterna

Funding

III

LLC,

Series

2024

1A

.260

05/16/39

2,565,677

4,250,000

(a),(d)

Apidos

CLO

XXXI,

(TSFR3M

+

1.450%),

Series

2019

31A

.122

04/15/39

4,236,829

5,252,363

(d) Apollo

Aviation

Securitization,

Series

2021

2A

.798

01/15/47

4,964,130

55,677

(d) Asset

Backed

Funding

Corp

NIM

Trust,

Series

2005

WMC1

.900

07/26/35

5,666,667

(d) Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

1A

.630

08/20/27

5,632,324

2,583,333

(d) Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

1A

.130

08/20/27

2,570,051

1,000,000

(d) Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

2A

.660

02/20/28

981,756

12,650,000

BANK,

Series

2025

BNK51

.290

12/25/67

12,859,965

10,000,000

BANK,

Series

2025

BNK51

.544

12/25/67

10,160,570

5,500,000

BANK5,

Series

2025

5YR19

.270

12/15/58

5,622,268

6,000,000

BANK5,

Series

2025

5YR19

.611

12/15/58

6,147,660

2,600,000

(a) Benchmark

Mortgage

Trust,

Series

2019

B10

.180

03/15/62

2,327,189

249,008

BMW

Vehicle

Lease

Trust,

Series

2024

.290

01/25/27

249,032

12,000,000

(a),(d)

BOCA

Commercial

Mortgage

Trust,

(TSFR1M

+

1.600%),

Series

2025

BOCA

.273

12/15/42

12,027,220

268,110

(d) BRE

Grand

Islander

Timeshare

Issuer

LLC,

Series

2019

A

.280

09/26/33

267,154

1,017,712

(d) British

Airways

Pass

Through

Trust,

Series

2020

A

.800

09/20/31

993,112

3,783,430

(d) Capital

Automotive

REIT,

Series

2021

1A

.440

08/15/51

3,735,048

8,265,250

(d) Capital

Automotive

REIT,

Series

2021

1A

.920

08/15/51

8,166,859

3,750,000

Capital

One

Prime

Auto

Receivables

Trust,

Series

2025

.850

07/15/30

3,730,824

5,686,125

(d) Cars

Net

Lease

Mortgage

Notes,

Series

2020

1A

.010

12/15/50

5,390,976

11,562,308

(d) Cars

Net

Lease

Mortgage

Notes

Series,

Series

2020

1A

.100

12/15/50

11,053,386

138,732

Carvana

Auto

Receivables

Trust,

Series

2021

N2

.270

03/10/28

135,939

702,297

Carvana

Auto

Receivables

Trust,

Series

2021

N4

.720

09/11/28

686,843

634,456

(d) Carvana

Auto

Receivables

Trust,

Series

2022

N1

.130

12/11/28

629,482

6,163

(a) C-BASS

Trust,

(TSFR1M

+

0.274%),

Series

2006

CB6

.454

07/25/36

6,149

8,817,685

(a),(d)

CBRE

Realty

Finance,

Series

2007

1A

.497

04/07/52

882

8,602,942

(d) CF

Hippolyta

LLC,

Series

2020

.690

07/15/60

7,207,976

2,555,783

(d) CF

Hippolyta

LLC,

Series

2020

.990

07/15/60

2,078,555

1,798,904

(d) CF

Hippolyta

LLC,

Series

2020

.280

07/15/60

1,106,325

5,625,000

(a),(d)

CIFC

Funding

Ltd,

(TSFR3M

+

1.912%),

Series

2020

1A

.584

07/15/36

5,631,289

5,900,000

(a),(d)

CIFC

Funding

Ltd,

(TSFR3M

+

1.450%),

Series

2020

2A

.120

04/16/39

5,904,106

CIT

Group

Home

Equity

Loan

Trust

(Step

Bond),

Series

2002

.200

02/25/30

1,340,458

CNH

Equipment

Trust,

Series

2024

B

.190

09/17/29

1,352,208

9,035,000

CNH

Equipment

Trust,

Series

2024

C

.030

01/15/30

9,019,413

6,670,000

(d) CPS

Auto

Receivables

Trust,

Series

2025

C

.910

10/15/31

6,681,106

1,051,875

(d) DB

Master

Finance

LLC,

Series

2019

1A

.352

05/20/49

1,039,606

16,277,500

(d) DB

Master

Finance

LLC,

Series

2021

1A

.045

11/20/51

16,023,537

12,830,500

(d) DB

Master

Finance

LLC,

Series

2021

1A

.493

11/20/51

12,079,921

13,566,375

(d) Domino's

Pizza

Master

Issuer

LLC,

Series

2021

1A

.662

04/25/51

12,836,868

3,800,000

(a),(d)

Dryden

Senior

Loan

Fund,

(TSFR3M

+

1.862%),

Series

2017

49A

.529

07/18/30

3,804,340

11,500,000

(a),(d)

Elmwood

CLO

Ltd,

(TSFR3M

+

1.700%),

Series

2022

1A

.368

10/20/38

11,523,391

3,326,000

(a),(d)

ELP

Commercial

Mortgage

Trust,

Series

2025

ELP

.297

11/13/42

3,289,931

4,494,700

(d) FNA

VI

LLC,

Series

2021

1A

.350

01/10/32

4,182,074

5,425,032

Ford

Credit

Auto

Owner

Trust,

Series

2024

A

.090

12/15/28

5,462,156

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

24,625,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

C

.070

%

07/15/29

$

24,623,222

5,000,000

(a),(d)

Galaxy

CLO

Ltd,

(TSFR3M

+

1.450%),

Series

2023

32A

.123

01/20/39

4,998,260

731,580

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2024

.530

10/18/27

731,797

3,000,000

(a),(d)

Golub

Capital

Partners

CLO,

LT,

(TSFR3M

+

1.600%),

Series

2025

84A

.310

01/20/39

2,988,429

4,500,000

(a),(d)

Golub

Capital

Partners

CLO,

LT,

(TSFR3M

+

1.450%),

Series

2026

86A

.108

01/25/39

4,498,200

10,000,000

(a),(d)

GSJP

Trust,

(TSFR1M

+

1.500%),

Series

2025

BEDS

.173

12/15/42

9,952,410

1,895,000

(d) Hardee's

Funding

LLC,

Series

2020

1A

.981

12/20/50

1,824,136

441,899

(d) HERO

Funding

Trust,

Series

2017

3A

.190

09/20/48

402,881

156,114

(d) HERO

Funding

Trust,

Series

2017

2A

.280

09/20/48

143,635

574,469

(d) HERO

Funding

Trust,

Series

2017

3A

.950

09/20/48

536,039

312,229

(d) HERO

Funding

Trust,

Series

2017

2A

.070

09/20/48

294,953

30,992

(a) Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%),

Series

2003

.986

06/25/33

30,664

29,500,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

.330

05/15/29

29,557,587

18,000,000

Honda

Auto

Receivables

Owner

Trust,

Series

2025

.570

09/21/29

18,119,000

1,021,702

(d) Horizon

Aircraft

Finance

II

Ltd,

Series

2019

.721

07/15/39

1,014,000

2,183,952

(d) Horizon

Aircraft

Finance

III

Ltd,

Series

2019

.425

11/15/39

2,140,198

25,340,000

(d) Hyundai

Auto

Lease

Securitizat,

Series

2026

A

.970

12/15/28

25,249,278

3,500,829

(d),(l)

Industrial

DPR

Funding

Ltd,

Series

2022

1A

.380

04/15/34

3,141,854

1,850,000

(a),(d)

KKR

Clo

Ltd,

(TSFR3M

+

2.100%),

Series

2024

32A

.772

04/15/37

1,852,540

8,400,000

(d) Kubota

Credit

Owner

Trust,

Series

2025

1A

.670

06/15/29

8,462,360

2,250,000

(d) M&T

Bank

Auto

Receivables

Trust,

Series

2025

1A

.730

06/17/30

2,266,818

518,853

(d) MAPS

Trust,

Series

2021

1A

.521

06/15/46

498,818

1,825,000

Mercedes-Benz

Auto

Lease

Trust,

Series

2025

B

.880

04/16/29

1,815,127

28,695,000

Mercedes-Benz

Auto

Lease

Trust,

Series

2026

A

.930

01/15/30

28,530,836

2,500,000

MSWF

Commercial

Mortgage

Trust,

Series

2023

.752

05/15/56

2,610,797

391,807

(d) MVW

LLC,

Series

2021

2A

.830

05/20/39

372,828

758,624

(d) MVW

LLC,

Series

2021

1WA

.440

01/22/41

733,372

4,955,759

(d) MVW

Owner

Trust,

Series

2025

2A

.480

10/20/44

4,919,614

650,256

(d) Navient

Private

Education

Refi

Loan

Trust,

Series

2020

HA

.310

01/15/69

617,866

482,449

(d) Navient

Student

Loan

Trust,

Series

2019

BA

.390

12/15/59

475,243

1,100,000

(a),(d)

Neuberger

Berman

CLO

Ltd,

(TSFR3M

+

1.750%),

Series

2024

56A

.418

07/24/37

1,101,263

2,000,000

(a),(d)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

(TSFR3M

+

1.550%),

Series

2021

45A

.217

10/14/36

2,001,202

6,000,000

(a),(d)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

(TSFR3M

+

1.550%),

Series

2022

48A

.218

04/25/36

6,003,042

4,352,581

(d) Oak

Street

Investment

Grade

Net

Lease

Fund

Series,

Series

2021

1A

.480

01/20/51

3,785,361

3,881,928

(d) Oak

Street

Investment

Grade

Net

Lease

Fund

Series,

Series

2021

2A

.380

11/20/51

3,370,633

5,978,872

(d) OneMain

Financial

Issuance

Trust,

Series

2020

2A

.750

09/14/35

5,897,005

488,042

(d) Oportun

Issuance

Trust,

Series

2021

B

.960

05/08/31

480,427

1,600,000

(d) Oscar

US

Funding

XVII

LLC,

Series

2024

2A

.470

03/12/29

1,600,562

2,700,000

(a),(d)

OSD

CLO

Ltd.,

(TSFR3M

+

1.650%),

Series

2023

27A

.322

07/15/38

2,702,635

1,500,000

(d) PFS

Financing

Corp,

Series

2025

B

.850

02/15/30

1,513,333

3,350,000

(d) PFS

Financing

Corp,

Series

2026

B

.180

03/17/31

3,319,411

1,500,000

(d) Progress

Residential

Trust,

Series

2021

SFR9

.711

11/17/40

1,416,834

12,650,000

(d) QTS

Issuer

ABS

II

LLC,

Series

2026

1A

.364

01/05/56

12,362,996

2,750,000

(d) Regional

Management

Issuance

Trust,

Series

2024

.490

12/15/33

2,764,968

2,333,250

(d) Renew,

Series

2018

.950

09/20/53

2,152,045

1,320,000

(d) SCCU

Auto

Receivables

Trust,

Series

2024

1A

.160

05/15/30

1,336,148

3,905,000

(d) SCCU

Auto

Receivables

Trust,

Series

2024

1A

.620

12/16/30

3,964,294

3,190,875

(d) SERVPRO

Master

Issuer

LLC,

Series

2021

1A

.394

04/25/51

3,032,245

882,566

(d) Sierra

Timeshare

Receivables

Funding

LLC,

Series

2024

3A

.830

08/20/41

883,436

4,649,887

(d) Sierra

Timeshare

Receivables

Funding

LLC,

Series

2024

1A

.350

01/20/43

4,680,885

18,586

(d) SMB

Private

Education

Loan

Trust,

Series

2017

B

.820

10/15/35

18,573

7,614,511

(d) SOFI

CONSUMER

LOAN

PROGRAM

TRU,

Series

2026

.060

12/26/35

7,606,125

226,463

(d) SoFi

Professional

Loan

Program

LLC,

Series

2019

A

.690

06/15/48

225,378

5,500,000

(d) Sotheby's

Artfi

Master

Trust,

Series

2026

1A

.820

06/20/33

5,488,971

1,603,801

(d) SpringCastle

America

Funding

LLC,

Series

2020

AA

.970

09/25/37

1,511,031

162,067

(a) Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%),

Series

2004

.693

09/25/34

155,914

4,986,875

(d) Subway

Funding

LLC,

Series

2024

1A

.028

07/30/54

5,019,058

5,100,000

(a),(d)

SYCA

Commercial

Mortgage

Trust,

Series

2025

WAG

.908

11/10/42

5,095,195

1,700,000

Synchrony

Card

Funding

LLC,

Series

2024

A1

.040

03/15/30

1,714,873

14,987,055

(d) Taco

Bell

Funding

LLC,

Series

2021

1A

.946

08/25/51

14,649,353

9,667,800

(d) Taco

Bell

Funding

LLC,

Series

2021

1A

.294

08/25/51

8,943,838

30,600,000

(d) T-Mobile

US

Trust,

Series

2025

1A

.740

11/20/29

30,828,805

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

30,450,000

Toyota

auto

receivables

owner,

Series

2026

A

.860

%

09/16/30

$

30,248,439

249,834

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

D

.550

08/16/27

249,942

20,000,000

(d) Toyota

Lease

Owner

Trust,

Series

2025

A

.750

02/22/28

20,099,646

10,000,000

(d) UNITK

A2,

Series

2026

1A

.219

02/25/56

9,971,511

9,668,134

(d) Wendy's

Funding

LLC,

Series

2021

1A

.370

06/15/51

8,941,778

9,250,000

(d) Zayo

Issuer

LLC,

Series

2025

1A

.648

03/20/55

9,334,644

TOTAL

ASSET

BACKED

626,237,522

OTHER

MORTGAGE

BACKED

-

9.6%

58,679

(a),(d)

Agate

Bay

Mortgage

Trust,

Series

2015

.500

09/25/45

54,647

3,000,000

(a),(d)

ARDN

Mortgage

Trust,

(TSFR1M

+

1.750%),

Series

2025

ARCP

.423

06/15/35

2,992,990

5,000,000

(a),(d)

ARDN

Mortgage

Trust,

(TSFR1M

+

2.000%),

Series

2025

ARCP

.673

06/15/35

4,989,384

3,000,000

(a),(d)

ARDN

Mortgage

Trust,

(TSFR1M

+

3.000%),

Series

2025

ARCP

.673

06/15/35

2,996,943

5,000,000

(a),(d)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.250%),

Series

2026

GCP

.923

02/15/43

4,985,347

2,500,000

(a),(d)

BAMLL

Trust,

(TSFR1M

+

2.350%),

Series

2025

ASHF

.023

02/15/42

2,496,732

778,350

(a) Banc

of

America

Commercial

Mortgage

Trust,

Series

2015

UBS7

.192

09/15/48

770,810

5,055,000

BANK,

Series

2017

BNK8

.731

11/15/50

4,867,592

4,250,000

(a) BANK,

Series

2017

BNK8

.945

11/15/50

3,937,706

1,947,000

(a) BANK,

Series

2017

BNK8

.089

11/15/50

1,641,888

3,000,000

(d) BANK,

Series

2019

BN21

.500

10/17/52

2,229,446

1,000,000

BANK,

Series

2019

BN21

.093

10/17/52

935,546

2,500,000

BANK,

Series

2019

BN23

.203

12/15/52

2,304,323

1,637,000

BANK,

Series

2019

BN23

.455

12/15/52

1,442,345

4,621,000

BANK,

Series

2020

BN30

.925

12/15/53

4,076,438

8,864,000

(a) BANK,

Series

2022

BNK39

.928

02/15/55

8,017,198

2,396,000

BANK,

Series

2024

BNK48

.053

10/15/57

2,404,743

1,750,000

BANK,

Series

2019

BN20

.011

09/15/62

1,654,372

2,550,000

(a) BANK,

Series

2019

BN24

.283

11/15/62

2,368,471

11,716,000

BANK,

Series

2021

BN34

.438

06/15/63

10,326,473

3,330,000

(a) BANK,

Series

2022

BNK41

.789

04/15/65

3,149,154

2,000,000

(a) BANK5,

Series

2023

5YR1

.260

04/15/56

2,054,148

4,093,000

(a) Barclays

Commercial

Mortgage

S,

Series

2024

C26

.094

05/15/57

4,287,064

2,034,730

(a),(d)

Bayview

MSR

Opportunity

Master

Fund

Trust,

Series

2021

.500

10/25/51

1,682,665

6,343,943

(a),(d)

Bayview

MSR

Opportunity

Master

Fund

Trust,

Series

2022

.000

02/25/52

5,458,198

1,250,000

(a),(d)

BBCMS

Mortgage

Trust,

Series

2018

CHRS

.267

08/05/38

1,086,516

13,865,000

BBCMS

Mortgage

Trust,

Series

2023

C19

.753

04/15/56

14,036,904

4,298,846

(a) BBCMS

Mortgage

Trust,

Series

2023

C20

.383

07/15/56

4,410,994

4,000,000

(a) BBCMS

Mortgage

Trust,

Series

2023

C21

.296

09/15/56

4,250,143

4,367,000

(a) BBCMS

Mortgage

Trust,

Series

2024

C30

.831

11/15/57

4,534,840

151,000

(a) BBCMS

Mortgage

Trust,

Series

2025

C35

.586

07/15/58

156,868

9,500,000

(d) BBCMS

Trust,

Series

2015

SRCH

.197

08/10/35

9,213,013

2,500,000

(d) BBCMS

Trust,

Series

2015

SRCH

.798

08/10/35

2,348,309

2,500,000

(a),(d)

BBCMS

Trust,

Series

2015

SRCH

.957

08/10/35

2,324,182

3,000,000

(a) Benchmark,

Series

2018

B4

.311

07/15/51

2,898,232

2,575,000

(a),(d)

Benchmark

Mortgage

Trust,

Series

2020

IG2

.791

09/15/48

2,166,202

2,500,000

(a),(d)

Benchmark

Mortgage

Trust,

Series

2020

IG3

.099

09/15/48

2,050,135

2,500,000

(a),(d)

Benchmark

Mortgage

Trust,

Series

2020

IG3

.536

09/15/48

2,446,581

3,200,000

(a) Benchmark

Mortgage

Trust,

Series

2018

B1

.666

01/15/51

3,158,841

2,000,000

(a) Benchmark

Mortgage

Trust,

Series

2018

B3

.553

04/10/51

1,670,073

2,145,000

Benchmark

Mortgage

Trust,

Series

2018

B6

.261

10/10/51

2,129,637

1,380,000

Benchmark

Mortgage

Trust,

Series

2019

B9

.016

03/15/52

1,350,540

3,000,000

Benchmark

Mortgage

Trust,

Series

2019

B9

.267

03/15/52

2,861,144

1,667,000

Benchmark

Mortgage

Trust,

Series

2019

B9

.468

03/15/52

1,540,888

1,500,000

(a) Benchmark

Mortgage

Trust,

Series

2019

B9

.971

03/15/52

1,318,313

7,500,000

Benchmark

Mortgage

Trust,

Series

2019

B11

.542

05/15/52

7,256,117

2,017,000

Benchmark

Mortgage

Trust,

Series

2019

B12

.419

08/15/52

1,887,527

1,300,000

(a) Benchmark

Mortgage

Trust,

Series

2018

B7

.510

05/15/53

1,295,587

2,127,000

Benchmark

Mortgage

Trust,

Series

2021

B23

.095

02/15/54

1,628,981

11,920,000

Benchmark

Mortgage

Trust,

Series

2021

B24

.584

03/15/54

10,698,139

13,310,000

Benchmark

Mortgage

Trust,

Series

2021

B27

.390

07/15/54

11,804,450

5,250,000

(a) Benchmark

Mortgage

Trust,

Series

2021

B28

.244

08/15/54

4,324,954

3,000,000

Benchmark

Mortgage

Trust,

Series

2023

B38

.626

04/15/56

3,034,394

13,000,000

Benchmark

Mortgage

Trust,

Series

2023

B39

.750

07/15/56

13,580,479

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,680,000

(d) Benchmark

Mortgage

Trust,

Series

2019

B14

.500

%

12/15/62

$

676,494

1,000,000

Benchmark

Mortgage

Trust,

Series

2019

B14

.352

12/15/62

913,798

3,800,000

Benchmark

Mortgage

Trust,

Series

2019

B14

.493

12/15/62

3,109,661

3,130,000

(a) Benchmark

Mortgage

Trust,

Series

2019

B14

.761

12/15/62

2,226,440

4,000,000

Benchmark

Mortgage

Trust,

Series

2019

B15

.928

12/15/72

3,733,666

5,600,000

Benchmark

Mortgage

Trust,

Series

2019

B15

.564

12/15/72

4,839,399

2,000,000

Benchmark

Mortgage

Trust

Series

-

2019

B12

(Class

C),

Series

.000

08/15/52

1,651,261

2,075,000

BMO

Mortgage

Trust,

Series

2023

C5

.765

06/15/56

2,150,594

1,530,000

(a) BMO

Mortgage

Trust,

Series

2024

C8

.911

03/15/57

1,582,373

6,400,000

(a) BMO

Mortgage

Trust,

Series

2024

C9

.127

07/15/57

6,697,380

1,000,000

(a),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

3.927%),

Series

2024

BRBK

.605

10/15/41

996,770

2,000,000

(a),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

4.874%),

Series

2024

BRBK

.552

10/15/41

1,996,449

2,625,000

(a),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.200%),

Series

2026

XL6

.873

03/15/43

2,622,046

5,000,000

(a),(d),(h)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.350%),

Series

2026

ALOHA

.050

04/15/43

5,006,250

2,250,000

(a),(d),(h)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

2.150%),

Series

2026

ALOHA

.850

04/15/43

2,252,813

2,100,000

(a),(d)

BX

Mortgage

Trust,

(TSFR1M

+

2.062%),

Series

2021

PAC

.735

10/15/36

2,087,452

4,000,000

(a),(d)

BX

Trust,

(TSFR1M

+

1.550%),

Series

2025

DELC

.223

12/15/42

4,009,722

2,000,000

(a),(d)

BXP

Trust,

Series

2021

601L

.775

01/15/44

1,642,288

6,500,000

(a) CD

Mortgage

Trust,

Series

2016

CD2

.879

11/10/49

5,282,161

3,030,000

(a) CD

Mortgage

Trust,

Series

2016

CD2

.967

11/10/49

1,818,651

5,555,000

CD

Mortgage

Trust,

Series

2017

CD3

.833

02/10/50

4,952,417

6,635,000

(a) CD

Mortgage

Trust,

Series

2017

CD3

.984

02/10/50

4,460,280

3,630,000

(a) CD

Mortgage

Trust,

Series

2017

CD3

.557

02/10/50

1,350,850

2,550,000

CD

Mortgage

Trust,

Series

2017

CD4

.746

05/10/50

2,488,256

5,000,000

(a) CD

Mortgage

Trust,

Series

2017

CD5

.684

08/15/50

4,900,118

1,000,000

CD

Mortgage

Trust,

Series

2017

CD6

.456

11/13/50

985,053

1,000,000

(a),(d)

Century

Plaza

Towers,

Series

2019

CPT

.997

11/13/39

873,438

47,824

(a),(d)

CF

Mortgage

Trust,

Series

2020

P1

.840

04/15/52

47,560

1,500,000

(a),(d)

CF

Mortgage

Trust,

Series

2020

P1

.603

04/15/52

1,395,114

17,814

(a) CHL

Mortgage

Pass-Through

Trust,

Series

2004

HYB9

.023

02/20/35

17,805

330,938

(a),(d)

CIM

Trust,

Series

2021

J2

.672

04/25/51

272,510

430,842

(a),(d)

Citigroup

Commercial

Mortgage

Trust,

Series

2014

GC23

.599

07/10/47

414,082

499,389

(a) Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

.758

04/10/48

482,379

2,000,000

(a) Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

.975

04/10/48

1,791,000

2,100,000

(a) Citigroup

Commercial

Mortgage

Trust,

Series

2018

B2

.179

03/10/51

2,059,590

227,620

COMM

Mortgage

Trust,

Series

2012

CR4

.853

10/15/45

226,398

2,407,528

(a) COMM

Mortgage

Trust,

Series

2014

CR14

.792

02/10/47

2,381,201

2,476,406

COMM

Mortgage

Trust,

Series

2014

CR17

.377

05/10/47

2,453,623

3,896,000

(a) COMM

Mortgage

Trust,

Series

2014

UBS3

.494

06/10/47

3,636,039

5,150,000

(a),(d)

COMM

Mortgage

Trust,

Series

2014

UBS3

.767

06/10/47

3,167,250

2,497,000

(d) COMM

Mortgage

Trust,

Series

2015

CR22

.000

03/10/48

1,461,494

2,000,000

(a),(d)

COMM

Mortgage

Trust,

Series

2015

CR22

.692

03/10/48

1,591,500

1,000,000

(a) COMM

Mortgage

Trust,

Series

2015

CR22

.692

03/10/48

924,500

4,775,886

(a) COMM

Mortgage

Trust,

Series

2015

CR22

.926

03/10/48

4,589,925

1,500,000

(a) COMM

Mortgage

Trust,

Series

2015

CR24

.463

08/10/48

1,386,735

1,370,687

(a) COMM

Mortgage

Trust,

Series

2015

CR24

.140

08/10/48

1,340,689

526,470

(a) COMM

Mortgage

Trust,

Series

2015

CR26

.613

10/10/48

516,488

3,731,000

(a) COMM

Mortgage

Trust,

Series

2015

CR26

.613

10/10/48

3,522,210

6,662,332

(a) COMM

Mortgage

Trust,

Series

2015

LC23

.685

10/10/48

6,451,441

5,075,000

(a) COMM

Mortgage

Trust,

Series

2016

CR28

.506

02/10/49

4,988,676

4,000,000

COMM

Mortgage

Trust,

Series

2018

COR3

.228

05/10/51

3,925,803

3,969,412

(a) COMM

Mortgage

Trust,

Series

2018

COR3

.300

05/10/51

3,717,307

3,000,000

(a) COMM

Mortgage

Trust,

Series

2018

COR3

.471

05/10/51

2,576,792

1,844,100

COMM

Mortgage

Trust,

Series

2019

GC44

.263

08/15/57

1,714,971

15,925,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.500%),

Series

2022

R03

.856

03/25/42

16,241,541

4,779,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%),

Series

2022

R05

.662

04/25/42

4,848,974

8,660,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

.206

05/25/42

8,899,480

17,280,000

(a),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

.106

12/25/42

17,978,295

5,000,000

CSAIL

Commercial

Mortgage

Trust,

Series

2019

C15

.254

03/15/52

4,893,272

1,750,000

(a),(d)

CSTL

Commercial

Mortgage

Trust,

Series

2024

GATE

.052

11/10/41

1,749,270

4,750,000

DBGS

Mortgage

Trust,

Series

2018

C1

.466

10/15/51

4,717,608

10,350,000

DBJPM

Mortgage

Trust,

Series

2016

C3

.041

08/10/49

10,193,514

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

5,400,000

DBJPM

Mortgage

Trust,

Series

2020

C9

.340

%

08/15/53

$

4,797,000

3,398,000

DBJPMortgage

Trust,

Series

2020

C9

.926

08/15/53

3,040,426

1,415,000

(a),(d)

DBSG

Mortgage

Trust,

Series

2024

ALTA

.946

06/10/37

1,428,825

4,860,000

(a),(d)

DBSG

Mortgage

Trust,

Series

2024

ALTA

.595

06/10/37

4,902,405

3,250,000

(a),(d)

DBWF

Mortgage

Trust,

Series

2015

LCM

.422

06/10/34

3,112,046

4,017,453

(d) EQT

Trust,

Series

2024

EXTR

.331

07/05/41

4,066,394

3,600,000

(a),(d)

EQT

Trust,

Series

2024

EXTR

.655

07/05/41

3,637,007

1,030,040

(a),(d)

Flagstar

Mortgage

Trust,

Series

2017

.963

10/25/47

940,968

30,834

(a),(d)

Flagstar

Mortgage

Trust,

Series

2018

.000

09/25/48

28,975

1,653,726

(a),(d)

Flagstar

Mortgage

Trust,

Series

2021

.500

04/25/51

1,366,595

5,359,219

(a),(d)

Flagstar

Mortgage

Trust,

Series

2021

.500

06/01/51

4,432,060

2,246,443

(a),(d)

Flagstar

Mortgage

Trust,

Series

2021

5INV

.335

07/25/51

1,856,525

734,592

(a),(d)

Flagstar

Mortgage

Trust,

Series

2021

.921

08/25/51

605,688

18,169,185

(a),(d)

Flagstar

Mortgage

Trust,

Series

2021

10IN

.000

10/25/51

15,632,395

3,177,932

(a),(d)

Flagstar

Mortgage

Trust,

Series

2021

10IN

.496

10/25/51

2,636,604

1,215,000

(a),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%),

Series

2023

HQA3

.702

11/25/43

1,268,251

2,000,000

(a),(d)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.747%),

Series

2018

TWR

.420

07/15/31

388,479

1,238,000

(a),(d)

GS

Mortgage

Securities

Corp

Trust,

Series

2017

375H

.475

09/10/37

1,205,141

3,779,000

(a) GS

Mortgage

Securities

Trust,

Series

2016

GS3

.956

10/10/49

3,684,633

5,651,250

(a) GS

Mortgage

Securities

Trust,

Series

2016

GS4

.908

11/10/49

5,322,119

4,300,000

GS

Mortgage

Securities

Trust,

Series

2017

GS6

.433

05/10/50

4,249,782

1,500,000

GS

Mortgage

Securities

Trust,

Series

2017

GS6

.638

05/10/50

1,446,544

2,000,000

GS

Mortgage

Securities

Trust,

Series

2017

GS7

.663

08/10/50

1,943,625

3,000,000

GS

Mortgage

Securities

Trust,

Series

2017

GS8

.837

11/10/50

2,946,053

3,500,000

(a) GS

Mortgage

Securities

Trust,

Series

2017

GS8

.314

11/10/50

3,213,755

3,010,000

(a) GS

Mortgage

Securities

Trust,

Series

2018

GS9

.992

03/10/51

2,979,884

1,725,000

(a) GS

Mortgage

Securities

Trust,

Series

2018

GS10

.155

07/10/51

1,709,265

2,400,000

(a) GS

Mortgage

Securities

Trust,

Series

2019

GC38

.158

02/10/52

2,326,278

1,219,888

(a) GS

Mortgage

Securities

Trust,

Series

2019

GC38

.761

02/10/52

1,128,980

5,685,000

GS

Mortgage

Securities

Trust,

Series

2019

GC42

.001

09/10/52

5,369,526

1,500,000

(a) GS

Mortgage

Securities

Trust,

Series

2020

GC45

.173

02/13/53

1,392,848

1,361,000

(a) GS

Mortgage

Securities

Trust,

Series

2020

GC45

.405

02/13/53

1,222,602

5,500,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

.012

12/12/53

4,831,615

235,070

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

.000

11/25/49

220,789

613,074

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ4

.000

01/25/51

530,272

29,263,005

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

.227

03/27/51

381,455

949,815

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

.000

03/27/51

821,883

2,293,601

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ6

.500

05/25/51

1,896,687

7,747,681

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2021

PJ5

.500

10/25/51

6,402,477

9,269,861

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ2

.000

06/25/52

7,975,136

2,985,031

(a),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ4

.000

09/25/52

2,569,675

916,455

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2020

PJ1

.602

05/25/50

812,409

819,294

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

GR1

.088

11/25/51

696,059

1,096,912

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

INV1

.019

12/25/51

912,994

16,219,574

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

.500

01/25/52

13,403,423

8,070,632

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ8

.500

01/25/52

6,669,355

3,040,037

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

.722

01/25/52

2,476,223

2,096,006

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

LTV1

.241

06/25/52

1,741,642

5,467,849

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

INV1

.000

07/25/52

4,712,954

6,542,047

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

HP1

.000

09/25/52

5,628,643

5,325,525

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ5

.000

10/25/52

4,591,676

4,119,114

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ6

.000

01/25/53

3,543,179

6,314,859

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2023

PJ1

.500

02/25/53

5,634,693

1,066,440

(a),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2025

PJ4

.000

09/25/55

1,073,905

6,750,000

(a),(d)

GSAT

Trust,

(TSFR1M

+

1.500%),

Series

2025

BMF

.173

07/15/40

6,753,204

5,000,000

(a),(d)

GSAT

Trust,

(TSFR1M

+

1.950%),

Series

2025

BMF

.270

07/15/40

4,995,050

25,000,000

(a),(d)

Houston

Galleria

Mall

Trust,

Series

2025

HGLR

.462

02/05/45

25,594,420

6,500,000

(a),(d)

HTL

Commercial

Mortgage

Trust,

Series

2024

T53

.088

05/10/39

6,563,275

3,000,000

(a),(d)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

.977

08/10/38

2,975,725

1,500,000

(a),(d)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

.977

08/10/38

1,486,083

3,450,000

(a),(d)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

.943

12/10/41

3,095,191

2,500,000

(a),(d)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

.943

12/10/41

2,191,653

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

5,320,000

(a),(d)

ILPT

Commercial

Mortgage

Trust,

Series

2025

LPF2

.292

%

07/13/42

$

5,395,687

1,210,409

(a),(d)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

.051

10/25/55

1,161,505

1,000,000

(a),(d)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

.531

10/25/55

947,319

10,210,000

(a),(d)

IP

Mortgage

Trust,

Series

2025

IP

.425

06/10/42

10,301,344

1,004,507

(a),(d)

J.P.

Morgan

Mortgage

Trust,

Series

2022

.951

09/25/52

805,239

5,000,000

(d) Jackson

Park

Trust,

Series

2019

LIC

.766

10/14/39

4,593,161

3,000,000

(d) JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2018

AON

.379

07/05/31

1,994,970

84,524

(a),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2013

C13

.984

01/15/46

81,640

1,000,000

(d) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2020

NNN

.620

01/16/37

469,970

5,500,000

(d) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2025

NSLB

.234

06/05/42

5,687,893

1,215,505

(a),(d)

JP

Morgan

Mortgage

Trust,

(RFUCCT1M

-

0.000%),

Series

2015

.013

12/25/44

1,201,201

54,983

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2015

.500

05/25/45

51,431

293,933

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2015

.500

10/25/45

272,908

1,099,413

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2018

.500

09/25/48

1,003,321

2,091,723

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2018

.500

10/25/48

1,884,182

1,325,550

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2017

.702

10/26/48

1,317,464

104,345

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2018

.000

02/25/49

98,280

34,790

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2019

.000

05/25/49

32,551

3,219,579

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2020

.815

06/25/50

2,905,716

23,118,470

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.142

07/25/51

167,912

16,219,865

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.128

08/25/51

114,824

2,000,892

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.878

08/25/51

1,637,368

31,311,205

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.130

10/25/51

226,671

3,950,543

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

10/25/51

3,268,567

8,629,028

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

INV2

.400

12/25/51

201,071

1,891,755

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

12/25/51

1,559,660

1,775,628

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

INV4

.202

01/25/52

1,447,977

1,947,049

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

02/25/52

1,604,719

1,305,853

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

INV1

.290

03/25/52

1,094,180

3,086,424

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

05/25/52

2,550,539

1,887,439

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

LTV2

.927

05/25/52

1,633,494

605,450

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

INV8

.276

05/25/52

508,093

13,032,249

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

08/25/52

11,212,687

5,704,694

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

INV3

.000

09/25/52

4,909,982

7,922,184

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

LTV2

.500

09/25/52

7,058,910

5,540,981

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

12/25/52

4,762,437

1,749,649

(a),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

12/25/52

1,607,776

2,293,320

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

.110

09/15/47

2,265,536

1,624,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

.514

09/15/47

1,588,491

4,046,325

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

.537

09/15/47

4,003,181

1,500,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

.537

09/15/47

1,456,950

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C27

.898

02/15/48

871,750

2,137,624

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.106

08/15/48

2,117,854

5,885,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.323

08/15/48

5,555,153

3,000,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.323

08/15/48

2,365,733

745,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C33

.804

12/15/48

717,815

2,645,000

(a),(d)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

.438

03/17/49

2,490,433

1,860,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

.938

03/17/49

1,810,245

310,719

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP5

.457

03/15/50

309,932

822,000

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP5

.723

03/15/50

817,307

2,000,000

(a) JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP7

.664

09/15/50

1,780,269

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2019

COR5

.123

06/13/52

2,403,923

5,554,000

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2020

COR7

.180

05/13/53

4,759,162

3,625,000

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2020

COR7

.536

05/13/53

2,985,823

3,737,500

(a),(d)

KRE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.300%),

Series

2025

AIP4

.973

03/15/42

3,728,146

549,341

(d) Ladder

Capital

Commercial

Mortgage

Securities,

Series

2013

GCP

.575

02/15/36

536,748

2,200,000

(d) LSTAR

Commercial

Mortgage

Trust,

Series

2017

.021

03/10/50

2,152,653

1,004,053

(a) Merrill

Lynch

Mortgage

Investors

Trust,

(TSFR1M

+

0.634%),

Series

2006

WMC1

.278

01/25/37

963,396

11,250,000

(d) MetroNet

Infrastructure

Issuer

LLC,

Series

2025

2A

.400

08/20/55

11,346,535

2,250,000

(a),(d)

MF1

LLC,

(TSFR1M

+

1.488%),

Series

2025

FL19

.168

05/18/42

2,255,199

1,000,000

(a),(d)

MILE

Trust,

(TSFR1M

+

1.700%),

Series

2025

STNE

.373

07/15/42

996,730

3,360,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2015

C22

.561

04/15/48

3,250,431

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2018

H3

.177

%

07/15/51

$

992,978

4,279,803

(a) Morgan

Stanley

Capital

I

Trust,

Series

2018

H3

.429

07/15/51

4,220,306

3,000,000

(a),(d)

Morgan

Stanley

Capital

I

Trust,

Series

2024

NSTB

.900

09/24/57

2,927,884

2,027,632

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2021

.500

07/25/51

1,824,033

4,340,120

(a),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2023

.000

02/25/53

3,985,488

2,500,000

(d) MRCD

Mortgage

Trust,

Series

2019

PARK

.718

12/15/36

2,238,750

2,000,000

(d) MRCD

Mortgage

Trust,

Series

2019

PARK

.718

12/15/36

1,491,750

1,000,000

(d) MRCD

Mortgage

Trust,

Series

2019

PARK

.718

12/15/36

690,000

1,500,000

(a),(d)

MSDB

Trust,

Series

2017

712F

.316

07/11/39

1,451,490

2,500,000

(a),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.879%),

Series

2019

MILE

.552

07/15/36

2,376,373

5,517,572

(a),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

.915

07/15/36

5,365,697

497,510

(d) Natixis

Commercial

Mortgage

Securities

Trust,

Series

2020

2PAC

.966

12/15/38

485,198

1,576,109

(a),(d)

New

Residential

Mortgage

Loan

Trust,

Series

2022

INV1

.514

03/25/52

1,285,465

31,629

(a) New

York

Mortgage

Trust,

(TSFR1M

+

0.594%),

Series

2005

.273

02/25/36

31,630

3,465,000

(a),(d)

NRTH

PARK

Mortgage

Trust,

(TSFR1M

+

1.393%),

Series

2025

PARK

.543

10/15/40

3,466,684

5,000,000

(a),(d)

NYC

Trust,

(TSFR1M

+

2.840%),

Series

2024

3ELV

.512

08/15/29

5,014,849

8,773,801

(a),(d)

OBX

Trust,

Series

2021

J2

.500

07/25/51

7,250,435

359,300

(a),(d)

OBX

Trust,

Series

2022

J2

.409

08/25/52

307,584

7,036,933

(a),(d)

OBX

Trust,

Series

2022

INV5

.000

10/25/52

6,466,335

1,779,701

(a),(d)

Oceanview

Mortgage

Trust,

Series

2021

.500

05/25/51

1,470,697

1,888,976

(a),(d)

Oceanview

Mortgage

Trust,

Series

2022

.500

11/25/52

1,799,776

3,850,000

(d) Olympic

Tower

Mortgage

Trust,

Series

2017

OT

.566

05/10/39

3,691,448

10,030,000

(d) One

Bryant

Park

Trust,

Series

2019

OBP

.516

09/15/54

9,275,219

14,934,004

(d) One

Market

Plaza

Trust,

Series

2017

1MKT

.614

02/10/32

14,393,821

5,000,000

(a),(d)

ONNI

Commerical

Mortgage

Trust,

Series

2024

APT

.196

07/15/39

5,065,500

2,500,000

(a),(d)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

0.994%),

Series

2021

MF

.667

07/15/38

2,369,703

1,479,138

(a),(d)

RCKT

Mortgage

Trust,

Series

2021

.500

09/25/51

1,217,631

2,262,407

(a),(d)

RCKT

Mortgage

Trust,

Series

2022

.500

06/25/52

2,019,460

248,110

(a),(d)

Sequoia

Mortgage

Trust,

Series

2015

.500

05/25/45

230,569

177,032

(a),(d)

Sequoia

Mortgage

Trust,

Series

2017

.500

02/25/47

161,692

663,192

(a),(d)

Sequoia

Mortgage

Trust,

Series

2017

.725

09/25/47

631,490

393,511

(a),(d)

Sequoia

Mortgage

Trust,

Series

2018

.500

03/25/48

359,487

32,225

(a),(d)

Sequoia

Mortgage

Trust,

Series

2018

.000

09/25/48

30,705

2,248,057

(a),(d)

Sequoia

Mortgage

Trust,

Series

2020

.000

04/25/50

1,951,880

360,901

(a),(d)

Sequoia

Mortgage

Trust,

Series

2021

.656

03/25/51

302,895

3,709,459

(a),(d)

Sequoia

Mortgage

Trust,

Series

2023

.000

01/25/53

3,568,898

153,534

(a),(d)

Shellpoint

Co-Originator

Trust,

Series

2017

.500

04/25/47

140,682

3,800,000

(a),(d)

SHR

Trust,

(TSFR1M

+

2.950%),

Series

2024

LXRY

.623

10/15/41

3,803,906

1,500,000

(d) SLG

Office

Trust,

Series

2021

OVA

.851

07/15/41

1,290,767

2,625,000

UBS

Commercial

Mortgage

Trust,

Series

2017

C1

.460

06/15/50

2,592,690

1,800,000

UBS

Commercial

Mortgage

Trust,

Series

2017

C4

.563

10/15/50

1,767,347

2,100,000

UBS

Commercial

Mortgage

Trust,

Series

2017

C5

.474

11/15/50

2,057,305

2,562,500

(a) UBS

Commercial

Mortgage

Trust,

Series

2017

C6

.886

12/15/50

2,517,487

1,330,000

(a) UBS

Commercial

Mortgage

Trust,

Series

2018

C11

.713

06/15/51

1,264,190

2,500,000

(a) UBS

Commercial

Mortgage

Trust,

Series

2018

C11

.044

06/15/51

2,323,076

2,006,000

(a) UBS

Commercial

Mortgage

Trust,

Series

2018

C12

.788

08/15/51

1,840,259

2,250,000

UBS

Commercial

Mortgage

Trust,

Series

2018

C13

.334

10/15/51

2,230,038

5,303,764

(a),(d)

Verus

Securitization

Trust,

Series

2021

.240

10/25/66

4,698,128

2,490,000

(a),(d)

Verus

Securitization

Trust,

Series

2025

.760

12/25/70

2,467,592

2,000,000

(a),(d)

WCORE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.842%),

Series

2024

CORE

.514

11/15/41

2,003,610

1,500,000

(a),(d)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

0.921%),

Series

2017

SMP

.258

12/15/34

1,402,866

10,000,000

(a),(d)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

1.942%),

Series

2025

AGLN

.615

07/15/37

9,975,555

3,915,000

(a),(d)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

1.350%),

Series

2025

B33RP

.023

08/15/42

3,915,371

1,967,323

(a) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS1

.818

05/15/48

1,791,169

387,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2017

RB1

.635

03/15/50

380,489

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2017

RB1

.757

03/15/50

1,946,036

1,750,000

(a) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2017

C38

.917

07/15/50

1,658,412

2,100,000

(a) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2018

C43

.012

03/15/51

2,081,284

3,000,000

(a) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2018

C48

.703

01/15/52

2,966,975

1,700,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2021

21-C60

.547

08/15/54

1,488,948

5,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

.309

08/15/57

5,110,705

9,313,000

(a) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

.820

08/15/57

9,591,450

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

57,257

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

.000

%

04/25/49

$

54,248

915,690

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

.500

09/25/49

832,051

660,427

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2020

.000

07/25/50

571,481

9,832,517

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

.500

06/25/51

8,125,329

1,201,664

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

INV2

.633

09/25/51

1,012,671

2,603,446

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

.500

12/25/51

2,151,418

2,855,376

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

.000

03/25/52

2,458,474

3,768,441

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

.418

03/25/52

3,150,473

4,938,121

(a),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

.500

03/25/52

4,408,879

189,733

(a),(d)

WinWater

Mortgage

Loan

Trust,

Series

2014

.930

06/20/44

162,133

TOTAL

OTHER

MORTGAGE

BACKED

976,881,483

TOTAL

STRUCTURED

ASSETS

(Cost

$1,662,460,023)

1,603,119,005

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$10,460,758,614)

10,037,467,841

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.7%

70,041,414

(m) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.680

(n) 70,041,414

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$70,041,414)

70,041,414

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.2%

GOVERNMENT

AGENCY

DEBT

-

0.1%

10,000,000

Federal

Farm

Credit

Discount

Notes

.000

06/02/26

9,936,913

TOTAL

GOVERNMENT

AGENCY

DEBT

9,936,913

REPURCHASE

AGREEMENT

-

0.8%

50,000,000

(o) Fixed

Income

Clearing

Corporation

.660

04/01/26

50,000,000

34,267,000

(p) Fixed

Income

Clearing

Corporation

.660

04/01/26

34,267,000

TOTAL

REPURCHASE

AGREEMENT

84,267,000

TREASURY

DEBT

-

0.3%

5,000,000

United

States

Treasury

Bill

.000

04/21/26

4,989,922

5,000,000

United

States

Treasury

Bill

.000

04/30/26

4,985,380

6,000,000

United

States

Treasury

Bill

.000

05/07/26

5,978,145

10,000,000

United

States

Treasury

Bill

.000

06/09/26

9,931,104

TOTAL

TREASURY

DEBT

25,884,551

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$120,088,614)

120,088,464

TOTAL

INVESTMENTS

-

100.6%

(Cost

$10,650,888,642)

10,227,597,719

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.6)%

(56,410,085)

NET

ASSETS

-

100.0%

$

10,171,187,634

Core

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

Investments

in

Derivatives

BRL

Brazilian

Real

CLP

Chilean

Peso

ETF

Exchange

Traded

Fund

EUR

Euro

MXN

Mexican

Peso

PIK

Payment-in-kind

("PIK")

security.

Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.

The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

PLN

Polish

Zloty

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

RFUCCT1M

FTSE

USD

IBOR

Consumer

Cash

Fallbacks

Term

Month

RON

Romanian

Leu

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

Month

UGX

Ugandan

Shilling

UTIXX

Federated

Hermes

U.S.

Treasury

Cash

Reserves

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

(a) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b) All

or

a

portion

of

these

securities

represent

an

outstanding

unfunded

commitment.

(c) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(d) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,361,655,508

or

23.1%

of

Total

Investments.

(e) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$74,454,995.

(f) Perpetual

security.

Maturity

date

is

not

applicable.

(g) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

1.5%

of

Total

Investments.

(h) When-issued

or

delayed

delivery

security.

(i) Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(j) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

(k) Affiliated

holding

(l) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (m) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(n) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(o) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$50,005,083

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.500%

and

maturity

date

1/31/28,

valued

at

$51,000,000.

(p) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$34,270,484

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.125%

and

maturity

date

11/15/27,

valued

at

$34,952,523.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

5-Year

Note

3,434

06/30/26

$

376,761,681

$

371,489,049

$

(5,272,632)

See

Notes

to

Financial

Statements

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

5,875,249

EUR

4,997,648

JPMorgan

Chase

Bank

NA

04/08/26

$

96,532

$

2,619,791

EUR

2,235,465

JPMorgan

Chase

Bank

NA

04/08/26

34,951

Total

$

131,483

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

$

131,483

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

$

–

EUR

Euro

Core

Impact

Bond

Consolidated

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.6%

BANK

LOAN

OBLIGATIONS

-

0.4%

CAPITAL

GOODS

-

0.0%

$

450,366

(a),(b)

KDC

Agribusiness

Fairless

Hills

LLC

.000

%

09/17/26

$

TOTAL

CAPITAL

GOODS

UTILITIES

-

0.4%

6,126,064

(c) Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.000%)

.673

12/15/27

6,138,837

16,056,625

(c),(d)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TBD)

TBD

TBD

15,966,307

6,980,000

(c) Vistra

Zero

Operating

Company,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

04/30/31

6,956,582

TOTAL

UTILITIES

29,061,726

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$29,409,490)

29,061,771

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

.1

%

AUTOMOBILES

&

COMPONENTS

-

0.2%

10,650,000

Toyota

Motor

Credit

Corp

.150

02/13/30

9,779,826

2,260,000

(e) ZF

North

America

Capital,

Inc

.875

04/14/28

2,292,325

4,980,000

(e) ZF

North

America

Capital,

Inc

.125

04/14/30

4,910,091

TOTAL

AUTOMOBILES

&

COMPONENTS

16,982,242

BANKS

-

5.8%

7,082,000

(e) ABN

AMRO

Bank

NV

.470

12/13/29

6,703,280

3,250,000

(c) Asian

Infrastructure

Investment

Bank,

(SOFR

+

0.220%),

Reg

S

.888

04/15/26

3,250,097

10,275,000

Asian

Infrastructure

Investment

Bank

.500

01/16/30

10,490,526

4,925,000

Asian

Infrastructure

Investment

Bank

.125

01/14/36

4,844,487

13,400,000

Banco

Santander

S.A.

.127

11/06/35

13,063,388

12,125,000

(f) Bank

of

America

Corp

.625

N/A

12,431,096

10,000,000

Bank

of

Montreal

.803

12/15/32

9,840,212

8,875,000

Bank

of

Montreal

.700

05/26/84

9,114,226

15,125,000

Bank

of

Montreal

.875

11/26/85

15,263,571

8,225,000

(f) Bank

of

New

York

Mellon

Corp

.300

N/A

8,379,869

13,900,000

Bank

of

Nova

Scotia

.875

10/27/85

13,654,769

2,432,000

(e) BPCE

S.A.

.045

10/19/27

2,398,156

11,350,000

(e) BPCE

S.A.

.293

01/14/36

11,879,350

16,750,000

Canadian

Imperial

Bank

of

Commerce

.950

01/28/85

16,711,773

10,075,000

Canadian

Imperial

Bank

of

Commerce

.000

10/28/85

10,181,785

9,250,000

Canadian

Imperial

Bank

of

Commerce

.500

07/28/86

9,041,624

12,375,000

CitiBank

NA

.876

11/19/27

12,415,132

5,500,000

(f) Citigroup,

Inc

.625

N/A

5,504,126

10,000,000

Credit

Agricole

Corporate

&

Investment

Bank

S.A.

.570

08/25/30

9,897,485

5,775,000

(e) Credit

Agricole

S.A.

.222

05/27/31

5,845,148

7,025,000

Deutsche

Bank

AG.

.819

11/20/29

7,376,024

9,125,000

(e) Federation

des

Caisses

Desjardins

du

Quebec

.250

04/26/29

9,323,157

8,300,000

(e) Federation

des

Caisses

Desjardins

du

Quebec

.565

08/26/30

8,256,896

10,050,000

HSBC

Holdings

plc

.240

05/13/31

10,191,555

4,650,000

HSBC

Holdings

plc

.741

09/10/36

4,655,157

12,500,000

ING

Groep

NV

.525

03/25/36

12,645,510

6,725,000

(f),(g)

ING

Groep

NV

.000

N/A

6,715,199

1,653,000

(c) Inter-American

Development

Bank,

(SOFR

Compounded

Index

+

0.170%)

.819

09/16/26

1,653,165

2,000,000

(c) Inter-American

Development

Bank,

(SOFR

Compounded

Index

+

0.350%)

.035

10/04/27

2,004,777

4,000,000

Inter-American

Development

Bank

.802

11/12/30

3,918,080

3,650,000

(e) Intesa

Sanpaolo

S.p.A

.625

06/20/33

3,954,044

15,000,000

(e) Intesa

Sanpaolo

S.p.A

.800

11/28/53

17,522,687

18,250,000

JPMorgan

Chase

&

Co

.070

10/22/27

18,423,987

12,575,000

JPMorgan

Chase

&

Co

.571

04/22/28

12,728,530

4,500,000

JPMorgan

Chase

&

Co

.766

04/22/35

4,687,133

6,575,000

JPMorgan

Chase

&

Co

.576

07/23/36

6,658,544

12,475,000

(f) JPMorgan

Chase

&

Co

.875

N/A

12,942,812

7,525,000

(c),(e)

KEB

Hana

Bank,

(SOFR

+

0.600%)

.267

10/21/28

7,545,084

7,170,000

M&T

Bank

Corp

.833

01/16/29

7,203,522

7,750,000

Morgan

Stanley

Bank

NA

.504

05/26/28

7,838,140

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

5.8%

(continued)

$

3,675,000

Morgan

Stanley

Private

Bank

NA

.734

%

07/18/31

$

3,663,617

13,975,000

Morgan

Stanley

Private

Bank

NA

.465

11/19/31

13,758,122

3,700,000

(f),(g)

NatWest

Group

plc

.125

N/A

4,005,350

5,500,000

(e),(f),(g)

Nordea

Bank

Abp

.750

N/A

5,484,356

3,375,000

(e) Royal

Bank

of

Canada

.050

09/14/26

3,330,831

10,000,000

(e) Royal

Bank

of

Canada

.851

12/14/26

10,057,106

6,100,000

Santander

UK

Group

Holdings

plc

.136

09/22/36

5,890,550

7,150,000

(c),(e)

Skandinaviska

Enskilda

Banken

AB,

(SOFR

Compounded

Index

+

0.680%)

.328

03/12/29

7,143,923

8,500,000

(h) Sumitomo

Mitsui

Financial

Group,

Inc,

Reg

S

.522

02/12/32

8,355,832

13,875,000

(e) Swedbank

AB

.898

03/30/31

13,929,797

TOTAL

BANKS

432,773,587

CAPITAL

GOODS

-

0.3%

8,875,000

Air

Lease

Corp

.100

03/01/29

8,954,961

9,000,000

Conservation

Fund

.474

12/15/29

8,587,749

6,200,000

(e) Siemens

Funding

BV

.200

05/28/35

6,349,401

TOTAL

CAPITAL

GOODS

23,892,111

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.3%

9,500,000

Automatic

Data

Processing,

Inc

.700

05/15/28

9,050,259

12,875,000

Automatic

Data

Processing,

Inc

.250

09/01/30

11,309,411

8,200,000

Automatic

Data

Processing,

Inc

.450

09/09/34

8,039,959

11,075,000

Capital

Impact

Partners

.335

08/01/30

11,211,386

15,800,000

Capital

Impact

Partners

.999

08/01/35

16,556,443

10,200,000

Corp

Andina

de

Fomento

.251

02/03/31

9,954,996

22,800,000

International

Bank

for

Reconstruction

&

Development

.123

03/31/32

22,616,916

12,760,000

Rockefeller

Foundation

.492

10/01/50

7,616,824

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

96,356,194

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.2%

3,675,000

AutoNation,

Inc

.450

01/15/29

3,644,447

5,525,000

Lowe's

Cos,

Inc

.800

09/15/41

3,890,672

5,300,000

Lowe's

Cos,

Inc

.250

04/01/52

4,062,268

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

11,597,387

CONSUMER

DURABLES

&

APPAREL

-

0.1%

5,270,000

Whirlpool

Corp

.400

05/15/31

4,194,122

TOTAL

CONSUMER

DURABLES

&

APPAREL

4,194,122

CONSUMER

SERVICES

-

0.8%

1,250,000

Bush

Foundation

.754

10/01/50

767,492

5,820,000

Enterprise

Community

Loan

Fund,

Inc

.152

11/01/28

5,780,353

4,000,000

Henry

J

Kaiser

Family

Foundation

.214

12/01/30

3,964,145

2,250,000

Mary

Free

Bed

Rehabilitation

Hospital

.786

04/01/51

1,540,786

11,525,000

Massachusetts

Higher

Education

Assistance

Corp

.673

07/01/31

10,097,670

4,250,000

Massachusetts

Institute

of

Technology

.959

07/01/38

3,887,410

9,500,000

Mather

Foundation

.675

10/01/31

8,468,665

3,500,000

Oberlin

College

.874

10/01/51

2,164,176

15,000

Salvation

Army

.637

09/01/26

15,038

7,250,000

Salvation

Army

.528

09/01/48

6,183,262

8,510,000

Starbucks

Corp

.450

06/15/26

8,477,793

4,830,000

Trustees

of

Dartmouth

College

.273

06/01/30

4,827,096

TOTAL

CONSUMER

SERVICES

56,173,886

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.8%

8,726,000

(e) Alimentation

Couche-Tard,

Inc

.625

05/13/51

6,117,240

10,625,000

SYSCO

Corp

.750

01/17/29

10,924,351

12,150,000

SYSCO

Corp

.400

02/15/30

11,130,146

6,100,000

SYSCO

Corp

.100

09/23/30

6,148,474

6,000,000

SYSCO

Corp

.400

03/23/35

5,956,371

20,525,000

Walmart,

Inc

.800

09/22/31

18,183,034

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

58,459,616

ENERGY

-

2.6%

12,300,000

(e) Amazon

Conservation

DAC

.034

01/16/42

12,558,300

13,588,000

Cheniere

Energy

Partners

LP

.000

03/01/31

13,043,454

4,850,000

Cheniere

Energy

Partners

LP

.950

06/30/33

5,084,308

20,000,000

(h) CIF

Capital

Markets

Mechanism

plc,

Reg

S

.750

01/22/28

20,230,384

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

2.6%

(continued)

$

7,525,000

ConocoPhillips

Co

.050

%

09/15/33

$

7,642,201

8,875,000

ConocoPhillips

Co

.300

05/15/53

8,212,963

4,510,000

ConocoPhillips

Co

.550

03/15/54

4,321,272

6,100,000

Diamondback

Energy,

Inc

.550

04/01/35

6,225,179

3,675,000

EOG

Resources,

Inc

.400

01/15/31

3,648,821

7,725,000

Equinor

ASA

.375

05/22/30

7,136,646

13,750,000

Equinor

ASA

.125

06/03/35

13,998,816

3,000,000

Equinor

ASA

.950

05/15/43

2,463,600

9,110,000

Equinor

ASA

.250

11/18/49

6,265,061

2,950,000

(i) Kinder

Morgan,

Inc

.850

06/01/35

3,091,471

2,500,000

Magellan

Midstream

Partners

LP

.950

03/01/50

1,771,491

6,725,000

MPLX

LP

.500

06/01/34

6,794,209

5,000,000

(e) New

York

State

Electric

&

Gas

Corp

.650

08/15/28

5,130,794

2,000,000

(e) New

York

State

Electric

&

Gas

Corp

.850

08/15/33

2,086,560

2,025,000

Occidental

Petroleum

Corp

.050

10/01/54

1,969,108

4,350,000

TotalEnergies

Capital

S.A.

.488

04/05/54

4,175,727

14,025,000

TotalEnergies

Capital

S.A.

.275

09/10/54

13,081,854

10,550,000

TotalEnergies

Capital

S.A.

.638

04/05/64

10,123,551

10,850,000

TotalEnergies

Capital

S.A.

.425

09/10/64

10,088,409

7,875,000

Totalenergies

Capital

USA

LLC

.569

01/13/33

7,795,268

3,000,000

Williams

Cos,

Inc

.300

08/15/28

3,063,087

15,000,000

Woodside

Finance

Ltd

.100

09/12/34

14,763,970

TOTAL

ENERGY

194,766,504

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.1%

3,500,000

ERP

Operating

LP

.150

12/01/28

3,482,570

1,860,000

(e) Starwood

Property

Trust,

Inc

.250

10/15/28

1,838,795

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

5,321,365

FINANCIAL

SERVICES

-

4.0%

12,000,000

Bank

of

Montreal

.100

12/15/27

11,975,659

2,992,325

BB

Blue

Financing

DAC

.395

09/20/29

3,182,956

9,375,000

BB

Blue

Financing

DAC

.395

09/20/37

9,082,744

3,325,000

Brookfield

Asset

Management

Ltd

.077

09/15/55

3,284,790

3,000,000

(e) Clearinghouse

Community

Development

Financial

Institution

.000

10/15/30

3,177,581

14,145,000

Community

Preservation

Corp

.867

02/01/30

13,153,634

3,170,000

(e) Equitable

Financial

Life

Global

Funding

.300

07/12/26

3,144,024

4,000,000

Ford

Foundation

.415

06/01/50

2,357,722

18,400,000

Ford

Foundation

.815

06/01/70

10,257,745

8,800,000

Goldman

Sachs

Group,

Inc

.541

01/21/47

8,386,011

11,180,000

(e) GPS

Blue

Financing

DAC

.645

11/09/41

11,044,722

20,500,000

HA

Sustainable

Infrastructure

Capital,

Inc

.150

01/15/31

20,865,408

17,863,000

HA

Sustainable

Infrastructure

Capital,

Inc

.375

07/01/34

17,981,273

1,450,000

HA

Sustainable

Infrastructure

Capital,

Inc

.000

06/01/56

1,500,434

2,250,000

HA

Sustainable

Infrastructure

Capital,

Inc

.125

11/15/56

2,239,265

750,000

(e) HAT

Holdings

I

LLC

.375

06/15/26

747,352

3,000,000

(e) HAT

Holdings

I

LLC

.750

09/15/30

2,760,438

1,336,557

HNA

LLC

.369

09/18/27

1,315,948

17,100,000

(c) International

Finance

Corp,

(SOFR

Compounded

Index

+

0.270%)

.936

07/30/27

17,120,127

6,935,000

Kreditanstalt

fuer

Wiederaufbau

.375

02/28/34

7,003,947

4,500,000

Low

Income

Investment

Fund

.386

07/01/26

4,486,932

10,000,000

Low

Income

Investment

Fund

.711

07/01/29

9,668,737

7,725,000

Mastercard,

Inc

.900

03/15/31

6,872,501

3,800,000

National

Rural

Utilities

Cooperative

Finance

Corp

.350

03/15/31

3,250,840

6,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

.150

12/15/32

6,290,149

1,925,000

NHP

Foundation

.850

12/01/28

1,982,713

4,850,000

NHP

Foundation

.000

12/01/33

5,134,000

885,000

Private

Export

Funding

Corp

.400

07/15/28

836,605

10,245,000

Private

Export

Funding

Corp

.300

12/15/28

10,361,208

5,000,000

Reinvestment

Fund,

Inc

.880

02/15/27

4,943,778

13,175,000

(e) Starwood

Property

Trust,

Inc

.000

04/15/30

13,149,448

6,057,997

Thirax LLC

.462

03/07/33

5,437,059

4,000,000

Toronto-Dominion

Bank,

Reg

S

.701

06/05/26

4,005,285

9,375,000

(e) UBS

Group

AG.

.617

09/13/30

9,664,968

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

4.0%

(continued)

$

9,950,000

(e) UBS

Group

AG.

.301

%

09/22/34

$

10,577,290

3,375,000

(e),(f),(g)

UBS

Group

AG.

.250

N/A

3,801,057

4,050,000

(e),(f),(g)

UBS

Group

AG.

.250

N/A

4,316,592

5,700,000

(e),(f),(g)

UBS

Group

AG.

.000

N/A

5,540,844

10,000,000

Visa,

Inc

.100

02/15/31

8,651,965

9,785,223

(e) WLB

Asset

II

D

Pte

Ltd

.500

12/21/26

9,502,537

9,631,908

(e) WLB

Asset

VI

Pte

Ltd

.250

12/21/27

9,938,203

4,292,000

(e) WLB

Asset

VII

Pte

Ltd

.880

07/30/29

4,281,687

9,300,000

(e) Wynnton

Funding

Trust

II

.991

08/15/55

9,190,604

TOTAL

FINANCIAL

SERVICES

302,466,782

FOOD,

BEVERAGE

&

TOBACCO

-

0.7%

3,725,000

Campbell

Soup

Co

.200

03/21/29

3,760,619

1,700,000

(e) Maple

Parent

Holdings

Corp

.750

03/26/29

1,699,726

2,450,000

(e) Maple

Parent

Holdings

Corp

.625

03/26/56

2,426,055

11,825,000

(e) Mars,

Inc

.650

04/20/31

11,907,547

4,800,000

(e) NBM

US

Holdings,

Inc

.625

08/06/29

4,797,408

12,500,000

PepsiCo,

Inc

.900

07/18/32

12,107,294

20,310,000

PepsiCo,

Inc

.875

10/15/49

13,096,226

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

49,794,875

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.4%

2,500,000

(e) 180

Medical,

Inc

.300

10/08/35

2,450,760

14,625,000

(h) International

Finance

Facility

for

Immunisation

Co,

Reg

S

.125

10/29/27

14,650,546

19,025,000

Kaiser

Foundation

Hospitals

.810

06/01/41

13,801,959

3,350,000

Seattle

Children's

Hospital

.719

10/01/50

2,057,724

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

32,960,989

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.8%

3,825,000

Ecolab,

Inc

.300

06/15/28

3,834,211

5,300,000

Procter

&

Gamble

Co

.000

03/25/30

5,072,739

12,125,000

Procter

&

Gamble

Co

.200

10/29/30

10,612,347

10,875,000

Procter

&

Gamble

Co

.550

01/29/34

10,897,000

9,500,000

Unilever

Capital

Corp

.875

09/08/28

9,660,633

6,125,000

Unilever

Capital

Corp

.375

09/14/30

5,419,702

11,600,000

Unilever

Capital

Corp

.625

08/12/34

11,464,251

9,425,000

Unilever

Capital

Corp

.625

08/12/51

5,706,689

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

62,667,572

INSURANCE

-

1.8%

7,850,000

(e) 200

Park

Funding

Trust

.740

02/15/55

7,541,951

9,850,000

Chubb

INA

Holdings

LLC

.900

08/15/35

9,698,433

7,000,000

(h) Emirates

NBD

Bank

PJSC,

Reg

S

.529

01/13/31

6,871,037

12,075,000

(e) Five

Corners

Funding

Trust

II

.850

05/15/30

11,248,369

5,400,000

MetLife,

Inc

.350

03/15/55

5,479,655

13,000,000

(e) Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

.875

05/23/42

13,284,641

15,100,000

(e) Omnis

Funding

Trust

.722

05/15/55

15,264,942

1,850,000

(e) Pacific

Life

Global

Funding

II

.375

04/14/26

1,848,227

EUR

5,300,000

(h) Pacific

Life

Global

Funding

II,

Reg

S

.125

06/18/31

5,965,417

8,500,000

(e) Principal

Life

Global

Funding

II

.250

08/16/26

8,406,161

4,825,000

(e) Protective

Life

Corp

.700

01/15/31

4,778,514

12,350,000

(e) Protective

Life

Corp

.350

12/15/35

12,136,221

3,000,000

Travelers

Cos,

Inc

.050

07/24/35

3,004,809

2,650,000

Travelers

Cos,

Inc

.550

04/27/50

1,562,400

12,837,000

(e) USAA

Capital

Corp

.125

05/01/30

11,711,703

18,375,000

(e) Wynnton

Funding

Trust

.251

08/15/35

18,062,883

TOTAL

INSURANCE

136,865,363

MATERIALS

-

1.0%

10,500,000

Air

Products

and

Chemicals,

Inc

.800

03/03/33

10,578,689

2,645,000

(e) Alcoa

Nederland

Holding

BV

.125

03/15/31

2,765,908

10,000,000

Amcor

Group

Finance

plc

.450

05/23/29

10,246,107

3,830,000

(e) Ardagh

Metal

Packaging

Finance

USA

LLC

.250

01/30/31

3,797,111

7,000,000

(i) Dow

Chemical

Co

.150

02/15/34

6,828,488

8,000,000

Dow

Chemical

Co

.600

02/15/54

6,879,311

10,750,000

(e) FMG

Resources

August

2006

Pty

Ltd

.125

04/15/32

10,984,647

11,125,000

Nutrien

Ltd

.400

06/21/34

11,320,107

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

1.0%

(continued)

$

10,500,000

Smurfit

Westrock

Financing

DAC

.185

%

01/15/36

$

10,330,741

3,697,500

(e) Star

Energy

Geothermal

Wayang

Windu

Ltd

.750

04/24/33

3,701,200

TOTAL

MATERIALS

77,432,309

MEDIA

&

ENTERTAINMENT

-

0.3%

5,500,000

Alphabet,

Inc

.100

08/15/30

4,836,366

5,950,000

(e) Central

American

Bank

for

Economic

Integration

.750

01/22/29

5,902,637

12,000,000

Comcast

Corp

.650

02/15/33

11,880,841

TOTAL

MEDIA

&

ENTERTAINMENT

22,619,844

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.2%

2,350,000

Eli

Lilly

&

Co

.550

10/15/55

2,319,773

2,450,000

Eli

Lilly

&

Co

.650

10/15/65

2,406,399

9,000,000

Pfizer,

Inc

.625

04/01/30

8,427,023

5,400,000

Pfizer,

Inc

.750

08/18/31

4,715,259

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

17,868,454

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.4%

4,000,000

Bridge

Housing

Corp

.250

07/15/30

3,722,675

9,895,000

Bridge

Housing

Corp

.321

07/15/35

9,907,758

8,000,000

National

Community

Renaissance

of

California

.270

12/01/32

6,996,279

9,775,000

Preservation

Of

Affordable

Housing,

Inc

.479

12/01/32

9,228,148

3,250,000

Preservation

Of

Affordable

Housing,

Inc

.435

06/01/36

3,151,058

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

33,005,918

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

15,000,000

Apple,

Inc

.000

06/20/27

14,838,155

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

14,838,155

TELECOMMUNICATION

SERVICES

-

0.3%

7,250,000

(e) Central

American

Bank

for

Economic

Integration

.750

01/24/28

7,338,375

8,175,000

(e) Turkcell

Iletisim

Hizmetleri

AS.

.650

01/24/32

8,325,380

6,670,000

(e) WULF

COMPUTE

LLC

.750

10/15/30

7,048,056

TOTAL

TELECOMMUNICATION

SERVICES

22,711,811

TRANSPORTATION

-

0.2%

1,783,673

(e) Air

Canada

2015-, Cl A

Pass

Through

Trust

.600

03/15/27

1,758,963

6,322,315

(e) Air

Canada

2015-2

Class

AA

Pass

Through

Trust

.750

12/15/27

6,244,768

4,641,560

(e) Air

Canada

Pass

Through

Trust

.300

01/15/30

4,438,428

6,000,000

Norfolk

Southern

Corp

.300

05/15/31

5,369,287

TOTAL

TRANSPORTATION

17,811,446

UTILITIES

-

8.6%

5,550,000

(h) Abu

Dhabi

Future

Energy

Co

Pjsc

Masdar,

Reg

S

.875

05/21/30

5,511,786

2,000,000

AES

Corp

.450

01/15/31

1,769,360

1,000,000

AES

Corp

.600

01/15/55

991,918

4,950,000

(e) AIB

Group

plc

.320

05/15/31

5,039,004

6,725,000

Algonquin

Power

&

Utilities

Corp

.365

06/15/26

6,730,544

3,325,000

(e) AltaGas

Ltd

.200

10/15/54

3,371,474

12,350,000

Ameren

Illinois

Co

.900

06/15/51

7,695,098

9,500,000

American

Water

Capital

Corp

.250

03/01/35

9,652,771

5,750,000

American

Water

Capital

Corp

.700

09/01/55

5,625,722

4,500,000

Atlantic

City

Electric

Co

.300

03/15/31

4,053,879

11,515,000

Avangrid,

Inc

.800

06/01/29

11,238,824

CAD

4,125,000

(h) Brookfield

Renewable

Partners

ULC

.542

10/12/35

2,933,165

7,050,000

(e) Brooklyn

Union

Gas

Co

.632

08/05/27

7,048,419

10,000,000

(e) Brooklyn

Union

Gas

Co

.866

08/05/32

9,776,840

EUR

4,400,000

(h) California

Buyer

Ltd,

Reg

S

.625

02/15/32

4,918,788

12,690,000

(e) California

Buyer

Ltd

.375

02/15/32

12,399,074

3,850,000

(e) Colbun

S.A.

.150

01/19/32

3,423,293

2,000,000

(e) Comision

Federal

de

Electricidad

.450

01/24/35

1,994,228

14,500,000

Commonwealth

Edison

Co

.750

09/01/51

8,731,388

5,600,000

Connecticut

Light

and

Power

Co

.650

01/01/29

5,647,145

1,670,000

(e) Consorcio

Transmantaro

SA

.700

04/16/34

1,601,660

4,200,000

Consumers

Energy

Co

.600

05/30/29

4,229,179

11,906,079

(e) Continental

Wind

LLC

.000

02/28/33

12,152,049

2,250,000

(e) ContourGlobal

Power

Holdings

S.A.

.750

02/28/30

2,275,290

6,938,000

Dominion

Energy,

Inc

.250

08/15/31

6,119,072

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

8.6%

(continued)

$

11,750,000

Dominion

Energy,

Inc

.000

%

06/01/54

$

12,427,858

16,725,000

DTE

Electric

Co

.900

04/01/28

16,011,495

9,025,000

DTE

Electric

Co

.250

04/01/51

6,080,670

2,250,000

DTE

Electric

Co

.650

03/01/52

1,628,298

3,688,000

Duke

Energy

Carolinas

LLC

.850

03/15/32

3,357,251

10,000,000

Duke

Energy

Florida

LLC

.500

12/01/29

9,372,605

6,000,000

Duke

Energy

Florida

LLC

.400

12/15/31

5,358,735

10,000,000

Duke

Energy

Florida

LLC

.000

12/15/51

6,288,402

1,000,000

Duke

Energy

Progress

LLC

.450

03/15/29

978,194

2,100,000

Emera

US

Finance

LLC

.850

10/01/56

2,102,539

6,375,000

Florida

Power

&

Light

Co

.625

05/15/30

6,436,782

6,250,000

Georgia

Power

Co

.250

03/15/51

4,173,955

2,700,000

Georgia

Power

Co

.125

05/15/52

2,452,962

6,775,000

(e) International

Development

Association

.375

11/27/29

6,875,920

13,375,000

(e) International

Development

Association

.000

06/11/30

13,396,319

5,375,000

(e) International

Development

Association

.875

09/17/32

5,286,323

2,375,000

(e) International

Development

Association

.500

02/12/35

2,401,560

13,250,000

(e) Liberty

Utilities

Finance

GP

.050

09/15/30

11,890,020

2,498,000

(e) Massachusetts

Electric

Co

.729

11/24/30

2,175,130

6,875,000

MidAmerican

Energy

Co

.100

05/01/27

6,806,372

5,000,000

MidAmerican

Energy

Co

.350

01/15/34

5,133,196

200,000

National

Fuel

Gas

Co

.950

09/15/27

198,298

11,274,000

National

Fuel

Gas

Co

.950

03/01/31

10,248,832

3,375,000

National

Fuel

Gas

Co

.950

03/15/35

3,491,620

12,250,000

(e) New

York

State

Electric

&

Gas

Corp

.150

10/01/31

10,694,527

10,875,000

(e) New

York

State

Electric

&

Gas

Corp

.050

08/15/35

10,758,844

6,275,000

NextEra

Energy

Capital

Holdings,

Inc

.750

06/15/54

6,491,701

2,034,000

(e),(i)

NextEra

Energy

Operating

Partners

LP

.250

01/15/29

2,093,324

12,750,000

(e) Niagara

Mohawk

Power

Corp

.960

06/27/30

11,468,116

2,900,000

NiSource,

Inc

.000

06/15/52

2,507,331

6,700,000

Northern

States

Power

Co

.900

03/01/50

4,333,551

7,050,000

Northern

States

Power

Co

.200

04/01/52

4,783,221

8,125,000

Northern

States

Power

Co

.400

03/15/54

7,700,438

5,250,000

Northwest

Natural

Gas

Co

.078

12/01/51

3,217,847

1,763,000

Oncor

Electric

Delivery

Co

LLC

.150

06/01/32

1,709,522

20,743,000

Pacific

Gas

and

Electric

Co

.700

04/01/53

21,470,749

5,207,323

PG&E

Recovery

Funding

LLC

.838

06/01/33

5,284,643

11,375,000

PG&E

Recovery

Funding

LLC

.231

06/01/42

11,165,588

6,750,000

PG&E

Recovery

Funding

LLC

.529

06/01/49

6,630,471

7,075,000

Piedmont

Natural

Gas

Co,

Inc

.350

06/01/50

4,770,278

1,900,000

PPL

Electric

Utilities

Corp

.850

02/15/34

1,893,354

10,600,000

Public

Service

Co

of

Colorado

.750

05/15/54

10,296,510

2,500,000

Public

Service

Co

of

Oklahoma

.200

08/15/31

2,192,888

2,500,000

Public

Service

Electric

and

Gas

Co

.650

03/15/33

2,470,349

6,150,000

Public

Service

Electric

and

Gas

Co

.200

08/01/49

4,131,448

14,800,000

(e) Puget

Energy,

Inc

.000

09/15/56

14,687,231

9,050,000

(e) Puget

Energy,

Inc

.250

09/15/56

9,011,807

3,625,000

(e) RWE

Finance

US

LLC

.875

04/16/34

3,747,244

5,000,000

(e) RWE

Finance

US

LLC

.125

09/18/35

4,861,023

10,000,000

(e) RWE

Finance

US

LLC

.250

04/16/54

10,051,465

14,750,000

(e) RWE

Finance

US

LLC

.875

09/18/55

14,052,197

4,175,000

San

Diego

Gas

&

Electric

Co

.950

08/15/28

4,241,119

15,000,000

San

Diego

Gas

&

Electric

Co

.950

08/15/51

9,419,315

1,524,665

SCE

Recovery

Funding

LLC

.977

11/15/28

1,475,334

7,100,000

SCE

Recovery

Funding

LLC

.943

11/15/42

6,020,540

2,640,000

SCE

Recovery

Funding

LLC

.240

11/15/46

1,902,566

3,755,230

(e) Solar

Star

Funding

LLC

.950

06/30/35

3,564,237

14,241,992

(e) Solar

Star

Funding

LLC

.375

06/30/35

14,290,900

8,430,000

Southern

California

Edison

Co

.750

02/01/32

7,518,149

8,325,000

Southern

California

Edison

Co

.200

06/01/34

8,263,080

1,000,000

Southern

California

Edison

Co

.650

06/01/51

685,383

5,000,000

Southern

California

Edison

Co

.450

02/01/52

3,271,915

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

8.6%

(continued)

$

7,000,000

Southwestern

Electric

Power

Co

.250

%

11/01/51

$

4,476,513

18,529,000

Southwestern

Public

Service

Co

.150

05/01/50

11,952,783

1,270,000

(b) Sunnova

Energy

Corp

.000

09/01/26

3,175

15,200,210

(e) Sweihan

PV

Power

Co

PJSC

.625

01/31/49

12,114,645

2,000,000

(e) TerraForm

Power

Operating

LLC

.000

01/31/28

1,977,950

5,701,112

(e) Topaz

Solar

Farms

LLC

.875

09/30/39

5,131,001

13,665,965

(e) Topaz

Solar

Farms

LLC

.750

09/30/39

13,538,325

10,000,000

Union

Electric

Co

.150

03/15/32

8,726,266

16,400,000

Union

Electric

Co

.625

03/15/51

9,649,851

6,425,000

(e),(f)

Vistra

Corp

.000

N/A

6,433,237

6,100,000

Western

Midstream

Operating

LP

.500

12/15/35

5,998,947

6,292,000

(e) XPLR

Infrastructure

Operating

Partners

LP

.750

04/15/34

6,498,076

12,250,000

Zions

Bancorp

NA

.704

08/18/28

12,140,933

TOTAL

UTILITIES

641,273,213

TOTAL

CORPORATE

BONDS

(Cost

$2,432,456,311)

2,332,833,745

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

56.9%

AGENCY

SECURITIES

-

1.6%

10,988,659

Crowley

Conro

LLC

.181

08/15/43

10,250,172

53,238

Ethiopian

Leasing

LLC

.566

08/14/26

52,855

25,000,000

Federal

Home

Loan

Mortgage

Corp

.540

08/17/35

19,216,431

9,000,000

Federal

National

Mortgage

Association

.625

08/24/35

6,959,471

840,000

(c) Housing

and

Urban

Development

Corp

Ltd

.717

09/15/30

839,278

7,099,000

Private

Export

Funding

Corp

.900

10/15/27

7,100,609

17,117,083

Thirax LLC

.968

01/14/33

15,265,146

2,787,661

Thirax

LLC

.320

01/22/34

2,550,504

3,300,000

Tote

Shipholdings

LLC

.400

10/16/40

2,954,910

2,124,000

Tote

Shipholdings

LLC

.450

01/22/41

1,900,818

1,775,000

United

States

International

Development

Finance

Corp

.440

04/15/28

1,706,547

1,000,000

United

States

International

Development

Finance

Corp

.650

04/15/28

964,424

927,548

United

States

International

Development

Finance

Corp

.050

10/15/29

878,612

3,008,263

United

States

International

Development

Finance

Corp

.790

10/15/29

2,884,250

7,520,657

United

States

International

Development

Finance

Corp

.360

10/15/29

7,280,406

928,800

United

States

International

Development

Finance

Corp

.140

05/15/30

922,481

3,415,044

United

States

International

Development

Finance

Corp

.670

07/15/38

2,836,843

7,941,964

United

States

International

Development

Finance

Corp

.290

07/15/38

6,850,317

4,368,080

United

States

International

Development

Finance

Corp

.450

07/15/38

3,798,135

3,726,000

US

Department

of

Housing

and

Urban

Development

(HUD)

.870

08/01/27

3,671,794

390,000

US

Department

of

Housing

and

Urban

Development

(HUD)

.380

08/01/27

391,438

7,675,000

US

Department

of

Housing

and

Urban

Development

(HUD)

.985

08/01/28

7,484,035

1,931,000

US

Department

of

Housing

and

Urban

Development

(HUD)

.185

08/01/29

1,865,708

1,750,000

US

Department

of

Housing

and

Urban

Development

(HUD)

.585

08/01/37

1,551,801

250,000

VCM

Lease

S.A.

.516

09/28/27

245,733

3,198,000

Vessel

Management

Services,

Inc

.432

08/15/36

2,907,385

6,282,000

Vessel

Management

Services,

Inc

.477

01/16/37

5,713,230

TOTAL

AGENCY

SECURITIES

119,043,333

FOREIGN

GOVERNMENT

BONDS

-

7.8%

15,666,000

African

Development

Bank

.125

02/25/27

15,703,124

6,100,000

African

Development

Bank

.500

09/18/29

6,022,685

14,820,000

African

Development

Bank

.750

08/07/74

14,434,818

10,400,000

(h) Agence

Francaise

de

Developpement

EPIC,

Reg

S

.875

01/16/30

10,621,269

2,400,000

Arab

Petroleum

Investments

Corp,

Reg

S

.483

10/06/26

2,364,000

11,850,000

(e) Arab

Petroleum

Investments

Corp

.483

10/06/26

11,672,250

16,500,000

(e) Arab

Petroleum

Investments

Corp

.428

05/02/29

16,923,678

12,694,000

Asian

Development

Bank

.125

09/26/28

12,488,982

10,000,000

Asian

Development

Bank

.875

06/14/33

9,804,657

5,375,000

Asian

Infrastructure

Investment

Bank

.875

09/14/26

5,400,649

3,300,000

(c) Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%),

Reg

S

.280

08/16/27

3,315,839

2,000,000

(c),(e)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%)

.280

08/16/27

2,009,599

8,000,000

Asian

Infrastructure

Investment

Bank

.125

01/18/29

8,055,984

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

5,000,000

Asian

Infrastructure

Investment

Bank

.250

%

03/13/34

$

4,999,006

10,000,000

(e) BNG

Bank

NV

.500

05/19/28

9,920,020

17,375,000

Brazilian

Government

International

Bond

.500

02/04/33

17,055,300

950,000

(e) Caisse

d'Amortissement

de

la

Dette

Sociale

.375

01/20/31

833,556

5,000,000

(e) Caisse

d'Amortissement

de

la

Dette

Sociale

.125

01/26/32

4,432,007

5,795,000

Canada

Government

International

Bond

.750

04/26/28

5,787,762

13,600,000

(i) Canada

Government

International

Bond

.000

03/18/30

13,656,582

1,087,058

Canal

Barge

Co,

Inc

.500

11/12/34

1,070,797

10,000,000

(e) CDP

Financial,

Inc

.000

05/26/26

9,956,351

725,000

(e) Dominican

Republic

International

Bond

.600

06/01/36

724,203

3,725,000

European

Investment

Bank

.625

10/21/27

3,548,348

3,580,000

European

Investment

Bank

.250

11/15/27

3,549,187

10,500,000

European

Investment

Bank

.625

10/09/29

9,731,205

11,279,000

European

Investment

Bank

.750

09/23/30

9,825,140

11,250,000

Export

Development

Canada

.750

09/07/27

11,231,694

13,050,000

Export

Development

Canada

.875

02/14/28

13,054,487

10,000,000

Export

Development

Canada

.125

02/13/29

10,069,499

11,400,000

Export

Development

Canada

.000

06/20/30

11,421,546

17,425,000

Export

Development

Canada

.750

06/05/34

17,993,401

12,250,000

(i) Inter-American

Development

Bank

.500

04/12/33

11,709,888

17,500,000

Inter-American

Investment

Corp

.125

02/15/28

17,572,674

18,000,000

International

Bank

for

Reconstruction

&

Development

.000

03/31/27

17,274,582

5,000,000

(a) International

Bank

for

Reconstruction

&

Development

.000

03/31/28

4,927,700

28,500,000

International

Bank

for

Reconstruction

&

Development

.745

07/31/33

29,201,670

2,900,000

International

Bank

for

Reconstruction

&

Development

.750

05/31/36

2,398,315

3,650,000

(e) International

Development

Association

.875

04/28/26

3,641,797

8,325,000

International

Finance

Corp

.126

04/07/26

8,321,913

5,000,000

International

Finance

Corp

.375

01/15/27

5,019,805

10,083,000

International

Finance

Facility

for

Immunisation

Co,

Reg

S

.000

04/21/26

10,067,972

2,500,000

Japan

Bank

for

International

Cooperation

.625

01/20/27

2,454,145

3,250,000

Japan

Bank

for

International

Cooperation

.375

10/05/27

3,268,938

3,940,000

Japan

International

Cooperation

Agency

.250

05/22/30

3,948,136

8,750,000

Japan

International

Cooperation

Agency

.750

04/28/31

7,772,713

4,175,000

(e) Kommuninvest

I

Sverige

AB

.625

09/29/28

4,247,840

7,250,000

(e) Korea

Electric

Power

Corp

.875

01/31/27

7,288,252

8,250,000

(c),(e)

Korea

Electric

Power

Corp,

(SOFR

+

0.620%)

.280

11/12/28

8,259,832

6,125,000

(e) Korea

Electric

Power

Corp

.125

11/12/30

6,069,070

6,086,000

Kreditanstalt

fuer

Wiederaufbau

.750

09/30/30

5,294,527

13,250,000

Landwirtschaftliche

Rentenbank

.875

09/03/30

11,611,369

12,375,000

(e) Nederlandse

Waterschapsbank

NV

.000

06/01/28

12,400,952

5,450,000

(e) Nederlandse

Waterschapsbank

NV

.375

02/28/29

5,517,264

10,250,000

(e) Nederlandse

Waterschapsbank

NV

.500

01/16/30

10,433,642

18,415,000

OMERS

Finance

Trust,

Reg

S

.500

04/19/32

17,571,754

14,916,000

(e) OMERS

Finance

Trust

.500

04/19/32

14,232,977

3,825,000

(e) OMERS

Finance

Trust

.000

04/19/52

2,982,759

9,750,000

Province

of

Ontario

Canada

.125

10/07/30

8,576,841

11,750,000

Province

of

Ontario

Canada

.050

04/24/34

12,208,724

5,450,000

Province

of

Ontario

Canada

.850

06/11/35

5,575,341

5,000,000

Province

of

Quebec

Canada

.750

04/12/27

4,941,829

10,625,000

Province

of

Quebec

Canada

.500

09/08/33

10,663,781

10,500,000

Province

of

Quebec

Canada

.250

09/05/34

10,301,433

10,750,000

Republic

of

Italy

Government

International

Bond

.000

10/17/49

8,181,136

5,950,000

(e) Serbia

International

Bond

.000

06/12/34

5,961,674

4,250,000

Seychelles

International

Bond,

Reg

S

.500

10/11/28

4,080,070

TOTAL

FOREIGN

GOVERNMENT

BONDS

581,658,940

MORTGAGE

BACKED

-

23.5%

1,900,000

(c),(e)

Angel

Oak

Mortgage

Trust

.837

11/25/66

1,413,528

1,688,228

(c),(e)

Chase

Home

Lending

Mortgage

Trust

Series

.500

12/25/56

1,679,866

44,928

(c) CHL

Mortgage

Pass-Through

Trust

.236

11/20/34

43,575

38,524,955

(c),(e)

Citigroup

Mortgage

Loan

Trust

.153

02/25/52

336,766

4,316,532

(c),(e)

Citigroup

Mortgage

Loan

Trust

.250

02/25/52

59,100

6,400,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.762

03/25/42

6,491,622

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

14,777,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

.312

%

06/25/42

$

15,363,931

4,706,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%)

.262

07/25/42

4,848,212

2,755,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

.706

01/25/43

2,848,252

3,105,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

.212

05/25/43

3,234,176

2,885,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

.012

05/25/43

3,086,415

11,256,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.456

06/25/43

11,680,562

3,805,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

.362

07/25/43

3,892,269

3,565,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

.188

07/25/43

3,715,114

1,200,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

.562

07/25/43

1,293,942

3,550,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

.212

10/25/43

3,703,640

2,225,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

1.800%)

.150

02/25/44

2,228,725

1,644

Fannie

Mae

Pool

.500

07/01/26

1,639

124,046

Fannie

Mae

Pool

.500

05/01/32

122,350

92,468

Fannie

Mae

Pool

.500

11/01/38

95,228

2,497,932

Fannie

Mae

Pool

.000

05/01/40

2,318,923

686,880

Fannie

Mae

Pool

.500

05/01/40

654,806

174,935

Fannie

Mae

Pool

.000

09/01/40

176,797

947,718

Fannie

Mae

Pool

.000

09/01/42

919,407

29,306,989

Fannie

Mae

Pool

.000

05/01/44

28,466,972

34,945

Fannie

Mae

Pool

.500

06/01/44

34,432

180,439

Fannie

Mae

Pool

.500

06/01/44

178,238

74,191

Fannie

Mae

Pool

.500

08/01/44

73,285

153,797

Fannie

Mae

Pool

.500

11/01/44

151,920

8,405

Fannie

Mae

Pool

.000

11/01/44

8,495

442,221

Fannie

Mae

Pool

.000

01/01/45

429,001

139,353

Fannie

Mae

Pool

.500

03/01/45

137,308

447,959

Fannie

Mae

Pool

.500

01/01/46

421,316

505,114

Fannie

Mae

Pool

.000

04/01/46

488,139

638,264

Fannie

Mae

Pool

.500

06/01/46

598,916

917,285

Fannie

Mae

Pool

.500

07/01/46

861,046

1,220,501

Fannie

Mae

Pool

.500

07/01/46

1,149,433

1,365,137

Fannie

Mae

Pool

.500

08/01/46

1,280,775

1,904,231

Fannie

Mae

Pool

.000

10/01/46

1,682,208

92,429

Fannie

Mae

Pool

.500

05/01/47

91,474

324,015

Fannie

Mae

Pool

.000

10/01/47

310,417

2,969,425

Fannie

Mae

Pool

.500

11/01/47

2,793,045

181,521

Fannie

Mae

Pool

.500

11/01/47

178,633

115,987

Fannie

Mae

Pool

.500

01/01/48

108,451

667,287

Fannie

Mae

Pool

.500

01/01/48

656,394

167,311

Fannie

Mae

Pool

.500

02/01/48

164,588

424,238

Fannie

Mae

Pool

.500

05/01/48

417,291

285,842

Fannie

Mae

Pool

.500

05/01/48

281,117

7,746,957

Fannie

Mae

Pool

.500

10/01/48

7,787,887

11,144,000

Fannie

Mae

Pool

.000

07/01/50

10,006,784

4,374,017

Fannie

Mae

Pool

.500

08/01/51

3,753,009

1,653,102

Fannie

Mae

Pool

.000

09/01/51

1,477,467

4,474,478

Fannie

Mae

Pool

.500

12/01/51

3,801,430

2,390,438

Fannie

Mae

Pool

.500

01/01/52

2,025,132

1,454,223

Fannie

Mae

Pool

.000

02/01/52

1,280,409

5,654,936

Fannie

Mae

Pool

.500

02/01/52

5,249,939

1,032,733

Fannie

Mae

Pool

.500

04/01/52

872,341

31,632,175

Fannie

Mae

Pool

.000

04/01/52

27,846,882

817,664

Fannie

Mae

Pool

.500

05/01/52

691,944

17,001,934

Fannie

Mae

Pool

.000

05/01/52

16,097,785

10,850,514

Fannie

Mae

Pool

.500

06/01/52

10,005,597

24,264,301

Fannie

Mae

Pool

.500

06/01/52

22,273,789

42,277,313

Fannie

Mae

Pool

.000

06/01/52

40,069,527

3,428,110

Fannie

Mae

Pool

.500

06/01/52

3,325,194

15,420,533

Fannie

Mae

Pool

.000

07/01/52

14,572,196

3,181,566

Fannie

Mae

Pool

.500

07/01/52

3,085,724

19,086,353

Fannie

Mae

Pool

.000

08/01/52

18,020,188

29,157,401

Fannie

Mae

Pool

.500

08/01/52

28,252,069

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

13,927,927

Fannie

Mae

Pool

.000

%

08/01/52

$

13,806,737

52,243,981

Fannie

Mae

Pool

.000

09/01/52

49,515,616

127,267,240

Fannie

Mae

Pool

.500

09/01/52

123,367,704

7,496,858

Fannie

Mae

Pool

.000

09/01/52

7,431,241

7,556,566

Fannie

Mae

Pool

.500

10/01/52

7,329,698

34,462,478

Fannie

Mae

Pool

.000

10/01/52

34,171,447

36,920,215

Fannie

Mae

Pool

.500

11/01/52

35,777,584

4,927,444

Fannie

Mae

Pool

.500

12/01/52

4,976,386

103,548

Fannie

Mae

Pool

.000

01/01/53

102,679

26,022,749

Fannie

Mae

Pool

.000

02/01/53

25,790,971

14,020,665

Fannie

Mae

Pool

.000

02/01/53

14,376,088

6,703,063

Fannie

Mae

Pool

.000

03/01/53

6,880,767

23,291,781

Fannie

Mae

Pool

.000

04/01/53

23,081,935

7,301,899

Fannie

Mae

Pool

.000

05/01/53

7,235,737

5,729,526

Fannie

Mae

Pool

.000

06/01/53

5,688,497

38,961,984

Fannie

Mae

Pool

.500

06/01/53

39,285,507

7,551,902

Fannie

Mae

Pool

.000

07/01/53

7,481,151

8,535,139

Fannie

Mae

Pool

.000

08/01/53

8,447,253

21,717,172

Fannie

Mae

Pool

.500

08/01/53

21,887,548

84,261,790

Fannie

Mae

Pool

.500

10/01/53

84,884,225

23,823,056

Fannie

Mae

Pool

.000

11/01/53

24,406,642

392,841

Fannie

Mae

Pool

.000

01/01/54

400,642

12,234,687

Fannie

Mae

Pool

.000

02/01/54

11,589,117

972,106

Fannie

Mae

Pool

.500

04/01/54

977,504

39,782,394

Fannie

Mae

Pool

.500

05/01/54

40,003,325

193,121

Fannie

Mae

Pool

.000

06/01/54

197,072

46,505,696

Fannie

Mae

Pool

.500

10/01/54

46,747,400

435,338

(c) Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

.174

09/25/43

42,861

3,345,747

Fannie

Mae

REMICS

.500

02/25/48

2,990,399

2,373,981

Fannie

Mae

REMICS

.000

07/25/48

2,246,672

3,586,071

Fannie

Mae

REMICS

.000

08/25/50

443,755

4,984,372

Fannie

Mae

REMICS

.000

10/25/50

3,508,638

9,562,953

Fannie

Mae

REMICS

.500

11/25/50

1,307,878

3,482,359

Fannie

Mae

REMICS

.000

12/25/50

590,356

3,459,968

Fannie

Mae

REMICS

.000

02/25/51

660,098

3,868,992

Fannie

Mae

REMICS

.500

11/25/51

409,310

9,625,830

Fannie

Mae

REMICS

.500

04/25/52

7,482,932

2,013,545

Fannie

Mae

REMICS

.000

05/25/52

1,635,664

5,934,750

Fannie

Mae

REMICS

.500

07/25/52

5,303,730

2,546,698

Fannie

Mae

REMICS

.500

08/25/52

2,221,959

1,926,912

Fannie

Mae

REMICS

.000

09/25/52

1,699,403

2,193,452

Fannie

Mae

REMICS

.000

09/25/52

1,942,767

1,872,378

Fannie

Mae

REMICS

.500

10/25/52

1,780,715

2,135,681

Fannie

Mae

REMICS

.500

10/25/52

2,048,889

3,648,800

Fannie

Mae

REMICS

.500

11/25/52

3,692,229

2,501,345

(c) Fannie

Mae-Aces

.862

02/25/27

2,478,015

7,865,587

(c) Fannie

Mae-Aces

.312

06/25/28

7,748,806

8,250,000

(c) Fannie

Mae-Aces

.468

11/25/30

7,311,626

15,500,000

(c) Fannie

Mae-Aces

.245

01/25/31

13,593,967

3,719,530

Federal

National

Mortgage

Association

(FNMA)

.500

02/01/52

3,148,804

54,871

Freddie

Mac

Gold

Pool

.000

06/01/36

55,442

58,803

Freddie

Mac

Gold

Pool

.000

06/01/42

57,117

58,760

Freddie

Mac

Gold

Pool

.500

02/01/44

58,115

484,027

Freddie

Mac

Gold

Pool

.000

08/01/44

489,774

103,208

Freddie

Mac

Gold

Pool

.500

04/01/45

97,556

2,142,432

Freddie

Mac

Gold

Pool

.500

08/01/45

2,025,116

16,390

Freddie

Mac

Gold

Pool

.000

04/01/47

14,755

129,629

Freddie

Mac

Gold

Pool

.500

06/01/47

127,887

206,750

Freddie

Mac

Gold

Pool

.000

09/01/47

199,027

48,082

Freddie

Mac

Gold

Pool

.500

12/01/47

45,148

975,595

Freddie

Mac

Gold

Pool

.500

08/01/48

961,026

5,069,494

Freddie

Mac

Pool

.310

12/01/31

4,585,051

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

6,739,652

Freddie

Mac

Pool

.740

%

06/01/37

$

6,166,098

2,214,622

Freddie

Mac

Pool

.400

12/01/37

1,958,870

5,646,500

Freddie

Mac

Pool

.300

12/01/37

5,423,190

1,797,966

Freddie

Mac

Pool

.500

03/01/38

1,629,408

640,000

Freddie

Mac

Pool

.330

05/01/38

616,415

3,108,998

Freddie

Mac

Pool

.970

07/01/38

2,643,859

3,339,603

Freddie

Mac

Pool

.550

07/01/38

3,259,273

5,744,666

Freddie

Mac

Pool

.500

10/01/38

5,110,885

391,325

Freddie

Mac

Pool

.160

11/01/38

337,314

1,849,886

Freddie

Mac

Pool

.910

01/01/39

1,705,657

2,293,500

Freddie

Mac

Pool

.750

12/01/39

2,285,477

3,311,110

Freddie

Mac

Pool

.000

01/01/41

2,743,502

738,795

Freddie

Mac

Pool

.250

09/01/42

718,414

4,056,205

Freddie

Mac

Pool

.500

11/01/51

3,437,630

6,417,391

Freddie

Mac

Pool

.000

11/01/51

5,777,839

293,735

Freddie

Mac

Pool

.000

11/01/51

262,401

747,673

Freddie

Mac

Pool

.000

11/01/51

676,262

1,178,483

Freddie

Mac

Pool

.000

11/01/51

1,062,378

4,631,452

Freddie

Mac

Pool

.500

01/01/52

3,922,244

8,539,055

Freddie

Mac

Pool

.500

02/01/52

7,318,433

1,989,020

Freddie

Mac

Pool

.000

02/01/52

1,751,534

288,190

Freddie

Mac

Pool

.000

03/01/52

253,741

5,444,712

Freddie

Mac

Pool

.500

04/01/52

4,616,919

7,889,012

Freddie

Mac

Pool

.000

04/01/52

7,479,930

19,938,094

Freddie

Mac

Pool

.000

05/01/52

17,552,195

6,778,681

Freddie

Mac

Pool

.000

06/01/52

5,995,708

107,595

Freddie

Mac

Pool

.000

06/01/52

94,720

7,351,745

Freddie

Mac

Pool

.500

06/01/52

7,129,526

174,304

Freddie

Mac

Pool

.500

07/01/52

168,982

7,197,339

Freddie

Mac

Pool

.500

07/01/52

6,979,788

8,168,770

Freddie

Mac

Pool

.000

11/01/52

8,355,679

6,749,974

Freddie

Mac

Pool

.000

01/01/53

6,690,201

27,759,514

Freddie

Mac

Pool

.000

06/01/53

27,507,990

21,953,164

Freddie

Mac

Pool

.000

08/01/53

21,736,952

15,993,446

Freddie

Mac

Pool

.500

08/01/53

16,109,145

4,859,392

Freddie

Mac

REMICS

.500

01/15/47

4,420,576

904,419

Freddie

Mac

REMICS

.000

10/15/47

851,028

1,718,316

Freddie

Mac

REMICS

.000

11/15/47

1,629,223

3,895,114

Freddie

Mac

REMICS

.000

01/15/48

3,692,381

4,650,699

Freddie

Mac

REMICS

.000

03/15/48

4,406,224

1,293,450

Freddie

Mac

REMICS

.000

04/15/48

1,225,327

4,594,853

Freddie

Mac

REMICS

.000

04/15/48

4,345,125

556,905

(c) Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

.861

06/15/48

507,373

485,148

(c) Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

.781

10/15/48

422,218

4,466,554

Freddie

Mac

REMICS

.000

09/25/50

3,057,867

2,067,751

Freddie

Mac

REMICS

.000

09/25/50

252,399

8,304,166

Freddie

Mac

REMICS

.000

09/25/50

6,113,560

4,119,388

Freddie

Mac

REMICS

.000

10/25/50

2,988,685

12,484,033

Freddie

Mac

REMICS

.500

02/25/51

2,092,185

1,534,888

Freddie

Mac

REMICS

.000

08/25/52

1,366,796

2,872,137

Freddie

Mac

REMICS

.500

10/25/52

2,682,604

3,571,908

Freddie

Mac

REMICS

.500

11/25/52

3,638,524

4,161,847

Freddie

Mac

REMICS

.500

12/25/55

7,212,852

575,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

.762

01/25/42

596,780

2,610,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

.106

02/25/42

2,672,894

1,830,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

5.650%)

.647

04/25/42

1,916,550

1,538,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

.012

05/25/42

1,571,629

8,653,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

.162

06/25/42

8,981,625

5,029,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

.662

07/25/42

5,186,989

4,475,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

.362

09/25/42

4,617,504

380,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

.761

03/25/43

393,125

1,625,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

.912

04/25/43

1,688,010

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

6,505,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

.162

%

05/25/43

$

6,796,190

66,739

(c),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

.789

02/25/48

65,393

22,062

(c),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

.850

05/25/48

21,606

423,987

Ginnie

Mae

I

Pool

.690

06/15/33

398,222

10,224,102

Ginnie

Mae

I

Pool

.750

01/15/45

9,679,590

20,061

Ginnie

Mae

II

Pool

.000

06/20/42

20,443

1,881,453

Ginnie

Mae

II

Pool

.500

12/20/46

1,766,857

1,285,102

Ginnie

Mae

II

Pool

.500

01/20/47

1,206,808

1,090,617

Ginnie

Mae

II

Pool

.500

10/20/50

1,011,774

18,645,115

Ginnie

Mae

II

Pool

.000

06/20/51

16,660,556

27,056,165

Ginnie

Mae

II

Pool

.000

12/20/51

24,178,296

15,399,009

Ginnie

Mae

II

Pool

.000

01/20/52

13,757,453

3,660,021

Ginnie

Mae

II

Pool

.500

02/20/52

3,078,478

28,891,370

Ginnie

Mae

II

Pool

.500

04/20/52

26,756,719

3,980,269

Ginnie

Mae

II

Pool

.000

05/20/52

3,763,979

36,380,566

Ginnie

Mae

II

Pool

.500

07/20/52

33,641,951

5,825,647

Ginnie

Mae

II

Pool

.000

08/20/52

5,506,143

2,023,011

Ginnie

Mae

II

Pool

.500

08/20/52

1,970,330

32,598,995

Ginnie

Mae

II

Pool

.000

09/20/52

30,845,459

11,246,881

Ginnie

Mae

II

Pool

.000

11/20/52

11,218,867

20,029,362

Ginnie

Mae

II

Pool

.500

12/20/52

18,476,612

13,176,301

Ginnie

Mae

II

Pool

.500

12/20/52

12,827,087

11,818,115

Ginnie

Mae

II

Pool

.500

02/20/53

11,493,180

3,948,104

Ginnie

Mae

II

Pool

.000

02/20/53

3,932,910

887,501

Ginnie

Mae

II

Pool

.500

07/20/53

899,184

3,127,197

Ginnie

Mae

II

Pool

.000

08/20/53

2,810,607

57,903

Ginnie

Mae

II

Pool

.000

09/20/54

58,970

7,478,356

Government

National

Mortgage

Association

.000

01/20/40

1,455,072

3,414,997

Government

National

Mortgage

Association

.500

03/20/40

578,929

5,504,052

Government

National

Mortgage

Association

.000

03/20/40

1,016,680

5,944,659

Government

National

Mortgage

Association

.500

12/20/43

5,322,016

2,095,840

Government

National

Mortgage

Association

.000

03/20/45

1,876,016

291,231

Government

National

Mortgage

Association

.000

06/20/46

30,690

2,046,774

Government

National

Mortgage

Association

.000

09/20/46

372,316

9,536,035

Government

National

Mortgage

Association

.000

11/20/51

6,950,106

10,403,119

Government

National

Mortgage

Association

.000

12/20/51

7,710,114

8,304,492

Government

National

Mortgage

Association

.000

01/20/52

6,278,207

8,643,822

Government

National

Mortgage

Association

.000

02/20/52

5,992,892

6,066,503

Government

National

Mortgage

Association

.000

04/20/52

5,058,250

5,933,278

Government

National

Mortgage

Association

.000

04/20/52

1,062,047

2,593,216

Government

National

Mortgage

Association

.000

07/20/52

2,185,128

4,663,456

Government

National

Mortgage

Association

.500

09/20/52

4,299,296

3,799,756

Government

National

Mortgage

Association

.500

09/20/52

3,502,415

3,172,009

Government

National

Mortgage

Association

.500

09/20/52

3,051,847

2,703,245

Government

National

Mortgage

Association

.500

09/20/52

2,399,657

8,536,163

Government

National

Mortgage

Association

.500

10/20/52

8,316,501

3,175,710

Government

National

Mortgage

Association

.500

02/20/53

2,981,516

2,943,115

Government

National

Mortgage

Association

.500

02/20/53

2,935,443

3,757,129

(c) Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

.277

05/20/53

288,362

2,769,426

(c) Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

.881

08/20/53

3,027,854

1,506,820

(c) Government

National

Mortgage

Association,

(SOFR30A

+

25.350%)

.026

08/20/53

1,774,458

5,834,598

Government

National

Mortgage

Association

.000

12/20/53

5,655,680

5,143,006

Government

National

Mortgage

Association

.500

04/20/54

3,715,754

3,561,281

Government

National

Mortgage

Association

(GNMA)

.000

02/20/51

3,184,708

41,810,464

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

.147

08/25/51

340,316

1,591,830

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

.500

08/25/51

1,315,446

6,083,916

(c),(e)

GS

Mortgage-Backed

Securities

Trust

.500

11/25/51

5,020,316

3,455,080

(c),(e)

GS

Mortgage-Backed

Securities

Trust

.500

03/25/52

2,855,186

1,527,984

(c),(e)

GS

Mortgage-Backed

Securities

Trust

.821

05/28/52

1,280,288

7,024

(c) Impac

CMB

Trust,

(TSFR1M

+

0.774%)

.453

03/25/35

6,675

2,547,281

(e) Imperial

Fund

Mortgage

Trust

.638

03/25/67

2,432,119

1,001,259

(c),(e)

J.P.

Morgan

Mortgage

Trust

.241

10/25/52

823,082

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

44,900

(c),(e)

JP

Morgan

Mortgage

Trust

.500

%

05/25/47

$

40,901

290,219

(c),(e)

JP

Morgan

Mortgage

Trust

.500

10/25/48

261,599

37,436

(c),(e)

JP

Morgan

Mortgage

Trust

.000

01/25/49

34,899

11,387,687

(c),(e)

JP

Morgan

Mortgage

Trust

.125

06/25/51

69,397

20,284,189

(c),(e)

JP

Morgan

Mortgage

Trust

.104

11/25/51

115,571

1,771,393

(c),(e)

JP

Morgan

Mortgage

Trust

.500

11/25/51

1,464,893

21,094,877

(c),(e)

JP

Morgan

Mortgage

Trust

.112

12/25/51

127,232

2,130,971

(c),(e)

JP

Morgan

Mortgage

Trust

.500

12/25/51

1,760,977

2,226,541

(c),(e)

JP

Morgan

Mortgage

Trust

.836

12/25/51

1,813,767

3,035,988

(c),(e)

JP

Morgan

Mortgage

Trust

.500

01/25/52

2,520,226

4,962,076

(c),(e)

JP

Morgan

Mortgage

Trust

.500

06/25/52

4,100,527

2,532,573

(c),(e)

JP

Morgan

Mortgage

Trust

.000

06/25/52

2,199,517

8,621,509

(e) JP

Morgan

Mortgage

Trust

.224

07/25/52

81,539

4,716,393

(c),(e)

JP

Morgan

Mortgage

Trust

.500

07/25/52

3,897,501

7,667,028

(c),(e)

JP

Morgan

Mortgage

Trust

.250

07/25/52

6,843,426

7,375,498

(c),(e)

JP

Morgan

Mortgage

Trust

.000

08/25/52

6,345,359

1,717,097

(c),(e)

JP

Morgan

Mortgage

Trust

.094

08/25/52

1,395,804

3,719,728

(c),(e)

JP

Morgan

Mortgage

Trust

.000

10/25/52

3,200,192

3,489,549

(c),(e)

JP

Morgan

Mortgage

Trust

.000

11/25/52

2,995,630

4,384,017

(c),(e)

JP

Morgan

Mortgage

Trust

.000

04/25/53

3,771,699

1,590,333

(c),(e)

JP

Morgan

Mortgage

Trust

.000

06/25/53

1,553,818

1,644,472

(c),(e)

JP

Morgan

Mortgage

Trust

.500

06/25/53

1,631,703

6,000,000

(c),(e)

LEX

Trust,

(TSFR1M

+

1.350%)

.000

03/15/43

5,983,175

2,000,000

(c),(e)

LEX

Trust,

(TSFR1M

+

1.700%)

.350

03/15/43

1,990,213

2,857,781

(c),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

08/25/51

2,363,306

2,592,506

(c),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

2,332,470

1,839,715

(c),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

1,521,393

857,000

(c),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

04/25/56

849,869

42,598,292

New

Hampshire

Business

Finance

Authority

.497

07/01/51

1,488,810

1,321,140

(c),(e)

RCKT

Mortgage

Trust

.007

09/25/51

1,071,500

5,173,110

(c),(e)

RCKT

Mortgage

Trust

.500

02/25/52

4,278,019

2,433,355

(c),(e)

RCKT

Mortgage

Trust

.000

05/25/52

2,093,609

887,882

(c),(e)

RCKT

Mortgage

Trust

.185

05/25/52

748,172

28,184

(c),(e)

Sequoia

Mortgage

Trust

.000

06/25/49

26,626

124,111

(c),(e)

Sequoia

Mortgage

Trust

.500

12/25/49

111,878

2,128,800

(c),(e)

Sequoia

Mortgage

Trust

.500

06/25/51

1,757,855

4,500,877

(c),(e)

Sequoia

Mortgage

Trust

.000

11/25/55

4,180,964

3,590,214

(c),(e)

Sequoia

Mortgage

Trust

.500

02/25/56

3,563,876

555,000

(c),(e)

Sequoia

Mortgage

Trust

.125

04/25/56

545,457

261,914

(c),(e)

Shellpoint

Co-Originator

Trust

.500

10/25/47

242,484

1,500,000

(c),(d),(e)

SLG

Office

Trust

.965

04/15/41

1,506,095

1,000,000

(c),(e)

Verus

Securitization

Trust

.670

01/25/71

988,827

TOTAL

MORTGAGE

BACKED

1,760,331,425

MUNICIPAL

BONDS

-

4.5%

2,415,000

American

Municipal

Power,

Inc

.499

02/15/50

2,784,187

3,000,000

Arizona

Industrial

Development

Authority

.936

10/01/31

3,024,898

2,500,000

Arizona

Industrial

Development

Authority

.459

10/01/35

2,552,506

1,125,000

California

Earthquake

Authority

.603

07/01/27

1,135,238

1,540,000

California

Health

Facilities

Financing

Authority

.034

06/01/34

1,370,656

1,500,000

California

Health

Facilities

Financing

Authority

.353

06/01/41

1,362,981

6,400,000

(e) California

Municipal

Finance

Authority

.375

11/15/48

6,128,993

330,000

California

State

Public

Works

Board

.770

11/01/26

329,504

625,000

Chula

Vista

Municipal

Financing

Authority

.775

12/01/33

594,832

740,000

Chula

Vista

Municipal

Financing

Authority

.075

12/01/41

646,623

5,750,000

City

&

County

of

San

Francisco

CA

.700

06/15/26

5,748,358

935,000

City

&

County

of

San

Francisco

CA

.700

04/01/34

861,430

440,000

City

&

County

of

San

Francisco

CA

.750

04/01/35

399,560

5,835,000

City

&

County

of

San

Francisco

CA

.900

04/01/42

4,822,314

5,750,000

City

&

County

of

San

Francisco

CA

.770

06/15/45

5,888,136

5,000,000

City

&

County

of

San

Francisco

CA

.450

06/15/64

4,913,084

4,610,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

.221

09/01/39

4,228,434

5,405,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

.750

09/01/37

4,893,271

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

5,000,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

.000

%

09/01/48

$

4,024,547

7,805,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

.482

09/01/50

5,577,469

1,225,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

.332

09/01/51

1,257,624

1,925,000

City

of

Berkeley

CA

.250

09/01/35

1,751,845

745,000

City

of

Detroit

MI

.711

04/01/26

745,000

525,000

City

of

Detroit

MI

.644

04/01/34

479,987

4,000,000

City

of

Los

Angeles

CA

.500

09/01/37

3,496,207

9,060,000

City

of

Los

Angeles

CA

.880

09/01/38

8,198,850

3,900,000

City

of

Los

Angeles

CA

.880

09/01/38

3,543,496

7,000,000

City

of

Los

Angeles

CA

.000

09/01/42

6,685,842

7,500,000

City

of

Los

Angeles

CA

.040

09/01/45

6,967,243

2,520,000

City

of

Los

Angeles

CA

Wastewater

System

Revenue

.029

06/01/39

2,322,712

870,000

(e) City

of

Miami

FL

.808

01/01/39

835,925

3,200,000

City

of

New

York

NY

.094

10/01/49

2,991,693

2,950,000

City

of

New

York

NY

.828

10/01/53

2,997,136

1,875,000

City

of

New

York

NY

.114

10/01/54

1,715,074

5,260,000

City

of

New

York

NY

.392

10/01/55

5,070,373

2,685,000

City

of

Oakland

CA

.830

01/15/27

2,641,385

755,000

City

of

Oakland

CA

.005

07/15/27

755,228

1,200,000

City

of

Oakland

CA

.734

07/15/33

1,212,469

4,290,000

City

of

Oakland

CA

.792

07/15/45

4,343,151

3,025,000

City

of

Port

Lions

AK

.500

10/01/52

3,147,710

1,385,000

City

of

San

Juan

Capistrano

CA

.190

08/01/40

1,269,411

5,255,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

.999

11/01/43

4,504,461

5,240,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

.079

11/01/43

4,440,525

1,140,000

Cleveland-Cuyahoga

County

Port

Authority

.900

11/15/49

1,104,255

4,000,000

Columbus

Metropolitan

Housing

Authority

.050

04/01/30

4,042,732

1,250,000

Connecticut

Green

Bank

.900

11/15/35

1,110,087

2,880,000

Denver

City

&

County

Housing

Authority

.125

06/01/28

2,886,385

16,994,116

Freddie

Mac

Multifamily

Variable

Rate

Certificate

.050

08/25/38

16,083,367

400,000

(e) Iowa

Finance

Authority

.000

11/01/27

403,517

450,000

Jersey

City

Municipal

Utilities

Authority

.800

05/01/26

450,113

1,525,000

Jersey

City

Redevelopment

Agency

.500

12/09/26

1,526,939

450,000

Klickitat

County

Public

Utilities

.688

12/01/38

396,118

1,000,000

Lavaca-Navidad

River

Authority

.430

08/01/35

992,203

1,500,000

Maryland

Economic

Development

Corp

.433

05/31/56

1,459,183

6,000,000

Maryland

Economic

Development

Corp

.942

05/31/57

6,022,016

16,465,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

.720

12/01/38

16,975,025

4,975,000

Minnesota

Housing

Finance

Agency

.897

08/01/49

4,987,004

6,585,000

Minnesota

Housing

Finance

Agency

.947

08/01/54

6,586,750

1,135,000

Montgomery

County

Housing

Opportunities

Commission

.418

12/01/44

1,101,700

170,000

Mount

Shasta

Public

Financing

Authority

.000

08/01/29

177,936

190,000

Mount

Shasta

Public

Financing

Authority

.000

08/01/32

188,064

24,775,000

(c),(e)

New

Hampshire

Business

Finance

Authority

.970

02/01/29

24,775,000

8,300,000

(c),(e)

New

Hampshire

Business

Finance

Authority

.840

07/01/33

8,300,000

6,750,000

New

Hampshire

Business

Finance

Authority

.876

12/01/35

7,097,711

2,740,000

New

Hampshire

Business

Finance

Authority

.694

11/01/45

2,700,480

3,460,000

New

Hampshire

Business

Finance

Authority

.775

11/01/54

3,325,051

700,000

New

Jersey

Economic

Development

Authority

.198

03/01/31

718,581

2,350,000

New

York

City

Housing

Development

Corp

.269

02/01/30

2,359,889

2,500,000

New

York

City

Housing

Development

Corp

.720

11/01/39

2,173,619

5,250,000

New

York

City

Housing

Development

Corp

.448

08/01/54

5,002,354

3,430,000

New

York

City

Housing

Development

Corp

.884

02/01/55

3,403,350

6,465,000

New

York

City

Housing

Development

Corp

.001

08/01/55

6,504,317

625,000

New

York

State

Energy

Research

&

Development

Authority

.739

04/01/26

625,000

730,000

New

York

State

Energy

Research

&

Development

Authority

.465

10/01/26

730,000

645,000

New

York

State

Energy

Research

&

Development

Authority

.665

10/01/27

631,181

565,000

New

York

State

Energy

Research

&

Development

Authority

.879

10/01/28

546,360

1,800,000

New

York

State

Energy

Research

&

Development

Authority

.947

04/01/29

1,807,271

865,000

New

York

State

Energy

Research

&

Development

Authority

.456

04/01/33

877,491

2,500,000

New

York

Transportation

Development

Corp

.971

06/30/51

2,513,229

6,920,000

(a),(b),(e)

Pennsylvania

Economic

Development

Financing

Authority

.000

12/01/29

692

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

275,000

Pharr

Economic

Development

Corp

.216

%

08/15/27

$

272,318

1,110,000

Pharr

Economic

Development

Corp

.401

08/15/29

1,084,596

405,000

(a),(b)

Public

Finance

Authority

.000

12/31/26

1,735,000

(e) Public

Finance

Authority

.500

06/01/29

1,689,050

7,150,000

Public

Finance

Authority

.292

07/01/29

7,186,572

2,406,362

(e) Public

Finance

Authority

.250

06/01/31

2,426,349

645,000

Redevelopment

Authority

of

the

City

of

Philadelphia

.711

09/01/30

657,566

1,775,000

Redevelopment

Authority

of

the

City

of

Philadelphia

.428

11/01/32

1,765,581

4,000,000

Redevelopment

Authority

of

the

City

of

Philadelphia

.102

11/01/39

3,960,033

2,185,000

Redevelopment

Authority

of

the

City

of

Philadelphia

.226

09/01/40

2,190,068

3,800,000

Redevelopment

Authority

of

the

City

of

Philadelphia

.566

11/01/45

3,791,079

995,000

Sales

Tax

Securitization

Corp

.293

01/01/41

997,557

9,060,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

.655

10/01/27

9,163,811

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

.375

08/01/44

878,681

2,500,000

San

Jose

Financing

Authority

.662

05/01/37

2,430,384

1,350,000

San

Luis

Obispo

County

Financing

Authority

.571

09/01/40

1,386,881

1,390,000

South

Dakota

Housing

Development

Authority

.460

05/01/53

1,415,938

1,000,000

South

Davis

Sewer

District

.125

12/01/32

973,245

1,100,000

South

Davis

Sewer

District

.500

12/01/37

1,026,365

1,124,215

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

.242

01/01/31

1,108,439

3,775,000

State

of

Oregon

.832

05/01/45

3,936,306

2,400,000

(e) Syracuse

Industrial

Development

Agency

.000

01/01/36

1,810,845

7,500,000

Texas

Water

Development

Board

.190

10/15/43

6,795,827

3,000,000

Texas

Water

Development

Board

.648

04/15/50

2,745,521

2,135,000

(e) Toledo-Lucas

County

Port

Authority

.600

11/15/39

2,135,146

1,830,000

United

Nations

Development

Corp

.536

08/01/55

1,932,830

1,875,000

University

of

New

Mexico

.532

06/20/32

1,831,405

680,000

(e) Warm

Springs

Reservation

Confederated

Tribe

.300

11/01/27

671,140

1,250,000

(e) Warm

Springs

Reservation

Confederated

Tribe

.550

11/01/32

1,179,640

360,000

Washington

County

Clean

Water

Services

.701

10/01/30

369,478

TOTAL

MUNICIPAL

BONDS

341,058,030

U.S.

TREASURY

SECURITIES

-

19.5%

235,512,000

United

States

Treasury

Note

.875

03/31/28

235,861,589

3,848,000

United

States

Treasury

Note

.750

05/15/28

3,842,739

96,870,000

United

States

Treasury

Note

.500

03/15/29

96,014,820

242,207,000

United

States

Treasury

Note

.875

03/31/31

241,431,182

24,062,000

United

States

Treasury

Note

.250

03/31/33

24,227,426

315,864,000

United

States

Treasury

Note

.125

02/15/36

310,928,625

269,073,000

(i) United

States

Treasury

Note

.625

02/15/46

259,403,189

171,988,000

United

States

Treasury

Note

.625

11/15/55

164,329,160

14,543,000

United

States

Treasury

Note/Bond

.875

02/15/41

10,075,004

9,700,000

United

States

Treasury

Note/Bond

.250

05/15/41

7,067,738

114,908,400

(j) United

States

Treasury

Note/Bond

.375

02/15/42

83,735,008

2,500,000

United

States

Treasury

Note/Bond

.125

05/15/48

1,881,348

2,500,000

United

States

Treasury

Note/Bond

.000

02/15/49

1,825,879

31,783,000

United

States

Treasury

Note/Bond

.250

02/15/52

19,154,224

TOTAL

U.S.

TREASURY

SECURITIES

1,459,777,931

TOTAL

GOVERNMENT

BONDS

(Cost

$4,359,163,311)

4,261,869,659

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.3%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.2%

400,000

Brookfield

Property

Partners

LP

5,944,000

629,610

Brookfield

Property

Partners

LP

8,354,925

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

14,298,925

UTILITIES

-

0.1%

454,177

Brookfield

Infrastructure

Partners

LP

7,334,959

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

VALUE

UTILITIES

(continued)

276,951

Brookfield

Renewable

Partners

LP

$

4,796,791

TOTAL

UTILITIES

12,131,750

TOTAL

PREFERRED

STOCKS

(Cost

$44,018,450)

26,430,675

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

9.9%

ASSET

BACKED

-

3.2%

$

1,848,000

(e) Air

Canada

Pass

Through

Trust,

Series

2017

.550

%

01/15/30

1,756,576

1,250,000

(c),(e)

BFLD

Trust,

(TSFR1M

+

2.214%),

Series

2020

EYP

.887

10/15/35

45,951

2,154

(c) C-BASS

Trust,

(TSFR1M

+

0.274%),

Series

2006

CB6

.454

07/25/36

2,149

1,447,025

(c),(e)

CBRE

Realty

Finance,

Series

2007

1A

.497

04/07/52

5,880,000

(e) Centersquare

Issuer

LLC,

Series

2025

1A

.500

03/26/55

5,698,646

2,125,000

(e) Centersquare

Issuer

LLC,

Series

2025

3A

.000

08/25/55

2,027,338

5,699,516

Delta

Air

Lines

Pass

Through

Trust,

Series

2015

.625

07/30/27

5,630,013

5,167,727

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

.000

06/10/28

4,997,211

11,623,421

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

.500

06/10/28

11,187,452

4,124,698

(e) EnFin

Residential

Solar

Receivables

Trust,

Series

2024

2A

.980

09/20/55

3,816,860

2,540,964

(e) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

3CS

.100

05/20/48

1,967,404

2,684,470

(e) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

4GS

.930

07/20/48

2,144,417

9,872,584

(e) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

.310

10/20/48

7,898,125

4,058,045

(e) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

.560

10/20/48

2,326,090

3,434,876

(e) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

1GS

.700

01/20/49

2,952,757

2,757,192

(e) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

1GS

.940

01/20/49

1,662,340

11,652,327

(e) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

3CS

.950

07/20/49

10,497,750

3,250,000

(e) Grace

Trust,

Series

2020

GRCE

.347

12/10/40

2,906,660

357,377

(e) HERO

Funding

Trust,

Series

2015

1A

.840

09/21/40

340,351

89,922

(e) HERO

Funding

Trust,

Series

2014

2A

.990

09/21/40

85,018

431,912

(e) HERO

Funding

Trust,

Series

2016

2A

.750

09/20/41

409,882

354,242

(e) HERO

Funding

Trust,

Series

2016

1A

.050

09/20/41

339,893

887,709

(e) HERO

Funding

Trust,

Series

2016

3A

.080

09/20/42

822,543

800,899

(e) HERO

Funding

Trust,

Series

2016

3A

.910

09/20/42

759,551

852,850

(e) HERO

Funding

Trust,

Series

2016

4A

.570

09/20/47

799,446

900,770

(e) HERO

Funding

Trust,

Series

2017

1A

.710

09/20/47

847,642

126,348

(e) HERO

Funding

Trust,

Series

2016

4A

.290

09/20/47

120,902

1,455,616

(e) HERO

Funding

Trust,

Series

2017

3A

.190

09/20/48

1,327,089

1,362,110

(e) HERO

Funding

Trust,

Series

2017

3A

.950

09/20/48

1,270,989

546,400

(e) HERO

Funding

Trust,

Series

2017

2A

.070

09/20/48

516,168

1,977,879

(e) HERO

Funding

Trust,

Series

2018

1A

.670

09/20/48

1,920,506

1,552,179

(e) HERO

Funding

Trust,

Series

2020

1A

.590

09/20/57

1,345,329

7,375,000

(e) Hertz

Vehicle

Financing

III

LLC,

Series

2023

2A

.570

09/25/29

7,534,730

9,613

(c) Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%),

Series

2003

.986

06/25/33

9,511

2,775,115

(e) Loanpal

Solar

Loan

Ltd,

Series

2020

2GF

.750

07/20/47

2,307,702

1,394,668

(e) Loanpal

Solar

Loan

Ltd,

Series

2021

1GS

.290

01/20/48

1,154,156

1,889,733

(e) Loanpal

Solar

Loan

Ltd,

Series

2021

1GS

.840

01/20/48

1,436,894

4,314,561

(e) Loanpal

Solar

Loan

Ltd,

Series

2021

2GS

.220

03/20/48

3,397,203

931,214

(e) Mosaic

Solar

Loan

Trust,

Series

2020

1A

.100

04/20/46

821,056

1,183,100

(e) Mosaic

Solar

Loan

Trust,

Series

2020

1A

.100

04/20/46

1,015,430

731,442

(e) Mosaic

Solar

Loan

Trust,

Series

2025

1A

.120

08/22/50

721,980

1,625,426

(e) Mosaic

Solar

Loan

Trust,

Series

2025

1A

.120

08/22/50

1,512,710

3,795,369

(e) Mosaic

Solar

Loan

Trust,

Series

2021

3A

.920

06/20/52

2,738,544

3,253,382

(e) Mosaic

Solar

Loan

Trust,

Series

2022

3A

.100

06/20/53

3,177,563

1,177,061

(e) Mosaic

Solar

Loans

LLC,

Series

2017

2A

.820

06/22/43

1,112,061

2,434,229

(e) Mosaic

Solar

Loans

LLC,

Series

2021

2A

.640

04/22/47

2,001,024

3,075,000

(c),(e)

NYC

Commercial

Mortgage

Trust,

(TSFR1M

+

1.743%),

Series

2025

11X

.416

10/15/40

3,081,296

700,000

(e) Progress

Residential

Trust,

Series

2021

SFR9

.711

11/17/40

661,189

512,722

PSNH

Funding

LLC,

Series

2018

.506

08/01/28

511,690

519,374

(e) Renew,

Series

2017

1A

.670

09/20/52

484,289

1,341,619

(e) Renew,

Series

2018

.950

09/20/53

1,237,426

2,793,394

(e) Renew,

Series

2021

.060

11/20/56

2,242,017

7,825,000

(e) Sabal

Issuer

LLC,

Series

2026

1A

.000

05/02/61

7,825,658

2,430,538

(c),(h)

Sage

AR

Funding,

(SONIA

Interest

Rate

Benchmark

+

2.000%),

Series

2025

1X

,

Reg

S

.745

05/17/37

3,213,655

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

6,679,409

SCE

Recovery

Funding

LLC,

Series

2021

.861

%

11/15/31

$

6,042,119

105,618

(c) Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%),

Series

2004

.693

09/25/34

101,608

5,576,699

(e) Sunnova

Helios

VII

Issuer

LLC,

Series

2021

C

.030

10/20/48

4,496,173

3,188,895

(e) Sunnova

Helios

VIII

Issuer

LLC,

Series

2022

A

.790

02/22/49

2,670,400

2,258,283

(e) Sunnova

Helios

XI

Issuer

LLC,

Series

2023

A

.300

05/20/50

2,074,443

2,082,020

(e) Sunnova

Helios

XII

Issuer

LLC,

Series

2023

B

.600

08/22/50

1,630,818

3,670,775

(e) Sunnova

Hestia

I

Issuer

LLC,

Series

2023

GRID1

.750

12/20/50

3,590,662

1,275,164

(e) Sunnova

Hestia

II

Issuer

LLC,

Series

2024

GRID1

.630

07/20/51

1,235,423

4,246,810

(e) Sunrun

Athena

Issuer

LLC,

Series

2018

.310

04/30/49

4,099,974

5,732,356

(e) Sunrun

Atlas

Issuer

LLC,

Series

2019

.610

02/01/55

5,530,016

9,257,477

(e) Sunrun

Callisto

Issuer

LLC,

Series

2019

1A

.980

06/30/54

8,894,994

4,724,845

(e) Sunrun

Callisto

Issuer

LLC,

Series

2021

2A

.270

01/30/57

4,288,489

4,817,677

(e) Sunrun

Julius

Issuer

LLC,

Series

2023

2A

.600

01/30/59

4,853,595

6,382,303

(e) Sunrun

Jupiter

Issuer

LLC,

Series

2022

1A

.750

07/30/57

6,118,048

888,049

(e) Sunrun

Neptune

Issuer

LLC,

Series

2024

1A

.270

02/01/55

887,658

7,621,987

(e) Sunrun

Vulcan

Issuer

LLC,

Series

2021

1A

.460

01/30/52

7,018,484

8,250,000

(e) Switch

ABS

Issuer

LLC,

Series

2025

1A

.036

03/25/55

7,948,417

1,606,552

(e) Tesla

Auto

Lease

Trust,

Series

2024

A

.300

06/21/27

1,609,728

9,490,816

(e) Tesla

Auto

Lease

Trust,

Series

2024

B

.820

10/20/27

9,508,431

10,012,000

(e) Tesla

Auto

Lease

Trust,

Series

2024

B

.880

06/20/28

10,052,314

4,335,033

(e) Tesla

Electric

Vehicle

Trust,

Series

2023

.380

06/20/28

4,365,081

1,200,000

(e) Tesla

Electric

Vehicle

Trust,

Series

2023

.380

02/20/29

1,215,711

4,068,555

(e) Trinity

Rail

Leasing

L.P.,

Series

2025

1A

.090

10/19/55

4,052,102

4,610,606

(e) Vivint

Colar

Financing

V

LLC,

Series

2018

1A

.730

04/30/48

4,480,926

3,128,533

(e) Vivint

Colar

Financing

V

LLC,

Series

2018

1A

.370

04/30/48

3,067,101

3,709,959

(e) Vivint

Solar

Financing

VII

LLC,

Series

2020

1A

.210

07/31/51

3,405,019

TOTAL

ASSET

BACKED

239,858,711

OTHER

MORTGAGE

BACKED

-

6.7%

1,085,000

(c),(e)

Times

Square

Trust,

Series

2018

20TS

.100

05/15/35

1,026,885

8,802

(c),(e)

Agate

Bay

Mortgage

Trust,

Series

2015

.500

09/25/45

8,197

1,500,000

(c),(e)

Alen

Mortgage

Trust,

(TSFR1M

+

2.364%),

Series

2021

ACEN

.037

04/15/34

1,332,562

1,665,000

(c),(e)

Angel

Oak

Mortgage

Trust,

Series

2025

.738

10/25/70

1,652,384

4,000,000

(e) BANK,

Series

2019

BN21

.500

10/17/52

2,972,595

6,500,000

(c) BANK,

Series

2019

BN21

.517

10/17/52

5,443,957

2,500,000

(c),(e)

BANK,

Series

2020

BN30

.918

12/15/53

2,034,735

8,000,000

(c) BANK,

Series

2019

BN22

.455

11/15/62

6,827,466

3,000,000

(c),(e)

BBCMS

Mortgage

Trust,

Series

2020

C6

.688

02/15/53

2,408,034

5,175,000

(e) BBCMS

Trust,

Series

2015

SRCH

.197

08/10/35

5,018,667

3,250,000

(e) BBCMS

Trust,

Series

2015

SRCH

.798

08/10/35

3,052,802

1,316,000

(c),(e)

BBCMS

Trust,

Series

2015

SRCH

.957

08/10/35

1,223,449

5,500,000

(c),(e)

Benchmark

Mortgage

Trust,

Series

2019

B10

.899

03/15/62

4,689,466

5,200,000

(e) BMO

360A,

Series

2022

C1

.776

02/17/55

4,635,051

3,500,000

(c),(e)

BMO

360C,

Series

2022

C1

.939

02/17/55

2,746,487

4,181,643

(c),(e)

BX

TRUST,

(TSFR1M

+

1.490%),

Series

2022

AHP

.163

01/17/39

4,183,012

9,839,161

(c),(e)

BX

TRUST,

(TSFR1M

+

1.840%),

Series

2022

AHP

.513

01/17/39

9,843,813

2,901,500

(c),(e)

CCRC

Affordable

Multifamily

Housing

Mortgage

Trust,

Series

2017

Q005

.605

06/25/34

2,643,726

2,000,000

(c) CD

Mortgage

Trust,

Series

2016

CD2

.879

11/10/49

1,625,280

11,527,500

(e) Century

Plaza

Towers,

Series

2019

CPT

.865

11/13/39

10,658,652

1,000,000

(c),(e)

Century

Plaza

Towers,

Series

2019

CPT

.997

11/13/39

909,505

2,500,000

(c),(e)

Century

Plaza

Towers,

Series

2019

CPT

.997

11/13/39

2,248,078

1,750,000

(c),(e)

Century

Plaza

Towers,

Series

2019

CPT

.997

11/13/39

1,528,517

15,025,000

(c),(e)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

.280

04/15/42

125,989

3,800,000

(c),(e)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

.117

04/15/42

3,855,525

916,847

(c),(e)

CIM

Trust,

Series

2021

J2

.672

04/25/51

754,975

2,496,947

(c) Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

.758

04/10/48

2,411,895

2,000,000

Citigroup

Commercial

Mortgage

Trust,

Series

2019

GC43

.300

11/10/52

1,861,194

5,000,000

Citigroup

Commercial

Mortgage

Trust,

Series

2019

GC41

.018

08/10/56

4,601,228

4,375,000

(e) COMM

Mortgage

Trust,

Series

2022

HC

.376

01/10/39

4,164,819

3,600,000

(e) COMM

Mortgage

Trust,

Series

2025

167G

.503

08/10/40

3,591,620

3,500,000

(c),(e)

COMM

Mortgage

Trust,

Series

2015

CR22

.692

03/10/48

2,785,125

1,000,000

COMM

Mortgage

Trust,

Series

2019

GC44

.263

08/15/57

929,977

4,000,000

(c),(e)

Commercial

Mortgage

Pass

Through

Certificates,

Series

2022

HC

.084

01/10/39

3,813,624

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

18,859,884

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.500%),

Series

2022

R03

.856

%

03/25/42

$

19,234,762

4,435,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%),

Series

2022

R05

.662

04/25/42

4,499,937

13,780,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

.206

05/25/42

14,161,067

8,035,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%),

Series

2022

R09

.412

09/25/42

8,431,979

21,175,000

(c),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

.106

12/25/42

22,030,694

3,600,000

(c),(e)

CSAIL

Commercial

Mortgage

Trust,

Series

2017

C8

.677

06/15/37

3,217,499

5,000,000

(c),(e)

CSMC

Trust,

Series

2017

CALI

.563

11/10/32

3,299,900

102,725,000

(c),(e)

DOLP

Trust,

Series

2021

NYC

.665

05/10/41

2,697,749

3,065,000

(c),(e)

EFMT,

Series

2023

.640

02/25/68

3,058,492

294,297

(c),(e)

Flagstar

Mortgage

Trust,

Series

2017

.963

10/25/47

268,848

1,948,487

(c),(e)

Flagstar

Mortgage

Trust,

Series

2018

.004

04/25/48

1,788,613

5,606

(c),(e)

Flagstar

Mortgage

Trust,

Series

2018

.000

09/25/48

5,268

774,971

(c),(e)

Flagstar

Mortgage

Trust,

Series

2019

.004

12/25/49

701,859

1,044,723

(c),(e)

Flagstar

Mortgage

Trust,

Series

2021

.500

04/25/51

863,331

3,273,005

(c),(e)

Flagstar

Mortgage

Trust,

Series

2021

.500

06/01/51

2,706,766

1,902,859

(c),(e)

Flagstar

Mortgage

Trust,

Series

2021

.921

08/25/51

1,568,951

2,084,928

(c),(e)

Flagstar

Mortgage

Trust,

Series

2021

.962

11/25/51

1,694,529

7,700,000

Freddie

Mac

Multiclass

Certificates

Series,

Series

2021

P009

.878

01/25/31

6,948,454

1,283,598

Freddie

Mac

Multiclass

Certificates

Series,

Series

2021

P011

.204

09/25/31

1,192,211

7,324,000

(c) Freddie

Mac

Multiclass

Certificates

Series,

Series

2022

P013

.761

02/25/32

6,694,707

14,000,000

(c) Freddie

Mac

Multiclass

Certificates

Series,

Series

2024

P016

.616

09/25/33

14,083,552

7,871,120

Freddie

Mac

Multifamily

ML

Certificates,

Series

2021

21-ML08

.877

07/25/37

6,407,882

37,721,040

Freddie

Mac

Multifamily

ML

Certificates,

Series

2021

ML08

.746

11/25/37

3,741,927

8,732,053

Freddie

Mac

Multifamily

ML

Certificates,

Series

2021

ML12

.340

07/25/41

7,189,618

2,991,933

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2015

Q002

.871

07/25/33

2,857,195

3,350,972

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2020

Q014

.555

01/25/36

2,778,630

4,244,979

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2020

Q014

.298

10/25/55

2,996,396

9,500,589

Freddie

Mac

Multifamily

Variable

Rate

Certificate,

Series

2022

M068

.150

10/15/36

8,650,120

1,670,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate,

Series

2022

M069

.013

04/15/37

1,643,400

5,735,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate,

Series

2020

M061

.761

09/15/38

4,716,000

3,110,000

(c),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%),

Series

2023

HQA3

.702

11/25/43

3,246,304

46,239

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

.000

11/25/49

43,430

337,816

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ4

.000

01/25/51

292,191

16,335,369

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

.227

03/27/51

212,938

551,038

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

.000

03/27/51

476,817

1,616,891

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ6

.500

05/25/51

1,337,084

4,014,197

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2021

PJ5

.500

10/25/51

3,317,225

4,004,580

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ2

.000

06/25/52

3,445,259

1,705,732

(c),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ4

.000

09/25/52

1,468,386

437,399

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2020

PJ1

.602

05/25/50

387,741

1,936,295

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

GR1

.500

11/25/51

1,601,262

7,826,356

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

.500

01/25/52

6,467,492

3,536,730

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ8

.500

01/25/52

2,922,659

1,829,317

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

.722

01/25/52

1,490,046

3,821,369

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ5

.000

10/25/52

3,294,790

2,400,176

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ6

.000

01/25/53

2,064,583

3,954,353

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2023

PJ1

.500

02/25/53

3,528,434

699,418

(c),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2025

PJ4

.000

09/25/55

704,314

2,000,000

(e) Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

.835

08/10/38

1,984,937

2,500,000

(c),(e)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

.977

08/10/38

2,479,771

5,000,000

(c),(e)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

.977

08/10/38

4,953,611

10,250,000

(c),(e)

Hudson

Yards

Mortgage

Trust,

Series

2019

30HY

.443

07/10/39

9,462,319

5,545,000

(c),(e)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

.943

12/10/41

5,190,495

1,500,000

(c),(e)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

.943

12/10/41

1,345,735

4,500,000

(c),(e)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

.943

12/10/41

3,944,975

440,000

(c),(e)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

.531

10/25/55

416,820

2,135,000

(c),(e)

Imperial

Fund

Mortgage

Trust,

Series

2022

NQM6

.100

10/25/67

2,128,827

1,085,954

(c),(e)

J.P.

Morgan

Mortgage

Trust,

Series

2022

.951

09/25/52

870,529

3,500,000

(e) Jackson

Park

Trust,

Series

2019

LIC

.766

10/14/39

3,215,213

79,552

(c),(e)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2013

C13

.984

01/15/46

76,838

580,189

(c),(e)

JP

Morgan

Mortgage

Trust,

(RFUCCT1M

-

0.000%),

Series

2015

.013

12/25/44

573,361

9,636

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2015

.500

05/25/45

9,014

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

147,849

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2015

.500

%

10/25/45

$

137,273

670,013

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2018

.500

09/25/48

611,452

968,253

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2018

.500

10/25/48

872,183

924,078

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2017

.702

10/26/48

918,441

783,118

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2017

.871

11/25/48

694,779

59,419

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2018

.000

02/25/49

55,965

64,291

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2019

.000

05/25/49

60,154

765,965

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2020

.815

06/25/50

691,295

13,889,602

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.142

07/25/51

100,882

9,731,919

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.128

08/25/51

68,894

2,097,426

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.878

08/25/51

1,716,364

18,808,538

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.130

10/25/51

136,161

2,440,542

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

10/25/51

2,019,236

873,118

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

12/25/51

719,843

812,681

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

02/25/52

669,796

2,745,702

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.134

04/25/52

2,254,860

1,367,766

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

05/25/52

1,130,285

1,641,398

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

LTV2

.927

05/25/52

1,420,556

1,614,947

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

08/25/52

1,389,468

4,533,439

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

LTV2

.500

09/25/52

4,039,433

2,497,639

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

12/25/52

2,146,705

974,355

(c),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

12/25/52

895,348

13,647,337

(c),(e)

JP

Morgan

Mortgage

Trust

Series,

Series

2024

.000

05/25/54

11,741,208

2,400,000

(c) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

.537

09/15/47

2,331,120

274,671

(e) Ladder

Capital

Commercial

Mortgage

Securities,

Series

2013

GCP

.575

02/15/36

268,374

1,110,000

(c),(e)

MAC

Trust,

(TSFR1M

+

1.700%),

Series

2025

801B

.373

10/15/40

1,109,172

2,350,000

(c),(e)

Manhattan

West

Mortgage

Trust,

Series

2020

1MW

.335

09/10/39

2,241,555

2,250,000

(c),(e)

MFT

Mortgage

Trust,

Series

2020

B6

.283

08/10/40

1,692,332

839,757

(c),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2021

.500

07/25/51

755,435

4,717,349

(c),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2023

.000

02/25/53

4,331,894

1,500,000

(c),(e)

MSDB

Trust,

Series

2017

712F

.316

07/11/39

1,451,490

4,250,000

(c),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%),

Series

2019

MILE

.430

07/15/36

3,767,983

4,000,000

(c),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

.002

07/15/36

2,881,337

12,929

(c) New

York

Mortgage

Trust,

(TSFR1M

+

0.594%),

Series

2005

.273

02/25/36

12,930

9,135,000

(c),(e)

NYC

Commercial

Mortgage

Trust,

Series

2025

300P

.879

07/13/42

9,090,182

1,375,000

(c),(e)

NYC

Commercial

Mortgage

Trust,

Series

2025

300P

.161

07/13/42

1,371,908

3,929,932

(c),(e)

OBX

Trust,

Series

2021

J2

.500

07/25/51

3,247,591

943,161

(c),(e)

OBX

Trust,

Series

2022

J2

.409

08/25/52

807,409

1,082,708

(c),(e)

Oceanview

Mortgage

Trust,

Series

2021

.500

05/25/51

894,721

1,149,976

(c),(e)

Oceanview

Mortgage

Trust,

Series

2022

.500

11/25/52

1,095,672

16,670,000

(e) One

Bryant

Park

Trust,

Series

2019

OBP

.516

09/15/54

15,415,544

2,008,731

(e) One

Market

Plaza

Trust,

Series

2017

1MKT

.614

02/10/32

1,936,073

1,876,421

(c),(e)

RCKT

Mortgage

Trust,

Series

2021

.774

07/25/51

1,496,068

3,761,235

(c),(e)

RCKT

Mortgage

Trust,

Series

2021

.500

09/25/51

3,096,262

4,658,028

(c),(e)

RCKT

Mortgage

Trust,

Series

2021

.920

11/25/51

3,749,880

3,692,708

(c),(e)

RCKT

Mortgage

Trust,

Series

2022

.500

06/25/52

3,296,169

140,756

(c),(e)

Sequoia

Mortgage

Trust,

Series

2015

.500

05/25/45

130,804

39,587

(c),(e)

Sequoia

Mortgage

Trust,

Series

2016

.500

06/25/46

36,544

169,701

(c),(e)

Sequoia

Mortgage

Trust,

Series

2017

.725

09/25/47

161,589

9,694

(c),(e)

Sequoia

Mortgage

Trust,

Series

2018

.500

03/25/48

8,856

12,419

(c),(e)

Sequoia

Mortgage

Trust,

Series

2018

.000

09/25/48

11,833

1,468,232

(c),(e)

Sequoia

Mortgage

Trust,

Series

2020

.000

04/25/50

1,274,795

913,123

(c),(e)

Sequoia

Mortgage

Trust,

Series

2021

.656

03/25/51

766,362

2,375,287

(c),(e)

Sequoia

Mortgage

Trust,

Series

2023

.000

01/25/53

2,285,282

3,000,000

(c),(d),(e)

SLG

Office

Trust,

Series

2026

OMA

.793

04/15/41

3,012,136

10,000,000

(e) SLG

Office

Trust,

Series

2021

OVA

.585

07/15/41

8,904,496

5,375,000

(c),(e)

STWD

Mortgage

Trust,

(TSFR1M

+

1.371%),

Series

2021

LIH

.044

11/15/36

5,366,293

2,000,000

(c),(e)

STWD

Mortgage

Trust,

(TSFR1M

+

1.770%),

Series

2021

LIH

.443

11/15/36

1,998,100

2,050,000

(c),(e)

STWD

Mortgage

Trust,

(TSFR1M

+

2.069%),

Series

2021

LIH

.742

11/15/36

2,048,752

4,000,000

(e) SUMIT

Mortgage

Trust,

Series

2022

BVUE

.789

02/12/41

3,628,119

2,319,858

(c),(e)

Verus

Securitization

Trust,

Series

2021

.240

10/25/66

2,054,954

1,345,000

(c),(e)

WB

Commercial

Mortgage

Trust,

Series

2024

HQ

.541

03/15/40

1,348,235

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

(c),(e)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

0.921%),

Series

2017

SMP

.258

%

12/15/34

$

935,244

5,500,000

(e) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

SVEN

.011

06/10/37

5,622,970

2,450,000

(c),(e)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

SVEN

.323

06/10/37

2,492,155

8,500,000

(c),(e)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

1.542%),

Series

2025

609M

.215

08/15/42

8,491,938

1,700,000

(c),(e)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

1.842%),

Series

2025

609M

.515

08/15/42

1,693,138

1,175,000

(c),(e)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

2.341%),

Series

2025

609M

.014

08/15/42

1,169,465

57,257

(c),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

.000

04/25/49

54,248

566,502

(c),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2020

.000

07/25/50

490,206

4,867,962

(c),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

.500

06/25/51

4,022,754

1,244,399

(c),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

.500

12/25/51

1,028,338

118,754

(c),(e)

WinWater

Mortgage

Loan

Trust,

Series

2014

.930

06/20/44

101,479

TOTAL

OTHER

MORTGAGE

BACKED

500,663,794

TOTAL

STRUCTURED

ASSETS

(Cost

$796,983,093)

740,522,505

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$7,662,030,655)

7,390,718,355

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

4.6%

341,662,138

(k) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.680

(l) 341,662,138

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$341,662,138)

341,662,138

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.3%

REPURCHASE

AGREEMENT

-

0.2%

16,206,000

(m) Fixed

Income

Clearing

Corporation

.660

04/01/26

16,206,000

TOTAL

REPURCHASE

AGREEMENT

16,206,000

TREASURY

DEBT

-

0.1%

1,124,000

United

States

Treasury

Bill

.000

04/14/26

1,122,527

5,000,000

United

States

Treasury

Bill

.000

04/21/26

4,989,922

TOTAL

TREASURY

DEBT

6,112,449

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$22,318,443)

22,318,449

TOTAL

INVESTMENTS

-

103.5%

(Cost

$8,026,011,236)

7,754,698,942

OTHER

ASSETS

&

LIABILITIES,

NET

-

(3.5)%

(262,840,290)

NET

ASSETS

-

100.0%

$

7,491,858,652

CAD

Canadian

Dollar

EUR

Euro

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REMIC

Real

Estate

Mortgage

Investment

Conduit

RFUCCT1M

FTSE

USD

IBOR

Consumer

Cash

Fallbacks

Term

Month

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

SONIA

Sterling

Overnight

Interbank

Average

Rate

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

Core

Impact

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

Investments

in

Derivatives

(a) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (b) Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(c) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(d) When-issued

or

delayed

delivery

security.

(e) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,699,025,112

or

21.9%

of

Total

Investments.

(f) Perpetual

security.

Maturity

date

is

not

applicable.

(g) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

0.4%

of

Total

Investments.

(h) All

or

a

portion

of

this

security

is

owned

by

Nuveen

Core

Impact

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(i) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$371,175,665.

(j) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

(k) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(l) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(m) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$16,207,648

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.375%

and

maturity

date

11/30/27,

valued

at

$16,530,238.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

EUR

6,809,068

$

8,046,257

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

$

(173,018)

$

19,736,620

EUR

16,781,295

Australia

and

New

Zealand

Banking

Group

Limited

04/08/26

332,622

$

3,014,828

CAD

4,137,130

Citibank

N.A.

04/08/26

39,764

$

3,330,941

GBP

2,461,869

Morgan

Stanley

Capital

Services

04/08/26

72,468

Total

$

271,836

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

$

444,854

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

$

(173,018)

CAD

Canadian

Dollar

EUR

Euro

GBP

Pound

Sterling

Portfolio

of

Investments

March

31,

2026

Core

Plus

Bond

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.8%

BANK

LOAN

OBLIGATIONS

-

3.2%

CAPITAL

GOODS

-

0.2%

$

50,769

(a),(b)

Air

Comm

Corporation,

LLC,

Delayed

Draw

Term

Loan,

(TSFR3M

+

1.000%)

.000

%

12/11/31

$

50,960

1,038,842

(b) Air

Comm

Corporation,

LLC,

Term

Loan,

(TSFR3M

+

2.750%)

.436

12/11/31

1,042,738

433,249

(b) Chamberlain

Group

Inc,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

09/08/32

429,804

1,657,427

(b) Conair

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.750%)

.532

05/17/28

1,172,629

987,500

(b) Construction

Partners

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

11/03/31

988,581

828,633

(b) Madison

Safety

&

Flow

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

.176

09/26/31

830,016

329,817

(b) Quikrete

Holdings,

Inc.,

Term

Loan

B1,

(TSFR1M

+

2.250%)

.918

04/14/31

329,723

687,556

(b) QXO

Inc,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

04/30/32

687,085

356,093

(b) Resideo

Funding

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

.673

02/14/28

356,984

1,607,946

(b) TransDigm,

Inc.,

Term

Loan

J,

(TSFR1M

+

2.500%)

.168

02/28/31

1,609,972

1,975,000

(b) TransDigm,

Inc.,

Term

Loan

K,

(TSFR1M

+

2.250%)

.918

03/22/30

1,977,242

1,402,422

(b) Zekelman

Industries,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.922

01/24/31

1,406,300

TOTAL

CAPITAL

GOODS

10,882,034

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

283,637

(b) AlixPartners,

LLP,

Term

Loan,

(TSFR1M

+

2.000%)

.668

08/12/32

281,410

255,997

(b) CHG

Healthcare

Services

Inc.,

Term

Loan

B1,

(TSFR3M

+

2.750%)

.422

09/29/28

256,516

1,319,288

(b) Corporation

Service

Company,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

11/05/29

1,312,698

2,000,000

(b) Dayforce,

Inc.,

Term

Loan,

(TSFR3M

+

3.000%)

.663

02/04/33

1,897,220

1,912,620

(b) First

Advantage

Holdings,

LLC,

Repriced

Term

Loan

B,

(TSFR3M

+

2.750%)

.450

10/31/31

1,866,402

1,612,354

(b) Prime

Security

Services

Borrower,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

.664

10/15/30

1,607,316

429,308

(b) Reworld

Holding

Corp,

Term

Loan

B,

(TSFR1M

+

2.250%)

.925

11/30/28

429,396

460,939

(b) Spin

Holdco

Inc.,

First

Lien

Second

Out

Term

Loan,

(TSFR3M

+

4.000%)

.933

09/04/30

364,141

180,934

(b) West

Corporation,

Term

Loan

B3,

(TSFR3M

+

4.000%)

.792

04/12/27

38,385

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

8,053,484

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.3%

2,371,060

(b) Belron

Finance

LLC,

Repriced

Term

Loan

B,

(TSFR3M

+

2.000%)

.660

10/16/31

2,373,135

1,661,156

(b) CNT

Holdings

I

Corp,

Term

Loan,

(TSFR3M

+

2.500%)

.167

11/08/32

1,662,319

3,471,324

(b) Les

Schwab

Tire

Centers,

Term

Loan

B,

(TSFR3M

+

2.500%)

.173

04/23/31

3,466,984

3,751,209

(b) Wand

NewCo

3,

Inc.,

Repriced

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

01/30/31

3,725,626

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

11,228,064

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,462,483

(b) AI

Aqua

Merger

Sub,

Inc.,

Term

Loan

B,

(TSFR1M

+

TSFR3M

+

2.500%)

.162

07/31/28

2,459,787

212,500

(b) Crocs,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

.950

02/20/29

213,524

220,692

(b) SRAM,

LLC

,

Term

Loan

B,

(TSFR1M

+

TSFR6M

+

2.250%)

.933

02/27/32

220,003

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,893,314

CONSUMER

SERVICES

-

0.3%

2,333,021

(b) 101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

.418

09/23/30

2,330,700

313,914

(b) Alterra

Mountain

Company,

Term

Loan

B9,

(TSFR1M

+

2.500%)

.168

08/17/28

314,209

1,275,750

(b) Caesars

Entertainment

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

02/06/30

1,242,262

645,055

(b) Camelot

U.S.

Acquisition

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

01/31/31

560,527

643,437

(b) Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.200

06/25/29

646,256

1,783,759

(b) Fertitta

Entertainment,

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

.918

01/29/29

1,752,543

2,126,063

(b) Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR3M

+

1.750%)

.450

11/29/30

2,107,991

461,952

(b) IRB

Holding

Corp,

Term

Loan

B,

(TSFR1M

+

2.500%)

.176

12/16/30

461,375

706,614

(b) KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.544

03/15/28

710,147

492,890

(b) Light

and

Wonder

International,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.000%)

.675

04/16/29

493,506

1,310,183

(b) Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

.200

11/30/29

1,152,496

298,856

(b) PENN

Entertainment,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

05/03/29

300,017

TOTAL

CONSUMER

SERVICES

12,072,029

ENERGY

-

0.0%

1,228,125

(b) Canister

International

Group

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

.668

03/22/29

1,218,153

79,703

(c) Cloud

Peak

Energy

Resources

LLC

.000

05/03/27

79,703

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

(continued)

$

725,680

(b) Oryx

Midstream

Services

Permian

Basin

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

.926

%

10/05/28

$

727,494

TOTAL

ENERGY

2,025,350

FINANCIAL

SERVICES

-

0.1%

2,775,596

(b) Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

.418

06/24/31

2,765,021

TOTAL

FINANCIAL

SERVICES

2,765,021

FOOD,

BEVERAGE

&

TOBACCO

-

0.1%

584,258

(b) Arterra

Wines

Canada,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.461

11/26/27

572,155

1,158,300

(b) Aspire

Bakeries

Holdings

LLC,

Repriced

Term

Loan,

(TSFR1M

+

3.000%)

.668

12/23/30

1,161,196

60,517

(b) City

Brewing

Company,

LLC,

PIK

First

Out

Term

Loan,

(TSFR3M

+

7.000%),

(cash

10.673%,

PIK

7.000%)

.673

09/30/30

9,077

15,090

(b) City

Brewing

Company,

LLC,

PIK

Super

Priority

Term

Loan,

(TSFR3M

+

7.000%),

(cash

10.673%,

PIK

7.000%)

.673

09/30/30

6,791

568,755

(b) Froneri

Lux

Finco

Sarl,

Term

Loan

B4,

(TSFR6M

+

2.250%)

.877

09/30/31

558,358

182,555

(b) UTZ

Quality

Foods,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

.200

01/29/32

182,707

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,490,284

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.2%

3,923,419

(b) Bausch

&

Lomb

Corporation,

Repriced

Term

Loan,

(TSFR1M

+

3.750%)

.418

01/15/31

3,936,915

447,384

(b) Global

Medical

Response,

Inc.,

Term

Loan

B,

(TSFR3M

+

3.500%)

.170

09/20/32

446,545

1,936,287

(b) ICU

Medical,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.250%)

.100

01/08/29

1,947,421

995,132

(b) Medline

Borrower,

LP,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

10/23/28

997,744

701,878

(b) Select

Medical

Corporation,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

12/03/31

698,368

2,407,833

(b) Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

12/19/30

2,411,601

707,667

(b) Zelis

Payments

Buyer,

Inc.,

5th

Amendment

Term

Loan,

(TSFR1M

+

3.250%)

.918

11/26/31

686,525

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

11,125,119

INSURANCE

-

0.6%

206,940

(b) Acrisure,

LLC,

First

Lien

Term

Loan

B6,

(TSFR1M

+

3.000%)

.668

11/06/30

200,887

3,940,225

(b) Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

09/19/31

3,914,475

541,931

(b) Asurion

LLC,

Term

Loan

B13,

(TSFR1M

+

4.250%)

.918

09/19/30

536,512

4,901,279

(b) Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

2.500%)

.168

06/16/31

4,788,868

3,212,878

(b) HUB

International

Limited,

Term

Loan

B,

(TSFR3M

+

2.250%)

.920

06/20/30

3,209,328

1,192,752

(b) Ryan

Specialty

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

09/15/31

1,192,752

4,912,968

(b) Sedgwick

Claims

Management

Services,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

07/31/31

4,830,504

919,355

(b) Truist

Insurance

Holdings

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

.450

05/06/31

908,727

3,917,836

(b) USI,

Inc.,

Term

Loan

C,

(TSFR3M

+

2.250%)

.950

09/27/30

3,912,018

1,937,779

(b) USI,

Inc.,

Term

Loan

D,

(TSFR3M

+

2.250%)

.950

11/23/29

1,935,764

TOTAL

INSURANCE

25,429,835

MATERIALS

-

0.2%

630,412

(b) Asplundh

Tree

Expert,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

.518

09/07/27

631,793

4,339,119

(b) Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.175%)

.843

04/13/29

4,150,258

194,549

(b) H.B.

Fuller

Company,

Term

Loan

B,

(TSFR1M

+

1.750%)

.532

02/15/30

195,401

678,398

(b) Klockner-Pentaplast

of

America,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

.333

01/30/31

554,380

1,847,414

(b) TricorBraun

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

.918

03/03/31

1,760,623

130,769

(b) USALCO,

LLC,

Delayed

Draw

Term

Loan,

(TSFR1M

+

3.500%)

.176

09/30/31

130,672

1,253,413

(b) USALCO,

LLC,

Term

Loan,

(TSFR1M

+

3.500%)

.168

09/30/31

1,252,479

TOTAL

MATERIALS

8,675,606

MEDIA

&

ENTERTAINMENT

-

0.0%

699,755

(b) Altice

France

S.A.,

Term

Loan

B12,

(TSFR3M

+

5.063%)

.735

10/31/28

697,788

TOTAL

MEDIA

&

ENTERTAINMENT

697,788

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.2%

565,479

(b) Elanco

Animal

Health

Incorporated,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

10/29/32

566,044

2,102,313

(b) Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

05/05/28

2,112,824

2,493,891

(b) Organon

&

Co,

Term

Loan,

(TSFR1M

+

2.250%)

.918

05/19/31

2,382,290

3,255,645

(b) Parexel

International

Corporation,

Repriced

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

12/12/31

3,248,857

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

(continued)

$

205,211

(b) Perrigo

Investments,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

.668

%

04/20/29

$

204,272

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

8,514,287

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

280,051

(b) Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan,

(TSFR1M

+

2.500%)

.168

01/31/30

281,801

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

281,801

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

2,476,300

(b) Instructure

Holdings,

Inc.,

Repriced

Term

Loan,

(TSFR3M

+

2.750%)

.437

11/13/31

2,381,891

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

2,381,891

SOFTWARE

&

SERVICES

-

0.4%

104,994

(b) Avaya,

Inc.,

Exit

Term

Loan,

(TSFR1M

+

7.500%),

(cash

11.168%,

PIK

7.500%)

.168

08/01/28

93,853

2,661,642

(b) BCPE

Pequod

Buyer

Inc,

Term

Loan

B,

(TSFR3M

+

2.750%)

.417

11/25/31

2,587,888

1,752,168

(b) Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

.673

07/30/31

1,629,332

19,949

(b) Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

.418

05/01/31

18,428

1,159,918

(b) Ellucian

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

10/09/29

1,129,951

2,068,815

(b) Epicor

Software

Corporation,

Term

Loan

E,

(TSFR1M

+

2.500%)

.168

05/30/31

2,032,229

3,054,781

(b) Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

09/12/29

3,029,136

1,957,594

(b) Mitchell

International,

Inc.,

Term

Loan,

(TSFR1M

+

3.000%)

.668

06/17/31

1,873,270

2,449,134

(b) Open

Text

Corporation,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

01/31/30

2,401,903

64,395

(b) Rackspace

Finance,

LLC,

First

Lien

First

Out

Term

Loan,

(TSFR1M

+

6.250%)

.044

05/15/28

64,153

308,160

(b) Rackspace

Finance,

LLC,

First

Lien

Second

Out

Term

Loan,

(TSFR1M

+

2.750%)

.544

05/15/28

145,605

453,625

(b) RealPage,

Inc,

First

Lien

Term

Loan,

(TSFR3M

+

3.000%)

.961

04/24/28

435,607

1,115,466

(b) Synechron

Inc,

Term

Loan

B,

(TSFR3M

+

3.750%)

.450

10/03/31

1,027,623

600,528

(b) UKG

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

.167

02/10/31

574,669

2,450,000

(b) Zelis

Payments

Buyer,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.418

09/28/29

2,378,448

TOTAL

SOFTWARE

&

SERVICES

19,422,095

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.1%

2,945,050

(b) Delta

TopCo,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

.421

11/30/29

2,855,550

108,755

(b) Ingram

Micro

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

.935

09/22/31

109,163

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

2,964,713

TELECOMMUNICATION

SERVICES

-

0.0%

1,296,916

(b) Zayo

Group

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

1.750%)

.641

03/11/30

1,275,770

TOTAL

TELECOMMUNICATION

SERVICES

1,275,770

TRANSPORTATION

-

0.1%

1,749,312

(b) Air

Canada,

Term

Loan

B,

(TSFR3M

+

1.750%)

.417

03/21/31

1,738,378

483,844

(b) American

Airlines,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

.918

04/20/28

480,215

279,217

(b) XPO

Logistics,

Inc.,

Term

Loan

(2028),

(Prime

+

TSFR1M

+

1.250%)

.459

05/24/28

280,375

TOTAL

TRANSPORTATION

2,498,968

UTILITIES

-

0.1%

1,557,257

(b) Cornerstone

Generation

LLC,

Term

Loan

B,

(TSFR3M

+

2.250%)

.917

10/28/31

1,560,598

2,464,012

(b) Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

.153

05/17/30

2,471,564

TOTAL

UTILITIES

4,032,162

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$141,681,547)

139,709,615

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

ENERGY

-

0.0%

1,538

(c),(d)

Cloud

Peak

Energy,

Inc

TOTAL

ENERGY

MATERIALS

-

0.0%

7,002

(d) Kleopatra

Finco

Sarl

9,598

7,002

(d) Kleopatra

Finco

Sarl

9,598

7,002

(d) Kleopatra

Finco

Sarl

9,598

7,002

(d) Kleopatra

Finco

Sarl

9,598

7,002

(d) Kleopatra

Finco

Sarl

9,599

7,002

(d) Kleopatra

Finco

Sarl

9,599

7,002

(d) Kleopatra

Finco

Sarl

9,599

7,002

(d) Kleopatra

Finco

Sarl

9,599

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

SHARES

DESCRIPTION

VALUE

MATERIALS

(continued)

7,002

(d) Kleopatra

Finco

Sarl

$

9,599

TOTAL

MATERIALS

86,387

TELECOMMUNICATION

SERVICES

-

0.0%

4,170

(d) Altice

France

Lux

S.A.

69,407

TOTAL

TELECOMMUNICATION

SERVICES

69,407

TRANSPORTATION

-

0.0%

(d) MLN

US

Holdco

LLC

TOTAL

TRANSPORTATION

TOTAL

COMMON

STOCKS

(Cost

$568,734)

155,833

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

.7

%

AUTOMOBILES

&

COMPONENTS

-

0.7%

$

350,000

(e) Clarios

Global

LP

.750

%

02/15/30

357,875

580,000

(e) Cyprium

Corp

.125

04/15/31

571,774

164,000

Dana,

Inc

.250

09/01/30

155,153

2,000,000

(e) Ford

Otomotiv

Sanayi

AS.

.125

04/25/29

2,007,081

3,500,000

General

Motors

Financial

Co,

Inc

.900

10/06/29

3,517,438

2,825,000

General

Motors

Financial

Co,

Inc

.850

04/06/30

2,923,972

3,200,000

General

Motors

Financial

Co,

Inc

.700

06/10/31

2,870,673

3,750,000

General

Motors

Financial

Co,

Inc

.600

06/18/31

3,838,130

2,000,000

(f) General

Motors

Financial

Co,

Inc

.750

N/A

1,947,240

5,000,000

Goodyear

Tire

&

Rubber

Co

.250

04/30/31

4,510,458

1,360,000

(e) Phinia,

Inc

.625

10/15/32

1,382,292

750,000

(e) ZF

North

America

Capital,

Inc

.875

04/14/28

760,727

3,665,000

(e) ZF

North

America

Capital,

Inc

.750

04/23/30

3,545,456

505,000

(e) ZF

North

America

Capital,

Inc

.500

03/24/31

496,069

TOTAL

AUTOMOBILES

&

COMPONENTS

28,884,338

BANKS

-

7.5%

1,500,000

(e) Akbank

T.A.S.

.800

06/22/31

1,493,582

1,500,000

(e) Akbank

TAS

.498

01/20/30

1,525,846

1,725,000

(e),(f),(g)

Akbank

TAS

.000

N/A

1,640,632

4,000,000

(f),(g)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

.375

N/A

4,321,524

1,500,000

(e) Banco

Bradesco

S.A.

.500

01/22/30

1,549,950

700,000

(e),(f),(g)

Banco

de

Credito

e

Inversiones

S.A.

.750

N/A

735,791

1,800,000

(e),(f),(g)

Banco

del

Estado

de

Chile

.950

N/A

1,894,698

2,000,000

(e) Banco

do

Brasil

S.A.

.000

03/18/31

2,017,262

925,000

(e),(f),(g)

Banco

Mercantil

del

Norte

S.A.

.500

N/A

924,836

2,000,000

(e),(f),(g)

Banco

Mercantil

del

Norte

S.A.

.375

N/A

2,055,000

2,400,000

(f),(g)

Banco

Santander

S.A.

.625

N/A

2,771,215

1,800,000

(g) Bancolombia

S.A.

.625

12/24/34

1,887,544

2,600,000

(e),(g)

Bangkok

Bank

PCL

.466

09/23/36

2,337,619

4,000,000

(e),(g)

Bank

Hapoalim

BM,

Reg

S

.255

01/21/32

3,944,482

22,795,000

Bank

of

America

Corp

.592

04/29/31

21,058,827

9,000,000

Bank

of

America

Corp

.288

04/25/34

9,109,394

8,975,000

Bank

of

America

Corp

.744

02/12/36

9,130,005

5,700,000

Bank

of

America

Corp

.676

06/19/41

4,084,913

7,850,000

(f) Bank

of

America

Corp

.625

N/A

8,048,173

4,075,000

(f) Bank

of

New

York

Mellon

Corp

.300

N/A

4,151,728

3,025,000

Barclays

plc

.367

02/25/31

3,077,537

2,225,000

Barclays

plc

.330

11/24/42

1,653,734

4,525,000

(f),(g)

Barclays

plc

.625

N/A

4,935,666

1,850,000

(e),(g)

BBVA

Bancomer

S.A.

.125

01/18/33

1,797,830

1,000,000

(e),(g)

BBVA

Bancomer

S.A.

.450

06/29/38

1,075,325

1,100,000

(e),(g)

BBVA

Mexico

S.A.

Institucion

De

Banca

Multiple

Grupo

Financiero

BBVA

Mexico

.625

02/11/35

1,135,750

2,450,000

(e) BNP

Paribas

S.A.

.916

01/15/34

2,395,661

8,000,000

(e),(f),(g),(h)

BNP

Paribas

S.A.

.450

N/A

8,030,274

5,200,000

Canadian

Imperial

Bank

of

Commerce

.000

10/28/85

5,255,115

3,300,000

CitiBank

NA

.914

05/29/30

3,351,446

5,895,000

Citigroup,

Inc

.200

10/21/26

5,862,524

2,805,000

Citigroup,

Inc

.300

11/20/26

2,805,468

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.5%

(continued)

$

400,000

Citigroup,

Inc

.450

%

09/29/27

$

400,011

275,000

Citigroup,

Inc

.125

07/25/28

272,690

6,025,000

Citigroup,

Inc

.542

09/19/30

6,004,095

5,000,000

(f) Citigroup,

Inc

.625

N/A

5,003,751

2,600,000

(f) Citigroup,

Inc

.625

N/A

2,688,813

3,575,000

(e) Credit

Agricole

S.A.

.222

05/27/31

3,618,425

3,850,000

(e),(f),(g)

Credit

Agricole

S.A.

.125

N/A

3,886,436

2,275,000

Deutsche

Bank

AG.

.311

11/16/27

2,243,980

2,500,000

(e) Grupo

Aval

Ltd

.375

02/04/30

2,336,118

635,000

(e),(f)

Hana

Bank

.500

N/A

628,525

4,800,000

(f),(g)

HSBC

Holdings

plc

.000

N/A

4,955,443

2,700,000

(f),(g),(h)

HSBC

Holdings

plc

.950

N/A

2,706,904

4,000,000

(f) Huntington

Bancshares,

Inc

.625

N/A

4,036,420

625,000

(e) Industrial

Subordinated

Trust

.550

04/15/36

625,000

4,900,000

ING

Groep

NV

.803

03/23/32

4,870,663

4,225,000

(f),(g)

ING

Groep

NV

.000

N/A

4,218,842

3,000,000

(e) Intercorp

Financial

Services,

Inc

.125

10/19/27

2,964,929

350,000

JPMorgan

Chase

&

Co

.200

06/15/26

349,464

6,325,000

JPMorgan

Chase

&

Co

.323

04/26/28

6,322,112

4,400,000

JPMorgan

Chase

&

Co

.140

01/24/31

4,480,526

4,250,000

JPMorgan

Chase

&

Co

.350

06/01/34

4,336,209

1,075,000

JPMorgan

Chase

&

Co

.254

10/23/34

1,155,855

6,750,000

JPMorgan

Chase

&

Co

.766

04/22/35

7,030,700

8,950,000

JPMorgan

Chase

&

Co

.572

04/22/36

9,222,831

3,350,000

JPMorgan

Chase

&

Co

.576

07/23/36

3,392,566

2,750,000

JPMorgan

Chase

&

Co

.525

11/19/41

1,921,622

12,350,000

JPMorgan

Chase

&

Co

.157

04/22/42

9,285,132

1,250,000

JPMorgan

Chase

&

Co

.260

02/22/48

1,021,901

5,625,000

(f) JPMorgan

Chase

&

Co

.875

N/A

5,835,938

2,250,000

(f) JPMorgan

Chase

&

Co

.650

N/A

2,239,679

4,000,000

(f),(g)

Lloyds

Banking

Group

plc

.750

N/A

3,978,553

4,175,000

(f) M&T

Bank

Corp

.500

N/A

4,041,896

3,000,000

(e),(g)

Mizrahi

Tefahot

Bank

Ltd,

Reg

S

.077

04/07/31

2,998,584

2,875,000

(e),(g)

Mizrahi

Tefahot

Bank

Ltd,

Reg

S

.837

04/15/36

2,860,100

2,800,000

Morgan

Stanley

Private

Bank

NA

.734

07/18/31

2,791,327

18,075,000

Morgan

Stanley

Private

Bank

NA

.465

11/19/31

17,794,495

3,000,000

(f),(g)

NatWest

Group

plc

.125

N/A

3,247,581

1,975,000

(e) NBK

SPC

Ltd

.625

09/15/27

1,943,882

3,000,000

(e),(f)

NBK

Tier Financing

Ltd

.625

N/A

2,947,114

2,275,000

PNC

Financial

Services

Group,

Inc

.575

01/29/36

2,322,559

5,225,000

(f) PNC

Financial

Services

Group,

Inc

.400

N/A

5,142,408

3,275,000

(f) PNC

Financial

Services

Group,

Inc

.200

N/A

3,282,271

5,000,000

Royal

Bank

of

Canada

.750

08/24/85

5,018,300

3,000,000

Saudi

Awwal

Bank,

Reg

S

.947

09/04/35

2,936,838

3,055,000

(f) Truist

Financial

Corp

.669

N/A

3,049,620

3,000,000

(e) United

Overseas

Bank

Ltd

.000

10/14/31

2,959,417

2,000,000

US

Bancorp

.839

02/01/34

1,976,554

5,825,000

Wells

Fargo

&

Co

.393

06/02/28

5,685,526

2,600,000

Wells

Fargo

&

Co

.303

10/23/29

2,707,882

7,975,000

Wells

Fargo

&

Co

.605

04/23/36

8,161,038

5,000,000

(f) Wells

Fargo

&

Co

.125

N/A

5,018,818

4,125,000

(f),(h)

Wells

Fargo

&

Co

.625

N/A

4,333,242

2,000,000

(e) Yapi

ve

Kredi

Bankasi

AS.

.250

03/03/30

2,005,500

700,000

(e),(f),(g)

Yapi

ve

Kredi

Bankasi

AS.

.250

N/A

675,558

TOTAL

BANKS

331,993,994

CAPITAL

GOODS

-

1.9%

520,000

(e) Advanced

Drainage

Systems,

Inc

.375

03/01/34

506,023

2,205,000

(e) AECOM

.000

08/01/33

2,202,577

1,690,000

(e) Airbus

SE

.150

04/10/27

1,670,122

975,000

(e) Albion

Financing SARL

.000

05/21/30

996,486

770,000

(e) Allison

Transmission,

Inc

.875

12/01/33

765,279

600,000

(e) BAE

Systems

plc

.900

02/15/31

528,766

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.9%

(continued)

$

1,050,000

Boeing

Co

.250

%

02/01/28

$

1,029,261

1,375,000

Boeing

Co

.705

05/01/40

1,377,162

13,650,000

Boeing

Co

.805

05/01/50

13,195,815

915,000

(e) Carpenter

Technology

Corp

.625

03/01/34

906,572

1,160,000

(e) Chart

Industries,

Inc

.500

01/01/30

1,205,132

1,465,000

(e) Columbus

McKinnon

Corp

.125

01/31/33

1,464,326

2,450,000

Eaton

Corp

.200

03/06/31

2,414,552

1,650,000

Eaton

Corp

.800

03/06/36

1,629,033

400,000

(e) Esab

Corp

.250

04/15/29

405,960

955,000

(e) Esab

Corp

.625

04/01/31

961,694

455,000

(e) Goat

Holdco

LLC

.750

02/01/32

457,789

665,000

(e) Herc

Holdings,

Inc

.625

06/15/29

675,924

425,000

(e) Herc

Holdings,

Inc

.000

06/15/30

435,782

1,250,000

(e) Herc

Holdings,

Inc

.750

03/15/31

1,231,084

665,000

(e) Herc

Holdings,

Inc

.250

06/15/33

681,453

1,295,000

(e) Herc

Holdings,

Inc

.000

03/15/34

1,251,940

3,000,000

(e) Honeywell

Aerospace,

Inc

.950

03/16/36

2,976,609

2,725,000

(e) Honeywell

Aerospace,

Inc

.732

03/16/56

2,693,529

2,275,000

Howmet

Aerospace,

Inc

.550

11/15/32

2,245,536

2,000,000

(e) IHS

Holding

Ltd

.875

05/29/30

2,026,317

1,000,000

(e),(h)

IHS

Holding

Ltd

.250

11/29/31

1,026,007

4,900,000

L3Harris

Technologies,

Inc

.400

07/31/33

5,027,368

2,365,000

(e) Lsf12

Helix

Parent

LLC

.125

02/01/33

2,276,090

595,000

(e) Masterbrand,

Inc

.000

07/15/32

581,338

280,000

(e) MITER

BRAND

.750

04/01/32

268,171

1,000,000

(e) Quikrete

Holdings,

Inc

.375

03/01/32

1,014,003

4,450,000

Raytheon

Technologies

Corp

.125

11/16/28

4,431,319

1,080,000

Raytheon

Technologies

Corp

.250

07/01/30

987,389

3,250,000

Raytheon

Technologies

Corp

.000

03/15/31

3,454,428

3,000,000

(e) Sisecam

UK

plc

.625

05/02/32

3,026,058

2,000,000

(e) Sisecam

UK

plc

.375

01/23/33

1,984,810

3,000,000

(e) Sociedad

Quimica

y

Minera

de

Chile

S.A.

.500

09/10/51

1,936,380

1,665,000

(e) Standard

Building

Solutions,

Inc

.250

08/01/33

1,646,278

1,575,000

(e) TransDigm,

Inc

.875

12/15/30

1,613,821

1,470,000

(e) TransDigm,

Inc

.000

01/15/33

1,469,175

675,000

(e) TransDigm,

Inc

.125

07/31/34

663,891

3,000,000

(e) United

Rentals

North

America,

Inc

.375

11/15/33

2,917,139

725,000

(e) WESCO

Distribution,

Inc

.250

06/15/28

728,954

2,000,000

(e) WESCO

Distribution,

Inc

.250

04/15/31

1,988,062

480,000

(e) WESCO

Distribution,

Inc

.375

03/15/33

489,006

1,595,000

(e) Windsor

Holdings

III

LLC

.500

06/15/30

1,652,214

TOTAL

CAPITAL

GOODS

85,116,624

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

2,125,000

(e) ADT

Corp

.875

07/15/32

1,984,917

2,250,000

(e) Bidvest

Group

UK

plc

.200

09/17/32

2,240,413

890,000

(e) CACI

International,

Inc

.375

06/15/33

905,954

590,000

(e) Clean

Harbors,

Inc

.750

10/15/33

588,555

79,128

CSC

ServiceWorks

East

LLC

.107

09/04/30

80,925

855,000

(e) Garda

World

Security

Corp

.500

01/15/31

866,848

735,000

(e) GFL

Environmental

Holdings

US,

Inc

.500

02/01/34

720,885

153,000

(e),(h)

Prime

Security

Services

Borrower

LLC

.750

04/15/26

153,191

1,200,000

(e) Prime

Security

Services

Borrower

LLC

.375

08/31/27

1,167,912

395,000

(e) Science

Applications

International

Corp

.875

11/01/33

385,470

1,330,000

Verisk

Analytics,

Inc

.125

03/15/29

1,322,670

1,675,000

Verisk

Analytics,

Inc

.250

03/15/35

1,660,671

75,000

Verisk

Analytics,

Inc

.625

05/15/50

52,326

2,575,000

Waste

Management,

Inc

.950

03/15/35

2,581,360

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

14,712,097

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.8%

6,475,000

Amazon.com,

Inc

.250

03/13/31

6,427,277

4,875,000

Amazon.com,

Inc

.875

03/13/36

4,830,570

1,450,000

Amazon.com,

Inc

.800

03/13/56

1,448,835

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.8%

(continued)

$

2,670,000

(e) Asbury

Automotive

Group,

Inc

.625

%

11/15/29

$

2,581,170

755,000

(e) Asbury

Automotive

Group,

Inc

.000

02/15/32

714,994

925,000

(e) Bath

&

Body

Works,

Inc

.625

10/01/30

933,715

480,000

(e) Gee

Automotive

Holdings

LLC

.250

03/01/31

481,470

635,000

Kohl's

Corp

.125

05/01/31

477,926

800,000

(e) LCM

Investments

Holdings

II

LLC

.875

05/01/29

778,485

790,000

(e) LCM

Investments

Holdings

II

LLC

.250

08/01/31

820,609

2,175,000

(e) Lithia

Motors,

Inc

.625

12/15/27

2,146,221

2,500,000

(e) Macy's

Retail

Holdings

LLC

.125

03/15/32

2,455,849

2,445,000

(e) Michaels

Cos,

Inc

.500

03/15/33

2,380,193

1,400,000

O'Reilly

Automotive,

Inc

.600

09/01/27

1,385,515

1,225,000

O'Reilly

Automotive,

Inc

.200

04/01/30

1,210,148

2,200,000

O'Reilly

Automotive,

Inc

.750

03/15/31

1,918,863

450,000

O'Reilly

Automotive,

Inc

.100

03/12/36

444,110

1,500,000

(e) QXO

Building

Products,

Inc

.750

04/30/32

1,529,986

1,000,000

(e) Staples,

Inc

.750

09/01/29

924,819

1,250,000

Walmart,

Inc

.350

04/28/30

1,261,997

460,000

(e) Wand

NewCo

3,

Inc

.625

01/30/32

470,349

335,000

(e) Wayfair

LLC

.250

10/31/29

341,963

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

35,965,064

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

(e) CD&R

Smokey

Buyer,

Inc

.500

10/15/29

850,616

1,175,000

Newell

Brands,

Inc

.375

09/15/27

1,180,744

400,000

(e) TopBuild

Corp

.625

01/31/34

391,509

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,422,869

CONSUMER

SERVICES

-

0.7%

1,035,000

(e) 1011778

BC

ULC

.125

06/15/29

1,051,731

1,455,000

(e),(h)

Caesars

Entertainment,

Inc

.000

10/15/32

1,338,613

2,570,000

(e) Carnival

Corp

.750

08/01/32

2,569,164

2,000,000

(e) CDI

Escrow

Issuer,

Inc

.750

04/01/30

1,977,925

3,285,000

(e) Churchill

Downs,

Inc

.750

05/01/31

3,346,761

1,960,000

(e) Flutter

Treasury

Designated

Activity

Co

.375

04/29/29

1,995,349

2,990,000

(e) Hilton

Domestic

Operating

Co,

Inc

.875

04/01/29

3,019,407

2,200,000

(e) Hilton

Domestic

Operating

Co,

Inc

.625

02/15/32

1,999,074

1,050,000

(e) Hilton

Domestic

Operating

Co,

Inc

.750

09/15/33

1,045,259

1,155,000

(e) Hilton

Domestic

Operating

Co,

Inc

.500

03/31/34

1,128,408

350,000

(e) Light

&

Wonder

International,

Inc

.500

09/01/31

359,205

500,000

(e) Light

&

Wonder

International,

Inc

.250

10/01/33

489,845

425,000

(e) Marriott

Ownership

Resorts,

Inc

.500

06/15/29

402,958

1,000,000

(e) Merlin

Entertainments

Group

US

Holdings,

Inc

.375

02/15/31

834,572

200,000

(e),(h)

MGM

China

Holdings

Ltd

.125

06/26/31

203,969

1,475,000

MGM

Resorts

International

.125

09/15/29

1,483,740

1,420,000

(e) Motion

Finco

Sarl

.375

02/15/32

1,173,119

400,000

(e) NCL

Corp

Ltd

.875

01/15/31

388,626

625,000

(e) NCL

Corp

Ltd

.250

09/15/33

606,462

1,665,000

Sands

China

Ltd

.300

03/08/27

1,625,085

1,200,000

Service

Corp

International

.750

10/15/32

1,197,692

1,980,000

(e) Six

Flags

Entertainment

Corp

.625

05/01/32

1,975,244

450,000

(e) Wynn

Macau

Ltd

.625

08/26/28

441,962

1,100,000

(e) Wynn

Resorts

Finance

LLC

.250

03/15/33

1,088,559

TOTAL

CONSUMER

SERVICES

31,742,729

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.4%

3,505,000

(e) Albertsons

Cos,

Inc

.500

02/15/28

3,548,894

780,000

(e) Albertsons

Cos,

Inc

.500

03/31/31

771,164

500,000

(e) Albertsons

Cos,

Inc

.250

03/15/33

503,353

1,560,000

(e) Albertsons

Cos,

Inc

.750

03/31/34

1,526,220

1,525,000

Kroger

Co

.000

09/15/34

1,505,728

2,200,000

Kroger

Co

.500

09/15/54

2,043,092

975,000

SYSCO

Corp

.400

03/23/35

967,910

2,250,000

SYSCO

Corp

.150

12/14/51

1,386,356

785,000

(e) US

Foods,

Inc

.875

09/15/28

802,314

2,375,000

Walmart,

Inc

.500

09/22/41

1,703,143

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.4%

(continued)

$

1,150,000

(h) Walmart,

Inc

.500

%

04/15/53

$

995,188

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

15,753,362

ENERGY

-

3.4%

2,000,000

(e) Antero

Midstream

Partners

LP

.625

02/01/32

2,044,078

900,000

(e) Antero

Midstream

Partners

LP

.750

10/15/33

890,016

375,000

(e) Archrock

Partners

LP

.250

04/01/28

375,000

1,580,000

(e) Archrock

Partners

LP

.625

09/01/32

1,611,055

855,000

(e) ARCHROCK

SERVICES

.000

02/01/34

846,504

1,525,000

(e) Azule

Energy

Finance

PLC

.625

01/22/33

1,533,824

4,100,000

BP

Capital

Markets

America,

Inc

.227

11/17/34

4,184,226

400,000

(e) Buckeye

Partners

LP

.750

02/01/30

412,804

3,750,000

Cheniere

Energy

Partners

LP

.000

03/01/31

3,599,717

2,750,000

Cheniere

Energy

Partners

LP

.250

01/31/32

2,506,377

3,100,000

Cheniere

Energy

Partners

LP

.550

10/30/35

3,156,880

280,000

(e) Chord

Energy

Corp

.000

10/01/30

283,716

2,000,000

(e) Chord

Energy

Corp

.750

03/15/33

2,064,884

1,750,000

(e) Civitas

Resources,

Inc

.750

07/01/31

1,829,261

1,475,000

(e) CNX

Resources

Corp

.250

03/01/32

1,519,923

1,270,000

(e) CNX

Resources

Corp

.875

03/01/34

1,236,823

335,000

(e) CVR

Energy,

Inc

.500

02/15/31

337,501

1,790,000

(e) DT

Midstream,

Inc

.125

06/15/29

1,752,339

1,490,000

(e) DT

Midstream,

Inc

.375

06/15/31

1,436,259

1,600,000

Ecopetrol

S.A.

.875

04/29/30

1,601,534

2,275,000

Ecopetrol

S.A.

.625

11/02/31

2,021,860

300,000

Ecopetrol

S.A.

.875

01/13/33

315,758

1,500,000

(e) Empresa

Nacional

del

Petroleo

.450

09/16/31

1,359,329

3,450,000

Enbridge,

Inc

.700

03/08/33

3,573,808

2,340,000

Enbridge,

Inc

.500

01/15/84

2,632,680

897,000

(e) Energean

Israel

Finance

Ltd,

Reg

S

.375

03/30/28

861,178

1,450,000

(e) Energean

Israel

Finance

Ltd,

Reg

S

.500

09/30/33

1,488,788

1,600,000

Energy

Transfer

LP

.350

01/15/36

1,588,888

600,000

Energy

Transfer

LP

.400

10/01/47

533,161

2,700,000

Energy

Transfer

LP

.000

05/15/50

2,240,667

2,150,000

Energy

Transfer

LP

.950

05/15/54

2,016,004

3,900,000

(f) Energy

Transfer

LP

.125

N/A

3,969,518

2,105,000

Enterprise

Products

Operating

LLC

.200

01/31/50

1,673,098

1,225,000

Enterprise

Products

Operating

LLC

.300

02/15/53

809,339

850,000

(e) EQT

Corp

.125

05/15/26

848,290

708,000

EQT

Corp

.500

01/15/29

706,344

3,650,000

Expand

Energy

Corp

.700

01/15/35

3,707,125

1,979,670

(e) Galaxy

Pipeline

Assets

Bidco

Ltd

.160

03/31/34

1,756,239

2,750,000

(e) Galaxy

Pipeline

Assets

Bidco

Ltd

.625

03/31/36

2,339,458

490,000

Genesis

Energy

LP

.250

01/15/29

506,315

500,000

Genesis

Energy

LP

.875

05/15/32

514,205

450,000

(e) Hilcorp

Energy

I

LP

.750

02/01/29

443,705

1,000,000

(e) Hilcorp

Energy

I

LP

.000

04/15/30

973,364

450,000

(e) Hilcorp

Energy

I

LP

.000

02/01/31

437,369

3,000,000

(e) Hilcorp

Energy

I

LP

.375

11/01/33

3,129,996

1,800,000

(e) Indika

Energy

Tbk

PT

.750

05/07/29

1,778,125

1,500,000

(e) KazMunayGas

National

Co

JSC

.375

04/24/30

1,515,041

2,000,000

(e),(h)

KazMunayGas

National

Co

JSC

.500

04/14/33

1,793,567

2,000,000

(e) Kinetik

Holdings

LP

.625

12/15/28

2,033,846

1,070,000

(e) Kodiak

Gas

Services

LLC

.250

02/15/29

1,108,579

765,000

(e) Kodiak

Gas

Services

LLC

.875

04/01/31

768,789

440,000

(e) Kodiak

Gas

Services

LLC

.500

10/01/33

444,753

685,000

(e) Kodiak

Gas

Services

LLC

.750

10/01/35

695,900

1,075,000

(e),(h)

Kosmos

Energy

Ltd

.750

10/01/31

937,615

2,200,000

Marathon

Petroleum

Corp

.800

04/01/28

2,174,333

4,150,000

Marathon

Petroleum

Corp

.750

09/15/44

3,528,351

1,650,000

(h) Marathon

Petroleum

Corp

.000

09/15/54

1,382,686

400,000

(e) Matador

Resources

Co

.250

04/15/33

400,376

520,000

(e) Matador

Resources

Co

.000

04/15/34

516,712

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.4%

(continued)

$

1,500,000

(e) Medco

Maple

Tree

Pte

Ltd

.960

%

04/27/29

$

1,540,942

485,000

(e) Midwest

Connector

Capital

Co

LLC

.625

04/01/29

482,500

2,275,000

MPLX

LP

.650

08/15/30

2,096,933

2,375,000

Occidental

Petroleum

Corp

.500

08/15/29

2,276,271

900,000

ONEOK,

Inc

.700

11/01/54

821,094

1,210,000

(e) Permian

Resources

Operating

LLC

.000

01/15/32

1,252,949

2,760,000

(e) Pertamina

Hulu

Energi

PT

.250

05/21/30

2,766,692

2,000,000

(e) Pertamina

Persero

PT

.300

02/09/31

1,756,388

4,150,000

Petrobras

Global

Finance

BV

.250

01/10/36

4,053,886

2,000,000

Petroleos

Mexicanos

.950

01/28/31

1,912,146

3,300,000

Petroleos

Mexicanos

.700

02/16/32

3,229,645

1,850,000

(e) Petronas

Capital

Ltd

.340

04/03/35

1,899,044

715,000

Phillips

Co

.680

02/15/45

602,174

1,500,000

(e) Raizen

Fuels

Finance

S.A.

.700

01/17/35

821,250

2,675,000

(e) Saudi

Arabian

Oil

Co

.250

11/24/30

2,359,152

1,568,000

(e) SIERRACOL

EN

AND

.000

11/14/30

1,560,160

705,000

(e) SM

Energy

Co

.625

04/15/34

703,008

2,235,000

(e) Sunoco

LP

.000

05/01/29

2,292,569

1,150,000

Sunoco

LP

.500

05/15/29

1,121,391

2,000,000

(e) Sunoco

LP

.500

10/01/29

1,932,565

1,260,000

(e) Sunoco

LP

.625

05/01/30

1,212,585

500,000

(e) Sunoco

LP

.625

03/31/31

497,707

500,000

(e) Sunoco

LP

.875

03/15/34

494,477

3,300,000

TotalEnergies

Capital

International

S.A.

.127

05/29/50

2,181,851

900,000

TotalEnergies

Capital

S.A.

.488

04/05/54

863,943

2,000,000

TransCanada

Trust

.500

09/15/79

1,982,645

777,000

(e) Transocean,

Inc

.750

02/15/30

808,230

1,415,000

(e) USA

Compression

Partners

LP

.125

03/15/29

1,447,794

400,000

(e) USA

Compression

Partners

LP

.250

10/01/33

398,742

2,000,000

(e) Venture

Global

Calcasieu

Pass

LLC

.125

08/15/31

1,855,211

2,205,000

(e) Venture

Global

LNG,

Inc

.125

06/01/28

2,255,100

3,000,000

(e) Venture

Global

LNG,

Inc

.875

02/01/32

3,221,964

550,000

(e) Venture

Global

Plaquemines

LNG

LLC

.125

12/15/30

565,634

635,000

(e) Venture

Global

Plaquemines

LNG

LLC

.500

01/15/34

661,952

3,075,000

Williams

Cos,

Inc

.650

03/15/33

3,175,684

TOTAL

ENERGY

149,852,158

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.1%

2,050,000

Agree

LP

.000

06/15/28

1,941,267

1,000,000

American

Homes

Rent

LP

.250

03/15/35

985,041

475,000

American

Tower

Corp

.375

10/15/26

472,224

1,200,000

American

Tower

Corp

.600

01/15/28

1,182,091

1,480,000

American

Tower

Corp

.800

08/15/29

1,444,542

4,100,000

American

Tower

Corp

.900

01/15/30

3,848,169

825,000

American

Tower

Corp

.100

06/15/30

742,470

1,390,000

American

Tower

Corp

.875

10/15/30

1,226,767

2,400,000

American

Tower

Corp

.400

01/31/35

2,421,701

4,025,000

American

Tower

Corp

.350

03/15/35

4,051,110

813,284

(e) CFE

Fibra

E

.875

09/23/40

789,951

2,375,000

Essential

Properties

LP

.950

07/15/31

2,139,325

1,890,000

Essex

Portfolio

LP

.000

01/15/30

1,780,599

2,475,000

Essex

Portfolio

LP

.375

04/01/35

2,495,556

1,850,000

GLP

Capital

LP

.000

01/15/30

1,775,724

3,225,000

Healthcare

Realty

Holdings

LP

.500

08/01/26

3,214,181

1,500,000

Healthcare

Realty

Holdings

LP

.625

01/15/28

1,469,363

3,055,000

Healthcare

Realty

Holdings

LP

.100

02/15/30

2,875,431

525,000

Healthcare

Realty

Holdings

LP

.400

03/15/30

479,149

550,000

Healthcare

Realty

Holdings

LP

.050

03/15/31

477,369

375,000

Highwoods

Realty

LP

.875

03/01/27

372,808

725,000

Highwoods

Realty

LP

.125

03/15/28

714,599

700,000

Highwoods

Realty

LP

.200

04/15/29

680,657

3,369,000

Highwoods

Realty

LP

.600

02/01/31

2,978,493

3,845,000

(e) Iron

Mountain,

Inc

.000

02/15/29

3,918,866

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.1%

(continued)

$

600,000

(e) Millrose

Properties,

Inc

.250

%

09/15/32

$

588,965

3,375,000

MPT

Operating

Partnership

LP

.500

03/15/31

2,205,259

345,000

(e) MPT

Operating

Partnership

LP

.500

02/15/32

349,765

995,000

(e) RHP

Hotel

Properties

LP

.750

03/15/34

981,920

808,000

(e) Trust

2401

.869

01/15/30

778,007

417,000

(e) Trust

Fibra

Uno

.869

01/15/30

400,071

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

49,781,440

FINANCIAL

SERVICES

-

3.0%

5,050,000

AerCap

Ireland

Capital

DAC

.000

10/29/28

4,861,052

1,950,000

(e) Banco

BTG

Pactual

S.A.

.500

01/27/31

1,883,700

4,690,000

Block,

Inc

.500

05/15/32

4,732,824

360,000

(e) Block,

Inc

.000

08/15/33

354,054

75,000

Capital

One

Financial

Corp

.750

03/09/27

74,559

3,940,000

(f),(h)

Capital

One

Financial

Corp

.950

N/A

3,883,106

617,622

(e) Compass

Group

Diversified

Holdings

LLC

.250

04/15/29

574,378

1,210,000

Corebridge

Financial,

Inc

.050

09/15/33

1,264,873

1,575,000

Corebridge

Financial,

Inc

.750

01/15/34

1,615,445

3,400,000

(f),(g)

Deutsche

Bank

AG.,

Reg

S

.130

N/A

3,500,127

1,625,000

Discover

Bank

.450

07/27/26

1,619,863

1,375,000

Discover

Bank

.700

02/06/30

1,282,952

1,665,000

(e) Encore

Capital

Group,

Inc

.625

04/15/31

1,656,675

1,705,000

(e) FirstCash,

Inc

.875

03/01/32

1,737,767

8,200,000

Goldman

Sachs

Group,

Inc

.482

08/23/28

8,199,845

3,000,000

Goldman

Sachs

Group,

Inc

.330

07/23/35

3,010,160

1,050,000

Goldman

Sachs

Group,

Inc

.411

04/23/39

940,358

1,625,000

Goldman

Sachs

Group,

Inc

.210

04/22/42

1,204,905

1,450,000

Goldman

Sachs

Group,

Inc

.436

02/24/43

1,091,088

4,200,000

(f) Goldman

Sachs

Group,

Inc

.850

N/A

4,281,115

4,925,000

(f) Goldman

Sachs

Group,

Inc

.500

N/A

5,141,547

1,818,000

HA

Sustainable

Infrastructure

Capital,

Inc

.000

06/01/56

1,881,234

35,714

(b),(e)

Hestia

Re

Ltd,

(TSFR1M

+

0.100%)

.640

04/22/29

17,857

925,000

Icahn

Enterprises

LP

.250

05/15/27

906,414

3,850,000

Icahn

Enterprises

LP

.375

02/01/29

3,285,437

3,000,000

(e) Indian

Railway

Finance

Corp

Ltd

.800

02/10/31

2,740,623

2,500,000

(e) Jane

Street

Group

.125

11/01/32

2,472,222

715,000

(e) Jane

Street

Group

.750

05/01/33

725,416

908,600

(e) Minejesa

Capital

BV

.625

08/10/30

897,261

1,000,000

(e) Minejesa

Capital

BV

.625

08/10/37

953,695

6,625,000

Morgan

Stanley

.125

07/27/26

6,602,118

1,480,000

Morgan

Stanley

.950

04/23/27

1,471,228

6,525,000

Morgan

Stanley

.708

03/12/32

6,481,067

4,000,000

Morgan

Stanley

.250

04/21/34

4,012,490

3,200,000

Morgan

Stanley

.424

07/21/34

3,246,910

2,000,000

Morgan

Stanley

.831

04/19/35

2,076,376

3,125,000

Morgan

Stanley

.320

07/19/35

3,135,838

5,275,000

Morgan

Stanley

.664

04/17/36

5,402,984

2,225,000

(e) Muthoot

Finance

Ltd

.375

04/23/29

2,211,134

1,875,000

(e) Muthoot

Finance

Ltd

.750

08/04/30

1,799,042

2,000,000

(h) Navient

Corp

.500

03/15/29

1,833,104

1,345,000

OneMain

Finance

Corp

.500

01/15/27

1,319,599

1,145,000

OneMain

Finance

Corp

.125

05/15/30

1,119,628

2,000,000

OneMain

Finance

Corp

.125

11/15/31

1,981,593

549,000

OneMain

Finance

Corp

.500

03/15/33

524,803

350,000

(e) PennyMac

Financial

Services,

Inc

.875

12/15/29

358,038

400,000

(e) PennyMac

Financial

Services,

Inc

.875

05/15/32

385,997

1,200,000

(e) Perusahaan

Penerbit

SBSN

Indonesia

III

.500

12/01/30

1,177,536

2,375,000

(e),(h)

Power

Finance

Corp

Ltd

.950

04/23/30

2,294,017

1,065,000

(e) Rocket

Cos,

Inc

.125

08/01/30

1,074,827

1,125,000

(e) Rocket

Cos,

Inc

.375

08/01/33

1,137,087

2,000,000

(e) Rocket

Mortgage

LLC

.000

10/15/33

1,792,734

1,350,000

Springleaf

Finance

Corp

.375

11/15/29

1,301,823

815,000

(e) Starwood

Property

Trust,

Inc

.500

07/01/30

832,334

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.0%

(continued)

$

3,750,000

(f) State

Street

Corp

.700

%

N/A

$

3,810,382

1,000,000

(e) SURA

Asset

Management

S.A.

.350

05/13/32

1,050,210

2,100,000

(e) UBS

Group

AG.

.179

02/11/43

1,542,113

2,100,000

(e),(f),(g)

UBS

Group

AG.

.250

N/A

2,365,102

800,000

(e) UWM

Holdings

LLC

.625

02/01/30

754,537

2,000,000

(e),(h)

VistaJet

Malta

Finance

plc

.375

02/01/30

1,727,217

665,000

(e) Walker

&

Dunlop,

Inc

.625

04/01/33

650,158

800,000

(e) WEX,

Inc

.500

03/15/33

783,657

TOTAL

FINANCIAL

SERVICES

133,046,235

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

7,050,000

Anheuser-Busch

Cos

LLC

.700

02/01/36

6,866,509

4,240,000

Anheuser-Busch

Cos

LLC

.900

02/01/46

3,820,969

1,700,000

(e) Arcor

SAIC

.600

07/31/33

1,733,116

2,700,000

(e) Cia

Cervecerias

Unidas

S.A.

.350

01/19/32

2,421,066

1,350,000

(e) Gruma

SAB

de

C.V.

.390

12/09/34

1,341,496

2,500,000

(e) MARB

BondCo

plc

.950

01/29/31

2,214,118

2,450,000

(e) Mars,

Inc

.200

03/01/35

2,473,326

2,200,000

(e) Mars,

Inc

.650

05/01/45

2,172,536

1,750,000

(e) Mars,

Inc

.700

05/01/55

1,706,377

4,000,000

Philip

Morris

International,

Inc

.250

02/13/34

4,073,205

680,000

(e) Post

Holdings,

Inc

.250

02/15/32

687,030

2,000,000

(e) Post

Holdings,

Inc

.375

03/01/33

1,970,285

165,000

(e) Post

Holdings,

Inc

.250

10/15/34

161,569

785,000

(e) Post

Holdings,

Inc

.500

03/15/36

768,767

1,500,000

(e) Primo

Water

Holdings,

Inc

.375

04/30/29

1,457,627

1,800,000

(e) Ulker

Biskuvi

Sanayi

AS.

.875

07/08/31

1,816,096

1,305,000

(e) Viking

Baked

Goods

Acquisition

Corp

.625

11/01/31

1,291,316

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

36,975,408

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.5%

1,600,000

Cardinal

Health,

Inc

.750

11/15/54

1,563,012

1,250,000

(e) CHS

.250

05/15/30

1,178,103

430,000

(e) Concentra

Escrow

Issuer

Corp

.875

07/15/32

444,562

3,375,000

CVS

Health

Corp

.450

09/15/35

3,388,124

14,375,000

CVS

Health

Corp

.050

03/25/48

12,333,786

2,000,000

(e) DaVita,

Inc

.625

06/01/30

1,923,030

2,000,000

(e) DaVita,

Inc

.875

09/01/32

2,048,854

1,845,000

(e) DaVita,

Inc

.750

07/15/33

1,876,647

4,630,000

Encompass

Health

Corp

.500

02/01/28

4,588,901

355,000

(e) Global

Medical

Response,

Inc

.375

10/01/32

368,646

9,000,000

HCA,

Inc

.500

09/01/30

8,546,770

2,075,000

HCA,

Inc

.625

03/15/32

1,928,289

5,200,000

HCA,

Inc

.200

03/01/55

5,150,829

3,500,000

(e) Hologic,

Inc

.250

02/15/29

3,493,919

1,975,000

(e) IQVIA,

Inc

.250

06/01/32

2,005,595

1,165,000

(e) Molina

Healthcare,

Inc

.500

02/15/31

1,145,318

800,000

(e) Molina

Healthcare,

Inc

.250

01/15/33

775,672

375,000

Tenet

Healthcare

Corp

.625

06/15/28

371,643

2,380,000

Tenet

Healthcare

Corp

.125

10/01/28

2,385,532

5,600,000

Tenet

Healthcare

Corp

.375

01/15/30

5,424,030

850,000

(e),(h)

Tenet

Healthcare

Corp

.000

11/15/33

860,069

3,625,000

UnitedHealth

Group,

Inc

.300

05/15/31

3,249,035

950,000

UnitedHealth

Group,

Inc

.150

07/15/34

958,100

1,085,000

UnitedHealth

Group,

Inc

.750

10/15/47

802,459

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

66,810,925

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

4,925,000

Haleon

US

Capital

LLC

.625

03/24/32

4,627,760

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,627,760

INSURANCE

-

2.0%

2,550,000

(e) Acrisure

LLC

.250

02/15/29

2,406,791

700,000

(e) Acrisure

LLC

.750

07/01/32

674,536

53,000

Aflac,

Inc

.450

08/15/40

57,186

825,000

(e) Alliant

Holdings

Intermediate

LLC

.250

10/15/27

808,547

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

2.0%

(continued)

$

4,360,000

(e) Alliant

Holdings

Intermediate

LLC

.750

%

04/15/28

$

4,383,762

2,000,000

(e) Alliant

Holdings

Intermediate

LLC

.500

10/01/31

1,963,895

1,250,000

Aon

Corp

.800

05/15/30

1,163,868

1,450,000

Aon

Corp

.350

02/28/33

1,484,982

2,375,000

(e) Ardonagh

Finco

Ltd

.750

02/15/31

2,402,828

810,000

Arthur

J

Gallagher

&

Co

.550

02/15/55

756,149

500,000

(e) Asurion

LLC

.000

12/31/32

518,724

1,090,000

(e) Asurion

LLC

.375

02/01/34

1,058,240

3,895,000

Berkshire

Hathaway

Finance

Corp

.850

10/15/50

2,444,954

400,000

Berkshire

Hathaway

Finance

Corp

.850

03/15/52

301,909

525,000

Brown

&

Brown,

Inc

.550

06/23/35

524,303

1,690,000

(e) Five

Corners

Funding

Trust

II

.850

05/15/30

1,574,306

7,425,000

Hartford

Financial

Services

Group,

Inc

.800

08/19/29

7,030,856

250,000

Hartford

Financial

Services

Group,

Inc

.300

04/15/43

209,949

850,000

Hartford

Financial

Services

Group,

Inc

.900

09/15/51

526,777

2,755,000

(e) HUB

International

Ltd

.250

06/15/30

2,822,233

1,521,000

(e) Liberty

Mutual

Group,

Inc

.569

02/01/29

1,513,190

1,750,000

(e) Liberty

Mutual

Group,

Inc

.951

10/15/50

1,270,138

3,575,000

(e) Omnis

Funding

Trust

.722

05/15/55

3,614,051

3,250,000

(e) Panther

Escrow

Issuer

LLC

.125

06/01/31

3,260,917

2,000,000

(e) Principal

Financial

Group,

Inc

.111

02/15/28

1,981,651

500,000

Principal

Financial

Group,

Inc

.125

06/15/30

451,409

2,200,000

Prudential

Financial,

Inc

.200

03/14/35

2,216,961

4,000,000

Prudential

Financial,

Inc

.125

03/01/52

3,827,500

2,350,000

Prudential

Financial,

Inc

.500

03/15/54

2,407,218

3,825,000

Reinsurance

Group

of

America,

Inc

.750

09/15/34

3,885,509

2,350,000

RenaissanceRe

Holdings

Ltd

.800

04/01/35

2,403,606

985,000

(e) Ryan

Specialty

LLC

.875

08/01/32

973,539

900,000

(e) Swiss

Re

Finance

Luxembourg

S.A.

.000

04/02/49

889,437

5,875,000

UnitedHealth

Group,

Inc

.625

07/15/54

5,599,309

1,500,000

(b),(e)

Vitality

Re

XIV

Ltd,

(UTIXX

+

3.500%)

.812

01/05/27

1,516,350

1,850,000

(b),(e)

Vitality

Re

XV

Ltd,

(UTIXX

+

2.500%)

.000

01/07/28

1,864,800

8,500,000

(b),(e)

Vitality

Re

XVI

Ltd,

(3-Month

U.S.

Treasury

Bill

+

1.750%)

.049

01/08/29

8,443,050

1,000,000

(b),(e)

Vitality

Re

XVII

Ltd

.000

01/08/30

998,600

7,000,000

(e) Wynnton

Funding

Trust

.251

08/15/35

6,881,098

TOTAL

INSURANCE

87,113,128

MATERIALS

-

1.4%

825,000

(e) Alpek

SAB

de

C.V.

.250

02/25/31

692,174

270,000

Amcor

Flexibles

North

America,

Inc

.100

09/15/26

268,569

1,200,000

Amcor

Flexibles

North

America,

Inc

.630

06/19/30

1,104,206

3,700,000

Amcor

Flexibles

North

America,

Inc

.690

05/25/31

3,326,964

2,300,000

AngloGold

Ashanti

Holdings

plc

.375

11/01/28

2,210,821

1,400,000

(e) Antofagasta

plc

.250

05/02/34

1,461,883

950,000

(e) Antofagasta

plc

.625

09/09/35

938,551

1,445,000

(e) Arsenal

AIC

Parent

LLC

.000

10/01/30

1,504,486

400,000

(e) Avient

Corp

.250

11/01/31

402,794

2,425,000

Ball

Corp

.875

08/15/30

2,207,179

3,125,000

Berry

Global,

Inc

.650

01/15/27

3,059,606

1,350,000

(e) Celulosa

Arauco

y

Constitucion

S.A.

.180

05/05/32

1,338,699

2,600,000

(e),(f)

Cemex

SAB

de

C.V.

.200

N/A

2,632,500

1,500,000

Commercial

Metals

Co

.125

01/15/30

1,429,062

1,090,000

(e) Commercial

Metals

Co

.000

12/15/35

1,074,572

2,000,000

(e) Corp

Nacional

del

Cobre

de

Chile

.150

01/14/30

1,875,762

4,200,000

(e) Corp

Nacional

del

Cobre

de

Chile

.330

01/13/35

4,377,240

1,050,000

(e) Corp

Nacional

del

Cobre

de

Chile

.440

01/26/36

1,106,519

2,500,000

(e) Klabin

Austria

GmbH

.750

04/03/29

2,509,750

2,000,000

(e) Kraton

Corp

.000

07/15/27

2,015,500

725,000

(e) LD

Celulose

International

GmbH

.950

01/26/32

745,061

2,000,000

(e) Mineral

Resources

Ltd

.000

11/01/27

2,025,538

1,325,000

(e) Mineral

Resources

Ltd

.250

10/01/28

1,372,862

120,000

(e) Mineral

Resources

Ltd

.000

04/01/31

122,630

2,500,000

Nutrien

Ltd

.950

05/13/30

2,343,033

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

1.4%

(continued)

$

1,000,000

(e) OCP

S.A.

.100

%

04/30/30

$

1,015,674

1,100,000

(e) OCP

S.A.

.750

06/23/31

999,291

1,075,000

(e) OCP

S.A.

.750

05/02/34

1,118,341

855,000

(e) Olin

Corp

.625

04/01/33

836,383

1,150,000

(e) Orbia

Advance

Corp

SAB

de

C.V.

.800

05/13/30

1,130,220

1,665,000

(e) Qnity

Electronics,

Inc

.750

08/15/32

1,666,983

535,000

(e) Qnity

Electronics,

Inc

.250

08/15/33

540,958

1,000,000

Sasol

Financing

USA

LLC

.500

03/18/31

901,975

2,675,000

(e),(i)

Sasol

Financing

USA

LLC

.750

04/10/33

2,659,218

670,000

(e) Sealed

Air

Corp

.125

02/01/28

678,396

600,000

(e) Sealed

Air

Corp

.250

02/15/31

629,175

1,280,000

(e) Sealed

Air

Corp

.500

07/15/32

1,342,668

345,000

(e) Solstice

Advanced

Materials,

Inc

.625

09/30/33

340,185

1,500,000

Suzano

Austria

GmbH

.125

01/15/32

1,319,132

2,580,000

Suzano

Netherlands

BV

.500

01/15/36

2,496,150

2,100,000

(e) UltraTech

Cement

Ltd

.800

02/16/31

1,915,523

820,000

(e) Volcan

Cia

Minera

SAA

.500

10/28/32

831,398

TOTAL

MATERIALS

62,567,631

MEDIA

&

ENTERTAINMENT

-

1.4%

8,325,000

Alphabet,

Inc

.100

02/15/31

8,267,150

1,846,000

(e) CCO

Holdings

LLC

.125

05/01/27

1,843,912

1,800,000

(e) CCO

Holdings

LLC

.500

08/15/30

1,682,062

1,265,000

(e) CCO

Holdings

LLC

.000

02/01/33

1,268,484

1,760,000

(e) CCO

Holdings

LLC

.375

02/01/36

1,752,690

4,550,000

Charter

Communications

Operating

LLC

.550

06/01/34

4,723,600

1,750,000

Charter

Communications

Operating

LLC

.850

12/01/35

1,721,277

335,000

(e) DIRECTV

Financing

LLC

.000

02/15/31

341,978

985,000

(e) DIRECTV

Holdings

LLC

.875

08/15/27

983,962

1,200,000

(e) Gray

Media,

Inc

.250

08/15/33

1,209,205

1,800,000

(e) Gray

Television,

Inc

.500

07/15/29

1,912,771

1,000,000

Grupo

Televisa

SAB

.125

01/31/46

709,630

1,275,000

Lamar

Media

Corp

.750

02/15/28

1,240,092

3,000,000

Lamar

Media

Corp

.875

01/15/29

2,964,259

1,000,000

Lamar

Media

Corp

.000

02/15/30

954,243

825,000

Lamar

Media

Corp

.625

01/15/31

763,441

1,145,000

(e) McGraw-Hill

Education,

Inc

.375

09/01/31

1,166,511

4,725,000

Meta

Platforms,

Inc

.875

11/15/35

4,635,421

4,625,000

Meta

Platforms,

Inc

.625

11/15/55

4,335,430

670,000

(e) Neptune

Bidco

US,

Inc

.500

02/15/33

650,060

3,155,000

(e) Nexstar

Media,

Inc

.500

09/15/33

3,179,038

1,385,000

(e),(i)

Nexstar

Media,

Inc

.250

04/15/34

1,389,123

2,000,000

(e),(i)

OAK-Eagle

Acquireco,

Inc

.250

07/01/33

2,072,189

665,000

(e),(i)

OAK-Eagle

Acquireco,

Inc

.750

07/01/34

696,183

2,725,000

(e) Sirius

XM

Radio,

Inc

.000

07/15/28

2,630,336

1,575,000

(e) Sirius

XM

Radio,

Inc

.125

07/01/30

1,474,715

500,000

(e),(h)

Sirius

XM

Radio,

Inc

.875

09/01/31

453,959

3,000,000

(e) Sunrise

FinCo

I

BV

.875

07/15/31

2,856,120

1,230,000

Time

Warner

Cable

LLC

.875

11/15/40

1,114,670

475,000

Time

Warner

Cable

LLC

.500

09/15/42

356,700

1,275,000

(e) Univision

Communications,

Inc

.500

05/01/29

1,197,852

1,000,000

(e) VZ

Secured

Financing

BV

.000

01/15/32

857,196

1,413,000

(e) Ziff

Davis,

Inc

.625

10/15/30

1,332,271

TOTAL

MEDIA

&

ENTERTAINMENT

62,736,530

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.7%

2,350,000

Amgen,

Inc

.850

02/19/36

2,308,947

11,800,000

Amgen,

Inc

.650

03/02/53

11,428,798

3,300,000

Augusta

SpinCo

Corp

.656

03/23/31

3,284,878

1,500,000

(e) Avantor

Funding,

Inc

.625

07/15/28

1,464,020

2,040,000

(e) Avantor

Funding,

Inc

.875

11/01/29

1,913,914

780,000

(e) BioMarin

Pharmaceutical,

Inc

.500

01/31/34

767,954

600,000

Gilead

Sciences,

Inc

.600

10/01/40

434,276

1,200,000

Novartis

Capital

Corp

.700

03/18/56

1,208,561

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.7%

(continued)

$

2,000,000

(e) Organon

Finance LLC

.125

%

04/30/28

$

1,940,707

3,150,000

(e) Organon

Finance LLC

.125

04/30/31

2,567,218

1,178,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

.150

10/01/26

1,166,289

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

28,485,562

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

1,850,000

(e) Cushman

&

Wakefield

US

Borrower

LLC

.750

05/15/28

1,852,671

1,400,000

Kennedy-Wilson,

Inc

.750

03/01/29

1,373,757

1,475,000

Kennedy-Wilson,

Inc

.000

03/01/31

1,471,525

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

4,697,953

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

3,900,000

Broadcom,

Inc

.600

07/15/30

3,919,402

3,000,000

Broadcom,

Inc

.469

04/15/34

2,701,315

2,350,000

Broadcom,

Inc

.800

10/15/34

2,314,413

8,558,000

(e) Broadcom,

Inc

.926

05/15/37

8,300,602

725,000

Broadcom,

Inc

.700

01/15/56

721,240

3,595,000

NVIDIA

Corp

.000

06/15/31

3,220,118

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

21,177,090

SOFTWARE

&

SERVICES

-

0.9%

1,600,000

Accenture

Capital,

Inc

.500

10/04/34

1,546,960

3,000,000

(e) Ahead

DB

Holdings

LLC

.625

05/01/28

2,934,415

9,650,000

AppLovin

Corp

.125

12/01/29

9,705,992

800,000

(e) ASGN,

Inc

.625

05/15/28

774,471

570,000

(e) Fair

Isaac

Corp

.000

05/15/33

559,296

2,270,000

(e) Gen

Digital,

Inc

.750

09/30/27

2,272,297

170,000

(e) Gen

Digital,

Inc

.250

04/01/33

165,260

1,149,000

Microsoft

Corp

.525

06/01/50

688,946

565,000

(e) Open

Text

Corp

.900

12/01/27

579,904

2,830,000

(e) Open

Text

Corp

.875

12/01/29

2,529,042

550,000

(e) Open

Text

Holdings,

Inc

.125

02/15/30

491,440

3,850,000

Oracle

Corp

.450

09/26/30

3,710,173

2,425,000

Oracle

Corp

.200

09/26/35

2,274,638

6,550,000

Oracle

Corp

.700

02/04/36

6,297,748

1,300,000

Roper

Technologies,

Inc

.400

09/15/27

1,243,696

4,100,000

Roper

Technologies,

Inc

.000

06/30/30

3,659,041

TOTAL

SOFTWARE

&

SERVICES

39,433,319

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

2,325,000

Alphabet,

Inc

.700

02/15/29

2,305,018

1,000,000

Apple,

Inc

.850

05/04/43

826,713

640,000

Apple,

Inc

.650

02/23/46

575,179

4,125,000

(e) Imola

Merger

Corp

.750

05/15/29

4,009,226

1,500,000

(e),(h)

Lenovo

Group

Ltd

.421

11/02/30

1,416,047

975,000

(e) Sensata

Technologies

BV

.000

04/15/29

940,836

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

10,073,019

TELECOMMUNICATION

SERVICES

-

2.2%

955,000

(e) APLD

ComputeCo

LLC

.750

03/15/31

948,047

7,325,000

AT&T,

Inc

.900

11/01/35

7,145,925

23,520,000

AT&T,

Inc

.550

09/15/55

15,296,520

3,855,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

.000

09/15/55

3,945,666

450,000

(e) Black

Pearl

Compute

LLC

.125

02/15/31

458,009

1,665,000

(e) C&W

Senior

Finance

Ltd

.000

01/15/33

1,681,916

1,225,000

(e) CT

Trust

.125

02/03/32

1,142,178

735,000

(e) Iliad

Holding

SAS

.000

04/15/32

735,881

893,000

(e) Iliad

Holding

SASU

.000

10/15/28

898,762

865,000

(e) Iliad

Holding

SASU

.500

04/15/31

905,061

1,200,000

(e) Level

Financing,

Inc

.875

06/30/33

1,221,985

2,160,000

(e) Level

Financing,

Inc

.000

03/31/34

2,210,945

1,000,000

(e) Level

Financing,

Inc

.500

01/15/36

1,043,412

1,362,000

(e) Liberty

Costa

Rica

Senior

Secured

Finance

.875

01/15/31

1,433,505

1,025,000

(e) Millicom

International

Cellular

S.A.

.375

04/02/32

1,037,750

220,000

(e) Sable

International

Finance

Ltd

.125

10/15/32

217,310

1,650,000

(e) Sitios

Latinoamerica

SAB

de

C.V.

.000

11/25/29

1,661,550

2,075,000

(e) Sitios

Latinoamerica

SAB

de

C.V.

.375

04/04/32

2,023,763

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

2.2%

(continued)

$

1,950,000

(e) STC

SUKUK

CO

II

Ltd

.489

%

01/15/31

$

1,902,954

970,000

(e) SV

RNO

Property

Owner LLC

.875

03/01/31

958,838

8,650,000

T-Mobile

USA,

Inc

.875

04/15/30

8,423,984

3,750,000

T-Mobile

USA,

Inc

.050

07/15/33

3,775,971

750,000

T-Mobile

USA,

Inc

.000

02/15/41

548,344

3,000,000

T-Mobile

USA,

Inc

.300

02/15/51

1,963,439

3,425,000

T-Mobile

USA,

Inc

.875

11/15/55

3,339,907

3,825,000

(e) Turk

Telekomunikasyon

AS.

.950

10/07/32

3,724,809

1,990,000

(e) Turkcell

Iletisim

Hizmetleri

AS.

.650

01/24/32

2,026,606

4,000,000

Verizon

Communications,

Inc

.780

02/15/35

3,871,560

11,400,000

Verizon

Communications,

Inc

.250

04/02/35

11,414,058

1,125,000

Verizon

Communications,

Inc

.875

11/30/55

1,094,257

2,835,000

(e) Vmed

O2

UK

Financing

I

plc

.750

07/15/31

2,439,138

6,000,000

Vodafone

Group

plc

.125

06/04/81

4,663,537

760,000

(e) Windstream

Escrow

LLC

.250

10/01/31

794,319

800,000

(e) Windstream

Services

LLC

.500

10/15/33

831,721

TOTAL

TELECOMMUNICATION

SERVICES

95,781,627

TRANSPORTATION

-

0.7%

3,600,000

(e) Adani

Ports

&

Special

Economic

Zone

Ltd

.100

02/02/31

3,158,689

1,400,000

(e) Aeropuerto

Internacional

de

Tocumen

S.A.

.000

08/11/41

1,162,434

2,000,000

(e) Aeropuertos

Dominicanos

Siglo

XXI

S.A.

.000

06/30/34

2,037,780

450,000

(e) Corp

Quiport

S.A.

.000

12/15/37

483,300

2,300,000

(e) ENA

Master

Trust

.000

05/19/48

1,805,155

1,110,000

(e) Genesee

&

Wyoming,

Inc

.250

04/15/32

1,123,264

2,100,000

(e) Grupo

Aeromexico

SAB

de

C.V.

.250

11/15/29

2,023,875

975,000

(e) Kingston

Airport

Revenue

Finance

Ltd

.750

12/15/36

965,250

581,458

(e) Lima

Metro

Line

Finance

Ltd

.350

04/05/36

551,228

2,260,000

(e) Misc

Capital

Two

Labuan

Ltd

.750

04/06/27

2,239,998

3,450,000

(e) Montego

Bay

Airport

Revenue

Finance

Ltd

.600

06/15/35

3,312,587

3,200,000

(e) Rumo

Luxembourg

Sarl

.200

01/18/32

2,812,000

640,000

(e) Stonepeak

Nile

Parent

LLC

.250

03/15/32

665,662

3,000,000

(e) Transnet

SOC

Ltd

.250

02/06/28

3,104,791

465,000

United

Airlines

Holdings,

Inc

.375

03/01/31

455,382

3,940,000

(e) XPO,

Inc

.250

06/01/28

3,988,730

TOTAL

TRANSPORTATION

29,890,125

UTILITIES

-

3.3%

2,030,000

(e) Adani

Electricity

Mumbai

Ltd

.867

07/22/31

1,780,108

350,000

AEP

Transmission

Co

LLC

.000

12/01/46

275,074

700,000

Alabama

Power

Co

.150

08/15/44

569,664

2,942,596

(e) Alfa

Desarrollo

S.p.A

.550

09/27/51

2,237,043

3,000,000

Ameren

Illinois

Co

.950

06/01/33

3,014,788

525,000

American

Water

Capital

Corp

.000

12/01/26

520,689

1,927,000

American

Water

Capital

Corp

.800

05/01/30

1,808,953

5,000,000

American

Water

Capital

Corp

.300

06/01/31

4,471,763

500,000

American

Water

Capital

Corp

.000

12/01/46

386,284

900,000

American

Water

Capital

Corp

.750

09/01/47

669,634

875,000

American

Water

Capital

Corp

.700

09/01/55

856,088

3,100,000

Atmos

Energy

Corp

.500

01/15/31

2,704,982

250,000

Atmos

Energy

Corp

.125

10/15/44

206,769

3,450,000

Atmos

Energy

Corp

.000

12/15/54

3,057,434

1,325,000

Baltimore

Gas

and

Electric

Co

.750

08/15/47

989,991

1,150,000

(e) Banco

Nacional

de

Comercio

Exterior

SNC

.875

05/07/30

1,175,530

850,000

(e) California

Buyer

Ltd

.375

02/15/32

830,513

725,000

CenterPoint

Energy

Houston

Electric

LLC

.000

03/01/32

660,994

1,100,000

CenterPoint

Energy

Houston

Electric

LLC

.850

04/01/36

1,077,222

525,000

(e) Clearway

Energy

Operating

LLC

.750

03/15/28

517,995

940,000

(e) Clearway

Energy

Operating

LLC

.750

01/15/34

923,738

3,000,000

CMS

Energy

Corp

.500

06/01/55

3,054,105

900,000

(e) Comision

Ejecutiva

Hidroelectrica

del

Rio

Lempa

.650

01/24/33

922,500

1,975,000

(e) Comision

Federal

de

Electricidad

.000

01/28/34

1,913,973

1,650,000

Commonwealth

Edison

Co

.750

09/01/51

993,572

740,000

Consumers

Energy

Co

.650

08/15/52

442,531

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.3%

(continued)

$

1,750,000

Consumers

Energy

Co

.200

%

09/01/52

$

1,382,895

1,411,125

(e) Continuum

Green

Energy

India

Pvt

.500

06/26/33

1,392,115

725,000

(e) ContourGlobal

Power

Holdings

S.A.

.750

02/28/30

733,149

3,025,000

Dominion

Energy,

Inc

.000

06/01/54

3,199,512

1,325,000

Dominion

Energy,

Inc

.625

05/15/55

1,345,283

750,000

DTE

Electric

Co

.650

03/01/52

542,766

1,875,000

DTE

Electric

Co

.400

04/01/53

1,787,304

1,100,000

DTE

Electric

Co

.850

05/15/55

1,107,233

1,150,000

DTE

Electric

Co

.550

03/01/56

1,111,880

5,000,000

Duke

Energy

Florida

LLC

.400

10/01/46

3,551,143

1,500,000

(e) Empresa

de

Transmision

Electrica

S.A.

.125

05/02/49

1,170,510

2,525,000

(e) Empresas

Publicas

de

Medellin

ESP

.250

07/18/29

2,343,554

2,350,000

(e) Energuate

Trust

.350

09/15/35

2,300,793

3,125,000

Enterprise

Products

Operating

LLC

.700

01/31/51

2,260,017

3,000,000

(e) Eskom

Holdings

SOC

Ltd

.450

08/10/28

3,140,100

1,900,000

Exelon

Corp

.500

03/15/55

1,937,169

2,225,000

(e) Ferrellgas

LP

.875

04/01/29

2,127,095

1,981,015

(e) FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

de

Banca

Multiple

.250

01/31/41

1,982,996

3,225,000

Florida

Power

&

Light

Co

.800

05/15/33

3,227,182

2,520,000

Florida

Power

&

Light

Co

.990

03/01/49

1,950,284

1,700,000

Florida

Power

&

Light

Co

.700

03/15/55

1,693,133

750,000

Indiana

Michigan

Power

Co

.750

07/01/47

553,796

1,140,000

Indiana

Michigan

Power

Co

.250

05/01/51

743,239

850,000

Indiana

Michigan

Power

Co

.600

03/15/56

819,881

2,000,000

(e) Israel

Electric

Corp

Ltd,

Reg

S

.250

08/14/28

1,960,049

775,000

MidAmerican

Energy

Co

.650

04/15/29

760,956

1,550,000

MidAmerican

Energy

Co

.650

08/01/48

1,135,778

2,300,000

MPLX

LP

.200

09/15/55

2,269,936

1,000,000

Nevada

Power

Co

.450

05/15/41

975,807

8,135,000

NiSource,

Inc

.700

02/15/31

7,069,984

1,175,000

NiSource,

Inc

.850

04/01/55

1,142,257

1,400,000

Northern

States

Power

Co

.600

09/15/47

1,034,382

1,955,000

(e) NRG

Energy,

Inc

.450

12/02/27

1,883,183

1,350,000

NRG

Energy,

Inc

.750

01/15/28

1,352,516

1,200,000

(e) NRG

Energy,

Inc

.000

02/01/33

1,200,306

960,000

(e) NRG

Energy,

Inc

.250

11/01/34

967,653

525,000

(e) ONEOK,

Inc

.625

01/15/28

531,728

600,000

(e) Pattern

Energy

Operations

LP

.500

08/15/28

585,873

825,000

PECO

Energy

Co

.000

09/15/49

535,881

2,325,000

PECO

Energy

Co

.800

06/15/50

1,437,162

1,500,000

(e) Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara

.450

02/03/36

1,434,020

4,000,000

PG&E

Corp

.375

03/15/55

4,025,658

50,000

Potomac

Electric

Power

Co

.900

12/15/38

61,379

550,000

Public

Service

Co

of

Colorado

.750

08/15/41

495,904

1,410,000

Public

Service

Co

of

Colorado

.050

09/15/49

1,082,153

1,700,000

Public

Service

Electric

and

Gas

Co

.900

12/15/32

1,721,780

4,000,000

Public

Service

Electric

and

Gas

Co

.450

03/01/54

3,819,578

1,819,982

(e) Solar

Star

Funding

LLC

.950

06/30/35

1,727,417

625,000

Southern

Co

Gas

Capital

Corp

.400

06/01/43

523,873

425,000

Southern

Co

Gas

Capital

Corp

.950

10/01/46

323,730

550,000

(e) Superior

Plus

LP

.500

03/15/29

525,756

2,815,000

(e) Talen

Energy

Supply

LLC

.625

06/01/30

2,953,152

2,075,000

(e) Talen

Energy

Supply

LLC

.250

02/01/34

2,051,881

1,575,000

(e) Talen

Energy

Supply

LLC

.500

02/01/36

1,585,916

2,000,000

(e) TerraForm

Power

Operating

LLC

.750

01/15/30

1,915,558

1,322,978

(e) UEP

Penonome

II

S.A.

.500

10/01/38

1,174,275

1,575,000

Union

Electric

Co

.450

03/15/53

1,488,634

975,000

Union

Electric

Co

.125

03/15/55

883,458

8,150,000

Virginia

Electric

and

Power

Co

.950

03/15/36

7,944,563

775,000

Virginia

Electric

and

Power

Co

.800

09/15/47

577,654

4,225,000

Williams

Cos,

Inc

.150

03/15/36

4,162,101

1,500,000

Wisconsin

Power

and

Light

Co

.950

04/01/33

1,505,177

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.3%

(continued)

$

850,000

Wisconsin

Power

and

Light

Co

.100

%

10/15/44

$

676,638

215,000

Xcel

Energy,

Inc

.800

09/15/41

189,963

TOTAL

UTILITIES

146,158,635

TOTAL

CORPORATE

BONDS

(Cost

$1,628,112,160)

1,575,799,622

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

41.2%

FOREIGN

GOVERNMENT

BONDS

-

3.2%

1,425,000

(e) Angolan

Government

International

Bond

.375

05/08/48

1,261,713

1,450,000

Argentina

Republic

Government

International

Bond

.500

07/09/41

964,975

900,000

(e) Bahamas

Government

International

Bond

.250

06/24/36

960,147

1,780,000

(e) Bank

Gospodarstwa

Krajowego

.375

05/22/33

1,801,678

EUR

1,575,000

(e) Banque

Ouest

Africaine

de

Developpement

.750

01/22/33

1,518,997

1,000,000

(e) Barbados

Government

International

Bond

.000

06/26/35

1,012,580

450,000

(e) Benin

Government

International

Bond

.960

02/13/38

441,475

1,000,000

(e) Benin

Government

International

Bond

.375

01/23/41

985,776

CLP

735,000,000

(e) Bonos

de

la

Tesoreria

de

la

Republica

en

pesos,

Reg

S

.000

04/01/33

815,944

BRL

12,300,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

.000

01/01/33

1,992,329

1,705,000

Brazilian

Government

International

Bond

.000

10/20/33

1,709,774

950,000

Brazilian

Government

International

Bond

.625

03/15/35

971,042

325,000

Brazilian

Government

International

Bond

.750

01/14/50

234,455

1,050,000

Brazilian

Government

International

Bond

.125

05/13/54

1,029,724

890,000

Brazilian

Government

International

Bond

.250

01/12/56

871,577

EUR

875,000

Chile

Government

International

Bond

.750

01/14/32

1,005,324

3,575,000

Chile

Government

International

Bond

.550

01/27/32

3,161,944

1,400,000

Chile

Government

International

Bond

.500

01/31/34

1,261,750

EUR

530,000

Chile

Government

International

Bond

.800

07/01/35

597,873

425,000

Colombia

Government

International

Bond

.125

01/21/31

417,563

975,000

Colombia

Government

International

Bond

.250

04/22/32

812,409

825,000

Colombia

Government

International

Bond

.000

11/14/35

863,395

1,000,000

Colombia

Government

International

Bond

.125

01/18/41

869,040

1,600,000

(e) Costa

Rica

Government

International

Bond

.000

04/04/44

1,684,336

600,000

(e) Dominican

Republic

Government

International

Bond

.875

09/23/32

552,240

3,850,000

(e) Dominican

Republic

Government

International

Bond

.875

01/30/60

3,213,595

1,400,000

(e) Dominican

Republic

International

Bond

.300

01/21/41

1,189,720

1,450,000

(e) Eagle

Funding

Luxco

Sarl

.500

08/17/30

1,457,613

1,350,000

(e) Ecuador

Government

International

Bond

.750

01/29/34

1,323,000

675,000

(e) Ecuador

Government

International

Bond

.250

01/29/39

661,500

650,162

(e) Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/35

572,260

188,000

(e) Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/40

147,110

1,500,000

(e) Egypt

Government

International

Bond

.053

01/15/32

1,416,239

2,475,000

(e) Egypt

Government

International

Bond

.500

01/31/47

2,134,600

2,250,000

(e) Egypt

Government

International

Bond

.875

05/29/50

1,984,254

1,375,000

(e) Export-Import

Bank

of

India

.875

02/01/28

1,358,723

2,000,000

(e) Export-Import

Bank

of

India

.250

01/13/31

1,782,420

465,850

(e) Ghana

Government

International

Bond

.000

07/03/29

443,583

940,600

(e) Ghana

Government

International

Bond

.000

07/03/35

801,087

2,075,000

(e) Guatemala

Government

International

Bond

.700

10/07/33

1,809,400

700,000

(e) Guatemala

Government

International

Bond

.650

10/07/41

583,933

1,250,000

(e) Honduras

Government

International

Bond

.625

06/24/30

1,235,625

2,450,000

(e) Honduras

Government

International

Bond

.625

11/27/34

2,745,936

710,000

(e) Hungary

Government

International

Bond

.125

05/22/28

726,448

1,250,000

(e) Hungary

Government

International

Bond

.375

09/26/30

1,257,012

425,000

(e) Hungary

Government

International

Bond

.125

09/22/31

360,151

750,000

(e) Hungary

Government

International

Bond

.500

03/26/36

731,166

225,000

Indonesia

Government

International

Bond

.550

03/31/32

208,344

875,000

Indonesia

Government

International

Bond

.600

01/15/35

890,261

1,025,000

Israel

Government

International

Bond

.500

01/13/31

1,003,512

2,125,000

(e) Ivory

Coast

Government

International

Bond

.075

04/01/36

2,157,467

1,000,000

(e) Ivory

Coast

Government

International

Bond

.750

02/25/41

878,129

1,250,000

(e) Jordan

Government

International

Bond

.750

11/12/32

1,202,994

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

875,000

(e) Jordan

Government

International

Bond

.375

%

10/10/47

$

821,491

1,000,000

(e) Kazakhstan

Government

International

Bond

.412

10/28/30

979,151

1,000,000

(e) Kazakhstan

Government

International

Bond

.500

07/01/37

1,004,915

MXN

23,900,000

Mexican

Bonos

.750

11/23/34

1,219,363

563,000

Mexico

Government

International

Bond

.850

07/02/32

565,027

1,250,000

Mexico

Government

International

Bond

.625

09/22/35

1,209,375

2,000,000

Mexico

Government

International

Bond

.125

02/09/38

1,949,000

1,859,000

Mexico

Government

International

Bond

.050

01/11/40

1,802,579

EUR

1,000,000

Mexico

Government

International

Bond

.375

05/16/40

1,118,588

3,000,000

Mexico

Government

International

Bond

.280

08/14/41

2,345,250

2,325,000

Mexico

Government

International

Bond

.000

04/27/51

1,815,709

2,500,000

Mexico

Government

International

Bond

.400

05/07/54

2,338,375

1,100,000

Mexico

Government

International

Bond

.375

05/13/55

1,155,330

2,575,000

(e) Morocco

Government

International

Bond

.500

12/11/42

2,361,138

525,000

(e) Morocco

Government

International

Bond

.000

12/15/50

359,614

1,250,000

(e) Nigeria

Government

International

Bond

.375

09/28/33

1,224,040

1,000,000

(e) Nigeria

Government

International

Bond

.375

12/09/34

1,145,581

1,000,000

(e) Nigeria

Government

International

Bond

.631

01/13/36

1,041,882

800,000

(e) Oman

Government

International

Bond

.000

08/01/29

822,071

2,275,000

(e) Oman

Government

International

Bond

.500

03/08/47

2,331,017

1,500,000

Oriental

Republic

of

Uruguay

.250

09/10/60

1,360,200

500,000

(e) Paraguay

Government

International

Bond

.000

02/09/36

517,800

1,475,000

(e) Paraguay

Government

International

Bond

.400

03/30/50

1,308,325

350,000

(e) Paraguay

Government

International

Bond

.650

03/04/55

363,090

780,000

Peruvian

Government

International

Bond

.875

08/08/54

750,945

3,040,000

Philippine

Government

International

Bond

.200

03/29/47

2,423,970

1,633,633

(e) Provincia

de

Buenos

Aires

(Step

Bond)

.625

09/01/37

1,229,309

1,600,000

(e) Republic

of

Azerbaijan

International

Bond

.500

09/01/32

1,473,489

5,000,000

Republic

of

Italy

Government

International

Bond

.000

10/17/49

3,805,180

PLN

5,425,000

Republic

of

Poland

Government

International

Bond

.000

10/25/33

1,494,085

3,248,000

Republic

of

Poland

Government

International

Bond

.500

04/04/53

3,006,491

ZAR

27,050,000

Republic

of

South

Africa

Government

Bond

.500

01/31/37

1,491,494

1,500,000

(e) Republic

of

South

Africa

Government

International

Bond

.100

11/19/36

1,532,122

ZAR

9,300,000

Republic

of

South

Africa

Government

International

Bond

.750

01/31/44

496,393

2,150,000

Republic

of

South

Africa

Government

International

Bond

.375

07/24/44

1,676,288

UGX

2,700,000,000

Republic

of

Uganda

Government

Bonds

.250

06/22/34

670,756

UGX

5,780,000,000

Republic

of

Uganda

Government

Bonds

.800

06/23/39

1,511,682

UZS

5,990,000,000

(e) Republic

of

Uzbekistan

International

Bond

.625

05/29/27

518,155

1,000,000

(e) Republic

of

Uzbekistan

International

Bond

.700

11/25/30

908,894

750,000

(e) Romanian

Government

International

Bond

.875

01/30/29

755,174

RON

5,900,000

Romanian

Government

International

Bond

.000

04/29/30

1,381,227

2,100,000

(e) Romanian

Government

International

Bond

.750

03/24/35

1,985,492

1,500,000

(e) Romanian

Government

International

Bond

.750

07/04/36

1,390,865

1,425,000

(e) Romanian

Government

International

Bond

.000

02/14/51

917,575

3,150,000

(e) Rwanda

International

Government

Bond

.500

08/09/31

2,815,921

2,050,000

(e) Saudi

Government

International

Bond

.000

01/16/34

2,039,354

1,500,000

(e) Saudi

Government

International

Bond

.875

01/12/36

1,460,610

2,000,000

(e) Saudi

Government

International

Bond

.750

01/21/55

1,354,968

1,425,000

(e) Senegal

Government

International

Bond

.750

03/13/48

721,022

1,225,000

(e) Serbia

Government

International

Bond

.125

12/01/30

1,056,450

1,400,000

(e) Serbia

Government

International

Bond

.500

09/26/33

1,460,861

2,400,000

State

of

Israel,

Reg

S

.800

05/13/60

1,552,865

EUR

850,000

Turkiye

Government

International

Bond

.200

08/17/31

980,652

1,000,000

Turkiye

Government

International

Bond

.125

07/17/32

994,103

1,425,000

Turkiye

Government

International

Bond

.300

03/14/33

1,347,812

1,575,000

Turkiye

Government

International

Bond

.625

05/15/34

1,602,319

280,000

(e) Ukraine

Government

International

Bond

.500

02/01/29

196,000

410,057

(e) Ukraine

Government

International

Bond

.000

02/01/35

187,806

83,380

(e) Ukraine

Government

International

Bond

.000

02/01/36

38,105

UYU

18,000,000

Uruguay

Government

International

Bond

.000

10/29/35

450,033

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

619,602

(e) Zambia

Government

International

Bond

.750

%

06/30/33

$

580,816

TOTAL

FOREIGN

GOVERNMENT

BONDS

141,492,336

MORTGAGE

BACKED

-

21.4%

24,180

Alternative

Loan

Trust

.000

12/25/56

3,895

1,332,638

(b),(e)

Bayview

Opportunity

Master

Fund

VI

Trust

.000

10/25/51

1,146,574

1,048,375

(b),(e)

Chase

Home

Lending

Mortgage

Trust

Series

.500

12/25/56

1,043,182

194,688

(b) CHL

Mortgage

Pass-Through

Trust

.236

11/20/34

188,824

12,214

CHL

Mortgage

Pass-Through

Trust

.250

09/25/35

11,874

77,500

Citicorp

Mortgage

Securities

REMIC

Pass-Through

Certificates

Trust

Series

.500

07/25/35

76,643

29,842,363

(b),(e)

Citigroup

Mortgage

Loan

Trust

.153

02/25/52

260,867

3,345,027

(b),(e)

Citigroup

Mortgage

Loan

Trust

.250

02/25/52

45,799

4,645,870

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.762

03/25/42

4,712,380

3,650,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

9.850%)

.823

03/25/42

3,932,441

5,665,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

.312

06/25/42

5,890,009

3,565,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%)

.262

07/25/42

3,672,731

1,525,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

.706

01/25/43

1,576,618

1,370,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

.212

05/25/43

1,426,996

800,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

.012

05/25/43

855,852

2,025,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.456

06/25/43

2,101,380

425,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.850%)

.512

06/25/43

472,574

2,165,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

.188

07/25/43

2,256,163

7,060,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

.562

07/25/43

7,612,692

2,170,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

.212

10/25/43

2,263,915

3,625,000

(e) DataBank

Issuer

.811

02/25/56

3,602,313

Fannie

Mae

Pool

.000

05/01/26

Fannie

Mae

Pool

.500

01/01/29

Fannie

Mae

Pool

.500

02/01/30

496,184

Fannie

Mae

Pool

.500

05/01/32

489,399

61,185

Fannie

Mae

Pool

.000

07/01/32

64,250

13,602

Fannie

Mae

Pool

.000

07/01/32

14,284

16,301

Fannie

Mae

Pool

.500

10/01/33

16,189

806,427

Fannie

Mae

Pool

.000

05/01/35

812,994

488,048

Fannie

Mae

Pool

.000

10/01/35

492,425

370,772

Fannie

Mae

Pool

.000

02/01/36

374,251

426,090

Fannie

Mae

Pool

.500

11/01/38

438,806

4,048,468

Fannie

Mae

Pool

.000

05/01/40

3,758,343

1,329,061

Fannie

Mae

Pool

.500

05/01/40

1,267,000

130,819

Fannie

Mae

Pool

.000

09/01/40

132,212

248,575

Fannie

Mae

Pool

.000

05/01/41

251,211

1,731,606

Fannie

Mae

Pool

.000

09/01/42

1,679,877

441,674

Fannie

Mae

Pool

.500

02/01/44

436,286

117,775

Fannie

Mae

Pool

.500

03/01/44

116,436

4,288,168

Fannie

Mae

Pool

.000

05/01/44

4,165,257

429,150

Fannie

Mae

Pool

.500

06/01/44

423,914

1,231,454

Fannie

Mae

Pool

.500

10/01/44

1,213,388

338,356

Fannie

Mae

Pool

.000

11/01/44

341,951

349,501

Fannie

Mae

Pool

.000

01/01/45

339,053

119,457

Fannie

Mae

Pool

.500

03/01/45

117,704

953,854

Fannie

Mae

Pool

.500

05/01/45

900,512

447,959

Fannie

Mae

Pool

.500

01/01/46

421,316

303,592

Fannie

Mae

Pool

.000

04/01/46

293,390

212,755

Fannie

Mae

Pool

.500

06/01/46

199,639

2,442,515

Fannie

Mae

Pool

.500

07/01/46

2,292,764

2,971,277

Fannie

Mae

Pool

.500

07/01/46

2,798,264

59,228

Fannie

Mae

Pool

.000

08/01/46

53,391

1,227,216

Fannie

Mae

Pool

.000

10/01/46

1,084,129

825,765

Fannie

Mae

Pool

.500

10/01/46

774,796

1,138,134

Fannie

Mae

Pool

.500

05/01/47

1,126,373

868,484

Fannie

Mae

Pool

.500

11/01/47

816,897

7,311,554

Fannie

Mae

Pool

.500

01/01/48

6,836,514

3,916,248

Fannie

Mae

Pool

.500

01/01/48

3,852,318

763,072

Fannie

Mae

Pool

.500

02/01/48

750,656

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,491,843

Fannie

Mae

Pool

.500

%

05/01/48

$

2,451,038

1,669,870

Fannie

Mae

Pool

.500

05/01/48

1,642,267

2,593,430

Fannie

Mae

Pool

.000

09/01/51

2,317,889

354,644

Fannie

Mae

Pool

.500

12/01/51

301,299

389,319

Fannie

Mae

Pool

.000

02/01/52

342,787

8,902,507

Fannie

Mae

Pool

.500

02/01/52

8,264,924

553,389

Fannie

Mae

Pool

.500

04/01/52

467,443

6,165,750

Fannie

Mae

Pool

.000

04/01/52

5,484,769

3,361,018

Fannie

Mae

Pool

.000

04/01/52

2,958,819

2,347,481

Fannie

Mae

Pool

.000

05/01/52

2,086,010

21,693,992

Fannie

Mae

Pool

.000

05/01/52

20,540,322

1,771,089

Fannie

Mae

Pool

.500

06/01/52

1,625,799

8,937,313

Fannie

Mae

Pool

.000

06/01/52

8,470,593

2,527,045

Fannie

Mae

Pool

.500

06/01/52

2,451,181

17,775,374

Fannie

Mae

Pool

.000

07/01/52

16,797,489

2,358,493

Fannie

Mae

Pool

.500

07/01/52

2,287,445

1,514,374

Fannie

Mae

Pool

.500

07/01/52

1,467,347

5,668,244

Fannie

Mae

Pool

.000

08/01/52

5,351,615

14,999,985

Fannie

Mae

Pool

.500

08/01/52

14,534,238

20,578,512

Fannie

Mae

Pool

.000

08/01/52

20,399,454

48,437,479

Fannie

Mae

Pool

.000

09/01/52

45,907,904

59,650,418

Fannie

Mae

Pool

.500

09/01/52

57,822,697

14,488,552

Fannie

Mae

Pool

.000

09/01/52

14,361,739

15,181,140

Fannie

Mae

Pool

.500

10/01/52

14,725,363

7,242,141

Fannie

Mae

Pool

.000

10/01/52

7,180,982

4,405,205

Fannie

Mae

Pool

.000

11/01/52

4,164,042

6,698,966

Fannie

Mae

Pool

.500

11/01/52

6,491,642

4,290,781

Fannie

Mae

Pool

.500

12/01/52

4,157,992

4,475,582

Fannie

Mae

Pool

.500

12/01/52

4,520,037

122,723

Fannie

Mae

Pool

.000

01/01/53

121,693

11,269,037

Fannie

Mae

Pool

.000

02/01/53

11,168,667

6,574,395

Fannie

Mae

Pool

.500

02/01/53

6,630,993

26,379,485

Fannie

Mae

Pool

.000

04/01/53

26,141,821

4,225,943

Fannie

Mae

Pool

.000

05/01/53

4,187,652

2,291,810

Fannie

Mae

Pool

.000

06/01/53

2,275,399

14,921,457

Fannie

Mae

Pool

.500

06/01/53

15,045,358

13,359,454

Fannie

Mae

Pool

.000

08/01/53

13,221,891

4,661,049

Fannie

Mae

Pool

.500

08/01/53

4,697,616

34,128,399

Fannie

Mae

Pool

.500

10/01/53

34,380,503

3,030,236

Fannie

Mae

Pool

.500

04/01/54

3,047,064

30,133,665

Fannie

Mae

Pool

.500

05/01/54

30,301,012

41,969,313

Fannie

Mae

Pool

.500

10/01/54

42,187,440

241,901

(b) Fannie

Mae

REMIC

Trust

.238

12/25/42

93,272

1,478,684

(b) Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

.174

09/25/43

145,583

2,620,725

Fannie

Mae

REMICS

.500

02/25/48

2,342,380

1,825,643

Fannie

Mae

REMICS

.000

07/25/48

1,727,740

4,222,263

Fannie

Mae

REMICS

.000

08/25/50

522,480

3,994,905

Fannie

Mae

REMICS

.000

10/25/50

2,812,125

10,285,231

Fannie

Mae

REMICS

.500

11/25/50

1,406,661

3,618,075

Fannie

Mae

REMICS

.000

12/25/50

613,364

67,752

Fannie

Mae

REMICS

.000

02/25/51

12,926

4,255,891

Fannie

Mae

REMICS

.500

11/25/51

450,240

6,713,930

Fannie

Mae

REMICS

.500

04/25/52

5,219,278

1,615,708

Fannie

Mae

REMICS

.000

05/25/52

1,312,489

4,319,631

Fannie

Mae

REMICS

.500

07/25/52

3,860,341

2,546,703

Fannie

Mae

REMICS

.500

08/25/52

2,221,964

1,915,373

Fannie

Mae

REMICS

.000

09/25/52

1,689,227

2,226,910

Fannie

Mae

REMICS

.000

09/25/52

1,972,401

1,860,675

Fannie

Mae

REMICS

.500

10/25/52

1,769,585

2,123,978

Fannie

Mae

REMICS

.500

10/25/52

2,037,663

3,461,837

Fannie

Mae

REMICS

.500

11/25/52

3,503,040

918,588

Federal

National

Mortgage

Association

(FNMA)

.500

02/01/52

777,640

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

1,979,587

(b),(e)

Flagstar

Mortgage

Trust

.000

%

12/30/51

$

1,703,196

Freddie

Mac

Gold

Pool

.000

01/01/31

57,417

Freddie

Mac

Gold

Pool

.000

12/01/33

60,357

10,982

Freddie

Mac

Gold

Pool

.500

10/01/34

10,861

9,491

Freddie

Mac

Gold

Pool

.000

05/01/35

9,978

620,963

Freddie

Mac

Gold

Pool

.000

06/01/36

627,429

300,870

Freddie

Mac

Gold

Pool

.500

10/01/44

295,043

48,049

Freddie

Mac

Gold

Pool

.500

11/01/44

47,118

96,075

Freddie

Mac

Gold

Pool

.500

11/01/44

94,784

49,302

Freddie

Mac

Gold

Pool

.500

12/01/44

48,347

47,331

Freddie

Mac

Gold

Pool

.500

12/01/44

46,415

412,831

Freddie

Mac

Gold

Pool

.500

04/01/45

390,224

1,470,723

Freddie

Mac

Gold

Pool

.500

08/01/45

1,390,188

832,786

Freddie

Mac

Gold

Pool

.500

10/01/45

785,095

834,489

Freddie

Mac

Gold

Pool

.500

06/01/47

823,273

907,032

Freddie

Mac

Gold

Pool

.000

09/01/47

873,151

1,081,216

Freddie

Mac

Gold

Pool

.500

12/01/47

1,015,239

5,832,969

Freddie

Mac

Gold

Pool

.500

08/01/48

5,745,858

2,092,461

Freddie

Mac

Pool

.000

11/01/49

1,875,025

4,452,883

Freddie

Mac

Pool

.000

11/01/51

4,009,113

2,831,992

Freddie

Mac

Pool

.000

11/01/51

2,529,884

528,347

Freddie

Mac

Pool

.000

11/01/51

477,885

812,747

Freddie

Mac

Pool

.000

11/01/51

732,675

2,493,430

Freddie

Mac

Pool

.000

02/01/52

2,195,718

3,377,587

Freddie

Mac

Pool

.000

03/01/52

2,973,847

446,164

Freddie

Mac

Pool

.500

04/01/52

378,331

2,542,015

Freddie

Mac

Pool

.000

04/01/52

2,410,200

7,139,998

Freddie

Mac

Pool

.000

05/01/52

6,285,588

431,377

Freddie

Mac

Pool

.000

06/01/52

381,551

27,895

Freddie

Mac

Pool

.000

06/01/52

24,557

5,420,910

Freddie

Mac

Pool

.500

06/01/52

5,257,054

5,437,541

Freddie

Mac

Pool

.500

07/01/52

5,271,497

5,301,307

Freddie

Mac

Pool

.500

07/01/52

5,141,066

6,988,100

Freddie

Mac

Pool

.000

06/01/53

6,924,782

319,885

Freddie

Mac

Pool

.000

08/01/53

316,735

10,966,693

Freddie

Mac

Pool

.500

08/01/53

11,046,027

3,901,012

Freddie

Mac

REMICS

.500

01/15/47

3,548,740

621,788

Freddie

Mac

REMICS

.000

10/15/47

585,082

1,133,734

Freddie

Mac

REMICS

.000

11/15/47

1,074,951

3,064,156

Freddie

Mac

REMICS

.000

01/15/48

2,904,673

3,354,293

Freddie

Mac

REMICS

.000

03/15/48

3,177,966

902,663

Freddie

Mac

REMICS

.000

04/15/48

855,122

3,105,274

Freddie

Mac

REMICS

.000

04/15/48

2,936,503

2,224,081

(b) Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

.861

06/15/48

2,026,269

1,581,063

(b) Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

.781

10/15/48

1,375,977

3,158,452

Freddie

Mac

REMICS

.000

09/25/50

2,162,322

1,879,774

Freddie

Mac

REMICS

.000

09/25/50

229,454

2,981,136

Freddie

Mac

REMICS

.000

10/25/50

2,162,864

12,484,033

Freddie

Mac

REMICS

.500

02/25/51

2,092,185

1,551,299

Freddie

Mac

REMICS

.000

08/25/52

1,381,409

2,867,078

Freddie

Mac

REMICS

.500

10/25/52

2,677,879

3,516,117

Freddie

Mac

REMICS

.500

11/25/52

3,581,693

4,425,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

.762

01/25/42

4,592,612

890,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

.106

02/25/42

911,447

4,982,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

8.500%)

.788

02/25/42

5,246,978

1,890,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

9.750%)

.087

04/25/42

2,027,634

5,470,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

.162

06/25/42

5,677,741

5,065,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

.662

07/25/42

5,224,120

1,485,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

.362

09/25/42

1,532,289

510,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

.761

03/25/43

527,615

285,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

.912

04/25/43

296,051

1,795,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

.162

05/25/43

1,875,351

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

12,859

(b),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

.789

%

02/25/48

$

12,600

226,398

(b),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

.850

05/25/48

221,723

219,003

(b),(e)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

.850

05/25/48

213,951

2,138,383

(b),(e)

GCAT

Trust

.000

12/25/51

1,839,821

15,073

Ginnie

Mae

I

Pool

.000

02/15/33

15,114

48,199

Ginnie

Mae

I

Pool

.000

09/15/33

48,800

2,540,179

Ginnie

Mae

I

Pool

.700

10/15/33

2,467,659

5,822

Ginnie

Mae

I

Pool

.500

04/15/34

5,867

7,539

Ginnie

Mae

I

Pool

.000

04/15/38

7,659

2,383,627

Ginnie

Mae

II

Pool

.500

02/20/52

2,004,891

4,937,026

Ginnie

Mae

II

Pool

.500

07/20/52

4,565,382

3,714,414

Ginnie

Mae

II

Pool

.000

08/20/52

3,510,700

10,133,348

Ginnie

Mae

II

Pool

.500

08/20/52

9,869,464

6,833,427

Ginnie

Mae

II

Pool

.000

09/20/52

6,465,849

1,608,764

Ginnie

Mae

II

Pool

.500

03/20/53

1,564,532

5,604,606

Government

National

Mortgage

Association

.000

01/20/40

1,090,494

2,594,994

Government

National

Mortgage

Association

.500

03/20/40

439,917

4,199,737

Government

National

Mortgage

Association

.000

03/20/40

775,754

2,878,388

Government

National

Mortgage

Association

.500

12/20/43

2,576,905

1,019,598

Government

National

Mortgage

Association

.000

03/20/45

912,656

1,345,422

Government

National

Mortgage

Association

.000

06/20/46

141,783

1,487,169

Government

National

Mortgage

Association

.000

09/20/46

270,522

5,738,610

Government

National

Mortgage

Association

.000

11/20/51

4,182,446

8,160,569

Government

National

Mortgage

Association

.000

12/20/51

6,048,082

5,340,660

Government

National

Mortgage

Association

.000

01/20/52

4,037,546

6,752,986

Government

National

Mortgage

Association

.000

02/20/52

4,681,947

4,758,269

Government

National

Mortgage

Association

.000

04/20/52

3,967,444

4,130,309

Government

National

Mortgage

Association

.000

04/20/52

739,318

2,431,140

Government

National

Mortgage

Association

.000

07/20/52

2,048,558

3,864,839

Government

National

Mortgage

Association

.500

09/20/52

3,563,041

3,774,011

Government

National

Mortgage

Association

.500

09/20/52

3,478,684

3,118,679

Government

National

Mortgage

Association

.500

09/20/52

3,000,538

2,161,669

Government

National

Mortgage

Association

.500

09/20/52

1,918,903

2,544,013

Government

National

Mortgage

Association

.500

02/20/53

2,388,448

2,273,956

Government

National

Mortgage

Association

.500

02/20/53

2,268,028

3,013,904

(b) Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

.277

05/20/53

231,319

11,427,132

(b) Government

National

Mortgage

Association,

(SOFR30A

+

26.100%)

.123

07/20/53

12,249,295

2,301,724

(b) Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

.881

08/20/53

2,516,509

33,552,201

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust

.147

08/25/51

273,098

6,155,492

(b),(e)

GS

Mortgage-Backed

Securities

Trust

.500

11/25/51

5,079,378

3,528,906

(b),(e)

GS

Mortgage-Backed

Securities

Trust

.500

03/25/52

2,916,194

1,176,723

(b),(e)

GS

Mortgage-Backed

Securities

Trust

.821

05/28/52

985,969

3,165,276

(b),(e)

GS

Mortgage-Backed

Securities

Trust

.000

08/26/52

2,723,338

102,585

GSR

Mortgage

Loan

Trust

.000

01/25/35

99,470

42,074

(b) Impac

CMB

Trust,

(TSFR1M

+

0.774%)

.453

03/25/35

39,982

4,810,000

(b),(e)

Imperial

Fund

Mortgage

Trust

.383

06/25/56

3,870,864

1,583,255

(e) Imperial

Fund

Mortgage

Trust

.638

03/25/67

1,511,676

273,071

(b),(e)

J.P.

Morgan

Mortgage

Trust

.241

10/25/52

224,477

1,400,000

John

Deere

Owner

Trust

2026

.870

08/15/30

1,391,687

80,809

(b) JP

Morgan

Mortgage

Trust

.307

11/25/33

80,786

152,251

(b),(e)

JP

Morgan

Mortgage

Trust

.500

05/25/47

138,691

271,126

(b),(e)

JP

Morgan

Mortgage

Trust

.500

10/25/48

244,389

79,249

(b),(e)

JP

Morgan

Mortgage

Trust

.000

01/25/49

73,879

9,099,750

(b),(e)

JP

Morgan

Mortgage

Trust

.125

06/25/51

55,454

16,220,404

(b),(e)

JP

Morgan

Mortgage

Trust

.104

11/25/51

92,417

1,934,639

(b),(e)

JP

Morgan

Mortgage

Trust

.500

11/25/51

1,599,893

16,864,121

(b),(e)

JP

Morgan

Mortgage

Trust

.112

12/25/51

101,714

2,252,245

(b),(e)

JP

Morgan

Mortgage

Trust

.500

12/25/51

1,861,195

400,247

(b),(e)

JP

Morgan

Mortgage

Trust

.836

12/25/51

326,046

3,280,263

(b),(e)

JP

Morgan

Mortgage

Trust

.500

01/25/52

2,723,002

3,747,209

(b),(e)

JP

Morgan

Mortgage

Trust

.500

04/25/52

109,199

2,003,052

(b),(e)

JP

Morgan

Mortgage

Trust

.344

04/25/52

1,717,961

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

1,281,953

(b),(e)

JP

Morgan

Mortgage

Trust

.344

%

04/25/52

$

1,085,897

974,819

(b),(e)

JP

Morgan

Mortgage

Trust

.344

04/25/52

803,236

4,840,601

(b),(e)

JP

Morgan

Mortgage

Trust

.500

06/25/52

4,000,143

680,997

(b),(e)

JP

Morgan

Mortgage

Trust

.000

06/25/52

591,440

7,232,468

(e) JP

Morgan

Mortgage

Trust

.224

07/25/52

68,402

5,198,580

(b),(e)

JP

Morgan

Mortgage

Trust

.500

07/25/52

4,295,967

5,203,009

(b),(e)

JP

Morgan

Mortgage

Trust

.250

07/25/52

4,644,095

5,360,210

(b),(e)

JP

Morgan

Mortgage

Trust

.000

08/25/52

4,611,548

990,283

(b),(e)

JP

Morgan

Mortgage

Trust

.094

08/25/52

804,988

3,451,333

(b),(e)

JP

Morgan

Mortgage

Trust

.000

10/25/52

2,969,284

1,932,600

(b),(e)

JP

Morgan

Mortgage

Trust

.000

11/25/52

1,659,056

3,053,633

(b),(e)

JP

Morgan

Mortgage

Trust

.000

04/25/53

2,627,131

862,840

(b),(e)

JP

Morgan

Mortgage

Trust

.000

06/25/53

843,029

1,207,976

(b),(e)

JP

Morgan

Mortgage

Trust

.500

06/25/53

1,198,596

2,135,000

(b),(e)

LEX

Trust,

(TSFR1M

+

1.350%)

.000

03/15/43

2,129,013

1,250,000

(b),(e)

LEX

Trust,

(TSFR1M

+

1.700%)

.350

03/15/43

1,243,883

2,868,160

(b),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

08/25/51

2,371,889

2,345,313

(b),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

2,110,072

2,308,070

(b),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

1,908,710

495,000

(b),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

04/25/56

490,881

2,180,000

(e) NMEF

Funding

LLC

.220

02/15/34

2,161,676

2,132,164

(b),(e)

OBX

.000

01/25/52

1,834,364

2,700,000

(b),(e)

OBX

Trust

.451

05/25/61

1,764,120

5,000,000

(b),(e)

PLYM

Commercial

Mortgage

Trust,

(TSFR1M

+

2.150%)

.800

03/15/43

4,962,602

1,160,000

(b),(e)

PMT

Loan

Trust

.500

02/25/57

1,162,673

2,870,000

(b),(e),(i)

PMT

Loan

Trust

.000

03/25/57

2,889,171

1,002,460

(b),(e)

RCKT

Mortgage

Trust

.007

09/25/51

813,037

5,299,647

(b),(e)

RCKT

Mortgage

Trust

.500

02/25/52

4,382,661

2,170,707

(b),(e)

RCKT

Mortgage

Trust

.000

05/25/52

1,867,632

154,211

(b),(e)

RCKT

Mortgage

Trust

.185

05/25/52

129,946

70,413

(b),(e)

Sequoia

Mortgage

Trust

.000

06/25/49

66,520

470,646

(b),(e)

Sequoia

Mortgage

Trust

.500

12/25/49

424,258

2,025,391

(b),(e)

Sequoia

Mortgage

Trust

.500

06/25/51

1,672,465

7,249,799

(b),(e)

Sequoia

Mortgage

Trust

.000

11/25/55

6,702,291

2,273,152

(b),(e)

Sequoia

Mortgage

Trust

.500

02/25/56

2,256,476

2,472,000

(b),(e)

Sequoia

Mortgage

Trust

.125

04/25/56

2,444,826

205,588

(b),(e)

Shellpoint

Co-Originator

Trust

.500

10/25/47

190,337

6,660,000

(e) VB-S1

Issuer

LLC

.693

03/15/56

6,543,749

13,031,000

(b),(e)

Verus

Securitization

Trust

.288

11/25/66

10,532,224

1,035,108

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

08/25/51

891,554

7,140,035

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.300

08/25/51

6,040,154

TOTAL

MORTGAGE

BACKED

947,428,962

MUNICIPAL

BONDS

-

0.1%

3,836,182

(e) Virgin

Islands

Water

&

Power

Authority-Electric

System

.250

07/01/26

3,837,220

TOTAL

MUNICIPAL

BONDS

3,837,220

U.S.

TREASURY

SECURITIES

-

16.5%

38,651,000

United

States

Treasury

Note

.875

03/31/28

38,708,373

34,225,000

United

States

Treasury

Note

.500

03/15/29

33,922,858

79,842,000

United

States

Treasury

Note

.750

01/31/31

79,162,096

63,783,000

United

States

Treasury

Note

.875

03/31/31

63,578,695

2,175,000

United

States

Treasury

Note

.375

01/31/32

2,212,043

2,231,000

United

States

Treasury

Note

.125

05/31/32

2,236,839

4,926,000

United

States

Treasury

Note

.000

07/31/32

4,901,178

275,000

United

States

Treasury

Note

.875

08/31/32

271,552

41,332,000

United

States

Treasury

Note

.250

03/31/33

41,616,157

47,481,000

United

States

Treasury

Note

.125

02/15/36

46,739,109

6,425,000

United

States

Treasury

Note

.625

11/15/44

6,216,940

1,085,000

United

States

Treasury

Note

.750

02/15/45

1,066,097

5,300,000

United

States

Treasury

Note

.000

05/15/45

5,368,941

26,656,000

(h) United

States

Treasury

Note

.625

02/15/46

25,698,050

75,645,000

United

States

Treasury

Note

.625

11/15/55

72,276,434

100,000

United

States

Treasury

Note/Bond

.500

04/30/30

98,477

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

United

States

Treasury

Note/Bond

.250

%

02/28/31

$

30,500,000

United

States

Treasury

Note/Bond

.750

08/15/41

20,390,918

14,775,000

United

States

Treasury

Note/Bond

.000

11/15/41

10,217,836

1,823,000

United

States

Treasury

Note/Bond

.250

05/15/42

1,502,123

211,155,000

United

States

Treasury

Note/Bond

.125

08/15/44

191,579,875

135,110,000

(j) United

States

Treasury

Note/Bond

.250

02/15/52

81,424,886

TOTAL

U.S.

TREASURY

SECURITIES

729,189,781

TOTAL

GOVERNMENT

BONDS

(Cost

$1,922,909,506)

1,821,948,299

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

2.5%

2,377,000

(k) Nuveen

Securitized

Income

ETF

59,849,532

1,982,716

(h),(k)

Nuveen

Ultra

Short

Income

ETF

50,113,147

TOTAL

INVESTMENT

COMPANIES

(Cost

$109,800,020)

109,962,679

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

34,686

Morgan

Stanley

851,888

139,125

Morgan

Stanley

3,460,039

TOTAL

FINANCIAL

SERVICES

4,311,927

TOTAL

PREFERRED

STOCKS

(Cost

$4,394,529)

4,311,927

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

15.1%

ASSET

BACKED

-

4.3%

617,520

(e) AASET

Trust,

Series

2020

1A

.413

01/16/40

617,111

1,967,653

(e) Apollo

Aviation

Securitization,

Series

2021

2A

.798

01/15/47

1,859,674

5,000,000

(e) Applebee's

Funding

LLC

/

IHOP

Funding

LLC,

Series

.720

06/07/55

5,001,111

1,350,000

BANK,

Series

2019

BN18

.977

05/15/62

1,189,641

2,550,000

BANK,

Series

2025

BNK51

.290

12/25/67

2,592,325

4,000,000

BANK,

Series

2025

BNK51

.544

12/25/67

4,064,228

2,000,000

BANK5,

Series

2025

5YR19

.270

12/15/58

2,044,461

2,000,000

BANK5,

Series

2025

5YR19

.611

12/15/58

2,049,220

2,700,000

(b),(e)

BLP

Commercial

Mortgage

Trust,

(TSFR1M

+

2.050%),

Series

2025

IND2

.723

12/15/42

2,705,643

4,000,000

(b),(e)

BOCA

Commercial

Mortgage

Trust,

(TSFR1M

+

1.600%),

Series

2025

BOCA

.273

12/15/42

4,009,073

446,671

(e) BRE

Grand

Islander

Timeshare

Issuer

LLC,

Series

2019

A

.280

09/26/33

445,079

1,356,949

(e) British

Airways

Pass

Through

Trust,

Series

2020

A

.800

09/20/31

1,324,150

5,100,000

(e) Capital

Automotive

REIT,

Series

2020

1A

.520

02/15/50

5,033,206

3,119,148

(e) Capital

Automotive

REIT,

Series

2021

1A

.920

08/15/51

3,082,017

2,434,375

(e) Cars

Net

Lease

Mortgage

Notes

Series,

Series

2020

1A

.100

12/15/50

2,327,225

2,500,000

(e) Cars

Net

Lease

Mortgage

Notes

Series,

Series

2020

1A

.690

12/15/50

2,363,961

12,657

(b) C-BASS

Trust,

(TSFR1M

+

0.274%),

Series

2006

CB6

.454

07/25/36

12,629

6,451,318

(b),(e)

CBRE

Realty

Finance,

Series

2007

1A

.497

04/07/52

645

2,742

Centex

Home

Equity,

Series

2002

A

.540

01/25/32

2,737

6,296,164

(e) CF

Hippolyta

LLC,

Series

2020

.280

07/15/60

3,872,136

2,806,290

(e) CF

Hippolyta

LLC,

Series

2020

.600

07/15/60

1,781,899

9,938,711

(e) CF

Hippolyta

LLC,

Series

2021

1A

.530

03/15/61

7,994,446

8,482,028

(e) CF

Hippolyta

LLC,

Series

2021

1A

.980

03/15/61

5,167,097

2,000,000

(b),(e)

CIFC

Funding,

(TSFR3M

+

1.550%),

Series

2021

2A

.222

01/15/39

2,000,480

5,500,000

(e) Compass

Datacenters

Issuer

III

LLC,

Series

2025

1A

.656

02/25/50

5,527,099

5,000,000

(e) Consolidated

Communications

LLC/Fidium

Fiber

Finance

Holdco

LLC,

Series

2025

4A

.522

12/20/55

5,029,828

17,571

Countrywide

Asset-Backed

Certificates

(Step

Bond),

Series

2002

S4

.216

10/25/27

15,287

8,850,000

(e) Crescendo

Royalty

Funding

LP,

Series

2021

.567

12/20/51

8,744,641

3,038,750

(e) DB

Master

Finance

LLC,

Series

2019

1A

.352

05/20/49

3,003,305

2,274,063

(e) DB

Master

Finance

LLC,

Series

2021

1A

.045

11/20/51

2,238,582

2,776,750

(e) DB

Master

Finance

LLC,

Series

2021

1A

.493

11/20/51

2,614,311

8,200,000

(e) Domino's

Pizza

Master

Issuer

LLC,

Series

2025

1A

.930

07/25/55

8,166,022

3,250,000

(b),(e)

Elmwood

CLO

Ltd,

(TSFR3M

+

3.600%),

Series

2024

1A

.268

04/18/37

3,250,163

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

3,850,000

(e) EWC

Master

Issuer

LLC,

Series

2022

1A

.500

%

03/15/52

$

3,820,290

3,000,000

(b),(e)

GSJP

Trust,

(TSFR1M

+

1.500%),

Series

2025

BEDS

.173

12/15/42

2,985,723

156,114

(e) HERO

Funding

Trust,

Series

2017

2A

.280

09/20/48

143,635

312,229

(e) HERO

Funding

Trust,

Series

2017

2A

.070

09/20/48

294,953

6,550,000

(e) HIFI

A2,

Series

2022

1A

.939

02/01/62

6,493,322

11,478

(b) Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%),

Series

2003

.986

06/25/33

11,357

567,612

(e) Horizon

Aircraft

Finance

II

Ltd,

Series

2019

.721

07/15/39

563,333

4,023,069

(e) Horizon

Aircraft

Finance

III

Ltd,

Series

2019

.425

11/15/39

3,942,470

2,800,663

(c),(e)

Industrial

DPR

Funding

Ltd,

Series

2022

1A

.380

04/15/34

2,513,483

4,875,000

(e) Jersey

Mike's

Funding

LLC,

Series

2026

1A

.952

02/15/56

4,808,235

880,054

(c),(e)

Jonah

Energy

Abs

I

LLC,

Series

2022

.200

12/10/37

889,679

3,250,000

(e) LIGHTPATH

FIBER

ISSUER

LLC,

Series

2026

1A

.170

03/25/56

3,240,991

5,000,000

(e) Lmdv

Issuer

Co

LLC,

Series

2025

1A

.310

12/15/55

4,993,460

1,188,443

(e) Lunar

Structured

Aircraft

Portfolio

Notes,

Series

2021

.682

10/15/46

1,157,073

56,319

Mid-State

Capital

Corp

Trust,

Series

2005

.745

01/15/40

56,251

403,455

(e) MVW

LLC,

Series

2021

2A

.230

05/20/39

383,856

1,000,000

(e) Oak

Street

Investment

Grade

Net

Lease

Fund

Series,

Series

2021

1A

.230

01/20/51

480,000

4,995,833

(e) OHS

Issuer

LLC,

Series

2026

.000

02/25/61

4,898,025

6,000,000

(e) Oportun

Issuance

Trust,

Series

2025

B

.450

05/09/33

6,011,557

1,600,000

(e) Planet

Fitness

Master

Issuer

LLC,

Series

2025

1A

.274

12/06/55

1,599,425

600,000

(e) Progress

Residential

Trust,

Series

2021

SFR9

.711

11/17/40

566,734

4,930,000

(e) QTS

Issuer

ABS

I

LLC,

Series

2025

1A

.439

05/25/55

4,875,115

2,500,000

(e) QTS

Issuer

ABS

II

LLC,

Series

2026

1A

.364

01/05/56

2,443,280

1,000,000

(e) Sotheby's

Artfi

Master

Trust,

Series

2026

1A

.800

06/20/33

998,557

1,424,794

(e) START

Ireland,

Series

2019

.095

03/15/44

1,425,007

72,924

(b) Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%),

Series

2004

.693

09/25/34

70,155

4,563,713

(e) Taco

Bell

Funding

LLC,

Series

2021

1A

.946

08/25/51

4,460,879

4,833,900

(e) Taco

Bell

Funding

LLC,

Series

2021

1A

.294

08/25/51

4,471,919

3,104,511

United

Airlines

Pass

Through

Trust,

Series

2018

.700

03/01/30

2,982,641

2,715,000

(e) Uniti

Fiber

Abs

Issuer

LLC,

Series

2025

2A

.177

01/20/56

2,706,616

3,300,000

(e) UNITK

A2,

Series

2026

1A

.219

02/25/56

3,290,599

1,096,961

(e) Vivint

Colar

Financing

V

LLC,

Series

2018

1A

.370

04/30/48

1,075,421

5,528,726

(e) Wendy's

Funding

LLC,

Series

2021

1A

.370

06/15/51

5,113,359

1,977,247

(e) Willis

Engine

Structured

Trust

IX,

Series

2025

B

.159

12/15/50

1,969,355

5,000,000

(e) Zayo

Issuer

LLC,

Series

2025

1A

.648

03/20/55

5,045,754

2,250,000

(e) Zayo

Issuer

LLC,

Series

2025

1A

.659

03/20/55

2,296,278

TOTAL

ASSET

BACKED

193,208,219

OTHER

MORTGAGE

BACKED

-

10.8%

124,223

(b),(e)

Agate

Bay

Mortgage

Trust,

Series

2015

.500

09/25/45

115,689

2,000,000

(b),(e)

ARDN

Mortgage

Trust,

(TSFR1M

+

1.750%),

Series

2025

ARCP

.423

06/15/35

1,995,326

4,500,000

(b),(e)

ARDN

Mortgage

Trust,

(TSFR1M

+

2.000%),

Series

2025

ARCP

.673

06/15/35

4,490,446

2,500,000

(b),(e)

ARDN

Mortgage

Trust,

(TSFR1M

+

3.000%),

Series

2025

ARCP

.673

06/15/35

2,497,452

1,895,000

(b),(e)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.692%),

Series

2024

IND

.012

07/15/41

1,897,977

3,000,000

(b),(e)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.250%),

Series

2026

GCP

.923

02/15/43

2,991,208

3,000,000

(b),(e)

BAMLL

Trust,

(TSFR1M

+

2.350%),

Series

2025

ASHF

.023

02/15/42

2,996,079

2,406,469

(b) BANK,

Series

2017

BNK8

.945

11/15/50

2,229,639

3,000,000

(e) BANK,

Series

2019

BN21

.500

10/17/52

2,229,446

1,000,000

BANK,

Series

2019

BN21

.093

10/17/52

935,546

1,000,000

BANK,

Series

2019

BN23

.455

12/15/52

881,091

2,000,000

BANK,

Series

2020

BN30

.925

12/15/53

1,764,310

1,750,000

BANK,

Series

2024

BNK48

.053

10/15/57

1,756,386

1,696,000

BANK,

Series

2019

BN20

.011

09/15/62

1,603,323

1,760,000

(b) Barclays

Commercial

Mortgage

S,

Series

2024

C26

.094

05/15/57

1,843,448

4,500,000

(b),(e)

BBCMS

Mortgage

Trust,

Series

2018

CHRS

.267

08/05/38

3,911,459

6,500,000

(e) BBCMS

Trust,

Series

2015

SRCH

.197

08/10/35

6,303,640

2,000,000

(e) BBCMS

Trust,

Series

2015

SRCH

.498

08/10/35

1,903,912

2,500,000

(b),(e)

BBCMS

Trust,

Series

2015

SRCH

.957

08/10/35

2,324,182

1,791,968

(b) Benchmark,

Series

2018

B4

.311

07/15/51

1,731,179

1,769,000

(b),(e)

Benchmark

Mortgage

Trust,

Series

2020

IG2

.791

09/15/48

1,488,160

2,800,000

(b),(e)

Benchmark

Mortgage

Trust,

Series

2020

IG3

.099

09/15/48

2,296,151

5,000,000

(b),(e)

Benchmark

Mortgage

Trust,

Series

2020

IG3

.536

09/15/48

4,893,161

2,500,000

(b) Benchmark

Mortgage

Trust,

Series

2018

B1

.878

01/15/51

2,425,264

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

3,240,000

(b) Benchmark

Mortgage

Trust,

Series

2018

B2

.292

%

02/15/51

$

2,113,376

3,035,000

(b) Benchmark

Mortgage

Trust,

Series

2018

B3

.553

04/10/51

2,534,336

2,000,000

Benchmark

Mortgage

Trust,

Series

2018

B8

.232

01/15/52

1,968,134

1,754,258

Benchmark

Mortgage

Trust,

Series

2019

B9

.267

03/15/52

1,673,062

1,200,000

Benchmark

Mortgage

Trust,

Series

2019

B12

.419

08/15/52

1,122,971

1,000,000

(b) Benchmark

Mortgage

Trust,

Series

2018

B7

.510

05/15/53

996,605

6,500,000

(b) Benchmark

Mortgage

Trust,

Series

2021

B23

.563

02/15/54

4,763,197

2,000,000

Benchmark

Mortgage

Trust,

Series

2021

B24

.584

03/15/54

1,794,990

2,000,000

Benchmark

Mortgage

Trust,

Series

2023

B38

.626

04/15/56

2,022,929

3,675,000

Benchmark

Mortgage

Trust,

Series

2023

B39

.750

07/15/56

3,839,097

3,915,000

Benchmark

Mortgage

Trust,

Series

2019

B14

.493

12/15/62

3,203,769

2,000,000

(b) Benchmark

Mortgage

Trust,

Series

2019

B14

.761

12/15/62

1,422,646

1,500,000

Benchmark

Mortgage

Trust

Series

-

2019

B12

(Class

C),

Series

.000

08/15/52

1,238,445

2,000,000

(b),(e)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

4.874%),

Series

2024

BRBK

.552

10/15/41

1,996,449

1,125,000

(b),(e)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.200%),

Series

2026

XL6

.873

03/15/43

1,123,734

1,760,000

(b),(e)

BX

Trust,

(TSFR1M

+

1.550%),

Series

2025

DELC

.223

12/15/42

1,764,278

2,000,000

(b),(e)

BXP

Trust,

Series

2021

601L

.775

01/15/44

1,642,288

2,250,000

(b) Cantor

Commercial

Real

Estate

Lending,

Series

2019

CF1

.352

05/15/52

1,872,357

1,800,000

(b) CD

Mortgage

Trust,

Series

2016

CD2

.879

11/10/49

1,462,752

1,000,000

(b) CD

Mortgage

Trust,

Series

2016

CD2

.967

11/10/49

600,215

1,400,000

(b) CD

Mortgage

Trust,

Series

2017

CD3

.557

02/10/50

520,989

4,000,000

(b),(e)

Century

Plaza

Towers,

Series

2019

CPT

.997

11/13/39

3,493,752

215,206

(b),(e)

CF

Mortgage

Trust,

Series

2020

P1

.840

04/15/52

214,018

8,750,000

(b),(e)

CF

Mortgage

Trust,

Series

2020

P1

.603

04/15/52

8,138,163

5,250,000

(b) CFCRE

Commercial

Mortgage

Trust,

Series

2016

C6

.502

11/10/49

5,147,418

152,808

(b),(e)

CIM

Trust,

Series

2021

J2

.672

04/25/51

125,829

2,250,000

(b),(e)

CIP

Commercial

Mortgage

Trust,

(TSFR1M

+

2.300%),

Series

2025

SBAY

.400

10/15/37

2,253,678

486,533

(b),(e)

Citigroup

Commercial

Mortgage

Trust,

Series

2014

GC23

.599

07/10/47

467,607

1,298,413

(b) Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

.758

04/10/48

1,254,185

1,650,000

(b) Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

.975

04/10/48

1,477,575

1,526,861

Citigroup

Commercial

Mortgage

Trust,

Series

2016

GC37

.233

04/10/49

1,504,611

3,500,000

(b) Citigroup

Commercial

Mortgage

Trust,

Series

2016

P3

.271

04/15/49

3,427,669

2,000,000

(b) Citigroup

Commercial

Mortgage

Trust,

Series

2018

B2

.179

03/10/51

1,961,514

1,670,000

Citigroup

Commercial

Mortgage

Trust,

Series

2019

GC41

.018

08/10/56

1,536,810

2,000,000

(b),(e)

COLT

Mortgage

Loan

Trust,

Series

2025

.952

11/25/70

1,991,544

3,287,000

(b),(e)

COLT

Mortgage

Loan

Trust,

Series

2025

.681

01/26/71

3,240,250

2,874,490

(b),(e)

COMM

Mortgage

Trust,

Series

2013

LC13

.012

08/10/46

2,699,365

2,746,617

(b) COMM

Mortgage

Trust,

Series

2014

CR14

.792

02/10/47

2,716,581

2,901,749

COMM

Mortgage

Trust,

Series

2014

CR17

.377

05/10/47

2,875,053

5,150,000

(b),(e)

COMM

Mortgage

Trust,

Series

2014

UBS3

.767

06/10/47

3,167,250

2,500,000

(e) COMM

Mortgage

Trust,

Series

2015

CR22

.000

03/10/48

1,463,250

2,600,000

(b),(e)

COMM

Mortgage

Trust,

Series

2015

CR22

.692

03/10/48

2,068,950

3,340,500

(b) COMM

Mortgage

Trust,

Series

2015

CR22

.692

03/10/48

3,088,292

2,500,000

(b) COMM

Mortgage

Trust,

Series

2015

CR24

.463

08/10/48

2,311,226

2,056,030

(b) COMM

Mortgage

Trust,

Series

2015

CR24

.140

08/10/48

2,011,034

3,175,000

(b) COMM

Mortgage

Trust,

Series

2015

CR26

.613

10/10/48

2,997,324

2,000,000

(b) COMM

Mortgage

Trust,

Series

2018

COR3

.300

05/10/51

1,872,976

3,500,000

(b) COMM

Mortgage

Trust,

Series

2018

COR3

.471

05/10/51

3,006,257

2,475,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%),

Series

2022

R05

.662

04/25/42

2,511,239

2,500,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

7.000%),

Series

2022

R05

.662

04/25/42

2,636,475

15,060,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

.206

05/25/42

15,476,463

6,005,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%),

Series

2022

R09

.412

09/25/42

6,301,684

9,681,000

(b),(e)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

.106

12/25/42

10,072,215

Countrywide

Alternative

Loan

Trust,

Series

OA8

.030

07/25/46

1,799,583

(b),(e)

CSMC,

Series

2021

NQM1

.130

05/25/65

1,408,680

1,546,125

(e) DB

Master

Finance

LLC,

Series

2025

1A

.891

08/20/55

1,531,395

5,065,000

DBJPMortgage

Trust,

Series

2016

C1

.539

05/10/49

5,026,886

2,425,000

DBJPMortgage

Trust,

Series

2020

C9

.926

08/15/53

2,169,816

3,000,000

(b),(e)

EFMT,

Series

2025

NQM5

.770

11/25/70

2,983,956

1,731,661

(e) EQT

Trust,

Series

2024

EXTR

.331

07/05/41

1,752,756

735,743

(b),(e)

Flagstar

Mortgage

Trust,

Series

2017

.963

10/25/47

672,120

21,023

(b),(e)

Flagstar

Mortgage

Trust,

Series

2018

.000

09/25/48

19,756

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,121,657

(b),(e)

Flagstar

Mortgage

Trust,

Series

2021

.500

%

04/25/51

$

926,908

1,492,819

(b),(e)

Flagstar

Mortgage

Trust,

Series

2021

.500

06/01/51

1,234,557

2,479,556

(b),(e)

Flagstar

Mortgage

Trust,

Series

2021

5INV

.500

07/25/51

2,050,524

988,435

(b),(e)

Flagstar

Mortgage

Trust,

Series

2021

5INV

.335

07/25/51

816,871

345,170

(b),(e)

Flagstar

Mortgage

Trust,

Series

2021

.921

08/25/51

284,600

6,962,347

(b),(e)

Flagstar

Mortgage

Trust,

Series

2021

10IN

.000

10/25/51

5,990,261

1,271,173

(b),(e)

Flagstar

Mortgage

Trust,

Series

2021

10IN

.496

10/25/51

1,054,642

540,000

(b),(e)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%),

Series

2023

HQA3

.702

11/25/43

563,667

2,250,000

(b) GS

Mortgage

Securities

Trust,

Series

2016

GS3

.956

10/10/49

2,193,815

4,500,000

(b) GS

Mortgage

Securities

Trust,

Series

2016

GS4

.908

11/10/49

4,237,918

1,000,000

(b) GS

Mortgage

Securities

Trust,

Series

2017

GS5

.826

03/10/50

956,060

2,000,000

(e) GS

Mortgage

Securities

Trust,

Series

2017

GS7

.000

08/10/50

1,712,625

1,500,000

(b) GS

Mortgage

Securities

Trust,

Series

2018

GS10

.384

07/10/51

1,473,129

3,800,000

(b) GS

Mortgage

Securities

Trust,

Series

2019

GC38

.158

02/10/52

3,683,273

1,500,000

(b) GS

Mortgage

Securities

Trust,

Series

2019

GC38

.761

02/10/52

1,388,218

1,000,000

(b) GS

Mortgage

Securities

Trust,

Series

2020

GC45

.405

02/13/53

898,311

3,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

.012

12/12/53

2,635,426

84,732

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

.000

11/25/49

79,584

200,187

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ4

.000

01/25/51

173,150

13,265,509

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

.227

03/27/51

172,921

378,476

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

.000

03/27/51

327,498

1,153,734

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ6

.500

05/25/51

954,077

4,589,659

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2021

PJ5

.500

10/25/51

3,792,772

3,161,690

(b),(e)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ2

.000

06/25/52

2,720,096

249,942

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2020

PJ1

.602

05/25/50

221,566

393,261

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

GR1

.088

11/25/51

334,108

496,983

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

INV1

.019

12/25/51

413,654

7,369,209

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

.500

01/25/52

6,089,718

3,551,078

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ8

.500

01/25/52

2,934,516

1,411,918

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

.722

01/25/52

1,150,060

973,307

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

LTV1

.241

06/25/52

808,754

1,808,321

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

INV1

.000

07/25/52

1,558,663

3,234,253

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

HP1

.000

09/25/52

2,782,685

2,276,560

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ5

.000

10/25/52

1,962,854

4,214,357

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

LTV2

.363

12/25/52

3,803,900

1,980,343

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ6

.000

01/25/53

1,703,451

2,885,063

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2023

PJ1

.500

02/25/53

2,574,317

415,496

(b),(e)

GS

Mortgage-Backed

Securities

Trust,

Series

2025

PJ4

.000

09/25/55

418,405

1,450,000

(b),(e)

GSAT

Trust,

(TSFR1M

+

1.500%),

Series

2025

BMF

.173

07/15/40

1,450,688

3,000,000

(b),(e)

GSAT

Trust,

(TSFR1M

+

1.950%),

Series

2025

BMF

.270

07/15/40

2,997,030

151,180

(e) GSMPS

Mortgage

Loan

Trust,

Series

2005

RP2

.500

03/25/35

150,763

126,825

(e) GSMPS

Mortgage

Loan

Trust,

Series

2005

RP3

.500

09/25/35

127,762

7,130,000

(b),(e)

Houston

Galleria

Mall

Trust,

Series

2025

HGLR

.462

02/05/45

7,299,529

5,500,000

(b),(e)

HTL

Commercial

Mortgage

Trust,

Series

2024

T53

.088

05/10/39

5,553,540

2,250,000

(b),(e)

Hudson

Yards

Mortgage

Trust,

Series

2019

30HY

.443

07/10/39

2,077,094

1,000,000

(b),(e)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

.943

12/10/41

897,157

3,325,000

(b),(e)

ILPT

Commercial

Mortgage

Trust,

Series

2025

LPF2

.292

07/13/42

3,372,304

2,000,000

(b),(e)

ILPT

Commercial

Mortgage

Trust,

Series

2025

LPF2

.199

07/13/42

2,044,439

322,776

(b),(e)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

.051

10/25/55

309,735

440,000

(b),(e)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

.531

10/25/55

416,820

2,000,000

(b),(e)

IP

Mortgage

Trust,

Series

2025

IP

.425

06/10/42

2,017,893

3,500,000

(b),(e)

IP

Mortgage

Trust,

Series

2025

IP

.540

06/10/42

3,531,993

294,113

(b),(e)

J.P.

Morgan

Mortgage

Trust,

Series

2022

.951

09/25/52

235,768

21,444

(b) JP

Morgan

Alternative

Loan

Trust,

(TSFR1M

+

0.674%),

Series

2007

S1

.353

04/25/47

20,652

84,524

(b),(e)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2013

C13

.984

01/15/46

81,640

2,500,000

(e) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2020

NNN

.065

01/16/37

2,036,804

1,000,000

(e) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2020

NNN

.267

01/16/37

689,970

926,269

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2016

JP2

.822

08/15/49

923,316

557,836

(b),(e)

JP

Morgan

Mortgage

Trust,

(RFUCCT1M

-

0.000%),

Series

2015

.013

12/25/44

551,271

53,282

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2015

.500

05/25/45

49,840

241,855

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2015

.500

10/25/45

224,555

555,259

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2018

.500

09/25/48

506,728

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

801,950

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2018

.500

%

10/25/48

$

722,381

553,754

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2017

.702

10/26/48

550,377

99,273

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2018

.000

02/25/49

93,503

144,346

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2019

.000

05/25/49

135,056

2,167,429

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2020

.815

06/25/50

1,956,136

10,772,158

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.142

07/25/51

78,239

7,542,237

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.128

08/25/51

53,393

930,239

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.878

08/25/51

761,233

14,581,900

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.130

10/25/51

105,563

2,607,563

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

10/25/51

2,157,424

4,008,789

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

INV2

.400

12/25/51

93,412

873,118

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

12/25/51

719,843

786,896

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

INV4

.202

01/25/52

641,693

931,197

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

02/25/52

767,474

612,119

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

INV1

.290

03/25/52

512,897

1,403,571

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

.500

05/25/52

1,159,874

893,163

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

LTV2

.927

05/25/52

772,993

269,089

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2021

INV8

.276

05/25/52

225,819

1,352,049

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

08/25/52

1,163,276

1,879,624

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

INV3

.000

09/25/52

1,617,776

3,468,081

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

LTV2

.500

09/25/52

3,090,167

2,644,559

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

12/25/52

2,272,981

792,755

(b),(e)

JP

Morgan

Mortgage

Trust,

Series

2022

.000

12/25/52

728,473

1,042,418

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

.110

09/15/47

1,029,789

1,100,000

(b) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

.514

09/15/47

1,075,948

1,599,067

(b) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

.537

09/15/47

1,582,017

1,550,000

(b) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

.537

09/15/47

1,505,515

5,000,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C27

.634

02/15/48

4,671,737

1,246,948

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.106

08/15/48

1,235,415

5,500,000

(b) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.323

08/15/48

5,191,732

873,988

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C33

.274

12/15/48

859,138

2,500,000

(b),(e)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

.438

03/17/49

2,353,906

2,800,000

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2020

COR7

.536

05/13/53

2,306,291

1,401,563

(b),(e)

KRE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.300%),

Series

2025

AIP4

.973

03/15/42

1,398,055

297,664

MASTR

Alternative

Loan

Trust,

Series

2004

.000

01/25/34

304,834

7,800,000

(e) MetroNet

Infrastructure

Issuer

LLC,

Series

2025

2A

.400

08/20/55

7,866,931

1,250,000

(b),(e)

MF1

LLC,

(TSFR1M

+

1.488%),

Series

2025

FL19

.168

05/18/42

1,252,888

1,000,000

(b),(e)

MILE

Trust,

(TSFR1M

+

1.700%),

Series

2025

STNE

.373

07/15/42

996,730

2,750,000

(b) Morgan

Stanley

Capital

I

Trust,

Series

2018

H3

.429

07/15/51

2,711,770

2,000,000

(b),(e)

Morgan

Stanley

Capital

I

Trust,

Series

2024

NSTB

.900

09/24/57

1,951,923

757,308

(b),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2021

.500

07/25/51

681,265

2,156,162

(b),(e)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2023

.000

02/25/53

1,979,982

1,500,000

(e) MRCD

Mortgage

Trust,

Series

2019

PARK

.718

12/15/36

1,035,000

9,507,202

(b),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

.915

07/15/36

9,245,508

3,000,000

(b),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

3.579%),

Series

2019

MILE

.252

07/15/36

2,374,753

4,500,000

(b),(e)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

.002

07/15/36

3,241,504

802,631

(b),(e)

New

Residential

Mortgage

Loan

Trust,

Series

2022

INV1

.514

03/25/52

654,621

29,043

(b) New

York

Mortgage

Trust,

(TSFR1M

+

0.594%),

Series

2005

.273

02/25/36

29,044

3,465,000

(b),(e)

NRTH

PARK

Mortgage

Trust,

(TSFR1M

+

1.393%),

Series

2025

PARK

.543

10/15/40

3,466,684

5,000,000

(b),(e)

NYC

Trust,

(TSFR1M

+

2.840%),

Series

2024

3ELV

.512

08/15/29

5,014,848

4,386,901

(b),(e)

OBX

Trust,

Series

2021

J2

.500

07/25/51

3,625,218

179,650

(b),(e)

OBX

Trust,

Series

2022

J2

.409

08/25/52

153,792

3,329,831

(b),(e)

OBX

Trust,

Series

2022

INV5

.000

10/25/52

3,059,828

1,289,099

(b),(e)

Oceanview

Mortgage

Trust,

Series

2021

.500

05/25/51

1,065,277

882,276

(b),(e)

Oceanview

Mortgage

Trust,

Series

2022

.500

11/25/52

840,614

6,000,000

(e) One

Bryant

Park

Trust,

Series

2019

OBP

.516

09/15/54

5,548,486

2,000,000

(b),(e)

ONNI

Commerical

Mortgage

Trust,

Series

2024

APT

.555

07/15/39

2,025,608

1,500,000

(b),(e)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

0.994%),

Series

2021

MF

.667

07/15/38

1,421,822

3,172,625

(b),(e)

Provident

Funding

Mortgage

Trust,

Series

2021

J1

.634

10/25/51

2,695,121

563,481

(b),(e)

RCKT

Mortgage

Trust,

Series

2021

.500

09/25/51

463,860

1,165,715

(b),(e)

RCKT

Mortgage

Trust,

Series

2022

.500

06/25/52

1,040,535

124,017

(b),(e)

Sequoia

Mortgage

Trust,

Series

2015

.500

05/25/45

115,249

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

158,348

(b),(e)

Sequoia

Mortgage

Trust,

Series

2016

.500

%

06/25/46

$

146,177

443,053

(b),(e)

Sequoia

Mortgage

Trust,

Series

2017

.500

02/25/47

404,662

936,751

(b),(e)

Sequoia

Mortgage

Trust,

Series

2017

.725

09/25/47

891,972

167,219

(b),(e)

Sequoia

Mortgage

Trust,

Series

2018

.500

03/25/48

152,761

12,847

(b),(e)

Sequoia

Mortgage

Trust,

Series

2018

.000

09/25/48

12,241

1,482,083

(b),(e)

Sequoia

Mortgage

Trust,

Series

2020

.000

04/25/50

1,286,822

173,928

(b),(e)

Sequoia

Mortgage

Trust,

Series

2021

.656

03/25/51

145,974

2,284,283

(e) Sierra

Timeshare

Receivables

Funding

LLC,

Series

2025

2A

.930

04/20/44

2,281,890

2,500,000

(e) SLG

Office

Trust,

Series

2021

OVA

.851

07/15/41

2,151,278

5,000,000

(e) Taco

Bell

Funding

LLC,

Series

2025

1A

.821

08/25/55

4,923,182

1,500,000

UBS

Commercial

Mortgage

Trust,

Series

2017

C5

.474

11/15/50

1,469,503

2,046,764

(b),(e)

Verus

Securitization

Trust,

Series

2021

.240

10/25/66

1,813,045

4,160

(b) Washington

Mutual

Mortgage

Pass-Through

Certificates

Trust,

Series

2004

RA3

.433

08/25/38

4,142

5,200,000

(b),(e)

WCORE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.842%),

Series

2024

CORE

.514

11/15/41

5,209,385

1,500,000

(b),(e)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

0.921%),

Series

2017

SMP

.258

12/15/34

1,402,866

7,500,000

(b),(e)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

2.941%),

Series

2025

AGLN

.613

07/15/37

7,490,053

1,967,323

(b) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS1

.818

05/15/48

1,791,169

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

.309

08/15/57

2,044,282

2,400,000

(b) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

.820

08/15/57

2,471,758

43,857

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

.000

04/25/49

41,551

243,377

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2020

.000

07/25/50

210,599

5,766,050

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

.500

06/25/51

4,764,910

1,086,759

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

.500

12/25/51

898,069

1,329,523

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

.000

03/25/52

1,144,717

1,783,607

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

.418

03/25/52

1,491,122

2,302,963

(b),(e)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

.500

03/25/52

2,056,144

81,899

(b),(e)

WinWater

Mortgage

Loan

Trust,

Series

2014

.930

06/20/44

69,986

TOTAL

OTHER

MORTGAGE

BACKED

476,125,041

TOTAL

STRUCTURED

ASSETS

(Cost

$711,772,251)

669,333,260

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$4,519,238,747)

4,321,221,235

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.8%

37,109,815

(l) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.680

(m) 37,109,815

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$37,109,815)

37,109,815

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

2.1%

REPURCHASE

AGREEMENT

-

1.8%

82,161,000

(n) Fixed

Income

Clearing

Corporation

.660

04/01/26

82,161,000

TOTAL

REPURCHASE

AGREEMENT

82,161,000

TREASURY

DEBT

-

0.3%

5,000,000

United

States

Treasury

Bill

.000

04/14/26

4,993,446

5,000,000

United

States

Treasury

Bill

.000

04/21/26

4,989,922

2,500,000

United

States

Treasury

Bill

.000

06/09/26

2,482,776

TOTAL

TREASURY

DEBT

12,466,144

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$94,627,136)

94,627,144

TOTAL

INVESTMENTS

-

100.7%

(Cost

$4,650,975,698)

4,452,958,194

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.7)%

(32,905,672)

NET

ASSETS

-

100.0%

$

4,420,052,522

Core

Plus

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

Investments

in

Derivatives

BRL

Brazilian

Real

CLP

Chilean

Peso

ETF

Exchange

Traded

Fund

EUR

Euro

MXN

Mexican

Peso

PIK

Payment-in-kind

("PIK")

security.

Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.

The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

PLN

Polish

Zloty

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

RFUCCT1M

FTSE

USD

IBOR

Consumer

Cash

Fallbacks

Term

Month

RON

Romanian

Leu

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

Month

UGX

Ugandan

Shilling

UTIXX

Federated

Hermes

U.S.

Treasury

Cash

Reserves

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

(a) All

or

a

portion

of

these

securities

represent

an

outstanding

unfunded

commitment.

(b) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(c) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (d) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(e) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,407,797,802

or

31.6%

of

Total

Investments.

(f) Perpetual

security.

Maturity

date

is

not

applicable.

(g) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

1.7%

of

Total

Investments.

(h) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$105,329,583.

(i) When-issued

or

delayed

delivery

security.

(j) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

(k) Affiliated

holding

(l) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(m) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(n) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$82,169,353

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.625%

and

maturity

date

10/15/27,

valued

at

$83,804,425.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

5-Year

Note

1,774

06/30/26

$

194,634,601

$

191,910,766

$

(2,723,835)

See

Notes

to

Financial

Statements

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

4,453,777

EUR

3,788,505

JPMorgan

Chase

Bank

NA

04/08/26

$

73,177

$

1,164,351

EUR

993,540

JPMorgan

Chase

Bank

NA

04/08/26

15,533

Total

$

88,710

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

$

88,710

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

$

–

EUR

Euro

5–15

Year

Laddered

Tax

Exempt

Bond

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.3%

LONG-TERM

MUNICIPAL

BONDS

-

98.3%

ALABAMA

-

1.8%

$

1,500,000

Alabama

Highway

Authority

.000

%

09/01/41

$

1,649,754

220,000

City

of

Andalusia

AL

.000

10/01/33

220,100

600,000

County

of

Jefferson

AL

Sewer

Revenue

.000

10/01/39

641,614

630,000

County

of

Mobile

AL

.000

02/01/34

663,994

250,000

Jackson

County

Board

of

Education

.000

03/01/39

213,479

TOTAL

ALABAMA

3,388,941

ALASKA

-

0.3%

500,000

Alaska

Municipal

Bond

Bank

Authority

.000

12/01/31

505,430

TOTAL

ALASKA

505,430

ARIZONA

-

0.7%

150,000

Maricopa

County

Unified

School

District

No

Higley

.000

06/01/38

160,113

190,000

Pinal

County

Electric

District

No

.000

07/01/33

190,862

1,005,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

.000

01/01/38

1,032,821

TOTAL

ARIZONA

1,383,796

ARKANSAS

-

0.5%

1,000,000

City

of

Fort

Smith

AR

Water

&

Sewer

Revenue

.000

10/01/32

1,040,122

TOTAL

ARKANSAS

1,040,122

CALIFORNIA

-

6.0%

800,000

California

Community

Choice

Financing

Authority

.000

11/01/32

854,828

1,510,000

California

Health

Facilities

Financing

Authority

.000

09/01/33

1,542,304

1,095,000

California

Housing

Finance

Agency

.650

09/01/34

1,059,880

315,000

California

State

University

.000

11/01/40

359,307

345,000

California

State

University

.000

11/01/41

391,251

2,500,000

City

of

Los

Angeles

Department

of

Airports

.000

05/15/33

2,719,899

1,000,000

City

of

Los

Angeles

Department

of

Airports

.000

05/15/35

1,077,719

170,000

Los

Angeles

Department

of

Water

&

Power

Water

System

Revenue

.000

07/01/49

175,424

800,000

Sacramento

City

Unified

School

District

.000

08/01/39

850,296

2,425,000

State

of

California

.000

03/01/36

2,491,080

TOTAL

CALIFORNIA

11,521,988

COLORADO

-

0.6%

1,000,000

Colorado

Health

Facilities

Authority

.000

11/15/38

990,955

250,000

Colorado

Health

Facilities

Authority

.000

12/01/41

250,330

TOTAL

COLORADO

1,241,285

CONNECTICUT

-

3.0%

765,000

Capital

Region

Development

Authority

.000

06/15/33

798,862

1,900,000

City

of

Bridgeport

CT

.000

06/01/34

2,029,823

330,000

Connecticut

State

Health

&

Educational

Facilities

Authority

.000

07/01/30

336,737

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

.000

07/01/32

357,781

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

.000

07/01/33

357,382

1,540,000

State

of

Connecticut

.000

01/15/36

1,440,650

255,000

State

of

Connecticut

.000

11/15/38

277,177

200,000

State

of

Connecticut

.000

01/15/39

219,853

TOTAL

CONNECTICUT

5,818,265

DISTRICT

OF

COLUMBIA

-

1.0%

1,435,000

Metropolitan

Washington

Airports

Authority

Aviation

Revenue

.000

10/01/32

1,516,745

300,000

Washington

Metropolitan

Area

Transit

Authority

.000

07/01/32

307,059

TOTAL

DISTRICT

OF

COLUMBIA

1,823,804

FLORIDA

-

4.5%

2,500,000

Brevard

County

School

District

.000

07/01/31

2,561,621

1,200,000

County

of

Miami-Dade

FL

Aviation

Revenue

.500

10/01/55

1,248,834

475,000

(a) Florida

Development

Finance

Corp

.000

07/15/32

98,502

750,000

Florida

Development

Finance

Corp

.000

11/15/39

718,941

1,200,000

Greater

Orlando

Aviation

Authority

.000

10/01/35

1,204,393

175,000

Hillsborough

County

Aviation

Authority

.000

10/01/31

182,194

190,000

Hillsborough

County

Aviation

Authority

.000

10/01/33

197,007

1,000,000

Hillsborough

County

Port

District

.000

06/01/33

1,039,103

250,000

Palm

Beach

County

School

District

.000

08/01/39

268,668

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FLORIDA

(continued)

$

500,000

School

District

of

Broward

County

.000

%

07/01/31

$

503,009

540,000

Volusia

County

Educational

Facility

Authority

.000

10/15/32

554,355

TOTAL

FLORIDA

8,576,627

GEORGIA

-

5.7%

1,000,000

Athens-Clarke

County

Unified

Government

Development

Authority

.000

06/15/40

1,079,772

2,500,000

City

of

Atlanta

GA

Department

of

Aviation

.000

07/01/34

2,506,288

1,000,000

Dahlonega

Downtown

Development

Authority

.000

07/01/37

990,955

1,250,000

Dahlonega

Downtown

Development

Authority

.000

07/01/38

1,221,764

1,000,000

Dahlonega

Downtown

Development

Authority

.000

07/01/39

1,012,640

865,000

Dalton

Whitfield

County

Joint

Development

Authority

.000

08/15/39

917,865

750,000

Gainesville

&

Hall

County

Hospital

Authority

.000

10/15/34

839,976

1,000,000

Main

Street

Natural

Gas,

Inc

.000

12/01/30

1,049,666

1,250,000

Main

Street

Natural

Gas,

Inc

.000

12/01/32

1,309,739

TOTAL

GEORGIA

10,928,665

GUAM

-

0.2%

200,000

Port

Authority

of

Guam

.000

07/01/29

206,211

200,000

Port

Authority

of

Guam

.000

07/01/30

205,743

TOTAL

GUAM

411,954

ILLINOIS

-

9.1%

500,000

Chicago

Housing

Authority

.000

01/01/33

512,375

250,000

City

of

Chicago

IL

.000

01/01/50

258,316

270,000

City

of

LeRoy

IL

.000

12/01/35

244,626

1,750,000

County

of

Cook

IL

.000

11/15/31

1,772,308

1,355,000

County

of

Cook

IL

Sales

Tax

Revenue

.000

11/15/39

1,304,475

475,000

Illinois

Finance

Authority

.000

10/01/36

477,575

1,825,000

Illinois

State

Toll

Highway

Authority

.000

01/01/37

2,014,309

275,000

Illinois

State

Toll

Highway

Authority

.000

01/01/39

300,013

300,000

Metropolitan

Pier

&

Exposition

Authority

.000

12/15/34

305,759

2,500,000

Sales

Tax

Securitization

Corp

.000

01/01/31

2,672,326

1,655,000

State

of

Illinois

.000

02/01/30

1,667,273

1,600,000

State

of

Illinois

.000

06/01/41

1,511,705

1,000,000

State

of

Illinois

Sales

Tax

Revenue

.000

06/15/41

1,064,092

1,043,000

Village

of

Bolingbrook

IL

.000

03/01/30

1,049,710

745,000

Village

of

Broadview

IL

.000

12/01/33

762,061

1,005,000

Village

of

Lyons

IL

.000

12/01/36

1,015,591

500,000

Village

of

Matteson

IL

.000

12/01/35

519,148

TOTAL

ILLINOIS

17,451,662

INDIANA

-

1.8%

1,000,000

City

of

Kokomo

IN

Sewage

Works

Revenue

.000

08/01/41

1,074,446

1,045,000

Indianapolis

Local

Public

Improvement

Bond

Bank

.000

02/01/37

1,212,159

1,000,000

Indianapolis

Local

Public

Improvement

Bond

Bank

.000

02/01/39

1,145,869

TOTAL

INDIANA

3,432,474

IOWA

-

1.4%

2,470,000

Iowa

Finance

Authority

.000

08/01/37

2,637,963

TOTAL

IOWA

2,637,963

KENTUCKY

-

1.4%

200,000

Kentucky

State

Property

&

Building

Commission

.500

05/01/32

200,000

1,250,000

Paducah

Electric

Plant

Board

.000

10/01/34

1,259,942

1,250,000

Paducah

Electric

Plant

Board

.000

10/01/35

1,259,014

TOTAL

KENTUCKY

2,718,956

LOUISIANA

-

0.9%

500,000

New

Orleans

Aviation

Board

.000

10/01/33

518,743

1,250,000

St.

Tammany

Parish

Hospital

Service

District

No

.000

07/01/33

1,291,121

TOTAL

LOUISIANA

1,809,864

MASSACHUSETTS

-

1.5%

1,500,000

Commonwealth

of

Massachusetts

.000

01/01/39

1,655,048

750,000

Massachusetts

Development

Finance

Agency

.000

07/01/45

726,569

585,000

Town

of

Littleton

MA

.000

11/15/40

595,170

TOTAL

MASSACHUSETTS

2,976,787

MICHIGAN

-

3.9%

200,000

City

of

Monroe

MI

.000

05/01/36

201,005

5–15

Year

Laddered

Tax

Exempt

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MICHIGAN

(continued)

$

500,000

Michigan

Finance

Authority

.000

%

02/28/37

$

536,157

4,380,000

Michigan

State

Housing

Development

Authority

.500

12/01/38

4,470,956

2,270,000

Wayne-Westland

Community

Schools

.000

11/01/38

2,287,270

TOTAL

MICHIGAN

7,495,388

MINNESOTA

-

1.8%

1,055,000

City

of

Minneapolis

MN

.000

11/15/33

1,085,500

70,000

Duluth

Economic

Development

Authority

.000

02/15/33

72,101

400,000

Hawley

Independent

School

District

No

.000

02/01/38

419,959

1,500,000

Howard

Lake-Waverly-Winsted

Independent

School

District

No

2687

.000

02/01/36

1,641,570

285,000

Plymouth

Intermediate

District

No

.000

05/01/31

285,276

TOTAL

MINNESOTA

3,504,406

MISSISSIPPI

-

2.3%

1,000,000

Mississippi

Development

Bank

.000

03/01/35

1,001,190

800,000

Mississippi

Development

Bank

.000

10/01/38

790,708

2,485,000

State

of

Mississippi

Gaming

Tax

Revenue

.000

10/15/33

2,583,272

TOTAL

MISSISSIPPI

4,375,170

MISSOURI

-

0.2%

425,000

Missouri

Joint

Municipal

Electric

Utility

Commission

.250

12/01/38

466,843

TOTAL

MISSOURI

466,843

NEBRASKA

-

0.5%

1,000,000

Nebraska

Investment

Finance

Authority

.150

09/01/40

994,686

TOTAL

NEBRASKA

994,686

NEVADA

-

1.1%

1,425,000

Clark

County

School

District

.000

06/15/40

1,412,166

700,000

County

of

Clark

NV

.125

11/01/35

665,006

TOTAL

NEVADA

2,077,172

NEW

JERSEY

-

8.0%

2,500,000

New

Jersey

Economic

Development

Authority

.000

11/01/35

2,642,402

765,000

New

Jersey

Transportation

Trust

Fund

Authority

.000

12/15/33

803,500

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

.000

06/15/38

2,702,860

1,025,000

New

Jersey

Transportation

Trust

Fund

Authority

.000

06/15/39

1,023,423

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

.000

06/15/39

2,738,965

3,900,000

New

Jersey

Transportation

Trust

Fund

Authority

.000

06/15/40

3,873,163

500,000

South

Jersey

Port

Corp

.000

01/01/48

496,632

1,300,000

Toms

River

Board

of

Education

.000

07/15/38

1,092,418

TOTAL

NEW

JERSEY

15,373,363

NEW

YORK

-

5.5%

650,000

City

of

New

York

NY

.000

08/01/39

679,561

200,000

Long

Island

Power

Authority

.000

09/01/36

187,788

545,000

Metropolitan

Transportation

Authority

.000

11/15/34

546,116

220,000

Metropolitan

Transportation

Authority

.000

11/15/37

218,664

1,250,000

Metropolitan

Transportation

Authority

.000

11/15/50

1,258,382

200,000

New

York

City

Municipal

Water

Finance

Authority

.500

06/15/32

200,192

350,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

.000

05/01/37

350,595

125,000

New

York

State

Dormitory

Authority

.000

07/01/38

134,980

750,000

New

York

State

Dormitory

Authority

.000

10/01/38

810,621

1,000,000

New

York

State

Dormitory

Authority

.000

10/01/39

1,074,553

535,000

New

York

State

Dormitory

Authority

.250

10/01/40

579,962

305,000

New

York

State

Urban

Development

Corp

.000

03/15/38

316,498

375,000

New

York

Transportation

Development

Corp

.000

07/01/30

375,362

1,080,000

New

York

Transportation

Development

Corp

.000

10/01/30

1,097,652

715,000

New

York

Transportation

Development

Corp

.000

01/01/36

726,260

140,000

New

York

Transportation

Development

Corp

.500

06/30/39

147,681

1,250,000

State

of

New

York

Mortgage

Agency

Homeowner

Mortgage

Revenue

.650

10/01/50

1,228,958

500,000

Triborough

Bridge

&

Tunnel

Authority

.000

11/15/37

554,871

TOTAL

NEW

YORK

10,488,696

NORTH

CAROLINA

-

3.9%

100,000

Appalachian

State

University

.000

10/01/31

99,277

1,750,000

Gastonia

Housing

Authority

.550

12/01/41

1,780,002

750,000

Gastonia

Housing

Authority

.600

11/01/44

751,619

525,000

Nash

Health

Care

Systems

.000

02/01/32

571,531

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

NORTH

CAROLINA

(continued)

$

295,000

North

Carolina

Housing

Finance

Agency

.000

%

07/01/39

$

290,474

815,000

North

Carolina

Housing

Finance

Agency

.900

07/01/43

829,586

1,350,000

North

Carolina

State

Education

Assistance

Authority

.000

06/01/34

1,403,316

750,000

Town

of

Fuquay-Varina

NC

Combined

Utilities

Revenue

.000

06/01/45

723,086

920,000

Town

of

Huntersville

NC

.000

12/01/36

1,045,769

TOTAL

NORTH

CAROLINA

7,494,660

OHIO

-

1.6%

1,000,000

American

Municipal

Power,

Inc

.000

02/15/34

1,044,457

200,000

City

of

Toledo

OH

.000

12/01/31

204,420

1,500,000

County

of

Miami

OH

.000

08/01/32

1,559,887

235,000

Jackson

Milton

Local

School

District

.000

06/01/31

235,199

TOTAL

OHIO

3,043,963

OKLAHOMA

-

2.4%

3,500,000

Cushing

Educational

Facilities

Authority

.000

09/01/32

3,833,730

695,000

Marshall

County

Educational

Facilities

Authority

.000

09/01/31

712,956

TOTAL

OKLAHOMA

4,546,686

PENNSYLVANIA

-

2.2%

2,000,000

Commonwealth

of

Pennsylvania

.000

08/15/40

2,016,085

725,000

Pennsylvania

State

University

.000

09/01/40

800,350

505,000

State

Public

School

Building

Authority

.000

10/01/34

543,317

915,000

Township

of

Northampton

PA

.000

05/15/33

915,585

TOTAL

PENNSYLVANIA

4,275,337

RHODE

ISLAND

-

0.8%

1,435,000

Rhode

Island

Health

and

Educational

Building

Corp

.000

05/15/36

1,583,188

TOTAL

RHODE

ISLAND

1,583,188

TENNESSEE

-

1.7%

2,000,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

.000

01/01/38

2,034,964

1,140,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

.000

07/01/38

1,147,688

TOTAL

TENNESSEE

3,182,652

TEXAS

-

12.2%

1,105,000

Canyon

Independent

School

District

.000

02/15/38

1,110,567

1,650,000

City

of

Houston

TX

Airport

System

Revenue

.000

07/01/35

1,798,389

2,500,000

City

of

McKinney

TX

.000

08/15/39

2,738,205

1,000,000

City

of

Pflugerville

TX

.000

08/01/41

978,589

1,030,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

.000

02/01/41

1,121,279

2,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

.000

02/01/46

2,058,803

1,225,000

El

Paso

County

Community

College

District

.000

04/01/38

1,225,082

400,000

Harris

County

Municipal

Utility

District

No

.000

09/01/31

396,135

1,000,000

Lower

Colorado

River

Authority

.000

05/15/36

1,106,376

865,000

Port

Freeport

TX

.000

06/01/30

894,077

935,000

Port

Freeport

TX

.000

06/01/32

963,212

1,250,000

San

Angelo

Independent

School

District

.000

02/15/39

1,384,047

1,250,000

Spring

Independent

School

District

.000

08/15/36

1,411,325

1,250,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corp

.000

12/01/37

1,385,586

1,385,000

Texas

Municipal

Power

Agency

.000

09/01/40

1,162,366

2,000,000

Texas

Water

Development

Board

.000

10/15/41

1,987,971

1,370,000

University

of

Houston

.000

02/15/37

1,370,153

285,000

Williamson

County

Municipal

Utility

District

No

.250

08/15/37

286,146

TOTAL

TEXAS

23,378,308

UTAH

-

1.3%

475,000

City

of

Salt

Lake

City

UT

Airport

Revenue

.000

07/01/31

493,104

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

.000

07/01/32

1,036,514

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

.000

07/01/33

1,033,994

TOTAL

UTAH

2,563,612

VIRGINIA

-

2.3%

1,065,000

County

of

Fairfax

VA

Sewer

Revenue

.000

07/15/38

1,081,746

700,000

Virginia

College

Building

Authority

.000

02/01/32

688,957

1,750,000

Virginia

Commonwealth

Transportation

Board

.000

05/15/37

1,948,675

350,000

Virginia

Housing

Development

Authority

.375

07/01/38

356,103

5–15

Year

Laddered

Tax

Exempt

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

VIRGINIA

(continued)

$

400,000

Virginia

Small

Business

Financing

Authority

.000

%

12/31/47

$

398,528

TOTAL

VIRGINIA

4,474,009

WASHINGTON

-

1.5%

1,610,000

City

of

Tukwila

WA

.000

12/01/31

1,593,262

1,000,000

State

of

Washington

.000

02/01/39

1,027,592

270,000

State

of

Washington

.000

06/01/39

282,093

TOTAL

WASHINGTON

2,902,947

WEST

VIRGINIA

-

1.7%

735,000

Berkeley

County

Public

Service

District

.000

12/01/37

791,427

685,000

Berkeley

County

Public

Service

District

.000

12/01/39

730,685

500,000

Berkeley

County

Public

Service

District

.000

12/01/40

531,550

1,215,000

West

Virginia

Hospital

Finance

Authority

.000

01/01/30

1,222,351

TOTAL

WEST

VIRGINIA

3,276,013

WISCONSIN

-

3.0%

1,000,000

City

of

Milwaukee

WI

.000

04/01/33

1,019,913

1,000,000

City

of

Milwaukee

WI

.000

04/01/34

1,016,158

1,860,000

Public

Finance

Authority

.750

12/31/65

1,899,766

755,000

State

of

Wisconsin

.000

05/01/41

757,859

1,000,000

Wisconsin

Health

&

Educational

Facilities

Authority

.000

04/01/40

1,076,663

TOTAL

WISCONSIN

5,770,359

TOTAL

LONG-TERM

MUNICIPAL

BONDS

(Cost

$189,820,426)

188,936,041

SHARES

DESCRIPTION

EXPIRATION

DATE

VALUE

RIGHTS/WARRANTS

-

0.0%

NEVADA

-

0.0%

6,990

(b) BL

TRAIN

HOLDINGS

WEST

LLC

.000

11/26/35

8,737

TOTAL

NEVADA

8,737

TOTAL

RIGHTS/WARRANTS

(Cost

$–)

8,737

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$189,820,426)

188,944,778

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.6%

REPURCHASE

AGREEMENT

-

0.6%

1,074,000

(c) Fixed

Income

Clearing

Corporation

.660

04/01/26

1,074,000

TOTAL

REPURCHASE

AGREEMENT

1,074,000

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$1,074,000)

1,074,000

TOTAL

INVESTMENTS

-

98.9%

(Cost

$190,894,426)

190,018,778

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.1%

2,177,430

NET

ASSETS

-

100.0%

$

192,196,208

(a) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$98,502

or

0.1%

of

Total

Investments.

(b) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (c) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$1,074,109

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.125%

and

maturity

date

2/29/32,

valued

at

$1,095,484.

Consolidated

Portfolio

of

Investments

March

31,

2026

Green

Bond

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

BANK

LOAN

OBLIGATIONS

-

1.9%

UTILITIES

-

1.9%

$

1,397,796

(a) Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.000%)

5.673 %

12/15/27

$

1,400,711

1,047,163

(a) TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

5.700 05/30/29

1,041,273

995,000

(a) Vistra

Zero

Operating

Company,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

5.668 04/30/31

991,662

TOTAL

UTILITIES

3,433,646

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$3,428,039)

3,433,646

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

61.7%

AUTOMOBILES

&

COMPONENTS

-

0.5%

1,000,000

Toyota

Motor

Credit

Corp

2.150 02/13/30

918,293

TOTAL

AUTOMOBILES

&

COMPONENTS

918,293

BANKS

-

3.8%

500,000

Arab

Energy

Fund,

Reg

S

5.428 05/02/29

512,839

1,000,000

Credit

Agricole

Corporate

&

Investment

Bank

S.A.

4.570 08/25/30

989,748

1,000,000

Inter-American

Development

Bank

3.802 11/12/30

979,520

2,500,000

JPMorgan

Chase

&

Co

6.070 10/22/27

2,523,834

1,000,000

(a),(b)

KEB

Hana

Bank,

(SOFR

+

0.600%)

4.267 10/21/28

1,002,669

1,000,000

M&T

Bank

Corp

4.833 01/16/29

1,004,675

TOTAL

BANKS

7,013,285

CAPITAL

GOODS

-

0.6%

1,250,000

Conservation

Fund

3.474 12/15/29

1,192,743

TOTAL

CAPITAL

GOODS

1,192,743

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.1%

1,500,000

International

Bank

for

Reconstruction

&

Development

1.123 03/31/32

1,487,955

500,000

Nature

Conservancy

1.511 07/01/29

456,040

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

1,943,995

CONSUMER

DURABLES

&

APPAREL

-

0.1%

250,000

Whirlpool

Corp

2.400 05/15/31

198,962

TOTAL

CONSUMER

DURABLES

&

APPAREL

198,962

CONSUMER

SERVICES

-

0.6%

750,000

Family

Forest

Impact

Foundation

LLC

5.500 07/01/32

737,899

500,000

Oberlin

College

2.874 10/01/51

309,168

TOTAL

CONSUMER

SERVICES

1,047,067

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.6%

1,000,000

(b) Alimentation

Couche-Tard,

Inc

3.625 05/13/51

701,036

1,000,000

SYSCO

Corp

2.400 02/15/30

916,061

1,575,000

Walmart,

Inc

1.800 09/22/31

1,395,288

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,012,385

ENERGY

-

2.4%

800,000

(b) Amazon

Conservation

DAC

6.034 01/16/42

816,800

2,500,000

CIF

Capital

Markets

Mechanism

plc,

Reg

S

4.750 01/22/28

2,528,798

1,000,000

(b) New

York

State

Electric

&

Gas

Corp

5.650 08/15/28

1,026,159

TOTAL

ENERGY

4,371,757

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2.4%

1,025,000

Alexandria

Real

Estate

Equities,

Inc

3.800 04/15/26

1,024,758

1,000,000

AvalonBay

Communities,

Inc

1.900 12/01/28

940,634

1,170,000

ERP

Operating

LP

4.150 12/01/28

1,164,173

1,225,000

Host

Hotels

&

Resorts

LP

5.700 07/01/34

1,237,777

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

4,367,342

FINANCIAL

SERVICES

-

6.4%

875,000

BB

Blue

Financing

DAC

4.395 09/20/29

849,809

937,500

BB

Blue

Financing

DAC

4.395 09/20/37

989,209

1,000,000

Goldman

Sachs

Group,

Inc

4.387 06/15/27

1,000,126

1,000,000

(b) GPS

Blue

Financing

DAC

5.645 11/09/41

987,900

1,000,000

HA

Sustainable

Infrastructure

Capital,

Inc

6.375 07/01/34

1,006,621

650,000

HA

Sustainable

Infrastructure

Capital,

Inc

8.000 06/01/56

672,608

Green

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

6.4%

(continued)

$

1,100,000

Kreditanstalt

fuer

Wiederaufbau

4.375 %

02/28/34

$

1,110,936

1,000,000

Mastercard,

Inc

1.900 03/15/31

889,644

2,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.350 03/15/31

1,710,968

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.150 12/15/32

967,715

285,000

(b) Starwood

Property

Trust,

Inc

4.375 01/15/27

283,560

1,500,000

Visa,

Inc

0.750 08/15/27

1,436,028

TOTAL

FINANCIAL

SERVICES

11,905,124

FOOD,

BEVERAGE

&

TOBACCO

-

2.0%

2,000,000

(b) Mars,

Inc

4.650 04/20/31

2,013,961

1,000,000

PepsiCo,

Inc

3.900 07/18/32

968,584

1,000,000

PepsiCo,

Inc

2.875 10/15/49

644,817

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

3,627,362

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.8%

1,989,000

Kaiser

Foundation

Hospitals

2.810 06/01/41

1,442,949

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

1,442,949

INSURANCE

-

2.3%

750,000

(c) Emirates

NBD

Bank

PJSC,

Reg

S

4.529 01/13/31

736,183

1,000,000

(b) Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5.875 05/23/42

1,021,895

EUR

600,000

(c) Pacific

Life

Global

Funding

II,

Reg

S

3.125 06/18/31

675,330

2,000,000

(b) USAA

Capital

Corp

2.125 05/01/30

1,824,679

TOTAL

INSURANCE

4,258,087

MATERIALS

-

3.0%

750,000

Air

Products

and

Chemicals,

Inc

4.800 03/03/33

755,621

1,000,000

Air

Products

and

Chemicals,

Inc

4.850 02/08/34

1,001,196

685,000

(b) Alcoa

Nederland

Holding

BV

7.125 03/15/31

716,313

1,000,000

(b) FMG

Resources

August

2006

Pty

Ltd

6.125 04/15/32

1,021,828

900,000

Smurfit

Kappa

Treasury

ULC

5.200 01/15/30

916,519

1,000,000

Smurfit

Westrock

Financing

DAC

5.185 01/15/36

983,880

159,375

(b) Star

Energy

Geothermal

Wayang

Windu

Ltd

6.750 04/24/33

159,534

TOTAL

MATERIALS

5,554,891

MEDIA

&

ENTERTAINMENT

-

0.5%

1,000,000

Alphabet,

Inc

1.100 08/15/30

879,339

TOTAL

MEDIA

&

ENTERTAINMENT

879,339

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.5%

1,000,000

Pfizer,

Inc

2.625 04/01/30

936,336

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

936,336

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.3%

500,000

Preservation

Of

Affordable

Housing,

Inc

5.435 06/01/36

484,778

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

484,778

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1.6%

3,000,000

Apple,

Inc

3.000 06/20/27

2,967,631

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

2,967,631

TELECOMMUNICATION

SERVICES

-

1.3%

1,025,000

(b) Turkcell

Iletisim

Hizmetleri

AS.

7.650 01/24/32

1,043,855

1,000,000

Verizon

Communications,

Inc

2.850 09/03/41

703,423

1,000,000

Verizon

Communications,

Inc

3.875 03/01/52

729,108

TOTAL

TELECOMMUNICATION

SERVICES

2,476,386

TRANSPORTATION

-

1.0%

2,000,000

Norfolk

Southern

Corp

2.300 05/15/31

1,789,762

TOTAL

TRANSPORTATION

1,789,762

UTILITIES

-

28.9%

600,000

(c) Abu

Dhabi

Future

Energy

Co

Pjsc

Masdar,

Reg

S

4.875 05/21/30

595,869

1,000,000

AES

Corp

2.450 01/15/31

884,680

1,000,000

AES

Corp

7.600 01/15/55

991,918

527,000

Ameren

Illinois

Co

2.900 06/15/51

328,366

325,000

American

Water

Capital

Corp

5.250 03/01/35

330,226

900,000

(b) California

Buyer

Ltd

6.375 02/15/32

879,367

570,000

CenterPoint

Energy

Houston

Electric

LLC

5.300 04/01/53

534,359

1,075,000

(b) Comision

Federal

de

Electricidad

6.450 01/24/35

1,071,897

253,825

Consumers

2023

Securitization

Funding

LLC

5.550 03/01/28

255,816

787,179

(b) Continental

Wind

LLC

6.000 02/28/33

803,441

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

28.9%

(continued)

$

500,000

(b) ContourGlobal

Power

Holdings

S.A.

6.750 %

02/28/30

$

505,620

1,000,000

Dominion

Energy,

Inc

2.250 08/15/31

881,965

2,000,000

DTE

Electric

Co

1.900 04/01/28

1,914,678

1,000,000

DTE

Electric

Co

3.950 03/01/49

773,684

1,000,000

DTE

Electric

Co

3.250 04/01/51

673,758

1,000,000

Duke

Energy

Carolinas

LLC

2.850 03/15/32

910,317

1,500,000

Duke

Energy

Carolinas

LLC

3.550 03/15/52

1,058,059

1,000,000

Duke

Energy

Florida

LLC

2.500 12/01/29

937,261

500,000

Duke

Energy

Florida

LLC

2.400 12/15/31

446,561

1,000,000

Duke

Energy

Florida

LLC

3.000 12/15/51

628,840

1,000,000

Duke

Energy

Progress

LLC

3.450 03/15/29

978,194

1,000,000

Duke

Energy

Progress

LLC

4.000 04/01/52

753,895

1,000,000

Georgia

Power

Co

3.250 04/01/26

1,000,000

350,000

(b) International

Development

Association

4.500 02/12/35

353,914

1,000,000

(b) Liberty

Utilities

Finance

GP

2.050 09/15/30

897,360

1,000,000

MidAmerican

Energy

Co

3.100 05/01/27

990,018

500,000

MidAmerican

Energy

Co

2.700 08/01/52

300,600

975,000

MidAmerican

Energy

Co

5.850 09/15/54

978,896

1,050,000

MidAmerican

Energy

Co

5.300 02/01/55

973,763

2,000,000

(b) New

York

State

Electric

&

Gas

Corp

2.150 10/01/31

1,746,045

925,000

(b) New

York

State

Electric

&

Gas

Corp

5.050 08/15/35

915,120

1,016,000

(b),(d)

NextEra

Energy

Operating

Partners

LP

7.250 01/15/29

1,045,633

2,000,000

(b) Niagara

Mohawk

Power

Corp

1.960 06/27/30

1,798,920

1,000,000

Northern

States

Power

Co

5.400 03/15/54

947,746

500,000

Northwest

Natural

Gas

Co

3.078 12/01/51

306,462

250,000

Oncor

Electric

Delivery

Co

LLC

4.150 06/01/32

242,417

1,000,000

Pacific

Gas

and

Electric

Co

6.700 04/01/53

1,035,084

1,000,000

PG&E

Recovery

Funding

LLC

5.529 06/01/49

982,292

529,000

Public

Service

Co

of

Colorado

3.700 06/15/28

521,991

1,000,000

Public

Service

Co

of

Colorado

4.100 06/15/48

780,193

500,000

Public

Service

Co

of

Colorado

5.750 05/15/54

485,684

1,000,000

Public

Service

Co

of

Oklahoma

2.200 08/15/31

877,155

1,000,000

Public

Service

Electric

and

Gas

Co

3.100 03/15/32

920,822

250,000

Public

Service

Electric

and

Gas

Co

4.650 03/15/33

247,035

1,175,000

(b) RWE

Finance

US

LLC

5.875 04/16/34

1,214,624

1,075,000

(b) RWE

Finance

US

LLC

5.125 09/18/35

1,045,120

1,000,000

(b) RWE

Finance

US

LLC

6.250 04/16/54

1,005,147

550,000

San

Diego

Gas

&

Electric

Co

4.950 08/15/28

558,710

1,000,000

San

Diego

Gas

&

Electric

Co

2.950 08/15/51

627,954

1,000,000

SCE

Recovery

Funding

LLC

2.943 11/15/42

847,963

960,000

SCE

Recovery

Funding

LLC

3.240 11/15/46

691,842

606,661

(b) Solar

Star

Funding

LLC

3.950 06/30/35

575,806

1,069,803

(b) Solar

Star

Funding

LLC

5.375 06/30/35

1,073,477

1,000,000

Southern

California

Edison

Co

2.750 02/01/32

891,833

1,162,000

Southern

California

Edison

Co

3.650 06/01/51

796,415

1,000,000

Southwestern

Public

Service

Co

3.150 05/01/50

645,085

894,130

(b) Sweihan

PV

Power

Co

PJSC

3.625 01/31/49

712,626

843,021

(b) Topaz

Solar

Farms

LLC

4.875 09/30/39

758,719

1,789,981

(b) Topaz

Solar

Farms

LLC

5.750 09/30/39

1,773,263

1,000,000

Union

Electric

Co

2.150 03/15/32

872,627

1,000,000

Union

Electric

Co

2.625 03/15/51

588,406

2,000,000

(b),(e)

Vistra

Corp

7.000 N/A

2,002,564

1,000,000

Wisconsin

Power

and

Light

Co

3.950 09/01/32

952,865

285,000

(b) XPLR

Infrastructure

Operating

Partners

LP

7.750 04/15/34

294,334

TOTAL

UTILITIES

53,415,301

TOTAL

CORPORATE

BONDS

(Cost

$117,901,379)

113,803,775

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

20.7%

AGENCY

SECURITIES

-

0.4%

250,000

United

States

International

Development

Finance

Corp

1.650 04/15/28

241,106

Green

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY

SECURITIES

(continued)

$

125,344

United

States

International

Development

Finance

Corp

1.050 %

10/15/29

$

118,731

125,344

United

States

International

Development

Finance

Corp

1.790 10/15/29

120,177

125,344

United

States

International

Development

Finance

Corp

2.360 10/15/29

121,340

198,549

United

States

International

Development

Finance

Corp

1.630 07/15/38

164,533

TOTAL

AGENCY

SECURITIES

765,887

FOREIGN

GOVERNMENT

BONDS

-

12.0%

1,000,000

African

Development

Bank

5.750 08/07/74

974,009

1,900,000

Arab

Petroleum

Investments

Corp,

Reg

S

1.483 10/06/26

1,871,500

300,000

(b) Arab

Petroleum

Investments

Corp

1.483 10/06/26

295,500

1,000,000

(b) Arab

Petroleum

Investments

Corp

5.428 05/02/29

1,025,677

750,000

Asian

Development

Bank

3.125 09/26/28

737,887

1,000,000

Asian

Infrastructure

Investment

Bank

4.875 09/14/26

1,004,772

500,000

Brazilian

Government

International

Bond

5.500 02/04/33

490,800

2,500,000

(b) CDP

Financial,

Inc

1.000 05/26/26

2,489,088

150,000

(b) Dominican

Republic

International

Bond

6.600 06/01/36

149,835

1,500,000

European

Investment

Bank

2.125 04/13/26

1,499,018

830,000

European

Investment

Bank

3.250 11/15/27

822,856

250,000

European

Investment

Bank

1.625 10/09/29

231,695

1,500,000

European

Investment

Bank

0.750 09/23/30

1,306,651

1,000,000

European

Investment

Bank

3.750 02/14/33

975,877

1,000,000

Export

Development

Canada

4.750 06/05/34

1,032,620

1,000,000

International

Bank

for

Reconstruction

&

Development

0.000 03/31/27

959,699

500,000

(f) International

Bank

for

Reconstruction

&

Development

0.000 03/31/28

492,770

1,500,000

International

Bank

for

Reconstruction

&

Development

1.745 07/31/33

1,536,930

1,180,000

International

Finance

Corp

2.126 04/07/26

1,179,562

1,610,000

OMERS

Finance

Trust,

Reg

S

3.500 04/19/32

1,536,276

2,000,000

(b) OMERS

Finance

Trust

4.000 04/19/52

1,559,612

TOTAL

FOREIGN

GOVERNMENT

BONDS

22,172,634

MORTGAGE

BACKED

-

0.2%

250,000

(a) Fannie

Mae-Aces

1.468 11/25/30

221,564

250,000

(a) Fannie

Mae-Aces

1.245 01/25/31

219,258

TOTAL

MORTGAGE

BACKED

440,822

MUNICIPAL

BONDS

-

6.9%

800,000

California

Community

Choice

Financing

Authority

5.950 08/01/29

816,730

1,000,000

California

Community

Choice

Financing

Authority

6.125 04/01/30

1,039,058

180,000

(b) California

Municipal

Finance

Authority

6.375 11/15/48

172,378

500,000

California

Statewide

Communities

Development

Authority

2.682 02/01/39

386,623

1,000,000

City

&

County

of

San

Francisco

CA

3.700 06/15/26

999,714

500,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

6.332 09/01/51

513,316

300,000

City

of

Cleveland

OH

Income

Tax

Revenue

3.072 10/01/41

234,678

142,958

(g) City

of

Fort

Wayne

IN

10.750 12/01/29

500,000

Denver

City

&

County

Housing

Authority

4.125 06/01/28

501,108

290,000

Klickitat

County

Public

Utilities

3.688 12/01/38

255,276

350,000

Maryland

Economic

Development

Corp

5.942 05/31/57

351,284

315,000

Massachusetts

Clean

Energy

Cooperative

Corp

2.485 07/01/32

281,755

170,000

Morris

County

Improvement

Authority

1.298 06/15/27

165,045

210,000

Mount

Shasta

Public

Financing

Authority

3.000 08/01/35

198,906

220,000

Mount

Shasta

Public

Financing

Authority

2.625 08/01/36

193,937

120,000

Mount

Shasta

Public

Financing

Authority

2.625 08/01/37

103,891

160,000

Mount

Shasta

Public

Financing

Authority

2.750 08/01/38

137,149

165,000

Mount

Shasta

Public

Financing

Authority

2.750 08/01/39

138,524

2,000,000

(a),(b)

New

Hampshire

Business

Finance

Authority

3.970 02/01/29

2,000,000

850,000

(a),(b)

New

Hampshire

Business

Finance

Authority

3.840 07/01/33

850,000

240,000

(b),(f),(g)

Pennsylvania

Economic

Development

Financing

Authority

10.000 12/01/29

1,000,000

Philadelphia

Energy

Authority

5.048 11/01/27

1,014,138

750,000

Public

Finance

Authority

5.292 07/01/29

753,836

750,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4.655 10/01/27

758,594

250,000

San

Jose

Financing

Authority

4.662 05/01/37

243,038

562,108

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3.242 01/01/31

554,220

TOTAL

MUNICIPAL

BONDS

12,663,236

U.S.

TREASURY

SECURITIES

-

1.2%

1,984,000

(d) United

States

Treasury

Note

4.625 02/15/46

1,912,700

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

317,000

United

States

Treasury

Note

4.625 %

11/15/55

$

302,884

TOTAL

U.S.

TREASURY

SECURITIES

2,215,584

TOTAL

GOVERNMENT

BONDS

(Cost

$39,114,362)

38,258,163

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.4%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

10,000

Brookfield

Property

Partners

LP

148,600

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

148,600

UTILITIES

-

0.3%

20,000

Brookfield

Infrastructure

Partners

LP

323,000

16,000

Brookfield

Renewable

Partners

LP

277,120

TOTAL

UTILITIES

600,120

TOTAL

PREFERRED

STOCKS

(Cost

$1,150,000)

748,720

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

14.2%

ASSET

BACKED

-

9.0%

125,000

(a),(b)

BFLD

Trust,

(TSFR1M

+

2.214%),

Series

2020

EYP

5.887 10/15/35

4,595

1,000,000

(b) Centersquare

Issuer

LLC,

Series

2025

3A

5.000 08/25/55

954,042

434,179

(b) EnFin

Residential

Solar

Receivables

Trust,

Series

2024

2A

5.980 09/20/55

401,775

60,499

(b) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

3CS

2.100 05/20/48

46,843

209,959

(b) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

4GS

1.930 07/20/48

167,720

212,107

(b) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

2.560 10/20/48

121,581

332,407

(b) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

1GS

2.700 01/20/49

285,751

751,763

(b) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

3CS

4.950 07/20/49

677,274

853,350

(b) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2023

1GS

5.520 02/22/55

794,268

208,202

(b) Helios

Issuer,

LLC,

Series

2023

B

5.300 08/22/50

189,814

66,420

(b) HERO

Funding

Trust,

Series

2016

1A

4.050 09/20/41

63,730

100,590

(b) HERO

Funding

Trust,

Series

2016

3A

3.910 09/20/42

95,397

63,174

(b) HERO

Funding

Trust,

Series

2016

4A

4.290 09/20/47

60,451

31,331

(b) HERO

Funding

Trust,

Series

2017

1A

4.460 09/20/47

29,805

70,704

(b) HERO

Funding

Trust,

Series

2017

3A

3.190 09/20/48

64,461

142,468

(b) HERO

Funding

Trust,

Series

2017

3A

3.950 09/20/48

132,938

82,580

(b) HERO

Funding

Trust,

Series

2020

1A

2.590 09/20/57

71,575

900,000

(b) Hertz

Vehicle

Financing

III

LLC,

Series

2023

2A

7.130 09/25/29

924,677

122,339

(b) Loanpal

Solar

Loan

Ltd,

Series

2021

1GS

2.290 01/20/48

101,242

253,412

(b) Mosaic

Solar

Loan

Trust,

Series

2020

1A

2.100 04/20/46

223,435

85,839

(b) Mosaic

Solar

Loan

Trust,

Series

2020

2A

1.440 08/20/46

72,500

510,196

(b) Mosaic

Solar

Loan

Trust,

Series

2021

1A

2.050 12/20/46

398,759

162,871

(b) Mosaic

Solar

Loan

Trust,

Series

2021

1A

2.250 12/20/46

130,841

731,442

(b) Mosaic

Solar

Loan

Trust,

Series

2025

1A

6.120 08/22/50

721,980

358,934

(b) Mosaic

Solar

Loan

Trust,

Series

2021

3A

1.440 06/20/52

296,494

814,375

(b) Mosaic

Solar

Loan

Trust,

Series

2021

3A

1.770 06/20/52

464,403

685,150

(b) Mosaic

Solar

Loan

Trust,

Series

2022

3A

6.100 06/20/53

669,183

500,000

(b) Mosaic

Solar

Loan

Trust,

Series

2023

2A

8.180 09/22/53

86,452

850,000

(a),(b)

NYC

Commercial

Mortgage

Trust,

(TSFR1M

+

1.743%),

Series

2025

11X

5.416 10/15/40

851,740

121,452

(b) Renew,

Series

2021

2.060 11/20/56

97,479

913,462

(b) Renew,

Series

2024

2A

5.326 11/20/60

872,788

939,061

(b) Sunnova

Helios

VIII

Issuer

LLC,

Series

2022

A

2.790 02/22/49

786,375

815,728

(b) Sunnova

Hestia

I

Issuer

LLC,

Series

2023

GRID1

5.750 12/20/50

797,925

1,016,565

(b) Sunnova

Hestia

II

Issuer

LLC,

Series

2024

GRID1

5.630 07/20/51

984,883

184,644

(b) Sunrun

Athena

Issuer

LLC,

Series

2018

5.310 04/30/49

178,260

396,978

(b) Sunrun

Atlas

Issuer

LLC,

Series

2019

3.610 02/01/55

382,965

243,618

(b) Sunrun

Callisto

Issuer

LLC,

Series

2019

1A

3.980 06/30/54

234,079

440,767

(b) Sunrun

Jupiter

Issuer

LLC,

Series

2022

1A

4.750 07/30/57

422,517

190,550

(b) Sunrun

Vulcan

Issuer

LLC,

Series

2021

1A

2.460 01/30/52

175,462

730,000

(b) Switch

ABS

Issuer

LLC,

Series

2025

2A

5.121 10/25/55

712,910

348,732

(b) Tesla

Auto

Lease

Trust,

Series

2024

A

5.300 06/21/27

349,421

462,290

(b) Tesla

Auto

Lease

Trust,

Series

2024

B

4.820 10/20/27

463,148

Green

Bond

See

Notes

to

Financial

Statements

Consolidated

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

246,579

(b) Trinity

Rail

Leasing

L.P.,

Series

2025

1A

5.090 %

10/19/55

$

245,582

164,544

(b) Vivint

Colar

Financing

V

LLC,

Series

2018

1A

7.370 04/30/48

161,313

741,992

(b) Vivint

Solar

Financing

VII

LLC,

Series

2020

1A

2.210 07/31/51

681,004

TOTAL

ASSET

BACKED

16,649,837

OTHER

MORTGAGE

BACKED

-

5.2%

250,000

(a),(b)

Alen

Mortgage

Trust,

(TSFR1M

+

1.764%),

Series

2021

ACEN

5.437 04/15/34

227,469

1,500,000

(b) BBCMS

Trust,

Series

2015

SRCH

4.197 08/10/35

1,454,686

1,000,000

(b) BBCMS

Trust,

Series

2015

SRCH

4.498 08/10/35

951,956

100,000

(b) BBCMS

Trust,

Series

2015

SRCH

4.798 08/10/35

93,932

500,000

(b) Century

Plaza

Towers,

Series

2019

CPT

2.865 11/13/39

462,314

1,975,000

(a),(b)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

0.280 04/15/42

16,561

500,000

(a),(b)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

5.117 04/15/42

507,306

100,000

(b) COMM

Mortgage

Trust,

Series

2022

HC

3.376 01/10/39

95,196

100,000

(b) COMM

Mortgage

Trust,

Series

2025

167G

5.503 08/10/40

99,767

250,000

(a),(b)

MFT

Mortgage

Trust,

Series

2020

B6

3.283 08/10/40

188,037

297,597

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

5.915 07/15/36

289,406

500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.829%),

Series

2019

MILE

6.502 07/15/36

419,542

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

8.002 07/15/36

180,084

325,000

(a),(b)

NYC

Commercial

Mortgage

Trust,

Series

2025

300P

4.879 07/13/42

323,406

11,470,000

(a),(b)

NYC

Commercial

Mortgage

Trust,

Series

2021

909

0.226 04/10/43

123,836

1,000,000

(b) One

Bryant

Park

Trust,

Series

2019

OBP

2.516 09/15/54

924,748

730,448

(b) One

Market

Plaza

Trust,

Series

2017

1MKT

3.614 02/10/32

704,026

1,000,000

(a),(b)

PENN

Commercial

Mortgage

Trust,

Series

2025

P11

5.344 08/10/42

1,017,159

125,000

(b) SLG

Office

Trust,

Series

2021

OVA

2.851 07/15/41

107,564

400,000

(a),(b)

STWD

Mortgage

Trust,

(TSFR1M

+

2.419%),

Series

2021

LIH

6.092 11/15/36

399,656

1,000,000

(b) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

SVEN

6.011 06/10/37

1,022,358

TOTAL

OTHER

MORTGAGE

BACKED

9,609,009

TOTAL

STRUCTURED

ASSETS

(Cost

$28,325,354)

26,258,846

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$189,919,134)

182,503,150

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.1%

1,949,999

(h) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

3.680 (i) 1,949,999

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$1,949,999)

1,949,999

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.3%

REPURCHASE

AGREEMENT

-

0.3%

563,000

(j) Fixed

Income

Clearing

Corporation

3.660 04/01/26

563,000

TOTAL

REPURCHASE

AGREEMENT

563,000

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$563,000)

563,000

TOTAL

INVESTMENTS

-

100.3%

(Cost

$192,432,133)

185,016,149

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(483,239)

NET

ASSETS

-

100.0%

$

184,532,910

EUR

Euro

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

SOFR

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

See

Notes

to

Financial

Statements

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

(a) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$67,894,146

or

36.7%

of

Total

Investments.

(c) All

or

a

portion

of

this

security

is

owned

by

Nuveen

Green

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(d) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,897,598.

(e) Perpetual

security.

Maturity

date

is

not

applicable.

(f) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (g) Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(h) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(i) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(j) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$563,057

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.625%

and

maturity

date

5/15/44,

valued

at

$574,325.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

707,617

EUR

601,949

Bank

of

America,

N.A.

04/08/26

$

14,189

Total

$

14,189

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

$

14,189

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

$

–

EUR

Euro

High

Yield

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.2%

BANK

LOAN

OBLIGATIONS

-

4.4%

AUTOMOBILES

&

COMPONENTS

-

0.2%

$

3,030,300

(a) DexKo

Global

Inc.,

Incremental

Term

Loan,

(TSFR3M

+

4.250%)

7.917 %

10/04/28

$

2,994,937

1,931,361

(a) DexKo

Global

Inc.,

Term

Loan

B,

(TSFR3M

+

3.750%)

7.678 10/04/28

1,896,847

TOTAL

AUTOMOBILES

&

COMPONENTS

4,891,784

CAPITAL

GOODS

-

0.9%

4,415,122

(a) Columbus

McKinnon

Corporation,

Term

Loan

B,

(TSFR3M

+

3.500%)

7.200 02/03/33

4,404,084

9,751,313

(a) TransDigm,

Inc.,

Term

Loan

J,

(TSFR1M

+

2.500%)

6.168 02/28/31

9,763,599

5,929,249

(a) Windsor

Holdings

III,

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

6.418 08/01/30

5,853,295

TOTAL

CAPITAL

GOODS

20,020,978

CONSUMER

SERVICES

-

0.5%

2,484,663

(a) Caesars

Entertainment

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

5.918 02/06/30

2,419,440

9,850,934

(a) Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

7.200 11/30/29

8,665,325

TOTAL

CONSUMER

SERVICES

11,084,765

ENERGY

-

0.0%

412,661

(b) Cloud

Peak

Energy

Resources

LLC

12.000 05/03/27

412,661

TOTAL

ENERGY

412,661

FOOD,

BEVERAGE

&

TOBACCO

-

0.4%

7,895,000

(a),(c)

Primo

Brands

Corp,

(TBD)

TBD

TBD

7,917,185

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

7,917,185

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.6%

7,412,563

(a) Heartland

Dental,

LLC,

Term

Loan,

(TSFR1M

+

3.750%)

7.418 08/25/32

7,407,078

1,636,303

(a) Medline

Borrower,

LP,

Term

Loan

B,

(TSFR1M

+

1.750%)

5.418 10/23/28

1,640,598

4,875,750

(a) Phoenix

Guarantor

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.168 02/21/31

4,883,381

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

13,931,057

INSURANCE

-

0.2%

4,937,500

(a) Acrisure,

LLC,

First

Lien

Term

Loan

B6,

(TSFR1M

+

3.000%)

6.668 11/06/30

4,793,078

TOTAL

INSURANCE

4,793,078

MATERIALS

-

0.2%

4,987,500

(a) Qnity

Electronics

Inc,

Term

Loan

B,

(TSFR1M

+

2.000%)

5.668 11/01/32

4,987,500

TOTAL

MATERIALS

4,987,500

MEDIA

&

ENTERTAINMENT

-

0.1%

2,669,535

(a) Gray

Television,

Inc.,

Term

Loan

D,

(TSFR1M

+

3.000%)

6.782 12/01/28

2,673,806

TOTAL

MEDIA

&

ENTERTAINMENT

2,673,806

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.5%

4,974,937

(a) Bausch

Health

Companies

Inc.,

Term

Loan

B,

(TSFR1M

+

6.250%)

9.918 10/08/30

4,814,620

5,757,000

(a) Genmab

AS,

Term

Loan

B,

(TSFR3M

+

3.000%)

6.700 11/12/32

5,640,691

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

10,455,311

SOFTWARE

&

SERVICES

-

0.3%

5,873,446

(a) Ellucian

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

6.168 10/09/29

5,721,705

TOTAL

SOFTWARE

&

SERVICES

5,721,705

TELECOMMUNICATION

SERVICES

-

0.5%

5,000,000

(a),(c)

Connect

Holding

II

LLC,

(TBD)

TBD

TBD

4,666,875

5,000,000

(a) Iridium

Satellite

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

5.918 09/20/30

4,902,100

TOTAL

TELECOMMUNICATION

SERVICES

9,568,975

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$97,829,099)

96,458,805

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

ENERGY

-

0.0%

7,963

(b),(d)

Cloud

Peak

Energy,

Inc

TOTAL

ENERGY

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

22,100

(d) Bright

Bidco

BV

7,735

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

(continued)

5,572

(d) Bright

Bidco

BV

$

1,950

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

9,685

TELECOMMUNICATION

SERVICES

-

0.0%

22,638

(d) Altice

France

Lux

376,792

TOTAL

TELECOMMUNICATION

SERVICES

376,792

TOTAL

COMMON

STOCKS

(Cost

$1,165,628)

386,557

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

92.6%

AUTOMOBILES

&

COMPONENTS

-

2.8%

$

2,210,000

(e) Cyprium

Corp

6.125 %

04/15/31

2,178,657

6,815,000

Goodyear

Tire

&

Rubber

Co

5.000 07/15/29

6,449,114

4,650,000

Goodyear

Tire

&

Rubber

Co

5.250 07/15/31

4,159,170

14,950,000

(e) IHO

Verwaltungs

GmbH,

(cash

6.375%,

PIK

7.125%)

6.375 05/15/29

14,944,587

6,615,000

(e) Phinia,

Inc

6.750 04/15/29

6,734,421

5,770,000

(e) Phinia,

Inc

6.625 10/15/32

5,864,576

13,535,000

(e) ZF

North

America

Capital,

Inc

6.750 04/23/30

13,093,519

7,180,000

(e) ZF

North

America

Capital,

Inc

7.500 03/24/31

7,053,023

TOTAL

AUTOMOBILES

&

COMPONENTS

60,477,067

CAPITAL

GOODS

-

6.5%

2,320,000

(e) Advanced

Drainage

Systems,

Inc

5.375 03/01/34

2,257,640

4,350,000

(e) AECOM

6.000 08/01/33

4,345,221

10,277,000

(e) Albion

Financing SARL

7.000 05/21/30

10,503,474

7,675,000

(e),(f)

Alta

Equipment

Group,

Inc

9.000 06/01/29

6,801,655

7,000,000

(e),(f)

Camelot

Return

Merger

Sub,

Inc

8.750 08/01/28

4,091,094

4,380,000

(e) Carpenter

Technology

Corp

5.625 03/01/34

4,339,656

7,355,000

(e) Columbus

McKinnon

Corp

7.125 01/31/33

7,351,617

2,335,000

(e) Gates

Corp

6.875 07/01/29

2,395,801

2,870,000

(e) Herc

Holdings,

Inc

6.625 06/15/29

2,917,145

6,645,000

(e) Herc

Holdings,

Inc

7.000 06/15/30

6,813,577

3,740,000

(e) Herc

Holdings,

Inc

5.750 03/15/31

3,683,403

3,335,000

(e) Herc

Holdings,

Inc

7.250 06/15/33

3,417,515

4,860,000

(e) Herc

Holdings,

Inc

6.000 03/15/34

4,698,399

8,265,000

(e) Lsf12

Helix

Parent

LLC

7.125 02/01/33

7,954,286

9,175,000

(e) Masterbrand,

Inc

7.000 07/15/32

8,964,326

3,655,000

(e) New

Flyer

Holdings,

Inc

9.250 07/01/30

3,906,613

9,675,000

(e) Quikrete

Holdings,

Inc

6.375 03/01/32

9,810,479

4,000,000

(e) Standard

Building

Solutions,

Inc

6.250 08/01/33

3,955,022

8,190,000

(e) TransDigm,

Inc

6.875 12/15/30

8,391,867

9,035,000

(e) TransDigm,

Inc

6.625 03/01/32

9,214,525

10,000,000

(e) TransDigm,

Inc

6.375 05/31/33

9,946,683

3,370,000

(e) TransDigm,

Inc

6.125 07/31/34

3,314,538

7,430,000

(e) Trinity

Industries,

Inc

7.750 07/15/28

7,616,003

4,940,000

(e) United

Rentals

North

America,

Inc

5.375 11/15/33

4,803,555

TOTAL

CAPITAL

GOODS

141,494,094

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2.2%

13,120,000

(e) AMN

Healthcare,

Inc

6.500 01/15/31

12,858,546

4,165,000

(e) CACI

International,

Inc

6.375 06/15/33

4,239,662

3,425,000

(e) Clean

Harbors,

Inc

5.750 10/15/33

3,416,611

3,145,000

(e) Garda

World

Security

Corp

6.500 01/15/31

3,188,580

3,595,000

(e) GFL

Environmental

Holdings

US,

Inc

5.500 02/01/34

3,525,961

9,200,000

(e) Neptune

Bidco

US,

Inc

9.290 04/15/29

9,225,558

282,000

(e),(f)

Prime

Security

Services

Borrower

LLC

5.750 04/15/26

282,352

325,000

(e) Prime

Security

Services

Borrower

LLC

3.375 08/31/27

316,310

11,925,000

(e) RR

Donnelley

&

Sons

Co

9.500 08/01/29

12,070,533

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

49,124,113

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

4.5%

5,240,000

(e) Asbury

Automotive

Group,

Inc

5.000 02/15/32

4,962,343

14,840,000

(e) Bath

&

Body

Works,

Inc

6.625 10/01/30

14,979,823

2,025,000

(e) Gee

Automotive

Holdings

LLC

7.250 03/01/31

2,031,201

6,675,000

(e) Group

Automotive,

Inc

4.000 08/15/28

6,459,487

High

Yield

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

4.5%

(continued)

$

1,000,000

(e) Kohl's

Corp

10.000 %

06/01/30

$

1,057,422

9,725,000

Kohl's

Corp

5.125 05/01/31

7,319,411

7,835,000

(e) LCM

Investments

Holdings

II

LLC

4.875 05/01/29

7,624,288

620,000

(e) LCM

Investments

Holdings

II

LLC

8.250 08/01/31

644,022

11,955,000

(e) Macy's

Retail

Holdings

LLC

6.125 03/15/32

11,743,872

8,190,000

(e) Michaels

Cos,

Inc

8.500 03/15/33

7,972,916

3,005,000

(e) Michaels

Cos,

Inc

11.000 03/15/34

2,798,263

7,685,000

(e) Park

River

Holdings,

Inc

8.000 03/15/31

7,649,512

3,600,000

(e) PetSmart,

Inc

7.500 09/15/32

3,617,532

7,650,000

(e) QXO

Building

Products,

Inc

6.750 04/30/32

7,802,931

10,000,000

(e) Staples,

Inc

10.750 09/01/29

9,248,193

3,395,000

(e) Wayfair

LLC

7.250 10/31/29

3,465,562

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

99,376,778

CONSUMER

DURABLES

&

APPAREL

-

1.5%

12,400,000

(e) CD&R

Smokey

Buyer,

Inc

9.500 10/15/29

10,547,636

3,180,000

(e) Champ

Acquisition

Corp

8.375 12/01/31

3,333,050

5,200,000

Newell

Rubbermaid,

Inc

7.500 04/01/46

4,172,514

7,680,000

(e) S&S

Holdings

LLC

8.375 10/01/31

6,774,093

2,560,000

(e) TopBuild

Corp

5.625 01/31/34

2,505,656

5,880,000

(e) Wolverine

World

Wide,

Inc

4.000 08/15/29

5,442,638

TOTAL

CONSUMER

DURABLES

&

APPAREL

32,775,587

CONSUMER

SERVICES

-

5.1%

7,260,000

(e),(f)

Caesars

Entertainment,

Inc

6.000 10/15/32

6,679,264

7,680,000

(e) Carnival

Corp

5.875 06/15/31

7,774,395

15,230,000

(e) CDI

Escrow

Issuer,

Inc

5.750 04/01/30

15,061,900

5,515,000

(e) Cinemark

USA,

Inc

5.250 07/15/28

5,467,851

4,315,000

(e) Cinemark

USA,

Inc

7.000 08/01/32

4,433,606

10,245,000

(e) Fertitta

Entertainment

LLC

4.625 01/15/29

9,791,425

7,330,000

(e) Flutter

Treasury

DAC

5.875 06/04/31

7,261,758

5,950,000

(e) Hilton

Domestic

Operating

Co,

Inc

5.500 03/31/34

5,813,013

3,445,000

(e) Life

Time,

Inc

6.000 11/15/31

3,472,295

5,015,000

(e) Light

&

Wonder

International,

Inc

6.250 10/01/33

4,913,145

5,945,000

(e) Marriott

Ownership

Resorts,

Inc

6.500 10/01/33

5,652,734

6,900,000

(e) Merlin

Entertainments

Group

US

Holdings,

Inc

7.375 02/15/31

5,758,543

5,350,000

(e) Motion

Finco

Sarl

8.375 02/15/32

4,419,849

3,835,000

(e) NCL

Corp

Ltd

5.875 01/15/31

3,725,955

3,310,000

(e) NCL

Corp

Ltd

6.250 09/15/33

3,211,820

4,190,000

(e) SIX

FLAGS

8.625 01/15/32

4,196,760

7,825,000

(e) Six

Flags

Entertainment

Corp

6.625 05/01/32

7,806,205

5,510,000

(e) Wynn

Resorts

Finance

LLC

6.250 03/15/33

5,452,693

TOTAL

CONSUMER

SERVICES

110,893,211

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.8%

8,020,000

(e) Albertsons

Cos,

Inc

6.500 02/15/28

8,120,435

3,545,000

(e) Albertsons

Cos,

Inc

6.250 03/15/33

3,568,769

5,840,000

(e) Albertsons

Cos,

Inc

5.750 03/31/34

5,713,543

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

17,402,747

ENERGY

-

13.3%

7,475,000

(e) Antero

Midstream

Partners

LP

5.750 10/15/33

7,392,074

2,000,000

(e) Archrock

Partners

LP

6.250 04/01/28

2,000,000

3,945,000

(e) Archrock

Partners

LP

6.625 09/01/32

4,022,539

3,225,000

(e) ARCHROCK

SERVICES

6.000 02/01/34

3,192,953

6,800,000

(e) Ascent

Resources

Utica

Holdings

LLC

6.625 10/15/32

6,898,192

2,315,000

(e) Ascent

Resources

Utica

Holdings

LLC

6.625 07/15/33

2,354,753

1,536,585

(e) BORR

IHC

Ltd

10.000 11/15/28

1,574,418

4,610,000

(e) Bristow

Group,

Inc

6.750 02/01/33

4,659,521

6,040,000

(e) Buckeye

Partners

LP

6.750 02/01/30

6,233,346

4,830,000

(e) California

Resources

Corp

7.000 01/15/34

4,869,422

2,820,000

(e) Chord

Energy

Corp

6.000 10/01/30

2,857,421

8,500,000

(e) Chord

Energy

Corp

6.750 03/15/33

8,775,759

2,000,000

(e) Civitas

Resources,

Inc

8.625 11/01/30

2,110,172

3,235,000

(e) Civitas

Resources,

Inc

8.750 07/01/31

3,381,520

8,620,000

(e) CNX

Resources

Corp

7.250 03/01/32

8,882,531

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

13.3%

(continued)

$

4,670,000

(e) CNX

Resources

Corp

5.875 %

03/01/34

$

4,548,004

1,917,000

(e) CVR

Energy,

Inc

7.500 02/15/31

1,931,314

7,255,000

(e) Delek

Logistics

Partners

LP

7.375 06/30/33

7,314,977

10,000,000

(g) Energy

Transfer

LP

7.125 N/A

10,178,250

7,470,000

(e) Harvest

Midstream

I

LP

7.500 05/15/32

7,613,984

6,185,000

(e) Hilcorp

Energy

I

LP

6.000 04/15/30

6,020,255

6,166,000

(e) Hilcorp

Energy

I

LP

6.000 02/01/31

5,992,931

7,585,000

(e) Hilcorp

Energy

I

LP

6.250 04/15/32

7,340,979

3,830,000

(e) Hilcorp

Energy

I

LP

8.375 11/01/33

3,995,962

2,655,000

(e) Infinity

Natural

Resources

LLC

7.625 04/01/31

2,669,018

7,530,000

(e) ITT

Holdings

LLC

6.500 08/01/29

7,321,707

5,000,000

(e) Kinetik

Holdings

LP

6.625 12/15/28

5,084,615

5,350,000

(e) Kodiak

Gas

Services

LLC

7.250 02/15/29

5,542,894

3,170,000

(e) Kodiak

Gas

Services

LLC

5.875 04/01/31

3,185,699

1,745,000

(e) Kodiak

Gas

Services

LLC

6.500 10/01/33

1,763,849

2,500,000

(e) Kodiak

Gas

Services

LLC

6.750 10/01/35

2,539,780

2,560,000

(e) Matador

Resources

Co

6.250 04/15/33

2,562,406

2,005,000

(e) Matador

Resources

Co

6.000 04/15/34

1,992,323

9,395,000

(e) Noble

Finance

II

LLC

8.000 04/15/30

9,672,967

2,400,000

(e) PBF

Holding

Co

LLC

9.875 03/15/30

2,572,702

11,705,000

(e) PBF

Holding

Co

LLC

7.875 09/15/30

12,020,005

3,898,000

(e) Rockies

Express

Pipeline

LLC

6.750 03/15/33

4,012,554

3,020,000

(e) SM

Energy

Co

6.625 04/15/34

3,011,467

5,200,000

South

Bow

Canadian

Infrastructure

Holdings

Ltd

7.625 03/01/55

5,353,764

5,000,000

(e) Sunoco

LP

5.625 03/31/31

4,977,066

5,000,000

(e) Sunoco

LP

6.250 07/01/33

5,021,785

5,000,000

(e) Sunoco

LP

5.875 03/15/34

4,944,770

7,145,000

(e),(g)

Sunoco

LP

7.875 N/A

7,295,231

5,000,000

(e) Talos

Production,

Inc

9.000 02/01/29

5,204,565

756,923

(e) TRANSOCEAN

AQUILA

Ltd

8.000 09/30/28

774,681

4,170,000

(e) Transocean

International

Ltd

7.875 10/15/32

4,455,645

3,797,500

(e) Transocean,

Inc

8.750 02/15/30

3,950,133

2,500,000

(e) Transocean,

Inc

8.500 05/15/31

2,621,995

9,520,000

(e) USA

Compression

Partners

LP

7.125 03/15/29

9,740,637

2,090,000

(e) USA

Compression

Partners

LP

6.250 10/01/33

2,083,427

4,535,000

(e) Venture

Global

LNG,

Inc

8.125 06/01/28

4,638,040

8,275,000

(e),(f)

Venture

Global

LNG,

Inc

7.000 01/15/30

8,449,214

10,375,000

(e) Venture

Global

LNG,

Inc

9.875 02/01/32

11,142,626

7,900,000

(e),(g)

Venture

Global

LNG,

Inc

9.000 N/A

7,868,765

2,515,000

(e) Venture

Global

Plaquemines

LNG

LLC

6.125 12/15/30

2,586,491

2,100,000

(e) Venture

Global

Plaquemines

LNG

LLC

6.500 01/15/34

2,189,133

4,710,000

(e) Venture

Global

Plaquemines

LNG

LLC

6.500 06/15/34

4,902,884

3,780,000

(e) Weatherford

International

Ltd

6.750 10/15/33

3,862,287

TOTAL

ENERGY

290,156,402

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2.1%

12,690,000

(e) Iron

Mountain,

Inc

7.000 02/15/29

12,933,788

6,542,000

(e) Iron

Mountain,

Inc

6.250 01/15/33

6,521,081

3,900,000

(e) Millrose

Properties,

Inc

6.375 08/01/30

3,898,787

4,175,000

(e) Millrose

Properties,

Inc

6.250 09/15/32

4,098,212

9,130,000

(f) MPT

Operating

Partnership

LP

5.000 10/15/27

8,498,524

5,000,000

MPT

Operating

Partnership

LP

3.500 03/15/31

3,267,050

2,175,000

(e) MPT

Operating

Partnership

LP

8.500 02/15/32

2,205,041

5,125,000

(e) RHP

Hotel

Properties

LP

5.750 03/15/34

5,057,625

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

46,480,108

FINANCIAL

SERVICES

-

10.6%

5,658,000

(e) Azorra

Finance

Ltd

7.250 01/15/31

5,712,826

11,300,000

(e) Azorra

Finance

Ltd

6.250 02/15/34

10,487,427

8,060,000

Block,

Inc

6.500 05/15/32

8,133,596

5,480,000

(e) Burford

Capital

Global

Finance

LLC

7.500 07/15/33

4,562,100

2,235,000

(e) Burford

Capital

Global

Finance

LLC

8.500 01/15/34

1,919,239

5,146,854

(e) Compass

Group

Diversified

Holdings

LLC

5.250 04/15/29

4,786,490

9,161,400

(e),(f)

Compass

Group

Diversified

Holdings

LLC

5.000 01/15/32

7,960,176

High

Yield

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

10.6%

(continued)

$

10,310,000

(e) Encore

Capital

Group,

Inc

8.500 %

05/15/30

$

10,900,907

6,330,000

(e) Encore

Capital

Group,

Inc

6.625 04/15/31

6,298,350

7,270,000

(e) FirstCash,

Inc

6.875 03/01/32

7,409,715

7,625,000

(e) Freedom

Mortgage

Holdings

LLC

6.875 05/01/31

7,128,674

6,050,000

(e) Freedom

Mortgage

Holdings

LLC

8.375 04/01/32

5,951,351

4,990,000

(e) Freedom

Mortgage

Holdings

LLC

7.875 04/01/33

4,678,490

3,050,000

HA

Sustainable

Infrastructure

Capital,

Inc

8.000 06/01/56

3,156,085

2,025,000

HA

Sustainable

Infrastructure

Capital,

Inc

7.125 11/15/56

2,015,339

1,696,000

(e) HAT

Holdings

I

LLC

3.375 06/15/26

1,690,013

10,900,000

(e) Hunt

Cos,

Inc

5.250 04/15/29

10,225,471

10,320,000

Icahn

Enterprises

LP

5.250 05/15/27

10,112,644

1,800,000

Icahn

Enterprises

LP

9.750 01/15/29

1,769,674

14,275,000

Icahn

Enterprises

LP

4.375 02/01/29

12,181,720

12,650,000

(e) Jane

Street

Group

6.125 11/01/32

12,509,442

4,000,000

Navient

Corp

5.000 03/15/27

3,909,860

9,260,000

Navient

Corp

4.875 03/15/28

8,740,100

5,450,000

(f) Navient

Corp

5.500 03/15/29

4,995,210

3,000,000

OneMain

Finance

Corp

3.500 01/15/27

2,943,344

7,710,000

OneMain

Finance

Corp

6.125 05/15/30

7,539,153

10,000,000

OneMain

Finance

Corp

4.000 09/15/30

9,030,830

4,130,000

OneMain

Finance

Corp

6.750 09/15/33

3,960,061

6,580,000

(e) Osaic

Holdings,

Inc

6.750 08/01/32

6,580,822

8,120,000

(e) PennyMac

Financial

Services,

Inc

7.875 12/15/29

8,306,484

5,000,000

(e) PennyMac

Financial

Services,

Inc

7.125 11/15/30

4,968,874

5,645,000

(e) Rocket

Cos,

Inc

6.375 08/01/33

5,705,650

4,820,000

(e) Starwood

Property

Trust,

Inc

6.000 04/15/30

4,810,652

4,065,000

(e) Starwood

Property

Trust,

Inc

6.500 07/01/30

4,151,458

6,725,000

(e),(g),(h)

UBS

Group

AG.

6.600 N/A

6,563,831

3,600,000

(e) UWM

Holdings

LLC

6.625 02/01/30

3,395,419

6,900,000

(e),(f)

VistaJet

Malta

Finance

plc

6.375 02/01/30

5,958,897

TOTAL

FINANCIAL

SERVICES

231,150,374

FOOD,

BEVERAGE

&

TOBACCO

-

2.1%

5,615,000

(e) Darling

Ingredients,

Inc

6.000 06/15/30

5,654,238

10,000,000

(e) Post

Holdings,

Inc

6.375 03/01/33

9,851,427

700,000

(e) Post

Holdings,

Inc

6.250 10/15/34

685,444

4,035,000

(e) Post

Holdings,

Inc

6.500 03/15/36

3,951,560

6,500,000

(e) Primo

Water

Holdings,

Inc

6.250 04/01/29

6,510,537

9,145,000

(e) Primo

Water

Holdings,

Inc

4.375 04/30/29

8,886,667

11,515,000

(e) Viking

Baked

Goods

Acquisition

Corp

8.625 11/01/31

11,394,256

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

46,934,129

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4.6%

4,800,000

(e) CHS

5.250 05/15/30

4,523,915

7,064,000

(e) CHS

10.875 01/15/32

7,578,690

5,300,000

(e) CHS

9.750 01/15/34

5,500,701

5,000,000

CVS

Health

Corp

7.000 03/10/55

5,152,940

6,160,000

(e) DaVita,

Inc

4.625 06/01/30

5,922,934

3,540,000

(e) DaVita,

Inc

3.750 02/15/31

3,245,991

3,400,000

(e) DaVita,

Inc

6.875 09/01/32

3,483,051

2,225,000

(e) Global

Medical

Response,

Inc

7.375 10/01/32

2,310,529

6,578,000

(e) IQVIA,

Inc

6.250 06/01/32

6,679,900

5,000,000

(e) LifePoint

Health,

Inc

8.375 02/15/32

5,339,610

6,385,000

(e) Molina

Healthcare,

Inc

6.500 02/15/31

6,277,127

4,400,000

(e) Molina

Healthcare,

Inc

6.250 01/15/33

4,266,199

10,310,000

(e) National

Mentor

Holdings,

Inc

10.500 12/15/30

10,641,745

11,345,000

(e) Prime

Healthcare

Services,

Inc

9.375 09/01/29

11,764,765

6,780,000

(e) Radiology

Partners,

Inc

8.500 07/15/32

6,874,038

2,205,000

(e) Surgery

Center

Holdings,

Inc

7.250 04/15/32

2,165,692

8,745,000

(e) Team

Health

Holdings,

Inc

8.375 06/30/28

8,618,741

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

100,346,568

INSURANCE

-

4.1%

3,710,000

(e) Acrisure

LLC

6.750 07/01/32

3,575,042

10,625,000

(e) Alliant

Holdings

Intermediate

LLC

4.250 10/15/27

10,413,105

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

4.1%

(continued)

$

9,305,000

(e) Alliant

Holdings

Intermediate

LLC

6.750 %

04/15/28

$

9,355,712

10,000,000

(e) Alliant

Holdings

Intermediate

LLC

6.500 10/01/31

9,819,476

8,400,000

(e) APH

Somerset

Investor

LLC

7.875 11/01/29

7,595,868

11,290,000

(e) Ardonagh

Finco

Ltd

7.750 02/15/31

11,422,285

6,765,000

(e) Asurion

LLC

8.000 12/31/32

7,018,336

6,905,000

(e) Asurion

LLC

8.375 02/01/34

6,703,805

18,520,000

(e) Panther

Escrow

Issuer

LLC

7.125 06/01/31

18,582,209

4,965,000

(e) Ryan

Specialty

LLC

5.875 08/01/32

4,907,230

TOTAL

INSURANCE

89,393,068

MATERIALS

-

4.4%

3,335,000

(e) Ardagh

Metal

Packaging

Finance

USA

LLC

6.250 01/30/31

3,306,362

10,225,000

(e) Arsenal

AIC

Parent

LLC

8.000 10/01/30

10,645,932

6,110,000

(e) Avient

Corp

7.125 08/01/30

6,208,689

7,000,000

(e) Avient

Corp

6.250 11/01/31

7,048,888

5,455,000

(e) Clydesdale

Acquisition

Holdings,

Inc

8.750 04/15/30

5,089,918

3,135,000

(e) Commercial

Metals

Co

6.000 12/15/35

3,090,626

5,940,000

(e) Compass

Minerals

International,

Inc

8.000 07/01/30

6,146,807

8,900,000

(e) EverArc

Escrow

Sarl

5.000 10/30/29

8,680,785

3,800,000

(e) INEOS

Finance

plc

6.750 05/15/28

3,672,461

10,685,000

(e) Mineral

Resources

Ltd

8.000 11/01/27

10,821,438

1,655,000

(e) Mineral

Resources

Ltd

7.000 04/01/31

1,691,277

6,200,000

(e) Olin

Corp

6.625 04/01/33

6,065,001

3,270,000

(e) Olympus

Water

US

Holding

Corp

6.750 08/01/32

3,114,098

6,330,000

(e) Qnity

Electronics,

Inc

5.750 08/15/32

6,337,539

2,030,000

(e) Qnity

Electronics,

Inc

6.250 08/15/33

2,052,608

5,000,000

(e) SCIH

Salt

Holdings,

Inc

4.875 05/01/28

4,942,966

2,135,000

(e) Solstice

Advanced

Materials,

Inc

5.625 09/30/33

2,105,200

4,200,000

(e) WR

Grace

Holdings

LLC

6.625 08/15/32

4,092,292

1,810,000

(e) WR

Grace

Holdings

LLC

7.000 08/01/33

1,757,827

TOTAL

MATERIALS

96,870,714

MEDIA

&

ENTERTAINMENT

-

8.4%

1,704,186

(e) Advantage

Sales

&

Marketing,

Inc

9.000 11/15/30

1,265,358

4,860,000

(e) Arches

Buyer,

Inc

4.250 06/01/28

4,679,153

5,120,000

(e) CCO

Holdings

LLC

5.375 06/01/29

5,049,614

12,250,000

(e) CCO

Holdings

LLC

4.500 08/15/30

11,447,363

4,025,000

(e) CCO

Holdings

LLC

4.250 02/01/31

3,668,605

10,800,000

CCO

Holdings

LLC

4.500 05/01/32

9,647,321

2,400,000

(e) CCO

Holdings

LLC

7.000 02/01/33

2,406,610

10,000,000

Charter

Communications

Operating

LLC

4.400 12/01/61

6,422,734

6,760,000

(e) DIRECTV

Financing

LLC

8.875 02/01/30

6,744,961

1,515,000

(e) DIRECTV

Financing

LLC

10.000 02/15/31

1,546,556

5,000,000

Discovery

Global

Holdings,

Inc

4.279 03/15/32

4,425,000

6,825,000

Discovery

Global

Holdings,

Inc

5.050 03/15/42

4,496,349

4,550,000

Discovery

Global

Holdings,

Inc

5.141 03/15/52

2,764,125

5,195,000

(e) Gray

Media,

Inc

7.250 08/15/33

5,234,851

3,780,000

(e) Gray

Television,

Inc

10.500 07/15/29

4,016,819

4,900,000

(e),(f)

Gray

Television,

Inc

4.750 10/15/30

3,780,727

7,500,000

(e) McGraw-Hill

Education,

Inc

7.375 09/01/31

7,640,903

4,120,000

(e) Neptune

Bidco

US,

Inc

10.375 05/15/31

4,157,113

2,000,000

(e) Neptune

Bidco

US,

Inc

9.500 02/15/33

1,940,478

9,390,000

(e) Nexstar

Media,

Inc

6.500 09/15/33

9,461,542

4,150,000

(c),(e)

Nexstar

Media,

Inc

7.250 04/15/34

4,162,353

6,185,000

(c),(e)

OAK-Eagle

Acquireco,

Inc

7.250 07/01/33

6,408,244

2,305,000

(c),(e)

OAK-Eagle

Acquireco,

Inc

8.750 07/01/34

2,413,085

7,000,000

(e),(f)

Scripps

Escrow

II,

Inc

3.875 01/15/29

6,474,617

3,333,000

(e) Sirius

XM

Radio,

Inc

5.000 08/01/27

3,328,348

1,980,000

(e) Sirius

XM

Radio,

Inc

4.125 07/01/30

1,853,928

3,745,000

(e),(f)

Sirius

XM

Radio,

Inc

3.875 09/01/31

3,400,155

9,425,000

(e) Sunrise

FinCo

I

BV

4.875 07/15/31

8,972,977

10,900,000

(e) Univision

Communications,

Inc

4.500 05/01/29

10,240,457

4,414,000

(e) Univision

Communications,

Inc

8.500 07/31/31

4,435,540

16,265,000

(e) Virgin

Media

Secured

Finance

plc

5.500 05/15/29

15,599,435

High

Yield

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

8.4%

(continued)

$

8,675,000

(e) VZ

Secured

Financing

BV

5.000 %

01/15/32

$

7,436,175

9,672,000

(e) Ziff

Davis,

Inc

4.625 10/15/30

9,119,409

TOTAL

MEDIA

&

ENTERTAINMENT

184,640,905

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.8%

14,781,000

(e) 1261229

BC

Ltd

10.000 04/15/32

15,133,438

3,360,000

(e) Bausch

Health

Cos,

Inc

4.875 06/01/28

3,076,786

2,770,000

(e) BioMarin

Pharmaceutical,

Inc

5.500 01/31/34

2,727,221

1,800,000

(e) Emergent

BioSolutions,

Inc

3.875 08/15/28

1,518,788

1,335,000

(e) GENMAB

A.S.

7.250 12/15/33

1,397,386

6,610,000

(e) Organon

&

Co

7.875 05/15/34

5,442,030

12,700,000

(e) Organon

Finance LLC

5.125 04/30/31

10,350,372

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

39,646,021

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1.1%

12,655,400

(e) Anywhere

Real

Estate

Group

LLC

7.000 04/15/30

12,673,004

3,472,000

Kennedy-Wilson,

Inc

4.750 03/01/29

3,406,918

7,000,000

Kennedy-Wilson,

Inc

5.000 03/01/31

6,983,507

742,000

(e),(f)

Realogy

Group

LLC

5.250 04/15/30

699,378

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

23,762,807

SOFTWARE

&

SERVICES

-

1.5%

12,900,000

(e) Ahead

DB

Holdings

LLC

6.625 05/01/28

12,617,983

9,685,000

(e) ASGN,

Inc

4.625 05/15/28

9,375,937

1,800,000

(e) CoreWeave,

Inc

9.250 06/01/30

1,748,987

11,000,180

(e) Rackspace

Finance

LLC

3.500 05/15/28

5,445,089

3,374,000

(e) Rocket

Software,

Inc

9.000 11/28/28

3,368,933

TOTAL

SOFTWARE

&

SERVICES

32,556,929

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.4%

9,335,000

(e) Imola

Merger

Corp

4.750 05/15/29

9,073,001

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

9,073,001

TELECOMMUNICATION

SERVICES

-

7.0%

3,810,979

(e) Altice

France

Lux

9.500 11/01/29

3,850,769

3,580,000

(e) APLD

ComputeCo

LLC

6.750 03/15/31

3,553,934

2,400,000

(e) APLD

COMPUTECO

LLC

9.250 12/15/30

2,472,773

3,145,000

(e) Black

Pearl

Compute

LLC

6.125 02/15/31

3,200,972

5,850,000

(e) Cipher

Compute

LLC

7.125 11/15/30

6,060,770

8,430,000

(e) Digicel

International

Finance

Ltd

8.625 08/01/32

8,575,257

230,000

(e) Frontier

Communications

Corp

5.000 05/01/28

229,964

6,160,000

(e) Iliad

Holding

SAS

7.000 04/15/32

6,167,380

8,720,000

(e) Iliad

Holding

SASU

7.000 10/15/28

8,776,270

5,000,000

(e) Iliad

Holding

SASU

8.500 04/15/31

5,231,565

9,560,000

(e) Level

Financing,

Inc

6.875 06/30/33

9,735,150

7,510,000

(e) Level

Financing,

Inc

7.000 03/31/34

7,687,130

10,765,000

(e) Level

Financing,

Inc

8.500 01/15/36

11,232,327

10,000,000

Rogers

Communications,

Inc

7.000 04/15/55

10,039,390

6,655,000

(e) Sable

International

Finance

Ltd

7.125 10/15/32

6,573,635

3,865,000

(e) SV

RNO

Property

Owner LLC

5.875 03/01/31

3,820,524

7,500,000

TELUS

Corp

6.625 10/15/55

7,502,745

4,515,000

(e) Uniti

Group

LP

8.625 06/15/32

4,598,463

9,550,000

(e) Windstream

Escrow

LLC

8.250 10/01/31

9,981,249

4,355,000

(e) Windstream

Services

LLC

7.500 10/15/33

4,527,683

5,400,000

(e) WULF

COMPUTE

LLC

7.750 10/15/30

5,706,072

11,872,209

(e) Zayo

Group

Holdings,

Inc

9.250 03/09/30

11,802,638

3,137,809

(e) Zayo

Group

Holdings,

Inc

13.750 09/09/30

2,930,651

7,313,000

(e) Zegona

Finance

plc

8.625 07/15/29

7,660,719

TOTAL

TELECOMMUNICATION

SERVICES

151,918,030

TRANSPORTATION

-

1.4%

6,805,000

(e),(f)

American

Airlines,

Inc

7.250 02/15/28

6,843,743

2,500,000

(e) American

Airlines,

Inc

5.750 04/20/29

2,486,326

4,410,000

(e) Genesee

&

Wyoming,

Inc

6.250 04/15/32

4,462,699

5,460,000

(e) Stonepeak

Nile

Parent

LLC

7.250 03/15/32

5,678,930

2,695,000

United

Airlines

Holdings,

Inc

5.375 03/01/31

2,639,258

5,000,000

(e) VistaJet

Malta

Finance

plc

7.875 05/01/27

4,934,907

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

1.4%

(continued)

$

2,805,000

(e) XPO,

Inc

7.125 %

06/01/31

$

2,889,386

TOTAL

TRANSPORTATION

29,935,249

UTILITIES

-

6.4%

2,425,000

(e) AltaGas

Ltd

7.200 10/15/54

2,458,894

13,900,000

(e) California

Buyer

Ltd

6.375 02/15/32

13,581,334

2,870,000

(e) Clearway

Energy

Operating

LLC

5.750 01/15/34

2,820,351

7,020,000

(e) ContourGlobal

Power

Holdings

S.A.

6.750 02/28/30

7,098,905

18,678,000

(e) Ferrellgas

LP

5.875 04/01/29

17,856,125

5,000,000

(e) Ferrellgas

LP

9.250 01/15/31

5,209,700

7,500,000

(e) NRG

Energy,

Inc

6.000 02/01/33

7,501,913

5,000,000

(e) NRG

Energy,

Inc

5.750 01/15/34

4,932,122

6,000,000

(e) NRG

Energy,

Inc

6.250 11/01/34

6,047,833

1,800,000

(e) Suburban

Propane

Partners

LP

5.000 06/01/31

1,693,581

9,836,000

(e) Superior

Plus

LP

4.500 03/15/29

9,402,429

15,090,000

(e) Talen

Energy

Supply

LLC

8.625 06/01/30

15,830,572

6,425,000

(e) Talen

Energy

Supply

LLC

6.250 02/01/34

6,353,415

2,615,000

(e) Talen

Energy

Supply

LLC

6.500 02/01/36

2,633,124

10,000,000

(e) TerraForm

Power

Operating

LLC

5.000 01/31/28

9,889,751

8,310,000

(e) Vistra

Operations

Co

LLC

7.750 10/15/31

8,704,572

5,775,000

(e) VoltaGrid

LLC

7.375 11/01/30

5,964,472

6,400,000

(e),(f)

XPLR

Infrastructure

Operating

Partners

LP

8.375 01/15/31

6,737,286

4,185,000

(e) XPLR

Infrastructure

Operating

Partners

LP

8.625 03/15/33

4,421,114

TOTAL

UTILITIES

139,137,493

TOTAL

CORPORATE

BONDS

(Cost

$2,055,735,940)

2,023,545,395

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

0.2%

250,000

(f) Invesco

Senior

Loan

ETF

5,102,500

TOTAL

INVESTMENT

COMPANIES

(Cost

$5,248,750)

5,102,500

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$2,159,979,417)

2,125,493,257

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.3%

50,395,165

(i) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

3.680 (j) 50,395,165

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$50,395,165)

50,395,165

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

2.3%

REPURCHASE

AGREEMENT

-

1.7%

36,821,000

(k) Fixed

Income

Clearing

Corporation

3.660 04/01/26

36,821,000

TOTAL

REPURCHASE

AGREEMENT

36,821,000

TREASURY

DEBT

-

0.6%

5,000,000

United

States

Treasury

Bill

0.000 04/14/26

4,993,446

5,000,000

United

States

Treasury

Bill

0.000 04/21/26

4,989,922

2,500,000

United

States

Treasury

Bill

0.000 06/09/26

2,482,776

TOTAL

TREASURY

DEBT

12,466,144

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$49,287,136)

49,287,144

TOTAL

INVESTMENTS

-

101.8%

(Cost

$2,259,661,718)

2,225,175,566

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.8)%

(39,036,080)

NET

ASSETS

-

100.0%

$

2,186,139,486

High

Yield

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

ETF

Exchange

Traded

Fund

PIK

Payment-in-kind

("PIK")

security.

Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.

The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (c) When-issued

or

delayed

delivery

security.

(d) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(e) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,832,179,695

or

82.3%

of

Total

Investments.

(f) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$49,436,687.

(g) Perpetual

security.

Maturity

date

is

not

applicable.

(h) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

0.3%

of

Total

Investments.

(i) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(k) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$36,824,743

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

1.375%–4.625%

and

maturity

dates

7/31/27–5/15/35,

valued

at

$37,557,443.

Portfolio

of

Investments

March

31,

2026

Short

Duration

Impact

Bond

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.1%

BANK

LOAN

OBLIGATIONS

-

1.9%

UTILITIES

-

1.9%

$

1,397,796

(a) Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.000%)

.673

%

12/15/27

$

1,400,711

5,079,554

(a),(b)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TBD)

TBD

TBD

5,050,981

TOTAL

UTILITIES

6,451,692

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$6,458,593)

6,451,692

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

.2

%

AUTOMOBILES

&

COMPONENTS

-

0.1%

200,000

Toyota

Motor

Corp

.450

06/30/30

200,167

TOTAL

AUTOMOBILES

&

COMPONENTS

200,167

BANKS

-

16.8%

1,000,000

(c) ABN

AMRO

Bank

NV

.470

12/13/29

946,524

1,000,000

(a) Asian

Infrastructure

Investment

Bank,

(SOFR

+

0.220%),

Reg

S

.888

04/15/26

1,000,030

5,175,000

(a),(c)

Asian

Infrastructure

Investment

Bank,

(SOFR

+

0.220%)

.888

04/15/26

5,175,173

500,000

(d) Bank

of

America

Corp

.625

N/A

512,623

1,430,000

(c) BNP

Paribas

S.A.

.675

06/30/27

1,419,385

3,000,000

BNP

Paribas

S.A.,

Reg

S

.675

06/30/27

2,977,730

6,268,000

(c) BPCE

S.A.

.045

10/19/27

6,180,774

725,000

Canadian

Imperial

Bank

of

Commerce

.500

07/28/86

708,668

3,549,000

(a) CitiBank

NA,

(SOFR

+

0.712%)

.370

11/19/27

3,549,557

1,000,000

CitiBank

NA

.876

11/19/27

1,003,243

1,000,000

Credit

Agricole

Corporate

&

Investment

Bank

S.A.

.570

08/25/30

989,748

275,000

Deutsche

Bank

AG.

.819

11/20/29

288,741

750,000

(c) Federation

des

Caisses

Desjardins

du

Quebec

.200

10/14/26

739,142

600,000

(c) Federation

des

Caisses

Desjardins

du

Quebec

.147

11/27/28

616,696

400,000

(c) Federation

des

Caisses

Desjardins

du

Quebec

.565

08/26/30

397,923

3,382,000

Fifth

Third

Bancorp

.707

11/01/27

3,328,866

1,500,000

(a) Inter-American

Development

Bank,

(SOFR

Compounded

Index

+

0.170%)

.819

09/16/26

1,500,150

2,340,000

(a) Inter-American

Development

Bank,

(SOFR

Compounded

Index

+

0.350%)

.035

10/04/27

2,345,589

1,000,000

(a) Inter-American

Development

Bank,

(SOFR

Compounded

Index

+

0.300%)

.093

02/15/29

1,000,630

1,000,000

Inter-American

Development

Bank

.802

11/12/30

979,520

3,236,000

JPMorgan

Chase

&

Co

.070

10/22/27

3,266,850

925,000

JPMorgan

Chase

&

Co

.571

04/22/28

936,293

1,000,000

(a),(c)

KEB

Hana

Bank,

(SOFR

+

0.600%)

.267

10/21/28

1,002,669

500,000

M&T

Bank

Corp

.833

01/16/29

502,338

550,000

Morgan

Stanley

Bank

NA

.504

05/26/28

556,255

275,000

Morgan

Stanley

Private

Bank

NA

.734

07/18/31

274,148

2,025,000

Morgan

Stanley

Private

Bank

NA

.465

11/19/31

1,993,574

175,000

PNC

Financial

Services

Group,

Inc

.150

08/13/26

173,080

4,451,000

Royal

Bank

of

Canada

.150

07/14/26

4,413,600

250,000

(c) Royal

Bank

of

Canada

.050

09/14/26

246,728

1,000,000

(c) Royal

Bank

of

Canada

.851

12/14/26

1,005,711

2,850,000

(a),(c)

Skandinaviska

Enskilda

Banken

AB,

(SOFR

Compounded

Index

+

0.680%)

.328

03/12/29

2,847,578

2,000,000

(c) Swedbank

AB

.538

11/16/26

1,967,704

3,565,000

Toronto-Dominion

Bank

.264

12/11/26

3,588,971

TOTAL

BANKS

58,436,211

CAPITAL

GOODS

-

0.8%

3,151,000

Johnson

Controls

International

plc

.750

09/15/30

2,796,773

TOTAL

CAPITAL

GOODS

2,796,773

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.2%

500,000

Capital

Impact

Partners

.335

08/01/30

506,157

1,800,000

Corp

Andina

de

Fomento

.251

02/03/31

1,756,764

Short

Duration

Impact

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.2%

(continued)

$

2,100,000

International

Bank

for

Reconstruction

&

Development

.123

%

03/31/32

$

2,083,137

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

4,346,058

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.3%

1,050,000

AutoNation,

Inc

.450

01/15/29

1,041,271

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

1,041,271

CONSUMER

SERVICES

-

1.7%

1,000,000

Henry

J

Kaiser

Family

Foundation

.214

12/01/30

991,036

2,000,000

Starbucks

Corp

.450

06/15/26

1,992,431

2,500,000

Trustees

of

Dartmouth

College

.273

06/01/30

2,498,497

500,000

YMCA

of

Greater

New

York

.184

08/01/30

499,506

TOTAL

CONSUMER

SERVICES

5,981,470

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.1%

500,000

SYSCO

Corp

.100

09/23/30

503,973

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

503,973

ENERGY

-

1.9%

5,000,000

CIF

Capital

Markets

Mechanism

plc,

Reg

S

.750

01/22/28

5,057,596

1,025,000

EOG

Resources,

Inc

.400

01/15/31

1,017,698

500,000

(c) New

York

State

Electric

&

Gas

Corp

.650

08/15/28

513,080

TOTAL

ENERGY

6,588,374

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2.5%

3,259,000

Alexandria

Real

Estate

Equities,

Inc

.800

04/15/26

3,258,230

1,000,000

AvalonBay

Communities,

Inc

.900

12/01/28

940,633

2,908,000

ERP

Operating

LP

.150

12/01/28

2,893,518

180,000

(c) Starwood

Property

Trust,

Inc

.250

10/15/28

177,948

1,405,000

Welltower

OP

LLC

.700

02/15/27

1,385,292

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

8,655,621

FINANCIAL

SERVICES

-

9.2%

2,000,000

Bank

of

Montreal

.100

12/15/27

1,995,943

2,000,000

(c) Bank

of

Nova

Scotia

.188

10/13/26

1,970,506

218,750

BB

Blue

Financing

DAC

.395

09/20/29

232,686

3,000,000

(c) Canadian

Imperial

Bank

of

Commerce

.846

01/19/27

2,950,288

250,000

(c) Clearinghouse

Community

Development

Financial

Institution

.000

10/15/30

264,798

530,000

Community

Preservation

Corp

.867

02/01/30

492,855

2,130,000

(c) Equitable

Financial

Life

Global

Funding

.300

07/12/26

2,112,546

250,000

HA

Sustainable

Infrastructure

Capital,

Inc

.150

01/15/31

254,456

650,000

HA

Sustainable

Infrastructure

Capital,

Inc

.000

06/01/56

672,608

274,000

(c) HAT

Holdings

I

LLC

.375

06/15/26

273,033

4,750,000

(a) International

Finance

Corp,

(SOFR

Compounded

Index

+

0.270%)

.936

07/30/27

4,755,591

1,145,000

(a) International

Finance

Corp,

(SOFR

Compounded

Index

+

0.310%)

.970

08/28/28

1,147,414

3,500,000

(a) International

Finance

Corp,

(SOFR

Compounded

Index

+

0.360%)

.016

08/28/29

3,509,623

750,000

Low

Income

Investment

Fund

.711

07/01/29

725,155

2,500,000

Mastercard,

Inc

.900

03/15/31

2,224,110

2,700,000

National

Rural

Utilities

Cooperative

Finance

Corp

.350

03/15/31

2,309,807

500,000

Private

Export

Funding

Corp

.400

07/15/28

472,659

668,000

Private

Export

Funding

Corp

.300

12/15/28

675,577

263,000

(c) Starwood

Property

Trust,

Inc

.500

10/15/30

266,738

2,500,000

Toronto-Dominion

Bank,

Reg

S

.701

06/05/26

2,503,303

1,500,000

Visa,

Inc

.750

08/15/27

1,436,028

244,631

(c) WLB

Asset

II

D

Pte

Ltd

.500

12/21/26

237,564

246,972

(c) WLB

Asset

VI

Pte

Ltd

.250

12/21/27

254,826

231,250

(c) WLB

Asset

VII

Pte

Ltd

.880

07/30/29

230,694

TOTAL

FINANCIAL

SERVICES

31,968,808

FOOD,

BEVERAGE

&

TOBACCO

-

1.1%

275,000

Campbell

Soup

Co

.200

03/21/29

277,630

3,400,000

(c) Maple

Parent

Holdings

Corp

.750

03/26/29

3,399,452

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

3,677,082

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.8%

500,000

International

Finance

Facility

for

Immunisation

Co,

Reg

S

.125

10/29/27

500,874

4,915,000

Kaiser

Foundation

Hospitals

.150

05/01/27

4,863,853

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.8%

(continued)

$

1,000,000

Seattle

Children's

Hospital

.208

%

10/01/27

$

955,699

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

6,320,426

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

1,000,000

Unilever

Capital

Corp

.875

09/08/28

1,016,909

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,016,909

INSURANCE

-

3.6%

3,107,000

(c) Metropolitan

Life

Global

Funding

I

.400

06/30/27

3,112,430

3,100,000

(c) Pacific

Life

Global

Funding

II

.375

04/14/26

3,097,029

3,600,000

(c) Principal

Life

Global

Funding

II

.250

08/16/26

3,560,257

1,500,000

(c) Protective

Life

Corp

.700

01/15/31

1,485,548

1,250,000

(c) USAA

Capital

Corp

.125

05/01/30

1,140,424

TOTAL

INSURANCE

12,395,688

MATERIALS

-

0.4%

1,280,000

(c) Ardagh

Metal

Packaging

Finance

USA

LLC

.250

01/30/31

1,269,008

TOTAL

MATERIALS

1,269,008

MEDIA

&

ENTERTAINMENT

-

0.4%

1,350,000

(c) Central

American

Bank

for

Economic

Integration

.750

01/22/29

1,339,254

TOTAL

MEDIA

&

ENTERTAINMENT

1,339,254

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.9%

3,500,000

Pfizer,

Inc

.625

04/01/30

3,277,176

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

3,277,176

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.7%

2,500,000

Bridge

Housing

Corp

.250

07/15/30

2,326,672

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,326,672

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1.3%

4,500,000

Apple,

Inc

.000

06/20/27

4,451,446

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

4,451,446

TELECOMMUNICATION

SERVICES

-

0.4%

1,000,000

Verizon

Communications,

Inc

.500

09/18/30

877,355

495,000

(c) WULF

COMPUTE

LLC

.750

10/15/30

523,057

TOTAL

TELECOMMUNICATION

SERVICES

1,400,412

TRANSPORTATION

-

1.8%

528,979

(c) Air

Canada

2015-, Cl A

Pass

Through

Trust

.600

03/15/27

521,651

1,029,063

(c) Air

Canada

2015-2

Class

AA

Pass

Through

Trust

.750

12/15/27

1,016,441

437,360

(c) Air

Canada

Pass

Through

Trust

.300

01/15/30

418,219

1,685,471

(c) British

Airways

2021-, Cl A

Pass

Through

Trust

.900

03/15/35

1,545,856

6,213

Ethiopian

Leasing

2012

LLC

.646

05/12/26

6,205

3,250,000

Norfolk

Southern

Corp

.300

05/15/31

2,908,364

TOTAL

TRANSPORTATION

6,416,736

UTILITIES

-

7.9%

1,000,000

Abu

Dhabi

Future

Energy

Co

Pjsc

Masdar,

Reg

S

.875

05/21/30

993,115

580,000

AES

Corp

.450

01/15/31

513,115

475,000

Algonquin

Power

&

Utilities

Corp

.365

06/15/26

475,392

600,000

(c) Brooklyn

Union

Gas

Co

.632

08/05/27

599,865

1,000,000

(c) California

Buyer

Ltd

.375

02/15/32

977,074

250,000

(c) Comision

Federal

de

Electricidad

.700

01/24/30

249,625

500,000

Connecticut

Light

and

Power

Co

.650

01/01/29

504,209

126,913

Consumers

2023

Securitization

Funding

LLC

.550

03/01/28

127,908

393,589

(c) Continental

Wind

LLC

.000

02/28/33

401,721

250,000

(c) ContourGlobal

Power

Holdings

S.A.

.750

02/28/30

252,810

1,000,000

DTE

Electric

Co

.900

04/01/28

957,339

3,089,000

Evergy

Kansas

Central,

Inc

.550

07/01/26

3,076,191

425,000

(c) International

Development

Association

.375

11/27/29

431,331

450,000

(c) International

Development

Association

.000

06/11/30

450,717

569,000

International

Development

Association,

Reg

S

.000

12/03/30

496,924

2,500,000

Interstate

Power

and

Light

Co

.100

09/26/28

2,482,176

2,805,000

Interstate

Power

and

Light

Co

.600

04/01/29

2,741,467

500,000

(c) Liberty

Utilities

Finance

GP

.050

09/15/30

448,680

500,000

MidAmerican

Energy

Co

.650

04/15/29

490,940

2,086,000

(c) New

York

State

Electric

&

Gas

Corp

.150

10/01/31

1,821,125

237,000

(c),(e)

NextEra

Energy

Operating

Partners

LP

.250

01/15/29

243,912

Short

Duration

Impact

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

7.9%

(continued)

$

1,500,000

(c) Niagara

Mohawk

Power

Corp

.960

%

06/27/30

$

1,349,190

433,944

PG&E

Recovery

Funding

LLC

.838

06/01/33

440,387

250,000

Public

Service

Co

of

Colorado

.700

06/15/28

246,687

1,050,000

(c) Puget

Energy,

Inc

.000

09/15/56

1,041,999

275,000

San

Diego

Gas

&

Electric

Co

.950

08/15/28

279,355

218,473

SCE

Recovery

Funding

LLC

.977

11/15/28

211,405

2,062,646

(c) Solar

Star

Funding

LLC

.950

06/30/35

1,957,739

1,880,259

(c) Solar

Star

Funding

LLC

.375

06/30/35

1,886,716

275,000

Southern

California

Edison

Co

.875

02/01/27

275,685

1,000,000

Zions

Bancorp

NA

.704

08/18/28

991,097

TOTAL

UTILITIES

27,415,896

TOTAL

CORPORATE

BONDS

(Cost

$192,292,117)

191,825,431

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

33.1%

AGENCY

SECURITIES

-

0.2%

597,596

Thirax LLC

.968

01/14/33

532,941

125,344

United

States

International

Development

Finance

Corp

.050

10/15/29

118,731

125,344

United

States

International

Development

Finance

Corp

.790

10/15/29

120,177

46,411

Windermere

Aviation

LLC

.351

05/27/26

46,281

TOTAL

AGENCY

SECURITIES

818,130

FOREIGN

GOVERNMENT

BONDS

-

9.3%

3,100,000

African

Development

Bank

.125

02/25/27

3,107,346

2,200,000

Arab

Petroleum

Investments

Corp,

Reg

S

.483

10/06/26

2,167,000

1,500,000

(c) Arab

Petroleum

Investments

Corp

.483

10/06/26

1,477,500

1,000,000

(c) Arab

Petroleum

Investments

Corp

.428

05/02/29

1,025,677

1,000,000

Asian

Development

Bank

.750

08/14/26

992,403

103,000

Asian

Development

Bank

.375

08/10/27

101,050

3,750,000

Asian

Infrastructure

Investment

Bank

.875

09/14/26

3,767,894

1,700,000

(a) Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%),

Reg

S

.280

08/16/27

1,708,159

2,465,000

(a),(c)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%)

.280

08/16/27

2,476,831

250,000

(c) BNG

Bank

NV

.500

05/19/28

248,001

250,000

Canada

Government

International

Bond

.000

03/18/30

251,040

2,500,000

(c) CDP

Financial,

Inc

.000

05/26/26

2,489,088

119,000

European

Investment

Bank

.875

05/17/30

105,372

450,000

Export

Development

Canada

.875

02/14/28

450,155

1,484,000

Inter-American

Development

Bank

.875

04/20/26

1,481,670

500,000

Inter-American

Investment

Corp

.125

02/15/28

502,076

250,000

International

Bank

for

Reconstruction

&

Development

.000

03/31/27

239,925

500,000

(f) International

Bank

for

Reconstruction

&

Development

.000

03/31/28

492,770

1,000,000

International

Finance

Corp

.126

04/07/26

999,629

1,478,000

International

Finance

Corp

.375

01/15/27

1,483,855

3,000,000

International

Finance

Facility

for

Immunisation

Co,

Reg

S

.000

04/21/26

2,995,529

500,000

Japan

Bank

for

International

Cooperation

.375

10/05/27

502,914

250,000

Japan

International

Cooperation

Agency

.000

05/23/28

249,516

200,000

Japan

International

Cooperation

Agency

.250

05/22/30

200,413

1,000,000

(a),(c)

Korea

Electric

Power

Corp,

(SOFR

+

0.620%)

.280

11/12/28

1,001,192

1,000,000

(c) Korea

Electric

Power

Corp

.125

11/12/30

990,869

500,000

Kreditanstalt

fuer

Wiederaufbau

.000

10/01/26

493,113

500,000

Province

of

Ontario

Canada

.125

10/07/30

439,838

TOTAL

FOREIGN

GOVERNMENT

BONDS

32,440,825

MORTGAGE

BACKED

-

1.8%

27,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%)

.262

07/25/42

27,816

50,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.456

06/25/43

51,886

30,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

.362

07/25/43

30,688

1,750,000

(a),(c)

LEX

Trust,

(TSFR1M

+

1.350%)

.000

03/15/43

1,745,092

750,000

(a),(c)

LEX

Trust,

(TSFR1M

+

1.700%)

.350

03/15/43

746,330

1,000,000

(a),(c)

NYC

Commercial

Mortgage

Trust,

(TSFR1M

+

3.191%)

.851

10/15/40

1,004,531

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,500,000

(a),(b),(c)

SLG

Office

Trust

.965

%

04/15/41

$

2,510,159

TOTAL

MORTGAGE

BACKED

6,116,502

MUNICIPAL

BONDS

-

6.0%

1,000,000

Arizona

Industrial

Development

Authority

.604

10/01/28

1,004,936

1,000,000

Arizona

Industrial

Development

Authority

.709

10/01/29

1,008,411

550,000

Broomfield

Urban

Renewal

Authority

.650

12/01/27

555,894

500,000

California

Earthquake

Authority

.603

07/01/27

504,550

500,000

California

Health

Facilities

Financing

Authority

.690

06/01/31

485,065

205,000

California

State

Public

Works

Board

.770

11/01/26

204,692

2,500,000

City

&

County

of

San

Francisco

CA

.700

06/15/26

2,499,286

117,179

(g) City

of

Fort

Wayne

IN

.750

12/01/29

250,000

City

of

North

Platte

NE

Combined

Utilities

Revenue

.388

12/15/27

251,473

250,000

City

of

North

Platte

NE

Combined

Utilities

Revenue

.140

12/15/30

248,402

750,000

City

of

Oakland

CA

.005

07/15/27

750,227

545,000

City

of

Oakland

CA

.176

07/15/29

545,660

1,000,000

Columbus

Metropolitan

Housing

Authority

.600

12/01/28

993,605

398,000

Connecticut

Green

Bank

.000

11/15/30

395,441

500,000

Denver

City

&

County

Housing

Authority

.125

06/01/28

501,108

500,000

Hidalgo

County

Drain

District

No

.939

09/01/26

499,871

470,000

Illinois

Housing

Development

Authority

.330

04/01/26

470,000

250,000

Iowa

Finance

Authority

.014

08/01/26

247,679

350,000

(c) Iowa

Finance

Authority

.000

11/01/27

353,078

250,000

Jersey

City

Municipal

Utilities

Authority

.800

05/01/26

250,063

1,500,000

Jersey

City

Redevelopment

Agency

.500

12/09/26

1,501,907

300,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

.362

07/01/30

302,788

250,000

Montgomery

County

Housing

Opportunities

Commission

.352

12/01/26

250,810

1,000,000

(a),(c)

New

Hampshire

Business

Finance

Authority

.970

02/01/29

1,000,000

500,000

New

York

City

Housing

Development

Corp

.269

02/01/30

502,104

250,000

New

York

State

Energy

Research

&

Development

Authority

.739

04/01/26

250,000

815,000

New

York

State

Energy

Research

&

Development

Authority

.822

04/01/27

817,246

350,000

New

York

State

Energy

Research

&

Development

Authority

.222

04/01/40

359,218

250,000

Pharr

Economic

Development

Corp

.016

08/15/26

249,184

1,000,000

Redevelopment

Authority

of

the

City

of

Philadelphia

.965

11/01/26

999,785

1,000,000

Redevelopment

Authority

of

the

City

of

Philadelphia

.132

11/01/30

995,118

187,369

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

.242

01/01/31

184,740

250,000

State

of

New

York

Mortgage

Agency

Homeowner

Mortgage

Revenue

.271

10/01/26

246,598

470,000

Town

of

Erie

CO

.750

12/01/26

469,679

400,000

Utah

Transit

Authority

.411

12/15/26

393,297

250,000

Village

of

Deerfield

IL

.000

12/01/28

249,457

250,000

(c) Warm

Springs

Reservation

Confederated

Tribe

.165

11/01/26

246,755

TOTAL

MUNICIPAL

BONDS

20,788,139

U.S.

TREASURY

SECURITIES

-

15.8%

33,690,000

United

States

Treasury

Note

.875

03/31/28

33,740,009

15,592,000

United

States

Treasury

Note

.500

03/15/29

15,454,352

5,720,000

United

States

Treasury

Note

.875

03/31/31

5,701,678

TOTAL

U.S.

TREASURY

SECURITIES

54,896,039

TOTAL

GOVERNMENT

BONDS

(Cost

$115,142,590)

115,059,635

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

7.9%

ASSET

BACKED

-

5.1%

2,296,830

(c) Air

Canada

2020-2,

Class

A

Pass

Through

Trust,

Series

2020

A

.250

04/01/29

2,326,546

250,000

(c) Centersquare

Issuer

LLC,

Series

2025

1A

.500

03/26/55

242,289

1,500,000

(c) Centersquare

Issuer

LLC,

Series

2025

3A

.000

08/25/55

1,431,062

1,388,844

Delta

Air

Lines

Pass

Through

Trust,

Series

2015

.625

07/30/27

1,371,908

1,553,674

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

.000

06/10/28

1,502,408

150,908

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

.500

06/10/28

145,248

209,959

(c) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

4GS

.930

07/20/48

167,720

212,107

(c) GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

.560

10/20/48

121,581

416,404

(c) Helios

Issuer,

LLC,

Series

2023

B

.300

08/22/50

379,628

66,420

(c) HERO

Funding

Trust,

Series

2016

1A

.050

09/20/41

63,730

Short

Duration

Impact

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

100,590

(c) HERO

Funding

Trust,

Series

2016

3A

.910

%

09/20/42

$

95,397

82,580

(c) HERO

Funding

Trust,

Series

2020

1A

.590

09/20/57

71,575

500,000

(c) Hertz

Vehicle

Financing

III

LLC,

Series

2023

2A

.570

09/25/29

510,829

76,329

(c) Mosaic

Solar

Loan

Trust,

Series

2020

1A

.100

04/20/46

67,300

171,678

(c) Mosaic

Solar

Loan

Trust,

Series

2020

2A

.440

08/20/46

144,999

225,004

(c) Mosaic

Solar

Loan

Trust,

Series

2021

3A

.440

06/20/52

185,862

203,594

(c) Mosaic

Solar

Loan

Trust,

Series

2021

3A

.770

06/20/52

116,101

20,775

(c) Renew,

Series

2017

1A

.670

09/20/52

19,372

2,500,000

(c) Sabal

Issuer

LLC,

Series

2026

1A

.000

05/02/61

2,500,210

1,500,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

0.972%),

Series

2021

LIH

.645

11/15/36

1,498,394

172,863

(c) Sunnova

Helios

VII

Issuer

LLC,

Series

2021

C

.030

10/20/48

139,369

226,940

(c) Sunnova

Helios

VIII

Issuer

LLC,

Series

2022

A

.790

02/22/49

190,041

213,046

(c) Sunnova

Helios

XI

Issuer

LLC,

Series

2023

A

.300

05/20/50

195,702

396,978

(c) Sunrun

Atlas

Issuer

LLC,

Series

2019

.610

02/01/55

382,965

243,618

(c) Sunrun

Callisto

Issuer

LLC,

Series

2019

1A

.980

06/30/54

234,079

248,676

(c) Sunrun

Callisto

Issuer

LLC,

Series

2021

2A

.270

01/30/57

225,710

250,000

(c) Switch

ABS

Issuer

LLC,

Series

2025

1A

.036

03/25/55

240,861

730,000

(c) Switch

ABS

Issuer

LLC,

Series

2025

2A

.121

10/25/55

712,910

172,876

(c) Tesla

Auto

Lease

Trust,

Series

2024

A

.300

06/21/27

173,218

462,290

(c) Tesla

Auto

Lease

Trust,

Series

2024

B

.820

10/20/27

463,148

1,083,391

(c) Tesla

Sustainable

Energy

Trust,

Series

2024

1A

.080

06/21/50

1,083,179

493,158

(c) Trinity

Rail

Leasing

L.P.,

Series

2025

1A

.090

10/19/55

491,164

164,544

(c) Vivint

Colar

Financing

V

LLC,

Series

2018

1A

.370

04/30/48

161,313

TOTAL

ASSET

BACKED

17,655,818

OTHER

MORTGAGE

BACKED

-

2.8%

200,000

(a),(c)

Alen

Mortgage

Trust,

(TSFR1M

+

2.364%),

Series

2021

ACEN

.037

04/15/34

177,675

2,000,000

(c) BBCMS

Trust,

Series

2015

SRCH

.197

08/10/35

1,939,582

250,000

(c) BX

Trust,

Series

2022

CLS

.300

10/13/27

250,236

245,979

(a),(c)

BX

TRUST,

(TSFR1M

+

1.490%),

Series

2022

AHP

.163

01/17/39

246,059

737,937

(a),(c)

BX

TRUST,

(TSFR1M

+

2.090%),

Series

2022

AHP

.763

01/17/39

738,359

235,000

(c) Century

Plaza

Towers,

Series

2019

CPT

.865

11/13/39

217,288

975,000

(a),(c)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

.280

04/15/42

8,176

250,000

(a),(c)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

.117

04/15/42

253,653

100,000

(c) COMM

Mortgage

Trust,

Series

2025

167G

.503

08/10/40

99,767

315,000

(a),(c)

MAC

Trust,

(TSFR1M

+

1.700%),

Series

2025

801B

.373

10/15/40

314,765

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.879%),

Series

2019

MILE

.552

07/15/36

237,637

212,214

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

.915

07/15/36

206,373

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%),

Series

2019

MILE

.430

07/15/36

221,646

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

.002

07/15/36

180,083

182,612

(c) One

Market

Plaza

Trust,

Series

2017

1MKT

.614

02/10/32

176,007

27,382,754

(a),(c)

SLG

Office

Trust,

Series

2021

OVA

.258

07/15/41

295,775

1,000,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

1.371%),

Series

2021

LIH

.044

11/15/36

998,380

500,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

1.770%),

Series

2021

LIH

.443

11/15/36

499,525

270,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

2.069%),

Series

2021

LIH

.742

11/15/36

269,836

2,500,000

(a),(c)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

1.542%),

Series

2025

609M

.215

08/15/42

2,497,629

TOTAL

OTHER

MORTGAGE

BACKED

9,828,451

TOTAL

STRUCTURED

ASSETS

(Cost

$28,098,872)

27,484,269

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$341,992,172)

340,821,027

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

260,181

(h) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.680

%

(i) $

260,181

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$260,181)

260,181

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

2.9%

REPURCHASE

AGREEMENT

-

2.9%

$

10,074,000

(j) Fixed

Income

Clearing

Corporation

.660

04/01/26

10,074,000

TOTAL

REPURCHASE

AGREEMENT

10,074,000

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$10,074,000)

10,074,000

TOTAL

INVESTMENTS

-

101.1%

(Cost

$352,326,353)

351,155,208

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.1)%

(3,845,863)

NET

ASSETS

-

100.0%

$

347,309,345

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b) When-issued

or

delayed

delivery

security.

(c) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$108,229,356

or

30.8%

of

Total

Investments.

(d) Perpetual

security.

Maturity

date

is

not

applicable.

(e) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,851,157.

(f) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (g) Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(h) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(i) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(j) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$10,075,024

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.625%

and

maturity

date

10/15/27,

valued

at

$10,275,542.

Short

Term

Bond

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.8%

BANK

LOAN

OBLIGATIONS

-

0.8%

CAPITAL

GOODS

-

0.1%

$

1,242,541

(a) Core

&

Main

LP,

Term

Loan

B,

(TSFR1M

+

2.000%)

.676

%

07/27/28

$

1,244,877

TOTAL

CAPITAL

GOODS

1,244,877

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

656,845

(a) American

Builders

&

Contractors

Supply

Co.,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

01/31/31

657,906

1,731,216

(a) Avis

Budget

Car

Rental,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

.168

07/16/32

1,705,248

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

2,363,154

CONSUMER

SERVICES

-

0.3%

1,371,534

(a) 101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

.418

09/23/30

1,370,169

1,943,891

(a) Hilton

Domestic

Operating

Company,

Inc.,

Term

Loan

B4,

(TSFR1M

+

1.750%)

.429

11/08/30

1,949,869

771,981

(a) KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.544

03/15/28

775,841

1,394,438

(a) Wyndham

Hotels

&

Resorts,

Inc.,

Term

Loan,

(TSFR1M

+

1.750%)

.418

05/24/30

1,401,117

TOTAL

CONSUMER

SERVICES

5,496,996

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.1%

730,720

(a) US

Foods,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

11/22/28

737,961

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

737,961

FINANCIAL

SERVICES

-

0.0%

693,034

(a) Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

.418

06/24/31

690,393

TOTAL

FINANCIAL

SERVICES

690,393

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

1,546,071

(a) Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

.918

05/05/28

1,553,802

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

1,553,802

SOFTWARE

&

SERVICES

-

0.1%

1,268,333

(a) Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

.418

09/12/29

1,257,686

TOTAL

SOFTWARE

&

SERVICES

1,257,686

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$13,292,438)

13,344,869

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

.8

%

AUTOMOBILES

&

COMPONENTS

-

2.3%

2,725,000

(b) Denso

Corp

.239

09/16/26

2,686,232

2,200,000

(b) Ford

Otomotiv

Sanayi

AS.

.125

04/25/29

2,207,790

11,000,000

General

Motors

Financial

Co,

Inc

.400

04/06/26

11,001,027

5,000,000

General

Motors

Financial

Co,

Inc

.400

05/08/27

5,044,028

850,000

General

Motors

Financial

Co,

Inc

.000

01/09/28

869,020

7,500,000

Toyota

Motor

Credit

Corp

.550

08/07/26

7,509,222

10,000,000

Toyota

Motor

Credit

Corp

.500

05/14/27

10,039,384

TOTAL

AUTOMOBILES

&

COMPONENTS

39,356,703

BANKS

-

13.2%

1,125,000

(b),(c)

Banco

Bradesco

S.A.

.500

01/22/30

1,162,462

2,855,000

(b) Banco

do

Brasil

S.A.

.250

09/30/26

2,828,199

5,000,000

(b) Bangkok

Bank

PCL

.507

11/26/30

4,953,893

2,400,000

(b) Bank

Hapoalim

BM,

Reg

S

.722

07/14/29

2,371,241

25,000,000

Bank

of

America

Corp

.979

01/24/29

25,194,772

5,000,000

Bank

of

America

Corp

.819

09/15/29

5,157,946

2,850,000

Bank

of

New

York

Mellon

Corp

.026

01/22/30

2,821,470

1,800,000

Barclays

plc

.837

09/10/28

1,806,925

5,000,000

Barclays

plc

.490

09/13/29

5,205,378

2,900,000

(b) Caixa

Economica

Federal

.625

05/13/30

2,920,590

24,000,000

CitiBank

NA

.576

05/29/27

24,095,480

5,000,000

CitiBank

NA

.876

11/19/27

5,016,215

2,150,000

(b) Credit

Agricole

S.A.

.222

05/27/31

2,176,116

14,450,000

HSBC

Holdings

plc

.130

11/19/28

14,555,341

5,000,000

ING

Groep

NV

.803

03/23/32

4,970,064

1,600,000

(b),(c)

Itau

Unibanco

Holding

S.A.

.000

02/27/30

1,641,728

10,000,000

JPMorgan

Chase

&

Co

.915

01/24/29

10,085,168

10,000,000

JPMorgan

Chase

&

Co

.581

04/22/30

10,306,660

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

13.2%

(continued)

$

3,000,000

JPMorgan

Chase

&

Co

.995

%

07/22/30

$

3,042,591

10,000,000

JPMorgan

Chase

&

Co

.603

10/22/30

10,021,328

10,000,000

JPMorgan

Chase

Bank

NA

.110

12/08/26

10,056,015

4,000,000

(b) Mizrahi

Tefahot

Bank

Ltd,

Reg

S

.049

01/28/31

3,941,840

8,400,000

Morgan

Stanley

Bank

NA

.504

05/26/28

8,495,532

5,000,000

Morgan

Stanley

Bank

NA

.968

07/14/28

5,029,656

5,000,000

Morgan

Stanley

Bank

NA

.016

01/12/29

5,053,514

15,000,000

Morgan

Stanley

Private

Bank

NA

.466

07/06/28

14,999,444

4,275,000

(b),(c)

NatWest

Markets

plc

.416

05/17/27

4,328,775

11,200,000

PNC

Bank

NA

.543

05/13/27

11,200,447

4,000,000

(b) United

Overseas

Bank

Ltd

.250

04/14/26

3,995,634

21,900,000

Wells

Fargo

Bank

NA

.450

08/07/26

21,973,420

TOTAL

BANKS

229,407,844

CAPITAL

GOODS

-

1.9%

5,000,000

Boeing

Co

.250

02/01/28

4,901,242

10,000,000

Caterpillar

Financial

Services

Corp

.350

05/15/26

10,002,840

5,000,000

Eaton

Corp

.950

03/06/29

4,950,067

3,000,000

(b) Embraer

Netherlands

Finance

BV

.000

07/28/30

3,258,345

5,000,000

(b) Honeywell

Aerospace,

Inc

.300

03/16/31

4,945,923

5,000,000

L3Harris

Technologies,

Inc

.400

06/15/28

5,003,098

TOTAL

CAPITAL

GOODS

33,061,515

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

1.3%

7,900,000

Amazon.com,

Inc

.250

03/13/31

7,841,774

1,550,000

AutoNation,

Inc

.450

01/15/29

1,537,114

2,700,000

O'Reilly

Automotive,

Inc

.750

11/20/26

2,722,486

10,000,000

Walmart,

Inc

.100

04/28/27

10,016,425

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

22,117,799

ENERGY

-

2.2%

5,000,000

BP

Capital

Markets

America,

Inc

.017

11/17/27

5,065,630

1,000,000

Ecopetrol

S.A.

.625

11/02/31

888,730

4,125,000

Enbridge,

Inc

.600

06/20/28

4,135,777

3,000,000

Energy

Transfer

LP

.250

07/01/29

3,065,610

2,275,000

Energy

Transfer

LP

.200

04/01/30

2,325,783

2,991,000

Hess

Corp

.300

04/01/27

2,992,735

3,600,000

(b) Pertamina

Hulu

Energi

PT

.250

05/21/30

3,608,729

3,000,000

Petrobras

Global

Finance

BV

.125

09/10/30

2,939,550

1,000,000

Petroleos

Mexicanos

.840

01/23/30

1,002,208

3,000,000

(b) Petronas

Capital

Ltd

.950

01/03/31

3,066,152

2,000,000

(b) S.A.

Global

Sukuk

Ltd

.125

09/17/30

1,930,383

2,275,000

South

Bow

USA

Infrastructure

Holdings

LLC

.911

09/01/27

2,284,142

5,000,000

Totalenergies

Capital

USA

LLC

.248

01/13/31

4,953,869

TOTAL

ENERGY

38,259,298

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.8%

8,000,000

American

Tower

Corp

.250

07/15/28

8,138,546

3,000,000

Essex

Portfolio

LP

.700

03/01/28

2,846,825

5,000,000

GLP

Capital

LP

.750

06/01/28

5,076,140

4,986,000

Healthcare

Realty

Holdings

LP

.750

07/01/27

4,937,920

3,000,000

Healthcare

Realty

Holdings

LP

.050

03/15/31

2,603,830

4,800,000

Kite

Realty

Group

LP

.000

10/01/26

4,786,509

2,500,000

(b) SBA

Tower

Trust

.631

11/15/26

2,459,151

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

30,848,921

FINANCIAL

SERVICES

-

2.9%

5,500,000

AerCap

Ireland

Capital

DAC

.100

01/15/27

5,559,886

5,000,000

AerCap

Ireland

Capital

DAC

.125

02/28/29

4,932,363

5,000,000

American

Express

Co

.351

07/20/29

4,996,429

3,000,000

American

Express

Co

.532

04/25/30

3,088,955

1,575,000

(b) Banco

BTG

Pactual

S.A.

.500

01/27/31

1,521,450

10,000,000

Goldman

Sachs

Group,

Inc

.153

10/21/29

9,906,687

10,000,000

Morgan

Stanley

.994

04/12/29

10,091,678

1,675,000

Morgan

Stanley

.449

07/20/29

1,704,864

4,000,000

(b) Rocket

Mortgage

LLC

.875

10/15/26

3,956,730

Short

Term

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.9%

(continued)

$

5,000,000

State

Street

Corp

.272

%

08/03/26

$

5,016,523

TOTAL

FINANCIAL

SERVICES

50,775,565

FOOD,

BEVERAGE

&

TOBACCO

-

1.3%

3,000,000

(b) Bimbo

Bakeries

USA,

Inc

.050

01/15/29

3,099,696

10,550,000

(b) Mars,

Inc

.800

03/01/30

10,661,029

5,000,000

Philip

Morris

International,

Inc

.125

04/28/28

4,991,711

3,000,000

Philip

Morris

International,

Inc

.875

02/13/29

3,044,677

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

21,797,113

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

2.0%

5,000,000

Augusta

SpinCo

Corp

.398

03/23/29

4,986,315

3,000,000

Baxter

International,

Inc

.450

02/15/29

2,962,324

13,750,000

CVS

Health

Corp

.300

03/25/28

13,701,266

8,200,000

HCA,

Inc

.200

06/01/28

8,323,369

5,000,000

UnitedHealth

Group,

Inc

.250

01/15/29

4,991,113

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

34,964,387

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

5,000,000

Unilever

Capital

Corp

.250

08/12/27

5,014,849

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

5,014,849

INSURANCE

-

0.4%

5,000,000

Arthur

J

Gallagher

&

Co

.850

12/15/29

5,053,416

2,050,000

Brown

&

Brown,

Inc

.700

06/23/28

2,055,932

TOTAL

INSURANCE

7,109,348

MATERIALS

-

0.8%

3,401,000

Amcor

Finance

USA,

Inc

.625

04/28/26

3,399,050

2,200,000

AngloGold

Ashanti

Holdings

plc

.375

11/01/28

2,114,699

1,200,000

(b) Freeport

Indonesia

PT

.763

04/14/27

1,197,393

2,000,000

(b) Kraton

Corp

.000

07/15/27

2,015,500

2,000,000

(b) Momentive

Performance

Materials,

Inc

.125

10/22/28

1,984,466

1,000,000

(b) OCP

S.A.

.100

04/30/30

1,015,675

660,000

(b) Orbia

Advance

Corp

SAB

de

C.V.

.800

05/13/30

648,648

1,600,000

(b) POSCO

.750

01/17/28

1,631,943

TOTAL

MATERIALS

14,007,374

MEDIA

&

ENTERTAINMENT

-

0.4%

615,000

(b) CCO

Holdings

LLC

.125

05/01/27

614,304

6,000,000

Comcast

Corp

.300

02/01/27

5,955,532

TOTAL

MEDIA

&

ENTERTAINMENT

6,569,836

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.5%

5,000,000

AbbVie,

Inc

.650

03/15/28

5,045,515

9,600,000

Amgen,

Inc

.150

03/02/28

9,740,684

1,550,000

Novartis

Capital

Corp

.400

03/18/31

1,549,667

8,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

.450

05/19/28

8,047,480

633,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

.750

05/09/27

631,544

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

25,014,890

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.3%

5,800,000

Broadcom,

Inc

.050

07/12/29

5,919,915

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

5,919,915

SOFTWARE

&

SERVICES

-

1.2%

5,000,000

Accenture

Capital,

Inc

.900

10/04/27

4,990,816

925,000

(b) Gen

Digital,

Inc

.750

09/30/27

925,936

5,000,000

Meta

Platforms,

Inc

.200

11/15/30

4,951,484

10,000,000

Oracle

Corp

.550

02/04/29

9,873,617

TOTAL

SOFTWARE

&

SERVICES

20,741,853

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.5%

5,000,000

Alphabet,

Inc

.875

11/15/28

4,983,793

1,275,000

Alphabet,

Inc

.700

02/15/29

1,264,042

3,000,000

Amphenol

Corp

.050

04/05/29

3,063,430

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

9,311,265

TELECOMMUNICATION

SERVICES

-

1.0%

2,650,000

(b) Sitios

Latinoamerica

SAB

de

C.V.

.000

11/25/29

2,668,550

8,000,000

T-Mobile

USA,

Inc

.750

04/15/27

7,950,478

2,000,000

(b) Turk

Telekomunikasyon

AS.

.375

05/20/29

2,020,541

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

1.0%

(continued)

$

5,500,000

Verizon

Communications,

Inc

.150

%

03/22/30

$

5,238,393

TOTAL

TELECOMMUNICATION

SERVICES

17,877,962

TRANSPORTATION

-

0.3%

2,000,000

(b) Grupo

Aeromexico

SAB

de

C.V.

.250

11/15/29

1,927,500

3,170,000

(b) Transnet

SOC

Ltd

.250

02/06/28

3,280,729

TOTAL

TRANSPORTATION

5,208,229

UTILITIES

-

3.2%

1,400,000

(b) Banco

Nacional

de

Comercio

Exterior

SNC

.875

05/07/30

1,431,080

3,400,000

(b) Comision

Federal

de

Electricidad

.700

01/24/30

3,394,900

488,613

Consumers

2023

Securitization

Funding

LLC

.550

03/01/28

492,446

2,675,000

DTE

Electric

Co

.250

05/14/27

2,676,158

5,000,000

DTE

Energy

Co

.200

04/01/30

5,099,325

5,000,000

Florida

Power

&

Light

Co

.400

05/15/28

5,020,037

5,000,000

Georgia

Power

Co

.000

10/01/28

4,970,710

2,500,000

(b) Israel

Electric

Corp

Ltd,

Reg

S

.250

08/14/28

2,450,062

1,575,000

NextEra

Energy

Capital

Holdings,

Inc

.900

02/28/28

1,587,648

3,000,000

NextEra

Energy

Capital

Holdings,

Inc

.900

03/15/29

3,043,603

5,000,000

NiSource,

Inc

.250

03/30/28

5,078,824

5,000,000

Public

Service

Electric

and

Gas

Co

.200

01/01/31

4,933,669

5,000,000

Southern

Co

Gas

Capital

Corp

.050

09/15/28

4,963,224

4,473,101

Virginia

Power

Fuel

Securitization

LLC

.088

05/01/27

4,494,461

1,378,000

WEC

Energy

Group,

Inc

.600

09/12/26

1,384,943

5,000,000

WEC

Energy

Group,

Inc

.750

01/15/28

5,036,586

TOTAL

UTILITIES

56,057,676

TOTAL

CORPORATE

BONDS

(Cost

$671,178,517)

673,422,342

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

37.4%

AGENCY

SECURITIES

-

0.0%

510,000

Montefiore

Medical

Center

.152

10/20/26

506,041

TOTAL

AGENCY

SECURITIES

506,041

FOREIGN

GOVERNMENT

BONDS

-

1.7%

2,500,000

Brazilian

Government

International

Bond

.500

11/06/30

2,541,625

1,500,000

Colombia

Government

International

Bond

.125

01/21/31

1,473,750

4,275,000

(b) Eagle

Funding

Luxco

Sarl

.500

08/17/30

4,297,444

1,000,000

(b) Hungary

Government

International

Bond

.125

05/22/28

1,023,166

4,300,000

(b) Morocco

Government

International

Bond

.375

12/15/27

4,126,097

4,625,000

Peruvian

Government

International

Bond

.844

06/20/30

4,295,931

900,000

Philippine

Government

International

Bond

.457

05/05/30

825,783

4,000,000

(b) Qatar

Government

International

Bond

.000

03/14/29

3,943,900

1,000,000

(b) Romanian

Government

International

Bond

.625

02/17/28

1,021,572

5,200,000

(b) Saudi

Government

International

Bond

.250

10/26/26

5,163,187

TOTAL

FOREIGN

GOVERNMENT

BONDS

28,712,455

MORTGAGE

BACKED

-

8.6%

10,094,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.762

03/25/42

10,238,506

6,170,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

.312

06/25/42

6,415,067

1,123,816

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%)

.262

07/25/42

1,157,777

7,277,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

.706

01/25/43

7,523,313

9,091,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

.212

05/25/43

9,469,209

1,175,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

.456

06/25/43

1,219,320

460,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

.362

07/25/43

470,550

3,273

Deutsche

Mortgage

Securities,

Inc

Mortgage

Loan

Trust

(Step

Bond)

.940

07/25/34

3,250

17,881,250

(a) Fannie

Mae

REMICS,

(SOFR30A

+

1.400%)

.062

08/25/54

18,041,637

13,403,899

(a) Fannie

Mae

REMICS,

(SOFR30A

+

1.250%)

.912

10/25/54

13,486,685

20,000,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

.012

05/25/42

20,437,314

1,097,357

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

.162

06/25/42

1,139,033

1,510,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

.662

07/25/42

1,557,437

3,830,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

.912

04/25/43

3,978,510

4,550,522

Ginnie

Mae

I

Pool

.000

05/15/31

4,278,570

14,391,872

Ginnie

Mae

I

Pool

.730

07/15/37

12,351,193

42,074

(a) Impac

CMB

Trust,

(TSFR1M

+

0.774%)

.453

03/25/35

39,982

Short

Term

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

330,724

(b) Imperial

Fund

Mortgage

Trust

.638

%

03/25/67

$

315,772

4,000,000

(a),(b)

LSTR

Trust,

(TSFR1M

+

1.500%)

.173

12/15/40

3,990,336

2,000,000

(a),(b)

LSTR

Trust,

(TSFR1M

+

1.950%)

.623

12/15/40

1,994,815

311,607

(a),(b)

New

Residential

Mortgage

Loan

Trust

.750

03/25/56

300,726

1,088,222

(a),(b)

New

Residential

Mortgage

Loan

Trust

.000

12/25/57

1,062,479

6,950,000

(a),(b)

PLYM

Commercial

Mortgage

Trust,

(TSFR1M

+

1.250%)

.900

03/15/43

6,925,524

22,243,716

(a),(b)

Sequoia

Mortgage

Trust,

(SOFR30A

+

1.250%)

.912

02/25/56

22,287,163

TOTAL

MORTGAGE

BACKED

148,684,168

U.S.

TREASURY

SECURITIES

-

27.1%

40,446,000

United

States

Treasury

Note

.875

05/31/27

40,472,859

59,635,000

United

States

Treasury

Note

.875

03/31/28

59,723,521

74,420,000

United

States

Treasury

Note

.500

03/15/29

73,763,011

68,411,000

(d) United

States

Treasury

Note

.875

04/30/30

68,336,176

62,628,000

United

States

Treasury

Note

.875

07/31/30

62,522,804

19,963,000

United

States

Treasury

Note

.625

09/30/30

19,714,242

8,946,000

United

States

Treasury

Note

.750

01/31/31

8,869,819

334,100

United

States

Treasury

Note/Bond

.625

05/15/26

334,028

112,057,000

United

States

Treasury

Note/Bond

.500

08/15/26

111,106,791

16,050,000

United

States

Treasury

Note/Bond

.500

06/30/27

15,406,746

11,000,000

United

States

Treasury

Note/Bond

.375

10/31/28

10,344,297

TOTAL

U.S.

TREASURY

SECURITIES

470,594,294

TOTAL

GOVERNMENT

BONDS

(Cost

$650,334,601)

648,496,958

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

21.8%

ASSET

BACKED

-

10.4%

7,000,000

(b) Affirm

Master

Trust,

Series

2026

1A

.370

02/15/34

6,971,910

3,208,332

(b) Alterna

Funding

III

LLC,

Series

2024

1A

.260

05/16/39

3,211,130

55,677

(b) Asset

Backed

Funding

Corp

NIM

Trust,

Series

2005

WMC1

.900

07/26/35

135,686

(a) Asset

Backed

Securities

Corp

Home

Equity

Loan

Trust

Series,

(TSFR1M

+

1.764%),

Series

2002

HE1

.424

03/15/32

155,998

9,000,000

(b) Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2024

1A

.360

06/20/30

9,197,713

1,891,715

(b) Capital

Automotive

REIT,

Series

2021

1A

.440

08/15/51

1,867,524

2,081,072

(b) Capital

Automotive

REIT,

Series

2021

1A

.920

08/15/51

2,056,298

16,085,000

CarMax

Auto

Owner

Trust,

Series

2024

.600

10/15/29

16,169,408

Centex

Home

Equity,

Series

2002

A

.540

01/25/32

31,765

(a) Centex

Home

Equity,

(TSFR1M

+

0.759%),

Series

2004

B

.438

03/25/34

31,339

9,397,060

(b) CF

Hippolyta

LLC,

Series

2020

.690

07/15/60

7,873,328

122,341

(a) Chase

Funding

Mortgage

Loan

Asset-Backed

Certificates,

Series

2004

.700

02/26/35

109,119

6,511,000

(b) DB

Master

Finance

LLC,

Series

2021

1A

.045

11/20/51

6,409,415

10,697,500

(b) Domino's

Pizza

Master

Issuer

LLC,

Series

2021

1A

.662

04/25/51

10,122,261

698,206

(b) FNA

VI

LLC,

Series

2021

1A

.350

01/10/32

649,643

3,100,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

D

.610

08/15/29

3,119,045

1,500,000

(b) Ford

Credit

Auto

Owner

Trust,

Series

2021

.610

10/17/33

1,498,235

4,350,000

(a),(b)

Galaxy

XXII

CLO

Ltd,

(TSFR3M

+

1.400%),

Series

2016

22A

.063

04/16/34

4,312,655

2,000,000

(a),(b)

Galaxy

XXV

CLO

Ltd,

(TSFR3M

+

1.550%),

Series

2018

25A

.218

04/25/36

2,001,942

9,558,571

GM

Financial

Automobile

Leasing

Trust,

Series

2024

.390

07/20/27

9,580,086

3,319,895

(b) Hilton

Grand

Vacations

Trust,

Series

2024

2A

.500

03/25/38

3,367,451

234,209

IMC

Home

Equity

Loan

Trust

(Step

Bond),

Series

1998

.432

08/20/29

233,003

1,135,000

(a),(b)

KKR

CLO

Ltd,

(TSFR3M

+

1.550%),

Series

2025

.218

10/18/35

1,134,285

6,101,043

(b) MVW

LLC,

Series

2025

1A

.970

09/22/42

6,134,060

6,160,630

(b) MVW

LLC,

Series

2024

1A

.320

02/20/43

6,220,108

1,277,487

(b) Navient

Private

Education

Refi

Loan

Trust,

Series

2021

A

.840

05/15/69

1,169,541

5,000,000

(a),(b)

Neuberger

Berman

Loan

Advisers

Clo

Ltd,

(TSFR3M

+

0.950%),

Series

2021

42A

.621

07/16/36

4,990,000

2,000,000

(a),(b)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

(TSFR3M

+

1.550%),

Series

2022

47A

.217

04/16/35

2,001,010

5,000,000

(a),(b)

Neuberger

Berman

Loan

Advisers

Clo

Ltd,

(TSFR3M

+

1.400%),

Series

2022

51A

.068

10/23/36

5,000,345

4,250,000

(b) Onemain

Financial

Issuance

Trust,

Series

2025

1A

.820

07/14/38

4,258,644

277,691

(b) Oportun

Issuance

Trust,

Series

2021

B

.960

05/08/31

273,358

8,425,000

(b) PFS

Financing

Corp,

Series

2024

B

.950

02/15/29

8,475,660

9,630,000

(b) PFS

Financing

Corp,

Series

2024

D

.340

04/15/29

9,736,086

4,000,000

Santander

Drive

Auto

Receivables

Trust,

Series

2025

.380

01/15/30

4,005,866

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

4,482,635

(b) SCCU

Auto

Receivables

Trust,

Series

2024

1A

.110

%

06/15/29

$

4,503,284

4,519,875

SCE

Recovery

Funding

LLC,

Series

2021

.861

11/15/31

4,088,629

2,344,900

(b) ServiceMaster

Funding

LLC,

Series

2020

.841

10/30/51

2,229,344

5,476,875

(b) SERVPRO

Master

Issuer

LLC,

Series

2021

1A

.394

04/25/51

5,204,599

12,615,300

(b) Taco

Bell

Funding

LLC,

Series

2021

1A

.946

08/25/51

12,331,041

5,000,000

(a),(b)

Thayer

Park

CLO

Ltd,

(TSFR3M

+

1.000%),

Series

2017

1A

.668

04/20/34

4,992,260

5,528,726

(b) Wendy's

Funding

LLC,

Series

2021

1A

.370

06/15/51

5,113,359

TOTAL

ASSET

BACKED

180,799,347

OTHER

MORTGAGE

BACKED

-

11.4%

2,000,000

(a),(b)

Arbor

Realty

Collateralized

Loan

Obligation

Ltd,

(TSFR1M

+

1.925%),

Series

2025

BTR1

.600

01/20/41

2,003,020

2,750,000

(a),(b)

ARDN

Mortgage

Trust,

(TSFR1M

+

1.750%),

Series

2025

ARCP

.423

06/15/35

2,743,574

1,185,000

(a),(b)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.692%),

Series

2024

IND

.012

07/15/41

1,186,861

2,500,000

(a),(b)

BAMLL

Trust,

(TSFR1M

+

2.350%),

Series

2025

ASHF

.023

02/15/42

2,496,733

4,119,000

(a),(b)

BBCMS

Trust,

(TSFR1M

+

1.297%),

Series

2018

CBM

.970

07/15/37

4,010,194

3,154,202

(b) BHG

Securitization

Trust,

Series

2025

2CON

.840

09/17/36

3,159,590

5,139,935

(a),(b)

BLP

Commercial

Mortgage

Trust,

(TSFR1M

+

1.342%),

Series

2024

IND2

.015

03/15/41

5,145,946

3,282,126

(a),(b)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.380%),

Series

2025

BCAT

.730

08/15/42

3,286,534

5,447,820

(a),(b)

BX

Trust,

(TSFR1M

+

1.500%),

Series

2025

LUNR

.173

06/15/40

5,460,457

5,000,000

(a),(b)

BX

Trust,

(TSFR1M

+

1.550%),

Series

2025

DELC

.223

12/15/42

5,012,153

983,916

(a),(b)

BX

TRUST,

(TSFR1M

+

1.840%),

Series

2022

AHP

.513

01/17/39

984,381

8,000,000

(a),(b)

CIP

Commercial

Mortgage

Trust,

(TSFR1M

+

1.400%),

Series

2025

SBAY

.500

10/15/37

8,006,399

3,000,000

(b) COMM

Mortgage

Trust,

Series

2022

HC

.376

01/10/39

2,855,876

1,267,102

(b) COMM

Mortgage

Trust,

Series

2013

CR6

.397

03/10/46

1,255,691

4,512,127

COMM

Mortgage

Trust,

Series

2014

CR17

.377

05/10/47

4,470,615

1,150,000

(a) COMM

Mortgage

Trust,

Series

2015

CR24

.463

08/10/48

1,063,164

797,682

(a) COMM

Mortgage

Trust,

Series

2015

CR26

.613

10/10/48

782,558

9,055,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

.206

05/25/42

9,305,403

8,295,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%),

Series

2022

R09

.412

09/25/42

8,704,824

12,515,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

.106

12/25/42

13,020,739

7,148,262

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

1.450%),

Series

2025

R03

.112

03/25/45

7,165,032

2,523,039

(b) CSMC

OA

LLC,

Series

2014

USA

.304

09/15/37

2,314,441

884,105

(b) CSMC

Trust,

Series

2020

NQM1

.414

05/25/65

849,978

5,000,000

(a),(b)

DBSG

Mortgage

Trust,

Series

2024

ALTA

.595

06/10/37

5,043,627

1,400,000

(a),(b)

DBWF

Mortgage

Trust,

Series

2015

LCM

.422

06/10/34

1,340,574

1,785,095

(b) EQT

Trust,

Series

2024

EXTR

.331

07/05/41

1,806,841

2,517,083

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

.000

03/27/51

2,178,051

4,300,000

(a),(b)

GSAT

Trust,

(TSFR1M

+

1.500%),

Series

2025

BMF

.173

07/15/40

4,302,041

5,000,000

(a),(b)

HYT

Commercial

Mortgage

Trust,

(TSFR1M

+

1.841%),

Series

2024

RGCY

.514

09/15/41

5,007,188

1,750,000

(b) ICNQ

Mortgage

Trust,

Series

2024

MF

.778

12/10/34

1,796,875

1,500,000

(a),(b)

IP

Mortgage

Trust,

Series

2025

IP

.540

06/10/42

1,513,711

511,550

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2011

C3

.013

02/15/46

504,472

2,300,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2016

JP3

.870

08/15/49

2,284,568

4,226,161

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

.537

09/15/47

4,181,100

559,345

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.106

08/15/48

554,172

1,200,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.323

08/15/48

1,132,742

5,000,000

(a) JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

.323

08/15/48

3,942,888

2,000,000

(a) JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP5

.904

03/15/50

1,766,484

4,671,875

(a),(b)

KRE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.300%),

Series

2025

AIP4

.973

03/15/42

4,660,182

1,422,047

(a),(b)

MCR

Mortgage

Trust,

(TSFR1M

+

1.758%),

Series

2024

HTL

.431

02/15/37

1,422,480

4,900,000

(a),(b)

MILE

Trust,

(TSFR1M

+

1.500%),

Series

2025

STNE

.173

07/15/42

4,895,052

1,750,000

(b) MIRA

Trust,

Series

2023

MILE

.755

06/10/38

1,797,855

2,500,000

(b) MRCD

Mortgage

Trust,

Series

2019

PARK

.718

12/15/36

1,864,688

4,275,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

+

1.397%),

Series

2022

LPFL

.077

03/15/39

4,273,772

6,000,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

+

1.896%),

Series

2022

LPFL

.576

03/15/39

5,998,955

8,064,144

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

.915

07/15/36

7,842,172

7,500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%),

Series

2019

MILE

.430

07/15/36

6,649,382

248,875

(b) Natixis

Commercial

Mortgage

Securities

Trust,

Series

2020

2PAC

.966

12/15/38

242,716

3,300,000

(a),(b)

ONNI

Commerical

Mortgage

Trust,

Series

2024

APT

.196

07/15/39

3,343,230

2,000,000

(a),(b)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

2.114%),

Series

2021

MF

.787

07/15/38

1,403,250

2,250,000

(a),(b)

SCG

Trust,

(TSFR1M

+

1.500%),

Series

2025

SNIP

.173

09/15/42

2,253,338

3,641,540

(a),(b)

SMR

Mortgage

Trust,

(TSFR1M

+

2.400%),

Series

2022

IND

.073

02/15/39

3,645,170

5,749,338

(a),(b)

Verus

Securitization

Trust,

Series

2021

.240

10/25/66

5,092,822

Short

Term

Bond

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,500,000

(a),(b)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

1CHI

.954

%

07/15/35

$

1,506,946

1,500,000

(b) Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

SVEN

.011

06/10/37

1,533,537

6,500,000

(a),(b)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

1.742%),

Series

2025

NYCH

.415

06/15/42

6,458,948

TOTAL

OTHER

MORTGAGE

BACKED

197,523,992

TOTAL

STRUCTURED

ASSETS

(Cost

$385,885,556)

378,323,339

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$1,720,691,112)

1,713,587,508

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

425,366

(e) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.680

(f) 425,366

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$425,366)

425,366

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.7%

REPURCHASE

AGREEMENT

-

0.3%

6,138,000

(g) Fixed

Income

Clearing

Corporation

.660

04/01/26

6,138,000

TOTAL

REPURCHASE

AGREEMENT

6,138,000

TREASURY

DEBT

-

0.4%

1,285,000

United

States

Treasury

Bill

.000

04/14/26

1,283,316

5,000,000

United

States

Treasury

Bill

.000

06/09/26

4,965,551

TOTAL

TREASURY

DEBT

6,248,867

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$12,386,864)

12,386,867

TOTAL

INVESTMENTS

-

99.5%

(Cost

$1,733,503,342)

1,726,399,741

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.5%

8,499,855

NET

ASSETS

-

100.0%

$

1,734,899,596

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$541,639,722

or

31.4%

of

Total

Investments.

(c) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$409,037.

(d) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

derivatives.

(e) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(g) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$6,138,624

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.625%

and

maturity

date

10/15/27,

valued

at

$6,260,916.

See

Notes

to

Financial

Statements

Investments

in

Derivatives

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

2-Year

Note

800

06/30/26

$

167,188,108

$

165,956,250

$

(1,231,858)

Short

Term

Bond

Index

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

99.1%

CORPORATE

BONDS

-

.1

%

AUTOMOBILES

&

COMPONENTS

-

0.9%

$

500,000

American

Honda

Finance

Corp

.550

%

07/09/27

$

500,207

750,000

American

Honda

Finance

Corp

.900

07/09/27

753,425

750,000

American

Honda

Finance

Corp

.550

03/03/28

749,682

500,000

American

Honda

Finance

Corp

.250

09/01/28

495,861

500,000

American

Honda

Finance

Corp

.150

01/08/29

493,891

400,000

BorgWarner,

Inc

.650

07/01/27

390,896

1,000,000

Ford

Motor

Credit

Co

LLC

.800

03/05/27

1,005,515

750,000

Ford

Motor

Credit

Co

LLC

.850

05/17/27

755,525

200,000

Ford

Motor

Credit

Co

LLC

.125

08/17/27

197,409

300,000

Ford

Motor

Credit

Co

LLC

.815

11/02/27

293,983

1,000,000

Ford

Motor

Credit

Co

LLC

.918

03/20/28

1,012,674

700,000

Ford

Motor

Credit

Co

LLC

.800

05/12/28

721,070

1,000,000

Ford

Motor

Credit

Co

LLC

.970

04/06/29

987,662

500,000

General

Motors

Co

.350

04/15/28

507,122

1,000,000

General

Motors

Financial

Co,

Inc

.400

05/08/27

1,008,806

300,000

General

Motors

Financial

Co,

Inc

.000

07/15/27

301,535

2,000,000

General

Motors

Financial

Co,

Inc

.350

07/15/27

2,018,931

1,300,000

General

Motors

Financial

Co,

Inc

.050

04/04/28

1,311,286

1,000,000

General

Motors

Financial

Co,

Inc

.400

10/15/28

947,954

500,000

General

Motors

Financial

Co,

Inc

.200

10/27/28

494,850

1,000,000

Honda

Motor

Co

Ltd

.436

07/08/28

997,701

200,000

Lear

Corp

.800

09/15/27

198,001

500,000

Toyota

Motor

Corp

.186

06/30/27

500,506

500,000

Toyota

Motor

Credit

Corp

.500

05/14/27

501,969

1,300,000

Toyota

Motor

Credit

Corp

.350

10/08/27

1,303,854

500,000

Toyota

Motor

Credit

Corp

.750

01/12/28

496,350

600,000

Toyota

Motor

Credit

Corp

.625

01/12/28

605,472

1,000,000

Toyota

Motor

Credit

Corp

.050

09/05/28

996,755

750,000

Toyota

Motor

Credit

Corp

.650

01/05/29

757,572

500,000

Toyota

Motor

Credit

Corp

.050

03/13/29

496,999

TOTAL

AUTOMOBILES

&

COMPONENTS

21,803,463

BANKS

-

6.8%

3,000,000

Asian

Development

Bank

.125

08/20/27

2,972,520

2,495,000

Asian

Development

Bank

.375

01/14/28

2,519,750

1,000,000

Asian

Infrastructure

Investment

Bank

.625

09/15/28

995,547

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

.362

06/18/28

502,065

750,000

Australia

&

New

Zealand

Banking

Group

Ltd

.919

12/08/28

745,034

200,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

.138

09/14/28

204,530

600,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

.150

03/03/29

593,012

600,000

Banco

Santander

S.A.

.294

08/18/27

605,773

200,000

Banco

Santander

S.A.

.379

04/12/28

199,338

1,400,000

Banco

Santander

S.A.

.365

07/15/28

1,415,102

600,000

Banco

Santander

S.A.

.588

08/08/28

614,594

500,000

Bank

of

,NV

Scotia

.404

09/08/28

499,462

500,000

Bank

of

,NV

Scotia

.932

02/14/29

504,198

750,000

Bank

of

America

Corp

.705

04/24/28

744,288

1,500,000

Bank

of

America

Corp

.376

04/27/28

1,498,896

1,250,000

Bank

of

America

Corp

.948

07/22/28

1,258,073

2,000,000

Bank

of

America

Corp

.204

11/10/28

2,054,587

2,000,000

Bank

of

America

Corp

.419

12/20/28

1,964,743

2,000,000

Bank

of

America

Corp

.979

01/24/29

2,015,582

4,500,000

Bank

of

America

Corp

.623

05/09/29

4,519,564

1,500,000

Bank

of

America

Corp

.819

09/15/29

1,547,384

750,000

Bank

of

Montreal

.370

06/04/27

759,127

600,000

Bank

of

Montreal

.717

09/25/28

617,837

750,000

Bank

of

Montreal

.004

01/27/29

756,726

1,000,000

(a) Bank

of

Montreal

.338

03/19/30

995,617

1,250,000

Bank

of

New

York

Mellon

.729

04/20/29

1,258,891

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

6.8%

(continued)

$

250,000

Bank

of

New

York

Mellon

Corp

.026

%

01/22/30

$

247,497

1,025,000

Barclays

plc

.837

09/10/28

1,028,943

1,000,000

Barclays

plc

.086

02/25/29

1,008,183

1,000,000

Barclays

plc

.972

05/16/29

1,006,083

1,500,000

Barclays

plc

.476

11/11/29

1,491,771

500,000

Barclays

plc

.219

05/24/30

492,247

1,000,000

Canadian

Imperial

Bank

of

Commerce

.237

06/28/27

1,010,972

750,000

Canadian

Imperial

Bank

of

Commerce

.243

09/08/28

748,043

500,000

Canadian

Imperial

Bank

of

Commerce

.857

03/30/29

504,000

200,000

CIT

Group,

Inc

.125

03/09/28

205,041

1,000,000

CitiBank

NA

.803

09/29/28

1,038,393

1,000,000

Citigroup,

Inc

.450

09/29/27

1,000,028

750,000

Citigroup,

Inc

.643

05/07/28

751,241

1,500,000

Citigroup,

Inc

.668

07/24/28

1,484,025

2,750,000

Citigroup,

Inc

.786

03/04/29

2,763,866

1,000,000

Citigroup,

Inc

.174

02/13/30

1,015,416

500,000

Citizens

Bank

NA

.575

08/09/28

500,253

1,000,000

Commonwealth

Bank

of

Australia

.355

03/27/29

1,002,871

500,000

Cooperatieve

Rabobank

UA

.743

01/14/28

496,539

500,000

Cooperatieve

Rabobank

UA

.883

01/21/28

507,045

500,000

Cooperatieve

Rabobank

UA

.957

10/17/28

498,103

1,000,000

Cooperatieve

Rabobank

UA

.322

04/01/29

1,002,536

1,300,000

Deutsche

Bank

AG.

.373

01/10/29

1,314,971

200,000

Deutsche

Bank

AG.

.720

01/18/29

207,209

250,000

Deutsche

Bank

AG/New

York

NY

.875

12/01/32

248,908

700,000

Fifth

Third

Bancorp

.361

10/27/28

719,786

1,000,000

Fifth

Third

Bancorp

.339

07/27/29

1,036,665

1,500,000

HSBC

Holdings

plc

.597

05/17/28

1,516,851

1,200,000

HSBC

Holdings

plc

.755

06/09/28

1,202,549

700,000

HSBC

Holdings

plc

.013

09/22/28

674,800

1,050,000

HSBC

Holdings

plc

.130

11/19/28

1,057,655

1,500,000

HSBC

Holdings

plc

.899

03/03/29

1,508,195

1,000,000

HSBC

Holdings

plc

.206

08/17/29

946,593

1,000,000

HSBC

Holdings

plc

.398

03/10/30

992,584

1,250,000

HSBC

USA,

Inc

.650

06/03/28

1,257,785

750,000

Huntington

Bancshares,

Inc

.208

08/21/29

778,064

1,000,000

Huntington

National

Bank

.871

04/12/28

1,003,380

500,000

ING

Groep

NV

.017

03/28/28

497,680

1,000,000

ING

Groep

NV

.858

03/25/29

1,006,264

2,700,000

JPMorgan

Chase

&

Co

.571

04/22/28

2,732,965

500,000

JPMorgan

Chase

&

Co

.323

04/26/28

499,772

750,000

JPMorgan

Chase

&

Co

.182

06/01/28

731,112

1,500,000

JPMorgan

Chase

&

Co

.979

07/22/28

1,510,082

2,000,000

JPMorgan

Chase

&

Co

.505

10/22/28

1,999,576

2,000,000

JPMorgan

Chase

&

Co

.915

01/24/29

2,017,034

1,500,000

JPMorgan

Chase

&

Co

.005

04/23/29

1,488,135

1,500,000

JPMorgan

Chase

&

Co

.299

07/24/29

1,527,994

1,750,000

JPMorgan

Chase

&

Co

.087

10/23/29

1,818,388

500,000

JPMorgan

Chase

&

Co

.012

01/23/30

506,995

900,000

KeyBank

NA

.850

11/15/27

918,926

350,000

KeyCorp

.100

04/30/28

347,307

1,500,000

Kreditanstalt

fuer

Wiederaufbau

.625

08/07/26

1,504,209

2,010,000

Kreditanstalt

fuer

Wiederaufbau

.000

06/28/27

2,014,436

1,425,000

Kreditanstalt

fuer

Wiederaufbau

.500

08/27/27

1,418,610

4,715,000

Kreditanstalt

fuer

Wiederaufbau

.875

05/15/28

4,721,766

1,000,000

Kreditanstalt

fuer

Wiederaufbau

.500

08/09/28

993,200

650,000

Kreditanstalt

fuer

Wiederaufbau

.000

03/15/29

653,249

1,500,000

Kreditanstalt

fuer

Wiederaufbau

.500

05/15/29

1,486,129

1,500,000

Lloyds

Banking

Group

plc

.087

11/26/28

1,513,678

800,000

Lloyds

Banking

Group

plc

.871

03/06/29

819,765

1,000,000

Lloyds

Banking

Group

plc

.818

06/13/29

1,005,942

1,000,000

M&T

Bank

Corp

.833

01/16/29

1,004,675

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

6.8%

(continued)

$

750,000

Manufacturers

&

Traders

Trust

Co

.762

%

07/06/28

$

752,071

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

.961

03/02/28

695,185

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

.080

04/19/28

498,106

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

.017

07/20/28

1,257,774

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

.354

09/13/28

1,012,052

1,000,000

Mizuho

Financial

Group,

Inc

.414

09/13/28

1,013,485

600,000

Mizuho

Financial

Group,

Inc

.667

05/27/29

615,517

900,000

Mizuho

Financial

Group,

Inc

.778

07/06/29

924,817

850,000

Morgan

Stanley

Bank

NA

.504

05/26/28

859,667

1,000,000

Morgan

Stanley

Bank

NA

.968

07/14/28

1,005,931

1,000,000

Morgan

Stanley

Bank

NA

.016

01/12/29

1,010,703

3,000,000

Morgan

Stanley

Private

Bank

NA

.466

07/06/28

2,999,889

1,000,000

Morgan

Stanley

Private

Bank

NA

.204

11/17/28

996,537

2,500,000

Morgan

Stanley

Private

Bank

NA

.213

02/08/30

2,474,685

1,000,000

National

Australia

Bank

Ltd

.500

10/26/27

1,005,445

1,250,000

National

Australia

Bank

Ltd

.308

06/13/28

1,253,365

500,000

National

Australia

Bank

Ltd

.850

12/13/28

496,217

500,000

National

Bank

of

Canada

.166

01/20/29

497,284

500,000

NatWest

Group

plc

.516

09/30/28

507,328

800,000

NatWest

Group

plc

.892

05/18/29

805,591

1,000,000

NatWest

Group

plc

.808

09/13/29

1,028,904

750,000

Nordic

Investment

Bank

.375

03/14/28

757,632

1,320,000

Nordic

Investment

Bank

.750

08/28/28

1,317,743

750,000

PNC

Bank

NA

.429

07/21/28

749,714

1,100,000

PNC

Financial

Services

Group,

Inc

.354

12/02/28

1,117,137

500,000

PNC

Financial

Services

Group,

Inc

.075

01/26/29

497,362

1,000,000

PNC

Financial

Services

Group,

Inc

.582

06/12/29

1,024,726

500,000

Royal

Bank

of

Canada

.240

08/03/27

499,821

500,000

Royal

Bank

of

Canada

.715

03/27/28

501,781

1,000,000

Royal

Bank

of

Canada

.965

01/24/29

1,009,312

1,750,000

Royal

Bank

of

Canada

.498

08/06/29

1,749,997

1,000,000

Santander

Holdings

USA,

Inc

.473

03/20/29

1,013,917

200,000

Santander

Holdings

USA,

Inc

.174

01/09/30

206,648

750,000

Santander

UK

Group

Holdings

plc

.534

01/10/29

773,855

500,000

Santander

UK

Group

Holdings

plc

.320

09/22/29

495,310

250,000

Standard

Chartered

Bank

.853

12/03/27

252,619

500,000

State

Street

Corp

.330

10/22/27

500,929

1,000,000

State

Street

Corp

.536

02/28/28

1,006,700

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

.520

01/13/28

1,530,116

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

.544

01/17/28

492,983

1,800,000

Sumitomo

Mitsui

Financial

Group,

Inc

.902

09/17/28

1,690,510

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

.108

01/15/29

991,251

250,000

Synovus

Bank

.625

02/15/28

252,803

1,000,000

Toronto-Dominion

Bank

.693

09/15/27

1,005,248

750,000

Toronto-Dominion

Bank

.861

01/31/28

756,035

750,000

Toronto-Dominion

Bank

.574

06/02/28

752,311

1,000,000

Toronto-Dominion

Bank

.109

10/13/28

994,622

500,000

Truist

Bank

.420

07/24/28

499,974

1,000,000

Truist

Bank

.144

01/27/29

994,635

1,000,000

Truist

Bank

.136

10/23/29

990,481

500,000

Truist

Financial

Corp

.123

06/06/28

497,839

800,000

Truist

Financial

Corp

.873

01/26/29

805,264

1,200,000

US

Bancorp

.548

07/22/28

1,201,078

1,250,000

US

Bancorp

.653

02/01/29

1,255,718

750,000

US

Bancorp

.775

06/12/29

771,435

500,000

US

Bancorp

.384

01/23/30

512,051

1,500,000

Wells

Fargo

&

Co

.707

04/22/28

1,519,349

2,750,000

Wells

Fargo

&

Co

.584

05/22/28

2,724,013

1,000,000

Wells

Fargo

&

Co

.393

06/02/28

976,056

1,500,000

Wells

Fargo

&

Co

.970

04/23/29

1,513,006

1,500,000

Wells

Fargo

&

Co

.574

07/25/29

1,534,459

1,150,000

Wells

Fargo

&

Co

.078

09/15/29

1,137,349

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

6.8%

(continued)

$

2,000,000

Wells

Fargo

&

Co

.182

%

01/23/30

$

1,982,280

300,000

Westpac

Banking

Corp

.043

08/26/27

299,862

250,000

Westpac

Banking

Corp

.457

11/18/27

255,104

2,000,000

Westpac

Banking

Corp

.953

11/20/28

1,890,019

250,000

Zions

Bancorp

NA

.483

02/09/29

248,133

TOTAL

BANKS

166,628,960

CAPITAL

GOODS

-

1.2%

350,000

3M

Co

.875

10/15/27

343,135

600,000

Air

Lease

Corp

.300

02/01/28

606,709

300,000

Air

Lease

Corp

.100

09/01/28

282,111

400,000

Boeing

Co

.250

02/01/28

392,099

500,000

Boeing

Co

.450

11/01/28

488,101

250,000

Carlisle

Cos,

Inc

.750

12/01/27

246,942

1,000,000

Caterpillar

Financial

Services

Corp

.400

10/15/27

1,004,707

750,000

Caterpillar

Financial

Services

Corp

.600

11/15/27

756,421

1,000,000

Caterpillar

Financial

Services

Corp

.400

03/03/28

1,004,932

500,000

Caterpillar

Financial

Services

Corp

.100

08/15/28

499,563

500,000

Caterpillar

Financial

Services

Corp

.950

11/14/28

497,606

500,000

Caterpillar

Financial

Services

Corp

.750

02/23/29

494,020

500,000

CNH

Industrial

Capital

LLC

.500

10/08/27

499,780

500,000

CNH

Industrial

Capital

LLC

.750

03/21/28

502,094

200,000

CNH

Industrial

NV

.850

11/15/27

197,960

500,000

Cummins,

Inc

.250

05/09/28

500,706

400,000

Eaton

Corp

.350

05/18/28

400,962

1,000,000

Eaton

Corp

.950

03/06/29

990,013

600,000

Emerson

Electric

Co

.000

12/21/28

567,921

400,000

General

Dynamics

Corp

.500

04/01/27

397,841

450,000

General

Dynamics

Corp

.750

05/15/28

447,119

500,000

(b) Honeywell

Aerospace,

Inc

.900

03/16/28

496,318

1,000,000

(b) Honeywell

Aerospace,

Inc

.000

03/16/29

990,662

1,000,000

Howmet

Aerospace,

Inc

.900

04/15/29

985,644

300,000

Hubbell,

Inc

.500

02/15/28

295,468

250,000

Huntington

Ingalls

Industries,

Inc

.483

12/01/27

246,045

750,000

Ingersoll

Rand,

Inc

.197

06/15/27

756,496

1,000,000

John

Deere

Capital

Corp

.900

06/11/27

1,009,878

750,000

John

Deere

Capital

Corp

.200

07/15/27

752,358

500,000

John

Deere

Capital

Corp

.650

01/07/28

504,571

250,000

John

Deere

Capital

Corp

.750

01/20/28

253,318

750,000

John

Deere

Capital

Corp

.250

06/05/28

752,366

750,000

John

Deere

Capital

Corp

.500

01/16/29

757,149

500,000

John

Deere

Capital

Corp

.900

03/09/29

496,788

750,000

L3Harris

Technologies,

Inc

.400

06/15/28

750,465

500,000

Lockheed

Martin

Corp

.450

05/15/28

502,977

1,000,000

Lockheed

Martin

Corp

.150

08/15/28

1,000,731

350,000

Masco

Corp

.500

02/15/28

331,233

500,000

Mosaic

Co

.350

01/15/29

497,354

800,000

Northrop

Grumman

Corp

.250

01/15/28

785,705

200,000

nVent

Finance

Sarl

.550

04/15/28

199,533

200,000

Otis

Worldwide

Corp

.293

04/05/27

196,177

125,000

Owens

Corning

.500

06/15/27

126,486

200,000

PACCAR

Financial

Corp

.450

08/06/27

201,127

500,000

PACCAR

Financial

Corp

.550

03/03/28

503,733

300,000

PACCAR

Financial

Corp

.000

11/07/28

298,928

300,000

PACCAR

Financial

Corp

.900

02/05/29

297,723

400,000

Parker-Hannifin

Corp

.250

09/15/27

400,163

300,000

Quanta

Services,

Inc

.750

08/09/27

301,455

500,000

Quanta

Services,

Inc

.300

08/09/28

499,228

500,000

Raytheon

Technologies

Corp

.125

05/04/27

493,536

200,000

Raytheon

Technologies

Corp

.200

08/15/27

207,863

500,000

Raytheon

Technologies

Corp

.125

11/16/28

497,901

1,000,000

Raytheon

Technologies

Corp

.750

01/15/29

1,037,403

400,000

Regal

Rexnord

Corp

.050

04/15/28

410,260

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

725,000

Roper

Technologies,

Inc

.250

%

09/15/28

$

720,270

175,000

Stanley

Black

&

Decker,

Inc

.000

03/06/28

180,361

400,000

Westinghouse

Air

Brake

Technologies

Corp

.700

09/15/28

401,173

200,000

Xylem,

Inc

.950

01/30/28

191,980

TOTAL

CAPITAL

GOODS

30,451,568

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.9%

200,000

Block

Financial

LLC

.500

07/15/28

188,970

300,000

CDW

LLC

.250

04/01/28

296,304

400,000

CDW

LLC

.250

02/15/29

380,937

500,000

Cintas

Corp

No

.200

05/01/28

499,151

500,000

Concentrix

Corp

.500

03/01/29

486,324

750,000

Corp

Andina

de

Fomento

.125

01/07/28

751,102

135,000

Corp

Andina

de

Fomento

.125

06/30/28

135,231

1,000,000

Council

Of

Europe

Development

Bank

.625

05/08/28

995,722

250,000

Equifax,

Inc

.100

12/15/27

252,503

350,000

Equifax,

Inc

.100

06/01/28

354,459

2,460,000

European

Investment

Bank

.875

06/15/28

2,463,675

595,000

International

Bank

for

Reconstruction

&

Development

.000

08/27/26

595,420

500,000

International

Bank

for

Reconstruction

&

Development

.125

06/15/27

495,856

750,000

International

Bank

for

Reconstruction

&

Development

.375

04/20/28

714,235

2,822,000

International

Bank

for

Reconstruction

&

Development

.625

05/05/28

2,811,366

5,000,000

International

Bank

for

Reconstruction

&

Development

.125

09/13/28

4,687,562

1,000,000

Mastercard,

Inc

.100

01/15/28

1,001,439

1,000,000

Mastercard,

Inc

.550

03/15/28

1,009,077

300,000

Republic

Services,

Inc

.950

05/15/28

298,242

750,000

Visa,

Inc

.800

02/12/29

745,440

1,000,000

Waste

Management,

Inc

.950

07/03/27

1,009,678

500,000

Waste

Management,

Inc

.500

03/15/28

503,261

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

20,675,954

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

950,000

Alibaba

Group

Holding

Ltd

.400

12/06/27

938,893

500,000

Amazon.com,

Inc

.300

04/13/27

496,232

1,500,000

Amazon.com,

Inc

.200

06/03/27

1,452,271

1,000,000

Amazon.com,

Inc

.850

03/13/28

996,808

2,000,000

Amazon.com,

Inc

.900

11/20/28

1,991,451

1,750,000

Amazon.com,

Inc

.000

03/13/29

1,741,154

100,000

AutoNation,

Inc

.800

11/15/27

98,767

250,000

AutoNation,

Inc

.450

01/15/29

247,922

200,000

AutoZone,

Inc

.500

02/01/28

200,388

500,000

Chevron

USA,

Inc

.950

08/13/27

499,878

500,000

Chevron

USA,

Inc

.050

08/13/28

500,607

350,000

eBay,

Inc

.950

11/22/27

358,023

500,000

eBay,

Inc

.250

03/06/29

497,371

200,000

Home

Depot,

Inc

.875

04/15/27

197,542

1,000,000

Home

Depot,

Inc

.875

06/25/27

1,009,646

400,000

Home

Depot,

Inc

.800

09/14/27

393,139

750,000

Home

Depot,

Inc

.750

09/15/28

745,221

350,000

LKQ

Corp

.750

06/15/28

356,215

500,000

Lowe's

Cos,

Inc

.100

05/03/27

494,036

500,000

Lowe's

Cos,

Inc

.950

10/15/27

498,279

300,000

Lowe's

Cos,

Inc

.300

04/15/28

282,665

750,000

Lowe's

Cos,

Inc

.000

10/15/28

743,803

300,000

O'Reilly

Automotive,

Inc

.600

09/01/27

296,896

1,500,000

Walmart,

Inc

.100

04/28/27

1,502,464

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

16,539,671

CONSUMER

DURABLES

&

APPAREL

-

0.1%

200,000

DR

Horton,

Inc

.400

10/15/27

191,417

225,000

Hasbro,

Inc

.500

09/15/27

222,687

200,000

Leggett

&

Platt,

Inc

.500

11/15/27

195,721

500,000

Lennar

Corp

.750

11/29/27

500,767

150,000

Tapestry,

Inc

.125

07/15/27

149,323

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DURABLES

&

APPAREL

-

0.1%

(continued)

$

100,000

Toll

Brothers

Finance

Corp

.350

%

02/15/28

$

99,571

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,359,486

CONSUMER

SERVICES

-

0.3%

1,000,000

Airbnb,

Inc

.400

03/16/29

998,681

200,000

Booking

Holdings,

Inc

.550

03/15/28

197,412

1,000,000

Citizens

Bank

NA

.192

01/29/29

993,723

250,000

Darden

Restaurants,

Inc

.350

10/15/27

249,419

500,000

Expedia

Group,

Inc

.625

08/01/27

500,412

200,000

Expedia

Group,

Inc

.800

02/15/28

197,295

225,000

Hyatt

Hotels

Corp

.050

03/30/28

226,871

500,000

Las

Vegas

Sands

Corp

.900

06/01/27

506,499

500,000

Las

Vegas

Sands

Corp

.625

06/15/28

506,511

500,000

Marriott

International,

Inc

.200

07/15/27

499,231

350,000

Marriott

International,

Inc

.000

10/15/27

353,153

200,000

Marriott

International,

Inc

.550

10/15/28

205,185

700,000

McDonald's

Corp

.500

07/01/27

693,757

200,000

McDonald's

Corp

.800

04/01/28

198,583

200,000

McDonald's

Corp

.800

08/14/28

202,449

300,000

Royal

Caribbean

Cruises

Ltd

.700

03/15/28

295,154

500,000

Sands

China

Ltd

.400

08/08/28

503,747

200,000

Starbucks

Corp

.500

03/01/28

196,984

TOTAL

CONSUMER

SERVICES

7,525,066

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.1%

800,000

Costco

Wholesale

Corp

.375

06/20/27

776,071

325,000

Dollar

General

Corp

.125

05/01/28

322,822

300,000

Dollar

General

Corp

.200

07/05/28

303,291

500,000

Dollar

Tree,

Inc

.200

05/15/28

496,627

300,000

Kroger

Co

.700

08/01/27

297,514

500,000

Starbucks

Corp

.500

05/15/28

501,016

100,000

SYSCO

Corp

.250

07/15/27

98,476

500,000

Target

Corp

.350

06/15/28

502,326

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,298,143

ENERGY

-

1.1%

400,000

Baker

Hughes

Holdings

LLC

.337

12/15/27

394,367

1,000,000

Baker

Hughes

Holdings

LLC

.050

03/11/29

994,911

450,000

BP

Capital

Markets

America,

Inc

.543

04/06/27

446,914

1,150,000

BP

Capital

Markets

America,

Inc

.017

11/17/27

1,165,095

1,500,000

BP

Capital

Markets

America,

Inc

.234

11/06/28

1,500,395

200,000

BP

Capital

Markets

plc

.279

09/19/27

197,492

500,000

Canadian

Natural

Resources

Ltd

.850

06/01/27

497,164

400,000

Cheniere

Corpus

Christi

Holdings

LLC

.125

06/30/27

402,065

200,000

Chevron

Corp

.995

05/11/27

195,761

1,000,000

Chevron

USA,

Inc

.475

02/26/28

1,007,569

400,000

Continental

Resources,

Inc

.375

01/15/28

397,289

250,000

Coterra

Energy,

Inc

.900

05/15/27

248,208

1,000,000

Diamondback

Energy,

Inc

.200

04/18/27

1,007,872

300,000

Enbridge,

Inc

.250

04/05/27

302,506

150,000

Enbridge,

Inc

.700

07/15/27

148,573

300,000

Enbridge,

Inc

.600

06/20/28

300,784

750,000

Enbridge,

Inc

.200

11/20/28

744,737

1,100,000

Energy

Transfer

LP

.550

02/15/28

1,121,034

500,000

Energy

Transfer

Operating

LP

.500

06/01/27

504,634

200,000

Eni

USA,

Inc

.300

11/15/27

208,831

1,000,000

Enterprise

Products

Operating

LLC

.300

06/20/28

1,001,331

500,000

Enterprise

Products

Operating

LLC

.250

08/16/77

495,542

100,000

Enterprise

Products

Operating

LLC

.375

02/15/78

99,033

500,000

EOG

Resources,

Inc

.400

07/15/28

501,533

131,000

EQT

Corp

.900

10/01/27

129,403

500,000

EQT

Corp

.700

04/01/28

511,553

1,250,000

Equinor

ASA

.250

06/02/28

1,253,030

500,000

(b) Equitable

America

Global

Funding

.950

09/15/27

495,882

500,000

Helmerich

&

Payne,

Inc

.650

12/01/27

500,493

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.1%

(continued)

$

350,000

Hess

Corp

.300

%

04/01/27

$

350,203

350,000

Kinder

Morgan,

Inc

.300

03/01/28

349,555

1,000,000

Kinder

Morgan,

Inc

.000

02/01/29

1,015,072

300,000

Marathon

Petroleum

Corp

.800

04/01/28

296,500

550,000

MPLX

LP

.000

03/15/28

545,568

500,000

ONEOK,

Inc

.250

09/24/27

498,704

300,000

Ovintiv,

Inc

.650

05/15/28

308,071

200,000

Patterson-UTI

Energy,

Inc

.950

02/01/28

196,743

700,000

Phillips

.900

03/15/28

694,107

100,000

Phillips

Co

.950

12/01/27

100,950

500,000

Sabine

Pass

Liquefaction

LLC

.200

03/15/28

497,924

350,000

South

Bow

USA

Infrastructure

Holdings

LLC

.911

09/01/27

351,407

250,000

Sunoco

Logistics

Partners

Operations

LP

.000

10/01/27

248,332

500,000

Targa

Resources

Corp

.200

07/01/27

503,925

500,000

Targa

Resources

Corp

.350

01/15/29

497,906

200,000

TC

PipeLines

LP

.900

05/25/27

198,529

600,000

TransCanada

PipeLines

Ltd

.250

05/15/28

597,300

350,000

Valero

Energy

Partners

LP

.500

03/15/28

350,072

800,000

Williams

Cos,

Inc

.750

06/15/27

793,944

500,000

Williams

Cos,

Inc

.300

08/15/28

510,514

750,000

Woodside

Finance

Ltd

.900

05/19/28

755,962

TOTAL

ENERGY

26,435,289

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.7%

200,000

Alexandria

Real

Estate

Equities,

Inc

.950

01/15/28

197,872

300,000

American

Homes

Rent

LP

.250

02/15/28

298,339

500,000

American

Tower

Corp

.550

07/15/27

494,648

600,000

American

Tower

Corp

.500

01/31/28

568,409

300,000

American

Tower

Corp

.250

07/15/28

305,196

1,000,000

American

Tower

Corp

.800

11/15/28

1,031,260

200,000

AvalonBay

Communities,

Inc

.200

01/15/28

196,319

500,000

Boston

Properties

LP

.750

12/01/27

516,790

150,000

Brixmor

Operating

Partnership

LP

.250

04/01/28

143,967

200,000

Crown

Castle,

Inc

.000

01/11/28

201,434

600,000

Crown

Castle,

Inc

.800

02/15/28

591,415

500,000

Crown

Castle,

Inc

.800

09/01/28

502,421

350,000

Digital

Realty

Trust

LP

.700

08/15/27

346,367

650,000

Digital

Realty

Trust

LP

.550

01/15/28

661,519

400,000

EPR

Properties

.950

04/15/28

399,465

200,000

Equinix,

Inc

.800

07/15/27

193,229

300,000

Equinix,

Inc

.550

03/15/28

283,988

350,000

ERP

Operating

LP

.500

03/01/28

344,737

350,000

Essex

Portfolio

LP

.625

05/01/27

346,883

500,000

Extra

Space

Storage

LP

.700

04/01/28

510,527

150,000

Federal

Realty

OP

LP

.250

07/15/27

147,808

200,000

Federal

Realty

OP

LP

.375

05/01/28

203,046

500,000

GLP

Capital

LP

.300

01/15/29

504,337

300,000

Healthcare

Realty

Holdings

LP

.750

07/01/27

297,107

150,000

Highwoods

Realty

LP

.125

03/15/28

147,848

750,000

Host

Hotels

&

Resorts

LP

.250

12/15/28

741,112

300,000

Invitation

Homes

Operating

Partnership

LP

.300

11/15/28

282,343

200,000

Kimco

Realty

OP

LLC

.900

03/01/28

191,375

350,000

Mid-America

Apartments

LP

.600

06/01/27

347,434

200,000

OMEGA

Healthcare

Investors,

Inc

.500

04/01/27

199,733

250,000

OMEGA

Healthcare

Investors,

Inc

.750

01/15/28

249,786

500,000

Prologis

LP

.125

04/15/27

490,239

500,000

ProLogis

LP

.875

06/15/28

505,893

150,000

Public

Storage

.850

05/01/28

142,903

300,000

Realty

Income

Corp

.950

08/15/27

298,523

650,000

Realty

Income

Corp

.400

01/15/28

639,141

500,000

Realty

Income

Corp

.950

02/01/29

494,205

500,000

Simon

Property

Group

LP

.375

06/15/27

494,853

100,000

Simon

Property

Group

LP

.375

12/01/27

98,593

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.7%

(continued)

$

300,000

Simon

Property

Group

LP

.750

%

02/01/28

$

286,979

200,000

Tanger

Properties

LP

.875

07/15/27

198,362

200,000

UDR,

Inc

.500

01/15/28

196,715

350,000

Ventas

Realty

LP

.850

04/01/27

347,814

150,000

Ventas

Realty

LP

.000

03/01/28

148,497

400,000

VICI

Properties

LP

.750

02/15/28

400,361

1,000,000

VICI

Properties

LP

.750

04/01/28

1,001,018

300,000

Welltower

OP

LLC

.250

04/15/28

299,758

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

17,490,568

FINANCIAL

SERVICES

-

3.3%

750,000

AerCap

Ireland

Capital

DAC

.450

04/15/27

764,118

500,000

AerCap

Ireland

Capital

DAC

.625

10/15/27

500,604

1,250,000

AerCap

Ireland

Capital

DAC

.875

04/01/28

1,258,625

1,250,000

AerCap

Ireland

Capital

DAC

.125

02/28/29

1,233,091

1,000,000

African

Development

Bank

.375

11/03/27

1,008,295

1,200,000

African

Development

Bank

.875

06/12/28

1,200,969

500,000

Ally

Financial,

Inc

.100

11/15/27

518,842

500,000

Ally

Financial,

Inc

.737

05/15/29

507,798

500,000

Ally

Financial,

Inc

.848

01/03/30

521,513

1,000,000

American

Express

Co

.043

07/26/28

1,008,607

500,000

American

Express

Co

.009

02/09/29

496,807

950,000

American

Express

Co

.731

04/25/29

956,005

1,000,000

American

Express

Co

.351

07/20/29

999,286

500,000

(b) Apollo

Debt

Solutions

BDC

.200

12/08/28

493,794

650,000

Ares

Capital

Corp

.000

01/15/27

658,776

750,000

Ares

Capital

Corp

.875

06/15/28

708,159

500,000

Ares

Strategic

Income

Fund

.700

03/15/28

499,224

500,000

(b) Ares

Strategic

Income

Fund

.450

09/09/28

494,797

500,000

(b) Ares

Strategic

Income

Fund

.850

01/15/29

484,132

750,000

Bank

of

,NV

Scotia

.043

09/15/28

745,224

500,000

Bank

of

,NV

Scotia

.247

02/02/30

495,443

500,000

Bank

of

Montreal

.062

09/22/28

497,116

500,000

Bank

of

New

York

Mellon

Corp

.441

06/09/28

500,661

1,000,000

Bank

of

New

York

Mellon

Corp

.890

07/21/28

1,007,804

750,000

Bank

of

New

York

Mellon

Corp

.317

10/25/29

785,238

500,000

Barings

BDC,

Inc

.200

09/15/28

488,539

300,000

(b) Barings

Private

Credit

Corp

.750

02/06/29

293,272

500,000

BlackRock

Funding,

Inc

.600

07/26/27

503,396

750,000

Blackstone

Private

Credit

Fund

.950

09/26/27

740,628

300,000

Blackstone

Secured

Lending

Fund

.125

02/15/27

291,091

500,000

Blackstone

Secured

Lending

Fund

.350

04/13/28

496,224

500,000

Blackstone

Secured

Lending

Fund

.250

09/04/29

489,886

150,000

Blue

Owl

Capital

Corp

.625

01/15/27

146,296

400,000

Blue

Owl

Capital

Corp

.875

06/11/28

371,836

200,000

Blue

Owl

Credit

Income

Corp

.700

02/08/27

197,739

300,000

Blue

Owl

Credit

Income

Corp

.750

09/16/27

304,206

300,000

Blue

Owl

Credit

Income

Corp

.950

06/13/28

307,327

350,000

Brookfield

Finance,

Inc

.900

01/25/28

346,158

500,000

Canadian

Imperial

Bank

of

Commerce

.283

01/29/30

496,630

500,000

Capital

One

Financial

Corp

.927

05/10/28

501,345

1,200,000

Capital

One

Financial

Corp

.468

02/01/29

1,218,121

750,000

Capital

One

Financial

Corp

.312

06/08/29

775,511

650,000

Charles

Schwab

Corp

.200

01/25/28

639,476

300,000

Charles

Schwab

Corp

.000

03/20/28

287,782

800,000

Charles

Schwab

Corp

.643

05/19/29

821,960

300,000

Corebridge

Financial,

Inc

.650

04/05/27

297,280

500,000

Corebridge

Financial,

Inc

.875

12/15/52

503,785

250,000

Discover

Bank

.974

08/09/28

256,081

200,000

Fidelity

National

Information

Services,

Inc

.650

03/01/28

189,279

1,000,000

Fidelity

National

Information

Services,

Inc

.550

03/10/29

995,285

350,000

Fiserv,

Inc

.450

03/02/28

354,971

500,000

Fiserv,

Inc

.375

08/21/28

507,799

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.3%

(continued)

$

275,000

Global

Payments,

Inc

.950

%

08/15/27

$

275,509

300,000

Goldman

Sachs

BDC,

Inc

.375

03/11/27

301,500

2,500,000

Goldman

Sachs

Group,

Inc

.937

04/23/28

2,512,214

1,000,000

Goldman

Sachs

Group,

Inc

.691

06/05/28

991,157

1,000,000

Goldman

Sachs

Group,

Inc

.482

08/23/28

999,981

1,000,000

Goldman

Sachs

Group,

Inc

.148

01/21/29

993,829

1,500,000

Goldman

Sachs

Group,

Inc

.223

05/01/29

1,491,536

2,250,000

Goldman

Sachs

Group,

Inc

.153

10/21/29

2,229,005

500,000

(b) Goldman

Sachs

Private

Credit

Corp

.050

02/23/28

492,371

500,000

(a),(b)

Goldman

Sachs

Private

Credit

Corp

.875

05/06/28

498,689

300,000

(b) Goldman

Sachs

Private

Credit

Corp

.375

01/31/29

294,875

300,000

(b) Golub

Capital

Private

Credit

Fund

.450

08/15/28

295,859

500,000

Hercules

Capital,

Inc

.350

02/10/29

490,101

500,000

(b) HPS

Corporate

Lending

Fund

.300

06/05/27

497,488

500,000

HPS

Corporate

Lending

Fund

.450

01/14/28

496,210

300,000

(b) HPS

Corporate

Lending

Fund

.900

09/11/28

292,258

500,000

(b) HPS

Corporate

Lending

Fund

.150

04/02/29

485,825

750,000

Intercontinental

Exchange,

Inc

.000

09/15/27

746,617

750,000

Intercontinental

Exchange,

Inc

.625

09/01/28

738,101

500,000

Intercontinental

Exchange,

Inc

.950

12/01/28

495,125

590,000

International

Finance

Corp

.500

01/21/28

596,879

1,000,000

International

Finance

Corp

.500

01/22/29

991,194

200,000

Jackson

Financial,

Inc

.170

06/08/27

201,373

350,000

Jefferies

Financial

Group,

Inc

.875

07/21/28

357,374

2,400,000

Kreditanstalt

fuer

Wiederaufbau

.375

03/01/27

2,411,272

500,000

Lloyds

Banking

Group

plc

.241

02/10/30

494,614

300,000

LPL

Holdings,

Inc

.700

05/20/27

302,770

500,000

LPL

Holdings,

Inc

.900

04/03/28

501,485

550,000

Main

Street

Capital

Corp

.500

06/04/27

554,704

500,000

Main

Street

Capital

Corp

.400

08/15/28

496,696

500,000

Marex

Group

plc

.829

05/08/28

505,396

1,000,000

Morgan

Stanley

.210

04/20/28

997,253

750,000

Morgan

Stanley

.123

02/01/29

758,202

2,500,000

Morgan

Stanley

.994

04/12/29

2,522,920

1,500,000

Morgan

Stanley

.133

10/18/29

1,482,597

2,500,000

Morgan

Stanley

.238

01/09/30

2,474,771

200,000

Morgan

Stanley

Direct

Lending

Fund

.500

02/11/27

198,987

284,000

NASDAQ,

Inc

.350

06/28/28

289,818

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

.120

09/16/27

498,989

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

.950

12/10/27

497,607

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

.750

02/07/28

503,702

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

.150

08/25/28

996,730

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

.050

02/09/29

496,691

500,000

New

Mountain

Finance

Corp

.200

10/15/27

497,588

750,000

Nomura

Holdings,

Inc

.594

07/02/27

759,163

700,000

Nomura

Holdings,

Inc

.172

07/14/28

663,221

300,000

(b) North

Haven

Private

Income

Fund

LLC

.125

09/25/28

292,155

750,000

Northern

Trust

Corp

.375

05/08/32

739,539

200,000

Oaktree

Specialty

Lending

Corp

.700

01/15/27

194,005

500,000

Oesterreichische

Kontrollbank

AG.

.000

10/23/26

503,145

1,500,000

Oesterreichische

Kontrollbank

AG.

.750

05/21/27

1,514,646

460,000

Oesterreichische

Kontrollbank

AG.

.000

05/28/28

461,125

300,000

ORIX

Corp

.000

09/13/27

302,644

750,000

PACCAR

Financial

Corp

.000

08/08/28

749,466

750,000

PayPal

Holdings,

Inc

.450

03/06/28

751,586

750,000

(b) Private

Export

Funding

Corp

.500

02/07/27

751,571

500,000

Private

Export

Funding

Corp

.300

12/15/28

505,671

500,000

Royal

Bank

of

Canada

.522

10/18/28

500,555

750,000

State

Street

Corp

.530

02/20/29

754,209

700,000

Synchrony

Financial

.950

12/01/27

691,342

500,000

Synchrony

Financial

.019

07/29/29

499,509

500,000

(b) Takeoff

Merger

Sub,

Inc

.400

03/24/28

497,318

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.3%

(continued)

$

500,000

(b) Takeoff

Merger

Sub,

Inc

.500

%

03/24/29

$

496,782

500,000

Toronto-Dominion

Bank

.913

01/13/28

496,421

1,300,000

UBS

AG.

.650

09/11/28

1,341,548

1,000,000

UBS

AG.

.302

03/16/29

998,707

100,000

Voya

Financial,

Inc

.700

01/23/48

94,537

500,000

Western

Union

Co

.750

06/15/29

495,546

TOTAL

FINANCIAL

SERVICES

81,469,104

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

500,000

Altria

Group,

Inc

.875

02/04/28

504,133

600,000

Altria

Group,

Inc

.800

02/14/29

604,852

1,000,000

Anheuser-Busch

InBev

Worldwide,

Inc

.750

01/23/29

1,012,712

1,050,000

BAT

Capital

Corp

.700

04/02/27

1,052,317

800,000

BAT

Capital

Corp

.259

03/25/28

767,841

550,000

BAT

International

Finance

plc

.448

03/16/28

550,220

750,000

Bunge

Ltd

.100

01/07/28

746,582

500,000

Coca-Cola

Co

.500

03/05/28

477,694

1,000,000

Coca-Cola

Co

.000

03/15/28

944,887

200,000

ConAgra

Brands,

Inc

.375

11/01/27

190,119

750,000

ConAgra

Brands,

Inc

.850

11/01/28

750,744

500,000

Constellation

Brands,

Inc

.350

05/09/27

499,349

500,000

Constellation

Brands,

Inc

.650

11/15/28

502,169

350,000

Diageo

Capital

plc

.300

10/24/27

355,558

400,000

General

Mills,

Inc

.200

04/17/28

397,916

500,000

General

Mills,

Inc

.500

10/17/28

512,555

500,000

Hershey

Co

.550

02/24/28

503,655

150,000

Hormel

Foods

Corp

.700

06/03/28

142,147

500,000

J

M

Smucker

Co

.900

11/15/28

517,146

250,000

Kellogg

Co

.400

11/15/27

246,829

300,000

Kellogg

Co

.300

05/15/28

300,223

750,000

Keurig

Dr

Pepper,

Inc

.350

05/15/28

747,321

650,000

Kraft

Heinz

Foods

Co

.875

05/15/27

645,607

225,000

(b) Maple

Parent

Holdings

Corp

.750

03/26/29

224,964

150,000

McCormick

&

Co,

Inc

.400

08/15/27

148,299

500,000

McCormick

&

Co,

Inc

.150

02/15/29

495,148

500,000

Mondelez

International,

Inc

.250

05/06/28

498,994

1,000,000

PepsiCo,

Inc

.450

02/07/28

1,008,013

1,000,000

PepsiCo,

Inc

.100

01/15/29

999,422

500,000

Philip

Morris

International,

Inc

.375

11/01/27

501,220

1,050,000

Philip

Morris

International,

Inc

.125

03/02/28

1,028,466

750,000

Philip

Morris

International,

Inc

.125

04/28/28

748,757

750,000

Philip

Morris

International,

Inc

.875

10/27/28

743,648

300,000

Tyson

Foods,

Inc

.550

06/02/27

297,197

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

19,666,704

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.8%

1,250,000

Abbott

Laboratories

.700

03/09/29

1,235,133

1,000,000

Ascension

Health

.078

11/15/28

994,508

1,000,000

Augusta

SpinCo

Corp

.398

03/23/29

997,263

250,000

Baxter

International,

Inc

.450

02/15/29

246,860

650,000

Becton

Dickinson

&

Co

.700

06/06/27

644,649

300,000

Becton

Dickinson

&

Co

.693

02/13/28

301,435

750,000

Cardinal

Health,

Inc

.125

02/15/29

763,029

500,000

Cencora,

Inc

.950

02/13/29

493,043

488,000

Centene

Corp

.250

12/15/27

479,370

1,000,000

Centene

Corp

.450

07/15/28

931,299

1,100,000

Cigna

Group

.375

10/15/28

1,099,135

200,000

CommonSpirit

Health

.073

11/01/27

204,973

600,000

CVS

Health

Corp

.625

04/01/27

594,849

750,000

CVS

Health

Corp

.300

08/21/27

718,623

1,800,000

CVS

Health

Corp

.300

03/25/28

1,793,620

500,000

Elevance

Health,

Inc

.101

03/01/28

496,666

525,000

HCA,

Inc

.000

03/01/28

530,148

1,000,000

HCA,

Inc

.200

06/01/28

1,015,045

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.8%

(continued)

$

200,000

Humana,

Inc

.750

%

03/01/28

$

203,926

500,000

Icon

Investments

Six

DAC

.809

05/08/27

502,532

300,000

IQVIA,

Inc

.700

05/15/28

305,808

400,000

IQVIA,

Inc

.250

02/01/29

415,734

200,000

Kaiser

Foundation

Hospitals

.150

05/01/27

197,919

400,000

Laboratory

Corp

of

America

Holdings

.600

09/01/27

395,739

200,000

McKesson

Corp

.950

02/16/28

198,871

500,000

Medtronic

Global

Holdings

S.C.A

.250

03/30/28

500,998

200,000

PerkinElmer,

Inc

.900

09/15/28

187,921

200,000

SSM

Health

Care

Corp

.823

06/01/27

198,616

750,000

Stryker

Corp

.700

02/10/28

756,431

1,000,000

UnitedHealth

Group,

Inc

.600

04/15/27

1,003,935

400,000

UnitedHealth

Group,

Inc

.250

02/15/28

407,024

1,000,000

UnitedHealth

Group,

Inc

.250

01/15/29

998,223

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

19,813,325

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

400,000

Clorox

Co

.900

05/15/28

397,558

500,000

Colgate-Palmolive

Co

.600

03/01/28

506,699

175,000

Ecolab,

Inc

.300

06/15/28

175,422

500,000

Estee

Lauder

Cos,

Inc

.375

05/15/28

500,513

500,000

Kenvue,

Inc

.050

03/22/28

507,631

300,000

Kimberly-Clark

Corp

.050

09/15/27

287,327

1,000,000

Procter

&

Gamble

Co

.950

01/26/28

1,001,422

300,000

Unilever

Capital

Corp

.900

05/05/27

296,586

750,000

Unilever

Capital

Corp

.250

08/12/27

752,227

500,000

Unilever

Capital

Corp

.875

09/08/28

508,454

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,933,839

INSURANCE

-

0.3%

300,000

Aegon

NV

.500

04/11/48

299,328

200,000

Allstate

Corp

.852

08/15/53

199,945

200,000

American

National

Group,

Inc

.000

06/15/27

198,900

1,000,000

Arthur

J

Gallagher

&

Co

.600

12/15/27

1,002,744

375,000

Athene

Holding

Ltd

.125

01/12/28

370,275

100,000

AXIS

Specialty

Finance

plc

.000

12/06/27

99,319

300,000

Brighthouse

Financial,

Inc

.700

06/22/27

293,920

425,000

Brown

&

Brown,

Inc

.700

06/23/28

426,230

200,000

Cincinnati

Financial

Corp

.920

05/15/28

210,180

300,000

CNA

Financial

Corp

.450

08/15/27

295,804

750,000

Elevance

Health,

Inc

.000

09/15/28

743,487

183,000

Equitable

Holdings,

Inc

.350

04/20/28

182,567

150,000

F&G

Annuities

&

Life,

Inc

.400

01/13/28

152,671

250,000

Fairfax

Financial

Holdings

Ltd

.850

04/17/28

250,939

200,000

Manulife

Financial

Corp

.061

02/24/32

198,483

1,000,000

Marsh

&

McLennan

Cos,

Inc

.550

11/08/27

1,004,552

250,000

Prudential

Financial,

Inc

.878

03/27/28

248,217

250,000

Prudential

Financial,

Inc

.500

09/15/47

243,852

475,000

UnitedHealth

Group,

Inc

.400

06/15/28

476,543

300,000

Willis

North

America,

Inc

.650

06/15/27

300,495

TOTAL

INSURANCE

7,198,451

MATERIALS

-

0.5%

750,000

Air

Products

and

Chemicals,

Inc

.300

06/11/28

752,483

1,000,000

Amcor

Flexibles

North

America,

Inc

.800

03/17/28

1,006,040

500,000

Amcor

Flexibles

North

America,

Inc

.250

03/08/29

495,406

500,000

Amrize

Finance

US

LLC

.700

04/07/28

502,953

600,000

ArcelorMittal

S.A.

.550

11/29/27

618,308

150,000

Berry

Global,

Inc

.500

04/15/28

152,927

600,000

BHP

Billiton

Finance

USA

Ltd

.750

02/28/28

605,570

200,000

Celulosa

Arauco

y

Constitucion

S.A.

.875

11/02/27

196,661

250,000

Freeport-McMoRan,

Inc

.125

03/01/28

247,944

300,000

Martin

Marietta

Materials,

Inc

.500

12/15/27

295,651

200,000

Mosaic

Co

.050

11/15/27

198,687

400,000

Nucor

Corp

.950

05/01/28

397,366

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.5%

(continued)

$

650,000

Nutrien

Ltd

.200

%

06/21/27

$

656,264

150,000

Packaging

Corp

of

America

.400

12/15/27

147,479

300,000

PPG

Industries,

Inc

.750

03/15/28

297,283

1,000,000

Rio

Tinto

Finance

USA

plc

.500

03/14/28

1,004,761

1,000,000

Sherwin-Williams

Co

.550

03/01/28

1,003,848

500,000

Sherwin-Williams

Co

.300

08/15/28

498,923

150,000

Steel

Dynamics,

Inc

.650

10/15/27

143,945

750,000

Steel

Dynamics,

Inc

.000

12/15/28

741,850

750,000

Suzano

Austria

GmbH

.500

09/15/28

712,204

200,000

Vulcan

Materials

Co

.900

04/01/27

199,343

200,000

WRKCo,

Inc

.000

03/15/28

198,854

TOTAL

MATERIALS

11,074,750

MEDIA

&

ENTERTAINMENT

-

0.6%

500,000

Baidu,

Inc

.375

03/29/28

501,455

500,000

(a) Blue

Owl

Technology

Finance

Corp

.100

03/15/28

494,160

300,000

Charter

Communications

Operating

LLC

.200

03/15/28

297,380

1,000,000

Charter

Communications

Operating

LLC

.250

01/15/29

934,625

3,000,000

Comcast

Corp

.150

10/15/28

2,987,677

1,000,000

GE

HealthCare

Technologies,

Inc

.150

12/15/28

993,469

300,000

Goldman

Sachs

BDC,

Inc

.100

01/28/29

291,379

750,000

Inter-American

Investment

Corp

.625

02/17/27

748,229

1,000,000

Inter-American

Investment

Corp

.625

11/20/28

993,091

1,000,000

Meta

Platforms,

Inc

.500

08/15/27

992,657

750,000

Meta

Platforms,

Inc

.600

05/15/28

758,263

500,000

Netflix,

Inc

.875

04/15/28

506,556

1,000,000

Netflix,

Inc

.875

11/15/28

1,040,362

1,000,000

Omnicom

Group,

Inc

.200

03/02/29

989,391

500,000

Take-Two

Interactive

Software,

Inc

.950

03/28/28

504,572

800,000

TWDC

Enterprises

Corp

.950

06/15/27

789,913

300,000

Walt

Disney

Co

.200

01/13/28

290,664

750,000

Walt

Disney

Co

.750

03/14/29

741,452

TOTAL

MEDIA

&

ENTERTAINMENT

14,855,295

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.9%

500,000

AbbVie,

Inc

.775

03/03/28

496,639

1,000,000

AbbVie,

Inc

.650

03/15/28

1,009,103

1,000,000

AbbVie,

Inc

.250

11/14/28

1,002,764

500,000

Agilent

Technologies,

Inc

.200

09/09/27

498,966

500,000

Amgen,

Inc

.200

11/02/27

492,192

1,000,000

Amgen,

Inc

.150

03/02/28

1,014,655

500,000

Amgen,

Inc

.650

08/15/28

471,444

750,000

Amgen,

Inc

.000

02/22/29

723,672

1,000,000

AstraZeneca

Finance

LLC

.750

05/28/28

951,651

1,000,000

Bristol-Myers

Squibb

Co

.900

02/22/29

1,021,203

750,000

Eli

Lilly

&

Co

.550

02/12/28

756,038

750,000

Eli

Lilly

&

Co

.000

10/15/28

749,169

500,000

Gilead

Sciences,

Inc

.200

10/01/27

479,194

1,000,000

Johnson

&

Johnson

.550

03/01/28

1,011,638

750,000

Merck

&

Co,

Inc

.850

09/15/27

749,042

750,000

Merck

&

Co,

Inc

.850

03/15/29

744,551

200,000

Mylan,

Inc

.550

04/15/28

198,971

1,500,000

Novartis

Capital

Corp

.900

11/05/28

1,492,646

1,000,000

Novartis

Capital

Corp

.100

03/16/29

998,802

2,150,000

Pfizer

Investment

Enterprises

Pte

Ltd

.450

05/19/28

2,162,760

300,000

Royalty

Pharma

plc

.750

09/02/27

289,208

1,000,000

Sanofi

S.A.

.800

11/03/28

993,048

750,000

Takeda

Pharmaceutical

Co

Ltd

.000

11/26/28

759,673

300,000

Thermo

Fisher

Scientific,

Inc

.750

10/15/28

282,494

600,000

Thermo

Fisher

Scientific,

Inc

.000

01/31/29

612,130

500,000

Viatris,

Inc

.300

06/22/27

484,826

200,000

Zoetis,

Inc

.000

09/12/27

196,615

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.9%

(continued)

$

400,000

Zoetis,

Inc

.150

%

08/17/28

$

398,758

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

21,041,852

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.3%

500,000

Advanced

Micro

Devices,

Inc

.319

03/24/28

503,159

750,000

Analog

Devices,

Inc

.250

06/15/28

751,186

394,000

Broadcom,

Inc

.050

07/12/27

398,041

500,000

Broadcom,

Inc

.800

04/15/28

505,549

500,000

Intel

Corp

.150

05/11/27

492,887

300,000

Intel

Corp

.750

08/05/27

297,463

750,000

Intel

Corp

.875

02/10/28

755,279

750,000

Intel

Corp

.600

08/12/28

702,764

275,000

Marvell

Technology,

Inc

.450

04/15/28

264,426

1,000,000

Microchip

Technology,

Inc

.900

03/15/28

1,006,054

750,000

NVIDIA

Corp

.550

06/15/28

712,499

300,000

NXP

BV

.400

06/01/27

299,883

500,000

NXP

BV

.300

08/19/28

497,585

300,000

QUALCOMM,

Inc

.250

05/20/27

297,291

500,000

TSMC

Arizona

Corp

.875

04/22/27

498,278

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

7,982,344

SOFTWARE

&

SERVICES

-

0.5%

1,000,000

Accenture

Capital,

Inc

.900

10/04/27

998,163

500,000

Adobe,

Inc

.750

01/17/28

506,129

750,000

Cadence

Design

Systems,

Inc

.200

09/10/27

749,387

300,000

DXC

Technology

Co

.375

09/15/28

281,712

500,000

Leidos,

Inc

.100

03/15/29

495,053

750,000

Oracle

Corp

.800

04/01/27

737,128

1,000,000

Oracle

Corp

.250

11/15/27

975,875

1,000,000

Oracle

Corp

.800

08/03/28

1,000,425

2,500,000

Oracle

Corp

.550

02/04/29

2,468,404

100,000

Roper

Technologies,

Inc

.400

09/15/27

95,669

1,500,000

Salesforce,

Inc

.500

03/15/28

1,500,386

1,000,000

Salesforce,

Inc

.500

07/15/28

938,831

1,500,000

Salesforce,

Inc

.650

03/15/29

1,503,106

750,000

Synopsys,

Inc

.650

04/01/28

752,751

300,000

Workday,

Inc

.500

04/01/27

297,364

TOTAL

SOFTWARE

&

SERVICES

13,300,383

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

1,000,000

Alphabet,

Inc

.875

11/15/28

996,759

250,000

Alphabet,

Inc

.700

02/15/29

247,851

750,000

Amphenol

Corp

.375

06/12/28

752,192

1,000,000

Amphenol

Corp

.900

11/15/28

992,572

3,000,000

Apple,

Inc

.000

05/12/28

3,003,284

1,000,000

Apple,

Inc

.400

08/05/28

944,653

200,000

Arrow

Electronics,

Inc

.875

01/12/28

196,980

500,000

Cisco

Systems,

Inc

.550

02/24/28

505,058

1,000,000

Dell

International

LLC

.750

04/01/28

1,007,028

750,000

Dell

International

LLC

.150

02/15/29

743,762

300,000

Flex

Ltd

.000

01/15/28

306,129

750,000

Hewlett

Packard

Enterprise

Co

.400

09/25/27

748,891

500,000

Hewlett

Packard

Enterprise

Co

.500

03/23/28

500,030

500,000

Hewlett

Packard

Enterprise

Co

.600

03/23/29

499,541

300,000

HP,

Inc

.000

06/17/27

294,730

350,000

HP,

Inc

.750

01/15/28

351,530

700,000

International

Business

Machines

Corp

.150

07/27/27

698,676

1,000,000

International

Business

Machines

Corp

.650

02/10/28

1,006,183

300,000

International

Business

Machines

Corp

.000

02/03/29

296,970

250,000

Jabil,

Inc

.250

05/15/27

249,358

150,000

Jabil,

Inc

.950

01/12/28

148,608

500,000

Jabil,

Inc

.200

02/01/29

493,934

250,000

Keysight

Technologies,

Inc

.600

04/06/27

250,281

250,000

Motorola

Solutions,

Inc

.600

02/23/28

250,956

300,000

NetApp,

Inc

.375

06/22/27

292,468

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

(continued)

$

500,000

TD

SYNNEX

Corp

.300

%

01/17/29

$

494,444

250,000

Teledyne

Technologies,

Inc

.250

04/01/28

239,698

200,000

Vontier

Corp

.400

04/01/28

191,700

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

16,704,266

TELECOMMUNICATION

SERVICES

-

0.5%

1,000,000

AT&T,

Inc

.300

06/01/27

977,495

1,400,000

AT&T,

Inc

.650

02/01/28

1,334,022

500,000

Global

Payments,

Inc

.550

03/15/28

497,779

1,000,000

Global

Payments,

Inc

.500

11/15/28

990,208

1,000,000

Sprint

Capital

Corp

.875

11/15/28

1,057,309

500,000

TELUS

Corp

.700

09/15/27

494,267

1,500,000

T-Mobile

USA,

Inc

.750

04/15/27

1,490,715

1,000,000

T-Mobile

USA,

Inc

.050

02/15/28

959,173

500,000

T-Mobile

USA,

Inc

.950

03/15/28

505,195

500,000

T-Mobile

USA,

Inc

.800

07/15/28

504,783

1,650,000

Verizon

Communications,

Inc

.100

03/22/28

1,584,320

1,000,000

Verizon

Communications,

Inc

.875

02/08/29

990,436

TOTAL

TELECOMMUNICATION

SERVICES

11,385,702

TRANSPORTATION

-

0.4%

1,000,000

Boeing

Co

.259

05/01/27

1,017,265

500,000

Canadian

National

Railway

Co

.900

07/15/28

528,259

1,000,000

Canadian

Pacific

Railway

Co

.000

03/15/29

989,064

250,000

CH

Robinson

Worldwide,

Inc

.200

04/15/28

248,017

300,000

CSX

Corp

.800

03/01/28

297,286

300,000

Delta

Air

Lines,

Inc

.375

04/19/28

297,894

750,000

Delta

Air

Lines,

Inc

.950

07/10/28

752,760

200,000

FedEx

Corp

.400

02/15/28

196,493

750,000

(b) FedEx

Freight

Holding

Co,

Inc

.300

03/15/29

741,007

200,000

Kirby

Corp

.200

03/01/28

198,826

750,000

Norfolk

Southern

Corp

.800

08/01/28

742,426

500,000

Ryder

System,

Inc

.250

06/01/28

507,982

500,000

Southwest

Airlines

Co

.125

06/15/27

501,605

1,000,000

Southwest

Airlines

Co

.375

11/15/28

987,039

1,000,000

Union

Pacific

Corp

.950

09/10/28

994,440

250,000

United

Parcel

Service,

Inc

.050

11/15/27

246,010

TOTAL

TRANSPORTATION

9,246,373

UTILITIES

-

1.5%

500,000

AES

Corp

.450

06/01/28

504,575

300,000

Ameren

Corp

.750

03/15/28

285,265

250,000

American

Electric

Power

Co,

Inc

.200

11/13/27

245,434

500,000

American

Electric

Power

Co,

Inc

.200

01/15/29

510,264

300,000

American

Electric

Power

Co,

Inc

.875

02/15/62

293,904

300,000

Appalachian

Power

Co

.300

06/01/27

296,009

100,000

Arizona

Public

Service

Co

.950

09/15/27

97,829

200,000

Atmos

Energy

Corp

.000

06/15/27

197,348

200,000

Berkshire

Hathaway

Energy

Co

.250

04/15/28

196,255

300,000

CenterPoint

Energy

Houston

Electric

LLC

.200

10/01/28

306,618

400,000

CenterPoint

Energy

Resources

Corp

.250

03/01/28

406,959

100,000

CMS

Energy

Corp

.450

08/15/27

98,707

100,000

Consolidated

Edison

Co

of

New

York,

Inc

.125

11/15/27

98,396

500,000

Constellation

Energy

Generation

LLC

.900

01/08/28

495,979

300,000

Constellation

Energy

Generation

LLC

.600

03/01/28

306,650

200,000

Consumers

Energy

Co

.650

03/01/28

201,552

500,000

Dominion

Energy,

Inc

.600

05/15/28

501,573

1,000,000

DTE

Energy

Co

.950

07/01/27

1,006,468

800,000

DTE

Energy

Co

.875

06/01/28

807,180

300,000

Duke

Energy

Corp

.150

08/15/27

295,521

650,000

Duke

Energy

Corp

.300

03/15/28

648,858

200,000

Duke

Energy

Corp

.250

01/15/82

192,107

500,000

Edison

International

.125

03/15/28

491,475

500,000

Emera

US

Finance

LLC

.500

04/01/29

499,405

100,000

Entergy

Louisiana

LLC

.120

09/01/27

98,552

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

1.5%

(continued)

$

500,000

Essential

Utilities,

Inc

.800

%

08/15/27

$

501,902

500,000

Evergy

Kansas

Central,

Inc

.700

03/13/28

502,307

300,000

Eversource

Energy

.600

07/01/27

300,241

100,000

Eversource

Energy

.300

01/15/28

97,930

550,000

Eversource

Energy

.450

03/01/28

558,925

900,000

Exelon

Corp

.150

03/15/28

910,618

650,000

FirstEnergy

Corp

.900

07/15/27

644,707

500,000

(b) FirstEnergy

Pennsylvania

Electric

Co

.150

03/15/28

498,086

300,000

Georgia

Power

Co

.650

05/16/28

302,324

500,000

Georgia

Power

Co

.000

10/01/28

497,071

300,000

Gulf

Power

Co

.300

05/30/27

297,318

300,000

Hewlett

Packard

Enterprise

Co

.050

09/15/27

298,058

300,000

Hewlett

Packard

Enterprise

Co

.150

09/15/28

297,599

200,000

Indiana

Michigan

Power

Co

.850

05/15/28

198,133

200,000

ITC

Holdings

Corp

.350

11/15/27

196,535

300,000

National

Fuel

Gas

Co

.750

09/01/28

300,185

300,000

National

Grid

plc

.602

06/12/28

307,141

200,000

NextEra

Energy

Capital

Holdings

Inc

.800

12/01/77

195,307

800,000

NextEra

Energy

Capital

Holdings,

Inc

.550

05/01/27

793,031

500,000

NextEra

Energy

Capital

Holdings,

Inc

.685

09/01/27

502,412

800,000

NextEra

Energy

Capital

Holdings,

Inc

.850

02/04/28

807,397

750,000

NextEra

Energy

Capital

Holdings,

Inc

.900

02/28/28

756,023

1,150,000

NextEra

Energy

Capital

Holdings,

Inc

.900

06/15/28

1,090,480

400,000

NextEra

Energy

Capital

Holdings,

Inc

.800

03/15/82

386,068

400,000

NiSource,

Inc

.490

05/15/27

395,802

400,000

NiSource,

Inc

.250

03/30/28

406,306

550,000

Pacific

Gas

&

Electric

Co

.300

12/01/27

538,606

600,000

Pacific

Gas

and

Electric

Co

.100

08/01/27

581,499

1,000,000

Pacific

Gas

and

Electric

Co

.000

06/04/28

1,008,471

1,000,000

Pacific

Gas

and

Electric

Co

.100

01/15/29

1,034,781

750,000

PacifiCorp

.250

03/15/29

741,501

500,000

PacifiCorp

.650

04/15/29

500,029

500,000

Pinnacle

West

Capital

Corp

.900

05/15/28

503,760

750,000

Public

Service

Co

of

Colorado

.150

03/13/29

747,854

750,000

Public

Service

Co

of

New

Hampshire

.400

07/01/28

750,983

350,000

Public

Service

Electric

and

Gas

Co

.700

05/01/28

345,864

300,000

Public

Service

Enterprise

Group,

Inc

.850

11/15/27

306,624

300,000

Public

Service

Enterprise

Group,

Inc

.875

10/15/28

309,583

250,000

San

Diego

Gas

&

Electric

Co

.950

08/15/28

253,959

250,000

Sempra

.250

06/15/27

246,455

100,000

Sempra

.400

02/01/28

98,126

350,000

Sempra

.125

04/01/52

340,378

300,000

Southern

California

Edison

Co

.300

03/01/28

304,183

1,000,000

Southern

California

Edison

Co

.650

10/01/28

1,024,386

500,000

Southern

California

Edison

Co

.150

06/01/29

507,024

300,000

Southern

California

Gas

Co

.950

04/15/27

296,053

500,000

Southern

Co

.113

08/01/27

504,332

1,000,000

Southern

Co

Gas

Capital

Corp

.050

09/15/28

992,645

350,000

Southwest

Gas

Corp

.450

03/23/28

356,418

1,000,000

System

Energy

Resources,

Inc

.000

04/15/28

1,027,126

300,000

Virginia

Electric

and

Power

Co

.800

04/01/28

297,037

500,000

WEC

Energy

Group,

Inc

.750

01/15/28

503,659

1,000,000

Wisconsin

Electric

Power

Co

.950

03/01/29

989,015

100,000

Wisconsin

Power

and

Light

Co

.050

10/15/27

98,165

500,000

Xcel

Energy,

Inc

.750

03/21/28

502,566

500,000

Zions

Bancorp

NA

.704

08/18/28

495,548

TOTAL

UTILITIES

37,331,419

TOTAL

CORPORATE

BONDS

(Cost

$588,078,968)

588,211,975

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

75.0%

AGENCY

SECURITIES

-

1.0%

$

750,000

Federal

Farm

Credit

Banks

Funding

Corp

.375

%

06/23/26

$

751,003

2,000,000

Federal

Farm

Credit

Banks

Funding

Corp

.625

07/10/26

2,004,583

3,500,000

Federal

Farm

Credit

Banks

Funding

Corp

.500

03/26/27

3,523,351

500,000

Federal

Home

Loan

Banks

.625

09/04/26

499,688

4,500,000

Federal

Home

Loan

Banks

.625

11/17/26

4,524,383

4,500,000

(a) Federal

Home

Loan

Banks

.125

01/15/27

4,512,833

500,000

Federal

Home

Loan

Banks

.000

03/10/27

500,901

3,000,000

Federal

Home

Loan

Banks

.750

04/09/27

3,029,997

1,500,000

Federal

Home

Loan

Banks

.875

06/04/27

1,501,387

1,000,000

Federal

Home

Loan

Banks

.500

09/09/27

996,525

750,000

Federal

Home

Loan

Banks

.500

10/04/27

747,278

1,000,000

Federal

Home

Loan

Banks

.500

03/03/28

994,960

750,000

Tennessee

Valley

Authority

.875

03/15/28

750,797

TOTAL

AGENCY

SECURITIES

24,337,686

FOREIGN

GOVERNMENT

BONDS

-

3.1%

1,500,000

Asian

Development

Bank

.000

04/24/26

1,498,123

3,500,000

Asian

Development

Bank

.500

08/25/28

3,553,499

1,000,000

Asian

Infrastructure

Investment

Bank

.875

09/14/26

1,004,772

500,000

Asian

Infrastructure

Investment

Bank

.750

09/14/27

499,350

750,000

Asian

Infrastructure

Investment

Bank

.000

01/18/28

752,500

1,500,000

Canada

Government

International

Bond

.750

04/26/28

1,498,126

1,000,000

Chile

Government

International

Bond

.750

01/31/27

985,200

300,000

Chile

Government

International

Bond

.240

02/06/28

293,616

500,000

Corp

Andina

de

Fomento

.750

04/01/26

500,000

350,000

Corp

Andina

de

Fomento

.000

04/26/27

357,406

750,000

Council

Of

Europe

Development

Bank

.750

05/25/26

749,880

750,000

Council

Of

Europe

Development

Bank

.625

06/11/27

756,709

2,500,000

European

Investment

Bank

.375

03/15/27

2,443,261

2,150,000

European

Investment

Bank

.375

03/19/27

2,161,669

2,000,000

European

Investment

Bank

.250

11/15/27

1,982,786

2,500,000

European

Investment

Bank

.500

10/16/28

2,540,951

500,000

Export

Development

Canada

.375

06/29/26

500,595

1,250,000

Export

Development

Canada

.750

09/07/27

1,247,966

2,000,000

Export

Development

Canada

.875

02/14/28

2,000,688

750,000

Export

Development

Canada

.125

02/13/29

755,212

1,000,000

Export-Import

Bank

of

Korea

.625

01/11/27

1,004,383

1,000,000

Export-Import

Bank

of

Korea

.000

09/11/27

999,129

750,000

Export-Import

Bank

of

Korea

.125

10/17/27

750,753

1,000,000

Export-Import

Bank

of

Korea

.625

01/14/28

1,009,395

500,000

Export-Import

Bank

of

Korea

.750

01/13/29

496,252

1,000,000

Indonesia

Government

International

Bond

.550

01/11/28

1,000,792

500,000

Indonesia

Government

International

Bond

.100

04/24/28

496,045

500,000

Indonesia

Government

International

Bond

.750

02/11/29

502,131

3,000,000

Inter-American

Development

Bank

.500

05/15/26

3,002,513

500,000

Inter-American

Development

Bank

.375

02/01/27

502,083

500,000

Inter-American

Development

Bank

.375

07/07/27

491,100

3,000,000

Inter-American

Development

Bank

.125

07/20/28

2,823,227

1,500,000

International

Bank

for

Reconstruction

&

Development

.750

04/10/26

1,500,279

3,000,000

International

Bank

for

Reconstruction

&

Development

.875

10/27/26

2,967,068

1,000,000

International

Bank

for

Reconstruction

&

Development

.750

11/24/27

951,572

1,500,000

International

Finance

Corp

.126

04/07/26

1,499,444

715,000

International

Finance

Corp

.375

01/15/27

717,832

500,000

Israel

Government

International

Bond

.250

01/17/28

487,073

500,000

Japan

Bank

for

International

Cooperation

.250

04/27/26

500,081

2,000,000

Japan

Bank

for

International

Cooperation

.250

11/04/26

1,980,261

575,000

Japan

Bank

for

International

Cooperation

.625

07/22/27

579,482

750,000

Japan

Bank

for

International

Cooperation

.750

11/16/27

735,652

645,000

Japan

Bank

for

International

Cooperation

.875

07/03/28

643,190

1,000,000

Japan

International

Cooperation

Agency

.000

05/23/28

998,063

1,000,000

Korea

Development

Bank

.375

10/23/26

1,007,288

500,000

Korea

Development

Bank

.625

02/15/27

502,220

Short

Term

Bond

Index

See

Notes

to

Financial

Statements

Portfolio

of

Investments

March

31,

2026

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

750,000

Korea

Development

Bank

.125

%

10/16/27

$

750,423

500,000

Korea

Development

Bank

.625

02/03/28

505,040

500,000

Korea

Development

Bank

.750

01/28/29

496,261

500,000

Korea

International

Bond

.625

02/12/29

495,526

1,000,000

Landwirtschaftliche

Rentenbank

.750

07/27/26

993,391

500,000

Landwirtschaftliche

Rentenbank

.500

11/15/27

489,507

1,000,000

Mexico

Government

International

Bond

.150

03/28/27

999,000

200,000

Mexico

Government

International

Bond

.750

01/11/28

197,024

500,000

Mexico

Government

International

Bond

.400

02/09/28

506,250

400,000

Panama

Government

International

Bond

.875

03/17/28

392,632

500,000

Philippine

Government

International

Bond

.229

03/29/27

495,945

200,000

Philippine

Government

International

Bond

.000

02/01/28

194,775

500,000

Philippine

Government

International

Bond

.625

07/17/28

501,119

1,250,000

Province

of

British

Columbia

Canada

.900

07/20/26

1,239,031

1,500,000

Province

of

British

Columbia

Canada

.700

01/24/28

1,520,793

500,000

Province

of

British

Columbia

Canada

.800

11/15/28

510,659

500,000

Province

of

Manitoba

Canada

.500

10/25/28

470,283

500,000

Province

of

Ontario

Canada

.300

06/15/26

498,375

1,500,000

Province

of

Ontario

Canada

.100

05/19/27

1,486,943

2,250,000

Province

of

Ontario

Canada

.800

01/29/29

2,242,338

1,750,000

Province

of

Quebec

Canada

.625

04/13/28

1,739,804

400,000

Province

of

Saskatchewan

Canada

.250

06/08/27

396,720

400,000

Republic

of

Poland

Government

International

Bond

.250

04/06/26

399,921

800,000

Republic

of

Poland

Government

International

Bond

.500

11/16/27

815,945

200,000

Svensk

Exportkredit

AB

.875

09/14/26

200,874

1,000,000

Svensk

Exportkredit

AB

.750

09/13/27

997,708

500,000

Svensk

Exportkredit

AB

.750

05/08/28

498,418

1,000,000

Svensk

Exportkredit

AB

.250

02/01/29

1,008,834

1,000,000

Svensk

Exportkredit

AB

.625

03/12/29

992,489

333,333

Uruguay

Government

International

Bond

.375

10/27/27

333,533

TOTAL

FOREIGN

GOVERNMENT

BONDS

76,599,178

MUNICIPAL

BONDS

-

0.0%

460,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

.655

10/01/27

465,271

TOTAL

MUNICIPAL

BONDS

465,271

U.S.

TREASURY

SECURITIES

-

70.9%

48,000,000

United

States

Treasury

Note

.875

05/31/27

48,031,875

4,500,000

United

States

Treasury

Note

.750

06/30/27

4,496,484

3,200,000

United

States

Treasury

Note

.875

07/31/27

3,201,250

8,250,000

United

States

Treasury

Note

.625

08/31/27

8,225,508

64,000,000

United

States

Treasury

Note

.875

10/15/27

64,040,000

102,000,000

United

States

Treasury

Note

.125

11/15/27

102,438,282

57,250,000

United

States

Treasury

Note

.000

12/15/27

57,404,307

84,500,000

United

States

Treasury

Note

.250

01/15/28

85,097,441

75,500,000

United

States

Treasury

Note

.250

02/15/28

76,078,047

4,000,000

United

States

Treasury

Note

.375

02/29/28

3,968,438

71,650,000

United

States

Treasury

Note

.875

03/15/28

71,731,166

62,000,000

United

States

Treasury

Note

.750

04/15/28

61,915,234

60,500,000

United

States

Treasury

Note

.750

05/15/28

60,417,285

104,000,000

United

States

Treasury

Note

.875

06/15/28

104,138,124

59,000,000

United

States

Treasury

Note

.875

07/15/28

59,069,141

81,500,000

United

States

Treasury

Note

.625

08/15/28

81,152,989

87,200,000

United

States

Treasury

Note

.375

09/15/28

86,300,750

67,500,000

United

States

Treasury

Note

.500

10/15/28

66,975,293

76,750,000

United

States

Treasury

Note

.500

11/15/28

76,129,404

72,500,000

United

States

Treasury

Note

.500

12/15/28

71,899,609

79,500,000

United

States

Treasury

Note

.500

01/15/29

78,823,008

66,000,000

United

States

Treasury

Note

.500

02/15/29

65,427,656

92,000,000

United

States

Treasury

Note

.500

03/15/29

91,187,813

30,750,000

United

States

Treasury

Note/Bond

.500

05/15/27

30,975,820

58,250,000

United

States

Treasury

Note/Bond

.625

06/15/27

58,796,094

68,500,000

United

States

Treasury

Note/Bond

.375

07/15/27

68,965,586

78,500,000

United

States

Treasury

Note/Bond

.750

08/15/27

78,401,875

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

61,000,000

United

States

Treasury

Note/Bond

.375

%

09/15/27

$

60,602,070

9,300,000

United

States

Treasury

Note/Bond

.500

01/31/28

9,246,961

TOTAL

U.S.

TREASURY

SECURITIES

1,735,137,510

TOTAL

GOVERNMENT

BONDS

(Cost

$1,837,381,136)

1,836,539,645

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

0.0%

ASSET

BACKED

-

0.0%

237,043

American

Airlines

Pass

Through

Trust,

Series

2015

.375

05/01/27

234,045

164,460

American

Airlines

Pass

Through

Trust,

Series

2016

.575

01/15/28

162,157

211,644

United

Airlines

Pass

Through

Trust,

Series

2020

A

.875

10/15/27

215,180

TOTAL

ASSET

BACKED

611,382

TOTAL

STRUCTURED

ASSETS

(Cost

$603,271)

611,382

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$2,426,063,375)

2,425,363,002

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

2,749,359

(c) State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.680

(d) 2,749,359

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$2,749,359)

2,749,359

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.4%

REPURCHASE

AGREEMENT

-

1.4%

34,644,000

(e) Fixed

Income

Clearing

Corporation

.660

04/01/26

34,644,000

TOTAL

REPURCHASE

AGREEMENT

34,644,000

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$34,644,000)

34,644,000

TOTAL

INVESTMENTS

-

100.6%

(Cost

$2,463,456,734)

2,462,756,361

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.6)%

(14,584,097)

NET

ASSETS

-

100.0%

$

2,448,172,264

(a) All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,979,724.

(b) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$10,108,105

or

0.4%

of

Total

Investments.

(c) Investments

made

with

cash

collateral

received

from

securities

on

loan.

(d) The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(e) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$34,647,522

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.375%

and

maturity

date

11/30/27,

valued

at

$35,336,917.

Money

Market

Portfolio

of

Investments

March

31,

2026

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

101.8%

GOVERNMENT

AGENCY

DEBT

-

11.5%

$

7,860,000

Federal

Agricultural

Mortgage

Corporation

.000

%

08/27/26

$

7,747,550

7,550,000

Federal

Farm

Credit

Banks

Funding

Corp

.375

12/07/26

7,580,295

14,240,000

Federal

Farm

Credit

Discount

Notes

.000

04/20/26

14,212,643

16,000,000

Federal

Farm

Credit

Discount

Notes

.000

06/11/26

15,883,875

2,400,000

Federal

Home

Loan

Bank

.000

04/30/26

2,392,943

26,375,000

Federal

Home

Loan

Bank

.000

06/12/26

26,188,951

18,000,000

Federal

Home

Loan

Bank

.000

07/08/26

17,828,647

28,128,000

Federal

Home

Loan

Bank

.000

08/07/26

27,774,410

14,000,000

Federal

Home

Loan

Bank

.000

09/23/26

13,752,278

22,500,000

Federal

Home

Loan

Bank

.000

10/06/26

22,072,300

16,000,000

Federal

Home

Loan

Bank

Discount

Notes

.000

04/22/26

15,966,363

1,500,000

Federal

Home

Loan

Bank

Discount

Notes

.000

04/24/26

1,496,565

20,400,000

Federal

Home

Loan

Bank

Discount

Notes

.000

08/14/26

20,130,108

28,000,000

Federal

Home

Loan

Bank

Discount

Notes

.000

09/25/26

27,498,893

5,220,000

Federal

Home

Loan

Banks

.625

09/04/26

5,216,702

8,042,000

Federal

National

Mortgage

Association

.125

04/24/26

8,033,331

TOTAL

GOVERNMENT

AGENCY

DEBT

233,775,854

REPURCHASE

AGREEMENT

-

22.6%

209,513,000

(a) Fixed

Income

Clearing

Corporation

.660

04/01/26

209,513,000

155,700,000

(b) Fixed

Income

Clearing

Corporation

.670

04/01/26

155,700,000

77,830,000

(c) Fixed

Income

Clearing

Corporation

.670

04/01/26

77,830,000

15,570,000

(d) Fixed

Income

Clearing

Corporation

.680

04/01/26

15,570,000

TOTAL

REPURCHASE

AGREEMENT

458,613,000

TREASURY

DEBT

-

36.8%

42,500,000

United

States

Treasury

Bill

.000

04/07/26

42,474,217

8,500,000

United

States

Treasury

Bill

.000

04/14/26

8,488,858

63,000,000

United

States

Treasury

Bill

.000

04/16/26

62,905,613

24,000,000

United

States

Treasury

Bill

.000

04/23/26

23,947,347

34,000,000

United

States

Treasury

Bill

.000

04/28/26

33,907,435

44,091,000

United

States

Treasury

Bill

.000

05/14/26

43,895,579

38,000,000

United

States

Treasury

Bill

.000

05/21/26

37,804,183

25,500,000

United

States

Treasury

Bill

.000

06/02/26

25,342,339

40,250,000

United

States

Treasury

Bill

.000

07/14/26

39,831,400

49,000,000

United

States

Treasury

Bill

.000

09/17/26

48,175,252

26,250,000

United

States

Treasury

Bill

.000

09/24/26

25,784,150

8,500,000

United

States

Treasury

Bill

.000

02/18/27

8,244,897

7,000,000

United

States

Treasury

Bill

.000

03/18/27

6,762,149

8,500,000

United

States

Treasury

Note/Bond

.750

04/15/26

8,498,977

34,000,000

United

States

Treasury

Note/Bond

.750

04/30/26

33,913,552

70,550,000

United

States

Treasury

Note/Bond

.875

04/30/26

70,595,815

48,125,000

United

States

Treasury

Note/Bond

.625

05/15/26

47,984,573

8,500,000

United

States

Treasury

Note/Bond

.750

05/31/26

8,453,080

8,500,000

United

States

Treasury

Note/Bond

.875

05/31/26

8,510,041

23,500,000

United

States

Treasury

Note/Bond

.625

07/31/26

23,245,847

7,000,000

United

States

Treasury

Note/Bond

.500

08/15/26

6,943,092

24,500,000

United

States

Treasury

Note/Bond

.750

08/31/26

24,188,568

4,000,000

United

States

Treasury

Note/Bond

.375

08/31/26

3,961,117

34,000,000

United

States

Treasury

Note/Bond

.875

09/30/26

33,535,145

39,500,000

United

States

Treasury

Note/Bond

.625

09/30/26

39,105,264

11,800,000

United

States

Treasury

Note/Bond

.500

09/30/26

11,787,269

8,500,000

United

States

Treasury

Note/Bond

.625

10/31/26

8,398,569

8,500,000

United

States

Treasury

Note/Bond

.625

11/15/26

8,551,427

TOTAL

TREASURY

DEBT

745,235,755

VARIABLE

RATE

SECURITIES

-

30.9%

16,000,000

(e) Federal

Farm

Credit

Banks

Funding

Corp,

(SOFR

+

0.020%)

.650

05/07/26

16,000,000

35,000,000

(e) Federal

Farm

Credit

Banks

Funding

Corp,

(SOFR

-

0.000%)

.630

06/12/26

35,000,000

6,400,000

(e) Federal

Farm

Credit

Banks

Funding

Corp,

(SOFR

+

0.005%)

.635

07/29/26

6,400,000

5,000,000

(e) Federal

Farm

Credit

Banks

Funding

Corp,

(SOFR

+

0.005%)

.635

08/04/26

5,000,000

18,000,000

(e) Federal

Farm

Credit

Banks

Funding

Corp,

(SOFR

+

0.015%)

.645

08/20/26

18,000,000

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

VARIABLE

RATE

SECURITIES

(continued)

$

2,900,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.110%)

.740

%

04/10/26

$

2,900,075

15,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

-

0.000%)

.630

04/16/26

15,000,000

27,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.005%)

.635

05/08/26

26,999,156

16,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

-

0.000%)

.630

06/15/26

16,000,000

25,500,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.005%)

.635

06/23/26

25,500,000

38,965,000

(e) Federal

Home

Loan

Banks,

(SOFR

-

0.000%)

.630

06/26/26

38,964,335

32,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

-

0.000%)

.630

07/02/26

32,000,000

32,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

-

0.000%)

.630

07/02/26

32,000,000

59,500,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.005%)

.635

07/06/26

59,500,000

42,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

-

0.000%)

.630

07/07/26

42,000,000

25,500,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.005%)

.635

07/17/26

25,500,000

49,500,000

(e) Federal

Home

Loan

Banks,

(SOFR

-

0.000%)

.630

07/23/26

49,500,000

16,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.005%)

.635

07/29/26

16,000,000

17,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.005%)

.635

07/30/26

17,000,000

28,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.005%)

.635

08/06/26

28,000,000

25,500,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.010%)

.640

08/10/26

25,500,000

25,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.010%)

.640

08/13/26

25,000,000

33,000,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.015%)

.645

08/18/26

33,000,000

33,500,000

(e) Federal

Home

Loan

Banks,

(SOFR

+

0.010%)

.640

08/27/26

33,500,000

825,000

(e) Federal

National

Mortgage

Association,

(SOFR

+

0.135%)

.765

08/21/26

825,335

TOTAL

VARIABLE

RATE

SECURITIES

625,088,901

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$2,062,713,510)

2,062,713,510

TOTAL

INVESTMENTS

-

101.8%

(Cost

$2,062,713,510)

2,062,713,510

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.8)%

(35,988,144)

NET

ASSETS

-

100.0%

$

2,026,725,366

SOFR

Secured

Overnight

Financing

Rate

(a) Agreement

with

Fixed

Income

Clearing

Corporation,

3.660%

dated

3/31/26

to

be

repurchased

at

$209,534,300

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.125%

and

maturity

date

11/15/27,

valued

at

$213,703,462.

(b) Agreement

with

Fixed

Income

Clearing

Corporation,

3.670%

dated

3/31/26

to

be

repurchased

at

$155,715,873

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

3.500%–4.000%

and

maturity

dates

9/30/27–12/15/27,

valued

at

$158,814,008.

(c) Agreement

with

Fixed

Income

Clearing

Corporation,

3.670%

dated

3/31/26

to

be

repurchased

at

$77,837,934

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.500%

and

maturity

date

1/31/28,

valued

at

$79,386,600.

(d) Agreement

with

Fixed

Income

Clearing

Corporation,

3.680%

dated

3/31/26

to

be

repurchased

at

$15,571,592

on

4/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.500%

and

maturity

date

9/30/27,

valued

at

$15,881,419.

(e) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

Statement

of

Assets

and

Liabilities

See

Notes

to

Financial

Statements

March

31,

2026

8.1 Bond

Index

8.2 Core

Bond

8.3 Core

Impact

Bond

§

8.4 Core

Plus

Bond

ASSETS

Long-term

investments,

at

value

\*†

$

20,981,444,364

$

9,877,391,964

$

7,390,718,355

$

4,211,258,556

Affiliated

investments,

at

value

‡

–

160,075,877

–

109,962,679

Short-term

investments,

at

value

#

217,514,013

120,088,464

22,318,449

94,627,144

Investments

purchased

with

collateral

from

securities

lending,

at

value

(cost

approximates

value)

164,668,534

70,041,414

341,662,138

37,109,815

Cash

–

4,969,628

6,049,907

951,940

Cash

denominated

in

foreign

currencies

^

–

–

97,189

–

Cash

collateral

at

brokers

for

investments

in

futures

contracts

–

4,293,339

–

Cash

collateral

at

brokers

for

investments

in

mortgage

dollar

rolls

–

28,650,000

25,927,560

20,300,000

Unrealized

appreciation

on

forward

foreign

currency

contracts

–

131,483

444,854

88,710

Receivables:

Dividends

–

164,761

–

70,664

Interest

170,919,158

73,435,854

55,076,261

34,267,574

Investments

sold

157,422,795

153,924,593

162,395,361

104,848,671

Reclaims

3,658

–

–

6,328

Reimbursement

from

Adviser

681,975

714,163

–

560,225

Shares

sold

1,926,814

3,454,942

21,450,851

985,616

Variation

margin

on

futures

contracts

–

482,906

–

249,469

Other

1,707,121

1,879,470

614,777

702,596

Total

assets

21,696,288,432

10,499,698,858

8,026,756,130

4,615,989,987

LIABILITIES

Due

to

affiliates

18,533

9,871

7,292

7,002

Cash

collateral

due

to

broker

–

–

–

Cash

overdraft

1,345,728

–

–

–

Cash

overdraft

denominated

in

foreign

currencies^

–

3,757

–

–

Unrealized

depreciation

on

forward

foreign

currency

contracts

–

–

173,018

–

Payables:

Management

fees

1,095,904

2,379,387

2,085,695

1,085,235

Collateral

from

securities

lending

164,668,534

70,041,414

341,662,138

37,109,815

Dividends

40,085,179

13,624,975

4,782,129

12,761,293

Investments

purchased

-

regular

settlement

60,588,337

126,739,506

164,192,939

69,152,457

Investments

purchased

-

when-issued/delayed-delivery

settlement

3,963,450

30,633,454

7,287,441

9,641,964

Shares

redeemed

260,003,757

82,202,039

13,247,425

65,004,545

Service

agreement

fees

115,553

27,392

36,921

47,221

Unfunded

loan

committments

–

188,700

–

50,769

Accrued

expenses:

Custodian

fees

1,287,250

337,647

209,143

258,702

Professional

fees

70,566

48,970

31,990

51,109

Shareholder

reporting

expenses

135,964

250,404

183,174

55,546

Shareholder

servicing

agent

fees

17,954

264,937

254,202

63,521

Trustees

fees

1,632,616

1,720,935

279,160

591,460

12b-1

distribution

and

service

fees

7,724

15,751

23,916

46,199

Other

48,470

22,085

440,895

10,621

Total

liabilities

535,085,519

328,511,224

534,897,478

195,937,465

Net

assets

$

21,161,202,913

$

10,171,187,634

$

7,491,858,652

$

4,420,052,522

NET

ASSETS

CONSIST

OF:

Paid-in

capital

$

23,425,218,818

$

11,578,744,783

$

8,495,828,129

$

5,146,004,499

Total

distributable

earnings

(loss)

(2,264,015,905)

(1,407,557,149)

(1,003,969,477)

(725,951,977)

Net

assets

$

21,161,202,913

$

10,171,187,634

$

7,491,858,652

$

4,420,052,522

§

Consolidated

Statement

of

Assets

and

Liabilities

(see

Notes

to

Financial

Statements)

\*

Includes

securities

loaned

of

$

165,826,728

$

74,454,995

$

371,175,665

$

105,329,583

†

Long-term

investments,

cost

$

22,469,084,487

$

10,300,956,079

$

7,662,030,655

$

4,409,438,727

‡

Affiliated

investments,

cost

$

–

$

159,802,535

$

–

$

109,800,020

#

Short-term

investments,

cost

$

217,514,002

$

120,088,614

$

22,318,443

$

94,627,136

^

Cash

denominated

in

foreign

currencies,

cost

$

–

$

(3,764)

$

97,851

$

–

See

Notes

to

Financial

Statements

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

8.6 Green

Bond

§

8.7 High

Yield

8.9 Short

Duration

Impact

Bond

9.01 Short

Term

Bond

9.1 Short

Term

Bond

Index

9.2 Money

Market

$

188,944,778

$

182,503,150

$

2,125,493,257

$

340,821,027

$

1,713,587,508

$

2,425,363,002

$

–

–

–

–

–

–

–

–

1,074,000

563,000

49,287,144

10,074,000

12,386,867

34,644,000

2,062,713,510

–

1,949,999

50,395,165

260,181

425,366

2,749,359

–

311,300

387,034

12,200

512,928

668

17,393

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

14,189

–

–

–

–

–

–

–

–

–

–

–

–

2,516,410

1,787,115

38,535,106

2,396,781

12,459,948

23,003,094

5,845,822

–

–

9,391,167

3,259,715

19,879,881

89,796,390

–

–

–

–

–

–

795

–

5,985

14,286

196,107

7,195

212,421

83,722

–

11,678

233,537

5,223,329

1,265,406

902,294

929,581

993,149

–

–

–

–

62,499

–

–

127,026

35,484

691,661

41,420

374,582

86,711

53,959

192,680,217

187,412,060

2,279,599,970

358,137,925

1,760,804,294

2,576,657,322

2,069,623,833

2,674

3,963

5,514

3,900

5,441

5,796

4,877

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

41,043

63,068

650,065

83,254

370,299

105,543

171,933

–

1,949,999

50,395,165

260,181

425,366

2,749,359

–

36,367

289,773

3,818,780

967

4,226,840

5,174,392

23,908

–

–

1,281,833

3,222,254

–

92,368,906

38,987,985

–

–

25,239,378

6,978,529

–

–

–

166,681

412,985

11,196,444

122,268

20,316,495

27,595,935

3,325,132

–

3,681

42,806

55,383

26,666

190,490

103,386

–

–

–

–

–

–

–

39,182

61,135

56,270

37,722

55,352

145,091

70,963

30,948

30,104

52,358

41,004

43,344

43,285

33,400

14,515

29,259

71,619

14,831

49,197

35,412

45,002

10,794

16,462

26,722

930

37,034

817

43,583

96,792

3,749

575,406

2,027

317,062

60,562

4,025

39,294

1,492

40,633

23,988

733

76,853

5,719

13,480

7,491

4,842

7,575

8,737

7,420

484,009

2,879,150

93,460,484

10,828,580

25,904,698

128,485,058

42,898,467

$

192,196,208

$

184,532,910

$

2,186,139,486

$

347,309,345

$

1,734,899,596

$

2,448,172,264

$

2,026,725,366

$

210,394,484

$

198,761,236

$

2,693,856,629

$

349,300,041

$

1,782,606,816

$

2,497,557,655

$

2,026,463,959

(18,198,276)

(14,228,326)

(507,717,143)

(1,990,696)

(47,707,220)

(49,385,391)

261,407

$

192,196,208

$

184,532,910

$

2,186,139,486

$

347,309,345

$

1,734,899,596

$

2,448,172,264

$

2,026,725,366

$

–

$

1,897,598

$

49,436,687

$

1,851,157

$

409,037

$

2,979,724

$

–

$

189,820,426

$

189,919,134

$

2,159,979,417

$

341,992,172

$

1,720,691,112

$

2,426,063,375

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

1,074,000

$

563,000

$

49,287,136

$

10,074,000

$

12,386,864

$

34,644,000

$

2,062,713,510

$

–

$

–

$

–

$

–

$

–

$

–

$

–

Statement

of

Assets

and

Liabilities

(continued)

See

Notes

to

Financial

Statements

(continued)

(continued)

Statement

of

Assets

and

Liabilities

(continued)

March

31,

2026

8.1 Bond

Index

8.2 Core

Bond

8.3 Core

Impact

Bond

§

8.4 Core

Plus

Bond

CLASS

A:

Net

assets

$

25,553,793

$

67,683,047

$

105,028,279

$

213,809,087

Shares

outstanding

2,632,315

7,248,864

11,633,760

23,233,693

Net

asset

value

("NAV")

per

share

$

9.71 $

9.34 $

9.03 $

9.20 Maximum

sales

charge

3.75%

3.75%

3.75%

3.75%

Offering

price

per

share

(NAV

per

share

plus

maximum

sales

charge)

$

10.09 $

9.70 $

9.38 $

9.56 CLASS

I:

Net

assets

$

29,959,780

$

677,919,426

$

1,358,279,140

$

120,671,013

Shares

outstanding

3,087,587

73,839,917

150,364,186

13,125,193

NAV

and

offering

price

per

share

$

9.70 $

9.18 $

9.03 $

9.19 PREMIER

CLASS:

Net

assets

$

17,726,621

$

9,657,166

$

10,036,617

$

3,372,154

Shares

outstanding

1,826,997

1,052,299

1,111,514

367,248

NAV

and

offering

price

per

share

$

9.70 $

9.18 $

9.03 $

9.18 CLASS

R6:

Net

assets

$

9,117,348,607

$

6,487,608,036

$

5,846,634,792

$

1,747,744,951

Shares

outstanding

939,732,551

707,208,466

647,548,330

190,270,223

NAV

and

offering

price

per

share

$

9.70 $

9.17 $

9.03 $

9.19 RETIREMENT

CLASS:

Net

assets

$

545,792,432

$

128,786,352

$

171,879,824

$

221,771,242

Shares

outstanding

56,227,687

13,779,021

19,031,395

24,114,506

NAV

and

offering

price

per

share

$

9.71 $

9.35 $

9.03 $

9.20 CLASS

W:

Net

assets

$

11,424,821,680

$

2,799,533,607

$

–

$

2,112,684,075

Shares

outstanding

1,177,390,423

305,155,133

–

230,000,009

NAV

and

offering

price

per

share

$

9.70 $

9.17 $

–

$

9.19 Authorized

shares

-

per

class

Unlimited

Unlimited

Unlimited

Unlimited

Par

value

per

share

$

0.0001 $

0.0001 $

0.0001 $

0.0001 See

Notes

to

Financial

Statements

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

8.6 Green

Bond

§

8.7 High

Yield

8.9 Short

Duration

Impact

Bond

9.01 Short

Term

Bond

9.1 Short

Term

Bond

Index

9.2 Money

Market

$

183,447,833

$

6,237,721

$

190,255,759

$

2,232,208

$

111,524,652

$

3,828,926

$

333,120,668

18,882,453

683,703

21,598,538

229,974

10,980,502

397,583

333,059,197

$

9.72 $

9.12 $

8.81 $

9.71 $

10.16 $

9.63 $

1.00 3.00%

3.75%

4.75%

2.50%

2.50%

2.50%

–%

$

10.02 $

9.48 $

9.25 $

9.96 $

10.42 $

9.88 $

1.00 $

952,379

$

42,275,593

$

4,832,453

$

5,366,572

$

105,202,345

$

614,156

$

19,760,082

98,232

4,636,206

551,598

553,537

10,372,290

63,804

19,755,922

$

9.70 $

9.12 $

8.76 $

9.70 $

10.14 $

9.63 $

1.00 $

–

$

912,210

$

7,475,083

$

97,839

$

1,809,131

$

267,008

$

51,617,852

–

100,000

850,605

10,062

178,096

27,745

51,602,936

$

–

$

9.12 $

8.79 $

9.72 $

10.16 $

9.62 $

1.00 $

7,795,996

$

117,849,064

$

1,157,658,743

$

59,224,834

$

443,888,250

$

65,613,288

$

1,132,940,991

803,214

12,918,569

132,011,174

6,102,114

43,730,707

6,812,371

1,132,771,357

$

9.71 $

9.12 $

8.77 $

9.71 $

10.15 $

9.63 $

1.00 $

–

$

17,258,322

$

200,278,039

$

280,387,892

$

124,682,525

$

892,790,412

$

489,285,773

–

1,891,678

22,832,972

28,877,043

12,270,367

92,701,840

489,203,069

$

–

$

9.12 $

8.77 $

9.71 $

10.16 $

9.63 $

1.00 $

–

$

–

$

625,639,409

$

–

$

947,792,693

$

1,485,058,474

$

–

–

–

71,331,812

–

93,391,997

154,189,579

–

$

–

$

–

$

8.77 $

–

$

10.15 $

9.63 $

–

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

$

0.0001 $

0.0001 $

0.0001 $

0.0001 $

0.0001 $

0.0001 $

0.0001 Statement

of

Operations

See

Notes

to

Financial

Statements

Year

Ended

March

31,

2026

8.1 Bond

Index

8.2 Core

Bond

8.3 Core

Impact

Bond

§

8.4 Core

Plus

Bond

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

INVESTMENT

INCOME

Dividends

from

unaffiliated

investments

$

–

$

663,069

$

2,487,610

$

282,220

$

–

Dividends

from

affiliated

investments

–

5,348,267

–

3,126,221

–

Interest

942,295,847

496,247,088

324,433,607

230,096,773

7,222,267

Securities

lending

income,

net

789,776

410,994

642,014

337,066

–

Tax

withheld

–

(12,824)

(204,382)

–

–

Total

investment

income

943,085,623

502,656,594

327,358,849

233,842,280

7,222,267

EXPENSES

Management

fees

14,535,016

28,812,835

22,807,929

13,064,399

491,983

12b-1

distribution

and

service

fees

—

Class

A

65,961

173,707

469,259

550,145

470,093

12b-1

distribution

and

service

fees

—

Premier

Class

27,238

15,459

16,544

4,955

–

Shareholder

servicing

agent

fees

—

Class

A

21,064

47,114

141,663

189,995

76,386

Shareholder

servicing

agent

fees

—

Class

I

28,594

1,014,496

705,218

79,561

Shareholder

servicing

agent

fees

—

Premier

Class

867

–

Shareholder

servicing

agent

fees

—

Class

R6

5,795

6,136

13,263

4,530

Shareholder

servicing

agent

fees

—

Retirement

Class

1,320,606

325,686

453,129

599,078

–

Shareholder

servicing

agent

fees

—

Class

W

6,783

1,895

–

1,309

–

Administrative

service

fees

127,836

70,788

50,388

46,477

16,754

Trustees

fees

260,650

108,612

68,496

45,426

1,901

Custodian

expenses

1,045,581

273,157

168,227

208,309

31,197

Overdraft

expense

–

–

1,269

–

–

Professional

fees

109,539

65,866

65,777

60,448

31,777

Registration

fees

61,156

67,304

60,311

31,732

14,716

Shareholder

reporting

expenses

63,407

223,657

202,558

93,401

44,580

Other

87,462

71,366

496,172

75,153

36,820

Total

expenses

17,766,779

31,278,166

25,721,070

15,054,995

1,216,706

Expenses

reimbursed

by

the

investment

adviser

(9,482,856)

(9,687,184)

–

(6,867,340)

(79,260)

Fee

waiver

by

investment

adviser

–

(259,170)

–

(172,923)

–

Net

expenses

8,283,923

21,331,812

25,721,070

8,014,732

1,137,446

Net

investment

income

(loss)

934,801,700

481,324,782

301,637,779

225,827,548

6,084,821

REALIZED

AND

UNREALIZED

GAIN

(LOSS)

Realized

gain

(loss)

from:

Investments

\*

(418,182,879)

(80,203,177)

(1,669,424)

(31,402,383)

(860,534)

Futures

contracts

–

1,839,194

–

1,168,335

–

Forward

foreign

currency

contracts

–

(280,592)

(1,750,595)

(205,642)

–

Swap

contracts

–

(16,426,514)

–

(15,741,757)

–

Foreign

currency

transactions

25,420

(523,013)

16,719

(448,587)

Net

realized

gain

(loss)

(418,157,459)

(95,594,102)

(3,403,300)

(46,630,034)

(860,417)

Change

in

unrealized

appreciation

(depreciation)

on:

Investments

‡

595,859,728

121,051,750

17,766,347

38,480,098

2,777,226

Affiliated

investments

–

(70,033)

–

(9,028)

–

Futures

contracts

–

(5,272,632)

–

(2,723,835)

–

Forward

foreign

currency

contracts

–

222,882

834,788

158,038

–

Swap

contracts

–

(1,765,370)

–

(2,139,120)

–

Foreign

currency

translations

–

(12,471)

(6,961)

(10,580)

–

Net

change

in

unrealized

appreciation

(depreciation)

595,859,728

114,154,126

18,594,174

33,755,573

2,777,226

Net

realized

and

unrealized

gain

(loss)

177,702,269

18,560,024

15,190,874

(12,874,461)

1,916,809

Net

increase

(decrease)

in

net

assets

from

operations

$

1,112,503,969

$

499,884,806

$

316,828,653

$

212,953,087

$

8,001,630

§

Consolidated

Statement

of

Operations

(see

Notes

to

Financial

Statements)

\*

Net

of

foreign

capital

gains

tax

$

–

$

8,049

$

–

$

1,726

$

–

‡

Net

of

change

in

foreign

capital

gains

tax

$

–

$

1,827

$

–

$

–

$

–

See

Notes

to

Financial

Statements

8.6 Green

Bond

§

8.7 High

Yield

8.9 Short

Duration

Impact

Bond

9.01 Short

Term

Bond

9.1 Short

Term

Bond

Index

9.2 Money

Market

$

62,563

$

124,302

$

–

$

–

$

–

$

–

–

–

–

–

–

–

8,607,032

143,437,376

6,873,765

84,628,067

103,995,752

86,652,654

11,004

922,791

14,503

62,886

27,615

–

(2,111)

–

–

(3,882)

–

–

8,678,488

144,484,469

6,888,268

84,687,071

104,023,367

86,652,654

721,762

7,149,632

469,315

4,521,242

1,236,379

2,106,457

16,906

482,787

7,674

284,400

7,128

826,759

1,376

10,819

1,211

2,521

79,232

5,737

130,424

2,186

90,214

2,042

263,924

38,188

6,590

1,505

63,478

691

9,587

767

5,422

2,374

1,007

41,012

512,938

213,185

333,074

2,300,628

1,375,719

–

1,084

–

1,005

997

–

26,554

36,832

26,351

36,464

39,898

32,195

1,764

20,046

1,052

17,481

25,281

25,579

49,094

45,817

30,209

43,747

117,371

56,668

739

–

–

–

–

54,496

55,649

41,815

46,147

46,718

35,733

38,203

40,295

37,709

28,625

51,338

60,565

61,404

101,868

48,935

78,567

79,737

100,311

33,637

47,133

34,397

50,285

44,385

48,355

1,091,678

8,647,421

915,784

5,599,688

3,953,592

5,022,329

(226,035)

(1,804,563)

(156,959)

(2,403,345)

(971,348)

–

–

–

–

–

–

–

865,643

6,842,858

758,825

3,196,343

2,982,244

5,022,329

7,812,845

137,641,611

6,129,443

81,490,728

101,041,123

81,630,325

(202,519)

(16,037,193)

(152,088)

4,305,413

9,551,726

126,377

–

–

–

493,339

–

–

(4,079)

–

–

–

–

–

–

–

–

–

–

–

(707) 17,560

–

17,246

1,913

(207,305)

(16,019,633)

(152,088)

4,815,998

9,553,639

126,410

182,357

23,742,093

(749,469)

(1,020,189)

(16,594,946)

–

–

–

–

–

–

–

–

–

–

(1,692,896)

–

–

14,189

–

–

–

–

–

–

–

–

–

–

–

(166) –

–

–

–

–

196,380

23,742,093

(749,469)

(2,713,085)

(16,594,946)

–

(10,925)

7,722,460

(901,557)

2,102,913

(7,041,307)

126,410

$

7,801,920

$

145,364,071

$

5,227,886

$

83,593,641

$

93,999,816

$

81,756,735

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

–

Statement

of

Changes

in

Net

Assets

See

Notes

to

Financial

Statements

8.1 Bond

Index

8.2 Core

Bond

Year

Ended

3/31/26

Year

Ended

3/31/25

Year

Ended

3/31/26

Year

Ended

3/31/25

OPERATIONS

Net

investment

income

(loss)

$

934,801,700

$

894,966,619

$

481,324,782

$

470,987,254

Net

realized

gain

(loss)

(418,157,459)

(79,406,948)

(95,594,102)

(126,831,685)

Net

change

in

unrealized

appreciation

(depreciation)

595,859,728

393,939,033

114,154,126

204,203,483

Net

increase

(decrease)

in

net

assets

from

operations

1,112,503,969

1,209,498,704

499,884,806

548,359,052

DISTRIBUTIONS

TO

SHAREHOLDERS

–

–

–

–

Dividends:

Class

A

(923,561)

(868,769)

(2,835,016)

(2,884,546)

Class

I

(1,066,304)

(912,927)

(28,659,488)

(28,881,011)

Premier

Class

(668,572)

(878,308)

(437,617)

(322,182)

Class

R6

(355,954,084)

(374,424,654)

(273,481,404)

(235,630,598)

Retirement

Class

(18,907,664)

(16,423,584)

(5,399,046)

(5,519,253)

Class

W

(557,263,398)

(501,476,286)

(163,341,952)

(191,622,591)

Total

distributions

(934,783,583)

(894,984,528)

(474,154,523)

(464,860,181)

FUND

SHARE

TRANSACTIONS

Subscriptions

3,975,295,845

5,165,034,903

2,663,430,468

2,202,411,806

Reinvestments

of

distributions

368,991,014

384,046,245

292,644,363

251,864,123

Redemptions

(9,924,111,593)

(2,911,162,010)

(3,440,286,083)

(1,966,420,791)

Net

increase

(decrease)

from

Fund

share

transactions

(5,579,824,734)

2,637,919,138

(484,211,252)

487,855,138

Net

increase

(decrease)

in

net

assets

(5,402,104,348)

2,952,433,314

(458,480,969)

571,354,009

Net

assets

at

the

beginning

of

period

26,563,307,261

23,610,873,947

10,629,668,603

10,058,314,594

Net

assets

at

the

end

of

period

$

21,161,202,913

$

26,563,307,261

$

10,171,187,634

$

10,629,668,603

§

Consolidated

Statement

of

Changes

in

Net

Assets

(see

Notes

to

Financial

Statements)

See

Notes

to

Financial

Statements

8.3 Core

Impact

Bond

§

8.4 Core

Plus

Bond

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

8.6 Green

Bond

§

Year

Ended

3/31/26

Year

Ended

3/31/25

Year

Ended

3/31/26

Year

Ended

3/31/25

Year

Ended

3/31/26

Year

Ended

3/31/25

Year

Ended

3/31/26

Year

Ended

3/31/25

$

301,637,779

$

284,886,640

$

225,827,548

$

228,774,047

$

6,084,821

$

6,175,687

$

7,812,845

$

7,143,521

(3,403,300)

(84,122,866)

(46,630,034)

(106,186,603)

(860,417)

(5,281,349)

(207,305)

(1,798,850)

18,594,174

134,892,537

33,755,573

139,857,548

2,777,226

482,745

196,380

2,104,683

316,828,653

335,656,311

212,953,087

262,444,992

8,001,630

1,377,083

7,801,920

7,449,354

–

–

–

–

–

–

–

–

(7,478,967)

(12,264,625)

(9,436,944)

(9,685,284)

(5,707,580)

(5,910,058)

(267,820)

(289,637)

(49,411,171)

(45,198,102)

(5,046,559)

(3,890,840)

(28,886)

(10,754)

(1,854,057)

(1,618,215)

(458,876)

(489,518)

(147,819)

(155,807)

–

–

(38,038)

(39,248)

(232,878,102)

(218,867,522)

(77,152,963)

(71,705,712)

(279,659)

(255,367)

(4,840,450)

(4,568,937)

(7,338,010)

(8,376,993)

(10,468,576)

(11,468,938)

–

–

(661,268)

(596,081)

–

–

(115,565,703)

(125,674,065)

–

–

–

–

(297,565,126)

(285,196,760)

(217,818,564)

(222,580,646)

(6,016,125)

(6,176,179)

(7,661,633)

(7,112,118)

2,426,335,639

1,939,547,953

965,806,412

690,136,711

12,450,645

12,389,271

34,814,957

40,305,034

242,317,110

227,172,987

63,659,537

59,236,368

5,531,724

5,649,996

4,118,112

4,057,137

(1,934,297,087)

(1,789,005,695)

(1,170,857,549)

(979,220,059)

(30,155,611)

(33,280,552)

(27,436,080)

(28,486,600)

734,355,662

377,715,245

(141,391,600)

(229,846,980)

(12,173,242)

(15,241,285)

11,496,989

15,875,571

753,619,189

428,174,796

(146,257,077)

(189,982,634)

(10,187,737)

(20,040,381)

11,637,276

16,212,807

6,738,239,463

6,310,064,667

4,566,309,599

4,756,292,233

202,383,945

222,424,326

172,895,634

156,682,827

$

7,491,858,652

$

6,738,239,463

$

4,420,052,522

$

4,566,309,599

$

192,196,208

$

202,383,945

$

184,532,910

$

172,895,634

Statement

of

Changes

in

Net

Assets

(continued)

See

Notes

to

Financial

Statements

(continued)

(continued)

Statement

of

Changes

in

Net

Assets

(continued)

8.7 High

Yield

8.9 Short

Duration

Impact

Bond

Year

Ended

3/31/26

Year

Ended

3/31/25

Year

Ended

3/31/26

Year

Ended

3/31/25

OPERATIONS

Net

investment

income

(loss)

$

137,641,611

$

131,726,761

$

6,129,443

$

3,573,836

Net

realized

gain

(loss)

(16,019,633)

(4,582,900)

(152,088)

225,235

Net

change

in

unrealized

appreciation

(depreciation)

23,742,093

5,997,033

(749,469)

640,771

Net

increase

(decrease)

in

net

assets

from

operations

145,364,071

133,140,894

5,227,886

4,439,842

DISTRIBUTIONS

TO

SHAREHOLDERS

–

–

–

–

Dividends:

Class

A

(12,107,036)

(12,862,686)

(119,332)

(136,907)

Class

I

(296,085)

(265,484)

(138,903)

(94,448)

Premier

Class

(462,830)

(526,103)

(33,267)

(43,508)

Class

R6

(76,959,418)

(77,558,010)

(2,708,092)

(3,007,473)

Retirement

Class

(12,990,160)

(13,231,394)

(3,130,814)

(278,036)

Class

W

(34,842,102)

(27,351,300)

–

–

Total

distributions

(137,657,631)

(131,794,977)

(6,130,408)

(3,560,372)

FUND

SHARE

TRANSACTIONS

Subscriptions

683,265,423

451,368,468

299,471,074

15,558,221

Reinvestments

of

distributions

100,753,938

101,517,680

5,367,707

2,442,923

Redemptions

(610,157,804)

(540,430,135)

(34,176,034)

(17,211,601)

Net

increase

(decrease)

from

Fund

share

transactions

173,861,557

12,456,013

270,662,747

789,543

Net

increase

(decrease)

in

net

assets

181,567,997

13,801,930

269,760,225

1,669,013

Net

assets

at

the

beginning

of

period

2,004,571,489

1,990,769,559

77,549,120

75,880,107

Net

assets

at

the

end

of

period

$

2,186,139,486

$

2,004,571,489

$

347,309,345

$

77,549,120

§

Consolidated

Statement

of

Changes

in

Net

Assets

(see

Notes

to

Financial

Statements)

See

Notes

to

Financial

Statements

9.01 Short

Term

Bond

9.1 Short

Term

Bond

Index

9.2 Money

Market

Year

Ended

3/31/26

Year

Ended

3/31/25

Year

Ended

3/31/26

Year

Ended

3/31/25

Year

Ended

3/31/26

Year

Ended

3/31/25

$

81,490,728

$

80,597,825

$

101,041,123

$

93,760,468

$

81,630,325

$

98,860,204

4,815,998

3,726,226

9,553,639

(4,901,448)

126,410

108,203

(2,713,085)

25,206,454

(16,594,946)

28,403,641

–

–

83,593,641

109,530,505

93,999,816

117,262,661

81,756,735

98,968,407

–

–

–

–

–

–

(4,545,936)

(4,552,517)

(109,208)

(99,955)

(12,107,459)

(13,754,733)

(8,354,784)

(8,022,448)

(22,243)

(21,475)

(1,030,741)

(2,144,070)

(70,123)

(81,718)

(11,522)

(13,228)

(2,023,672)

(1,945,192)

(20,719,973)

(19,935,336)

(2,574,332)

(2,748,449)

(45,819,251)

(52,686,287)

(5,424,329)

(5,974,001)

(35,816,787)

(33,033,418)

(20,649,238)

(28,333,835)

(42,401,003)

(41,981,726)

(62,510,105)

(57,848,411)

–

–

(81,516,148)

(80,547,746)

(101,044,197)

(93,764,936)

(81,630,361)

(98,864,117)

553,501,501

405,743,397

489,162,157

533,621,140

779,110,142

867,471,720

31,838,516

30,242,119

38,518,883

35,878,328

81,284,903

98,539,307

(586,538,348)

(586,426,952)

(420,255,161)

(241,479,683)

(1,058,575,364)

(800,336,131)

(1,198,331)

(150,441,436)

107,425,879

328,019,785

(198,180,319)

165,674,896

879,162

(121,458,677)

100,381,498

351,517,510

(198,053,945)

165,779,186

1,734,020,434

1,855,479,111

2,347,790,766

1,996,273,256

2,224,779,311

2,059,000,125

$

1,734,899,596

$

1,734,020,434

$

2,448,172,264

$

2,347,790,766

$

2,026,725,366

$

2,224,779,311

Financial

Highlights

See

Notes

to

Financial

Statements

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.1 Bond

Index

Class

A:

3/31/26

$

.67

$

.34

$

.04

$

.38

$

(0

.34)

$

—

$

(0

.34)

$

.71

3/31/25

.54

.30

.13

.43

(0

.30)

—

(0

.30)

.67

3/31/24

.68

.26

(0

.14)

.12

(0

.26)

—

(0

.26)

.54

3/31/23

.45

.22

(0

.77)

(0

.55)

(0

.22)

(0

.00)

(c) (0

.22)

.68

3/31/22

.15

.18

(0

.68)

(0

.50)

(0

.18)

(0

.02)

(0

.20)

.45

Class

I:

3/31/26

.66

.36

.04

.40

(0

.36)

—

(0

.36)

.70

3/31/25

.54

.33

.12

.45

(0

.33)

—

(0

.33)

.66

3/31/24

.67

.28

(0

.13)

.15

(0

.28)

—

(0

.28)

.54

3/31/23

.44

.24

(0

.77)

(0

.53)

(0

.24)

(0

.00)

(c) (0

.24)

.67

3/31/22

.14

.20

(0

.68)

(0

.48)

(0

.20)

(0

.02)

(0

.22)

.44

Premier

Class:

3/31/26

.66

.36

.04

.40

(0

.36)

—

(0

.36)

.70

3/31/25

.53

.32

.13

.45

(0

.32)

—

(0

.32)

.66

3/31/24

.67

.28

(0

.14)

.14

(0

.28)

—

(0

.28)

.53

3/31/23

.44

.23

(0

.77)

(0

.54)

(0

.23)

(0

.00)

(c) (0

.23)

.67

3/31/22

.14

.19

(0

.68)

(0

.49)

(0

.19)

(0

.02)

(0

.21)

.44

Class

R6:

3/31/26

.66

.37

.04

.41

(0

.37)

—

(0

.37)

.70

3/31/25

.53

.34

.13

.47

(0

.34)

—

(0

.34)

.66

3/31/24

.67

.29

(0

.14)

.15

(0

.29)

—

(0

.29)

.53

3/31/23

.44

.25

(0

.77)

(0

.52)

(0

.25)

(0

.00)

(c) (0

.25)

.67

3/31/22

.14

.21

(0

.68)

(0

.47)

(0

.21)

(0

.02)

(0

.23)

.44

Retirement

Class:

3/31/26

.67

.35

.04

.39

(0

.35)

—

(0

.35)

.71

3/31/25

.54

.31

.13

.44

(0

.31)

—

(0

.31)

.67

3/31/24

.68

.27

(0

.14)

.13

(0

.27)

—

(0

.27)

.54

3/31/23

.45

.23

(0

.77)

(0

.54)

(0

.23)

(0

.00)

(c) (0

.23)

.68

3/31/22

.15

.18

(0

.68)

(0

.50)

(0

.18)

(0

.02)

(0

.20)

.45

Class

W:

3/31/26

.66

.38

.04

.42

(0

.38)

—

(0

.38)

.70

3/31/25

.54

.34

.12

.46

(0

.34)

—

(0

.34)

.66

3/31/24

.67

.30

(0

.13)

.17

(0

.30)

—

(0

.30)

.54

3/31/23

.44

.26

(0

.77)

(0

.51)

(0

.26)

(0

.00)

(c) (0

.26)

.67

3/31/22

.15

.22

(0

.69)

(0

.47)

(0

.22)

(0

.02)

(0

.24)

.44

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

(c) Value

rounded

to

zero.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

.98

%

$

25,554

.40

%

.40

%

.50

%

%

.60

28,041

.42

.42

.16

.32

27,552

.39

.39

.78

(5

.20)

27,979

.38

.38

.26

(4

.61)

31,980

.44

.40

.59

.22

29,960

.17

.17

.74

.76

27,563

.17

.17

.41

.65

26,194

.17

.17

.00

(5

.01)

19,339

.17

.17

.49

(4

.41)

14,176

.19

.19

.79

.17

17,727

.22

.22

.68

.81

17,995

.22

.22

.34

.49

26,250

.22

.22

.94

(5

.05)

25,380

.22

.22

.42

(4

.46)

25,715

.24

.24

.75

.32

9,117,349

.07

.07

.83

.97

11,302,895

.07

.07

.51

.65

9,800,915

.07

.07

.10

(4

.91)

9,131,524

.07

.07

.57

(4

.32)

9,680,082

.09

.09

.90

.06

545,792

.32

.32

.58

.71

521,380

.32

.32

.25

.39

485,743

.32

.32

.84

(5

.14)

544,533

.32

.32

.31

(4

.55)

628,526

.34

.34

.65

.39

11,424,822

.07

0.00 3

.89

.93

14,665,433

.07

0.00 3

.58

.83

13,244,219

.07

0.00 3

.18

(4

.84)

11,084,405

.07

0.00 2

.64

(4

.32)

10,746,686

.09

0.00 2

.00

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.2 Core

Bond

Class

A:

3/31/26

$

.33

$

.39

$

—

$

.39

$

(0

.38)

$

—

$

(0

.38)

$

.34

3/31/25

.25

.38

.07

.45

(0

.37)

—

(0

.37)

.33

3/31/24

.34

.35

(0

.10)

.25

(0

.34)

—

(0

.34)

.25

3/31/23

.15

.28

(0

.81)

(0

.53)

(0

.28)

—

(0

.28)

.34

3/31/22

.84

.18

(0

.65)

(0

.47)

(0

.18)

(0

.04)

(0

.22)

.15

Class

I:

3/31/26

.18

.40

(0

.01)

.39

(0

.39)

—

(0

.39)

.18

3/31/25

.10

.39

.07

.46

(0

.38)

—

(0

.38)

.18

3/31/24

.18

.36

(0

.09)

.27

(0

.35)

—

(0

.35)

.10

3/31/23

.98

.29

(0

.80)

(0

.51)

(0

.29)

—

(0

.29)

.18

3/31/22

.66

.20

(0

.64)

(0

.44)

(0

.20)

(0

.04)

(0

.24)

.98

Premier

Class:

3/31/26

.17

.40

—

.40

(0

.39)

—

(0

.39)

.18

3/31/25

.09

.39

.07

.46

(0

.38)

—

(0

.38)

.17

3/31/24

.18

.36

(0

.10)

.26

(0

.35)

—

(0

.35)

.09

3/31/23

.97

.29

(0

.79)

(0

.50)

(0

.29)

—

(0

.29)

.18

3/31/22

.65

.19

(0

.64)

(0

.45)

(0

.19)

(0

.04)

(0

.23)

.97

Class

R6:

3/31/26

.17

.41

—

.41

(0

.41)

—

(0

.41)

.17

3/31/25

.09

.40

.08

.48

(0

.40)

—

(0

.40)

.17

3/31/24

.18

.37

(0

.10)

.27

(0

.36)

—

(0

.36)

.09

3/31/23

.97

.30

(0

.79)

(0

.49)

(0

.30)

—

(0

.30)

.18

3/31/22

.65

.21

(0

.64)

(0

.43)

(0

.21)

(0

.04)

(0

.25)

.97

Retirement

Class:

3/31/26

.34

.40

—

.40

(0

.39)

—

(0

.39)

.35

3/31/25

.26

.39

.07

.46

(0

.38)

—

(0

.38)

.34

3/31/24

.35

.36

(0

.10)

.26

(0

.35)

—

(0

.35)

.26

3/31/23

.16

.28

(0

.81)

(0

.53)

(0

.28)

—

(0

.28)

.35

3/31/22

.85

.19

(0

.65)

(0

.46)

(0

.19)

(0

.04)

(0

.23)

.16

Class

W:

3/31/26

.17

.44

(0

.01)

.43

(0

.43)

—

(0

.43)

.17

3/31/25

.09

.43

.07

.50

(0

.42)

—

(0

.42)

.17

3/31/24

.18

.40

(0

.10)

.30

(0

.39)

—

(0

.39)

.09

3/31/23

.97

.33

(0

.79)

(0

.46)

(0

.33)

—

(0

.33)

.18

3/31/22

.65

.24

(0

.64)

(0

.40)

(0

.24)

(0

.04)

(0

.28)

.97

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

(c) Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

Portfolio

Turnover

Rate

Excluding

Mortgage

Dollar

Rolls

.26

%

$

67,683

.60

%

.60

%

.15

%

%

%

.00

71,513

.61

.60

.08

.80

72,945

.59

.59

.85

(5

.20)

78,449

.58

.58

.97

(4

.38)

93,247

.59

.55

.70

(c) 96

(c) 4

.33

677,919

.43

.43

.32

.20

687,640

.43

.43

.26

.07

656,689

.43

.43

.02

(5

.09)

664,797

.42

.42

.11

(4

.26)

989,602

.42

.42

.85

(c) 96

(c) 4

.44

9,657

.43

.43

.32

.18

11,284

.45

.45

.28

.94

3,304

.44

.44

.97

(5

.01)

5,649

.44

.44

.11

(4

.28)

6,596

.44

.44

.81

(c) 96

(c) 4

.48

6,487,608

.28

.28

.47

.35

5,770,518

.29

.29

.40

.10

4,978,394

.29

.29

.17

(4

.86)

4,625,629

.29

.29

.29

(4

.14)

4,490,250

.29

.29

.98

(c) 96

(c) 4

.33

128,786

.53

.53

.22

.07

133,362

.53

.53

.15

.86

135,578

.54

.54

.91

(5

.15)

133,283

.54

.54

.01

(4

.36)

162,596

.54

.54

.71

(c) 96

(c) 4

.77

2,799,534

.28

0.00 4

.74

.65

3,955,351

.28

0.00 4

.68

.40

4,211,405

.29

0.00 4

.45

(4

.59)

3,822,326

.29

0.00 3

.53

(3

.86)

4,672,235

.29

0.00 2

.25

(c) 96

(c) Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.3 Core

Impact

Bond

§

Class

A:

3/31/26

$

8.99 $

0.37 $

0.03 $

0.40 $

(0.36)

$

—

$

(0.36)

$

9.03 3/31/25

8.91 0.36 0.08 0.44 (0.36)

—

(0.36)

8.99 3/31/24

9.04 0.33 (0.13)

0.20 (0.33)

—

(0.33)

8.91 3/31/23

9.87 0.25 (0.82)

(0.57)

(0.26)

—

(0.26)

9.04 3/31/22

10.47 0.15 (0.60)

(0.45)

(0.15)

(0.00)

(c) (0.15)

9.87 Class

I:

3/31/26

9.00 0.39 0.03 0.42 (0.39)

—

(0.39)

9.03 3/31/25

8.92 0.38 0.08 0.46 (0.38)

—

(0.38)

9.00 3/31/24

9.05 0.35 (0.13)

0.22 (0.35)

—

(0.35)

8.92 3/31/23

9.88 0.27 (0.83)

(0.56)

(0.27)

—

(0.27)

9.05 3/31/22

10.48 0.17 (0.59)

(0.42)

(0.18)

(0.00)

(c) (0.18)

9.88 Premier

Class:

3/31/26

8.99 0.38 0.04 0.42 (0.38)

—

(0.38)

9.03 3/31/25

8.92 0.38 0.07 0.45 (0.38)

—

(0.38)

8.99 3/31/24

9.05 0.33 (0.12)

0.21 (0.34)

—

(0.34)

8.92 3/31/23

9.88 0.26 (0.83)

(0.57)

(0.26)

—

(0.26)

9.05 3/31/22

10.48 0.16 (0.60)

(0.44)

(0.16)

(0.00)

(c) (0.16)

9.88 Class

R6:

3/31/26

8.99 0.40 0.03 0.43 (0.39)

—

(0.39)

9.03 3/31/25

8.92 0.39 0.07 0.46 (0.39)

—

(0.39)

8.99 3/31/24

9.04 0.36 (0.12)

0.24 (0.36)

—

(0.36)

8.92 3/31/23

9.87 0.28 (0.83)

(0.55)

(0.28)

—

(0.28)

9.04 3/31/22

10.48 0.18 (0.61)

(0.43)

(0.18)

(0.00)

(c) (0.18)

9.87 Retirement

Class:

3/31/26

8.99 0.37 0.04 0.41 (0.37)

—

(0.37)

9.03 3/31/25

8.92 0.37 0.07 0.44 (0.37)

—

(0.37)

8.99 3/31/24

9.04 0.33 (0.12)

0.21 (0.33)

—

(0.33)

8.92 3/31/23

9.88 0.26 (0.84)

(0.58)

(0.26)

—

(0.26)

9.04 3/31/22

10.48 0.15 (0.59)

(0.44)

(0.16)

(0.00)

(c) (0.16)

9.88 (a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

(c) Value

rounded

to

zero.

§

Consolidated

Financial

Highlights

(see

Notes

to

Financial

Statements)

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

Portfolio

Turnover

Rate

Excluding

Mortgage

Dollar

Rolls

4.63 %

$

105,028

0.67 %

0.67 %

4.07 %

%

%

4.93 311,641

0.67 0.67 4.03 147

2.35 256,020

0.62 0.62 3.76 142

(5.79)

251,165

0.63 0.62 2.78 171

(4.32)

330,332

0.64 0.64 1.45 255

4.68 1,358,279

0.41 0.41 4.32 143

5.31 985,090

0.41 0.41 4.29 147

2.54 1,076,782

0.43 0.43 3.95 142

(5.59)

1,005,499

0.43 0.42 2.96 171

(4.12)

1,526,575

0.44 0.44 1.66 255

4.70 10,037

0.50 0.50 4.22 143

5.10 11,579

0.51 0.51 4.19 147

2.42 12,113

0.62 0.55 3.76 142

(5.70)

23,649

0.66 0.54 2.88 171

(4.23)

27,068

0.58 0.55 1.53 255

4.86 5,846,635

0.35 0.35 4.38 143

5.26 5,241,942

0.35 0.35 4.35 147

2.73 4,746,237

0.36 0.35 4.02 142

(5.54)

4,553,635

0.37 0.36 3.07 171

(4.16)

4,648,095

0.38 0.38 1.72 255

4.60 171,880

0.60 0.60 4.13 143

5.00 187,989

0.60 0.60 4.10 147

2.47 218,913

0.61 0.61 3.75 142

(5.87)

271,648

0.62 0.61 2.79 171

(4.31)

382,704

0.63 0.63 1.45 255

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.4 Core

Plus

Bond

Class

A:

3/31/26

$

.22

$

.41

$

(0

.03)

$

.38

$

(0

.40)

$

—

$

(0

.40)

$

.20

3/31/25

.14

.41

.06

.47

(0

.39)

—

(0

.39)

.22

3/31/24

.19

.38

(0

.07)

.31

(0

.36)

—

(0

.36)

.14

3/31/23

.05

.32

(0

.87)

(0

.55)

(0

.31)

—

(0

.31)

.19

3/31/22

.84

.24

(0

.65)

(0

.41)

(0

.23)

(0

.15)

(0

.38)

.05

Class

I:

3/31/26

.21

.44

(0

.04)

.40

(0

.42)

—

(0

.42)

.19

3/31/25

.13

.43

.07

.50

(0

.42)

—

(0

.42)

.21

3/31/24

.18

.41

(0

.08)

.33

(0

.38)

—

(0

.38)

.13

3/31/23

.04

.33

(0

.86)

(0

.53)

(0

.33)

—

(0

.33)

.18

3/31/22

.83

.26

(0

.65)

(0

.39)

(0

.25)

(0

.15)

(0

.40)

.04

Premier

Class:

3/31/26

.20

.43

(0

.04)

.39

(0

.41)

—

(0

.41)

.18

3/31/25

.12

.42

.07

.49

(0

.41)

—

(0

.41)

.20

3/31/24

.17

.40

(0

.07)

.33

(0

.38)

—

(0

.38)

.12

3/31/23

.03

.33

(0

.86)

(0

.53)

(0

.33)

—

(0

.33)

.17

3/31/22

.82

.25

(0

.65)

(0

.40)

(0

.24)

(0

.15)

(0

.39)

.03

Class

R6:

3/31/26

.21

.44

(0

.03)

.41

(0

.43)

—

(0

.43)

.19

3/31/25

.12

.44

.07

.51

(0

.42)

—

(0

.42)

.21

3/31/24

.18

.41

(0

.08)

.33

(0

.39)

—

(0

.39)

.12

3/31/23

.03

.34

(0

.85)

(0

.51)

(0

.34)

—

(0

.34)

.18

3/31/22

.82

.26

(0

.64)

(0

.38)

(0

.26)

(0

.15)

(0

.41)

.03

Retirement

Class:

3/31/26

.22

.42

(0

.04)

.38

(0

.40)

—

(0

.40)

.20

3/31/25

.13

.41

.08

.49

(0

.40)

—

(0

.40)

.22

3/31/24

.19

.39

(0

.08)

.31

(0

.37)

—

(0

.37)

.13

3/31/23

.04

.32

(0

.85)

(0

.53)

(0

.32)

—

(0

.32)

.19

3/31/22

.84

.24

(0

.66)

(0

.42)

(0

.23)

(0

.15)

(0

.38)

.04

Class

W:

3/31/26

.21

.47

(0

.04)

.43

(0

.45)

—

(0

.45)

.19

3/31/25

.12

.46

.08

.54

(0

.45)

—

(0

.45)

.21

3/31/24

.18

.44

(0

.08)

.36

(0

.42)

—

(0

.42)

.12

3/31/23

.03

.37

(0

.85)

(0

.48)

(0

.37)

—

(0

.37)

.18

3/31/22

.82

.30

(0

.65)

(0

.35)

(0

.29)

(0

.15)

(0

.44)

.03

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

Portfolio

Turnover

Rate

Excluding

Mortgage

Dollar

Rolls

.14

%

$

213,809

.63

%

.63

%

.46

%

%

%

.30

224,638

.63

.63

.43

.52

225,708

.63

.63

.26

(5

.40)

236,915

.62

.61

.41

(3

.95)

270,848

.61

.56

.19

.41

120,671

.37

.36

.73

.55

104,339

.38

.38

.69

.77

81,467

.39

.39

.50

(5

.19)

92,456

.38

.38

.58

(3

.79)

162,811

.38

.38

.36

.33

3,372

.45

.45

.65

.48

3,399

.45

.45

.60

.70

3,186

.45

.45

.40

(5

.27)

5,932

.45

.45

.56

(3

.86)

7,305

.45

.45

.30

.49

1,747,745

.30

.29

.80

.76

1,548,503

.30

.30

.76

.75

1,562,696

.30

.30

.60

(5

.02)

1,484,766

.30

.30

.72

(3

.72)

1,557,970

.30

.30

.45

.23

221,771

.55

.54

.55

.49

255,248

.55

.55

.50

.49

276,487

.55

.55

.34

(5

.25)

301,925

.55

.55

.47

(4

.04)

326,659

.55

.55

.20

.79

2,112,684

.30

0.00 5

.09

.07

2,430,183

.30

0.00 5

.05

.06

2,606,748

.30

0.00 4

.90

(4

.74)

2,383,204

.30

0.00 4

.00

(3

.43)

2,925,520

.30

0.00 2

.75

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

Class

A:

3/31/26

$

9.62 $

0.30 $

0.10 $

0.40 $

(0.30)

$

—

$

(0.30)

$

9.72 3/31/25

9.84 0.28 (0.22)

0.06 (0.28)

—

(0.28)

9.62 3/31/24

9.81 0.24 0.03 0.27 (0.24)

—

(0.24)

9.84 3/31/23

10.05 0.20 (0.23)

(0.03)

(0.20)

(0.01)

(0.21)

9.81 3/31/22

10.91 0.20 (0.79)

(0.59)

(0.20)

(0.07)

(0.27)

10.05 Class

I:

3/31/26

9.60 0.32 0.10 0.42 (0.32)

—

(0.32)

9.70 3/31/25

9.82 0.30 (0.21)

0.09 (0.31)

—

(0.31)

9.60 3/31/24

9.80 0.25 0.02 0.27 (0.25)

—

(0.25)

9.82 3/31/23

10.03 0.22 (0.22)

—

(0.22)

(0.01)

(0.23)

9.80 3/31/22

10.89 0.21 (0.79)

(0.58)

(0.21)

(0.07)

(0.28)

10.03 Class

R6:

3/31/26

9.61 0.33 0.09 0.42 (0.32)

—

(0.32)

9.71 3/31/25

9.83 0.31 (0.22)

0.09 (0.31)

—

(0.31)

9.61 3/31/24

9.80 0.26 0.03 0.29 (0.26)

—

(0.26)

9.83 3/31/23

10.04 0.23 (0.23)

—

(0.23)

(0.01)

(0.24)

9.80 3/31/22

10.90 0.22 (0.78)

(0.56)

(0.23)

(0.07)

(0.30)

10.04 (a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

4.15 %

$

183,448

0.63 %

0.59 %

3.07 %

%

0.65 194,143

0.63 0.58 2.91 25

2.78 213,880

0.62 0.58 2.43 48

(0.23)

227,830

0.62 0.58 2.08 15

(5.54)

248,157

0.61 0.54 1.83 9

4.41 952

0.38 0.34 3.32 14

0.88 728

0.41 0.37 3.13 25

2.87 362

0.44 0.40 2.59 48

0.06 533

0.42 0.38 2.27 15

(5.42)

683

0.43 0.40 1.97 9

4.45 7,796

0.34 0.30 3.36 14

0.94 7,513

0.34 0.30 3.19 25

3.07 8,182

0.34 0.30 2.71 48

0.05 8,747

0.34 0.30 2.36 15

(5.31)

18,226

0.33 0.30 2.09 9

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.6 Green

Bond

§

Class

A:

3/31/26

$

.11

$

.37

$

—

$

.37

$

(0

.36)

$

—

$

(0

.36)

$

.12

3/31/25

.10

.38

.01

.39

(0

.38)

—

(0

.38)

.11

3/31/24

.16

.34

(0

.05)

.29

(0

.35)

—

(0

.35)

.10

3/31/23

.95

.29

(0

.78)

(0

.49)

(0

.29)

(0

.01)

(0

.30)

.16

3/31/22

.63

.22

(0

.63)

(0

.41)

(0

.22)

(0

.05)

(0

.27)

.95

Class

I:

3/31/26

.11

.39

.01

.40

(0

.39)

—

(0

.39)

.12

3/31/25

.09

.40

.02

.42

(0

.40)

—

(0

.40)

.11

3/31/24

.16

.36

(0

.07)

.29

(0

.36)

—

(0

.36)

.09

3/31/23

.95

.32

(0

.79)

(0

.47)

(0

.31)

(0

.01)

(0

.32)

.16

3/31/22

.62

.24

(0

.62)

(0

.38)

(0

.24)

(0

.05)

(0

.29)

.95

Premier

Class:

3/31/26

.11

.39

—

.39

(0

.38)

—

(0

.38)

.12

3/31/25

.09

.39

.02

.41

(0

.39)

—

(0

.39)

.11

3/31/24

.16

.36

(0

.07)

.29

(0

.36)

—

(0

.36)

.09

3/31/23

.95

.30

(0

.78)

(0

.48)

(0

.30)

(0

.01)

(0

.31)

.16

3/31/22

.62

.23

(0

.62)

(0

.39)

(0

.23)

(0

.05)

(0

.28)

.95

Class

R6:

3/31/26

.11

.40

—

.40

(0

.39)

—

(0

.39)

.12

3/31/25

.09

.41

.02

.43

(0

.41)

—

(0

.41)

.11

3/31/24

.16

.37

(0

.07)

.30

(0

.37)

—

(0

.37)

.09

3/31/23

.95

.31

(0

.78)

(0

.47)

(0

.31)

(0

.01)

(0

.32)

.16

3/31/22

.62

.24

(0

.61)

(0

.37)

(0

.25)

(0

.05)

(0

.30)

.95

Retirement

Class:

3/31/26

.11

.38

—

.38

(0

.37)

—

(0

.37)

.12

3/31/25

.09

.38

.02

.40

(0

.38)

—

(0

.38)

.11

3/31/24

.16

.35

(0

.07)

.28

(0

.35)

—

(0

.35)

.09

3/31/23

.95

.30

(0

.78)

(0

.48)

(0

.30)

(0

.01)

(0

.31)

.16

3/31/22

.63

.23

(0

.63)

(0

.40)

(0

.23)

(0

.05)

(0

.28)

.95

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

§

Consolidated

Financial

Highlights

(see

Notes

to

Financial

Statements)

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

.14

%

$

6,238

.88

%

.76

%

.04

%

%

.45

6,743

.91

.78

.15

.12

7,294

.91

.76

.83

(4

.98)

7,756

.91

.71

.12

(4

.06)

7,465

.33

.73

.04

.40

42,276

.63

.51

.29

.70

45,310

.68

.54

.40

.34

36,073

.69

.55

.03

(4

.76)

43,796

.71

.51

.60

(3

.73)

3,270

.83

.47

.30

.33

912

.70

.57

.23

.63

911

.74

.60

.34

.29

909

.75

.60

.00

(4

.84)

916

.77

.57

.25

(3

.84)

995

.97

.58

.18

.49

117,849

.55

.42

.38

.79

104,951

.58

.45

.49

.44

98,937

.60

.45

.17

(4

.70)

77,172

.61

.41

.41

(3

.71)

77,183

.81

.45

.34

.23

17,258

.80

.67

.13

.53

14,981

.83

.70

.24

.19

13,469

.85

.69

.90

(4

.86)

14,141

.86

.58

.23

(3

.93)

15,531

.06

.58

.18

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.7 High

Yield

Class

A:

3/31/26

$

.75

$

.56

$

.06

$

.62

$

(0

.56)

$

—

$

(0

.56)

$

.81

3/31/25

.74

.55

.01

.56

(0

.55)

—

(0

.55)

.75

3/31/24

.39

.52

.35

.87

(0

.52)

—

(0

.52)

.74

3/31/23

.15

.45

(0

.75)

(0

.30)

(0

.46)

—

(0

.46)

.39

3/31/22

.57

.42

(0

.42)

.00

(c) (0

.42)

—

(0

.42)

.15

Class

I:

3/31/26

.70

.57

.06

.63

(0

.57)

—

(0

.57)

.76

3/31/25

.69

.56

.01

.57

(0

.56)

—

(0

.56)

.70

3/31/24

.35

.53

.34

.87

(0

.53)

—

(0

.53)

.69

3/31/23

.10

.46

(0

.74)

(0

.28)

(0

.47)

—

(0

.47)

.35

3/31/22

.52

.43

(0

.42)

.01

(0

.43)

—

(0

.43)

.10

Premier

Class:

3/31/26

.73

.57

.06

.63

(0

.57)

—

(0

.57)

.79

3/31/25

.71

.56

.02

.58

(0

.56)

—

(0

.56)

.73

3/31/24

.36

.53

.35

.88

(0

.53)

—

(0

.53)

.71

3/31/23

.12

.47

(0

.76)

(0

.29)

(0

.47)

—

(0

.47)

.36

3/31/22

.54

.43

(0

.42)

.01

(0

.43)

—

(0

.43)

.12

Class

R6:

3/31/26

.71

.58

.06

.64

(0

.58)

—

(0

.58)

.77

3/31/25

.70

.57

.01

.58

(0

.57)

—

(0

.57)

.71

3/31/24

.35

.54

.35

.89

(0

.54)

—

(0

.54)

.70

3/31/23

.11

.48

(0

.76)

(0

.28)

(0

.48)

—

(0

.48)

.35

3/31/22

.53

.45

(0

.43)

.02

(0

.44)

—

(0

.44)

.11

Retirement

Class:

3/31/26

.71

.56

.06

.62

(0

.56)

—

(0

.56)

.77

3/31/25

.70

.55

.01

.56

(0

.55)

—

(0

.55)

.71

3/31/24

.36

.52

.34

.86

(0

.52)

—

(0

.52)

.70

3/31/23

.11

.45

(0

.74)

(0

.29)

(0

.46)

—

(0

.46)

.36

3/31/22

.53

.42

(0

.42)

.00

(c) (0

.42)

—

(0

.42)

.11

Class

W:

3/31/26

.71

.61

.06

.67

(0

.61)

—

(0

.61)

.77

3/31/25

.70

.61

.01

.62

(0

.61)

—

(0

.61)

.71

3/31/24

.35

.57

.35

.92

(0

.57)

—

(0

.57)

.70

3/31/23

.11

.51

(0

.76)

(0

.25)

(0

.51)

—

(0

.51)

.35

3/31/22

.53

.48

(0

.42)

.06

(0

.48)

—

(0

.48)

.11

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

(c) Value

rounded

to

zero.

(d) Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

.17

%

$

190,256

.68

%

.68

%

.26

%

%

.53

196,226

.68

.68

.22

.71

217,021

.67

.66

.11

(3

.19)

213,517

.66

.64

.38

(0

.07)

249,616

.65

.60

.41

(d) 7

.36

4,832

.50

.50

.44

.72

4,254

.50

.50

.40

.80

4,329

.48

.48

.29

(2

.96)

7,984

.49

.47

.51

.05

9,760

.47

.46

.54

(d) 7

.35

7,475

.51

.51

.44

.82

11,839

.51

.51

.36

.88

11,464

.52

.52

.29

(3

.08)

14,913

.51

.50

.54

.02

15,798

.51

.49

.54

(d) 7

.51

1,157,659

.36

.36

.58

.86

1,208,604

.36

.36

.54

.06

1,140,584

.37

.37

.41

(2

.94)

1,412,278

.36

.35

.64

.17

2,147,075

.36

.34

.67

(d) 7

.25

200,278

.61

.61

.34

.60

207,263

.61

.61

.29

.65

211,789

.62

.62

.16

(3

.07)

220,167

.61

.60

.42

(0

.08)

265,385

.61

.59

.43

(d) 7

.90

625,639

.36

0.00 6

.94

.25

376,384

.36

0.00 6

.90

.46

405,583

.37

0.00 6

.77

(2

.61)

534,772

.36

0.00 6

.05

.51

450,278

.36

0.00 5

.02

(d) Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.9 Short

Duration

Impact

Bond

Class

A:

3/31/26

$

9.68 $

0.38 $

0.03 $

0.41 $

(0.38)

$

—

$

(0.38)

$

9.71 3/31/25

9.57 0.42 0.11 0.53 (0.42)

—

(0.42)

9.68 3/31/24

9.58 0.39 (0.01)

0.38 (0.39)

—

(0.39)

9.57 3/31/23

9.82 0.26 (0.25)

0.01 (0.25)

—

(0.25)

9.58 3/31/22

10.25 0.13 (0.38)

(0.25)

(0.13)

(0.05)

(0.18)

9.82 Class

I:

3/31/26

9.67 0.39 0.04 0.43 (0.40)

—

(0.40)

9.70 3/31/25

9.56 0.45 0.11 0.56 (0.45)

—

(0.45)

9.67 3/31/24

9.57 0.41 (0.01)

0.40 (0.41)

—

(0.41)

9.56 3/31/23

9.82 0.26 (0.23)

0.03 (0.28)

—

(0.28)

9.57 3/31/22

10.25 0.15 (0.38)

(0.23)

(0.15)

(0.05)

(0.20)

9.82 Premier

Class:

3/31/26

9.68 0.40 0.03 0.43 (0.39)

—

(0.39)

9.72 3/31/25

9.57 0.44 0.11 0.55 (0.44)

—

(0.44)

9.68 3/31/24

9.58 0.40 (0.01)

0.39 (0.40)

—

(0.40)

9.57 3/31/23

9.82 0.26 (0.24)

0.02 (0.26)

—

(0.26)

9.58 3/31/22

10.25 0.14 (0.38)

(0.24)

(0.14)

(0.05)

(0.19)

9.82 Class

R6:

3/31/26

9.68 0.41 0.03 0.44 (0.41)

—

(0.41)

9.71 3/31/25

9.57 0.45 0.11 0.56 (0.45)

—

(0.45)

9.68 3/31/24

9.58 0.42 (0.02)

0.40 (0.41)

—

(0.41)

9.57 3/31/23

9.82 0.30 (0.26)

0.04 (0.28)

—

(0.28)

9.58 3/31/22

10.25 0.15 (0.38)

(0.23)

(0.15)

(0.05)

(0.20)

9.82 Retirement

Class:

3/31/26

9.68 0.35 0.07 0.42 (0.39)

—

(0.39)

9.71 3/31/25

9.57 0.43 0.11 0.54 (0.43)

—

(0.43)

9.68 3/31/24

9.58 0.39 (0.01)

0.38 (0.39)

—

(0.39)

9.57 3/31/23

9.82 0.25 (0.24)

0.01 (0.25)

—

(0.25)

9.58 3/31/22

10.25 0.13 (0.38)

(0.25)

(0.13)

(0.05)

(0.18)

9.82 (a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

4.26 %

$

2,232

0.76 %

0.66 %

3.87 %

%

5.64 3,214

0.92 0.67 4.37 139

4.04 3,170

0.93 0.63 4.07 269

0.17 3,270

0.99 0.59 2.68 317

(2.54)

2,232

1.89 0.60 1.24 76

4.45 5,367

0.48 0.38 4.10 305

5.95 2,117

0.63 0.38 4.67 139

4.30 1,809

0.68 0.38 4.32 269

0.36 1,746

0.78 0.38 2.74 317

(2.32)

4,866

1.01 0.39 1.47 76

4.54 98

0.60 0.49 4.10 305

5.82 968

0.76 0.50 4.54 139

4.18 957

0.80 0.50 4.20 269

0.27 958

0.89 0.49 2.74 317

(2.44)

982

1.12 0.50 1.35 76

4.60 59,225

0.44 0.34 4.19 305

5.97 65,136

0.61 0.35 4.69 139

4.33 63,995

0.65 0.35 4.37 269

0.42 57,126

0.74 0.34 3.13 317

(2.29)

24,494

0.96 0.35 1.50 76

4.35 280,388

0.69 0.59 3.68 305

5.71 6,114

0.86 0.60 4.44 139

4.07 5,949

0.90 0.60 4.09 269

0.17 6,583

0.99 0.59 2.65 317

(2.51)

5,683

1.22 0.57 1.28 76

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

9.01 Short

Term

Bond

Class

A:

3/31/26

$

.15

$

.41

$

.01

$

.42

$

(0

.41)

$

—

$

(0

.41)

$

.16

3/31/25

.99

.41

.16

.57

(0

.41)

—

(0

.41)

.15

3/31/24

.91

.35

.08

.43

(0

.35)

—

(0

.35)

.99

3/31/23

.13

.24

(0

.21)

.03

(0

.24)

(0

.01)

(0

.25)

.91

3/31/22

.47

.13

(0

.33)

(0

.20)

(0

.13)

(0

.01)

(0

.14)

.13

Class

I:

3/31/26

.14

.44

—

.44

(0

.44)

—

(0

.44)

.14

3/31/25

.98

.43

.16

.59

(0

.43)

—

(0

.43)

.14

3/31/24

.90

.37

.08

.45

(0

.37)

—

(0

.37)

.98

3/31/23

.12

.26

(0

.21)

.05

(0

.26)

(0

.01)

(0

.27)

.90

3/31/22

.46

.15

(0

.33)

(0

.18)

(0

.15)

(0

.01)

(0

.16)

.12

Premier

Class:

3/31/26

.15

.42

.02

.44

(0

.43)

—

(0

.43)

.16

3/31/25

.99

.42

.16

.58

(0

.42)

—

(0

.42)

.15

3/31/24

.91

.36

.08

.44

(0

.36)

—

(0

.36)

.99

3/31/23

.13

.26

(0

.21)

.05

(0

.26)

(0

.01)

(0

.27)

.91

3/31/22

.48

.15

(0

.34)

(0

.19)

(0

.15)

(0

.01)

(0

.16)

.13

Class

R6:

3/31/26

.14

.44

.01

.45

(0

.44)

—

(0

.44)

.15

3/31/25

.98

.44

.16

.60

(0

.44)

—

(0

.44)

.14

3/31/24

.90

.38

.08

.46

(0

.38)

—

(0

.38)

.98

3/31/23

.12

.27

(0

.21)

.06

(0

.27)

(0

.01)

(0

.28)

.90

3/31/22

.47

.16

(0

.34)

(0

.18)

(0

.16)

(0

.01)

(0

.17)

.12

Retirement

Class:

3/31/26

.15

.42

.01

.43

(0

.42)

—

(0

.42)

.16

3/31/25

.99

.41

.16

.57

(0

.41)

—

(0

.41)

.15

3/31/24

.92

.35

.07

.42

(0

.35)

—

(0

.35)

.99

3/31/23

.13

.25

(0

.20)

.05

(0

.25)

(0

.01)

(0

.26)

.92

3/31/22

.48

.14

(0

.34)

(0

.20)

(0

.14)

(0

.01)

(0

.15)

.13

Class

W:

3/31/26

.14

.47

.01

.48

(0

.47)

—

(0

.47)

.15

3/31/25

.98

.46

.16

.62

(0

.46)

—

(0

.46)

.14

3/31/24

.90

.40

.08

.48

(0

.40)

—

(0

.40)

.98

3/31/23

.12

.30

(0

.21)

.09

(0

.30)

(0

.01)

(0

.31)

.90

3/31/22

.46

.19

(0

.33)

(0

.14)

(0

.19)

(0

.01)

(0

.20)

.12

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

.17

%

$

111,525

.59

%

.59

%

.99

%

%

.77

113,562

.59

.59

.03

.40

113,691

.58

.58

.50

.36

123,364

.58

.58

.42

(1

.88)

143,840

.57

.54

.28

.37

105,202

.29

.29

.29

.05

192,115

.32

.32

.30

.63

184,642

.36

.36

.72

.58

220,856

.36

.36

.64

(1

.70)

235,228

.35

.35

.48

.35

1,809

.41

.41

.17

.95

1,549

.42

.42

.19

.57

2,337

.42

.42

.64

.52

3,521

.42

.42

.57

(1

.85)

3,733

.42

.42

.42

.51

443,888

.26

.26

.32

.11

428,193

.27

.27

.34

.73

449,543

.27

.27

.80

.67

585,208

.27

.27

.74

(1

.70)

523,478

.26

.26

.56

.25

124,683

.51

.51

.07

.85

122,645

.51

.51

.09

.36

171,099

.52

.52

.56

.52

204,233

.52

.52

.54

(1

.95)

118,117

.51

.51

.31

.78

947,793

.26

0.00 4

.58

.39

875,956

.26

0.00 4

.61

.01

934,167

.27

0.00 4

.10

.94

862,657

.27

0.00 2

.99

(1

.35)

972,321

.26

0.00 1

.83

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

9.1 Short

Term

Bond

Index

Class

A:

3/31/26

$

.65

$

.37

$

(0

.02)

$

.35

$

(0

.37)

$

—

$

(0

.37)

$

.63

3/31/25

.55

.39

.10

.49

(0

.39)

—

(0

.39)

.65

3/31/24

.57

.31

(0

.02)

.29

(0

.31)

—

(0

.31)

.55

3/31/23

.71

.13

(0

.14)

(0

.01)

(0

.13)

—

(0

.13)

.57

3/31/22

.11

.02

(0

.36)

(0

.34)

(0

.02)

(0

.04)

(0

.06)

.71

Class

I:

3/31/26

.65

.39

(0

.02)

.37

(0

.39)

—

(0

.39)

.63

3/31/25

.55

.41

.10

.51

(0

.41)

—

(0

.41)

.65

3/31/24

.57

.33

(0

.01)

.32

(0

.34)

—

(0

.34)

.55

3/31/23

.71

.15

(0

.14)

.01

(0

.15)

—

(0

.15)

.57

3/31/22

.11

.04

(0

.36)

(0

.32)

(0

.04)

(0

.04)

(0

.08)

.71

Premier

Class:

3/31/26

.65

.38

(0

.03)

.35

(0

.38)

—

(0

.38)

.62

3/31/25

.55

.40

.10

.50

(0

.40)

—

(0

.40)

.65

3/31/24

.57

.33

(0

.02)

.31

(0

.33)

—

(0

.33)

.55

3/31/23

.71

.13

(0

.12)

.01

(0

.15)

—

(0

.15)

.57

3/31/22

.10

.04

(0

.35)

(0

.31)

(0

.04)

(0

.04)

(0

.08)

.71

Class

R6:

3/31/26

.66

.40

(0

.03)

.37

(0

.40)

—

(0

.40)

.63

3/31/25

.55

.42

.11

.53

(0

.42)

—

(0

.42)

.66

3/31/24

.58

.35

(0

.03)

.32

(0

.35)

—

(0

.35)

.55

3/31/23

.72

.16

(0

.14)

.02

(0

.16)

—

(0

.16)

.58

3/31/22

.11

.05

(0

.35)

(0

.30)

(0

.05)

(0

.04)

(0

.09)

.72

Retirement

Class:

3/31/26

.66

.38

(0

.03)

.35

(0

.38)

—

(0

.38)

.63

3/31/25

.55

.40

.11

.51

(0

.40)

—

(0

.40)

.66

3/31/24

.58

.33

(0

.04)

.29

(0

.32)

—

(0

.32)

.55

3/31/23

.71

.14

(0

.13)

.01

(0

.14)

—

(0

.14)

.58

3/31/22

.11

.03

(0

.36)

(0

.33)

(0

.03)

(0

.04)

(0

.07)

.71

Class

W:

3/31/26

.66

.41

(0

.03)

.38

(0

.41)

—

(0

.41)

.63

3/31/25

.55

.43

.11

.54

(0

.43)

—

(0

.43)

.66

3/31/24

.58

.36

(0

.04)

.32

(0

.35)

—

(0

.35)

.55

3/31/23

.72

.17

(0

.14)

.03

(0

.17)

—

(0

.17)

.58

3/31/22

.11

.06

(0

.35)

(0

.29)

(0

.06)

(0

.04)

(0

.10)

.72

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

.67

%

$

3,829

.39

%

.39

%

.83

%

%

.18

2,813

.42

.42

.02

.14

2,507

.42

.42

.30

(0

.05)

2,587

.37

.37

.37

(3

.35)

2,831

.83

.46

.18

.87

614

.19

.19

.01

.40

515

.21

.21

.23

.37

586

.20

.20

.52

.12

592

.20

.20

.53

(3

.16)

789

.22

.22

.43

.72

.24

.24

.98

.36

.24

.24

.19

.32

.24

.24

.45

.08

.24

.24

.38

(3

.10)

659

.26

.26

.38

.89

65,613

.07

.07

.14

.65

62,631

.07

.07

.36

.38

79,944

.08

.08

.65

.24

75,270

.08

.08

.69

(2

.94)

77,863

.10

.10

.54

.64

892,790

.32

.32

.89

.39

914,627

.32

.32

.12

.13

678,476

.33

.33

.45

(0

.01)

450,126

.33

.33

.51

(3

.18)

309,263

.35

.35

.29

.96

1,485,058

.07

0.00 4

.20

.73

1,366,884

.07

0.00 4

.44

.46

1,234,423

.08

0.00 3

.74

.32

1,044,339

.08

0.00 1

.79

(2

.85)

970,293

.10

0.00 0

.64

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

(a) Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

9.2 Money

Market

Class

A:

3/31/26

$

.00

$

.04

$

—

$

.04

$

(0

.04)

$

—

$

(0

.04)

$

.00

3/31/25

.00

.04

.01

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(c) 0

.05

(0

.05)

—

(0

.05)

.00

3/31/23

.00

.02

.00

(c) 0

.02

(0

.02)

—

(0

.02)

.00

3/31/22

.00

—

—

—

—

—

—

.00

Class

I:

3/31/26

.00

.04

—

.04

(0

.04)

—

(0

.04)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(c) 0

.05

(0

.05)

—

(0

.05)

.00

3/31/23

.00

.04

(0

.01)

.03

(0

.03)

—

(0

.03)

.00

3/31/22

.00

—

—

—

—

—

—

.00

Premier

Class:

3/31/26

.00

.04

—

.04

(0

.04)

—

(0

.04)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(c) 0

.05

(0

.05)

—

(0

.05)

.00

3/31/23

.00

.03

(0

.01)

.02

(0

.02)

—

(0

.02)

.00

3/31/22

.00

—

—

—

—

—

—

.00

Class

R6:

3/31/26

.00

.04

—

.04

(0

.04)

—

(0

.04)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(c) 0

.05

(0

.05)

—

(0

.05)

.00

3/31/23

.00

.03

.00

(c) 0

.03

(0

.03)

—

(0

.03)

.00

3/31/22

.00

—

—

—

—

—

—

.00

Retirement

Class:

3/31/26

.00

.04

—

.04

(0

.04)

—

(0

.04)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(c) 0

.05

(0

.05)

—

(0

.05)

.00

3/31/23

.00

.03

(0

.01)

.02

(0

.02)

—

(0

.02)

.00

3/31/22

.00

—

—

—

—

—

—

.00

(a) Based

on

average

shares

outstanding.

(b) Total

returns

are

at

NAV

and

do

not

include

any

sales

charge.

Total

returns

are

not

annualized.

(c) Value

rounded

to

zero.

See

Notes

to

Financial

Statements

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

(b) Net

Assets,

End

of

Period

(000) Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

.72

%

$

333,121

.45

%

.45

%

.66

%

.60

328,753

.44

.44

.50

.91

300,126

.47

.47

.81

.30

294,567

.46

.41

.28

.00

289,028

.48

.07

.00

.04

19,760

.15

.15

.95

.87

32,879

.18

.18

.76

.23

42,361

.16

.16

.12

.56

34,357

.16

.16

.20

.00

967

.17

.07

.00

.91

51,618

.27

.27

.83

.78

48,429

.27

.27

.66

.12

39,332

.27

.27

.00

.48

39,448

.27

.24

.58

.00

27,746

.27

.07

.00

.06

1,132,941

.12

.12

.99

.94

1,198,784

.12

.12

.83

.27

1,033,788

.12

.12

.16

.60

982,768

.12

.12

.72

.00

886,508

.13

.07

.00

.80

489,286

.37

.37

.76

.68

615,935

.37

.37

.59

.01

643,393

.37

.37

.91

.48

550,121

.37

.24

.87

.00

246,142

.38

.07

.00

Notes

to

Financial

Statements

1. General

Information

Trust

and

Fund

Information:

TIAA-CREF Funds

(the

"Trust")

is

an

open-end

management

investment

company

registered

under

the

Investment

Company

Act

of

1940

("1940

Act"),

as

amended.

The

Trust

is

comprised

of

the

following

(collectively

the

"Funds"

or

individually,

the

"Fund"),

among

others:

Current

Fiscal

Period:

The

end

of

the

reporting

period

for

the Funds

is

March

31,

2026,

and

the

period

covered

by

these

Notes

to

Financial

Statements

is

the

fiscal

year

ended

March

31,

2026

(the

"current

fiscal

period").

Investment

Adviser:

Teachers

Advisors,

LLC

(the

"Adviser"),

a

wholly

owned

indirect

subsidiary

of

Teachers

Insurance

and

Annuity

Association

of

America

("TIAA"),

is

registered

with

the

Securities

and

Exchange

Commission

("SEC")

as

an

investment

adviser

and

provides

investment

management

services

for

the

Funds.

Share

Classes

and

Sales

Charges:

The

Funds

offer

up

to

six

share

classes,

although

any

one

Fund

may

not

necessarily

offer

all

six

classes.

The

Funds

may

offer

Class

A,

Class

I,

Premier

Class,

Class

R6,

Retirement

Class

and

Class

W

shares.

Each

class

differs

by

the

allocation

of

class-specific

expenses

and

voting

rights

in

matters

affecting

a

single

class.

The

Funds

offer

their

shares

through

their

principal

underwriter,

Nuveen

Securities,

LLC

("Nuveen

Securities"),

which

is

a

wholly

owned

indirect

subsidiary

of

TIAA.

Class

A

Shares

are

generally

sold

with

an

up-front

sales

charge.

Class

A

Share

purchases

of

$1

million

or

more

are

sold

at

net

asset

value

("NAV")

without

an

up-front

sales

charge

but

may

be

subject

to

a

contingent

deferred

sales

charge

("CDSC")

of

1%

if

redeemed

within

eighteen

months

of

purchase.

Class

I,

Premier

Class,

Class

R6,

Retirement

Class

and

Class

W

shares

are

sold

without

an

up-

front

sales

charge.

2. Significant

Accounting

Policies

The

accompanying

financial

statements

were

prepared

in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

("U.S.

GAAP"),

which

may

require

the

use

of

estimates

made

by

management

and

the

evaluation

of

subsequent

events.

Actual

results

may

differ

from

those

estimates.

The Funds

are

investment

companies

and

follow

the

accounting

guidance

in

the

Financial

Accounting

Standards

Board

("FASB")

Accounting

Standards

Codification

946,

Financial

Services

—

Investment

Companies. The NAV

for

financial

reporting

purposes

may

differ

from

the NAV

for

processing

security

and

common

share

transactions.

The NAV

for

financial

reporting

purposes

includes

security

and common

share

transactions

through

the

date

of

the

report.

Total

return

is

computed

based

on

the NAV

used

for

processing

security

and

common

share

transactions.

The

following

is

a

summary

of

the

significant

accounting

policies

consistently

followed

by

the

Funds.

Basis

for

Consolidation:

Core

Impact

Bond

and

Green

Bond

are

presented

on

a

consolidated

basis

with

the Nuveen

Core

Impact

Bond

Fund

Offshore

Limited,

the Nuveen

Green

Bond

Fund

Offshore

Limited

(collectively,

the "Regulation

S

Subsidiaries")

and the

Nuveen

Core

Impact

Bond

Fund

Taxable

Offshore

Limited

("the

TEFRA

Bond

Subsidiary"), respectively. Both

the

Regulation

S

Subsidiaries

and

the

TEFRA

Bond

Subsidiary

(the

"Subsidiaries") are wholly

owned

subsidiaries

of Core

Impact

Bond

and

Green

Bond

organized

under

the

laws

of

the

Cayman

Islands.

The Regulation

S

Subsidiaries

commenced

operations

on

September

11,

2024

and are

intended

to

provide

the

Funds

with

exposure

to

Regulation

S

fixed

income

securities.

Regulation

S

securities

are

securities

of

U.S.

and

non-

U.S.

issuers

that

are

issued

through

private

placement

transactions

with

the

SEC

pursuant

to

Regulation

S

under

the

Securities

Act

of

1933,

as

amended. The

TEFRA

Bond

Subsidiary

commenced

operations

on

January

2,

2025

and

is

intended

to

provide

the

Fund

with

exposure

to

TEFRA

fixed

income

securities.

TEFRA

securities

are

securities

that

are

sold

subject

to

selling

restrictions

generally

designed

to

restrict

the

purchase

of

such

bonds

to

non-U.S.

persons

(as

defined

for

applicable

U.S.

federal

income

tax

purposes).

The

Subsidiaries

are

advised

by

the

Adviser

and

have

the

same

investment

objective

as

the respective Fund (except

that

the Regulation

S

Subsidiaries may

invest

without

limitation

in

Regulation

S

securities

and

the

TEFRA

Bond

Subsidiary

may

invest

without

limitation

in

TEFRA

bonds).

All

inter-company

transactions

and

balances

have

been

eliminated.

Select

financial

information

related

to

the

Subsidiaries

are

as

follows:

Fund

Name

Short

Name

Nuveen

Bond

Index

Fund

Bond

Index

Nuveen

Core

Bond

Fund

Core

Bond

Nuveen

Core

Impact

Bond

Fund

Core

Impact

Bond

Nuveen

Core

Plus

Bond

Fund

Core

Plus

Bond

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund

5-15

Year

Laddered

Tax

Exempt

Bond

Nuveen

Green

Bond

Fund

Green

Bond

Nuveen

High

Yield

Fund

High

Yield

Nuveen

Short

Duration

Impact

Bond

Fund

Short

Duration

Impact

Bond

Nuveen

Short

Term

Bond

Fund

Short

Term

Bond

Nuveen

Short

Term

Bond

Index

Fund

Short

Term

Bond

Index

Nuveen

Money

Market

Fund

Money

Market

Our

Compensation:

The

Funds pay

the

members

of

the

Board

of

Trustees

("Board")

all

of

whom

are

independent,

certain

remuneration

for

their

services,

plus

travel

and

other

expenses.

The

Board

has

adopted

a

deferred

compensation

plan

for

independent

trustees

that

enables

trustees

to

elect

to

defer

receipt

of

all

or

a

portion

of

the

annual

compensation

they

are

entitled

to

receive

from

certain

Nuveen-advised

funds.

Under

the

plan,

deferred

amounts

are

treated

as

though

equal

dollar

amounts

had

been

invested

in

shares

of

select

Nuveen-advised

funds. Amounts

deferred

are

retained

by

the

Funds

until

paid.

Amounts

payable

to

the

trustees

for

compensation

are

included

separately

in the

accompanying

Statement

of

Assets

and

Liabilities.

Trustees'

fees,

including

any

deferred

compensation

incurred,

are

reflected

in

the

Statement

of

Operations.

Distributions

to

Shareholders:

Distributions

to

shareholders

are

recorded

on

the

ex-dividend

date.

The

amount,

character

and

timing

of

distributions

are

determined

in

accordance

with

federal

income

tax

regulations,

which

may

differ

from

U.S.

GAAP.

Foreign

Currency

Transactions

and

Translation:

The

books

and

records

of

the

Funds

are

maintained

in

U.S.

dollars.

Assets,

including

investments,

and

liabilities

denominated

in

foreign

currencies

are

translated

into

U.S.

dollars

at

the

end

of

each

day.

Purchases

and

sales

of

securities,

income

and

expenses

are

translated

into

U.S.

dollars

at

the

prevailing

exchange

rate

on

the

respective

dates

of

the

transactions.

Some

markets

in

which

the

Funds

invest

impose

capital

controls,

repatriation

limits

and/or

transaction

fees,

for

example,

on

the

amount

of

foreign

currency

that

may

be

converted

to

U.S.

dollars.

These

restrictions,

in

some

markets

where

foreign

exchange

restrictions

are

imposed,

may

be

reflected

in

non-deliverable

forward

rates

(NDF),

or

prevailing

"offshore"

rates

that

apply

to

non-

local

investors.

Accordingly,

the

Fund

may

apply

NDF

rates,

or

another

alternative

exchange

rate

believed

by

the

Adviser

to

be

more

reflective

of

the

rates

at

which

the

Funds

may

transact,

where

applicable,

to

convert

the

value

of

non-U.S.

dollar

denominated

securities

to

U.S.

dollars.

The

U.S.

dollar

market

value

of

such

securities

held

in

markets

where

NDF

rates

exist

may

be

lower

than

the

U.S.

dollar

market

value

of

securities

using

prevailing

local

or

"onshore"

foreign

currency

exchange

rates.

Net

realized

foreign

currency

gains

and

losses

resulting

from

changes

in

exchange

rates

associated

with

(i) foreign

currency,

(ii) investments

and

(iii) derivatives

include

foreign

currency

gains

and

losses

between

trade

date

and

settlement

date

of

the

transactions,

foreign

currency

transactions,

and

the

difference

between

the

amounts

of

interest

and

dividends

recorded

on

the

books

of

the

Funds

and

the

amounts

actually

received

are

recognized

as

a

component

of

"Net

realized

gain

(loss)

from

foreign

currency

transactions"

on

the

Statement

of

Operations,

when

applicable.

The

unrealized

gains

and

losses

resulting

from

changes

in

foreign

currency

exchange

rates

and

changes

in

foreign

exchange

rates

associated

with

(i) investments

and

(ii) other

assets

and

liabilities

are

recognized

as

a

component

of

"Change

in

unrealized

appreciation

(depreciation)

on

foreign

currency

translations"

on

the

Statement

of

Operations,

when

applicable.

The

unrealized

gains

and

losses

resulting

from

changes

in

foreign

exchange

rates

associated

with

investments

in

derivatives

are

recognized

as

a

component

of

the

respective

derivative's

related "Change

in

unrealized

appreciation

(depreciation)"

on

the

Statement

of

Operations,

when

applicable.

As

of

the

end

of

the

current

fiscal

period,

the

percentage

of

investments

in

non-U.S.

securities

for

Green

Bond

and

Short

Duration

Impact

Bond

are

as

follows:

Core

Impact

Bond

Regulation

S

Subsidiary

TEFRA

Bond

Subsidiary

Total

market

value

of

investments

$75,179,726

$–

Net

assets

78,394,571

10,000

Net

investment

income

(loss)

2,653,176

–

Net

realized

gain

(loss)

(36,721)

–

Net

change

in

unrealized

appreciation

(depreciation)

205,780

–

%

of

Fund's

consolidated

net

assets

1%

0%

Green

Bond

Regulation

S

Subsidiary

Total

market

value

of

investments

$4,030,420

Net

assets

4,242,505

Net

investment

income

(loss)

146,872

Net

realized

gain

(loss)

(5,494)

Net

change

in

unrealized

appreciation

(depreciation)

%

of

Fund's

consolidated

net

assets

2%

Notes

to

Financial

Statements

(continued)

Foreign

Taxes:

The Funds

may

be

subject

to

foreign

taxes

on

income,

gains

on

investments

or

foreign

currency

repatriation,

a

portion

of

which

may

be

recoverable.

The Funds

will

accrue

such

taxes

and

recoveries

as

applicable,

based

upon

the

current

interpretation

of

tax

rules

and

regulations

that

exist

in

the

markets

in

which

the Funds

invest.

Indemnifications:

Under

the

Trust's

organizational

documents,

its

officers

and

trustees

are

indemnified

against

certain

liabilities

arising

out

of

the

performance

of

their

duties

to

the

Trust.

In

addition,

in

the

normal

course

of

business,

the

Trust

enters

into

contracts

that

provide

general

indemnifications

to

other

parties.

The

Trust's

maximum

exposure

under

these

arrangements

is

unknown

as

this

would

involve

future

claims

that

may

be

made

against

the

Trust

that

have

not

yet

occurred.

However,

the

Trust

has

not

had

prior

claims

or

losses

pursuant

to

these

contracts

and

expects

the

risk

of

loss

to

be

remote.

Investments

and

Investment

Income:

Securities

transactions

are

accounted

for

as

of

the

trade

date

for

financial

reporting

purposes.

Interest

income

is

recorded

on

an

accrual

basis

and

includes

accretion

of

discounts

and

amortization

of

premiums.

Dividend

income

is

recorded

on

the

ex-dividend

date.

Foreign

dividend

income

is

recorded

on

the

ex-dividend

date

or

as

soon

as

possible

after

the Funds

determine

the

existence

of

a

dividend

declaration.

Securities

lending

income

is

comprised

of

fees

earned

from

borrowers

and

income

earned on

cash

collateral

investments. Realized

gains

and

losses

on

securities

transactions

are

based

upon

the

specific

identification

method.

Distributions

received

on

securities

that

represent

a

return

of

capital

or

capital

gains

are

recorded

as

a

reduction

of

cost

of

investments

and/or

as

a

realized

gain.

The

Funds estimate

the

components

of

distributions

received

that

may

be

considered

return

of

capital

distributions

or

capital

gain

distributions.

Multiclass

Operations

and

Allocations:

Income, expenses,

realized

gains

and

losses

and

unrealized

appreciation

and

depreciation

of

a

Fund

are

allocated

on

a

pro

rata

basis

to

each

class

of

shares,

except

for

service

agreement

fees,

distribution

fees

and

transfer

agency

fees

and

expenses, which

are

unique

to

each

class

of

shares.

Most

expenses

of

the

Trust

can

be

directly

attributed

to

a

Fund.

Expenses

that

cannot

be

directly

attributed

are

allocated

to

each

Fund

in

the

Trust

based

upon

the

average

net

assets

of

each

Fund.

Netting

Agreements:

In

the

ordinary

course

of

business,

the Funds

may

enter

into

transactions

subject

to

enforceable

master

repurchase

agreements,

International

Swaps

and

Derivatives

Association,

Inc.

(ISDA)

master

agreements

or

other

similar

arrangements

("netting

agreements").

Generally,

the

right

to

offset

in

netting

agreements

allows

each Fund

to

offset

certain

securities

and

derivatives

with

a

specific

counterparty,

when

applicable,

as

well

as

any

collateral

received

or

delivered

to

that

counterparty

based

on

the

terms

of

the

agreements.

Generally,

each Fund

manages

its

cash

collateral

and

securities

collateral

on

a

counterparty

basis.

With

respect

to

certain

counterparties,

in

accordance

with

the

terms

of

the

netting

agreements,

collateral

posted

to

the Funds

is

held

in

a

segregated

account

by

the Funds'

custodian

and/or

with

respect

to

those

amounts

which

can

be

sold

or

repledged,

are

presented

in

the Funds'

Portfolio

of

Investments

or

Statement

of

Assets

and

Liabilities.

The Funds'

investments

subject

to

netting

agreements

as

of

the

end

of

the

current

fiscal

period,

if

any,

are

further

described

later

in

these

Notes

to

Financial

Statements.

Green

Bond

Value

%

of

Total

Investments

Country:

Supranational

$

20,777,429

11.2 %

Canada

7,918,752

4.3 Germany

5,397,722

2.9 Ireland

3,739,416

2.0 United

Arab

Emirates

2,044,677

1.1 Ecuador

1,804,700

1.0 United

Kingdom

1,384,987

0.7 Mexico

1,071,897

0.6 Turkey

1,043,855

0.6 Other

3,814,416

2.1 Total

non-U.S.

Securities

$48,997,851

26.5%

Short

Duration

Impact

Bond

Value

%

of

Total

Investments

Country:

Supranational

$

58,655,003

16.7 %

Canada

29,525,849

8.4 France

11,567,637

3.3 Sweden

4,815,282

1.4 United

Kingdom

3,792,649

1.1 Korea,

Republic

of

2,994,729

0.8 Netherlands

1,194,524

0.3 Japan

1,153,009

0.3 United

Arab

Emirates

993,115

0.3 Other

1,987,249

0.6 Total

non-U.S.

Securities

$116,679,046

33.2%

Segment

Reporting:

Each Fund

represents

a

single

operating

segment.

The

officers

of

the Funds

act

as

the

chief

operating

decision

maker

("CODM"),

as

defined

in

U.S.

GAAP.

The

CODM

monitors

the

operating

results

of

each Fund

as

a

whole

and

is

responsible

for

each Fund's

long-term

strategic

asset

allocation

in

accordance

with

the

terms

of

its

prospectus,

based

on

a

defined

investment

strategy

which

is

executed

by

the Fund's

portfolio

managers

as

a

team.

The

financial

information

in

the

form

of

the

Fund's portfolio

composition,

total

returns,

expense

ratios

and

changes

in

net

assets

(i.e.,

changes

in

net

assets

resulting

from

operations,

subscriptions

and

redemptions),

which

are

used

by

the

CODM

to

assess

the

segment's

performance

versus

the Fund's

comparative

benchmarks

and

to

make

resource

allocation

decisions

for

the Fund's

single

segment,

is

consistent

with

that

presented

within

the Fund's

financial

statements.

Segment

assets

are

reflected

on

the

Statement

of

Assets

and

Liabilities

as

"total

assets"

and

significant

segment

revenues

and

expenses

are

listed

on

the

Statement

of

Operations.

New

Accounting

Pronouncement

(ASU

No.

2023-09):

In

December

2023,

the

FASB

issued Accounting

Standard

Update

("ASU") No.

2023-09,

Income

Taxes

(Topic

740)

Improvements

to

Income

tax

disclosures

("ASU

2023-09").

The

primary

purpose

of

the

amendments

within

ASU

2023-09

is

to

enhance

the

transparency

and

decision

usefulness

of

income

tax

disclosures

primarily

related

to

the

rate

reconciliation

table

and

income

taxes

paid

information.

The

amendments

in

ASU

2023-09

are

effective

for

annual

periods

beginning

after

December

15,

2024. During

the

current

fiscal

period,

the

Funds

adopted

the

new

guidance.

See

Note

for

more

income

tax

information.

New

Accounting

Pronouncement

(ASU

No.

2025-11):

In

December

2025,

the

FASB

issued

ASU

No.

2025-11,

Interim

Reporting

(Topic

270)

Narrow

Scope

Improvements

("ASU

2025-11").

The

amendments

in

ASU

2025-11

provide

a

comprehensive

list

of

interim

disclosures

that

are

required

by

U.S.

GAAP.

ASU

2025-11

also

includes

a

disclosure

principle

that

requires

entities

to

disclose

events

since

the

end

of

the

last

annual

reporting

period

that

have

a

material

impact

on

the

entity.

The

amendments

in

ASU

2025-11

are

effective

for

interim

reporting

periods

within

annual

reporting

periods

beginning

after

December

15,

2027. Early

adoption

is

permitted

for

all

entities.

Management

is

currently

evaluating

the

implications

of

these

changes

on

the

financial

statements.

3. Investment

Valuation

and

Fair

Value

Measurements

The Funds'

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

oversight

of

the

Board.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level 1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

A

description

of

the

valuation

techniques

applied

to

the Funds'

major

classifications

of

assets

and

liabilities

measured

at

fair

value

follows:

Prices

of

fixed-income

securities

are

provided

by

pricing

services

approved

by

the

Adviser,

which

is

subject

to

review

by

the

Adviser and

oversight

of

the Board.

Pricing

services establish

a

security's

fair

value

using

methods

that

may

include consideration

of

the

following:

yields

or

prices

of

investments

of

comparable

quality,

type

of

issue,

coupon,

maturity

and

rating,

market

quotes

or

indications

of

value

from

security

dealers,

evaluations

of

anticipated

cash

flows

or

collateral,

general

market

conditions

and

other

information

and

analysis,

including

the

obligor's

credit

characteristics

considered

relevant.

In

pricing

certain

securities,

particularly

less

liquid

and

lower

quality

securities,

pricing

services

may

consider

information

about

a

security,

its

issuer

or

market

activity

provided

by

the

Adviser.

These

securities

are

generally

classified

as

Level

2. Equity

securities

and

exchange-traded

funds

listed

or

traded

on

a

national

market

or

exchange

are

valued

based

on

their

last

reported

sales

price

or

official

closing

price

of

such

market

or

exchange

on

the

valuation

date.

Foreign

equity

securities

and

registered

investment

companies

that

trade

on

a

foreign

exchange

are

valued

at

the

last

reported

sales

price

or

official

closing

price

on

the

principal

exchange

where

traded,

and

converted

to

U.S.

dollars

at

the

prevailing

rates

of

exchange

on

the

valuation

date.

For

events

affecting

the

value

of

foreign

securities

between

the

time

when

the

exchange

on

which

they

are

traded

closes

and

the

time

when

the Funds'

net

assets

are

calculated,

such

securities

will

be

valued

at

fair

value

in

accordance

with

procedures

adopted

by

the

Adviser,

subject

to

the

oversight

of

the

Board.

To

the

extent

these

securities

are

actively

traded

and

no

valuation

adjustments

are

applied,

they

are

generally

classified

as

Level

1. When

valuation

adjustments

are

applied

to

the

most

recent

last

sales

price

or

official

closing

price,

these

securities

are

generally

classified

as

Level

2. Notes

to

Financial

Statements

(continued)

The

Money

Market

Fund's

portfolio

securities

are

valued

on

an

amortized

cost

basis.

Money

Market

investments

are

generally

classified

as

Level

2. Investments

in

investment

companies

are

valued

at

their

respective NAVs

or

share

price

on

the

valuation

date

and

are

generally

classified

as Level

1. Repurchase

agreements

are

valued

at

contract

amount

plus

accrued

interest,

which

approximates

market

value.

These

securities

are

generally

classified

as

Level

2. Futures

contracts

are

valued

using

the

closing

settlement

price

or,

in

the

absence

of

such

a

price,

the

last

traded

price and

are

generally

classified

as

Level

1. Forward

foreign

currency

contracts

are

valued

using

the

prevailing

forward

exchange

rate

which

is

derived

from

quotes

provided

by

the

pricing

service

using

the

procedures

approved

by

the

Adviser,

subject

to

the

oversight

of

the

Board,

and

are

classified

as

Level

2. For

any

portfolio

security

or

derivative

for

which

market

quotations

are

not

readily

available

or

for

which

the

Adviser

deems

the

valuations

derived

using

the

valuation

procedures

described

above

not

to

reflect

fair

value,

the

Adviser

will

determine

a

fair

value

in

good

faith

using

alternative

procedures

approved

by

the

Adviser,

subject

to

the

oversight

of

the

Board.

As

a

general

principle,

the

fair

value

of

a

security

is

the

amount

that

the

owner

might

reasonably

expect

to

receive

for

it

in

a

current

sale.

A

variety

of

factors

may

be

considered

in

determining

the

fair

value

of

such

securities,

which

may

include

consideration

of

the

following:

yields

or

prices

of

investments

of

comparable

quality,

type

of

issue,

coupon,

maturity

and

rating,

market

quotes

or

indications

of

value

from

security

dealers,

evaluations

of

anticipated

cash

flows

or

collateral,

general

market

conditions

and

other

information

and

analysis,

including

the

obligor's

credit

characteristics

considered

relevant.

To

the

extent

the

inputs

are

observable

and

timely,

the

values

would

be

classified

as Level

2;

otherwise

they

would

be

classified

as

Level

3. The

following

table

summarizes

the

market

value

of

the Funds'

investments

as

of

the

end

of

the

current

fiscal

period, based

on

the

inputs

used

to

value

them:

Fund

Level

Level

Level

Total

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$5,428,319,498

$—

$5,428,319,498

Government

bonds

—

15,040,814,260

—

15,040,814,260

Structured

assets

—

512,310,606

—

512,310,606

Investments

purchased

with

collateral

from

securities

lending

164,668,534

—

—

164,668,534

Short-Term

Investments

:

Repurchase

agreement

—

200,044,000

—

200,044,000

Treasury

debt

—

17,470,013

—

17,470,013

Total

$164,668,534

$21,198,958,377

$—

$21,363,626,911

Core

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$159,934,570

$—

$159,934,570

Common

stocks

—

186,697

—

186,697

Corporate

bonds

—

3,055,511,074

—

3,055,511,074

Government

bonds

—

5,048,538,249

—

5,048,538,249

Investment

companies

160,075,877

—

—

160,075,877

Preferred

stocks

10,102,369

—

—

10,102,369

Structured

assets

—

1,599,977,151

3,141,854

1,603,119,005

Investments

purchased

with

collateral

from

securities

lending

70,041,414

—

—

70,041,414

Short-Term

Investments

:

Government

agency

debt

—

9,936,913

—

9,936,913

Repurchase

agreement

—

84,267,000

—

84,267,000

Treasury

debt

—

25,884,551

—

25,884,551

Investments

in

Derivatives

:

Forward

foreign

currency

contracts\*

—

131,483

—

131,483

Futures

contracts\*

(5,272,632)

—

—

(5,272,632)

Total

$234,947,028

$9,984,367,688

$3,141,854

$10,222,456,570

Fund

Level

Level

Level

Total

Core

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$29,061,726

$45

$29,061,771

Corporate

bonds

—

2,332,833,745

—

2,332,833,745

Government

bonds

—

4,256,941,226

4,928,433

4,261,869,659

Preferred

stocks

26,430,675

—

—

26,430,675

Structured

assets

—

740,522,505

—

740,522,505

Investments

purchased

with

collateral

from

securities

lending

341,662,138

—

—

341,662,138

Short-Term

Investments

:

Repurchase

agreement

—

16,206,000

—

16,206,000

Treasury

debt

—

6,112,449

—

6,112,449

Investments

in

Derivatives

:

Forward

foreign

currency

contracts\*

—

271,836

—

271,836

Total

$368,092,813

$7,381,949,487

$4,928,478

$7,754,970,778

Core

Plus

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$139,629,912

$79,703

$139,709,615

Common

stocks

—

155,818

155,833

Corporate

bonds

—

1,575,799,622

—

1,575,799,622

Government

bonds

—

1,821,948,299

—

1,821,948,299

Investment

companies

109,962,679

—

—

109,962,679

Preferred

stocks

4,311,927

—

—

4,311,927

Structured

assets

—

665,930,098

3,403,162

669,333,260

Investments

purchased

with

collateral

from

securities

lending

37,109,815

—

—

37,109,815

Short-Term

Investments

:

Repurchase

agreement

—

82,161,000

—

82,161,000

Treasury

debt

—

12,466,144

—

12,466,144

Investments

in

Derivatives

:

Forward

foreign

currency

contracts\*

—

88,710

—

88,710

Futures

contracts\*

(2,723,835)

—

—

(2,723,835)

Total

$148,660,586

$4,298,179,603

$3,482,880

$4,450,323,069

5-15

Year

Laddered

Tax

Exempt

Bond

Long-Term

Investments

:

Long-term

municipal

bonds

$—

$188,936,041

$—

$188,936,041

Rights/Warrants

—

—

8,737

8,737

Short-Term

Investments

:

Repurchase

agreement

—

1,074,000

—

1,074,000

Total

$—

$190,010,041

$8,737

$190,018,778

Green

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$3,433,646

$—

$3,433,646

Corporate

bonds

—

113,803,775

—

113,803,775

Government

bonds

—

37,765,369

492,794

38,258,163

Preferred

stocks

748,720

—

—

748,720

Structured

assets

—

26,258,846

—

26,258,846

Investments

purchased

with

collateral

from

securities

lending

1,949,999

—

—

1,949,999

Short-Term

Investments

:

Repurchase

agreement

—

563,000

—

563,000

Investments

in

Derivatives

:

Forward

foreign

currency

contracts\*

—

14,189

—

14,189

Total

$2,698,719

$181,838,825

$492,794

$185,030,338

High

Yield

Long-Term

Investments

:

Bank

loan

obligations

$—

$96,046,144

$412,661

$96,458,805

Common

stocks

—

386,477

386,557

Corporate

bonds

—

2,023,545,395

—

2,023,545,395

Investment

companies

5,102,500

—

—

5,102,500

Investments

purchased

with

collateral

from

securities

lending

50,395,165

—

—

50,395,165

Short-Term

Investments

:

Repurchase

agreement

—

36,821,000

—

36,821,000

Treasury

debt

—

12,466,144

—

12,466,144

Total

$55,497,665

$2,169,265,160

$412,741

$2,225,175,566

Notes

to

Financial

Statements

(continued)

4. Portfolio

Securities

Mortgage

Dollar

Roll

Transactions:

Some

of

the Funds may

enter

into

mortgage

dollar

rolls

in

which a

Fund

sells

mortgage

securities

for

delivery

in

the

current

month,

realizing

a

gain

(loss),

and

simultaneously

contracts

to

repurchase

similar

securities

on

a

specified

future

date.

During

the

roll

period,

a

Fund forgoes

principal

and

interest

paid

on

the

securities.

The Fund is

compensated

by

the

interest

earned

on

the

cash

proceeds

of

the

initial

sale

and

by

the

lower

repurchase

price

at

the

future

date.

The

difference

between

the

sales

proceeds

and

the

repurchase

price

is

recorded

as

a

realized

gain

or

loss.

Repurchase

Agreements:

In

connection

with

transactions

in

repurchase

agreements,

it

is

the Fund's policy

that

its

custodian

take

possession

of

the

underlying

collateral

securities,

the

fair

value

of

which

exceeds

the

principal

amount

of

the

repurchase

transaction,

including

accrued

interest,

at

all

times.

If

the

counterparty

defaults,

and

the

fair

value

of

the

collateral

declines,

realization

of

the

collateral

may

be

delayed

or

limited.

The

following

table

presents

the

repurchase

agreements

for

the Funds

that

are

subject

to

netting

agreements

as

of

the

end

of

the current

fiscal period,

and

the

collateral

delivered

related

to

those

repurchase

agreements.

Fund

Level

Level

Level

Total

Short

Duration

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$6,451,692

$—

$6,451,692

Corporate

bonds

—

191,825,431

—

191,825,431

Government

bonds

—

114,566,865

492,770

115,059,635

Structured

assets

—

27,484,269

—

27,484,269

Investments

purchased

with

collateral

from

securities

lending

260,181

—

—

260,181

Short-Term

Investments

:

Repurchase

agreement

—

10,074,000

—

10,074,000

Total

$260,181

$350,402,257

$492,770

$351,155,208

Short

Term

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$13,344,869

$—

$13,344,869

Corporate

bonds

—

673,422,342

—

673,422,342

Government

bonds

—

648,496,958

—

648,496,958

Structured

assets

—

378,323,339

—

378,323,339

Investments

purchased

with

collateral

from

securities

lending

425,366

—

—

425,366

Short-Term

Investments

:

Repurchase

agreement

—

6,138,000

—

6,138,000

Treasury

debt

—

6,248,867

—

6,248,867

Investments

in

Derivatives

:

Futures

contracts\*

(1,231,858)

—

—

(1,231,858)

Total

$(806,492)

$1,725,974,375

$—

$1,725,167,883

Short

Term

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$588,211,975

$—

$588,211,975

Government

bonds

—

1,836,539,645

—

1,836,539,645

Structured

assets

—

611,382

—

611,382

Investments

purchased

with

collateral

from

securities

lending

2,749,359

—

—

2,749,359

Short-Term

Investments

:

Repurchase

agreement

—

34,644,000

—

34,644,000

Total

$2,749,359

$2,460,007,002

$—

$2,462,756,361

Money

Market

Short-Term

Investments:

Government

agency

debt

$

—

$

233,775,854

$

—

$

233,775,854

Repurchase

agreement

—

458,613,000

—

458,613,000

Treasury

debt

—

745,235,755

—

745,235,755

Variable

rate

securities

—

625,088,901

—

625,088,901

Total

$—

$2,062,713,510

$—

$2,062,713,510

\*

Represents

net

unrealized

appreciation

(depreciation).

Securities

Lending:

Certain Funds

may

lend

their

securities

to

qualified

institutional

borrowers

to

earn

additional

income.

A

Fund receives

cash

collateral

and

non-cash

collateral

(in

the

form

of

Treasury

securities

or

other

collateral

permitted

by

applicable

law)

against

the

loaned

securities

and

maintains

collateral

in

an

amount

not

less

than

100%

of

the

market

value

of

loaned

securities

during

the

period

of

the

loan.

If

the

market

value

of

the

loaned

securities

increases,

the

borrower

must

furnish

additional

collateral

to

the

Fund,

which

is

recognized

on

the

Statement

of

Assets

and

Liabilities.

The

market

value

of

securities

loaned

is

determined

at

the

close

of

business

of

the Funds

and

any

additional

required

collateral

is

delivered

to

the Funds

on

the

next

business

day. Cash

collateral

received

by the

Fund will

generally

be

invested

in

high-quality

short-term

instruments

or

in

one

or

more

funds

maintained

by

the

securities

lending

agent

("Agent")

for

the

purpose

of

investing

cash

collateral.

The

value

of

the

loaned

securities

and

the

liability

to

return

the

cash

collateral

received

are

reflected

in

the

Statement

of

Assets

and

Liabilities.

Non-cash

collateral

is

not

disclosed

in

the

Funds'

Statement

of

Assets

and

Liabilities

as

it

is

held

by

the Agent

or

by

a

third-party

bank

engaged

by

the

Agent

as

a

special

"tri-party" custodian on

behalf

of

the Funds,

and

the

Funds

do

not

have

the

ability

to

sell

or

re-hypothecate

those

securities.

As

of

the

end

of

the

current

fiscal

period,

securities

lending

transactions are

for

equity

and

fixed

income securities,

and

the

resulting

loans

are

continuous,

can

be

recalled

at

any

time,

and

have

no

set

maturity.

Securities

lending

income

recognized

by

the

Funds consists

of

earnings

on

invested

collateral

and

lending

fees,

net

of

any

rebates

to

the

borrower

and

compensation

to

the

Agent.

Such

income

is

reflected

separately

in

the

Statement

of

Operations.

In

lending

its

securities,

a

Fund bears

the

market

risk

with

respect

to

the

investment

of

collateral

and

the

risk

that

the

Agent

may

default

on

its

contractual

obligations

to

the

Fund.

The

Agent

bears

the

risk

that

the

borrower

may

default

on

its

obligation

to

return

the

loaned

securities

as

the

Agent

is

contractually

obligated

to

indemnify

the

Fund if

at

the

time

of

a

default

by

a

borrower

some

or

all

of

the

loan

securities

have

not

been

returned.

As

of

the

end

of

the

current

fiscal

period,

the

total

value

of

securities

on

loan

and

the

total

value

of

collateral

received

were

as

follows:

Treasury

Inflation-Protected

Securities:

The

Funds

(other

than

Money

Market) may

invest

in

Treasury

Inflation-Protected

Securities,

specially

structured

bonds

in

which

the

principal

amount

is

adjusted

periodically

to

keep

pace

with

inflation,

as

measured

by

the

U.S.

Consumer

Price

Index.

The

adjustments

for

interest

income

due

to

inflation

or

deflation

are

reflected

in

interest

income

in

the

Statement

of

Operations.

Unfunded

loan

commitment:

Pursuant

to

the

terms

of

certain

loan

agreements,

the

Funds

may

have

unfunded

loan

commitments.

Unfunded

commitments

are

contractual

obligations

pursuant

to

which

a

Fund

agrees

to

invest

in

a

loan

at

a

future

date.

Each

Fund

segregates

short-term

securities

or

cash

having

an

aggregate

value

at

least

equal

to

the

amount

of

unfunded

loan

commitments.

If

a

Fund

has

unfunded

commitments

as

of

the

end

of

the

current

fiscal

period,

such

amounts

are

recognized

on

the

Statements

of

Assets

and

Liabilities

as

"Payable

for

unfunded

loan

commitments".

Fund

Counterparty

Short-term

Investments,

at

Value

Collateral

Pledged

(From)

Counterparty

Bond

Index

Fixed

Income

Clearing

Corporation

$

200,044,000

$

(204,045,027)

Core

Bond

Fixed

Income

Clearing

Corporation

84,267,000

(85,952,523)

Core

Impact

Bond

Fixed

Income

Clearing

Corporation

16,206,000

(16,530,238)

Core

Plus

Bond

Fixed

Income

Clearing

Corporation

82,161,000

(83,804,425)

5-15

Year

Laddered

Tax

Exempt

Bond

Fixed

Income

Clearing

Corporation

1,074,000

(1,095,484)

Green

Bond

Fixed

Income

Clearing

Corporation

563,000

(574,325)

High

Yield

Fixed

Income

Clearing

Corporation

36,821,000

(37,557,443)

Short

Duration

Impact

Bond

Fixed

Income

Clearing

Corporation

10,074,000

(10,275,542)

Short

Term

Bond

Fixed

Income

Clearing

Corporation

6,138,000

(6,260,916)

Short

Term

Bond

Index

Fixed

Income

Clearing

Corporation

34,644,000

(35,336,917)

Money

Market

Fixed

Income

Clearing

Corporation

458,613,000

(467,785,489)

Aggregate

Value

of

Securities

on

Loan

Fund

Equity

Securities

Fixed

Income

Securities

Cash

Collateral

Received\*

Non-Cash

Collateral

Received\*\*

Total

Collateral

Received

8.1 Bond

Index

$–

$165,826,728

$164,668,534

$5,692,546

$170,361,080

8.2 Core

Bond

25,174

74,429,821

70,041,414

6,803,753

76,845,167

8.3 Core

Impact

Bond

–

371,175,665

341,662,138

38,922,139

380,584,277

8.4 Core

Plus

Bond

139,013

105,190,570

37,109,815

71,010,096

108,119,911

8.6 Green

Bond

–

1,897,598

1,949,999

–

1,949,999

8.7 High

Yield

3,969,235

45,467,452

50,395,165

601,679

50,996,844

8.9 Short

Duration

Impact

Bond

–

1,851,157

260,181

1,643,701

1,903,882

9.01 Short

Term

Bond

–

409,037

425,366

–

425,366

9.1 Short

Term

Bond

Index

–

2,979,724

2,749,359

312,761

3,062,120

\*May

include

cash

and

investment

of

cash

collateral.

\*\*As

of

the

end

of

the

current

fiscal

period,

the

non-cash

collateral

received

by

the

Funds

was

comprised

of

U.S.

Treasury

securities.

Notes

to

Financial

Statements

(continued)

Zero

Coupon

Securities:

A

zero

coupon

security

does

not

pay

a

regular

interest

coupon

to

its

holders

during

the

life

of

the

security.

Income

to

the

holder

of

the

security

comes

from

accretion

of

the

difference

between

the

original

purchase

price

of

the

security

at

issuance

and

the

par

value

of

the

security

at

maturity

and

is

effectively

paid

at

maturity.

The

market

prices

of

zero

coupon

securities

generally

are

more

volatile

than

the

market

prices

of

securities

that

pay

interest

periodically.

Purchases

and

Sales:

Long-term

purchases

and

sales

during

the

current

fiscal

period were

as

follows:

In

certain

circumstances,

a

fund

may

accept

portfolio

securities

rather

than

cash

as

payment

for

a

purchase

of

fund

shares

(in

kind

purchase).

During

the

current

fiscal

period

Core

Impact

Bond

received

$112,708,347.

The Funds

may

purchase

securities

on

a

when-issued

or

delayed-delivery

basis.

Securities

purchased

on

a

when-issued

or

delayed-

delivery

basis

may

have

extended

settlement

periods;

interest

income

is

not

accrued

until

settlement

date.

Any

securities

so

purchased

are

subject

to

market

fluctuation

during

this

period.

If

a

Fund has

outstanding when-issued/delayed-delivery

purchases

commitments

as

of

the

end

of

the

current

fiscal

period,

such

amounts

are

recognized

on

the

Statement

of

Assets

and

Liabilities.

5. Derivative

Investments

Each Fund

(other

than

Money

Market) is

authorized

to

invest

in

certain

derivative

instruments.

As

defined

by

U.S.

GAAP,

a

derivative is

a

financial

instrument

whose

value

is

derived

from

an

underlying

security

price,

foreign

exchange

rate,

interest

rate,

index

of

prices

or

rates,

or

other

variables.

Investments

in

derivatives

as

of

the

end

of

and/or

during

the

current

fiscal

period,

if

any,

are

included

within

the

Statement

of

Assets

and

Liabilities

and

the

Statement

of

Operations,

respectively.

Forward

Foreign

Currency

Contracts:

Certain

Funds

may

use

forward

foreign

currency

contracts

("forward

contracts")

to

hedge

portfolio

currency

risk

and

to

facilitate

transactions

in

securities

denominated

in

foreign

currencies

in

the

normal

course

of

pursuing

their

investment

objectives.

A

forward

contract

is

an

agreement

between

two

parties

to

purchase

or

sell

a

specified

quantity

of

a

currency

at

or

before

a

specified

date

in

the

future

at

a

specified

price.

Non-deliverable

forward

foreign

currency

exchange

contracts

are

settled

with

the

counterparty

in

cash

without

the

delivery

of

foreign

currency.

Forward

contracts

are

typically

traded

in

the

over-the-counter

("OTC")

markets

and

all

details

of

the

contract

are

negotiated

between

the

counterparties

to

the

agreement.

Forward

contracts

are

marked-to-market

daily

and

any

resulting

unrealized

gains

or

losses

are

reflected

as

appreciation

or

depreciation

on

the

Statement

of

Assets

and

Liabilities.

The Funds

realize

gains

and

losses

at

the

time

the

forward

contracts

are

closed

and

are

included

on

the

Statement

of

Operations.

Risks

may

arise

upon

entering

into

forward

contracts

from

unanticipated

movements

in

the

value

of

a

foreign

currency

relative

to

the

U.S.

dollar;

and

that

losses

may

exceed

amounts

recognized

on

the

Statement

of

Assets

and

Liabilities.

The

average

notional

amount

of

forward

contracts

outstanding

during

the

current

fiscal

period

was

as

follows:

The

following

table

presents

the

forward

foreign

currency

contracts

subject

to

netting

agreements

and

the

collateral

delivered

related

to

those

forward

foreign

currency

contracts

as

of

the

end

of

the

current

fiscal

period.

Fund

Non-U.S.

Government

Purchases

U.S.

Government

Purchases

Non-U.S.

Government

Sales

U.S.

Government

Sales

8.1 Bond

Index

$

1,437,208,337

$

5,224,438,310

$

3,031,248,528

$

8,310,448,728

8.2 Core

Bond

1,828,389,964

9,950,339,450

1,987,123,067

9,842,457,685

8.3 Core

Impact

Bond

1,519,050,388

9,280,274,337

942,156,859

8,909,532,306

8.4 Core

Plus

Bond

1,006,667,567

4,441,590,398

1,010,982,146

4,461,019,324

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

26,479,728

–

35,052,171

–

8.6 Green

Bond

45,305,374

25,904,698

30,168,106

23,890,546

8.7 High

Yield

1,125,122,260

–

971,107,328

–

8.9 Short

Duration

Impact

Bond

302,105,808

452,826,056

71,704,527

413,452,451

9.01 Short

Term

Bond

492,236,140

2,951,111,190

327,440,731

3,071,399,809

9.1 Short

Term

Bond

Index

381,747,981

1,260,640,166

395,029,764

1,142,754,824

Fund

Average

Notional

Amount

of

Forward

Contracts

Outstanding\*

8.2 Core

Bond

$

5,347,725

8.3 Core

Impact

Bond

23,875,058

8.4 Core

Plus

Bond

3,960,461

8.6 Green

Bond

562,281

\*

The

average

notional

amount

is

calculated

based

on

the

outstanding

notional

amount

of

contracts

at

the

beginning

of

the

current

fiscal

period

and

at

the

end

of

each

fiscal

quarter

within

the

current

fiscal

period.

Futures

Contracts:

Certain

Funds

are

subject

to

interest

rate

and

foreign

exchange

risk

in

the

normal

course

of

pursuing

their

investment

objectives.

The

Fund

listed

below

used

futures

contracts

to

manage

exposure

to

the bond

and

foreign

exchange

markets

and

to

fluctuations

in

interest

and

foreign

exchange

rates

and

for

cash

management

purposes

to

remain

highly

invested

in

these

markets

while

minimizing

transaction

costs.

A

futures

contract

is

an

agreement

between

two

parties

to

buy

and

sell

a

financial

instrument

for

a

set

price

on

a

future

date.

Upon

execution

of

a

futures

contract,

the

Fund

is

obligated

to

deposit

cash

or

eligible

securities,

also

known

as

"initial

margin,"

into

an

account

at

its

clearing

broker

equal

to

a

specified

percentage

of

the

contract

amount.

Securities

deposited

for

initial

margin,

if

any,

are

identified

in

the

Portfolio

of

Investments

and

cash

deposited

for

initial

margin,

if

any,

is

reflected

on

the

Statement

of

Assets

and

Liabilities.

During

the

period

the

futures

contract

is

open,

changes

in

the

market

value

of

the

contract

are

recognized

as

an

unrealized

gain

or

loss

by

"marking-to-market"

on

a

daily

basis.

The

Fund

and

the

clearing

broker

are

obligated

to

settle

monies

on

a

daily

basis

representing

the

changes

in

the

value

of

the

contracts.

These

daily

cash

settlements

are

known

as

"variation

margin"

which are

recognized

on

the

Statement

of

Assets

and

Liabilities

as

a

receivable

or

payable

for

variation

margin

on

futures

contracts.

When

the

contract

is

closed

or

expired,

the

Fund

records

a

realized

gain

or

loss

equal

to

the

difference

between

the

value

of

the

contract

on

the

closing

date

and

value

of

the

contract

when

originally

entered

into.

The

net

realized

gain

or

loss

and

the

change

in

unrealized

appreciation

(depreciation)

on

futures

contracts

held

during

the

period

is

included

on

the

Statement

of

Operations.

Risks

of

investments

in

futures

contracts

include

the

possible

adverse

movement

in

the

price

of

the

securities

or

indices

underlying

the

contracts,

the

possibility

that

there

may

not

be

a

liquid

secondary

market

for

the

contracts

and/or

that

a

change

in

the

value

of the

contract

may

not

correlate

with

a

change

in

the

value

of

the

underlying

securities

or

indices.

The

average

notional

amount

of

futures

contracts

outstanding

during

the

current

fiscal

period

was

as

follows:

Credit

Default

Swap

Contracts:

Certain

Funds

are

subject

to

credit

risk

in

the

normal

course

of

pursuing

their

investment

objectives.

The

Funds

(other

than

Money

Market)

invest

in

credit

default

swaps

to

hedge

or

manage

the

risks

associated

with

assets

held

in

the

Funds

and/or

to

facilitate

the

implementation

of

portfolio

strategies

to

seek

to

increase

the

total

return.

Credit

default

swap

contracts

involve

one

party

making

a

stream

of

payments

(buyer

of

protection)

to

another

party

(seller

of

protection)

in

exchange

for

the

right

to

receive

a

specified

return

if/when

there

is

a

credit

event

by

a

third

party.

Credit

events

are

agreement

specific

but

may

include

bankruptcy,

failure

to

pay,

or

restructuring.

When a

Fund has

bought

(sold)

protection

in

a

credit

default

swap

upon

occurrence

of

a

specific

credit

event

with

respect

to

the

underlying

referenced

entity,

the

Fund will

either

(i) receive

(deliver)

that

security,

or

an

equivalent

amount

of

cash,

from

the

counterparty

in

exchange

for

receipt

(payment)

of

the

notional

amount

to

the

counterparty,

or

(ii) receive

(pay)

a

net

settlement

amount

of

the

credit

default

swap

contract

less

the

recovery

value

of

the

referenced

obligation

or

underlying

securities

comprising

the

referenced

index.

Payments

paid

(received)

at

the

beginning

of

the

measurement

period

are

reflected

as

swap

premiums

paid

(received)

on

the

Statement

of

Assets

and

Liabilities,

when

applicable.

Credit

default

swaps

are

"marked-to-market"

on

a

daily

basis

to

reflect

the

value

of

the

swap

agreement

at

the

end

of

each

trading

day

and

are

recognized

as

unrealized

appreciation

(depreciation)

on

the

Statement

of

Operations.

Fund

Counterparty

Gross

Unrealized

Appreciation

on

Forward

Foreign

Currency

Contracts\*

Gross

Unrealized

Depreciation

on

Forward

Foreign

Currency

Contracts\*

Net

Unrealized

Appreciation

(Depreciation)

on

Forward

Foreign

Currency

Contracts

Collateral

Pledged

to

(from)

Counterparty

Net

Exposure

Core

Bond

JPMorgan

Chase

Bank

NA

$

131,483

$

—

$

131,483

$

—

$

131,483

Core

Impact

Bond

Australia

and

New

Zealand

Banking

Group

Limited

332,622

(173,018)

159,604

—

159,604

Citibank

N.A.

39,764

—

39,764

—

39,764

Morgan

Stanley

Capital

Services

72,468

—

72,468

—

72,468

Total

$444,854

$(173,018)

$271,836

$—

$271,836

Core

Plus

Bond

JPMorgan

Chase

Bank

NA

88,710

—

88,710

—

88,710

Green

Bond

Bank

of

America,

N.A.

14,189

—

14,189

—

14,189

\*

Represents

gross

unrealized

appreciation

(depreciation)

for

the

counterparty

as

reported

in

the

Fund's

Portfolio

of

Investments.

Fund

Average

Notional

Amount

of

Futures

Contracts

Outstanding\*

8.2 Core

Bond

$

237,262,413

8.4 Core

Plus

Bond

129,910,118

9.01 Short

Term

Bond

159,766,328

\*

The

average

notional

amount

is

calculated

based

on

the

absolute

aggregate

notional

amount

of

contracts

outstanding

at

the

beginning

of

the

current

fiscal

period

and

at

the

end

of

each

fiscal

quarter

within

the

current

fiscal

period.

Notes

to

Financial

Statements

(continued)

Credit

default

swaps

can

be

settled

either

directly

with

the

counterparty

("OTC")

or

through

a

central

clearinghouse

("centrally

cleared").

For

OTC

swaps,

the

daily

change

in

the

market

value

of

the

swap

contract,

along

with

any

daily

interest

fees

accrued,

are

recognized

as

unrealized

appreciation

(depreciation)

on

credit

default

swaps

on

the

Statement

of

Assets

and

Liabilities.

Upon

the

execution

of

a

centrally

cleared

swap, a

Fund is

obligated

to

deposit

cash

or

eligible

securities,

also

known

as

"initial

margin,"

into

an

account

at

its

clearing

broker

equal

to

a

specified

percentage

of

the

contract

amount.

Securities

deposited

for

initial

margin,

if

any,

are

identified

in

the

Portfolio

of

Investments

and

cash

deposited

for

initial

margin,

if

any,

is

reflected

on

the

Statement

of

Assets

and

Liabilities.

The Fund

and

the

clearing

broker

are

obligated

to

settle

monies

on

a

daily

basis

representing

the

changes

in

the

value

of

the

swap

contracts.

These

daily

cash

settlements

are

known

as

"variation

margin"

and are

recognized

on

the

Statement

of

Assets

and

Liabilities

as

a

receivable

or

payable

for

variation

margin

on

credit

default

swaps.

The

difference

between

the

value

of

the

security

received

(delivered)

and

the

notional

amount

delivered

(received)

as

well

as

payments

received

or

made

as

a

result

of

a

credit

event

or

termination

of

a

contract

are

recognized

as

realized

gains

or

losses

on

the

Statement

of

Operations.

The

maximum

potential

amount

of

future

payments

the Fund

could

incur

as

a

buyer

or

seller

of

protection

in

a

credit

default

swap

contract

is

limited

to

the

notional

amount

of

the

contract.

The

maximum

potential

amount

would

be

offset

by

the

recovery

value,

if

any,

of

the

respective

referenced

entity.

The

average

notional

amount

of

credit

default

swap

contracts

outstanding

during

the

current

fiscal

period

was

as

follows:

As

of the

end

of

the current

fiscal period,

the

following Funds

have

invested

in

derivative

contracts

which

are

reflected

in

the

Statement

of

Assets

and

Liabilities

as

follows:

Fund

Average

Notional

Amount

of

Swap

Contracts

Outstanding\*

8.2 Core

Bond

$

422,200,000

8.4 Core

Plus

Bond

382,000,000

\*

The

average

notional

amount

is

calculated

based

on

the

outstanding

notional

amount

of

contracts

at

the

beginning

of

the

current

fiscal

period

and

at

the

end

of

each

fiscal

quarter

within

the

current

fiscal

period.

Asset

Derivatives

Liability

Derivatives

Derivative

Instrument

Risk

Exposure

Location

Value

Location

Value

Core

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

Unrealized

appreciation

on

forward

contracts

$

131,483

-

$

–

Futures

contracts

Interest

rate

-

–

Unrealized

depreciation

on

futures

contracts

\*

(5,272,632)

Core

Impact

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

Unrealized

appreciation

on

forward

contracts

444,854

Unrealized

depreciation

on

forward

contracts

(173,018)

Core

Plus

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

Unrealized

appreciation

on

forward

contracts

88,710

-

–

Futures

contracts

Interest

rate

-

–

Unrealized

depreciation

on

futures

contracts

\*

(2,723,835)

Green

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

Unrealized

appreciation

on

forward

contracts

14,189

-

–

Short

Term

Bond

Futures

contracts

Interest

rate

-

–

Unrealized

depreciation

on

futures

contracts

\*

(1,231,858)

\*

Value

represents

the

cumulative

unrealized

appreciation

(depreciation)

of

cleared

derivative

contracts

as

reported

in

the

Fund's

Portfolio

of

Investments.

The

Statement

of

Assets

and

Liabilities

only

reflects

the

current

day

variation

margin

receivable/payable

from/to

brokers

on

open

cleared

derivative

contracts.

During

the

current

fiscal

period,

the

effect

of

derivative

contracts

on

the Funds'

Statement

of

Operations

was

as

follows:

6. Fund

Shares

Transactions

in

Fund

shares

during

the

current

and

prior

fiscal

period

were

as

follows:

Derivative

Instrument

Risk

Exposure

Net

Realized

Gain

(Loss)

Change

in

Unrealized

Appreciation

(Depreciation)

8.2 Core

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

$

(280,592)

$

222,882

Futures

contracts

Interest

rate

1,839,194

(5,272,632)

Swap

contracts

Credit

(16,426,514)

(1,765,370)

8.3 Core

Impact

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

(1,750,595)

834,788

8.4 Core

Plus

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

(205,642)

158,038

Futures

contracts

Interest

rate

1,168,335

(2,723,835)

Swap

contracts

Credit

(15,741,757)

(2,139,120)

8.6 Green

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

(4,079)

14,189

9.01 Short

Term

Bond

Futures

contracts

Interest

rate

493,339

(1,692,896)

Year

Ended

3/31/26

Year

Ended

3/31/25

8.1 Bond

Index

Shares

Value

Shares

Value

Subscriptions:

Class

A

246,781

$

2,408,653

360,481

$

3,453,747

Class

I

735,259

7,165,020

526,185

5,024,007

Premier

Class

321,914

3,114,522

684,213

6,551,016

Class

R6

129,335,238

1,253,234,892

247,180,034

2,381,736,830

Retirement

Class

5,785,757

56,462,139

6,400,779

61,573,303

Class

W

274,436,867

2,652,910,619

282,402,613

2,706,696,000

Total

subscriptions

410,861,816

3,975,295,845

537,554,305

5,165,034,903

Reinvestments

of

distributions:

Class

A

92,626

902,904

87,917

843,736

Class

I

109,061

1,062,894

94,875

909,848

Premier

Class

68,386

666,239

90,864

870,896

Class

R6

35,663,403

347,451,321

38,047,306

364,998,340

Retirement

Class

1,939,578

18,907,656

1,711,394

16,423,425

Total

reinvestments

of

distributions

37,873,054

368,991,014

40,032,356

384,046,245

Redemptions:

Class

A

(608,072)

(5,897,066)

(435,513)

(4,165,192)

Class

I

(609,552)

(5,933,286)

(515,168)

(4,918,260)

Premier

Class

(425,878)

(4,130,807)

(1,666,034)

(16,006,310)

Class

R6

(395,254,447)

(3,823,215,704)

(143,143,376)

(1,369,279,207)

Retirement

Class

(5,441,290)

(52,878,052)

(5,089,197)

(48,723,106)

Class

W

(614,901,498)

(6,032,056,678)

(153,403,936)

(1,468,069,935)

Total

redemptions

(1,017,240,737)

(9,924,111,593)

(304,253,224)

(2,911,162,010)

Net

increase

(decrease)

from

shareholder

transactions

(568,505,867)

$

(5,579,824,734)

273,333,437

$

2,637,919,138

Notes

to

Financial

Statements

(continued)

Year

Ended

3/31/26

Year

Ended

3/31/25

8.2 Core

Bond

Shares

Value

Shares

Value

Subscriptions:

Class

A

518,348

$

4,867,624

735,167

$

6,850,762

Class

I

7,760,291

71,579,470

12,484,011

113,798,870

Premier

Class

303,191

2,787,759

1,078,500

10,116,073

Class

R6

215,566,134

1,978,270,807

159,467,248

1,454,077,530

Retirement

Class

1,375,142

12,934,910

1,830,060

17,003,590

Class

W

64,739,880

592,989,898

65,884,241

600,564,981

Total

subscriptions

290,262,986

2,663,430,468

241,479,227

2,202,411,806

Reinvestments

of

distributions:

Class

A

283,623

2,663,105

292,009

2,710,788

Class

I

3,031,399

27,992,631

3,070,123

28,022,951

Premier

Class

47,137

434,862

34,814

318,108

Class

R6

27,755,867

256,154,735

23,596,491

215,293,179

Retirement

Class

574,373

5,399,030

593,855

5,519,097

Total

reinvestments

of

distributions

31,692,399

292,644,363

27,587,292

251,864,123

Redemptions:

Class

A

(1,217,186)

(11,388,837)

(1,247,047)

(11,584,210)

Class

I

(11,898,886)

(109,471,687)

(12,788,926)

(116,751,294)

Premier

Class

(528,336)

(4,875,507)

(246,404)

(2,248,690)

Class

R6

(165,549,344)

(1,519,108,198)

(101,271,465)

(921,259,837)

Retirement

Class

(2,448,257)

(22,951,068)

(2,784,495)

(25,837,071)

Class

W

(190,981,035)

(1,772,490,786)

(97,717,944)

(888,739,689)

Total

redemptions

(372,623,044)

(3,440,286,083)

(216,056,281)

(1,966,420,791)

Net

increase

(decrease)

from

shareholder

transactions

(50,667,659)

$

(484,211,252)

53,010,238

$

487,855,138

Year

Ended

3/31/26

Year

Ended

3/31/25

8.3 Core

Impact

Bond

Shares

Value

Shares

Value

Subscriptions:

Class

A

5,456,171

$

49,217,316

15,259,860

$

135,829,548

Class

I

64,319,425

585,275,302

33,463,869

299,774,973

Premier

Class

205,648

1,864,776

529,329

4,717,089

Class

R6

196,635,036

1,782,090,051

167,078,322

1,492,856,576

Retirement

Class

869,044

7,888,194

719,615

6,369,767

Total

subscriptions

267,485,324

2,426,335,639

217,050,995

1,939,547,953

Reinvestments

of

distributions:

Class

A

799,372

7,214,914

1,349,478

12,072,499

Class

I

2,928,383

26,601,403

2,372,672

21,229,379

Premier

Class

24,152

218,994

22,915

205,052

Class

R6

22,155,510

200,950,790

20,706,666

185,295,978

Retirement

Class

808,484

7,331,009

935,689

8,370,079

Total

reinvestments

of

distributions

26,715,901

242,317,110

25,387,420

227,172,987

Redemptions:

Class

A

(29,306,039)

(266,002,130)

(10,643,405)

(95,261,654)

Class

I

(26,396,434)

(239,287,801)

(46,974,147)

(419,036,601)

Premier

Class

(406,035)

(3,685,392)

(622,227)

(5,571,898)

Class

R6

(154,291,854)

(1,393,230,099)

(136,811,042)

(1,221,898,205)

Retirement

Class

(3,549,709)

(32,091,665)

(5,285,795)

(47,237,337)

Total

redemptions

(213,950,071)

(1,934,297,087)

(200,336,616)

(1,789,005,695)

Net

increase

(decrease)

from

shareholder

transactions

80,251,154

$

734,355,662

42,101,799

$

377,715,245

Year

Ended

3/31/26

Year

Ended

3/31/25

8.4 Core

Plus

Bond

Shares

Value

Shares

Value

Subscriptions:

Class

A

1,938,976

$

17,918,462

1,775,584

$

16,274,299

Class

I

6,399,203

59,212,789

5,681,008

52,066,826

Premier

Class

77,752

719,842

128,383

1,185,346

Class

R6

54,931,068

508,098,775

30,968,819

283,651,987

Retirement

Class

1,805,265

16,779,314

2,903,062

26,677,525

Class

W

39,450,527

363,077,230

33,935,061

310,280,728

Total

subscriptions

104,602,791

965,806,412

75,391,917

690,136,711

Reinvestments

of

distributions:

Class

A

947,806

8,787,153

970,825

8,907,752

Class

I

349,910

3,242,754

222,157

2,037,740

Premier

Class

15,812

146,285

16,846

154,310

Class

R6

4,430,505

41,014,770

4,003,107

36,667,628

Retirement

Class

1,130,311

10,468,575

1,250,869

11,468,938

Total

reinvestments

of

distributions

6,874,344

63,659,537

6,463,804

59,236,368

Redemptions:

Class

A

(4,008,151)

(37,129,951)

(3,082,202)

(28,307,983)

Class

I

(4,947,995)

(45,620,492)

(3,500,216)

(31,936,878)

Premier

Class

(95,631)

(881,911)

(125,244)

(1,145,528)

Class

R6

(37,293,052)

(345,368,306)

(38,038,990)

(348,166,373)

Retirement

Class

(6,514,111)

(60,479,363)

(6,727,634)

(61,544,147)

Class

W

(73,424,216)

(681,377,526)

(55,660,580)

(508,119,150)

Total

redemptions

(126,283,156)

(1,170,857,549)

(107,134,866)

(979,220,059)

Net

increase

(decrease)

from

shareholder

transactions

(14,806,021)

$

(141,391,600)

(25,279,145)

$

(229,846,980)

Year

Ended

3/31/26

Year

Ended

3/31/25

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

Shares

Value

Shares

Value

Subscriptions:

Class

A

1,040,657

$

10,142,691

1,046,902

$

10,218,231

Class

I

31,308

302,545

67,473

653,817

Class

R6

209,442

2,005,409

155,812

1,517,223

Total

subscriptions

1,281,407

12,450,645

1,270,187

12,389,271

Reinvestments

of

distributions:

Class

A

537,930

5,231,316

552,120

5,386,969

Class

I

2,664

25,885

788

7,669

Class

R6

28,260

274,523

26,195

255,358

Total

reinvestments

of

distributions

568,854

5,531,724

579,103

5,649,996

Redemptions:

Class

A

(2,880,138)

(27,935,658)

(3,144,968)

(30,732,841)

Class

I

(11,602)

(113,022)

(29,273)

(284,691)

Class

R6

(216,292)

(2,106,931)

(232,291)

(2,263,020)

Total

redemptions

(3,108,032)

(30,155,611)

(3,406,532)

(33,280,552)

Net

increase

(decrease)

from

shareholder

transactions

(1,257,771)

$

(12,173,242)

(1,557,242)

$

(15,241,285)

Year

Ended

3/31/26

Year

Ended

3/31/25

8.6 Green

Bond

Shares

Value

Shares

Value

Subscriptions:

Class

A

83,603

$

768,028

74,635

$

678,649

Class

I

1,011,315

9,258,796

2,112,597

19,224,809

Class

R6

2,242,619

20,537,779

1,933,261

17,564,782

Retirement

Class

461,616

4,250,354

312,283

2,836,794

Total

subscriptions

3,799,153

34,814,957

4,432,776

40,305,034

Reinvestments

of

distributions:

Class

A

24,320

223,506

26,803

243,547

Class

I

147,102

1,351,079

171,625

1,559,225

Class

R6

208,863

1,919,789

186,611

1,696,617

Retirement

Class

67,860

623,738

61,355

557,748

Total

reinvestments

of

distributions

448,145

4,118,112

446,394

4,057,137

Redemptions:

Class

A

(164,270)

(1,509,192)

(163,368)

(1,486,358)

Class

I

(1,497,954)

(13,698,734)

(1,277,060)

(11,599,419)

Class

R6

(1,053,199)

(9,635,278)

(1,478,813)

(13,493,224)

Retirement

Class

(282,047)

(2,592,876)

(210,359)

(1,907,599)

Total

redemptions

(2,997,470)

(27,436,080)

(3,129,600)

(28,486,600)

Net

increase

(decrease)

from

shareholder

transactions

1,249,828

$

11,496,989

1,749,570

$

15,875,571

Notes

to

Financial

Statements

(continued)

Year

Ended

3/31/26

Year

Ended

3/31/25

8.7 High

Yield

Shares

Value

Shares

Value

Subscriptions:

Class

A

14,706,607

$

130,563,702

13,845,693

$

122,154,287

Class

I

142,287

1,257,545

108,049

953,755

Premier

Class

1,812,212

15,960,202

7,208,560

63,111,283

Class

R6

20,233,161

178,749,079

22,167,132

194,293,679

Retirement

Class

2,064,265

18,278,199

1,654,296

14,557,062

Class

W

38,164,118

338,456,696

6,414,581

56,298,402

Total

subscriptions

77,122,650

683,265,423

51,398,311

451,368,468

Reinvestments

of

distributions:

Class

A

1,233,580

10,956,144

1,280,718

11,280,741

Class

I

31,545

278,749

28,284

247,909

Premier

Class

51,376

455,276

56,072

491,572

Class

R6

8,603,749

76,073,939

8,690,732

76,266,125

Retirement

Class

1,468,578

12,989,804

1,507,621

13,231,270

Class

W

Total

reinvestments

of

distributions

11,388,831

100,753,938

11,563,434

101,517,680

Redemptions:

Class

A

(16,771,580)

(149,024,277)

(17,531,493)

(154,467,789)

Class

I

(111,140)

(983,199)

(145,512)

(1,272,264)

Premier

Class

(2,369,116)

(20,807,955)

(7,224,595)

(63,309,677)

Class

R6

(35,588,671)

(310,858,089)

(23,188,447)

(202,854,929)

Retirement

Class

(4,490,437)

(39,636,404)

(3,707,649)

(32,514,675)

Class

W

(10,043,942)

(88,847,880)

(9,817,934)

(86,010,801)

Total

redemptions

(69,374,886)

(610,157,804)

(61,615,630)

(540,430,135)

Net

increase

(decrease)

from

shareholder

transactions

19,136,595

$

173,861,557

1,346,115

$

12,456,013

Year

Ended

3/31/26

Year

Ended

3/31/25

8.9 Short

Duration

Impact

Bond

Shares

Value

Shares

Value

Subscriptions:

Class

A

86,189

$

839,846

46,900

$

451,430

Class

I

448,057

4,357,152

66,759

641,684

Class

R6

2,079,791

20,266,864

1,233,285

11,882,218

Retirement

Class

28,101,714

274,007,212

269,528

2,582,889

Total

subscriptions

30,715,751

299,471,074

1,616,472

15,558,221

Reinvestments

of

distributions:

Class

A

8,965

87,208

9,788

94,227

Class

I

10,713

104,173

5,166

49,706

Class

R6

213,543

2,077,703

214,329

2,063,497

Retirement

Class

317,800

3,098,623

24,470

235,493

Total

reinvestments

of

distributions

551,021

5,367,707

253,753

2,442,923

Redemptions:

Class

A

(197,313)

(1,924,290)

(55,876)

(538,196)

Class

I

(124,128)

(1,208,436)

(42,227)

(407,250)

Premier

Class

(89,938)

(876,000)

–

–

Class

R6

(2,921,785)

(28,474,578)

(1,404,964)

(13,530,459)

Retirement

Class

(174,127)

(1,692,730)

(283,995)

(2,735,696)

Total

redemptions

(3,507,291)

(34,176,034)

(1,787,062)

(17,211,601)

Net

increase

(decrease)

from

shareholder

transactions

27,759,481

$

270,662,747

83,163

$

789,543

Year

Ended

3/31/26

Year

Ended

3/31/25

9.01 Short

Term

Bond

Shares

Value

Shares

Value

Subscriptions:

Class

A

1,060,174

$

10,812,894

970,778

$

9,787,421

Class

I

6,380,705

65,022,343

3,321,732

33,451,072

Premier

Class

36,592

372,871

100,982

1,010,066

Class

R6

21,617,007

219,649,120

17,522,971

175,688,847

Retirement

Class

3,629,523

36,895,437

2,288,519

22,841,974

Class

W

21,661,297

220,748,836

16,190,691

162,964,017

Total

subscriptions

54,385,298

553,501,501

40,395,673

405,743,397

Reinvestments

of

distributions:

Class

A

418,729

4,271,300

419,671

4,229,798

Class

I

678,174

6,912,210

640,063

6,446,728

Premier

Class

6,874

70,123

8,115

81,718

Class

R6

1,459,430

14,878,045

1,341,582

13,509,874

Retirement

Class

531,585

5,424,329

592,934

5,974,001

Class

W

27,688

282,509

–

–

Total

reinvestments

of

distributions

3,122,480

31,838,516

3,002,365

30,242,119

Redemptions:

Class

A

(1,687,755)

(17,217,947)

(1,581,384)

(15,918,047)

Class

I

(15,635,343)

(159,800,069)

(3,514,168)

(35,299,982)

Premier

Class

(18,025)

(183,746)

(190,331)

(1,906,886)

Class

R6

(21,561,416)

(219,519,260)

(21,676,533)

(218,409,827)

Retirement

Class

(3,969,506)

(40,503,060)

(7,922,527)

(79,804,239)

Class

W

(14,673,131)

(149,314,266)

(23,392,320)

(235,087,971)

Total

redemptions

(57,545,176)

(586,538,348)

(58,277,263)

(586,426,952)

Net

increase

(decrease)

from

shareholder

transactions

(37,398)

$

(1,198,331)

(14,879,225)

$

(150,441,436)

Year

Ended

3/31/26

Year

Ended

3/31/25

9.1 Short

Term

Bond

Index

Shares

Value

Shares

Value

Subscriptions:

Class

A

134,539

$

1,300,373

62,994

$

606,272

Class

I

10,465

101,300

1,321

12,776

Premier

Class

598

5,779

2,718

26,144

Class

R6

1,267,302

12,285,491

1,022,149

9,842,536

Retirement

Class

3,642,511

35,221,356

20,421,199

195,910,250

Class

W

45,480,582

440,247,858

34,041,902

327,223,162

Total

subscriptions

50,535,997

489,162,157

55,552,283

533,621,140

Reinvestments

of

distributions:

Class

A

11,221

108,565

9,949

95,590

Class

I

1,896

18,342

1,802

17,315

Premier

Class

1,929

3,165

Class

R6

265,864

2,573,645

284,096

2,729,244

Retirement

Class

3,699,908

35,816,402

3,435,861

33,033,014

Total

reinvestments

of

distributions

3,979,089

38,518,883

3,732,038

35,878,328

Redemptions:

Class

A

(39,563)

(382,844)

(44,119)

(422,038)

Class

I

(1,883)

(18,214)

(11,207)

(106,806)

Premier

Class

(6,392)

(61,787)

(5,012)

(48,103)

Class

R6

(1,204,993)

(11,661,435)

(3,190,446)

(30,512,800)

Retirement

Class

(9,340,794)

(90,464,972)

(183,847)

(1,771,257)

Class

W

(32,812,513)

(317,665,909)

(21,739,542)

(208,618,679)

Total

redemptions

(43,406,138)

(420,255,161)

(25,174,173)

(241,479,683)

Net

increase

(decrease)

from

shareholder

transactions

11,108,948

$

107,425,879

34,110,148

$

328,019,785

Notes

to

Financial

Statements

(continued)

7. Income

Tax

Information

Each

Fund

is

a

separate

taxpayer

for

federal

income

tax

purposes.

Each

Fund

intends

to

distribute

substantially

all

of

its

net

investment

income

and

net

capital

gains

to

shareholders

and

otherwise

comply

with

the

requirements

of

Subchapter

M

of

the

Internal

Revenue

Code

applicable

to

regulated

investment

companies.

Therefore,

no

federal

income

tax

provision

is

required.

5-15

Year

Laddered

Tax-Exempt

Bond

intends

to

satisfy

conditions

that

will

enable

interest

from

municipal

securities,

which

is

exempt

from

regular

federal

income

tax,

to

retain

such

tax-exempt

status

when

distributed

to

shareholders

of

the

Fund.

Net

realized

capital

gains

and

ordinary

income

distributions

paid

by

the

Fund

are

subject

to

federal

taxation.

Each

Fund

files

income

tax

returns

in

U.S.

federal

and

applicable

state

and

local

jurisdictions.

A

Fund's

federal

income

tax

returns

are

generally

subject

to

examination

for

a

period

of

three

fiscal

years

after

being

filed.

State

and

local

tax

returns

may

be

subject

to

examination

for

an

additional

period

of

time

depending

on

the

jurisdiction.

Management

has

analyzed

each

Fund's

tax

positions

taken

for

all

open

tax

years

and

has

concluded

that

no

provision

for

income

tax

is

required

in

the

Fund's

financial

statements.

Differences

between

amounts

for

financial

statement

and

federal

income

tax

purposes

are

primarily

due

to

timing

differences

in

recognizing

gains

and

losses

on

investment

transactions.

Temporary

differences

do

not

require

reclassification.

As

of

year

end,

permanent

differences

that

resulted

in

reclassifications

among

the

components

of

net

assets

relate

primarily

to

distribution

reallocations,

foreign

currency

transactions,

foreign

taxes

paid,

paydowns,

and

treatment

of

notional

principal

contracts.

Temporary

and

permanent

differences

have

no

impact

on

a

Fund's

net

assets.

As

of

year

end,

the

aggregate

cost

and

the

net

unrealized

appreciation/(depreciation)

of

all

investments

for

federal

income

tax

purposes

were

as

follows:

Year

Ended

3/31/26

Year

Ended

3/31/25

9.2 Money

Market

Shares

Value

Shares

Value

Subscriptions:

Class

A

126,528,30

$

126,528,30

127,943,960

$

127,943,959

Class

I

15,026,917

15,026,917

33,761,803

33,761,804

Premier

Class

60,213,017

60,213,017

59,174,114

59,174,114

Class

R6

425,443,791

425,443,791

391,412,569

391,412,569

Retirement

Class

151,898,116

151,898,116

255,179,274

255,179,274

Total

subscriptions

779,110,14

779,110,14

867,471,720

867,471,720

Reinvestments

of

distributions:

Class

A

11,830,462

11,830,462

13,457,580

13,457,580

Class

I

1,025,930

1,025,930

2,139,422

2,139,422

Premier

Class

1,971,326

1,971,326

1,922,903

1,922,903

Class

R6

45,819,164

45,819,164

52,686,829

52,686,829

Retirement

Class

20,638,021

20,638,021

28,332,573

28,332,573

Total

reinvestments

of

distributions

81,284,903

81,284,903

98,539,307

98,539,307

Redemptions:

Class

A

(134,011,452)

(134,011,452)

(112,789,731)

(112,789,731)

Class

I

(29,173,086)

(29,173,086)

(45,385,628)

(45,385,628)

Premier

Class

(58,998,558)

(58,998,558)

(52,002,430)

(52,002,430)

Class

R6

(537,174,683)

(537,174,683)

(279,157,542)

(279,157,542)

Retirement

Class

(299,217,585)

(299,217,585)

(311,000,800)

(311,000,800)

Total

redemptions

(1,058,575,364)

(1,058,575,364)

(800,336,131)

(800,336,131)

Net

increase

(decrease)

from

shareholder

transactions

(198,180,319)

$

(198,180,31

9)

165,674,896

$

165,674,896

Fund

Tax

Cost

Gross

Unrealized

Appreciation

Gross

Unrealized

(Depreciation)

Net

Unrealized

Appreciation

(Depreciation)

8.1 Bond

Index

$22,904,709,113

$113,585,767

$(1,654,667,969)

$(1,541,082,202)

8.2 Core

Bond

10,671,474,240

77,749,874

(526,767,544)

(449,017,670)

8.3 Core

Impact

Bond

8,033,608,673

63,538,068

(342,175,963)

(278,637,895)

8.4 Core

Plus

Bond

4,658,011,531

37,530,397

(245,218,859)

(207,688,462)

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

190,894,426

1,486,437

(2,362,085)

(875,648)

8.6 Green

Bond

192,446,743

1,019,694

(8,436,099)

(7,416,405)

8.7 High

Yield

2,259,886,244

19,429,999

(54,140,677)

(34,710,678)

8.9 Short

Duration

Impact

Bond

352,413,039

570,331

(1,828,162)

(1,257,831)

9.01 Short

Term

Bond

1,732,709,871

7,817,741

(15,359,729)

(7,541,988)

9.1 Short

Term

Bond

Index

2,463,825,473

5,627,687

(6,696,799)

(1,069,112)

9.2 Money

Market

2,062,713,510

–

–

–

For

purposes

of

this

disclosure,

tax

cost

generally

includes

the

cost

of

portfolio

investments

as

well

as

up-front

fees

or

premiums

exchanged

on

derivatives

and

any

amounts

unrealized

for

income

statement

reporting

but

realized

income

and/or

capital

gains

for

tax

reporting,

if

applicable.

As

of

year end,

the

components

of

accumulated

earnings

on

a

tax

basis

were

as

follows:

The

tax

character

of

distributions

paid was

as

follows:

As

of

year

end,

the

Funds

had

capital

loss

carryforwards,

which

will

not

expire:

Fund

Undistributed

Tax-Exempt

Income\*

Undistributed

Ordinary

Income\*

Undistributed

Long-Term

Capital

Gains

Unrealized

Appreciation

(Depreciation)

Capital

Loss

Carryforwards

Late-Year

Loss

Deferrals

Other

Book-to-Tax

Differences

Total

8.1 Bond

Index

$–

$38,464,336

$–

$(1,541,082,202)

$(719,738,131)

$–

$(41,659,908)

$(2,264,015,905)

8.2 Core

Bond

–

6,375,649

–

(449,027,096)

(949,624,827)

–

(15,280,875)

(1,407,557,149)

8.3 Core

Impact

Bond

–

6,334,296

–

(278,641,012)

(726,629,138)

–

(5,033,623)

(1,003,969,477)

8.4 Core

Plus

Bond

–

5,665,291

–

(207,697,456)

(510,611,158)

–

(13,308,654)

(725,951,977)

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

158,268

–

–

(875,647)

(17,362,069)

–

(118,828)

(18,198,276)

8.6 Green

Bond

–

437,741

–

(7,416,571)

(6,957,247)

–

(292,249)

(14,228,326)

8.7 High

Yield

–

3,985,405

–

(34,710,678)

(472,614,515)

–

(4,377,355)

(507,717,143)

8.9 Short

Duration

Impact

Bond

–

5,619

–

(1,257,832)

(736,073)

–

(2,410)

(1,990,696)

9.01 Short

Term

Bond

–

3,480,931

–

(7,541,988)

(39,120,253)

–

(4,525,910)

(47,707,220)

9.1 Short

Term

Bond

Index

–

5,227,127

–

(1,069,111)

(48,312,925)

–

(5,230,482)

(49,385,391)

9.2 Money

Market

–

261,407

–

–

–

–

–

261,407

\*

Undistributed

tax-exempt

and/or

undistributed

ordinary

income

(on

a

tax

basis)

has

not

been

reduced

for

the

dividends

declared

during

the

period

March

2,

2026

through

March

31,

2026

and

paid

on

April

1,

2026. 3/31/26

3/31/25

Fund

Tax-Exempt

Income\*

Ordinary

Income

Long-Term

Capital

Gains

Tax-Exempt

Income

Ordinary

Income

Long-Term

Capital

Gains

8.1 Bond

Index

$

–

$

934,783,583

$

–

$

–

$

894,984,528

$

–

8.2 Core

Bond

–

474,154,523

–

–

464,860,181

–

8.3 Core

Impact

Bond

–

297,565,126

–

–

285,196,760

–

8.4 Core

Plus

Bond

–

217,818,564

–

–

222,580,646

–

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

5,899,196

116,929

–

6,013,683

162,496

–

8.6 Green

Bond

–

7,661,633

–

–

7,112,118

–

8.7 High

Yield

–

137,657,631

–

–

131,794,977

–

8.9 Short

Duration

Impact

Bond

–

6,130,408

–

–

3,560,372

–

9.01 Short

Term

Bond

–

81,516,148

–

–

80,547,746

–

9.1 Short

Term

Bond

Index

–

101,044,197

–

–

93,764,936

–

9.2 Money

Market

–

81,630,287

–

98,863,558

559

\*

Each

Fund

designates

these

amounts

paid

during

the

period

as

Exempt

Interest

Dividends.

Fund

Short-Term

Long-Term

Total

8.1 Bond

Index

$

77,090,949

$

642,647,182

$

719,738,131

8.2 Core

Bond

351,861,627

597,763,200

949,624,827

8.3 Core

Impact

Bond

320,958,745

405,670,393

726,629,138

8.4 Core

Plus

Bond

169,248,056

341,363,102

510,611,158

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

896,086

16,465,983

17,362,069

8.6 Green

Bond

1,584,367

5,372,880

6,957,247

8.7 High

Yield

82,815,929

389,798,586

472,614,515

8.9 Short

Duration

Impact

Bond

692,699

43,374

736,073

9.01 Short

Term

Bond

–

39,120,253

39,120,253

9.1 Short

Term

Bond

Index

9,095,102

39,217,823

48,312,925

9.2 Money

Market

–

–

–

Notes

to

Financial

Statements

(continued)

As

of

year

end,

the

Funds

utilized

the

following

capital

loss

carryforwards:

8. Management

Fees

and

Other

Transactions

with

Affiliates

Management

Fees:

Under

the

terms

of

the

Investment

Management

Agreement

with

respect

to

each

Fund, the

Adviser provides

asset

management

services

to

the

Fund

for

an

annual

fee,

payable

monthly.

The

Funds

have

entered

into

an

Administrative

Service

Agreement

with

the

Adviser

under

which

the

Funds

pay the

Adviser for

its

costs

in

providing

certain

administrative

and

compliance

services

to

the

Funds.

The

Adviser

has

agreed

to

gradually

reduce

expenses

allocated

to

the

Funds

under

the

Administrative

Services

Agreement

over

a

three-year

period

commencing

May

1,

2024. After

the

expiration

of

this

three-year

period,

the

Adviser

will

no

longer

allocate

expenses

to

the

Funds

under

the

Administrative

Services

Agreement.

Under

the

terms

of

a

Retirement

Class

Service

Agreement

with

respect

to

each

Fund,

the

Retirement

Class

of

the

Fund

incurs

an

annual

fee

of

0.25%

of

the

daily

net

assets,

payable

monthly

to

the

Adviser,

for

certain

administrative

costs

associated

with

the

maintenance

of

Retirement

Class

shares

on

retirement

plan

or

other

platforms.

Substantially

all

of

the

Retirement

Class

shareholder

servicing

fees

reported

on

the

Statement

of

Operations

are

paid

to

the

Adviser

under

the

Service

Agreement.

Under

the

terms

of

a

distribution

Rule

12b-1

plan, Class

A

shares of

each

Fund

compensates

Nuveen

Securities

for

providing

distribution,

promotional

and/or

shareholder

services

to Class

A

shares of

the

Fund

at

the

annual

rate

of

0.25%

of

the

average

daily

net

assets

attributable

to

the

Fund's

Class

A

shares.

The

Premier

Class

of

each

Fund

is

subject

to

a

distribution

Rule

12b-1

plan

that

compensates

Nuveen

Securities

for

providing

distribution,

promotional

and/or

shareholder

services

to

the

Premier

Class

of

the

Fund

at

the

annual

rate

of

0.15%

of

the

average

daily

net

assets

attributable

to

the

Fund's

Premier

Class.

The

Adviser has

contractually

agreed

to

waive

and/or

reimburse

Class

W's

shares'

Management

fees

and

Other

expenses

(excluding

interest,

taxes,

brokerage

commissions

or

other

transactional

expenses,

acquired

fund

fees

and

expenses,

trustee

expenses

and

extraordinary

expenses)

in

their

entirety.

The

Adviser

expects

this

waiver

and/or

reimbursement

to

remain

in

effect

indefinitely,

unless

changed

or

terminated

with

approval

of

the

Board.

The

Management

fees

and

Other

expenses

of

Class

W

shares

that

have

been

waived

by the

Adviser may

be

incurred

directly

or

indirectly,

all

or

in

part,

by

investors

in

Class

W

shares.

The

management

fee

schedule

for

each

Fund,

other

than

Bond

Index,

Short

Term

Bond

Index

and

Money

Market,

consists

of

two

components:

a

Fund-level

fee,

based

only

on

the

amount

of

assets

within

a

Fund,

and

a

complex-level

fee,

based

on

the

aggregate

amount

of

all

eligible

assets

managed

by

the

Adviser

and

Nuveen

Fund

Advisors,

LLC

("Nuveen

Fund

Advisors").

For

each

Fund

subject

to

the

complex-level

fee,

each

Fund's

overall

complex-level

fee

begins

at

a

maximum

rate

of

0.1600%

of

a

Fund's

average

daily

net

assets,

with

breakpoints

for

eligible

complex-level

assets

above

$124.3

billion.

Therefore,

the

maximum

management

fee

rate

for

each

such

Fund

is

the

Fund-level

fee

plus

0.1600%.

The

complex-level

fee

rate

for

each

such

Fund

is

determined

by

taking

the

current

overall

complex-level

fee

rate

and

applying

that

rate

to

all

eligible

assets

of

the

fund.

With

respect

to

the

assets

of

each

such

Fund

that

are

not

eligible

assets,

those

assets

are

subject

to

the

maximum

complex

–level

fee

rate

(0.1600%).

As

of

May

1,

2025,

21%

of

the

net

assets

of

each

such

Fund

are

eligible

assets,

and

that

percentage

will

increase

annually

until

May

1,

2033,

at

which

time

eligible

assets

will

include

all

of

the

net

assets

of

a

Fund.

The

current

overall

complex-level

fee

schedule

is

as

follows:

\*The

complex-level

fee

is

calculated

based

upon

the

aggregate

daily

"eligible

assets"

of

all

Nuveen-branded

closed-end

funds

and

Nuveen-branded

open-end

funds

("Nuveen

Mutual

Funds").

Except

as

described

below,

eligible

assets

include

the

assets

of

all

Nuveen-branded

closed-end

funds

and

Nuveen

Mutual

Funds

organized

in

the

United

States.

Eligible

assets

do

not

include

the

net

assets

of:

Nuveen

fund-of-funds,

Nuveen

money

market

funds,

Nuveen

index

funds,

Nuveen

Large

Cap

Responsible

Equity

Fund

or

Nuveen

Life

Large

Cap

Responsible

Equity

Fund.

In

addition,

eligible

assets

include

a

fixed

percentage

of

the

aggregate

net

assets

of

the

active

equity

and

fixed

income

Nuveen

Mutual

Funds

Fund

Utilized

8.1 Bond

Index

$–

8.2 Core

Bond

–

8.3 Core

Impact

Bond

1,549,121

8.4 Core

Plus

Bond

–

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

–

8.6 Green

Bond

–

8.7 High

Yield

–

8.9 Short

Duration

Impact

Bond

–

9.01 Short

Term

Bond

3,183,112

9.1 Short

Term

Bond

Index

9,393,767

9.2 Money

Market

–

Complex

Level

Asset

Breakpoint

Level\*

Complex

Level

Fee

For

the

first

$124.3

billion

0.1600%

For

the

next

$75.7

billion

0.1350 For

the

next

$200

billion

0.1325 For

eligible

assets

over

$400

billion

0.1300 337

advised

by

the

Adviser

(except

those

identified

above).

The

fixed

percentage

will

increase

annually

until

May

1,

2033,

at

which

time

eligible

assets

will

include

all

of

the

aggregate

net

assets

of

Adviser-advised

active

equity

and

fixed

income

Nuveen

Mutual

Funds

(except

those

identified

above).

Eligible

assets

include

closed-end

fund

assets

managed

by

Nuveen

Fund

Advisors

that

are

attributable

to

financial

leverage.

For

these

purposes,

financial

leverage

includes

the

closed-end

funds'

use

of

preferred

stock

and

borrowings

and

certain

investments

in

the

residual

interest

certificates

(also

called

inverse

floating

rate

securities)

in

tender

option

bond

(TOB)

trusts,

including

the

portion

of

assets

held

by

a

TOB

trust

that

has

been

effectively

financed

by

the

trust's

issuance

of

floating

rate

securities,

subject

to

an

agreement

by

Nuveen

Fund

Advisors

as

to

certain

funds

to

limit

the

amount

of

such

assets

for

determining

eligible

assets

in

certain

circumstances.

As

of

the

end

of

the

current

fiscal

period,

the

complex-level

fee

rate

for

each

Fund

was

as

follows:

The

Adviser

has

agreed

to

reimburse

each

Fund

if

its

total

expense

ratio

(excluding

interest,

taxes,

brokerage

commissions

or

other

transactional

expenses,

acquired

fund

fees

and

expenses

and

extraordinary

expenses)

exceeds

certain

percentages.

As

of

the

end

of

the

current

fiscal

period,

the

investment

management

fee,

service

agreement

fee,

distribution

fee

and

maximum

expense

amounts

(after

waivers

and

reimbursements)

are

equal

to

the

following

noted

annual

percentage

of

average

daily

net

assets

for

each

class:

The

Adviser

agreed

to

voluntarily

waive

a

portion

of

the

investment

management

fee

and/or

the

expense

cap,

for

certain

Funds,

through

July

31,

2028. This

waiver

is

voluntary

in

nature

and

can

be

discontinued

at

any

time

without

prior

notice

to

shareholders

upon

Board

approval.

The

investment

management

fee

and

maximum

expense

amounts

(after

voluntary

waivers)

are

equal

to

the

following

noted

annual

percentage

of

average

daily

net

assets

for

each

class:

Fund

Complex-Level

Fee

8.1 Bond

Index

—%

8.2 Core

Bond

0.1592%

8.3 Core

Impact

Bond

0.1592%

8.4 Core

Plus

Bond

0.1592%

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

0.1592%

8.6 Green

Bond

0.1592%

8.7 High

Yield

0.1592%

8.9 Short

Duration

Impact

Bond

0.1592%

9.01 Short

Term

Bond

0.1592%

9.1 Short

Term

Bond

Index

—%

9.2 Money

Market

—%

Fund-Level

Fee

Range

Maximum

Expense

Amounts‡

Fund

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

8.1 Bond

Index

0.060%

0.440 %

0.240 %

0.240 %

0.090 %

0.340 %

0.090 %

8.2 Core

Bond\*

0.090%—0.140%

0.700 0.500 0.500 0.350 0.600 0.350 8.3 Core

Impact

Bond\*

0.140%—0.190%

0.750 0.550 0.550 0.400 0.650 –

8.4 Core

Plus

Bond\*

0.090%—0.140%

0.700 0.500 0.500 0.350 0.600 0.350 8.5 5–15

Year

Laddered

Tax

Exempt

Bond\*

0.040%—0.090%

0.650 0.450 –

0.300 –

–

8.6 Green

Bond\*

0.190%—0.240%

0.800 0.600 0.600 0.450 0.700 –

8.7 High

Yield\*

0.140%—0.190%

0.750 0.550 0.550 0.400 0.650 0.400 8.9 Short

Duration

Impact

Bond\*

0.090%—0.140%

0.700 0.500 0.500 0.350 0.600 –

9.01 Short

Term

Bond\*

0.040%—0.090%

0.650 0.450 0.450 0.300 0.550 0.300 9.1 Short

Term

Bond

Index

0.050%

0.450 0.250 0.250 0.100 0.350 0.100 9.2 Money

Market

0.100%

0.500 0.300 0.300 0.150 0.400 –

\*

This

Fund

is

subject

to

a

breakpoint

schedule

on

its

investment

management

fee,

which

reduces

this

fee

as

the

Fund's

net

assets

increase.

‡

Maximum

expense

amounts

reflect

all

expenses

excluding

interest,

taxes,

brokerage

commissions

or

other

transactional

expenses,

Acquired

fund

fees

and

expenses

and

extraordinary

expenses.

The

expense

reimbursement

arrangements

will

continue

through

at

least

July

31,

2026. The

reimbursement

arrangements

can

only

be

changed

with

the

approval

of

the

Board.

Fund-Level

Fee

Range

Maximum

Expense

Amounts‡

Fund

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

8.6 Green

Bond\*

0.190%—0.240%

0.770 %

0.570 %

0.570 %

0.420 %

0.670 %

–

%

8.9 Short

Duration

Impact

Bond\*

0.090%—0.140%

0.690 0.490 0.490 0.340 0.590 –

\*

This

Fund

is

subject

to

a

breakpoint

schedule

on

its

investment

management

fee,

which

reduces

this

fee

as

the

Fund's

net

assets

increase.

‡

Maximum

expense

amounts

reflect

all

expenses

excluding

interest,

taxes,

brokerage

commissions

or

other

transactional

expenses,

Acquired

fund

fees

and

expenses

and

extraordinary

expenses.

The

reimbursement

arrangements

can

only

be

changed

with

the

approval

of

the

Board.

Notes

to

Financial

Statements

(continued)

The

Adviser

has

voluntarily

agreed

to

waive

its

investment

management

fees

for

a

Fund,

and/or

reimburse

other

expenses

of

the

Fund,

in

an

amount

equal

to

the

management

fee

of

the

Nuveen

exchange-traded

funds

(the

"Nuveen

ETFs")

paid

by

the

Fund

on

its

investment

in

the

Nuveen

ETFs

in

order

for

the

Fund's

net

expenses

to

not

increase

due

to

the

impact

of

the

Nuveen

ETFs'

management

fees.

The

Adviser

will

adjust

each

Fund's

other

expense

reimbursement

arrangements,

as

necessary,

to

record

the

impact

of

this

waiver

and/or

reimbursement.

Such

voluntary

commitment

will

be

in

force

for

as

long

the

Fund

invests

in

the

Nuveen

ETFs

and

may

only

be

amended

with

approval

of

the

Board.

See

Affiliated

Investments

in

these

Notes

to

Financial

Statements

for

more

information

on

the

Nuveen

ETFs

held

by

the

Funds

during

the

current

fiscal

period.

Other

Transactions

with

Affiliates:

The

Funds are

permitted

to

purchase

or

sell

securities

from

or

to

certain

other

funds

or

accounts

managed

by

the

Adviser

or

by

an

affiliate

of

the

Adviser

(each

an,

"Affiliated

Entity")

under

specified

conditions

outlined

in

procedures

adopted

by

the

Board

("cross-trade").

These

procedures

have

been

designed

to

ensure

that

any

cross-trade

of

securities

by

the Fund

from

or

to

an

Affiliated

Entity

by

virtue

of

having

a

common

investment

adviser

(or

affiliated

investment

adviser),

common

officer

and/

or

common

trustee

complies

with

Rule

17a-7

under

the

1940

Act.

These

transactions

are

affected

at

the

current

market

price

(as

provided

by

an

independent

pricing

service)

without

incurring

broker

commissions.

During

the

current

fiscal

period,

the

Funds

did

not

engage

in

security

transactions

with

affiliated

entities.

The

Distributor

also

received

12b-1

service

fees

on

Class

A

Shares,

substantially

all

of

which

were

paid

to

compensate

financial

intermediaries

for

providing

services

to

shareholders

relating

to

their

investments.

During

the

current

fiscal

period,

the

Distributor

compensated

financial

intermediaries

directly

with

commission

advances

at

the

time

of

purchase

as

follows:

The

Distributor

also

collected

and

retained

CDSC

on

share

redemptions

during

the

current

fiscal

period,

as

follows:

Affiliate

Owned

Shares:

The

following

is

the

percentage

of

the

Funds'

shares

owned

by

TIAA

as

of

the

end

of

the

current

fiscal

period:

Fund

Commission

Advances

(Unaudited)

8.1 Bond

Index

$

—

8.2 Core

Bond

—

8.3 Core

Impact

Bond

—

8.4 Core

Plus

Bond

—

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

—

8.6 Green

Bond

—

8.7 High

Yield

—

8.9 Short

Duration

Impact

Bond

—

9.01 Short

Term

Bond

6,543

9.1 Short

Term

Bond

Index

—

9.2 Money

Market

—

Fund

CDSC

Retained

(Unaudited)

Bond

Index

$

—

Core

Bond

—

Core

Impact

Bond

—

Core

Plus

Bond

—

5–15

Year

Laddered

Tax

Exempt

Bond

—

Green

Bond

—

High

Yield

Short

Duration

Impact

Bond

—

Short

Term

Bond

—

Short

Term

Bond

Index

—

Money

Market

1,268

Companies

in

which a

Fund holds

5%

or

more

of

the

outstanding

voting

shares

are

considered

"affiliated

companies"

of

the

Fund, pursuant

to

the

1940

Act.

A

complete

schedule

of

the

portfolio

holdings

for

each

of

the

affiliated

investments

is

filed

with

the

SEC

for

the

first

and

third

quarters

of

each

fiscal

year

on

Form

N-PORT

and

is

available

on

the

SEC's

website

at

www.sec.gov.

A

copy

of

the

annual

report,

semi-annual

report

and

financial

statements

is

available

for

each

of

the

affiliated

investments

at

https://www.

nuveen.com/en-us/mutual-funds/prospectuses,

or

upon

request

by

calling

(800) 257-8787.

Information

regarding

transactions

with

affiliated

companies

is

as

follows:

9. Borrowing

Arrangements

Line

of

Credit:

The

Funds

along

with

certain

funds

managed

by

the

Adviser

or

by

an

affiliate

of

the

Adviser ("Participating

Funds"),

have

established

a

364-day,

$2.7

billion

standby

credit

facility

with

a

group

of

lenders,

under

which

the

Participating

Funds

may

borrow

for

temporary

purposes

(other

than

on-going

leveraging

for

investment

purposes).

Each

Participating

Fund

is

allocated

a

designated

proportion

of

the

facility's

capacity

(and

its

associated

costs,

as

described

below)

based

upon

a

multi-factor

assessment

of

the

likelihood

and

frequency

of

its

need

to

draw

on

the

facility,

the

size

of

the

Fund

and

its

anticipated

draws,

and

the

potential

importance

of

such

draws

to

the

operations

and

well-being

of

the

Fund,

relative

to

those

of

the

other

Funds.

A

Fund

may

effect

draws

on

the

facility

in

excess

of

its

designated

capacity

if

and

to

the

extent

that

other

Participating

Funds

have

undrawn

capacity.

The

credit

facility

expires

in

June

2026,

unless

extended

or

renewed.

The

credit

facility

has

the

following

terms:

0.15%

per

annum

on

unused

commitment

amounts

and

a

drawn

interest

rate

equal

to

the

higher

of

(a) OBFR

(Overnight

Bank

Funding

Rate)

plus

1.20%

per

annum

or

(b) the

Fed

Funds

Effective

Rate

plus

1.20%

per

annum

on

amounts

borrowed. Interest

expense

incurred

by

the

Participating

Funds,

when

applicable,

is

recognized

as

a

component

of

"Interest

expense"

on

the

Statement

of

Operations.

Participating

Funds

paid

administration,

legal

and

arrangement

fees,

which

are

recognized

as

a

component

of

"Interest

expense"

on

the

Statement

of

Operations,

and

along

with

commitment

fees,

have

been

allocated

among

such

Participating

Funds

based

upon

the

relative

proportions

of

the

facility's

aggregate

capacity

reserved

for

them

and

other

factors

deemed

relevant

by

the

Adviser

and

the

Board

of

each

Participating

Fund.

During

the

current

fiscal

period,

the

following

Funds

utilized

this

facility.

The

Fund's

maximum

outstanding

balance

during

the

utilization

period

was

as

follows:

Underlying

Fund

TIAA

Nuveen

Lifecycle

Funds

Nuveen

Lifecycle

Index

Funds

Nuveen

Lifestyle

Funds

Nuveen

Managed

Allocation

Fund

TIAA

Access

Total

8.1 Bond

Index

–

%

–

%

%

–

%

–

%

%

%

8.2 Core

Bond

–

–

–

–

–

8.4 Core

Plus

Bond

–

–

8.6 Green

Bond

–

–

–

–

8.7 High

Yield

–

–

–

–

9.01 Short

Term

Bond

–

–

–

9.1 Short

Term

Bond

Index

–

–

–

–

–

9.2 Money

Market

–

–

–

–

–

Issue

Value

at

3/31/25

Purchases

Cost

Sales

Proceeds

Realized

Gain

(Loss)

Change

in

Unrealized

Appreciation

(Depreciation)

Shares

at

3/31/26

Value

at

3/31/26

Dividend

Income

Core

Bond

Investment

companies

Nuveen

Securitized

Income

ETF

$

–

$

59,780,775

$

–

$

–

$

68,757

2,377,000

$

59,849,532

$

916,895

Nuveen

Ultra

Short

Income

ETF

100,365,135

–

–

–

(138,790)

3,965,434

100,226,345

4,431,372

Total

$100,365,135

59,780,775

–

–

(70,033)

6,342,434

$160,075,877

5,348,267

Issue

Value

at

3/31/25

Purchases

Cost

Sales

Proceeds

Realized

Gain

(Loss)

Change

in

Unrealized

Appreciation

(Depreciation)

Shares

at

3/31/26

Value

at

3/31/26

Dividend

Income

Core

Plus

Bond

Investment

companies

Nuveen

Securitized

Income

ETF

$

–

$

59,789,165

$

–

$

–

$

60,367

2,377,000

$

59,849,532

$

910,536

Nuveen

Ultra

Short

Income

ETF(a)

50,182,542

–

–

–

(69,395)

1,982,716

50,113,147

2,215,685

Total

$50,182,542

59,789,165

–

–

(9,028)

4,359,716

$109,962,679

3,126,221

(a) Security

on

loan

Notes

to

Financial

Statements

(continued)

During

each

Fund's

utilization

period(s)

during

the

current

fiscal

period,

the

average

daily

balance

outstanding

and

average

annual

interest

rate

on

the

Borrowings

were

as

follows:

Borrowings

outstanding

as

of

the

end

of

the

reporting

period,

if

any,

are

recognized

as

"Borrowings"

on

the

Statement

of

Assets

and

Liabilities.

Fund

Maximum

Outstanding

Balance

Bond

Index

$

—

Core

Bond

—

Core

Impact

Bond

—

Core

Plus

Bond

—

5–15

Year

Laddered

Tax

Exempt

Bond

—

Green

Bond

—

High

Yield

84,829

Short

Duration

Impact

Bond

—

Short

Term

Bond

—

Short

Term

Bond

Index

—

Money

Market

—

Fund

Utilization

Period

(Days

Outstanding)

Average

Daily

Balance

Outstanding

Average

Annual

Interest

Rate

Bond

Index

—

$

—

—

%

Core

Bond

—

—

—

Core

Impact

Bond

—

—

—

Core

Plus

Bond

—

—

—

5–15

Year

Laddered

Tax

Exempt

Bond

—

—

—

Green

Bond

—

—

—

High

Yield

84,829

5.53 Short

Duration

Impact

Bond

—

—

—

Short

Term

Bond

—

—

—

Short

Term

Bond

Index

—

—

—

Money

Market

—

—

—

Important

Tax

Information

(Unaudited)

As

required

by

the

Internal

Revenue

Code

and

Treasury

Regulations,

certain

tax

information,

as

detailed

below,

must

be

provided

to

shareholders.

Shareholders

are

advised

to

consult

their

tax

advisor

with

respect

to

the

tax

implications

of

their

investment.

The

amounts

listed

below

may

differ

from

the

actual

amounts

reported

on

Form

1099-DIV,

which

will

be

sent

to

shareholders

shortly

after

calendar

year

end.

Long-Term

Capital

Gains

As

of

year

end,

each

Fund

designates

the

following

distribution

amounts,

or

maximum

amount

allowable,

as

being

from

net

long-term

capital

gains

pursuant

to

Section

852(b)(3)

of

the

Internal

Revenue

Code:

Dividends

Received

Deduction

(DRD)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

eligible

for

the

dividends

received

deduction

for

corporate

shareholders:

Qualified

Dividend

Income

(QDI)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

treated

as

qualified

dividend

income

for

individuals

pursuant

to

Section

1(h)(11)

of

the

Internal

Revenue

Code:

Fund

Net

Long-Term

Capital

Gains

8.1 Bond

Index

$

–

8.2 Core

Bond

–

8.3 Core

Impact

Bond

–

8.4 Core

Plus

Bond

–

8.5 5–15

Year

Laddered

Tax

Exempt

Bond

–

8.6 Green

Bond

–

8.7 High

Yield

–

8.9 Short

Duration

Impact

Bond

–

9.01 Short

Term

Bond

–

9.1 Short

Term

Bond

Index

–

9.2 Money

Market

Fund

Percentage

8.1 Bond

Index

—

%

8.2 Core

Bond

0.1 8.3 Core

Impact

Bond

—

8.4 Core

Plus

Bond

0.1 8.5 5–15

Year

Laddered

Tax

Exempt

Bond

—

8.6 Green

Bond

—

8.7 High

Yield

—

8.9 Short

Duration

Impact

Bond

—

9.01 Short

Term

Bond

—

9.1 Short

Term

Bond

Index

—

9.2 Money

Market

—

Fund

Percentage

8.1 Bond

Index

—

%

8.2 Core

Bond

0.1 8.3 Core

Impact

Bond

0.9 8.4 Core

Plus

Bond

0.1 8.5 5–15

Year

Laddered

Tax

Exempt

Bond

—

8.6 Green

Bond

0.8 8.7 High

Yield

—

8.9 Short

Duration

Impact

Bond

—

9.01 Short

Term

Bond

—

9.1 Short

Term

Bond

Index

—

9.2 Money

Market

—

Important

Tax

Information

(continued)

Qualified

Interest

Income

(QII)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

treated

as

qualified

interest

income

and/or

short-term

capital

gain

dividends pursuant

to

Section

871(k)

of

the

Internal

Revenue

Code:

163(j)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

dividends

treated

as

Section

163(j)

interest

dividends

pursuant

to

Section

163(j)

of

the

Internal

Revenue

Code:

Fund

Prior

Year

End

to

12/31

Percentage

1/1

to

Current

Year

End

Percentage

8.1 Bond

Index

99.2 %

63.8 %

8.2 Core

Bond

66.9 100.0 8.3 Core

Impact

Bond

66.3 100.0 8.4 Core

Plus

Bond

59.2 100.0 8.5 5–15

Year

Laddered

Tax

Exempt

Bond

—

—

8.6 Green

Bond

62.7 100.0 8.7 High

Yield

89.7 66.8 8.9 Short

Duration

Impact

Bond

65.0 70.2 9.01 Short

Term

Bond

86.5 85.7 9.1 Short

Term

Bond

Index

89.3 92.7 9.2 Money

Market

99.6 100.0 Fund

Percentage

8.1 Bond

Index

98.5 %

8.2 Core

Bond

92.0 8.3 Core

Impact

Bond

87.1 8.4 Core

Plus

Bond

95.2 8.5 5–15

Year

Laddered

Tax

Exempt

Bond

–

8.6 Green

Bond

87.4 8.7 High

Yield

95.9 8.9 Short

Duration

Impact

Bond

85.1 9.01 Short

Term

Bond

97.0 9.1 Short

Term

Bond

Index

99.9 9.2 Money

Market

100.0 ------

**Item 8.** **Changes in and Disagreements with Accountants for Open-End Management Investment Companies.** <br>

Not applicable.

------

**Item 9.** **Proxy Disclosures for Open-End Management Investment Companies.** <br>

Not applicable.

------

**Item 10.** **Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.** <br>

The Funds do not pay any remuneration to their officers. Remuneration paid to trustees, officers and Teachers Advisors, LLC, the Funds' investment adviser and an affiliate of the Funds' officers, is included in the Statement of Operations under the line items "Trustees fees", "Management fees" and "Administrative service fees" as part of the financial statements filed under Item 7 of this Form N-CSR.

------

**Item 11.** **Statement Regarding Basis for Approval of Investment Advisory Contract.** <br>

Not applicable.

------

**Item 12.** **Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.** <br>

Not applicable to open-end investment companies.

------

**Item 13.** **Portfolio Managers of Closed-End Management Investment Companies.** <br>

Not applicable to open-end investment companies.

------

**Item 14.** **Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.** <br>

Not applicable to open-end investment companies.

------

**Item 15.** **Submission of Matters to a Vote of Security Holders.** <br>

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant's Board of Trustees implemented after the registrant last provided disclosure in response to this Item.

------

**Item 16.** **Controls and Procedures.** <br>

(a) The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of this report that includes the disclosure required by this paragraph, based on their evaluation of the controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (the "Exchange Act") (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

------

**Item 17.** **Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.** <br>

(a) Not applicable to open-end investment companies.

(b) Not applicable to open-end investment companies.

------

**Item 18.** **Recovery of Erroneously Awarded Compensation.** <br>

(a) Not applicable.

(b) Not applicable.

------

**Item 19.** **Exhibits.** <br>

(a)(1) Not applicable because the code of ethics is available, upon request and without charge, by calling 800-257-8787 and there were no amendments during the period covered by this report.

(a)(2) Not applicable.

---

| | |
|:---|:---|
| [(a)(3)](d612795dex99a3.htm) | [Certifications pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.](d612795dex99a3.htm)  |

---

(a)(4) Not applicable.

(a)(5) Not applicable.

[(b)](d612795dex99b.htm) [Certification pursuant to Rule 30a-2(b) under the Investment Company Act of 1940 and Section 906 of the Sarbanes-Oxley Act of 2002 is attached hereto.](d612795dex99b.htm) 

------

#### SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

---

| | |
|:---|:---|
| <u>TIAA-CREF Funds</u> |  |
| Date: June 5, 2026 | By: <u>/s/ Jordan M. Farris</u>  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jordan M. Farris |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chief Administrative Officer |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
| Date: June 5, 2026 | By: <u>/s/ Jordan M. Farris</u>  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jordan M. Farris |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chief Administrative Officer |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (principal executive officer) |
| Date: June 5, 2026 | By: <u>/s/ Marc Cardella</u>  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marc Cardella |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vice President and Controller |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (principal financial officer) |

---

## Ex-99.(A)(3)

**Exhibit 19(a)(3)** 

**<u>CERTIFICATION</u>**

I, Jordan M. Farris, certify that:

1. I have reviewed this report on Form N-CSR of TIAA-CREF Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

------

---

| | | |
|:---|:---|:---|
|  Date: June 5, 2026 | By: | <u>/s/ Jordan M. Farris</u>  |
|  |  | Jordan M. Farris |
|  |  | Chief Administrative Officer |
|  |  | (principal executive officer) |

---

------

**<u>CERTIFICATION</u>**

I, Marc Cardella, certify that:

1. I have reviewed this report on Form N-CSR of TIAA-CREF Funds;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

------

---

| | | |
|:---|:---|:---|
|  Date: June 5, 2026 | By: | <u>/s/ Marc Cardella</u>  |
|  |  | Marc Cardella |
|  |  | Vice President and Controller |
|  |  | (principal financial officer) |

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## Ex-99.(B)

**Exhibit 19(b)** 

**<u>CERTIFICATION</u>**

**Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002** 

**(Subsections (a) and (b) of Section 1350, Chapter 63 of Title 18, United States Code)** 

In connection with the annual report of TIAA-CREF Funds (the "Registrant") on Form N-CSR for the period ended March 31, 2026, as filed with the Securities and Exchange Commission (the "Report"), the undersigned officers of the Registrant certify that, to the best of each such officer's knowledge:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange
Act of 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information contained in the Report fairly presents, in all material respects, the financial condition and
results of operations of the Registrant.

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| | | |
|:---|:---|:---|
|  Date: June 5, 2026 | By: | <u>/s/ Jordan M. Farris</u>  |
|  |  | Jordan M. Farris |
|  |  | Chief Administrative Officer |
|  |  | (principal executive officer) |
|  Date: June 5, 2026 | By: | <u>/s/ Marc Cardella</u>  |
|  |  | Marc Cardella |
|  |  | Vice President and Controller |
|  |  | (principal financial officer) |

---