# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001193125-25-307590
**Filing Date:** 2025-12
**Character Count:** 1552080
**Document Hash:** 1694096cb6f4062cec02e058adaa4308
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-307590.hdr.sgml**: 20251204

**ACCESSION NUMBER**: 0001193125-25-307590

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 130

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251204

**DATE AS OF CHANGE**: 20251204

**EFFECTIVENESS DATE**: 20251204

**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-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251548491

**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-CSRS

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 <u>811-09301</u> 

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>September 30, 2025</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](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Bond Index Fund

Class A Shares/TBILX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $20 | 0.40% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 25887361489 |
|  Total number of portfolio holdings |  | 9493 |
|  Portfolio turnover (%) |  | 17% |

---

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g61l58.jpg)

![LOGO](g877034g1g40s32.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.

1 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_SAR_0925<br> 4862004 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Bond Index Fund

Class I Shares/TBIAX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $9 | 0.17% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 25887361489 |
|  Total number of portfolio holdings |  | 9493 |
|  Portfolio turnover (%) |  | 17% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g87l36.jpg)

![LOGO](g877034g1g17g67.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.

1 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.

---

| | |
|:---|:---|
| 87245P692_SAR_0925<br> 4862004 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Bond Index Fund

Premier Class Shares/TBIPX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $11 | 0.22% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 25887361489 |
|  Total number of portfolio holdings |  | 9493 |
|  Portfolio turnover (%) |  | 17% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g68v31.jpg)

![LOGO](g877034g1g38g36.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.

1 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.

---

| | |
|:---|:---|
| 87245M590_SAR_0925<br> 4862004 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Bond Index Fund

Class R6 Shares/TBIIX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $4 | 0.07% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 25887361489 |
|  Total number of portfolio holdings |  | 9493 |
|  Portfolio turnover (%) |  | 17% |

---

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g00a35.jpg)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g00b35.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.

1 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.

---

| | |
|:---|:---|
| 87245M848_SAR_0925<br> 4862004 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Bond Index Fund

Retirement Class Shares/TBIRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $16 | 0.32% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 25887361489 |
|  Total number of portfolio holdings |  | 9493 |
|  Portfolio turnover (%) |  | 17% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g91p89.jpg)

![LOGO](g877034g1g87y82.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.

1 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.

---

| | |
|:---|:---|
| 87245M855_SAR_0925<br> 4862004 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Bond Index Fund

Class W Shares/TBIWX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 25887361489 |
|  Total number of portfolio holdings |  | 9493 |
|  Portfolio turnover (%) |  | 17% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g10r79.jpg)

![LOGO](g877034g1g68t71.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.

1 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.

---

| | |
|:---|:---|
| 87245P411_SAR_0925<br> 4862004 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Bond Fund

Class A Shares/TIORX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $30 | 0.59% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 11273914924 |
|  Total number of portfolio holdings |  | 1926 |
|  Portfolio turnover (%) |  | 54% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g23h61.jpg)

![LOGO](g877034g1g82i92.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.

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_SAR_0925<br> 4862016 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br>Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Bond Fund

Class I Shares/TIBHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $22 | 0.43% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 11273914924 |
|  Total number of portfolio holdings |  | 1926 |
|  Portfolio turnover (%) |  | 54% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g13_91.jpg)

![LOGO](g877034g1g59e66.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.

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.

---

| | |
|:---|:---|
| 87245P718_SAR_0925<br> 4862016 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Bond Fund

Premier Class Shares/TIDPX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | 0.43% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 11273914924 |
|  Total number of portfolio holdings |  | 1926 |
|  Portfolio turnover (%) |  | 54% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g41l19.jpg)

![LOGO](g877034g1g77x93.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.

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.

---

| | |
|:---|:---|
| 87245M491_SAR_0925<br> 4862016 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Bond Fund

Class R6 Shares/TIBDX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $14 | 0.28% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 11273914924 |
|  Total number of portfolio holdings |  | 1926 |
|  Portfolio turnover (%) |  | 54% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g01g01.jpg)

![LOGO](g877034g1g01g02.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;

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_SAR_0925<br> 4862016 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Bond Fund

Retirement Class Shares/TIDRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $27 | 0.53% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 11273914924 |
|  Total number of portfolio holdings |  | 1926 |
|  Portfolio turnover (%) |  | 54% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g11y85.jpg)

![LOGO](g877034g1g76s60.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.

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_SAR_0925<br> 4862016 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Bond Fund

Class W Shares/TBBWX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 11273914924 |
|  Total number of portfolio holdings |  | 1926 |
|  Portfolio turnover (%) |  | 54% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g21f86.jpg)

![LOGO](g877034g1g82n76.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.

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_SAR_0925<br> 4862016 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Impact Bond Fund

Class A Shares/TSBRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $34 | 0.66% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 7061832637 |
|  Total number of portfolio holdings |  | 1061 |
|  Portfolio turnover (%) |  | 75% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g98y20.jpg)

![LOGO](g877034g1g56r12.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.

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.

---

| | |
|:---|:---|
| 87245R714_SAR_0925<br> 4862027 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Impact Bond Fund

Class I Shares/TSBHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $21 | 0.42% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 7061832637 |
|  Total number of portfolio holdings |  | 1061 |
|  Portfolio turnover (%) |  | 75% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g04d73.jpg)

![LOGO](g877034g1g91c39.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.

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_SAR_0925<br> 4862027 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Impact Bond Fund

Premier Class Shares/TSBPX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $25 | 0.50% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 7061832637 |
|  Total number of portfolio holdings |  | 1061 |
|  Portfolio turnover (%) |  | 75% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g27b16.jpg)

![LOGO](g877034g1g58w41.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.

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.

---

| | |
|:---|:---|
| 87245R680_SAR_0925<br> 4862027 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Impact Bond Fund

Class R6 Shares/TSBIX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $18 | 0.35% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 7061832637 |
|  Total number of portfolio holdings |  | 1061 |
|  Portfolio turnover (%) |  | 75% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g00a53.jpg)

![LOGO](g877034g1g00b53.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.

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.

---

| | |
|:---|:---|
| 87245R672_SAR_0925<br> 4862027 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Impact Bond Fund

Retirement Class Shares/TSBBX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $31 | 0.60% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 7061832637 |
|  Total number of portfolio holdings |  | 1061 |
|  Portfolio turnover (%) |  | 75% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g45t52.jpg)

![LOGO](g877034g1g17g38.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.

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.

---

| | |
|:---|:---|
| 87245R698_SAR_0925<br> 4862027 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Plus Bond Fund

Class A Shares/TCBPX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $32 | 0.63% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 4814250608 |
|  Total number of portfolio holdings |  | 1592 |
|  Portfolio turnover (%) |  | 56% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g00a17.jpg)

![LOGO](g877034g1g00b17.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;

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;

---

| | |
|:---|:---|
| 886315407_SAR_0925<br> 4862040 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Plus Bond Fund

Class I Shares/TCBHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $24 | 0.48% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 4814250608 |
|  Total number of portfolio holdings |  | 1592 |
|  Portfolio turnover (%) |  | 56% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g50u44.jpg)

![LOGO](g877034g1g71d96.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.

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.

---

| | |
|:---|:---|
| 87245P684_SAR_0925<br> 4862040 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Plus Bond Fund

Premier Class Shares/TBPPX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $23 | 0.45% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 4814250608 |
|  Total number of portfolio holdings |  | 1592 |
|  Portfolio turnover (%) |  | 56% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g45u64.jpg)

![LOGO](g877034g1g07d53.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.

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.

---

| | |
|:---|:---|
| 87245M483_SAR_0925<br> 4862040 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Plus Bond Fund

Class R6 Shares/TIBFX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $15 | 0.30% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 4814250608 |
|  Total number of portfolio holdings |  | 1592 |
|  Portfolio turnover (%) |  | 56% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g11w74.jpg)

![LOGO](g877034g1g37h46.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.

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_SAR_0925<br> 4862040 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Plus Bond Fund

Retirement Class Shares/TCBRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $28 | 0.55% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 4814250608 |
|  Total number of portfolio holdings |  | 1592 |
|  Portfolio turnover (%) |  | 56% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g66i68.jpg)

![LOGO](g877034g1g22x73.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;

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;

---

| | |
|:---|:---|
| 886315605_SAR_0925<br> 4862040 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Core Plus Bond Fund

Class W Shares/TCBWX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 4814250608 |
|  Total number of portfolio holdings |  | 1592 |
|  Portfolio turnover (%) |  | 56% |

---

1 continued>>

------

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g29d73.jpg)

![LOGO](g877034g1g65n70.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.

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_SAR_0925<br> 4862040 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen 5-15 Year Laddered Tax Exempt Bond Fund

Class A Shares/TIXRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $30 | 0.59% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 196638840 |
|  Total number of portfolio holdings |  | 197 |
|  Portfolio turnover (%) |  | 7% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g00a23.jpg)

![LOGO](g877034g1g00b23.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.

1 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_SAR_0925<br> 4862053 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen 5-15 Year Laddered Tax Exempt Bond Fund

Class I Shares/TIXHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | 0.33% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 196638840 |
|  Total number of portfolio holdings |  | 197 |
|  Portfolio turnover (%) |  | 7% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g40_10.jpg)

![LOGO](g877034g1g38j67.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.

1 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.

---

| | |
|:---|:---|
| 87245P627_SAR_0925<br> 4862053 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen 5-15 Year Laddered Tax Exempt Bond Fund

Class R6 Shares/TITIX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $15 | 0.30% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 196638840 |
|  Total number of portfolio holdings |  | 197 |
|  Portfolio turnover (%) |  | 7% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g04x14.jpg)

![LOGO](g877034g1g26p71.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.

1 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.

---

| | |
|:---|:---|
| 886315860_SAR_0925<br> 4862053 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Green Bond Fund

Class A Shares/TGROX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $39 | 0.76% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 180752894 |
|  Total number of portfolio holdings |  | 256 |
|  Portfolio turnover (%) |  | 13% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g30c44.jpg)

![LOGO](g877034g1g76_29.jpg)

![LOGO](g877034g1g47g83.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.

1 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_SAR_0925<br> 4862069 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Green Bond Fund

Class I Shares/TGRKX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $25 | 0.50% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 180752894 |
|  Total number of portfolio holdings |  | 256 |
|  Portfolio turnover (%) |  | 13% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g08h64.jpg)

![LOGO](g877034g1g49t76.jpg)

![LOGO](g877034g1g47g83.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.

1 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_SAR_0925<br> 4862069 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Green Bond Fund

Premier Class Shares/TGRLX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $29 | 0.57% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 180752894 |
|  Total number of portfolio holdings |  | 256 |
|  Portfolio turnover (%) |  | 13% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g80g92.jpg)

![LOGO](g877034g1g05f33.jpg)

![LOGO](g877034g1g47g83.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.

1 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_SAR_0925<br> 4862069 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Green Bond Fund

Class R6 Shares/TGRNX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $21 | 0.42% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 180752894 |
|  Total number of portfolio holdings |  | 256 |
|  Portfolio turnover (%) |  | 13% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g01n99.jpg)

![LOGO](g877034g1g02n99.jpg)

![LOGO](g877034g1g47g83.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.

1 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_SAR_0925<br> 4862069 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Green Bond Fund

Retirement Class Shares/TGRMX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $34 | 0.67% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 180752894 |
|  Total number of portfolio holdings |  | 256 |
|  Portfolio turnover (%) |  | 13% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g96y96.jpg)

![LOGO](g877034g1g30q63.jpg)

![LOGO](g877034g1g47g83.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.

1 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_SAR_0925<br> 4862069 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen High Yield Fund

Class A Shares/TIYRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $35 | 0.68% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1993381232 |
|  Total number of portfolio holdings |  | 321 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g11a00.jpg)

![LOGO](g877034g1g11b02.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.

1 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.

---

| | |
|:---|:---|
| 886315811_SAR_0925<br> 4862085 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen High Yield Fund

Class I Shares/TIHHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $26 | 0.51% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1993381232 |
|  Total number of portfolio holdings |  | 321 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g23x31.jpg)

![LOGO](g877034g1g31r59.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.

1 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.

---

| | |
|:---|:---|
| 87245P676_SAR_0925<br> 4862085 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen High Yield Fund

Premier Class Shares/TIHPX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $26 | 0.51% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1993381232 |
|  Total number of portfolio holdings |  | 321 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g93c62.jpg)

![LOGO](g877034g1g78x78.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.

1 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.

---

| | |
|:---|:---|
| 87245M467_SAR_0925<br> 4862085 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen High Yield Fund

Class R6 Shares/TIHYX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $19 | 0.36% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1993381232 |
|  Total number of portfolio holdings |  | 321 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g99l85.jpg)

![LOGO](g877034g1g45c37.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.

1 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_SAR_0925<br> 4862085 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen High Yield Fund

Retirement Class Shares/TIHRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $31 | 0.61% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1993381232 |
|  Total number of portfolio holdings |  | 321 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g65s60.jpg)

![LOGO](g877034g1g73f46.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.

1 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_SAR_0925<br> 4862085 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen High Yield Fund

Class W Shares/TIHWX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1993381232 |
|  Total number of portfolio holdings |  | 321 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g97n74.jpg)

![LOGO](g877034g1g42i75.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.

1 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_SAR_0925<br> 4862085 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Duration Impact Bond Fund

Class A Shares/TSDBX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $33 | 0.66% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $122850990 |
|  Total number of portfolio holdings | 189 |
|  Portfolio turnover (%) | 129% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g04d74.jpg)

![LOGO](g877034g1g36j71.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.

1 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_SAR_0925<br> 4862096 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Duration Impact Bond Fund

Class I Shares/TSDHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | 0.38% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $122850990 |
|  Total number of portfolio holdings | 189 |
|  Portfolio turnover (%) | 129% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g15n30.jpg)

![LOGO](g877034g1g20o60.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.

1 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_SAR_0925<br> 4862096 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Duration Impact Bond Fund

Premier Class Shares/TSDFX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $25 | 0.49% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $122850990 |
|  Total number of portfolio holdings | 189 |
|  Portfolio turnover (%) | 129% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g72j28.jpg)

![LOGO](g877034g1g51n76.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.

1 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_SAR_0925<br> 4862096 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Duration Impact Bond Fund

Class R6 Shares/TSDJX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $17 | 0.34% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $122850990 |
|  Total number of portfolio holdings | 189 |
|  Portfolio turnover (%) | 129% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g01n09.jpg)

![LOGO](g877034g1g02n09.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.

1 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_SAR_0925<br> 4862096 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Duration Impact Bond Fund

Retirement Class Shares/TSDDX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $30 | 0.59% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $122850990 |
|  Total number of portfolio holdings | 189 |
|  Portfolio turnover (%) | 129% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g07r84.jpg)

![LOGO](g877034g1g80m49.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.

1 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_SAR_0925<br> 4862096 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Fund

Class A Shares/TCTRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $30 | 0.59% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1883596105 |
|  Total number of portfolio holdings |  | 289 |
|  Portfolio turnover (%) |  | 109% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g05a01.jpg)

![LOGO](g877034g1g05b02.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.

1 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.

---

| | |
|:---|:---|
| 886315704_SAR_0925<br> 4862106 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Fund

Class I Shares/TCTHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $18 | 0.36% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1883596105 |
|  Total number of portfolio holdings |  | 289 |
|  Portfolio turnover (%) |  | 109% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g24l63.jpg)

![LOGO](g877034g1g27x67.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.

1 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.

---

| | |
|:---|:---|
| 87245P650_SAR_0925<br> 4862106 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Fund

Premier Class Shares/TSTPX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $21 | 0.42% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1883596105 |
|  Total number of portfolio holdings |  | 289 |
|  Portfolio turnover (%) |  | 109% |

---

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g48y72.jpg)

![LOGO](g877034g1g20o51.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.

1 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.

---

| | |
|:---|:---|
| 87245M475_SAR_0925<br> 4862106 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Fund

Class R6 Shares/TISIX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $14 | 0.27% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1883596105 |
|  Total number of portfolio holdings |  | 289 |
|  Portfolio turnover (%) |  | 109% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g51p11.jpg)

![LOGO](g877034g1g19n05.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.

1 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.

---

| | |
|:---|:---|
| 886315803_SAR_0925<br> 4862106 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Fund

Retirement Class Shares/TISRX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $26 | 0.52% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1883596105 |
|  Total number of portfolio holdings |  | 289 |
|  Portfolio turnover (%) |  | 109% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g88g66.jpg)

![LOGO](g877034g1g12b09.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.

1 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.

---

| | |
|:---|:---|
| 886315886_SAR_0925<br> 4862106 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Fund

Class W Shares/TCTWX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 1883596105 |
|  Total number of portfolio holdings |  | 289 |
|  Portfolio turnover (%) |  | 109% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g80j82.jpg)

![LOGO](g877034g1g86_87.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.

1 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.

---

| | |
|:---|:---|
| 87245P361_SAR_0925<br> 4862106 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Index Fund

Class A Shares/TRSHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $20 | 0.39% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 2518630215 |
|  Total number of portfolio holdings |  | 1099 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g20i34.jpg)

![LOGO](g877034g1g04n00.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.

1 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.

---

| | |
|:---|:---|
| 87245R466_SAR_0925<br> 4862115 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Index Fund

Class I Shares/TTBHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $10 | 0.20% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 2518630215 |
|  Total number of portfolio holdings |  | 1099 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g44d10.jpg)

![LOGO](g877034g1g75d46.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.

1 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_SAR_0925<br> 4862115 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Index Fund

Premier Class Shares/TPSHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $12 | 0.24% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 2518630215 |
|  Total number of portfolio holdings |  | 1099 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g27x18.jpg)

![LOGO](g877034g1g05d93.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.

1 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.

---

| | |
|:---|:---|
| 87245R441_SAR_0925<br> 4862115 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Index Fund

Class R6 Shares/TNSHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $4 | 0.07% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 2518630215 |
|  Total number of portfolio holdings |  | 1099 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g00a61.jpg)

![LOGO](g877034g1g00b61.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.

1 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.

---

| | |
|:---|:---|
| 87245R433_SAR_0925<br> 4862115 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Index Fund

Retirement Class Shares/TESHX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $16 | 0.32% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 2518630215 |
|  Total number of portfolio holdings |  | 1099 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g36_23.jpg)

![LOGO](g877034g1g94w75.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.

1 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.

---

| | |
|:---|:---|
| 87245R458_SAR_0925<br> 4862115 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Short Term Bond Index Fund

Class W Shares/TTBWX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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.

Fund Statistics (as of September 30, 2025)

---

| | | |
|:---|:---|:---|
|  Fund net assets | $| 2518630215 |
|  Total number of portfolio holdings |  | 1099 |
|  Portfolio turnover (%) |  | 29% |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g97w08.jpg)

![LOGO](g877034g1g65c02.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.

1 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.

---

| | |
|:---|:---|
| 87245P353_SAR_0925<br> 4862115 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Money Market Fund

Class A Shares/TIRXX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $23 | 0.45% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $2036516384 |
|  Total number of portfolio holdings | 59 |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g34x61.jpg)

1 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.

---

| | |
|:---|:---|
| 886315670_SAR_0925<br> 4862131 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | <br> Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Money Market Fund

Class I Shares/TMHXX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $10 | 0.19% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $2036516384 |
|  Total number of portfolio holdings | 59 |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g77j34.jpg)

1 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.

---

| | |
|:---|:---|
| 87245P619_SAR_0925<br> 4862131 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Money Market Fund

Premier Class Shares/TPPXX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $14 | 0.27% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $2036516384 |
|  Total number of portfolio holdings | 59 |

---

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g38w19.jpg)

1 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.

---

| | |
|:---|:---|
| 87245M442_SAR_0925<br> 4862131 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Money Market Fund

Class R6 Shares/TCIXX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $6 | 0.12% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $2036516384 |
|  Total number of portfolio holdings | 59 |

---

What did the Fund invest in? (as of September 30, 2025)

![LOGO](g877034g1g03p01.jpg)

1 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.

---

| | |
|:---|:---|
| 87244W706_SAR_0925<br> 4862131 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br> ![LOGO](g877034g1g19w55.jpg) | Semi-Annual Shareholder Report <br>September 30, 2025  |

---

Nuveen Money Market Fund

Retirement Class Shares/TIEXX

Semi-Annual Shareholder Report

This semi-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 September 30, 2025. 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 six months? (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 | $19 | 0.37% |

---

\* Annualized for period less than one year.

Fund Statistics (as of September 30, 2025)

---

| | |
|:---|:---|
|  Fund net assets | $2036516384 |
|  Total number of portfolio holdings | 59 |

---

What did the Fund invest in? (as of September 30, 2025)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ![LOGO](g877034g1g15i08.jpg)

1 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.

---

| | |
|:---|:---|
| 886315688_SAR_0925<br> 4862131 | ![LOGO](g877034g1g85u20.jpg) |

---

2.0 ------

**Item 2.** **Code of Ethics.** <br>

Not applicable to this filing.

------

**Item 3.** **Audit Committee Financial Expert.** <br>

Not applicable to this filing.

------

**Item 4.** **Principal Accountant Fees and Services.** <br>

Not applicable to this filing.

------

**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>

------

Portfolio of Investments September 30, 2025

Bond Index

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 99.2%

CORPORATE BONDS - 25.2%

AUTOMOBILES & COMPONENTS - 0.5%

$

1,000,000

American Honda Finance Corp

.900

%

07/09/27

$

1,014,127

1,000,000

American Honda Finance Corp

.650

11/15/28

1,042,591

1,000,000

American Honda Finance Corp

.250

01/12/29

940,532

1,000,000

American Honda Finance Corp

.900

03/13/29

1,020,961

1,000,000

American Honda Finance Corp

.400

09/05/29

1,005,247

1,000,000

American Honda Finance Corp

.800

03/05/30

1,017,090

1,000,000

American Honda Finance Corp

.600

04/17/30

1,008,384

1,000,000

American Honda Finance Corp

.500

09/04/30

1,001,412

1,500,000

American Honda Finance Corp

.850

10/04/30

1,594,703

1,000,000

American Honda Finance Corp

.800

01/13/31

873,145

1,000,000

American Honda Finance Corp

.050

07/10/31

1,026,533

1,000,000

American Honda Finance Corp

.150

07/09/32

1,024,619

100,000

Aptiv plc

.350

03/15/29

100,169

1,000,000

Aptiv plc

.650

09/13/29

1,009,359

600,000

Aptiv plc

.250

03/01/32

551,871

1,000,000

Aptiv plc

.150

09/13/34

994,165

100,000

Aptiv plc

.400

10/01/46

79,914

575,000

Aptiv plc

.400

03/15/49

525,773

1,500,000

Aptiv plc

.100

12/01/51

952,116

1,000,000

Aptiv plc

.150

05/01/52

756,322

1,000,000

Aptiv plc

.750

09/13/54

954,129

1,650,000

BorgWarner, Inc

.650

07/01/27

1,607,543

1,000,000

(a) BorgWarner, Inc

.400

08/15/34

1,031,687

200,000

BorgWarner, Inc

.375

03/15/45

169,310

2,000,000

(a) Ford Motor Co

.450

07/16/31

2,212,120

4,000,000

Ford Motor Co

.250

02/12/32

3,499,895

700,000

Ford Motor Co

.750

01/15/43

558,121

500,000

Ford Motor Co

.291

12/08/46

421,262

1,250,000

Ford Motor Credit Co LLC

.850

05/17/27

1,265,453

2,000,000

Ford Motor Credit Co LLC

.950

05/28/27

1,996,541

2,000,000

Ford Motor Credit Co LLC

.350

11/04/27

2,085,978

2,000,000

Ford Motor Credit Co LLC

.800

05/12/28

2,077,165

1,500,000

Ford Motor Credit Co LLC

.798

11/07/28

1,566,081

1,500,000

Ford Motor Credit Co LLC

.800

03/08/29

1,522,188

3,000,000

Ford Motor Credit Co LLC

.113

05/03/29

2,977,749

1,000,000

Ford Motor Credit Co LLC

.303

09/06/29

997,509

1,000,000

Ford Motor Credit Co LLC

.875

11/07/29

1,017,417

1,000,000

Ford Motor Credit Co LLC

.350

03/06/30

1,070,399

2,000,000

Ford Motor Credit Co LLC

.730

09/05/30

2,016,462

1,000,000

Ford Motor Credit Co LLC

.050

03/05/31

1,023,130

2,500,000

Ford Motor Credit Co LLC

.625

06/17/31

2,273,765

750,000

Ford Motor Credit Co LLC

.054

11/05/31

766,558

1,000,000

(a) Ford Motor Credit Co LLC

.532

03/19/32

1,040,554

1,500,000

Ford Motor Credit Co LLC

.122

11/07/33

1,603,313

1,750,000

Ford Motor Credit Co LLC

.125

03/08/34

1,758,703

1,000,000

(a) Ford Motor Credit Co LLC

.500

02/07/35

1,027,355

500,000

General Motors Co

.800

10/01/27

521,622

700,000

General Motors Co

.000

10/01/28

711,942

375,000

General Motors Co

.400

10/15/29

387,321

500,000

General Motors Co

.625

04/15/30

518,362

450,000

General Motors Co

.600

10/15/32

467,338

500,000

General Motors Co

.250

04/15/35

525,857

900,000

General Motors Co

.600

04/01/36

971,405

700,000

General Motors Co

.150

04/01/38

669,735

150,000

General Motors Co

.250

10/02/43

152,540

175,000

General Motors Co

.200

04/01/45

157,646

350,000

(a) General Motors Co

.750

04/01/46

374,823

500,000

(a) General Motors Co

.400

04/01/48

455,911

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES & COMPONENTS - 0.5%

(continued)

$

900,000

General Motors Co

.950

%

04/01/49

$

877,435

525,000

General Motors Financial Co, Inc

.000

10/06/26

523,846

1,500,000

General Motors Financial Co, Inc

.400

04/10/28

1,431,080

1,850,000

General Motors Financial Co, Inc

.400

10/15/28

1,750,585

1,000,000

General Motors Financial Co, Inc

.800

01/07/29

1,039,255

2,400,000

General Motors Financial Co, Inc

.650

01/17/29

2,481,976

1,000,000

General Motors Financial Co, Inc

.300

04/06/29

992,640

1,500,000

General Motors Financial Co, Inc

.550

07/15/29

1,548,921

2,000,000

General Motors Financial Co, Inc

.900

10/06/29

2,023,121

1,000,000

General Motors Financial Co, Inc

.350

01/07/30

1,024,318

1,000,000

General Motors Financial Co, Inc

.850

04/06/30

1,045,885

1,500,000

General Motors Financial Co, Inc

.600

06/21/30

1,429,037

1,000,000

General Motors Financial Co, Inc

.450

07/15/30

1,030,187

2,000,000

General Motors Financial Co, Inc

.350

01/08/31

1,771,904

1,450,000

General Motors Financial Co, Inc

.750

02/08/31

1,510,674

475,000

General Motors Financial Co, Inc

.700

06/10/31

424,653

1,250,000

General Motors Financial Co, Inc

.600

06/18/31

1,293,611

1,000,000

General Motors Financial Co, Inc

.100

01/12/32

900,930

1,000,000

General Motors Financial Co, Inc

.625

04/04/32

1,032,107

2,500,000

General Motors Financial Co, Inc

.400

01/09/33

2,680,873

1,000,000

General Motors Financial Co, Inc

.100

01/07/34

1,051,295

2,500,000

General Motors Financial Co, Inc

.950

04/04/34

2,596,376

2,000,000

General Motors Financial Co, Inc

.450

09/06/34

2,011,904

475,000

(a) General Motors Financial Co, Inc

.900

01/07/35

490,078

1,000,000

General Motors Financial Co, Inc

.150

07/15/35

1,045,801

200,000

(a) Harley-Davidson, Inc

.625

07/28/45

162,193

1,500,000

Honda Motor Co Ltd

.688

07/08/30

1,513,229

1,500,000

Honda Motor Co Ltd

.337

07/08/35

1,528,376

326,000

Lear Corp

.800

09/15/27

323,678

400,000

Lear Corp

.250

05/15/29

397,602

500,000

Lear Corp

.500

05/30/30

478,126

600,000

Lear Corp

.600

01/15/32

527,184

550,000

Lear Corp

.250

05/15/49

495,854

1,000,000

Lear Corp

.550

01/15/52

678,548

175,000

(a) Magna International, Inc

.450

06/15/30

161,122

2,000,000

Magna International, Inc

.500

03/21/33

2,077,314

500,000

Magna International, Inc

.875

06/01/35

527,678

925,000

Mercedes-Benz Finance North America LLC

.500

01/18/31

1,102,143

200,000

Toyota Motor Corp

.450

06/30/30

202,091

1,000,000

Toyota Motor Corp

.362

03/25/31

908,842

1,000,000

(a) Toyota Motor Corp

.123

07/13/33

1,043,241

1,000,000

Toyota Motor Corp

.053

06/30/35

1,023,823

1,000,000

Toyota Motor Credit Corp

.900

01/13/27

975,149

1,000,000

Toyota Motor Credit Corp

.350

10/08/27

1,008,479

1,000,000

Toyota Motor Credit Corp

.450

11/10/27

1,030,528

300,000

Toyota Motor Credit Corp

.050

01/11/28

293,875

1,000,000

Toyota Motor Credit Corp

.625

01/12/28

1,014,437

1,000,000

Toyota Motor Credit Corp

.250

09/11/28

1,034,713

400,000

Toyota Motor Credit Corp

.650

01/08/29

395,410

1,000,000

Toyota Motor Credit Corp

.050

05/16/29

1,031,901

550,000

Toyota Motor Credit Corp

.550

08/09/29

558,405

1,000,000

Toyota Motor Credit Corp

.950

01/09/30

1,030,097

650,000

Toyota Motor Credit Corp

.150

02/13/30

598,862

225,000

Toyota Motor Credit Corp

.375

04/01/30

217,882

950,000

Toyota Motor Credit Corp

.800

05/15/30

972,945

1,000,000

Toyota Motor Credit Corp

.550

05/17/30

1,015,841

1,000,000

Toyota Motor Credit Corp

.550

11/20/30

1,058,618

1,000,000

Toyota Motor Credit Corp

.650

01/10/31

875,886

1,000,000

Toyota Motor Credit Corp

.100

03/21/31

1,037,294

1,000,000

Toyota Motor Credit Corp

.900

09/12/31

872,782

1,000,000

Toyota Motor Credit Corp

.600

10/10/31

1,013,508

1,000,000

Toyota Motor Credit Corp

.400

01/13/32

892,718

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES & COMPONENTS - 0.5%

(continued)

$

2,000,000

Toyota Motor Credit Corp

.650

%

09/03/32

$

2,013,624

1,000,000

Toyota Motor Credit Corp

.700

01/12/33

1,013,523

TOTAL AUTOMOBILES & COMPONENTS

129,109,935

BANKS - 4.4%

9,435,000

Asian Development Bank

.375

01/14/28

9,579,591

5,000,000

Asian Development Bank

.625

08/28/29

4,981,972

4,000,000

Asian Development Bank

.125

05/30/30

4,058,955

4,800,000

Asian Development Bank

.750

08/28/30

4,791,659

2,345,000

Asian Development Bank

.375

03/22/35

2,381,442

1,000,000

Associated Banc-Corp

.455

08/29/30

1,036,532

2,000,000

Australia & New Zealand Banking Group Ltd

.900

07/16/27

2,034,001

1,000,000

Australia & New Zealand Banking Group Ltd

.919

09/30/27

1,000,920

1,000,000

Australia & New Zealand Banking Group Ltd

.362

06/18/28

1,010,696

1,000,000

Australia & New Zealand Banking Group Ltd

.615

12/16/29

1,021,172

1,000,000

Banco Bilbao Vizcaya Argentaria S.A.

.138

09/14/28

1,034,058

1,000,000

(a) Banco Bilbao Vizcaya Argentaria S.A.

.381

03/13/29

1,033,045

1,200,000

Banco Bilbao Vizcaya Argentaria S.A.

.883

11/15/34

1,394,589

1,000,000

Banco Bilbao Vizcaya Argentaria S.A.

.033

03/13/35

1,063,318

600,000

Banco Santander S.A.

.250

04/11/27

600,645

1,600,000

Banco Santander S.A.

.294

08/18/27

1,630,551

675,000

Banco Santander S.A.

.800

02/23/28

668,665

3,000,000

Banco Santander S.A.

.552

03/14/28

3,054,187

1,000,000

Banco Santander S.A.

.175

03/24/28

998,505

1,800,000

Banco Santander S.A.

.379

04/12/28

1,804,556

1,000,000

Banco Santander S.A.

.365

07/15/28

1,020,264

1,600,000

Banco Santander S.A.

.588

08/08/28

1,662,088

1,000,000

Banco Santander S.A.

.607

11/07/28

1,069,191

600,000

Banco Santander S.A.

.306

06/27/29

580,594

600,000

Banco Santander S.A.

.565

01/17/30

626,223

2,000,000

Banco Santander S.A.

.538

03/14/30

2,071,427

400,000

Banco Santander S.A.

.490

05/28/30

384,808

2,000,000

Banco Santander S.A.

.749

12/03/30

1,814,935

1,000,000

Banco Santander S.A.

.958

03/25/31

925,733

1,000,000

Banco Santander S.A.

.439

07/15/31

1,049,667

2,000,000

Banco Santander S.A.

.225

11/22/32

1,819,984

800,000

Banco Santander S.A.

.921

08/08/33

889,667

800,000

Banco Santander S.A.

.938

11/07/33

915,438

1,600,000

Banco Santander S.A.

.350

03/14/34

1,715,372

400,000

Banco Santander S.A.

.033

01/17/35

429,838

1,000,000

Bank of ,NV Scotia

.130

02/14/31

1,027,887

2,000,000

Bank of America Corp

.551

02/04/28

1,958,762

3,000,000

Bank of America Corp

.376

04/27/28

3,010,812

3,000,000

Bank of America Corp

.204

11/10/28

3,126,297

5,690,000

Bank of America Corp

.419

12/20/28

5,603,189

2,000,000

Bank of America Corp

.979

01/24/29

2,036,968

2,250,000

Bank of America Corp

.970

03/05/29

2,239,061

2,000,000

Bank of America Corp

.202

04/25/29

2,050,126

2,000,000

Bank of America Corp

.623

05/09/29

2,024,778

3,000,000

Bank of America Corp

.087

06/14/29

2,841,684

1,400,000

Bank of America Corp

.271

07/23/29

1,404,845

3,000,000

Bank of America Corp

.819

09/15/29

3,137,086

3,075,000

Bank of America Corp

.974

02/07/30

3,052,312

1,675,000

Bank of America Corp

.194

07/23/30

1,613,356

1,050,000

Bank of America Corp

.884

10/22/30

996,582

2,000,000

Bank of America Corp

.162

01/24/31

2,064,171

4,000,000

Bank of America Corp

.496

02/13/31

3,702,014

1,750,000

Bank of America Corp

.592

04/29/31

1,621,702

3,000,000

Bank of America Corp

.898

07/23/31

2,679,633

3,000,000

Bank of America Corp

.922

10/24/31

2,664,510

3,000,000

Bank of America Corp

.651

03/11/32

2,735,480

4,000,000

Bank of America Corp

.687

04/22/32

3,643,921

5,000,000

Bank of America Corp

.299

07/21/32

4,435,013

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

3,000,000

Bank of America Corp

.572

%

10/20/32

$

2,688,786

2,000,000

Bank of America Corp

.972

02/04/33

1,821,273

2,000,000

Bank of America Corp

.571

04/27/33

1,999,587

4,000,000

Bank of America Corp

.015

07/22/33

4,087,069

5,000,000

Bank of America Corp

.288

04/25/34

5,173,098

2,000,000

Bank of America Corp

.872

09/15/34

2,143,012

11,000,000

Bank of America Corp

.468

01/23/35

11,486,542

9,000,000

Bank of America Corp

.425

08/15/35

9,180,992

4,000,000

Bank of America Corp

.518

10/25/35

4,097,194

1,650,000

Bank of America Corp

.511

01/24/36

1,724,766

5,000,000

Bank of America Corp

.744

02/12/36

5,194,843

2,000,000

Bank of America Corp

.464

05/09/36

2,085,088

4,000,000

Bank of America Corp

.482

09/21/36

3,472,702

1,500,000

Bank of America Corp

.110

01/29/37

1,618,003

3,000,000

Bank of America Corp

.846

03/08/37

2,802,866

4,500,000

Bank of America Corp

.078

04/23/40

4,008,790

3,000,000

Bank of America Corp

.676

06/19/41

2,210,743

1,750,000

Bank of America Corp

.311

04/22/42

1,388,116

1,500,000

Bank of America Corp

.000

01/21/44

1,466,846

2,800,000

Bank of America Corp

.443

01/20/48

2,455,773

3,000,000

Bank of America Corp

.946

01/23/49

2,422,528

1,000,000

Bank of America Corp

.831

10/24/51

644,378

950,000

Bank of America Corp

.483

03/13/52

697,935

1,000,000

(a) Bank of America Corp

.972

07/21/52

665,523

1,000,000

Bank of Montreal

.266

12/11/26

1,013,292

2,000,000

Bank of Montreal

.700

09/14/27

2,024,494

1,000,000

Bank of Montreal

.203

02/01/28

1,024,442

1,000,000

Bank of Montreal

.717

09/25/28

1,044,603

1,000,000

(a) Bank of Montreal

.004

01/27/29

1,019,470

1,000,000

Bank of Montreal

.640

09/10/30

1,013,670

1,500,000

Bank of Montreal

.511

06/04/31

1,579,940

1,000,000

Bank of Montreal

.350

09/22/31

995,050

425,000

Bank of Montreal

.803

12/15/32

417,473

1,250,000

Bank of Montreal

.088

01/10/37

1,112,683

750,000

Bank of New York Mellon

.729

04/20/29

762,319

1,000,000

Bank of Nova Scotia

.250

06/12/28

1,031,463

2,000,000

Bank of Nova Scotia

.850

02/01/30

2,047,637

1,000,000

Bank of Nova Scotia

.450

02/02/32

888,113

2,000,000

Bank of Nova Scotia

.740

11/10/32

2,022,484

750,000

Bank of Nova Scotia

.650

02/01/34

798,300

750,000

Bank of Nova Scotia

.588

05/04/37

725,803

2,000,000

Barclays plc

.279

11/24/27

1,955,525

700,000

Barclays plc

.337

01/10/28

700,102

1,500,000

Barclays plc

.972

05/16/29

1,522,317

1,500,000

Barclays plc

.490

09/13/29

1,588,725

2,000,000

Barclays plc

.476

11/11/29

2,003,533

3,000,000

Barclays plc

.690

03/12/30

3,116,994

1,000,000

Barclays plc

.088

06/20/30

1,013,410

1,850,000

Barclays plc

.942

09/10/30

1,877,498

1,175,000

Barclays plc

.367

02/25/31

1,211,604

2,000,000

Barclays plc

.645

06/24/31

1,839,498

1,500,000

Barclays plc

.667

03/10/32

1,357,502

2,000,000

Barclays plc

.894

11/24/32

1,802,461

1,300,000

Barclays plc

.746

08/09/33

1,366,589

2,500,000

Barclays plc

.437

11/02/33

2,868,560

3,000,000

Barclays plc

.224

05/09/34

3,227,337

1,000,000

Barclays plc

.119

06/27/34

1,117,921

950,000

Barclays plc

.692

09/13/34

1,051,084

1,000,000

Barclays plc

.335

09/10/35

1,014,437

1,750,000

Barclays plc

.564

09/23/35

1,636,209

1,500,000

Barclays plc

.785

02/25/36

1,565,422

1,000,000

Barclays plc

.811

03/10/42

806,729

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

775,000

Barclays plc

.250

%

08/17/45

$

745,651

3,000,000

Barclays plc

.860

08/11/46

3,082,312

1,200,000

Barclays plc

.036

03/12/55

1,267,658

300,000

BPCE S.A.

.375

12/02/26

297,665

1,000,000

Brookfield Finance LLC

.450

04/15/50

699,708

1,000,000

Canadian Imperial Bank of Commerce

.450

04/07/27

992,302

1,500,000

Canadian Imperial Bank of Commerce

.001

04/28/28

1,534,398

1,000,000

Canadian Imperial Bank of Commerce

.243

09/08/28

1,001,708

1,500,000

Canadian Imperial Bank of Commerce

.986

10/03/28

1,575,266

1,000,000

Canadian Imperial Bank of Commerce

.857

03/30/29

1,015,510

1,000,000

(a) Canadian Imperial Bank of Commerce

.260

04/08/29

1,035,113

1,000,000

(a) Canadian Imperial Bank of Commerce

.631

09/11/30

1,011,426

1,000,000

Canadian Imperial Bank of Commerce

.245

01/13/31

1,032,597

1,000,000

Canadian Imperial Bank of Commerce

.580

09/08/31

1,003,285

1,500,000

Canadian Imperial Bank of Commerce

.600

04/07/32

1,424,898

350,000

Canadian Imperial Bank of Commerce

.092

10/03/33

380,851

2,000,000

CitiBank NA

.488

12/04/26

2,031,684

2,000,000

CitiBank NA

.803

09/29/28

2,097,811

4,000,000

CitiBank NA

.914

05/29/30

4,109,728

650,000

CitiBank NA

.570

04/30/34

688,864

1,100,000

Citigroup, Inc

.300

11/20/26

1,101,746

1,500,000

Citigroup, Inc

.450

09/29/27

1,506,105

3,000,000

Citigroup, Inc

.070

02/24/28

2,953,973

3,000,000

Citigroup, Inc

.658

05/24/28

3,022,560

1,000,000

Citigroup, Inc

.668

07/24/28

991,177

2,025,000

Citigroup, Inc

.125

07/25/28

2,022,992

1,000,000

Citigroup, Inc

.786

03/04/29

1,012,880

4,000,000

Citigroup, Inc

.075

04/23/29

3,990,314

2,000,000

Citigroup, Inc

.174

02/13/30

2,051,631

1,750,000

Citigroup, Inc

.980

03/20/30

1,728,786

2,550,000

Citigroup, Inc

.542

09/19/30

2,561,866

5,000,000

Citigroup, Inc

.666

01/29/31

4,647,883

2,200,000

Citigroup, Inc

.412

03/31/31

2,196,293

2,000,000

Citigroup, Inc

.952

05/07/31

2,038,003

6,000,000

Citigroup, Inc

.572

06/03/31

5,520,532

2,400,000

Citigroup, Inc

.503

09/11/31

2,401,297

5,000,000

Citigroup, Inc

.561

05/01/32

4,506,495

175,000

Citigroup, Inc

.625

06/15/32

194,116

875,000

Citigroup, Inc

.520

11/03/32

777,328

4,000,000

Citigroup, Inc

.057

01/25/33

3,641,522

1,000,000

Citigroup, Inc

.785

03/17/33

949,983

1,775,000

Citigroup, Inc

.910

05/24/33

1,796,449

3,000,000

Citigroup, Inc

.270

11/17/33

3,274,097

425,000

Citigroup, Inc

.174

05/25/34

452,206

2,000,000

Citigroup, Inc

.592

11/19/34

2,046,586

2,000,000

Citigroup, Inc

.827

02/13/35

2,074,303

8,000,000

Citigroup, Inc

.449

06/11/35

8,295,824

6,125,000

Citigroup, Inc

.020

01/24/36

6,416,458

4,000,000

Citigroup, Inc

.333

03/27/36

4,088,807

1,725,000

Citigroup, Inc

.174

09/11/36

1,742,505

750,000

Citigroup, Inc

.878

01/24/39

659,964

325,000

Citigroup, Inc

.125

07/15/39

416,655

2,000,000

Citigroup, Inc

.411

09/19/39

2,006,779

350,000

Citigroup, Inc

.875

01/30/42

371,059

500,000

Citigroup, Inc

.904

11/03/42

366,440

400,000

Citigroup, Inc

.675

09/13/43

451,819

125,000

Citigroup, Inc

.300

05/06/44

121,956

675,000

Citigroup, Inc

.650

07/30/45

610,217

1,075,000

Citigroup, Inc

.750

05/18/46

955,218

2,075,000

Citigroup, Inc

.650

07/23/48

1,851,016

2,000,000

Citigroup, Inc

.612

03/04/56

2,019,519

500,000

Citizens Bank NA

.575

08/09/28

502,917

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

550,000

Citizens Financial Group, Inc

.841

%

01/23/30

$

573,256

200,000

Citizens Financial Group, Inc

.500

02/06/30

183,521

450,000

Citizens Financial Group, Inc

.250

04/30/30

426,028

1,000,000

Citizens Financial Group, Inc

.253

03/05/31

1,024,872

1,000,000

Citizens Financial Group, Inc

.718

07/23/32

1,044,138

850,000

Citizens Financial Group, Inc

.638

09/30/32

726,205

500,000

Citizens Financial Group, Inc

.645

04/25/35

550,155

500,000

Citizens Financial Group, Inc

.641

05/21/37

504,635

1,000,000

Comerica Bank

.332

08/25/33

999,263

550,000

Comerica, Inc

.000

02/01/29

543,061

1,000,000

Comerica, Inc

.982

01/30/30

1,040,646

1,000,000

Commonwealth Bank of Australia

.577

11/27/26

1,007,310

1,000,000

Commonwealth Bank of Australia

.423

03/14/28

1,011,827

1,000,000

(b) Commonwealth Bank of Australia

.150

10/01/30

999,675

1,000,000

Cooperatieve Rabobank UA

.500

10/05/26

1,015,763

1,500,000

Cooperatieve Rabobank UA

.041

03/05/27

1,523,613

1,000,000

Cooperatieve Rabobank UA

.883

01/21/28

1,022,304

1,000,000

Cooperatieve Rabobank UA

.800

01/09/29

1,022,814

1,500,000

Cooperatieve Rabobank UA

.494

10/17/29

1,527,403

550,000

Cooperatieve Rabobank UA

.250

05/24/41

553,499

1,400,000

Cooperatieve Rabobank UA

.750

12/01/43

1,428,242

600,000

Cooperatieve Rabobank UA

.250

08/04/45

572,765

1,350,000

Credit Suisse AG.

.000

07/09/27

1,372,717

2,000,000

Credit Suisse AG.

.500

02/15/28

2,153,307

1,050,000

Deutsche Bank AG.

.311

11/16/27

1,027,028

2,000,000

Deutsche Bank AG.

.706

02/08/28

2,036,337

1,000,000

Deutsche Bank AG.

.373

01/10/29

1,021,497

2,500,000

Deutsche Bank AG.

.414

05/10/29

2,603,265

350,000

Deutsche Bank AG.

.819

11/20/29

374,381

650,000

Deutsche Bank AG.

.999

09/11/30

659,308

3,000,000

Deutsche Bank AG.

.297

05/09/31

3,073,090

1,000,000

Deutsche Bank AG.

.950

08/04/31

1,009,457

825,000

Deutsche Bank AG.

.547

09/18/31

782,087

1,000,000

Deutsche Bank AG.

.729

01/14/32

937,795

1,500,000

(a) Deutsche Bank AG.

.403

09/11/35

1,529,557

300,000

Fifth Third Bancorp

.550

05/05/27

292,928

1,000,000

Fifth Third Bancorp

.707

11/01/27

971,856

500,000

Fifth Third Bancorp

.950

03/14/28

498,194

1,000,000

Fifth Third Bancorp

.055

04/25/28

996,468

1,000,000

Fifth Third Bancorp

.361

10/27/28

1,042,738

200,000

Fifth Third Bancorp

.339

07/27/29

210,733

1,000,000

Fifth Third Bancorp

.772

07/28/30

1,011,242

1,000,000

Fifth Third Bancorp

.895

09/06/30

1,016,182

2,300,000

Fifth Third Bancorp

.631

01/29/32

2,411,206

140,000

Fifth Third Bancorp

.250

03/01/38

173,214

1,000,000

Fifth Third Bank NA

.250

02/01/27

975,468

1,000,000

Fifth Third Bank NA

.967

01/28/28

1,010,095

1,000,000

First Citizens BancShares, Inc

.231

03/12/31

1,014,807

750,000

First Citizens BancShares, Inc

.600

09/05/35

748,018

500,000

First Citizens BancShares, Inc

.254

03/12/40

506,536

500,000

First Horizon Bank

.750

05/01/30

515,852

500,000

First Horizon Corp

.514

03/07/31

514,684

1,000,000

FNB Corp

.722

12/11/30

1,015,446

33,000

HSBC Bank USA NA

.000

01/15/39

38,913

3,925,000

HSBC Holdings plc

.041

03/13/28

3,914,052

1,500,000

HSBC Holdings plc

.755

06/09/28

1,512,502

1,500,000

HSBC Holdings plc

.210

08/11/28

1,525,620

3,000,000

HSBC Holdings plc

.013

09/22/28

2,874,069

1,575,000

HSBC Holdings plc

.390

11/03/28

1,672,749

2,000,000

HSBC Holdings plc

.899

03/03/29

2,029,042

975,000

HSBC Holdings plc

.161

03/09/29

1,016,837

2,500,000

HSBC Holdings plc

.583

06/19/29

2,517,685

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

1,600,000

HSBC Holdings plc

.206

%

08/17/29

$

1,510,302

2,000,000

HSBC Holdings plc

.546

03/04/30

2,075,206

4,000,000

HSBC Holdings plc

.973

05/22/30

3,939,443

1,500,000

HSBC Holdings plc

.286

11/19/30

1,547,256

1,450,000

HSBC Holdings plc

.130

03/03/31

1,485,006

950,000

HSBC Holdings plc

.240

05/13/31

977,598

3,000,000

HSBC Holdings plc

.848

06/04/31

2,789,406

750,000

HSBC Holdings plc

.357

08/18/31

678,815

5,000,000

HSBC Holdings plc

.733

05/17/32

5,260,237

2,350,000

HSBC Holdings plc

.804

05/24/32

2,130,038

3,500,000

HSBC Holdings plc

.871

11/22/32

3,154,672

1,500,000

HSBC Holdings plc

.762

03/29/33

1,492,922

1,825,000

HSBC Holdings plc

.402

08/11/33

1,894,041

2,000,000

HSBC Holdings plc

.113

11/03/33

2,345,513

2,000,000

HSBC Holdings plc

.254

03/09/34

2,178,225

2,000,000

HSBC Holdings plc

.547

06/20/34

2,158,826

3,000,000

HSBC Holdings plc

.399

11/13/34

3,414,276

1,500,000

HSBC Holdings plc

.719

03/04/35

1,582,662

2,000,000

HSBC Holdings plc

.874

11/18/35

2,066,773

1,500,000

HSBC Holdings plc

.450

03/03/36

1,547,940

300,000

HSBC Holdings plc

.500

05/02/36

324,061

2,950,000

HSBC Holdings plc

.790

05/13/36

3,112,306

2,450,000

HSBC Holdings plc

.741

09/10/36

2,499,762

2,700,000

HSBC Holdings plc

.500

09/15/37

2,900,222

200,000

HSBC Holdings plc

.800

06/01/38

222,973

550,000

HSBC Holdings plc

.100

01/14/42

598,629

1,000,000

HSBC Holdings plc

.332

03/09/44

1,099,855

1,175,000

HSBC Holdings plc

.250

03/14/44

1,146,526

2,000,000

HSBC USA, Inc

.650

06/03/28

2,028,282

1,000,000

Huntington Bancshares, Inc

.443

08/04/28

1,004,366

675,000

Huntington Bancshares, Inc

.208

08/21/29

710,395

1,000,000

Huntington Bancshares, Inc

.550

02/04/30

925,892

1,000,000

Huntington Bancshares, Inc

.272

01/15/31

1,030,668

500,000

Huntington Bancshares, Inc

.023

05/17/33

503,399

1,000,000

Huntington Bancshares, Inc

.709

02/02/35

1,042,275

500,000

Huntington Bancshares, Inc

.487

08/15/36

427,984

225,000

Huntington Bancshares, Inc

.141

11/18/39

234,138

1,000,000

Huntington National Bank

.871

04/12/28

1,010,635

1,000,000

Huntington National Bank

.552

05/17/28

1,006,094

1,500,000

Huntington National Bank

.650

01/10/30

1,569,115

4,750,000

Industrial & Commercial Bank of China Ltd

.538

11/08/27

4,704,884

1,250,000

ING Groep NV

.950

03/29/27

1,244,748

600,000

ING Groep NV

.017

03/28/28

598,212

1,500,000

ING Groep NV

.550

10/02/28

1,514,738

1,325,000

ING Groep NV

.050

04/09/29

1,315,009

2,000,000

ING Groep NV

.335

03/19/30

2,063,811

1,000,000

ING Groep NV

.066

03/25/31

1,024,232

475,000

ING Groep NV

.727

04/01/32

434,584

300,000

ING Groep NV

.252

03/28/33

293,707

200,000

ING Groep NV

.114

09/11/34

216,327

2,000,000

ING Groep NV

.550

03/19/35

2,077,706

1,000,000

ING Groep NV

.525

03/25/36

1,037,380

2,000,000

(a) Inter-American Development Bank

.500

02/15/30

2,059,284

2,000,000

Inter-American Development Bank

.750

06/14/30

1,997,519

3,000,000

Inter-American Development Bank

.625

09/17/31

2,954,653

5,000,000

Inter-American Development Bank

.375

07/16/35

5,062,301

1,000,000

JPMorgan Chase & Co

.950

10/01/26

990,574

1,350,000

JPMorgan Chase & Co

.125

12/15/26

1,350,780

250,000

JPMorgan Chase & Co

.250

10/01/27

251,677

325,000

JPMorgan Chase & Co

.625

12/01/27

322,427

1,375,000

JPMorgan Chase & Co

.782

02/01/28

1,368,913

1,000,000

JPMorgan Chase & Co

.947

02/24/28

984,306

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

925,000

JPMorgan Chase & Co

.571

%

04/22/28

$

945,203

3,000,000

JPMorgan Chase & Co

.323

04/26/28

3,007,412

425,000

JPMorgan Chase & Co

.540

05/01/28

421,286

6,000,000

JPMorgan Chase & Co

.182

06/01/28

5,815,829

2,000,000

JPMorgan Chase & Co

.979

07/22/28

2,030,469

1,000,000

JPMorgan Chase & Co

.851

07/25/28

1,013,222

2,000,000

JPMorgan Chase & Co

.505

10/22/28

2,017,088

3,000,000

JPMorgan Chase & Co

.069

06/01/29

2,846,639

2,050,000

JPMorgan Chase & Co

.203

07/23/29

2,053,965

3,000,000

JPMorgan Chase & Co

.299

07/24/29

3,090,991

2,500,000

JPMorgan Chase & Co

.087

10/23/29

2,638,187

1,750,000

JPMorgan Chase & Co

.452

12/05/29

1,764,482

5,000,000

JPMorgan Chase & Co

.012

01/23/30

5,122,253

2,825,000

JPMorgan Chase & Co

.581

04/22/30

2,950,675

4,500,000

JPMorgan Chase & Co

.702

05/06/30

4,422,599

1,500,000

JPMorgan Chase & Co

.565

06/14/30

1,516,897

4,000,000

JPMorgan Chase & Co

.995

07/22/30

4,102,973

2,675,000

JPMorgan Chase & Co

.603

10/22/30

2,706,275

2,925,000

JPMorgan Chase & Co

.140

01/24/31

3,020,738

2,000,000

JPMorgan Chase & Co

.522

04/22/31

1,855,060

1,175,000

JPMorgan Chase & Co

.103

04/22/31

1,213,916

1,425,000

JPMorgan Chase & Co

.956

05/13/31

1,336,470

5,000,000

JPMorgan Chase & Co

.764

11/19/31

4,414,403

2,250,000

JPMorgan Chase & Co

.953

02/04/32

1,988,927

3,000,000

JPMorgan Chase & Co

.580

04/22/32

2,726,441

3,000,000

JPMorgan Chase & Co

.545

11/08/32

2,690,761

6,000,000

JPMorgan Chase & Co

.963

01/25/33

5,489,063

2,000,000

JPMorgan Chase & Co

.586

04/26/33

2,006,227

2,000,000

JPMorgan Chase & Co

.912

07/25/33

2,039,414

4,000,000

JPMorgan Chase & Co

.717

09/14/33

4,230,104

8,825,000

JPMorgan Chase & Co

.350

06/01/34

9,195,273

2,500,000

JPMorgan Chase & Co

.254

10/23/34

2,754,812

6,000,000

JPMorgan Chase & Co

.336

01/23/35

6,236,254

3,025,000

JPMorgan Chase & Co

.766

04/22/35

3,222,796

5,675,000

JPMorgan Chase & Co

.294

07/22/35

5,861,566

1,300,000

JPMorgan Chase & Co

.946

10/22/35

1,311,043

1,450,000

JPMorgan Chase & Co

.502

01/24/36

1,517,004

1,275,000

JPMorgan Chase & Co

.572

04/22/36

1,343,882

6,425,000

JPMorgan Chase & Co

.576

07/23/36

6,660,682

958,000

JPMorgan Chase & Co

.500

10/15/40

992,756

2,000,000

JPMorgan Chase & Co

.109

04/22/41

1,571,733

2,500,000

JPMorgan Chase & Co

.525

11/19/41

1,809,427

2,500,000

JPMorgan Chase & Co

.157

04/22/42

1,949,961

1,000,000

JPMorgan Chase & Co

.625

08/16/43

1,033,234

1,800,000

JPMorgan Chase & Co

.950

06/01/45

1,695,237

2,000,000

JPMorgan Chase & Co

.534

11/29/45

2,056,754

2,050,000

JPMorgan Chase & Co

.260

02/22/48

1,763,137

1,000,000

JPMorgan Chase & Co

.032

07/24/48

828,758

2,500,000

JPMorgan Chase & Co

.964

11/15/48

2,042,865

1,750,000

JPMorgan Chase & Co

.897

01/23/49

1,410,979

2,000,000

JPMorgan Chase & Co

.109

04/22/51

1,382,826

1,500,000

JPMorgan Chase & Co

.328

04/22/52

1,079,147

2,000,000

JPMorgan Chase Bank NA

.110

12/08/26

2,025,166

500,000

KeyBank NA

.850

11/15/27

515,842

250,000

KeyBank NA

.900

04/13/29

244,585

1,500,000

KeyBank NA

.900

08/08/32

1,489,122

625,000

KeyBank NA

.000

01/26/33

629,027

500,000

KeyCorp

.100

04/30/28

499,295

1,000,000

KeyCorp

.550

10/01/29

937,018

1,000,000

(a) KeyCorp

.121

04/04/31

1,026,792

300,000

KeyCorp

.789

06/01/33

298,985

1,500,000

KeyCorp

.401

03/06/35

1,627,802

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

4,015,000

Kreditanstalt fuer Wiederaufbau

.000

%

06/28/27

$

4,037,165

3,455,000

Kreditanstalt fuer Wiederaufbau

.500

08/27/27

3,444,522

4,825,000

Kreditanstalt fuer Wiederaufbau

.875

05/15/28

4,852,097

3,000,000

Kreditanstalt fuer Wiederaufbau

.500

08/09/28

2,988,168

1,950,000

Kreditanstalt fuer Wiederaufbau

.000

03/15/29

1,969,720

3,495,000

Kreditanstalt fuer Wiederaufbau

.625

03/18/30

3,621,706

3,000,000

Kreditanstalt fuer Wiederaufbau

.125

07/15/33

3,013,916

1,000,000

Landwirtschaftliche Rentenbank

.625

04/17/29

1,029,878

500,000

Lloyds Banking Group plc

.750

01/11/27

498,054

1,000,000

Lloyds Banking Group plc

.750

03/18/28

993,206

500,000

Lloyds Banking Group plc

.375

03/22/28

501,874

700,000

Lloyds Banking Group plc

.550

08/16/28

707,098

1,825,000

Lloyds Banking Group plc

.574

11/07/28

1,801,036

2,000,000

Lloyds Banking Group plc

.087

11/26/28

2,035,614

500,000

Lloyds Banking Group plc

.871

03/06/29

518,638

1,000,000

Lloyds Banking Group plc

.818

06/13/29

1,013,959

1,500,000

Lloyds Banking Group plc

.721

06/05/30

1,568,790

1,250,000

(a) Lloyds Banking Group plc

.976

08/11/33

1,267,324

1,500,000

Lloyds Banking Group plc

.953

11/15/33

1,746,644

4,500,000

Lloyds Banking Group plc

.679

01/05/35

4,717,358

1,500,000

Lloyds Banking Group plc

.590

11/26/35

1,559,033

250,000

Lloyds Banking Group plc

.068

06/13/36

262,426

1,550,000

Lloyds Banking Group plc

.344

01/09/48

1,267,376

1,000,000

M&T Bank Corp

.833

01/16/29

1,012,383

1,000,000

M&T Bank Corp

.413

10/30/29

1,086,316

500,000

M&T Bank Corp

.179

07/08/31

512,053

1,000,000

M&T Bank Corp

.082

03/13/32

1,062,632

1,500,000

M&T Bank Corp

.053

01/27/34

1,503,835

500,000

M&T Bank Corp

.400

07/30/35

503,801

1,500,000

M&T Bank Corp

.385

01/16/36

1,520,696

1,000,000

Manufacturers & Traders Trust Co

.700

01/27/28

1,013,372

650,000

Mitsubishi UFJ Financial Group, Inc

.677

02/22/27

647,045

700,000

Mitsubishi UFJ Financial Group, Inc

.287

07/25/27

691,275

750,000

Mitsubishi UFJ Financial Group, Inc

.640

10/13/27

730,436

1,000,000

Mitsubishi UFJ Financial Group, Inc

.341

01/19/28

976,842

1,000,000

Mitsubishi UFJ Financial Group, Inc

.080

04/19/28

998,925

1,000,000

Mitsubishi UFJ Financial Group, Inc

.017

07/20/28

1,015,052

300,000

Mitsubishi UFJ Financial Group, Inc

.050

09/11/28

300,287

1,000,000

Mitsubishi UFJ Financial Group, Inc

.354

09/13/28

1,022,215

1,250,000

Mitsubishi UFJ Financial Group, Inc

.741

03/07/29

1,233,850

1,000,000

Mitsubishi UFJ Financial Group, Inc

.242

04/19/29

1,027,008

1,000,000

Mitsubishi UFJ Financial Group, Inc

.195

07/18/29

963,250

1,500,000

Mitsubishi UFJ Financial Group, Inc

.559

02/25/30

1,394,847

1,000,000

Mitsubishi UFJ Financial Group, Inc

.258

04/17/30

1,031,422

1,250,000

Mitsubishi UFJ Financial Group, Inc

.048

07/17/30

1,128,304

1,000,000

Mitsubishi UFJ Financial Group, Inc

.197

01/16/31

1,030,826

2,500,000

Mitsubishi UFJ Financial Group, Inc

.475

02/22/31

2,604,639

1,000,000

Mitsubishi UFJ Financial Group, Inc

.159

04/24/31

1,030,412

2,000,000

Mitsubishi UFJ Financial Group, Inc

.527

09/12/31

2,007,615

1,700,000

Mitsubishi UFJ Financial Group, Inc

.309

07/20/32

1,505,635

500,000

Mitsubishi UFJ Financial Group, Inc

.494

10/13/32

445,579

1,000,000

Mitsubishi UFJ Financial Group, Inc

.852

01/19/33

904,252

1,000,000

Mitsubishi UFJ Financial Group, Inc

.315

04/19/33

982,781

1,000,000

Mitsubishi UFJ Financial Group, Inc

.133

07/20/33

1,028,472

1,000,000

(a) Mitsubishi UFJ Financial Group, Inc

.472

09/13/33

1,049,408

1,000,000

Mitsubishi UFJ Financial Group, Inc

.441

02/22/34

1,047,255

1,000,000

(a) Mitsubishi UFJ Financial Group, Inc

.406

04/19/34

1,047,096

1,050,000

Mitsubishi UFJ Financial Group, Inc

.426

04/17/35

1,092,670

500,000

Mitsubishi UFJ Financial Group, Inc

.574

01/16/36

524,230

500,000

Mitsubishi UFJ Financial Group, Inc

.615

04/24/36

524,534

1,350,000

Mitsubishi UFJ Financial Group, Inc

.188

09/12/36

1,371,751

300,000

Mitsubishi UFJ Financial Group, Inc

.286

07/26/38

285,299

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

500,000

(a) Mitsubishi UFJ Financial Group, Inc

.153

%

03/07/39

$

468,127

1,425,000

Mitsubishi UFJ Financial Group, Inc

.751

07/18/39

1,251,332

200,000

Mizuho Financial Group, Inc

.663

02/28/27

198,917

725,000

Mizuho Financial Group, Inc

.018

03/05/28

725,202

1,000,000

Mizuho Financial Group, Inc

.667

05/27/29

1,037,405

500,000

Mizuho Financial Group, Inc

.778

07/06/29

521,063

625,000

Mizuho Financial Group, Inc

.254

09/11/29

625,731

1,000,000

Mizuho Financial Group, Inc

.261

05/22/30

964,046

1,500,000

Mizuho Financial Group, Inc

.376

05/26/30

1,549,934

1,000,000

Mizuho Financial Group, Inc

.382

07/10/30

1,034,857

1,000,000

Mizuho Financial Group, Inc

.153

07/16/30

958,328

500,000

Mizuho Financial Group, Inc

.869

09/13/30

473,278

500,000

Mizuho Financial Group, Inc

.591

05/25/31

461,505

1,000,000

Mizuho Financial Group, Inc

.739

05/27/31

1,054,317

1,000,000

Mizuho Financial Group, Inc

.711

07/08/31

1,011,771

1,000,000

Mizuho Financial Group, Inc

.201

07/10/31

903,130

1,000,000

Mizuho Financial Group, Inc

.979

09/08/31

890,729

700,000

Mizuho Financial Group, Inc

.564

09/13/31

619,805

1,000,000

Mizuho Financial Group, Inc

.172

05/22/32

880,836

500,000

Mizuho Financial Group, Inc

.260

07/09/32

441,350

1,000,000

Mizuho Financial Group, Inc

.669

09/13/33

1,058,606

1,000,000

Mizuho Financial Group, Inc

.754

05/27/34

1,062,772

1,500,000

Mizuho Financial Group, Inc

.748

07/06/34

1,593,779

1,000,000

Mizuho Financial Group, Inc

.579

05/26/35

1,046,613

500,000

Mizuho Financial Group, Inc

.422

05/13/36

517,616

1,000,000

Mizuho Financial Group, Inc

.323

07/08/36

1,027,934

2,000,000

Morgan Stanley Bank NA

.447

10/15/27

2,004,781

1,500,000

Morgan Stanley Bank NA

.952

01/14/28

1,514,786

1,125,000

Morgan Stanley Bank NA

.504

05/26/28

1,149,795

2,000,000

Morgan Stanley Bank NA

.968

07/14/28

2,029,567

2,000,000

Morgan Stanley Bank NA

.016

01/12/29

2,035,829

2,250,000

Morgan Stanley Private Bank NA

.734

07/18/31

2,283,600

1,000,000

National Australia Bank Ltd

.905

06/09/27

999,838

1,000,000

National Australia Bank Ltd

.087

06/11/27

1,019,339

1,500,000

National Australia Bank Ltd

.900

06/13/28

1,536,370

1,000,000

National Australia Bank Ltd

.787

01/10/29

1,021,098

1,000,000

National Australia Bank Ltd

.901

01/14/30

1,031,755

2,000,000

National Australia Bank Ltd

.534

06/13/30

2,033,333

1,500,000

National Bank of Canada

.600

12/18/28

1,564,756

2,000,000

National Bank of Canada

.500

10/10/29

2,017,538

300,000

NatWest Group plc

.073

05/22/28

294,735

700,000

NatWest Group plc

.516

09/30/28

717,385

1,000,000

NatWest Group plc

.892

05/18/29

1,015,714

1,000,000

NatWest Group plc

.808

09/13/29

1,042,661

3,000,000

NatWest Group plc

.076

01/27/30

3,064,012

1,500,000

NatWest Group plc

.445

05/08/30

1,503,653

2,000,000

NatWest Group plc

.964

08/15/30

2,036,865

1,000,000

NatWest Group plc

.115

05/23/31

1,025,386

500,000

NatWest Group plc

.016

03/02/34

536,642

1,000,000

NatWest Group plc

.475

06/01/34

1,051,877

500,000

NatWest Group plc

.778

03/01/35

527,267

800,000

NatWest Group plc

.032

11/28/35

731,694

4,470,000

Nordic Investment Bank

.750

08/28/28

4,480,921

500,000

Nordic Investment Bank

.750

05/09/30

499,688

2,000,000

Oesterreichische Kontrollbank AG.

.250

03/01/28

2,024,959

800,000

Oesterreichische Kontrollbank AG.

.125

01/18/29

809,469

3,000,000

Oesterreichische Kontrollbank AG.

.750

09/05/29

2,998,075

1,000,000

Oesterreichische Kontrollbank AG.

.500

01/24/30

1,027,860

3,000,000

Oesterreichische Kontrollbank AG.

.750

09/10/30

2,992,549

903,000

PNC Bank NA

.050

07/26/28

900,729

475,000

PNC Bank NA

.700

10/22/29

446,897

300,000

PNC Financial Services Group, Inc

.150

05/19/27

296,066

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

1,000,000

PNC Financial Services Group, Inc

.300

%

01/21/28

$

1,014,822

1,500,000

PNC Financial Services Group, Inc

.354

12/02/28

1,538,397

1,575,000

PNC Financial Services Group, Inc

.450

04/23/29

1,542,067

2,000,000

PNC Financial Services Group, Inc

.582

06/12/29

2,072,464

2,000,000

PNC Financial Services Group, Inc

.550

01/22/30

1,869,241

1,500,000

PNC Financial Services Group, Inc

.492

05/14/30

1,561,206

2,000,000

PNC Financial Services Group, Inc

.222

01/29/31

2,066,443

2,000,000

PNC Financial Services Group, Inc

.812

10/21/32

2,027,512

750,000

PNC Financial Services Group, Inc

.626

06/06/33

744,302

1,000,000

PNC Financial Services Group, Inc

.037

10/28/33

1,079,028

900,000

PNC Financial Services Group, Inc

.068

01/24/34

918,326

1,500,000

PNC Financial Services Group, Inc

.939

08/18/34

1,608,962

3,500,000

PNC Financial Services Group, Inc

.875

10/20/34

3,965,335

1,000,000

PNC Financial Services Group, Inc

.676

01/22/35

1,054,536

1,000,000

PNC Financial Services Group, Inc

.401

07/23/35

1,035,140

650,000

PNC Financial Services Group, Inc

.575

01/29/36

678,211

700,000

PNC Financial Services Group, Inc

.373

07/21/36

720,348

300,000

Regions Bank

.450

06/26/37

328,829

1,000,000

Regions Financial Corp

.800

08/12/28

937,268

1,000,000

Regions Financial Corp

.722

06/06/30

1,042,228

1,000,000

Regions Financial Corp

.502

09/06/35

1,028,069

1,000,000

Royal Bank of Canada

.625

05/04/27

995,728

1,000,000

Royal Bank of Canada

.240

08/03/27

1,005,763

1,500,000

Royal Bank of Canada

.000

11/01/27

1,559,637

1,500,000

Royal Bank of Canada

.900

01/12/28

1,530,600

2,000,000

Royal Bank of Canada

.200

08/01/28

2,062,452

4,000,000

Royal Bank of Canada

.965

01/24/29

4,068,641

1,000,000

Royal Bank of Canada

.950

02/01/29

1,027,682

1,000,000

Royal Bank of Canada

.498

08/06/29

1,007,778

1,000,000

Royal Bank of Canada

.969

08/02/30

1,023,266

2,000,000

Royal Bank of Canada

.650

10/18/30

2,022,943

2,500,000

Royal Bank of Canada

.153

02/04/31

2,575,596

1,000,000

(a) Royal Bank of Canada

.970

05/02/31

1,023,980

1,000,000

Royal Bank of Canada

.696

08/06/31

1,013,091

1,600,000

Royal Bank of Canada

.300

11/03/31

1,430,992

500,000

Royal Bank of Canada

.875

05/04/32

485,147

1,000,000

Royal Bank of Canada

.000

02/01/33

1,032,799

750,000

Royal Bank of Canada

.000

05/02/33

772,138

750,000

(a) Royal Bank of Canada

.150

02/01/34

781,353

1,850,000

Santander Holdings USA, Inc

.244

10/05/26

1,831,764

650,000

Santander Holdings USA, Inc

.400

07/13/27

651,783

2,000,000

Santander Holdings USA, Inc

.490

01/06/28

1,951,523

1,000,000

Santander Holdings USA, Inc

.499

03/09/29

1,043,352

1,000,000

Santander Holdings USA, Inc

.565

06/12/29

1,048,181

750,000

Santander Holdings USA, Inc

.174

01/09/30

781,216

1,000,000

Santander Holdings USA, Inc

.353

09/06/30

1,019,762

1,000,000

Santander Holdings USA, Inc

.741

03/20/31

1,032,376

1,000,000

Santander Holdings USA, Inc

.342

05/31/35

1,065,766

2,000,000

Santander UK Group Holdings plc

.469

01/11/28

1,953,434

500,000

Santander UK Group Holdings plc

.823

11/03/28

494,945

1,000,000

Santander UK Group Holdings plc

.534

01/10/29

1,046,620

1,000,000

Santander UK Group Holdings plc

.858

09/11/30

1,011,365

1,000,000

Santander UK Group Holdings plc

.694

04/15/31

1,043,288

750,000

Santander UK Group Holdings plc

.896

03/15/32

685,593

350,000

Santander UK Group Holdings plc

.136

09/22/36

346,737

500,000

Simmons First National Corp

.250

10/01/35

502,102

1,000,000

SOUTHSTATE BANK CORP

.000

06/13/35

1,039,031

1,000,000

State Street Corp

.330

10/22/27

1,009,136

1,000,000

State Street Corp

.536

02/28/28

1,012,826

1,000,000

State Street Corp

.675

10/22/32

1,012,883

1,000,000

Sumitomo Mitsui Financial Group, Inc

.520

01/13/28

1,031,689

75,000

Sumitomo Mitsui Financial Group, Inc

.544

01/17/28

74,200

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

750,000

Sumitomo Mitsui Financial Group, Inc

.944

%

07/19/28

$

748,396

1,000,000

Sumitomo Mitsui Financial Group, Inc

.716

09/14/28

1,044,309

1,500,000

Sumitomo Mitsui Financial Group, Inc

.902

09/17/28

1,408,224

500,000

Sumitomo Mitsui Financial Group, Inc

.306

10/16/28

503,559

1,500,000

Sumitomo Mitsui Financial Group, Inc

.472

01/14/29

1,422,192

1,000,000

Sumitomo Mitsui Financial Group, Inc

.316

07/09/29

1,035,986

1,500,000

Sumitomo Mitsui Financial Group, Inc

.040

07/16/29

1,434,128

1,000,000

Sumitomo Mitsui Financial Group, Inc

.724

09/27/29

944,410

2,000,000

Sumitomo Mitsui Financial Group, Inc

.710

01/13/30

2,109,002

1,500,000

Sumitomo Mitsui Financial Group, Inc

.750

01/15/30

1,407,066

2,500,000

Sumitomo Mitsui Financial Group, Inc

.240

04/15/30

2,590,141

1,500,000

Sumitomo Mitsui Financial Group, Inc

.130

07/08/30

1,358,302

2,000,000

Sumitomo Mitsui Financial Group, Inc

.852

07/13/30

2,130,814

1,000,000

Sumitomo Mitsui Financial Group, Inc

.710

01/12/31

872,098

1,000,000

Sumitomo Mitsui Financial Group, Inc

.660

07/08/31

1,011,092

1,000,000

Sumitomo Mitsui Financial Group, Inc

.424

07/09/31

1,047,655

1,500,000

Sumitomo Mitsui Financial Group, Inc

.222

09/17/31

1,323,606

1,000,000

Sumitomo Mitsui Financial Group, Inc

.454

01/15/32

1,046,239

1,000,000

Sumitomo Mitsui Financial Group, Inc

.766

01/13/33

1,068,580

1,000,000

Sumitomo Mitsui Financial Group, Inc

.954

07/08/33

1,017,776

1,000,000

Sumitomo Mitsui Financial Group, Inc

.776

07/13/33

1,069,122

1,000,000

Sumitomo Mitsui Financial Group, Inc

.808

09/14/33

1,073,118

1,000,000

Sumitomo Mitsui Financial Group, Inc

.558

07/09/34

1,054,668

500,000

Sumitomo Mitsui Financial Group, Inc

.632

01/15/35

530,428

1,000,000

Sumitomo Mitsui Financial Group, Inc

.246

07/08/36

1,024,870

500,000

Sumitomo Mitsui Financial Group, Inc

.930

09/17/41

370,293

500,000

Sumitomo Mitsui Financial Group, Inc

.184

07/13/43

547,818

500,000

Sumitomo Mitsui Financial Group, Inc

.836

07/09/44

524,250

1,000,000

Sumitomo Mitsui Financial Group, Inc

.796

07/08/46

1,023,825

1,000,000

Synovus Bank

.625

02/15/28

1,020,956

350,000

Synovus Financial Corp

.168

11/01/30

363,119

825,000

Toronto-Dominion Bank

.264

12/11/26

836,266

1,000,000

Toronto-Dominion Bank

.950

01/12/27

975,576

1,000,000

Toronto-Dominion Bank

.800

03/10/27

983,395

1,000,000

Toronto-Dominion Bank

.108

06/08/27

1,001,462

1,500,000

Toronto-Dominion Bank

.693

09/15/27

1,519,381

1,000,000

Toronto-Dominion Bank

.156

01/10/28

1,023,778

1,000,000

Toronto-Dominion Bank

.523

07/17/28

1,037,956

1,500,000

Toronto-Dominion Bank

.994

04/05/29

1,540,324

1,000,000

Toronto-Dominion Bank

.783

12/17/29

1,022,192

1,000,000

Toronto-Dominion Bank

.808

06/03/30

1,021,841

1,500,000

(a) Toronto-Dominion Bank

.000

09/10/31

1,332,599

1,000,000

Toronto-Dominion Bank

.450

01/12/32

888,620

1,500,000

Toronto-Dominion Bank

.298

01/30/32

1,566,572

500,000

Toronto-Dominion Bank

.200

03/10/32

464,262

800,000

Toronto-Dominion Bank

.456

06/08/32

799,393

1,500,000

Toronto-Dominion Bank

.146

09/10/34

1,518,278

500,000

Truist Bank

.800

10/30/26

498,496

475,000

Truist Bank

.250

03/11/30

433,008

1,000,000

Truist Financial Corp

.125

08/03/27

948,499

750,000

Truist Financial Corp

.123

06/06/28

750,376

1,000,000

Truist Financial Corp

.873

01/26/29

1,015,045

500,000

Truist Financial Corp

.875

03/19/29

492,364

1,000,000

Truist Financial Corp

.887

06/07/29

942,384

550,000

Truist Financial Corp

.161

10/30/29

595,706

2,000,000

Truist Financial Corp

.435

01/24/30

2,069,408

1,000,000

Truist Financial Corp

.071

05/20/31

1,025,293

1,500,000

Truist Financial Corp

.153

08/05/32

1,543,740

1,000,000

Truist Financial Corp

.916

07/28/33

996,779

1,000,000

Truist Financial Corp

.123

10/28/33

1,077,413

100,000

Truist Financial Corp

.122

01/26/34

101,600

3,000,000

Truist Financial Corp

.867

06/08/34

3,178,577

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

2,000,000

Truist Financial Corp

.711

%

01/24/35

$

2,098,742

1,175,000

US Bancorp

.150

04/27/27

1,160,182

1,500,000

US Bancorp

.787

10/26/27

1,540,187

750,000

US Bancorp

.900

04/26/28

748,700

2,000,000

US Bancorp

.653

02/01/29

2,022,124

2,000,000

US Bancorp

.775

06/12/29

2,081,451

600,000

US Bancorp

.000

07/30/29

574,186

2,500,000

US Bancorp

.375

07/22/30

2,192,946

1,000,000

US Bancorp

.967

07/22/33

1,003,911

3,000,000

US Bancorp

.850

10/21/33

3,198,929

2,000,000

US Bancorp

.836

06/12/34

2,131,176

3,500,000

US Bancorp

.678

01/23/35

3,685,120

1,000,000

US Bancorp

.491

11/03/36

862,101

125,000

Wachovia Corp

.500

08/01/35

128,821

200,000

Webster Financial Corp

.100

03/25/29

195,625

225,000

Webster Financial Corp

.784

09/11/35

225,026

2,575,000

Wells Fargo & Co

.000

10/23/26

2,548,828

1,200,000

Wells Fargo & Co

.300

07/22/27

1,204,226

1,300,000

Wells Fargo & Co

.526

03/24/28

1,288,398

2,000,000

Wells Fargo & Co

.707

04/22/28

2,046,470

2,125,000

Wells Fargo & Co

.584

05/22/28

2,105,824

5,000,000

Wells Fargo & Co

.393

06/02/28

4,860,526

1,000,000

Wells Fargo & Co

.808

07/25/28

1,011,803

4,175,000

Wells Fargo & Co

.150

01/24/29

4,173,214

5,000,000

Wells Fargo & Co

.078

09/15/29

4,984,405

3,000,000

Wells Fargo & Co

.198

01/23/30

3,089,695

4,950,000

Wells Fargo & Co

.879

10/30/30

4,686,668

3,000,000

Wells Fargo & Co

.244

01/24/31

3,103,823

3,000,000

Wells Fargo & Co

.572

02/11/31

2,787,990

5,000,000

Wells Fargo & Co

.478

04/04/31

5,027,367

9,075,000

Wells Fargo & Co

.150

04/23/31

9,359,056

3,000,000

Wells Fargo & Co

.350

03/02/33

2,792,625

3,500,000

Wells Fargo & Co

.897

07/25/33

3,555,750

3,000,000

Wells Fargo & Co

.389

04/24/34

3,117,182

5,000,000

Wells Fargo & Co

.557

07/25/34

5,252,005

3,000,000

Wells Fargo & Co

.491

10/23/34

3,333,278

3,000,000

Wells Fargo & Co

.499

01/23/35

3,129,272

3,000,000

Wells Fargo & Co

.211

12/03/35

3,065,226

1,200,000

Wells Fargo & Co

.605

04/23/36

1,259,341

5,000,000

Wells Fargo & Co

.892

09/15/36

4,990,006

5,025,000

Wells Fargo & Co

.068

04/30/41

3,900,844

1,050,000

Wells Fargo & Co

.375

11/02/43

1,025,903

1,468,000

Wells Fargo & Co

.606

01/15/44

1,469,572

475,000

Wells Fargo & Co

.650

11/04/44

420,521

1,500,000

Wells Fargo & Co

.900

05/01/45

1,229,195

950,000

Wells Fargo & Co

.900

11/17/45

865,099

3,250,000

Wells Fargo & Co

.400

06/14/46

2,748,725

1,975,000

Wells Fargo & Co

.750

12/07/46

1,752,657

3,000,000

Wells Fargo & Co

.013

04/04/51

2,801,565

2,000,000

Wells Fargo & Co

.611

04/25/53

1,757,050

2,000,000

Wells Fargo Bank NA

.254

12/11/26

2,028,737

250,000

Wells Fargo Bank NA

.600

01/15/38

282,322

1,500,000

Westpac Banking Corp

.043

08/26/27

1,506,056

2,000,000

Westpac Banking Corp

.457

11/18/27

2,063,985

725,000

Westpac Banking Corp

.400

01/25/28

717,367

1,000,000

Westpac Banking Corp

.535

11/17/28

1,046,818

2,000,000

Westpac Banking Corp

.953

11/20/28

1,883,372

1,500,000

Westpac Banking Corp

.050

04/16/29

1,548,303

1,000,000

(a) Westpac Banking Corp

.354

07/01/30

1,008,895

1,500,000

Westpac Banking Corp

.150

06/03/31

1,350,010

600,000

Westpac Banking Corp

.322

11/23/31

598,251

1,000,000

Westpac Banking Corp

.405

08/10/33

1,032,031

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 4.4%

(continued)

$

2,000,000

Westpac Banking Corp

.820

%

11/17/33

$

2,238,467

600,000

Westpac Banking Corp

.110

07/24/34

587,566

2,350,000

Westpac Banking Corp

.668

11/15/35

2,108,832

1,500,000

Westpac Banking Corp

.618

11/20/35

1,546,699

500,000

Westpac Banking Corp

.020

11/18/36

445,946

900,000

Westpac Banking Corp

.421

07/24/39

833,465

225,000

Westpac Banking Corp

.963

11/16/40

172,225

400,000

Zions Bancorp NA

.250

10/29/29

375,689

TOTAL BANKS

1,140,943,789

CAPITAL GOODS - 1.2%

675,000

3M Co

.875

10/15/27

661,352

925,000

3M Co

.625

09/14/28

914,399

500,000

3M Co

.375

03/01/29

488,300

1,000,000

3M Co

.375

08/26/29

936,509

200,000

3M Co

.125

09/19/46

140,809

300,000

3M Co

.625

10/15/47

227,380

1,150,000

3M Co

.000

09/14/48

931,348

875,000

3M Co

.250

08/26/49

613,987

820,000

3M Co

.700

04/15/50

617,971

1,000,000

Acuity Brands Lighting, Inc

.150

12/15/30

898,637

1,000,000

AGCO Corp

.800

03/21/34

1,039,515

1,000,000

Air Lease Corp

.200

01/15/27

972,724

200,000

Air Lease Corp

.625

12/01/27

196,947

1,000,000

Air Lease Corp

.850

12/15/27

1,030,009

500,000

Air Lease Corp

.300

02/01/28

509,033

300,000

Air Lease Corp

.625

10/01/28

301,384

1,500,000

Air Lease Corp

.100

03/01/29

1,522,943

500,000

Air Lease Corp

.250

10/01/29

474,820

750,000

Air Lease Corp

.000

02/01/30

698,415

500,000

Air Lease Corp

.125

12/01/30

462,254

1,000,000

Air Lease Corp

.200

07/15/31

1,018,637

500,000

Allegion plc

.500

10/01/29

483,638

200,000

Allegion US Holding Co, Inc

.550

10/01/27

197,493

500,000

Allegion US Holding Co, Inc

.411

07/01/32

522,068

350,000

Allegion US Holding Co, Inc

.600

05/29/34

365,304

1,000,000

Applied Materials, Inc

.000

01/15/31

990,114

1,000,000

Applied Materials, Inc

.600

01/15/36

989,647

500,000

Boeing Co

.700

02/01/27

489,809

250,000

Boeing Co

.800

03/01/27

244,950

1,900,000

Boeing Co

.040

05/01/27

1,920,354

500,000

Boeing Co

.250

03/01/28

488,123

125,000

Boeing Co

.450

11/01/28

122,224

600,000

Boeing Co

.200

03/01/29

578,951

750,000

Boeing Co

.950

02/01/30

706,117

1,600,000

Boeing Co

.150

05/01/30

1,641,849

1,000,000

Boeing Co

.625

02/01/31

957,796

300,000

Boeing Co

.600

05/01/34

271,354

2,000,000

Boeing Co

.528

05/01/34

2,210,932

425,000

Boeing Co

.250

02/01/35

368,834

500,000

Boeing Co

.550

03/01/38

413,254

600,000

Boeing Co

.500

03/01/39

485,732

350,000

Boeing Co

.875

02/15/40

361,482

5,500,000

Boeing Co

.705

05/01/40

5,612,102

300,000

Boeing Co

.375

06/15/46

213,724

250,000

Boeing Co

.650

03/01/47

182,668

100,000

Boeing Co

.625

03/01/48

72,265

100,000

Boeing Co

.850

11/01/48

74,448

5,000,000

Boeing Co

.805

05/01/50

4,995,319

125,000

Boeing Co

.825

03/01/59

88,410

750,000

Boeing Co

.950

08/01/59

538,844

5,500,000

Boeing Co

.930

05/01/60

5,494,473

1,000,000

Carlisle Cos, Inc

.750

03/01/30

936,962

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.2%

(continued)

$

1,000,000

Carlisle Cos, Inc

.200

%

03/01/32

$

864,417

125,000

Carlisle Cos, Inc

.250

09/15/35

126,513

150,000

Carlisle Cos, Inc

.550

09/15/40

151,839

1,444,000

Carrier Global Corp

.493

02/15/27

1,413,325

1,100,000

Carrier Global Corp

.722

02/15/30

1,030,904

150,000

Carrier Global Corp

.700

02/15/31

137,684

104,000

Carrier Global Corp

.900

03/15/34

111,597

2,000,000

Carrier Global Corp

.377

04/05/40

1,614,646

305,000

Carrier Global Corp

.577

04/05/50

227,461

112,000

Carrier Global Corp

.200

03/15/54

121,444

1,000,000

Caterpillar Financial Services Corp

.600

08/12/27

995,777

1,000,000

Caterpillar Financial Services Corp

.400

03/03/28

1,010,602

1,000,000

Caterpillar Financial Services Corp

.100

08/15/28

1,004,489

2,000,000

Caterpillar Financial Services Corp

.850

02/27/29

2,053,700

2,000,000

(a) Caterpillar Financial Services Corp

.375

08/16/29

2,027,556

1,500,000

Caterpillar Financial Services Corp

.700

11/15/29

1,536,400

1,500,000

Caterpillar Financial Services Corp

.800

01/08/30

1,546,474

500,000

Caterpillar, Inc

.600

09/19/29

474,577

1,000,000

Caterpillar, Inc

.900

03/12/31

894,519

750,000

Caterpillar, Inc

.200

05/15/35

775,957

225,000

Caterpillar, Inc

.200

05/27/41

227,070

2,363,000

Caterpillar, Inc

.803

08/15/42

1,995,913

300,000

Caterpillar, Inc

.300

05/15/44

266,002

750,000

Caterpillar, Inc

.250

09/19/49

540,976

750,000

Caterpillar, Inc

.250

04/09/50

540,080

750,000

Caterpillar, Inc

.500

05/15/55

765,930

500,000

CNH Industrial Capital LLC

.750

03/21/28

505,574

1,000,000

CNH Industrial Capital LLC

.550

04/10/28

1,007,698

1,000,000

CNH Industrial Capital LLC

.100

04/20/29

1,023,960

1,000,000

CNH Industrial Capital LLC

.500

10/16/30

997,909

500,000

CNH Industrial NV

.850

11/15/27

497,497

1,000,000

Cummins, Inc

.900

02/20/29

1,029,011

1,000,000

Cummins, Inc

.500

09/01/30

884,780

500,000

Cummins, Inc

.700

02/15/31

509,048

1,000,000

Cummins, Inc

.150

02/20/34

1,034,955

500,000

Cummins, Inc

.300

05/09/35

516,202

200,000

Cummins, Inc

.875

10/01/43

192,856

750,000

Cummins, Inc

.600

09/01/50

462,664

500,000

Cummins, Inc

.450

02/20/54

498,442

218,000

Deere & Co

.375

10/16/29

228,760

500,000

Deere & Co

.450

01/16/35

526,308

500,000

Deere & Co

.875

09/07/49

339,365

75,000

Deere & Co

.700

01/19/55

78,883

100,000

Dover Corp

.950

11/04/29

95,105

100,000

Dover Corp

.375

03/01/41

99,922

200,000

Eaton Corp

.103

09/15/27

197,384

1,000,000

Eaton Corp

.350

05/18/28

1,011,467

150,000

Eaton Corp

.000

11/02/32

146,817

1,250,000

Eaton Corp

.150

03/15/33

1,230,756

925,000

Eaton Corp

.150

11/02/42

817,440

200,000

Eaton Corp

.915

09/15/47

163,198

1,250,000

Eaton Corp

.700

08/23/52

1,143,510

435,000

Embraer Netherlands Finance BV

.980

02/11/35

461,483

1,000,000

Emerson Electric Co

.875

10/15/26

969,453

500,000

Emerson Electric Co

.800

10/15/27

479,861

500,000

Emerson Electric Co

.000

12/21/28

470,400

750,000

Emerson Electric Co

.950

10/15/30

675,511

500,000

Emerson Electric Co

.200

12/21/31

443,312

625,000

Emerson Electric Co

.000

03/15/35

640,752

200,000

Emerson Electric Co

.250

11/15/39

203,730

500,000

Emerson Electric Co

.750

10/15/50

325,022

500,000

Emerson Electric Co

.800

12/21/51

321,183

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.2%

(continued)

$

1,000,000

Ferguson Enterprises, Inc

.350

%

03/15/31

$

993,410

375,000

Ferguson Enterprises, Inc

.000

10/03/34

377,571

500,000

Flowserve Corp

.500

10/01/30

476,523

1,000,000

Flowserve Corp

.800

01/15/32

885,348

250,000

Fortive Corp

.300

06/15/46

209,958

500,000

Fortune Brands Innovations, Inc

.000

03/25/32

476,403

1,000,000

Fortune Brands Innovations, Inc

.875

06/01/33

1,060,255

500,000

Fortune Brands Innovations, Inc

.500

03/25/52

411,133

200,000

GATX Corp

.500

03/15/28

196,400

200,000

GATX Corp

.550

11/07/28

201,131

425,000

GATX Corp

.700

04/01/29

430,342

500,000

GATX Corp

.000

06/30/30

491,624

1,000,000

GATX Corp

.900

06/01/31

872,902

500,000

GATX Corp

.900

03/15/33

502,751

750,000

GATX Corp

.450

09/15/33

772,771

700,000

GATX Corp

.050

03/15/34

749,759

500,000

GATX Corp

.500

06/15/35

515,878

225,000

GATX Corp

.200

03/15/44

214,102

750,000

GATX Corp

.050

06/05/54

779,382

900,000

General Dynamics Corp

.250

06/01/31

812,973

475,000

General Dynamics Corp

.950

08/15/35

483,872

1,000,000

General Dynamics Corp

.850

06/01/41

749,410

225,000

General Dynamics Corp

.600

11/15/42

184,080

1,950,000

General Dynamics Corp

.250

04/01/50

1,675,393

1,000,000

General Electric Co

.300

07/29/30

1,005,940

5,000,000

General Electric Co

.900

01/29/36

5,069,663

750,000

HEICO Corp

.250

08/01/28

769,728

750,000

HEICO Corp

.350

08/01/33

778,058

350,000

Hexcel Corp

.875

02/26/35

365,969

950,000

Honeywell International, Inc

.500

11/01/26

934,721

750,000

Honeywell International, Inc

.950

02/15/28

766,803

1,000,000

Honeywell International, Inc

.875

09/01/29

1,028,258

1,000,000

Honeywell International, Inc

.700

02/01/30

1,019,389

950,000

Honeywell International, Inc

.950

06/01/30

860,633

1,000,000

Honeywell International, Inc

.950

09/01/31

1,033,805

1,000,000

Honeywell International, Inc

.750

02/01/32

1,017,988

1,000,000

Honeywell International, Inc

.000

02/15/33

1,028,682

2,000,000

Honeywell International, Inc

.500

01/15/34

1,981,343

2,500,000

Honeywell International, Inc

.000

03/01/35

2,541,652

782,000

Honeywell International, Inc

.812

11/21/47

614,770

575,000

Honeywell International, Inc

.800

06/01/50

374,595

500,000

Honeywell International, Inc

.250

03/01/54

481,259

1,000,000

Honeywell International, Inc

.350

03/01/64

961,961

2,500,000

Howmet Aerospace, Inc

.850

10/15/31

2,565,092

500,000

Hubbell, Inc

.150

08/15/27

491,016

200,000

Hubbell, Inc

.500

02/15/28

197,248

1,000,000

Hubbell, Inc

.300

03/15/31

897,801

1,000,000

Huntington Ingalls Industries, Inc

.353

01/15/30

1,030,541

500,000

Huntington Ingalls Industries, Inc

.200

05/01/30

493,055

1,000,000

(a) Huntington Ingalls Industries, Inc

.749

01/15/35

1,048,998

500,000

IDEX Corp

.950

09/01/29

510,853

500,000

IDEX Corp

.000

05/01/30

470,018

1,000,000

IDEX Corp

.625

06/15/31

905,286

1,000,000

Illinois Tool Works, Inc

.650

11/15/26

986,415

200,000

Illinois Tool Works, Inc

.875

09/15/41

194,079

1,000,000

Illinois Tool Works, Inc

.900

09/01/42

853,642

150,000

Ingersoll Rand, Inc

.400

08/14/28

155,159

500,000

Ingersoll Rand, Inc

.176

06/15/29

516,619

1,250,000

Ingersoll Rand, Inc

.314

06/15/31

1,307,700

125,000

Ingersoll Rand, Inc

.700

08/14/33

132,790

1,250,000

Ingersoll Rand, Inc

.450

06/15/34

1,303,295

200,000

John Deere Capital Corp

.800

09/08/27

196,286

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.2%

(continued)

$

1,000,000

John Deere Capital Corp

.150

%

09/15/27

$

1,004,710

200,000

John Deere Capital Corp

.050

01/06/28

196,320

1,000,000

John Deere Capital Corp

.750

01/20/28

1,019,170

1,000,000

John Deere Capital Corp

.900

03/03/28

1,022,495

2,000,000

John Deere Capital Corp

.500

03/06/28

1,887,476

575,000

John Deere Capital Corp

.950

07/14/28

590,474

1,500,000

John Deere Capital Corp

.350

04/18/29

1,466,274

2,000,000

John Deere Capital Corp

.850

06/11/29

2,054,580

500,000

John Deere Capital Corp

.800

07/18/29

477,981

1,000,000

John Deere Capital Corp

.850

10/11/29

1,030,363

500,000

John Deere Capital Corp

.450

01/09/30

467,763

2,000,000

John Deere Capital Corp

.550

06/05/30

2,031,117

1,500,000

John Deere Capital Corp

.700

06/10/30

1,538,843

1,000,000

John Deere Capital Corp

.375

10/15/30

1,007,131

1,000,000

John Deere Capital Corp

.450

01/15/31

875,533

2,500,000

John Deere Capital Corp

.900

03/07/31

2,577,303

2,000,000

John Deere Capital Corp

.000

06/17/31

1,777,979

1,000,000

John Deere Capital Corp

.400

09/08/31

1,006,797

450,000

John Deere Capital Corp

.900

06/07/32

438,696

1,000,000

John Deere Capital Corp

.350

09/15/32

1,001,617

2,000,000

John Deere Capital Corp

.150

09/08/33

2,090,445

1,000,000

John Deere Capital Corp

.100

04/11/34

1,034,640

1,000,000

John Deere Capital Corp

.050

06/12/34

1,031,149

1,000,000

Johnson Controls International plc

.500

04/19/29

1,041,095

1,000,000

Johnson Controls International plc

.750

09/15/30

886,436

1,000,000

Johnson Controls International plc

.000

09/16/31

870,950

1,000,000

Johnson Controls International plc

.900

12/01/32

1,018,238

207,000

Johnson Controls International plc

.000

01/15/36

225,687

325,000

Johnson Controls International plc

.625

07/02/44

290,898

6,000

Johnson Controls International plc

.125

09/14/45

5,558

300,000

Johnson Controls International plc

.500

02/15/47

259,731

72,000

Johnson Controls International plc (Step Bond)

.950

07/02/64

62,750

200,000

Kennametal, Inc

.625

06/15/28

201,141

1,000,000

Kennametal, Inc

.800

03/01/31

911,503

1,000,000

L3Harris Technologies, Inc

.400

06/15/28

1,006,507

1,000,000

L3Harris Technologies, Inc

.050

06/01/29

1,028,103

175,000

L3Harris Technologies, Inc

.900

12/15/29

165,989

1,000,000

L3Harris Technologies, Inc

.800

01/15/31

880,327

1,000,000

L3Harris Technologies, Inc

.250

06/01/31

1,040,995

1,000,000

L3Harris Technologies, Inc

.400

07/31/33

1,042,339

1,000,000

L3Harris Technologies, Inc

.350

06/01/34

1,036,280

300,000

L3Harris Technologies, Inc

.854

04/27/35

299,043

600,000

L3Harris Technologies, Inc

.054

04/27/45

578,685

1,000,000

L3Harris Technologies, Inc

.600

07/31/53

1,004,885

500,000

L3Harris Technologies, Inc

.500

08/15/54

496,973

1,000,000

Lennar Corp

.200

07/30/30

1,029,956

100,000

Lennox International, Inc

.700

08/01/27

95,583

1,000,000

Lennox International, Inc

.500

09/15/28

1,033,764

1,000,000

Lockheed Martin Corp

.450

05/15/28

1,011,218

1,000,000

Lockheed Martin Corp

.150

08/15/28

1,006,236

1,000,000

Lockheed Martin Corp

.500

02/15/29

1,014,584

150,000

Lockheed Martin Corp

.850

06/15/30

135,359

1,500,000

Lockheed Martin Corp

.400

08/15/30

1,511,715

1,000,000

Lockheed Martin Corp

.700

12/15/31

1,023,019

625,000

Lockheed Martin Corp

.900

06/15/32

610,860

550,000

Lockheed Martin Corp

.250

01/15/33

578,382

1,000,000

Lockheed Martin Corp

.750

02/15/34

1,009,234

300,000

Lockheed Martin Corp

.600

03/01/35

276,658

1,500,000

Lockheed Martin Corp

.000

08/15/35

1,523,803

500,000

Lockheed Martin Corp

.500

05/15/36

489,326

1,833,000

Lockheed Martin Corp

.070

12/15/42

1,582,237

275,000

Lockheed Martin Corp

.800

03/01/45

224,585

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.2%

(continued)

$

200,000

Lockheed Martin Corp

.700

%

05/15/46

$

183,599

1,150,000

Lockheed Martin Corp

.800

06/15/50

745,340

1,894,000

Lockheed Martin Corp

.090

09/15/52

1,528,425

1,000,000

Lockheed Martin Corp

.150

06/15/53

812,603

750,000

Lockheed Martin Corp

.700

11/15/54

773,787

625,000

Lockheed Martin Corp

.200

02/15/55

601,512

1,000,000

Lockheed Martin Corp

.300

06/15/62

808,874

750,000

Lockheed Martin Corp

.900

11/15/63

794,384

325,000

Lockheed Martin Corp

.200

02/15/64

306,685

200,000

Masco Corp

.500

02/15/28

188,110

500,000

Masco Corp

.000

10/01/30

447,008

550,000

Masco Corp

.000

02/15/31

482,367

700,000

Masco Corp

.500

05/15/47

584,369

1,000,000

Masco Corp

.125

02/15/51

647,919

500,000

MasTec, Inc

.900

06/15/29

523,338

735,000

Nature Conservancy

.957

03/01/52

585,965

1,500,000

NextEra Energy Capital Holdings, Inc

.050

03/15/30

1,544,500

1,000,000

NextEra Energy Capital Holdings, Inc

.300

03/15/32

1,038,475

1,000,000

NextEra Energy Capital Holdings, Inc

.450

03/15/35

1,034,293

1,500,000

NextEra Energy Capital Holdings, Inc

.900

03/15/55

1,545,880

1,000,000

Nordson Corp

.600

09/15/28

1,035,205

1,000,000

Nordson Corp

.500

12/15/29

1,005,441

500,000

Nordson Corp

.800

09/15/33

533,552

300,000

Northrop Grumman Corp

.200

02/01/27

296,807

3,275,000

Northrop Grumman Corp

.250

01/15/28

3,220,788

1,000,000

Northrop Grumman Corp

.600

02/01/29

1,015,851

425,000

Northrop Grumman Corp

.400

05/01/30

428,519

500,000

Northrop Grumman Corp

.650

07/15/30

508,555

1,500,000

Northrop Grumman Corp

.700

03/15/33

1,510,458

1,000,000

Northrop Grumman Corp

.900

06/01/34

1,014,380

500,000

Northrop Grumman Corp

.250

07/15/35

517,564

100,000

Northrop Grumman Corp

.050

11/15/40

98,173

700,000

Northrop Grumman Corp

.750

06/01/43

647,968

300,000

Northrop Grumman Corp

.850

04/15/45

243,963

1,450,000

Northrop Grumman Corp

.030

10/15/47

1,181,443

1,000,000

Northrop Grumman Corp

.250

05/01/50

962,967

1,500,000

Northrop Grumman Corp

.950

03/15/53

1,376,825

1,000,000

Northrop Grumman Corp

.200

06/01/54

952,126

200,000

nVent Finance Sarl

.550

04/15/28

200,728

1,000,000

nVent Finance Sarl

.750

11/15/31

892,279

500,000

nVent Finance Sarl

.650

05/15/33

522,071

100,000

Oshkosh Corp

.100

03/01/30

94,309

1,000,000

Otis Worldwide Corp

.293

04/05/27

975,350

1,000,000

Otis Worldwide Corp

.250

08/16/28

1,030,761

525,000

Otis Worldwide Corp

.565

02/15/30

488,802

1,500,000

Otis Worldwide Corp

.125

11/19/31

1,555,014

500,000

Otis Worldwide Corp

.112

02/15/40

389,253

450,000

Otis Worldwide Corp

.362

02/15/50

322,186

500,000

Owens Corning

.950

08/15/29

493,587

300,000

Owens Corning

.875

06/01/30

293,108

625,000

Owens Corning

.700

06/15/34

658,381

525,000

Owens Corning

.300

07/15/47

432,656

350,000

Owens Corning

.400

01/30/48

291,251

1,000,000

PACCAR Financial Corp

.550

03/03/28

1,013,897

1,000,000

PACCAR Financial Corp

.600

01/31/29

1,018,585

1,000,000

PACCAR Financial Corp

.000

09/26/29

999,382

500,000

PACCAR Financial Corp

.550

05/08/30

508,981

500,000

PACCAR Financial Corp

.000

03/22/34

514,855

650,000

Parker-Hannifin Corp

.250

03/01/27

643,023

1,500,000

Parker-Hannifin Corp

.250

09/15/27

1,506,913

1,825,000

Parker-Hannifin Corp

.250

06/14/29

1,771,188

1,500,000

Parker-Hannifin Corp

.500

09/15/29

1,520,306

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.2%

(continued)

$

200,000

Parker-Hannifin Corp

.200

%

11/21/34

$

193,867

200,000

Parker-Hannifin Corp

.450

11/21/44

177,542

750,000

Parker-Hannifin Corp

.100

03/01/47

626,547

225,000

Parker-Hannifin Corp

.000

06/14/49

183,118

500,000

Pentair Finance Sarl

.900

07/15/32

530,172

400,000

Precision Castparts Corp

.200

06/15/35

394,252

100,000

Precision Castparts Corp

.900

01/15/43

83,917

1,000,000

Quanta Services, Inc

.900

10/01/30

933,545

1,000,000

Quanta Services, Inc

.500

01/15/31

999,397

1,000,000

Quanta Services, Inc

.100

08/09/35

1,002,569

1,000,000

Quanta Services, Inc

.050

10/01/41

743,448

725,000

Raytheon Technologies Corp

.125

05/04/27

714,554

200,000

Raytheon Technologies Corp

.200

08/15/27

211,183

2,000,000

Raytheon Technologies Corp

.750

01/15/29

2,096,063

4,500,000

Raytheon Technologies Corp

.250

07/01/30

4,121,460

1,500,000

Raytheon Technologies Corp

.000

03/15/31

1,619,073

1,000,000

Raytheon Technologies Corp

.900

09/01/31

870,078

1,000,000

Raytheon Technologies Corp

.375

03/15/32

883,541

1,050,000

Raytheon Technologies Corp

.150

02/27/33

1,087,530

1,500,000

Raytheon Technologies Corp

.100

03/15/34

1,642,490

750,000

Raytheon Technologies Corp

.450

11/16/38

705,794

100,000

Raytheon Technologies Corp

.700

12/15/41

93,513

2,150,000

Raytheon Technologies Corp

.500

06/01/42

1,944,223

125,000

Raytheon Technologies Corp

.800

12/15/43

115,832

150,000

Raytheon Technologies Corp

.200

12/15/44

124,936

1,650,000

Raytheon Technologies Corp

.150

05/15/45

1,391,697

700,000

Raytheon Technologies Corp

.350

04/15/47

599,476

2,325,000

Raytheon Technologies Corp

.625

11/16/48

2,054,916

2,000,000

Raytheon Technologies Corp

.125

07/01/50

1,360,052

1,000,000

Raytheon Technologies Corp

.820

09/01/51

633,686

1,000,000

Raytheon Technologies Corp

.030

03/15/52

659,228

1,000,000

Raytheon Technologies Corp

.375

02/27/53

977,349

1,500,000

Raytheon Technologies Corp

.400

03/15/54

1,678,219

1,500,000

Regal Rexnord Corp

.050

04/15/28

1,551,648

1,000,000

Regal Rexnord Corp

.300

02/15/30

1,060,299

325,000

Regal Rexnord Corp

.400

04/15/33

348,903

400,000

Rockwell Automation, Inc

.500

03/01/29

392,531

150,000

Rockwell Automation, Inc

.750

08/15/31

130,570

400,000

Rockwell Automation, Inc

.200

03/01/49

335,518

1,000,000

Rockwell Automation, Inc

.800

08/15/61

595,048

725,000

Roper Technologies, Inc

.250

09/15/28

728,387

1,000,000

Roper Technologies, Inc

.500

10/15/29

1,009,523

1,000,000

Roper Technologies, Inc

.100

09/15/35

1,008,070

200,000

Snap-on, Inc

.250

03/01/27

197,821

200,000

Snap-on, Inc

.100

03/01/48

166,320

500,000

Snap-on, Inc

.100

05/01/50

346,020

300,000

Stanley Black & Decker, Inc

.250

11/15/28

300,412

1,000,000

Stanley Black & Decker, Inc

.300

03/15/30

910,389

1,000,000

Stanley Black & Decker, Inc

.000

05/15/32

899,350

100,000

Stanley Black & Decker, Inc

.200

09/01/40

97,688

425,000

Stanley Black & Decker, Inc

.850

11/15/48

370,887

1,500,000

Stanley Black & Decker, Inc

.750

11/15/50

890,051

100,000

Textron, Inc

.375

03/01/28

98,026

750,000

Textron, Inc

.900

09/17/29

739,186

500,000

Textron, Inc

.000

06/01/30

470,451

300,000

Textron, Inc

.450

03/15/31

270,128

500,000

Textron, Inc

.100

11/15/33

540,116

500,000

Textron, Inc

.500

05/15/35

517,203

200,000

Timken Co

.500

12/15/28

200,897

1,000,000

Timken Co

.125

04/01/32

957,535

425,000

Trane Technologies Financing Ltd

.250

03/03/33

442,219

900,000

Trane Technologies Financing Ltd

.100

06/13/34

923,990

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.2%

(continued)

$

400,000

Trane Technologies Global Holding Co Ltd

.750

%

08/21/28

$

396,965

200,000

Trane Technologies Global Holding Co Ltd

.750

06/15/43

211,084

450,000

Trane Technologies Global Holding Co Ltd

.300

02/21/48

380,531

1,000,000

Trane Technologies Luxembourg Finance S.A.

.800

03/21/29

988,377

300,000

Trane Technologies Luxembourg Finance S.A.

.500

03/21/49

259,800

1,000,000

Triton Container International Ltd

.250

03/15/32

892,899

1,150,000

Tyco Electronics Group S.A.

.125

08/15/27

1,132,285

500,000

Tyco Electronics Group S.A.

.625

02/01/30

507,394

500,000

Tyco Electronics Group S.A.

.500

02/09/31

506,130

900,000

Tyco Electronics Group S.A.

.500

02/04/32

805,887

500,000

Tyco Electronics Group S.A.

.000

05/09/35

507,310

200,000

Valmont Industries, Inc

.000

10/01/44

186,944

200,000

Valmont Industries, Inc

.250

10/01/54

185,980

300,000

Westinghouse Air Brake Technologies Corp

.450

11/15/26

297,396

875,000

Westinghouse Air Brake Technologies Corp

.700

09/15/28

887,195

500,000

Westinghouse Air Brake Technologies Corp

.900

05/29/30

510,982

1,000,000

Westinghouse Air Brake Technologies Corp

.611

03/11/34

1,050,625

500,000

Westinghouse Air Brake Technologies Corp

.500

05/29/35

517,608

1,000,000

WW Grainger, Inc

.450

09/15/34

988,209

800,000

WW Grainger, Inc

.600

06/15/45

722,555

200,000

WW Grainger, Inc

.750

05/15/46

158,154

125,000

WW Grainger, Inc

.200

05/15/47

104,883

775,000

Xylem, Inc

.250

11/01/26

766,921

225,000

Xylem, Inc

.950

01/30/28

214,336

150,000

(a) Xylem, Inc

.250

01/30/31

134,752

100,000

Xylem, Inc

.375

11/01/46

84,782

TOTAL CAPITAL GOODS

309,133,973

COMMERCIAL & PROFESSIONAL SERVICES - 0.5%

400,000

Automatic Data Processing, Inc

.700

05/15/28

378,797

900,000

Automatic Data Processing, Inc

.250

09/01/30

787,847

775,000

Automatic Data Processing, Inc

.450

09/09/34

771,349

1,000,000

Block Financial LLC

.500

07/15/28

948,562

750,000

Block Financial LLC

.875

08/15/30

722,624

1,000,000

Block Financial LLC

.375

09/15/32

1,008,041

1,000,000

Broadridge Financial Solutions, Inc

.900

12/01/29

944,131

1,000,000

Broadridge Financial Solutions, Inc

.600

05/01/31

903,996

675,000

Cintas Corp No 2

.700

04/01/27

672,269

500,000

(a) Concentrix Corp

.600

08/02/28

523,348

1,500,000

(a) Concentrix Corp

.850

08/02/33

1,556,728

2,000,000

Corp Andina de Fomento

.125

01/07/28

2,003,946

270,000

Corp Andina de Fomento

.125

06/30/28

270,929

1,000,000

Corp Andina de Fomento

.000

01/24/29

1,028,533

870,000

Corp Andina de Fomento

.000

01/22/30

900,804

1,000,000

Council Of Europe Development Bank

.625

05/08/28

998,433

750,000

Council Of Europe Development Bank

.125

01/24/29

759,523

1,500,000

Council Of Europe Development Bank

.500

01/15/30

1,542,887

1,000,000

Equifax, Inc

.100

06/01/28

1,022,301

1,000,000

Equifax, Inc

.800

09/15/29

1,016,215

100,000

Equifax, Inc

.100

05/15/30

94,627

2,000,000

Equifax, Inc

.350

09/15/31

1,768,166

4,925,000

European Investment Bank

.875

06/15/28

4,952,269

3,810,000

European Investment Bank

.750

11/15/29

3,814,007

7,310,000

European Investment Bank

.500

03/14/30

7,533,455

4,650,000

European Investment Bank

.875

10/15/30

4,668,194

4,675,000

European Investment Bank

.250

08/16/32

4,751,230

5,000,000

European Investment Bank

.625

02/12/35

5,179,770

1,195,000

(a) International Bank for Reconstruction & Development

.000

08/27/26

1,196,298

6,185,000

International Bank for Reconstruction & Development

.875

10/16/29

6,217,551

5,000,000

International Bank for Reconstruction & Development

.125

03/20/30

5,074,036

3,720,000

International Bank for Reconstruction & Development

.000

01/10/31

3,747,922

4,000,000

International Bank for Reconstruction & Development

.500

04/10/31

4,126,216

9,325,000

International Bank for Reconstruction & Development

.625

01/15/32

9,678,658

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL & PROFESSIONAL SERVICES - 0.5%

(continued)

$

1,775,000

International Bank for Reconstruction & Development

.875

%

08/28/34

$

1,741,408

6,120,000

International Bank for Reconstruction & Development

.375

08/27/35

6,201,071

1,000,000

J Paul Getty Trust

.905

04/01/35

1,025,009

1,500,000

Jacobs Engineering Group, Inc

.900

03/01/33

1,585,857

1,500,000

Mastercard, Inc

.550

03/15/28

1,524,254

1,500,000

Mastercard, Inc

.350

01/15/32

1,506,764

1,500,000

Mastercard, Inc

.950

03/15/32

1,553,723

500,000

Mastercard, Inc

.550

01/15/35

498,910

1,000,000

Paychex, Inc

.100

04/15/30

1,029,033

1,000,000

Paychex, Inc

.350

04/15/32

1,037,643

1,500,000

Paychex, Inc

.600

04/15/35

1,570,323

625,000

RELX Capital, Inc

.000

03/18/29

621,462

2,000,000

RELX Capital, Inc

.750

03/27/30

2,040,837

100,000

RELX Capital, Inc

.000

05/22/30

94,698

275,000

RELX Capital, Inc

.750

05/20/32

279,949

1,000,000

RELX Capital, Inc

.250

03/27/35

1,032,036

100,000

Republic Services, Inc

.375

11/15/27

98,827

1,000,000

Republic Services, Inc

.875

04/01/29

1,024,967

750,000

Republic Services, Inc

.000

11/15/29

774,298

500,000

Republic Services, Inc

.300

03/01/30

462,558

500,000

Republic Services, Inc

.750

07/15/30

512,178

1,000,000

Republic Services, Inc

.450

02/15/31

866,258

575,000

Republic Services, Inc

.750

02/15/32

494,061

1,000,000

Republic Services, Inc

.375

03/15/33

872,192

1,000,000

Republic Services, Inc

.000

12/15/33

1,033,355

425,000

Republic Services, Inc

.000

04/01/34

435,949

750,000

Republic Services, Inc

.200

11/15/34

777,650

500,000

Republic Services, Inc

.150

03/15/35

516,267

1,000,000

Republic Services, Inc

.050

03/01/50

695,260

880,000

Rockefeller Foundation

.492

10/01/50

541,125

500,000

Rollins, Inc

.250

02/24/35

508,814

145,000

TR Finance LLC

.850

04/15/40

150,813

200,000

TR Finance LLC

.650

11/23/43

200,738

1,000,000

Uber Technologies, Inc

.150

01/15/31

990,867

1,000,000

Uber Technologies, Inc

.800

09/15/35

990,928

850,000

Verisk Analytics, Inc

.125

03/15/29

847,991

250,000

Verisk Analytics, Inc

.500

08/15/30

250,751

750,000

Verisk Analytics, Inc

.750

04/01/33

796,466

700,000

Verisk Analytics, Inc

.250

03/15/35

713,607

750,000

(a) Verisk Analytics, Inc

.125

02/15/36

756,936

300,000

Verisk Analytics, Inc

.500

06/15/45

297,626

200,000

Verisk Analytics, Inc

.625

05/15/50

149,285

750,000

Waste Connections, Inc

.500

05/01/29

736,894

500,000

Waste Connections, Inc

.600

02/01/30

469,270

700,000

Waste Connections, Inc

.200

01/15/32

615,303

100,000

Waste Connections, Inc

.200

06/01/32

92,598

425,000

Waste Connections, Inc

.200

01/15/33

416,907

1,500,000

Waste Connections, Inc

.000

03/01/34

1,531,443

500,000

Waste Connections, Inc

.250

09/01/35

515,186

500,000

Waste Connections, Inc

.050

04/01/50

338,700

575,000

Waste Connections, Inc

.950

01/15/52

376,358

1,000,000

Waste Management, Inc

.875

02/15/29

1,026,749

1,000,000

Waste Management, Inc

.000

06/01/29

930,667

1,000,000

Waste Management, Inc

.625

02/15/30

1,017,045

500,000

Waste Management, Inc

.650

03/15/30

510,079

1,000,000

Waste Management, Inc

.500

03/15/31

866,518

1,000,000

Waste Management, Inc

.950

07/03/31

1,033,888

1,000,000

Waste Management, Inc

.800

03/15/32

1,021,777

1,000,000

Waste Management, Inc

.150

04/15/32

989,335

1,000,000

Waste Management, Inc

.625

02/15/33

1,011,267

1,000,000

Waste Management, Inc

.875

02/15/34

1,022,848

950,000

Waste Management, Inc

.950

03/15/35

964,235

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL & PROFESSIONAL SERVICES - 0.5%

(continued)

$

500,000

Waste Management, Inc

.950

%

06/01/41

$

379,228

250,000

Waste Management, Inc

.500

11/15/50

151,849

1,500,000

Waste Management, Inc

.350

10/15/54

1,477,763

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

138,162,313

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.6%

1,500,000

(c) Alibaba Group Holding Ltd

.875

05/26/30

1,546,777

1,250,000

(a) Alibaba Group Holding Ltd

.125

02/09/31

1,127,253

500,000

Alibaba Group Holding Ltd

.500

11/28/34

495,881

1,500,000

(c) Alibaba Group Holding Ltd

.250

05/26/35

1,570,507

750,000

Alibaba Group Holding Ltd

.000

12/06/37

692,696

1,250,000

(a) Alibaba Group Holding Ltd

.700

02/09/41

931,143

1,500,000

Alibaba Group Holding Ltd

.200

12/06/47

1,285,326

750,000

Alibaba Group Holding Ltd

.150

02/09/51

524,870

1,000,000

(c) Alibaba Group Holding Ltd

.625

11/26/54

1,043,550

750,000

Alibaba Group Holding Ltd

.400

12/06/57

643,918

1,250,000

Alibaba Group Holding Ltd

.250

02/09/61

841,131

3,000,000

Amazon.com, Inc

.550

12/01/27

3,045,041

2,000,000

Amazon.com, Inc

.650

05/12/28

1,894,488

2,000,000

Amazon.com, Inc

.450

04/13/29

1,971,111

2,000,000

Amazon.com, Inc

.650

12/01/29

2,051,664

1,000,000

Amazon.com, Inc

.500

06/03/30

896,051

2,000,000

Amazon.com, Inc

.100

05/12/31

1,799,319

2,000,000

Amazon.com, Inc

.600

04/13/32

1,933,178

2,000,000

Amazon.com, Inc

.700

12/01/32

2,055,590

1,800,000

Amazon.com, Inc

.800

12/05/34

1,860,049

2,625,000

Amazon.com, Inc

.875

08/22/37

2,420,221

2,500,000

Amazon.com, Inc

.875

05/12/41

1,918,269

775,000

Amazon.com, Inc

.950

12/05/44

766,797

2,875,000

Amazon.com, Inc

.050

08/22/47

2,432,203

1,900,000

Amazon.com, Inc

.500

06/03/50

1,173,755

2,500,000

Amazon.com, Inc

.100

05/12/51

1,739,224

2,000,000

Amazon.com, Inc

.950

04/13/52

1,622,270

1,900,000

Amazon.com, Inc

.250

08/22/57

1,596,444

2,500,000

Amazon.com, Inc

.250

05/12/61

1,672,199

2,000,000

Amazon.com, Inc

.100

04/13/62

1,609,436

200,000

AutoNation, Inc

.800

11/15/27

197,926

1,500,000

AutoNation, Inc

.950

08/01/28

1,406,968

100,000

AutoNation, Inc

.750

06/01/30

100,549

425,000

AutoNation, Inc

.400

08/01/31

371,093

900,000

AutoNation, Inc

.850

03/01/32

843,216

325,000

AutoNation, Inc

.890

03/15/35

335,854

1,000,000

AutoZone, Inc

.500

02/01/28

1,008,812

200,000

AutoZone, Inc

.750

04/18/29

196,836

500,000

AutoZone, Inc

.100

07/15/29

514,206

500,000

AutoZone, Inc

.000

04/15/30

493,563

500,000

AutoZone, Inc

.125

06/15/30

516,019

600,000

AutoZone, Inc

.650

01/15/31

522,430

225,000

AutoZone, Inc

.750

08/01/32

226,888

500,000

AutoZone, Inc

.750

02/01/33

500,764

1,000,000

AutoZone, Inc

.200

08/01/33

1,026,867

500,000

AutoZone, Inc

.550

11/01/33

558,167

500,000

AutoZone, Inc

.400

07/15/34

518,560

500,000

Best Buy Co, Inc

.450

10/01/28

503,632

500,000

Best Buy Co, Inc

.950

10/01/30

444,194

1,000,000

Chevron USA, Inc

.050

08/13/28

1,005,003

1,000,000

Chevron USA, Inc

.300

10/15/30

1,005,450

1,000,000

Chevron USA, Inc

.500

10/15/32

1,007,943

1,000,000

Chevron USA, Inc

.850

10/15/35

1,011,968

1,325,000

Cintas Corp No 2

.000

05/01/32

1,295,479

1,000,000

Dell International LLC

.375

12/15/41

766,806

1,000,000

(a) Dick's Sporting Goods, Inc

.150

01/15/32

916,091

1,000,000

Dick's Sporting Goods, Inc

.100

01/15/52

744,519

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.6%

(continued)

$

1,200,000

eBay, Inc

.600

%

06/05/27

$

1,191,151

500,000

(a) eBay, Inc

.950

11/22/27

519,449

1,200,000

eBay, Inc

.700

03/11/30

1,122,255

1,000,000

eBay, Inc

.600

05/10/31

909,991

500,000

eBay, Inc

.300

11/22/32

549,214

200,000

eBay, Inc

.000

07/15/42

166,953

1,000,000

eBay, Inc

.650

05/10/51

748,018

1,000,000

Genuine Parts Co

.500

11/01/28

1,061,783

1,500,000

Genuine Parts Co

.875

11/01/30

1,319,565

275,000

Genuine Parts Co

.750

02/01/32

243,813

1,000,000

HF Sinclair Corp

.500

09/01/32

1,016,484

1,000,000

Home Depot, Inc

.875

04/15/27

985,668

2,000,000

Home Depot, Inc

.900

03/15/28

1,865,126

1,000,000

Home Depot, Inc

.500

09/15/28

935,581

825,000

Home Depot, Inc

.900

12/06/28

825,563

2,500,000

Home Depot, Inc

.900

04/15/29

2,571,856

2,333,000

Home Depot, Inc

.950

06/15/29

2,250,382

2,500,000

Home Depot, Inc

.750

06/25/29

2,560,160

375,000

Home Depot, Inc

.700

04/15/30

353,231

1,500,000

Home Depot, Inc

.950

09/15/30

1,487,093

2,000,000

Home Depot, Inc

.375

03/15/31

1,723,837

575,000

Home Depot, Inc

.850

06/25/31

593,350

1,000,000

Home Depot, Inc

.875

09/15/31

873,634

1,000,000

Home Depot, Inc

.250

04/15/32

936,540

1,000,000

Home Depot, Inc

.500

09/15/32

1,015,411

2,675,000

Home Depot, Inc

.950

06/25/34

2,739,136

1,500,000

Home Depot, Inc

.650

09/15/35

1,485,156

425,000

Home Depot, Inc

.875

12/16/36

462,808

150,000

Home Depot, Inc

.950

04/01/41

161,720

675,000

Home Depot, Inc

.200

04/01/43

588,330

450,000

Home Depot, Inc

.875

02/15/44

427,010

650,000

Home Depot, Inc

.400

03/15/45

573,685

725,000

Home Depot, Inc

.250

04/01/46

622,533

2,100,000

Home Depot, Inc

.900

06/15/47

1,695,573

2,000,000

Home Depot, Inc

.500

12/06/48

1,757,738

1,000,000

Home Depot, Inc

.125

12/15/49

693,300

2,655,000

Home Depot, Inc

.350

04/15/50

1,917,469

3,000,000

Home Depot, Inc

.375

03/15/51

1,752,309

1,000,000

Home Depot, Inc

.750

09/15/51

630,560

500,000

Home Depot, Inc

.625

04/15/52

374,594

1,000,000

(a) Home Depot, Inc

.950

09/15/52

933,078

400,000

Home Depot, Inc

.300

06/25/54

391,480

675,000

Home Depot, Inc

.500

09/15/56

480,609

325,000

Home Depot, Inc

.400

06/25/64

321,067

500,000

JD.com, Inc

.375

01/14/30

484,667

500,000

JD.com, Inc

.125

01/14/50

412,119

750,000

LKQ Corp

.750

06/15/28

775,201

750,000

(a) LKQ Corp

.250

06/15/33

800,360

1,000,000

Lowe's Cos, Inc

.350

04/01/27

990,226

2,000,000

Lowe's Cos, Inc

.300

04/15/28

1,869,493

1,500,000

Lowe's Cos, Inc

.700

09/15/28

1,401,973

775,000

Lowe's Cos, Inc

.650

04/05/29

761,617

306,000

Lowe's Cos, Inc

.500

04/15/30

310,011

1,500,000

Lowe's Cos, Inc

.700

10/15/30

1,320,086

2,000,000

Lowe's Cos, Inc

.250

03/15/31

1,987,057

1,800,000

Lowe's Cos, Inc

.625

04/01/31

1,642,709

1,000,000

Lowe's Cos, Inc

.750

04/01/32

956,544

2,000,000

Lowe's Cos, Inc

.500

10/15/32

1,983,730

1,000,000

Lowe's Cos, Inc

.000

04/15/33

1,023,215

1,650,000

Lowe's Cos, Inc

.150

07/01/33

1,704,314

1,000,000

Lowe's Cos, Inc

.850

10/15/35

991,726

700,000

Lowe's Cos, Inc

.800

09/15/41

506,851

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.6%

(continued)

$

56,000

Lowe's Cos, Inc

.250

%

09/15/44

$

45,491

1,075,000

Lowe's Cos, Inc

.700

04/15/46

825,900

2,000,000

Lowe's Cos, Inc

.050

05/03/47

1,610,030

1,425,000

Lowe's Cos, Inc

.550

04/05/49

1,218,106

1,320,000

Lowe's Cos, Inc

.125

04/15/50

1,223,367

450,000

Lowe's Cos, Inc

.000

10/15/50

291,142

1,000,000

Lowe's Cos, Inc

.500

04/01/51

710,271

500,000

Lowe's Cos, Inc

.250

04/01/52

403,732

1,000,000

(a) Lowe's Cos, Inc

.625

04/15/53

994,453

275,000

Lowe's Cos, Inc

.750

07/01/53

277,543

500,000

Lowe's Cos, Inc

.450

04/01/62

399,150

1,000,000

Lowe's Cos, Inc

.800

09/15/62

1,002,695

600,000

Lowe's Cos, Inc

.850

04/01/63

605,491

1,000,000

O'Reilly Automotive, Inc

.600

09/01/27

991,090

500,000

O'Reilly Automotive, Inc

.900

06/01/29

494,517

200,000

O'Reilly Automotive, Inc

.750

03/15/31

174,324

1,000,000

O'Reilly Automotive, Inc

.700

06/15/32

1,008,452

1,000,000

O'Reilly Automotive, Inc

.000

08/19/34

1,009,052

55,000

Ross Stores, Inc

.700

04/15/27

55,128

500,000

Ross Stores, Inc

.875

04/15/31

436,307

1,750,000

TJX Cos, Inc

.150

05/15/28

1,630,070

500,000

TJX Cos, Inc

.600

05/15/31

437,988

650,000

Tractor Supply Co

.750

11/01/30

571,456

1,000,000

Tractor Supply Co

.250

05/15/33

1,031,098

375,000

Walmart, Inc

.350

04/28/30

381,155

1,000,000

Walmart, Inc

.900

04/28/35

1,028,661

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

147,812,995

CONSUMER DURABLES & APPAREL - 0.1%

1,000,000

(a) Brunswick Corp

.850

03/18/29

1,034,731

1,000,000

Brunswick Corp

.400

08/18/31

869,448

500,000

Brunswick Corp

.400

09/15/32

476,217

1,000,000

DR Horton, Inc

.300

10/15/26

972,196

1,000,000

DR Horton, Inc

.000

10/15/34

1,011,401

1,000,000

DR Horton, Inc

.500

10/15/35

1,036,798

750,000

Hasbro, Inc

.550

11/19/26

743,596

775,000

Hasbro, Inc

.500

09/15/27

764,240

1,000,000

Hasbro, Inc

.900

11/19/29

974,012

500,000

Hasbro, Inc

.050

05/14/34

522,952

100,000

Hasbro, Inc

.350

03/15/40

104,612

200,000

Hasbro, Inc

.100

05/15/44

177,843

475,000

Leggett & Platt, Inc

.500

11/15/27

465,471

350,000

(a) Leggett & Platt, Inc

.400

03/15/29

344,626

1,000,000

Leggett & Platt, Inc

.500

11/15/51

654,567

1,900,000

Lennar Corp

.750

11/29/27

1,917,993

500,000

MDC Holdings, Inc

.966

08/06/61

333,038

1,000,000

Meritage Homes Corp

.650

03/15/35

1,015,369

500,000

Mohawk Industries, Inc

.850

09/18/28

522,393

750,000

Mohawk Industries, Inc

.625

05/15/30

722,468

650,000

NIKE, Inc

.375

11/01/26

639,392

300,000

NIKE, Inc

.625

05/01/43

242,106

825,000

NIKE, Inc

.875

11/01/45

671,856

200,000

NIKE, Inc

.375

11/01/46

150,077

2,440,000

NIKE, Inc

.375

03/27/50

1,773,060

1,000,000

NVR, Inc

.000

05/15/30

945,161

750,000

Polaris, Inc

.950

03/15/29

796,160

1,000,000

PVH Corp

.500

06/13/30

1,018,659

1,000,000

Ralph Lauren Corp

.950

06/15/30

944,374

1,000,000

Ralph Lauren Corp

.000

06/15/32

1,024,517

161,000

Tapestry, Inc

.125

07/15/27

160,854

375,000

Tapestry, Inc

.100

03/11/30

383,530

450,000

Tapestry, Inc

.050

03/15/32

408,659

150,000

Tapestry, Inc

.500

03/11/35

153,223

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER DURABLES & APPAREL - 0.1%

(continued)

$

1,500,000

Toll Brothers Finance Corp

.600

%

06/15/35

$

1,536,674

TOTAL CONSUMER DURABLES & APPAREL

25,512,273

CONSUMER SERVICES - 0.4%

750,000

American University

.672

04/01/49

575,319

900,000

Booking Holdings, Inc

.550

03/15/28

890,414

1,000,000

Brown University

.924

09/01/50

673,443

1,000,000

Case Western Reserve University

.405

06/01/22

944,705

500,000

Choice Hotels International, Inc

.700

12/01/29

477,503

425,000

Choice Hotels International, Inc

.850

08/01/34

434,665

1,000,000

Claremont McKenna College

.775

01/01/22

665,710

330,000

Cornell University

.835

06/15/34

335,383

200,000

Darden Restaurants, Inc

.850

05/01/27

199,047

1,500,000

Darden Restaurants, Inc

.550

10/15/29

1,507,880

500,000

Darden Restaurants, Inc

.300

10/10/33

541,443

300,000

Darden Restaurants, Inc

.550

02/15/48

249,284

500,000

Emory University

.143

09/01/30

454,532

500,000

Emory University

.969

09/01/50

333,240

750,000

Expedia Group, Inc

.625

08/01/27

755,092

175,000

Expedia Group, Inc

.800

02/15/28

173,483

750,000

Expedia Group, Inc

.250

02/15/30

716,584

270,000

Expedia Group, Inc

.950

03/15/31

250,323

1,000,000

Expedia Group, Inc

.400

02/15/35

1,026,214

100,000

Georgetown University

.315

04/01/49

83,950

500,000

Georgetown University

.943

04/01/50

327,182

200,000

(a) Georgetown University

.115

04/01/53

188,073

300,000

Georgetown University

.215

10/01/18

268,083

1,500,000

GLP Capital LP

.250

02/15/33

1,502,445

1,500,000

GLP Capital LP

.750

11/01/37

1,489,579

2,000,000

Howard University

.209

10/01/52

1,760,275

275,000

Hyatt Hotels Corp

.750

01/30/27

280,178

200,000

Hyatt Hotels Corp

.375

09/15/28

200,293

500,000

Hyatt Hotels Corp

.250

06/30/29

512,808

1,100,000

Hyatt Hotels Corp

.750

04/23/30

1,144,141

500,000

Hyatt Hotels Corp

.375

12/15/31

511,258

500,000

(a) Hyatt Hotels Corp

.750

03/30/32

521,460

500,000

Hyatt Hotels Corp

.500

06/30/34

511,720

500,000

Johns Hopkins University

.705

07/01/32

507,837

750,000

Johns Hopkins University

.813

01/01/60

439,333

1,000,000

Las Vegas Sands Corp

.000

08/15/29

1,041,525

500,000

Las Vegas Sands Corp

.000

06/14/30

520,671

1,000,000

Las Vegas Sands Corp

.200

08/15/34

1,046,466

500,000

Leland Stanford Junior University

.289

06/01/27

479,420

2,000,000

Leland Stanford Junior University

.146

08/01/30

2,006,965

1,000,000

Leland Stanford Junior University

.679

03/01/35

1,004,503

300,000

Leland Stanford Junior University

.647

05/01/48

237,227

1,000,000

Leland Stanford Junior University

.413

06/01/50

611,064

750,000

Marriott International, Inc

.550

10/15/28

778,838

300,000

Marriott International, Inc

.650

12/01/28

303,640

500,000

Marriott International, Inc

.900

04/15/29

510,417

1,000,000

Marriott International, Inc

.875

05/15/29

1,019,418

500,000

Marriott International, Inc

.800

03/15/30

509,158

400,000

Marriott International, Inc

.625

06/15/30

403,993

1,000,000

Marriott International, Inc

.850

04/15/31

920,234

1,500,000

Marriott International, Inc

.500

10/15/31

1,493,439

1,000,000

Marriott International, Inc

.100

04/15/32

1,026,310

1,000,000

Marriott International, Inc

.500

10/15/32

926,696

1,000,000

Marriott International, Inc

.750

10/15/33

868,259

1,000,000

Marriott International, Inc

.300

05/15/34

1,027,116

500,000

(a) Marriott International, Inc

.350

03/15/35

511,362

1,500,000

Marriott International, Inc

.250

10/15/35

1,513,353

1,000,000

Marriott International, Inc

.500

04/15/37

1,021,939

1,500,000

Massachusetts Institute of Technology

.989

07/01/50

1,023,294

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER SERVICES - 0.4%

(continued)

$

1,000,000

(a) Massachusetts Institute of Technology

.294

%

07/01/51

$

582,257

405,000

Massachusetts Institute of Technology

.618

06/01/55

425,440

750,000

Massachusetts Institute of Technology

.600

07/01/11

759,292

200,000

Massachusetts Institute of Technology

.678

07/01/14

170,487

300,000

Massachusetts Institute of Technology

.885

07/01/16

213,907

775,000

McDonald's Corp

.800

04/01/28

771,642

1,000,000

McDonald's Corp

.800

08/14/28

1,021,302

1,000,000

McDonald's Corp

.000

05/17/29

1,029,535

750,000

McDonald's Corp

.625

09/01/29

710,636

500,000

McDonald's Corp

.125

03/01/30

458,534

500,000

McDonald's Corp

.600

05/15/30

507,743

1,500,000

McDonald's Corp

.400

02/12/31

1,504,086

200,000

(a) McDonald's Corp

.600

09/09/32

202,790

1,500,000

McDonald's Corp

.950

08/14/33

1,545,257

1,000,000

McDonald's Corp

.200

05/17/34

1,042,291

1,500,000

McDonald's Corp

.950

03/03/35

1,519,737

2,225,000

McDonald's Corp

.700

12/09/35

2,209,337

1,500,000

McDonald's Corp

.000

02/13/36

1,511,046

250,000

McDonald's Corp

.300

10/15/37

278,427

100,000

McDonald's Corp

.300

03/01/38

110,446

250,000

McDonald's Corp

.600

05/26/45

224,492

1,275,000

McDonald's Corp

.875

12/09/45

1,179,088

725,000

McDonald's Corp

.450

03/01/47

627,604

625,000

McDonald's Corp

.450

09/01/48

539,081

825,000

McDonald's Corp

.625

09/01/49

618,014

1,350,000

McDonald's Corp

.200

04/01/50

1,109,907

500,000

McDonald's Corp

.150

09/09/52

473,037

1,000,000

McDonald's Corp

.450

08/14/53

992,657

750,000

Northeastern University

.894

10/01/50

513,000

1,500,000

Northwestern University

.940

12/01/35

1,537,928

200,000

Northwestern University

.868

12/01/48

157,990

750,000

Northwestern University

.640

12/01/50

472,482

200,000

Northwestern University

.662

12/01/57

147,283

750,000

President and Fellows of Harvard College

.887

03/15/30

772,302

2,000,000

(a) President and Fellows of Harvard College

.609

02/15/35

2,012,386

750,000

President and Fellows of Harvard College

.259

03/15/36

780,188

750,000

President and Fellows of Harvard College

.619

10/01/37

667,691

200,000

President and Fellows of Harvard College

.150

07/15/46

147,366

1,000,000

President and Fellows of Harvard College

.517

10/15/50

616,156

1,000,000

President and Fellows of Harvard College

.745

11/15/52

781,384

200,000

President and Fellows of Harvard College

.300

07/15/56

139,534

2,000,000

(b) Royal Caribbean Cruises Ltd

.375

01/15/36

2,011,663

3,500,000

Sands China Ltd

.900

08/08/28

3,580,853

1,500,000

Sands China Ltd

.850

03/08/29

1,411,226

500,000

Starbucks Corp

.000

03/12/27

485,537

750,000

Starbucks Corp

.550

08/15/29

734,840

500,000

Starbucks Corp

.250

03/12/30

459,007

1,500,000

Starbucks Corp

.550

11/15/30

1,376,747

750,000

Starbucks Corp

.900

02/15/31

771,497

1,250,000

(a) Starbucks Corp

.000

02/14/32

1,149,944

1,000,000

Starbucks Corp

.800

02/15/33

1,013,269

1,500,000

Starbucks Corp

.000

02/15/34

1,531,288

200,000

Starbucks Corp

.300

06/15/45

167,135

200,000

Starbucks Corp

.750

12/01/47

151,947

650,000

Starbucks Corp

.500

11/15/48

553,977

1,000,000

Starbucks Corp

.450

08/15/49

842,261

500,000

Starbucks Corp

.350

03/12/50

346,918

500,000

Starbucks Corp

.500

11/15/50

356,234

652,000

Thomas Jefferson University

.847

11/01/57

460,033

500,000

Trustees of Boston College

.129

07/01/52

348,189

2,000,000

Trustees of Columbia University in the City of New York

.355

10/01/35

1,958,216

880,000

Trustees of Dartmouth College

.273

06/01/30

886,240

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER SERVICES - 0.4%

(continued)

$

1,000,000

Trustees of Princeton University

.647

%

07/01/30

$

1,020,816

1,000,000

Trustees of Princeton University

.516

07/01/50

631,593

665,000

Trustees of Princeton University

.201

03/01/52

563,205

1,000,000

University of Miami

.063

04/01/52

805,087

200,000

University of Notre Dame du Lac

.438

02/15/45

156,199

200,000

University of Notre Dame du Lac

.394

02/15/48

149,952

1,000,000

University of Southern California

.945

10/01/51

662,106

720,000

University of Southern California

.976

10/01/53

679,876

1,000,000

University of Southern California

.226

10/01/20

588,910

1,000,000

Washington University

.524

04/15/54

735,825

500,000

Washington University

.349

04/15/22

387,502

200,000

Wesleyan University

.781

07/01/16

163,994

200,000

William Marsh Rice University

.574

05/15/45

160,666

200,000

William Marsh Rice University

.774

05/15/55

154,888

750,000

Yale University

.482

04/15/30

669,328

750,000

Yale University

.701

04/15/32

763,072

750,000

Yale University

.402

04/15/50

455,811

TOTAL CONSUMER SERVICES

102,687,799

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.3%

20,000

Ahold Finance USA LLC

.875

05/01/29

21,748

625,000

Costco Wholesale Corp

.000

05/18/27

617,590

475,000

Costco Wholesale Corp

.375

06/20/27

456,326

725,000

Costco Wholesale Corp

.600

04/20/30

653,630

1,800,000

Costco Wholesale Corp

.750

04/20/32

1,558,007

1,500,000

CVS Health Corp

.000

09/15/32

1,518,355

1,000,000

CVS Health Corp

.200

09/15/55

1,029,231

1,000,000

CVS Health Corp

.250

09/15/65

1,017,110

1,033,000

Diageo Capital plc

.000

04/29/30

939,458

1,900,000

Diageo Capital plc

.125

04/29/32

1,643,616

1,000,000

Dollar General Corp

.625

11/01/27

1,008,484

500,000

Dollar General Corp

.125

05/01/28

497,872

1,000,000

Dollar General Corp

.200

07/05/28

1,023,341

500,000

Dollar General Corp

.500

04/03/30

480,220

500,000

Dollar General Corp

.000

11/01/32

504,940

1,000,000

Dollar General Corp

.450

07/05/33

1,036,906

500,000

Dollar General Corp

.125

04/03/50

395,539

500,000

Dollar General Corp

.500

11/01/52

479,042

500,000

Dollar Tree, Inc

.200

05/15/28

498,675

1,000,000

Dollar Tree, Inc

.650

12/01/31

891,531

1,000,000

Dollar Tree, Inc

.375

12/01/51

670,558

69,000

Koninklijke Ahold Delhaize NV

.700

10/01/40

71,639

1,275,000

Kroger Co

.650

10/15/26

1,257,247

175,000

Kroger Co

.700

08/01/27

174,084

1,150,000

Kroger Co

.500

01/15/29

1,164,183

250,000

Kroger Co

.200

05/01/30

228,779

1,500,000

Kroger Co

.700

01/15/31

1,310,644

1,550,000

Kroger Co

.000

09/15/34

1,563,159

100,000

Kroger Co

.900

04/15/38

114,696

250,000

Kroger Co

.000

04/15/42

237,301

300,000

Kroger Co

.150

08/01/43

284,457

300,000

Kroger Co

.875

10/15/46

233,408

900,000

Kroger Co

.450

02/01/47

767,315

700,000

Kroger Co

.650

01/15/48

603,535

300,000

Kroger Co

.400

01/15/49

288,190

500,000

Kroger Co

.950

01/15/50

388,921

1,550,000

Kroger Co

.500

09/15/54

1,510,723

1,700,000

Kroger Co

.650

09/15/64

1,658,235

500,000

Starbucks Corp

.800

05/15/30

510,388

500,000

Starbucks Corp

.400

05/15/35

518,439

500,000

SYSCO Corp

.750

01/17/29

522,760

1,000,000

SYSCO Corp

.400

02/15/30

925,186

332,000

SYSCO Corp

.950

04/01/30

351,918

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.3%

(continued)

$

500,000

SYSCO Corp

.100

%

09/23/30

$

515,500

400,000

SYSCO Corp

.450

12/14/31

356,484

2,275,000

SYSCO Corp

.000

01/17/34

2,460,574

400,000

SYSCO Corp

.400

03/23/35

413,362

300,000

SYSCO Corp

.850

10/01/45

272,989

500,000

SYSCO Corp

.500

04/01/46

432,051

250,000

SYSCO Corp

.450

03/15/48

213,032

550,000

SYSCO Corp

.300

02/15/50

384,338

905,000

SYSCO Corp

.600

04/01/50

1,005,711

675,000

SYSCO Corp

.150

12/14/51

451,723

1,000,000

Target Corp

.950

01/15/27

976,266

600,000

Target Corp

.350

02/15/30

558,604

5,000,000

Target Corp

.650

09/15/30

4,659,397

500,000

(a) Target Corp

.500

09/15/32

502,876

1,000,000

Target Corp

.400

01/15/33

999,752

875,000

Target Corp

.500

09/15/34

863,259

1,500,000

Target Corp

.000

04/15/35

1,518,679

1,000,000

Target Corp

.250

02/15/36

1,029,450

1,000,000

Target Corp

.950

01/15/52

657,235

1,500,000

(a) Target Corp

.800

01/15/53

1,362,091

3,000,000

Walmart, Inc

.950

09/09/27

3,012,924

3,000,000

Walmart, Inc

.900

04/15/28

3,010,777

1,000,000

Walmart, Inc

.500

09/22/28

936,910

21,000

Walmart, Inc

.375

09/24/29

19,844

2,000,000

Walmart, Inc

.000

04/15/30

2,012,529

1,750,000

Walmart, Inc

.800

09/22/31

1,543,945

5,000,000

Walmart, Inc

.150

09/09/32

5,009,681

900,000

Walmart, Inc

.100

04/15/33

893,705

825,000

Walmart, Inc

.500

09/22/41

597,360

1,500,000

Walmart, Inc

.650

09/22/51

958,129

4,000,000

Walmart, Inc

.500

09/09/52

3,586,229

1,850,000

Walmart, Inc

.500

04/15/53

1,656,993

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

74,499,785

ENERGY - 1.7%

1,000,000

APA Corp

.100

02/15/35

1,021,999

750,000

APA Corp

.350

07/01/49

626,790

1,000,000

APA Corp

.750

02/15/55

1,008,046

500,000

(c) Apollo Debt Solutions BDC

.550

03/15/32

524,693

1,000,000

Baker Hughes Holdings LLC

.061

12/15/26

976,155

875,000

Baker Hughes Holdings LLC

.337

12/15/27

862,575

1,000,000

Baker Hughes Holdings LLC

.138

11/07/29

961,953

500,000

Baker Hughes Holdings LLC

.486

05/01/30

504,607

800,000

Baker Hughes Holdings LLC

.125

09/15/40

784,687

875,000

Baker Hughes Holdings LLC

.080

12/15/47

705,556

450,000

Boardwalk Pipelines LP

.450

07/15/27

450,916

1,000,000

Boardwalk Pipelines LP

.600

09/01/32

925,529

1,000,000

Boardwalk Pipelines LP

.625

08/01/34

1,037,582

1,000,000

BP Capital Markets America, Inc

.017

11/17/27

1,021,153

750,000

BP Capital Markets America, Inc

.937

09/21/28

748,485

1,300,000

BP Capital Markets America, Inc

.234

11/06/28

1,306,153

2,000,000

BP Capital Markets America, Inc

.699

04/10/29

2,037,278

1,000,000

BP Capital Markets America, Inc

.970

10/17/29

1,029,863

1,500,000

BP Capital Markets America, Inc

.868

11/25/29

1,539,546

1,000,000

BP Capital Markets America, Inc

.633

04/06/30

979,453

1,000,000

BP Capital Markets America, Inc

.749

08/10/30

890,785

2,000,000

BP Capital Markets America, Inc

.721

01/12/32

1,813,663

2,350,000

BP Capital Markets America, Inc

.812

02/13/33

2,377,640

850,000

BP Capital Markets America, Inc

.893

09/11/33

862,313

900,000

BP Capital Markets America, Inc

.989

04/10/34

917,828

3,000,000

BP Capital Markets America, Inc

.227

11/17/34

3,098,649

1,000,000

BP Capital Markets America, Inc

.060

06/17/41

760,325

1,000,000

BP Capital Markets America, Inc

.000

02/24/50

661,439

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

950,000

BP Capital Markets America, Inc

.772

%

11/10/50

$

596,881

1,500,000

BP Capital Markets America, Inc

.939

06/04/51

969,287

1,000,000

BP Capital Markets America, Inc

.001

03/17/52

650,784

1,500,000

BP Capital Markets America, Inc

.379

02/08/61

1,000,699

925,000

BP Capital Markets plc

.279

09/19/27

913,565

500,000

(c) Canadian Natural Resources Ltd

.000

12/15/29

511,091

1,500,000

Canadian Natural Resources Ltd

.950

07/15/30

1,405,443

1,500,000

(c) Canadian Natural Resources Ltd

.400

12/15/34

1,527,675

1,625,000

Canadian Natural Resources Ltd

.250

03/15/38

1,734,428

800,000

Canadian Natural Resources Ltd

.950

06/01/47

711,091

1,200,000

Cenovus Energy, Inc

.650

01/15/32

1,060,868

1,425,000

Cenovus Energy, Inc

.750

02/15/52

1,012,482

1,700,000

Cheniere Corpus Christi Holdings LLC

.700

11/15/29

1,652,133

500,000

Cheniere Corpus Christi Holdings LLC

.742

12/31/39

419,373

1,000,000

Cheniere Energy Partners LP

.500

10/01/29

996,797

1,000,000

Cheniere Energy Partners LP

.000

03/01/31

964,368

1,000,000

Cheniere Energy Partners LP

.250

01/31/32

911,012

2,350,000

Cheniere Energy Partners LP

.950

06/30/33

2,487,704

675,000

(c) Cheniere Energy Partners LP

.550

10/30/35

689,589

2,100,000

Cheniere Energy, Inc

.650

04/15/34

2,164,765

1,600,000

Chevron Corp

.236

05/11/30

1,479,598

500,000

Chevron Corp

.078

05/11/50

346,891

2,000,000

Chevron USA, Inc

.018

08/12/27

1,903,017

1,000,000

Chevron USA, Inc

.475

02/26/28

1,013,956

1,000,000

Chevron USA, Inc

.250

10/15/29

974,237

2,000,000

Chevron USA, Inc

.687

04/15/30

2,046,596

1,000,000

Chevron USA, Inc

.819

04/15/32

1,027,842

1,250,000

Chevron USA, Inc

.980

04/15/35

1,281,857

250,000

Chevron USA, Inc

.343

08/12/50

148,757

300,000

Columbia Pipeline Group, Inc

.800

06/01/45

298,572

1,000,000

(c) Columbia Pipelines Operating Co LLC

.695

10/01/54

960,463

750,000

ConocoPhillips

.900

10/15/32

816,514

1,500,000

ConocoPhillips Co

.700

01/15/30

1,529,145

1,000,000

ConocoPhillips Co

.850

01/15/32

1,022,332

875,000

ConocoPhillips Co

.050

09/15/33

901,659

77,000

ConocoPhillips Co

.150

11/15/34

73,156

1,500,000

ConocoPhillips Co

.000

01/15/35

1,519,573

1,700,000

ConocoPhillips Co

.758

03/15/42

1,395,097

300,000

ConocoPhillips Co

.300

11/15/44

258,813

850,000

ConocoPhillips Co

.800

03/15/52

638,647

400,000

ConocoPhillips Co

.300

05/15/53

381,306

575,000

ConocoPhillips Co

.550

03/15/54

566,403

1,500,000

ConocoPhillips Co

.500

01/15/55

1,469,471

1,612,000

ConocoPhillips Co

.025

03/15/62

1,203,396

1,500,000

ConocoPhillips Co

.700

09/15/63

1,487,302

1,000,000

ConocoPhillips Co

.650

01/15/65

980,897

1,500,000

Continental Resources, Inc

.375

01/15/28

1,490,504

300,000

Coterra Energy, Inc

.375

03/15/29

299,378

500,000

Coterra Energy, Inc

.600

03/15/34

513,986

1,000,000

Coterra Energy, Inc

.400

02/15/35

1,007,981

1,000,000

Coterra Energy, Inc

.900

02/15/55

965,161

1,000,000

DCP Midstream Operating LP

.625

07/15/27

1,021,439

1,000,000

DCP Midstream Operating LP

.125

05/15/29

1,022,583

2,000,000

(a) Devon Energy Corp

.500

01/15/30

2,004,618

1,000,000

(a) Devon Energy Corp

.200

09/15/34

995,673

885,000

Devon Energy Corp

.600

07/15/41

851,963

700,000

Devon Energy Corp

.750

05/15/42

610,369

1,100,000

Devon Energy Corp

.000

06/15/45

957,677

1,000,000

Devon Energy Corp

.750

09/15/54

927,576

425,000

Diamondback Energy, Inc

.250

12/01/26

420,512

1,000,000

Diamondback Energy, Inc

.500

12/01/29

964,800

1,000,000

Diamondback Energy, Inc

.150

01/30/30

1,029,870

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

650,000

Diamondback Energy, Inc

.125

%

03/24/31

$

603,931

1,000,000

Diamondback Energy, Inc

.250

03/15/33

1,077,409

825,000

Diamondback Energy, Inc

.400

04/18/34

842,228

325,000

Diamondback Energy, Inc

.550

04/01/35

333,644

1,000,000

Diamondback Energy, Inc

.400

03/24/51

807,269

450,000

Diamondback Energy, Inc

.250

03/15/52

353,113

1,000,000

Diamondback Energy, Inc

.250

03/15/53

1,024,119

1,500,000

Diamondback Energy, Inc

.750

04/18/54

1,443,887

1,000,000

Diamondback Energy, Inc

.900

04/18/64

962,683

986,000

Eastern Energy Gas Holdings LLC

.650

10/15/54

971,411

200,000

Eastern Gas Transmission & Storage, Inc

.800

11/01/43

179,906

200,000

Eastern Gas Transmission & Storage, Inc

.600

12/15/44

174,542

300,000

Enbridge Energy Partners LP

.500

09/15/40

297,976

200,000

Enbridge Energy Partners LP

.375

10/15/45

234,436

100,000

Enbridge, Inc

.250

12/01/26

100,012

100,000

Enbridge, Inc

.700

07/15/27

99,181

425,000

Enbridge, Inc

.600

06/20/28

429,992

1,500,000

Enbridge, Inc

.000

11/15/28

1,577,939

500,000

Enbridge, Inc

.300

04/05/29

516,221

1,000,000

Enbridge, Inc

.900

06/20/30

1,022,637

1,000,000

Enbridge, Inc

.200

11/15/30

1,079,127

500,000

Enbridge, Inc

.700

03/08/33

526,179

350,000

Enbridge, Inc

.625

04/05/34

365,332

1,500,000

Enbridge, Inc

.550

06/20/35

1,546,895

300,000

Enbridge, Inc

.500

06/10/44

256,148

925,000

Enbridge, Inc

.500

12/01/46

915,139

1,000,000

Enbridge, Inc

.000

11/15/49

768,491

2,000,000

Enbridge, Inc

.400

08/01/51

1,371,508

1,000,000

Enbridge, Inc

.700

11/15/53

1,116,752

1,700,000

Enbridge, Inc

.950

04/05/54

1,745,997

750,000

Enbridge, Inc

.200

06/27/54

795,321

750,000

Enbridge, Inc

.375

03/15/55

793,492

1,000,000

Enbridge, Inc

.250

01/15/84

1,074,162

1,000,000

Enbridge, Inc

.500

01/15/84

1,143,715

200,000

Energy Transfer LP

.400

03/15/27

200,679

250,000

Energy Transfer LP

.200

04/15/27

249,670

350,000

Energy Transfer LP

.950

06/15/28

356,037

1,000,000

Energy Transfer LP

.100

12/01/28

1,052,193

1,600,000

Energy Transfer LP

.250

04/15/29

1,646,181

1,000,000

Energy Transfer LP

.250

07/01/29

1,029,012

450,000

Energy Transfer LP

.200

04/01/30

463,980

3,125,000

Energy Transfer LP

.750

05/15/30

3,034,594

1,000,000

Energy Transfer LP

.400

12/01/30

1,083,816

2,100,000

Energy Transfer LP

.750

02/15/33

2,201,288

1,550,000

Energy Transfer LP

.550

12/01/33

1,695,372

2,400,000

Energy Transfer LP

.550

05/15/34

2,462,402

1,000,000

Energy Transfer LP

.600

09/01/34

1,026,311

400,000

Energy Transfer LP

.900

03/15/35

389,247

2,000,000

Energy Transfer LP

.700

04/01/35

2,065,159

500,000

Energy Transfer LP

.800

06/15/38

508,585

140,000

Energy Transfer LP

.500

07/01/38

162,684

650,000

Energy Transfer LP

.500

02/01/42

688,452

100,000

Energy Transfer LP

.100

02/15/42

101,909

200,000

Energy Transfer LP

.150

02/01/43

181,547

200,000

Energy Transfer LP

.950

10/01/43

197,466

300,000

Energy Transfer LP

.300

04/01/44

274,776

100,000

Energy Transfer LP

.000

05/15/44

88,454

550,000

Energy Transfer LP

.150

03/15/45

493,574

200,000

Energy Transfer LP

.350

05/15/45

183,454

625,000

Energy Transfer LP

.125

12/15/45

629,235

500,000

Energy Transfer LP

.300

04/15/47

451,588

1,225,000

Energy Transfer LP

.400

10/01/47

1,121,305

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

1,025,000

Energy Transfer LP

.000

%

06/15/48

$

1,010,179

2,750,000

Energy Transfer LP

.250

04/15/49

2,775,879

2,175,000

Energy Transfer LP

.000

05/15/50

1,861,806

1,400,000

Energy Transfer LP

.950

05/15/54

1,355,801

2,000,000

Energy Transfer LP

.200

04/01/55

2,012,013

1,000,000

Enterprise Products Operating LLC

.300

06/20/28

1,007,664

1,450,000

Enterprise Products Operating LLC

.125

07/31/29

1,398,722

750,000

Enterprise Products Operating LLC

.800

01/31/30

708,695

1,000,000

Enterprise Products Operating LLC

.600

01/15/31

1,010,372

1,500,000

Enterprise Products Operating LLC

.350

01/31/33

1,567,626

1,500,000

Enterprise Products Operating LLC

.850

01/31/34

1,512,749

1,000,000

Enterprise Products Operating LLC

.950

02/15/35

1,008,313

725,000

Enterprise Products Operating LLC

.200

01/15/36

736,881

480,000

Enterprise Products Operating LLC

.125

10/15/39

518,934

175,000

Enterprise Products Operating LLC

.950

02/01/41

185,367

525,000

Enterprise Products Operating LLC

.850

08/15/42

489,097

325,000

Enterprise Products Operating LLC

.450

02/15/43

286,932

1,775,000

Enterprise Products Operating LLC

.850

03/15/44

1,632,453

775,000

Enterprise Products Operating LLC

.100

02/15/45

734,935

500,000

Enterprise Products Operating LLC

.900

05/15/46

459,059

675,000

Enterprise Products Operating LLC

.250

02/15/48

561,701

2,475,000

Enterprise Products Operating LLC

.800

02/01/49

2,208,751

950,000

Enterprise Products Operating LLC

.200

01/31/50

774,950

1,000,000

Enterprise Products Operating LLC

.200

02/15/52

677,953

1,425,000

Enterprise Products Operating LLC

.300

02/15/53

970,064

200,000

Enterprise Products Operating LLC

.950

10/15/54

179,718

2,000,000

Enterprise Products Operating LLC

.550

02/16/55

1,976,775

1,625,000

Enterprise Products Operating LLC

.950

01/31/60

1,211,558

700,000

Enterprise Products Operating LLC

.250

08/16/77

699,247

100,000

Enterprise Products Operating LLC

.433

08/16/77

99,877

400,000

Enterprise Products Operating LLC

.375

02/15/78

397,266

500,000

EOG Resources, Inc

.375

04/15/30

502,734

1,500,000

EOG Resources, Inc

.000

07/15/32

1,534,791

200,000

EOG Resources, Inc

.900

04/01/35

185,706

200,000

EOG Resources, Inc

.100

01/15/36

201,836

1,500,000

EOG Resources, Inc

.350

01/15/36

1,540,134

500,000

EOG Resources, Inc

.950

04/15/50

455,150

1,500,000

EOG Resources, Inc

.650

12/01/54

1,501,667

1,000,000

EOG Resources, Inc

.950

07/15/55

1,046,932

2,000,000

EQT Corp

.750

02/01/34

2,093,121

400,000

Equinor ASA

.750

01/22/26

397,036

500,000

Equinor ASA

.000

04/06/27

493,636

1,000,000

Equinor ASA

.250

06/02/28

1,006,991

1,500,000

Equinor ASA

.625

09/10/28

1,487,662

300,000

Equinor ASA

.125

04/06/30

287,416

1,175,000

Equinor ASA

.375

05/22/30

1,087,204

1,000,000

Equinor ASA

.500

09/03/30

1,015,185

1,000,000

Equinor ASA

.125

06/03/35

1,030,341

300,000

Equinor ASA

.625

04/06/40

254,914

200,000

Equinor ASA

.100

08/17/40

200,933

400,000

Equinor ASA

.250

11/23/41

361,827

300,000

Equinor ASA

.950

05/15/43

255,100

1,300,000

Equinor ASA

.800

11/08/43

1,237,967

750,000

Equinor ASA

.250

11/18/49

537,140

1,300,000

Equinor ASA

.700

04/06/50

1,010,329

1,000,000

(c) Equitable America Global Funding

.700

09/15/32

994,722

2,500,000

Expand Energy Corp

.700

01/15/35

2,569,527

1,750,000

Exxon Mobil Corp

.294

03/19/27

1,737,874

1,000,000

Exxon Mobil Corp

.440

08/16/29

950,895

750,000

Exxon Mobil Corp

.482

03/19/30

732,538

750,000

Exxon Mobil Corp

.610

10/15/30

699,852

1,000,000

Exxon Mobil Corp

.995

08/16/39

800,113

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

3,250,000

Exxon Mobil Corp

.227

%

03/19/40

$

2,974,531

500,000

Exxon Mobil Corp

.567

03/06/45

398,437

1,225,000

Exxon Mobil Corp

.114

03/01/46

1,038,672

1,400,000

Exxon Mobil Corp

.095

08/16/49

973,594

2,100,000

Exxon Mobil Corp

.327

03/19/50

1,799,911

2,800,000

Exxon Mobil Corp

.452

04/15/51

2,051,496

2,000,000

Halliburton Co

.920

03/01/30

1,882,463

500,000

Halliburton Co

.850

11/15/35

492,442

125,000

Halliburton Co

.700

09/15/38

139,973

125,000

Halliburton Co

.450

09/15/39

148,884

750,000

Halliburton Co

.750

08/01/43

671,204

2,825,000

Halliburton Co

.000

11/15/45

2,568,586

1,000,000

(a) Helmerich & Payne, Inc

.900

09/29/31

883,423

500,000

(a) Helmerich & Payne, Inc

.500

12/01/34

489,917

2,100,000

Hess Corp

.300

04/01/27

2,106,935

200,000

Hess Corp

.000

01/15/40

217,399

1,190,000

Hess Corp

.600

02/15/41

1,234,921

900,000

Hess Corp

.800

04/01/47

935,239

1,000,000

HF Sinclair Corp

.750

01/15/31

1,035,026

1,000,000

HF Sinclair Corp

.250

01/15/35

1,045,299

300,000

Kinder Morgan Energy Partners LP

.950

01/15/38

337,341

535,000

Kinder Morgan Energy Partners LP

.500

09/01/39

579,212

400,000

Kinder Morgan Energy Partners LP

.700

11/01/42

352,046

500,000

Kinder Morgan Energy Partners LP

.000

03/01/43

458,025

400,000

Kinder Morgan Energy Partners LP

.500

03/01/44

386,131

200,000

Kinder Morgan Energy Partners LP

.400

09/01/44

190,779

2,825,000

Kinder Morgan, Inc

.300

03/01/28

2,837,160

1,000,000

Kinder Morgan, Inc

.000

02/01/29

1,022,522

1,000,000

Kinder Morgan, Inc

.100

08/01/29

1,027,650

1,500,000

Kinder Morgan, Inc

.150

06/01/30

1,547,369

450,000

Kinder Morgan, Inc

.000

02/15/31

398,936

300,000

Kinder Morgan, Inc

.750

01/15/32

348,837

1,250,000

Kinder Morgan, Inc

.800

02/01/33

1,249,861

1,000,000

Kinder Morgan, Inc

.200

06/01/33

1,024,043

1,000,000

Kinder Morgan, Inc

.400

02/01/34

1,030,990

1,800,000

Kinder Morgan, Inc

.300

12/01/34

1,836,486

300,000

Kinder Morgan, Inc

.850

06/01/35

315,957

1,600,000

Kinder Morgan, Inc

.550

06/01/45

1,554,079

2,325,000

Kinder Morgan, Inc

.200

03/01/48

2,130,334

500,000

Kinder Morgan, Inc

.250

08/01/50

331,546

2,500,000

Kinder Morgan, Inc

.600

02/15/51

1,757,951

750,000

Kinder Morgan, Inc

.450

08/01/52

707,459

1,000,000

Kinder Morgan, Inc

.950

08/01/54

1,007,104

1,500,000

Magellan Midstream Partners LP

.950

03/01/50

1,104,222

200,000

Marathon Petroleum Corp

.800

04/01/28

198,046

1,500,000

Marathon Petroleum Corp

.150

03/01/30

1,541,672

500,000

Marathon Petroleum Corp

.700

03/01/35

516,115

1,300,000

Marathon Petroleum Corp

.500

03/01/41

1,401,283

450,000

Marathon Petroleum Corp

.750

09/15/44

387,314

250,000

Marathon Petroleum Corp

.850

12/15/45

247,429

600,000

Marathon Petroleum Corp

.500

04/01/48

485,238

200,000

Marathon Petroleum Corp

.000

09/15/54

170,590

100,000

MPLX LP

.125

03/01/27

99,859

150,000

MPLX LP

.250

12/01/27

150,146

475,000

MPLX LP

.000

03/15/28

472,789

2,125,000

MPLX LP

.650

08/15/30

1,950,925

500,000

MPLX LP

.950

09/01/32

501,584

1,500,000

MPLX LP

.000

01/15/33

1,496,345

1,000,000

MPLX LP

.000

03/01/33

1,000,249

1,050,000

MPLX LP

.500

06/01/34

1,070,046

1,500,000

MPLX LP

.400

04/01/35

1,512,233

1,500,000

MPLX LP

.400

09/15/35

1,503,258

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

975,000

MPLX LP

.500

%

04/15/38

$

881,898

375,000

MPLX LP

.200

03/01/47

336,998

700,000

MPLX LP

.200

12/01/47

626,182

825,000

MPLX LP

.700

04/15/48

690,775

850,000

MPLX LP

.500

02/15/49

791,312

2,000,000

MPLX LP

.950

03/14/52

1,706,161

600,000

MPLX LP

.650

03/01/53

566,323

1,000,000

MPLX LP

.950

04/01/55

977,589

1,600,000

MPLX LP

.900

04/15/58

1,327,964

500,000

National Oilwell Varco, Inc

.600

12/01/29

482,965

800,000

National Oilwell Varco, Inc

.950

12/01/42

622,097

1,000,000

Northwest Pipeline LLC

.000

04/01/27

997,642

1,000,000

Occidental Petroleum Corp

.200

08/01/29

1,014,698

1,500,000

Occidental Petroleum Corp

.875

07/15/30

1,733,008

2,000,000

Occidental Petroleum Corp

.625

09/01/30

2,142,846

1,500,000

Occidental Petroleum Corp

.500

05/01/31

1,684,792

1,000,000

Occidental Petroleum Corp

.375

01/01/32

1,016,982

1,000,000

(a) Occidental Petroleum Corp

.550

10/01/34

1,014,619

1,500,000

Occidental Petroleum Corp

.450

09/15/36

1,594,000

1,500,000

Occidental Petroleum Corp

.600

03/15/46

1,568,217

1,150,000

Occidental Petroleum Corp

.050

10/01/54

1,122,178

130,000

ONEOK Partners LP

.650

10/01/36

142,051

250,000

ONEOK Partners LP

.850

10/15/37

275,528

100,000

ONEOK Partners LP

.125

02/01/41

102,492

1,300,000

ONEOK, Inc

.000

07/13/27

1,295,996

750,000

ONEOK, Inc

.650

11/01/28

777,753

325,000

ONEOK, Inc

.350

03/15/29

324,667

500,000

ONEOK, Inc

.400

09/01/29

481,724

1,000,000

ONEOK, Inc

.400

10/15/29

999,283

500,000

ONEOK, Inc

.100

03/15/30

472,153

475,000

ONEOK, Inc

.250

06/01/30

449,656

750,000

ONEOK, Inc

.800

11/01/30

790,223

175,000

ONEOK, Inc

.350

01/15/31

187,917

1,000,000

ONEOK, Inc

.750

10/15/31

1,000,320

2,000,000

ONEOK, Inc

.950

10/15/32

1,998,879

825,000

ONEOK, Inc

.100

11/15/32

884,039

1,500,000

ONEOK, Inc

.050

09/01/33

1,590,583

1,000,000

ONEOK, Inc

.050

11/01/34

986,180

225,000

ONEOK, Inc

.250

09/15/46

176,452

425,000

ONEOK, Inc

.200

10/03/47

329,972

525,000

ONEOK, Inc

.850

02/01/49

447,792

1,000,000

ONEOK, Inc

.450

09/01/49

804,804

500,000

ONEOK, Inc

.500

03/15/50

407,815

300,000

ONEOK, Inc

.150

01/15/51

336,127

1,500,000

ONEOK, Inc

.625

09/01/53

1,595,684

1,500,000

ONEOK, Inc

.700

11/01/54

1,416,105

1,500,000

ONEOK, Inc

.850

11/01/64

1,431,774

500,000

Ovintiv, Inc

.650

05/15/28

514,954

1,000,000

Ovintiv, Inc

.250

07/15/33

1,054,817

1,000,000

Ovintiv, Inc

.500

08/15/34

1,067,819

1,000,000

Ovintiv, Inc

.100

07/15/53

1,079,866

500,000

(a) Patterson-UTI Energy, Inc

.150

10/01/33

529,694

738,000

Phillips 66

.650

11/15/34

720,346

125,000

Phillips 66

.875

05/01/42

128,213

2,375,000

Phillips 66

.875

11/15/44

2,119,031

825,000

Phillips 66

.300

03/15/52

547,300

100,000

Phillips 66 Co

.550

10/01/26

99,385

675,000

Phillips 66 Co

.750

03/01/28

668,578

500,000

Phillips 66 Co

.150

12/15/29

477,834

1,250,000

Phillips 66 Co

.250

06/15/31

1,296,884

1,125,000

Phillips 66 Co

.300

06/30/33

1,157,267

1,000,000

Phillips 66 Co

.950

03/15/35

989,826

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

425,000

Phillips 66 Co

.680

%

02/15/45

$

363,667

350,000

Phillips 66 Co

.900

10/01/46

307,404

500,000

Phillips 66 Co

.650

06/15/54

479,015

1,000,000

Phillips 66 Co

.500

03/15/55

941,813

575,000

Phillips 66 Co

.200

03/15/56

576,538

1,750,000

Pioneer Natural Resources Co

.150

01/15/31

1,573,430

2,075,000

Plains All American Pipeline LP

.500

12/15/26

2,078,579

1,500,000

Plains All American Pipeline LP

.550

12/15/29

1,448,284

1,000,000

Plains All American Pipeline LP

.800

09/15/30

964,049

1,000,000

Plains All American Pipeline LP

.700

01/15/31

1,002,129

1,750,000

Plains All American Pipeline LP

.700

09/15/34

1,803,774

1,000,000

Plains All American Pipeline LP

.950

06/15/35

1,043,631

1,000,000

Plains All American Pipeline LP

.600

01/15/36

1,012,568

100,000

Plains All American Pipeline LP

.650

01/15/37

108,572

250,000

Plains All American Pipeline LP

.150

06/01/42

228,192

300,000

Plains All American Pipeline LP

.700

06/15/44

254,485

300,000

Plains All American Pipeline LP

.900

02/15/45

261,650

2,675,000

Sabine Pass Liquefaction LLC

.000

03/15/27

2,691,175

550,000

Sabine Pass Liquefaction LLC

.200

03/15/28

549,410

1,000,000

Sabine Pass Liquefaction LLC

.500

05/15/30

1,003,488

972,390

Sabine Pass Liquefaction LLC

.900

09/15/37

1,022,491

2,500,000

Shell Finance US, Inc

.375

11/07/29

2,345,743

1,000,000

Shell Finance US, Inc

.750

04/06/30

944,313

500,000

Shell Finance US, Inc

.125

05/11/35

480,166

1,200,000

Shell Finance US, Inc

.550

08/12/43

1,087,360

2,025,000

Shell Finance US, Inc

.375

05/11/45

1,769,118

650,000

Shell Finance US, Inc

.000

05/10/46

534,965

3,180,000

Shell Finance US, Inc

.750

09/12/46

2,524,768

1,500,000

Shell Finance US, Inc

.250

04/06/50

1,064,728

1,225,000

Shell International Finance BV

.875

11/13/28

1,223,963

350,000

Shell International Finance BV

.375

12/15/38

396,006

100,000

Shell International Finance BV

.500

03/25/40

103,547

1,500,000

Shell International Finance BV

.875

11/26/41

1,111,998

1,500,000

Shell International Finance BV

.125

11/07/49

1,036,562

2,000,000

Shell International Finance BV

.000

11/26/51

1,329,734

388,000

Solventum Corp

.400

03/01/29

400,412

1,000,000

Solventum Corp

.450

03/13/31

1,042,802

1,500,000

Solventum Corp

.600

03/23/34

1,561,694

975,000

Solventum Corp

.900

04/30/54

1,001,332

450,000

South Bow USA Infrastructure Holdings LLC

.911

09/01/27

453,852

450,000

South Bow USA Infrastructure Holdings LLC

.026

10/01/29

455,166

1,225,000

South Bow USA Infrastructure Holdings LLC

.584

10/01/34

1,231,584

725,000

South Bow USA Infrastructure Holdings LLC

.176

10/01/54

706,827

1,100,000

Spectra Energy Partners LP

.375

10/15/26

1,091,716

200,000

Spectra Energy Partners LP

.950

09/25/43

204,058

600,000

Spectra Energy Partners LP

.500

03/15/45

513,919

136,000

Suncor Energy, Inc

.800

05/15/38

149,954

1,550,000

Suncor Energy, Inc

.000

11/15/47

1,178,172

1,000,000

Suncor Energy, Inc

.750

03/04/51

719,029

2,000,000

Targa Resources Corp

.900

09/15/30

2,031,455

350,000

Targa Resources Corp

.200

02/01/33

332,537

750,000

Targa Resources Corp

.125

03/15/33

797,595

1,500,000

Targa Resources Corp

.500

02/15/35

1,526,320

1,000,000

Targa Resources Corp

.550

08/15/35

1,019,920

2,000,000

Targa Resources Corp

.650

02/15/36

2,047,828

575,000

Targa Resources Corp

.950

04/15/52

492,186

1,250,000

Targa Resources Corp

.250

07/01/52

1,274,924

750,000

Targa Resources Corp

.500

02/15/53

789,576

2,000,000

Targa Resources Corp

.125

05/15/55

2,011,118

400,000

Targa Resources Partners LP

.150

03/01/29

421,405

500,000

Targa Resources Partners LP

.500

03/30/34

544,436

350,000

TC PipeLines LP

.900

05/25/27

347,987

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

1,300,000

Total Capital International S.A.

.829

%

01/10/30

$

1,239,730

900,000

TotalEnergies Capital International S.A.

.455

02/19/29

883,488

775,000

TotalEnergies Capital International S.A.

.986

06/29/41

587,623

500,000

TotalEnergies Capital International S.A.

.461

07/12/49

365,779

1,500,000

TotalEnergies Capital International S.A.

.127

05/29/50

1,026,947

1,000,000

TotalEnergies Capital International S.A.

.386

06/29/60

672,282

1,125,000

TotalEnergies Capital S.A.

.883

10/11/28

1,122,123

300,000

TotalEnergies Capital S.A.

.150

04/05/34

311,358

1,000,000

TotalEnergies Capital S.A.

.724

09/10/34

1,006,670

1,275,000

TotalEnergies Capital S.A.

.488

04/05/54

1,261,069

700,000

TotalEnergies Capital S.A.

.275

09/10/54

672,432

1,925,000

TotalEnergies Capital S.A.

.638

04/05/64

1,917,885

750,000

TotalEnergies Capital S.A.

.425

09/10/64

722,146

4,000,000

TransCanada PipeLines Ltd

.100

04/15/30

3,941,517

1,925,000

TransCanada PipeLines Ltd

.625

03/01/34

1,876,611

100,000

TransCanada PipeLines Ltd

.200

10/15/37

107,160

200,000

TransCanada PipeLines Ltd

.625

01/15/39

239,191

125,000

TransCanada PipeLines Ltd

.100

06/01/40

132,244

1,425,000

TransCanada PipeLines Ltd

.100

03/15/49

1,323,323

1,000,000

TransCanada PipeLines Ltd

.000

06/01/65

1,027,566

1,200,000

Transcontinental Gas Pipe Line Co LLC

.000

03/15/28

1,196,568

500,000

Transcontinental Gas Pipe Line Co LLC

.250

05/15/30

476,751

850,000

Transcontinental Gas Pipe Line Co LLC

.600

03/15/48

737,484

500,000

Transcontinental Gas Pipe Line Co LLC

.950

05/15/50

391,664

750,000

Valero Energy Corp

.150

09/15/27

722,066

342,000

Valero Energy Corp

.350

06/01/28

343,846

1,000,000

Valero Energy Corp

.150

02/15/30

1,029,393

1,500,000

Valero Energy Corp

.800

12/01/31

1,360,743

455,000

Valero Energy Corp

.500

04/15/32

526,301

850,000

Valero Energy Corp

.625

06/15/37

942,537

300,000

Valero Energy Corp

.900

03/15/45

269,413

500,000

Valero Energy Corp

.650

12/01/51

351,307

1,000,000

Valero Energy Corp

.000

06/01/52

743,638

300,000

Valero Energy Partners LP

.500

03/15/28

302,337

1,000,000

Veralto Corp

.350

09/18/28

1,032,009

1,000,000

Veralto Corp

.450

09/18/33

1,045,719

1,000,000

Viper Energy Partners LLC

.900

08/01/30

1,007,457

1,000,000

Viper Energy Partners LLC

.700

08/01/35

1,016,720

750,000

Western Midstream Operating LP

.350

01/15/29

789,028

2,000,000

Western Midstream Operating LP

.300

02/01/30

1,952,175

3,500,000

Western Midstream Operating LP

.150

04/01/33

3,697,472

1,500,000

Western Midstream Operating LP

.450

11/15/34

1,502,007

800,000

Williams Cos, Inc

.300

08/15/28

824,831

1,000,000

Williams Cos, Inc

.900

03/15/29

1,018,519

500,000

Williams Cos, Inc

.800

11/15/29

508,928

1,000,000

Williams Cos, Inc

.625

06/30/30

1,008,521

1,500,000

Williams Cos, Inc

.600

03/15/31

1,361,976

1,000,000

Williams Cos, Inc

.650

08/15/32

998,613

625,000

Williams Cos, Inc

.650

03/15/33

656,382

1,000,000

Williams Cos, Inc

.150

03/15/34

1,015,221

1,000,000

Williams Cos, Inc

.300

09/30/35

1,014,766

300,000

Williams Cos, Inc

.300

04/15/40

324,884

300,000

Williams Cos, Inc

.800

11/15/43

302,653

300,000

Williams Cos, Inc

.400

03/04/44

291,176

1,000,000

Williams Cos, Inc

.900

01/15/45

898,627

225,000

Williams Cos, Inc

.100

09/15/45

208,294

1,700,000

Williams Cos, Inc

.850

03/01/48

1,507,490

1,500,000

Williams Cos, Inc

.500

10/15/51

1,065,344

500,000

Williams Cos, Inc

.300

08/15/52

469,266

1,000,000

Williams Cos, Inc

.800

11/15/54

1,003,295

1,000,000

Williams Cos, Inc

.000

03/15/55

1,031,684

1,000,000

Woodside Finance Ltd

.400

05/19/30

1,026,935

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.7%

(continued)

$

1,000,000

Woodside Finance Ltd

.700

%

05/19/32

$

1,038,251

1,000,000

Woodside Finance Ltd

.100

09/12/34

992,359

1,000,000

Woodside Finance Ltd

.000

05/19/35

1,043,817

575,000

Woodside Finance Ltd

.700

09/12/54

549,960

TOTAL ENERGY

442,894,889

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

50,000

Agree LP

.000

06/15/28

47,174

150,000

Agree LP

.900

10/01/30

139,878

200,000

Agree LP

.800

10/01/32

201,360

500,000

Agree LP

.600

06/15/33

427,860

500,000

Agree LP

.625

06/15/34

520,567

1,000,000

Agree LP

.600

06/15/35

1,042,542

200,000

Alexandria Real Estate Equities, Inc

.500

07/30/29

200,653

425,000

Alexandria Real Estate Equities, Inc

.750

12/15/29

398,294

100,000

Alexandria Real Estate Equities, Inc

.700

07/01/30

100,976

275,000

Alexandria Real Estate Equities, Inc

.375

08/15/31

257,277

1,000,000

Alexandria Real Estate Equities, Inc

.000

05/18/32

845,288

450,000

Alexandria Real Estate Equities, Inc

.875

02/01/33

369,648

800,000

Alexandria Real Estate Equities, Inc

.950

03/15/34

690,922

600,000

Alexandria Real Estate Equities, Inc

.750

04/15/35

585,964

1,000,000

Alexandria Real Estate Equities, Inc

.500

10/01/35

1,026,489

1,000,000

Alexandria Real Estate Equities, Inc

.250

05/15/36

1,005,427

500,000

Alexandria Real Estate Equities, Inc

.850

04/15/49

434,650

700,000

Alexandria Real Estate Equities, Inc

.000

02/01/50

536,923

1,000,000

Alexandria Real Estate Equities, Inc

.000

05/18/51

628,284

500,000

Alexandria Real Estate Equities, Inc

.550

03/15/52

347,605

200,000

Alexandria Real Estate Equities, Inc

.150

04/15/53

180,420

500,000

Alexandria Real Estate Equities, Inc

.625

05/15/54

482,272

500,000

American Assets Trust LP

.375

02/01/31

454,085

500,000

American Assets Trust LP

.150

10/01/34

508,841

500,000

American Homes 4 Rent LP

.900

02/15/29

508,543

1,000,000

American Homes 4 Rent LP

.950

06/15/30

1,018,222

250,000

American Homes 4 Rent LP

.375

07/15/31

221,464

750,000

American Homes 4 Rent LP

.625

04/15/32

701,850

1,000,000

American Homes 4 Rent LP

.500

02/01/34

1,031,918

600,000

American Homes 4 Rent LP

.250

03/15/35

606,343

250,000

American Homes 4 Rent LP

.375

07/15/51

167,725

500,000

American Homes 4 Rent LP

.300

04/15/52

400,667

425,000

American Tower Corp

.375

10/15/26

421,893

750,000

American Tower Corp

.750

01/15/27

736,745

500,000

American Tower Corp

.125

01/15/27

493,068

150,000

American Tower Corp

.550

07/15/27

148,555

1,000,000

American Tower Corp

.500

03/15/28

1,030,582

1,250,000

American Tower Corp

.800

11/15/28

1,305,283

1,000,000

American Tower Corp

.200

02/15/29

1,028,988

350,000

American Tower Corp

.950

03/15/29

346,306

750,000

American Tower Corp

.900

01/15/30

706,906

1,000,000

American Tower Corp

.000

01/31/30

1,023,354

2,500,000

American Tower Corp

.900

03/15/30

2,549,352

750,000

American Tower Corp

.100

06/15/30

676,000

725,000

American Tower Corp

.875

10/15/30

641,184

1,000,000

American Tower Corp

.700

04/15/31

912,341

1,000,000

American Tower Corp

.300

09/15/31

883,558

500,000

American Tower Corp

.050

03/15/32

484,487

1,000,000

American Tower Corp

.650

03/15/33

1,054,801

1,250,000

American Tower Corp

.900

11/15/33

1,339,822

1,000,000

American Tower Corp

.450

02/15/34

1,038,934

475,000

American Tower Corp

.400

01/31/35

490,819

1,300,000

American Tower Corp

.350

03/15/35

1,335,062

600,000

American Tower Corp

.700

10/15/49

449,900

425,000

American Tower Corp

.100

06/15/50

284,649

500,000

American Tower Corp

.950

01/15/51

323,936

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

(continued)

$

750,000

(a) Americold Realty Operating Partnership LP

.600

%

05/15/32

$

759,081

500,000

(a) Americold Realty Operating Partnership LP

.409

09/12/34

491,606

100,000

AvalonBay Communities, Inc

.900

10/15/26

98,959

200,000

AvalonBay Communities, Inc

.200

01/15/28

196,362

500,000

AvalonBay Communities, Inc

.900

12/01/28

467,534

750,000

AvalonBay Communities, Inc

.300

06/01/29

727,602

750,000

AvalonBay Communities, Inc

.300

03/01/30

691,508

800,000

AvalonBay Communities, Inc

.050

01/15/32

699,253

450,000

AvalonBay Communities, Inc

.000

02/15/33

459,613

500,000

AvalonBay Communities, Inc

.300

12/07/33

520,063

500,000

AvalonBay Communities, Inc

.350

06/01/34

520,150

1,000,000

AvalonBay Communities, Inc

.000

08/01/35

1,008,063

400,000

AvalonBay Communities, Inc

.150

07/01/47

331,055

200,000

AvalonBay Communities, Inc

.350

04/15/48

170,842

700,000

Boston Properties LP

.750

10/01/26

688,847

500,000

Boston Properties LP

.750

12/01/27

524,452

550,000

Boston Properties LP

.500

12/01/28

549,625

50,000

Boston Properties LP

.400

06/21/29

47,987

750,000

Boston Properties LP

.900

03/15/30

696,236

1,000,000

Boston Properties LP

.250

01/30/31

929,914

1,000,000

Boston Properties LP

.550

04/01/32

864,468

1,000,000

Boston Properties LP

.450

10/01/33

818,175

500,000

Boston Properties LP

.500

01/15/34

539,239

750,000

Boston Properties LP

.750

01/15/35

766,638

300,000

Brixmor Operating Partnership LP

.900

03/15/27

298,643

100,000

Brixmor Operating Partnership LP

.250

04/01/28

95,240

600,000

Brixmor Operating Partnership LP

.125

05/15/29

594,813

100,000

Brixmor Operating Partnership LP

.500

08/16/31

88,806

1,000,000

Brixmor Operating Partnership LP

.200

04/01/32

1,025,962

1,000,000

Brixmor Operating Partnership LP

.850

02/15/33

997,805

500,000

Brixmor Operating Partnership LP

.500

02/15/34

515,657

1,000,000

Brixmor Operating Partnership LP

.750

02/15/35

1,045,605

500,000

Broadstone Net Lease LLC

.600

09/15/31

437,817

500,000

Broadstone Net Lease LLC

.000

11/01/32

497,014

750,000

Camden Property Trust

.850

11/03/26

763,350

100,000

Camden Property Trust

.100

10/15/28

100,156

325,000

Camden Property Trust

.150

07/01/29

312,892

100,000

Camden Property Trust

.800

05/15/30

93,795

750,000

Camden Property Trust

.900

01/15/34

761,027

500,000

Camden Property Trust

.350

11/01/49

357,491

500,000

(b) COPT Defense Properties LP

.500

10/15/30

496,703

1,000,000

(a) Corporate Office Properties LP

.000

01/15/29

926,638

175,000

Corporate Office Properties LP

.750

04/15/31

158,425

500,000

Cousins Properties LP

.250

07/15/30

512,045

500,000

Cousins Properties LP

.375

02/15/32

512,636

500,000

Cousins Properties LP

.875

10/01/34

524,603

100,000

Crown Castle, Inc

.000

03/01/27

99,553

525,000

Crown Castle, Inc

.650

09/01/27

519,544

750,000

Crown Castle, Inc

.000

01/11/28

760,538

775,000

Crown Castle, Inc

.800

02/15/28

766,007

1,000,000

Crown Castle, Inc

.800

09/01/28

1,014,084

300,000

Crown Castle, Inc

.300

02/15/29

298,536

1,000,000

Crown Castle, Inc

.600

06/01/29

1,039,085

1,000,000

Crown Castle, Inc

.900

09/01/29

1,014,365

500,000

Crown Castle, Inc

.100

11/15/29

475,630

275,000

Crown Castle, Inc

.300

07/01/30

260,523

1,050,000

Crown Castle, Inc

.250

01/15/31

934,483

1,500,000

Crown Castle, Inc

.100

04/01/31

1,313,277

1,000,000

Crown Castle, Inc

.500

07/15/31

890,261

1,000,000

Crown Castle, Inc

.100

05/01/33

1,011,964

1,000,000

Crown Castle, Inc

.800

03/01/34

1,052,213

500,000

Crown Castle, Inc

.200

09/01/34

505,289

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

(continued)

$

500,000

Crown Castle, Inc

.900

%

04/01/41

$

365,853

200,000

Crown Castle, Inc

.750

05/15/47

176,051

300,000

Crown Castle, Inc

.200

02/15/49

276,105

500,000

Crown Castle, Inc

.000

11/15/49

382,933

200,000

Crown Castle, Inc

.150

07/01/50

158,051

875,000

Crown Castle, Inc

.250

01/15/51

590,297

600,000

CubeSmart LP

.250

12/15/28

565,004

100,000

CubeSmart LP

.375

02/15/29

100,037

250,000

CubeSmart LP

.000

02/15/30

236,181

450,000

CubeSmart LP

.000

02/15/31

393,635

700,000

CubeSmart LP

.500

02/15/32

617,672

1,000,000

CubeSmart LP

.125

11/01/35

995,865

475,000

Digital Realty Trust LP

.700

08/15/27

471,594

1,300,000

Digital Realty Trust LP

.550

01/15/28

1,338,133

300,000

Digital Realty Trust LP

.450

07/15/28

302,260

1,000,000

Digital Realty Trust LP

.600

07/01/29

975,309

1,000,000

EPR Properties

.600

11/15/31

922,916

1,000,000

Equinix Europe 2 Financing Corp LLC

.500

06/15/34

1,038,041

650,000

Equinix, Inc

.900

11/18/26

640,281

800,000

Equinix, Inc

.550

03/15/28

752,125

2,000,000

Equinix, Inc

.000

05/15/28

1,895,671

1,000,000

Equinix, Inc

.200

11/18/29

957,668

175,000

Equinix, Inc

.150

07/15/30

157,907

1,000,000

Equinix, Inc

.500

05/15/31

901,310

1,500,000

Equinix, Inc

.400

02/15/52

1,049,884

200,000

ERP Operating LP

.850

11/01/26

197,461

1,150,000

ERP Operating LP

.250

08/01/27

1,134,540

500,000

ERP Operating LP

.500

03/01/28

494,075

200,000

ERP Operating LP

.150

12/01/28

200,606

750,000

ERP Operating LP

.000

07/01/29

720,198

300,000

ERP Operating LP

.500

02/15/30

279,782

500,000

ERP Operating LP

.850

08/01/31

437,716

1,000,000

ERP Operating LP

.650

09/15/34

988,171

425,000

ERP Operating LP

.500

07/01/44

377,341

100,000

ERP Operating LP

.000

08/01/47

80,937

650,000

Essential Properties LP

.950

07/15/31

585,814

1,000,000

Essential Properties LP

.400

12/01/35

1,003,752

200,000

Essex Portfolio LP

.625

05/01/27

198,588

900,000

Essex Portfolio LP

.000

03/01/29

891,732

325,000

Essex Portfolio LP

.000

01/15/30

307,893

750,000

Essex Portfolio LP

.650

01/15/31

648,010

1,000,000

Essex Portfolio LP

.550

06/15/31

895,413

600,000

Essex Portfolio LP

.500

04/01/34

623,140

275,000

Essex Portfolio LP

.375

04/01/35

283,760

300,000

Essex Portfolio LP

.500

03/15/48

259,584

200,000

Extra Space Storage LP

.875

12/15/27

198,685

500,000

Extra Space Storage LP

.900

04/01/29

492,943

500,000

Extra Space Storage LP

.000

06/15/29

494,873

1,000,000

Extra Space Storage LP

.500

07/01/30

1,042,575

100,000

Extra Space Storage LP

.200

10/15/30

89,653

500,000

Extra Space Storage LP

.900

01/15/31

531,223

700,000

Extra Space Storage LP

.550

06/01/31

629,794

450,000

Extra Space Storage LP

.400

10/15/31

396,263

500,000

Extra Space Storage LP

.350

03/15/32

433,939

750,000

Extra Space Storage LP

.400

02/01/34

771,781

500,000

Extra Space Storage LP

.400

06/15/35

510,785

50,000

Federal Realty OP LP

.250

07/15/27

49,185

1,000,000

Federal Realty OP LP

.375

05/01/28

1,026,449

1,300,000

Federal Realty OP LP

.200

06/15/29

1,248,467

300,000

Federal Realty OP LP

.500

06/01/30

289,498

200,000

Federal Realty OP LP

.500

12/01/44

176,179

500,000

First Industrial LP

.250

01/15/31

512,589

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

(continued)

$

750,000

GLP Capital LP

.750

%

06/01/28

$

770,797

200,000

GLP Capital LP

.300

01/15/29

203,658

500,000

GLP Capital LP

.000

01/15/30

484,215

500,000

GLP Capital LP

.000

01/15/31

478,559

750,000

GLP Capital LP

.250

01/15/32

674,754

1,000,000

GLP Capital LP

.750

12/01/33

1,083,558

100,000

Healthcare Realty Holdings LP

.625

01/15/28

98,320

500,000

Healthcare Realty Holdings LP

.100

02/15/30

470,434

100,000

Healthcare Realty Holdings LP

.400

03/15/30

90,391

975,000

Healthcare Realty Holdings LP

.000

03/15/31

846,303

175,000

Healthcare Realty Holdings LP

.050

03/15/31

150,836

1,500,000

Healthpeak OP LLC

.350

02/01/27

1,443,835

325,000

Healthpeak OP LLC

.125

12/01/28

304,319

600,000

Healthpeak OP LLC

.500

07/15/29

581,601

1,000,000

Healthpeak OP LLC

.000

01/15/30

945,065

175,000

Healthpeak OP LLC

.875

01/15/31

161,181

750,000

Healthpeak OP LLC

.750

01/15/33

745,148

500,000

Healthpeak OP LLC

.375

02/15/35

510,858

30,000

Healthpeak OP LLC

.750

02/01/41

33,072

750,000

Healthpeak Properties Interim, Inc

.250

12/15/32

771,234

100,000

Highwoods Realty LP

.875

03/01/27

98,991

150,000

Highwoods Realty LP

.125

03/15/28

148,335

250,000

Highwoods Realty LP

.200

04/15/29

244,885

500,000

Highwoods Realty LP

.050

02/15/30

463,069

775,000

Highwoods Realty LP

.600

02/01/31

684,765

250,000

Highwoods Realty LP

.650

02/01/34

283,733

500,000

Host Hotels & Resorts LP

.375

12/15/29

475,284

850,000

Host Hotels & Resorts LP

.500

09/15/30

798,028

200,000

Host Hotels & Resorts LP

.900

12/15/31

177,960

500,000

Host Hotels & Resorts LP

.700

06/15/32

515,062

100,000

Host Hotels & Resorts LP

.700

07/01/34

102,424

1,000,000

Host Hotels & Resorts LP

.500

04/15/35

1,006,597

300,000

Invitation Homes Operating Partnership LP

.300

11/15/28

283,231

500,000

Invitation Homes Operating Partnership LP

.450

08/15/30

520,168

500,000

Invitation Homes Operating Partnership LP

.000

08/15/31

432,033

575,000

Invitation Homes Operating Partnership LP

.150

04/15/32

555,871

500,000

Invitation Homes Operating Partnership LP

.950

01/15/33

502,426

500,000

Invitation Homes Operating Partnership LP

.500

08/15/33

519,211

750,000

Invitation Homes Operating Partnership LP

.700

01/15/34

635,954

500,000

Invitation Homes Operating Partnership LP

.875

02/01/35

493,752

250,000

(a) Kilroy Realty LP

.750

12/15/28

251,458

200,000

Kilroy Realty LP

.250

08/15/29

196,202

750,000

Kilroy Realty LP

.050

02/15/30

692,126

500,000

Kilroy Realty LP

.500

11/15/32

415,439

500,000

Kilroy Realty LP

.650

11/15/33

409,248

1,000,000

Kilroy Realty LP

.000

10/15/35

1,013,307

400,000

Kilroy Realty LP

.250

01/15/36

413,689

200,000

Kimco Realty OP LLC

.800

04/01/27

199,019

750,000

Kimco Realty OP LLC

.700

10/01/30

694,448

1,000,000

Kimco Realty OP LLC

.250

12/01/31

880,806

500,000

Kimco Realty OP LLC

.600

02/01/33

497,399

500,000

Kimco Realty OP LLC

.850

03/01/35

496,870

1,000,000

Kimco Realty OP LLC

.300

02/01/36

1,022,224

200,000

Kimco Realty OP LLC

.250

04/01/45

169,349

175,000

Kimco Realty OP LLC

.125

12/01/46

143,648

100,000

Kimco Realty OP LLC

.450

09/01/47

85,966

500,000

Kimco Realty OP LLC

.700

10/01/49

373,573

1,000,000

Kimco Realty OP, LLC

.400

03/01/34

1,106,723

500,000

Kite Realty Group LP

.950

12/15/31

506,126

1,000,000

Kite Realty Group LP

.200

08/15/32

1,019,042

400,000

Kite Realty Group LP

.500

03/01/34

411,293

350,000

Kite Realty Group Trust

.750

09/15/30

350,993

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

(continued)

$

1,000,000

(c) Lineage OP LP

.250

%

07/15/30

$

1,013,641

750,000

LXP Industrial Trust

.750

11/15/28

797,231

750,000

LXP Industrial Trust

.700

09/15/30

685,285

200,000

Mid-America Apartments LP

.200

06/15/28

200,573

175,000

Mid-America Apartments LP

.750

03/15/30

164,680

250,000

Mid-America Apartments LP

.700

02/15/31

217,266

1,000,000

Mid-America Apartments LP

.300

02/15/32

1,040,550

500,000

Mid-America Apartments LP

.000

03/15/34

507,009

500,000

Mid-America Apartments LP

.950

03/01/35

503,948

150,000

Mid-America Apartments LP

.875

09/15/51

96,527

500,000

National Health Investors, Inc

.000

02/01/31

452,416

1,000,000

National Health Investors, Inc

.350

02/01/33

991,915

1,550,000

NNN REIT, Inc

.500

10/15/27

1,531,538

300,000

NNN REIT, Inc

.500

04/15/30

276,868

500,000

NNN REIT, Inc

.600

02/15/31

501,866

200,000

NNN REIT, Inc

.600

10/15/33

209,206

1,000,000

NNN REIT, Inc

.500

06/15/34

1,037,414

500,000

NNN REIT, Inc

.100

04/15/50

327,651

1,000,000

NNN REIT, Inc

.000

04/15/52

634,752

200,000

OMEGA Healthcare Investors, Inc

.500

04/01/27

200,556

825,000

OMEGA Healthcare Investors, Inc

.750

01/15/28

831,855

500,000

OMEGA Healthcare Investors, Inc

.625

10/01/29

479,733

500,000

OMEGA Healthcare Investors, Inc

.200

07/01/30

507,609

500,000

OMEGA Healthcare Investors, Inc

.375

02/01/31

463,982

1,000,000

(a) OMEGA Healthcare Investors, Inc

.250

04/15/33

882,306

350,000

Phillips Edison Grocery Center Operating Partnership I LP

.625

11/15/31

310,622

500,000

Phillips Edison Grocery Center Operating Partnership I LP

.250

08/15/32

511,008

1,000,000

Phillips Edison Grocery Center Operating Partnership I LP

.750

07/15/34

1,040,460

1,000,000

Phillips Edison Grocery Center Operating Partnership I LP

.950

01/15/35

984,924

200,000

Physicians Realty LP

.300

03/15/27

200,058

200,000

Physicians Realty LP

.950

01/15/28

198,409

1,000,000

Physicians Realty LP

.625

11/01/31

891,129

750,000

Piedmont Operating Partnership LP

.875

07/15/29

793,610

1,000,000

Piedmont Operating Partnership LP

.750

04/01/32

851,937

100,000

Prologis LP

.250

10/01/26

99,249

100,000

Prologis LP

.375

02/01/29

101,014

500,000

(a) Prologis LP

.250

04/15/30

460,736

1,000,000

Prologis LP

.625

03/15/31

868,966

100,000

Prologis LP

.375

09/15/48

84,730

500,000

Prologis LP

.000

04/15/50

334,495

500,000

Prologis LP

.125

10/15/50

274,550

1,000,000

ProLogis LP

.375

12/15/27

988,757

100,000

ProLogis LP

.000

09/15/28

99,999

225,000

ProLogis LP

.875

11/15/29

214,185

200,000

ProLogis LP

.750

07/01/30

178,812

500,000

ProLogis LP

.750

01/15/31

510,653

775,000

ProLogis LP

.250

01/15/32

682,171

1,000,000

ProLogis LP

.625

01/15/33

1,006,462

750,000

ProLogis LP

.750

06/15/33

756,496

750,000

ProLogis LP

.125

01/15/34

770,266

1,000,000

ProLogis LP

.000

03/15/34

1,016,078

1,000,000

ProLogis LP

.000

01/31/35

1,013,438

500,000

ProLogis LP

.250

05/15/35

515,024

500,000

ProLogis LP

.050

03/01/50

337,033

750,000

ProLogis LP

.250

06/15/53

725,117

750,000

ProLogis LP

.250

03/15/54

725,578

750,000

Public Storage

.500

11/09/26

730,280

200,000

Public Storage

.094

09/15/27

196,855

750,000

Public Storage

.950

11/09/28

705,241

500,000

Public Storage

.385

05/01/29

488,423

250,000

Public Storage

.250

11/09/31

221,216

1,000,000

Public Storage

.100

08/01/33

1,038,254

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

(continued)

$

1,000,000

Public Storage

.350

%

08/01/53

$

988,290

1,000,000

Public Storage Operating Co

.375

07/01/30

1,004,606

1,000,000

Public Storage Operating Co

.000

07/01/35

1,011,401

1,000,000

Rayonier LP

.750

05/17/31

897,638

200,000

Realty Income Corp

.125

10/15/26

200,093

200,000

Realty Income Corp

.000

01/15/27

197,182

300,000

Realty Income Corp

.200

01/15/27

296,500

1,000,000

Realty Income Corp

.650

01/15/28

991,682

1,000,000

Realty Income Corp

.100

03/15/28

954,066

750,000

Realty Income Corp

.700

12/15/28

763,486

500,000

Realty Income Corp

.750

02/15/29

509,488

500,000

Realty Income Corp

.250

06/15/29

484,434

500,000

Realty Income Corp

.000

07/15/29

496,840

500,000

Realty Income Corp

.100

12/15/29

479,659

300,000

Realty Income Corp

.400

01/15/30

290,430

1,000,000

(a) Realty Income Corp

.850

03/15/30

1,025,486

750,000

Realty Income Corp

.250

01/15/31

709,951

500,000

Realty Income Corp

.200

02/15/31

471,335

1,500,000

(b) Realty Income Corp

.500

02/01/33

1,483,605

750,000

Realty Income Corp

.800

03/15/33

621,181

750,000

Realty Income Corp

.900

07/15/33

760,100

500,000

Realty Income Corp

.125

02/15/34

512,680

500,000

Realty Income Corp

.125

04/15/35

508,440

300,000

Realty Income Corp

.650

03/15/47

266,988

500,000

Realty Income Corp

.375

09/01/54

489,009

200,000

Regency Centers Corp

.250

01/15/34

205,551

375,000

Regency Centers LP

.600

02/01/27

372,375

125,000

Regency Centers LP

.125

03/15/28

124,994

425,000

Regency Centers LP

.950

09/15/29

405,791

500,000

Regency Centers LP

.700

06/15/30

486,693

1,000,000

Regency Centers LP

.000

07/15/32

1,023,032

425,000

Regency Centers LP

.100

01/15/35

430,385

200,000

Regency Centers LP

.400

02/01/47

171,245

300,000

Regency Centers LP

.650

03/15/49

262,947

500,000

Rexford Industrial Realty LP

.000

06/15/28

508,372

1,000,000

Rexford Industrial Realty LP

.125

12/01/30

889,753

1,000,000

Sabra Health Care LP

.200

12/01/31

908,025

500,000

Safehold GL Holdings LLC

.800

06/15/31

457,795

500,000

Safehold GL Holdings LLC

.100

04/01/34

526,734

500,000

Safehold GL Holdings LLC

.650

01/15/35

511,648

350,000

Simon Property Group LP

.250

11/30/26

346,760

200,000

Simon Property Group LP

.375

06/15/27

197,927

300,000

Simon Property Group LP

.375

12/01/27

296,242

1,750,000

Simon Property Group LP

.450

09/13/29

1,642,896

750,000

Simon Property Group LP

.650

07/15/30

698,450

1,000,000

Simon Property Group LP

.375

10/01/30

1,002,288

1,000,000

Simon Property Group LP

.200

02/01/31

898,930

500,000

Simon Property Group LP

.250

01/15/32

439,359

1,500,000

Simon Property Group LP

.650

02/01/32

1,344,166

1,000,000

Simon Property Group LP

.500

03/08/33

1,055,349

500,000

Simon Property Group LP

.250

01/15/34

551,759

1,000,000

Simon Property Group LP

.750

09/26/34

993,914

1,000,000

Simon Property Group LP

.125

10/01/35

1,011,650

500,000

Simon Property Group LP

.250

10/01/44

427,141

300,000

Simon Property Group LP

.250

11/30/46

254,229

500,000

Simon Property Group LP

.250

09/13/49

350,678

750,000

Simon Property Group LP

.800

07/15/50

574,038

1,000,000

Simon Property Group LP

.850

03/08/53

1,037,429

500,000

Simon Property Group LP

.650

01/15/54

573,831

500,000

STORE Capital Corp

.625

03/15/29

496,602

500,000

(a) STORE Capital Corp

.750

11/18/30

454,511

1,000,000

(c) Store Capital LLC

.400

04/30/30

1,018,462

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

(continued)

$

500,000

Sun Communities Operating LP

.300

%

11/01/28

$

472,740

1,000,000

Sun Communities Operating LP

.200

04/15/32

968,804

250,000

Tanger Properties LP

.875

07/15/27

247,773

500,000

Tanger Properties LP

.750

09/01/31

447,996

200,000

UDR, Inc

.500

07/01/27

197,858

200,000

UDR, Inc

.500

01/15/28

196,988

1,000,000

UDR, Inc

.000

08/15/31

923,221

750,000

UDR, Inc

.100

08/01/32

639,374

500,000

UDR, Inc

.900

03/15/33

408,237

300,000

UDR, Inc

.125

09/01/34

303,883

300,000

UDR, Inc

.100

11/01/34

258,285

200,000

Ventas Realty LP

.250

10/15/26

197,911

350,000

Ventas Realty LP

.000

01/15/30

331,333

500,000

Ventas Realty LP

.750

11/15/30

506,135

1,025,000

Ventas Realty LP

.500

09/01/31

914,557

1,000,000

Ventas Realty LP

.100

07/15/32

1,023,334

1,000,000

Ventas Realty LP

.625

07/01/34

1,041,281

1,000,000

Ventas Realty LP

.000

01/15/35

1,000,462

300,000

Ventas Realty LP

.375

02/01/45

253,042

300,000

Ventas Realty LP

.875

04/15/49

264,583

850,000

VICI Properties LP

.750

02/15/28

857,146

750,000

VICI Properties LP

.950

02/15/30

758,699

1,000,000

VICI Properties LP

.125

11/15/31

1,014,620

1,000,000

VICI Properties LP

.750

04/01/34

1,038,428

1,000,000

VICI Properties LP

.625

04/01/35

1,023,910

1,000,000

VICI Properties LP

.625

05/15/52

953,449

500,000

VICI Properties LP

.125

04/01/54

506,672

500,000

Welltower OP LLC

.700

02/15/27

491,091

600,000

Welltower OP LLC

.250

04/15/28

603,660

1,000,000

Welltower OP LLC

.050

01/15/29

936,404

500,000

Welltower OP LLC

.125

03/15/29

499,314

425,000

Welltower OP LLC

.100

01/15/30

405,937

2,000,000

Welltower OP LLC

.500

07/01/30

2,018,659

400,000

Welltower OP LLC

.750

01/15/31

369,805

1,000,000

Welltower OP LLC

.800

06/01/31

919,572

500,000

Welltower OP LLC

.750

01/15/32

452,552

150,000

Welltower OP LLC

.850

06/15/32

143,709

2,000,000

Welltower OP LLC

.125

07/01/35

2,036,963

300,000

Welltower OP LLC

.950

09/01/48

281,523

500,000

Weyerhaeuser Co

.000

11/15/29

495,049

500,000

Weyerhaeuser Co

.000

04/15/30

493,095

304,000

Weyerhaeuser Co

.375

03/15/32

348,214

300,000

Weyerhaeuser Co

.375

03/09/33

273,075

1,000,000

Weyerhaeuser Co

.000

03/09/52

776,867

1,000,000

WP Carey, Inc

.850

07/15/29

984,250

1,000,000

WP Carey, Inc

.650

07/15/30

1,005,906

750,000

WP Carey, Inc

.400

02/01/31

672,437

500,000

WP Carey, Inc

.450

02/01/32

438,649

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

245,586,030

FINANCIAL SERVICES - 2.5%

1,000,000

AerCap Ireland Capital DAC

.450

10/29/26

982,485

3,895,000

AerCap Ireland Capital DAC

.450

04/15/27

4,016,782

250,000

AerCap Ireland Capital DAC

.650

07/21/27

247,761

1,000,000

AerCap Ireland Capital DAC

.625

10/15/27

1,007,492

200,000

AerCap Ireland Capital DAC

.875

01/23/28

198,419

1,000,000

AerCap Ireland Capital DAC

.875

04/01/28

1,015,321

1,000,000

AerCap Ireland Capital DAC

.750

06/06/28

1,036,091

1,450,000

AerCap Ireland Capital DAC

.000

10/29/28

1,397,354

1,000,000

AerCap Ireland Capital DAC

.100

01/19/29

1,023,562

1,500,000

AerCap Ireland Capital DAC

.625

09/10/29

1,513,143

1,000,000

AerCap Ireland Capital DAC

.150

09/30/30

1,071,217

1,500,000

(b) AerCap Ireland Capital DAC

.375

11/15/30

1,492,512

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

1,500,000

AerCap Ireland Capital DAC

.375

%

12/15/31

$

1,551,357

700,000

AerCap Ireland Capital DAC

.300

01/30/32

644,625

2,000,000

AerCap Ireland Capital DAC

.400

10/29/33

1,797,019

1,000,000

AerCap Ireland Capital DAC

.300

01/19/34

1,022,810

1,500,000

AerCap Ireland Capital DAC

.950

09/10/34

1,493,111

1,000,000

(b) AerCap Ireland Capital DAC

.000

11/15/35

989,007

800,000

AerCap Ireland Capital DAC

.850

10/29/41

657,367

250,000

AerCap Ireland Capital DAC

.950

03/10/55

261,674

750,000

AerCap Ireland Capital DAC

.500

01/31/56

773,729

1,000,000

Affiliated Managers Group, Inc

.300

06/15/30

949,219

500,000

Affiliated Managers Group, Inc

.500

08/20/34

512,254

2,400,000

African Development Bank

.875

06/12/28

2,412,092

3,000,000

African Development Bank

.000

03/18/30

3,027,753

1,000,000

Ally Financial, Inc

.750

06/09/27

1,005,143

400,000

Ally Financial, Inc

.100

11/15/27

420,972

1,000,000

Ally Financial, Inc

.200

11/02/28

934,639

1,500,000

Ally Financial, Inc

.992

06/13/29

1,583,787

500,000

Ally Financial, Inc

.848

01/03/30

528,921

750,000

Ally Financial, Inc

.543

01/17/31

764,034

2,000,000

Ally Financial, Inc

.000

11/01/31

2,279,939

1,000,000

Ally Financial, Inc

.548

07/31/33

1,003,703

1,000,000

Ally Financial, Inc

.184

07/26/35

1,031,393

2,000,000

American Express Co

.650

11/04/26

1,950,055

1,500,000

American Express Co

.850

11/05/27

1,554,020

1,000,000

American Express Co

.043

07/26/28

1,017,063

575,000

American Express Co

.050

05/03/29

576,072

1,000,000

American Express Co

.351

07/20/29

1,005,900

1,000,000

American Express Co

.282

07/27/29

1,031,373

1,000,000

American Express Co

.532

04/25/30

1,044,929

1,500,000

American Express Co

.085

01/30/31

1,546,479

1,000,000

American Express Co

.016

04/25/31

1,028,269

1,500,000

American Express Co

.489

10/30/31

1,643,999

2,700,000

American Express Co

.989

05/26/33

2,750,469

875,000

American Express Co

.918

07/20/33

890,232

1,000,000

American Express Co

.420

08/03/33

990,835

2,000,000

American Express Co

.043

05/01/34

2,053,453

1,000,000

American Express Co

.625

07/28/34

1,044,395

500,000

American Express Co

.915

04/25/35

532,504

1,000,000

American Express Co

.284

07/26/35

1,032,212

650,000

American Express Co

.442

01/30/36

676,049

1,000,000

American Express Co

.667

04/25/36

1,056,504

525,000

American Express Co

.050

12/03/42

455,020

750,000

Ameriprise Financial, Inc

.700

12/15/28

785,124

350,000

Ameriprise Financial, Inc

.500

05/13/32

351,519

1,000,000

Ameriprise Financial, Inc

.150

05/15/33

1,036,223

825,000

Ameriprise Financial, Inc

.200

04/15/35

840,397

1,000,000

Andrew W Mellon Foundation

.947

08/01/27

944,468

750,000

Apollo Debt Solutions BDC

.900

04/13/29

788,532

500,000

(c) Apollo Debt Solutions BDC

.875

08/30/30

508,774

1,100,000

(a) Apollo Debt Solutions BDC

.700

07/29/31

1,165,793

1,000,000

Apollo Global Management, Inc

.150

08/12/35

1,004,990

750,000

Apollo Global Management, Inc

.800

05/21/54

760,039

1,000,000

Apollo Global Management, Inc

.000

12/15/54

993,405

850,000

Ares Capital Corp

.000

01/15/27

874,936

750,000

Ares Capital Corp

.875

06/15/28

716,057

750,000

Ares Capital Corp

.875

03/01/29

771,644

1,000,000

Ares Capital Corp

.950

07/15/29

1,033,158

500,000

Ares Capital Corp

.500

09/01/30

506,092

1,000,000

Ares Capital Corp

.100

01/15/31

992,787

750,000

Ares Capital Corp

.200

11/15/31

671,817

1,000,000

(a) Ares Capital Corp

.800

03/08/32

1,018,620

500,000

Ares Management Corp

.375

11/10/28

528,768

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

1,000,000

Ares Management Corp

.600

%

10/11/54

$

967,064

500,000

Ares Strategic Income Fund

.700

03/15/28

507,012

1,000,000

Ares Strategic Income Fund

.350

08/15/29

1,035,912

1,000,000

Ares Strategic Income Fund

.600

02/15/30

1,009,760

1,000,000

(c) Ares Strategic Income Fund

.800

09/09/30

1,016,213

1,000,000

(c) Ares Strategic Income Fund

.150

01/15/31

988,092

500,000

Ares Strategic Income Fund

.200

03/21/32

516,593

1,000,000

Bain Capital Specialty Finance, Inc

.550

10/13/26

978,839

300,000

Bain Capital Specialty Finance, Inc

.950

03/15/30

301,535

1,500,000

Bank of ,NV Scotia

.338

09/15/31

1,488,864

300,000

Bank of New York Mellon Corp

.250

05/16/27

297,314

1,000,000

Bank of New York Mellon Corp

.400

01/29/28

989,045

600,000

Bank of New York Mellon Corp

.850

04/28/28

601,164

2,000,000

Bank of New York Mellon Corp

.650

07/14/28

1,885,618

1,000,000

Bank of New York Mellon Corp

.890

07/21/28

1,014,883

400,000

Bank of New York Mellon Corp

.300

08/23/29

387,051

1,000,000

Bank of New York Mellon Corp

.317

10/25/29

1,064,171

1,000,000

Bank of New York Mellon Corp

.975

03/14/30

1,027,468

500,000

Bank of New York Mellon Corp

.596

07/26/30

508,125

1,500,000

Bank of New York Mellon Corp

.650

01/28/31

1,317,420

1,000,000

Bank of New York Mellon Corp

.942

02/11/31

1,027,136

1,000,000

Bank of New York Mellon Corp

.800

07/28/31

880,849

1,000,000

Bank of New York Mellon Corp

.060

07/22/32

1,033,223

500,000

Bank of New York Mellon Corp

.289

06/13/33

492,077

1,000,000

Bank of New York Mellon Corp

.834

10/25/33

1,077,053

1,000,000

Bank of New York Mellon Corp

.706

02/01/34

1,004,958

1,000,000

Bank of New York Mellon Corp

.967

04/26/34

1,019,153

1,000,000

Bank of New York Mellon Corp

.474

10/25/34

1,114,582

500,000

Bank of New York Mellon Corp

.188

03/14/35

515,397

500,000

Bank of New York Mellon Corp

.225

11/20/35

516,484

2,000,000

Bank of New York Mellon Corp

.316

06/06/36

2,069,357

450,000

Bank of New York Mellon Corp

.606

07/21/39

469,315

1,000,000

Barings BDC, Inc

.300

11/23/26

982,409

500,000

Barings BDC, Inc

.200

09/15/28

496,457

500,000

(a),(c)

Barings Private Credit Corp

.150

06/11/30

499,215

800,000

(a) Berkshire Hathaway, Inc

.500

02/11/43

759,710

500,000

BGC Group, Inc

.000

05/25/28

533,898

500,000

BGC Group, Inc

.600

06/10/29

520,029

750,000

(c) BGC Group, Inc

.150

04/02/30

768,399

1,000,000

BlackRock Funding, Inc

.700

03/14/29

1,022,887

1,000,000

BlackRock Funding, Inc

.000

03/14/34

1,030,314

1,500,000

BlackRock Funding, Inc

.900

01/08/35

1,534,119

1,000,000

BlackRock Funding, Inc

.250

03/14/54

975,214

1,000,000

BlackRock Funding, Inc

.350

01/08/55

990,565

850,000

BlackRock, Inc

.250

04/30/29

831,055

1,450,000

BlackRock, Inc

.900

01/28/31

1,292,384

750,000

BlackRock, Inc

.100

02/25/32

657,597

1,000,000

BlackRock, Inc

.750

05/25/33

1,021,754

800,000

Blackstone Private Credit Fund

.625

12/15/26

781,143

1,000,000

Blackstone Private Credit Fund

.250

03/15/27

980,909

500,000

Blackstone Private Credit Fund

.300

11/27/28

534,086

1,000,000

(a) Blackstone Private Credit Fund

.000

01/15/29

976,358

500,000

Blackstone Private Credit Fund

.950

07/16/29

514,377

500,000

Blackstone Private Credit Fund

.600

11/22/29

508,775

1,000,000

Blackstone Private Credit Fund

.250

04/01/30

1,003,745

1,000,000

Blackstone Private Credit Fund

.050

09/10/30

988,363

500,000

Blackstone Private Credit Fund

.250

01/25/31

522,581

625,000

Blackstone Private Credit Fund

.000

01/29/32

644,922

500,000

(a) Blackstone Private Credit Fund

.000

11/22/34

512,023

750,000

Blackstone Reg Finance Co LLC

.000

12/06/34

757,828

1,000,000

Blackstone Secured Lending Fund

.125

02/15/27

967,461

500,000

Blackstone Secured Lending Fund

.875

11/15/27

512,341

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

1,200,000

Blackstone Secured Lending Fund

.350

%

04/13/28

$

1,216,415

1,000,000

Blackstone Secured Lending Fund

.300

06/30/30

1,007,015

1,000,000

Blue Owl Capital Corp

.875

06/11/28

946,363

1,500,000

Blue Owl Capital Corp

.950

03/15/29

1,528,993

500,000

Blue Owl Capital Corp

.200

07/15/30

514,151

300,000

Blue Owl Capital Corp II

.450

11/15/26

310,788

1,000,000

Blue Owl Capital Corp III

.125

04/13/27

973,337

1,000,000

Blue Owl Credit Income Corp

.700

02/08/27

998,274

750,000

Blue Owl Credit Income Corp

.750

09/16/27

788,062

700,000

Blue Owl Credit Income Corp

.950

06/13/28

749,768

1,300,000

Blue Owl Credit Income Corp

.600

09/15/29

1,355,330

1,000,000

Blue Owl Credit Income Corp

.800

03/15/30

1,014,053

500,000

Blue Owl Credit Income Corp

.650

03/15/31

525,513

1,500,000

Blue Owl Finance LLC

.250

04/18/34

1,573,085

1,000,000

Blue Owl Technology Finance Corp

.500

01/15/27

970,626

1,000,000

(a) Blue Owl Technology Finance Corp II

.750

04/04/29

1,031,715

1,000,000

Brookfield Asset Management Ltd

.795

04/24/35

1,047,001

200,000

Brookfield Asset Management Ltd

.077

09/15/55

207,529

500,000

Brookfield Capital Finance LLC

.087

06/14/33

538,400

1,000,000

Brookfield Finance I UK PLC

.340

01/30/32

873,565

200,000

Brookfield Finance, Inc

.250

06/02/26

199,937

600,000

Brookfield Finance, Inc

.900

01/25/28

595,716

600,000

Brookfield Finance, Inc

.850

03/29/29

609,966

500,000

Brookfield Finance, Inc

.350

01/05/34

546,004

500,000

Brookfield Finance, Inc

.675

01/15/35

518,619

725,000

Brookfield Finance, Inc

.700

09/20/47

635,308

1,000,000

Brookfield Finance, Inc

.500

03/30/51

706,585

1,000,000

Brookfield Finance, Inc

.625

02/15/52

719,557

750,000

Brookfield Finance, Inc

.968

03/04/54

773,099

500,000

Brookfield Finance, Inc

.813

03/03/55

503,716

1,000,000

California Endowment

.498

04/01/51

580,488

1,075,000

Capital One Financial Corp

.750

03/09/27

1,069,043

1,000,000

Capital One Financial Corp

.650

05/11/27

992,039

1,000,000

Capital One Financial Corp

.878

11/02/27

974,372

2,700,000

Capital One Financial Corp

.800

01/31/28

2,679,104

1,400,000

Capital One Financial Corp

.927

05/10/28

1,414,419

2,000,000

Capital One Financial Corp

.468

02/01/29

2,051,027

1,000,000

Capital One Financial Corp

.312

06/08/29

1,049,012

1,500,000

Capital One Financial Corp

.700

02/01/30

1,557,323

2,000,000

Capital One Financial Corp

.273

03/01/30

1,927,419

750,000

Capital One Financial Corp

.247

07/26/30

770,916

1,000,000

Capital One Financial Corp

.463

07/26/30

1,035,251

1,000,000

Capital One Financial Corp

.493

09/11/31

991,911

1,000,000

Capital One Financial Corp

.624

10/30/31

1,130,993

2,525,000

Capital One Financial Corp

.359

07/29/32

2,179,469

1,000,000

Capital One Financial Corp

.618

11/02/32

888,550

1,000,000

Capital One Financial Corp

.817

02/01/34

1,048,707

1,000,000

Capital One Financial Corp

.377

06/08/34

1,081,673

1,000,000

Capital One Financial Corp

.051

02/01/35

1,061,517

1,000,000

Capital One Financial Corp

.884

07/26/35

1,048,778

325,000

Capital One Financial Corp

.183

01/30/36

337,140

250,000

Capital One Financial Corp

.197

09/11/36

247,250

500,000

Capital Southwest Corp

.950

09/18/30

500,921

1,000,000

Carlyle Group, Inc

.050

09/19/35

996,503

500,000

(a) Carlyle Secured Lending, Inc

.750

02/18/30

519,980

500,000

Carlyle Secured Lending, Inc

.750

02/15/31

497,084

450,000

Cboe Global Markets, Inc

.650

01/12/27

447,399

500,000

Cboe Global Markets, Inc

.625

12/15/30

439,217

500,000

Cboe Global Markets, Inc

.000

03/16/32

458,769

500,000

Charles Schwab Corp

.200

03/02/27

494,797

350,000

Charles Schwab Corp

.450

03/03/27

342,429

525,000

Charles Schwab Corp

.300

04/01/27

519,697

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

200,000

Charles Schwab Corp

.200

%

01/25/28

$

196,483

2,000,000

Charles Schwab Corp

.000

03/20/28

1,910,512

300,000

Charles Schwab Corp

.000

02/01/29

299,802

1,000,000

Charles Schwab Corp

.643

05/19/29

1,038,494

500,000

Charles Schwab Corp

.750

10/01/29

474,570

1,500,000

Charles Schwab Corp

.196

11/17/29

1,591,918

1,500,000

Charles Schwab Corp

.650

03/11/31

1,303,965

1,500,000

Charles Schwab Corp

.300

05/13/31

1,350,901

1,000,000

Charles Schwab Corp

.950

12/01/31

867,658

1,000,000

Charles Schwab Corp

.900

03/03/32

911,609

750,000

Charles Schwab Corp

.136

08/24/34

816,967

1,500,000

CI Financial Corp

.200

12/17/30

1,346,125

500,000

CME Group, Inc

.750

06/15/28

498,667

1,000,000

CME Group, Inc

.400

03/15/30

1,011,195

1,500,000

CME Group, Inc

.650

03/15/32

1,362,519

400,000

CME Group, Inc

.300

09/15/43

408,493

500,000

CME Group, Inc

.150

06/15/48

425,885

1,000,000

Consumers 2023 Securitization Funding LLC

.210

09/01/30

1,030,233

1,000,000

Corebridge Financial, Inc

.850

04/05/29

984,628

1,250,000

Corebridge Financial, Inc

.900

04/05/32

1,193,500

750,000

Corebridge Financial, Inc

.050

09/15/33

800,301

475,000

Corebridge Financial, Inc

.750

01/15/34

499,640

1,000,000

Corebridge Financial, Inc

.350

04/05/42

863,220

500,000

Corebridge Financial, Inc

.400

04/05/52

413,046

1,000,000

Corebridge Financial, Inc

.875

12/15/52

1,025,468

800,000

Deutsche Bank AG.

.720

01/18/29

840,111

1,000,000

Deutsche Bank AG.

.742

01/07/33

921,063

2,500,000

Deutsche Bank AG.

.079

02/10/34

2,748,108

1,000,000

DH Europe Finance II Sarl

.400

11/15/49

734,642

200,000

Discover Bank

.250

03/13/26

199,913

300,000

Discover Bank

.974

08/09/28

310,643

350,000

Discover Bank

.650

09/13/28

354,200

325,000

Discover Bank

.700

02/06/30

304,429

350,000

Discover Financial Services

.100

02/09/27

349,419

500,000

Discover Financial Services

.700

11/29/32

551,614

1,500,000

Discover Financial Services

.964

11/02/34

1,773,496

200,000

Eaton Vance Corp

.500

04/06/27

198,605

1,000,000

Enact Holdings, Inc

.250

05/28/29

1,045,633

750,000

Equitable Holdings, Inc

.594

01/11/33

789,005

662,000

Equitable Holdings, Inc

.000

04/20/48

608,062

1,000,000

Essent Group Ltd

.250

07/01/29

1,047,514

1,000,000

FactSet Research Systems, Inc

.900

03/01/27

981,703

2,500,000

Fidelity National Information Services, Inc

.100

07/15/32

2,562,028

425,000

Fidelity National Information Services, Inc

.100

03/01/41

320,864

1,125,000

Fiserv, Inc

.500

07/01/29

1,093,432

1,000,000

Fiserv, Inc

.750

03/15/30

1,014,480

2,175,000

Fiserv, Inc

.650

06/01/30

2,013,810

1,000,000

Fiserv, Inc

.350

03/15/31

1,039,919

1,000,000

Fiserv, Inc

.625

08/21/33

1,049,852

700,000

Fiserv, Inc

.450

03/15/34

723,393

1,000,000

Fiserv, Inc

.150

08/12/34

1,011,953

2,300,000

Fiserv, Inc

.400

07/01/49

1,896,351

750,000

Ford Foundation

.415

06/01/50

449,628

525,000

Ford Foundation

.815

06/01/70

303,152

750,000

Franklin BSP Capital Corp

.200

06/15/29

776,982

1,000,000

(c) Franklin BSP Capital Corp

.000

10/02/30

989,046

1,500,000

Franklin Resources, Inc

.600

10/30/30

1,311,170

500,000

Franklin Resources, Inc

.950

08/12/51

318,994

1,000,000

FS KKR Capital Corp

.625

01/15/27

971,629

1,500,000

FS KKR Capital Corp

.125

10/12/28

1,390,327

500,000

(a) FS KKR Capital Corp

.875

08/15/29

512,147

1,000,000

(a) FS KKR Capital Corp

.125

01/15/30

995,535

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

1,608,000

GE Capital Funding LLC

.550

%

05/15/32

$

1,625,282

1,000,000

Global Payments, Inc

.150

01/15/27

974,378

500,000

Global Payments, Inc

.950

08/15/27

505,978

500,000

Global Payments, Inc

.450

06/01/28

500,806

475,000

Global Payments, Inc

.200

08/15/29

451,100

500,000

Global Payments, Inc

.300

08/15/29

511,326

325,000

Global Payments, Inc

.900

05/15/30

300,785

500,000

Global Payments, Inc

.400

08/15/32

511,593

1,250,000

Global Payments, Inc

.150

08/15/49

949,749

500,000

(a) Global Payments, Inc

.950

08/15/52

490,628

1,000,000

Goldman Sachs BDC, Inc

.375

03/11/27

1,022,892

500,000

Goldman Sachs BDC, Inc

.650

09/09/30

502,915

425,000

Goldman Sachs Group, Inc

.500

11/16/26

422,231

125,000

Goldman Sachs Group, Inc

.950

01/15/27

128,073

2,500,000

Goldman Sachs Group, Inc

.948

10/21/27

2,441,161

2,000,000

Goldman Sachs Group, Inc

.640

02/24/28

1,957,945

3,000,000

Goldman Sachs Group, Inc

.615

03/15/28

2,977,500

4,475,000

Goldman Sachs Group, Inc

.691

06/05/28

4,442,815

2,000,000

Goldman Sachs Group, Inc

.482

08/23/28

2,012,513

4,525,000

Goldman Sachs Group, Inc

.814

04/23/29

4,486,421

2,550,000

Goldman Sachs Group, Inc

.223

05/01/29

2,552,975

2,000,000

Goldman Sachs Group, Inc

.484

10/24/29

2,128,359

2,500,000

Goldman Sachs Group, Inc

.600

02/07/30

2,341,696

2,500,000

Goldman Sachs Group, Inc

.800

03/15/30

2,460,462

5,000,000

Goldman Sachs Group, Inc

.727

04/25/30

5,231,211

2,000,000

Goldman Sachs Group, Inc

.049

07/23/30

2,050,127

3,000,000

Goldman Sachs Group, Inc

.692

10/23/30

3,038,234

3,000,000

Goldman Sachs Group, Inc

.207

01/28/31

3,096,849

3,000,000

Goldman Sachs Group, Inc

.218

04/23/31

3,102,317

2,000,000

Goldman Sachs Group, Inc

.992

01/27/32

1,764,862

2,050,000

Goldman Sachs Group, Inc

.615

04/22/32

1,859,799

2,550,000

Goldman Sachs Group, Inc

.383

07/21/32

2,275,872

1,500,000

Goldman Sachs Group, Inc

.650

10/21/32

1,348,995

2,000,000

Goldman Sachs Group, Inc

.102

02/24/33

1,834,758

3,000,000

Goldman Sachs Group, Inc

.561

10/24/34

3,363,529

2,400,000

Goldman Sachs Group, Inc

.851

04/25/35

2,557,106

3,000,000

Goldman Sachs Group, Inc

.330

07/23/35

3,088,332

7,000,000

Goldman Sachs Group, Inc

.016

10/23/35

7,046,542

3,000,000

Goldman Sachs Group, Inc

.536

01/28/36

3,131,532

900,000

Goldman Sachs Group, Inc

.750

10/01/37

1,008,359

2,425,000

Goldman Sachs Group, Inc

.017

10/31/38

2,173,621

1,525,000

Goldman Sachs Group, Inc

.411

04/23/39

1,410,390

2,475,000

Goldman Sachs Group, Inc

.250

02/01/41

2,718,892

1,900,000

Goldman Sachs Group, Inc

.210

04/22/42

1,469,010

2,000,000

Goldman Sachs Group, Inc

.436

02/24/43

1,577,755

1,225,000

Goldman Sachs Group, Inc

.800

07/08/44

1,137,408

1,650,000

Goldman Sachs Group, Inc

.150

05/22/45

1,557,117

200,000

Goldman Sachs Group, Inc

.750

10/21/45

182,705

3,000,000

Goldman Sachs Group, Inc

.561

11/19/45

3,046,286

3,000,000

Goldman Sachs Group, Inc

.734

01/28/56

3,110,309

1,000,000

(c) Goldman Sachs Private Credit Corp

.250

05/06/30

1,021,840

1,000,000

Golub Capital BDC, Inc

.050

02/15/27

963,576

300,000

Golub Capital BDC, Inc

.050

12/05/28

317,118

700,000

Golub Capital BDC, Inc

.000

07/15/29

715,272

1,000,000

(c) Golub Capital Private Credit Fund

.450

08/15/28

1,005,221

1,000,000

Golub Capital Private Credit Fund

.800

09/12/29

1,013,208

1,000,000

Golub Capital Private Credit Fund

.875

05/01/30

1,017,316

1,000,000

HA Sustainable Infrastructure Capital, Inc

.150

01/15/31

1,027,275

1,325,000

HA Sustainable Infrastructure Capital, Inc

.375

07/01/34

1,348,489

675,000

HA Sustainable Infrastructure Capital, Inc

.750

07/15/35

695,813

1,000,000

Hercules Capital, Inc

.375

01/20/27

981,365

1,000,000

Hercules Capital, Inc

.000

06/16/30

1,019,952

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

1,000,000

HPS Corporate Lending Fund

.750

%

01/30/29

$

1,042,702

1,000,000

(c) HPS Corporate Lending Fund

.850

06/05/30

1,017,787

1,000,000

(c) HPS Corporate Lending Fund

.450

11/15/30

999,327

1,000,000

HPS Corporate Lending Fund

.950

04/14/32

1,016,482

500,000

Intercontinental Exchange, Inc

.100

09/15/27

491,065

500,000

Intercontinental Exchange, Inc

.750

09/21/28

495,681

1,500,000

Intercontinental Exchange, Inc

.350

06/15/29

1,513,043

1,500,000

Intercontinental Exchange, Inc

.100

06/15/30

1,359,751

1,500,000

Intercontinental Exchange, Inc

.250

06/15/31

1,566,029

1,000,000

Intercontinental Exchange, Inc

.850

09/15/32

844,024

2,000,000

Intercontinental Exchange, Inc

.600

03/15/33

2,009,620

775,000

Intercontinental Exchange, Inc

.650

09/15/40

574,246

575,000

Intercontinental Exchange, Inc

.250

09/21/48

486,571

1,000,000

Intercontinental Exchange, Inc

.000

06/15/50

667,732

1,000,000

Intercontinental Exchange, Inc

.950

06/15/52

923,592

1,000,000

Intercontinental Exchange, Inc

.000

09/15/60

617,318

1,250,000

Intercontinental Exchange, Inc

.200

06/15/62

1,181,429

1,175,000

International Finance Corp

.500

01/21/28

1,196,105

3,000,000

International Finance Corp

.875

07/02/30

3,013,472

200,000

Invesco Finance plc

.375

11/30/43

194,227

500,000

Jackson Financial, Inc

.125

11/23/31

451,460

500,000

Jackson Financial, Inc

.670

06/08/32

518,956

500,000

Jackson Financial, Inc

.000

11/23/51

360,725

1,000,000

Janus Henderson US Holdings, Inc

.450

09/10/34

1,010,916

1,000,000

Jefferies Financial Group, Inc

.850

01/15/27

1,008,083

500,000

Jefferies Financial Group, Inc

.875

07/21/28

520,580

1,000,000

Jefferies Financial Group, Inc

.150

01/23/30

987,297

1,000,000

Jefferies Financial Group, Inc

.625

10/15/31

889,421

1,000,000

Jefferies Financial Group, Inc

.750

10/15/32

869,841

1,500,000

Jefferies Financial Group, Inc

.200

04/14/34

1,594,795

600,000

Jefferies Group, Inc

.450

06/08/27

620,978

1,500,000

KKR & Co, Inc

.100

08/07/35

1,502,712

2,100,000

Kreditanstalt fuer Wiederaufbau

.375

03/01/27

2,118,310

3,000,000

Kreditanstalt fuer Wiederaufbau

.750

10/29/30

3,131,935

3,000,000

Kreditanstalt fuer Wiederaufbau

.375

02/28/34

3,061,245

500,000

(a) Ladder Capital Finance Holdings LLLP

.500

08/01/30

509,800

2,000,000

Landwirtschaftliche Rentenbank

.875

06/14/28

2,010,312

1,000,000

Landwirtschaftliche Rentenbank

.125

05/28/30

1,015,827

1,000,000

Landwirtschaftliche Rentenbank

.000

10/24/33

1,061,044

325,000

Lazard Group LLC

.500

09/19/28

326,465

425,000

Lazard Group LLC

.375

03/11/29

423,947

1,000,000

Lazard Group LLC

.000

03/15/31

1,056,799

500,000

Lazard Group LLC

.625

08/01/35

508,496

400,000

Legg Mason, Inc

.625

01/15/44

401,389

500,000

LPL Holdings, Inc

.750

11/17/28

533,680

1,000,000

LPL Holdings, Inc

.200

03/15/30

1,021,164

500,000

LPL Holdings, Inc

.150

06/15/30

508,903

750,000

LPL Holdings, Inc

.000

05/20/34

783,657

500,000

LPL Holdings, Inc

.650

03/15/35

509,431

500,000

LPL Holdings, Inc

.750

06/15/35

512,721

500,000

Main Street Capital Corp

.500

06/04/27

510,965

1,000,000

(a) Main Street Capital Corp

.950

03/01/29

1,048,793

1,000,000

Marex Group plc

.404

11/04/29

1,031,123

1,000,000

Mastercard, Inc

.950

06/01/29

966,298

625,000

Mastercard, Inc

.900

03/15/31

556,672

1,500,000

Mastercard, Inc

.000

11/18/31

1,324,179

1,000,000

Mastercard, Inc

.850

03/09/33

1,026,825

1,500,000

Mastercard, Inc

.875

05/09/34

1,535,502

200,000

Mastercard, Inc

.800

11/21/46

162,239

300,000

Mastercard, Inc

.950

02/26/48

247,430

1,000,000

Mastercard, Inc

.650

06/01/49

779,607

1,350,000

Mastercard, Inc

.850

03/26/50

1,081,768

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

850,000

Mastercard, Inc

.950

%

03/15/51

$

568,703

300,000

Moody's Corp

.250

02/01/29

301,219

500,000

Moody's Corp

.250

08/08/32

493,704

1,000,000

Moody's Corp

.000

08/05/34

1,019,900

1,000,000

Moody's Corp

.750

08/19/41

722,368

200,000

Moody's Corp

.250

07/15/44

195,820

300,000

Moody's Corp

.875

12/17/48

275,749

750,000

Moody's Corp

.250

05/20/50

519,118

1,000,000

Moody's Corp

.750

02/25/52

761,923

1,000,000

Moody's Corp

.100

11/29/61

638,571

2,750,000

Morgan Stanley

.625

01/20/27

2,740,293

1,975,000

Morgan Stanley

.950

04/23/27

1,970,670

2,000,000

Morgan Stanley

.652

04/13/28

2,044,785

2,000,000

Morgan Stanley

.210

04/20/28

2,002,175

1,575,000

Morgan Stanley

.591

07/22/28

1,558,425

1,500,000

Morgan Stanley

.296

10/18/28

1,563,133

2,850,000

Morgan Stanley

.772

01/24/29

2,825,296

4,000,000

Morgan Stanley

.123

02/01/29

4,086,192

2,500,000

Morgan Stanley

.164

04/20/29

2,559,079

2,225,000

Morgan Stanley

.449

07/20/29

2,299,114

2,500,000

Morgan Stanley

.407

11/01/29

2,657,165

3,500,000

Morgan Stanley

.173

01/16/30

3,597,210

3,475,000

Morgan Stanley

.431

01/23/30

3,491,635

1,900,000

Morgan Stanley

.656

04/18/30

1,984,008

2,175,000

Morgan Stanley

.042

07/19/30

2,229,073

2,775,000

Morgan Stanley

.654

10/18/30

2,805,333

1,675,000

Morgan Stanley

.230

01/15/31

1,728,851

5,000,000

Morgan Stanley

.699

01/22/31

4,672,172

1,500,000

Morgan Stanley

.622

04/01/31

1,455,455

1,050,000

Morgan Stanley

.192

04/17/31

1,084,222

3,000,000

Morgan Stanley

.794

02/13/32

2,616,535

150,000

Morgan Stanley

.250

04/01/32

173,760

2,500,000

Morgan Stanley

.928

04/28/32

2,181,819

3,000,000

Morgan Stanley

.239

07/21/32

2,649,582

3,500,000

Morgan Stanley

.511

10/20/32

3,122,552

3,000,000

Morgan Stanley

.943

01/21/33

2,727,461

2,000,000

Morgan Stanley

.889

07/20/33

2,030,788

1,500,000

Morgan Stanley

.342

10/18/33

1,648,562

2,500,000

Morgan Stanley

.250

04/21/34

2,578,059

2,025,000

Morgan Stanley

.424

07/21/34

2,109,850

2,500,000

Morgan Stanley

.627

11/01/34

2,796,524

3,000,000

Morgan Stanley

.466

01/18/35

3,124,633

3,500,000

Morgan Stanley

.831

04/19/35

3,731,150

5,925,000

Morgan Stanley

.320

07/19/35

6,113,703

1,575,000

Morgan Stanley

.587

01/18/36

1,649,035

1,200,000

Morgan Stanley

.664

04/17/36

1,266,072

1,300,000

Morgan Stanley

.484

09/16/36

1,129,215

2,000,000

Morgan Stanley

.297

04/20/37

2,029,051

950,000

Morgan Stanley

.948

01/19/38

996,056

1,725,000

Morgan Stanley

.971

07/22/38

1,542,904

1,500,000

Morgan Stanley

.942

02/07/39

1,570,495

1,675,000

Morgan Stanley

.457

04/22/39

1,581,009

1,525,000

Morgan Stanley

.217

04/22/42

1,192,451

275,000

Morgan Stanley

.375

07/24/42

308,902

1,175,000

Morgan Stanley

.300

01/27/45

1,030,673

2,200,000

Morgan Stanley

.375

01/22/47

1,929,336

900,000

Morgan Stanley

.597

03/24/51

916,930

1,425,000

Morgan Stanley

.802

01/25/52

918,142

3,350,000

Morgan Stanley

.516

11/19/55

3,386,278

1,000,000

Morgan Stanley Direct Lending Fund

.500

02/11/27

998,482

500,000

Morgan Stanley Direct Lending Fund

.150

05/17/29

517,399

425,000

MSCI, Inc

.250

09/01/35

428,519

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

750,000

(c) MSD Investment Corp

.250

%

05/31/30

$

759,566

1,321,000

NASDAQ, Inc

.350

06/28/28

1,362,074

500,000

NASDAQ, Inc

.650

01/15/31

437,116

1,306,000

NASDAQ, Inc

.550

02/15/34

1,371,287

500,000

NASDAQ, Inc

.500

12/21/40

354,178

500,000

NASDAQ, Inc

.250

04/28/50

348,443

257,000

NASDAQ, Inc

.950

03/07/52

198,788

900,000

NASDAQ, Inc

.950

08/15/53

942,225

400,000

NASDAQ, Inc

.100

06/28/63

422,785

1,000,000

National Rural Utilities Cooperative Finance Corp

.150

08/25/28

1,002,703

1,000,000

National Rural Utilities Cooperative Finance Corp

.050

09/15/28

1,026,365

200,000

National Rural Utilities Cooperative Finance Corp

.900

11/01/28

199,008

1,000,000

National Rural Utilities Cooperative Finance Corp

.850

02/07/29

1,022,856

300,000

National Rural Utilities Cooperative Finance Corp

.700

03/15/29

295,741

1,000,000

National Rural Utilities Cooperative Finance Corp

.950

02/07/30

1,030,083

1,000,000

National Rural Utilities Cooperative Finance Corp

.400

03/15/30

929,138

1,000,000

National Rural Utilities Cooperative Finance Corp

.000

02/07/31

1,030,250

1,000,000

National Rural Utilities Cooperative Finance Corp

.350

03/15/31

853,855

1,000,000

National Rural Utilities Cooperative Finance Corp

.650

06/15/31

863,071

400,000

National Rural Utilities Cooperative Finance Corp

.150

12/15/32

390,080

500,000

National Rural Utilities Cooperative Finance Corp

.800

01/15/33

536,409

500,000

National Rural Utilities Cooperative Finance Corp

.000

08/15/34

509,573

375,000

(d) National Rural Utilities Cooperative Finance Corp, (TSFR3M + 3.172%)

.482

04/30/43

373,307

200,000

National Rural Utilities Cooperative Finance Corp

.400

11/01/48

171,737

550,000

National Rural Utilities Cooperative Finance Corp

.300

03/15/49

466,685

500,000

National Rural Utilities Cooperative Finance Corp

.125

09/15/53

525,757

1,000,000

New Mountain Finance Corp

.200

10/15/27

1,020,400

1,000,000

New Mountain Finance Corp

.875

02/01/29

1,027,317

750,000

NMI Holdings, Inc

.000

08/15/29

775,155

500,000

Nomura Holdings, Inc

.386

07/06/27

509,079

1,000,000

Nomura Holdings, Inc

.842

01/18/28

1,033,959

1,000,000

Nomura Holdings, Inc

.070

07/12/28

1,046,232

1,000,000

Nomura Holdings, Inc

.172

07/14/28

944,799

1,000,000

Nomura Holdings, Inc

.710

01/22/29

950,188

500,000

Nomura Holdings, Inc

.605

07/06/29

520,858

1,000,000

Nomura Holdings, Inc

.904

07/01/30

1,014,210

500,000

Nomura Holdings, Inc

.679

07/16/30

459,547

750,000

Nomura Holdings, Inc

.608

07/14/31

673,534

1,000,000

Nomura Holdings, Inc

.999

01/22/32

904,650

1,000,000

Nomura Holdings, Inc

.181

01/18/33

1,081,471

1,000,000

(a) Nomura Holdings, Inc

.087

07/12/33

1,081,229

1,000,000

Nomura Holdings, Inc

.491

06/29/35

1,029,123

1,000,000

Nomura Holdings, Inc

.043

06/10/36

995,508

500,000

(c) North Haven Private Income Fund LLC

.125

09/25/28

497,417

1,000,000

North Haven Private Income Fund LLC

.750

02/01/30

1,003,451

725,000

Northern Trust Corp

.000

05/10/27

726,129

500,000

Northern Trust Corp

.650

08/03/28

496,900

500,000

Northern Trust Corp

.150

05/03/29

485,307

700,000

Northern Trust Corp

.950

05/01/30

638,114

100,000

Northern Trust Corp

.375

05/08/32

98,053

500,000

Northern Trust Corp

.125

11/02/32

546,626

1,500,000

Oaktree Specialty Lending Corp

.700

01/15/27

1,455,293

500,000

Oaktree Specialty Lending Corp

.100

02/15/29

517,123

300,000

(a) Oaktree Specialty Lending Corp

.340

02/27/30

301,331

1,000,000

Oaktree Strategic Credit Fund

.500

07/23/29

1,036,372

500,000

(c) Oaktree Strategic Credit Fund

.190

07/15/30

510,811

920,000

Oesterreichische Kontrollbank AG.

.000

05/28/28

926,951

200,000

ORIX Corp

.700

07/18/27

198,553

500,000

ORIX Corp

.000

09/13/27

508,658

500,000

ORIX Corp

.650

09/10/29

506,050

1,000,000

ORIX Corp

.450

09/09/30

998,320

1,000,000

ORIX Corp

.250

03/09/31

892,507

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

1,000,000

ORIX Corp

.000

%

04/13/32

$

968,371

500,000

ORIX Corp

.200

09/13/32

516,973

500,000

(a) ORIX Corp

.400

02/25/35

515,844

1,000,000

PACCAR Financial Corp

.000

08/08/28

1,002,659

1,000,000

PayPal Holdings, Inc

.900

06/01/27

999,876

1,000,000

PayPal Holdings, Inc

.450

03/06/28

1,010,438

1,000,000

PayPal Holdings, Inc

.850

10/01/29

953,360

500,000

PayPal Holdings, Inc

.300

06/01/30

460,274

500,000

PayPal Holdings, Inc

.150

06/01/34

515,540

1,000,000

PayPal Holdings, Inc

.100

04/01/35

1,022,753

1,000,000

PayPal Holdings, Inc

.250

06/01/50

703,302

750,000

PayPal Holdings, Inc

.050

06/01/52

704,011

1,000,000

PayPal Holdings, Inc

.500

06/01/54

1,003,242

750,000

PayPal Holdings, Inc

.250

06/01/62

714,870

1,000,000

Phillips 66 Co

.875

03/15/56

992,130

2,000,000

(c) Private Export Funding Corp

.500

02/07/27

2,012,955

3,000,000

Private Export Funding Corp

.400

07/15/28

2,800,759

1,000,000

Private Export Funding Corp

.650

03/15/30

979,682

1,000,000

Private Export Funding Corp

.600

02/15/34

1,007,608

750,000

Radian Group, Inc

.200

05/15/29

783,306

1,000,000

Raymond James Financial, Inc

.900

09/11/35

989,039

425,000

Raymond James Financial, Inc

.950

07/15/46

392,296

1,000,000

Raymond James Financial, Inc

.750

04/01/51

750,425

1,000,000

Raymond James Financial, Inc

.650

09/11/55

992,180

625,000

S&P Global, Inc

.450

03/01/27

612,106

1,000,000

S&P Global, Inc

.700

03/01/29

955,383

500,000

S&P Global, Inc

.500

12/01/29

468,931

500,000

S&P Global, Inc

.250

08/15/30

435,561

1,000,000

S&P Global, Inc

.900

03/01/32

915,873

500,000

S&P Global, Inc

.250

12/01/49

359,582

1,000,000

S&P Global, Inc

.700

03/01/52

770,964

500,000

S&P Global, Inc

.300

08/15/60

260,879

1,000,000

S&P Global, Inc

.900

03/01/62

767,301

700,000

Sixth Street Lending Partners

.500

03/11/29

727,646

750,000

Sixth Street Lending Partners

.750

01/15/30

762,100

750,000

(c) Sixth Street Lending Partners

.125

07/15/30

775,406

750,000

Sixth Street Specialty Lending, Inc

.950

08/14/28

790,817

500,000

Sixth Street Specialty Lending, Inc

.625

08/15/30

507,020

1,000,000

(a) State Street Bank & Trust Co

.782

11/23/29

1,025,560

1,000,000

State Street Corp

.993

03/18/27

1,015,392

525,000

State Street Corp

.820

11/04/28

543,346

1,000,000

State Street Corp

.530

02/20/29

1,010,707

1,000,000

State Street Corp

.684

11/21/29

1,047,979

300,000

State Street Corp

.141

12/03/29

300,846

750,000

State Street Corp

.400

01/24/30

703,147

1,000,000

State Street Corp

.729

02/28/30

1,021,774

1,000,000

State Street Corp

.834

04/24/30

1,026,613

1,375,000

State Street Corp

.200

03/03/31

1,226,357

1,000,000

State Street Corp

.623

02/07/33

896,937

200,000

State Street Corp

.421

05/13/33

199,397

750,000

State Street Corp

.164

08/04/33

731,928

1,000,000

State Street Corp

.821

01/26/34

1,013,283

500,000

State Street Corp

.159

05/18/34

517,980

500,000

State Street Corp

.031

11/01/34

469,193

350,000

State Street Corp

.123

11/21/34

378,761

500,000

State Street Corp

.146

02/28/36

511,363

1,000,000

Synchrony Bank

.625

08/23/27

1,021,072

900,000

Synchrony Financial

.950

12/01/27

889,688

500,000

Synchrony Financial

.150

03/19/29

506,300

500,000

Synchrony Financial

.019

07/29/29

504,311

500,000

Synchrony Financial

.935

08/02/30

518,266

500,000

Synchrony Financial

.450

03/06/31

509,483

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

1,000,000

Synchrony Financial

.875

%

10/28/31

$

885,615

500,000

Synchrony Financial

.000

07/29/36

511,421

1,000,000

TPG Operating Group II LP

.875

03/05/34

1,054,797

1,000,000

TPG Operating Group II LP

.375

01/15/36

1,002,577

1,500,000

UBS AG.

.864

01/10/28

1,512,708

2,000,000

UBS AG.

.650

09/11/28

2,090,904

1,000,000

UBS AG.

.500

06/26/48

886,687

1,750,000

UBS Group AG.

.875

05/15/45

1,642,421

1,865,942

United Air (Mileage Plus Holdings LLC)

.800

01/15/36

1,929,704

2,000,000

Visa, Inc

.900

04/15/27

1,943,895

1,175,000

Visa, Inc

.750

08/15/27

1,112,498

700,000

Visa, Inc

.750

09/15/27

686,967

475,000

Visa, Inc

.050

04/15/30

436,867

250,000

Visa, Inc

.150

12/14/35

241,547

1,500,000

Visa, Inc

.700

04/15/40

1,149,193

2,325,000

Visa, Inc

.300

12/14/45

2,052,479

1,125,000

Visa, Inc

.650

09/15/47

887,480

750,000

Visa, Inc

.000

08/15/50

416,651

200,000

Voya Financial, Inc

.700

07/15/43

201,160

1,000,000

(a) Western Union Co

.750

03/15/31

889,852

TOTAL FINANCIAL SERVICES

651,531,244

FOOD, BEVERAGE & TOBACCO - 1.0%

800,000

Altria Group, Inc

.400

05/06/30

767,637

1,000,000

Altria Group, Inc

.500

08/06/30

1,003,871

2,175,000

Altria Group, Inc

.450

02/04/32

1,914,588

2,000,000

Altria Group, Inc

.625

02/06/35

2,076,274

1,000,000

Altria Group, Inc

.250

08/06/35

1,011,016

800,000

Altria Group, Inc

.800

02/14/39

829,675

1,500,000

Altria Group, Inc

.400

02/04/41

1,162,660

925,000

Altria Group, Inc

.250

08/09/42

778,295

300,000

Altria Group, Inc

.500

05/02/43

258,718

775,000

Altria Group, Inc

.375

01/31/44

762,205

900,000

Altria Group, Inc

.875

09/16/46

689,869

3,375,000

Altria Group, Inc

.950

02/14/49

3,449,174

1,000,000

Altria Group, Inc

.450

05/06/50

810,709

1,000,000

Altria Group, Inc

.700

02/04/51

720,588

1,000,000

(a) Altria Group, Inc

.000

02/04/61

738,052

3,150,000

Anheuser-Busch Cos LLC

.700

02/01/36

3,110,003

8,216,000

Anheuser-Busch Cos LLC

.900

02/01/46

7,696,994

5,000,000

Anheuser-Busch InBev Worldwide, Inc

.500

06/01/30

4,867,951

625,000

Anheuser-Busch InBev Worldwide, Inc

.900

01/23/31

645,754

5,600,000

Anheuser-Busch InBev Worldwide, Inc

.000

06/15/34

5,777,183

100,000

Anheuser-Busch InBev Worldwide, Inc

.200

01/15/39

129,045

2,675,000

Anheuser-Busch InBev Worldwide, Inc

.450

01/23/39

2,763,854

150,000

Anheuser-Busch InBev Worldwide, Inc

.950

01/15/42

144,175

1,764,000

Anheuser-Busch InBev Worldwide, Inc

.439

10/06/48

1,532,985

2,025,000

Anheuser-Busch InBev Worldwide, Inc

.550

01/23/49

2,047,417

2,150,000

Anheuser-Busch InBev Worldwide, Inc

.800

01/23/59

2,241,157

1,500,000

Archer-Daniels-Midland Co

.250

03/27/30

1,442,597

500,000

Archer-Daniels-Midland Co

.900

03/01/32

456,649

1,325,000

Archer-Daniels-Midland Co

.500

08/15/33

1,320,456

800,000

Archer-Daniels-Midland Co

.500

03/15/49

698,551

1,000,000

Archer-Daniels-Midland Co

.700

09/15/51

622,876

929,000

BAT Capital Corp

.557

08/15/27

919,497

400,000

BAT Capital Corp

.259

03/25/28

382,244

275,000

BAT Capital Corp

.906

04/02/30

280,336

1,000,000

BAT Capital Corp

.343

08/02/30

1,079,522

900,000

BAT Capital Corp

.834

02/20/31

951,893

650,000

BAT Capital Corp

.726

03/25/31

593,873

500,000

BAT Capital Corp

.742

03/16/32

502,677

1,000,000

BAT Capital Corp

.350

08/15/32

1,033,935

1,000,000

BAT Capital Corp

.750

10/19/32

1,168,615

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD, BEVERAGE & TOBACCO - 1.0%

(continued)

$

3,000,000

BAT Capital Corp

.625

%

03/22/33

$

2,968,714

1,000,000

BAT Capital Corp

.421

08/02/33

1,097,830

2,500,000

BAT Capital Corp

.000

02/20/34

2,670,565

1,000,000

BAT Capital Corp

.625

08/15/35

1,039,003

1,400,000

BAT Capital Corp

.390

08/15/37

1,283,821

1,000,000

BAT Capital Corp

.079

08/02/43

1,131,683

1,083,000

BAT Capital Corp

.540

08/15/47

908,138

900,000

BAT Capital Corp

.758

09/06/49

765,923

500,000

BAT Capital Corp

.282

04/02/50

456,328

1,000,000

BAT Capital Corp

.650

03/16/52

956,713

1,000,000

BAT Capital Corp

.081

08/02/53

1,146,200

500,000

BAT Capital Corp

.250

08/15/55

522,813

500,000

BAT International Finance plc

.448

03/16/28

503,015

1,000,000

BAT International Finance plc

.931

02/02/29

1,050,187

225,000

Brown-Forman Corp

.750

04/15/33

227,640

200,000

Brown-Forman Corp

.000

04/15/38

179,801

200,000

Brown-Forman Corp

.500

07/15/45

176,874

1,000,000

Bunge Ltd

.200

09/17/29

996,568

1,500,000

Bunge Ltd

.550

08/04/30

1,509,550

1,500,000

Bunge Ltd

.750

05/14/31

1,375,215

1,000,000

Bunge Ltd

.650

09/17/34

980,298

1,500,000

Bunge Ltd

.150

08/04/35

1,517,682

725,000

Campbell Soup Co

.150

03/15/28

724,161

325,000

Campbell Soup Co

.200

03/21/29

333,725

500,000

Campbell Soup Co

.375

04/24/30

456,844

300,000

Campbell Soup Co

.400

03/21/34

307,360

1,000,000

Campbell Soup Co

.750

03/23/35

969,780

800,000

(a) Campbell Soup Co

.800

03/15/48

705,016

500,000

Campbell Soup Co

.125

04/24/50

329,677

475,000

Campbell Soup Co

.250

10/13/54

439,764

1,000,000

Coca-Cola Co

.450

06/01/27

962,764

1,000,000

Coca-Cola Co

.500

03/05/28

947,403

600,000

Coca-Cola Co

.125

09/06/29

561,565

300,000

Coca-Cola Co

.450

03/25/30

292,664

800,000

Coca-Cola Co

.650

06/01/30

719,480

1,500,000

Coca-Cola Co

.000

03/05/31

1,347,790

2,000,000

Coca-Cola Co

.375

03/15/31

1,738,891

2,000,000

Coca-Cola Co

.250

01/05/32

1,789,128

1,000,000

Coca-Cola Co

.000

05/13/34

1,040,967

500,000

(a) Coca-Cola Co

.650

08/14/34

508,876

725,000

Coca-Cola Co

.500

06/01/40

539,315

1,000,000

Coca-Cola Co

.875

05/05/41

768,802

1,500,000

Coca-Cola Co

.600

06/01/50

947,759

1,500,000

Coca-Cola Co

.000

03/05/51

1,024,764

2,000,000

Coca-Cola Co

.300

05/13/54

1,990,969

750,000

Coca-Cola Co

.200

01/14/55

734,722

1,000,000

Coca-Cola Co

.750

06/01/60

607,995

1,750,000

Coca-Cola Co

.400

05/13/64

1,741,826

1,000,000

Coca-Cola Consolidated, Inc

.450

06/01/34

1,045,574

678,000

Coca-Cola Femsa SAB de C.V.

.750

01/22/30

636,763

550,000

Coca-Cola Femsa SAB de C.V.

.100

05/06/35

553,813

1,000,000

ConAgra Brands, Inc

.300

10/01/26

1,010,173

500,000

ConAgra Brands, Inc

.375

11/01/27

471,000

100,000

ConAgra Brands, Inc

.000

10/01/28

106,984

1,575,000

ConAgra Brands, Inc

.850

11/01/28

1,591,701

1,000,000

ConAgra Brands, Inc

.000

08/01/30

1,009,932

1,000,000

ConAgra Brands, Inc

.750

08/01/35

1,017,974

750,000

ConAgra Brands, Inc

.300

11/01/38

720,057

750,000

ConAgra Brands, Inc

.400

11/01/48

685,021

300,000

Constellation Brands, Inc

.500

05/09/27

296,957

300,000

Constellation Brands, Inc

.650

11/15/28

303,302

2,000,000

Constellation Brands, Inc

.800

01/15/29

2,031,332

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD, BEVERAGE & TOBACCO - 1.0%

(continued)

$

1,000,000

Constellation Brands, Inc

.150

%

08/01/29

$

961,703

100,000

Constellation Brands, Inc

.875

05/01/30

93,565

425,000

Constellation Brands, Inc

.250

08/01/31

374,629

1,000,000

Constellation Brands, Inc

.750

05/09/32

1,005,367

400,000

(a) Constellation Brands, Inc

.900

05/01/33

403,739

300,000

Constellation Brands, Inc

.100

02/15/48

236,700

300,000

Constellation Brands, Inc

.250

11/15/48

279,223

1,250,000

Constellation Brands, Inc

.750

05/01/50

919,986

750,000

Diageo Capital plc

.300

10/24/27

768,487

425,000

Diageo Capital plc

.875

05/18/28

423,542

425,000

Diageo Capital plc

.500

01/24/33

447,765

2,500,000

Diageo Capital plc

.625

10/05/33

2,658,870

200,000

Diageo Capital plc

.875

09/30/36

216,780

400,000

Diageo Capital plc

.875

04/29/43

330,966

500,000

Diageo Investment Corp

.125

08/15/30

518,036

500,000

Diageo Investment Corp

.625

04/15/35

530,536

100,000

Diageo Investment Corp

.250

05/11/42

87,298

100,000

Flowers Foods, Inc

.500

10/01/26

99,115

400,000

Flowers Foods, Inc

.400

03/15/31

355,014

750,000

Flowers Foods, Inc

.750

03/15/35

763,915

750,000

Flowers Foods, Inc

.200

03/15/55

743,574

1,000,000

General Mills, Inc

.700

01/30/27

1,007,707

800,000

General Mills, Inc

.200

02/10/27

790,229

2,300,000

General Mills, Inc

.200

04/17/28

2,304,381

1,500,000

General Mills, Inc

.500

10/17/28

1,557,440

500,000

General Mills, Inc

.875

01/30/30

510,448

100,000

General Mills, Inc

.875

04/15/30

93,855

1,000,000

General Mills, Inc

.250

10/14/31

881,205

175,000

General Mills, Inc

.950

03/29/33

177,351

750,000

(a) General Mills, Inc

.250

01/30/35

763,631

951,000

General Mills, Inc

.000

02/01/51

620,412

750,000

Hershey Co

.250

05/04/28

757,544

300,000

Hershey Co

.450

11/15/29

281,495

1,000,000

Hershey Co

.750

02/24/30

1,024,050

500,000

Hershey Co

.700

06/01/30

447,480

500,000

Hershey Co

.950

02/24/32

515,507

150,000

Hershey Co

.500

05/04/33

150,488

500,000

Hershey Co

.100

02/24/35

515,112

300,000

Hershey Co

.375

08/15/46

225,672

300,000

Hershey Co

.125

11/15/49

205,864

100,000

Hershey Co

.650

06/01/50

62,365

1,500,000

Hormel Foods Corp

.700

06/03/28

1,413,191

1,500,000

Hormel Foods Corp

.800

06/11/30

1,345,512

300,000

Ingredion, Inc

.200

10/01/26

296,875

750,000

Ingredion, Inc

.900

06/01/50

560,106

200,000

J M Smucker Co

.375

12/15/27

197,505

1,000,000

J M Smucker Co

.900

11/15/28

1,050,421

150,000

J M Smucker Co

.375

03/15/30

138,519

129,000

J M Smucker Co

.125

03/15/32

110,942

1,000,000

J M Smucker Co

.200

11/15/33

1,086,127

300,000

J M Smucker Co

.250

03/15/35

283,352

250,000

J M Smucker Co

.500

11/15/43

272,630

300,000

J M Smucker Co

.375

03/15/45

252,777

1,250,000

(a) J M Smucker Co

.500

11/15/53

1,379,168

2,000,000

JBS USA Holding Lux Sarl

.750

03/15/34

2,211,007

1,000,000

(c) JBS USA Holding Lux Sarl

.500

01/15/36

1,021,210

1,000,000

JBS USA Holding Lux Sarl

.250

11/15/53

1,146,717

1,000,000

(c) JBS USA Holding Lux Sarl

.250

03/01/56

1,025,390

1,000,000

(c) JBS USA Holding Lux Sarl

.375

04/15/66

1,028,040

2,179,000

JBS USA LUX S.A.

.750

04/01/33

2,275,595

2,000,000

JBS USA LUX S.A.

.500

12/01/52

2,107,480

1,000,000

(c) JBS USA LUX Sarl

.950

04/20/35

1,050,502

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD, BEVERAGE & TOBACCO - 1.0%

(continued)

$

1,000,000

(c) JBS USA LUX Sarl

.375

%

02/25/55

$

1,041,195

1,000,000

Kellanova

.750

05/16/54

1,011,942

200,000

Kellogg Co

.400

11/15/27

197,545

275,000

Kellogg Co

.100

06/01/30

249,290

150,000

Kellogg Co

.500

04/01/46

131,443

1,000,000

Keurig Dr Pepper, Inc

.050

03/15/29

1,017,924

1,000,000

Keurig Dr Pepper, Inc

.950

04/15/29

983,609

750,000

Keurig Dr Pepper, Inc

.200

05/01/30

707,530

500,000

Keurig Dr Pepper, Inc

.250

03/15/31

440,884

1,000,000

Keurig Dr Pepper, Inc

.200

03/15/31

1,022,096

2,000,000

Keurig Dr Pepper, Inc

.050

04/15/32

1,911,048

500,000

Keurig Dr Pepper, Inc

.300

03/15/34

505,569

500,000

Keurig Dr Pepper, Inc

.420

12/15/46

405,126

1,500,000

Keurig Dr Pepper, Inc

.350

03/15/51

991,903

500,000

Keurig Dr Pepper, Inc

.500

04/15/52

403,925

1,500,000

Kraft Heinz Foods Co

.875

05/15/27

1,493,312

1,000,000

Kraft Heinz Foods Co

.750

04/01/30

969,863

2,000,000

Kraft Heinz Foods Co

.200

03/15/32

2,049,347

2,000,000

(a) Kraft Heinz Foods Co

.400

03/15/35

2,043,461

1,000,000

Kraft Heinz Foods Co

.200

07/15/45

924,006

4,000,000

Kraft Heinz Foods Co

.875

10/01/49

3,499,216

1,500,000

Kraft Heinz Foods Co

.500

06/01/50

1,416,809

500,000

McCormick & Co, Inc

.500

04/15/30

462,824

325,000

McCormick & Co, Inc

.850

02/15/31

284,501

500,000

McCormick & Co, Inc

.950

04/15/33

509,840

500,000

McCormick & Co, Inc

.700

10/15/34

490,151

400,000

McCormick & Co, Inc

.200

08/15/47

327,078

350,000

Mead Johnson Nutrition Co

.600

06/01/44

315,916

525,000

Molson Coors Beverage Co

.000

05/01/42

490,664

1,550,000

Molson Coors Beverage Co

.200

07/15/46

1,262,746

1,000,000

Mondelez International, Inc

.750

02/20/29

1,021,954

356,000

Mondelez International, Inc

.750

04/13/30

333,795

1,000,000

Mondelez International, Inc

.500

05/06/30

1,008,215

400,000

Mondelez International, Inc

.500

02/04/31

346,910

725,000

(a) Mondelez International, Inc

.875

10/15/32

619,101

1,000,000

(a) Mondelez International, Inc

.750

08/28/34

998,145

1,000,000

Mondelez International, Inc

.125

05/06/35

1,019,110

1,200,000

Mondelez International, Inc

.625

09/04/50

728,616

1,500,000

PepsiCo Singapore Financing I Pte Ltd

.550

02/16/29

1,524,141

2,000,000

PepsiCo Singapore Financing I Pte Ltd

.700

02/16/34

2,006,300

1,000,000

PepsiCo, Inc

.450

02/07/28

1,013,906

1,500,000

PepsiCo, Inc

.450

05/15/28

1,523,361

1,500,000

PepsiCo, Inc

.100

01/15/29

1,505,300

1,000,000

PepsiCo, Inc

.500

07/17/29

1,017,773

1,000,000

PepsiCo, Inc

.600

02/07/30

1,021,470

500,000

PepsiCo, Inc

.750

03/19/30

472,563

1,500,000

PepsiCo, Inc

.300

07/23/30

1,509,150

2,000,000

(a) PepsiCo, Inc

.400

02/25/31

1,739,413

2,000,000

PepsiCo, Inc

.950

10/21/31

1,758,190

1,100,000

PepsiCo, Inc

.900

07/18/32

1,074,232

2,000,000

PepsiCo, Inc

.650

07/23/32

2,029,513

1,000,000

PepsiCo, Inc

.800

07/17/34

1,015,794

1,000,000

PepsiCo, Inc

.000

02/07/35

1,023,641

2,000,000

PepsiCo, Inc

.000

07/23/35

2,037,296

575,000

PepsiCo, Inc

.625

10/21/41

418,349

750,000

PepsiCo, Inc

.875

10/15/49

503,322

1,000,000

PepsiCo, Inc

.750

10/21/51

640,075

1,000,000

PepsiCo, Inc

.200

07/18/52

833,356

2,500,000

PepsiCo, Inc

.650

02/15/53

2,243,376

1,000,000

(a) PepsiCo, Inc

.250

07/17/54

986,067

400,000

Philip Morris Interanational, Inc

.375

05/16/38

448,910

1,500,000

Philip Morris International, Inc

.125

11/17/27

1,532,526

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD, BEVERAGE & TOBACCO - 1.0%

(continued)

$

1,000,000

Philip Morris International, Inc

.250

%

09/07/28

$

1,032,371

1,000,000

Philip Morris International, Inc

.875

02/13/29

1,021,464

1,450,000

Philip Morris International, Inc

.375

08/15/29

1,409,617

1,000,000

Philip Morris International, Inc

.625

11/01/29

1,014,818

1,500,000

Philip Morris International, Inc

.625

11/17/29

1,578,331

2,000,000

Philip Morris International, Inc

.125

02/15/30

2,066,871

450,000

Philip Morris International, Inc

.100

05/01/30

410,087

1,000,000

Philip Morris International, Inc

.500

09/07/30

1,051,448

1,000,000

Philip Morris International, Inc

.750

11/01/30

884,862

1,000,000

Philip Morris International, Inc

.125

02/13/31

1,034,896

1,000,000

Philip Morris International, Inc

.750

11/01/31

1,017,142

1,500,000

Philip Morris International, Inc

.750

11/17/32

1,598,166

2,500,000

Philip Morris International, Inc

.375

02/15/33

2,610,788

1,000,000

Philip Morris International, Inc

.625

09/07/33

1,060,583

1,500,000

Philip Morris International, Inc

.250

02/13/34

1,548,884

1,000,000

Philip Morris International, Inc

.900

11/01/34

1,007,865

225,000

Philip Morris International, Inc

.375

11/15/41

201,527

200,000

Philip Morris International, Inc

.500

03/20/42

180,494

275,000

Philip Morris International, Inc

.875

08/21/42

228,302

300,000

Philip Morris International, Inc

.125

03/04/43

256,434

200,000

Philip Morris International, Inc

.875

11/15/43

186,351

2,000,000

Philip Morris International, Inc

.250

11/10/44

1,722,755

2,000,000

Pilgrim's Pride Corp

.250

07/01/33

2,134,880

750,000

Pilgrim's Pride Corp

.875

05/15/34

828,068

750,000

Reynolds American, Inc

.700

08/15/35

780,716

65,000

Reynolds American, Inc

.250

06/15/37

74,796

200,000

Reynolds American, Inc

.150

09/15/43

205,293

1,775,000

Reynolds American, Inc

.850

08/15/45

1,758,976

1,150,000

Tyson Foods, Inc

.550

06/02/27

1,137,971

500,000

Tyson Foods, Inc

.350

03/01/29

500,384

1,000,000

Tyson Foods, Inc

.400

03/15/29

1,034,324

1,000,000

Tyson Foods, Inc

.700

03/15/34

1,053,736

500,000

Tyson Foods, Inc

.150

08/15/44

468,358

300,000

Tyson Foods, Inc

.550

06/02/47

256,662

1,700,000

Tyson Foods, Inc

.100

09/28/48

1,568,604

TOTAL FOOD, BEVERAGE & TOBACCO

260,666,290

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

1,708,000

Abbott Laboratories

.750

11/30/26

1,707,169

625,000

Abbott Laboratories

.150

01/30/28

588,696

200,000

Abbott Laboratories

.400

06/30/30

177,891

2,750,000

Abbott Laboratories

.750

11/30/36

2,775,190

3,450,000

Abbott Laboratories

.900

11/30/46

3,311,144

1,000,000

AdventHealth Obligated Group

.795

11/15/51

627,582

500,000

Adventist Health System

.952

03/01/29

471,847

1,000,000

Adventist Health System

.742

12/01/30

1,000,386

1,000,000

Adventist Health System

.430

03/01/32

1,024,236

295,000

Adventist Health System

.757

12/01/34

303,291

500,000

Adventist Health System

.630

03/01/49

342,734

200,000

Advocate Health & Hospitals Corp

.829

08/15/28

198,936

750,000

Advocate Health & Hospitals Corp

.211

06/15/30

687,520

100,000

Advocate Health & Hospitals Corp

.272

08/15/48

84,129

600,000

Advocate Health & Hospitals Corp

.387

10/15/49

434,237

500,000

Advocate Health & Hospitals Corp

.008

06/15/50

334,363

440,000

Aetna, Inc

.625

06/15/36

483,774

350,000

Aetna, Inc

.500

05/15/42

302,566

1,500,000

AHS Hospital Corp

.780

07/01/51

942,870

200,000

Allina Health System

.887

04/15/49

155,252

520,000

Allina Health System

.902

11/15/51

330,096

200,000

AmerisourceBergen Corp

.450

12/15/27

197,186

1,000,000

AmerisourceBergen Corp

.800

05/15/30

936,527

1,000,000

AmerisourceBergen Corp

.700

03/15/31

917,040

700,000

AmerisourceBergen Corp

.300

12/15/47

582,864

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

(continued)

$

1,000,000

Ascension Health

.532

%

11/15/29

$

939,995

1,000,000

Ascension Health

.106

11/15/39

788,129

875,000

Ascension Health

.945

11/15/46

716,120

200,000

Ascension Health

.847

11/15/53

181,258

500,000

Banner Health

.338

01/01/30

463,715

750,000

Banner Health

.897

01/01/31

665,166

750,000

Banner Health

.913

01/01/51

478,796

1,000,000

(a) Baptist Health South Florida Obligated Group

.115

11/15/71

588,878

1,000,000

Baptist Healthcare System Obligated Group

.540

08/15/50

722,848

1,350,000

Baxter International, Inc

.272

12/01/28

1,267,126

1,000,000

Baxter International, Inc

.730

04/01/31

859,667

1,150,000

Baxter International, Inc

.539

02/01/32

1,008,195

300,000

Baxter International, Inc

.500

08/15/46

214,279

1,000,000

Baxter International, Inc

.132

12/01/51

638,234

750,000

BayCare Health System, Inc

.831

11/15/50

583,869

1,500,000

Baylor Scott & White Holdings

.777

11/15/30

1,329,863

290,000

Baylor Scott & White Holdings

.185

11/15/45

245,413

200,000

Baylor Scott & White Holdings

.967

11/15/46

162,732

1,000,000

Baylor Scott & White Holdings

.839

11/15/50

644,626

1,000,000

Becton Dickinson & Co

.693

02/13/28

1,012,608

1,000,000

Becton Dickinson & Co

.874

02/08/29

1,019,739

1,000,000

Becton Dickinson & Co

.081

06/07/29

1,026,846

675,000

Becton Dickinson & Co

.823

05/20/30

632,533

1,500,000

Becton Dickinson & Co

.957

02/11/31

1,323,105

1,000,000

Becton Dickinson & Co

.298

08/22/32

984,465

1,000,000

Becton Dickinson & Co

.110

02/08/34

1,021,953

343,000

Becton Dickinson & Co

.685

12/15/44

307,177

1,000,000

Becton Dickinson & Co

.669

06/06/47

883,588

447,000

Becton Dickinson & Co

.794

05/20/50

342,272

235,000

(a) Beth Israel Lahey Health, Inc

.080

07/01/51

153,877

200,000

Bon Secours Mercy Health, Inc

.302

07/01/28

201,250

2,500,000

Boston Scientific Corp

.650

06/01/30

2,338,560

343,000

Boston Scientific Corp

.550

03/01/39

327,265

256,000

Boston Scientific Corp

.700

03/01/49

234,999

1,475,000

Cardinal Health, Inc

.410

06/15/27

1,459,005

1,000,000

Cardinal Health, Inc

.125

02/15/29

1,028,649

1,000,000

Cardinal Health, Inc

.000

11/15/29

1,025,392

1,000,000

Cardinal Health, Inc

.500

09/15/30

1,003,048

1,000,000

Cardinal Health, Inc

.450

02/15/34

1,038,027

1,000,000

Cardinal Health, Inc

.350

11/15/34

1,027,902

475,000

Cardinal Health, Inc

.150

09/15/35

477,828

100,000

Cardinal Health, Inc

.600

03/15/43

87,258

200,000

Cardinal Health, Inc

.500

11/15/44

171,519

200,000

Cardinal Health, Inc

.900

09/15/45

180,460

500,000

Cardinal Health, Inc

.368

06/15/47

416,521

500,000

Cardinal Health, Inc

.750

11/15/54

501,467

1,000,000

Cedars-Sinai Health System

.288

08/15/31

895,182

750,000

Cencora, Inc

.850

12/15/29

765,256

500,000

Cencora, Inc

.150

02/15/35

510,616

500,000

Cencora,,Inc

.125

02/15/34

511,917

2,000,000

Centene Corp

.450

07/15/28

1,858,466

2,000,000

Centene Corp

.000

10/15/30

1,787,075

3,500,000

Centene Corp

.500

03/01/31

3,014,949

2,000,000

Centene Corp

.625

08/01/31

1,718,050

1,000,000

Children's Health System of Texas

.511

08/15/50

594,729

100,000

Children's Hospital Corp

.115

01/01/47

83,656

1,000,000

Children's Hospital Corp

.585

02/01/50

617,409

1,000,000

Children's Hospital of Philadelphia

.704

07/01/50

629,988

200,000

Christus Health

.341

07/01/28

200,473

300,000

Cigna Group

.050

10/15/27

292,625

2,000,000

Cigna Group

.375

10/15/28

2,010,520

1,000,000

Cigna Group

.000

05/15/29

1,025,972

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

(continued)

$

218,000

Cigna Group

.400

%

03/15/30

$

201,215

550,000

Cigna Group

.375

03/15/31

494,849

1,000,000

Cigna Group

.125

05/15/31

1,034,802

1,000,000

Cigna Group

.875

09/15/32

1,010,083

2,500,000

Cigna Group

.400

03/15/33

2,608,181

1,000,000

Cigna Group

.250

02/15/34

1,029,347

1,000,000

Cigna Group

.250

01/15/36

1,012,744

1,700,000

Cigna Group

.800

08/15/38

1,622,208

225,000

Cigna Group

.200

03/15/40

176,099

93,000

Cigna Group

.125

11/15/41

98,550

975,000

Cigna Group

.800

07/15/46

873,396

1,150,000

Cigna Group

.875

10/15/47

889,663

2,450,000

Cigna Group

.900

12/15/48

2,199,347

750,000

Cigna Group

.400

03/15/50

526,477

1,100,000

Cigna Group

.400

03/15/51

765,387

1,875,000

Cigna Group

.600

02/15/54

1,843,793

375,000

Cigna Group

.000

01/15/56

388,988

600,000

City of Hope

.378

08/15/48

493,160

750,000

CommonSpirit Health

.073

11/01/27

777,761

1,000,000

CommonSpirit Health

.347

10/01/29

965,822

1,000,000

CommonSpirit Health

.782

10/01/30

924,177

1,000,000

CommonSpirit Health

.205

12/01/31

1,033,395

760,000

CommonSpirit Health

.318

12/01/34

772,188

300,000

CommonSpirit Health

.350

11/01/42

258,061

750,000

CommonSpirit Health

.817

10/01/49

563,489

715,000

CommonSpirit Health

.187

10/01/49

566,911

500,000

CommonSpirit Health

.910

10/01/50

374,857

750,000

CommonSpirit Health

.461

11/01/52

818,743

905,000

CommonSpirit Health

.548

12/01/54

871,421

750,000

Community Health Network, Inc

.099

05/01/50

484,838

500,000

Corewell Health Obligated Group

.487

07/15/49

371,487

485,000

Cottage Health Obligated Group

.304

11/01/49

343,335

6,000,000

CVS Health Corp

.300

08/21/27

5,684,216

1,000,000

CVS Health Corp

.000

01/30/29

1,019,653

1,500,000

CVS Health Corp

.400

06/01/29

1,551,010

275,000

CVS Health Corp

.250

08/15/29

263,628

2,000,000

CVS Health Corp

.125

02/21/30

2,050,168

1,825,000

CVS Health Corp

.750

08/21/30

1,601,915

1,000,000

CVS Health Corp

.250

01/30/31

1,029,267

1,525,000

CVS Health Corp

.875

02/28/31

1,325,403

1,000,000

CVS Health Corp

.550

06/01/31

1,045,995

1,000,000

CVS Health Corp

.125

09/15/31

868,012

2,000,000

CVS Health Corp

.250

02/21/33

2,046,292

850,000

CVS Health Corp

.300

06/01/33

870,115

500,000

CVS Health Corp

.700

06/01/34

521,773

775,000

CVS Health Corp

.450

09/15/35

788,642

4,100,000

CVS Health Corp

.780

03/25/38

3,842,673

400,000

CVS Health Corp

.300

12/05/43

374,390

1,000,000

CVS Health Corp

.000

06/01/44

1,014,513

1,800,000

CVS Health Corp

.125

07/20/45

1,633,976

6,525,000

CVS Health Corp

.050

03/25/48

5,805,537

2,000,000

CVS Health Corp

.625

02/21/53

1,900,536

1,500,000

CVS Health Corp

.875

06/01/53

1,473,902

1,500,000

CVS Health Corp

.050

06/01/54

1,517,305

1,500,000

CVS Health Corp

.000

06/01/63

1,477,677

100,000

Dartmouth-Hitchcock Health

.178

08/01/48

79,083

1,000,000

(a) DENTSPLY SIRONA, Inc

.250

06/01/30

920,152

300,000

DH Europe Finance II Sarl

.600

11/15/29

282,570

550,000

DH Europe Finance II Sarl

.250

11/15/39

450,626

200,000

Dignity Health

.267

11/01/64

180,894

400,000

Duke University Health System, Inc

.920

06/01/47

322,509

400,000

Edwards Lifesciences Corp

.300

06/15/28

401,391

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

(continued)

$

2,000,000

Elevance Health, Inc

.750

%

02/15/30

$

2,033,923

1,500,000

Elevance Health, Inc

.250

05/15/30

1,369,132

1,000,000

Elevance Health, Inc

.550

03/15/31

907,902

2,000,000

Elevance Health, Inc

.950

11/01/31

2,036,569

50,000

Elevance Health, Inc

.100

05/15/32

48,570

500,000

Elevance Health, Inc

.500

10/15/32

525,451

1,000,000

Elevance Health, Inc

.750

02/15/33

1,003,083

1,500,000

Elevance Health, Inc

.375

06/15/34

1,546,789

2,500,000

Elevance Health, Inc

.200

02/15/35

2,547,955

1,150,000

Elevance Health, Inc

.625

05/15/42

1,036,825

125,000

Elevance Health, Inc

.650

01/15/43

112,151

500,000

Elevance Health, Inc

.100

01/15/44

472,995

425,000

Elevance Health, Inc

.650

08/15/44

376,952

625,000

Elevance Health, Inc

.375

12/01/47

521,235

1,800,000

Elevance Health, Inc

.550

03/01/48

1,538,755

500,000

Elevance Health, Inc

.700

09/15/49

367,140

650,000

Elevance Health, Inc

.125

05/15/50

430,004

425,000

Elevance Health, Inc

.600

03/15/51

304,241

600,000

Elevance Health, Inc

.550

05/15/52

502,355

1,750,000

Elevance Health, Inc

.100

10/15/52

1,820,118

450,000

Elevance Health, Inc

.125

02/15/53

411,022

900,000

Elevance Health, Inc

.650

06/15/54

884,551

500,000

Elevance Health, Inc

.850

11/01/64

497,603

865,000

Fred Hutchinson Cancer Center

.966

01/01/52

793,470

1,000,000

GE HealthCare Technologies, Inc

.650

11/15/27

1,030,643

150,000

GE HealthCare Technologies, Inc

.800

08/14/29

152,947

1,000,000

GE HealthCare Technologies, Inc

.857

03/15/30

1,059,500

1,000,000

GE HealthCare Technologies, Inc

.800

01/15/31

1,016,418

1,500,000

GE HealthCare Technologies, Inc

.905

11/22/32

1,614,019

1,000,000

GE HealthCare Technologies, Inc

.500

06/15/35

1,036,586

1,500,000

GE HealthCare Technologies, Inc

.377

11/22/52

1,657,427

750,000

Hackensack Meridian Health, Inc

.675

09/01/41

534,315

200,000

Hackensack Meridian Health, Inc

.211

07/01/48

166,397

750,000

Hackensack Meridian Health, Inc

.875

09/01/50

484,517

200,000

Hackensack Meridian Health, Inc

.500

07/01/57

170,010

685,000

Hartford HealthCare Corp

.447

07/01/54

500,930

2,000,000

HCA, Inc

.125

03/15/27

1,971,878

525,000

HCA, Inc

.000

03/01/28

534,661

1,000,000

HCA, Inc

.375

03/15/29

969,765

1,500,000

HCA, Inc

.125

06/15/29

1,487,000

1,000,000

HCA, Inc

.250

03/01/30

1,032,422

2,000,000

HCA, Inc

.500

09/01/30

1,910,324

2,500,000

HCA, Inc

.450

04/01/31

2,598,699

2,000,000

HCA, Inc

.375

07/15/31

1,774,250

1,000,000

HCA, Inc

.500

03/01/32

1,041,831

2,000,000

HCA, Inc

.625

03/15/32

1,876,304

2,000,000

HCA, Inc

.500

06/01/33

2,077,879

1,500,000

HCA, Inc

.600

04/01/34

1,557,127

1,000,000

HCA, Inc

.450

09/15/34

1,025,790

1,000,000

HCA, Inc

.750

03/01/35

1,045,474

225,000

HCA, Inc

.125

06/15/39

216,802

125,000

HCA, Inc

.375

03/15/42

106,967

875,000

HCA, Inc

.500

06/15/47

834,715

1,500,000

HCA, Inc

.250

06/15/49

1,373,984

1,000,000

HCA, Inc

.500

07/15/51

684,116

1,700,000

HCA, Inc

.625

03/15/52

1,403,774

500,000

HCA, Inc

.900

06/01/53

493,674

1,500,000

HCA, Inc

.000

04/01/54

1,502,938

1,000,000

HCA, Inc

.950

09/15/54

997,807

1,000,000

HCA, Inc

.200

03/01/55

1,032,282

750,000

HCA, Inc

.100

04/01/64

753,023

1,000,000

Hoag Memorial Hospital Presbyterian

.803

07/15/52

765,577

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

(continued)

$

500,000

Humana, Inc

.750

%

03/01/28

$

515,778

750,000

Humana, Inc

.750

12/01/28

781,220

500,000

Humana, Inc

.700

03/23/29

488,617

175,000

Humana, Inc

.125

08/15/29

166,571

1,000,000

Humana, Inc

.375

04/15/31

1,028,611

325,000

Humana, Inc

.150

02/03/32

277,174

500,000

Humana, Inc

.875

03/01/33

526,052

750,000

Humana, Inc

.950

03/15/34

788,821

1,500,000

Humana, Inc

.550

05/01/35

1,528,138

200,000

Humana, Inc

.625

12/01/42

173,270

300,000

Humana, Inc

.950

10/01/44

266,315

600,000

Humana, Inc

.800

03/15/47

512,088

500,000

Humana, Inc

.950

08/15/49

371,127

1,500,000

Humana, Inc

.500

03/15/53

1,385,291

500,000

Humana, Inc

.750

04/15/54

477,245

1,000,000

Humana, Inc

.000

05/01/55

990,232

500,000

Icon Investments Six Dac

.849

05/08/29

521,901

1,000,000

Icon Investments Six Dac

.000

05/08/34

1,049,702

200,000

Indiana University Health, Inc Obligated Group

.970

11/01/48

161,699

1,500,000

Indiana University Health, Inc Obligated Group

.852

11/01/51

958,796

1,000,000

Inova Health System Foundation

.068

05/15/52

806,202

760,000

Integris Baptist Medical Center, Inc

.875

08/15/50

553,348

445,000

Iowa Health System

.665

02/15/50

335,829

900,000

IQVIA, Inc

.700

05/15/28

928,530

1,000,000

IQVIA, Inc

.250

02/01/29

1,052,635

350,000

Johns Hopkins Health System Corp

.837

05/15/46

281,279

500,000

Kaiser Foundation Hospitals

.150

05/01/27

493,822

1,400,000

Kaiser Foundation Hospitals

.810

06/01/41

1,035,481

100,000

Kaiser Foundation Hospitals

.875

04/01/42

94,714

1,265,000

Kaiser Foundation Hospitals

.150

05/01/47

1,058,017

1,000,000

Kaiser Foundation Hospitals

.266

11/01/49

707,996

1,000,000

Kaiser Foundation Hospitals

.002

06/01/51

663,361

755,000

Koninklijke Philips NV

.000

03/15/42

709,585

1,000,000

Laboratory Corp of America Holdings

.350

04/01/30

1,000,139

1,000,000

Laboratory Corp of America Holdings

.700

06/01/31

909,871

1,000,000

Laboratory Corp of America Holdings

.550

04/01/32

994,934

1,000,000

Laboratory Corp of America Holdings

.800

10/01/34

992,239

800,000

Laboratory Corp of America Holdings

.700

02/01/45

718,238

100,000

Mass General Brigham, Inc

.765

07/01/48

77,387

750,000

Mass General Brigham, Inc

.192

07/01/49

527,932

100,000

(a) Mass General Brigham, Inc

.117

07/01/55

82,247

1,000,000

Mass General Brigham, Inc

.342

07/01/60

667,054

200,000

Mayo Clinic

.000

11/15/47

160,487

200,000

Mayo Clinic

.128

11/15/52

161,535

1,500,000

Mayo Clinic

.196

11/15/61

970,881

1,500,000

McKesson Corp

.250

09/15/29

1,506,282

500,000

McKesson Corp

.650

05/30/30

508,553

500,000

McKesson Corp

.950

05/30/32

511,993

350,000

McKesson Corp

.100

07/15/33

362,654

500,000

McKesson Corp

.250

05/30/35

514,998

200,000

McLaren Health Care Corp

.386

05/15/48

169,655

135,000

MedStar Health, Inc

.626

08/15/49

98,662

575,000

Medtronic Global Holdings S.C.A

.250

03/30/28

579,058

1,000,000

Medtronic Global Holdings S.C.A

.500

03/30/33

1,000,663

2,777,000

Medtronic, Inc

.375

03/15/35

2,725,432

1,074,000

Medtronic, Inc

.625

03/15/45

986,694

500,000

Memorial Health Services

.447

11/01/49

359,722

1,000,000

Memorial Sloan-Kettering Cancer Center

.955

01/01/50

663,845

200,000

Memorial Sloan-Kettering Cancer Center

.125

07/01/52

162,916

500,000

Memorial Sloan-Kettering Cancer Center

.200

07/01/55

407,340

1,000,000

Methodist Hospital

.705

12/01/50

623,493

500,000

Montefiore Obligated Group

.246

11/01/48

409,366

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

(continued)

$

750,000

Montefiore Obligated Group

.287

%

09/01/50

$

512,832

1,000,000

Mount Nittany Medical Center Obligated Group

.799

11/15/52

751,509

380,000

MyMichigan Health

.409

06/01/50

269,778

1,000,000

Nationwide Children's Hospital, Inc

.556

11/01/52

868,201

1,000,000

New York and Presbyterian Hospital

.256

08/01/40

699,568

300,000

New York and Presbyterian Hospital

.024

08/01/45

250,609

150,000

New York and Presbyterian Hospital

.063

08/01/56

118,954

1,000,000

(a) New York and Presbyterian Hospital

.606

08/01/60

558,245

500,000

New York and Presbyterian Hospital

.954

08/01/19

351,729

140,000

Northwell Healthcare, Inc

.979

11/01/46

110,706

675,000

Northwell Healthcare, Inc

.260

11/01/47

553,167

500,000

Northwell Healthcare, Inc

.809

11/01/49

369,334

1,000,000

Northwestern Memorial Healthcare Obligated Group

.633

07/15/51

618,276

1,000,000

Novant Health, Inc

.637

11/01/36

799,761

1,000,000

Novant Health, Inc

.318

11/01/61

656,097

1,000,000

NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery

.667

10/01/50

616,693

350,000

NYU Langone Hospitals

.750

07/01/43

360,853

250,000

NYU Langone Hospitals

.368

07/01/47

216,450

915,000

(a) NYU Langone Hospitals

.380

07/01/55

634,834

1,000,000

Ochsner LSU Health System of North Louisiana

.510

05/15/31

840,252

1,000,000

OhioHealth Corp

.297

11/15/31

891,790

750,000

OhioHealth Corp

.042

11/15/50

515,954

100,000

Orlando Health Obligated Group

.089

10/01/48

81,637

1,000,000

Orlando Health Obligated Group

.327

10/01/50

711,539

200,000

PeaceHealth Obligated Group

.787

11/15/48

172,173

750,000

PeaceHealth Obligated Group

.218

11/15/50

484,977

500,000

Piedmont Healthcare, Inc

.044

01/01/32

429,060

500,000

Piedmont Healthcare, Inc

.719

01/01/42

354,982

1,000,000

Piedmont Healthcare, Inc

.864

01/01/52

635,743

725,000

Presbyterian Healthcare Services

.875

08/01/52

653,277

200,000

Providence St. Joseph Health Obligated Group

.746

10/01/26

196,815

570,000

Providence St. Joseph Health Obligated Group

.532

10/01/29

532,615

1,000,000

Providence St. Joseph Health Obligated Group

.369

10/01/32

1,029,849

945,000

Providence St. Joseph Health Obligated Group

.403

10/01/33

971,340

100,000

Providence St. Joseph Health Obligated Group

.744

10/01/47

75,691

350,000

Providence St. Joseph Health Obligated Group

.930

10/01/48

268,731

1,000,000

Providence St. Joseph Health Obligated Group

.700

10/01/51

595,723

785,000

Queen's Health Systems

.810

07/01/52

702,968

500,000

Quest Diagnostics, Inc

.600

12/15/27

506,219

500,000

Quest Diagnostics, Inc

.200

06/30/29

500,460

500,000

Quest Diagnostics, Inc

.625

12/15/29

507,639

750,000

Quest Diagnostics, Inc

.950

06/30/30

706,726

500,000

Quest Diagnostics, Inc

.800

06/30/31

459,651

250,000

Quest Diagnostics, Inc

.400

11/30/33

277,386

1,000,000

Quest Diagnostics, Inc

.000

12/15/34

1,012,177

300,000

Quest Diagnostics, Inc

.700

03/30/45

273,700

1,500,000

Rady Children's Hospital-San Diego

.154

08/15/51

1,009,762

390,000

Rush Obligated Group

.922

11/15/29

384,446

425,000

Sentara Healthcare

.927

11/01/51

271,483

1,000,000

Sharp HealthCare

.680

08/01/50

624,757

1,000,000

Smith & Nephew plc

.032

10/14/30

893,931

500,000

Smith & Nephew plc

.400

03/20/34

516,225

400,000

SSM Health Care Corp

.823

06/01/27

397,678

500,000

SSM Health Care Corp

.894

06/01/28

508,791

1,620,000

Stanford Health Care

.027

08/15/51

1,075,976

1,000,000

STERIS Irish FinCo UnLtd Co

.700

03/15/31

911,146

1,000,000

STERIS Irish FinCo UnLtd Co

.750

03/15/51

736,001

1,000,000

Stryker Corp

.550

02/10/27

1,008,235

500,000

Stryker Corp

.650

03/07/28

495,420

1,000,000

Stryker Corp

.850

12/08/28

1,024,180

1,250,000

Stryker Corp

.250

09/11/29

1,253,263

1,000,000

Stryker Corp

.850

02/10/30

1,024,871

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

(continued)

$

600,000

Stryker Corp

.950

%

06/15/30

$

542,217

1,250,000

Stryker Corp

.625

09/11/34

1,243,899

1,000,000

Stryker Corp

.200

02/10/35

1,031,253

200,000

Stryker Corp

.100

04/01/43

170,520

200,000

Stryker Corp

.375

05/15/44

175,227

550,000

Stryker Corp

.625

03/15/46

497,473

575,000

Stryker Corp

.900

06/15/50

385,503

1,500,000

Summa Health

.511

11/15/51

1,212,384

200,000

Sutter Health

.695

08/15/28

198,253

1,000,000

Sutter Health

.294

08/15/30

914,781

435,000

Sutter Health

.213

08/15/32

450,269

750,000

Sutter Health

.164

08/15/33

770,545

745,000

Sutter Health

.537

08/15/35

781,402

500,000

Sutter Health

.161

08/15/40

393,742

200,000

Sutter Health

.091

08/15/48

163,697

500,000

Sutter Health

.361

08/15/50

355,135

135,000

(a) Sutter Health

.547

08/15/53

135,210

1,000,000

Texas Health Resources

.328

11/15/50

571,124

100,000

Texas Health Resources

.330

11/15/55

83,588

450,000

Toledo Hospital

.750

11/15/38

450,469

2,000,000

Trinity Health Corp

.632

12/01/40

1,465,002

300,000

Trinity Health Corp

.125

12/01/45

253,247

185,000

Trinity Health Corp

.434

12/01/48

136,667

1,000,000

UMass Memorial Health Care Obligated Group

.363

07/01/52

942,079

200,000

UnitedHealth Group, Inc

.450

01/15/27

198,800

2,000,000

UnitedHealth Group, Inc

.250

02/15/28

2,053,620

2,375,000

UnitedHealth Group, Inc

.850

06/15/28

2,365,972

500,000

UnitedHealth Group, Inc

.875

12/15/28

497,264

1,500,000

UnitedHealth Group, Inc

.250

01/15/29

1,505,231

1,000,000

UnitedHealth Group, Inc

.700

04/15/29

1,018,601

1,500,000

UnitedHealth Group, Inc

.000

05/15/29

1,495,068

1,000,000

UnitedHealth Group, Inc

.875

08/15/29

954,127

1,000,000

UnitedHealth Group, Inc

.300

02/15/30

1,041,001

2,200,000

UnitedHealth Group, Inc

.000

05/15/30

1,994,188

2,000,000

UnitedHealth Group, Inc

.900

04/15/31

2,050,650

1,750,000

UnitedHealth Group, Inc

.300

05/15/31

1,568,762

1,000,000

UnitedHealth Group, Inc

.950

01/15/32

1,024,631

800,000

UnitedHealth Group, Inc

.200

05/15/32

788,574

1,500,000

UnitedHealth Group, Inc

.350

02/15/33

1,567,788

1,500,000

UnitedHealth Group, Inc

.500

04/15/33

1,484,158

1,500,000

UnitedHealth Group, Inc

.000

04/15/34

1,523,512

3,000,000

UnitedHealth Group, Inc

.150

07/15/34

3,079,071

150,000

UnitedHealth Group, Inc

.800

03/15/36

160,661

365,000

UnitedHealth Group, Inc

.625

11/15/37

413,241

200,000

UnitedHealth Group, Inc

.875

02/15/38

231,770

275,000

UnitedHealth Group, Inc

.500

08/15/39

229,379

1,000,000

UnitedHealth Group, Inc

.750

05/15/40

745,128

1,500,000

UnitedHealth Group, Inc

.050

05/15/41

1,141,041

300,000

UnitedHealth Group, Inc

.375

03/15/42

266,624

350,000

UnitedHealth Group, Inc

.950

10/15/42

293,724

375,000

UnitedHealth Group, Inc

.250

03/15/43

325,851

1,500,000

UnitedHealth Group, Inc

.500

07/15/44

1,502,832

800,000

UnitedHealth Group, Inc

.200

01/15/47

664,054

300,000

UnitedHealth Group, Inc

.250

04/15/47

249,514

500,000

UnitedHealth Group, Inc

.750

10/15/47

383,824

1,700,000

UnitedHealth Group, Inc

.250

06/15/48

1,405,372

1,000,000

UnitedHealth Group, Inc

.700

08/15/49

748,666

4,000,000

UnitedHealth Group, Inc

.900

05/15/50

2,578,655

3,000,000

UnitedHealth Group, Inc

.250

05/15/51

2,045,881

450,000

UnitedHealth Group, Inc

.750

05/15/52

396,721

1,500,000

UnitedHealth Group, Inc

.875

02/15/53

1,542,128

1,500,000

UnitedHealth Group, Inc

.050

04/15/53

1,374,430

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 1.4%

(continued)

$

3,000,000

UnitedHealth Group, Inc

.375

%

04/15/54

$

2,881,114

100,000

UnitedHealth Group, Inc

.950

06/15/55

104,260

1,250,000

UnitedHealth Group, Inc

.875

08/15/59

916,142

1,000,000

UnitedHealth Group, Inc

.125

05/15/60

618,641

500,000

UnitedHealth Group, Inc

.950

05/15/62

439,650

1,000,000

UnitedHealth Group, Inc

.050

02/15/63

1,044,539

1,500,000

UnitedHealth Group, Inc

.200

04/15/63

1,373,452

2,000,000

UnitedHealth Group, Inc

.500

04/15/64

1,917,128

500,000

Universal Health Services, Inc

.625

10/15/29

499,514

1,000,000

Universal Health Services, Inc

.650

01/15/32

869,891

1,000,000

Universal Health Services, Inc

.050

10/15/34

976,011

500,000

University of Pittsburgh Medical Center

.035

05/15/33

509,392

500,000

University of Pittsburgh Medical Center

.377

05/15/43

489,075

370,000

(a) WakeMed

.286

10/01/52

254,478

200,000

West Virginia United Health System Obligated Group

.129

06/01/50

127,783

500,000

Willis-Knighton Medical Center

.065

03/01/51

314,570

1,000,000

Yale Haven Health Services Corp

.496

07/01/50

590,558

1,000,000

Zimmer Biomet Holdings, Inc

.050

02/19/30

1,028,315

1,500,000

Zimmer Biomet Holdings, Inc

.600

11/24/31

1,347,952

1,000,000

Zimmer Biomet Holdings, Inc

.200

09/15/34

1,023,836

1,000,000

Zimmer Biomet Holdings, Inc

.500

02/19/35

1,041,596

TOTAL HEALTH CARE EQUIPMENT & SERVICES

350,469,440

HOUSEHOLD & PERSONAL PRODUCTS - 0.2%

500,000

Church & Dwight Co, Inc

.150

08/01/27

493,439

250,000

Church & Dwight Co, Inc

.300

12/15/31

221,441

500,000

Church & Dwight Co, Inc

.600

11/15/32

529,905

100,000

Church & Dwight Co, Inc

.950

08/01/47

79,961

725,000

Church & Dwight Co, Inc

.000

06/15/52

674,301

300,000

Clorox Co

.100

10/01/27

294,496

500,000

Clorox Co

.900

05/15/28

498,296

750,000

Clorox Co

.400

05/01/29

756,666

1,000,000

Clorox Co

.800

05/15/30

896,652

375,000

Clorox Co

.600

05/01/32

379,083

1,000,000

Colgate-Palmolive Co

.100

08/15/27

988,338

1,000,000

Colgate-Palmolive Co

.600

03/01/28

1,017,733

60,000

Colgate-Palmolive Co

.450

06/16/28

62,876

225,000

Colgate-Palmolive Co

.250

08/15/32

211,022

1,000,000

Colgate-Palmolive Co

.600

03/01/33

1,019,794

300,000

Colgate-Palmolive Co

.000

08/15/45

251,943

550,000

Colgate-Palmolive Co

.700

08/01/47

441,544

450,000

Estee Lauder Cos, Inc

.150

03/15/27

444,554

200,000

Estee Lauder Cos, Inc

.375

12/01/29

186,084

100,000

Estee Lauder Cos, Inc

.600

04/15/30

93,237

1,500,000

Estee Lauder Cos, Inc

.950

03/15/31

1,324,307

750,000

Estee Lauder Cos, Inc

.650

05/15/33

751,427

1,000,000

Estee Lauder Cos, Inc

.000

02/14/34

1,014,181

100,000

Estee Lauder Cos, Inc

.000

05/15/37

109,051

300,000

Estee Lauder Cos, Inc

.375

06/15/45

253,427

375,000

Estee Lauder Cos, Inc

.150

03/15/47

302,244

700,000

Estee Lauder Cos, Inc

.125

12/01/49

464,718

750,000

Estee Lauder Cos, Inc

.150

05/15/53

725,956

1,900,000

Haleon US Capital LLC

.375

03/24/27

1,880,269

725,000

Haleon US Capital LLC

.375

03/24/29

705,794

1,500,000

Haleon US Capital LLC

.625

03/24/32

1,421,461

1,000,000

Haleon US Capital LLC

.000

03/24/52

799,020

1,000,000

Kenvue, Inc

.000

03/22/30

1,027,226

500,000

Kenvue, Inc

.850

05/22/32

507,218

1,250,000

Kenvue, Inc

.900

03/22/33

1,270,697

500,000

Kenvue, Inc

.100

03/22/43

482,307

1,250,000

Kenvue, Inc

.050

03/22/53

1,162,328

1,000,000

Kenvue, Inc

.200

03/22/63

927,497

200,000

Kimberly-Clark Corp

.050

09/15/27

189,745

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HOUSEHOLD & PERSONAL PRODUCTS - 0.2%

(continued)

$

412,000

Kimberly-Clark Corp

.950

%

11/01/28

$

412,083

1,500,000

Kimberly-Clark Corp

.200

04/25/29

1,462,341

1,500,000

Kimberly-Clark Corp

.000

11/02/31

1,336,718

500,000

Kimberly-Clark Corp

.500

02/16/33

505,643

200,000

Kimberly-Clark Corp

.625

08/01/37

233,165

725,000

Kimberly-Clark Corp

.200

07/30/46

529,653

200,000

Kimberly-Clark Corp

.900

05/04/47

161,676

300,000

Kimberly-Clark Corp

.875

02/07/50

198,974

1,000,000

Procter & Gamble Co

.350

01/29/29

1,016,341

1,000,000

Procter & Gamble Co

.150

10/24/29

1,011,649

2,000,000

Procter & Gamble Co

.000

03/25/30

1,919,293

1,150,000

Procter & Gamble Co

.200

10/29/30

1,006,432

1,500,000

Procter & Gamble Co

.950

04/23/31

1,348,637

1,500,000

Procter & Gamble Co

.050

01/26/33

1,498,990

2,000,000

Procter & Gamble Co

.550

01/29/34

2,029,652

1,000,000

Procter & Gamble Co

.550

10/24/34

1,011,506

800,000

Unilever Capital Corp

.900

05/05/27

788,461

1,150,000

Unilever Capital Corp

.500

03/22/28

1,139,341

700,000

Unilever Capital Corp

.875

09/08/28

719,249

1,000,000

Unilever Capital Corp

.125

09/06/29

931,358

175,000

Unilever Capital Corp

.375

09/14/30

154,321

200,000

Unilever Capital Corp

.750

08/12/31

175,401

430,000

Unilever Capital Corp

.900

11/15/32

471,442

700,000

Unilever Capital Corp

.000

12/08/33

726,621

1,300,000

Unilever Capital Corp

.625

08/12/34

1,306,388

500,000

Unilever Capital Corp

.625

08/12/51

315,587

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

47,271,160

INSURANCE - 0.8%

500,000

Aegon NV

.500

04/11/48

504,170

200,000

Aflac, Inc

.875

10/15/26

197,700

375,000

Aflac, Inc

.600

04/01/30

367,420

200,000

Aflac, Inc

.000

10/15/46

163,126

500,000

Aflac, Inc

.750

01/15/49

448,575

1,000,000

Alleghany Corp

.625

05/15/30

976,610

200,000

Alleghany Corp

.900

09/15/44

187,223

1,000,000

Alleghany Corp

.250

08/15/51

693,942

275,000

Allstate Corp

.280

12/15/26

272,397

1,500,000

Allstate Corp

.050

06/24/29

1,542,370

1,000,000

Allstate Corp

.450

12/15/30

862,644

600,000

Allstate Corp

.250

03/30/33

622,182

600,000

Allstate Corp

.500

06/15/43

531,825

975,000

Allstate Corp

.200

12/15/46

817,512

250,000

Allstate Corp

.850

08/10/49

195,684

200,000

Allstate Corp

.411

08/15/53

200,318

325,000

(a) American Financial Group, Inc

.250

04/02/30

338,513

1,000,000

American Financial Group, Inc

.000

09/23/35

979,789

400,000

American Financial Group, Inc

.500

06/15/47

334,855

500,000

American International Group, Inc

.850

05/07/30

511,455

1,500,000

American International Group, Inc

.125

03/27/33

1,543,088

250,000

American International Group, Inc

.450

05/07/35

260,427

1,500,000

American International Group, Inc

.750

04/01/48

1,357,192

1,500,000

American International Group, Inc

.375

06/30/50

1,272,753

1,000,000

American National Group, Inc

.750

10/01/29

1,034,422

750,000

American National Group, Inc

.000

07/15/35

765,639

200,000

Aon Corp

.500

12/15/28

202,063

450,000

Aon Corp

.750

05/02/29

443,261

450,000

Aon Corp

.800

05/15/30

422,369

1,000,000

Aon Corp

.050

08/23/31

878,554

1,000,000

Aon Corp

.600

12/02/31

900,466

500,000

Aon Corp

.000

09/12/32

514,617

750,000

Aon Corp

.350

02/28/33

783,025

200,000

Aon Corp

.250

09/30/40

219,334

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 0.8%

(continued)

$

1,000,000

Aon Corp

.900

%

08/23/51

$

631,268

500,000

Aon Corp

.900

02/28/52

378,811

550,000

Aon Global Ltd

.750

05/15/45

495,494

1,000,000

Aon North America, Inc

.150

03/01/29

1,028,587

1,000,000

Aon North America, Inc

.300

03/01/31

1,041,553

1,500,000

Aon North America, Inc

.450

03/01/34

1,562,556

1,500,000

Aon North America, Inc

.750

03/01/54

1,510,621

1,050,000

Arch Capital Group Ltd

.011

12/15/26

1,048,022

200,000

Arch Capital Group Ltd

.031

12/15/46

185,715

600,000

Arch Capital Group Ltd

.635

06/30/50

446,306

300,000

Arch Capital Group US, Inc

.144

11/01/43

285,972

575,000

Arthur J Gallagher & Co

.000

02/15/32

586,659

500,000

Arthur J Gallagher & Co

.500

03/02/33

520,687

150,000

Arthur J Gallagher & Co

.500

02/15/34

166,318

1,500,000

Arthur J Gallagher & Co

.450

07/15/34

1,553,353

1,500,000

Arthur J Gallagher & Co

.150

02/15/35

1,517,735

125,000

Arthur J Gallagher & Co

.500

05/20/51

88,622

1,000,000

Arthur J Gallagher & Co

.050

03/09/52

646,604

250,000

Arthur J Gallagher & Co

.750

02/15/54

281,756

725,000

Arthur J Gallagher & Co

.750

07/15/54

722,513

1,400,000

Arthur J Gallagher & Co

.550

02/15/55

1,368,151

1,000,000

Aspen Insurance Holdings Ltd

.750

07/01/30

1,046,632

300,000

Assurant, Inc

.900

03/27/28

303,514

500,000

Assurant, Inc

.700

02/22/30

484,646

7,000

Assurant, Inc

.750

02/15/34

7,756

1,200,000

Assurant, Inc

.550

02/15/36

1,216,139

500,000

Assured Guaranty US Holdings, Inc

.125

09/15/28

525,670

1,000,000

Assured Guaranty US Holdings, Inc

.150

06/15/31

937,541

300,000

Assured Guaranty US Holdings, Inc

.600

09/15/51

214,779

500,000

Athene Holding Ltd

.150

04/03/30

532,968

500,000

Athene Holding Ltd

.650

02/01/33

542,596

1,000,000

(a) Athene Holding Ltd

.875

01/15/34

1,046,546

500,000

Athene Holding Ltd

.950

05/25/51

364,666

500,000

Athene Holding Ltd

.450

05/15/52

328,280

1,000,000

Athene Holding Ltd

.250

04/01/54

1,019,487

500,000

Athene Holding Ltd

.625

10/15/54

504,492

1,000,000

Athene Holding Ltd

.625

05/19/55

1,070,144

1,000,000

Athene Holding Ltd

.875

06/28/55

1,024,275

300,000

AXIS Specialty Finance LLC

.900

07/15/29

295,248

250,000

AXIS Specialty Finance LLC

.900

01/15/40

242,655

200,000

AXIS Specialty Finance plc

.000

12/06/27

198,921

1,500,000

Berkshire Hathaway Finance Corp

.300

03/15/27

1,468,780

100,000

Berkshire Hathaway Finance Corp

.850

03/12/30

91,344

1,500,000

Berkshire Hathaway Finance Corp

.450

10/15/30

1,326,972

1,000,000

Berkshire Hathaway Finance Corp

.875

03/15/32

935,240

300,000

Berkshire Hathaway Finance Corp

.400

05/15/42

280,304

2,175,000

Berkshire Hathaway Finance Corp

.200

08/15/48

1,857,600

1,725,000

Berkshire Hathaway Finance Corp

.250

01/15/49

1,478,406

3,000,000

Berkshire Hathaway Finance Corp

.500

01/15/51

1,829,130

1,500,000

Berkshire Hathaway Finance Corp

.850

03/15/52

1,176,729

1,000,000

(a) Brighthouse Financial, Inc

.625

05/15/30

1,025,656

236,000

Brighthouse Financial, Inc

.700

06/22/47

188,100

425,000

Brown & Brown, Inc

.700

06/23/28

429,058

1,000,000

Brown & Brown, Inc

.900

06/23/30

1,013,437

1,000,000

Brown & Brown, Inc

.375

03/15/31

889,714

500,000

Brown & Brown, Inc

.200

03/17/32

482,429

1,000,000

Brown & Brown, Inc

.250

06/23/32

1,025,319

500,000

Brown & Brown, Inc

.650

06/11/34

518,668

225,000

Brown & Brown, Inc

.550

06/23/35

231,447

500,000

Brown & Brown, Inc

.950

03/17/52

440,377

625,000

Brown & Brown, Inc

.250

06/23/55

657,672

450,000

Chubb Corp

.000

05/11/37

492,312

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 0.8%

(continued)

$

3,000,000

Chubb INA Holdings LLC

.900

%

08/15/35

$

3,017,834

2,000,000

Chubb INA Holdings, Inc

.000

03/15/34

2,050,774

150,000

Chubb INA Holdings, Inc

.150

03/13/43

131,161

1,600,000

Chubb INA Holdings, Inc

.350

11/03/45

1,410,855

425,000

Chubb INA Holdings, Inc

.850

12/15/51

277,860

1,500,000

Chubb INA Holdings, Inc

.050

12/15/61

939,404

200,000

Cincinnati Financial Corp

.920

05/15/28

213,967

650,000

CNA Financial Corp

.050

08/15/30

580,259

500,000

CNA Financial Corp

.500

06/15/33

518,911

1,000,000

CNA Financial Corp

.125

02/15/34

1,009,119

1,000,000

CNA Financial Corp

.200

08/15/35

1,001,912

500,000

CNO Financial Group, Inc

.250

05/30/29

508,627

1,000,000

CNO Financial Group, Inc

.450

06/15/34

1,061,174

650,000

Corebridge Financial, Inc

.375

09/15/54

667,159

1,000,000

Elevance Health, Inc

.600

09/15/32

993,924

1,500,000

Elevance Health, Inc

.000

01/15/36

1,489,086

1,000,000

Elevance Health, Inc

.700

02/15/55

989,750

550,000

(a) Elevance Health, Inc

.700

09/15/55

545,135

500,000

(a) Enstar Group Ltd

.950

06/01/29

504,658

1,000,000

Enstar Group Ltd

.100

09/01/31

893,150

456,000

Equitable Holdings, Inc

.350

04/20/28

457,565

300,000

Everest Reinsurance Holdings, Inc

.868

06/01/44

272,906

250,000

Everest Reinsurance Holdings, Inc

.500

10/15/50

176,371

1,200,000

Everest Reinsurance Holdings, Inc

.125

10/15/52

774,685

750,000

F&G Annuities & Life, Inc

.500

06/04/29

781,956

500,000

F&G Annuities & Life, Inc

.250

10/04/34

509,919

400,000

Fairfax Financial Holdings Ltd

.850

04/17/28

405,061

1,000,000

Fairfax Financial Holdings Ltd

.625

08/16/32

1,039,144

950,000

Fairfax Financial Holdings Ltd

.000

12/07/33

1,009,907

1,000,000

(c) Fairfax Financial Holdings Ltd

.750

05/20/35

1,036,740

1,000,000

Fairfax Financial Holdings Ltd

.350

03/22/54

1,056,862

750,000

Fairfax Financial Holdings Ltd

.100

03/15/55

768,950

1,000,000

(c) Fairfax Financial Holdings Ltd

.500

05/20/55

1,074,828

300,000

Fidelity National Financial, Inc

.500

08/15/28

301,556

1,000,000

Fidelity National Financial, Inc

.400

06/15/30

949,743

500,000

Fidelity National Financial, Inc

.450

03/15/31

442,967

400,000

Fidelity National Financial, Inc

.200

09/17/51

256,217

750,000

First American Financial Corp

.000

05/15/30

724,996

400,000

First American Financial Corp

.400

08/15/31

347,457

1,000,000

First American Financial Corp

.450

09/30/34

1,002,781

350,000

Globe Life, Inc

.550

09/15/28

353,100

350,000

Globe Life, Inc

.150

08/15/30

314,393

175,000

Globe Life, Inc

.800

06/15/32

176,204

1,000,000

Globe Life, Inc

.850

09/15/34

1,048,464

1,000,000

Hanover Insurance Group, Inc

.500

09/01/30

902,182

1,000,000

Hanover Insurance Group, Inc

.500

09/01/35

1,011,788

750,000

Hartford Financial Services Group, Inc

.800

08/19/29

709,441

400,000

Hartford Financial Services Group, Inc

.300

04/15/43

347,670

450,000

Hartford Financial Services Group, Inc

.400

03/15/48

390,486

450,000

Hartford Financial Services Group, Inc

.600

08/19/49

339,559

475,000

Hartford Financial Services Group, Inc

.900

09/15/51

308,229

500,000

Horace Mann Educators Corp

.250

09/15/28

535,601

1,000,000

Horace Mann Educators Corp

.700

10/01/30

990,109

500,000

Kemper Corp

.400

09/30/30

442,207

1,000,000

Kemper Corp

.800

02/23/32

920,482

600,000

Lincoln National Corp

.625

12/12/26

596,099

529,000

Lincoln National Corp

.050

01/15/30

502,422

1,000,000

Lincoln National Corp

.400

03/01/32

925,592

1,000,000

Lincoln National Corp

.852

03/15/34

1,046,121

150,000

Lincoln National Corp

.000

06/15/40

170,375

400,000

Loews Corp

.200

05/15/30

382,580

200,000

Loews Corp

.125

05/15/43

169,952

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 0.8%

(continued)

$

1,300,000

Manulife Financial Corp

.061

%

02/24/32

$

1,290,794

1,000,000

Manulife Financial Corp

.703

03/16/32

956,837

200,000

Manulife Financial Corp

.375

03/04/46

199,632

200,000

Markel Group, Inc

.350

09/17/29

193,091

150,000

Markel Group, Inc

.000

04/05/46

136,105

100,000

Markel Group, Inc

.300

11/01/47

81,767

750,000

Markel Group, Inc

.000

05/20/49

675,380

200,000

Markel Group, Inc

.150

09/17/50

157,480

750,000

Markel Group, Inc

.450

05/07/52

515,508

1,000,000

Markel Group, Inc

.000

05/16/54

1,020,361

1,000,000

Marsh & McLennan Cos, Inc

.650

03/15/30

1,016,240

450,000

Marsh & McLennan Cos, Inc

.250

11/15/30

407,733

1,000,000

Marsh & McLennan Cos, Inc

.850

11/15/31

1,022,738

600,000

Marsh & McLennan Cos, Inc

.375

12/15/31

534,306

1,000,000

Marsh & McLennan Cos, Inc

.750

11/01/32

1,072,504

1,000,000

Marsh & McLennan Cos, Inc

.400

09/15/33

1,049,308

1,000,000

Marsh & McLennan Cos, Inc

.150

03/15/34

1,035,395

1,000,000

Marsh & McLennan Cos, Inc

.000

03/15/35

1,012,230

250,000

Marsh & McLennan Cos, Inc

.750

03/15/39

240,812

500,000

Marsh & McLennan Cos, Inc

.350

11/15/44

495,798

100,000

Marsh & McLennan Cos, Inc

.350

01/30/47

85,561

300,000

Marsh & McLennan Cos, Inc

.200

03/01/48

251,056

1,200,000

Marsh & McLennan Cos, Inc

.900

03/15/49

1,103,260

1,000,000

Marsh & McLennan Cos, Inc

.900

12/15/51

641,466

250,000

Marsh & McLennan Cos, Inc

.250

11/01/52

275,228

1,000,000

Marsh & McLennan Cos, Inc

.450

03/15/53

989,564

1,000,000

Marsh & McLennan Cos, Inc

.700

09/15/53

1,023,745

500,000

Marsh & McLennan Cos, Inc

.450

03/15/54

494,333

800,000

Marsh & McLennan Cos, Inc

.400

03/15/55

784,337

200,000

Mercury General Corp

.400

03/15/27

199,035

1,030,000

Metlife, Inc

.700

06/15/35

1,102,744

1,000,000

MetLife, Inc

.550

03/23/30

1,017,036

1,500,000

MetLife, Inc

.375

07/15/33

1,580,052

675,000

MetLife, Inc

.375

06/15/34

753,007

750,000

MetLife, Inc

.300

12/15/34

780,099

130,000

MetLife, Inc

.875

02/06/41

137,844

450,000

MetLife, Inc

.125

08/13/42

387,054

750,000

MetLife, Inc

.875

11/13/43

707,088

500,000

MetLife, Inc

.721

12/15/44

457,121

800,000

MetLife, Inc

.050

03/01/45

674,415

1,650,000

MetLife, Inc

.600

05/13/46

1,507,660

1,200,000

MetLife, Inc

.000

07/15/52

1,121,330

1,000,000

MetLife, Inc

.250

01/15/54

974,280

550,000

MetLife, Inc

.350

03/15/55

584,356

20,000

Nationwide Financial Services, Inc

.750

05/15/37

20,175

1,000,000

Old Republic International Corp

.750

03/28/34

1,042,437

500,000

Old Republic International Corp

.850

06/11/51

362,615

2,000,000

Orlando Health Obligated Group

.475

10/01/35

2,085,432

500,000

PartnerRe Finance B LLC

.700

07/02/29

489,331

500,000

PartnerRe Finance B LLC

.500

10/01/50

471,765

1,000,000

Primerica, Inc

.800

11/19/31

902,853

850,000

Principal Financial Group, Inc

.100

11/15/26

840,306

100,000

Principal Financial Group, Inc

.700

05/15/29

98,058

1,000,000

Principal Financial Group, Inc

.125

06/15/30

905,414

750,000

Principal Financial Group, Inc

.375

03/15/33

779,233

100,000

Principal Financial Group, Inc

.625

09/15/42

91,531

200,000

Principal Financial Group, Inc

.350

05/15/43

175,575

300,000

Principal Financial Group, Inc

.300

11/15/46

256,531

750,000

Principal Financial Group, Inc

.500

03/15/53

747,689

650,000

Progressive Corp

.450

01/15/27

637,897

750,000

Progressive Corp

.500

03/15/27

734,693

250,000

Progressive Corp

.000

03/01/29

250,032

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 0.8%

(continued)

$

100,000

Progressive Corp

.200

%

03/26/30

$

96,192

125,000

Progressive Corp

.000

03/15/32

115,367

120,000

Progressive Corp

.250

12/01/32

133,520

1,000,000

Progressive Corp

.950

06/15/33

1,028,791

300,000

Progressive Corp

.350

04/25/44

263,703

300,000

Progressive Corp

.700

01/26/45

239,842

950,000

Progressive Corp

.125

04/15/47

799,837

750,000

Progressive Corp

.200

03/15/48

637,471

100,000

Progressive Corp

.950

03/26/50

80,707

500,000

Progressive Corp

.700

03/15/52

385,464

195,000

Prudential Financial, Inc

.878

03/27/28

195,301

500,000

Prudential Financial, Inc

.100

03/10/30

460,657

1,325,000

Prudential Financial, Inc

.200

03/14/35

1,361,991

450,000

Prudential Financial, Inc

.700

12/14/36

476,609

500,000

Prudential Financial, Inc

.000

03/10/40

389,930

1,700,000

Prudential Financial, Inc

.600

05/15/44

1,529,411

2,300,000

(e) Prudential Financial, Inc

.500

09/15/47

2,270,987

300,000

Prudential Financial, Inc

.418

03/27/48

257,766

2,400,000

(a) Prudential Financial, Inc

.700

09/15/48

2,444,453

799,000

Prudential Financial, Inc

.935

12/07/49

630,986

450,000

Prudential Financial, Inc

.350

02/25/50

380,832

1,000,000

Prudential Financial, Inc

.700

03/13/51

756,160

675,000

Prudential Financial, Inc

.125

03/01/52

677,445

1,000,000

Prudential Financial, Inc

.000

09/01/52

1,039,062

1,500,000

Prudential Financial, Inc

.750

03/01/53

1,617,626

525,000

Prudential Financial, Inc

.500

03/15/54

561,804

200,000

Prudential Funding Asia plc

.125

04/14/30

191,747

1,000,000

Prudential Funding Asia plc

.625

03/24/32

954,140

750,000

Reinsurance Group of America, Inc

.900

05/15/29

741,224

350,000

Reinsurance Group of America, Inc

.150

06/15/30

330,243

500,000

Reinsurance Group of America, Inc

.000

09/15/33

534,601

500,000

Reinsurance Group of America, Inc

.750

09/15/34

522,739

500,000

Reinsurance Group of America, Inc

.650

09/15/55

524,846

200,000

RenaissanceRe Finance, Inc

.450

07/01/27

197,741

300,000

RenaissanceRe Holdings Ltd

.600

04/15/29

293,420

1,000,000

RenaissanceRe Holdings Ltd

.750

06/05/33

1,049,589

500,000

RenaissanceRe Holdings Ltd

.800

04/01/35

524,262

1,500,000

Selective Insurance Group, Inc

.900

04/15/35

1,558,149

1,000,000

SiriusPoint Ltd

.000

04/05/29

1,056,994

1,000,000

Stewart Information Services Corp

.600

11/15/31

895,799

20,000

Transatlantic Holdings, Inc

.000

11/30/39

25,087

250,000

Travelers Cos, Inc

.050

07/24/35

254,455

600,000

Travelers Cos, Inc

.350

11/01/40

612,065

200,000

Travelers Cos, Inc

.600

08/01/43

181,961

250,000

Travelers Cos, Inc

.300

08/25/45

217,163

1,100,000

Travelers Cos, Inc

.000

05/30/47

906,629

500,000

Travelers Cos, Inc

.050

03/07/48

413,428

900,000

Travelers Cos, Inc

.100

03/04/49

740,666

2,000,000

Travelers Cos, Inc

.050

06/08/51

1,352,415

1,000,000

Travelers Cos, Inc

.450

05/25/53

1,000,406

225,000

Travelers Cos, Inc

.700

07/24/55

233,013

100,000

Travelers Property Casualty Corp

.375

03/15/33

112,232

475,000

UnitedHealth Group, Inc

.400

06/15/28

479,625

1,000,000

UnitedHealth Group, Inc

.800

01/15/30

1,021,517

1,500,000

UnitedHealth Group, Inc

.650

01/15/31

1,520,118

225,000

UnitedHealth Group, Inc

.300

06/15/35

232,588

1,500,000

UnitedHealth Group, Inc

.625

07/15/54

1,491,881

900,000

UnitedHealth Group, Inc

.750

07/15/64

896,048

300,000

Unum Group

.750

08/15/42

299,800

500,000

Unum Group

.500

12/15/49

407,734

1,000,000

Unum Group

.125

06/15/51

761,337

400,000

Unum Group

.000

06/15/54

404,903

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 0.8%

(continued)

$

525,000

Verisk Analytics, Inc

.250

%

06/05/34

$

541,256

1,000,000

(a) Voya Financial, Inc

.000

09/20/34

994,481

200,000

Voya Financial, Inc

.800

06/15/46

179,241

200,000

W R Berkley Corp

.750

08/01/44

186,242

650,000

W R Berkley Corp

.000

05/12/50

510,333

1,000,000

W R Berkley Corp

.550

03/30/52

709,677

400,000

W R Berkley Corp

.150

09/30/61

252,446

900,000

Willis North America, Inc

.950

09/15/29

854,458

1,000,000

Willis North America, Inc

.350

05/15/33

1,034,834

300,000

Willis North America, Inc

.050

09/15/48

273,110

500,000

Willis North America, Inc

.875

09/15/49

379,288

750,000

Willis North America, Inc

.900

03/05/54

764,033

200,000

XL Group Ltd

.250

12/15/43

194,138

TOTAL INSURANCE

202,220,131

MATERIALS - 0.7%

2,000,000

3M Co

.800

03/15/30

2,044,914

1,000,000

3M Co

.150

03/15/35

1,024,282

500,000

Air Products and Chemicals, Inc

.850

05/15/27

484,054

750,000

Air Products and Chemicals, Inc

.300

06/11/28

756,786

750,000

Air Products and Chemicals, Inc

.600

02/08/29

763,503

1,125,000

Air Products and Chemicals, Inc

.050

05/15/30

1,027,402

750,000

Air Products and Chemicals, Inc

.750

02/08/31

767,805

750,000

Air Products and Chemicals, Inc

.900

10/11/32

769,998

1,000,000

Air Products and Chemicals, Inc

.800

03/03/33

1,019,992

750,000

Air Products and Chemicals, Inc

.850

02/08/34

762,109

125,000

Air Products and Chemicals, Inc

.700

05/15/40

93,248

1,250,000

Air Products and Chemicals, Inc

.800

05/15/50

813,610

750,000

Albemarle Corp

.650

06/01/27

750,771

1,000,000

(a) Albemarle Corp

.650

06/01/52

881,725

1,000,000

Amcor Finance USA, Inc

.625

05/26/33

1,042,940

1,500,000

Amcor Flexibles North America, Inc

.100

03/17/30

1,534,020

200,000

Amcor Flexibles North America, Inc

.630

06/19/30

184,504

500,000

Amcor Flexibles North America, Inc

.690

05/25/31

454,498

1,000,000

Amcor Flexibles North America, Inc

.500

03/17/35

1,029,707

500,000

(c) Amrize Finance US LLC

.700

04/07/28

505,836

750,000

(c) Amrize Finance US LLC

.950

04/07/30

766,561

750,000

(c) Amrize Finance US LLC

.400

04/07/35

772,603

1,000,000

AngloGold Ashanti Holdings plc

.375

11/01/28

967,427

375,000

AngloGold Ashanti Holdings plc

.750

10/01/30

357,762

1,000,000

AptarGroup, Inc

.600

03/15/32

929,117

500,000

ArcelorMittal S.A.

.550

11/29/27

521,712

1,500,000

(a) ArcelorMittal S.A.

.800

11/29/32

1,668,648

1,000,000

(a) ArcelorMittal S.A.

.000

06/17/34

1,067,649

1,000,000

(a) ArcelorMittal S.A.

.350

06/17/54

1,044,641

300,000

Avery Dennison Corp

.875

12/06/28

305,079

500,000

Avery Dennison Corp

.650

04/30/30

463,397

1,000,000

Avery Dennison Corp

.250

02/15/32

866,120

1,000,000

Avery Dennison Corp

.750

03/15/33

1,056,910

1,500,000

Barrick North America Finance LLC

.750

05/01/43

1,552,685

100,000

Barrick PD Australia Finance Pty Ltd

.950

10/15/39

106,194

1,000,000

Berry Global, Inc

.800

06/15/31

1,057,293

1,500,000

Berry Global, Inc

.650

01/15/34

1,562,916

1,500,000

BHP Billiton Finance USA Ltd

.100

09/08/28

1,542,868

1,000,000

BHP Billiton Finance USA Ltd

.250

09/08/30

1,042,210

1,000,000

BHP Billiton Finance USA Ltd

.125

02/21/32

1,035,926

1,500,000

BHP Billiton Finance USA Ltd

.900

02/28/33

1,532,943

1,500,000

BHP Billiton Finance USA Ltd

.250

09/08/33

1,562,244

1,000,000

BHP Billiton Finance USA Ltd

.300

02/21/35

1,040,564

1,000,000

BHP Billiton Finance USA Ltd

.000

02/15/36

1,014,899

825,000

BHP Billiton Finance USA Ltd

.125

02/24/42

725,059

1,425,000

BHP Billiton Finance USA Ltd

.000

09/30/43

1,373,839

575,000

BHP Billiton Finance USA Ltd

.500

09/08/53

583,925

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS - 0.7%

(continued)

$

1,000,000

BHP Billiton Finance USA Ltd

.750

%

09/05/55

$

1,039,388

500,000

Cabot Corp

.000

07/01/29

493,154

1,000,000

Cabot Corp

.000

06/30/32

1,011,702

375,000

Celulosa Arauco y Constitucion S.A.

.875

11/02/27

370,843

200,000

Celulosa Arauco y Constitucion S.A.

.500

11/02/47

186,145

1,000,000

CRH America Finance, Inc

.400

05/21/34

1,038,838

625,000

CRH America Finance, Inc

.500

01/09/35

652,294

200,000

CRH America Finance, Inc

.875

01/09/55

210,664

1,000,000

CRH SMW Finance DAC

.200

05/21/29

1,030,988

1,000,000

CRH SMW Finance DAC

.125

01/09/30

1,029,265

35,000

Dow Chemical Co

.375

11/01/29

38,840

1,500,000

Dow Chemical Co

.800

01/15/31

1,493,709

1,000,000

Dow Chemical Co

.300

03/15/33

1,074,751

1,000,000

(a) Dow Chemical Co

.150

02/15/34

1,002,804

982,000

Dow Chemical Co

.250

10/01/34

906,649

500,000

(a) Dow Chemical Co

.350

03/15/35

497,116

1,000,000

(a) Dow Chemical Co

.650

03/15/36

1,004,982

131,000

Dow Chemical Co

.400

05/15/39

170,942

275,000

Dow Chemical Co

.250

11/15/41

253,731

1,200,000

Dow Chemical Co

.375

11/15/42

978,067

400,000

Dow Chemical Co

.625

10/01/44

332,326

825,000

Dow Chemical Co

.550

11/30/48

752,086

750,000

Dow Chemical Co

.800

05/15/49

612,069

1,000,000

Dow Chemical Co

.600

11/15/50

677,394

500,000

(a) Dow Chemical Co

.900

05/15/53

534,222

1,500,000

Dow Chemical Co

.600

02/15/54

1,357,343

500,000

Dow Chemical Co

.950

03/15/55

475,055

2,325,000

DowDuPont, Inc

.419

11/15/48

2,298,603

2,300,000

DuPont de Nemours, Inc

.725

11/15/28

2,317,811

91,000

DuPont de Nemours, Inc

.319

11/15/38

93,231

1,500,000

Eagle Materials, Inc

.500

07/01/31

1,351,967

700,000

Eastman Chemical Co

.500

12/01/28

702,100

1,650,000

Eastman Chemical Co

.750

03/08/33

1,732,546

1,000,000

Eastman Chemical Co

.625

02/20/34

1,029,820

150,000

Eastman Chemical Co

.800

09/01/42

132,061

525,000

Eastman Chemical Co

.650

10/15/44

448,320

750,000

Ecolab, Inc

.700

11/01/26

740,163

1,000,000

Ecolab, Inc

.650

02/01/27

970,527

300,000

Ecolab, Inc

.250

12/01/27

296,192

1,000,000

Ecolab, Inc

.250

01/15/28

1,027,122

1,000,000

Ecolab, Inc

.300

01/30/31

861,491

1,000,000

Ecolab, Inc

.125

02/01/32

875,463

1,000,000

Ecolab, Inc

.000

09/01/35

1,019,971

150,000

Ecolab, Inc

.125

08/15/50

83,577

1,000,000

Ecolab, Inc

.700

12/15/51

630,596

1,370,000

Ecolab, Inc

.750

08/18/55

846,764

175,000

EIDP, Inc

.300

07/15/30

160,951

500,000

EIDP, Inc

.125

05/15/32

514,307

1,250,000

EIDP, Inc

.800

05/15/33

1,257,244

500,000

FMC Corp

.200

10/01/26

494,465

500,000

FMC Corp

.450

10/01/29

472,153

1,000,000

(a) FMC Corp

.650

05/18/33

999,775

500,000

FMC Corp

.500

10/01/49

383,715

500,000

FMC Corp

.375

05/18/53

493,690

1,000,000

Freeport-McMoRan, Inc

.125

03/01/28

994,160

1,500,000

Freeport-McMoRan, Inc

.375

08/01/28

1,491,939

1,000,000

Freeport-McMoRan, Inc

.250

09/01/29

1,012,962

1,000,000

Freeport-McMoRan, Inc

.250

03/01/30

988,582

1,000,000

Freeport-McMoRan, Inc

.625

08/01/30

990,283

750,000

Georgia-Pacific LLC

.750

11/15/29

850,677

1,000,000

Gerdau Trade, Inc

.750

06/09/35

1,036,000

100,000

International Flavors & Fragrances, Inc

.450

09/26/28

100,347

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS - 0.7%

(continued)

$

412,000

International Flavors & Fragrances, Inc

.000

%

09/26/48

$

362,139

450,000

International Paper Co

.000

11/15/41

468,674

390,000

International Paper Co

.800

06/15/44

347,267

2,425,000

International Paper Co

.350

08/15/48

1,983,384

500,000

Kinross Gold Corp

.500

07/15/27

502,008

500,000

Kinross Gold Corp

.250

07/15/33

545,791

725,000

Linde, Inc

.100

08/10/30

630,609

625,000

Linde, Inc

.550

11/07/42

503,286

225,000

Linde, Inc

.000

08/10/50

122,716

150,000

Lubrizol Corp

.500

10/01/34

169,649

575,000

LYB International Finance BV

.250

07/15/43

515,387

550,000

LYB International Finance BV

.875

03/15/44

471,466

150,000

LYB International Finance III LLC

.250

10/01/30

133,907

1,000,000

LYB International Finance III LLC

.625

05/15/33

1,028,196

1,000,000

(a) LYB International Finance III LLC

.500

03/01/34

1,005,783

500,000

(a) LYB International Finance III LLC

.150

05/15/35

521,064

1,150,000

LYB International Finance III LLC

.375

10/01/40

850,646

1,000,000

LYB International Finance III LLC

.200

10/15/49

739,124

750,000

LYB International Finance III LLC

.200

05/01/50

555,532

1,000,000

LYB International Finance III LLC

.625

04/01/51

669,192

500,000

LYB International Finance III LLC

.800

10/01/60

321,863

475,000

(a) LyondellBasell Industries NV

.625

02/26/55

373,793

200,000

Martin Marietta Materials, Inc

.450

06/01/27

197,874

325,000

Martin Marietta Materials, Inc

.500

12/15/27

321,101

250,000

Martin Marietta Materials, Inc

.500

03/15/30

232,324

1,000,000

Martin Marietta Materials, Inc

.400

07/15/31

895,426

1,000,000

Martin Marietta Materials, Inc

.150

12/01/34

1,020,550

450,000

Martin Marietta Materials, Inc

.250

12/15/47

377,574

1,000,000

Martin Marietta Materials, Inc

.200

07/15/51

687,881

1,000,000

Martin Marietta Materials, Inc

.500

12/01/54

989,571

800,000

Mosaic Co

.050

11/15/27

797,726

750,000

Mosaic Co

.375

11/15/28

772,972

300,000

Mosaic Co

.450

11/15/33

309,595

100,000

Mosaic Co

.875

11/15/41

90,984

600,000

Mosaic Co

.625

11/15/43

592,679

1,350,000

(a) Newmont Corp

.600

07/15/32

1,220,595

3,000,000

Newmont Corp

.350

03/15/34

3,129,109

298,000

Newmont Corp

.875

04/01/35

322,798

300,000

Newmont Corp

.450

06/09/44

301,564

500,000

Nucor Corp

.300

05/23/27

502,276

425,000

Nucor Corp

.950

05/01/28

423,956

3,150,000

Nucor Corp

.700

06/01/30

2,943,359

500,000

Nucor Corp

.650

06/01/30

507,758

500,000

Nucor Corp

.125

04/01/32

461,727

500,000

Nucor Corp

.100

06/01/35

508,351

1,000,000

Nucor Corp

.979

12/15/55

633,074

700,000

Nutrien Ltd

.000

12/15/26

698,523

550,000

Nutrien Ltd

.200

04/01/29

549,170

500,000

Nutrien Ltd

.950

05/13/30

471,162

1,000,000

Nutrien Ltd

.400

06/21/34

1,029,717

200,000

Nutrien Ltd

.125

03/15/35

185,192

200,000

Nutrien Ltd

.625

12/01/40

201,730

200,000

Nutrien Ltd

.900

06/01/43

183,841

691,000

Nutrien Ltd

.250

01/15/45

656,608

1,050,000

Nutrien Ltd

.000

04/01/49

957,986

300,000

Nutrien Ltd

.950

05/13/50

232,914

750,000

Nutrien Ltd

.800

03/27/53

762,608

1,000,000

(a) Owens Corning

.950

06/15/54

1,031,940

550,000

Packaging Corp of America

.400

12/15/27

542,134

100,000

Packaging Corp of America

.000

12/15/29

95,501

500,000

Packaging Corp of America

.700

12/01/33

529,434

500,000

Packaging Corp of America

.200

08/15/35

509,822

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS - 0.7%

(continued)

$

500,000

Packaging Corp of America

.050

%

12/15/49

$

397,066

750,000

Packaging Corp of America

.050

10/01/51

490,182

425,000

PPG Industries, Inc

.750

03/15/28

421,884

500,000

PPG Industries, Inc

.550

06/15/30

462,914

500,000

Reliance Steel & Aluminum Co

.150

08/15/30

448,773

414,000

Rio Tinto Alcan, Inc

.125

12/15/33

454,475

350,000

Rio Tinto Finance USA Ltd

.200

11/02/40

350,534

2,000,000

Rio Tinto Finance USA Ltd

.750

11/02/51

1,253,877

1,500,000

Rio Tinto Finance USA plc

.500

03/14/28

1,516,452

1,000,000

Rio Tinto Finance USA plc

.875

03/14/30

1,024,756

1,000,000

Rio Tinto Finance USA plc

.000

03/14/32

1,027,972

1,500,000

Rio Tinto Finance USA plc

.000

03/09/33

1,543,087

1,000,000

Rio Tinto Finance USA plc

.250

03/14/35

1,030,480

1,400,000

Rio Tinto Finance USA plc

.125

08/21/42

1,215,289

1,000,000

Rio Tinto Finance USA plc

.125

03/09/53

946,204

950,000

Rio Tinto Finance USA plc

.750

03/14/55

977,698

1,500,000

Rio Tinto Finance USA plc

.875

03/14/65

1,562,633

100,000

RPM International, Inc

.750

03/15/27

99,250

300,000

RPM International, Inc

.550

03/01/29

302,116

1,000,000

RPM International, Inc

.950

01/15/32

902,505

100,000

RPM International, Inc

.250

06/01/45

96,415

200,000

RPM International, Inc

.250

01/15/48

167,589

925,000

Sherwin-Williams Co

.450

06/01/27

916,213

500,000

Sherwin-Williams Co

.950

08/15/29

477,519

500,000

Sherwin-Williams Co

.300

05/15/30

458,839

1,000,000

Sherwin-Williams Co

.500

08/15/30

1,006,391

500,000

Sherwin-Williams Co

.800

09/01/31

510,483

950,000

Sherwin-Williams Co

.200

03/15/32

828,257

1,000,000

Sherwin-Williams Co

.150

08/15/35

1,017,503

200,000

Sherwin-Williams Co

.000

12/15/42

165,948

900,000

Sherwin-Williams Co

.500

06/01/47

777,871

900,000

Sherwin-Williams Co

.800

08/15/49

688,907

500,000

Sherwin-Williams Co

.300

05/15/50

348,235

1,000,000

Sherwin-Williams Co

.900

03/15/52

630,668

225,000

Smurfit Kappa Treasury ULC

.438

04/03/34

233,271

300,000

Smurfit Kappa Treasury ULC

.777

04/03/54

305,915

500,000

Smurfit Westrock Financing DAC

.418

01/15/35

515,235

650,000

Sonoco Products Co

.250

02/01/27

633,127

1,000,000

Sonoco Products Co

.600

09/01/29

1,005,935

750,000

Sonoco Products Co

.125

05/01/30

708,622

1,000,000

(a) Sonoco Products Co

.850

02/01/32

901,610

1,000,000

Sonoco Products Co

.000

09/01/34

989,103

100,000

Southern Copper Corp

.500

07/27/35

118,322

1,180,000

Southern Copper Corp

.750

04/16/40

1,339,543

2,000,000

Southern Copper Corp

.875

04/23/45

2,079,224

750,000

Steel Dynamics, Inc

.450

04/15/30

722,188

100,000

Steel Dynamics, Inc

.250

01/15/31

94,473

1,000,000

Steel Dynamics, Inc

.375

08/15/34

1,033,797

500,000

Steel Dynamics, Inc

.250

05/15/35

510,909

500,000

Steel Dynamics, Inc

.250

10/15/50

346,619

500,000

Steel Dynamics, Inc

.750

05/15/55

509,785

700,000

Suzano Austria GmbH

.500

09/15/28

662,020

1,900,000

Suzano Austria GmbH

.000

01/15/29

1,964,853

1,000,000

Suzano Austria GmbH

.750

01/15/31

946,053

1,500,000

Suzano Austria GmbH

.125

01/15/32

1,346,004

1,150,000

Suzano Netherlands BV

.500

01/15/36

1,151,150

2,000,000

Vale Overseas Ltd

.750

07/08/30

1,923,495

2,000,000

Vale Overseas Ltd

.125

06/12/33

2,135,818

2,500,000

Vale Overseas Ltd

.400

06/28/54

2,569,805

100,000

Vulcan Materials Co

.900

04/01/27

99,752

1,000,000

Vulcan Materials Co

.950

12/01/29

1,024,005

275,000

Vulcan Materials Co

.500

06/01/30

265,649

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS - 0.7%

(continued)

$

600,000

Vulcan Materials Co

.350

%

12/01/34

$

618,915

475,000

Vulcan Materials Co

.500

06/15/47

413,820

200,000

Vulcan Materials Co

.700

03/01/48

177,792

1,000,000

Vulcan Materials Co

.700

12/01/54

1,022,605

1,000,000

Westlake Corp

.375

06/15/30

952,702

500,000

Westlake Corp

.875

08/15/41

344,424

500,000

Westlake Corp

.000

08/15/46

440,851

200,000

Westlake Corp

.375

11/15/47

157,805

500,000

Westlake Corp

.125

08/15/51

310,032

500,000

Westlake Corp

.375

08/15/61

301,314

300,000

WRKCo, Inc

.375

09/15/27

295,749

325,000

WRKCo, Inc

.000

03/15/28

323,191

240,000

WRKCo, Inc

.900

06/01/28

238,011

950,000

WRKCo, Inc

.900

03/15/29

968,030

685,000

WRKCo, Inc

.200

06/01/32

666,086

1,400,000

WRKCo, Inc

.000

06/15/33

1,244,234

750,000

Yamana Gold, Inc

.630

08/15/31

668,092

TOTAL MATERIALS

191,657,339

MEDIA & ENTERTAINMENT - 0.7%

1,000,000

Alphabet, Inc

.800

08/15/27

948,541

850,000

Alphabet, Inc

.100

08/15/30

744,439

1,000,000

Alphabet, Inc

.900

08/15/40

683,337

2,800,000

(a) Alphabet, Inc

.050

08/15/50

1,593,785

1,100,000

(a) Alphabet, Inc

.250

08/15/60

594,081

3,000,000

Asian Infrastructure Investment Bank

.625

09/15/28

2,996,441

1,600,000

Asian Infrastructure Investment Bank

.500

01/16/30

1,646,112

200,000

Asian Infrastructure Investment Bank

.500

05/21/35

204,938

500,000

Baidu, Inc

.375

03/29/28

504,056

500,000

Baidu, Inc

.875

11/14/28

511,677

300,000

Baidu, Inc

.425

04/07/30

290,842

750,000

Baidu, Inc

.375

10/09/30

689,307

1,000,000

(a) Baidu, Inc

.375

08/23/31

904,618

500,000

(c) Blue Owl Technology Finance Corp

.100

03/15/28

506,429

950,000

Charter Communications Operating LLC

.750

02/15/28

935,394

650,000

Charter Communications Operating LLC

.250

01/15/29

604,526

1,250,000

Charter Communications Operating LLC

.100

06/01/29

1,311,742

2,000,000

Charter Communications Operating LLC

.800

04/01/31

1,804,504

1,500,000

Charter Communications Operating LLC

.300

02/01/32

1,283,407

500,000

Charter Communications Operating LLC

.400

04/01/33

474,249

2,500,000

Charter Communications Operating LLC

.650

02/01/34

2,671,493

2,625,000

Charter Communications Operating LLC

.550

06/01/34

2,797,506

750,000

Charter Communications Operating LLC

.384

10/23/35

785,722

1,500,000

Charter Communications Operating LLC

.850

12/01/35

1,514,328

1,500,000

Charter Communications Operating LLC

.375

04/01/38

1,414,739

1,500,000

Charter Communications Operating LLC

.500

06/01/41

1,094,406

1,000,000

Charter Communications Operating LLC

.500

03/01/42

720,246

1,550,000

Charter Communications Operating LLC

.484

10/23/45

1,531,257

1,400,000

Charter Communications Operating LLC

.375

05/01/47

1,210,067

1,375,000

Charter Communications Operating LLC

.750

04/01/48

1,246,403

1,600,000

Charter Communications Operating LLC

.125

07/01/49

1,323,063

2,500,000

Charter Communications Operating LLC

.800

03/01/50

1,980,077

2,500,000

Charter Communications Operating LLC

.700

04/01/51

1,649,274

3,000,000

Charter Communications Operating LLC

.900

06/01/52

2,031,877

1,750,000

Charter Communications Operating LLC

.250

04/01/53

1,462,297

1,500,000

Charter Communications Operating LLC

.700

12/01/55

1,517,925

2,000,000

Charter Communications Operating LLC

.850

04/01/61

1,246,560

1,500,000

Charter Communications Operating LLC

.400

12/01/61

1,039,362

1,000,000

Charter Communications Operating LLC

.950

06/30/62

632,669

500,000

Charter Communications Operating LLC

.500

04/01/63

418,998

750,000

Comcast Corp

.350

11/15/27

770,519

600,000

Comcast Corp

.150

02/15/28

589,431

2,675,000

Comcast Corp

.150

10/15/28

2,682,851

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA & ENTERTAINMENT - 0.7%

(continued)

$

1,000,000

Comcast Corp

.550

%

01/15/29

$

1,012,976

1,500,000

Comcast Corp

.400

04/01/30

1,451,190

1,800,000

Comcast Corp

.250

10/15/30

1,803,097

1,950,000

Comcast Corp

.950

01/15/31

1,732,057

3,850,000

(a) Comcast Corp

.500

02/15/31

3,328,661

500,000

Comcast Corp

.950

05/15/32

512,681

3,250,000

Comcast Corp

.500

11/15/32

3,444,070

1,925,000

Comcast Corp

.250

01/15/33

1,885,842

2,000,000

Comcast Corp

.650

02/15/33

2,008,867

150,000

Comcast Corp

.050

03/15/33

172,350

2,000,000

Comcast Corp

.800

05/15/33

2,020,264

3,500,000

Comcast Corp

.300

06/01/34

3,631,136

200,000

Comcast Corp

.200

08/15/34

190,957

2,500,000

(a) Comcast Corp

.300

05/15/35

2,570,498

500,000

Comcast Corp

.400

08/15/35

480,142

36,000

Comcast Corp

.500

11/15/35

40,278

3,475,000

Comcast Corp

.200

07/15/36

2,960,757

3,150,000

Comcast Corp

.900

03/01/38

2,772,962

1,000,000

Comcast Corp

.250

11/01/39

798,448

3,800,000

Comcast Corp

.750

04/01/40

3,195,454

1,275,000

Comcast Corp

.400

07/15/46

922,849

631,000

Comcast Corp

.969

11/01/47

493,084

1,500,000

Comcast Corp

.000

03/01/48

1,172,592

1,407,000

Comcast Corp

.999

11/01/49

1,085,030

2,525,000

Comcast Corp

.450

02/01/50

1,765,162

425,000

Comcast Corp

.800

01/15/51

259,459

2,237,000

Comcast Corp

.887

11/01/51

1,377,927

1,050,000

Comcast Corp

.450

08/15/52

579,822

3,750,000

Comcast Corp

.350

05/15/53

3,516,351

1,000,000

Comcast Corp

.650

06/01/54

981,387

500,000

(a) Comcast Corp

.050

05/15/55

516,734

2,708,000

Comcast Corp

.937

11/01/56

1,606,953

850,000

(a) Comcast Corp

.650

08/15/62

447,314

3,758,000

Comcast Corp

.987

11/01/63

2,145,882

2,000,000

Comcast Corp

.500

05/15/64

1,884,972

1,000,000

Electronic Arts, Inc

.850

02/15/31

949,510

1,000,000

Electronic Arts, Inc

.950

02/15/51

867,233

1,000,000

Extra Space Storage LP

.950

01/15/33

1,005,898

2,250,000

Fox Corp

.709

01/25/29

2,278,902

500,000

Fox Corp

.500

04/08/30

484,317

1,000,000

Fox Corp

.500

10/13/33

1,100,947

1,500,000

Fox Corp

.476

01/25/39

1,505,709

650,000

Fox Corp

.576

01/25/49

632,842

403,000

Grupo Televisa SAB

.125

01/31/46

325,940

1,000,000

Inter-American Investment Corp

.625

02/17/27

996,489

1,000,000

Inter-American Investment Corp

.250

02/14/29

1,013,114

350,000

Interpublic Group of Cos, Inc

.650

10/01/28

352,494

500,000

Interpublic Group of Cos, Inc

.750

03/30/30

502,265

1,000,000

Interpublic Group of Cos, Inc

.400

03/01/31

892,460

500,000

Interpublic Group of Cos, Inc

.375

06/15/33

510,280

1,000,000

Interpublic Group of Cos, Inc

.375

03/01/41

749,459

400,000

(a) Interpublic Group of Cos, Inc

.400

10/01/48

373,208

2,000,000

Meta Platforms, Inc

.500

08/15/27

1,991,140

1,500,000

Meta Platforms, Inc

.600

05/15/28

1,530,698

1,000,000

Meta Platforms, Inc

.800

05/15/30

1,032,304

2,000,000

Meta Platforms, Inc

.850

08/15/32

1,946,272

1,500,000

Meta Platforms, Inc

.950

05/15/33

1,553,084

2,000,000

Meta Platforms, Inc

.450

08/15/52

1,717,347

2,500,000

Meta Platforms, Inc

.600

05/15/53

2,535,866

2,500,000

Meta Platforms, Inc

.400

08/15/54

2,469,954

1,500,000

Meta Platforms, Inc

.650

08/15/62

1,286,425

1,000,000

Meta Platforms, Inc

.750

05/15/63

1,028,461

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA & ENTERTAINMENT - 0.7%

(continued)

$

500,000

(a) Morgan Stanley Direct Lending Fund

.000

%

05/19/30

$

512,579

870,000

NBCUniversal Media LLC

.450

01/15/43

758,867

2,500,000

Netflix, Inc

.875

04/15/28

2,554,927

2,500,000

Netflix, Inc

.875

11/15/28

2,636,233

1,000,000

Netflix, Inc

.900

08/15/34

1,031,554

500,000

Netflix, Inc

.400

08/15/54

503,534

750,000

(a) Omnicom Group, Inc

.450

04/30/30

688,716

325,000

Omnicom Group, Inc

.200

06/01/30

322,571

700,000

Omnicom Group, Inc

.600

08/01/31

631,040

750,000

(a) Omnicom Group, Inc

.300

11/01/34

769,518

1,000,000

Otis Worldwide Corp

.131

09/04/35

1,011,811

341,000

Paramount Global

.900

01/15/27

333,997

200,000

Paramount Global

.375

02/15/28

194,826

1,300,000

Paramount Global

.700

06/01/28

1,272,005

500,000

Paramount Global

.200

06/01/29

491,539

500,000

Paramount Global

.875

07/30/30

558,239

1,000,000

Paramount Global

.950

01/15/31

988,592

1,500,000

Paramount Global

.200

05/19/32

1,397,365

200,000

Paramount Global

.850

07/01/42

162,793

2,179,000

Paramount Global

.375

03/15/43

1,681,915

625,000

Paramount Global

.850

09/01/43

570,841

200,000

Paramount Global

.900

08/15/44

161,101

800,000

Paramount Global

.600

01/15/45

623,533

1,000,000

Paramount Global

.950

05/19/50

795,021

2,000,000

S&P Global, Inc

.250

09/15/33

2,094,169

375,000

Take-Two Interactive Software, Inc

.700

04/14/27

372,012

1,000,000

Take-Two Interactive Software, Inc

.000

04/14/32

962,255

750,000

Tencent Music Entertainment Group

.000

09/03/30

673,344

1,075,000

Time Warner Cable LLC

.550

05/01/37

1,118,281

400,000

Time Warner Cable LLC

.300

07/01/38

437,076

500,000

Time Warner Cable LLC

.750

06/15/39

523,110

890,000

Time Warner Cable LLC

.875

11/15/40

850,727

475,000

Time Warner Cable LLC

.500

09/01/41

435,310

3,375,000

Time Warner Cable LLC

.500

09/15/42

2,711,736

300,000

Time Warner Entertainment Co LP

.375

07/15/33

351,957

1,500,000

TWDC Enterprises 18 Corp

.950

06/15/27

1,479,190

100,000

TWDC Enterprises 18 Corp

.375

08/16/41

90,199

200,000

TWDC Enterprises 18 Corp

.700

12/01/42

163,104

1,275,000

TWDC Enterprises 18 Corp

.125

06/01/44

1,088,894

100,000

TWDC Enterprises 18 Corp

.000

07/30/46

69,776

150,000

ViacomCBS, Inc

.875

04/30/36

159,108

2,000,000

Walt Disney Co

.200

01/13/28

1,929,903

425,000

Walt Disney Co

.000

09/01/29

394,187

1,000,000

Walt Disney Co

.800

03/22/30

988,824

2,000,000

Walt Disney Co

.650

01/13/31

1,860,773

229,000

Walt Disney Co

.400

12/15/35

260,098

325,000

Walt Disney Co

.650

11/15/37

375,432

1,000,000

Walt Disney Co

.500

05/13/40

838,035

1,425,000

Walt Disney Co

.150

02/15/41

1,573,494

225,000

Walt Disney Co

.400

10/01/43

228,399

500,000

Walt Disney Co

.750

09/15/44

463,110

300,000

Walt Disney Co

.950

10/15/45

284,911

700,000

Walt Disney Co

.750

11/15/46

641,312

1,600,000

Walt Disney Co

.750

09/01/49

1,031,463

3,000,000

Walt Disney Co

.700

03/23/50

2,737,396

4,500,000

Walt Disney Co

.600

01/13/51

3,404,129

2,000,000

Walt Disney Co

.800

05/13/60

1,495,610

900,000

(a) Weibo Corp

.375

07/08/30

851,097

TOTAL MEDIA & ENTERTAINMENT

191,555,856

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.3%

3,000,000

AbbVie, Inc

.650

03/15/28

3,049,419

1,950,000

AbbVie, Inc

.800

03/15/29

1,994,124

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.3%

(continued)

$

4,750,000

AbbVie, Inc

.200

%

11/21/29

$

4,582,562

3,000,000

AbbVie, Inc

.875

03/15/30

3,088,081

3,000,000

AbbVie, Inc

.950

03/15/31

3,100,879

1,500,000

AbbVie, Inc

.050

03/15/34

1,543,536

2,250,000

AbbVie, Inc

.550

03/15/35

2,214,900

1,500,000

AbbVie, Inc

.200

03/15/35

1,552,410

1,925,000

AbbVie, Inc

.500

05/14/35

1,889,002

675,000

AbbVie, Inc

.300

05/14/36

648,721

3,300,000

AbbVie, Inc

.050

11/21/39

2,953,287

2,175,000

AbbVie, Inc

.400

11/06/42

1,961,543

3,000,000

AbbVie, Inc

.350

03/15/44

3,009,656

1,625,000

AbbVie, Inc

.850

06/15/44

1,532,690

1,310,000

AbbVie, Inc

.750

03/15/45

1,212,205

925,000

AbbVie, Inc

.700

05/14/45

848,511

1,350,000

AbbVie, Inc

.450

05/14/46

1,194,895

1,150,000

AbbVie, Inc

.875

11/14/48

1,066,545

2,975,000

AbbVie, Inc

.250

11/21/49

2,506,381

1,050,000

AbbVie, Inc

.400

03/15/54

1,044,051

2,000,000

AbbVie, Inc

.600

03/15/55

2,046,373

1,500,000

AbbVie, Inc

.500

03/15/64

1,499,209

500,000

Agilent Technologies, Inc

.750

09/15/29

472,950

1,000,000

Agilent Technologies, Inc

.100

06/04/30

907,206

500,000

Agilent Technologies, Inc

.300

03/12/31

448,775

500,000

Agilent Technologies, Inc

.750

09/09/34

498,334

1,500,000

Amgen, Inc

.650

08/15/28

1,402,449

1,000,000

Amgen, Inc

.050

08/18/29

996,120

1,000,000

Amgen, Inc

.450

02/21/30

926,310

4,175,000

Amgen, Inc

.250

03/02/30

4,327,880

500,000

Amgen, Inc

.300

02/25/31

450,280

850,000

Amgen, Inc

.350

02/22/32

798,139

1,000,000

Amgen, Inc

.200

03/01/33

972,509

2,300,000

Amgen, Inc

.250

03/02/33

2,382,434

1,325,000

Amgen, Inc

.150

02/21/40

1,042,864

1,500,000

Amgen, Inc

.800

08/15/41

1,103,367

126,000

Amgen, Inc

.150

11/15/41

122,463

3,900,000

Amgen, Inc

.600

03/02/43

3,951,684

2,675,000

Amgen, Inc

.400

05/01/45

2,322,775

2,128,000

Amgen, Inc

.563

06/15/48

1,835,940

2,575,000

Amgen, Inc

.375

02/21/50

1,864,236

2,447,000

Amgen, Inc

.663

06/15/51

2,137,573

1,000,000

Amgen, Inc

.000

01/15/52

657,027

1,000,000

Amgen, Inc

.200

02/22/52

801,095

1,000,000

Amgen, Inc

.875

03/01/53

891,836

2,950,000

Amgen, Inc

.650

03/02/53

2,942,455

172,000

Amgen, Inc

.770

09/01/53

104,352

1,000,000

Amgen, Inc

.400

02/22/62

800,489

1,250,000

Amgen, Inc

.750

03/02/63

1,247,032

1,000,000

AstraZeneca Finance LLC

.875

03/03/28

1,021,910

1,500,000

AstraZeneca Finance LLC

.850

02/26/29

1,538,629

1,000,000

AstraZeneca Finance LLC

.900

03/03/30

1,030,083

1,500,000

AstraZeneca Finance LLC

.900

02/26/31

1,548,935

1,500,000

AstraZeneca Finance LLC

.000

02/26/34

1,546,941

1,700,000

AstraZeneca plc

.000

01/17/29

1,701,607

1,000,000

AstraZeneca plc

.375

08/06/30

880,335

1,900,000

AstraZeneca plc

.450

09/15/37

2,165,911

625,000

AstraZeneca plc

.000

09/18/42

543,403

500,000

AstraZeneca plc

.375

11/16/45

445,860

750,000

AstraZeneca plc

.375

08/17/48

659,760

600,000

AstraZeneca plc

.125

08/06/50

342,699

1,500,000

AstraZeneca plc

.000

05/28/51

1,034,240

149,000

Baxalta, Inc

.250

06/23/45

142,785

1,800,000

Biogen, Inc

.250

05/01/30

1,642,232

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.3%

(continued)

$

500,000

(a) Biogen, Inc

.050

%

01/15/31

$

514,024

500,000

Biogen, Inc

.750

05/15/35

523,974

1,375,000

Biogen, Inc

.150

05/01/50

894,139

1,346,000

Biogen, Inc

.250

02/15/51

881,750

500,000

Biogen, Inc

.450

05/15/55

536,127

200,000

Bio-Rad Laboratories, Inc

.300

03/15/27

197,239

525,000

Bio-Rad Laboratories, Inc

.700

03/15/32

490,751

500,000

Bristol-Myers Squibb Co

.900

02/22/29

513,399

1,150,000

(a) Bristol-Myers Squibb Co

.450

11/13/30

1,007,666

1,500,000

Bristol-Myers Squibb Co

.750

02/01/31

1,604,341

1,500,000

Bristol-Myers Squibb Co

.100

02/22/31

1,559,818

1,400,000

Bristol-Myers Squibb Co

.950

03/15/32

1,285,567

1,250,000

Bristol-Myers Squibb Co

.900

11/15/33

1,358,669

2,000,000

Bristol-Myers Squibb Co

.200

02/22/34

2,073,918

1,700,000

Bristol-Myers Squibb Co

.125

06/15/39

1,540,070

125,000

Bristol-Myers Squibb Co

.350

11/13/40

87,725

375,000

Bristol-Myers Squibb Co

.550

03/15/42

303,169

650,000

Bristol-Myers Squibb Co

.250

08/01/42

501,476

2,500,000

Bristol-Myers Squibb Co

.500

02/22/44

2,526,993

500,000

Bristol-Myers Squibb Co

.350

11/15/47

426,271

1,786,000

Bristol-Myers Squibb Co

.550

02/20/48

1,561,717

3,900,000

Bristol-Myers Squibb Co

.250

10/26/49

3,233,392

1,500,000

Bristol-Myers Squibb Co

.550

11/13/50

901,050

2,075,000

Bristol-Myers Squibb Co

.700

03/15/52

1,548,566

1,250,000

Bristol-Myers Squibb Co

.250

11/15/53

1,364,970

2,500,000

Bristol-Myers Squibb Co

.550

02/22/54

2,491,651

1,000,000

Bristol-Myers Squibb Co

.900

03/15/62

733,086

1,250,000

Bristol-Myers Squibb Co

.400

11/15/63

1,380,182

1,500,000

Bristol-Myers Squibb Co

.650

02/22/64

1,487,587

200,000

Danaher Corp

.375

09/15/45

176,075

400,000

Danaher Corp

.600

10/01/50

249,134

750,000

Danaher Corp

.800

12/10/51

482,459

1,000,000

Eli Lilly & Co

.000

10/15/28

1,001,729

1,500,000

Eli Lilly & Co

.200

08/14/29

1,510,618

1,500,000

Eli Lilly & Co

.750

02/12/30

1,538,605

1,500,000

Eli Lilly & Co

.250

03/15/31

1,501,865

1,500,000

Eli Lilly & Co

.900

02/12/32

1,549,543

1,000,000

Eli Lilly & Co

.550

10/15/32

1,007,849

850,000

Eli Lilly & Co

.700

02/27/33

867,230

1,500,000

Eli Lilly & Co

.700

02/09/34

1,516,564

1,200,000

Eli Lilly & Co

.600

08/14/34

1,204,497

1,500,000

Eli Lilly & Co

.100

02/12/35

1,551,708

1,500,000

Eli Lilly & Co

.900

10/15/35

1,519,530

1,300,000

Eli Lilly & Co

.250

05/15/50

756,993

1,550,000

Eli Lilly & Co

.875

02/27/53

1,445,553

1,500,000

Eli Lilly & Co

.000

02/09/54

1,419,155

1,000,000

Eli Lilly & Co

.050

08/14/54

953,964

500,000

Eli Lilly & Co

.500

02/12/55

510,714

125,000

Eli Lilly & Co

.550

10/15/55

128,595

750,000

Eli Lilly & Co

.500

09/15/60

425,520

1,425,000

Eli Lilly & Co

.950

02/27/63

1,315,240

1,500,000

Eli Lilly & Co

.100

02/09/64

1,416,883

1,500,000

Eli Lilly & Co

.200

08/14/64

1,442,295

1,500,000

Eli Lilly & Co

.600

02/12/65

1,535,798

100,000

Eli Lilly & Co

.650

10/15/65

103,254

525,000

Gilead Sciences, Inc

.950

03/01/27

517,608

2,815,000

Gilead Sciences, Inc

.650

10/01/30

2,496,019

1,500,000

Gilead Sciences, Inc

.250

10/15/33

1,573,067

1,000,000

Gilead Sciences, Inc

.100

06/15/35

1,027,406

450,000

Gilead Sciences, Inc

.600

09/01/35

444,949

550,000

Gilead Sciences, Inc

.000

09/01/36

511,697

325,000

Gilead Sciences, Inc

.600

10/01/40

238,615

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.3%

(continued)

$

250,000

Gilead Sciences, Inc

.650

%

12/01/41

$

261,479

1,025,000

Gilead Sciences, Inc

.800

04/01/44

957,395

950,000

Gilead Sciences, Inc

.500

02/01/45

851,265

925,000

Gilead Sciences, Inc

.750

03/01/46

850,148

1,525,000

Gilead Sciences, Inc

.150

03/01/47

1,286,547

2,600,000

Gilead Sciences, Inc

.800

10/01/50

1,678,811

1,000,000

Gilead Sciences, Inc

.550

10/15/53

1,009,422

1,000,000

Gilead Sciences, Inc

.500

11/15/54

1,007,395

1,000,000

Gilead Sciences, Inc

.600

11/15/64

1,012,070

1,400,000

GlaxoSmithKline Capital plc

.375

06/01/29

1,366,694

925,000

GlaxoSmithKline Capital, Inc

.875

05/15/28

923,716

1,000,000

GlaxoSmithKline Capital, Inc

.500

04/15/30

1,012,096

350,000

GlaxoSmithKline Capital, Inc

.375

04/15/34

369,711

1,000,000

GlaxoSmithKline Capital, Inc

.875

04/15/35

1,008,225

1,243,000

GlaxoSmithKline Capital, Inc

.375

05/15/38

1,397,460

850,000

GlaxoSmithKline Capital, Inc

.200

03/18/43

747,982

1,500,000

Illumina, Inc

.550

03/23/31

1,340,586

1,000,000

Johnson & Johnson

.700

03/01/30

1,029,898

2,000,000

Johnson & Johnson

.300

09/01/30

1,767,951

850,000

Johnson & Johnson

.900

06/01/31

886,052

1,000,000

Johnson & Johnson

.850

03/01/32

1,037,410

1,000,000

Johnson & Johnson

.375

12/05/33

1,011,408

1,500,000

(a) Johnson & Johnson

.950

06/01/34

1,576,384

2,000,000

Johnson & Johnson

.000

03/01/35

2,079,044

250,000

Johnson & Johnson

.550

03/01/36

228,963

450,000

Johnson & Johnson

.625

03/03/37

408,719

250,000

Johnson & Johnson

.950

08/15/37

279,528

675,000

Johnson & Johnson

.400

01/15/38

593,973

375,000

Johnson & Johnson

.850

07/15/38

414,918

1,000,000

Johnson & Johnson

.100

09/01/40

704,964

300,000

Johnson & Johnson

.500

12/05/43

283,951

1,200,000

Johnson & Johnson

.700

03/01/46

987,194

1,625,000

Johnson & Johnson

.750

03/03/47

1,332,624

2,100,000

Johnson & Johnson

.500

01/15/48

1,645,173

1,500,000

Johnson & Johnson

.250

09/01/50

902,483

1,500,000

Johnson & Johnson

.250

06/01/54

1,528,739

1,000,000

(a) Johnson & Johnson

.450

09/01/60

569,953

2,000,000

Merck & Co, Inc

.700

06/10/27

1,931,829

1,000,000

Merck & Co, Inc

.050

05/17/28

1,005,454

1,500,000

Merck & Co, Inc

.900

12/10/28

1,408,964

1,000,000

Merck & Co, Inc

.300

05/17/30

1,008,047

3,175,000

Merck & Co, Inc

.450

06/24/30

2,812,939

1,500,000

Merck & Co, Inc

.150

09/15/30

1,501,490

1,150,000

Merck & Co, Inc

.150

12/10/31

1,015,942

1,000,000

Merck & Co, Inc

.550

09/15/32

1,008,526

1,000,000

Merck & Co, Inc

.500

05/17/33

1,005,426

1,500,000

Merck & Co, Inc

.950

09/15/35

1,517,138

1,475,000

Merck & Co, Inc

.900

03/07/39

1,317,890

425,000

Merck & Co, Inc

.350

06/24/40

305,245

100,000

Merck & Co, Inc

.600

09/15/42

81,241

925,000

Merck & Co, Inc

.150

05/18/43

804,130

1,250,000

Merck & Co, Inc

.900

05/17/44

1,184,854

1,825,000

Merck & Co, Inc

.700

02/10/45

1,464,633

1,600,000

Merck & Co, Inc

.000

03/07/49

1,299,405

375,000

Merck & Co, Inc

.450

06/24/50

225,071

625,000

Merck & Co, Inc

.750

12/10/51

394,630

1,375,000

Merck & Co, Inc

.000

05/17/53

1,292,038

1,500,000

Merck & Co, Inc

.700

09/15/55

1,547,902

1,100,000

Merck & Co, Inc

.900

12/10/61

660,211

1,500,000

Merck & Co, Inc

.150

05/17/63

1,412,520

500,000

Mylan, Inc

.550

04/15/28

498,050

700,000

Mylan, Inc

.200

04/15/48

573,563

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.3%

(continued)

$

3,500,000

(a) Novartis Capital Corp

.000

%

02/14/27

$

3,417,584

2,300,000

Novartis Capital Corp

.100

05/17/27

2,275,744

1,000,000

Novartis Capital Corp

.800

09/18/29

995,471

1,000,000

Novartis Capital Corp

.200

08/14/30

919,344

1,000,000

Novartis Capital Corp

.000

09/18/31

994,522

1,500,000

Novartis Capital Corp

.200

09/18/34

1,466,792

400,000

Novartis Capital Corp

.700

09/21/42

334,454

1,025,000

Novartis Capital Corp

.400

05/06/44

926,470

1,000,000

Novartis Capital Corp

.000

11/20/45

847,539

750,000

Novartis Capital Corp

.750

08/14/50

491,792

350,000

Novartis Capital Corp

.700

09/18/54

319,467

5,000,000

Pfizer Investment Enterprises Pte Ltd

.450

05/19/28

5,056,998

5,000,000

Pfizer Investment Enterprises Pte Ltd

.650

05/19/30

5,093,764

3,300,000

Pfizer Investment Enterprises Pte Ltd

.750

05/19/33

3,333,830

3,850,000

Pfizer Investment Enterprises Pte Ltd

.110

05/19/43

3,731,078

4,775,000

Pfizer Investment Enterprises Pte Ltd

.300

05/19/53

4,614,496

3,500,000

Pfizer Investment Enterprises Pte Ltd

.340

05/19/63

3,322,026

2,850,000

Pfizer, Inc

.000

12/15/26

2,822,489

950,000

Pfizer, Inc

.600

09/15/28

945,363

1,550,000

Pfizer, Inc

.450

03/15/29

1,524,946

1,500,000

Pfizer, Inc

.750

08/18/31

1,314,298

425,000

Pfizer, Inc

.000

12/15/36

396,715

500,000

Pfizer, Inc

.100

09/15/38

454,350

875,000

Pfizer, Inc

.900

03/15/39

772,761

350,000

Pfizer, Inc

.200

03/15/39

420,330

1,250,000

Pfizer, Inc

.550

05/28/40

918,496

625,000

Pfizer, Inc

.300

06/15/43

549,260

1,100,000

Pfizer, Inc

.400

05/15/44

980,623

1,875,000

Pfizer, Inc

.125

12/15/46

1,567,691

1,200,000

Pfizer, Inc

.200

09/15/48

1,008,365

2,100,000

Pfizer, Inc

.000

03/15/49

1,702,221

1,000,000

Pfizer, Inc

.700

05/28/50

630,732

1,000,000

Regeneron Pharmaceuticals, Inc

.750

09/15/30

881,992

500,000

Regeneron Pharmaceuticals, Inc

.800

09/15/50

310,929

1,000,000

Revvity, Inc

.550

03/15/31

895,023

300,000

Revvity, Inc

.250

09/15/31

260,452

1,000,000

Revvity, Inc

.625

03/15/51

707,952

375,000

Royalty Pharma plc

.200

09/02/30

336,674

1,000,000

Royalty Pharma plc

.450

03/25/31

991,665

1,000,000

Royalty Pharma plc

.400

09/02/34

1,021,219

1,000,000

Royalty Pharma plc

.200

09/25/35

999,151

1,000,000

Royalty Pharma plc

.300

09/02/40

767,167

1,000,000

Royalty Pharma plc

.550

09/02/50

702,571

1,000,000

Royalty Pharma plc

.350

09/02/51

670,073

500,000

Royalty Pharma plc

.900

09/02/54

497,730

1,000,000

Royalty Pharma plc

.950

09/25/55

1,004,282

500,000

Sanofi

.625

06/19/28

497,195

1,100,000

Takeda Pharmaceutical Co Ltd

.000

11/26/28

1,124,130

700,000

Takeda Pharmaceutical Co Ltd

.050

03/31/30

635,720

1,000,000

Takeda Pharmaceutical Co Ltd

.300

07/05/34

1,029,789

2,050,000

Takeda Pharmaceutical Co Ltd

.025

07/09/40

1,564,138

1,000,000

Takeda Pharmaceutical Co Ltd

.650

07/05/44

1,022,209

1,150,000

Takeda Pharmaceutical Co Ltd

.175

07/09/50

778,385

1,000,000

Takeda Pharmaceutical Co Ltd

.650

07/05/54

998,681

1,000,000

Takeda Pharmaceutical Co Ltd

.375

07/09/60

654,600

1,000,000

Takeda Pharmaceutical Co Ltd

.800

07/05/64

1,004,380

1,000,000

Takeda US Financing, Inc

.200

07/07/35

1,016,439

1,000,000

Takeda US Financing, Inc

.900

07/07/55

1,030,169

500,000

Thermo Fisher Scientific, Inc

.800

11/21/27

508,040

1,000,000

Thermo Fisher Scientific, Inc

.000

01/31/29

1,029,108

1,500,000

Thermo Fisher Scientific, Inc

.600

10/01/29

1,417,961

500,000

Thermo Fisher Scientific, Inc

.977

08/10/30

517,529

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.3%

(continued)

$

1,000,000

Thermo Fisher Scientific, Inc

.200

%

03/01/31

$

998,724

275,000

(a) Thermo Fisher Scientific, Inc

.000

10/15/31

242,987

1,000,000

Thermo Fisher Scientific, Inc

.473

10/07/32

1,000,154

500,000

Thermo Fisher Scientific, Inc

.950

11/21/32

516,935

500,000

Thermo Fisher Scientific, Inc

.086

08/10/33

518,066

1,000,000

Thermo Fisher Scientific, Inc

.200

01/31/34

1,041,441

1,000,000

Thermo Fisher Scientific, Inc

.794

10/07/35

1,000,386

1,000,000

Thermo Fisher Scientific, Inc

.894

10/07/37

1,000,006

1,500,000

Thermo Fisher Scientific, Inc

.800

10/15/41

1,108,242

1,000,000

Thermo Fisher Scientific, Inc

.404

08/10/43

1,011,009

200,000

Thermo Fisher Scientific, Inc

.300

02/01/44

200,312

200,000

Thermo Fisher Scientific, Inc

.100

08/15/47

169,003

750,000

Utah Acquisition Sub, Inc

.250

06/15/46

623,232

400,000

Viatris, Inc

.300

06/22/27

385,042

375,000

Viatris, Inc

.700

06/22/30

337,655

600,000

Viatris, Inc

.850

06/22/40

457,550

1,950,000

Viatris, Inc

.000

06/22/50

1,330,336

150,000

Wyeth LLC

.500

02/01/34

169,609

275,000

Wyeth LLC

.950

04/01/37

297,879

425,000

Zoetis, Inc

.000

09/12/27

417,531

1,000,000

Zoetis, Inc

.150

08/17/28

1,003,462

500,000

Zoetis, Inc

.900

08/20/28

498,987

2,000,000

Zoetis, Inc

.600

11/16/32

2,127,080

1,000,000

Zoetis, Inc

.000

08/17/35

1,009,981

900,000

Zoetis, Inc

.700

02/01/43

830,665

650,000

Zoetis, Inc

.950

09/12/47

521,653

200,000

Zoetis, Inc

.450

08/20/48

173,113

375,000

Zoetis, Inc

.000

05/15/50

250,575

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

326,557,350

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.0%

500,000

CBRE Services, Inc

.500

04/01/29

518,899

1,000,000

CBRE Services, Inc

.500

04/01/31

904,082

1,000,000

CBRE Services, Inc

.950

08/15/34

1,066,636

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

2,489,617

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.6%

2,000,000

Advanced Micro Devices, Inc

.319

03/24/28

2,017,432

500,000

Advanced Micro Devices, Inc

.924

06/01/32

489,027

500,000

(a) Advanced Micro Devices, Inc

.393

06/01/52

429,964

1,175,000

Analog Devices, Inc

.500

12/05/26

1,168,743

400,000

Analog Devices, Inc

.450

06/15/27

396,796

1,000,000

Analog Devices, Inc

.250

06/15/28

1,007,004

1,000,000

Analog Devices, Inc

.700

10/01/28

936,508

1,000,000

Analog Devices, Inc

.500

06/15/30

1,012,747

600,000

Analog Devices, Inc

.100

10/01/31

530,481

500,000

Analog Devices, Inc

.050

04/01/34

518,585

300,000

Analog Devices, Inc

.800

10/01/41

222,063

1,000,000

Analog Devices, Inc

.950

10/01/51

660,553

500,000

Analog Devices, Inc

.300

04/01/54

491,677

1,000,000

Applied Materials, Inc

.300

04/01/27

992,436

1,500,000

Applied Materials, Inc

.800

06/15/29

1,537,776

950,000

Applied Materials, Inc

.750

06/01/30

854,043

250,000

(a) Applied Materials, Inc

.100

10/01/35

259,342

100,000

Applied Materials, Inc

.850

06/15/41

106,884

1,200,000

Applied Materials, Inc

.350

04/01/47

1,048,274

775,000

(a) Applied Materials, Inc

.750

06/01/50

505,301

725,000

Broadcom Corp

.200

10/15/30

723,763

1,500,000

Broadcom Corp

.900

02/15/38

1,491,963

1,000,000

Broadcom, Inc

.800

04/15/28

1,018,403

300,000

(c) Broadcom, Inc

.000

04/15/29

298,606

1,150,000

Broadcom, Inc

.050

07/12/29

1,184,599

1,000,000

Broadcom, Inc

.350

02/15/30

1,004,914

2,500,000

Broadcom, Inc

.050

04/15/30

2,585,553

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.6%

(continued)

$

2,975,000

Broadcom, Inc

.600

%

07/15/30

$

3,019,978

343,000

Broadcom, Inc

.150

11/15/30

341,651

1,500,000

(c) Broadcom, Inc

.450

02/15/31

1,364,269

2,000,000

Broadcom, Inc

.150

11/15/31

2,078,097

1,000,000

Broadcom, Inc

.550

02/15/32

1,006,948

625,000

(c) Broadcom, Inc

.150

04/15/32

612,916

1,000,000

Broadcom, Inc

.200

04/15/32

1,041,164

4,000,000

Broadcom, Inc

.900

07/15/32

4,091,951

1,500,000

Broadcom, Inc

.300

11/15/32

1,480,627

1,500,000

(c) Broadcom, Inc

.600

02/15/33

1,316,804

5,883,000

(c) Broadcom, Inc

.419

04/15/33

5,444,566

2,522,000

(c) Broadcom, Inc

.469

04/15/34

2,301,580

1,100,000

Broadcom, Inc

.800

10/15/34

1,107,694

1,500,000

Broadcom, Inc

.200

07/15/35

1,545,902

3,327,000

(c) Broadcom, Inc

.137

11/15/35

2,878,406

2,000,000

Broadcom, Inc

.800

02/15/36

1,993,898

3,043,000

(c) Broadcom, Inc

.187

11/15/36

2,596,828

3,336,000

(c) Broadcom, Inc

.926

05/15/37

3,327,053

850,000

(c) Broadcom, Inc

.500

02/15/41

699,488

1,000,000

(c) Broadcom, Inc

.750

02/15/51

782,606

1,000,000

Intel Corp

.750

08/05/27

992,305

1,000,000

Intel Corp

.875

02/10/28

1,015,167

1,500,000

Intel Corp

.600

08/12/28

1,398,952

1,000,000

Intel Corp

.000

08/05/29

989,430

2,500,000

Intel Corp

.450

11/15/29

2,321,554

1,000,000

Intel Corp

.125

02/10/30

1,029,059

1,500,000

Intel Corp

.900

03/25/30

1,471,394

1,500,000

Intel Corp

.000

02/21/31

1,539,380

2,000,000

Intel Corp

.000

08/12/31

1,749,471

1,000,000

Intel Corp

.150

08/05/32

964,620

250,000

Intel Corp

.000

12/15/32

238,310

1,500,000

(a) Intel Corp

.200

02/10/33

1,533,547

2,000,000

(a) Intel Corp

.150

02/21/34

2,027,778

1,000,000

Intel Corp

.800

08/12/41

699,472

1,000,000

Intel Corp

.625

02/10/43

980,648

200,000

Intel Corp

.100

05/19/46

157,545

675,000

Intel Corp

.100

05/11/47

527,069

1,328,000

Intel Corp

.734

12/08/47

980,880

2,500,000

Intel Corp

.250

11/15/49

1,661,222

3,175,000

Intel Corp

.750

03/25/50

2,689,611

1,000,000

Intel Corp

.050

08/12/51

634,481

1,000,000

Intel Corp

.900

08/05/52

860,115

1,500,000

Intel Corp

.700

02/10/53

1,450,610

1,550,000

Intel Corp

.600

02/21/54

1,488,275

1,000,000

Intel Corp

.100

02/15/60

592,585

1,000,000

Intel Corp

.050

08/05/62

859,088

1,000,000

Intel Corp

.900

02/10/63

973,993

300,000

KLA Corp

.100

03/15/29

300,580

850,000

KLA Corp

.650

07/15/32

862,566

1,000,000

KLA Corp

.700

02/01/34

1,010,193

500,000

KLA Corp

.000

03/15/49

473,496

1,000,000

KLA Corp

.300

03/01/50

715,347

1,500,000

KLA Corp

.950

07/15/52

1,402,959

500,000

KLA Corp

.250

07/15/62

480,213

275,000

Lam Research Corp

.000

03/15/29

274,799

125,000

Lam Research Corp

.900

06/15/30

112,900

825,000

Lam Research Corp

.875

03/15/49

770,347

200,000

Lam Research Corp

.875

06/15/50

132,873

1,200,000

Lam Research Corp

.125

06/15/60

769,748

1,000,000

Marvell Technology, Inc

.450

04/15/28

957,884

350,000

Marvell Technology, Inc

.875

06/22/28

355,511

1,000,000

Marvell Technology, Inc

.750

07/15/30

1,013,025

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.6%

(continued)

$

1,000,000

Marvell Technology, Inc

.950

%

09/15/33

$

1,072,910

1,000,000

Marvell Technology, Inc

.450

07/15/35

1,030,933

1,000,000

Microchip Technology, Inc

.900

03/15/28

1,014,676

1,425,000

Microchip Technology, Inc

.050

03/15/29

1,456,042

1,000,000

Microchip Technology, Inc

.050

02/15/30

1,022,629

400,000

Micron Technology, Inc

.327

02/06/29

412,128

1,000,000

Micron Technology, Inc

.750

11/01/29

1,087,052

500,000

Micron Technology, Inc

.663

02/15/30

504,596

500,000

Micron Technology, Inc

.300

01/15/31

517,397

1,000,000

Micron Technology, Inc

.703

04/15/32

889,899

750,000

Micron Technology, Inc

.650

11/01/32

787,073

1,000,000

Micron Technology, Inc

.875

02/09/33

1,062,115

1,000,000

Micron Technology, Inc

.875

09/15/33

1,063,798

1,000,000

Micron Technology, Inc

.800

01/15/35

1,052,038

750,000

Micron Technology, Inc

.050

11/01/35

801,329

750,000

Micron Technology, Inc

.366

11/01/41

580,222

750,000

Micron Technology, Inc

.477

11/01/51

536,477

1,000,000

NVIDIA Corp

.550

06/15/28

943,734

750,000

NVIDIA Corp

.850

04/01/30

716,706

1,500,000

NVIDIA Corp

.000

06/15/31

1,347,889

1,000,000

NVIDIA Corp

.500

04/01/40

856,434

2,067,000

NVIDIA Corp

.500

04/01/50

1,586,216

300,000

NXP BV

.150

05/01/27

295,311

175,000

NXP BV

.400

06/01/27

175,547

1,000,000

NXP BV

.300

08/19/28

1,001,430

2,000,000

NXP BV

.500

05/11/31

1,795,338

1,000,000

NXP BV

.650

02/15/32

889,502

1,000,000

NXP BV

.850

08/19/32

1,001,202

500,000

NXP BV

.000

01/15/33

506,569

1,000,000

NXP BV

.250

08/19/35

1,010,209

875,000

(c) NXP BV

.250

05/11/41

664,793

325,000

NXP BV

.125

02/15/42

239,829

500,000

NXP BV

.250

11/30/51

335,389

2,800,000

QUALCOMM, Inc

.250

05/20/27

2,775,904

1,339,000

QUALCOMM, Inc

.300

05/20/28

1,254,627

1,000,000

QUALCOMM, Inc

.150

05/20/30

918,349

750,000

QUALCOMM, Inc

.500

05/20/30

761,471

2,384,000

(a) QUALCOMM, Inc

.650

05/20/32

2,016,830

750,000

QUALCOMM, Inc

.750

05/20/32

763,897

1,000,000

QUALCOMM, Inc

.400

05/20/33

1,062,558

750,000

QUALCOMM, Inc

.650

05/20/35

753,715

750,000

QUALCOMM, Inc

.000

05/20/35

765,712

650,000

QUALCOMM, Inc

.800

05/20/45

609,348

1,525,000

QUALCOMM, Inc

.300

05/20/47

1,306,470

1,000,000

QUALCOMM, Inc

.500

05/20/52

866,132

1,000,000

QUALCOMM, Inc

.000

05/20/53

1,074,944

1,000,000

Skyworks Solutions, Inc

.000

06/01/31

904,976

750,000

Texas Instruments, Inc

.600

02/08/29

765,654

500,000

Texas Instruments, Inc

.250

09/04/29

468,264

325,000

Texas Instruments, Inc

.750

05/04/30

293,442

500,000

Texas Instruments, Inc

.500

05/23/30

508,464

750,000

Texas Instruments, Inc

.650

08/16/32

720,762

500,000

Texas Instruments, Inc

.900

03/14/33

514,973

750,000

Texas Instruments, Inc

.850

02/08/34

769,608

500,000

Texas Instruments, Inc

.100

05/23/35

515,577

350,000

Texas Instruments, Inc

.875

03/15/39

312,392

2,700,000

Texas Instruments, Inc

.150

05/15/48

2,261,206

1,000,000

Texas Instruments, Inc

.700

09/15/51

626,066

1,000,000

Texas Instruments, Inc

.000

03/14/53

940,959

750,000

(a) Texas Instruments, Inc

.150

02/08/54

723,193

1,050,000

Texas Instruments, Inc

.050

05/18/63

975,776

550,000

TSMC Arizona Corp

.750

10/25/26

536,726

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.6%

(continued)

$

350,000

TSMC Arizona Corp

.875

%

04/22/27

$

349,197

1,000,000

TSMC Arizona Corp

.125

04/22/29

1,001,795

1,000,000

TSMC Arizona Corp

.500

10/25/31

908,231

1,000,000

TSMC Arizona Corp

.250

04/22/32

1,004,543

1,000,000

TSMC Arizona Corp

.125

10/25/41

812,003

1,000,000

(a) TSMC Arizona Corp

.250

10/25/51

766,150

500,000

TSMC Arizona Corp

.500

04/22/52

479,188

1,000,000

Xilinx, Inc

.375

06/01/30

924,901

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

165,256,280

SOFTWARE & SERVICES - 0.8%

2,000,000

Accenture Capital, Inc

.050

10/04/29

1,998,093

1,500,000

Accenture Capital, Inc

.250

10/04/31

1,497,761

550,000

Accenture Capital, Inc

.500

10/04/34

542,423

1,000,000

Adobe, Inc

.800

04/04/29

1,026,964

1,000,000

Adobe, Inc

.950

01/17/30

1,036,327

925,000

Adobe, Inc

.300

02/01/30

860,906

1,000,000

Adobe, Inc

.950

04/04/34

1,034,024

1,000,000

Adobe, Inc

.300

01/17/35

1,058,096

1,000,000

Amdocs Ltd

.538

06/15/30

916,182

1,000,000

AppLovin Corp

.125

12/01/29

1,023,006

1,000,000

AppLovin Corp

.375

12/01/31

1,034,476

375,000

AppLovin Corp

.500

12/01/34

387,092

500,000

AppLovin Corp

.950

12/01/54

506,528

1,000,000

Atlassian Corp

.250

05/15/29

1,028,057

1,000,000

Atlassian Corp

.500

05/15/34

1,030,207

450,000

Autodesk, Inc

.500

06/15/27

446,157

750,000

Autodesk, Inc

.850

01/15/30

708,080

1,000,000

Autodesk, Inc

.400

12/15/31

885,981

1,000,000

Autodesk, Inc

.300

06/15/35

1,027,661

1,000,000

Automatic Data Processing, Inc

.750

05/08/32

1,023,953

1,000,000

(a) Booz Allen Hamilton, Inc

.950

08/04/33

1,050,152

1,000,000

(a) Booz Allen Hamilton, Inc

.950

04/15/35

1,042,507

1,000,000

(c) CGI, Inc

.950

03/14/30

1,018,054

1,000,000

CGI, Inc

.300

09/14/31

879,189

2,000,000

Fiserv, Inc

.550

02/15/31

2,007,415

2,000,000

Fiserv, Inc

.250

08/11/35

2,021,279

500,000

Genpact Luxembourg SARL

.000

06/04/29

520,159

1,000,000

IBM International Capital Pte Ltd

.600

02/05/29

1,013,472

1,000,000

IBM International Capital Pte Ltd

.750

02/05/31

1,019,896

1,000,000

IBM International Capital Pte Ltd

.900

02/05/34

1,012,981

1,000,000

IBM International Capital Pte Ltd

.250

02/05/44

984,002

1,000,000

IBM International Capital Pte Ltd

.300

02/05/54

957,014

1,000,000

International Business Machines Corp

.500

02/06/28

1,010,432

2,675,000

International Business Machines Corp

.500

05/15/29

2,620,276

1,900,000

International Business Machines Corp

.950

05/15/30

1,720,747

1,500,000

International Business Machines Corp

.720

02/09/32

1,361,195

1,500,000

International Business Machines Corp

.750

02/06/33

1,524,481

1,850,000

International Business Machines Corp

.150

05/15/39

1,660,823

19,000

International Business Machines Corp

.600

11/30/39

19,871

450,000

International Business Machines Corp

.850

05/15/40

340,322

1,060,000

International Business Machines Corp

.000

06/20/42

900,937

500,000

International Business Machines Corp

.700

02/19/46

453,542

975,000

International Business Machines Corp

.950

05/15/50

641,022

1,500,000

International Business Machines Corp

.430

02/09/52

1,059,260

1,000,000

International Business Machines Corp

.900

07/27/52

908,357

1,000,000

International Business Machines Corp

.100

02/06/53

936,431

1,500,000

Intuit, Inc

.125

09/15/28

1,548,634

350,000

Intuit, Inc

.650

07/15/30

312,509

1,500,000

Intuit, Inc

.200

09/15/33

1,568,162

1,500,000

Intuit, Inc

.500

09/15/53

1,510,934

750,000

Kyndryl Holdings, Inc

.050

10/15/26

732,526

750,000

Kyndryl Holdings, Inc

.700

10/15/28

714,443

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE & SERVICES - 0.8%

(continued)

$

750,000

Kyndryl Holdings, Inc

.150

%

10/15/31

$

681,922

1,000,000

(a) Kyndryl Holdings, Inc

.350

02/20/34

1,068,596

750,000

Kyndryl Holdings, Inc

.100

10/15/41

608,492

100,000

Leidos, Inc

.375

05/15/30

99,686

1,000,000

Leidos, Inc

.300

02/15/31

892,300

1,000,000

Leidos, Inc

.400

03/15/32

1,038,883

1,000,000

Leidos, Inc

.750

03/15/33

1,056,174

1,000,000

Leidos, Inc

.500

03/15/35

1,036,126

1,000,000

Meta Platforms, Inc

.300

08/15/29

1,012,717

1,000,000

Meta Platforms, Inc

.550

08/15/31

1,019,670

3,500,000

Meta Platforms, Inc

.750

08/15/34

3,545,600

2,300,000

Meta Platforms, Inc

.550

08/15/64

2,283,101

8,739,000

Microsoft Corp

.300

02/06/27

8,687,189

300,000

Microsoft Corp

.400

06/15/27

298,785

250,000

Microsoft Corp

.350

09/15/30

221,523

150,000

Microsoft Corp

.500

02/12/35

141,771

1,072,000

Microsoft Corp

.450

08/08/36

978,537

300,000

Microsoft Corp

.500

06/15/47

276,408

8,038,000

Microsoft Corp

.525

06/01/50

5,088,633

2,100,000

Microsoft Corp

.500

09/15/50

1,316,315

6,265,000

Microsoft Corp

.921

03/17/52

4,249,088

7,374,000

Microsoft Corp

.675

06/01/60

4,410,221

1,073,000

Microsoft Corp

.041

03/17/62

698,203

1,500,000

Oracle Corp

.200

09/27/29

1,496,861

1,500,000

Oracle Corp

.150

11/09/29

1,599,584

1,000,000

Oracle Corp

.950

04/01/30

942,235

1,500,000

Oracle Corp

.650

05/06/30

1,521,036

400,000

Oracle Corp

.250

05/15/30

381,126

1,550,000

Oracle Corp

.450

09/26/30

1,549,239

3,000,000

Oracle Corp

.875

03/25/31

2,754,709

4,000,000

Oracle Corp

.250

02/03/32

4,123,787

3,000,000

Oracle Corp

.800

09/26/32

3,003,607

1,500,000

Oracle Corp

.250

11/09/32

1,630,045

1,750,000

Oracle Corp

.900

02/06/33

1,765,834

2,497,000

Oracle Corp

.300

07/08/34

2,389,011

4,000,000

Oracle Corp

.700

09/27/34

3,906,326

650,000

Oracle Corp

.900

05/15/35

592,407

2,875,000

Oracle Corp

.500

08/03/35

2,957,530

1,950,000

Oracle Corp

.200

09/26/35

1,960,738

1,225,000

Oracle Corp

.850

07/15/36

1,090,822

4,000,000

Oracle Corp

.800

11/15/37

3,458,111

100,000

Oracle Corp

.500

04/15/38

109,659

470,000

Oracle Corp

.125

07/08/39

497,200

675,000

Oracle Corp

.600

04/01/40

542,120

325,000

Oracle Corp

.375

07/15/40

318,848

2,000,000

Oracle Corp

.650

03/25/41

1,601,786

500,000

Oracle Corp

.500

07/08/44

426,939

325,000

Oracle Corp

.125

05/15/45

261,161

1,900,000

Oracle Corp

.875

09/26/45

1,905,158

2,025,000

Oracle Corp

.000

07/15/46

1,577,422

3,100,000

Oracle Corp

.000

11/15/47

2,402,483

3,350,000

Oracle Corp

.600

04/01/50

2,358,264

2,000,000

Oracle Corp

.950

03/25/51

1,487,017

3,500,000

Oracle Corp

.900

11/09/52

3,894,277

2,375,000

Oracle Corp

.550

02/06/53

2,247,283

1,000,000

Oracle Corp

.375

09/27/54

918,621

500,000

Oracle Corp

.375

05/15/55

392,571

1,000,000

Oracle Corp

.000

08/03/55

1,003,907

3,000,000

Oracle Corp

.950

09/26/55

2,990,771

1,500,000

Oracle Corp

.850

04/01/60

1,031,504

2,000,000

Oracle Corp

.100

03/25/61

1,440,016

1,500,000

Oracle Corp

.500

09/27/64

1,373,752

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE & SERVICES - 0.8%

(continued)

$

1,000,000

Oracle Corp

.125

%

08/03/65

$

1,003,868

3,000,000

Oracle Corp

.100

09/26/65

2,994,475

300,000

Roper Technologies, Inc

.200

09/15/28

300,666

500,000

Roper Technologies, Inc

.950

09/15/29

476,516

475,000

Roper Technologies, Inc

.000

06/30/30

426,701

750,000

Roper Technologies, Inc

.750

02/15/31

653,632

1,000,000

Roper Technologies, Inc

.750

02/15/32

1,011,180

1,500,000

Roper Technologies, Inc

.900

10/15/34

1,501,706

925,000

Salesforce, Inc

.700

04/11/28

922,085

2,000,000

Salesforce, Inc

.500

07/15/28

1,879,266

1,250,000

Salesforce, Inc

.950

07/15/31

1,109,200

1,075,000

Salesforce, Inc

.700

07/15/41

790,617

1,000,000

Salesforce, Inc

.900

07/15/51

656,147

2,000,000

Salesforce, Inc

.050

07/15/61

1,260,600

1,000,000

ServiceNow, Inc

.400

09/01/30

875,689

2,000,000

Synopsys, Inc

.650

04/01/28

2,022,385

2,000,000

Synopsys, Inc

.850

04/01/30

2,037,142

2,000,000

Synopsys, Inc

.000

04/01/32

2,043,794

2,000,000

Synopsys, Inc

.150

04/01/35

2,034,509

2,000,000

Synopsys, Inc

.700

04/01/55

2,018,462

750,000

Take-Two Interactive Software, Inc

.400

06/12/29

776,511

750,000

Take-Two Interactive Software, Inc

.600

06/12/34

783,186

750,000

VeriSign, Inc

.700

06/15/31

675,990

1,000,000

VeriSign, Inc

.250

06/01/32

1,027,225

725,000

VMware, Inc

.900

08/21/27

722,321

1,500,000

VMware, Inc

.800

08/15/28

1,407,377

1,000,000

VMware, Inc

.700

05/15/30

1,012,364

1,150,000

VMware, Inc

.200

08/15/31

1,014,326

1,500,000

Workday, Inc

.500

04/01/27

1,486,707

1,500,000

Workday, Inc

.700

04/01/29

1,477,647

TOTAL SOFTWARE & SERVICES

197,158,999

TECHNOLOGY HARDWARE & EQUIPMENT - 0.6%

1,000,000

Alphabet, Inc

.000

05/15/30

1,004,410

1,000,000

Alphabet, Inc

.500

05/15/35

1,000,858

1,000,000

Alphabet, Inc

.250

05/15/55

1,002,179

1,000,000

Alphabet, Inc

.300

05/15/65

995,032

750,000

Amphenol Corp

.375

06/12/28

756,783

1,000,000

Amphenol Corp

.800

02/15/30

946,175

1,000,000

Amphenol Corp

.200

09/15/31

887,438

600,000

Amphenol Corp

.250

04/05/34

625,886

1,000,000

Amphenol Corp

.000

01/15/35

1,020,302

500,000

Amphenol Corp

.375

11/15/54

499,826

275,000

Apple, Inc

.200

05/11/27

272,727

3,675,000

Apple, Inc

.000

11/13/27

3,626,608

3,000,000

Apple, Inc

.200

02/08/28

2,828,313

2,500,000

Apple, Inc

.400

08/05/28

2,343,734

1,000,000

Apple, Inc

.250

08/08/29

978,911

1,000,000

Apple, Inc

.200

09/11/29

938,183

2,950,000

Apple, Inc

.650

05/11/30

2,666,114

1,000,000

Apple, Inc

.200

05/12/30

1,010,783

3,000,000

Apple, Inc

.250

08/20/30

2,642,619

3,000,000

Apple, Inc

.650

02/08/31

2,658,097

2,500,000

Apple, Inc

.700

08/05/31

2,200,219

1,000,000

Apple, Inc

.500

05/12/32

1,020,528

1,000,000

Apple, Inc

.350

08/08/32

956,033

1,500,000

Apple, Inc

.300

05/10/33

1,519,696

1,000,000

Apple, Inc

.750

05/12/35

1,025,044

1,600,000

Apple, Inc

.500

02/23/36

1,619,341

2,000,000

Apple, Inc

.375

02/08/41

1,437,761

350,000

Apple, Inc

.850

05/04/43

298,670

750,000

Apple, Inc

.450

05/06/44

703,825

1,350,000

Apple, Inc

.450

02/09/45

1,071,741

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY HARDWARE & EQUIPMENT - 0.6%

(continued)

$

1,000,000

Apple, Inc

.375

%

05/13/45

$

904,601

1,775,000

Apple, Inc

.650

02/23/46

1,659,836

900,000

Apple, Inc

.850

08/04/46

744,791

1,175,000

Apple, Inc

.250

02/09/47

1,027,733

900,000

Apple, Inc

.750

09/12/47

723,730

2,850,000

Apple, Inc

.750

11/13/47

2,301,827

3,000,000

Apple, Inc

.950

09/11/49

2,053,591

3,350,000

Apple, Inc

.650

05/11/50

2,146,428

1,375,000

Apple, Inc

.400

08/20/50

836,070

1,000,000

Apple, Inc

.650

02/08/51

637,997

1,000,000

Apple, Inc

.700

08/05/51

638,221

750,000

Apple, Inc

.950

08/08/52

609,079

2,000,000

(a) Apple, Inc

.850

05/10/53

1,944,878

25,000

Apple, Inc

.550

08/20/60

14,651

2,000,000

Apple, Inc

.800

02/08/61

1,206,120

1,000,000

Apple, Inc

.850

08/05/61

608,276

750,000

Apple, Inc

.100

08/08/62

606,565

425,000

Arrow Electronics, Inc

.875

01/12/28

420,174

1,000,000

Arrow Electronics, Inc

.150

08/21/29

1,023,731

1,000,000

Arrow Electronics, Inc

.950

02/15/32

892,477

750,000

Arrow Electronics, Inc

.875

04/10/34

786,041

200,000

Avnet, Inc

.625

04/15/26

199,812

1,000,000

Avnet, Inc

.250

03/15/28

1,040,636

1,000,000

Avnet, Inc

.000

05/15/31

905,213

2,000,000

CDW LLC

.670

12/01/26

1,962,052

1,000,000

CDW LLC

.276

12/01/28

965,951

1,000,000

CDW LLC

.100

03/01/30

1,017,733

575,000

CDW LLC

.569

12/01/31

536,810

1,000,000

CDW LLC

.550

08/22/34

1,025,356

1,000,000

Cisco Systems, Inc

.550

02/24/28

1,015,376

3,000,000

Cisco Systems, Inc

.850

02/26/29

3,078,398

1,000,000

Cisco Systems, Inc

.750

02/24/30

1,026,008

3,000,000

Cisco Systems, Inc

.950

02/26/31

3,104,758

1,000,000

Cisco Systems, Inc

.950

02/24/32

1,033,940

3,000,000

Cisco Systems, Inc

.050

02/26/34

3,103,099

1,000,000

Cisco Systems, Inc

.100

02/24/35

1,034,230

1,000,000

Cisco Systems, Inc

.900

02/15/39

1,086,230

1,175,000

Cisco Systems, Inc

.500

01/15/40

1,226,809

1,000,000

Cisco Systems, Inc

.300

02/26/54

987,096

1,000,000

Cisco Systems, Inc

.500

02/24/55

1,017,514

2,000,000

Cisco Systems, Inc

.350

02/26/64

1,963,530

200,000

Corning, Inc

.700

03/15/37

195,461

100,000

Corning, Inc

.750

08/15/40

104,425

200,000

Corning, Inc

.750

03/15/42

185,075

300,000

Corning, Inc

.350

11/15/48

290,570

500,000

Corning, Inc

.900

11/15/49

391,463

825,000

Corning, Inc

.375

11/15/57

683,391

200,000

Corning, Inc

.850

11/15/68

199,153

1,000,000

Corning, Inc

.450

11/15/79

938,577

1,000,000

Dell International LLC

.250

02/01/28

1,021,886

2,000,000

Dell International LLC

.750

04/01/28

2,029,325

1,000,000

(b) Dell International LLC

.150

02/15/29

997,607

1,900,000

Dell International LLC

.300

10/01/29

1,961,949

1,000,000

Dell International LLC

.350

02/01/30

996,795

1,500,000

Dell International LLC

.000

04/01/30

1,536,452

1,000,000

(b) Dell International LLC

.500

02/15/31

997,688

1,500,000

Dell International LLC

.300

04/01/32

1,548,547

1,000,000

(b) Dell International LLC

.750

10/06/32

995,530

750,000

Dell International LLC

.750

02/01/33

793,291

1,000,000

Dell International LLC

.400

04/15/34

1,032,517

1,000,000

Dell International LLC

.850

02/01/35

984,062

500,000

Dell International LLC

.500

04/01/35

516,473

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY HARDWARE & EQUIPMENT - 0.6%

(continued)

$

1,000,000

(b) Dell International LLC

.100

%

02/15/36

$

994,422

608,000

Dell International LLC

.100

07/15/36

740,883

377,000

Dell International LLC

.350

07/15/46

489,972

1,000,000

Dell International LLC

.450

12/15/51

702,675

500,000

Flex Ltd

.000

01/15/28

516,542

1,000,000

Flex Ltd

.875

05/12/30

1,009,844

1,000,000

Flex Ltd

.250

01/15/32

1,025,238

1,000,000

Hewlett Packard Enterprise Co

.450

09/25/26

1,003,798

1,000,000

Hewlett Packard Enterprise Co

.400

09/25/27

1,004,446

1,000,000

Hewlett Packard Enterprise Co

.250

07/01/28

1,027,447

1,500,000

Hewlett Packard Enterprise Co

.550

10/15/29

1,508,121

1,500,000

Hewlett Packard Enterprise Co

.850

10/15/31

1,515,661

2,000,000

Hewlett Packard Enterprise Co

.000

10/15/34

1,984,449

225,000

Hewlett Packard Enterprise Co

.200

10/15/35

243,346

1,175,000

Hewlett Packard Enterprise Co

.350

10/15/45

1,237,647

2,000,000

Hewlett Packard Enterprise Co

.600

10/15/54

1,912,728

1,000,000

HP, Inc

.000

06/17/27

980,902

500,000

HP, Inc

.750

01/15/28

506,712

1,000,000

HP, Inc

.000

04/15/29

989,683

750,000

HP, Inc

.400

04/25/30

778,391

1,000,000

HP, Inc

.400

06/17/30

954,365

1,000,000

HP, Inc

.650

06/17/31

902,061

500,000

HP, Inc

.200

04/15/32

484,900

500,000

(a) HP, Inc

.500

01/15/33

517,948

750,000

HP, Inc

.100

04/25/35

796,083

975,000

HP, Inc

.000

09/15/41

1,007,926

1,000,000

International Business Machines Corp

.650

02/10/28

1,014,283

1,500,000

International Business Machines Corp

.800

02/10/30

1,534,995

2,000,000

International Business Machines Corp

.000

02/10/32

2,059,761

1,000,000

International Business Machines Corp

.200

02/10/35

1,026,577

1,000,000

International Business Machines Corp

.700

02/10/55

1,013,793

1,000,000

Jabil, Inc

.250

05/15/27

1,000,082

100,000

Jabil, Inc

.950

01/12/28

99,313

1,000,000

Jabil, Inc

.450

02/01/29

1,031,942

750,000

Jabil, Inc

.600

01/15/30

723,302

50,000

Jabil, Inc

.000

01/15/31

46,046

600,000

Keysight Technologies, Inc

.600

04/06/27

602,776

500,000

Keysight Technologies, Inc

.000

10/30/29

475,449

500,000

Keysight Technologies, Inc

.350

07/30/30

519,715

1,000,000

Keysight Technologies, Inc

.950

10/15/34

1,006,327

1,000,000

Motorola Solutions, Inc

.000

04/15/29

1,023,930

500,000

Motorola Solutions, Inc

.600

05/23/29

505,377

1,000,000

Motorola Solutions, Inc

.850

08/15/30

1,019,056

600,000

Motorola Solutions, Inc

.300

11/15/30

542,352

500,000

Motorola Solutions, Inc

.600

06/01/32

526,342

1,000,000

Motorola Solutions, Inc

.200

08/15/32

1,030,595

1,000,000

Motorola Solutions, Inc

.400

04/15/34

1,036,547

1,000,000

Motorola Solutions, Inc

.550

08/15/35

1,041,769

200,000

Motorola Solutions, Inc

.500

09/01/44

199,647

500,000

NetApp, Inc

.375

06/22/27

484,885

750,000

NetApp, Inc

.700

06/22/30

694,340

1,000,000

NetApp, Inc

.500

03/17/32

1,040,444

1,000,000

(a) NetApp, Inc

.700

03/17/35

1,045,331

1,000,000

TD SYNNEX Corp

.375

08/09/28

949,193

1,000,000

TD SYNNEX Corp

.650

08/09/31

897,149

1,000,000

TD SYNNEX Corp

.100

04/12/34

1,063,116

625,000

Trimble, Inc

.900

06/15/28

636,520

1,000,000

Trimble, Inc

.100

03/15/33

1,074,982

1,000,000

Vontier Corp

.400

04/01/28

951,256

1,000,000

Vontier Corp

.950

04/01/31

913,395

1,000,000

Western Digital Corp

.850

02/01/29

940,153

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY HARDWARE & EQUIPMENT - 0.6%

(continued)

$

1,000,000

Western Digital Corp

.100

%

02/01/32

$

904,434

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

163,586,805

TELECOMMUNICATION SERVICES - 0.9%

2,000,000

America Movil SAB de C.V.

.625

04/22/29

1,954,082

2,000,000

America Movil SAB de C.V.

.875

05/07/30

1,869,954

1,000,000

America Movil SAB de C.V.

.700

07/21/32

999,119

2,000,000

America Movil SAB de C.V.

.000

01/20/33

2,030,960

440,000

America Movil SAB de C.V.

.125

03/30/40

470,596

1,625,000

America Movil SAB de C.V.

.375

07/16/42

1,422,267

2,000,000

America Movil SAB de C.V.

.375

04/22/49

1,699,214

1,000,000

AT&T, Inc

.300

06/01/27

970,452

1,150,000

AT&T, Inc

.650

02/01/28

1,088,714

4,375,000

AT&T, Inc

.350

03/01/29

4,394,429

1,000,000

AT&T, Inc

.300

02/15/30

1,002,177

3,500,000

AT&T, Inc

.700

08/15/30

3,559,566

3,000,000

AT&T, Inc

.250

02/01/32

2,626,376

3,000,000

AT&T, Inc

.550

11/01/32

2,986,690

10,855,000

AT&T, Inc

.550

12/01/33

9,243,133

4,500,000

AT&T, Inc

.400

02/15/34

4,677,053

1,825,000

AT&T, Inc

.500

05/15/35

1,763,373

1,000,000

AT&T, Inc

.375

08/15/35

1,029,928

3,000,000

AT&T, Inc

.900

11/01/35

2,976,578

3,000,000

AT&T, Inc

.500

06/01/41

2,398,131

300,000

AT&T, Inc

.650

06/01/44

264,610

3,000,000

AT&T, Inc

.550

11/01/45

2,970,176

2,000,000

AT&T, Inc

.650

06/01/51

1,446,251

7,360,000

AT&T, Inc

.500

09/15/53

5,090,934

3,000,000

AT&T, Inc

.700

11/01/54

2,965,096

8,357,000

AT&T, Inc

.550

09/15/55

5,758,960

1,000,000

AT&T, Inc

.050

08/15/56

1,036,524

9,844,000

AT&T, Inc

.800

12/01/57

7,019,240

8,523,000

AT&T, Inc

.650

09/15/59

5,827,216

1,000,000

AT&T, Inc

.850

06/01/60

711,026

500,000

(a) Bell Telephone Co of Canada or Bell Canada

.100

05/11/33

508,820

1,000,000

(a) Bell Telephone Co of Canada or Bell Canada

.200

02/15/34

1,012,350

750,000

Bell Telephone Co of Canada or Bell Canada

.464

04/01/48

626,654

1,000,000

(a) Bell Telephone Co of Canada or Bell Canada

.550

02/15/54

977,030

1,750,000

British Telecommunications plc

.125

12/04/28

1,792,984

1,425,000

British Telecommunications plc

.625

12/15/30

1,754,565

3,690,000

Deutsche Telekom International Finance BV

.750

06/15/30

4,349,435

745,000

Orange S.A.

.000

03/01/31

905,144

900,000

Orange S.A.

.375

01/13/42

898,008

1,725,000

Orange S.A.

.500

02/06/44

1,722,335

200,000

Rogers Communications, Inc

.900

11/15/26

196,901

2,000,000

Rogers Communications, Inc

.200

03/15/27

1,971,479

1,000,000

Rogers Communications, Inc

.000

02/15/29

1,019,087

1,500,000

Rogers Communications, Inc

.800

03/15/32

1,416,956

2,500,000

Rogers Communications, Inc

.300

02/15/34

2,536,214

1,000,000

Rogers Communications, Inc

.500

03/15/42

870,593

300,000

Rogers Communications, Inc

.450

10/01/43

287,738

4,500,000

Rogers Communications, Inc

.550

03/15/52

3,730,183

2,000,000

Sprint Capital Corp

.875

11/15/28

2,151,297

2,000,000

Sprint Capital Corp

.750

03/15/32

2,436,568

625,000

Telefonica Emisiones S.A.

.045

06/20/36

705,125

1,200,000

Telefonica Emisiones S.A.

.665

03/06/38

1,092,931

2,125,000

Telefonica Emisiones S.A.

.213

03/08/47

1,910,131

1,175,000

Telefonica Emisiones S.A.

.895

03/06/48

1,008,646

900,000

Telefonica Emisiones S.A.

.520

03/01/49

836,630

1,500,000

Telefonica Emisiones SAU

.103

03/08/27

1,496,974

567,000

Telefonica Europe BV

.250

09/15/30

655,095

325,000

TELUS Corp

.800

02/16/27

318,900

300,000

TELUS Corp

.700

09/15/27

297,406

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION SERVICES - 0.9%

(continued)

$

1,000,000

TELUS Corp

.400

%

05/13/32

$

920,940

1,000,000

T-Mobile US, Inc

.125

05/15/32

1,029,158

2,500,000

T-Mobile US, Inc

.750

01/15/34

2,649,049

1,000,000

(a) T-Mobile US, Inc

.300

05/15/35

1,024,182

325,000

T-Mobile US, Inc

.000

06/15/54

336,495

700,000

T-Mobile US, Inc

.875

11/15/55

715,025

4,000,000

T-Mobile USA, Inc

.750

04/15/27

3,976,219

1,500,000

T-Mobile USA, Inc

.050

02/15/28

1,430,117

1,500,000

T-Mobile USA, Inc

.950

03/15/28

1,528,783

1,000,000

T-Mobile USA, Inc

.800

07/15/28

1,018,214

2,000,000

T-Mobile USA, Inc

.850

01/15/29

2,040,168

1,000,000

T-Mobile USA, Inc

.625

02/15/29

949,070

1,000,000

T-Mobile USA, Inc

.400

03/15/29

941,168

1,000,000

T-Mobile USA, Inc

.375

04/15/29

970,930

1,000,000

T-Mobile USA, Inc

.200

10/01/29

998,633

825,000

T-Mobile USA, Inc

.875

04/15/30

808,986

1,500,000

T-Mobile USA, Inc

.550

02/15/31

1,362,931

1,500,000

T-Mobile USA, Inc

.250

11/15/31

1,319,588

1,000,000

T-Mobile USA, Inc

.700

03/15/32

896,414

4,000,000

T-Mobile USA, Inc

.200

01/15/33

4,127,437

1,425,000

T-Mobile USA, Inc

.050

07/15/33

1,455,584

1,150,000

T-Mobile USA, Inc

.150

04/15/34

1,176,421

2,000,000

T-Mobile USA, Inc

.700

01/15/35

1,964,201

650,000

T-Mobile USA, Inc

.375

04/15/40

586,911

1,350,000

T-Mobile USA, Inc

.000

02/15/41

1,014,421

3,875,000

T-Mobile USA, Inc

.500

04/15/50

3,259,723

2,500,000

T-Mobile USA, Inc

.300

02/15/51

1,703,957

2,500,000

T-Mobile USA, Inc

.400

10/15/52

1,712,999

2,000,000

T-Mobile USA, Inc

.650

01/15/53

1,976,090

575,000

T-Mobile USA, Inc

.500

01/15/55

555,956

1,000,000

T-Mobile USA, Inc

.250

06/15/55

930,886

1,500,000

T-Mobile USA, Inc

.600

11/15/60

1,018,957

1,000,000

T-Mobile USA, Inc

.800

09/15/62

1,005,856

2,000,000

Verizon Communications, Inc

.100

03/22/28

1,907,685

350,000

Verizon Communications, Inc

.875

02/08/29

347,479

1,550,000

Verizon Communications, Inc

.500

09/18/30

1,355,003

3,000,000

Verizon Communications, Inc

.750

01/20/31

2,624,615

2,635,000

Verizon Communications, Inc

.550

03/21/31

2,395,768

11,355,000

Verizon Communications, Inc

.355

03/15/32

9,957,656

2,000,000

Verizon Communications, Inc

.050

05/09/33

2,046,598

1,000,000

Verizon Communications, Inc

.780

02/15/35

983,712

3,000,000

Verizon Communications, Inc

.250

04/02/35

3,050,741

11,750,000

(c) Verizon Communications, Inc

.401

07/02/37

11,937,531

2,000,000

Verizon Communications, Inc

.650

11/20/40

1,446,512

1,350,000

Verizon Communications, Inc

.400

03/22/41

1,066,646

1,000,000

Verizon Communications, Inc

.850

09/03/41

728,394

150,000

Verizon Communications, Inc

.000

03/22/50

118,002

3,000,000

Verizon Communications, Inc

.875

11/20/50

1,914,738

3,225,000

Verizon Communications, Inc

.550

03/22/51

2,364,571

1,000,000

Verizon Communications, Inc

.875

03/01/52

767,586

2,500,000

(a) Verizon Communications, Inc

.500

02/23/54

2,462,387

8,764,000

Verizon Communications, Inc

.987

10/30/56

5,403,798

2,000,000

Verizon Communications, Inc

.000

11/20/60

1,211,574

3,000,000

Verizon Communications, Inc

.700

03/22/61

2,113,182

683,000

Vodafone Group plc

.150

02/27/37

744,221

825,000

Vodafone Group plc

.625

02/10/53

803,008

2,500,000

Vodafone Group plc

.750

06/28/54

2,461,301

1,500,000

Vodafone Group plc

.750

02/10/63

1,460,910

1,500,000

Vodafone Group plc

.875

06/28/64

1,493,076

TOTAL TELECOMMUNICATION SERVICES

232,311,167

TRANSPORTATION - 0.5%

335,652

American Airlines

.875

07/11/34

303,877

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION - 0.5%

(continued)

$

2,000,000

Boeing Co

.298

%

05/01/29

$

2,122,494

2,000,000

Boeing Co

.388

05/01/31

2,178,230

975,000

Boeing Co

.858

05/01/54

1,112,186

1,000,000

Boeing Co

.008

05/01/64

1,157,653

660,000

Burlington Northern Santa Fe LLC

.750

05/01/40

697,854

250,000

Burlington Northern Santa Fe LLC

.050

03/01/41

245,941

200,000

Burlington Northern Santa Fe LLC

.400

03/15/42

180,686

300,000

Burlington Northern Santa Fe LLC

.450

03/15/43

270,553

500,000

Burlington Northern Santa Fe LLC

.150

09/01/43

491,654

500,000

Burlington Northern Santa Fe LLC

.900

04/01/44

476,217

600,000

Burlington Northern Santa Fe LLC

.550

09/01/44

540,505

1,275,000

Burlington Northern Santa Fe LLC

.150

04/01/45

1,087,943

200,000

Burlington Northern Santa Fe LLC

.700

09/01/45

183,562

1,150,000

Burlington Northern Santa Fe LLC

.900

08/01/46

934,561

400,000

Burlington Northern Santa Fe LLC

.125

06/15/47

335,688

1,675,000

Burlington Northern Santa Fe LLC

.050

06/15/48

1,372,869

1,025,000

Burlington Northern Santa Fe LLC

.150

12/15/48

851,610

750,000

Burlington Northern Santa Fe LLC

.550

02/15/50

561,849

750,000

Burlington Northern Santa Fe LLC

.050

02/15/51

507,691

2,400,000

Burlington Northern Santa Fe LLC

.300

09/15/51

1,694,655

1,000,000

Burlington Northern Santa Fe LLC

.450

01/15/53

858,713

1,500,000

Burlington Northern Santa Fe LLC

.200

04/15/54

1,439,522

1,500,000

Burlington Northern Santa Fe LLC

.500

03/15/55

1,503,375

1,000,000

Burlington Northern Santa Fe LLC

.800

03/15/56

1,046,313

200,000

Canadian National Railway Co

.900

07/15/28

215,317

500,000

Canadian National Railway Co

.850

08/05/32

481,004

500,000

Canadian National Railway Co

.850

11/01/33

544,578

200,000

Canadian National Railway Co

.250

08/01/34

221,989

1,000,000

Canadian National Railway Co

.375

09/18/34

977,672

250,000

Canadian National Railway Co

.500

11/15/42

196,603

100,000

Canadian National Railway Co

.500

11/07/43

87,340

650,000

Canadian National Railway Co

.200

08/02/46

473,336

725,000

Canadian National Railway Co

.650

02/03/48

559,254

325,000

Canadian National Railway Co

.450

01/20/49

284,057

400,000

Canadian National Railway Co

.450

05/01/50

240,579

750,000

Canadian National Railway Co

.400

08/05/52

644,195

500,000

Canadian National Railway Co

.125

11/01/53

549,402

300,000

Canadian Pacific Railway Co

.000

06/01/28

299,469

500,000

Canadian Pacific Railway Co

.875

11/15/29

474,776

850,000

Canadian Pacific Railway Co

.050

03/05/30

774,411

1,500,000

Canadian Pacific Railway Co

.800

03/30/30

1,535,389

200,000

Canadian Pacific Railway Co

.125

10/15/31

227,399

600,000

Canadian Pacific Railway Co

.450

12/02/31

534,260

1,000,000

Canadian Pacific Railway Co

.200

03/30/35

1,030,619

250,000

Canadian Pacific Railway Co

.950

05/15/37

268,088

475,000

Canadian Pacific Railway Co

.000

12/02/41

355,945

100,000

Canadian Pacific Railway Co

.300

05/15/43

86,707

175,000

Canadian Pacific Railway Co

.950

08/15/45

164,088

800,000

Canadian Pacific Railway Co

.700

05/01/48

713,951

500,000

Canadian Pacific Railway Co

.500

05/01/50

366,717

1,000,000

Canadian Pacific Railway Co

.100

12/02/51

676,162

500,000

Canadian Pacific Railway Co

.200

11/15/69

383,546

1,275,000

Canadian Pacific Railway Co

.125

09/15/15

1,315,386

400,000

CH Robinson Worldwide, Inc

.200

04/15/28

400,282

825,000

CSX Corp

.250

03/15/29

828,144

600,000

CSX Corp

.400

02/15/30

558,696

850,000

CSX Corp

.100

11/15/32

834,933

2,500,000

CSX Corp

.200

11/15/33

2,611,698

1,000,000

CSX Corp

.050

06/15/35

1,021,227

100,000

CSX Corp

.000

10/01/36

108,482

200,000

CSX Corp

.150

05/01/37

220,860

400,000

CSX Corp

.500

04/15/41

410,833

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION - 0.5%

(continued)

$

350,000

CSX Corp

.400

%

03/01/43

$

311,756

600,000

CSX Corp

.100

03/15/44

508,748

800,000

CSX Corp

.800

11/01/46

635,635

550,000

CSX Corp

.300

03/01/48

467,004

850,000

CSX Corp

.750

11/15/48

768,894

500,000

CSX Corp

.500

03/15/49

432,030

600,000

CSX Corp

.350

09/15/49

429,561

500,000

CSX Corp

.800

04/15/50

387,412

200,000

CSX Corp

.950

05/01/50

159,006

800,000

CSX Corp

.500

05/15/51

474,358

750,000

CSX Corp

.500

11/15/52

647,201

300,000

CSX Corp

.500

08/01/54

255,846

625,000

(a) CSX Corp

.900

03/15/55

573,410

150,000

CSX Corp

.250

11/01/66

118,126

800,000

CSX Corp

.650

03/01/68

675,991

1,500,000

Delta Air Lines, Inc

.250

07/10/30

1,530,288

500,000

(c) FedEx Corp

.200

10/17/28

499,240

500,000

(c) FedEx Corp

.250

05/15/30

500,093

500,000

(c) FedEx Corp

.400

05/15/31

449,686

1,000,000

(c) FedEx Corp

.900

01/15/34

987,198

200,000

(c) FedEx Corp

.900

02/01/35

182,234

1,000,000

(c) FedEx Corp

.250

05/15/41

747,803

275,000

(c) FedEx Corp

.100

01/15/44

251,551

1,100,000

(c) FedEx Corp

.750

11/15/45

950,474

600,000

(c) FedEx Corp

.550

04/01/46

502,860

450,000

(c) FedEx Corp

.400

01/15/47

364,675

900,000

(c) FedEx Corp

.050

02/15/48

683,086

500,000

(c) FedEx Corp

.950

10/17/48

432,786

1,500,000

(a),(c)

FedEx Corp

.250

05/15/50

1,374,357

200,000

(c) FedEx Corp

.500

02/01/65

144,729

1,000,000

GXO Logistics, Inc

.250

05/06/29

1,050,160

1,000,000

GXO Logistics, Inc

.500

05/06/34

1,075,155

1,000,000

JB Hunt Transport Services, Inc

.900

03/15/30

1,020,525

350,000

Kirby Corp

.200

03/01/28

349,238

300,000

Norfolk Southern Corp

.150

06/01/27

295,784

700,000

Norfolk Southern Corp

.800

08/01/28

696,580

500,000

Norfolk Southern Corp

.050

08/01/30

518,370

1,000,000

Norfolk Southern Corp

.000

03/15/32

920,871

1,000,000

Norfolk Southern Corp

.450

03/01/33

994,043

500,000

Norfolk Southern Corp

.550

03/15/34

529,837

16,000

Norfolk Southern Corp

.837

10/01/41

15,233

300,000

Norfolk Southern Corp

.450

06/15/45

262,174

200,000

Norfolk Southern Corp

.650

01/15/46

180,213

303,000

Norfolk Southern Corp

.942

11/01/47

244,612

1,450,000

Norfolk Southern Corp

.150

02/28/48

1,198,241

500,000

Norfolk Southern Corp

.100

05/15/49

406,125

500,000

Norfolk Southern Corp

.400

11/01/49

360,318

1,000,000

Norfolk Southern Corp

.050

05/15/50

677,832

1,000,000

Norfolk Southern Corp

.900

08/25/51

649,266

175,000

Norfolk Southern Corp

.050

08/15/52

139,566

1,000,000

Norfolk Southern Corp

.700

03/15/53

746,306

300,000

Norfolk Southern Corp

.550

06/01/53

260,338

500,000

(a) Norfolk Southern Corp

.350

08/01/54

492,369

1,170,000

Norfolk Southern Corp

.155

05/15/55

773,396

200,000

Norfolk Southern Corp

.950

03/15/64

211,278

1,000,000

Norfolk Southern Corp

.100

05/15/21

709,120

500,000

Ryder System, Inc

.900

12/01/26

492,367

1,000,000

Ryder System, Inc

.850

03/01/27

982,367

1,000,000

Ryder System, Inc

.650

03/01/28

1,035,511

500,000

Ryder System, Inc

.375

03/15/29

517,915

500,000

Ryder System, Inc

.500

06/01/29

521,419

1,000,000

Ryder System, Inc

.900

12/01/29

1,022,218

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION - 0.5%

(continued)

$

500,000

Ryder System, Inc

.000

%

03/15/30

$

512,436

200,000

Southwest Airlines Co

.000

11/15/26

197,132

1,000,000

Southwest Airlines Co

.125

06/15/27

1,012,090

200,000

Southwest Airlines Co

.450

11/16/27

196,456

1,200,000

Southwest Airlines Co

.625

02/10/30

1,106,362

1,500,000

Uber Technologies, Inc

.300

01/15/30

1,504,341

1,500,000

Uber Technologies, Inc

.800

09/15/34

1,502,816

1,500,000

Uber Technologies, Inc

.350

09/15/54

1,455,343

1,000,000

Union Pacific Corp

.400

02/05/30

931,624

2,500,000

Union Pacific Corp

.375

05/20/31

2,278,219

2,000,000

Union Pacific Corp

.800

02/14/32

1,831,093

500,000

Union Pacific Corp

.500

01/20/33

502,829

100,000

Union Pacific Corp

.375

02/01/35

90,451

1,000,000

Union Pacific Corp

.100

02/20/35

1,028,114

2,525,000

Union Pacific Corp

.891

04/06/36

2,125,595

100,000

Union Pacific Corp

.600

09/15/37

88,642

500,000

Union Pacific Corp

.550

08/15/39

425,362

1,500,000

Union Pacific Corp

.200

05/20/41

1,176,084

500,000

Union Pacific Corp

.375

02/14/42

396,273

200,000

Union Pacific Corp

.350

08/15/46

147,367

300,000

Union Pacific Corp

.000

04/15/47

244,108

1,000,000

Union Pacific Corp

.250

02/05/50

704,158

1,070,000

Union Pacific Corp

.799

10/01/51

825,564

500,000

Union Pacific Corp

.950

03/10/52

325,574

1,000,000

Union Pacific Corp

.500

02/14/53

722,399

1,000,000

Union Pacific Corp

.950

05/15/53

930,316

1,000,000

Union Pacific Corp

.600

12/01/54

1,015,518

200,000

Union Pacific Corp

.875

02/01/55

153,585

300,000

Union Pacific Corp

.950

08/15/59

227,467

1,000,000

Union Pacific Corp

.839

03/20/60

740,667

1,500,000

Union Pacific Corp

.550

05/20/61

1,034,493

2,000,000

Union Pacific Corp

.973

09/16/62

1,198,248

200,000

Union Pacific Corp

.100

09/15/67

152,196

500,000

Union Pacific Corp

.750

02/05/70

347,880

500,000

Union Pacific Corp

.799

04/06/71

351,990

500,000

Union Pacific Corp

.850

02/14/72

355,273

603,451

United Airlines 2024- Class AA Pass Through Trust

.450

02/15/37

620,722

965,521

United Airlines 2024-1 Class A Pass Through Trust

.875

02/15/37

984,928

125,000

United Parcel Service, Inc

.400

11/15/26

122,907

500,000

United Parcel Service, Inc

.400

03/15/29

491,101

500,000

United Parcel Service, Inc

.500

09/01/29

470,880

750,000

United Parcel Service, Inc

.450

04/01/30

762,699

1,000,000

United Parcel Service, Inc

.650

10/15/30

1,021,076

1,000,000

(a) United Parcel Service, Inc

.875

03/03/33

1,028,674

1,000,000

United Parcel Service, Inc

.150

05/22/34

1,038,643

1,000,000

United Parcel Service, Inc

.250

05/14/35

1,034,748

510,000

United Parcel Service, Inc

.200

01/15/38

562,548

450,000

United Parcel Service, Inc

.625

10/01/42

360,710

400,000

United Parcel Service, Inc

.400

11/15/46

297,524

1,550,000

United Parcel Service, Inc

.750

11/15/47

1,208,386

300,000

United Parcel Service, Inc

.250

03/15/49

247,988

500,000

United Parcel Service, Inc

.400

09/01/49

358,027

1,630,000

(a) United Parcel Service, Inc

.300

04/01/50

1,579,270

1,000,000

United Parcel Service, Inc

.050

03/03/53

923,731

800,000

United Parcel Service, Inc

.500

05/22/54

792,688

1,000,000

United Parcel Service, Inc

.950

05/14/55

1,044,342

1,000,000

United Parcel Service, Inc

.600

05/22/64

985,595

1,000,000

United Parcel Service, Inc

.050

05/14/65

1,046,798

TOTAL TRANSPORTATION

124,450,430

UTILITIES - 2.5%

200,000

AEP Texas, Inc

.950

06/01/28

198,423

500,000

AEP Texas, Inc

.450

05/15/29

518,736

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

550,000

AEP Texas, Inc

.100

%

07/01/30

$

495,986

500,000

AEP Texas, Inc

.700

05/15/32

498,707

2,000,000

AEP Texas, Inc

.700

05/15/34

2,081,335

200,000

AEP Texas, Inc

.800

10/01/47

149,887

100,000

AEP Texas, Inc

.150

05/01/49

78,103

850,000

AEP Texas, Inc

.450

05/15/51

584,586

1,000,000

AEP Texas, Inc

.850

10/15/55

995,530

1,000,000

AEP Transmission Co LLC

.150

04/01/34

1,020,073

75,000

AEP Transmission Co LLC

.375

06/15/35

77,597

600,000

AEP Transmission Co LLC

.000

12/01/46

484,562

500,000

AEP Transmission Co LLC

.750

12/01/47

388,103

200,000

AEP Transmission Co LLC

.250

09/15/48

166,520

300,000

AEP Transmission Co LLC

.800

06/15/49

231,262

550,000

AEP Transmission Co LLC

.750

08/15/51

349,055

300,000

AEP Transmission Co LLC

.400

03/15/53

297,519

1,000,000

AES Corp

.450

06/01/28

1,024,203

675,000

AES Corp

.450

01/15/31

604,491

1,500,000

AES Corp

.800

03/15/32

1,552,633

60,000

Alabama Power Co

.450

09/15/30

52,581

1,000,000

Alabama Power Co

.300

03/15/31

998,925

500,000

Alabama Power Co

.850

11/15/33

536,441

1,000,000

Alabama Power Co

.100

04/02/35

1,021,915

200,000

Alabama Power Co

.850

12/01/42

164,608

400,000

Alabama Power Co

.750

03/01/45

317,740

300,000

Alabama Power Co

.300

01/02/46

257,056

350,000

Alabama Power Co

.700

12/01/47

271,713

1,000,000

Alabama Power Co

.300

07/15/48

852,597

1,000,000

Alabama Power Co

.125

07/15/51

676,818

1,000,000

Alabama Power Co

.000

03/15/52

662,408

750,000

Alliant Energy Corp

.750

04/01/56

750,938

500,000

Ameren Corp

.000

01/15/29

511,085

500,000

Ameren Corp

.375

03/15/35

513,366

750,000

Ameren Illinois Co

.550

11/15/30

656,904

500,000

Ameren Illinois Co

.850

09/01/32

479,942

725,000

Ameren Illinois Co

.950

06/01/33

744,163

125,000

Ameren Illinois Co

.150

03/15/46

104,992

1,150,000

Ameren Illinois Co

.700

12/01/47

898,948

575,000

Ameren Illinois Co

.500

03/15/49

498,357

325,000

Ameren Illinois Co

.900

06/15/51

209,669

325,000

Ameren Illinois Co

.900

12/01/52

340,609

850,000

Ameren Illinois Co

.625

03/01/55

866,203

700,000

American Electric Power Co, Inc

.300

12/01/28

702,902

500,000

American Electric Power Co, Inc

.300

03/01/30

457,599

1,000,000

American Electric Power Co, Inc

.625

03/01/33

1,051,194

500,000

American Electric Power Co, Inc

.950

12/15/54

541,126

500,000

American Electric Power Co, Inc

.050

12/15/54

522,801

750,000

American Electric Power Co, Inc

.800

03/15/56

747,372

450,000

American Electric Power Co, Inc

.050

03/15/56

450,633

500,000

American Electric Power Co, Inc

.875

02/15/62

483,721

200,000

American Water Capital Corp

.950

09/01/27

196,175

500,000

American Water Capital Corp

.750

09/01/28

497,435

750,000

American Water Capital Corp

.450

06/01/29

733,125

100,000

American Water Capital Corp

.800

05/01/30

94,193

1,250,000

American Water Capital Corp

.300

06/01/31

1,121,185

1,000,000

American Water Capital Corp

.150

03/01/34

1,030,646

600,000

American Water Capital Corp

.250

03/01/35

615,387

225,000

American Water Capital Corp

.300

12/01/42

196,802

150,000

American Water Capital Corp

.300

09/01/45

130,200

100,000

American Water Capital Corp

.000

12/01/46

82,081

1,175,000

American Water Capital Corp

.750

09/01/47

913,363

500,000

American Water Capital Corp

.200

09/01/48

412,958

500,000

American Water Capital Corp

.150

06/01/49

408,153

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

675,000

American Water Capital Corp

.450

%

05/01/50

$

490,058

1,250,000

American Water Capital Corp

.250

06/01/51

863,826

1,000,000

American Water Capital Corp

.450

03/01/54

987,460

250,000

American Water Capital Corp

.700

09/01/55

253,915

1,000,000

Appalachian Power Co

.700

04/01/31

911,305

500,000

Appalachian Power Co

.500

08/01/32

494,756

1,000,000

Appalachian Power Co

.650

04/01/34

1,044,119

300,000

Appalachian Power Co

.500

03/01/49

250,602

775,000

Appalachian Power Co

.700

05/01/50

563,716

200,000

Arizona Public Service Co

.950

09/15/27

196,033

1,000,000

Arizona Public Service Co

.600

08/15/29

938,863

750,000

Arizona Public Service Co

.350

12/15/32

820,091

750,000

Arizona Public Service Co

.550

08/01/33

784,437

1,250,000

Arizona Public Service Co

.700

08/15/34

1,309,687

350,000

Arizona Public Service Co

.500

04/01/42

308,433

200,000

Arizona Public Service Co

.350

11/15/45

169,016

410,000

Arizona Public Service Co

.750

05/15/46

316,742

200,000

Arizona Public Service Co

.200

08/15/48

162,515

200,000

Arizona Public Service Co

.250

03/01/49

163,306

300,000

Arizona Public Service Co

.500

12/01/49

214,989

500,000

Arizona Public Service Co

.350

05/15/50

351,869

750,000

Arizona Public Service Co

.650

09/15/50

464,062

500,000

Arizona Public Service Co

.900

08/15/55

511,999

425,000

Atlantic City Electric Co

.300

03/15/31

381,364

1,000,000

Atmos Energy Corp

.625

09/15/29

945,346

750,000

Atmos Energy Corp

.500

01/15/31

651,146

175,000

Atmos Energy Corp

.450

10/15/32

184,492

1,500,000

Atmos Energy Corp

.900

11/15/33

1,626,603

300,000

Atmos Energy Corp

.200

08/15/35

307,124

100,000

Atmos Energy Corp

.500

06/15/41

103,170

125,000

Atmos Energy Corp

.150

01/15/43

107,099

600,000

Atmos Energy Corp

.125

10/15/44

512,270

500,000

Atmos Energy Corp

.300

10/01/48

425,417

300,000

Atmos Energy Corp

.125

03/15/49

245,882

1,500,000

Atmos Energy Corp

.850

02/15/52

950,200

500,000

Atmos Energy Corp

.750

10/15/52

511,729

125,000

Atmos Energy Corp

.200

11/15/53

137,488

400,000

Atmos Energy Corp

.000

12/15/54

372,314

375,000

(b) Atmos Energy Corp

.450

01/15/56

370,642

625,000

Avangrid, Inc

.800

06/01/29

613,565

150,000

Avista Corp

.350

06/01/48

125,619

550,000

Avista Corp

.000

04/01/52

428,473

1,000,000

Baltimore Gas and Electric Co

.300

06/01/34

1,040,105

1,000,000

Baltimore Gas and Electric Co

.450

06/01/35

1,038,728

150,000

Baltimore Gas and Electric Co

.500

08/15/46

113,286

200,000

Baltimore Gas and Electric Co

.750

08/15/47

154,704

200,000

Baltimore Gas and Electric Co

.250

09/15/48

166,553

500,000

Baltimore Gas and Electric Co

.200

09/15/49

345,326

775,000

Baltimore Gas and Electric Co

.900

06/15/50

504,421

500,000

Baltimore Gas and Electric Co

.550

06/01/52

433,306

500,000

Baltimore Gas and Electric Co

.400

06/01/53

490,799

500,000

Baltimore Gas and Electric Co

.650

06/01/54

510,456

175,000

Berkshire Hathaway Energy Co

.250

04/15/28

171,885

2,500,000

Berkshire Hathaway Energy Co

.650

05/15/31

2,165,831

950,000

Berkshire Hathaway Energy Co

.125

04/01/36

1,033,701

1,032,000

Berkshire Hathaway Energy Co

.950

05/15/37

1,112,098

725,000

Berkshire Hathaway Energy Co

.150

11/15/43

704,602

975,000

Berkshire Hathaway Energy Co

.500

02/01/45

863,239

1,250,000

Berkshire Hathaway Energy Co

.800

07/15/48

964,215

1,025,000

Berkshire Hathaway Energy Co

.450

01/15/49

874,009

2,500,000

Berkshire Hathaway Energy Co

.850

05/15/51

1,586,695

1,000,000

BHP Billiton Finance USA Ltd

.000

02/21/30

1,030,722

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

550,000

Black Hills Corp

.500

%

06/15/30

$

506,547

1,000,000

Black Hills Corp

.550

01/31/31

999,952

300,000

Black Hills Corp

.350

05/01/33

289,088

1,000,000

Black Hills Corp

.150

05/15/34

1,067,886

1,000,000

Black Hills Corp

.000

01/15/35

1,064,486

200,000

Black Hills Corp

.200

09/15/46

161,214

500,000

Brookfield Finance, Inc

.330

01/15/36

502,639

300,000

CenterPoint Energy Houston Electric LLC

.000

02/01/27

295,896

1,500,000

CenterPoint Energy Houston Electric LLC

.200

10/01/28

1,547,550

1,000,000

CenterPoint Energy Houston Electric LLC

.800

03/15/30

1,023,078

275,000

CenterPoint Energy Houston Electric LLC

.350

04/01/31

247,441

100,000

CenterPoint Energy Houston Electric LLC

.950

03/15/33

113,649

500,000

CenterPoint Energy Houston Electric LLC

.950

04/01/33

508,793

1,000,000

CenterPoint Energy Houston Electric LLC

.150

03/01/34

1,024,242

500,000

CenterPoint Energy Houston Electric LLC

.050

03/01/35

505,328

2,000,000

CenterPoint Energy Houston Electric LLC

.950

08/15/35

1,992,751

300,000

CenterPoint Energy Houston Electric LLC

.950

03/01/48

241,067

150,000

CenterPoint Energy Houston Electric LLC

.900

07/01/50

98,241

875,000

CenterPoint Energy Houston Electric LLC

.350

04/01/51

621,972

500,000

CenterPoint Energy Houston Electric LLC

.600

03/01/52

371,193

100,000

CenterPoint Energy Houston Electric LLC

.300

04/01/53

97,932

1,000,000

CenterPoint Energy Resources Corp

.250

03/01/28

1,025,769

200,000

CenterPoint Energy Resources Corp

.000

04/01/28

199,147

575,000

CenterPoint Energy Resources Corp

.750

10/01/30

508,998

500,000

CenterPoint Energy Resources Corp

.400

07/01/32

493,635

86,000

CenterPoint Energy Resources Corp

.400

03/01/33

88,839

1,000,000

CenterPoint Energy Resources Corp

.400

07/01/34

1,032,372

929,000

CenterPoint Energy, Inc

.400

06/01/29

961,184

750,000

CenterPoint Energy, Inc

.950

03/01/30

707,137

1,000,000

CenterPoint Energy, Inc

.650

06/01/31

905,075

500,000

CenterPoint Energy, Inc

.850

02/15/55

530,352

500,000

CenterPoint Energy, Inc

.000

02/15/55

521,020

500,000

CenterPoint Energy, Inc

.700

05/15/55

516,353

500,000

CenterPoint Energy, Inc

.950

04/01/56

500,000

1,000,000

Cigna Group

.500

09/15/30

1,002,947

89,000

Cleco Corporate Holdings LLC

.743

05/01/26

88,470

300,000

Cleco Corporate Holdings LLC

.375

09/15/29

280,317

200,000

Cleco Corporate Holdings LLC

.973

05/01/46

174,023

1,000,000

Cleco Securitization I LLC

.646

09/01/42

957,447

790,000

CMS Energy Corp

.450

08/15/27

779,547

1,000,000

CMS Energy Corp

.750

12/01/50

923,215

425,000

CMS Energy Corp

.500

06/01/55

440,023

500,000

Commonwealth Edison Co

.200

03/01/30

460,426

1,000,000

Commonwealth Edison Co

.150

03/15/32

924,157

1,000,000

Commonwealth Edison Co

.900

02/01/33

1,019,914

1,000,000

Commonwealth Edison Co

.300

06/01/34

1,043,754

200,000

Commonwealth Edison Co

.800

10/01/42

163,677

300,000

Commonwealth Edison Co

.700

01/15/44

274,410

100,000

Commonwealth Edison Co

.700

03/01/45

79,198

250,000

Commonwealth Edison Co

.650

06/15/46

193,571

400,000

Commonwealth Edison Co

.750

08/15/47

311,641

1,175,000

Commonwealth Edison Co

.000

03/01/48

945,101

1,300,000

Commonwealth Edison Co

.000

03/01/49

1,037,211

500,000

Commonwealth Edison Co

.200

11/15/49

345,315

500,000

Commonwealth Edison Co

.000

03/01/50

332,620

1,000,000

Commonwealth Edison Co

.125

03/15/51

673,862

500,000

Commonwealth Edison Co

.750

09/01/51

310,790

500,000

Commonwealth Edison Co

.300

02/01/53

484,496

500,000

Commonwealth Edison Co

.650

06/01/54

508,355

175,000

Commonwealth Edison Co

.950

06/01/55

186,023

1,000,000

Connecticut Light and Power Co

.950

01/15/30

1,028,595

500,000

Connecticut Light and Power Co

.050

07/01/31

441,648

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

Connecticut Light and Power Co

.900

%

07/01/33

$

1,012,925

1,000,000

Connecticut Light and Power Co

.950

08/15/34

1,011,992

400,000

Connecticut Light and Power Co

.300

04/15/44

347,493

250,000

Connecticut Light and Power Co

.150

06/01/45

208,849

775,000

Connecticut Light and Power Co

.000

04/01/48

627,097

500,000

Connecticut Light and Power Co

.250

01/15/53

481,871

200,000

Consolidated Edison Co of New York, Inc

.800

05/15/28

199,098

300,000

Consolidated Edison Co of New York, Inc

.000

12/01/28

299,978

100,000

Consolidated Edison Co of New York, Inc

.350

04/01/30

96,826

500,000

Consolidated Edison Co of New York, Inc

.400

06/15/31

452,988

1,000,000

Consolidated Edison Co of New York, Inc

.200

03/01/33

1,039,938

750,000

Consolidated Edison Co of New York, Inc

.500

03/15/34

789,059

1,500,000

Consolidated Edison Co of New York, Inc

.375

05/15/34

1,563,588

1,000,000

Consolidated Edison Co of New York, Inc

.125

03/15/35

1,026,638

200,000

Consolidated Edison Co of New York, Inc

.200

03/15/42

174,224

550,000

Consolidated Edison Co of New York, Inc

.950

03/01/43

457,291

725,000

Consolidated Edison Co of New York, Inc

.450

03/15/44

638,963

150,000

Consolidated Edison Co of New York, Inc

.500

12/01/45

131,504

400,000

Consolidated Edison Co of New York, Inc

.850

06/15/46

319,935

400,000

Consolidated Edison Co of New York, Inc

.875

06/15/47

315,648

300,000

Consolidated Edison Co of New York, Inc

.650

12/01/48

265,632

500,000

Consolidated Edison Co of New York, Inc

.125

05/15/49

405,282

700,000

Consolidated Edison Co of New York, Inc

.950

04/01/50

557,300

1,000,000

Consolidated Edison Co of New York, Inc

.200

12/01/51

677,194

1,000,000

Consolidated Edison Co of New York, Inc

.150

11/15/52

1,076,463

300,000

Consolidated Edison Co of New York, Inc

.900

11/15/53

312,972

800,000

Consolidated Edison Co of New York, Inc

.700

05/15/54

819,942

850,000

Consolidated Edison Co of New York, Inc

.625

12/01/54

732,436

500,000

Consolidated Edison Co of New York, Inc

.500

03/15/55

494,373

200,000

Consolidated Edison Co of New York, Inc

.300

12/01/56

161,903

1,300,000

Consolidated Edison Co of New York, Inc

.000

11/15/57

998,442

400,000

Consolidated Edison Co of New York, Inc

.500

05/15/58

334,535

1,000,000

Consolidated Edison Co of New York, Inc

.700

11/15/59

716,063

1,000,000

Consolidated Edison Co of New York, Inc

.000

12/01/60

608,714

1,000,000

Consolidated Edison Co of New York, Inc

.600

06/15/61

696,565

750,000

Constellation Energy Generation LLC

.600

03/01/28

775,097

750,000

Constellation Energy Generation LLC

.800

03/01/33

801,213

1,000,000

Constellation Energy Generation LLC

.125

01/15/34

1,088,221

900,000

Constellation Energy Generation LLC

.250

10/01/39

977,650

625,000

Constellation Energy Generation LLC

.600

06/15/42

633,431

1,000,000

Constellation Energy Generation LLC

.500

10/01/53

1,114,431

1,000,000

Constellation Energy Generation LLC

.750

03/15/54

1,013,230

500,000

Consumers Energy Co

.650

03/01/28

506,475

250,000

Consumers Energy Co

.800

11/15/28

248,589

1,000,000

Consumers Energy Co

.900

02/15/29

1,025,217

300,000

Consumers Energy Co

.600

05/30/29

304,565

1,000,000

Consumers Energy Co

.700

01/15/30

1,021,214

275,000

Consumers Energy Co

.600

08/15/32

260,206

500,000

Consumers Energy Co

.625

05/15/33

500,448

500,000

Consumers Energy Co

.050

05/15/35

508,672

600,000

Consumers Energy Co

.950

07/15/47

487,527

600,000

Consumers Energy Co

.050

05/15/48

497,266

350,000

Consumers Energy Co

.350

04/15/49

299,667

500,000

Consumers Energy Co

.750

02/15/50

384,394

500,000

Consumers Energy Co

.100

08/15/50

343,416

150,000

Consumers Energy Co

.500

08/01/51

111,454

287,000

Consumers Energy Co

.650

08/15/52

178,648

500,000

Consumers Energy Co

.200

09/01/52

410,920

1,000,000

(c) Dayton Power & Light Co

.550

08/15/30

997,193

300,000

Dayton Power & Light Co

.950

06/15/49

226,736

200,000

Delmarva Power & Light Co

.150

05/15/45

169,549

925,000

Dominion Energy South Carolina, Inc

.300

12/01/31

818,650

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

50,000

Dominion Energy South Carolina, Inc

.300

%

05/15/33

$

51,938

900,000

Dominion Energy South Carolina, Inc

.300

01/15/35

929,401

125,000

Dominion Energy South Carolina, Inc

.450

02/01/41

126,893

800,000

Dominion Energy South Carolina, Inc

.600

06/15/43

725,899

750,000

Dominion Energy South Carolina, Inc

.250

10/15/53

824,600

775,000

Dominion Energy, Inc

.600

03/15/27

769,015

1,000,000

Dominion Energy, Inc

.600

05/15/28

1,010,061

500,000

Dominion Energy, Inc

.250

06/01/28

500,809

303,000

Dominion Energy, Inc

.375

04/01/30

291,036

1,000,000

Dominion Energy, Inc

.000

06/15/30

1,025,206

500,000

Dominion Energy, Inc

.250

08/15/31

442,477

500,000

Dominion Energy, Inc

.350

08/15/32

490,135

1,000,000

Dominion Energy, Inc

.375

11/15/32

1,039,085

1,000,000

Dominion Energy, Inc

.450

03/15/35

1,024,626

475,000

Dominion Energy, Inc

.300

04/15/41

361,904

200,000

Dominion Energy, Inc

.700

12/01/44

175,586

500,000

Dominion Energy, Inc

.600

03/15/49

422,664

500,000

Dominion Energy, Inc

.850

08/15/52

434,679

1,200,000

Dominion Energy, Inc

.000

06/01/54

1,301,144

1,050,000

Dominion Energy, Inc

.875

02/01/55

1,099,008

1,000,000

Dominion Energy, Inc

.625

05/15/55

1,034,928

1,750,000

Dominion Energy, Inc

.000

02/15/56

1,762,520

1,750,000

Dominion Energy, Inc

.200

02/15/56

1,761,451

500,000

DTE Electric Co

.900

04/01/28

475,583

1,500,000

DTE Electric Co

.000

03/01/32

1,386,996

1,000,000

DTE Electric Co

.200

04/01/33

1,038,547

1,000,000

DTE Electric Co

.200

03/01/34

1,034,967

200,000

DTE Electric Co

.000

04/01/43

168,059

100,000

DTE Electric Co

.700

06/01/46

78,231

500,000

DTE Electric Co

.750

08/15/47

388,896

1,000,000

DTE Electric Co

.050

05/15/48

824,422

525,000

DTE Electric Co

.950

03/01/49

422,733

1,000,000

DTE Electric Co

.950

03/01/50

674,085

400,000

DTE Electric Co

.250

04/01/51

281,228

450,000

DTE Electric Co

.650

03/01/52

336,511

819,354

DTE Electric Securitization Funding II LLC

.970

03/01/32

858,933

1,000,000

DTE Electric Securitization Funding II LLC

.090

09/01/37

1,081,457

1,000,000

DTE Energy Co

.100

03/01/29

1,024,650

327,000

DTE Energy Co

.400

06/15/29

316,152

500,000

DTE Energy Co

.950

03/01/30

470,065

1,000,000

DTE Energy Co

.200

04/01/30

1,030,405

1,000,000

DTE Energy Co

.850

06/01/34

1,062,502

500,000

DTE Energy Co

.250

05/15/35

514,452

1,000,000

DTE Energy Co

.050

10/01/35

993,370

100,000

DTE Energy Co

.850

05/15/55

105,065

200,000

Duke Energy Carolinas LLC

.950

12/01/26

197,845

500,000

Duke Energy Carolinas LLC

.950

11/15/28

499,882

500,000

Duke Energy Carolinas LLC

.450

08/15/29

470,573

1,500,000

Duke Energy Carolinas LLC

.850

03/15/30

1,540,685

1,500,000

Duke Energy Carolinas LLC

.550

04/15/31

1,373,170

375,000

Duke Energy Carolinas LLC

.850

03/15/32

341,813

1,300,000

Duke Energy Carolinas LLC

.950

01/15/33

1,336,531

1,000,000

Duke Energy Carolinas LLC

.850

01/15/34

1,012,402

1,000,000

Duke Energy Carolinas LLC

.250

03/15/35

1,034,813

125,000

Duke Energy Carolinas LLC

.300

02/15/40

126,358

300,000

Duke Energy Carolinas LLC

.750

06/01/45

238,117

200,000

Duke Energy Carolinas LLC

.875

03/15/46

161,381

1,250,000

Duke Energy Carolinas LLC

.700

12/01/47

961,538

1,500,000

Duke Energy Carolinas LLC

.950

03/15/48

1,202,505

1,000,000

Duke Energy Carolinas LLC

.200

08/15/49

698,654

1,500,000

Duke Energy Carolinas LLC

.450

04/15/51

1,083,336

1,000,000

Duke Energy Carolinas LLC

.350

01/15/53

980,800

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

Duke Energy Carolinas LLC

.400

%

01/15/54

$

991,527

1,000,000

Duke Energy Carolinas Nc Storm Funding II LLC

.000

07/01/35

996,611

1,000,000

Duke Energy Carolinas Nc Storm Funding II LLC

.070

01/01/46

998,875

350,000

Duke Energy Corp

.150

08/15/27

344,442

1,000,000

Duke Energy Corp

.000

12/08/27

1,018,366

1,000,000

Duke Energy Corp

.300

03/15/28

1,004,650

1,000,000

Duke Energy Corp

.850

01/05/29

1,018,957

1,000,000

Duke Energy Corp

.450

06/01/30

920,336

1,000,000

Duke Energy Corp

.550

06/15/31

904,048

1,000,000

Duke Energy Corp

.750

09/15/33

1,062,162

500,000

Duke Energy Corp

.450

06/15/34

520,074

1,000,000

Duke Energy Corp

.950

09/15/35

993,437

1,000,000

Duke Energy Corp

.300

06/15/41

769,708

300,000

Duke Energy Corp

.800

12/15/45

267,385

1,975,000

Duke Energy Corp

.750

09/01/46

1,514,037

500,000

Duke Energy Corp

.200

06/15/49

400,853

1,000,000

Duke Energy Corp

.500

06/15/51

704,632

500,000

Duke Energy Corp

.000

08/15/52

450,128

1,000,000

Duke Energy Corp

.100

09/15/53

1,052,566

500,000

Duke Energy Corp

.800

06/15/54

505,138

225,000

Duke Energy Corp

.450

09/01/54

237,663

1,000,000

Duke Energy Corp

.700

09/15/55

996,366

750,000

Duke Energy Corp

.250

01/15/82

723,763

1,200,000

Duke Energy Florida LLC

.200

01/15/27

1,189,513

1,000,000

Duke Energy Florida LLC

.400

12/15/31

898,891

375,000

Duke Energy Florida LLC

.400

06/15/38

421,209

500,000

Duke Energy Florida LLC

.400

10/01/46

370,148

300,000

Duke Energy Florida LLC

.200

07/15/48

246,643

1,000,000

Duke Energy Florida LLC

.000

12/15/51

654,134

1,000,000

Duke Energy Florida LLC

.950

11/15/52

1,051,793

1,000,000

Duke Energy Indiana LLC

.250

03/01/34

1,031,753

300,000

Duke Energy Indiana LLC

.750

05/15/46

236,659

500,000

Duke Energy Indiana LLC

.250

10/01/49

348,416

275,000

Duke Energy Indiana LLC

.750

04/01/50

174,676

500,000

Duke Energy Indiana LLC

.400

04/01/53

489,266

1,000,000

Duke Energy Indiana LLC

.900

05/15/55

1,046,712

200,000

Duke Energy Ohio, Inc

.650

02/01/29

197,608

25,000

Duke Energy Ohio, Inc

.125

06/01/30

22,829

750,000

Duke Energy Ohio, Inc

.250

04/01/33

776,752

1,000,000

Duke Energy Ohio, Inc

.300

06/15/35

1,031,209

200,000

Duke Energy Ohio, Inc

.700

06/15/46

154,747

200,000

Duke Energy Ohio, Inc

.300

02/01/49

167,200

500,000

Duke Energy Ohio, Inc

.650

04/01/53

503,949

500,000

Duke Energy Ohio, Inc

.550

03/15/54

499,468

300,000

Duke Energy Progress LLC

.700

09/01/28

297,697

1,357,000

Duke Energy Progress LLC

.450

03/15/29

1,329,919

1,500,000

Duke Energy Progress LLC

.000

08/15/31

1,318,703

750,000

Duke Energy Progress LLC

.250

03/15/33

780,433

1,000,000

Duke Energy Progress LLC

.100

03/15/34

1,028,960

1,000,000

Duke Energy Progress LLC

.050

03/15/35

1,016,115

400,000

Duke Energy Progress LLC

.375

03/30/44

348,104

500,000

Duke Energy Progress LLC

.150

12/01/44

424,389

300,000

Duke Energy Progress LLC

.200

08/15/45

254,282

500,000

Duke Energy Progress LLC

.700

10/15/46

386,816

200,000

Duke Energy Progress LLC

.600

09/15/47

151,730

600,000

Duke Energy Progress LLC

.500

08/15/50

359,641

500,000

Duke Energy Progress LLC

.900

08/15/51

320,259

750,000

Duke Energy Progress LLC

.350

03/15/53

730,701

500,000

Duke Energy Progress LLC

.550

03/15/55

502,000

1,000,000

Eastern Energy Gas Holdings LLC

.800

01/15/35

1,052,048

1,000,000

Eastern Energy Gas Holdings LLC

.200

01/15/55

1,048,037

300,000

Edison International

.125

03/15/28

294,494

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

Edison International

.250

%

11/15/28

$

1,008,029

1,000,000

Edison International

.450

06/15/29

1,007,742

500,000

Edison International

.950

11/15/29

530,689

1,000,000

(a) Edison International

.250

03/15/30

1,039,835

1,000,000

(a) Edison International

.250

03/15/32

990,515

200,000

El Paso Electric Co

.000

12/01/44

175,881

2,000,000

Emera US Finance LP

.639

06/15/31

1,785,339

625,000

Emera US Finance LP

.750

06/15/46

539,290

400,000

Enel Americas S.A.

.000

10/25/26

399,293

675,000

Enel Chile S.A.

.875

06/12/28

685,829

500,000

Entergy Arkansas LLC

.300

09/15/33

518,366

800,000

Entergy Arkansas LLC

.450

06/01/34

836,239

200,000

Entergy Arkansas LLC

.200

04/01/49

163,846

425,000

Entergy Arkansas LLC

.650

06/15/51

256,998

500,000

Entergy Arkansas LLC

.750

06/01/54

511,887

625,000

Entergy Corp

.400

06/15/31

558,660

500,000

Entergy Corp

.750

06/15/50

368,245

650,000

Entergy Corp

.125

12/01/54

679,184

500,000

Entergy Louisiana LLC

.600

12/15/30

438,541

1,000,000

Entergy Louisiana LLC

.350

06/15/32

878,895

500,000

Entergy Louisiana LLC

.000

03/15/33

479,943

1,000,000

Entergy Louisiana LLC

.350

03/15/34

1,037,646

500,000

Entergy Louisiana LLC

.150

09/15/34

510,535

500,000

Entergy Louisiana LLC

.100

06/15/41

380,672

300,000

Entergy Louisiana LLC

.200

09/01/48

246,409

300,000

Entergy Louisiana LLC

.200

04/01/50

243,900

500,000

Entergy Louisiana LLC

.750

09/15/52

444,814

1,000,000

Entergy Louisiana LLC

.700

03/15/54

1,009,120

325,000

Entergy Louisiana LLC

.800

03/15/55

332,754

800,000

Entergy Mississippi LLC

.850

06/01/49

618,032

475,000

Entergy Mississippi LLC

.500

06/01/51

338,136

500,000

Entergy Mississippi LLC

.850

06/01/54

511,860

500,000

Entergy Mississippi LLC

.800

04/15/55

512,222

575,000

Entergy Texas, Inc

.750

03/15/31

502,512

1,000,000

Entergy Texas, Inc

.250

04/15/35

1,024,867

200,000

Entergy Texas, Inc

.500

03/30/39

185,981

700,000

Entergy Texas, Inc

.550

09/30/49

508,255

1,000,000

Entergy Texas, Inc

.800

09/01/53

1,014,159

1,000,000

Entergy Texas, Inc

.550

09/15/54

982,345

775,000

Enterprise Products Operating LLC

.700

01/31/51

576,493

1,500,000

Equitable Holdings, Inc

.700

03/28/55

1,563,396

125,000

Essential Utilities, Inc

.566

05/01/29

121,662

225,000

Essential Utilities, Inc

.704

04/15/30

209,461

1,000,000

Essential Utilities, Inc

.400

05/01/31

893,049

1,000,000

Essential Utilities, Inc

.375

01/15/34

1,023,675

1,000,000

Essential Utilities, Inc

.250

08/15/35

1,004,887

200,000

Essential Utilities, Inc

.276

05/01/49

160,804

300,000

Essential Utilities, Inc

.351

04/15/50

204,421

500,000

Essential Utilities, Inc

.300

05/01/52

465,238

500,000

Evergy Kansas Central, Inc

.900

11/15/33

538,077

500,000

Evergy Kansas Central, Inc

.250

03/15/35

509,199

500,000

Evergy Kansas Central, Inc

.125

03/01/42

425,932

175,000

Evergy Kansas Central, Inc

.100

04/01/43

146,956

375,000

Evergy Kansas Central, Inc

.250

09/01/49

258,900

425,000

Evergy Kansas Central, Inc

.450

04/15/50

303,825

500,000

Evergy Kansas Central, Inc

.700

03/15/53

504,744

150,000

(a) Evergy Metro, Inc

.250

06/01/30

137,431

500,000

Evergy Metro, Inc

.400

04/01/34

520,001

1,500,000

Evergy Metro, Inc

.125

08/15/35

1,515,925

100,000

Evergy Metro, Inc

.300

10/01/41

99,041

650,000

Evergy Metro, Inc

.200

06/15/47

534,965

100,000

Evergy Metro, Inc

.200

03/15/48

82,289

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

300,000

Evergy Metro, Inc

.125

%

04/01/49

$

242,007

750,000

Evergy, Inc

.900

09/15/29

711,331

500,000

Evergy, Inc

.650

06/01/55

512,050

200,000

Eversource Energy

.300

01/15/28

195,782

1,000,000

Eversource Energy

.450

03/01/28

1,027,173

300,000

Eversource Energy

.250

04/01/29

299,116

100,000

Eversource Energy

.650

08/15/30

87,792

1,000,000

Eversource Energy

.550

03/15/31

901,644

500,000

Eversource Energy

.850

04/15/31

529,692

1,000,000

Eversource Energy

.375

03/01/32

924,760

500,000

Eversource Energy

.500

01/01/34

516,307

500,000

Eversource Energy

.950

07/15/34

530,404

600,000

Eversource Energy

.450

01/15/50

429,493

500,000

Exelon Corp

.125

03/15/31

515,520

1,000,000

Exelon Corp

.350

03/15/32

934,183

750,000

Exelon Corp

.300

03/15/33

777,047

1,000,000

Exelon Corp

.450

03/15/34

1,037,898

500,000

Exelon Corp

.950

06/15/35

494,037

975,000

Exelon Corp

.450

04/15/46

830,199

100,000

Exelon Corp

.700

04/15/50

86,331

500,000

Exelon Corp

.100

03/15/52

390,973

500,000

Exelon Corp

.600

03/15/53

488,792

500,000

Exelon Corp

.875

03/15/55

508,676

475,000

Exelon Corp

.500

03/15/55

496,469

3,000,000

FirstEnergy Transmission LLC

.550

01/15/30

3,019,198

1,000,000

(c) FirstEnergy Transmission LLC

.750

01/15/33

998,045

2,500,000

FirstEnergy Transmission LLC

.000

01/15/35

2,501,488

750,000

Florida Power & Light Co

.400

05/15/28

758,453

425,000

Florida Power & Light Co

.625

05/15/30

432,827

1,000,000

Florida Power & Light Co

.450

02/03/32

898,051

750,000

Florida Power & Light Co

.100

04/01/33

776,005

150,000

Florida Power & Light Co

.800

05/15/33

152,584

2,000,000

Florida Power & Light Co

.300

06/15/34

2,086,319

100,000

Florida Power & Light Co

.125

02/01/42

86,997

200,000

Florida Power & Light Co

.050

06/01/42

172,829

450,000

Florida Power & Light Co

.800

12/15/42

372,095

400,000

Florida Power & Light Co

.050

10/01/44

337,337

500,000

Florida Power & Light Co

.700

12/01/47

388,809

925,000

Florida Power & Light Co

.950

03/01/48

754,678

500,000

Florida Power & Light Co

.125

06/01/48

414,209

350,000

Florida Power & Light Co

.990

03/01/49

282,420

400,000

Florida Power & Light Co

.150

10/01/49

279,241

500,000

Florida Power & Light Co

.875

12/04/51

323,075

750,000

Florida Power & Light Co

.300

04/01/53

736,244

1,000,000

Florida Power & Light Co

.600

06/15/54

1,022,373

350,000

Florida Power & Light Co

.700

03/15/55

362,793

1,000,000

Florida Power & Light Co

.800

03/15/65

1,047,462

500,000

Georgia Power Co

.550

03/15/30

507,736

950,000

Georgia Power Co

.850

03/15/31

975,446

1,500,000

Georgia Power Co

.950

05/17/33

1,530,140

1,500,000

Georgia Power Co

.250

03/15/34

1,547,312

1,000,000

Georgia Power Co

.200

03/15/35

1,024,736

625,000

Georgia Power Co

.300

03/15/42

551,687

700,000

Georgia Power Co

.300

03/15/43

611,898

1,250,000

Georgia Power Co

.250

03/15/51

873,778

500,000

Georgia Power Co

.500

10/01/55

498,483

1,000,000

Hewlett Packard Enterprise Co

.400

10/15/30

993,929

400,000

Iberdrola International BV

.750

07/15/36

454,244

425,000

Idaho Power Co

.500

03/15/53

420,739

1,000,000

Idaho Power Co

.800

04/01/54

1,026,466

1,000,000

Idaho Power Co

.700

03/15/55

1,016,263

225,000

Indiana Michigan Power Co

.550

03/15/46

196,810

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

100,000

Indiana Michigan Power Co

.750

%

07/01/47

$

77,698

300,000

Indiana Michigan Power Co

.250

08/15/48

243,922

675,000

Indiana Michigan Power Co

.250

05/01/51

455,306

500,000

Indiana Michigan Power Co

.625

04/01/53

501,642

1,000,000

Ingersoll Rand, Inc

.700

06/15/54

1,017,790

325,000

Interstate Power and Light Co

.600

04/01/29

318,403

125,000

Interstate Power and Light Co

.300

06/01/30

114,194

1,000,000

Interstate Power and Light Co

.700

10/15/33

1,048,592

200,000

Interstate Power and Light Co

.950

09/30/34

198,868

475,000

Interstate Power and Light Co

.600

06/29/35

493,495

100,000

Interstate Power and Light Co

.250

07/15/39

108,046

100,000

Interstate Power and Light Co

.700

09/15/46

75,972

300,000

Interstate Power and Light Co

.500

09/30/49

217,819

1,000,000

Interstate Power and Light Co

.100

11/30/51

654,585

500,000

Interstate Power and Light Co

.450

09/30/54

483,447

650,000

Interstate Power and Light Co

.600

10/01/55

639,439

100,000

IPALCO Enterprises, Inc

.250

05/01/30

97,881

500,000

IPALCO Enterprises, Inc

.750

04/01/34

511,360

900,000

ITC Holdings Corp

.350

11/15/27

883,473

750,000

Jersey Central Power & Light Co

.100

01/15/35

760,107

1,490,728

Johnsonville Aeroderivative Combustion Turbine Generation LLC

.078

10/01/54

1,434,844

1,000,000

Kentucky Utilities Co

.450

04/15/33

1,045,462

300,000

Kentucky Utilities Co

.375

10/01/45

257,806

400,000

Kentucky Utilities Co

.300

06/01/50

278,733

275,000

Kentucky Utilities Co

.850

08/15/55

282,557

1,000,000

Louisville Gas and Electric Co

.450

04/15/33

1,046,595

300,000

Louisville Gas and Electric Co

.250

04/01/49

246,156

550,000

Louisville Gas and Electric Co

.850

08/15/55

565,354

1,500,000

MidAmerican Energy Co

.100

05/01/27

1,481,817

575,000

MidAmerican Energy Co

.650

04/15/29

566,617

425,000

MidAmerican Energy Co

.350

01/15/34

443,849

200,000

MidAmerican Energy Co

.800

09/15/43

184,512

200,000

MidAmerican Energy Co

.400

10/15/44

175,206

200,000

MidAmerican Energy Co

.250

05/01/46

170,178

500,000

MidAmerican Energy Co

.950

08/01/47

402,664

1,000,000

MidAmerican Energy Co

.650

08/01/48

762,750

300,000

MidAmerican Energy Co

.250

07/15/49

250,752

300,000

MidAmerican Energy Co

.150

04/15/50

206,272

1,000,000

MidAmerican Energy Co

.700

08/01/52

628,645

400,000

MidAmerican Energy Co

.850

09/15/54

421,156

250,000

MidAmerican Energy Co

.300

02/01/55

243,238

500,000

Mississippi Power Co

.950

03/30/28

499,626

750,000

Mississippi Power Co

.250

03/15/42

653,163

1,000,000

Mississippi Power Co

.100

07/30/51

674,537

1,500,000

MPLX LP

.800

02/15/31

1,509,053

850,000

MPLX LP

.200

09/15/55

859,900

200,000

National Fuel Gas Co

.950

09/15/27

198,829

200,000

National Fuel Gas Co

.750

09/01/28

201,370

1,000,000

National Fuel Gas Co

.500

03/15/30

1,033,626

1,100,000

National Fuel Gas Co

.950

03/01/31

1,003,712

200,000

National Fuel Gas Co

.950

03/15/35

208,573

1,000,000

National Grid plc

.602

06/12/28

1,034,837

1,000,000

National Grid plc

.809

06/12/33

1,066,053

1,000,000

National Grid plc

.418

01/11/34

1,037,171

250,000

National Grid USA

.803

04/01/35

258,430

1,000,000

Nevada Power Co

.700

05/01/29

983,867

500,000

Nevada Power Co

.400

05/01/30

462,926

500,000

Nevada Power Co

.125

08/01/50

329,943

500,000

Nevada Power Co

.900

05/01/53

508,634

1,000,000

Nevada Power Co

.000

03/15/54

1,040,269

1,000,000

Nevada Power Co

.250

05/15/55

1,014,100

1,000,000

NextEra Energy Capital Holdings, Inc

.685

09/01/27

1,010,875

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

NextEra Energy Capital Holdings, Inc

.900

%

02/28/28

$

1,017,491

2,500,000

NextEra Energy Capital Holdings, Inc

.900

06/15/28

2,363,220

1,000,000

NextEra Energy Capital Holdings, Inc

.900

03/15/29

1,022,808

300,000

NextEra Energy Capital Holdings, Inc

.500

04/01/29

293,230

450,000

NextEra Energy Capital Holdings, Inc

.750

11/01/29

425,351

1,500,000

(a) NextEra Energy Capital Holdings, Inc

.000

02/28/30

1,546,430

2,980,000

NextEra Energy Capital Holdings, Inc

.250

06/01/30

2,720,806

1,000,000

NextEra Energy Capital Holdings, Inc

.440

01/15/32

883,607

450,000

NextEra Energy Capital Holdings, Inc

.000

07/15/32

460,108

1,500,000

NextEra Energy Capital Holdings, Inc

.050

02/28/33

1,532,133

1,625,000

NextEra Energy Capital Holdings, Inc

.250

03/15/34

1,668,825

1,000,000

NextEra Energy Capital Holdings, Inc

.000

01/15/52

642,337

1,000,000

NextEra Energy Capital Holdings, Inc

.250

02/28/53

943,005

1,500,000

NextEra Energy Capital Holdings, Inc

.750

06/15/54

1,612,097

1,500,000

NextEra Energy Capital Holdings, Inc

.700

09/01/54

1,551,740

1,000,000

NextEra Energy Capital Holdings, Inc

.375

08/15/55

1,038,361

1,000,000

NextEra Energy Capital Holdings, Inc

.500

08/15/55

1,059,266

1,700,000

NextEra Energy Capital Holdings, Inc

.650

05/01/79

1,708,970

1,000,000

NiSource, Inc

.490

05/15/27

990,445

1,500,000

NiSource, Inc

.250

03/30/28

1,538,939

750,000

NiSource, Inc

.200

07/01/29

773,479

750,000

NiSource, Inc

.950

09/01/29

715,464

200,000

NiSource, Inc

.600

05/01/30

193,671

800,000

NiSource, Inc

.700

02/15/31

694,760

1,000,000

NiSource, Inc

.400

06/30/33

1,036,685

1,000,000

NiSource, Inc

.350

04/01/34

1,029,568

1,000,000

NiSource, Inc

.350

07/15/35

1,021,027

77,000

NiSource, Inc

.950

06/15/41

79,941

700,000

NiSource, Inc

.250

02/15/43

679,987

450,000

NiSource, Inc

.800

02/15/44

409,456

815,000

NiSource, Inc

.650

02/01/45

811,820

350,000

NiSource, Inc

.375

05/15/47

294,626

500,000

NiSource, Inc

.950

03/30/48

397,496

200,000

NiSource, Inc

.000

06/15/52

180,342

750,000

NiSource, Inc

.950

11/30/54

780,476

750,000

NiSource, Inc

.375

03/31/55

776,241

750,000

NiSource, Inc

.850

04/01/55

760,597

300,000

Northern States Power Co

.250

04/01/31

272,059

425,000

Northern States Power Co

.350

11/01/39

440,656

175,000

Northern States Power Co

.600

05/15/46

134,383

1,950,000

Northern States Power Co

.600

09/15/47

1,481,218

325,000

Northern States Power Co

.900

03/01/50

218,156

467,000

Northern States Power Co

.600

06/01/51

291,858

500,000

Northern States Power Co

.200

04/01/52

351,576

400,000

Northern States Power Co

.500

06/01/52

346,378

500,000

Northern States Power Co

.100

05/15/53

475,238

1,000,000

Northern States Power Co

.400

03/15/54

991,396

500,000

Northern States Power Co

.650

06/15/54

515,791

500,000

Northern States Power Co

.650

05/15/55

513,046

1,000,000

Northwest Natural Holding Co

.000

09/15/55

1,027,387

200,000

NorthWestern Corp

.176

11/15/44

167,464

500,000

NSTAR Electric Co

.850

03/01/30

512,210

1,000,000

NSTAR Electric Co

.950

08/15/31

874,791

1,000,000

NSTAR Electric Co

.400

06/01/34

1,040,975

500,000

NSTAR Electric Co

.200

03/01/35

509,515

500,000

NSTAR Electric Co

.100

06/01/51

342,799

350,000

NSTAR Electric Co

.550

06/01/52

304,013

1,500,000

Nutrien Ltd

.250

03/12/32

1,547,926

500,000

Oglethorpe Power Corp

.500

04/01/47

422,543

500,000

Oglethorpe Power Corp

.050

10/01/48

454,659

750,000

Oglethorpe Power Corp

.750

08/01/50

541,298

500,000

Oglethorpe Power Corp

.250

09/01/50

464,880

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

500,000

Oglethorpe Power Corp

.200

%

12/01/53

$

526,276

1,000,000

Oglethorpe Power Corp

.800

06/01/54

1,000,083

550,000

Oglethorpe Power Corp

.900

02/01/55

556,321

1,000,000

Ohio Power Co

.625

01/15/31

865,285

750,000

Ohio Power Co

.650

06/01/34

784,174

500,000

Ohio Power Co

.150

04/01/48

396,833

1,500,000

Ohio Power Co

.000

06/01/49

1,158,038

500,000

Ohio Power Co

.900

10/01/51

311,117

100,000

Oklahoma Gas and Electric Co

.250

04/01/30

96,016

500,000

Oklahoma Gas and Electric Co

.400

01/15/33

522,876

200,000

Oklahoma Gas and Electric Co

.150

04/01/47

164,022

200,000

Oklahoma Gas and Electric Co

.850

08/15/47

158,489

1,000,000

Oklahoma Gas and Electric Co

.600

04/01/53

998,578

1,000,000

Oklahoma Gas and Electric Co

.800

04/01/55

1,022,616

750,000

Oncor Electric Delivery Co LLC

.700

11/15/28

741,617

1,500,000

Oncor Electric Delivery Co LLC

.750

03/15/29

1,569,553

425,000

Oncor Electric Delivery Co LLC

.150

06/01/32

415,616

500,000

Oncor Electric Delivery Co LLC

.550

09/15/32

499,229

1,000,000

Oncor Electric Delivery Co LLC

.650

11/15/33

1,064,355

1,000,000

(c) Oncor Electric Delivery Co LLC

.350

04/01/35

1,034,298

100,000

Oncor Electric Delivery Co LLC

.250

09/30/40

100,090

550,000

Oncor Electric Delivery Co LLC

.550

12/01/41

499,634

56,000

Oncor Electric Delivery Co LLC

.300

06/01/42

55,254

300,000

Oncor Electric Delivery Co LLC

.750

04/01/45

237,023

400,000

Oncor Electric Delivery Co LLC

.800

09/30/47

312,523

200,000

Oncor Electric Delivery Co LLC

.100

11/15/48

163,555

500,000

Oncor Electric Delivery Co LLC

.800

06/01/49

384,380

500,000

Oncor Electric Delivery Co LLC

.100

09/15/49

338,369

200,000

Oncor Electric Delivery Co LLC

.700

05/15/50

149,851

550,000

Oncor Electric Delivery Co LLC

.700

11/15/51

337,739

2,000,000

Oncor Electric Delivery Co LLC

.950

09/15/52

1,821,978

164,000

Oncor Electric Delivery Co LLC

.350

10/01/52

157,542

1,000,000

Oncor Electric Delivery Co LLC

.550

06/15/54

995,255

1,000,000

(c) Oncor Electric Delivery Co LLC

.800

04/01/55

1,028,498

1,000,000

ONE Gas, Inc

.100

04/01/29

1,030,985

100,000

ONE Gas, Inc

.000

05/15/30

90,842

500,000

ONE Gas, Inc

.250

09/01/32

494,466

100,000

ONE Gas, Inc

.658

02/01/44

90,146

500,000

ONE Gas, Inc

.500

11/01/48

432,283

1,000,000

ONEOK, Inc

.650

09/01/34

1,025,144

2,000,000

ONEOK, Inc

.400

10/15/35

2,007,519

1,000,000

ONEOK, Inc

.450

06/01/47

922,605

2,000,000

ONEOK, Inc

.250

10/15/55

2,031,041

500,000

Pacific Gas and Electric Co

.450

06/15/27

508,359

1,000,000

Pacific Gas and Electric Co

.100

08/01/27

961,242

1,000,000

Pacific Gas and Electric Co

.000

06/04/28

1,013,924

750,000

Pacific Gas and Electric Co

.000

06/15/28

723,036

500,000

Pacific Gas and Electric Co

.100

01/15/29

523,054

1,000,000

(a) Pacific Gas and Electric Co

.200

03/01/29

990,899

2,000,000

Pacific Gas and Electric Co

.550

07/01/30

1,986,108

3,000,000

Pacific Gas and Electric Co

.500

02/01/31

2,672,706

2,000,000

Pacific Gas and Electric Co

.250

06/01/31

1,839,089

1,000,000

Pacific Gas and Electric Co

.400

03/01/32

973,809

500,000

Pacific Gas and Electric Co

.900

06/15/32

522,734

1,000,000

Pacific Gas and Electric Co

.050

10/15/32

998,100

500,000

Pacific Gas and Electric Co

.150

01/15/33

529,197

1,500,000

Pacific Gas and Electric Co

.400

06/15/33

1,612,416

1,000,000

Pacific Gas and Electric Co

.950

03/15/34

1,109,191

750,000

Pacific Gas and Electric Co

.800

05/15/34

777,123

750,000

Pacific Gas and Electric Co

.700

03/01/35

768,243

1,000,000

Pacific Gas and Electric Co

.000

08/15/35

1,046,578

750,000

Pacific Gas and Electric Co

.500

07/01/40

652,330

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

Pacific Gas and Electric Co

.300

%

08/01/40

$

757,653

1,500,000

Pacific Gas and Electric Co

.200

06/01/41

1,228,303

1,200,000

Pacific Gas and Electric Co

.950

07/01/50

1,029,944

1,800,000

Pacific Gas and Electric Co

.500

08/01/50

1,227,971

1,000,000

Pacific Gas and Electric Co

.250

03/01/52

889,106

2,000,000

Pacific Gas and Electric Co

.750

01/15/53

2,154,895

400,000

Pacific Gas and Electric Co

.700

04/01/53

427,729

1,500,000

Pacific Gas and Electric Co

.900

10/01/54

1,461,155

1,000,000

Pacific Gas and Electric Co

.150

03/01/55

1,005,689

1,000,000

Pacific Gas and Electric Co

.100

10/15/55

998,600

500,000

PacifiCorp

.500

06/15/29

485,784

500,000

PacifiCorp

.700

09/15/30

461,418

1,000,000

PacifiCorp

.300

02/15/31

1,036,703

1,000,000

PacifiCorp

.450

02/15/34

1,024,328

850,000

PacifiCorp

.000

01/15/39

888,382

300,000

PacifiCorp

.125

01/15/49

233,389

1,300,000

PacifiCorp

.150

02/15/50

1,011,247

250,000

PacifiCorp

.300

03/15/51

164,771

2,000,000

PacifiCorp

.900

06/15/52

1,219,652

750,000

PacifiCorp

.350

12/01/53

691,537

775,000

PacifiCorp

.500

05/15/54

731,891

1,000,000

PacifiCorp

.800

01/15/55

980,121

1,000,000

PECO Energy Co

.900

06/15/33

1,021,247

2,000,000

PECO Energy Co

.875

09/15/35

2,010,345

200,000

PECO Energy Co

.150

10/01/44

169,447

200,000

PECO Energy Co

.700

09/15/47

155,662

700,000

PECO Energy Co

.900

03/01/48

562,334

125,000

PECO Energy Co

.000

09/15/49

84,106

100,000

PECO Energy Co

.800

06/15/50

64,385

475,000

PECO Energy Co

.050

03/15/51

313,353

1,000,000

PECO Energy Co

.850

09/15/51

642,670

500,000

PECO Energy Co

.600

05/15/52

442,137

500,000

PECO Energy Co

.375

08/15/52

422,723

625,000

PECO Energy Co

.250

09/15/54

605,144

1,550,000

PECO Energy Co

.650

09/15/55

1,583,789

918,668

PG&E Recovery Funding LLC

.838

06/01/33

935,181

500,000

PG&E Recovery Funding LLC

.256

01/15/38

510,538

1,000,000

PG&E Recovery Funding LLC

.231

06/01/42

1,022,772

500,000

PG&E Recovery Funding LLC

.536

07/15/47

504,816

1,000,000

PG&E Recovery Funding LLC

.529

06/01/49

991,052

321,114

PG&E WILDFIRE RECOVERY

.594

06/01/30

316,931

250,000

PG&E WILDFIRE RECOVERY

.263

06/01/36

238,609

250,000

PG&E WILDFIRE RECOVERY

.377

06/01/39

235,583

1,000,000

PG&E WILDFIRE RECOVERY

.451

12/01/47

891,451

1,000,000

PG&E WILDFIRE RECOVERY

.674

12/01/51

886,162

364,588

PG&E Wildfire Recovery Funding LLC

.022

06/01/31

362,110

500,000

PG&E Wildfire Recovery Funding LLC

.722

06/01/37

494,561

500,000

PG&E Wildfire Recovery Funding LLC

.081

06/01/41

498,254

750,000

PG&E Wildfire Recovery Funding LLC

.212

12/01/47

725,043

750,000

PG&E Wildfire Recovery Funding LLC

.099

06/01/52

711,382

500,000

Piedmont Natural Gas Co, Inc

.400

06/15/33

519,647

1,000,000

Piedmont Natural Gas Co, Inc

.100

02/15/35

1,017,248

200,000

Piedmont Natural Gas Co, Inc

.650

08/01/43

179,376

1,600,000

Piedmont Natural Gas Co, Inc

.350

06/01/50

1,105,396

1,000,000

Piedmont Natural Gas Co, Inc

.050

05/15/52

907,795

500,000

Pinnacle West Capital Corp

.150

05/15/30

514,194

500,000

Potomac Electric Power Co

.200

03/15/34

514,886

900,000

Potomac Electric Power Co

.150

03/15/43

765,955

250,000

Potomac Electric Power Co

.500

03/15/54

248,503

1,000,000

PPL Capital Funding, Inc

.250

09/01/34

1,022,753

1,500,000

PPL Electric Utilities Corp

.000

05/15/33

1,543,710

150,000

PPL Electric Utilities Corp

.850

02/15/34

151,715

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

200,000

PPL Electric Utilities Corp

.125

%

06/15/44

$

170,812

275,000

PPL Electric Utilities Corp

.150

10/01/45

233,141

500,000

PPL Electric Utilities Corp

.950

06/01/47

407,585

200,000

PPL Electric Utilities Corp

.150

06/15/48

165,960

525,000

PPL Electric Utilities Corp

.000

10/01/49

351,557

1,000,000

PPL Electric Utilities Corp

.250

05/15/53

974,848

1,000,000

PPL Electric Utilities Corp

.550

08/15/55

1,008,169

500,000

Public Service Co of Colorado

.900

01/15/31

440,533

300,000

Public Service Co of Colorado

.875

06/15/31

262,592

275,000

Public Service Co of Colorado

.100

06/01/32

269,613

3,000,000

Public Service Co of Colorado

.150

09/15/35

3,038,391

200,000

Public Service Co of Colorado

.800

06/15/47

154,163

100,000

Public Service Co of Colorado

.100

06/15/48

80,223

300,000

Public Service Co of Colorado

.050

09/15/49

236,770

400,000

Public Service Co of Colorado

.200

03/01/50

275,089

350,000

Public Service Co of Colorado

.700

01/15/51

215,585

1,000,000

Public Service Co of Colorado

.250

04/01/53

946,874

500,000

Public Service Co of Colorado

.750

05/15/54

509,595

2,000,000

Public Service Co of Colorado

.850

05/15/55

2,058,130

1,500,000

Public Service Co of New Hampshire

.350

10/01/33

1,569,577

100,000

Public Service Co of New Hampshire

.600

07/01/49

75,774

500,000

Public Service Co of New Hampshire

.150

01/15/53

474,764

500,000

Public Service Co of Oklahoma

.200

08/15/31

440,265

1,000,000

Public Service Co of Oklahoma

.250

01/15/33

1,028,456

1,000,000

Public Service Co of Oklahoma

.200

01/15/35

1,012,346

1,000,000

Public Service Co of Oklahoma

.450

01/15/36

1,021,469

500,000

Public Service Co of Oklahoma

.150

08/15/51

326,229

500,000

Public Service Electric and Gas Co

.450

01/15/30

466,625

1,000,000

Public Service Electric and Gas Co

.900

08/15/31

877,017

225,000

Public Service Electric and Gas Co

.900

12/15/32

230,121

500,000

Public Service Electric and Gas Co

.650

03/15/33

502,629

1,000,000

Public Service Electric and Gas Co

.200

08/01/33

1,038,447

500,000

Public Service Electric and Gas Co

.200

03/01/34

517,602

450,000

Public Service Electric and Gas Co

.050

03/01/35

458,984

1,000,000

Public Service Electric and Gas Co

.900

08/15/35

1,007,759

200,000

Public Service Electric and Gas Co

.800

01/01/43

163,809

600,000

Public Service Electric and Gas Co

.800

03/01/46

479,794

200,000

Public Service Electric and Gas Co

.600

12/01/47

152,741

250,000

Public Service Electric and Gas Co

.050

05/01/48

204,949

500,000

Public Service Electric and Gas Co

.850

05/01/49

392,318

575,000

Public Service Electric and Gas Co

.200

08/01/49

404,389

500,000

Public Service Electric and Gas Co

.150

01/01/50

347,738

175,000

Public Service Electric and Gas Co

.700

05/01/50

110,561

425,000

Public Service Electric and Gas Co

.050

08/01/50

230,470

500,000

Public Service Electric and Gas Co

.000

03/01/51

331,020

200,000

Public Service Electric and Gas Co

.125

03/15/53

190,372

1,500,000

Public Service Electric and Gas Co

.450

08/01/53

1,497,745

500,000

Public Service Electric and Gas Co

.450

03/01/54

499,118

1,000,000

Public Service Electric and Gas Co

.500

03/01/55

1,004,400

500,000

Public Service Enterprise Group, Inc

.900

03/15/30

511,079

400,000

Public Service Enterprise Group, Inc

.600

08/15/30

350,793

1,000,000

Public Service Enterprise Group, Inc

.450

11/15/31

887,235

750,000

Public Service Enterprise Group, Inc

.125

10/15/33

809,649

1,000,000

Public Service Enterprise Group, Inc

.400

03/15/35

1,030,363

1,000,000

Puget Energy, Inc

.379

06/15/28

949,487

1,000,000

Puget Energy, Inc

.100

06/15/30

976,598

2,000,000

Puget Energy, Inc

.725

03/15/35

2,063,844

1,000,000

Puget Sound Energy, Inc

.330

06/15/34

1,031,813

250,000

Puget Sound Energy, Inc

.757

10/01/39

260,837

200,000

Puget Sound Energy, Inc

.300

05/20/45

166,831

275,000

Puget Sound Energy, Inc

.250

09/15/49

190,100

750,000

Puget Sound Energy, Inc

.893

09/15/51

474,814

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

Puget Sound Energy, Inc

.685

%

06/15/54

$

1,013,986

600,000

Puget Sound Energy, Inc

.598

09/15/55

596,274

550,000

San Diego Gas & Electric Co

.950

08/15/28

563,358

500,000

San Diego Gas & Electric Co

.700

10/01/30

441,184

1,000,000

San Diego Gas & Electric Co

.400

04/15/35

1,032,717

300,000

San Diego Gas & Electric Co

.750

06/01/47

229,866

300,000

San Diego Gas & Electric Co

.150

05/15/48

243,348

750,000

San Diego Gas & Electric Co

.100

06/15/49

601,752

675,000

San Diego Gas & Electric Co

.950

08/15/51

440,119

1,000,000

San Diego Gas & Electric Co

.700

03/15/52

736,083

1,000,000

San Diego Gas & Electric Co

.350

04/01/53

961,207

1,000,000

San Diego Gas & Electric Co

.550

04/15/54

983,340

1,525,000

Sempra

.250

06/15/27

1,498,084

1,000,000

(a) Sempra

.500

08/01/33

1,042,291

825,000

Sempra

.800

02/01/38

705,218

125,000

Sempra

.000

10/15/39

129,999

850,000

Sempra

.000

02/01/48

655,176

1,380,000

Sempra

.125

04/01/52

1,342,702

1,000,000

Sempra

.400

10/01/54

1,021,790

1,000,000

Sempra

.875

10/01/54

1,036,170

300,000

Sempra

.550

04/01/55

306,559

500,000

Sempra

.625

04/01/55

507,728

450,000

Sempra

.375

04/01/56

461,811

500,000

Sierra Pacific Power Co

.900

03/15/54

509,114

1,000,000

Sierra Pacific Power Co

.200

12/15/55

1,000,889

750,000

Southern California Edison Co

.650

03/01/28

737,018

1,000,000

Southern California Edison Co

.650

10/01/28

1,031,550

500,000

Southern California Edison Co

.200

03/01/29

493,601

1,000,000

Southern California Edison Co

.150

06/01/29

1,017,256

600,000

Southern California Edison Co

.850

08/01/29

561,901

500,000

Southern California Edison Co

.250

03/15/30

509,837

1,000,000

Southern California Edison Co

.250

06/01/30

896,559

1,500,000

Southern California Edison Co

.500

06/01/31

1,330,036

1,000,000

Southern California Edison Co

.450

06/01/31

1,029,183

500,000

Southern California Edison Co

.750

02/01/32

439,651

750,000

Southern California Edison Co

.950

11/01/32

790,414

500,000

Southern California Edison Co

.450

03/01/35

506,033

185,000

Southern California Edison Co

.050

03/15/39

190,378

300,000

Southern California Edison Co

.500

09/01/40

265,331

825,000

Southern California Edison Co

.650

10/01/43

702,666

450,000

Southern California Edison Co

.600

02/01/45

327,473

1,937,000

Southern California Edison Co

.000

04/01/47

1,465,382

1,675,000

Southern California Edison Co

.125

03/01/48

1,279,797

1,500,000

Southern California Edison Co

.950

02/01/51

917,434

1,000,000

Southern California Edison Co

.650

06/01/51

691,135

500,000

Southern California Edison Co

.450

02/01/52

332,476

1,000,000

Southern California Edison Co

.700

03/01/53

939,029

500,000

(a) Southern California Edison Co

.875

12/01/53

482,889

1,500,000

Southern California Edison Co

.750

04/15/54

1,416,017

750,000

Southern California Edison Co

.900

03/01/55

727,840

500,000

Southern California Edison Co

.200

09/15/55

504,060

1,000,000

Southern California Gas Co

.950

04/15/27

985,002

500,000

Southern California Gas Co

.550

02/01/30

466,683

1,000,000

Southern California Gas Co

.200

06/01/33

1,033,498

500,000

Southern California Gas Co

.050

09/01/34

508,603

500,000

Southern California Gas Co

.450

06/15/35

518,405

150,000

Southern California Gas Co

.750

09/15/42

120,431

500,000

Southern California Gas Co

.125

06/01/48

404,905

300,000

Southern California Gas Co

.300

01/15/49

249,289

500,000

Southern California Gas Co

.950

02/15/50

391,167

500,000

Southern California Gas Co

.350

11/15/52

545,651

1,000,000

Southern California Gas Co

.750

06/01/53

1,008,272

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

Southern California Gas Co

.600

%

04/01/54

$

1,003,476

500,000

Southern California Gas Co

.000

06/15/55

523,532

2,000,000

Southern Co

.113

08/01/27

2,033,827

500,000

Southern Co

.750

03/15/28

472,020

1,000,000

Southern Co

.500

03/15/29

1,039,780

2,500,000

Southern Co

.700

04/30/30

2,436,770

1,000,000

Southern Co

.200

06/15/33

1,028,055

1,250,000

Southern Co

.700

03/15/34

1,320,192

1,000,000

Southern Co

.850

03/15/35

989,743

400,000

Southern Co

.250

07/01/36

371,683

800,000

Southern Co

.400

07/01/46

681,840

1,000,000

Southern Co

.375

03/15/55

1,065,602

500,000

Southern Co Gas Capital Corp

.750

01/15/31

437,164

1,000,000

Southern Co Gas Capital Corp

.750

09/15/33

1,059,799

2,000,000

Southern Co Gas Capital Corp

.950

09/15/34

2,005,840

1,000,000

Southern Co Gas Capital Corp

.100

09/15/35

1,002,614

275,000

Southern Co Gas Capital Corp

.400

06/01/43

236,329

100,000

Southern Co Gas Capital Corp

.950

10/01/46

79,116

900,000

Southern Co Gas Capital Corp

.400

05/30/47

755,989

175,000

Southern Co Gas Capital Corp

.150

09/30/51

114,197

1,000,000

Southern Power Co

.250

10/01/30

993,970

1,000,000

Southern Power Co

.900

10/01/35

986,201

300,000

Southern Power Co

.950

12/15/46

269,218

500,000

Southwest Gas Corp

.800

12/01/27

515,161

500,000

Southwest Gas Corp

.450

03/23/28

513,650

150,000

Southwest Gas Corp

.700

04/01/28

148,078

100,000

Southwest Gas Corp

.200

06/15/30

90,859

500,000

Southwest Gas Corp

.050

03/15/32

480,719

100,000

Southwest Gas Corp

.800

09/29/46

76,751

500,000

Southwest Gas Corp

.150

06/01/49

402,154

1,000,000

Southwest Gas Corp

.180

08/15/51

682,735

675,000

Southwestern Electric Power Co

.100

09/15/28

672,831

500,000

Southwestern Electric Power Co

.300

04/01/33

511,052

750,000

Southwestern Electric Power Co

.850

02/01/48

563,520

750,000

Southwestern Electric Power Co

.250

11/01/51

499,697

500,000

Southwestern Public Service Co

.300

05/15/35

510,453

600,000

Southwestern Public Service Co

.500

08/15/41

539,273

300,000

Southwestern Public Service Co

.400

08/15/46

214,145

225,000

Southwestern Public Service Co

.700

08/15/47

169,471

200,000

Southwestern Public Service Co

.400

11/15/48

166,849

750,000

Southwestern Public Service Co

.750

06/15/49

561,534

650,000

Southwestern Public Service Co

.150

05/01/50

438,486

475,000

Southwestern Public Service Co

.000

06/01/54

494,661

500,000

Spire Missouri, Inc

.800

02/15/33

504,081

1,500,000

Spire Missouri, Inc

.300

06/01/51

1,032,175

1,000,000

System Energy Resources, Inc

.300

12/15/34

1,006,546

1,000,000

Tampa Electric Co

.900

03/01/29

1,022,444

1,000,000

Tampa Electric Co

.400

03/15/31

906,314

1,000,000

Tampa Electric Co

.150

03/01/35

1,013,811

100,000

Tampa Electric Co

.100

06/15/42

85,113

175,000

Tampa Electric Co

.350

05/15/44

150,767

200,000

Tampa Electric Co

.300

06/15/48

167,788

200,000

Tampa Electric Co

.450

06/15/49

169,372

575,000

Tampa Electric Co

.625

06/15/50

422,949

925,000

Tampa Electric Co

.450

03/15/51

662,235

500,000

Tucson Electric Power Co

.200

09/15/34

508,743

200,000

Tucson Electric Power Co

.850

12/01/48

178,135

500,000

Tucson Electric Power Co

.250

05/01/51

337,534

500,000

Tucson Electric Power Co

.500

04/15/53

488,501

1,000,000

Tucson Electric Power Co

.900

04/15/55

1,020,934

300,000

Union Electric Co

.500

03/15/29

293,976

500,000

Union Electric Co

.950

03/15/30

475,093

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

1,000,000

Union Electric Co

.150

%

03/15/32

$

871,343

1,000,000

Union Electric Co

.200

04/01/34

1,030,264

1,000,000

Union Electric Co

.250

04/15/35

1,030,612

100,000

Union Electric Co

.450

03/15/39

130,072

100,000

Union Electric Co

.900

09/15/42

82,847

100,000

Union Electric Co

.650

04/15/45

78,092

200,000

Union Electric Co

.000

04/01/48

160,682

1,000,000

Union Electric Co

.250

10/01/49

687,487

675,000

Union Electric Co

.625

03/15/51

416,211

125,000

Union Electric Co

.900

04/01/52

97,706

325,000

Union Electric Co

.450

03/15/53

318,358

500,000

Union Electric Co

.250

01/15/54

477,947

825,000

Union Electric Co

.125

03/15/55

779,235

100,000

United Utilities plc

.875

08/15/28

106,990

1,000,000

Virginia Electric and Power Co

.875

07/15/29

954,478

1,000,000

Virginia Electric and Power Co

.300

11/15/31

883,751

1,000,000

Virginia Electric and Power Co

.400

03/30/32

883,024

750,000

Virginia Electric and Power Co

.000

04/01/33

763,270

1,000,000

Virginia Electric and Power Co

.300

08/15/33

1,037,127

500,000

Virginia Electric and Power Co

.000

01/15/34

505,622

500,000

Virginia Electric and Power Co

.050

08/15/34

506,816

500,000

Virginia Electric and Power Co

.150

03/15/35

509,139

1,500,000

Virginia Electric and Power Co

.900

09/15/35

1,492,152

250,000

Virginia Electric and Power Co

.650

08/15/43

226,509

400,000

Virginia Electric and Power Co

.450

02/15/44

350,312

200,000

Virginia Electric and Power Co

.200

05/15/45

167,175

1,100,000

Virginia Electric and Power Co

.000

11/15/46

884,033

700,000

Virginia Electric and Power Co

.800

09/15/47

541,430

1,300,000

Virginia Electric and Power Co

.600

12/01/48

1,135,038

500,000

Virginia Electric and Power Co

.300

12/01/49

345,530

500,000

Virginia Electric and Power Co

.450

12/15/50

291,084

500,000

Virginia Electric and Power Co

.625

05/15/52

432,008

750,000

Virginia Electric and Power Co

.450

04/01/53

732,260

1,000,000

Virginia Electric and Power Co

.700

08/15/53

1,011,339

1,000,000

Virginia Electric and Power Co

.350

01/15/54

960,967

200,000

Virginia Electric and Power Co

.550

08/15/54

198,193

500,000

Virginia Electric and Power Co

.650

03/15/55

502,910

800,000

Virginia Electric and Power Co

.600

09/15/55

796,854

327,636

Virginia Power Fuel Securitization LLC

.088

05/01/27

329,381

1,000,000

Virginia Power Fuel Securitization LLC

.877

05/01/31

1,023,095

200,000

Washington Gas Light Co

.796

09/15/46

153,460

700,000

Washington Gas Light Co

.650

09/15/49

510,777

500,000

WEC Energy Group, Inc

.375

10/15/27

473,819

172,000

WEC Energy Group, Inc

.800

10/15/30

152,251

725,000

Williams Cos, Inc

.600

03/15/35

752,370

1,000,000

Wisconsin Electric Power Co

.000

05/15/29

1,029,967

1,000,000

Wisconsin Electric Power Co

.150

10/15/30

995,776

575,000

Wisconsin Electric Power Co

.750

09/30/32

589,280

200,000

Wisconsin Electric Power Co

.625

05/15/33

214,373

1,000,000

Wisconsin Electric Power Co

.600

10/01/34

994,335

200,000

Wisconsin Electric Power Co

.300

10/15/48

170,065

425,000

Wisconsin Electric Power Co

.050

10/01/54

398,342

500,000

Wisconsin Power and Light Co

.000

07/01/29

478,260

500,000

Wisconsin Power and Light Co

.950

09/01/32

479,918

150,000

Wisconsin Power and Light Co

.950

04/01/33

151,939

500,000

Wisconsin Power and Light Co

.375

03/30/34

519,200

225,000

Wisconsin Power and Light Co

.650

04/01/50

164,825

1,500,000

Wisconsin Public Service Corp

.550

12/01/29

1,523,780

200,000

Wisconsin Public Service Corp

.752

11/01/44

182,617

300,000

Wisconsin Public Service Corp

.300

09/01/49

210,722

550,000

Wisconsin Public Service Corp

.850

12/01/51

348,076

750,000

Xcel Energy, Inc

.350

12/01/26

742,583

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.5%

(continued)

$

500,000

Xcel Energy, Inc

.750

%

03/15/27

$

483,156

900,000

Xcel Energy, Inc

.000

06/15/28

898,546

1,000,000

Xcel Energy, Inc

.350

11/15/31

880,218

1,000,000

Xcel Energy, Inc

.450

08/15/33

1,034,550

1,000,000

Xcel Energy, Inc

.600

04/15/35

1,036,637

200,000

Xcel Energy, Inc

.800

09/15/41

180,225

500,000

Xcel Energy, Inc

.500

12/01/49

358,643

1,000,000

Zions Bancorp NA

.704

08/18/28

1,003,108

350,000

Zions Bancorp NA

.816

11/19/35

372,034

TOTAL UTILITIES

655,381,378

TOTAL CORPORATE BONDS

(Cost $6,862,449,397)

6,518,907,267

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 71.7%

AGENCY SECURITIES - 0.6%

4,000,000

Federal Farm Credit Banks Funding Corp

.125

10/10/25

4,000,772

2,000,000

Federal Farm Credit Banks Funding Corp

.375

06/23/26

2,007,872

15,000,000

Federal Farm Credit Banks Funding Corp

.625

07/10/26

15,112,531

5,000,000

Federal Farm Credit Banks Funding Corp

.500

08/14/26

5,031,707

4,200,000

Federal Farm Credit Banks Funding Corp

.750

08/16/27

4,204,088

5,000,000

Federal Farm Credit Banks Funding Corp

.650

07/23/35

3,870,221

3,000,000

Federal Home Loan Banks

.625

09/04/26

2,996,403

5,000,000

Federal Home Loan Banks

.625

11/17/26

5,050,540

5,000,000

Federal Home Loan Banks

.125

01/15/27

5,032,242

3,000,000

Federal Home Loan Banks

.000

03/10/27

3,014,257

5,000,000

Federal Home Loan Banks

.750

04/09/27

5,080,948

5,000,000

Federal Home Loan Banks

.875

06/04/27

5,020,752

1,000,000

Federal Home Loan Banks

.500

09/09/27

997,396

10,000,000

(a) Federal Home Loan Banks

.000

06/30/28

10,106,563

13,875,000

(a) Federal Home Loan Banks

.250

11/16/28

13,752,150

4,500,000

Federal National Mortgage Association

.500

11/07/25

4,483,294

4,000,000

Federal National Mortgage Association

.875

09/24/26

3,929,197

3,000,000

Federal National Mortgage Association

.750

10/08/27

2,834,994

10,000,000

(a) Federal National Mortgage Association

.875

08/05/30

8,741,810

5,000,000

Federal National Mortgage Association

.625

11/15/30

5,651,317

1,000,000

Federal National Mortgage Association

.625

07/15/37

1,106,179

1,000,000

Private Export Funding Corp

.900

10/15/27

1,002,030

1,425,000

(a) Tennessee Valley Authority

.875

02/01/27

1,408,787

1,000,000

(a) Tennessee Valley Authority

.875

03/15/28

1,003,735

8,000,000

Tennessee Valley Authority

.875

08/01/30

8,018,817

5,000,000

Tennessee Valley Authority

.500

09/15/31

4,349,243

1,500,000

Tennessee Valley Authority

.375

08/01/34

1,515,812

1,000,000

Tennessee Valley Authority

.875

05/15/35

1,036,082

500,000

Tennessee Valley Authority

.880

04/01/36

559,455

500,000

(a) Tennessee Valley Authority

.500

06/15/38

540,733

4,300,000

Tennessee Valley Authority

.500

12/15/42

3,602,399

750,000

Tennessee Valley Authority

.250

09/15/52

640,641

1,000,000

Tennessee Valley Authority

.250

02/01/55

996,801

1,750,000

Tennessee Valley Authority

.625

09/15/60

1,569,755

300,000

Tennessee Valley Authority

.250

09/15/65

248,382

TOTAL AGENCY SECURITIES

138,517,905

FOREIGN GOVERNMENT BONDS - 2.7%

3,000,000

African Development Bank

.875

07/22/26

2,929,342

1,725,000

African Development Bank

.625

01/04/27

1,742,219

2,000,000

African Development Bank

.125

02/25/27

2,009,202

4,000,000

African Development Bank

.500

09/18/29

3,963,683

1,000,000

Asian Development Bank

.625

01/12/27

985,539

3,000,000

Asian Development Bank

.500

01/20/27

2,913,579

500,000

Asian Development Bank

.375

08/10/27

488,293

500,000

Asian Development Bank

.500

11/02/27

488,211

1,000,000

Asian Development Bank

.750

01/19/28

979,700

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

1,000,000

Asian Development Bank

.750

%

04/25/28

$

1,001,744

2,500,000

Asian Development Bank

.250

06/09/28

2,345,615

75,000

Asian Development Bank

.820

06/16/28

78,752

4,000,000

Asian Development Bank

.500

08/25/28

4,090,101

2,575,000

Asian Development Bank

.125

09/26/28

2,534,365

4,000,000

(a) Asian Development Bank

.375

03/06/29

4,085,023

2,000,000

Asian Development Bank

.750

09/19/29

1,854,782

3,500,000

Asian Development Bank

.875

01/24/30

3,239,509

1,000,000

Asian Development Bank

.750

10/08/30

861,417

2,000,000

Asian Development Bank

.500

03/04/31

1,771,086

500,000

Asian Development Bank

.125

04/27/32

475,878

2,400,000

Asian Development Bank

.875

09/28/32

2,383,180

2,000,000

(a) Asian Development Bank

.000

01/12/33

1,997,732

1,000,000

Asian Development Bank

.875

06/14/33

988,712

2,000,000

Asian Development Bank

.125

01/12/34

2,004,154

2,000,000

Asian Infrastructure Investment Bank

.750

09/14/27

2,002,593

2,000,000

Asian Infrastructure Investment Bank

.000

01/18/28

2,013,565

1,000,000

Asian Infrastructure Investment Bank

.125

01/18/29

1,013,691

4,000,000

Asian Infrastructure Investment Bank

.250

03/13/34

4,042,002

3,620,000

Canada Government International Bond

.750

04/26/28

3,628,621

3,500,000

Canada Government International Bond

.625

04/30/29

3,608,970

3,600,000

Canada Government International Bond

.000

03/18/30

3,636,624

600,000

Chile Government International Bond

.750

01/31/27

589,074

1,000,000

Chile Government International Bond

.850

01/22/29

1,022,400

3,500,000

Chile Government International Bond

.550

01/27/32

3,113,250

1,000,000

Chile Government International Bond

.550

07/27/33

858,650

2,600,000

Chile Government International Bond

.500

01/31/34

2,378,740

2,408,529

Chile Government International Bond

.950

01/05/36

2,417,079

2,000,000

Chile Government International Bond

.650

01/13/37

2,101,300

1,700,000

Chile Government International Bond

.100

05/07/41

1,292,170

1,000,000

Chile Government International Bond

.340

03/07/42

883,100

2,613,000

Chile Government International Bond

.500

01/25/50

1,899,259

1,500,000

Chile Government International Bond

.500

04/15/53

1,071,450

1,500,000

Chile Government International Bond

.330

01/05/54

1,452,975

2,500,000

Chile Government International Bond

.100

01/22/61

1,544,625

750,000

Chile Government International Bond

.250

09/21/71

465,525

1,000,000

Corp Andina de Fomento

.250

11/21/25

1,000,829

1,000,000

Corp Andina de Fomento

.750

04/01/26

1,003,060

1,000,000

Corp Andina de Fomento

.000

04/26/27

1,028,547

2,000,000

Council Of Europe Development Bank

.875

09/22/26

1,943,113

1,000,000

Council Of Europe Development Bank

.625

06/11/27

1,013,578

1,500,000

Council Of Europe Development Bank

.625

01/26/28

1,497,428

3,430,000

European Bank for Reconstruction & Development

.125

01/25/29

3,475,150

2,000,000

European Bank for Reconstruction & Development

.250

03/13/34

2,017,148

2,760,000

European Investment Bank

.750

10/26/26

2,671,431

5,000,000

European Investment Bank

.375

03/15/27

4,834,272

2,675,000

European Investment Bank

.375

03/19/27

2,699,260

400,000

European Investment Bank

.375

05/24/27

391,590

250,000

European Investment Bank

.625

10/21/27

235,102

1,310,000

European Investment Bank

.250

11/15/27

1,299,257

4,000,000

European Investment Bank

.875

03/15/28

4,020,030

4,000,000

European Investment Bank

.500

10/16/28

4,095,217

4,550,000

European Investment Bank

.000

02/15/29

4,594,739

4,500,000

European Investment Bank

.750

06/15/29

4,661,612

550,000

European Investment Bank

.625

10/09/29

507,530

1,000,000

European Investment Bank

.875

05/17/30

878,364

2,000,000

European Investment Bank

.625

07/15/30

1,986,812

2,000,000

European Investment Bank

.750

09/23/30

1,726,716

2,500,000

European Investment Bank

.250

02/14/31

2,190,026

3,000,000

European Investment Bank

.375

10/10/31

3,079,886

3,660,000

European Investment Bank

.750

02/14/33

3,602,858

6,870,000

European Investment Bank

.125

02/13/34

6,893,185

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

1,705,000

European Investment Bank

.875

%

02/15/36

$

1,796,513

1,000,000

Export Development Canada

.750

09/07/27

1,001,427

2,700,000

Export Development Canada

.875

02/14/28

2,711,867

3,000,000

Export Development Canada

.125

02/13/29

3,039,705

2,850,000

Export Development Canada

.000

06/20/30

2,876,037

2,500,000

Export Development Canada

.750

06/05/34

2,614,134

500,000

Export-Import Bank of Korea

.625

05/26/26

495,359

500,000

Export-Import Bank of Korea

.250

08/12/26

496,588

750,000

Export-Import Bank of Korea

.125

12/29/26

723,747

1,000,000

Export-Import Bank of Korea

.625

01/11/27

1,008,325

1,000,000

Export-Import Bank of Korea

.625

01/18/27

971,034

500,000

Export-Import Bank of Korea

.375

04/21/27

488,303

1,000,000

Export-Import Bank of Korea

.250

09/15/27

1,006,074

1,000,000

Export-Import Bank of Korea

.125

10/17/27

1,003,737

1,500,000

Export-Import Bank of Korea

.000

01/11/28

1,535,121

1,000,000

Export-Import Bank of Korea

.625

01/14/28

1,015,488

1,500,000

Export-Import Bank of Korea

.125

09/18/28

1,550,110

1,000,000

Export-Import Bank of Korea

.500

01/11/29

1,015,158

1,000,000

Export-Import Bank of Korea

.000

09/11/29

998,721

500,000

Export-Import Bank of Korea

.875

01/14/30

517,442

1,000,000

Export-Import Bank of Korea

.250

09/21/30

878,290

1,000,000

Export-Import Bank of Korea

.375

02/09/31

873,152

1,000,000

Export-Import Bank of Korea

.125

01/18/32

880,181

485,000

(a) Export-Import Bank of Korea

.500

09/15/32

492,317

1,500,000

Export-Import Bank of Korea

.125

01/11/33

1,571,979

1,500,000

Export-Import Bank of Korea

.125

09/18/33

1,572,307

1,000,000

Export-Import Bank of Korea

.625

01/11/34

1,015,009

500,000

Export-Import Bank of Korea

.250

01/14/35

532,471

1,000,000

Export-Import Bank of Korea

.500

06/29/41

732,688

100,000

Finland Government International Bond

.950

02/15/26

100,954

1,250,000

Hungary Government International Bond

.625

03/29/41

1,482,649

200,000

Hydro-Quebec

.500

12/01/29

233,843

750,000

Indonesia Government International Bond

.500

01/11/28

741,400

900,000

Indonesia Government International Bond

.750

02/11/29

915,322

1,000,000

Indonesia Government International Bond

.400

03/10/29

1,008,103

1,250,000

Indonesia Government International Bond

.400

09/18/29

1,218,036

1,000,000

Indonesia Government International Bond

.250

01/15/30

1,040,393

1,000,000

Indonesia Government International Bond

.850

02/14/30

943,728

675,000

Indonesia Government International Bond

.850

10/15/30

661,568

1,500,000

Indonesia Government International Bond

.850

03/12/31

1,312,531

1,500,000

Indonesia Government International Bond

.150

07/28/31

1,321,948

300,000

Indonesia Government International Bond

.550

03/31/32

282,910

1,000,000

Indonesia Government International Bond

.650

09/20/32

1,002,680

1,275,000

Indonesia Government International Bond

.850

01/11/33

1,286,042

1,000,000

Indonesia Government International Bond

.700

02/10/34

997,035

1,000,000

Indonesia Government International Bond

.750

09/10/34

997,611

1,775,000

Indonesia Government International Bond

.600

01/15/35

1,876,756

875,000

Indonesia Government International Bond

.350

01/11/48

755,957

1,125,000

(a) Indonesia Government International Bond

.350

02/11/49

1,121,755

1,000,000

Indonesia Government International Bond

.700

10/30/49

764,444

1,000,000

Indonesia Government International Bond

.500

02/14/50

734,239

1,250,000

Indonesia Government International Bond

.200

10/15/50

1,030,838

485,000

Indonesia Government International Bond

.300

03/31/52

400,800

500,000

(a) Indonesia Government International Bond

.450

09/20/52

493,761

1,500,000

Indonesia Government International Bond

.650

01/11/53

1,518,799

1,000,000

Indonesia Government International Bond

.100

02/10/54

955,278

1,000,000

Indonesia Government International Bond

.150

09/10/54

958,020

1,000,000

Indonesia Government International Bond

.200

09/23/61

639,366

500,000

Indonesia Government International Bond

.450

04/15/70

405,768

1,750,000

Indonesia Government International Bond

.350

03/12/71

1,145,907

1,500,000

(a) Inter-American Development Bank

.000

07/23/26

1,477,602

5,000,000

Inter-American Development Bank

.500

01/13/27

4,857,214

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

1,000,000

Inter-American Development Bank

.375

%

02/01/27

$

1,007,546

1,000,000

Inter-American Development Bank

.375

07/07/27

977,519

2,000,000

Inter-American Development Bank

.625

09/16/27

1,885,522

3,000,000

Inter-American Development Bank

.000

01/12/28

3,020,502

4,000,000

Inter-American Development Bank

.125

07/20/28

3,731,357

2,000,000

Inter-American Development Bank

.125

09/18/28

1,969,077

4,000,000

Inter-American Development Bank

.125

02/15/29

4,053,315

3,000,000

Inter-American Development Bank

.250

06/18/29

2,848,395

2,000,000

Inter-American Development Bank

.500

09/14/29

1,982,857

3,000,000

Inter-American Development Bank

.125

01/13/31

2,614,146

2,000,000

Inter-American Development Bank

.500

09/13/33

2,056,835

5,000,000

Inter-American Development Bank

.375

07/17/34

5,089,922

1,450,000

Inter-American Development Bank

.200

08/07/42

1,187,231

300,000

Inter-American Development Bank

.375

01/24/44

282,985

750,000

Inter-American Investment Corp

.750

09/19/28

769,793

7,000,000

International Bank for Reconstruction & Development

.875

07/15/26

6,838,544

2,000,000

International Bank for Reconstruction & Development

.750

11/24/27

1,880,205

2,000,000

International Bank for Reconstruction & Development

.500

07/12/28

1,990,382

5,000,000

International Bank for Reconstruction & Development

.625

08/01/28

5,126,555

6,000,000

International Bank for Reconstruction & Development

.625

09/21/29

5,975,651

2,000,000

International Bank for Reconstruction & Development

.750

10/23/29

1,851,471

6,000,000

International Bank for Reconstruction & Development

.875

02/14/30

6,026,947

5,000,000

International Bank for Reconstruction & Development

.875

05/14/30

4,389,580

5,992,000

International Bank for Reconstruction & Development

.000

07/25/30

6,048,286

3,000,000

International Bank for Reconstruction & Development

.750

08/26/30

2,594,858

5,000,000

International Bank for Reconstruction & Development

.250

02/10/31

4,375,376

5,000,000

International Bank for Reconstruction & Development

.625

11/03/31

4,380,841

3,000,000

International Bank for Reconstruction & Development

.500

03/29/32

2,752,087

1,000,000

(a) International Bank for Reconstruction & Development

.750

11/14/33

1,045,338

834,000

(a) International Bank for Reconstruction & Development

.750

02/15/35

869,817

715,000

International Finance Corp

.375

01/15/27

720,061

1,500,000

International Finance Corp

.500

07/13/28

1,532,005

2,500,000

International Finance Corp

.250

07/02/29

2,545,163

5,000,000

International Finance Corp

.750

08/27/30

4,322,949

2,000,000

Israel Government International Bond

.375

03/12/29

2,054,754

2,000,000

Israel Government International Bond

.375

02/19/30

2,062,938

600,000

Israel Government International Bond

.750

07/03/30

552,862

1,915,000

Israel Government International Bond

.500

01/17/33

1,866,400

1,500,000

Israel Government International Bond

.500

03/12/34

1,539,877

8,000,000

(a) Israel Government International Bond

.625

02/19/35

8,269,568

1,500,000

Israel Government International Bond

.500

01/30/43

1,305,895

200,000

Israel Government International Bond

.125

01/17/48

155,547

2,050,000

Israel Government International Bond

.375

01/15/50

1,359,936

1,800,000

Israel Government International Bond

.875

07/03/50

1,292,874

2,000,000

Israel Government International Bond

.750

03/12/54

1,891,887

300,000

Israel Government International Bond

.500

04/03/20

217,557

1,000,000

Japan Bank for International Cooperation

.250

04/27/26

1,001,301

1,000,000

Japan Bank for International Cooperation

.875

06/01/27

984,746

750,000

Japan Bank for International Cooperation

.875

07/21/27

737,772

1,125,000

Japan Bank for International Cooperation

.625

07/22/27

1,140,618

300,000

Japan Bank for International Cooperation

.750

11/16/27

293,536

2,140,000

Japan Bank for International Cooperation

.875

07/03/28

2,143,355

1,000,000

Japan Bank for International Cooperation

.625

07/19/28

1,021,447

1,000,000

Japan Bank for International Cooperation

.875

10/18/28

1,029,105

750,000

Japan Bank for International Cooperation

.500

10/31/28

742,684

2,000,000

Japan Bank for International Cooperation

.125

02/16/29

1,889,235

1,000,000

Japan Bank for International Cooperation

.000

10/17/29

929,434

1,500,000

Japan Bank for International Cooperation

.250

01/21/31

1,305,907

1,200,000

Japan Bank for International Cooperation

.375

01/24/31

1,222,587

3,000,000

Japan Bank for International Cooperation

.875

04/15/31

2,685,697

1,000,000

Japan Bank for International Cooperation

.625

04/17/34

1,028,416

350,000

Japan International Cooperation Agency

.125

10/20/26

343,584

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

1,900,000

Japan International Cooperation Agency

.250

%

05/25/27

$

1,880,318

1,000,000

Japan International Cooperation Agency

.000

05/23/28

1,002,750

700,000

Japan International Cooperation Agency

.375

06/12/28

690,311

2,000,000

Japan International Cooperation Agency

.750

05/21/29

2,056,111

230,000

Japan International Cooperation Agency

.250

05/22/30

232,813

2,000,000

Japan International Cooperation Agency

.000

07/22/30

1,738,386

1,500,000

Japan International Cooperation Agency

.750

04/28/31

1,327,223

400,000

Korea Development Bank

.000

01/13/26

398,691

1,000,000

Korea Development Bank

.800

04/27/26

981,555

1,000,000

Korea Development Bank

.800

07/19/26

974,382

1,000,000

Korea Development Bank

.000

09/09/26

972,152

250,000

Korea Development Bank

.000

09/12/26

245,276

1,000,000

Korea Development Bank

.250

02/24/27

977,374

2,000,000

Korea Development Bank

.125

10/16/27

2,008,116

1,000,000

Korea Development Bank

.625

02/03/28

1,015,764

1,000,000

Korea Development Bank

.375

10/23/28

1,041,909

2,000,000

Korea Development Bank

.500

02/15/29

2,031,480

1,000,000

Korea Development Bank

.875

02/03/30

1,034,447

1,000,000

Korea Development Bank

.750

09/16/30

989,347

1,000,000

Korea Development Bank

.625

01/19/31

884,818

1,000,000

Korea Development Bank

.625

10/23/33

1,079,950

1,500,000

Korea International Bond

.750

01/19/27

1,478,395

2,500,000

Korea International Bond

.500

07/03/29

2,552,019

1,400,000

Korea International Bond

.125

06/10/44

1,263,451

500,000

Korea International Bond

.875

09/20/48

418,759

3,219,000

Kreditanstalt fuer Wiederaufbau

.000

10/01/26

3,130,144

3,000,000

Kreditanstalt fuer Wiederaufbau

.000

05/20/27

2,966,937

5,500,000

Kreditanstalt fuer Wiederaufbau

.750

02/15/28

5,511,221

7,750,000

Kreditanstalt fuer Wiederaufbau

.875

04/03/28

7,607,322

2,000,000

Kreditanstalt fuer Wiederaufbau

.875

06/15/28

2,011,551

1,000,000

Kreditanstalt fuer Wiederaufbau

.750

09/14/29

928,771

5,000,000

Kreditanstalt fuer Wiederaufbau

.750

09/30/30

4,317,251

3,000,000

Landwirtschaftliche Rentenbank

.875

09/28/27

3,011,140

125,000

Landwirtschaftliche Rentenbank

.500

11/15/27

122,006

4,000,000

Landwirtschaftliche Rentenbank

.875

09/03/30

3,482,600

2,000,000

Mexico Government International Bond

.750

03/22/31

1,982,500

5,165,000

Mexico Government International Bond

.850

07/02/32

5,332,346

3,000,000

Mexico Government International Bond

.375

03/22/33

2,991,000

10,635,000

Mexico Government International Bond

.875

05/19/33

10,288,618

2,000,000

Mexico Government International Bond

.500

02/12/34

1,737,000

1,000,000

Mexico Government International Bond

.350

02/09/35

1,056,020

2,500,000

Mexico Government International Bond

.625

09/22/35

2,487,650

5,150,000

Mexico Government International Bond

.000

05/07/36

5,262,527

2,000,000

Mexico Government International Bond

.875

05/13/37

2,157,000

17,493,000

Mexico Government International Bond

.625

01/29/38

18,385,318

1,000,000

Mexico Government International Bond

.000

04/27/51

819,000

14,196,000

Mexico Government International Bond

.338

05/04/53

13,791,414

2,575,000

Mexico Government International Bond

.400

05/07/54

2,513,226

1,750,000

Mexico Government International Bond

.375

05/13/55

1,920,642

2,936,000

Mexico Government International Bond

.771

05/24/61

1,846,597

3,000,000

Mexico Government International Bond

.750

04/19/71

1,818,750

950,000

Mexico Government International Bond

.750

10/12/10

811,300

1,000,000

Nordic Investment Bank

.375

09/08/27

993,733

3,000,000

Nordic Investment Bank

.250

02/28/29

3,049,751

2,000,000

Oriental Republic of Uruguay

.250

09/10/60

1,873,000

300,000

Panama Government International Bond

.125

01/29/26

301,815

2,000,000

Panama Government International Bond

.875

03/17/28

1,961,800

1,450,000

Panama Government International Bond

.160

01/23/30

1,348,746

1,000,000

Panama Government International Bond

.500

03/01/31

1,098,100

2,500,000

Panama Government International Bond

.252

09/29/32

2,020,500

2,500,000

Panama Government International Bond

.298

01/19/33

2,143,625

2,500,000

Panama Government International Bond

.400

02/14/35

2,581,750

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

692,000

Panama Government International Bond

.700

%

01/26/36

$

729,749

1,000,000

(a) Panama Government International Bond

.875

01/31/36

1,061,900

1,000,000

Panama Government International Bond

.000

03/01/38

1,138,100

750,000

Panama Government International Bond

.500

05/15/47

577,500

2,250,000

Panama Government International Bond

.500

04/16/50

1,690,132

1,450,000

Panama Government International Bond

.300

04/29/53

1,059,225

1,500,000

(a) Panama Government International Bond

.853

03/28/54

1,519,650

1,500,000

Panama Government International Bond

.500

04/01/56

1,095,075

1,000,000

Panama Government International Bond

.875

03/01/57

1,124,750

3,500,000

Panama Government International Bond

.870

07/23/60

2,249,800

1,250,000

Panama Government International Bond

.500

01/19/63

905,537

1,500,000

Peruvian Government International Bond

.862

12/01/32

1,235,475

990,000

Peruvian Government International Bond

.000

01/15/34

858,825

415,000

Peruvian Government International Bond

.375

02/08/35

422,677

8,845,000

Peruvian Government International Bond

.500

03/30/36

9,010,844

1,100,000

Peruvian Government International Bond

.550

03/14/37

1,223,200

1,000,000

Peruvian Government International Bond

.300

03/11/41

776,500

1,850,000

Peruvian Government International Bond

.625

11/18/50

1,817,625

2,000,000

Peruvian Government International Bond

.550

03/10/51

1,424,300

2,520,000

Peruvian Government International Bond

.875

08/08/54

2,527,560

2,000,000

Peruvian Government International Bond

.200

06/30/55

2,078,600

1,500,000

Peruvian Government International Bond

.780

12/01/60

835,950

1,500,000

Peruvian Government International Bond

.600

01/15/72

952,350

1,000,000

Peruvian Government International Bond

.230

07/28/21

557,750

500,000

Philippine Government International Bond

.229

03/29/27

493,136

500,000

Philippine Government International Bond

.170

10/13/27

510,565

2,219,000

Philippine Government International Bond

.000

02/01/28

2,166,525

500,000

Philippine Government International Bond

.625

07/17/28

507,426

1,875,000

Philippine Government International Bond

.750

01/14/29

1,850,779

1,000,000

Philippine Government International Bond

.375

03/05/30

1,013,542

1,500,000

Philippine Government International Bond

.457

05/05/30

1,394,844

2,000,000

Philippine Government International Bond

.648

06/10/31

1,741,814

2,000,000

(a) Philippine Government International Bond

.950

01/06/32

1,734,324

1,000,000

Philippine Government International Bond

.556

09/29/32

950,372

1,000,000

Philippine Government International Bond

.609

04/13/33

1,072,540

1,500,000

Philippine Government International Bond

.000

07/17/33

1,548,918

1,500,000

Philippine Government International Bond

.250

05/14/34

1,569,522

1,500,000

Philippine Government International Bond

.500

02/04/35

1,596,068

1,000,000

Philippine Government International Bond

.750

03/05/35

1,007,114

4,083,000

Philippine Government International Bond

.950

01/20/40

3,656,493

300,000

Philippine Government International Bond

.700

03/01/41

255,348

3,793,000

Philippine Government International Bond

.700

02/02/42

3,173,394

1,500,000

Philippine Government International Bond

.950

05/05/45

1,074,180

1,500,000

Philippine Government International Bond

.650

12/10/45

1,010,614

325,000

Philippine Government International Bond

.200

03/29/47

277,324

1,000,000

Philippine Government International Bond

.950

10/13/47

1,074,215

1,000,000

Philippine Government International Bond

.500

01/17/48

1,020,548

1,500,000

Philippine Government International Bond

.600

05/14/49

1,538,216

1,000,000

Philippine Government International Bond

.175

09/05/49

968,921

1,500,000

Philippine Government International Bond

.900

02/04/50

1,597,772

925,000

Province of Alberta Canada

.300

03/15/28

914,341

1,000,000

Province of Alberta Canada

.500

06/26/29

1,022,789

2,000,000

Province of Alberta Canada

.300

07/22/30

1,774,048

1,000,000

Province of Alberta Canada

.500

01/24/34

1,010,764

5,000,000

Province of British Columbia Canada

.700

01/24/28

5,101,680

1,000,000

Province of British Columbia Canada

.800

11/15/28

1,029,663

3,500,000

Province of British Columbia Canada

.900

04/24/29

3,626,277

1,000,000

Province of British Columbia Canada

.900

08/27/30

999,692

1,500,000

Province of British Columbia Canada

.300

01/29/31

1,309,903

850,000

Province of British Columbia Canada

.200

07/06/33

844,085

3,000,000

Province of British Columbia Canada

.750

06/12/34

3,074,729

3,000,000

Province of British Columbia Canada

.800

06/11/35

3,068,330

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

500,000

Province of Manitoba Canada

.125

%

06/22/26

$

493,348

1,000,000

Province of Manitoba Canada

.500

10/25/28

933,758

1,000,000

Province of Manitoba Canada

.300

07/27/33

995,027

1,000,000

Province of Manitoba Canada

.900

05/31/34

1,032,670

500,000

Province of New Brunswick Canada

.625

02/24/28

496,726

1,000,000

Province of Ontario Canada

.100

05/19/27

989,699

1,000,000

Province of Ontario Canada

.050

05/21/27

957,331

1,000,000

Province of Ontario Canada

.200

01/18/29

1,012,781

1,500,000

Province of Ontario Canada

.700

09/17/29

1,493,079

2,000,000

Province of Ontario Canada

.000

10/02/29

1,864,806

3,500,000

Province of Ontario Canada

.700

01/15/30

3,615,360

3,000,000

Province of Ontario Canada

.900

09/04/30

2,999,775

1,000,000

Province of Ontario Canada

.125

10/07/30

873,951

3,000,000

Province of Ontario Canada

.600

02/25/31

2,658,799

1,500,000

Province of Ontario Canada

.800

10/14/31

1,319,759

1,500,000

Province of Ontario Canada

.125

01/21/32

1,334,306

2,000,000

Province of Ontario Canada

.050

04/24/34

2,098,025

1,375,000

Province of Ontario Canada

.850

06/11/35

1,415,294

3,500,000

Province of Quebec Canada

.500

04/20/26

3,471,914

500,000

Province of Quebec Canada

.750

04/12/27

492,389

3,000,000

Province of Quebec Canada

.625

04/13/28

2,989,887

1,000,000

Province of Quebec Canada

.500

04/03/29

1,022,892

201,000

Province of Quebec Canada

.500

09/15/29

227,540

1,500,000

Province of Quebec Canada

.350

05/28/30

1,338,902

3,000,000

Province of Quebec Canada

.900

04/21/31

2,683,931

2,000,000

Province of Quebec Canada

.500

09/08/33

2,025,101

1,000,000

Province of Quebec Canada

.250

09/05/34

989,544

2,000,000

Province of Quebec Canada

.625

08/28/35

2,020,674

1,000,000

Province of Saskatchewan Canada

.250

06/08/27

991,285

1,000,000

Province of Saskatchewan Canada

.650

01/28/30

1,029,145

1,500,000

Republic of Italy Government International Bond

.875

10/17/29

1,433,637

1,599,000

Republic of Italy Government International Bond

.375

06/15/33

1,685,829

2,000,000

Republic of Italy Government International Bond

.000

10/17/49

1,504,300

3,750,000

Republic of Italy Government International Bond

.875

05/06/51

2,716,669

1,500,000

Republic of Poland Government International Bond

.500

11/16/27

1,550,229

1,500,000

Republic of Poland Government International Bond

.625

03/18/29

1,527,139

2,000,000

Republic of Poland Government International Bond

.875

02/12/30

2,058,258

850,000

Republic of Poland Government International Bond

.750

11/16/32

910,697

2,000,000

Republic of Poland Government International Bond

.875

10/04/33

2,026,240

2,900,000

Republic of Poland Government International Bond

.125

09/18/34

2,964,331

4,000,000

Republic of Poland Government International Bond

.375

02/12/35

4,150,291

1,050,000

Republic of Poland Government International Bond

.500

04/04/53

1,016,774

4,150,000

Republic of Poland Government International Bond

.500

03/18/54

4,012,280

1,000,000

State of Israel

.500

01/15/30

921,417

3,000,000

Svensk Exportkredit AB

.750

09/13/27

3,002,041

1,500,000

Svensk Exportkredit AB

.125

06/14/28

1,514,449

1,000,000

Svensk Exportkredit AB

.250

02/01/29

1,014,983

2,000,000

Svensk Exportkredit AB

.750

07/29/30

1,993,417

1,000,000

Svensk Exportkredit AB

.875

10/04/30

1,045,030

398,175

Uruguay Government International Bond

.375

01/23/31

402,316

5,957,660

Uruguay Government International Bond

.750

10/28/34

6,386,612

2,211,913

Uruguay Government International Bond

.442

02/14/37

2,312,555

500,000

Uruguay Government International Bond

.125

11/20/45

439,750

2,063,907

Uruguay Government International Bond

.100

06/18/50

1,951,424

2,425,000

Uruguay Government International Bond

.975

04/20/55

2,205,537

TOTAL FOREIGN GOVERNMENT BONDS

707,509,659

MORTGAGE BACKED - 24.1%

58,514,711

Fannie Mae

.000

02/01/52

47,270,645

Fannie Mae Pool

.500

10/01/25

Fannie Mae Pool

.000

10/01/25

Fannie Mae Pool

.000

11/01/25

2,559

Fannie Mae Pool

.500

12/01/25

2,550

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

3,248

Fannie Mae Pool

.500

%

02/01/26

$

3,234

17,180

Fannie Mae Pool

.500

02/01/26

17,109

1,513

Fannie Mae Pool

.000

03/01/26

1,508

6,469

Fannie Mae Pool

.000

06/01/26

6,442

4,252

Fannie Mae Pool

.500

08/01/26

4,231

6,480

Fannie Mae Pool

.500

09/01/26

6,444

2,328

Fannie Mae Pool

.000

09/01/26

2,320

13,147

Fannie Mae Pool

.500

10/01/26

13,075

Fannie Mae Pool

.000

10/01/26

17,836

Fannie Mae Pool

.000

11/01/26

17,689

18,299

Fannie Mae Pool

.000

12/01/26

18,142

50,618

Fannie Mae Pool

.000

01/01/27

50,184

7,651

Fannie Mae Pool

.000

01/01/27

7,618

44,122

Fannie Mae Pool

.500

02/01/27

43,823

87,829

Fannie Mae Pool

.000

04/01/27

86,997

49,245

Fannie Mae Pool

.000

04/01/27

48,778

31,486

Fannie Mae Pool

.500

05/01/27

31,292

41,521

Fannie Mae Pool

.500

06/01/27

40,973

126,897

Fannie Mae Pool

.000

06/01/27

125,459

45,063

Fannie Mae Pool

.500

07/01/27

44,468

114,154

Fannie Mae Pool

.500

09/01/27

112,516

1,029

Fannie Mae Pool

.500

09/01/27

1,037

172,771

Fannie Mae Pool

.500

10/01/27

170,291

115,430

Fannie Mae Pool

.000

11/01/27

114,233

Fannie Mae Pool

.500

01/01/28

500,832

Fannie Mae Pool

.500

02/01/28

492,710

421,918

Fannie Mae Pool

.500

02/01/28

415,035

Fannie Mae Pool

.000

02/01/28

335,715

Fannie Mae Pool

.500

04/01/28

330,069

494,117

Fannie Mae Pool

.500

04/01/28

485,808

1,402

Fannie Mae Pool

.500

06/01/28

1,419

145,237

Fannie Mae Pool

.500

07/01/28

142,509

310,752

Fannie Mae Pool

.500

08/01/28

304,912

303,469

Fannie Mae Pool

.000

10/01/28

297,892

Fannie Mae Pool

.500

11/01/28

Fannie Mae Pool

.500

01/01/29

597,160

Fannie Mae Pool

.000

03/01/29

587,791

1,961

Fannie Mae Pool

.000

03/01/29

1,953

2,182,742

Fannie Mae Pool

.000

04/01/29

2,148,473

8,084

Fannie Mae Pool

.500

04/01/29

8,117

5,487

Fannie Mae Pool

.000

05/01/29

5,460

3,240

Fannie Mae Pool

.500

06/01/29

3,248

1,109

Fannie Mae Pool

.000

07/01/29

1,103

22,021

Fannie Mae Pool

.500

08/01/29

22,069

2,444,098

Fannie Mae Pool

.500

09/01/29

2,424,200

4,334

Fannie Mae Pool

.500

09/01/29

4,338

3,063

Fannie Mae Pool

.500

11/01/29

3,064

1,420

Fannie Mae Pool

.500

01/01/30

1,428

379,183

Fannie Mae Pool

.500

02/01/30

368,290

2,972

Fannie Mae Pool

.000

03/01/30

2,963

1,340

Fannie Mae Pool

.500

05/01/30

1,348

2,104

Fannie Mae Pool

.500

06/01/30

2,111

932,501

Fannie Mae Pool

.000

07/01/30

913,089

19,571

Fannie Mae Pool

.500

08/01/30

19,632

4,274

Fannie Mae Pool

.000

09/01/30

4,254

23,408

Fannie Mae Pool

.000

10/01/30

23,348

250,752

Fannie Mae Pool

.000

11/01/30

249,541

37,729

Fannie Mae Pool

.000

11/01/30

37,536

9,532

Fannie Mae Pool

.500

12/01/30

9,582

936,130

Fannie Mae Pool

.000

02/01/31

914,651

14,555

Fannie Mae Pool

.500

02/01/31

14,375

15,699

Fannie Mae Pool

.000

02/01/31

15,615

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

Fannie Mae Pool

.500

%

03/01/31

$

1,101,756

Fannie Mae Pool

.500

04/01/31

1,064,394

42,832

Fannie Mae Pool

.500

04/01/31

42,148

5,237

Fannie Mae Pool

.000

04/01/31

5,214

1,057,023

Fannie Mae Pool

.000

05/01/31

1,032,702

Fannie Mae Pool

.000

05/01/31

1,266,143

Fannie Mae Pool

.500

06/01/31

1,223,701

290,041

Fannie Mae Pool

.500

07/01/31

290,715

28,627

Fannie Mae Pool

.500

07/01/31

28,801

170,814

Fannie Mae Pool

.000

08/01/31

169,855

1,683,513

Fannie Mae Pool

.500

09/01/31

1,624,732

860,869

Fannie Mae Pool

.000

09/01/31

840,908

9,939

Fannie Mae Pool

.000

09/01/31

9,882

Fannie Mae Pool

.500

09/01/31

6,340

Fannie Mae Pool

.000

11/01/31

6,542

878

Fannie Mae Pool

.500

11/01/31

908

1,852,057

Fannie Mae Pool

.500

12/01/31

1,786,384

308,429

Fannie Mae Pool

.500

01/01/32

303,090

2,008

Fannie Mae Pool

.000

01/01/32

2,072

126,190

Fannie Mae Pool

.500

02/01/32

123,982

1,465

Fannie Mae Pool

.000

02/01/32

1,528

1,154,604

Fannie Mae Pool

.000

03/01/32

1,124,108

5,765

Fannie Mae Pool

.500

04/01/32

6,033

4,014,692

Fannie Mae Pool

.000

06/01/32

3,913,540

12,395

Fannie Mae Pool

.500

07/01/32

12,959

2,556

Fannie Mae Pool

.500

08/01/32

2,647

152,592

Fannie Mae Pool

.000

09/01/32

147,267

2,069

Fannie Mae Pool

.500

09/01/32

2,072

454,785

Fannie Mae Pool

.000

10/01/32

439,302

17,066

Fannie Mae Pool

.500

10/01/32

17,228

3,774

Fannie Mae Pool

.000

11/01/32

3,865

2,754,113

Fannie Mae Pool

.000

12/01/32

2,664,950

3,363

Fannie Mae Pool

.500

12/01/32

3,459

Fannie Mae Pool

.500

12/01/32

5,122

Fannie Mae Pool

.000

12/01/32

5,234

29,284

Fannie Mae Pool

.500

01/01/33

29,956

81,030

Fannie Mae Pool

.000

01/01/33

83,822

27,471

Fannie Mae Pool

.000

02/01/33

27,608

717

Fannie Mae Pool

.000

02/01/33

726

343,640

Fannie Mae Pool

.000

04/01/33

330,571

394,760

Fannie Mae Pool

.500

04/01/33

386,545

1,542

Fannie Mae Pool

.000

04/01/33

1,593

1,839,972

Fannie Mae Pool

.500

05/01/33

1,814,608

199,008

Fannie Mae Pool

.500

05/01/33

203,902

11,558

Fannie Mae Pool

.000

06/01/33

11,715

21,500

Fannie Mae Pool

.500

06/01/33

21,989

3,104

Fannie Mae Pool

.500

07/01/33

3,077

13,114

Fannie Mae Pool

.000

07/01/33

13,178

19,178

Fannie Mae Pool

.500

08/01/33

18,856

2,661

Fannie Mae Pool

.500

08/01/33

2,640

5,211

Fannie Mae Pool

.000

08/01/33

5,238

16,373

Fannie Mae Pool

.500

09/01/33

16,512

20,271

Fannie Mae Pool

.500

09/01/33

20,443

4,231

Fannie Mae Pool

.000

09/01/33

4,390

30,992

Fannie Mae Pool

.500

10/01/33

30,926

6,055

Fannie Mae Pool

.000

10/01/33

6,138

2,572

Fannie Mae Pool

.000

10/01/33

2,567

17,612

Fannie Mae Pool

.500

10/01/33

17,797

102,926

Fannie Mae Pool

.500

10/01/33

103,958

1,676

Fannie Mae Pool

.500

11/01/33

1,674

6,259

Fannie Mae Pool

.000

11/01/33

6,345

447,159

Fannie Mae Pool

.000

11/01/33

452,566

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

49,924

Fannie Mae Pool

.000

%

12/01/33

$

50,475

74,907

Fannie Mae Pool

.500

12/01/33

75,946

667,293

Fannie Mae Pool

.000

01/01/34

638,485

19,920

Fannie Mae Pool

.000

02/01/34

20,181

86,760

Fannie Mae Pool

.000

02/01/34

90,343

5,009

Fannie Mae Pool

.000

03/01/34

5,076

2,023

Fannie Mae Pool

.000

03/01/34

2,048

119,468

Fannie Mae Pool

.000

03/01/34

121,047

2,614

Fannie Mae Pool

.000

03/01/34

2,644

5,956

Fannie Mae Pool

.000

03/01/34

6,034

1,769

Fannie Mae Pool

.000

03/01/34

1,791

18,447

Fannie Mae Pool

.000

04/01/34

18,700

18,697

Fannie Mae Pool

.500

04/01/34

19,191

6,572

Fannie Mae Pool

.500

05/01/34

6,510

2,318

Fannie Mae Pool

.500

05/01/34

2,335

4,414

Fannie Mae Pool

.500

07/01/34

4,532

6,462

Fannie Mae Pool

.500

07/01/34

6,617

6,221

Fannie Mae Pool

.000

07/01/34

6,496

50,294

Fannie Mae Pool

.000

08/01/34

50,947

5,386

Fannie Mae Pool

.000

08/01/34

5,460

29,138

Fannie Mae Pool

.000

08/01/34

30,303

4,994

Fannie Mae Pool

.000

08/01/34

5,180

2,992,177

Fannie Mae Pool

.500

09/01/34

2,942,349

106,991

Fannie Mae Pool

.500

09/01/34

109,961

4,019,292

Fannie Mae Pool

.500

11/01/34

3,819,856

922

Fannie Mae Pool

.500

11/01/34

958

3,473,776

Fannie Mae Pool

.500

12/01/34

3,301,397

847,341

Fannie Mae Pool

.000

12/01/34

819,831

1,573

Fannie Mae Pool

.000

12/01/34

1,592

981

Fannie Mae Pool

.500

12/01/34

1,017

3,874

Fannie Mae Pool

.000

12/01/34

4,035

143,197

Fannie Mae Pool

.500

01/01/35

142,699

16,018

Fannie Mae Pool

.500

01/01/35

16,591

1,902,926

Fannie Mae Pool

.500

02/01/35

1,870,799

312,620

Fannie Mae Pool

.500

02/01/35

321,210

13,998

Fannie Mae Pool

.500

02/01/35

14,518

874,819

Fannie Mae Pool

.500

03/01/35

831,389

53,510

Fannie Mae Pool

.500

04/01/35

53,963

13,613

Fannie Mae Pool

.000

04/01/35

14,304

12,680

Fannie Mae Pool

.000

04/01/35

13,238

2,398,249

Fannie Mae Pool

.500

05/01/35

2,259,253

4,210,864

Fannie Mae Pool

.000

05/01/35

4,054,387

15,219

Fannie Mae Pool

.000

05/01/35

15,893

5,107

Fannie Mae Pool

.000

06/01/35

5,178

15,394

Fannie Mae Pool

.000

07/01/35

15,537

869

(d) Fannie Mae Pool, (LIBOR 12 M + 1.570%)

.320

07/01/35

883

1,812,074

Fannie Mae Pool

.500

08/01/35

1,710,925

1,419,338

Fannie Mae Pool

.000

08/01/35

1,353,091

31,820

Fannie Mae Pool

.500

08/01/35

32,055

29,772

Fannie Mae Pool

.000

08/01/35

30,450

24,316

Fannie Mae Pool

.000

08/01/35

24,890

1,146

Fannie Mae Pool

.500

09/01/35

1,155

1,261

Fannie Mae Pool

.500

09/01/35

1,257

4,026

Fannie Mae Pool

.500

09/01/35

4,176

5,078,432

Fannie Mae Pool

.500

10/01/35

4,794,899

15,379

Fannie Mae Pool

.000

10/01/35

15,746

39,729

Fannie Mae Pool

.500

10/01/35

40,104

12,258,172

Fannie Mae Pool

.500

11/01/35

11,029,282

11,123,107

Fannie Mae Pool

.000

11/01/35

10,274,696

5,543,902

Fannie Mae Pool

.500

11/01/35

5,222,459

35,026

Fannie Mae Pool

.500

11/01/35

36,444

4,507,547

Fannie Mae Pool

.000

12/01/35

4,167,727

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

13,049,609

Fannie Mae Pool

.500

%

01/01/36

$

11,741,272

1,836,267

Fannie Mae Pool

.500

01/01/36

1,781,811

113,287

Fannie Mae Pool

.000

02/01/36

116,011

3,948

(d) Fannie Mae Pool, (LIBOR 12 M + 1.535%)

.535

02/01/36

4,010

11,283,304

Fannie Mae Pool

.500

03/01/36

10,107,238

33,407,045

Fannie Mae Pool

.000

03/01/36

30,784,659

50,073

Fannie Mae Pool

.000

03/01/36

52,764

9,530,367

Fannie Mae Pool

.500

04/01/36

8,551,045

6,216,434

Fannie Mae Pool

.000

05/01/36

5,453,709

12,478,576

Fannie Mae Pool

.500

05/01/36

11,196,210

11,387,506

Fannie Mae Pool

.000

05/01/36

10,493,434

608,016

Fannie Mae Pool

.500

05/01/36

588,490

633

Fannie Mae Pool

.000

05/01/36

648

76,864

Fannie Mae Pool

.000

06/01/36

80,752

11,609,666

Fannie Mae Pool

.000

07/01/36

10,698,015

3,415

Fannie Mae Pool

.000

07/01/36

3,536

3,062

(d) Fannie Mae Pool, (LIBOR 12 M + 1.632%)

.382

07/01/36

3,111

7,896

Fannie Mae Pool

.500

07/01/36

8,246

2,946,381

Fannie Mae Pool

.500

08/01/36

2,636,256

4,658,277

Fannie Mae Pool

.000

08/01/36

4,421,452

42,121

Fannie Mae Pool

.500

08/01/36

43,390

43,924

Fannie Mae Pool

.500

08/01/36

45,488

9,637,546

Fannie Mae Pool

.500

09/01/36

8,628,778

20,322,873

Fannie Mae Pool

.000

09/01/36

18,726,824

11,176,331

Fannie Mae Pool

.500

09/01/36

10,524,803

752,872

Fannie Mae Pool

.000

09/01/36

714,284

3,879

Fannie Mae Pool

.500

09/01/36

3,983

1,363

Fannie Mae Pool

.500

09/01/36

1,443

5,337

Fannie Mae Pool

.500

09/01/36

5,630

7,156

Fannie Mae Pool

.000

10/01/36

7,541

20,003,170

Fannie Mae Pool

.500

11/01/36

17,917,110

16,887,164

Fannie Mae Pool

.000

11/01/36

15,527,514

1,694,234

Fannie Mae Pool

.000

11/01/36

1,605,733

3,355

Fannie Mae Pool

.500

11/01/36

3,536

4,574,292

Fannie Mae Pool

.000

12/01/36

4,208,230

21,450

Fannie Mae Pool

.000

12/01/36

22,604

3,034,387

Fannie Mae Pool

.500

01/01/37

2,716,775

8,031,047

Fannie Mae Pool

.000

01/01/37

7,380,345

8,480

Fannie Mae Pool

.500

01/01/37

8,823

4,315

(d) Fannie Mae Pool, (LIBOR 12 M + 1.720%)

.637

01/01/37

4,432

3,455,479

Fannie Mae Pool

.500

02/01/37

3,091,653

5,094,126

Fannie Mae Pool

.000

02/01/37

4,683,050

63,077

Fannie Mae Pool

.500

02/01/37

65,632

4,102

Fannie Mae Pool

.000

02/01/37

4,322

(d) Fannie Mae Pool, (LIBOR 6 M + 1.460%)

.085

02/01/37

9,487

Fannie Mae Pool

.000

02/01/37

10,044

9,805,742

Fannie Mae Pool

.500

03/01/37

8,798,189

21,255,075

Fannie Mae Pool

.000

03/01/37

19,532,857

681

Fannie Mae Pool

.000

03/01/37

698

21,744

Fannie Mae Pool

.500

03/01/37

22,894

36,215

Fannie Mae Pool

.500

03/01/37

38,347

1,572

(d) Fannie Mae Pool, (LIBOR 12 M + 1.875%)

.750

03/01/37

1,618

17,709,751

Fannie Mae Pool

.000

04/01/37

16,274,685

1,983,940

Fannie Mae Pool

.500

04/01/37

1,866,422

10,465

Fannie Mae Pool

.000

04/01/37

11,091

9,182,085

Fannie Mae Pool

.500

05/01/37

8,217,227

29,391

Fannie Mae Pool

.000

05/01/37

30,135

4,927

Fannie Mae Pool

.500

06/01/37

5,126

4,859

(d) Fannie Mae Pool, (LIBOR 12 M + 1.782%)

.455

06/01/37

4,995

3,318,480

Fannie Mae Pool

.500

08/01/37

3,120,634

3,395,528

Fannie Mae Pool

.000

08/01/37

3,252,398

5,873

Fannie Mae Pool

.500

08/01/37

6,108

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

757

Fannie Mae Pool

.000

%

08/01/37

$

784

11,878

Fannie Mae Pool

.500

09/01/37

12,277

10,165

Fannie Mae Pool

.000

09/01/37

10,598

19,222

Fannie Mae Pool

.000

09/01/37

20,029

14,304

Fannie Mae Pool

.000

09/01/37

15,074

35,892

Fannie Mae Pool

.000

09/01/37

37,593

55,099

Fannie Mae Pool

.000

09/01/37

57,887

5,241

Fannie Mae Pool

.500

09/01/37

5,455

3,449

Fannie Mae Pool

.500

09/01/37

3,593

2,945

Fannie Mae Pool

.500

10/01/37

3,090

4,964,333

Fannie Mae Pool

.000

11/01/37

4,755,074

4,699,979

Fannie Mae Pool

.500

11/01/37

4,531,466

3,393,362

Fannie Mae Pool

.000

11/01/37

3,340,624

46,180

Fannie Mae Pool

.500

11/01/37

47,957

76,781

Fannie Mae Pool

.000

11/01/37

80,913

2,198

Fannie Mae Pool

.000

11/01/37

2,295

1,537,884

Fannie Mae Pool

.000

12/01/37

1,450,328

1,543,732

Fannie Mae Pool

.000

01/01/38

1,518,568

Fannie Mae Pool

.500

01/01/38

2,578,144

Fannie Mae Pool

.500

02/01/38

2,578,213

1,735,582

Fannie Mae Pool

.000

02/01/38

1,755,790

21,871

Fannie Mae Pool

.500

02/01/38

22,712

12,477

Fannie Mae Pool

.500

02/01/38

13,045

6,560

Fannie Mae Pool

.000

02/01/38

7,032

2,324

Fannie Mae Pool

.000

03/01/38

2,383

1,121

Fannie Mae Pool

.000

03/01/38

1,149

5,266

Fannie Mae Pool

.500

03/01/38

5,466

1,773

Fannie Mae Pool

.000

03/01/38

1,882

4,094

Fannie Mae Pool

.500

03/01/38

4,317

4,800

Fannie Mae Pool

.500

03/01/38

4,953

4,154

Fannie Mae Pool

.500

03/01/38

4,327

6,340

(d) Fannie Mae Pool, (LIBOR 12 M + 1.770%)

.770

03/01/38

6,517

50,954

Fannie Mae Pool

.500

04/01/38

52,771

91,423

Fannie Mae Pool

.000

04/01/38

96,308

240,826

Fannie Mae Pool

.000

05/01/38

246,466

68,168

Fannie Mae Pool

.000

05/01/38

69,825

170,544

Fannie Mae Pool

.000

06/01/38

180,090

278,726

Fannie Mae Pool

.500

06/01/38

295,147

62,991

Fannie Mae Pool

.000

07/01/38

66,381

(d) Fannie Mae Pool, (LIBOR 12 M + 1.603%)

.272

08/01/38

194,364

Fannie Mae Pool

.000

09/01/38

204,827

518

Fannie Mae Pool

.000

10/01/38

539

3,129

(d) Fannie Mae Pool, (LIBOR 12 M + 1.200%)

.700

10/01/38

3,178

2,173,145

Fannie Mae Pool

.000

11/01/38

2,197,545

2,284

Fannie Mae Pool

.500

11/01/38

2,369

3,258,014

Fannie Mae Pool

.000

11/01/38

3,366,455

1,087

Fannie Mae Pool

.000

12/01/38

1,115

187,145

Fannie Mae Pool

.500

12/01/38

194,719

8,508

Fannie Mae Pool

.500

01/01/39

8,581

15,963

Fannie Mae Pool

.000

01/01/39

16,261

697,051

Fannie Mae Pool

.000

01/01/39

711,617

24,850

Fannie Mae Pool

.500

01/01/39

25,668

98,012

Fannie Mae Pool

.500

01/01/39

101,864

10,218

Fannie Mae Pool

.000

01/01/39

10,720

950

Fannie Mae Pool

.000

01/01/39

971

32,789

Fannie Mae Pool

.500

02/01/39

33,020

118,103

Fannie Mae Pool

.500

02/01/39

118,934

45,445

Fannie Mae Pool

.500

02/01/39

45,751

2,332

Fannie Mae Pool

.500

02/01/39

2,416

102,195

Fannie Mae Pool

.000

04/01/39

100,559

5,457

Fannie Mae Pool

.500

04/01/39

5,636

185,465

Fannie Mae Pool

.500

05/01/39

186,713

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

35,262

Fannie Mae Pool

.500

%

05/01/39

$

35,564

101,634

Fannie Mae Pool

.500

06/01/39

101,950

35,149

Fannie Mae Pool

.500

06/01/39

35,364

80,002

Fannie Mae Pool

.500

06/01/39

83,244

3,343,752

Fannie Mae Pool

.500

06/01/39

3,417,806

19,134

Fannie Mae Pool

.500

07/01/39

19,168

21,687

Fannie Mae Pool

.500

07/01/39

21,813

2,211

Fannie Mae Pool

.000

07/01/39

2,265

3,353,124

Fannie Mae Pool

.500

07/01/39

3,428,189

1,242

(d) Fannie Mae Pool, (LIBOR 12 M + 1.835%)

.460

07/01/39

1,279

362,674

Fannie Mae Pool

.000

08/01/39

356,470

62,889

Fannie Mae Pool

.000

08/01/39

61,813

5,686

Fannie Mae Pool

.500

08/01/39

5,732

239,967

Fannie Mae Pool

.500

08/01/39

241,655

70,082

Fannie Mae Pool

.500

08/01/39

70,489

276,658

Fannie Mae Pool

.000

08/01/39

283,325

1,950

Fannie Mae Pool

.000

08/01/39

2,001

4,349

(d) Fannie Mae Pool, (LIBOR 12 M + 1.650%)

.400

08/01/39

4,449

2,889

(d) Fannie Mae Pool, (LIBOR 12 M + 1.690%)

.440

08/01/39

2,966

134,475

Fannie Mae Pool

.000

09/01/39

132,202

16,059

Fannie Mae Pool

.000

09/01/39

16,451

2,944,863

Fannie Mae Pool

.000

09/01/39

2,975,555

70,756

Fannie Mae Pool

.500

09/01/39

73,279

37,962

Fannie Mae Pool

.000

09/01/39

40,005

4,609,078

Fannie Mae Pool

.500

10/01/39

4,605,668

133,363

Fannie Mae Pool

.500

10/01/39

141,224

2,642,091

Fannie Mae Pool

.500

11/01/39

2,639,005

6,220

Fannie Mae Pool

.000

11/01/39

6,372

161,064

Fannie Mae Pool

.000

12/01/39

157,844

13,827

Fannie Mae Pool

.500

12/01/39

13,907

35,338

Fannie Mae Pool

.500

12/01/39

35,478

553,219

Fannie Mae Pool

.500

12/01/39

555,577

12,150

Fannie Mae Pool

.500

01/01/40

12,205

13,861

Fannie Mae Pool

.000

01/01/40

14,195

7,768,347

Fannie Mae Pool

.000

01/01/40

7,849,340

5,465

(d) Fannie Mae Pool, (LIBOR 12 M + 1.815%)

.776

01/01/40

5,664

85,034

Fannie Mae Pool

.000

02/01/40

89,577

4,404,109

Fannie Mae Pool

.500

03/01/40

4,013,590

118,110

Fannie Mae Pool

.500

03/01/40

118,541

48,227

Fannie Mae Pool

.500

03/01/40

48,343

5,304

Fannie Mae Pool

.000

03/01/40

5,432

5,694,363

Fannie Mae Pool

.500

04/01/40

5,182,491

5,646,196

Fannie Mae Pool

.000

04/01/40

5,270,649

5,293

Fannie Mae Pool

.500

04/01/40

5,317

193,665

Fannie Mae Pool

.000

04/01/40

198,334

4,701,946

Fannie Mae Pool

.000

04/01/40

4,751,005

128,829

Fannie Mae Pool

.000

04/01/40

131,934

1,897,013

Fannie Mae Pool

.000

04/01/40

1,958,678

3,659

Fannie Mae Pool

.500

05/01/40

3,662

15,621

(d) Fannie Mae Pool, (LIBOR 12 M + 1.840%)

.741

05/01/40

16,185

3,555

(d) Fannie Mae Pool, (LIBOR 12 M + 1.790%)

.790

05/01/40

3,648

12,291

(d) Fannie Mae Pool, (LIBOR 12 M + 1.835%)

.835

05/01/40

12,665

5,122,831

Fannie Mae Pool

.500

06/01/40

4,659,155

11,680

Fannie Mae Pool

.500

07/01/40

11,715

10,512

Fannie Mae Pool

.500

07/01/40

10,538

17,183

Fannie Mae Pool

.000

07/01/40

17,597

7,671,834

Fannie Mae Pool

.500

07/01/40

7,841,150

106,481

Fannie Mae Pool

.500

08/01/40

106,836

150,453

Fannie Mae Pool

.500

08/01/40

150,908

105,083

Fannie Mae Pool

.000

08/01/40

107,617

234,097

Fannie Mae Pool

.500

09/01/40

234,661

98,292

Fannie Mae Pool

.500

09/01/40

98,327

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

247,842

Fannie Mae Pool

.000

%

09/01/40

$

261,169

34,729

Fannie Mae Pool

.500

10/01/40

33,135

162,478

Fannie Mae Pool

.000

10/01/40

158,728

355,516

Fannie Mae Pool

.000

10/01/40

346,358

280,251

Fannie Mae Pool

.500

10/01/40

280,582

325,060

Fannie Mae Pool

.500

11/01/40

310,242

320,663

Fannie Mae Pool

.000

11/01/40

312,536

369,774

Fannie Mae Pool

.000

11/01/40

361,240

207,911

Fannie Mae Pool

.000

11/01/40

202,727

41,557

Fannie Mae Pool

.500

11/01/40

41,594

11,449,453

Fannie Mae Pool

.000

12/01/40

9,920,335

108,627

Fannie Mae Pool

.000

12/01/40

105,919

924,339

Fannie Mae Pool

.500

12/01/40

925,429

21,981

(d) Fannie Mae Pool, (LIBOR 12 M + 1.823%)

.448

12/01/40

22,665

10,187

Fannie Mae Pool

.500

01/01/41

9,723

6,240,108

Fannie Mae Pool

.500

02/01/41

5,210,109

9,402,358

Fannie Mae Pool

.000

02/01/41

8,133,596

43,673

Fannie Mae Pool

.500

02/01/41

41,682

307,056

Fannie Mae Pool

.000

02/01/41

299,273

10,347

(d) Fannie Mae Pool, (LIBOR 12 M + 1.817%)

.776

02/01/41

10,708

310,238

Fannie Mae Pool

.000

03/01/41

302,438

13,386,364

Fannie Mae Pool

.000

04/01/41

11,653,550

231,502

Fannie Mae Pool

.500

04/01/41

231,680

192,221

Fannie Mae Pool

.500

05/01/41

192,309

70,693

Fannie Mae Pool

.500

05/01/41

70,704

140,172

Fannie Mae Pool

.500

06/01/41

140,251

5,953,470

Fannie Mae Pool

.000

07/01/41

5,175,044

200,131

Fannie Mae Pool

.500

07/01/41

200,162

24,526

(d) Fannie Mae Pool, (LIBOR 12 M + 1.789%)

.526

07/01/41

25,443

10,360,975

Fannie Mae Pool

.000

08/01/41

8,999,797

18,449,727

Fannie Mae Pool

.500

09/01/41

15,558,816

3,478,045

Fannie Mae Pool

.000

09/01/41

3,014,629

416,039

Fannie Mae Pool

.000

09/01/41

404,721

274,454

Fannie Mae Pool

.500

09/01/41

274,523

106,369

Fannie Mae Pool

.500

09/01/41

110,677

11,047,347

Fannie Mae Pool

.500

10/01/41

9,312,876

6,976,641

Fannie Mae Pool

.000

10/01/41

6,042,733

11,863

(d) Fannie Mae Pool, (LIBOR 12 M + 1.815%)

.802

10/01/41

12,193

10,714,109

Fannie Mae Pool

.000

11/01/41

9,208,501

175,745

Fannie Mae Pool

.500

11/01/41

167,297

149,377

Fannie Mae Pool

.500

11/01/41

142,134

6,822,278

Fannie Mae Pool

.500

12/01/41

6,481,641

1,095,877

Fannie Mae Pool

.500

12/01/41

1,043,199

187,067

Fannie Mae Pool

.000

12/01/41

181,939

44,100

(d) Fannie Mae Pool, (LIBOR 12 M + 1.750%)

.746

12/01/41

45,949

6,720,897

Fannie Mae Pool

.000

01/01/42

5,812,844

10,691,673

Fannie Mae Pool

.500

01/01/42

9,551,348

5,877,781

Fannie Mae Pool

.000

03/01/42

5,076,308

521,854

Fannie Mae Pool

.500

03/01/42

495,797

342,509

Fannie Mae Pool

.000

03/01/42

333,262

5,527,109

Fannie Mae Pool

.000

04/01/42

5,117,239

1,276,608

Fannie Mae Pool

.500

04/01/42

1,212,071

442,257

Fannie Mae Pool

.500

04/01/42

420,175

429,474

Fannie Mae Pool

.500

04/01/42

429,715

458,583

Fannie Mae Pool

.000

04/01/42

469,640

3,440,257

Fannie Mae Pool

.500

05/01/42

3,086,109

307,905

Fannie Mae Pool

.000

05/01/42

300,101

288,559

Fannie Mae Pool

.000

05/01/42

295,046

396,030

Fannie Mae Pool

.000

06/01/42

364,494

1,486,544

Fannie Mae Pool

.500

06/01/42

1,406,795

1,186,288

Fannie Mae Pool

.000

06/01/42

1,153,761

937,046

Fannie Mae Pool

.000

06/01/42

911,352

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

2,154,749

Fannie Mae Pool

.500

%

07/01/42

$

2,043,161

472,147

Fannie Mae Pool

.500

07/01/42

471,538

526,847

Fannie Mae Pool

.500

08/01/42

499,888

845,178

Fannie Mae Pool

.000

09/01/42

777,704

1,081,938

Fannie Mae Pool

.500

09/01/42

1,021,888

5,183,494

Fannie Mae Pool

.500

09/01/42

5,195,993

1,940,299

Fannie Mae Pool

.000

10/01/42

1,784,987

495,627

Fannie Mae Pool

.500

10/01/42

467,759

922,478

Fannie Mae Pool

.500

01/01/43

830,083

2,891,470

Fannie Mae Pool

.000

01/01/43

2,658,206

3,315,272

Fannie Mae Pool

.000

02/01/43

3,048,549

6,492,845

Fannie Mae Pool

.000

04/01/43

5,969,077

8,980,625

Fannie Mae Pool

.000

04/01/43

8,255,229

769,605

Fannie Mae Pool

.000

04/01/43

707,606

2,301,621

Fannie Mae Pool

.000

04/01/43

2,115,962

2,150,660

Fannie Mae Pool

.000

06/01/43

1,976,715

14,536

(d) Fannie Mae Pool, (LIBOR 12 M + 1.695%)

.320

06/01/43

14,947

2,007,720

Fannie Mae Pool

.000

07/01/43

1,844,707

4,976,057

Fannie Mae Pool

.500

07/01/43

4,691,632

1,461,592

Fannie Mae Pool

.500

07/01/43

1,378,352

21,879

(d) Fannie Mae Pool, (LIBOR 12 M + 1.550%)

.175

07/01/43

22,368

1,814,470

Fannie Mae Pool

.000

08/01/43

1,667,535

944,470

Fannie Mae Pool

.000

08/01/43

917,692

1,558,800

Fannie Mae Pool

.000

09/01/43

1,432,405

1,633,651

Fannie Mae Pool

.500

09/01/43

1,540,095

1,608,654

Fannie Mae Pool

.500

10/01/43

1,516,868

147,678

Fannie Mae Pool

.500

10/01/43

147,183

423,062

Fannie Mae Pool

.000

11/01/43

409,364

863,613

Fannie Mae Pool

.000

11/01/43

838,858

262,188

Fannie Mae Pool

.500

12/01/43

261,526

954,818

Fannie Mae Pool

.500

12/01/43

949,261

1,063,761

Fannie Mae Pool

.000

01/01/44

1,029,978

13,646,006

Fannie Mae Pool

.000

03/01/44

13,259,092

663,820

Fannie Mae Pool

.000

05/01/44

640,685

670,852

Fannie Mae Pool

.000

07/01/44

647,473

629,418

Fannie Mae Pool

.000

07/01/44

607,872

447,641

Fannie Mae Pool

.500

09/01/44

420,927

605,775

Fannie Mae Pool

.000

09/01/44

583,725

1,481,899

Fannie Mae Pool

.500

10/01/44

1,394,691

3,718,466

Fannie Mae Pool

.000

11/01/44

3,808,041

591,278

Fannie Mae Pool

.000

12/01/44

569,694

1,592,533

Fannie Mae Pool

.000

01/01/45

1,461,416

5,198,333

Fannie Mae Pool

.000

01/01/45

4,778,531

6,100,231

Fannie Mae Pool

.500

01/01/45

5,751,470

2,449,252

Fannie Mae Pool

.500

02/01/45

2,302,575

1,638,594

Fannie Mae Pool

.000

04/01/45

1,488,424

2,015,419

Fannie Mae Pool

.500

05/01/45

1,894,725

2,497,844

Fannie Mae Pool

.500

07/01/45

2,348,270

2,441,970

Fannie Mae Pool

.000

07/01/45

2,349,301

8,175,449

Fannie Mae Pool

.500

09/01/45

7,716,822

3,781,178

Fannie Mae Pool

.000

11/01/45

3,437,520

1,572,030

Fannie Mae Pool

.500

11/01/45

1,477,226

4,970,935

Fannie Mae Pool

.000

11/01/45

4,782,802

1,294,510

Fannie Mae Pool

.500

12/01/45

1,213,769

4,220,001

Fannie Mae Pool

.500

12/01/45

3,965,510

2,193,195

Fannie Mae Pool

.500

12/01/45

2,059,124

6,160,531

Fannie Mae Pool

.500

01/01/46

5,778,833

1,210,245

Fannie Mae Pool

.500

02/01/46

1,135,272

3,329,782

Fannie Mae Pool

.500

04/01/46

3,123,373

1,941,646

Fannie Mae Pool

.500

05/01/46

1,926,348

1,722,533

Fannie Mae Pool

.000

06/01/46

1,557,736

2,611,061

Fannie Mae Pool

.500

07/01/46

2,441,751

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

4,486,716

Fannie Mae Pool

.500

%

08/01/46

$

4,237,794

2,703,445

Fannie Mae Pool

.000

08/01/46

2,599,168

2,698,317

Fannie Mae Pool

.000

09/01/46

2,438,489

3,340,397

Fannie Mae Pool

.000

10/01/46

3,016,108

12,176,662

Fannie Mae Pool

.000

11/01/46

11,004,144

1,492,069

Fannie Mae Pool

.500

12/01/46

1,394,546

20,577,279

Fannie Mae Pool

.000

01/01/47

18,595,843

2,626,390

Fannie Mae Pool

.000

02/01/47

2,373,465

1,691,666

Fannie Mae Pool

.000

02/01/47

1,626,405

3,706,258

Fannie Mae Pool

.000

03/01/47

3,349,331

2,185,175

Fannie Mae Pool

.500

03/01/47

2,041,887

492,242

Fannie Mae Pool

.000

03/01/47

473,252

391,943

Fannie Mae Pool

.500

03/01/47

385,932

3,230,061

Fannie Mae Pool

.000

04/01/47

2,936,548

5,089,257

Fannie Mae Pool

.000

04/01/47

4,587,349

2,923,069

Fannie Mae Pool

.500

04/01/47

2,731,394

1,473,012

Fannie Mae Pool

.500

05/01/47

1,376,423

2,892,786

Fannie Mae Pool

.500

07/01/47

2,729,512

11,134,820

Fannie Mae Pool

.000

07/01/47

10,608,849

2,661,806

Fannie Mae Pool

.500

10/01/47

2,482,301

14,899,275

Fannie Mae Pool

.500

11/01/47

13,894,524

1,145,612

Fannie Mae Pool

.500

11/01/47

1,127,199

1,498,690

Fannie Mae Pool

.500

01/01/48

1,395,919

5,361,057

Fannie Mae Pool

.000

01/01/48

5,152,277

852,159

Fannie Mae Pool

.000

02/01/48

766,144

1,223,829

Fannie Mae Pool

.500

02/01/48

1,138,016

8,449,674

Fannie Mae Pool

.500

04/01/48

7,845,858

1,697,895

Fannie Mae Pool

.000

04/01/48

1,631,509

145,807

Fannie Mae Pool

.500

04/01/48

143,967

2,591,631

Fannie Mae Pool

.500

06/01/48

2,402,941

4,369,490

Fannie Mae Pool

.000

07/01/48

4,198,412

2,811,089

Fannie Mae Pool

.500

07/01/48

2,776,191

1,591,455

Fannie Mae Pool

.000

08/01/48

1,527,644

1,169,606

Fannie Mae Pool

.000

10/01/48

1,123,206

1,562,009

Fannie Mae Pool

.500

10/01/48

1,539,152

13,777,284

Fannie Mae Pool

.000

11/01/48

12,451,164

3,276,513

Fannie Mae Pool

.000

11/01/48

3,146,023

1,082,663

Fannie Mae Pool

.500

11/01/48

1,067,882

1,200,374

Fannie Mae Pool

.000

12/01/48

1,149,967

988,950

Fannie Mae Pool

.500

01/01/49

972,995

2,642,332

Fannie Mae Pool

.500

02/01/49

2,603,086

3,519,872

Fannie Mae Pool

.000

04/01/49

3,376,474

3,074,594

Fannie Mae Pool

.000

04/01/49

3,118,255

3,886,070

Fannie Mae Pool

.500

07/01/49

3,592,809

14,202,167

Fannie Mae Pool

.500

08/01/49

13,169,477

2,232,367

Fannie Mae Pool

.000

08/01/49

2,138,656

8,711,005

Fannie Mae Pool

.000

09/01/49

7,746,708

4,888,520

Fannie Mae Pool

.000

12/01/49

4,346,077

10,760,125

Fannie Mae Pool

.000

12/01/49

9,702,201

9,527,149

Fannie Mae Pool

.000

12/01/49

8,470,523

11,913,552

Fannie Mae Pool

.500

01/01/50

10,154,950

18,489,164

Fannie Mae Pool

.000

02/01/50

16,540,071

8,710,090

Fannie Mae Pool

.500

02/01/50

8,022,026

12,147,316

Fannie Mae Pool

.000

03/01/50

10,771,047

11,139,161

Fannie Mae Pool

.500

04/01/50

9,472,471

17,285,988

Fannie Mae Pool

.000

05/01/50

15,364,082

9,599,300

Fannie Mae Pool

.000

06/01/50

8,532,031

6,929,009

Fannie Mae Pool

.000

06/01/50

6,618,805

16,010,112

Fannie Mae Pool

.500

07/01/50

13,648,176

4,074,306

Fannie Mae Pool

.000

08/01/50

3,617,518

8,698,836

Fannie Mae Pool

.000

08/01/50

8,294,559

31,117,415

Fannie Mae Pool

.500

09/01/50

26,458,088

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

149,912,394

Fannie Mae Pool

.500

%

10/01/50

$

126,968,489

17,871,665

Fannie Mae Pool

.500

11/01/50

13,747,373

102,692,558

Fannie Mae Pool

.000

11/01/50

83,611,952

12,401,928

Fannie Mae Pool

.500

11/01/50

10,518,876

50,682,762

Fannie Mae Pool

.500

12/01/50

38,953,174

67,374,740

Fannie Mae Pool

.000

12/01/50

54,842,212

8,045,132

Fannie Mae Pool

.500

12/01/50

6,825,977

69,740,198

Fannie Mae Pool

.000

01/01/51

56,738,594

7,429,894

Fannie Mae Pool

.500

02/01/51

5,710,470

6,670,079

Fannie Mae Pool

.000

02/01/51

5,415,483

81,929,601

Fannie Mae Pool

.500

02/01/51

69,531,407

34,065,769

Fannie Mae Pool

.500

03/01/51

26,190,342

70,392,549

Fannie Mae Pool

.000

03/01/51

57,196,062

19,439,044

Fannie Mae Pool

.500

04/01/51

14,935,928

39,401,791

Fannie Mae Pool

.000

04/01/51

31,905,238

28,757,041

Fannie Mae Pool

.500

04/01/51

24,406,180

107,962,547

Fannie Mae Pool

.000

05/01/51

87,688,967

2,770,452

Fannie Mae Pool

.500

05/01/51

2,532,700

9,457,528

Fannie Mae Pool

.500

06/01/51

7,266,662

71,169,848

Fannie Mae Pool

.000

06/01/51

57,606,596

41,280,661

Fannie Mae Pool

.500

06/01/51

35,061,218

45,425,517

Fannie Mae Pool

.000

07/01/51

36,885,493

132,400,164

Fannie Mae Pool

.000

08/01/51

107,480,844

82,625,176

Fannie Mae Pool

.500

08/01/51

70,084,730

62,663,284

Fannie Mae Pool

.000

09/01/51

50,694,307

35,903,894

Fannie Mae Pool

.500

09/01/51

30,472,044

10,869,773

Fannie Mae Pool

.500

10/01/51

9,206,874

10,144,875

Fannie Mae Pool

.500

11/01/51

7,794,783

70,372,397

Fannie Mae Pool

.000

11/01/51

57,049,226

42,573,075

Fannie Mae Pool

.500

11/01/51

36,038,672

71,481,458

Fannie Mae Pool

.000

12/01/51

57,947,807

32,772,073

Fannie Mae Pool

.500

12/01/51

27,786,829

64,368,147

Fannie Mae Pool

.000

01/01/52

52,074,557

36,060,807

Fannie Mae Pool

.500

01/01/52

30,496,004

25,938,745

Fannie Mae Pool

.000

01/01/52

22,823,721

13,117,671

Fannie Mae Pool

.500

02/01/52

12,074,505

44,516,116

Fannie Mae Pool

.000

03/01/52

36,072,451

37,623,631

Fannie Mae Pool

.500

03/01/52

31,865,078

2,744,992

Fannie Mae Pool

.500

03/01/52

2,517,325

12,570,370

Fannie Mae Pool

.000

04/01/52

10,176,102

25,335,329

Fannie Mae Pool

.500

04/01/52

21,414,433

9,200,729

Fannie Mae Pool

.000

04/01/52

8,105,273

7,538,061

Fannie Mae Pool

.500

04/01/52

6,899,268

41,731,511

Fannie Mae Pool

.500

05/01/52

35,331,153

28,264,036

Fannie Mae Pool

.000

05/01/52

24,882,073

6,282,802

Fannie Mae Pool

.500

05/01/52

5,750,388

28,375,427

Fannie Mae Pool

.000

05/01/52

26,813,789

8,379,840

Fannie Mae Pool

.500

06/01/52

7,094,722

5,129,903

Fannie Mae Pool

.000

06/01/52

4,511,181

6,856,218

Fannie Mae Pool

.500

06/01/52

6,275,223

11,842,659

Fannie Mae Pool

.000

06/01/52

11,217,773

19,399,229

Fannie Mae Pool

.500

06/01/52

18,907,753

4,352,650

Fannie Mae Pool

.000

07/01/52

3,831,065

4,788,057

Fannie Mae Pool

.500

07/01/52

4,382,314

8,063,429

Fannie Mae Pool

.000

07/01/52

7,620,887

7,853,507

Fannie Mae Pool

.500

07/01/52

7,654,536

18,657,183

Fannie Mae Pool

.000

07/01/52

18,594,963

11,527,383

Fannie Mae Pool

.500

08/01/52

9,742,176

4,400,698

Fannie Mae Pool

.000

08/01/52

3,872,557

7,454,799

Fannie Mae Pool

.500

08/01/52

6,822,696

23,265,918

Fannie Mae Pool

.000

08/01/52

21,989,025

19,740,467

Fannie Mae Pool

.500

08/01/52

19,238,292

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

3,688,077

Fannie Mae Pool

.000

%

08/01/52

$

3,675,778

9,860,106

Fannie Mae Pool

.500

09/01/52

9,022,976

4,324,533

Fannie Mae Pool

.000

09/01/52

4,090,512

24,844,623

Fannie Mae Pool

.500

09/01/52

24,212,603

14,455,466

Fannie Mae Pool

.000

09/01/52

14,407,258

3,995,468

Fannie Mae Pool

.000

10/01/52

3,518,483

7,411,009

Fannie Mae Pool

.000

10/01/52

7,004,923

31,812,809

Fannie Mae Pool

.500

10/01/52

31,023,233

11,878,614

Fannie Mae Pool

.000

10/01/52

11,837,776

11,988,711

Fannie Mae Pool

.500

10/01/52

12,136,159

9,502,385

Fannie Mae Pool

.000

11/01/52

8,354,117

6,023,553

Fannie Mae Pool

.000

11/01/52

5,697,598

12,107,404

Fannie Mae Pool

.500

11/01/52

11,795,663

14,734,519

Fannie Mae Pool

.000

11/01/52

14,710,442

7,610,901

Fannie Mae Pool

.500

11/01/52

7,729,586

6,982,670

Fannie Mae Pool

.000

11/01/52

7,170,935

10,223,591

Fannie Mae Pool

.000

12/01/52

9,660,781

12,298,028

Fannie Mae Pool

.500

12/01/52

12,472,396

12,590,274

Fannie Mae Pool

.500

01/01/53

12,754,529

16,016,227

Fannie Mae Pool

.000

01/01/53

16,410,919

3,849,576

Fannie Mae Pool

.500

01/01/53

3,983,157

13,153,757

Fannie Mae Pool

.000

02/01/53

13,107,178

11,038,408

Fannie Mae Pool

.500

02/01/53

11,180,101

7,075,831

Fannie Mae Pool

.000

02/01/53

7,250,171

461,902

Fannie Mae Pool

.000

02/01/53

483,866

1,911,632

Fannie Mae Pool

.500

03/01/53

1,748,225

1,872,690

Fannie Mae Pool

.000

03/01/53

1,767,879

2,642,649

Fannie Mae Pool

.500

03/01/53

2,574,056

2,568,691

Fannie Mae Pool

.000

03/01/53

2,558,833

5,348,713

Fannie Mae Pool

.000

03/01/53

5,489,546

2,281,113

Fannie Mae Pool

.500

03/01/53

2,364,939

1,957,268

Fannie Mae Pool

.500

04/01/53

1,788,871

4,414,970

Fannie Mae Pool

.000

04/01/53

4,398,881

6,145,708

Fannie Mae Pool

.500

04/01/53

6,223,332

2,775,122

Fannie Mae Pool

.000

04/01/53

2,850,707

1,211,131

Fannie Mae Pool

.500

04/01/53

1,254,767

32,723,168

Fannie Mae Pool

.000

05/01/53

30,888,293

9,502,541

Fannie Mae Pool

.000

05/01/53

9,465,462

15,523,909

Fannie Mae Pool

.500

05/01/53

15,716,392

8,985,193

Fannie Mae Pool

.500

06/01/53

8,733,009

11,739,483

Fannie Mae Pool

.000

06/01/53

11,693,675

6,594,514

Fannie Mae Pool

.500

06/01/53

6,673,021

17,502,014

Fannie Mae Pool

.000

07/01/53

17,408,424

32,027,355

Fannie Mae Pool

.500

07/01/53

32,342,841

23,540,768

Fannie Mae Pool

.000

07/01/53

24,118,505

5,699,657

Fannie Mae Pool

.500

07/01/53

5,907,670

24,997,663

Fannie Mae Pool

.000

08/01/53

24,887,236

35,801,263

Fannie Mae Pool

.500

08/01/53

36,153,925

2,431,746

Fannie Mae Pool

.000

08/01/53

2,490,714

3,879,437

Fannie Mae Pool

.500

08/01/53

4,009,882

14,028,717

Fannie Mae Pool

.500

09/01/53

14,189,665

17,326,480

Fannie Mae Pool

.500

10/01/53

17,522,424

16,841,194

Fannie Mae Pool

.000

10/01/53

17,247,505

6,298,518

Fannie Mae Pool

.500

10/01/53

6,514,235

4,698,066

Fannie Mae Pool

.000

11/01/53

4,672,469

5,714,111

Fannie Mae Pool

.000

11/01/53

5,975,390

48,162,521

Fannie Mae Pool

.000

12/01/53

49,322,364

20,276,490

Fannie Mae Pool

.500

12/01/53

20,964,615

8,084,654

Fannie Mae Pool

.000

12/01/53

8,454,337

12,178,986

Fannie Mae Pool

.500

01/01/54

12,592,329

4,648,948

Fannie Mae Pool

.000

01/01/54

4,861,530

6,256,226

Fannie Mae Pool

.500

02/01/54

6,320,756

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

6,898,877

Fannie Mae Pool

.000

%

02/01/54

$

7,064,459

19,034,282

Fannie Mae Pool

.500

02/01/54

19,680,480

8,890,588

Fannie Mae Pool

.500

03/01/54

8,978,172

7,590,808

Fannie Mae Pool

.000

03/01/54

7,771,938

3,139,187

Fannie Mae Pool

.500

03/01/54

3,244,854

4,651,023

Fannie Mae Pool

.000

03/01/54

4,863,749

4,978,464

Fannie Mae Pool

.500

04/01/54

4,830,214

13,440,150

Fannie Mae Pool

.500

04/01/54

13,893,045

14,718,794

Fannie Mae Pool

.500

05/01/54

14,863,038

4,813,304

Fannie Mae Pool

.000

06/01/54

4,780,375

18,702,165

Fannie Mae Pool

.500

06/01/54

18,884,484

30,314,684

Fannie Mae Pool

.000

06/01/54

30,987,420

6,867,402

Fannie Mae Pool

.500

06/01/54

7,105,322

7,571,799

Fannie Mae Pool

.000

07/01/54

7,519,609

14,157,217

Fannie Mae Pool

.500

07/01/54

14,288,903

22,066,861

Fannie Mae Pool

.000

07/01/54

22,559,101

7,911,724

Fannie Mae Pool

.500

07/01/54

8,178,089

4,124,550

Fannie Mae Pool

.000

07/01/54

4,320,067

18,927,875

Fannie Mae Pool

.500

08/01/54

19,103,861

32,127,456

Fannie Mae Pool

.000

08/01/54

32,844,469

24,578,238

Fannie Mae Pool

.500

08/01/54

25,406,659

31,846,577

Fannie Mae Pool

.500

09/01/54

32,141,041

41,186,892

Fannie Mae Pool

.000

09/01/54

42,091,798

6,590,515

Fannie Mae Pool

.000

10/01/54

6,539,339

20,764,717

Fannie Mae Pool

.500

10/01/54

20,951,458

10,337,160

Fannie Mae Pool

.000

10/01/54

10,571,406

18,294,658

Fannie Mae Pool

.500

11/01/54

17,749,833

34,133,958

Fannie Mae Pool

.000

11/01/54

33,868,908

15,683,592

Fannie Mae Pool

.500

12/01/54

15,216,521

26,552,497

Fannie Mae Pool

.500

12/01/54

26,782,650

33,687,728

Fannie Mae Pool

.000

01/01/55

33,426,142

5,872,617

Fannie Mae Pool

.500

03/01/55

6,070,847

10,119,700

Fannie Mae Pool

.000

06/01/55

10,041,121

19,615,031

Fannie Mae Pool

.500

06/01/55

19,784,047

23,888,264

Fannie Mae Pool

.000

06/01/55

24,413,149

1,281,187

Fannie Mae Pool

.500

07/01/55

1,197,709

19,579,620

Fannie Mae Pool

.500

07/01/55

19,748,333

19,093,233

Fannie Mae Pool

.000

07/01/55

19,512,768

9,299,119

Fannie Mae Pool

.500

07/01/55

9,613,018

4,521,841

Fannie Mae Pool

.000

07/01/55

4,729,172

28,993,883

Fannie Mae Pool

.000

08/01/55

29,630,970

29,187,427

Fannie Mae Pool

.000

09/01/55

29,828,776

9,498,483

Fannie Mae Pool

.500

09/01/55

9,825,619

1,921,255

Federal National Mortgage Association

.000

05/01/37

1,840,270

5,321,843

Federal National Mortgage Association (FNMA)

.500

05/01/48

4,937,955

Freddie Mac Gold Pool

.500

10/01/25

1,437

Freddie Mac Gold Pool

.500

11/01/25

1,433

865

Freddie Mac Gold Pool

.500

11/01/25

863

Freddie Mac Gold Pool

.500

12/01/25

558

Freddie Mac Gold Pool

.000

01/01/26

556

8,309

Freddie Mac Gold Pool

.500

01/01/26

8,286

842

Freddie Mac Gold Pool

.000

04/01/26

840

2,540

Freddie Mac Gold Pool

.000

05/01/26

2,533

526

Freddie Mac Gold Pool

.500

07/01/26

531

5,205

Freddie Mac Gold Pool

.000

08/01/26

5,183

Freddie Mac Gold Pool

.000

08/01/26

3,763

Freddie Mac Gold Pool

.000

09/01/26

3,740

17,169

Freddie Mac Gold Pool

.000

10/01/26

17,051

24,812

Freddie Mac Gold Pool

.500

10/01/26

24,674

Freddie Mac Gold Pool

.000

10/01/26

Freddie Mac Gold Pool

.500

10/01/26

101,111

Freddie Mac Gold Pool

.000

02/01/27

100,317

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

97,052

Freddie Mac Gold Pool

.500

%

05/01/27

$

95,871

130,110

Freddie Mac Gold Pool

.500

11/01/27

128,248

5,367

Freddie Mac Gold Pool

.000

12/01/27

5,486

102,735

Freddie Mac Gold Pool

.500

01/01/28

101,215

289,743

Freddie Mac Gold Pool

.500

03/01/28

285,167

9,500

Freddie Mac Gold Pool

.000

03/01/28

9,571

171,796

Freddie Mac Gold Pool

.500

05/01/28

168,912

784

Freddie Mac Gold Pool

.500

05/01/28

794

490,871

Freddie Mac Gold Pool

.500

07/01/28

482,659

408,017

Freddie Mac Gold Pool

.500

07/01/28

401,167

121,038

Freddie Mac Gold Pool

.000

10/01/28

119,444

5,225

Freddie Mac Gold Pool

.500

01/01/29

5,275

867

Freddie Mac Gold Pool

.000

02/01/29

862

295,111

Freddie Mac Gold Pool

.500

03/01/29

292,618

Freddie Mac Gold Pool

.500

03/01/29

531,912

Freddie Mac Gold Pool

.000

07/01/29

523,882

2,395

Freddie Mac Gold Pool

.000

12/01/29

2,425

1,823,972

Freddie Mac Gold Pool

.500

05/01/30

1,771,749

4,107

Freddie Mac Gold Pool

.000

08/01/30

4,093

37,180

Freddie Mac Gold Pool

.500

01/01/31

37,229

Freddie Mac Gold Pool

.000

01/01/31

33,365

Freddie Mac Gold Pool

.000

03/01/31

33,253

4,844

Freddie Mac Gold Pool

.000

05/01/31

4,825

32,287

Freddie Mac Gold Pool

.500

05/01/31

32,488

19,140

Freddie Mac Gold Pool

.000

06/01/31

19,065

36,427

Freddie Mac Gold Pool

.000

08/01/31

36,304

43,729

Freddie Mac Gold Pool

.000

09/01/31

43,528

766

Freddie Mac Gold Pool

.500

09/01/31

797

2,172

Freddie Mac Gold Pool

.000

09/01/31

2,211

22,762

Freddie Mac Gold Pool

.500

11/01/31

22,393

3,519,515

Freddie Mac Gold Pool

.500

12/01/31

3,399,338

19,847

Freddie Mac Gold Pool

.000

12/01/31

20,741

3,550

Freddie Mac Gold Pool

.500

01/01/32

3,711

8,592

Freddie Mac Gold Pool

.000

02/01/32

8,852

398,477

Freddie Mac Gold Pool

.000

03/01/32

386,072

3,084

Freddie Mac Gold Pool

.000

04/01/32

3,233

4,717

Freddie Mac Gold Pool

.500

05/01/32

4,873

270,267

Freddie Mac Gold Pool

.500

09/01/32

265,428

1,738

Freddie Mac Gold Pool

.500

11/01/32

1,803

3,242,856

Freddie Mac Gold Pool

.000

01/01/33

3,157,114

2,861

Freddie Mac Gold Pool

.000

02/01/33

2,970

10,343

Freddie Mac Gold Pool

.000

03/01/33

10,495

3,595

Freddie Mac Gold Pool

.000

03/01/33

3,675

3,598

Freddie Mac Gold Pool

.000

03/01/33

3,688

10,536

Freddie Mac Gold Pool

.000

04/01/33

10,538

1,296

Freddie Mac Gold Pool

.000

04/01/33

1,338

64,161

Freddie Mac Gold Pool

.000

06/01/33

65,115

27,219

Freddie Mac Gold Pool

.500

06/01/33

27,955

12,880,333

Freddie Mac Gold Pool

.500

07/01/33

12,415,722

596,604

Freddie Mac Gold Pool

.500

07/01/33

584,419

11,232

Freddie Mac Gold Pool

.500

07/01/33

11,243

962,782

Freddie Mac Gold Pool

.000

08/01/33

957,325

1,215

Freddie Mac Gold Pool

.000

08/01/33

1,223

4,368

Freddie Mac Gold Pool

.500

08/01/33

4,591

35,542

Freddie Mac Gold Pool

.000

09/01/33

36,071

4,634

Freddie Mac Gold Pool

.500

09/01/33

4,678

30,713

Freddie Mac Gold Pool

.500

09/01/33

31,042

7,294

Freddie Mac Gold Pool

.500

09/01/33

7,363

16,555

Freddie Mac Gold Pool

.500

09/01/33

16,712

8,743

Freddie Mac Gold Pool

.000

10/01/33

8,595

1,789

Freddie Mac Gold Pool

.000

10/01/33

1,810

24,173

Freddie Mac Gold Pool

.500

10/01/33

25,022

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

1,718,981

Freddie Mac Gold Pool

.500

%

11/01/33

$

1,695,326

19,102

Freddie Mac Gold Pool

.500

12/01/33

19,565

6,295

Freddie Mac Gold Pool

.500

12/01/33

6,458

76,204

Freddie Mac Gold Pool

.000

12/01/33

79,637

55,719

Freddie Mac Gold Pool

.000

01/01/34

56,550

337,460

Freddie Mac Gold Pool

.000

02/01/34

328,319

1,360

Freddie Mac Gold Pool

.500

02/01/34

1,395

7,743

Freddie Mac Gold Pool

.000

03/01/34

7,859

8,614

Freddie Mac Gold Pool

.500

03/01/34

8,837

35,511

Freddie Mac Gold Pool

.000

05/01/34

36,362

9,854

Freddie Mac Gold Pool

.500

06/01/34

9,850

15,157

Freddie Mac Gold Pool

.000

06/01/34

15,196

8,169

Freddie Mac Gold Pool

.500

06/01/34

8,469

3,023

Freddie Mac Gold Pool

.000

06/01/34

3,133

13,115

Freddie Mac Gold Pool

.000

09/01/34

13,649

1,019,034

Freddie Mac Gold Pool

.500

10/01/34

991,849

2,108

Freddie Mac Gold Pool

.000

11/01/34

2,139

61,562

Freddie Mac Gold Pool

.500

11/01/34

63,930

51,181

Freddie Mac Gold Pool

.000

12/01/34

52,443

14,634

Freddie Mac Gold Pool

.500

12/01/34

14,920

2,817

Freddie Mac Gold Pool

.500

12/01/34

2,917

1,117

Freddie Mac Gold Pool

.500

01/01/35

1,161

545

Freddie Mac Gold Pool

.500

01/01/35

566

16,044

Freddie Mac Gold Pool

.500

01/01/35

16,706

27,308

Freddie Mac Gold Pool

.500

04/01/35

27,547

3,134

Freddie Mac Gold Pool

.000

05/01/35

3,306

14,149

Freddie Mac Gold Pool

.000

05/01/35

14,562

13,265

Freddie Mac Gold Pool

.000

05/01/35

13,863

5,558

Freddie Mac Gold Pool

.500

06/01/35

5,771

3,854

Freddie Mac Gold Pool

.500

06/01/35

4,005

3,076

Freddie Mac Gold Pool

.000

07/01/35

3,150

104,597

Freddie Mac Gold Pool

.000

07/01/35

107,108

118,943

Freddie Mac Gold Pool

.000

08/01/35

121,848

10,678

Freddie Mac Gold Pool

.500

08/01/35

11,090

1,874

Freddie Mac Gold Pool

.500

09/01/35

1,890

23,698

Freddie Mac Gold Pool

.000

10/01/35

24,291

10,539

Freddie Mac Gold Pool

.000

10/01/35

10,803

5,322

Freddie Mac Gold Pool

.000

10/01/35

5,372

71,424

Freddie Mac Gold Pool

.500

10/01/35

73,986

23,219

Freddie Mac Gold Pool

.000

12/01/35

23,829

2,288

Freddie Mac Gold Pool

.000

12/01/35

2,347

11,229

Freddie Mac Gold Pool

.000

01/01/36

11,810

4,593

Freddie Mac Gold Pool

.000

02/01/36

4,709

1,686

Freddie Mac Gold Pool

.000

02/01/36

1,728

1,741

Freddie Mac Gold Pool

.000

02/01/36

1,836

18,491

Freddie Mac Gold Pool

.500

04/01/36

19,203

4,223

Freddie Mac Gold Pool

.500

05/01/36

4,382

81,513

Freddie Mac Gold Pool

.000

06/01/36

85,976

23,167

Freddie Mac Gold Pool

.000

07/01/36

23,766

18,123

Freddie Mac Gold Pool

.000

07/01/36

18,996

3,286

Freddie Mac Gold Pool

.000

08/01/36

3,467

4,645

Freddie Mac Gold Pool

.000

09/01/36

4,844

77,324

Freddie Mac Gold Pool

.500

10/01/36

80,548

34,545

Freddie Mac Gold Pool

.500

10/01/36

35,986

7,177

Freddie Mac Gold Pool

.500

10/01/36

7,527

3,612

Freddie Mac Gold Pool

.500

11/01/36

3,763

8,958

Freddie Mac Gold Pool

.000

11/01/36

9,448

40,724

Freddie Mac Gold Pool

.000

12/01/36

42,956

68,605

Freddie Mac Gold Pool

.500

03/01/37

71,468

26,206

Freddie Mac Gold Pool

.000

03/01/37

27,641

4,210

Freddie Mac Gold Pool

.500

03/01/37

4,420

25,081

Freddie Mac Gold Pool

.500

04/01/37

26,127

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

3,070

Freddie Mac Gold Pool

.000

%

05/01/37

$

3,100

2,943

Freddie Mac Gold Pool

.000

06/01/37

3,020

10,390

Freddie Mac Gold Pool

.500

06/01/37

10,824

2,734,665

Freddie Mac Gold Pool

.000

07/01/37

2,586,923

51,782

Freddie Mac Gold Pool

.000

07/01/37

54,631

28,283

Freddie Mac Gold Pool

.000

08/01/37

29,749

9,275

Freddie Mac Gold Pool

.000

09/01/37

9,786

61,631

Freddie Mac Gold Pool

.500

10/01/37

63,865

2,057

Freddie Mac Gold Pool

.000

11/01/37

2,170

17,183

Freddie Mac Gold Pool

.500

11/01/37

18,175

8,290

Freddie Mac Gold Pool

.000

01/01/38

8,718

3,916

Freddie Mac Gold Pool

.000

02/01/38

4,129

29,683

Freddie Mac Gold Pool

.000

02/01/38

31,310

41,906

Freddie Mac Gold Pool

.000

03/01/38

43,018

130,225

Freddie Mac Gold Pool

.000

03/01/38

133,676

5,406

Freddie Mac Gold Pool

.000

04/01/38

5,528

53,651

Freddie Mac Gold Pool

.000

04/01/38

55,074

62,851

Freddie Mac Gold Pool

.500

04/01/38

65,273

13,955

Freddie Mac Gold Pool

.500

05/01/38

14,481

1,636

Freddie Mac Gold Pool

.500

06/01/38

1,699

3,360

Freddie Mac Gold Pool

.000

07/01/38

3,493

7,392

Freddie Mac Gold Pool

.500

08/01/38

7,700

51,346

Freddie Mac Gold Pool

.500

08/01/38

53,489

6,722

Freddie Mac Gold Pool

.000

09/01/38

6,901

89,403

Freddie Mac Gold Pool

.500

09/01/38

92,733

37,093

Freddie Mac Gold Pool

.500

09/01/38

38,360

2,024

Freddie Mac Gold Pool

.500

10/01/38

2,099

35,261

Freddie Mac Gold Pool

.000

11/01/38

37,166

250,684

Freddie Mac Gold Pool

.500

01/01/39

260,330

159,325

Freddie Mac Gold Pool

.500

02/01/39

160,686

90,190

Freddie Mac Gold Pool

.000

02/01/39

92,583

7,058

Freddie Mac Gold Pool

.500

02/01/39

7,318

Freddie Mac Gold Pool

.500

03/01/39

37,939

Freddie Mac Gold Pool

.000

03/01/39

38,919

5,131

Freddie Mac Gold Pool

.000

03/01/39

5,411

5,061

Freddie Mac Gold Pool

.500

04/01/39

5,093

273,282

Freddie Mac Gold Pool

.500

04/01/39

275,027

56,481

Freddie Mac Gold Pool

.000

05/01/39

55,662

1,466

Freddie Mac Gold Pool

.500

05/01/39

1,477

38,229

Freddie Mac Gold Pool

.500

05/01/39

38,508

872,975

Freddie Mac Gold Pool

.500

05/01/39

880,970

37,476

Freddie Mac Gold Pool

.500

05/01/39

37,399

33,146

Freddie Mac Gold Pool

.000

05/01/39

34,024

74,623

Freddie Mac Gold Pool

.000

06/01/39

73,465

372,968

Freddie Mac Gold Pool

.500

06/01/39

375,924

12,384

Freddie Mac Gold Pool

.500

06/01/39

12,474

5,533

Freddie Mac Gold Pool

.000

06/01/39

5,678

2,302

Freddie Mac Gold Pool

.500

06/01/39

2,387

115,681

Freddie Mac Gold Pool

.000

07/01/39

113,909

47,516

Freddie Mac Gold Pool

.500

07/01/39

47,848

9,700

Freddie Mac Gold Pool

.500

07/01/39

9,704

3,658

Freddie Mac Gold Pool

.500

07/01/39

3,683

32,740

Freddie Mac Gold Pool

.000

07/01/39

33,572

57,731

Freddie Mac Gold Pool

.500

07/01/39

59,956

4,116

Freddie Mac Gold Pool

.500

08/01/39

4,143

9,694

Freddie Mac Gold Pool

.000

08/01/39

9,940

100,604

Freddie Mac Gold Pool

.000

09/01/39

99,063

252,680

Freddie Mac Gold Pool

.000

09/01/39

259,384

99,450

Freddie Mac Gold Pool

.000

09/01/39

102,008

1,166

Freddie Mac Gold Pool

.500

09/01/39

1,206

97,819

Freddie Mac Gold Pool

.500

09/01/39

101,761

30,630

Freddie Mac Gold Pool

.500

10/01/39

30,769

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

15,949

Freddie Mac Gold Pool

.500

%

10/01/39

$

16,080

30,936

Freddie Mac Gold Pool

.500

10/01/39

31,152

13,507

Freddie Mac Gold Pool

.000

10/01/39

13,849

6,334

Freddie Mac Gold Pool

.000

11/01/39

6,235

21,101

Freddie Mac Gold Pool

.500

11/01/39

21,236

8,541

Freddie Mac Gold Pool

.000

11/01/39

8,757

27,559

Freddie Mac Gold Pool

.500

12/01/39

27,601

36,939

Freddie Mac Gold Pool

.500

12/01/39

37,118

14,763

Freddie Mac Gold Pool

.500

12/01/39

14,862

54,888

Freddie Mac Gold Pool

.500

12/01/39

55,032

36,609

Freddie Mac Gold Pool

.500

12/01/39

37,973

50,765

Freddie Mac Gold Pool

.500

01/01/40

51,074

4,448

Freddie Mac Gold Pool

.000

01/01/40

4,561

5,848

Freddie Mac Gold Pool

.500

01/01/40

6,063

16,587

Freddie Mac Gold Pool

.500

03/01/40

17,211

154,023

Freddie Mac Gold Pool

.000

04/01/40

151,632

9,459

Freddie Mac Gold Pool

.500

04/01/40

9,501

29,617

Freddie Mac Gold Pool

.500

04/01/40

29,733

23,168

Freddie Mac Gold Pool

.000

04/01/40

23,754

52,775

Freddie Mac Gold Pool

.000

04/01/40

54,111

186,285

Freddie Mac Gold Pool

.000

04/01/40

195,905

553,018

Freddie Mac Gold Pool

.500

05/01/40

555,527

185,891

Freddie Mac Gold Pool

.000

05/01/40

190,597

1,577

Freddie Mac Gold Pool

.500

06/01/40

1,584

184,339

Freddie Mac Gold Pool

.500

06/01/40

191,132

287,471

Freddie Mac Gold Pool

.500

07/01/40

288,686

4,988

Freddie Mac Gold Pool

.500

08/01/40

5,001

48,645

Freddie Mac Gold Pool

.000

08/01/40

49,877

125,306

Freddie Mac Gold Pool

.000

08/01/40

128,480

12,378

Freddie Mac Gold Pool

.000

08/01/40

12,692

798,930

Freddie Mac Gold Pool

.500

08/01/40

828,693

66,916

Freddie Mac Gold Pool

.000

09/01/40

65,491

891,060

Freddie Mac Gold Pool

.000

11/01/40

872,088

596,318

Freddie Mac Gold Pool

.000

12/01/40

581,901

85,296

Freddie Mac Gold Pool

.500

01/01/41

81,346

133,143

Freddie Mac Gold Pool

.500

01/01/41

127,226

79,981

Freddie Mac Gold Pool

.000

01/01/41

78,063

78,594

Freddie Mac Gold Pool

.500

02/01/41

74,939

293,539

Freddie Mac Gold Pool

.000

02/01/41

286,321

94,561

Freddie Mac Gold Pool

.000

02/01/41

92,373

544,207

Freddie Mac Gold Pool

.000

04/01/41

531,948

98,156

Freddie Mac Gold Pool

.500

04/01/41

98,339

20,056

Freddie Mac Gold Pool

.000

04/01/41

20,564

88,365

Freddie Mac Gold Pool

.500

05/01/41

88,503

114,994

Freddie Mac Gold Pool

.500

06/01/41

115,196

232,035

Freddie Mac Gold Pool

.500

10/01/41

221,531

242,735

Freddie Mac Gold Pool

.000

10/01/41

248,885

337,738

Freddie Mac Gold Pool

.500

11/01/41

321,052

139,529

Freddie Mac Gold Pool

.500

12/01/41

139,746

1,157,265

Freddie Mac Gold Pool

.500

01/01/42

1,101,522

340,968

Freddie Mac Gold Pool

.500

02/01/42

324,544

378,603

Freddie Mac Gold Pool

.500

04/01/42

360,679

889,391

Freddie Mac Gold Pool

.000

05/01/42

866,236

3,202,741

Freddie Mac Gold Pool

.500

05/01/42

3,208,707

640,792

Freddie Mac Gold Pool

.500

07/01/42

609,529

148,143

Freddie Mac Gold Pool

.000

08/01/42

136,511

1,082,886

Freddie Mac Gold Pool

.000

10/01/42

997,288

758,208

Freddie Mac Gold Pool

.000

10/01/42

698,516

320,058

Freddie Mac Gold Pool

.500

12/01/42

302,328

1,169,431

Freddie Mac Gold Pool

.500

01/01/43

1,056,974

2,224,144

Freddie Mac Gold Pool

.000

01/01/43

2,047,875

3,271,414

Freddie Mac Gold Pool

.000

04/01/43

3,011,143

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

8,612,515

Freddie Mac Gold Pool

.000

%

04/01/43

$

7,928,222

940,976

Freddie Mac Gold Pool

.500

05/01/43

888,263

1,352,158

Freddie Mac Gold Pool

.000

08/01/43

1,244,015

972,690

Freddie Mac Gold Pool

.000

08/01/43

894,793

962,189

Freddie Mac Gold Pool

.500

08/01/43

908,289

342,780

Freddie Mac Gold Pool

.500

10/01/43

342,044

464,615

Freddie Mac Gold Pool

.000

11/01/43

451,266

837,367

Freddie Mac Gold Pool

.500

02/01/44

789,916

703,788

Freddie Mac Gold Pool

.000

02/01/44

682,262

5,547,794

Freddie Mac Gold Pool

.000

02/01/44

5,381,540

305,085

Freddie Mac Gold Pool

.000

04/01/44

295,564

382,319

Freddie Mac Gold Pool

.500

05/01/44

381,025

706,194

Freddie Mac Gold Pool

.000

06/01/44

681,205

1,097,678

Freddie Mac Gold Pool

.000

08/01/44

1,058,618

815,924

Freddie Mac Gold Pool

.500

09/01/44

768,335

1,168,950

Freddie Mac Gold Pool

.500

11/01/44

1,100,286

1,699,607

Freddie Mac Gold Pool

.500

12/01/44

1,599,763

916,738

Freddie Mac Gold Pool

.500

01/01/45

862,889

1,949,289

Freddie Mac Gold Pool

.000

02/01/45

1,782,662

2,345,588

Freddie Mac Gold Pool

.500

03/01/45

2,207,808

1,330,071

Freddie Mac Gold Pool

.000

03/01/45

1,282,806

953,611

Freddie Mac Gold Pool

.000

04/01/45

869,339

2,017,749

Freddie Mac Gold Pool

.500

04/01/45

1,899,215

4,975,894

Freddie Mac Gold Pool

.500

07/01/45

4,683,615

3,569,044

Freddie Mac Gold Pool

.500

07/01/45

3,547,363

10,732,476

Freddie Mac Gold Pool

.000

08/01/45

9,884,612

8,095,176

Freddie Mac Gold Pool

.500

10/01/45

7,619,656

1,513,247

Freddie Mac Gold Pool

.000

11/01/45

1,457,748

2,879,741

Freddie Mac Gold Pool

.500

12/01/45

2,705,795

6,864,974

Freddie Mac Gold Pool

.000

03/01/46

6,221,481

2,143,600

Freddie Mac Gold Pool

.500

03/01/46

2,012,369

1,108,281

Freddie Mac Gold Pool

.000

03/01/46

1,067,060

5,055,475

Freddie Mac Gold Pool

.000

04/01/46

4,579,502

4,901,420

Freddie Mac Gold Pool

.500

05/01/46

4,593,253

3,763,364

Freddie Mac Gold Pool

.500

08/01/46

3,547,852

7,571,193

Freddie Mac Gold Pool

.000

09/01/46

6,850,509

3,020,952

Freddie Mac Gold Pool

.000

09/01/46

2,907,964

2,759,361

Freddie Mac Gold Pool

.000

11/01/46

2,496,696

10,018,297

Freddie Mac Gold Pool

.000

11/01/46

9,030,670

3,422,230

Freddie Mac Gold Pool

.000

11/01/46

3,096,481

1,991,065

Freddie Mac Gold Pool

.000

12/01/46

1,801,533

2,487,577

Freddie Mac Gold Pool

.500

12/01/46

2,327,827

4,612,997

Freddie Mac Gold Pool

.000

02/01/47

4,173,845

1,478,603

Freddie Mac Gold Pool

.500

02/01/47

1,379,530

1,217,354

Freddie Mac Gold Pool

.000

02/01/47

1,171,815

1,940,497

Freddie Mac Gold Pool

.500

05/01/47

1,815,061

1,687,759

Freddie Mac Gold Pool

.000

08/01/47

1,527,065

2,192,694

Freddie Mac Gold Pool

.000

11/01/47

1,977,893

3,322,888

Freddie Mac Gold Pool

.000

12/01/47

2,994,146

10,296,061

Freddie Mac Gold Pool

.000

01/01/48

9,316,126

3,615,700

Freddie Mac Gold Pool

.000

02/01/48

3,248,018

2,539,465

Freddie Mac Gold Pool

.500

03/01/48

2,367,886

2,198,122

Freddie Mac Gold Pool

.500

05/01/48

2,037,637

1,685,777

Freddie Mac Gold Pool

.000

05/01/48

1,626,007

2,355,385

Freddie Mac Gold Pool

.500

07/01/48

2,184,998

2,467,831

Freddie Mac Gold Pool

.000

07/01/48

2,374,224

4,599,499

Freddie Mac Gold Pool

.000

08/01/48

4,423,841

859,922

Freddie Mac Gold Pool

.500

09/01/48

849,923

3,627,902

Freddie Mac Gold Pool

.000

10/01/48

3,487,661

2,089,546

Freddie Mac Gold Pool

.500

12/01/48

2,063,957

1,088,762

Freddie Mac Gold Pool

.500

02/01/49

1,074,983

2,999,163

Freddie Mac Gold Pool

.500

05/01/49

2,777,501

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

4,023

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.250%)

.500

%

04/01/35

$

4,135

1,008

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.125%)

.625

10/01/35

1,031

9,639

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.255%)

.510

02/01/36

9,900

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.345%)

.191

07/01/36

3,221

(d) Freddie Mac Non Gold Pool, (LIBOR 6 M + 1.595%)

.220

09/01/36

3,233

8,343

(d) Freddie Mac Non Gold Pool, (LIBOR 6 M + 1.724%)

.332

09/01/36

8,496

7,170

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.245%)

.822

09/01/36

7,335

6,426

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.250%)

.506

01/01/37

6,639

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.250%)

.413

02/01/37

1,120

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.765%)

.679

02/01/37

1,146

37,076

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.850%)

.668

03/01/37

38,148

32,749

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.250%)

.500

04/01/37

33,839

14,375

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.602%)

.596

04/01/37

14,649

2,549

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 2.085%)

.079

05/01/37

2,594

1,055

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.750%)

.375

06/01/37

1,072

11,416

(d) Freddie Mac Non Gold Pool, (DGS1 + 2.248%)

.425

06/01/37

11,737

23,483

(d) Freddie Mac Non Gold Pool, (LIBOR 6 M + 1.270%)

.874

08/01/37

23,540

1,239

(d) Freddie Mac Non Gold Pool, (LIBOR 6 M + 1.520%)

.119

09/01/37

1,246

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.795%)

.545

09/01/37

17,088

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 2.055%)

.055

04/01/38

17,803

4,571

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 2.004%)

.884

06/01/38

4,692

1,657

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.625%)

.375

07/01/38

1,691

2,806

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.861%)

.486

06/01/40

2,875

4,297

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.886%)

.848

01/01/41

4,420

2,211

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.880%)

.880

05/01/41

2,283

47,555

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.861%)

.939

08/01/41

48,957

32,673

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.750%)

.029

09/01/41

33,881

6,013

(d) Freddie Mac Non Gold Pool, (LIBOR 12 M + 1.860%)

.360

10/01/41

6,190

7,120,194

Freddie Mac Pool

.500

04/01/37

6,370,527

10,379,881

Freddie Mac Pool

.000

05/01/37

9,538,717

4,595,421

Freddie Mac Pool

.000

07/01/49

4,417,336

2,728,367

Freddie Mac Pool

.000

07/01/49

2,622,210

10,180,745

Freddie Mac Pool

.000

11/01/49

9,180,472

9,576,113

Freddie Mac Pool

.000

11/01/49

8,589,714

20,094,265

Freddie Mac Pool

.000

02/01/50

18,047,476

13,796,864

Freddie Mac Pool

.500

04/01/50

12,781,506

5,829,882

Freddie Mac Pool

.000

07/01/50

4,750,281

10,921,557

Freddie Mac Pool

.500

07/01/50

9,301,366

6,915,134

Freddie Mac Pool

.500

07/01/50

6,387,758

8,567,514

Freddie Mac Pool

.500

08/01/50

7,897,682

2,240,014

Freddie Mac Pool

.000

11/01/50

2,147,977

6,330,308

Freddie Mac Pool

.000

02/01/51

5,147,514

13,964,194

Freddie Mac Pool

.500

04/01/51

11,866,651

6,063,655

Freddie Mac Pool

.500

02/01/52

5,127,243

11,389,986

Freddie Mac Pool

.000

03/01/52

10,062,283

11,695,599

Freddie Mac Pool

.500

05/01/52

9,967,140

11,810,008

Freddie Mac Pool

.500

05/01/52

9,965,726

5,368,052

Freddie Mac Pool

.000

05/01/52

4,725,732

4,642,108

Freddie Mac Pool

.000

06/01/52

4,461,972

5,494,852

Freddie Mac Pool

.000

08/01/52

5,193,279

5,482,927

Freddie Mac Pool

.500

10/01/52

5,017,695

4,940,224

Freddie Mac Pool

.000

01/01/53

4,922,985

11,010,073

Freddie Mac Pool

.500

01/01/54

10,072,011

8,905,172

Freddie Mac Pool

.500

10/01/54

9,204,187

9,018,108

Freddie Mac Pool

.500

06/01/55

9,322,441

Ginnie Mae I Pool

.500

03/15/26

730

Ginnie Mae I Pool

.000

04/15/26

729

13,388

Ginnie Mae I Pool

.000

12/15/26

13,298

Ginnie Mae I Pool

.500

09/15/28

Ginnie Mae I Pool

.500

11/15/28

Ginnie Mae I Pool

.500

11/15/28

2,493

Ginnie Mae I Pool

.500

10/15/30

2,516

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

Ginnie Mae I Pool

.500

%

12/15/30

$

47,065

Ginnie Mae I Pool

.000

10/15/32

48,382

18,475

Ginnie Mae I Pool

.500

05/15/33

18,989

1,576

Ginnie Mae I Pool

.000

07/15/33

1,591

6,663

Ginnie Mae I Pool

.500

07/15/33

6,731

9,776

Ginnie Mae I Pool

.000

08/15/33

9,869

27,966

Ginnie Mae I Pool

.500

09/15/33

28,956

31,841

Ginnie Mae I Pool

.500

11/15/34

33,061

13,783

Ginnie Mae I Pool

.500

01/15/35

14,237

47,501

Ginnie Mae I Pool

.000

04/15/35

48,203

2,570

Ginnie Mae I Pool

.000

11/15/35

2,633

1,495

Ginnie Mae I Pool

.000

11/15/35

1,531

1,854

Ginnie Mae I Pool

.500

03/15/36

1,899

1,501

Ginnie Mae I Pool

.500

06/15/36

1,577

2,828

Ginnie Mae I Pool

.000

09/15/36

2,897

1,695

Ginnie Mae I Pool

.000

09/15/36

1,750

2,969

Ginnie Mae I Pool

.000

12/15/36

3,041

48,540

Ginnie Mae I Pool

.500

02/15/37

50,621

70,009

Ginnie Mae I Pool

.000

04/15/37

73,725

4,951

Ginnie Mae I Pool

.000

06/15/37

5,152

6,503

Ginnie Mae I Pool

.000

12/15/37

6,773

29,442

Ginnie Mae I Pool

.000

04/15/38

30,050

4,723

Ginnie Mae I Pool

.500

06/15/38

4,928

13,000

Ginnie Mae I Pool

.500

07/15/38

13,368

3,686

Ginnie Mae I Pool

.500

08/15/38

3,864

33,976

Ginnie Mae I Pool

.000

08/15/38

35,798

28,146

Ginnie Mae I Pool

.000

08/15/38

29,017

27,544

Ginnie Mae I Pool

.000

10/15/38

28,118

3,570

Ginnie Mae I Pool

.500

10/15/38

3,709

594

Ginnie Mae I Pool

.500

11/15/38

620

37,840

Ginnie Mae I Pool

.000

12/15/38

39,741

Ginnie Mae I Pool

.500

12/15/38

7,421

Ginnie Mae I Pool

.000

01/15/39

7,551

6,609

Ginnie Mae I Pool

.000

02/15/39

6,778

547

Ginnie Mae I Pool

.000

02/15/39

558

5,445

Ginnie Mae I Pool

.500

03/15/39

5,440

78,644

Ginnie Mae I Pool

.500

03/15/39

77,937

3,730

Ginnie Mae I Pool

.500

04/15/39

3,711

80,183

Ginnie Mae I Pool

.500

04/15/39

83,210

5,897

Ginnie Mae I Pool

.000

05/15/39

5,714

102,829

Ginnie Mae I Pool

.500

05/15/39

102,741

59,554

Ginnie Mae I Pool

.000

05/15/39

60,814

3,293

Ginnie Mae I Pool

.500

06/15/39

3,289

279,108

Ginnie Mae I Pool

.500

06/15/39

277,454

458,581

Ginnie Mae I Pool

.000

06/15/39

468,283

329,432

Ginnie Mae I Pool

.000

06/15/39

334,942

7,546

Ginnie Mae I Pool

.000

06/15/39

7,739

2,941

Ginnie Mae I Pool

.000

06/15/39

2,990

3,011

Ginnie Mae I Pool

.000

06/15/39

3,088

314,511

Ginnie Mae I Pool

.000

07/15/39

302,784

3,377

Ginnie Mae I Pool

.500

07/15/39

3,345

9,526

Ginnie Mae I Pool

.500

07/15/39

9,441

377,871

Ginnie Mae I Pool

.500

07/15/39

377,548

5,444

Ginnie Mae I Pool

.000

07/15/39

5,582

18,550

Ginnie Mae I Pool

.000

08/15/39

17,964

38,209

Ginnie Mae I Pool

.000

08/15/39

38,832

1,518

Ginnie Mae I Pool

.500

08/15/39

1,560

15,975

Ginnie Mae I Pool

.000

08/15/39

16,446

3,167

Ginnie Mae I Pool

.500

10/15/39

3,134

1,613

Ginnie Mae I Pool

.000

10/15/39

1,654

8,877

Ginnie Mae I Pool

.500

11/15/39

8,902

224,573

Ginnie Mae I Pool

.500

12/15/39

224,173

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

140,047

Ginnie Mae I Pool

.500

%

02/15/40

$

145,666

18,620

Ginnie Mae I Pool

.000

03/15/40

18,038

3,473

Ginnie Mae I Pool

.000

03/15/40

3,519

1,209

Ginnie Mae I Pool

.500

04/15/40

1,201

33,728

Ginnie Mae I Pool

.000

04/15/40

34,281

1,392

Ginnie Mae I Pool

.500

05/15/40

1,376

39,760

Ginnie Mae I Pool

.000

05/15/40

40,737

850,858

Ginnie Mae I Pool

.500

06/15/40

847,785

2,675

Ginnie Mae I Pool

.500

06/15/40

2,648

2,479

Ginnie Mae I Pool

.500

06/15/40

2,452

75,475

Ginnie Mae I Pool

.500

07/15/40

75,178

24,609

Ginnie Mae I Pool

.500

07/15/40

24,324

63,069

Ginnie Mae I Pool

.000

08/15/40

60,848

324,673

Ginnie Mae I Pool

.000

08/15/40

310,895

27,484

Ginnie Mae I Pool

.500

08/15/40

27,426

9,769

Ginnie Mae I Pool

.000

10/15/40

9,371

118,619

Ginnie Mae I Pool

.000

11/15/40

114,440

63,825

Ginnie Mae I Pool

.500

12/15/40

59,708

341,274

Ginnie Mae I Pool

.000

01/15/41

329,830

67,988

Ginnie Mae I Pool

.000

02/15/41

65,668

112,670

Ginnie Mae I Pool

.500

03/15/41

112,197

43,701

Ginnie Mae I Pool

.000

07/15/41

42,183

66,707

Ginnie Mae I Pool

.500

08/15/41

66,073

181,054

Ginnie Mae I Pool

.000

09/15/41

173,358

28,653

Ginnie Mae I Pool

.000

10/15/41

27,675

153,408

Ginnie Mae I Pool

.500

11/15/41

143,983

370,404

Ginnie Mae I Pool

.000

11/15/41

357,767

328,086

Ginnie Mae I Pool

.500

04/15/42

307,624

722,993

Ginnie Mae I Pool

.500

07/15/42

675,876

514,556

Ginnie Mae I Pool

.000

01/15/43

470,734

2,301,779

Ginnie Mae I Pool

.000

01/15/43

2,105,718

200,743

Ginnie Mae I Pool

.000

04/15/43

183,645

1,160

Ginnie Mae II Pool

.000

06/20/26

1,157

2,895

Ginnie Mae II Pool

.500

11/20/26

2,881

65,494

Ginnie Mae II Pool

.500

04/20/27

64,720

64,275

Ginnie Mae II Pool

.500

09/20/27

63,411

142,816

Ginnie Mae II Pool

.500

11/20/28

141,821

914

Ginnie Mae II Pool

.500

10/20/30

959

Ginnie Mae II Pool

.000

06/20/31

1,113,294

Ginnie Mae II Pool

.000

08/20/32

1,083,101

6,461

Ginnie Mae II Pool

.500

12/20/32

6,646

1,793

Ginnie Mae II Pool

.000

07/20/33

1,809

26,024

Ginnie Mae II Pool

.000

11/20/33

27,025

11,043

Ginnie Mae II Pool

.500

05/20/34

11,390

16,518

Ginnie Mae II Pool

.000

09/20/34

17,203

1,091

Ginnie Mae II Pool

.000

10/20/34

1,103

8,833

Ginnie Mae II Pool

.500

02/20/35

9,130

169,863

Ginnie Mae II Pool

.000

03/20/35

173,389

51,765

Ginnie Mae II Pool

.500

05/20/35

53,511

1,769

Ginnie Mae II Pool

.000

09/20/35

1,805

15,213

Ginnie Mae II Pool

.500

02/20/36

15,727

4,907

Ginnie Mae II Pool

.500

05/20/36

5,047

48,525

Ginnie Mae II Pool

.500

06/20/36

50,163

4,527

Ginnie Mae II Pool

.000

10/20/36

4,747

2,797

Ginnie Mae II Pool

.000

01/20/37

2,935

10,860

Ginnie Mae II Pool

.000

02/20/37

11,402

35,387

Ginnie Mae II Pool

.000

04/20/37

36,743

5,585

Ginnie Mae II Pool

.000

08/20/37

5,869

4,899

Ginnie Mae II Pool

.500

08/20/37

5,258

22,180

Ginnie Mae II Pool

.500

11/20/37

23,806

1,245

Ginnie Mae II Pool

.000

02/20/38

1,274

683

Ginnie Mae II Pool

.500

05/20/38

698

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

14,983

Ginnie Mae II Pool

.000

%

06/20/38

$

15,745

101,328

Ginnie Mae II Pool

.000

07/20/38

103,326

104,249

Ginnie Mae II Pool

.500

07/20/38

107,339

9,950

Ginnie Mae II Pool

.000

08/20/38

10,457

40,435

Ginnie Mae II Pool

.000

09/20/38

43,196

4,827

Ginnie Mae II Pool

.500

10/20/38

4,958

2,144

Ginnie Mae II Pool

.500

10/20/38

2,292

9,209

Ginnie Mae II Pool

.500

11/20/38

9,732

166,998

Ginnie Mae II Pool

.500

01/20/39

167,986

21,275

Ginnie Mae II Pool

.500

01/20/39

23,319

2,191

Ginnie Mae II Pool

.500

03/20/39

2,204

42,962

Ginnie Mae II Pool

.500

03/20/39

44,837

1,486

Ginnie Mae II Pool

.000

04/20/39

1,525

7,782

Ginnie Mae II Pool

.000

05/20/39

7,574

19,484

Ginnie Mae II Pool

.500

05/20/39

19,599

455,869

Ginnie Mae II Pool

.000

05/20/39

466,274

4,395

Ginnie Mae II Pool

.000

06/20/39

4,245

2,884

Ginnie Mae II Pool

.000

06/20/39

2,958

41,717

Ginnie Mae II Pool

.500

07/20/39

41,964

38,927

Ginnie Mae II Pool

.000

07/20/39

39,934

4,543

Ginnie Mae II Pool

.500

07/20/39

4,696

12,807

Ginnie Mae II Pool

.000

08/20/39

12,384

10,141

Ginnie Mae II Pool

.000

08/20/39

10,403

13,494

Ginnie Mae II Pool

.000

09/20/39

14,022

4,296

Ginnie Mae II Pool

.500

10/20/39

4,322

6,328

Ginnie Mae II Pool

.500

11/20/39

6,366

7,646

Ginnie Mae II Pool

.000

11/20/39

7,843

6,349

Ginnie Mae II Pool

.500

12/20/39

6,386

240,707

Ginnie Mae II Pool

.000

12/20/39

246,937

208,692

Ginnie Mae II Pool

.500

01/20/40

209,928

3,697

Ginnie Mae II Pool

.500

01/20/40

3,822

8,476

Ginnie Mae II Pool

.500

04/20/40

8,526

1,758

Ginnie Mae II Pool

.500

05/20/40

1,768

65,169

(d) Ginnie Mae II Pool, (DGS1 + 1.500%)

.625

05/20/40

66,440

44,161

Ginnie Mae II Pool

.000

06/20/40

45,413

299,298

Ginnie Mae II Pool

.500

07/20/40

301,069

9,050

Ginnie Mae II Pool

.000

07/20/40

9,284

21,936

Ginnie Mae II Pool

.500

08/20/40

22,066

19,739

Ginnie Mae II Pool

.500

09/20/40

19,844

6,795

Ginnie Mae II Pool

.500

09/20/40

7,025

5,478

Ginnie Mae II Pool

.500

09/20/40

5,711

13,528

Ginnie Mae II Pool

.000

10/20/40

14,174

255,803

Ginnie Mae II Pool

.000

11/20/40

251,378

113,428

Ginnie Mae II Pool

.500

12/20/40

117,262

693,537

Ginnie Mae II Pool

.000

01/20/41

671,273

191,125

Ginnie Mae II Pool

.500

02/20/41

192,257

213,048

Ginnie Mae II Pool

.500

04/20/41

214,309

48,607

Ginnie Mae II Pool

.000

04/20/41

49,494

14,289

(d) Ginnie Mae II Pool, (DGS1 + 1.500%)

.625

06/20/41

14,571

89,884

Ginnie Mae II Pool

.000

07/20/41

86,998

305,889

Ginnie Mae II Pool

.500

07/20/41

307,701

267,899

Ginnie Mae II Pool

.000

07/20/41

274,814

126,631

Ginnie Mae II Pool

.000

08/20/41

129,715

419,075

Ginnie Mae II Pool

.000

09/20/41

405,618

8,878

(d) Ginnie Mae II Pool, (DGS1 + 1.500%)

.625

09/20/41

9,034

531,847

Ginnie Mae II Pool

.000

10/20/41

514,769

18,457

(d) Ginnie Mae II Pool, (DGS1 + 1.500%)

.750

10/20/41

18,910

10,066

(d) Ginnie Mae II Pool, (DGS1 + 1.500%)

.750

10/20/41

10,315

73,297

Ginnie Mae II Pool

.500

10/20/41

75,772

701,867

Ginnie Mae II Pool

.500

11/20/41

706,025

317,009

Ginnie Mae II Pool

.000

11/20/41

325,021

71,519

Ginnie Mae II Pool

.000

11/20/41

75,158

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

382,995

Ginnie Mae II Pool

.500

%

01/20/42

$

362,809

46,421

(d) Ginnie Mae II Pool, (DGS1 + 1.500%)

.625

02/20/42

47,291

182,834

Ginnie Mae II Pool

.500

03/20/42

173,273

347,457

Ginnie Mae II Pool

.500

03/20/42

349,515

733,580

Ginnie Mae II Pool

.500

05/20/42

673,329

1,746,942

Ginnie Mae II Pool

.500

05/20/42

1,656,298

405,679

Ginnie Mae II Pool

.000

05/20/42

392,649

405,479

Ginnie Mae II Pool

.500

07/20/42

384,688

63,815

(d) Ginnie Mae II Pool, (DGS1 + 1.500%)

.625

07/20/42

64,945

538,246

Ginnie Mae II Pool

.000

08/20/42

497,943

715,805

Ginnie Mae II Pool

.500

08/20/42

660,617

1,711,424

Ginnie Mae II Pool

.500

08/20/42

1,624,023

337,956

Ginnie Mae II Pool

.000

08/20/42

355,166

691,765

Ginnie Mae II Pool

.500

10/20/42

656,719

801,956

Ginnie Mae II Pool

.000

11/20/42

739,102

797,945

Ginnie Mae II Pool

.000

12/20/42

719,144

946,287

Ginnie Mae II Pool

.000

12/20/42

871,338

702,932

Ginnie Mae II Pool

.000

01/20/43

647,260

1,203,422

Ginnie Mae II Pool

.000

02/20/43

1,107,614

925,437

Ginnie Mae II Pool

.000

02/20/43

846,879

214,384

Ginnie Mae II Pool

.000

04/20/43

219,930

475,037

Ginnie Mae II Pool

.000

05/20/43

436,431

725,028

Ginnie Mae II Pool

.000

06/20/43

665,807

1,828,251

Ginnie Mae II Pool

.500

06/20/43

1,678,086

1,582,647

Ginnie Mae II Pool

.000

07/20/43

1,452,065

748,669

Ginnie Mae II Pool

.500

07/20/43

707,967

3,041,819

Ginnie Mae II Pool

.500

08/20/43

3,031,689

1,032,218

Ginnie Mae II Pool

.500

09/20/43

972,907

330,747

Ginnie Mae II Pool

.000

09/20/43

319,573

4,315,118

Ginnie Mae II Pool

.500

10/20/43

4,067,169

1,978,264

Ginnie Mae II Pool

.000

10/20/43

1,910,613

186,119

Ginnie Mae II Pool

.500

11/20/43

175,310

351,810

Ginnie Mae II Pool

.000

11/20/43

339,780

341,725

Ginnie Mae II Pool

.500

12/20/43

339,532

380,224

Ginnie Mae II Pool

.500

01/20/44

377,902

446,163

Ginnie Mae II Pool

.500

02/20/44

419,879

603,936

Ginnie Mae II Pool

.000

02/20/44

582,541

600,635

Ginnie Mae II Pool

.000

05/20/44

579,109

630,773

Ginnie Mae II Pool

.000

06/20/44

607,907

1,611,741

Ginnie Mae II Pool

.500

07/20/44

1,514,120

5,049,404

Ginnie Mae II Pool

.500

10/20/44

4,723,281

531,598

Ginnie Mae II Pool

.500

10/20/44

527,094

1,160,985

Ginnie Mae II Pool

.500

11/20/44

1,087,793

1,458,413

Ginnie Mae II Pool

.000

12/20/44

1,316,313

2,718,430

Ginnie Mae II Pool

.000

12/20/44

2,614,276

3,651,063

Ginnie Mae II Pool

.500

02/20/45

3,416,405

2,185,967

Ginnie Mae II Pool

.000

03/20/45

2,102,238

1,485,638

Ginnie Mae II Pool

.000

04/20/45

1,350,304

3,189,376

Ginnie Mae II Pool

.000

06/20/45

2,895,869

7,265,785

Ginnie Mae II Pool

.000

07/20/45

6,596,753

2,482,603

Ginnie Mae II Pool

.000

10/20/45

2,395,151

4,174,797

Ginnie Mae II Pool

.000

11/20/45

4,008,398

1,880,810

Ginnie Mae II Pool

.000

12/20/45

1,707,124

1,668,021

Ginnie Mae II Pool

.500

12/20/45

1,551,600

8,924,678

Ginnie Mae II Pool

.000

03/20/46

8,100,091

3,140,382

Ginnie Mae II Pool

.000

04/20/46

2,849,733

1,893,763

Ginnie Mae II Pool

.000

04/20/46

1,817,131

8,427,872

Ginnie Mae II Pool

.000

05/20/46

7,647,408

5,173,333

Ginnie Mae II Pool

.500

05/20/46

4,816,320

1,919,190

Ginnie Mae II Pool

.000

06/20/46

1,741,260

1,169,417

Ginnie Mae II Pool

.500

06/20/46

1,088,230

1,453,288

Ginnie Mae II Pool

.000

07/20/46

1,316,894

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

2,499,882

Ginnie Mae II Pool

.500

%

08/20/46

$

2,325,809

1,407,347

Ginnie Mae II Pool

.000

09/20/46

1,276,649

5,775,848

Ginnie Mae II Pool

.500

09/20/46

5,372,466

2,769,576

Ginnie Mae II Pool

.000

10/20/46

2,506,091

1,532,425

Ginnie Mae II Pool

.000

12/20/46

1,386,616

9,555,879

Ginnie Mae II Pool

.000

01/20/47

8,662,212

1,094,774

Ginnie Mae II Pool

.000

01/20/47

1,047,867

2,341,681

Ginnie Mae II Pool

.000

04/20/47

2,240,863

2,509,971

Ginnie Mae II Pool

.500

05/20/47

2,330,484

1,272,023

Ginnie Mae II Pool

.500

06/20/47

1,174,685

1,609,758

Ginnie Mae II Pool

.000

07/20/47

1,459,576

2,894,210

Ginnie Mae II Pool

.500

07/20/47

2,872,067

3,023,362

Ginnie Mae II Pool

.000

08/20/47

2,732,924

3,376,056

Ginnie Mae II Pool

.500

08/20/47

3,133,923

5,967,614

Ginnie Mae II Pool

.000

09/20/47

5,403,770

7,609,326

Ginnie Mae II Pool

.000

09/20/47

7,280,113

5,409,621

Ginnie Mae II Pool

.500

11/20/47

5,021,622

6,100,752

Ginnie Mae II Pool

.500

12/20/47

5,687,084

2,545,996

Ginnie Mae II Pool

.500

01/20/48

2,363,399

3,185,786

Ginnie Mae II Pool

.000

05/20/48

3,055,125

2,349,759

Ginnie Mae II Pool

.000

06/20/48

2,246,608

5,466,193

Ginnie Mae II Pool

.500

07/20/48

5,057,931

2,472,201

Ginnie Mae II Pool

.000

08/20/48

2,361,920

1,649,778

Ginnie Mae II Pool

.000

08/20/48

1,671,906

1,569,459

Ginnie Mae II Pool

.500

09/20/48

1,551,629

1,339,114

Ginnie Mae II Pool

.000

10/20/48

1,359,073

1,101,778

Ginnie Mae II Pool

.500

11/20/48

1,087,900

4,025,730

Ginnie Mae II Pool

.500

12/20/48

3,736,997

2,509,035

Ginnie Mae II Pool

.500

04/20/49

2,308,679

8,549,778

Ginnie Mae II Pool

.500

04/20/49

8,468,506

2,613,139

Ginnie Mae II Pool

.000

05/20/49

2,484,427

1,656,727

Ginnie Mae II Pool

.500

06/20/49

1,525,440

3,793,600

Ginnie Mae II Pool

.500

09/20/49

3,491,785

2,707,749

Ginnie Mae II Pool

.500

11/20/49

2,492,182

21,811,419

Ginnie Mae II Pool

.500

12/20/49

18,856,991

40,579,817

Ginnie Mae II Pool

.000

02/20/50

36,366,248

5,814,221

Ginnie Mae II Pool

.500

02/20/50

5,351,527

8,217,815

Ginnie Mae II Pool

.500

04/20/50

7,562,982

7,980,530

Ginnie Mae II Pool

.000

05/20/50

7,134,641

4,032,715

Ginnie Mae II Pool

.000

08/20/50

3,339,052

8,099,978

Ginnie Mae II Pool

.500

08/20/50

6,980,545

13,060,050

Ginnie Mae II Pool

.500

10/20/50

11,279,262

34,821,993

Ginnie Mae II Pool

.000

11/20/50

28,799,739

18,305,147

Ginnie Mae II Pool

.500

12/20/50

15,772,747

20,364,108

Ginnie Mae II Pool

.000

01/20/51

16,842,217

5,057,234

Ginnie Mae II Pool

.500

01/20/51

4,357,574

18,123,561

Ginnie Mae II Pool

.000

02/20/51

15,005,988

3,485,744

Ginnie Mae II Pool

.500

04/20/51

2,765,372

14,370,612

Ginnie Mae II Pool

.000

04/20/51

11,880,793

21,350,634

Ginnie Mae II Pool

.500

04/20/51

18,396,669

12,275,226

Ginnie Mae II Pool

.500

05/20/51

10,573,049

19,606,612

Ginnie Mae II Pool

.000

06/20/51

16,209,463

2,939,703

Ginnie Mae II Pool

.000

06/20/51

2,626,834

58,319,358

Ginnie Mae II Pool

.500

07/20/51

50,250,001

5,290,862

Ginnie Mae II Pool

.000

08/20/51

4,374,089

22,056,902

Ginnie Mae II Pool

.500

08/20/51

19,004,948

6,612,501

Ginnie Mae II Pool

.000

08/20/51

5,908,707

31,505,826

Ginnie Mae II Pool

.500

09/20/51

27,136,730

9,120,869

Ginnie Mae II Pool

.000

09/20/51

8,150,111

1,963,266

Ginnie Mae II Pool

.000

10/20/51

1,754,308

101,096,854

Ginnie Mae II Pool

.000

11/20/51

83,578,609

1,913,488

Ginnie Mae II Pool

.500

11/20/51

1,755,844

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

14,816,488

Ginnie Mae II Pool

.000

%

12/20/51

$

12,249,005

9,349,121

Ginnie Mae II Pool

.500

12/20/51

8,052,576

11,147,709

Ginnie Mae II Pool

.000

12/20/51

9,969,872

3,574,779

Ginnie Mae II Pool

.500

01/20/52

3,288,249

8,862,924

Ginnie Mae II Pool

.500

02/20/52

7,642,729

12,486,145

Ginnie Mae II Pool

.500

02/20/52

11,449,919

8,108,301

Ginnie Mae II Pool

.000

04/20/52

6,703,146

2,700,903

Ginnie Mae II Pool

.500

04/20/52

2,326,338

4,066,624

Ginnie Mae II Pool

.000

04/20/52

3,631,720

14,309,974

Ginnie Mae II Pool

.000

05/20/52

11,830,067

12,115,931

Ginnie Mae II Pool

.500

05/20/52

10,435,673

7,080,074

Ginnie Mae II Pool

.000

05/20/52

6,322,902

7,687,377

Ginnie Mae II Pool

.000

05/20/52

7,293,452

11,879,039

Ginnie Mae II Pool

.000

06/20/52

10,608,651

18,232,479

Ginnie Mae II Pool

.000

06/20/52

17,324,483

2,672,773

Ginnie Mae II Pool

.000

07/20/52

2,389,691

2,677,814

Ginnie Mae II Pool

.500

07/20/52

2,445,902

3,850,637

Ginnie Mae II Pool

.500

07/20/52

3,763,410

3,855,317

Ginnie Mae II Pool

.500

08/20/52

3,528,702

7,896,483

Ginnie Mae II Pool

.000

08/20/52

7,499,496

5,632,888

Ginnie Mae II Pool

.500

08/20/52

5,504,416

3,766,379

Ginnie Mae II Pool

.000

08/20/52

3,769,280

1,401,983

Ginnie Mae II Pool

.500

09/20/52

1,283,461

8,989,578

Ginnie Mae II Pool

.000

09/20/52

8,516,852

33,209,538

Ginnie Mae II Pool

.500

09/20/52

32,446,974

3,781,179

Ginnie Mae II Pool

.000

09/20/52

3,783,897

6,784,045

Ginnie Mae II Pool

.500

09/20/52

6,897,676

6,182,088

Ginnie Mae II Pool

.500

10/20/52

5,655,629

12,076,883

Ginnie Mae II Pool

.000

10/20/52

11,459,236

1,787,804

Ginnie Mae II Pool

.500

11/20/52

1,636,298

3,991,522

Ginnie Mae II Pool

.500

11/20/52

3,899,253

16,889,697

Ginnie Mae II Pool

.000

11/20/52

16,900,967

7,267,965

Ginnie Mae II Pool

.500

11/20/52

7,341,472

4,521,397

Ginnie Mae II Pool

.500

12/20/52

4,130,878

949,371

Ginnie Mae II Pool

.000

12/20/52

899,741

2,076,367

Ginnie Mae II Pool

.500

12/20/52

2,027,406

6,236,164

Ginnie Mae II Pool

.500

12/20/52

6,325,215

3,371,160

Ginnie Mae II Pool

.000

12/20/52

3,456,700

5,338,595

Ginnie Mae II Pool

.500

01/20/53

4,904,196

2,318,021

Ginnie Mae II Pool

.000

01/20/53

2,317,660

5,004,524

Ginnie Mae II Pool

.000

01/20/53

5,098,348

2,857,775

Ginnie Mae II Pool

.500

01/20/53

2,949,626

4,574,087

Ginnie Mae II Pool

.500

02/20/53

3,977,996

4,004,194

Ginnie Mae II Pool

.000

02/20/53

3,595,849

1,683,863

Ginnie Mae II Pool

.000

02/20/53

1,596,858

8,991,755

Ginnie Mae II Pool

.500

02/20/53

8,771,348

4,830,168

Ginnie Mae II Pool

.000

02/20/53

4,829,415

4,335,621

Ginnie Mae II Pool

.500

02/20/53

4,397,548

2,581,472

Ginnie Mae II Pool

.500

03/20/53

2,519,393

11,584,309

Ginnie Mae II Pool

.000

03/20/53

11,587,221

4,276,686

Ginnie Mae II Pool

.500

03/20/53

4,332,275

2,180,825

Ginnie Mae II Pool

.000

03/20/53

2,234,321

8,228,221

Ginnie Mae II Pool

.000

04/20/53

7,802,638

1,911,424

Ginnie Mae II Pool

.000

04/20/53

1,909,846

2,000,922

Ginnie Mae II Pool

.500

04/20/53

2,028,118

1,426,294

Ginnie Mae II Pool

.500

05/20/53

1,390,884

17,370,086

Ginnie Mae II Pool

.000

05/20/53

17,338,742

2,837,858

Ginnie Mae II Pool

.500

06/20/53

2,609,189

14,126,013

Ginnie Mae II Pool

.500

06/20/53

14,305,442

3,076,529

Ginnie Mae II Pool

.500

06/20/53

3,171,874

10,138,951

Ginnie Mae II Pool

.500

07/20/53

9,876,257

7,137,702

Ginnie Mae II Pool

.000

07/20/53

7,118,938

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

10,355,837

Ginnie Mae II Pool

.500

%

07/20/53

$

10,496,593

5,714,555

Ginnie Mae II Pool

.000

07/20/53

5,846,696

10,605,328

Ginnie Mae II Pool

.500

08/20/53

10,738,533

1,898,255

Ginnie Mae II Pool

.000

08/20/53

1,942,150

1,031,473

Ginnie Mae II Pool

.000

08/20/53

1,064,968

4,493,584

Ginnie Mae II Pool

.000

09/20/53

4,478,067

7,916,162

Ginnie Mae II Pool

.000

09/20/53

8,096,985

5,004,805

Ginnie Mae II Pool

.000

10/20/53

5,000,402

9,490,632

Ginnie Mae II Pool

.000

11/20/53

9,702,078

6,285,885

Ginnie Mae II Pool

.500

11/20/53

6,466,559

2,455,566

Ginnie Mae II Pool

.000

11/20/53

2,528,952

2,496,214

Ginnie Mae II Pool

.000

12/20/53

2,580,244

3,468,927

Ginnie Mae II Pool

.500

01/20/54

3,505,447

5,016,085

Ginnie Mae II Pool

.000

01/20/54

5,125,019

6,567,466

Ginnie Mae II Pool

.500

01/20/54

6,759,263

2,927,849

Ginnie Mae II Pool

.500

02/20/54

2,843,162

8,113,442

Ginnie Mae II Pool

.000

02/20/54

8,095,039

5,068,584

Ginnie Mae II Pool

.500

02/20/54

5,132,467

1,940,982

Ginnie Mae II Pool

.000

02/20/54

1,983,133

1,519,874

Ginnie Mae II Pool

.500

02/20/54

1,564,528

3,311,484

Ginnie Mae II Pool

.000

03/20/54

3,381,535

4,789,843

Ginnie Mae II Pool

.000

04/20/54

4,769,352

2,713,267

Ginnie Mae II Pool

.500

04/20/54

2,740,223

5,074,885

Ginnie Mae II Pool

.000

04/20/54

5,180,812

2,884,327

Ginnie Mae II Pool

.000

05/20/54

2,871,988

15,381,674

Ginnie Mae II Pool

.500

05/20/54

15,525,369

2,490,159

Ginnie Mae II Pool

.500

06/20/54

2,417,999

7,767,439

Ginnie Mae II Pool

.000

06/20/54

7,923,011

2,896,534

Ginnie Mae II Pool

.500

06/20/54

2,979,712

5,241,475

Ginnie Mae II Pool

.500

07/20/54

5,087,429

9,613,430

Ginnie Mae II Pool

.000

07/20/54

9,802,272

5,632,380

Ginnie Mae II Pool

.500

07/20/54

5,793,573

29,747,068

Ginnie Mae II Pool

.500

08/20/54

30,024,973

10,924,505

Ginnie Mae II Pool

.000

08/20/54

11,136,182

15,706,761

Ginnie Mae II Pool

.500

09/20/54

15,842,629

13,012,460

Ginnie Mae II Pool

.000

09/20/54

13,258,262

10,168,298

Ginnie Mae II Pool

.500

10/20/54

9,867,080

4,899,818

Ginnie Mae II Pool

.000

10/20/54

4,878,730

4,536,478

Ginnie Mae II Pool

.500

10/20/54

4,662,677

11,693,490

Ginnie Mae II Pool

.000

11/20/54

11,644,671

7,572,521

Ginnie Mae II Pool

.500

11/20/54

7,650,003

1,682,656

Ginnie Mae II Pool

.000

11/20/54

1,730,951

19,910,457

Ginnie Mae II Pool

.000

12/20/54

19,827,333

1,923,543

Ginnie Mae II Pool

.500

12/20/54

1,940,479

3,934,073

Ginnie Mae II Pool

.500

12/20/54

4,043,274

5,174,412

Ginnie Mae II Pool

.500

01/20/55

5,021,110

6,092,528

Ginnie Mae II Pool

.000

02/20/55

6,066,777

5,115,800

Ginnie Mae II Pool

.000

05/20/55

5,093,267

9,939,948

Ginnie Mae II Pool

.500

05/20/55

10,021,575

9,776,612

Ginnie Mae II Pool

.000

05/20/55

9,952,968

5,059,194

Ginnie Mae II Pool

.000

06/20/55

5,036,910

9,896,503

Ginnie Mae II Pool

.500

06/20/55

9,977,774

15,921,682

Ginnie Mae II Pool

.500

07/20/55

16,057,157

4,884,697

Ginnie Mae II Pool

.000

07/20/55

4,971,406

9,751,560

Ginnie Mae II Pool

.000

08/20/55

9,929,917

4,819,010

Ginnie Mae II Pool

.500

08/20/55

4,971,168

5,737,163

Government National Mortgage Association (GNMA)

.500

10/20/51

4,943,311

5,764,640

Government National Mortgage Association (GNMA)

.500

11/20/51

4,965,208

5,532,075

Government National Mortgage Association (GNMA)

.000

11/20/51

4,943,263

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

8,114,234

Government National Mortgage Association (GNMA)

.500

%

05/20/52

$

7,464,217

TOTAL MORTGAGE BACKED

6,242,460,605

MUNICIPAL BONDS - 0.6%

200,000

Alabama Economic Settlement Authority

.263

09/15/32

199,411

80,000

Alabama Federal Aid Highway Finance Authority

.650

09/01/37

65,896

300,000

American Municipal Power, Inc

.834

02/15/41

360,835

445,000

American Municipal Power, Inc

.270

02/15/50

464,863

1,165,000

American Municipal Power, Inc

.084

02/15/50

1,497,622

490,000

Bay Area Toll Authority

.918

04/01/40

554,114

2,000,000

Bay Area Toll Authority

.263

04/01/49

2,116,161

755,000

Bay Area Toll Authority

.126

04/01/55

509,562

200,000

Board of Regents of the University of Texas System

.852

08/15/46

167,596

700,000

Board of Regents of the University of Texas System

.794

08/15/46

667,799

750,000

Board of Regents of the University of Texas System

.439

08/15/49

470,242

340,000

California Earthquake Authority

.603

07/01/27

344,504

100,000

California Health Facilities Financing Authority

.190

06/01/37

94,538

100,000

California Health Facilities Financing Authority

.353

06/01/41

92,448

200,000

California Institute of Technology

.321

08/01/45

172,707

750,000

California Institute of Technology

.650

09/01/19

488,959

200,000

California State University

.899

11/01/47

169,486

1,000,000

California State University

.897

11/01/51

711,065

750,000

California State University

.975

11/01/51

521,875

950,000

California State University

.939

11/01/52

644,104

2,000,000

California State University

.183

11/01/53

1,931,859

720,000

Central Puget Sound Regional Transit Authority

.491

11/01/39

744,303

1,665,000

Charlotte-Mecklenburg Hospital Authority

.204

01/15/51

1,161,001

2,250,000

Chicago O'Hare International Airport

.395

01/01/40

2,518,063

200,000

Chicago O'Hare International Airport

.472

01/01/49

176,441

200,000

Chicago O'Hare International Airport

.572

01/01/54

175,924

680,000

City of Atlanta GA Water & Wastewater Revenue

.257

11/01/35

570,075

690,000

City of Houston TX

.961

03/01/47

593,222

140,000

City of Los Angeles Department of Airports Customer Facility Charge Revenue

.242

05/15/48

121,806

1,000,000

City of New York NY

.610

09/01/37

984,075

1,000,000

City of New York NY

.264

10/01/44

986,178

210,000

City of New York NY

.291

02/01/45

224,216

755,000

City of New York NY

.094

10/01/49

722,588

345,000

City of New York NY

.263

10/01/52

335,517

1,440,000

City of New York NY

.828

10/01/53

1,509,459

1,000,000

City of New York NY

.114

10/01/54

956,901

1,000,000

City of New York NY

.935

02/01/55

1,073,310

245,000

City of New York NY

.385

02/01/55

262,120

1,000,000

City of Riverside CA

.857

06/01/45

875,025

750,000

City of San Antonio TX Electric & Gas Systems Revenue

.808

02/01/41

779,788

875,000

City of Tucson AZ

.856

07/01/47

638,000

200,000

Commonwealth Financing Authority

.014

06/01/33

194,685

100,000

Commonwealth Financing Authority

.864

06/01/38

92,836

100,000

Commonwealth Financing Authority

.144

06/01/38

94,617

645,000

Commonwealth Financing Authority

.807

06/01/41

556,203

825,000

Commonwealth Financing Authority

.991

06/01/42

629,952

1,000,000

Commonwealth of Massachusetts

.769

07/15/29

997,865

197,819

Commonwealth of Massachusetts

.110

07/15/31

198,100

100,000

Commonwealth of Massachusetts

.277

06/01/46

79,814

750,000

Commonwealth of Massachusetts

.900

09/01/49

519,520

500,000

Commonwealth of Massachusetts Transportation Fund Revenue

.731

06/01/40

524,638

130,000

County of Broward FL Airport System Revenue

.477

10/01/43

111,497

200,000

County of Clark Department of Aviation

.820

07/01/45

224,799

135,000

County of Miami-Dade FL Aviation Revenue

.280

10/01/41

124,120

510,000

County of Miami-Dade Seaport Department

.224

11/01/55

528,024

1,000,000

County of Riverside CA

.818

02/15/38

946,294

1,485,000

Dallas Area Rapid Transit

.613

12/01/48

1,021,986

750,000

Dallas Area Rapid Transit

.022

12/01/48

719,868

250,000

Dallas Fort Worth International Airport

.994

11/01/38

216,547

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL BONDS

(continued)

$

235,000

Dallas Fort Worth International Airport

.089

%

11/01/40

$

192,427

100,000

Dallas Fort Worth International Airport

.144

11/01/45

76,981

255,000

Dallas Fort Worth International Airport

.843

11/01/46

186,326

210,000

Dallas Fort Worth International Airport

.919

11/01/50

148,810

235,000

Dallas Fort Worth International Airport

.087

11/01/51

195,903

445,000

Dallas Fort Worth International Airport

.507

11/01/51

391,573

350,000

Denver City & County School District No

.242

12/15/37

338,065

445,000

District of Columbia Water & Sewer Authority

.814

10/01/14

390,597

500,000

Duke University

.682

10/01/44

366,453

115,000

Duke University

.299

10/01/46

83,763

500,000

Duke University

.757

10/01/50

322,365

500,000

Duke University

.832

10/01/55

315,539

190,000

Empire State Development Corp

.900

03/15/33

188,366

810,000

Empire State Development Corp

.900

03/15/33

792,812

360,000

Foothill-Eastern Transportation Corridor Agency

.094

01/15/49

289,985

300,000

Foothill-Eastern Transportation Corridor Agency

.924

01/15/53

231,546

300,000

George Washington University

.300

09/15/44

252,848

200,000

George Washington University

.868

09/15/45

185,682

375,000

George Washington University

.126

09/15/48

309,170

1,000,000

Golden State Tobacco Securitization Corp

.487

06/01/36

851,917

1,500,000

Golden State Tobacco Securitization Corp

.115

06/01/38

1,259,558

430,000

Golden State Tobacco Securitization Corp

.714

06/01/41

337,746

460,000

Golden State Tobacco Securitization Corp

.850

06/01/50

419,382

1,000,000

Golden State Tobacco Securitization Corp

.214

06/01/50

742,170

970,000

Grand Parkway Transportation Corp

.236

10/01/52

684,835

200,000

Health & Educational Facilities Authority of the State of Missouri

.651

01/15/46

163,858

200,000

Health & Educational Facilities Authority of the State of Missouri

.086

09/15/51

136,849

200,000

Health & Educational Facilities Authority of the State of Missouri

.652

08/15/57

150,989

1,500,000

Idaho Energy Resources Authority

.861

09/01/46

1,056,643

500,000

Illinois State Toll Highway Authority

.184

01/01/34

535,783

385,000

Indiana Finance Authority

.051

01/01/51

282,867

770,000

JobsOhio Beverage System

.833

01/01/38

644,465

1,500,000

Kansas Development Finance Authority

.774

05/01/51

1,068,517

240,000

Los Angeles Community College District

.750

08/01/49

270,195

1,500,000

Los Angeles Department of Water & Power

.574

07/01/45

1,599,800

691,578

Louisiana Local Government Environmental Facilities & Community Development Auth

.081

06/01/31

704,025

1,000,000

Louisiana Local Government Environmental Facilities & Community Development Auth

.145

02/01/33

998,062

1,000,000

Louisiana Local Government Environmental Facilities & Community Development Auth

.048

12/01/34

1,038,129

1,000,000

Louisiana Local Government Environmental Facilities & Community Development Auth

.275

02/01/36

987,375

830,000

Louisiana Local Government Environmental Facilities & Community Development Auth

.475

08/01/39

806,207

1,000,000

Louisiana Local Government Environmental Facilities & Community Development Auth

.198

12/01/39

1,034,355

765,000

Maryland Economic Development Corp

.433

05/31/56

742,178

940,000

Maryland Economic Development Corp

.942

05/31/57

954,630

1,000,000

Maryland Health & Higher Educational Facilities Authority

.052

07/01/40

780,164

1,000,000

Maryland Health & Higher Educational Facilities Authority

.197

07/01/50

685,822

100,000

Massachusetts School Building Authority

.715

08/15/39

104,852

200,000

Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd

.053

07/01/26

199,978

100,000

Metropolitan Government of Nashville & Davidson County Convention Center Auth

.731

07/01/43

107,798

940,000

Metropolitan Transportation Authority

.648

11/15/39

1,015,637

1,010,000

Metropolitan Transportation Authority

.336

11/15/39

1,207,900

25,000

Metropolitan Transportation Authority

.175

11/15/49

23,101

460,000

Metropolitan Water Reclamation District of Greater Chicago

.720

12/01/38

482,259

350,000

Michigan Finance Authority

.384

12/01/40

295,619

235,000

Michigan State University

.496

08/15/48

213,898

1,000,000

Michigan State University

.165

08/15/22

740,680

770,000

Michigan Strategic Fund

.225

09/01/47

587,193

500,000

Missouri Highway & Transportation Commission

.445

05/01/33

516,838

232,000

Municipal Electric Authority of Georgia

.637

04/01/57

254,544

462,000

Municipal Electric Authority of Georgia

.655

04/01/57

503,265

947,000

New Jersey Economic Development Authority

.425

02/15/29

995,792

1,335,000

New Jersey Turnpike Authority

.414

01/01/40

1,613,768

1,000,000

New Jersey Turnpike Authority

.102

01/01/41

1,159,593

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL BONDS

(continued)

$

2,385,000

New York City Municipal Water Finance Authority

.440

%

06/15/43

$

2,386,950

2,000,000

New York City Transitional Finance Authority

.375

05/01/37

1,926,892

1,000,000

New York State Dormitory Authority

.228

07/01/35

1,040,983

130,000

New York State Dormitory Authority

.628

03/15/39

135,038

545,000

New York State Dormitory Authority

.600

03/15/40

562,014

200,000

New York State Dormitory Authority

.946

08/01/48

176,214

1,000,000

New York State Dormitory Authority

.832

07/01/55

1,063,332

1,000,000

North Texas Tollway Authority

.718

01/01/49

1,115,144

605,000

Ohio Turnpike & Infrastructure Commission

.216

02/15/48

450,388

559,245

Oklahoma Development Finance Authority

.877

05/01/37

550,665

500,000

Oklahoma Development Finance Authority

.623

06/01/44

488,999

750,000

Oklahoma Development Finance Authority

.380

11/01/45

715,593

250,000

Oklahoma Development Finance Authority

.714

05/01/52

239,263

308,897

Oregon School Boards Association

.759

06/30/28

311,731

186,886

Oregon School Boards Association

.680

06/30/28

191,190

1,000,000

Oregon State University

.424

03/01/60

710,631

2,500,000

Pennsylvania Economic Development Financing Authority

.689

06/01/54

2,537,021

500,000

Pennsylvania State University

.790

09/01/43

383,920

205,000

Pennsylvania State University

.840

09/01/50

139,028

300,000

Permanent University Fund-Texas A&M University System

.660

07/01/47

246,990

200,000

Permanent University Fund-University of Texas System

.376

07/01/47

154,730

1,215,000

Port Authority of New York & New Jersey

.040

12/01/29

1,314,034

500,000

Port Authority of New York & New Jersey

.647

11/01/40

533,368

300,000

Port Authority of New York & New Jersey

.823

06/01/45

275,670

1,000,000

Port Authority of New York & New Jersey

.310

08/01/46

998,390

200,000

Port Authority of New York & New Jersey

.031

09/01/48

165,746

900,000

Port Authority of New York & New Jersey

.139

02/15/51

653,475

400,000

Port Authority of New York & New Jersey

.229

10/15/57

332,277

1,600,000

Port Authority of New York & New Jersey

.175

07/15/60

1,050,151

2,200,000

Port Authority of New York & New Jersey

.810

10/15/65

2,007,420

250,000

Port Authority of New York & New Jersey

.287

08/01/69

162,309

1,000,000

Port of Morrow OR

.543

09/01/40

768,541

1,000,000

Regents of the University of California Medical Center Pooled Revenue

.132

05/15/32

990,177

750,000

Regents of the University of California Medical Center Pooled Revenue

.006

05/15/50

497,060

1,500,000

Regents of the University of California Medical Center Pooled Revenue

.563

05/15/53

1,298,442

750,000

Regents of the University of California Medical Center Pooled Revenue

.256

05/15/60

482,267

750,000

Regents of the University of California Medical Center Pooled Revenue

.706

05/15/20

483,594

500,000

Rutgers The State University of New Jersey

.270

05/01/43

410,279

500,000

Rutgers The State University of New Jersey

.915

05/01/19

341,690

180,000

Sales Tax Securitization Corp

.637

01/01/40

177,010

1,125,000

Sales Tax Securitization Corp

.238

01/01/42

934,483

200,000

Sales Tax Securitization Corp

.587

01/01/43

172,304

1,000,000

Sales Tax Securitization Corp

.820

01/01/48

816,979

200,000

Sales Tax Securitization Corp

.787

01/01/48

187,004

100,000

Salt River Project Agricultural Improvement & Power District

.839

01/01/41

98,350

500,000

San Diego County Water Authority

.138

05/01/49

522,713

920,000

San Francisco City & County Public Utilities Commission Wastewater Revenue

.655

10/01/27

933,785

1,000,000

San Joaquin Hills Transportation Corridor Agency

.492

01/15/50

765,269

100,000

San Jose Redevelopment Agency Successor Agency

.375

08/01/34

93,214

750,000

State Board of Administration Finance Corp

.705

07/01/27

722,353

400,000

State Board of Administration Finance Corp

.154

07/01/30

366,211

2,000,000

State Board of Administration Finance Corp

.526

07/01/34

2,085,806

200,000

State of California

.500

04/01/28

199,252

2,000,000

State of California

.875

09/01/30

2,090,299

1,000,000

State of California

.750

10/01/31

1,086,695

1,000,000

State of California

.000

03/01/33

1,098,673

70,000

State of California

.500

04/01/33

71,262

230,000

State of California

.500

04/01/33

230,362

250,000

State of California

.500

04/01/34

293,571

1,000,000

State of California

.125

03/01/38

1,015,461

225,000

State of California

.600

04/01/38

229,589

1,285,000

State of California

.550

04/01/39

1,569,546

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL BONDS

(continued)

$

3,400,000

State of California

.300

%

10/01/39

$

3,981,585

2,740,000

State of California

.625

03/01/40

3,326,225

1,500,000

State of California

.600

11/01/40

1,846,703

595,000

State of California

.200

03/01/43

588,291

620,000

State of Connecticut

.850

03/15/32

667,081

5,191,667

State of Illinois

.100

06/01/33

5,284,659

996,154

State of Illinois

.725

04/01/35

1,059,019

46,911

State of Oregon

.892

06/01/27

48,003

600,000

State of Texas

.631

04/01/33

599,391

50,000

State of Texas

.517

04/01/39

52,012

1,000,000

State of Texas

.681

04/01/40

960,755

200,000

State of Wisconsin

.154

05/01/27

198,414

200,000

State of Wisconsin

.954

05/01/36

189,243

583,000

State Public School Building Authority

.000

09/15/27

594,600

100,000

Sumter Landing Community Development District

.172

10/01/47

89,114

882,671

Texas Natural Gas Securitization Finance Corp

.102

04/01/35

909,980

2,285,000

Texas Natural Gas Securitization Finance Corp

.169

04/01/41

2,330,595

430,000

Texas Private Activity Bond Surface Transportation Corp

.922

12/31/49

345,690

150,000

Texas Transportation Commission State Highway Fund

.028

04/01/26

150,303

1,190,000

Texas Transportation Commission State Highway Fund

.178

04/01/30

1,214,884

100,000

The Ohio State University

.910

06/01/40

99,756

220,000

Trustees of Princeton University

.700

03/01/39

237,059

1,000,000

Trustees of the University of Pennsylvania

.396

10/01/50

597,227

100,000

Trustees of the University of Pennsylvania

.674

09/01/12

84,366

500,000

Trustees of the University of Pennsylvania

.610

02/15/19

328,635

205,000

United Nations Development Corp

.536

08/01/55

219,156

1,000,000

University of California

.316

05/15/27

963,583

500,000

University of California

.349

07/01/29

493,207

1,000,000

University of California

.614

05/15/30

905,452

200,000

University of California

.931

05/15/45

183,815

200,000

University of California

.131

05/15/45

182,158

1,500,000

University of California

.071

05/15/51

1,004,318

860,000

University of California

.858

05/15/12

731,079

200,000

University of California

.767

05/15/15

166,823

500,000

University of Chicago

.761

04/01/45

394,223

300,000

University of Chicago

.003

10/01/53

239,420

750,000

University of Michigan

.437

04/01/40

566,876

1,000,000

University of Michigan

.599

04/01/47

847,369

500,000

University of Michigan

.562

04/01/50

318,052

750,000

University of Michigan

.504

04/01/52

566,113

500,000

University of Michigan

.504

04/01/52

377,409

750,000

University of Michigan

.454

04/01/22

605,709

1,500,000

University of Minnesota

.048

04/01/52

1,228,168

500,000

University of Nebraska Facilities Corp

.037

10/01/49

363,416

300,000

University of Southern California

.028

10/01/39

247,969

200,000

University of Southern California

.841

10/01/47

159,971

500,000

University of Southern California

.805

10/01/50

324,860

200,000

University of Southern California

.250

10/01/11

187,639

1,000,000

University of Virginia

.256

09/01/50

591,125

1,600,000

University of Virginia

.584

11/01/51

1,000,846

500,000

University of Virginia

.227

09/01/19

295,052

TOTAL MUNICIPAL BONDS

152,652,665

U.S. TREASURY SECURITIES - 43.7%

95,000,000

United States Treasury Note

.250

11/30/26

95,560,352

55,000,000

United States Treasury Note

.250

12/31/26

55,354,492

10,000,000

United States Treasury Note

.125

01/31/27

10,053,906

75,000,000

United States Treasury Note

.875

03/31/27

75,222,656

1,000,000

United States Treasury Note

.750

04/30/27

1,001,406

77,000,000

United States Treasury Note

.750

06/30/27

77,138,360

30,500,000

United States Treasury Note

.875

07/31/27

30,625,098

30,000,000

United States Treasury Note

.625

08/31/27

29,998,828

25,000,000

United States Treasury Note

.500

09/30/27

24,946,289

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S. TREASURY SECURITIES

(continued)

$

15,000,000

United States Treasury Note

.875

%

10/15/27

$

15,073,828

65,000,000

United States Treasury Note

.125

11/15/27

65,662,695

10,000,000

United States Treasury Note

.750

04/15/28

10,030,469

98,000,000

United States Treasury Note

.750

05/15/28

98,313,906

90,000,000

United States Treasury Note

.875

06/15/28

90,590,625

30,000,000

United States Treasury Note

.875

07/15/28

30,194,531

80,500,000

United States Treasury Note

.125

10/31/29

81,779,824

110,500,000

United States Treasury Note

.125

11/30/29

112,278,359

40,000,000

United States Treasury Note

.375

12/31/29

41,034,375

27,000,000

United States Treasury Note

.250

01/31/30

27,571,641

7,200,000

United States Treasury Note

.000

03/31/30

7,282,406

47,750,000

United States Treasury Note

.875

04/30/30

48,052,168

190,000,000

United States Treasury Note

.125

05/31/30

192,226,564

110,000,000

United States Treasury Note

.875

06/30/30

110,674,609

72,500,000

United States Treasury Note

.875

07/31/30

72,936,132

50,000,000

United States Treasury Note

.625

08/31/30

49,742,188

100,000,000

United States Treasury Note

.625

09/30/30

99,492,188

62,000,000

United States Treasury Note

.125

11/30/31

62,881,563

48,000,000

United States Treasury Note

.500

12/31/31

49,665,000

60,000,000

United States Treasury Note

.375

01/31/32

61,659,375

20,000,000

United States Treasury Note

.125

02/29/32

20,269,531

7,000,000

United States Treasury Note

.125

03/31/32

7,092,969

5,000,000

United States Treasury Note

.000

04/30/32

5,029,102

100,000,000

United States Treasury Note

.125

05/31/32

101,265,625

70,000,000

United States Treasury Note

.125

06/30/32

70,360,938

35,000,000

United States Treasury Note

.875

08/31/32

34,896,094

30,000,000

United States Treasury Note

.875

09/30/32

29,901,563

9,000,000

United States Treasury Note

.250

11/15/34

9,101,602

45,300,000

United States Treasury Note

.250

05/15/35

45,717,609

116,000,000

United States Treasury Note

.250

08/15/35

116,942,500

2,500,000

United States Treasury Note

.625

11/15/44

2,476,758

32,500,000

United States Treasury Note

.750

02/15/45

32,703,125

81,500,000

United States Treasury Note

.000

05/15/45

84,632,656

87,000,000

United States Treasury Note

.750

08/15/45

88,943,906

3,250,000

United States Treasury Note

.500

11/15/54

3,129,268

36,950,000

United States Treasury Note

.625

02/15/55

36,320,695

87,800,000

United States Treasury Note

.750

05/15/55

88,074,375

55,000,000

United States Treasury Note

.750

08/15/55

55,189,062

10,000,000

United States Treasury Note/Bond

.500

07/15/26

10,055,703

85,000,000

United States Treasury Note/Bond

.625

07/31/26

82,823,203

115,000,000

United States Treasury Note/Bond

.750

08/31/26

111,921,054

31,500,000

United States Treasury Note/Bond

.625

09/15/26

31,763,074

60,000,000

United States Treasury Note/Bond

.875

09/30/26

58,342,031

71,000,000

United States Treasury Note/Bond

.625

09/30/26

69,562,805

35,000,000

United States Treasury Note/Bond

.500

09/30/26

34,926,172

170,000,000

United States Treasury Note/Bond

.125

10/31/26

165,358,203

10,000,000

United States Treasury Note/Bond

.625

10/31/26

9,781,250

30,000,000

United States Treasury Note/Bond

.625

11/15/26

30,291,797

115,000,000

United States Treasury Note/Bond

.250

11/30/26

111,788,086

30,000,000

United States Treasury Note/Bond

.375

12/15/26

30,234,375

81,000,000

United States Treasury Note/Bond

.250

12/31/26

78,592,149

89,500,000

United States Treasury Note/Bond

.750

12/31/26

87,388,359

72,000,000

United States Treasury Note/Bond

.500

01/31/27

69,963,750

30,000,000

United States Treasury Note/Bond

.125

02/15/27

30,173,438

87,000,000

United States Treasury Note/Bond

.875

02/28/27

84,855,586

45,000,000

United States Treasury Note/Bond

.250

03/15/27

45,365,625

97,000,000

United States Treasury Note/Bond

.500

03/31/27

95,363,125

50,000,000

United States Treasury Note/Bond

.500

04/15/27

50,617,188

11,000,000

United States Treasury Note/Bond

.750

04/30/27

10,848,320

30,000,000

United States Treasury Note/Bond

.500

05/15/27

30,391,406

40,000,000

United States Treasury Note/Bond

.625

05/31/27

39,337,500

47,600,000

United States Treasury Note/Bond

.625

06/15/27

48,356,766

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S. TREASURY SECURITIES

(continued)

$

5,000,000

United States Treasury Note/Bond

.500

%

06/30/27

$

4,736,523

96,000,000

United States Treasury Note/Bond

.250

06/30/27

95,377,500

111,000,000

United States Treasury Note/Bond

.750

07/31/27

109,265,625

46,000,000

United States Treasury Note/Bond

.250

08/15/27

44,858,984

120,000,000

United States Treasury Note/Bond

.750

08/15/27

120,248,437

48,000,000

United States Treasury Note/Bond

.125

08/31/27

47,555,625

30,000,000

United States Treasury Note/Bond

.375

09/15/27

29,861,719

58,000,000

United States Treasury Note/Bond

.125

09/30/27

58,559,610

163,000,000

United States Treasury Note/Bond

.125

10/31/27

164,655,469

75,000,000

United States Treasury Note/Bond

.625

11/30/27

70,385,742

128,500,000

United States Treasury Note/Bond

.875

11/30/27

129,177,637

37,000,000

United States Treasury Note/Bond

.875

12/31/27

37,203,789

54,000,000

United States Treasury Note/Bond

.500

01/31/28

53,856,562

48,800,000

United States Treasury Note/Bond

.750

02/15/28

47,833,531

86,000,000

United States Treasury Note/Bond

.000

02/29/28

86,759,218

14,500,000

United States Treasury Note/Bond

.625

03/31/28

14,503,965

14,000,000

United States Treasury Note/Bond

.500

04/30/28

13,959,531

66,000,000

United States Treasury Note/Bond

.875

05/15/28

64,765,078

116,000,000

United States Treasury Note/Bond

.625

05/31/28

116,018,125

20,000,000

United States Treasury Note/Bond

.250

06/30/28

18,766,406

141,500,000

United States Treasury Note/Bond

.000

06/30/28

142,887,364

81,000,000

United States Treasury Note/Bond

.125

07/31/28

82,075,781

50,000,000

United States Treasury Note/Bond

.125

08/31/28

46,560,547

40,000,000

United States Treasury Note/Bond

.375

08/31/28

40,814,062

24,000,000

United States Treasury Note/Bond

.625

09/30/28

24,675,000

10,000,000

United States Treasury Note/Bond

.375

10/31/28

9,344,531

98,000,000

United States Treasury Note/Bond

.875

10/31/28

101,491,250

85,000,000

United States Treasury Note/Bond

.125

11/15/28

83,705,078

70,000,000

United States Treasury Note/Bond

.500

11/30/28

65,545,703

47,500,000

United States Treasury Note/Bond

.375

11/30/28

48,526,074

75,000,000

United States Treasury Note/Bond

.750

12/31/28

75,237,305

50,000,000

United States Treasury Note/Bond

.750

01/31/29

47,041,015

84,500,000

United States Treasury Note/Bond

.000

01/31/29

85,414,316

50,000,000

United States Treasury Note/Bond

.625

02/15/29

48,378,906

112,500,000

United States Treasury Note/Bond

.250

02/28/29

114,640,137

50,000,000

United States Treasury Note/Bond

.375

03/31/29

47,910,156

81,000,000

United States Treasury Note/Bond

.125

03/31/29

82,233,985

30,000,000

United States Treasury Note/Bond

.875

04/30/29

29,205,469

135,000,000

United States Treasury Note/Bond

.625

04/30/29

139,308,398

92,000,000

United States Treasury Note/Bond

.375

05/15/29

87,989,375

50,000,000

United States Treasury Note/Bond

.750

05/31/29

48,427,734

162,000,000

United States Treasury Note/Bond

.500

05/31/29

166,543,595

107,500,000

United States Treasury Note/Bond

.250

06/30/29

109,637,402

136,500,000

United States Treasury Note/Bond

.000

07/31/29

138,008,965

22,000,000

United States Treasury Note/Bond

.625

08/15/29

20,411,016

79,000,000

United States Treasury Note/Bond

.625

08/31/29

78,808,671

44,000,000

United States Treasury Note/Bond

.500

09/30/29

43,688,906

44,000,000

United States Treasury Note/Bond

.000

10/31/29

44,495,000

50,000,000

United States Treasury Note/Bond

.875

11/30/29

50,322,265

15,000,000

United States Treasury Note/Bond

.500

01/31/30

14,872,852

5,000,000

United States Treasury Note/Bond

.000

02/28/30

5,058,008

50,000,000

United States Treasury Note/Bond

.625

03/31/30

49,794,922

42,000,000

United States Treasury Note/Bond

.500

04/30/30

41,596,406

50,000,000

United States Treasury Note/Bond

.625

05/15/30

43,464,844

49,000,000

United States Treasury Note/Bond

.750

05/31/30

49,034,453

75,000,000

United States Treasury Note/Bond

.750

06/30/30

75,032,227

71,000,000

United States Treasury Note/Bond

.000

07/31/30

71,801,523

37,000,000

United States Treasury Note/Bond

.625

08/15/30

31,899,492

32,750,000

United States Treasury Note/Bond

.125

08/31/30

33,298,818

20,000,000

United States Treasury Note/Bond

.625

09/30/30

20,789,062

60,000,000

United States Treasury Note/Bond

.875

10/31/30

63,067,969

64,000,000

United States Treasury Note/Bond

.875

11/15/30

55,490,000

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S. TREASURY SECURITIES

(continued)

$

30,000,000

United States Treasury Note/Bond

.000

%

01/31/31

$

30,312,891

30,000,000

United States Treasury Note/Bond

.125

02/15/31

26,214,844

50,000,000

United States Treasury Note/Bond

.250

02/28/31

51,125,000

35,000,000

United States Treasury Note/Bond

.125

03/31/31

35,566,016

121,000,000

United States Treasury Note/Bond

.625

05/15/31

107,741,992

8,000,000

United States Treasury Note/Bond

.625

05/31/31

8,327,500

25,000,000

United States Treasury Note/Bond

.250

06/30/31

25,544,922

56,000,000

United States Treasury Note/Bond

.125

07/31/31

56,850,937

39,000,000

United States Treasury Note/Bond

.250

08/15/31

33,728,906

9,000,000

United States Treasury Note/Bond

.750

08/31/31

8,959,219

110,000,000

United States Treasury Note/Bond

.625

09/30/31

108,710,938

18,200,000

United States Treasury Note/Bond

.375

11/15/31

15,752,953

48,500,000

United States Treasury Note/Bond

.875

02/15/32

43,028,594

41,000,000

United States Treasury Note/Bond

.875

05/15/32

38,546,406

60,500,000

United States Treasury Note/Bond

.750

08/15/32

56,243,731

18,000,000

United States Treasury Note/Bond

.125

11/15/32

18,209,531

4,000,000

United States Treasury Note/Bond

.500

02/15/33

3,883,281

93,250,000

United States Treasury Note/Bond

.375

05/15/33

89,570,997

66,510,000

United States Treasury Note/Bond

.875

08/15/33

65,959,214

54,000,000

United States Treasury Note/Bond

.500

11/15/33

55,830,937

88,000,000

United States Treasury Note/Bond

.000

02/15/34

87,769,687

108,000,000

United States Treasury Note/Bond

.375

05/15/34

110,497,500

23,000,000

United States Treasury Note/Bond

.875

08/15/34

22,647,813

21,250,000

United States Treasury Note/Bond

.500

02/15/36

21,947,266

22,400,000

United States Treasury Note/Bond

.000

05/15/37

24,015,250

179,483,000

United States Treasury Note/Bond

.500

02/15/39

164,198,901

2,000,000

United States Treasury Note/Bond

.500

08/15/39

2,014,844

44,850,000

United States Treasury Note/Bond

.375

11/15/39

44,485,594

57,000,000

United States Treasury Note/Bond

.125

05/15/40

36,299,649

32,500,000

United States Treasury Note/Bond

.125

08/15/40

20,495,312

17,585,000

United States Treasury Note/Bond

.875

08/15/40

16,391,830

127,500,000

United States Treasury Note/Bond

.375

11/15/40

83,183,790

11,185,000

United States Treasury Note/Bond

.250

11/15/40

10,867,363

76,500,000

United States Treasury Note/Bond

.875

02/15/41

53,780,097

76,000,000

United States Treasury Note/Bond

.250

05/15/41

56,308,281

26,350,000

United States Treasury Note/Bond

.375

05/15/41

25,891,963

70,000,000

United States Treasury Note/Bond

.750

08/15/41

47,496,093

10,000,000

United States Treasury Note/Bond

.750

08/15/41

9,087,891

21,150,000

United States Treasury Note/Bond

.000

11/15/41

14,852,918

48,300,000

United States Treasury Note/Bond

.125

11/15/41

40,232,391

13,500,000

United States Treasury Note/Bond

.375

02/15/42

10,003,711

18,550,000

United States Treasury Note/Bond

.125

02/15/42

15,390,703

22,000,000

United States Treasury Note/Bond

.000

05/15/42

17,848,359

5,500,000

United States Treasury Note/Bond

.250

05/15/42

4,620,430

20,000,000

United States Treasury Note/Bond

.750

08/15/42

15,564,844

70,000,000

United States Treasury Note/Bond

.375

08/15/42

59,642,187

62,300,000

United States Treasury Note/Bond

.000

11/15/42

57,598,297

40,300,000

United States Treasury Note/Bond

.875

02/15/43

36,576,973

10,250,000

United States Treasury Note/Bond

.875

05/15/43

8,030,234

73,500,000

United States Treasury Note/Bond

.875

05/15/43

66,577,793

20,500,000

United States Treasury Note/Bond

.375

08/15/43

19,784,101

117,800,000

United States Treasury Note/Bond

.750

11/15/43

119,051,625

91,000,000

United States Treasury Note/Bond

.500

02/15/44

89,005,821

71,000,000

United States Treasury Note/Bond

.625

05/15/44

70,481,367

4,750,000

United States Treasury Note/Bond

.125

08/15/44

4,408,965

16,000,000

United States Treasury Note/Bond

.500

02/15/45

11,460,625

6,000,000

United States Treasury Note/Bond

.875

08/15/45

4,559,297

7,000,000

United States Treasury Note/Bond

.500

05/15/46

4,922,148

13,300,000

United States Treasury Note/Bond

.875

11/15/46

9,958,375

13,000,000

United States Treasury Note/Bond

.000

02/15/47

9,926,719

30,000,000

United States Treasury Note/Bond

.750

08/15/47

21,747,656

45,000,000

United States Treasury Note/Bond

.750

11/15/47

32,524,805

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S. TREASURY SECURITIES

(continued)

$

38,500,000

United States Treasury Note/Bond

.000

%

02/15/48

$

29,073,516

48,500,000

United States Treasury Note/Bond

.125

05/15/48

37,398,047

35,500,000

United States Treasury Note/Bond

.000

08/15/48

26,691,562

35,000,000

United States Treasury Note/Bond

.375

11/15/48

28,116,211

82,500,000

United States Treasury Note/Bond

.000

02/15/49

61,771,875

10,500,000

United States Treasury Note/Bond

.875

05/15/49

7,660,078

7,500,000

United States Treasury Note/Bond

.250

08/15/49

4,787,109

8,615,000

United States Treasury Note/Bond

.375

11/15/49

5,636,768

35,850,000

United States Treasury Note/Bond

.250

05/15/50

17,584,705

28,000,000

United States Treasury Note/Bond

.375

08/15/50

14,078,750

68,500,000

United States Treasury Note/Bond

.625

11/15/50

36,754,531

50,000,000

United States Treasury Note/Bond

.875

02/15/51

28,560,547

52,500,000

United States Treasury Note/Bond

.375

05/15/51

33,776,367

44,575,000

United States Treasury Note/Bond

.000

08/15/51

26,114,682

47,500,000

United States Treasury Note/Bond

.875

11/15/51

26,870,898

45,000,000

United States Treasury Note/Bond

.250

02/15/52

27,912,305

29,000,000

United States Treasury Note/Bond

.875

05/15/52

20,694,219

30,000,000

United States Treasury Note/Bond

.000

08/15/52

21,942,187

55,250,000

United States Treasury Note/Bond

.000

11/15/52

48,894,092

34,600,000

United States Treasury Note/Bond

.625

02/15/53

28,605,820

94,000,000

United States Treasury Note/Bond

.625

05/15/53

77,638,125

56,000,000

United States Treasury Note/Bond

.125

08/15/53

50,616,563

55,000,000

United States Treasury Note/Bond

.750

11/15/53

55,094,531

83,000,000

United States Treasury Note/Bond

.250

02/15/54

76,612,891

62,250,000

United States Treasury Note/Bond

.625

05/15/54

61,160,625

39,000,000

United States Treasury Note/Bond

.250

08/15/54

36,001,875

TOTAL U.S. TREASURY SECURITIES

11,316,376,990

TOTAL GOVERNMENT BONDS

(Cost $19,697,642,237)

18,557,517,824

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 2.3%

ASSET BACKED - 0.5%

475,000

Ally Auto Receivables Trust, Series 2024 1

.940

10/15/29

482,549

109,983

American Airlines Pass Through Trust, Series 2015 2

.600

09/22/27

107,772

114,387

American Airlines Pass Through Trust, Series 2016 1

.575

01/15/28

112,084

349,025

American Airlines Pass Through Trust, Series 2016 2

.200

06/15/28

337,926

493,590

American Airlines Pass Through Trust, Series 2016 3

.000

10/15/28

474,514

177,375

American Airlines Pass Through Trust, Series 2017 1

.650

02/15/29

172,326

526,176

American Airlines Pass Through Trust, Series 2020 A

.150

02/15/32

492,647

950,000

American Express Credit Account Master Trust, Series 2024 3

.650

07/15/29

963,295

2,000,000

American Express Credit Account Master Trust, Series 2025 1

.560

12/17/29

2,029,386

500,000

American Express Credit Account Master Trust, Series 2025 2

.280

04/15/30

504,776

1,000,000

American Express Credit Account Master Trust, Series 2023 2

.800

05/15/30

1,022,434

1,595,000

American Express Credit Account Master Trust, Series 2025 4

.300

07/15/30

1,612,120

500,000

American Express Credit Account Master Trust, Series 2023 4

.150

09/16/30

517,054

1,665,000

American Express Credit Account Master Trust Series, Series 2025 5

.510

07/15/32

1,700,380

131,058

AmeriCredit Automobile Receivables Trust, Series 2021 2

.010

01/19/27

130,409

944,625

AmeriCredit Automobile Receivables Trust, Series 2023 2

.810

05/18/28

951,707

1,000,000

BA Credit Card Trust, Series 2023 A2

.980

11/15/28

1,012,271

2,210,000

BA Credit Card Trust, Series 2025 A1

.310

05/15/30

2,235,289

1,000,000

BMW Vehicle Lease Trust, Series 2023 2

.980

02/25/27

1,005,037

475,000

BMW Vehicle Lease Trust, Series 2024 2

.210

02/25/28

476,637

1,000,000

BMW Vehicle Owner Trust, Series 2023 A

.250

11/26/29

1,016,638

455,000

BMW Vehicle Owner Trust, Series 2024 A

.040

04/25/31

465,416

10,000,000

Cantor Commercial Real Estate Lending, Series 2019 CF1

.523

05/15/52

9,740,002

5,024,053

Cantor Commercial Real Estate Lending, Series 2019 CF1

.623

05/15/52

4,902,189

3,000,000

Capital One MExecution Trust, Series 2024 A1

.920

09/15/29

3,003,471

500,000

Capital One MExecution Trust, Series 2025 A1

.820

09/16/30

499,739

500,000

Capital One MExecution Trust, Series 2025 A2

.020

09/15/32

498,981

895,000

Capital One Prime Auto Receivables Trust, Series 2024 1

.620

07/16/29

902,138

500,000

Capital One Prime Auto Receivables Trust, Series 2024 1

.660

01/15/30

507,192

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET BACKED

(continued)

$

450,000

Carmax Auto Owner Trust, Series 2025 1

.950

%

08/15/30

$

460,844

500,000

Carmax Auto Owner Trust, Series 2025 3

.470

01/15/31

506,838

25,349

CarMax Auto Owner Trust, Series 2022 1

.470

12/15/26

25,317

700,000

CarMax Auto Owner Trust, Series 2022 1

.200

11/15/27

692,370

678,094

CarMax Auto Owner Trust, Series 2023 4

.000

07/17/28

687,179

750,000

CarMax Auto Owner Trust, Series 2023 4

.960

05/15/29

774,402

1,000,000

CarMax Auto Owner Trust, Series 2024 1

.940

08/15/29

1,016,398

1,000,000

CarMax Auto Owner Trust, Series 2024 2

.510

11/15/29

1,027,975

1,000,000

CarMax Auto Owner Trust, Series 2024 4

.640

04/15/30

1,014,782

500,000

Carvana Auto Receivables Trust, Series 2022 P1

.000

02/10/28

492,896

500,000

Carvana Auto Receivables Trust, Series 2022 P1

.300

04/10/28

491,349

1,000,000

Carvana Auto Receivables Trust, Series 2024 P3

.310

09/10/30

1,004,591

450,000

Carvana Auto Receivables Trust, Series 2024 P4

.740

12/10/30

456,673

2,040,000

Chase Issuance Trust, Series 2025 A1

.160

07/15/30

2,053,131

1,500,000

Chase Issuance Trust, Series 2023 A2

.080

09/15/30

1,546,509

3,000,000

Citibank Credit Card Issuance Trust, Series 2025 A1

.300

06/21/30

3,031,213

3,000,000

Citibank Credit Card Issuance Trust, Series 2025 A2

.490

06/21/32

3,050,625

555,000

CNH Equipment Trust, Series 2023 B

.460

03/17/31

569,826

575,000

CNH Equipment Trust, Series 2024 A

.800

07/15/31

586,413

1,000,000

CNH Equipment Trust, Series 2024 B

.230

11/17/31

1,028,698

1,000,000

CNH Equipment Trust, Series 2024 C

.120

03/15/32

1,006,203

910,000

CNH Equipment Trust, Series 2025 A

.540

09/15/32

923,390

475,000

Daimler Trucks Retail Trust, Series 2024 1

.560

07/15/31

485,584

70,475

Delta Air Lines Pass Through Trust, Series 2015 1

.625

07/30/27

69,471

210,309

Delta Air Lines Pass Through Trust, Series 2020 1

.000

06/10/28

201,431

1,500,000

Discover Card Execution Note Trust, Series 2021 A2

.030

09/15/28

1,459,729

904,082

Exeter Automobile Receivables Trust, Series 2022 1A

.020

06/15/28

898,878

732,637

FedEx Corp Pass Through Trust, Series 2020 1

.875

02/20/34

634,016

455,000

Ford Credit Auto Lease Trust, Series 2025 A

.720

06/15/28

459,528

500,000

Ford Credit Auto Lease Trust, Series 2025 B

.230

12/15/28

502,251

634,258

Ford Credit Auto Owner Trust, Series 2022 A

.560

05/15/27

631,262

1,000,000

Ford Credit Auto Owner Trust, Series 2022 A

.910

07/15/27

994,883

1,000,000

Ford Credit Auto Owner Trust, Series 2023 C

.490

05/15/29

1,024,105

1,000,000

Ford Credit Auto Owner Trust, Series 2024 A

.010

09/15/29

1,019,771

710,000

Ford Credit Auto Owner Trust, Series 2024 C

.110

07/15/30

712,450

500,000

Ford Credit Auto Owner Trust, Series 2024 D

.660

09/15/30

507,818

500,000

Ford Credit Auto Owner Trust, Series 2025 B

.950

07/15/31

499,486

710,000

(c) Ford Credit Floorplan Master Owner Trust A, Series 2024 3

.300

09/15/29

713,165

975,000

(c) Ford Credit Floorplan Master Owner Trust A Series, Series 2024 1

.290

04/15/29

993,439

870,000

Gm Financial Automobile Leasing Trust, Series 2025 2

.640

04/20/29

880,684

500,000

GM Financial Automobile Leasing Trust, Series 2025 3

.200

08/20/29

501,754

485,000

Gm Financial Consumer Automobile Receivables Trust, Series 2025 3

.300

09/16/31

489,242

620,697

GM Financial Consumer Automobile Receivables Trust, Series 2023 4

.780

08/16/28

627,850

1,000,000

GM Financial Consumer Automobile Receivables Trust, Series 2024 1

.860

06/18/29

1,014,760

450,000

GM Financial Consumer Automobile Receivables Trust, Series 2025 1

.730

08/16/30

457,606

1,000,000

Harley-Davidson Motorcycle Trust, Series 2024 A

.290

12/15/31

1,024,679

620,000

Harley-Davidson Motorcycle Trust, Series 2024 B

.280

04/15/32

622,926

1,000,000

Honda Auto Receivables Owner Trust, Series 2024 4

.330

05/15/29

1,005,436

500,000

Honda Auto Receivables Owner Trust, Series 2023 4

.660

02/21/30

511,727

1,500,000

Honda Auto Receivables Owner Trust, Series 2024 1

.170

05/15/30

1,526,382

795,000

Honda Auto Receivables Owner Trust, Series 2024 2

.210

07/18/30

810,982

475,000

Honda Auto Receivables Owner Trust, Series 2024 3

.510

11/21/30

479,535

1,000,000

Honda Auto Receivables Owner Trust, Series 2025 1

.640

05/21/31

1,016,233

500,000

Honda Auto Receivables Owner Trust, Series 2025 3

.100

11/21/31

501,648

1,000,000

Hyundai Auto Receivables Trust, Series 2023 B

.310

08/15/29

1,016,747

475,000

Hyundai Auto Receivables Trust, Series 2023 C

.550

12/17/29

487,400

380,000

Hyundai Auto Receivables Trust, Series 2024 B

.740

09/16/30

386,220

1,000,000

Hyundai Auto Receivables Trust, Series 2024 A

.920

01/15/31

1,019,215

1,000,000

Hyundai Auto Receivables Trust, Series 2025 A

.400

04/15/31

1,010,271

865,000

Hyundai Auto Receivables Trust, Series 2025 C

.890

01/15/32

862,825

371,975

JetBlue Pass Through Trust, Series 2019 1

.750

05/15/32

329,471

705,534

JetBlue Pass Through Trust, Series 2020 1

.000

11/15/32

663,521

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET BACKED

(continued)

$

500,000

John Deere Owner Trust, Series 2025 B

.170

%

12/17/29

$

502,612

1,000,000

John Deere Owner Trust, Series 2023 B

.110

05/15/30

1,013,460

1,000,000

John Deere Owner Trust, Series 2023 C

.390

08/15/30

1,021,454

1,000,000

John Deere Owner Trust, Series 2024 B

.190

05/15/31

1,026,063

475,000

John Deere Owner Trust, Series 2024 C

.150

08/15/31

476,833

1,000,000

John Deere Owner Trust 2024, Series 2024 A

.910

02/18/31

1,018,474

750,000

John Deere Owner Trust 2025, Series 2025 A

.230

09/17/29

754,121

475,000

Mercedes-Benz Auto Lease Trust, Series 2024 A

.320

02/15/30

483,725

475,000

Mercedes-Benz Auto Lease Trust, Series 2024 B

.220

06/17/30

476,214

1,000,000

Mercedes-Benz Auto Receivables Trust, Series 2022 1

.250

02/15/29

1,012,253

450,000

Mercedes-Benz Auto Receivables Trust, Series 2025 1

.920

04/15/31

462,043

905,000

Mercedes-Benz Auto Receivables Trust, Series 2024 1

.790

07/15/31

921,552

1,000,000

Nissan Auto Lease Trust, Series 2025 A

.750

03/15/28

1,012,697

1,000,000

Nissan Auto Lease Trust, Series 2024 B

.960

08/15/28

1,012,357

940,000

Nissan Auto Receivables Owner Trust, Series 2024 A

.180

04/15/31

960,958

475,000

Nissan Auto Receivables Owner Trust, Series 2024 B

.350

09/15/31

478,469

193,463

Santander Drive Auto Receivables Trust, Series 2022 7

.950

01/17/28

193,846

568,224

Santander Drive Auto Receivables Trust, Series 2023 5

.020

09/15/28

570,524

1,000,000

Santander Drive Auto Receivables Trust, Series 2024 1

.230

12/15/28

1,005,632

1,715,000

Santander Drive Auto Receivables Trust, Series 2025 2

.670

08/15/29

1,728,499

500,000

Santander Drive Auto Receivables Trust, Series 2022 7

.690

03/17/31

509,956

955,000

Synchrony Card Funding LLC, Series 2024 A1

.040

03/15/30

969,102

1,230,000

Toyota Auto Receivables Owner, Series 2023 D

.490

03/15/29

1,265,421

1,145,000

Toyota Auto Receivables Owner Trust, Series 2024 B

.280

07/16/29

1,174,612

1,000,000

Toyota Auto Receivables Owner Trust, Series 2024 C

.830

11/15/29

1,017,174

700,000

Toyota Auto Receivables Owner Trust, Series 2024 D

.430

04/15/30

707,088

910,000

Toyota Auto Receivables Owner Trust, Series 2025 A

.760

05/15/30

928,582

415,000

Toyota Auto Receivables Owner Trust, Series 2025 C

.190

01/15/31

417,078

131,330

Union Pacific Railroad Co Pass Through Trust, Series 2015 1

.695

05/12/27

128,040

70,188

United Airlines Pass Through Trust, Series 2020 1

.875

01/15/26

70,190

921,943

United Airlines Pass Through Trust, Series 2020 A

.875

10/15/27

947,649

112,965

United Airlines Pass Through Trust, Series 2015 1

.450

12/01/27

110,659

115,575

United Airlines Pass Through Trust, Series 2016 1

.100

07/07/28

111,654

115,575

United Airlines Pass Through Trust, Series 2016 1

.450

07/07/28

110,923

249,449

United Airlines Pass Through Trust, Series 2016 2

.875

10/07/28

237,596

975,894

United Airlines Pass Through Trust, Series 2018 1

.500

03/01/30

936,207

253,784

United Airlines Pass Through Trust, Series 2019 1

.150

08/25/31

247,609

189,222

United Airlines Pass Through Trust, Series 2019 2

.700

05/01/32

173,497

1,625,000

Verizon Master Trust, Series 2024 3

.340

04/22/30

1,660,601

1,000,000

Verizon Master Trust, Series 2024 6

.170

08/20/30

1,004,676

1,425,000

Verizon Master Trust, Series 2025 5

.400

06/20/31

1,441,625

2,730,000

Verizon Master Trust Series, Series 2024 4

.210

06/20/29

2,753,026

475,000

Volkswagen Auto Lease Trust, Series 2024 A

.200

12/20/28

481,176

500,000

Volkswagen Auto Lease Trust, Series 2025 A

.560

03/20/30

505,929

1,000,000

Volkswagen Auto Loan Enhanced, Series 2023 2

.570

04/22/30

1,026,296

500,000

Volkswagen Auto Loan Enhanced Trust, Series 2024 1

.630

07/20/29

505,777

1,000,000

Volkswagen Auto Loan Enhanced Trust, Series 2023 1

.010

01/22/30

1,012,873

3,000,000

WF Card Issuance Trust, Series 2024 A1

.940

02/15/29

3,043,474

1,000,000

WF Card Issuance Trust, Series 2024 A2

.290

10/15/29

1,008,261

1,000,000

World Omni Auto Receivables Trust, Series 2023 D

.850

08/15/29

1,029,139

1,000,000

World Omni Auto Receivables Trust, Series 2024 A

.840

10/15/29

1,013,826

1,000,000

World Omni Auto Receivables Trust, Series 2024 C

.440

05/15/30

1,006,625

1,000,000

World Omni Auto Receivables Trust, Series 2024 B

.230

07/15/30

1,022,431

1,000,000

World Omni Auto Receivables Trust, Series 2025 A

.860

11/15/30

1,018,238

500,000

World Omni Auto Receivables Trust, Series 2025 C

.190

11/17/31

502,871

1,000,000

World Omni Automobile Lease Securitization Trust, Series 2025 A

.420

04/17/28

1,007,517

950,000

World Omni Select Auto Trust, Series 2024 A

.980

02/15/30

955,923

TOTAL ASSET BACKED

137,573,489

OTHER MORTGAGE BACKED - 1.8%

2,500,000

BANK, Series 2020 BN30

.650

12/15/53

2,205,458

1,500,000

BANK, Series 2020 BN30

.925

12/15/53

1,314,799

500,000

(d) BANK, Series 2020 BN30

.111

12/15/53

431,016

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

500,000

(d) BANK, Series 2020 BN30

.445

%

12/15/53

$

426,970

1,978,188

BANK, Series 2021 BN31

.771

02/15/54

1,753,125

1,000,000

BANK, Series 2021 BN31

.036

02/15/54

882,597

500,000

(d) BANK, Series 2021 BN31

.211

02/15/54

433,583

500,000

(d) BANK, Series 2021 BN31

.383

02/15/54

427,406

500,000

(d) BANK, Series 2021 BN31

.545

02/15/54

408,199

2,000,000

BANK, Series 2017 BNK9

.538

11/15/54

1,961,976

500,000

BANK, Series 2022 BNK43

.399

08/15/55

490,768

500,000

(d) BANK, Series 2022 BNK43

.402

08/15/55

457,934

800,000

BANK, Series 2023 BNK45

.203

02/15/56

821,176

1,000,000

BANK, Series 2023 BNK46

.745

08/15/56

1,063,405

1,000,000

BANK, Series 2024 BNK47

.716

06/15/57

1,065,721

1,000,000

BANK, Series 2024 BNK48

.775

10/15/57

1,001,714

1,000,000

(d) BANK, Series 2025 BNK49

.623

03/15/58

1,060,311

1,500,000

BANK, Series 2017 BNK5

.390

06/15/60

1,480,378

2,222,412

BANK, Series 2018 BN10

.641

02/15/61

2,210,862

2,000,000

(d) BANK, Series 2018 BN10

.898

02/15/61

1,946,279

8,000,000

BANK, Series 2019 BN18

.584

05/15/62

7,668,867

4,841,667

BANK, Series 2020 BN28

.584

03/15/63

4,288,090

1,000,000

BANK, Series 2021 BN34

.438

06/15/63

878,841

1,000,000

BANK, Series 2021 BN33

.556

05/15/64

900,688

1,000,000

BANK, Series 2021 BN33

.792

05/15/64

887,223

500,000

BANK, Series 2021 BN33

.297

05/15/64

423,089

1,000,000

(c),(d)

BANK, Series 2021 BN35

.500

06/15/64

761,077

500,000

Bank5, Series 2025 5YR13

.753

01/15/58

525,011

500,000

Bank5, Series 2025 5YR15

.452

07/15/58

519,944

500,000

(d) BANK5, Series 2023 5YR3

.724

09/15/56

531,373

1,731,227

BANK5, Series 2023 5YR4

.500

12/15/56

1,827,207

2,000,000

BANK5, Series 2024 5YR7

.769

06/15/57

2,088,727

658,000

BANK5, Series 2024 5YR9

.614

08/15/57

685,310

1,000,000

BANK5, Series 2024 5YR11

.893

11/15/57

1,052,567

500,000

(d) BANK5, Series 2024 5YR12

.902

12/15/57

526,835

1,000,000

BANK5, Series 2025 5YR14

.646

04/15/58

1,046,956

500,000

BANK5, Series 2025 5YR16

.282

08/15/63

516,898

500,000

BANK5 Trust, Series 2024 5YR6

.225

05/15/57

528,423

1,500,000

(d) Barclays Commercial Mortgage S, Series 2024 C26

.094

05/15/57

1,598,753

500,000

Barclays Commercial Mortgage S, Series 2025 5C37

.015

09/15/58

511,609

3,000,000

BBCMS Mortgage Trust, Series 2017 C1

.674

02/15/50

2,960,184

8,939,110

BBCMS Mortgage Trust, Series 2020 C6

.690

02/15/53

8,426,842

500,000

BBCMS Mortgage Trust, Series 2022 C17

.441

09/15/55

493,204

500,000

BBCMS Mortgage Trust, Series 2023 C20

.310

07/15/56

518,873

1,000,000

(d) BBCMS Mortgage Trust, Series 2023 C21

.000

09/15/56

1,077,440

955,000

BBCMS Mortgage Trust, Series 2023 C22

.521

11/15/56

1,052,217

1,500,000

BBCMS Mortgage Trust, Series 2024 C24

.419

02/15/57

1,568,062

2,000,000

BBCMS Mortgage Trust, Series 2024 5C25

.946

03/15/57

2,095,232

500,000

BBCMS Mortgage Trust, Series 2024 5C27

.014

07/15/57

526,417

500,000

BBCMS Mortgage Trust, Series 2024 5C29

.208

09/15/57

513,660

500,000

BBCMS Mortgage Trust, Series 2024 C28

.403

09/15/57

522,626

500,000

(d) BBCMS Mortgage Trust, Series 2024 C28

.844

09/15/57

523,843

1,000,000

BBCMS Mortgage Trust, Series 2024 C30

.532

11/15/57

1,054,434

500,000

BBCMS Mortgage Trust, Series 2024 5C31

.609

12/15/57

522,032

1,000,000

BBCMS Mortgage Trust, Series 2025 5C33

.839

03/15/58

1,054,671

750,000

BBCMS Mortgage Trust, Series 2025 C35

.289

07/15/58

776,683

500,000

BBCMS Mortgage Trust, Series 2025 5C36

.517

08/15/58

522,359

1,000,000

BBCMS Mortgage Trust, Series 2025 C32

.433

02/15/62

1,047,980

1,000,000

(d) Benchmark Mortgage Trust, Series 2018 B1

.878

01/15/51

972,335

116,339

Benchmark Mortgage Trust, Series 2018 B4

.976

07/15/51

115,701

1,000,000

(d) Benchmark Mortgage Trust, Series 2018 B4

.665

07/15/51

893,965

5,850,000

Benchmark Mortgage Trust, Series 2019 B11

.542

05/15/52

5,643,126

1,000,000

(d) Benchmark Mortgage Trust, Series 2020 B16

.944

02/15/53

910,023

1,500,000

(d) Benchmark Mortgage Trust, Series 2020 B16

.176

02/15/53

1,322,609

1,500,000

(d) Benchmark Mortgage Trust, Series 2020 B16

.522

02/15/53

1,239,358

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

2,000,000

(d) Benchmark Mortgage Trust, Series 2018 B7

.510

%

05/15/53

$

2,006,074

5,000,000

Benchmark Mortgage Trust, Series 2020 B18

.925

07/15/53

4,411,945

2,500,000

Benchmark Mortgage Trust, Series 2020 B21

.704

12/17/53

2,208,214

2,500,000

Benchmark Mortgage Trust, Series 2020 B21

.978

12/17/53

2,201,940

2,500,000

Benchmark Mortgage Trust, Series 2020 B22

.685

01/15/54

2,215,401

1,500,000

Benchmark Mortgage Trust, Series 2020 B22

.973

01/15/54

1,309,523

1,500,000

Benchmark Mortgage Trust, Series 2020 B22

.163

01/15/54

1,275,041

1,959,622

Benchmark Mortgage Trust, Series 2021 B23

.620

02/15/54

1,845,799

1,500,000

Benchmark Mortgage Trust, Series 2021 B23

.823

02/15/54

1,309,844

1,500,000

Benchmark Mortgage Trust, Series 2021 B23

.070

02/15/54

1,312,172

500,000

Benchmark Mortgage Trust, Series 2021 B23

.095

02/15/54

379,274

500,000

Benchmark Mortgage Trust, Series 2021 B23

.274

02/15/54

415,679

500,000

(d) Benchmark Mortgage Trust, Series 2021 B23

.563

02/15/54

362,935

1,000,000

Benchmark Mortgage Trust, Series 2021 B25

.577

04/15/54

896,133

1,000,000

Benchmark Mortgage Trust, Series 2021 B25

.847

04/15/54

871,975

1,700,000

Benchmark Mortgage Trust, Series 2021 B26

.613

06/15/54

1,523,860

702,000

(d) Benchmark Mortgage Trust, Series 2021 B26

.669

06/15/54

582,992

500,000

Benchmark Mortgage Trust, Series 2021 B26

.825

06/15/54

433,196

1,500,000

Benchmark Mortgage Trust, Series 2021 B27

.512

07/15/54

1,282,810

1,000,000

Benchmark Mortgage Trust, Series 2023 V2

.358

05/15/55

1,018,631

500,000

(d) Benchmark Mortgage Trust, Series 2022 B36

.470

07/15/55

492,157

500,000

(d) Benchmark Mortgage Trust, Series 2022 B36

.289

07/15/55

461,845

500,000

Benchmark Mortgage Trust, Series 2024 V5

.805

01/10/57

521,257

500,000

(d) Benchmark Mortgage Trust, Series 2024 V5

.417

01/10/57

523,064

1,000,000

Benchmark Mortgage Trust, Series 2024 V8

.707

07/15/57

1,041,747

730,000

Benchmark Mortgage Trust, Series 2024 V10

.277

09/15/57

751,978

1,000,000

Benchmark Mortgage Trust, Series 2024 V11

.423

11/15/57

1,034,768

1,330,000

Benchmark Mortgage Trust, Series 2024 V12

.738

12/15/57

1,394,377

835,000

Benchmark Mortgage Trust, Series 2025 V13

.216

02/15/58

858,872

500,000

(d) Benchmark Mortgage Trust, Series 2025 V16

.439

08/15/58

520,306

500,000

Benchmark Mortgage Trust, Series 2025 B41

.098

07/15/68

510,859

1,856,317

Benchmark Mortgage Trust, Series 2019 B15

.914

12/15/72

1,766,454

500,000

BENCHMARK Mortgage Trust, Series 2025 V14

.660

04/15/57

523,969

500,000

BENCHMARK Mortgage Trust, Series 2025 V17

.357

09/15/58

497,795

895,000

(d) BMARK, Series 2023 V4

.841

11/15/56

951,237

1,500,000

(d) BMO Mortgage Trust, Series 2023 C4

.117

02/15/56

1,535,704

1,000,000

(d) BMO Mortgage Trust, Series 2023 5C1

.534

08/15/56

1,050,715

2,000,000

(d) BMO Mortgage Trust, Series 2023 C6

.956

09/15/56

2,134,215

910,000

BMO Mortgage Trust, Series 2023 5C2

.673

11/15/56

961,914

1,000,000

BMO Mortgage Trust, Series 2023 C7

.160

12/15/56

1,078,990

2,730,000

(d) BMO Mortgage Trust, Series 2024 C8

.598

03/15/57

2,886,958

770,000

BMO Mortgage Trust, Series 2024 5C6

.316

09/15/57

793,739

673,000

(d) BMO Mortgage Trust, Series 2024 C10

.478

11/15/57

704,561

950,000

(d) BMO Mortgage Trust, Series 2024 5C7

.888

11/15/57

980,542

577,000

(d) BMO Mortgage Trust, Series 2024 5C8

.625

12/15/57

601,782

500,000

BMO Mortgage Trust, Series 2025 C11

.687

02/15/58

531,059

500,000

(d) BMO Mortgage Trust, Series 2025 5C9

.779

04/15/58

524,966

500,000

(d) BMO Mortgage Trust, Series 2025 C12

.871

06/15/58

537,595

500,000

(b) BMO Mortgage Trust, Series 2025 5C12

.180

10/15/58

514,607

1,000,000

(d) CD Mortgage Trust, Series 2016 CD2

.526

11/10/49

973,487

2,000,000

CD Mortgage Trust, Series 2017 CD3

.631

02/10/50

1,942,809

12,312

CD Mortgage Trust, Series 2017 CD5

.025

08/15/50

12,128

2,500,000

CD Mortgage Trust, Series 2017 CD5

.431

08/15/50

2,456,650

1,000,000

(d) CD Mortgage Trust, Series 2017 CD5

.684

08/15/50

976,760

1,750,000

CD Mortgage Trust, Series 2018 CD7

.279

08/15/51

1,738,437

1,000,000

Citigroup Commercial Mortgage Trust, Series 2016 GC36

.616

02/10/49

993,742

2,000,000

Citigroup Commercial Mortgage Trust, Series 2016 GC37

.314

04/10/49

1,991,132

500,000

Citigroup Commercial Mortgage Trust, Series 2016 GC37

.576

04/10/49

496,522

1,500,000

Citigroup Commercial Mortgage Trust, Series 2016 C2

.832

08/10/49

1,478,975

1,000,000

Citigroup Commercial Mortgage Trust, Series 2017 P8

.465

09/15/50

974,619

1,000,000

(d) COMM Mortgage Trust, Series 2015 LC19

.200

02/10/48

961,745

700,704

COMM Mortgage Trust, Series 2015 LC23

.774

10/10/48

699,793

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

1,733,832

COMM Mortgage Trust, Series 2019 GC44

.827

%

08/15/57

$

1,666,953

3,000,000

COMM Mortgage Trust, Series 2019 GC44

.263

08/15/57

2,793,781

650,000

(d) CSAIL Commercial Mortgage Trust, Series 2016 C6

.087

01/15/49

608,740

2,000,000

(d) CSAIL Commercial Mortgage Trust, Series 2018 CX12

.224

08/15/51

1,990,476

10,000,000

CSAIL Commercial Mortgage Trust, Series 2019 C15

.053

03/15/52

9,887,465

568,649

DBGS Mortgage Trust, Series 2018 C1

.358

10/15/51

565,436

5,790,000

DBGS Mortgage Trust, Series 2018 C1

.466

10/15/51

5,777,314

1,590,000

DBJPM Mortgage Trust, Series 2017 C6

.328

06/10/50

1,561,795

318,116

DBJPM Mortgage Trust, Series 2020 C9

.900

08/15/53

317,524

3,500,000

DBJPMortgage Trust, Series 2016 C1

.276

05/10/49

3,469,171

1,000,000

DBJPMortgage Trust, Series 2016 C1

.539

05/10/49

985,281

1,000,000

(d) FHLMC Multifamily Structured P, Series 2025 K543

.329

06/25/30

1,010,291

1,500,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K741

.199

12/25/27

1,413,182

8,440,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K741

.603

12/25/27

8,039,135

1,224,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K742

.760

03/25/28

1,164,794

749,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K742

.369

04/25/28

702,410

3,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 K505

.819

06/25/28

3,057,506

2,855,944

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K744

.712

07/25/28

2,698,544

8,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 K506

.650

08/25/28

8,128,830

1,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 K508

.740

08/25/28

1,019,714

2,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 K507

.800

09/25/28

2,040,508

725,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 K509

.850

09/25/28

741,947

2,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K514

.572

12/25/28

2,030,146

3,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K517

.355

01/25/29

3,122,003

2,075,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K518

.400

01/25/29

2,157,998

3,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K516

.477

01/25/29

3,120,595

2,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K520

.180

03/25/29

2,069,844

950,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K524

.720

05/25/29

971,286

2,500,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K528

.508

07/25/29

2,539,869

2,500,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K527

.618

07/25/29

2,549,134

1,725,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K529

.791

09/25/29

1,769,815

4,545,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K530

.792

09/25/29

4,663,658

3,838,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K531

.630

10/25/29

3,918,383

2,925,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K532

.250

11/25/29

2,945,888

2,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K535

.690

11/25/29

2,046,246

1,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K534

.700

11/25/29

1,023,344

3,015,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K533

.230

12/25/29

3,034,273

500,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K539

.410

01/25/30

506,650

2,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series S K538

.478

01/25/30

2,031,854

1,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K536

.850

01/25/30

1,029,642

1,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K541

.348

02/25/30

1,010,926

585,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K537

.430

02/25/30

593,303

811,135

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K128

.229

03/25/30

763,760

500,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K542

.404

04/25/30

506,602

884,463

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K125

.101

08/25/30

819,063

1,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 K753

.400

10/25/30

1,013,404

1,826,739

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K127

.353

11/25/30

1,708,260

2,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 K754

.940

11/25/30

2,075,420

1,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K126

.792

01/25/31

888,764

9,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K125

.846

01/25/31

8,050,082

3,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K127

.108

01/25/31

2,718,528

1,332,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K127

.851

02/25/31

1,185,206

1,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K755

.203

02/25/31

1,050,062

1,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K128

.749

03/25/31

882,887

2,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K128

.020

03/25/31

1,803,297

1,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 K129

.647

05/25/31

873,951

4,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K756

.963

05/25/31

4,157,482

10,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K757

.456

08/25/31

10,142,314

3,600,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 K758

.680

10/25/31

3,691,542

1,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K760

.550

01/25/32

1,018,177

2,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K759

.800

01/25/32

2,063,333

1,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 K761

.400

06/25/32

1,008,522

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

3,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2022 K148

.500

%

07/25/32

$

2,867,307

2,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2023 160

.500

08/25/33

2,021,302

4,748,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 162

.150

12/25/33

4,998,978

1,500,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 163

.000

03/25/34

1,563,934

2,500,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 165

.489

09/25/34

2,513,464

4,380,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2024 167

.760

10/25/34

4,487,642

1,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 169

.660

12/25/34

1,016,483

1,000,000

(d) Freddie Mac Multifamily Structured Pass Through Certificates, Series 2025 171

.400

06/25/35

994,753

1,829,075

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 1520

.007

07/25/35

1,578,462

2,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 1520

.438

02/25/36

1,647,322

2,000,000

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2021 1521

.184

08/25/36

1,591,791

1,740,000

(d) Freddie Mac Structured Certificates, Series S K526

.543

07/25/29

1,770,386

1,135,745

GS Mortgage Securities Trust, Series 2016 GS4

.178

11/10/49

1,123,363

1,350,000

(d) GS Mortgage Securities Trust, Series 2016 GS4

.032

11/10/49

1,232,203

3,033

GS Mortgage Securities Trust, Series 2017 GS7

.945

08/10/50

2,985

1,500,000

GS Mortgage Securities Trust, Series 2017 GS7

.430

08/10/50

1,469,288

2,500,000

GS Mortgage Securities Trust, Series 2019 GC38

.968

02/10/52

2,452,794

500,000

(d) GS Mortgage Securities Trust, Series 2019 GC38

.309

02/10/52

480,278

988,421

GS Mortgage Securities Trust, Series 2020 GC45

.898

02/13/53

971,562

4,000,000

(d) GS Mortgage Securities Trust, Series 2020 GC45

.173

02/13/53

3,701,548

2,000,000

(d) GS Mortgage Securities Trust, Series 2020 GC45

.405

02/13/53

1,817,161

2,000,000

GS Mortgage Securities Trust, Series 2020 GC47

.125

05/12/53

1,821,735

4,000,000

GS Mortgage Securities Trust, Series 2020 GC47

.377

05/12/53

3,663,423

888,223

GS Mortgage Securities Trust, Series 2020 GSA2

.662

12/12/53

846,183

3,000,000

GS Mortgage Securities Trust, Series 2020 GSA2

.721

12/12/53

2,684,816

2,000,000

GS Mortgage Securities Trust, Series 2020 GSA2

.012

12/12/53

1,764,583

1,000,000

GS Mortgage Securities Trust, Series 2020 GSA2

.224

12/12/53

860,397

1,000,000

JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016 JP2

.822

08/15/49

988,102

811,201

(d) JPMBB Commercial Mortgage Securities Trust, Series 2015 C29

.118

05/15/48

809,431

1,049,267

JPMBB Commercial Mortgage Securities Trust, Series 2015 C33

.770

12/15/48

1,046,873

1,000,000

JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.576

03/17/49

996,240

500,000

JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.970

03/17/49

493,307

500,000

(d) JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.849

03/17/49

495,761

681,668

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP6

.109

07/15/50

669,645

2,500,000

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP7

.454

09/15/50

2,454,948

1,594,445

JPMCC Commercial Mortgage Securities Trust, Series 2019 COR5

.219

06/13/52

1,564,710

5,922,824

JPMDB Commercial Mortgage Securities Trust, Series 2016 C4

.141

12/15/49

5,818,058

2,388,522

JPMDB Commercial Mortgage Securities Trust, Series 2019 COR6

.946

11/13/52

2,384,556

146,733

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015 C22

.306

04/15/48

144,598

2,000,000

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017 C33

.599

05/15/50

1,978,273

1,000,000

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025 5C1

.635

03/15/58

1,046,184

290,000

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025 C35

.328

08/15/58

301,949

535,000

Morgan Stanley Capital I Trust, Series 2016 UBS9

.594

03/15/49

532,307

1,000,000

(d) Morgan Stanley Capital I Trust, Series 2018 H3

.995

07/15/51

931,623

903,167

(d) Morgan Stanley Capital I Trust, Series 2018 L1

.238

10/15/51

902,895

197,174

Morgan Stanley Capital I Trust, Series 2018 L1

.288

10/15/51

196,813

1,500,000

(d) Morgan Stanley Capital I Trust, Series 2018 L1

.407

10/15/51

1,497,869

1,000,000

Morgan Stanley Capital I Trust, Series 2019 L2

.071

03/15/52

979,750

3,596,480

Morgan Stanley Capital I Trust, Series 2019 H6

.224

06/15/52

3,537,307

750,000

Morgan Stanley Capital I Trust, Series 2019 H6

.417

06/15/52

725,012

3,343,615

Morgan Stanley Capital I Trust, Series 2020 HR8

.790

07/15/53

2,986,737

2,000,000

Morgan Stanley Capital I Trust, Series 2021 L5

.438

05/15/54

1,820,822

1,000,000

Morgan Stanley Capital I Trust, Series 2021 L5

.951

05/15/54

898,352

1,000,000

MSWF Commercial Mortgage Trust, Series 2023 1

.472

05/15/56

1,042,268

1,500,000

(d) MSWF Commercial Mortgage Trust, Series 2023 2

.014

12/15/56

1,625,233

289,162

UBS Commercial Mortgage Trust, Series 2017 C3

.998

08/15/50

288,636

1,500,000

UBS Commercial Mortgage Trust, Series 2017 C3

.426

08/15/50

1,464,202

1,000,000

(d) UBS Commercial Mortgage Trust, Series 2017 C3

.739

08/15/50

970,812

11,000,000

UBS Commercial Mortgage Trust, Series 2018 C10

.313

05/15/51

10,944,077

2,000,000

UBS Commercial Mortgage Trust, Series 2018 C12

.296

08/15/51

1,982,195

2,400,000

(d) UBS Commercial Mortgage Trust, Series 2018 C14

.379

12/15/51

2,254,181

640,550

Wells Fargo Commercial Mortgage Trust, Series 2015 C31

.695

11/15/48

639,265

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

480,000

(d) Wells Fargo Commercial Mortgage Trust, Series 2015 NXS4

.224

%

12/15/48

$

477,774

2,000,000

Wells Fargo Commercial Mortgage Trust, Series 2016 BNK1

.652

08/15/49

1,968,380

500,000

Wells Fargo Commercial Mortgage Trust, Series 2016 BNK1

.967

08/15/49

436,005

1,000,000

Wells Fargo Commercial Mortgage Trust, Series 2016 NXS6

.377

11/15/49

980,916

2,000,000

Wells Fargo Commercial Mortgage Trust, Series 2018 C46

.152

08/15/51

1,987,279

2,700,000

Wells Fargo Commercial Mortgage Trust, Series 2019 C49

.760

03/15/52

2,661,022

1,477,816

Wells Fargo Commercial Mortgage Trust, Series 2019 C50

.635

05/15/52

1,466,318

3,250,000

Wells Fargo Commercial Mortgage Trust, Series 2019 C50

.192

05/15/52

3,053,892

10,000,000

Wells Fargo Commercial Mortgage Trust, Series 2019 C53

.040

10/15/52

9,502,133

2,431,506

Wells Fargo Commercial Mortgage Trust, Series 2020 C58

.810

07/15/53

2,195,705

1,500,000

Wells Fargo Commercial Mortgage Trust, Series 2020 C58

.092

07/15/53

1,337,433

500,000

Wells Fargo Commercial Mortgage Trust, Series 2020 C58

.398

07/15/53

431,594

10,000,000

Wells Fargo Commercial Mortgage Trust, Series 2020 C57

.864

08/15/53

9,024,307

1,893,000

Wells Fargo Commercial Mortgage Trust, Series 2021 C59

.626

04/15/54

1,702,860

1,000,000

Wells Fargo Commercial Mortgage Trust, Series 2024 5C1

.520

07/15/57

1,050,812

750,000

Wells Fargo Commercial Mortgage Trust, Series 2024 C63

.309

08/15/57

777,872

500,000

(d) Wells Fargo Commercial Mortgage Trust, Series 2024 5C2

.920

11/15/57

526,888

1,000,000

Wells Fargo Commercial Mortgage Trust, Series 2025 5C3

.096

01/15/58

1,061,542

1,000,000

Wells Fargo Commercial Mortgage Trust, Series 2025 C64

.358

02/15/58

1,043,492

500,000

Wells Fargo Commercial Mortgage Trust, Series 2025 5C4

.673

05/15/58

524,384

117,000

Wells Fargo Commercial Mortgage Trust, Series 2016 C33

.896

03/15/59

113,014

TOTAL OTHER MORTGAGE BACKED

457,090,376

TOTAL STRUCTURED ASSETS

(Cost $615,878,427)

594,663,865

TOTAL LONG-TERM INVESTMENTS

(Cost $27,175,970,061)

25,671,088,956

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.6%

146,840,613

(f) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (g)

146,840,613

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $146,840,613)

146,840,613

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 0.9%

REPURCHASE AGREEMENT - 0.9%

236,450,000

(h) Fixed Income Clearing Corporation

.200

10/01/25

236,450,000

TOTAL REPURCHASE AGREEMENT

236,450,000

TREASURY DEBT - 0.0%

10,000,000

United States Treasury Bill

.000

10/02/25

9,998,883

TOTAL TREASURY DEBT

9,998,883

TOTAL SHORT-TERM INVESTMENTS

(Cost $246,448,821)

246,448,883

TOTAL INVESTMENTS - 100.7%

(Cost $27,569,259,495)

26,064,378,452

OTHER ASSETS & LIABILITIES, NET - (0.7)%

(177,016,963)

NET ASSETS - 100.0%

$

25,887,361,489

DGS1

1-Year Treasury Constant Maturity Rate

LIBOR

London Interbank Offered Rate

M

Month

REIT

Real Estate Investment Trust

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

(a) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $143,488,103.

(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 $84,440,560 or 0.3% of Total

Investments.

(d) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(e) 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 0.0% of Total Investments.

(f) Investments made with cash collateral received from securities on loan.

(g) The rate shown is the one-day yield as of the end of the reporting period.

(h) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $236,477,586 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

4.125%–4.375% and maturity dates 1/31/32–3/31/32, valued at $241,179,199.

Portfolio of Investments September 30, 2025

Core Bond

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 95.8%

BANK LOAN OBLIGATIONS - 1.7%

AUTOMOBILES & COMPONENTS - 0.0%

$

3,088,784

(a) Clarios Global LP, Term Loan B, (TSFR1M + 2.500%)

.663

%

05/06/30

$

3,094,097

TOTAL AUTOMOBILES & COMPONENTS

3,094,097

CAPITAL GOODS - 0.1%

64,872

(a) Air Comm Corporation, LLC, Delayed Draw Term Loan, (TSFR3M + 1.875%)

.870

12/11/31

65,074

1,032,590

(a) Air Comm Corporation, LLC, Term Loan, (TSFR1M + 2.750%)

.913

12/11/31

1,035,817

522,759

(a) Chamberlain Group Inc, Term Loan B, (TSFR1M + 3.000%)

.163

09/08/32

523,904

960,000

(a) Conair Holdings, LLC, Term Loan B, (TSFR1M + 3.750%)

.028

05/17/28

610,800

992,500

(a) Construction Partners Inc, Term Loan B, (TSFR1M + 2.500%)

.663

11/03/31

996,187

559,243

(a) Cornerstone Building Brands, Inc., Term Loan B, (TSFR1M + 3.250%)

.500

04/12/28

532,550

93,361

(b) KP Germany Erste GmbH

.157

10/27/25

83,241

892,791

(a) Madison Safety & Flow LLC, Term Loan B, (TSFR1M + 2.750%)

.913

09/26/31

894,934

2,672,570

(a) Quikrete Holdings, Inc., Term Loan B, (TSFR1M + 2.250%)

.413

01/31/32

2,673,933

141,010

(a) Quikrete Holdings, Inc., Term Loan B1, (TSFR1M + 2.250%)

.413

04/14/31

141,126

687,556

(a) QXO Inc, Term Loan B, (TSFR1M + 3.000%)

.163

04/30/32

694,094

356,093

(a) Resideo Funding Inc., First Lien Term Loan B, (TSFR1M + 2.000%)

.147

02/01/28

357,096

987,500

(a) Titan Acquisition Limited, Term Loan B, (TSFR1M + TSFR6M + 3.750%)

.752

02/15/29

991,336

394,423

(a) TransDigm, Inc., Term Loan J, (TSFR3M + 2.500%)

.502

02/28/31

394,673

3,389,536

(a) TransDigm, Inc., Term Loan K, (TSFR3M + 2.250%)

.252

03/22/30

3,390,027

TOTAL CAPITAL GOODS

13,384,792

COMMERCIAL & PROFESSIONAL SERVICES - 0.1%

1,316,558

(a) AlixPartners, LLP, Term Loan, (TSFR1M + 2.000%)

.163

08/12/32

1,309,152

257,286

(a) CHG Healthcare Services Inc., Term Loan B1, (TSFR1M + TSFR3M + 2.750%)

.980

09/29/28

257,641

1,958,387

(a) First Advantage Holdings, LLC, Repriced Term Loan B, (TSFR1M + 2.750%)

.913

10/31/31

1,916,164

2,000,000

(a) GFL Environmental Inc., Term Loan B, (TSFR3M + 2.500%)

.671

03/03/32

2,002,000

1,923,248

(a) Prime Security Services Borrower, LLC, First Lien Term Loan B, (TSFR6M + 2.000%)

.129

10/15/30

1,920,709

643,681

(a) Reworld Holding Corp, Term Loan B, (TSFR1M + 2.250%)

.386

11/30/28

644,646

49,826

(a) Reworld Holding Corp, Term Loan C, (TSFR1M + 2.250%)

.386

11/30/28

49,901

174,261

(a) West Corporation, Term Loan B3, (TSFR3M + 4.000%)

.558

04/12/27

80,835

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

8,181,048

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.1%

301,234

(a) Avis Budget Car Rental, LLC, Term Loan B, (TSFR1M + 2.500%)

.663

07/16/32

299,351

2,382,975

(a) Belron Finance LLC, Repriced Term Loan B, (TSFR3M + 2.500%)

.742

10/16/31

2,397,881

1,549,801

(a) CNT Holdings I Corp, Term Loan, (TSFR3M + 2.250%)

.558

11/08/32

1,550,630

3,489,823

(a) Les Schwab Tire Centers, Term Loan B, (TSFR1M + TSFR3M + 2.500%)

.681

04/23/31

3,486,560

3,848,672

(a) Wand NewCo 3, Inc., Repriced Term Loan B, (TSFR1M + 2.500%)

.663

01/30/31

3,840,070

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

11,574,492

CONSUMER DURABLES & APPAREL - 0.1%

2,468,686

(a) AI Aqua Merger Sub, Inc., First Lien Term Loan B, (TSFR1M + 3.000%)

.280

07/31/28

2,476,351

1,819,250

(a) Hayward Industries, Inc., Term Loan, (TSFR1M + 2.500%)

.778

05/30/28

1,823,298

619,483

(a) Samsonite International S.A., Term Loan B, (TSFR1M + 2.000%)

.163

06/10/30

621,422

221,810

(a) SRAM, LLC , Term Loan B, (TSFR1M + 2.000%)

.163

02/27/32

221,255

952,087

(a) Weber-Stephen Products LLC, Term Loan B, (TSFR1M + 3.250%)

.528

10/29/27

944,947

TOTAL CONSUMER DURABLES & APPAREL

6,087,273

CONSUMER SERVICES - 0.2%

3,738,693

(a) 101B.C. Unlimited Liability Company, Term Loan B6, (TSFR1M + 1.750%)

.913

09/23/30

3,730,898

315,492

(a) Alterra Mountain Company, Term Loan B9, (TSFR1M + 2.500%)

.663

08/17/28

316,412

1,283,625

(a) Caesars Entertainment Inc., Term Loan B, (TSFR1M + 2.250%)

.413

02/06/30

1,283,285

997,927

(a) Camelot U.S. Acquisition LLC, Term Loan B, (TSFR1M + 2.750%)

.913

01/31/31

992,938

530,988

(a) CE Intermediate I, LLC, Term Loan B, (TSFR3M + 3.000%)

.376

03/25/32

532,426

646,713

(a) Element Materials Technology Group US Holdings Inc., Term Loan, (TSFR3M + 3.675%)

.677

06/25/29

651,867

1,793,050

(a) Fertitta Entertainment, LLC, Term Loan B, (TSFR1M + 3.250%)

.413

01/29/29

1,792,494

5,084,438

(a) Flutter Financing B.V., Term Loan B, (TSFR3M + 1.750%)

.752

11/29/30

5,076,811

842,547

(a) IRB Holding Corp, First Lien Term Loan B, (TSFR1M + 2.500%)

.663

12/15/27

843,663

371,047

(a) KFC Holding Co., Term Loan B, (TSFR1M + 1.750%)

.000

03/15/28

372,902

494,138

(a) Light and Wonder International, Inc., Term Loan B2, (TSFR1M + 2.250%)

.393

04/16/29

496,146

1,009,751

(a) Motion Finco Sarl, Term Loan B, (TSFR3M + 3.500%)

.502

11/30/29

909,533

300,409

(a) PENN Entertainment, Inc., Term Loan B, (TSFR1M + 2.500%)

.663

05/03/29

300,575

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER SERVICES

(continued)

$

473,259

(a) Spin Holdco Inc., Term Loan, (TSFR3M + 4.000%)

.393

%

03/06/28

$

398,553

TOTAL CONSUMER SERVICES

17,698,503

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.0%

801,782

(a) US Foods, Inc., Term Loan B, (TSFR1M + 1.750%)

.913

11/22/28

809,552

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

809,552

ENERGY - 0.0%

338,456

(a) Buckeye Partners, L.P., Term Loan B5, (TSFR1M + 1.750%)

.913

11/02/26

339,243

1,234,406

(a) Canister International Group Inc., First Lien Term Loan B, (TSFR1M + 3.000%)

.163

03/22/29

1,236,721

729,354

(a) Oryx Midstream Services Permian Basin LLC, Term Loan B, (TSFR1M + 2.250%)

.416

10/05/28

730,058

TOTAL ENERGY

2,306,022

FINANCIAL SERVICES - 0.1%

1,517,863

(a) AqGen Island Holdings, Inc., Term Loan B, (TSFR1M + 3.000%)

.163

08/02/28

1,518,493

689,280

(a) Avolon TLB Borrower 1 (US) LLC, Term Loan B6, (TSFR1M + 1.750%)

.885

06/24/30

690,238

3,393,876

(a) Trans Union, LLC, Term Loan B9, (TSFR1M + 1.750%)

.913

06/24/31

3,395,132

TOTAL FINANCIAL SERVICES

5,603,863

FOOD, BEVERAGE & TOBACCO - 0.1%

587,345

(a) Arterra Wines Canada, Inc., Term Loan, (TSFR3M + 3.500%)

.763

11/26/27

573,721

1,161,210

(a) Aspire Bakeries Holdings LLC, Term Loan B, (TSFR1M + 3.500%)

.663

12/23/30

1,169,554

2,975,019

(a) Fiesta Purchaser, Inc., Repriced Term Loan, (TSFR1M + 2.750%)

.913

02/12/31

2,972,698

142,907

(a) Froneri Lux Finco Sarl, Term Loan B4, (TSFR6M + 2.000%)

.197

09/30/31

142,044

137,931

(a) Sauer Brands Inc, Delayed Draw Term Loan, (TSFR1M + 3.000%)

.000

02/19/32

138,912

1,458,414

(a) Sauer Brands Inc, Term Loan B, (TSFR1M + 3.250%)

.163

02/19/32

1,468,783

1,903,907

(a) Triton Water Holdings, Inc, Term Loan B, (TSFR3M + 2.250%)

.252

03/31/28

1,905,734

821,285

(a) UTZ Quality Foods, LLC, Term Loan B, (TSFR3M + 2.500%)

.502

01/29/32

822,723

TOTAL FOOD, BEVERAGE & TOBACCO

9,194,169

HEALTH CARE EQUIPMENT & SERVICES - 0.2%

3,465,934

(a) Bausch & Lomb Corporation, Term Loan B, (TSFR1M + 4.250%)

.413

01/15/31

3,472,432

449,628

(a) Global Medical Response, Inc., Term Loan B, (TSFR1M + 3.500%)

.634

09/20/32

450,271

2,718,625

(a) ICU Medical, Inc., Term Loan B, (TSFR1M + TSFR3M + 2.250%)

.457

01/08/29

2,727,855

5,646,328

(a) Medline Borrower, LP, Term Loan B, (TSFR1M + 2.000%)

.163

10/23/28

5,651,946

3,096,509

(a) Parexel International Corporation, Term Loan B, (TSFR1M + 2.500%)

.663

11/15/28

3,102,640

519,587

(a) Select Medical Corporation, Term Loan B, (TSFR1M + 2.000%)

.163

12/03/31

521,214

1,935,970

(a) Surgery Center Holdings, Inc., Term Loan B, (TSFR1M + 2.500%)

.663

12/19/30

1,939,600

2,481,250

(a) Zelis Payments Buyer, Inc., 5th Amendment Term Loan, (TSFR1M + 3.250%)

.413

11/26/31

2,484,352

TOTAL HEALTH CARE EQUIPMENT & SERVICES

20,350,310

INSURANCE - 0.2%

655,313

(a) Acrisure, LLC, First Lien Term Loan B6, (TSFR1M + 3.000%)

.163

11/06/30

655,009

1,980,038

(a) Alliant Holdings Intermediate, LLC, Term Loan B, (TSFR1M + 2.500%)

.666

09/19/31

1,976,721

312,585

(a) Asurion LLC, Term Loan B13, (TSFR1M + 4.250%)

.413

09/19/30

310,991

4,429,965

(a) Broadstreet Partners, Inc., Term Loan B4, (TSFR1M + 2.750%)

.913

06/16/31

4,439,090

3,398,504

(a) HUB International Limited, Term Loan B, (TSFR3M + 2.250%)

.575

06/20/30

3,407,306

936,203

(a) Ryan Specialty Group, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

09/15/31

937,668

4,656,922

(a) Sedgwick Claims Management Services, Inc., Term Loan B, (TSFR1M + 2.500%)

.663

07/31/31

4,656,200

919,355

(a) Truist Insurance Holdings LLC, Term Loan B, (TSFR3M + 2.750%)

.752

05/06/31

920,794

3,945,163

(a) USI, Inc., Term Loan C, (TSFR3M + 2.250%)

.252

09/27/30

3,944,334

1,945,511

(a) USI, Inc., Term Loan D, (TSFR3M + 2.250%)

.252

11/23/29

1,945,209

TOTAL INSURANCE

23,193,322

MATERIALS - 0.1%

633,867

(a) Asplundh Tree Expert, LLC, Term Loan B, (TSFR1M + 1.750%)

.013

09/07/27

634,507

3,652,072

(a) Clydesdale Acquisition Holdings Inc, Term Loan B, (TSFR1M + 3.175%)

.338

04/13/29

3,651,268

1,171,566

(a) ECO Services Operations Corp, Term Loan B, (TSFR3M + 2.000%)

.308

06/12/31

1,172,116

195,534

(a) H.B. Fuller Company, Term Loan B, (TSFR1M + 1.750%)

.913

02/15/30

196,757

753,612

(a) INEOS Quattro Holdings UK Ltd, First Lien Term Loan B, (TSFR1M + 4.250%)

.513

03/29/29

684,529

2,228,800

(a) INEOS Quattro Holdings UK Ltd, Term Loan B, (TSFR1M + 4.250%)

.413

10/07/31

1,929,773

934,779

(a) Klockner-Pentaplast of America, Inc., Term Loan B, (TSFR6M + 4.725%)

.019

02/09/26

467,100

2,839,158

(a) TricorBraun Holdings, Inc., Term Loan, (TSFR1M + 3.250%)

.413

03/03/31

2,828,937

130,769

(a) USALCO, LLC, Delayed Draw Term Loan, (N/A + 1.000%)

.000

09/30/31

130,749

1,259,727

(a) USALCO, LLC, Term Loan, (TSFR1M + 3.500%)

.663

09/30/31

1,259,532

TOTAL MATERIALS

12,955,268

MEDIA & ENTERTAINMENT - 0.0%

472,417

(a) Altice Financing SA, Term Loan, (TSFR3M + 5.000%)

.318

10/29/27

398,602

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA & ENTERTAINMENT

(continued)

$

38,485

(a) DirecTV Financing, LLC, Term Loan, (TSFR3M + 5.000%)

.570

%

08/02/27

$

38,560

TOTAL MEDIA & ENTERTAINMENT

437,162

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.0%

133,453

(a) Avantor Funding, Inc., Term Loan, (TSFR1M + 2.000%)

.263

11/08/27

134,252

1,083,448

(a) Elanco Animal Health Incorporated, Term Loan B, (TSFR1M + 1.750%)

.130

08/02/27

1,083,475

205,381

(a) Grifols Worldwide Operations USA, Inc., Term Loan B, (TSFR1M + 2.000%)

.263

11/15/27

205,002

1,109,790

(a) Jazz Financing Lux S.a.r.l., First Lien Term Loan B, (TSFR1M + 2.250%)

.413

05/05/28

1,112,315

2,527,710

(a) Organon & Co, Term Loan, (TSFR1M + 2.250%)

.408

05/19/31

2,473,996

206,253

(a) Perrigo Investments, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

04/20/29

206,424

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

5,215,464

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.0%

419,707

(a) Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1, (TSFR1M + 2.750%)

.913

01/31/30

421,457

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

421,457

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.0%

2,493,750

(a) Instructure Holdings, Inc., Repriced Term Loan, (TSFR3M + 2.750%)

.753

11/13/31

2,493,064

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

2,493,064

SOFTWARE & SERVICES - 0.3%

143,814

(a) Avaya, Inc., Exit Term Loan, (TSFR1M + 7.500%), (cash 11.856%, PIK 7.500%)

.856

08/01/28

127,044

2,668,313

(a) BCPE Pequod Buyer Inc, Term Loan B, (TSFR1M + 3.000%)

.163

11/25/31

2,676,171

3,791,398

(a) Boost Newco Borrower, LLC, Term Loan B, (TSFR3M + 2.000%)

.002

01/31/31

3,801,274

2,943,989

(a) Boxer Parent Company Inc., Term Loan B, (TSFR3M + 3.000%)

.199

07/30/31

2,942,606

640,212

(a) CCC Intelligent Solutions Inc., Term Loan, (TSFR1M + 2.000%)

.163

01/23/32

640,315

2,500,000

(a) Clearwater Analytics, LLC, Term Loan B, (TSFR6M + 2.250%)

.460

04/21/32

2,509,375

1,970,100

(a) Cotiviti Corporation, Term Loan, (TSFR1M + 2.750%)

.030

05/01/31

1,938,903

1,768,093

(a) Ellucian Holdings, Inc., First Lien Term Loan B, (TSFR1M + 2.750%)

.913

10/09/29

1,770,153

2,214,659

(a) Epicor Software Corporation, Term Loan E, (TSFR1M + 2.500%)

.663

05/30/31

2,219,985

3,078,866

(a) Gen Digital Inc., Term Loan B, (TSFR1M + 1.750%)

.913

09/12/29

3,073,678

820,250

(a) Informatica LLC, Term Loan B, (TSFR1M + 2.250%)

.413

10/30/28

822,813

2,970,000

(a) Mitchell International, Inc., First Lien Term Loan, (TSFR1M + 3.250%)

.413

06/17/31

2,970,639

2,671,190

(a) Open Text Corporation, Term Loan B, (TSFR1M + 1.750%)

.913

01/31/30

2,671,844

97,632

(a) Rackspace Finance, LLC, First Lien First Out Term Loan, (TSFR1M + 6.250%)

.540

05/15/28

98,975

518,775

(a) Rackspace Finance, LLC, First Lien Second Out Term Loan, (TSFR1M + 2.750%)

.040

05/15/28

234,097

456,000

(a) RealPage, Inc, First Lien Term Loan, (TSFR3M + 3.000%)

.263

04/24/28

455,394

1,492,500

(a) Synechron Inc, Term Loan B, (TSFR3M + 3.750%)

.058

10/03/31

1,488,769

1,513,348

(a) UKG Inc., Term Loan B, (TSFR3M + 2.500%)

.810

02/10/31

1,513,552

2,462,500

(a) Zelis Payments Buyer, Inc., Term Loan B, (TSFR1M + 2.750%)

.913

09/28/29

2,459,680

TOTAL SOFTWARE & SERVICES

34,415,267

TECHNOLOGY HARDWARE & EQUIPMENT - 0.0%

2,575,968

(a) CommScope, Inc., Term Loan, (TSFR1M + 4.750%)

.913

12/17/29

2,610,808

1,980,025

(a) Delta TopCo, Inc., Term Loan B, (TSFR1M + TSFR3M + 2.750%)

.881

11/30/29

1,961,096

144,893

(a) Ingram Micro Inc., Term Loan, (TSFR3M + 2.250%)

.248

09/22/31

145,617

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

4,717,521

TELECOMMUNICATION SERVICES - 0.0%

1,126,370

(a),(c)

Altice France S.A., Term Loan B12, (Prime + 2.688%)

.938

02/02/26

1,046,584

190,543

(a) Cablevision Lightpath LLC, Repriced Term Loan, (TSFR1M + 3.000%)

.150

11/30/27

191,099

940,000

(a) Coral-US Co-Borrower, LLC, Term Loan B6, (TSFR1M + 3.000%)

.265

10/15/29

937,006

80,463

(a) Virgin Media Bristol LLC, Term Loan N, (TSFR1M + 2.500%)

.765

01/31/28

80,475

1,463,796

(a) Zayo Group Holdings, Inc., Term Loan, (TSFR1M + 3.000%)

.430

03/09/27

1,446,991

TOTAL TELECOMMUNICATION SERVICES

3,702,155

TRANSPORTATION - 0.0%

1,605,550

(a) Air Canada, Term Loan B, (TSFR1M + 2.000%)

.166

03/21/31

1,608,063

486,281

(a) American Airlines, Inc., Term Loan, (TSFR3M + 2.250%)

.575

04/20/28

486,113

596,353

(a) XPO Logistics, Inc., Term Loan (2028), (TSFR1M + 1.750%)

.913

05/24/28

602,102

TOTAL TRANSPORTATION

2,696,278

UTILITIES - 0.1%

653,019

(a) Calpine Corporation, Term Loan B5, (TSFR1M + 1.750%)

.913

02/27/32

653,068

1,620,000

(a) Cornerstone Generation LLC, Term Loan B, (TSFR3M + 3.250%)

.476

10/28/31

1,633,365

2,348,175

(a) Talen Energy Supply, LLC, Term Loan B, (TSFR3M + 2.500%)

.733

05/17/30

2,354,468

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

(continued)

$

869,251

(a) Vistra Operations Company LLC, First Lien Term Loan B3, (TSFR1M + 1.750%)

.913

%

12/20/30

$

871,455

TOTAL UTILITIES

5,512,356

TOTAL BANK LOAN OBLIGATIONS

(Cost $194,849,758)

194,043,435

SHARES

DESCRIPTION

VALUE

COMMON STOCKS - 0.0%

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.0%

10,391

(d) Bright Bidco BV

2,432

7,607

(d) Bright Bidco BV

1,780

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

4,212

SOFTWARE & SERVICES - 0.0%

597

(d) Avaya, Inc

6,219

2,843

(d) Avaya, Inc

29,615

TOTAL SOFTWARE & SERVICES

35,834

TECHNOLOGY HARDWARE & EQUIPMENT - 0.0%

726

(d) EJF SIDECAR FUND, SERIES LLC

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

TOTAL COMMON STOCKS

(Cost $580,356)

40,053

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE BONDS - 28.7%

AUTOMOBILES & COMPONENTS - 0.5%

350,000

(e) Clarios Global LP

.750

02/15/30

361,554

225,000

Dana, Inc

.375

11/15/27

224,694

225,000

Dana, Inc

.625

06/15/28

224,685

325,000

Dana, Inc

.250

09/01/30

321,861

4,000,000

(e) Ford Otomotiv Sanayi AS.

.125

04/25/29

4,094,959

1,400,000

General Motors Financial Co, Inc

.050

10/10/25

1,400,513

5,800,000

General Motors Financial Co, Inc

.900

10/06/29

5,867,050

3,550,000

General Motors Financial Co, Inc

.850

04/06/30

3,712,892

12,200,000

General Motors Financial Co, Inc

.700

06/10/31

10,906,884

9,350,000

General Motors Financial Co, Inc

.600

06/18/31

9,676,212

2,000,000

Goodyear Tire & Rubber Co

.000

07/15/29

1,931,349

5,000,000

Goodyear Tire & Rubber Co

.250

04/30/31

4,724,999

500,000

(e) IHO Verwaltungs GmbH, (cash 6.375%, PIK 7.125%)

.375

05/15/29

501,885

2,000,000

(e) Nemak SAB de C.V.

.625

06/28/31

1,748,438

1,360,000

(e) Phinia, Inc

.625

10/15/32

1,401,661

750,000

(e) ZF North America Capital, Inc

.875

04/14/28

760,376

3,665,000

ZF North America Capital, Inc

.750

04/23/30

3,576,598

505,000

(e) ZF North America Capital, Inc

.500

03/24/31

501,562

TOTAL AUTOMOBILES & COMPONENTS

51,938,172

BANKS - 6.4%

1,500,000

(e) Akbank T.A.S.

.800

06/22/31

1,507,389

1,500,000

(e) Akbank TAS

.498

01/20/30

1,573,863

5,000,000

(e),(f),(g)

Australia & New Zealand Banking Group Ltd

.750

N/A

5,063,065

3,800,000

(f),(g)

Banco Bilbao Vizcaya Argentaria S.A.

.375

N/A

4,239,943

1,725,000

(e) Banco Bradesco S.A.

.500

01/22/30

1,819,875

1,428,000

(e),(g)

Banco Davivienda S.A.

.125

07/02/35

1,480,182

700,000

(e),(f),(g)

Banco de Credito e Inversiones S.A.

.750

N/A

757,750

1,800,000

(e),(f),(g)

Banco del Estado de Chile

.950

N/A

1,920,260

2,000,000

(e) Banco do Brasil S.A.

.000

03/18/31

2,038,738

1,725,000

(e) Banco Industrial S.A.

.875

01/29/31

1,718,100

2,000,000

(e),(f),(g)

Banco Mercantil del Norte S.A.

.375

N/A

2,105,900

2,725,000

(e) Banco Nacional de Comercio Exterior SNC

.720

08/11/31

2,655,649

2,050,000

(e) Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand

.621

12/10/29

2,133,045

7,400,000

(f),(g)

Banco Santander S.A.

.625

N/A

8,924,575

2,600,000

(g) Bancolombia S.A.

.625

12/24/34

2,807,636

1,800,000

(e) Bangkok Bank PCL

.650

07/05/34

1,896,887

2,600,000

(e) Bangkok Bank PCL

.466

09/23/36

2,363,394

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 6.4%

(continued)

$

2,500,000

(e) Banistmo S.A.

.250

%

07/31/27

$

2,465,169

4,000,000

(e),(g)

Bank Hapoalim BM

.255

01/21/32

3,900,320

6,000,000

(e),(g)

Bank Leumi Le-Israel BM

.275

01/29/31

5,947,500

1,000,000

Bank of America Corp

.450

03/03/26

1,000,663

23,880,000

Bank of America Corp

.592

04/29/31

22,129,277

45,500,000

Bank of America Corp

.288

04/25/34

47,075,194

2,375,000

Bank of America Corp

.511

01/24/36

2,482,618

30,375,000

Bank of America Corp

.744

02/12/36

31,558,671

15,175,000

Bank of America Corp

.676

06/19/41

11,182,675

16,150,000

(f) Bank of America Corp

.625

N/A

16,803,897

10,175,000

(f) Bank of New York Mellon Corp

.300

N/A

10,468,457

6,775,000

Barclays plc

.367

02/25/31

6,986,059

4,700,000

Barclays plc

.330

11/24/42

3,630,230

8,725,000

(f),(g)

Barclays plc

.625

N/A

9,905,161

3,350,000

(e),(g)

BBVA Bancomer S.A.

.125

01/18/33

3,289,700

1,100,000

(e),(g)

BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico

.625

02/11/35

1,157,200

20,000,000

(e),(f),(g)

BNP Paribas S.A.

.450

N/A

20,874,940

13,650,000

CitiBank NA

.914

05/29/30

14,024,447

4,025,000

Citigroup, Inc

.200

10/21/26

3,991,516

2,200,000

Citigroup, Inc

.300

11/20/26

2,203,492

3,800,000

Citigroup, Inc

.450

09/29/27

3,815,467

2,250,000

Citigroup, Inc

.125

07/25/28

2,247,769

7,700,000

Citigroup, Inc

.542

09/19/30

7,735,831

20,000,000

Citigroup, Inc

.572

06/03/31

18,401,772

8,100,000

Citigroup, Inc

.503

09/11/31

8,104,379

4,900,000

(f) Citigroup, Inc

.250

N/A

4,930,909

8,425,000

(f) Citigroup, Inc

.625

N/A

8,845,037

7,500,000

(f) Citigroup, Inc

.000

N/A

7,470,804

8,650,000

(e) Credit Agricole S.A.

.222

05/27/31

8,873,432

9,600,000

(e),(f),(g)

Credit Agricole S.A.

.125

N/A

9,803,491

12,000,000

(e),(f),(g)

Credit Agricole S.A.

.125

N/A

12,079,878

4,050,000

Deutsche Bank AG.

.371

09/09/27

4,150,956

3,750,000

Deutsche Bank AG.

.311

11/16/27

3,667,959

5,450,000

Deutsche Bank AG.

.819

11/20/29

5,829,640

7,075,000

Deutsche Bank AG.

.999

09/11/30

7,176,317

700,000

(e) Development Bank of Kazakhstan JSC

.950

05/06/31

623,331

1,675,000

(e) Grupo Aval Ltd

.375

02/04/30

1,590,287

635,000

(e),(f)

Hana Bank

.500

N/A

625,435

6,400,000

(f),(g),(h)

HSBC Holdings plc

.950

N/A

6,725,882

10,000,000

(f),(g)

HSBC Holdings plc

.000

N/A

10,593,260

UGX

8,000,000,000

(e) ICBC Standard Bank plc

.250

06/26/34

1,928,089

10,450,000

(f),(g)

ING Groep NV

.000

N/A

10,774,740

3,000,000

(e) Intercorp Financial Services, Inc

.125

10/19/27

2,978,245

2,400,000

(e),(h)

Itau Unibanco Holding S.A.

.000

02/27/30

2,492,880

2,500,000

JPMorgan Chase & Co

.200

06/15/26

2,485,601

3,525,000

JPMorgan Chase & Co

.323

04/26/28

3,533,709

10,905,000

JPMorgan Chase & Co

.702

05/06/30

10,717,431

9,975,000

JPMorgan Chase & Co

.140

01/24/31

10,301,490

3,810,000

JPMorgan Chase & Co

.953

02/04/32

3,367,917

10,000,000

JPMorgan Chase & Co

.912

07/25/33

10,197,069

29,425,000

JPMorgan Chase & Co

.350

06/01/34

30,659,594

5,625,000

JPMorgan Chase & Co

.254

10/23/34

6,198,328

16,000,000

JPMorgan Chase & Co

.766

04/22/35

17,046,193

5,000,000

JPMorgan Chase & Co

.294

07/22/35

5,164,375

18,550,000

(h) JPMorgan Chase & Co

.572

04/22/36

19,552,159

8,100,000

JPMorgan Chase & Co

.576

07/23/36

8,397,124

3,275,000

JPMorgan Chase & Co

.525

11/19/41

2,370,350

14,550,000

JPMorgan Chase & Co

.157

04/22/42

11,348,773

700,000

JPMorgan Chase & Co

.260

02/22/48

602,047

12,500,000

(f) JPMorgan Chase & Co

.875

N/A

13,165,713

7,380,000

(f) JPMorgan Chase & Co

.650

N/A

7,299,077

5,900,000

(f),(g)

Lloyds Banking Group plc

.750

N/A

6,038,688

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 6.4%

(continued)

$

7,150,000

(f),(h)

M&T Bank Corp

.500

%

N/A

$

6,889,461

3,000,000

(e),(g)

Mizrahi Tefahot Bank Ltd

.077

04/07/31

2,955,000

6,800,000

Morgan Stanley Private Bank NA

.734

07/18/31

6,901,546

6,000,000

(f),(g)

NatWest Group plc

.125

N/A

6,754,530

6,300,000

(e) NBK SPC Ltd

.625

09/15/27

6,126,750

3,000,000

(e),(f)

NBK Tier Financing Ltd

.625

N/A

2,939,350

5,470,000

(e),(f),(g)

Nordea Bank Abp

.625

N/A

5,498,389

4,720,000

PNC Bank NA

.700

10/22/29

4,440,743

5,100,000

PNC Financial Services Group, Inc

.575

01/29/36

5,321,349

4,105,000

(f) PNC Financial Services Group, Inc

.400

N/A

3,978,680

6,000,000

(f) PNC Financial Services Group, Inc

.200

N/A

6,099,624

1,960,000

Truist Bank

.250

03/11/30

1,786,728

7,000,000

(f) Truist Financial Corp

.950

N/A

6,971,189

4,500,000

(f) Truist Financial Corp

.100

N/A

4,492,386

3,000,000

(e) United Overseas Bank Ltd

.250

04/14/26

2,955,796

3,700,000

(e) United Overseas Bank Ltd

.000

10/14/31

3,609,209

3,400,000

US Bancorp

.839

02/01/34

3,414,888

5,475,000

Wells Fargo & Co

.393

06/02/28

5,322,276

7,900,000

Wells Fargo & Co

.303

10/23/29

8,367,384

18,725,000

Wells Fargo & Co

.605

04/23/36

19,650,972

10,575,000

(f) Wells Fargo & Co

.900

N/A

10,472,301

6,825,000

(f),(h)

Wells Fargo & Co

.625

N/A

7,305,617

TOTAL BANKS

718,249,033

CAPITAL GOODS - 1.2%

2,205,000

(e) AECOM

.000

08/01/33

2,254,370

2,430,000

(e) Airbus SE

.150

04/10/27

2,402,603

975,000

(e) Albion Financing SARL

.000

05/21/30

1,008,442

650,000

(e) BAE Systems plc

.900

02/15/31

572,006

22,400,000

Boeing Co

.196

02/04/26

22,230,350

1,350,000

Boeing Co

.250

02/01/28

1,318,570

3,600,000

Boeing Co

.705

05/01/40

3,673,376

24,025,000

Boeing Co

.805

05/01/50

24,002,507

1,160,000

(e) Chart Industries, Inc

.500

01/01/30

1,207,253

1,075,000

(e) Embraer Netherlands Finance BV

.000

07/28/30

1,176,217

400,000

(e) Esab Corp

.250

04/15/29

410,921

455,000

(e) Goat Holdco LLC

.750

02/01/32

466,375

665,000

(e) Herc Holdings, Inc

.625

06/15/29

683,289

425,000

(e) Herc Holdings, Inc

.000

06/15/30

441,459

665,000

(e) Herc Holdings, Inc

.250

06/15/33

694,195

21,200,000

Honeywell International, Inc

.000

03/01/35

21,553,207

2,000,000

(e) IHS Holding Ltd

.875

05/29/30

2,066,642

1,500,000

(e) IHS Holding Ltd

.250

11/29/31

1,575,143

675,000

(e) James Hardie International Finance DAC

.000

01/15/28

670,368

6,958,000

L3Harris Technologies, Inc

.400

07/31/33

7,252,592

5,000,000

L3Harris Technologies, Inc

.350

06/01/34

5,181,402

595,000

(e) Masterbrand, Inc

.000

07/15/32

614,888

280,000

(e) MITER BRAND

.750

04/01/32

287,631

1,000,000

(e) Quikrete Holdings, Inc

.375

03/01/32

1,035,844

10,675,000

Raytheon Technologies Corp

.125

11/16/28

10,666,769

6,500,000

Raytheon Technologies Corp

.000

03/15/31

7,015,985

5,000,000

Raytheon Technologies Corp

.375

02/27/53

4,886,744

1,675,000

(e) Sisecam UK plc

.625

05/02/32

1,748,931

1,800,000

(e) Sociedad Quimica y Minera de Chile S.A.

.500

11/07/33

1,943,690

2,500,000

(e) Sociedad Quimica y Minera de Chile S.A.

.500

09/10/51

1,765,010

1,665,000

(e) Standard Building Solutions, Inc

.250

08/01/33

1,687,286

1,575,000

(e) TransDigm, Inc

.875

12/15/30

1,631,913

1,470,000

(e) TransDigm, Inc

.000

01/15/33

1,486,292

425,000

(e) WESCO Distribution, Inc

.250

06/15/28

430,525

480,000

(e) WESCO Distribution, Inc

.375

03/15/33

497,581

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.2%

(continued)

$

1,595,000

(e) Windsor Holdings III LLC

.500

%

06/15/30

$

1,686,089

TOTAL CAPITAL GOODS

138,226,465

COMMERCIAL & PROFESSIONAL SERVICES - 0.3%

1,655,000

(e) ADT Corp

.875

07/15/32

1,602,779

325,000

(e) ASGN, Inc

.625

05/15/28

319,025

2,250,000

(e) Bidvest Group UK plc

.200

09/17/32

2,264,445

225,000

(e) CACI International, Inc

.375

06/15/33

232,099

590,000

(e),(i)

Clean Harbors, Inc

.750

10/15/33

595,154

1,000,000

(e) Garda World Security Corp

.625

02/15/27

992,413

1,035,000

(e) GTCR W-2 MERGER SUB LLC

.500

01/15/31

1,098,025

472,000

(e) Prime Security Services Borrower LLC

.750

04/15/26

473,933

1,300,000

(e) Prime Security Services Borrower LLC

.375

08/31/27

1,263,694

2,655,000

(e) Prime Security Services Borrower LLC

.250

01/15/28

2,652,675

395,000

(e) Science Applications International Corp

.875

11/01/33

395,123

3,900,000

Verisk Analytics, Inc

.500

08/15/30

3,911,708

3,675,000

Verisk Analytics, Inc

.250

03/15/35

3,746,435

420,000

Verisk Analytics, Inc

.625

05/15/50

313,498

1,235,000

Waste Management, Inc

.500

03/15/31

1,070,149

7,700,000

Waste Management, Inc

.950

03/15/35

7,815,379

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

28,746,534

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.4%

2,670,000

(e) Asbury Automotive Group, Inc

.625

11/15/29

2,591,176

755,000

(e) Asbury Automotive Group, Inc

.000

02/15/32

724,975

3,550,000

AutoNation, Inc

.890

03/15/35

3,668,559

925,000

(e) Bath & Body Works, Inc

.625

10/01/30

945,625

550,000

(e) Group 1 Automotive, Inc

.000

08/15/28

534,496

636,000

Kohl's Corp

.625

05/01/31

502,090

800,000

(e) LCM Investments Holdings II LLC

.875

05/01/29

783,802

790,000

(e) LCM Investments Holdings II LLC

.250

08/01/31

835,507

850,000

(e) Lithia Motors, Inc

.625

12/15/27

841,627

2,450,000

(e),(h)

Macy's Retail Holdings LLC

.125

03/15/32

2,452,364

4,900,000

(e) Magic Mergeco, Inc

.250

05/01/28

4,510,004

4,215,000

(h) O'Reilly Automotive, Inc

.550

03/15/26

4,203,043

2,175,000

O'Reilly Automotive, Inc

.600

09/01/27

2,155,621

2,100,000

O'Reilly Automotive, Inc

.200

04/01/30

2,092,570

9,530,000

O'Reilly Automotive, Inc

.750

03/15/31

8,306,558

437,000

(e) Prosus NV

.850

07/06/27

439,809

1,425,000

(e) Prosus NV

.193

01/19/32

1,366,235

1,500,000

(e) Queen MergerCo, Inc

.750

04/30/32

1,553,094

1,000,000

(e) Staples, Inc

.750

09/01/29

988,770

3,025,000

Walmart, Inc

.350

04/28/30

3,074,651

460,000

(e) Wand NewCo 3, Inc

.625

01/30/32

484,665

335,000

(e) Wayfair LLC

.250

10/31/29

345,399

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

43,400,640

CONSUMER DURABLES & APPAREL - 0.1%

1,000,000

(e) CD&R Smokey Buyer, Inc

.500

10/15/29

782,078

5,000,000

Lennar Corp

.000

06/15/27

5,040,400

1,175,000

Newell Brands, Inc

.375

09/15/27

1,191,022

400,000

(e) TopBuild Corp

.625

01/31/34

398,546

TOTAL CONSUMER DURABLES & APPAREL

7,412,046

CONSUMER SERVICES - 0.3%

1,035,000

(e) 1011778 BC ULC

.125

06/15/29

1,058,290

1,455,000

(e),(h)

Caesars Entertainment, Inc

.000

10/15/32

1,433,117

2,570,000

(e) Carnival Corp

.750

08/01/32

2,615,432

2,000,000

(e) CDI Escrow Issuer, Inc

.750

04/01/30

1,998,197

3,285,000

(e) Churchill Downs, Inc

.750

05/01/31

3,366,649

1,960,000

(e) Flutter Treasury Designated Activity Co

.375

04/29/29

2,023,933

125,000

(e) Hilton Domestic Operating Co, Inc

.750

05/01/28

125,152

2,990,000

(e) Hilton Domestic Operating Co, Inc

.875

04/01/29

3,051,791

2,200,000

(e) Hilton Domestic Operating Co, Inc

.625

02/15/32

2,013,232

1,050,000

(e) Hilton Domestic Operating Co, Inc

.750

09/15/33

1,064,018

540,000

(e) International Game Technology plc

.250

01/15/27

545,078

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER SERVICES - 0.3%

(continued)

$

350,000

(e) Light & Wonder International, Inc

.500

%

09/01/31

$

363,985

500,000

(e) Light & Wonder International, Inc

.250

10/01/33

500,850

425,000

(e),(h)

Marriott Ownership Resorts, Inc

.500

06/15/29

410,104

2,000,000

(e) Meituan

.500

04/02/28

2,001,671

1,000,000

(e) Merlin Entertainments Group US Holdings, Inc

.375

02/15/31

861,702

1,475,000

MGM Resorts International

.125

09/15/29

1,501,251

1,420,000

(e) Motion Finco Sarl

.375

02/15/32

1,227,849

400,000

(e) NCL Corp Ltd

.875

01/15/31

399,985

625,000

(e) NCL Corp Ltd

.250

09/15/33

628,235

2,335,000

Sands China Ltd

.300

03/08/27

2,267,614

1,400,000

Sands China Ltd

.900

08/08/28

1,432,341

1,200,000

Service Corp International

.750

10/15/32

1,215,694

1,980,000

(e),(h)

Six Flags Entertainment Corp

.625

05/01/32

2,017,250

1,175,000

(e) Wynn Macau Ltd

.625

08/26/28

1,173,806

1,100,000

(e) Wynn Resorts Finance LLC

.250

03/15/33

1,117,028

TOTAL CONSUMER SERVICES

36,414,254

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.4%

3,505,000

(e) Albertsons Cos, Inc

.500

02/15/28

3,560,237

500,000

(e) Albertsons Cos, Inc

.250

03/15/33

511,350

18,300,000

Kroger Co

.000

09/15/34

18,455,361

7,325,000

Kroger Co

.500

09/15/54

7,139,386

1,380,000

(e) Performance Food Group, Inc

.125

09/15/32

1,413,549

730,000

SYSCO Corp

.750

10/01/25

730,000

2,850,000

SYSCO Corp

.400

03/23/35

2,945,202

3,700,000

SYSCO Corp

.150

12/14/51

2,476,110

785,000

(e) US Foods, Inc

.875

09/15/28

809,062

5,900,000

Walmart, Inc

.500

09/22/41

4,272,027

5,150,000

Walmart, Inc

.500

04/15/53

4,612,711

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

46,924,995

ENERGY - 2.6%

2,500,000

(e) Antero Midstream Partners LP

.750

01/15/28

2,495,105

2,000,000

(e) Antero Midstream Partners LP

.625

02/01/32

2,059,864

900,000

(e) Antero Midstream Partners LP

.750

10/15/33

896,009

1,875,000

(e) Archrock Partners LP

.250

04/01/28

1,877,593

1,580,000

(e) Archrock Partners LP

.625

09/01/32

1,620,736

9,200,000

BP Capital Markets America, Inc

.227

11/17/34

9,502,524

400,000

(e) Buckeye Partners LP

.750

02/01/30

415,460

12,300,000

Cheniere Energy Partners LP

.000

03/01/31

11,861,727

4,250,000

Cheniere Energy Partners LP

.250

01/31/32

3,871,801

6,900,000

Cheniere Energy Partners LP

.750

08/15/34

7,173,167

280,000

(e) Chord Energy Corp

.000

10/01/30

278,050

2,000,000

(e) Chord Energy Corp

.750

03/15/33

2,026,377

1,440,000

(e) Civitas Resources, Inc

.375

07/01/28

1,492,631

1,750,000

(e) Civitas Resources, Inc

.750

07/01/31

1,792,894

1,475,000

(e) CNX Resources Corp

.250

03/01/32

1,530,205

2,000,000

(e) Cosan Ltd

.500

09/20/29

1,968,900

1,790,000

(e) DT Midstream, Inc

.125

06/15/29

1,746,439

1,490,000

(e) DT Midstream, Inc

.375

06/15/31

1,439,987

1,050,000

Ecopetrol S.A.

.875

04/29/30

1,075,973

2,275,000

Ecopetrol S.A.

.625

11/02/31

2,040,508

2,675,000

(e) Empresa Nacional del Petroleo

.450

09/16/31

2,460,865

6,875,000

Enbridge, Inc

.700

03/08/33

7,234,957

3,960,000

Enbridge, Inc

.500

08/01/33

3,370,889

10,350,000

Enbridge, Inc

.500

01/15/84

11,837,450

1,450,000

(e) Energean Israel Finance Ltd

.500

09/30/33

1,530,479

450,000

Energy Transfer LP

.400

10/01/47

411,908

4,625,000

Energy Transfer LP

.000

05/15/50

3,959,014

7,950,000

Energy Transfer LP

.950

05/15/54

7,699,012

10,000,000

(f) Energy Transfer LP

.125

N/A

10,332,970

2,300,000

Enterprise Products Operating LLC

.200

01/31/50

1,876,195

6,575,000

Enterprise Products Operating LLC

.300

02/15/53

4,475,908

850,000

(e) EQT Corp

.125

05/15/26

842,212

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 2.6%

(continued)

$

1,200,000

EQT Corp

.500

%

07/01/27

$

1,228,507

1,756,000

EQT Corp

.500

01/15/29

1,756,252

695,000

EQT Corp

.375

04/01/29

720,706

1,600,000

Expand Energy Corp

.700

01/15/35

1,644,497

2,097,570

(e) Galaxy Pipeline Assets Bidco Ltd

.160

03/31/34

1,904,497

2,750,000

(e) Galaxy Pipeline Assets Bidco Ltd

.625

03/31/36

2,422,277

490,000

Genesis Energy LP

.250

01/15/29

511,029

1,450,000

(e) Hilcorp Energy I LP

.750

02/01/29

1,428,394

1,450,000

(e) Hilcorp Energy I LP

.000

02/01/31

1,396,437

2,000,000

(e) Hilcorp Energy I LP

.375

11/01/33

2,100,556

3,500,000

(e) KazMunayGas National Co JSC

.500

04/14/33

3,154,576

2,000,000

(e) Kinetik Holdings LP

.625

12/15/28

2,052,844

1,070,000

(e) Kodiak Gas Services LLC

.250

02/15/29

1,110,302

335,000

(e) Kodiak Gas Services LLC

.500

10/01/33

341,089

500,000

(e) Kodiak Gas Services LLC

.750

10/01/35

513,378

1,325,000

(e) Kosmos Energy Ltd

.750

05/01/27

1,288,562

725,000

(e),(h)

Kosmos Energy Ltd

.750

10/01/31

562,427

15,040,000

Marathon Petroleum Corp

.800

04/01/28

14,893,079

1,000,000

Marathon Petroleum Corp

.750

09/15/44

860,698

2,750,000

Marathon Petroleum Corp

.000

09/15/54

2,345,608

1,500,000

(e) Medco Maple Tree Pte Ltd

.960

04/27/29

1,564,005

5,000,000

(e) MEG Energy Corp

.875

02/01/29

4,999,721

710,000

(e) Midwest Connector Capital Co LLC

.625

04/01/29

713,089

4,475,000

MPLX LP

.750

03/01/26

4,428,077

7,235,000

MPLX LP

.650

08/15/30

6,642,327

7,735,000

(e) Northern Natural Gas Co

.400

10/16/51

5,295,950

5,000,000

Occidental Petroleum Corp

.500

08/15/29

4,769,441

1,450,000

(e) Oleoducto Central S.A.

.000

07/14/27

1,425,474

1,600,000

ONEOK, Inc

.700

11/01/54

1,510,512

1,075,000

(e) ORLEN S.A.

.000

01/30/35

1,124,229

2,000,000

(e) Parkland Corp

.500

10/01/29

1,947,764

1,260,000

(e) Parkland Corp

.625

05/01/30

1,225,051

1,210,000

(e) Permian Resources Operating LLC

.000

01/15/32

1,254,937

3,600,000

(e) Pertamina Hulu Energi PT

.250

05/21/30

3,676,483

6,200,000

(e) Pertamina Persero PT

.400

02/09/26

6,124,911

850,000

(e),(h)

Pertamina Persero PT

.650

07/30/29

826,799

1,667,000

Petrobras Global Finance BV

.999

01/27/28

1,696,841

2,925,000

Petrobras Global Finance BV

.250

01/10/36

2,886,536

1,200,000

Petrobras Global Finance BV

.900

03/19/49

1,180,200

6,244,000

Petroleos Mexicanos

.700

02/16/32

6,187,823

3,000,000

Petroleos Mexicanos

.690

01/23/50

2,727,648

4,870,000

(e) Petronas Capital Ltd

.950

01/03/31

5,027,434

3,600,000

(e) Petronas Capital Ltd

.340

04/03/35

3,754,947

1,000,000

(e) Petronas Energy Canada Ltd

.112

03/23/28

955,314

860,000

Phillips 66 Co

.150

12/15/29

821,874

775,000

Phillips 66 Co

.680

02/15/45

663,157

2,050,000

(e) Promigas S.A. ESP

.750

10/16/29

1,937,617

3,000,000

(e) Qatar Petroleum

.250

07/12/31

2,699,940

2,100,000

(e) Raizen Fuels Finance S.A.

.700

01/17/35

1,934,310

2,890,000

Sabine Pass Liquefaction LLC

.875

06/30/26

2,899,501

8,365,000

Sabine Pass Liquefaction LLC

.500

05/15/30

8,394,179

3,175,000

(e) Saudi Arabian Oil Co

.250

11/24/30

2,868,581

1,375,000

(e) Saudi Arabian Oil Co

.250

07/17/34

1,414,316

880,000

(e) SM Energy Co

.750

08/01/29

884,218

3,425,000

(e) Southern Gas Corridor CJSC

.875

03/24/26

3,460,390

2,235,000

(e) Sunoco LP

.000

05/01/29

2,314,132

1,150,000

Sunoco LP

.500

05/15/29

1,121,874

500,000

(e) Sunoco LP

.625

03/31/31

496,311

500,000

(e) Sunoco LP

.875

03/15/34

495,671

2,200,000

(e) Thaioil Treasury Center Co Ltd

.500

06/18/30

1,987,300

1,450,000

TotalEnergies Capital International S.A.

.986

06/29/41

1,099,425

5,550,000

TotalEnergies Capital International S.A.

.127

05/29/50

3,799,704

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 2.6%

(continued)

$

2,000,000

TotalEnergies Capital S.A.

.488

%

04/05/54

$

1,978,147

7,835,000

TransCanada Trust

.500

09/15/79

7,762,243

832,500

(e) Transocean, Inc

.750

02/15/30

875,932

500,000

USA Compression Partners LP

.875

09/01/27

499,887

2,125,000

(e) USA Compression Partners LP

.125

03/15/29

2,191,563

400,000

(e) USA Compression Partners LP

.250

10/01/33

401,530

2,000,000

(e) Venture Global Calcasieu Pass LLC

.125

08/15/31

1,887,696

2,205,000

(e) Venture Global LNG, Inc

.125

06/01/28

2,282,329

3,000,000

(e) Venture Global LNG, Inc

.875

02/01/32

3,266,170

635,000

(e) Venture Global Plaquemines LNG LLC

.500

01/15/34

668,437

5,550,000

Williams Cos, Inc

.650

03/15/33

5,828,674

TOTAL ENERGY

294,314,145

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.1%

6,850,000

Agree LP

.000

06/15/28

6,462,852

2,175,000

American Homes 4 Rent LP

.250

03/15/35

2,197,993

600,000

American Tower Corp

.375

10/15/26

595,613

1,200,000

American Tower Corp

.600

01/15/28

1,185,276

5,370,000

American Tower Corp

.500

01/31/28

5,057,213

5,800,000

American Tower Corp

.800

08/15/29

5,689,864

6,950,000

American Tower Corp

.900

01/15/30

6,550,658

1,375,000

American Tower Corp

.100

06/15/30

1,239,334

890,000

American Tower Corp

.875

10/15/30

787,108

5,400,000

American Tower Corp

.400

01/31/35

5,579,833

9,650,000

American Tower Corp

.350

03/15/35

9,910,266

10,206,000

Brixmor Operating Partnership LP

.250

04/01/28

9,720,220

825,000

(e) CFE FIBRA E

.875

09/23/40

832,507

7,735,000

Essential Properties LP

.950

07/15/31

6,971,189

3,200,000

Essex Portfolio LP

.000

01/15/30

3,031,560

5,575,000

Essex Portfolio LP

.375

04/01/35

5,752,597

4,150,000

GLP Capital LP

.000

01/15/30

4,018,982

4,125,000

Healthcare Realty Holdings LP

.500

08/01/26

4,095,323

3,000,000

Healthcare Realty Holdings LP

.625

01/15/28

2,949,601

8,015,000

Healthcare Realty Holdings LP

.100

02/15/30

7,541,051

1,660,000

Healthcare Realty Holdings LP

.400

03/15/30

1,500,493

925,000

Healthcare Realty Holdings LP

.050

03/15/31

797,274

7,500,000

Highwoods Realty LP

.875

03/01/27

7,424,328

1,025,000

Highwoods Realty LP

.125

03/15/28

1,013,622

1,350,000

Highwoods Realty LP

.200

04/15/29

1,322,377

8,010,000

Highwoods Realty LP

.050

02/15/30

7,418,368

2,085,000

Highwoods Realty LP

.600

02/01/31

1,842,240

155,000

(e) Iron Mountain, Inc

.000

02/15/29

159,732

1,310,000

(e) Iron Mountain, Inc

.250

01/15/33

1,336,220

600,000

(e) Millrose Properties, Inc

.250

09/15/32

601,568

3,375,000

(h) MPT Operating Partnership LP

.500

03/15/31

2,482,344

345,000

(e) MPT Operating Partnership LP

.500

02/15/32

366,584

1,075,000

ProLogis LP

.875

11/15/29

1,023,326

1,100,000

Regency Centers LP

.900

11/01/25

1,098,334

2,398,000

(e) SBA Tower Trust

.884

01/15/26

2,379,808

7,500,000

(e) SBA Tower Trust

.631

11/15/26

7,281,019

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

128,216,677

FINANCIAL SERVICES - 2.5%

9,875,000

AerCap Ireland Capital DAC

.000

10/29/28

9,516,463

4,690,000

Block, Inc

.500

05/15/32

4,854,178

360,000

(e) Block, Inc

.000

08/15/33

368,654

622,500

(e) Brazil Minas SPE via State of Minas Gerais

.333

02/15/28

620,559

2,490,000

Capital One Financial Corp

.750

03/09/27

2,476,201

5,490,000

(f),(h)

Capital One Financial Corp

.950

N/A

5,389,397

610,500

(e) Compass Group Diversified Holdings LLC

.250

04/15/29

563,998

2,500,000

Corebridge Financial, Inc

.050

09/15/33

2,667,671

3,475,000

Corebridge Financial, Inc

.750

01/15/34

3,655,258

480,000

(e) CrossCountry Intermediate HoldCo LLC

.500

10/01/30

481,766

7,400,000

(f),(g)

Deutsche Bank AG.

.130

N/A

7,843,911

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.5%

(continued)

$

5,400,000

Discover Bank

.450

%

07/27/26

$

5,367,680

2,275,000

Discover Bank

.700

02/06/30

2,131,004

1,665,000

(e) Encore Capital Group, Inc

.625

04/15/31

1,660,155

1,705,000

(e) FirstCash, Inc

.875

03/01/32

1,762,302

5,330,000

Fiserv, Inc

.500

07/01/29

5,180,437

5,275,000

Fiserv, Inc

.450

03/15/34

5,451,281

11,000,000

Fiserv, Inc

.150

08/12/34

11,131,479

5,600,000

Goldman Sachs Group, Inc

.482

08/23/28

5,635,037

12,425,000

Goldman Sachs Group, Inc

.330

07/23/35

12,790,843

360,000

Goldman Sachs Group, Inc

.750

10/01/37

403,344

1,900,000

Goldman Sachs Group, Inc

.411

04/23/39

1,757,207

4,875,000

Goldman Sachs Group, Inc

.210

04/22/42

3,769,170

725,000

Goldman Sachs Group, Inc

.436

02/24/43

571,936

10,000,000

(f) Goldman Sachs Group, Inc

.500

N/A

10,557,400

5,900,000

(f) Goldman Sachs Group, Inc

.500

N/A

6,261,729

925,000

Icahn Enterprises LP

.250

05/15/27

909,225

3,800,000

Icahn Enterprises LP

.375

02/01/29

3,280,196

5,400,000

(e) Indian Railway Finance Corp Ltd

.800

02/10/31

4,947,820

2,500,000

(e) Jane Street Group

.125

11/01/32

2,533,898

715,000

(e) Jane Street Group

.750

05/01/33

742,623

2,500,000

(e) Minejesa Capital BV

.625

08/10/37

2,481,250

11,950,000

Morgan Stanley

.125

07/27/26

11,862,794

685,000

Morgan Stanley

.950

04/23/27

683,498

6,825,000

Morgan Stanley

.192

04/17/31

7,047,444

15,750,000

Morgan Stanley

.250

04/21/34

16,241,774

3,625,000

Morgan Stanley

.424

07/21/34

3,776,892

3,675,000

Morgan Stanley

.831

04/19/35

3,917,708

12,525,000

Morgan Stanley

.320

07/19/35

12,923,904

11,850,000

Morgan Stanley

.587

01/18/36

12,407,027

9,475,000

Morgan Stanley

.664

04/17/36

9,996,695

2,350,000

(e) Muthoot Finance Ltd

.375

04/23/29

2,381,262

5,000,000

Navient Corp

.000

03/15/27

4,977,473

1,345,000

OneMain Finance Corp

.500

01/15/27

1,314,499

1,145,000

OneMain Finance Corp

.125

05/15/30

1,159,524

5,000,000

OneMain Finance Corp

.000

09/15/30

4,647,781

2,000,000

OneMain Finance Corp

.125

11/15/31

2,073,966

549,000

OneMain Finance Corp

.500

03/15/33

549,867

350,000

(e) PennyMac Financial Services, Inc

.875

12/15/29

371,454

400,000

(e) PennyMac Financial Services, Inc

.875

05/15/32

414,479

2,975,000

(e) Power Finance Corp Ltd

.950

04/23/30

2,900,430

1,065,000

(e) Rocket Cos, Inc

.125

08/01/30

1,093,031

1,125,000

(e) Rocket Cos, Inc

.375

08/01/33

1,161,128

2,000,000

(e),(h)

Rocket Mortgage LLC

.000

10/15/33

1,826,567

550,000

Springleaf Finance Corp

.375

11/15/29

543,764

815,000

(e) Starwood Property Trust, Inc

.500

07/01/30

842,990

6,950,000

(f) State Street Corp

.700

N/A

7,228,584

1,000,000

(e),(h)

SURA Asset Management S.A.

.350

05/13/32

1,072,500

6,450,000

(e) UBS Group AG.

.305

02/02/27

6,382,873

4,600,000

(e) UBS Group AG.

.442

08/11/28

4,779,570

7,500,000

(e) UBS Group AG.

.617

09/13/30

7,833,151

3,500,000

(e) UBS Group AG.

.179

02/11/43

2,671,089

4,000,000

(e),(f),(g)

UBS Group AG.

.250

N/A

4,763,468

800,000

(e) UWM Holdings LLC

.625

02/01/30

813,827

2,000,000

(e),(h)

VistaJet Malta Finance plc

.375

02/01/30

1,949,357

665,000

(e) Walker & Dunlop, Inc

.625

04/01/33

680,060

800,000

(e) WEX, Inc

.500

03/15/33

817,026

9,125,000

(e) Wynnton Funding Trust II

.991

08/15/55

9,366,378

TOTAL FINANCIAL SERVICES

281,237,906

FOOD, BEVERAGE & TOBACCO - 0.8%

3,100,000

(e) Anadolu Efes Biracilik Ve Malt Sanayii AS.

.375

06/29/28

2,879,985

16,675,000

Anheuser-Busch Cos LLC

.700

02/01/36

16,463,269

12,553,000

Anheuser-Busch Cos LLC

.900

02/01/46

11,760,025

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD, BEVERAGE & TOBACCO - 0.8%

(continued)

$

1,400,000

(e) Arcor SAIC

.600

%

07/31/33

$

1,382,500

2,000,000

(e) Bimbo Bakeries USA, Inc

.050

01/15/29

2,092,586

3,250,000

(e) Cia Cervecerias Unidas S.A.

.350

01/19/32

2,927,762

3,000,000

(e) Coca-Cola Icecek AS.

.500

01/20/29

2,949,060

1,875,000

(e) Embotelladora Andina S.A.

.950

01/21/50

1,443,951

2,250,000

(e) Gruma SAB de C.V.

.390

12/09/34

2,298,375

2,000,000

(e) Grupo Bimbo SAB de C.V.

.700

11/10/47

1,734,720

4,100,000

Kraft Heinz Foods Co

.500

06/01/50

3,872,612

5,550,000

(e) Mars, Inc

.200

03/01/35

5,672,858

5,000,000

(e) Mars, Inc

.650

05/01/45

5,072,131

3,950,000

(e) Mars, Inc

.700

05/01/55

4,001,138

1,500,000

(e) NBM US Holdings, Inc

.625

08/06/29

1,518,747

9,000,000

Philip Morris International, Inc

.250

02/13/34

9,293,307

680,000

(e) Post Holdings, Inc

.250

02/15/32

699,093

2,000,000

(e) Post Holdings, Inc

.375

03/01/33

2,018,618

5,500,000

(e) Primo Water Holdings, Inc

.375

04/30/29

5,334,466

2,500,000

(e) Ulker Biskuvi Sanayi AS.

.875

07/08/31

2,605,705

1,305,000

(e) Viking Baked Goods Acquisition Corp

.625

11/01/31

1,305,282

TOTAL FOOD, BEVERAGE & TOBACCO

87,326,190

HEALTH CARE EQUIPMENT & SERVICES - 0.9%

980,000

Advocate Health & Hospitals Corp

.008

06/15/50

655,352

3,700,000

Cardinal Health, Inc

.750

11/15/54

3,710,853

6,250,000

(e) CHS

.250

05/15/30

5,654,026

430,000

(e) Concentra Escrow Issuer Corp

.875

07/15/32

446,504

8,225,000

CVS Health Corp

.450

09/15/35

8,369,779

23,725,000

CVS Health Corp

.050

03/25/48

21,109,023

1,000,000

(e) DaVita, Inc

.625

06/01/30

958,389

2,000,000

(e) DaVita, Inc

.875

09/01/32

2,066,072

1,845,000

(e) DaVita, Inc

.750

07/15/33

1,902,560

355,000

(e) Global Medical Response, Inc

.375

10/01/32

365,405

2,815,000

HCA, Inc

.625

09/01/28

2,904,608

5,000,000

HCA, Inc

.500

09/01/30

4,775,810

9,475,000

HCA, Inc

.625

03/15/32

8,888,990

11,650,000

HCA, Inc

.200

03/01/55

12,026,090

3,500,000

(e) Hologic, Inc

.250

02/15/29

3,379,571

1,975,000

(e) IQVIA, Inc

.250

06/01/32

2,030,579

800,000

(e) Molina Healthcare, Inc

.250

01/15/33

808,887

225,000

Tenet Healthcare Corp

.625

06/15/28

222,941

5,400,000

Tenet Healthcare Corp

.125

10/01/28

5,403,126

2,500,000

Tenet Healthcare Corp

.250

06/01/29

2,441,576

3,200,000

Tenet Healthcare Corp

.375

01/15/30

3,112,146

7,185,000

UnitedHealth Group, Inc

.300

05/15/31

6,440,889

2,750,000

UnitedHealth Group, Inc

.150

07/15/34

2,822,481

1,375,000

UnitedHealth Group, Inc

.750

10/15/47

1,055,515

TOTAL HEALTH CARE EQUIPMENT & SERVICES

101,551,172

HOUSEHOLD & PERSONAL PRODUCTS - 0.1%

8,175,000

Haleon US Capital LLC

.625

03/24/32

7,746,964

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

7,746,964

INSURANCE - 1.8%

2,550,000

(e) Acrisure LLC

.250

02/15/29

2,456,742

700,000

(e) Acrisure LLC

.750

07/01/32

720,779

131,000

Aflac, Inc

.450

08/15/40

144,322

825,000

(e) Alliant Holdings Intermediate LLC

.250

10/15/27

811,303

4,360,000

(e) Alliant Holdings Intermediate LLC

.750

04/15/28

4,437,281

2,000,000

(e) Alliant Holdings Intermediate LLC

.500

10/01/31

2,044,865

6,400,000

(e) Allianz SE

.350

09/06/53

6,863,430

16,200,000

(e),(f),(g)

Allianz SE

.550

N/A

16,724,880

11,160,000

Aon Corp

.800

05/15/30

10,474,751

1,450,000

Aon Corp

.350

02/28/33

1,513,849

1,775,000

(e) Ardonagh Finco Ltd

.750

02/15/31

1,857,340

4,500,000

AXIS Specialty Finance LLC

.900

01/15/40

4,367,786

9,950,000

Berkshire Hathaway Finance Corp

.850

10/15/50

6,526,923

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 1.8%

(continued)

$

1,500,000

Berkshire Hathaway Finance Corp

.850

%

03/15/52

$

1,176,729

1,300,000

Brown & Brown, Inc

.550

06/23/35

1,337,247

8,225,000

(e) Five Corners Funding Trust II

.850

05/15/30

7,704,554

2,500,000

(e) Hanwha Life Insurance Co Ltd

.379

02/04/32

2,456,623

15,431,000

Hartford Financial Services Group, Inc

.800

08/19/29

14,596,510

350,000

Hartford Financial Services Group, Inc

.300

04/15/43

304,211

3,400,000

Hartford Financial Services Group, Inc

.900

09/15/51

2,206,269

2,755,000

(e) HUB International Ltd

.250

06/15/30

2,873,204

1,450,000

(e) Liberty Mutual Group, Inc

.951

10/15/50

1,110,537

525,000

MetLife, Inc

.600

11/13/25

524,557

1,025,000

MetLife, Inc

.000

07/15/52

957,803

9,875,000

MetLife, Inc

.350

03/15/55

10,491,852

8,800,000

(e) Omnis Funding Trust

.722

05/15/55

9,492,102

3,250,000

(e) Panther Escrow Issuer LLC

.125

06/01/31

3,380,383

10,175,000

PartnerRe Finance B LLC

.500

10/01/50

9,600,425

3,500,000

Principal Financial Group, Inc

.125

06/15/30

3,168,949

1,975,000

Prudential Financial, Inc

.200

03/14/35

2,030,137

2,000,000

Prudential Financial, Inc

.905

12/07/47

1,602,246

5,500,000

Prudential Financial, Inc

.125

03/01/52

5,519,921

10,250,000

Prudential Financial, Inc

.500

03/15/54

10,968,556

9,575,000

Reinsurance Group of America, Inc

.750

09/15/34

10,010,446

5,275,000

RenaissanceRe Holdings Ltd

.800

04/01/35

5,530,968

985,000

(e) Ryan Specialty LLC

.875

08/01/32

996,018

11,300,000

(e) Swiss Re Finance Luxembourg S.A.

.000

04/02/49

11,385,676

16,100,000

UnitedHealth Group, Inc

.625

07/15/54

16,012,854

3,900,000

(a),(e)

Vitality Re XIV Ltd, (3-Month US Treasury Bill + 3.500%)

.812

01/05/27

3,994,770

1,900,000

(a),(e)

Vitality Re XV Ltd, (3-Month US Treasury Bill + 2.500%)

.000

01/07/28

1,927,170

5,000,000

(a),(e)

Vitality Re XVI Ltd, (3-Month U.S. Treasury Bill + 1.750%)

.049

01/08/29

5,001,000

TOTAL INSURANCE

205,305,968

MATERIALS - 1.0%

875,000

(e) Alpek SAB de C.V.

.250

09/18/29

840,389

2,000,000

(e) Alpek SAB de C.V.

.250

02/25/31

1,753,768

370,000

Amcor Flexibles North America, Inc

.100

09/15/26

365,969

4,725,000

Amcor Flexibles North America, Inc

.630

06/19/30

4,358,901

7,535,000

Amcor Flexibles North America, Inc

.690

05/25/31

6,849,286

2,300,000

AngloGold Ashanti Holdings plc

.375

11/01/28

2,225,082

2,500,000

AngloGold Ashanti Holdings plc

.750

10/01/30

2,385,083

1,778,000

(e) Antofagasta plc

.375

10/14/30

1,611,419

1,600,000

(e) Antofagasta plc

.625

05/13/32

1,655,442

1,150,000

(e) Antofagasta plc

.250

05/02/34

1,232,747

950,000

(e) Antofagasta plc

.625

09/09/35

967,964

1,445,000

(e) Arsenal AIC Parent LLC

.000

10/01/30

1,529,962

400,000

(e) Avient Corp

.250

11/01/31

406,209

3,570,000

Ball Corp

.875

03/15/28

3,638,316

1,850,000

Ball Corp

.875

08/15/30

1,680,618

10,105,000

Berry Global, Inc

.570

01/15/26

10,017,945

6,100,000

Berry Global, Inc

.650

01/15/27

5,909,043

1,350,000

(e) Celulosa Arauco y Constitucion S.A.

.180

05/05/32

1,408,725

3,475,000

(e),(f)

Cemex SAB de C.V.

.200

N/A

3,633,113

1,500,000

Commercial Metals Co

.125

01/15/30

1,439,080

3,000,000

(e) Corp Nacional del Cobre de Chile

.000

09/30/29

2,834,987

2,000,000

(e) Corp Nacional del Cobre de Chile

.150

01/14/30

1,895,000

3,500,000

(e) Corp Nacional del Cobre de Chile

.330

01/13/35

3,731,875

325,000

(e) Corp Nacional del Cobre de Chile

.440

01/26/36

351,281

800,000

(e) Freeport Indonesia PT

.763

04/14/27

801,664

1,860,000

(e) Freeport Indonesia PT

.315

04/14/32

1,882,262

1,500,000

(e) Fresnillo plc

.250

10/02/50

1,190,015

1,500,000

(e) Inversiones CMPC S.A.

.375

04/04/27

1,502,841

4,900,000

(e) Inversiones CMPC S.A.

.000

04/06/31

4,411,443

3,000,000

(e) Klabin Austria GmbH

.750

04/03/29

3,050,502

3,000,000

(e) Kraton Corp

.000

07/15/27

3,045,391

2,000,000

(e) Mineral Resources Ltd

.000

11/01/27

2,038,588

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS - 1.0%

(continued)

$

1,325,000

(e) Mineral Resources Ltd

.250

%

10/01/28

$

1,388,347

120,000

(e),(i)

Mineral Resources Ltd

.000

04/01/31

121,552

725,000

(e),(h)

Nexa Resources S.A.

.750

04/09/34

769,922

6,350,000

Nutrien Ltd

.950

05/13/30

5,983,754

1,000,000

(e) OCP S.A.

.100

04/30/30

1,047,490

1,600,000

(e) OCP S.A.

.750

06/23/31

1,500,451

1,075,000

(e) OCP S.A.

.750

05/02/34

1,168,610

855,000

(e) Olin Corp

.625

04/01/33

859,410

1,150,000

(e) Orbia Advance Corp SAB de C.V.

.800

05/13/30

1,196,002

1,665,000

(e) Qnity Electronics, Inc

.750

08/15/32

1,677,699

535,000

(e) Qnity Electronics, Inc

.250

08/15/33

546,335

1,750,000

Sasol Financing USA LLC

.375

09/18/26

1,740,806

670,000

(e) Sealed Air Corp

.125

02/01/28

679,254

600,000

(e) Sealed Air Corp

.250

02/15/31

629,591

1,280,000

(e),(h)

Sealed Air Corp

.500

07/15/32

1,325,708

345,000

(e) Solstice Advanced Materials, Inc

.625

09/30/33

346,140

2,400,000

Suzano Austria GmbH

.750

01/15/31

2,270,527

5,000,000

Suzano Austria GmbH

.125

01/15/32

4,486,680

1,720,000

Suzano Netherlands BV

.500

01/15/36

1,721,720

3,675,000

(e) UltraTech Cement Ltd

.800

02/16/31

3,347,790

5,000,000

(e) Windfall Mining Group, Inc

.854

05/13/32

5,200,846

TOTAL MATERIALS

118,653,544

MEDIA & ENTERTAINMENT - 0.7%

4,900,000

(e) CCO Holdings LLC

.125

05/01/27

4,867,095

2,500,000

(e) CCO Holdings LLC

.500

08/15/30

2,361,037

5,000,000

(e) CCO Holdings LLC

.250

02/01/31

4,606,157

10,250,000

Charter Communications Operating LLC

.550

06/01/34

10,923,595

5,000,000

Charter Communications Operating LLC

.850

12/01/35

5,047,761

10,650,000

Charter Communications Operating LLC

.800

03/01/50

8,435,127

5,358,000

Comcast Corp

.887

11/01/51

3,300,373

10,186,000

Comcast Corp

.937

11/01/56

6,044,470

2,050,000

(e) CSC Holdings LLC

.500

04/15/27

1,945,713

985,000

(e) DIRECTV Holdings LLC

.875

08/15/27

983,895

1,200,000

(e) Gray Media, Inc

.250

08/15/33

1,189,143

2,000,000

(e) Gray Television, Inc

.500

07/15/29

2,162,502

2,985,000

Grupo Televisa SAB

.625

01/15/40

2,742,523

650,000

Lamar Media Corp

.750

02/15/28

631,930

2,000,000

Lamar Media Corp

.875

01/15/29

1,982,044

1,000,000

Lamar Media Corp

.000

02/15/30

957,336

1,675,000

Lamar Media Corp

.625

01/15/31

1,558,470

1,145,000

(e) McGraw-Hill Education, Inc

.375

09/01/31

1,189,597

3,750,000

Paramount Global

.200

05/19/32

3,493,413

2,725,000

(e) Sirius XM Radio, Inc

.000

07/15/28

2,633,098

1,575,000

(e) Sirius XM Radio, Inc

.125

07/01/30

1,477,208

500,000

(e),(h)

Sirius XM Radio, Inc

.875

09/01/31

453,141

3,000,000

(e) Sunrise FinCo I BV

.875

07/15/31

2,857,950

250,000

Time Warner Cable LLC

.875

11/15/40

238,968

1,275,000

(e),(h)

Univision Communications, Inc

.500

05/01/29

1,202,615

2,000,000

(e) VZ Secured Financing BV

.000

01/15/32

1,809,436

1,413,000

(e) Ziff Davis, Inc

.625

10/15/30

1,331,735

TOTAL MEDIA & ENTERTAINMENT

76,426,332

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.8%

6,875,000

AbbVie, Inc

.050

11/21/39

6,152,681

28,525,000

Amgen, Inc

.650

03/02/53

28,452,040

1,500,000

(e) Avantor Funding, Inc

.625

07/15/28

1,475,486

2,040,000

(e) Avantor Funding, Inc

.875

11/01/29

1,939,969

10,000,000

Bristol-Myers Squibb Co

.550

02/22/54

9,966,604

17,900,000

Gilead Sciences, Inc

.250

10/15/33

18,771,934

12,700,000

Gilead Sciences, Inc

.100

06/15/35

13,048,057

635,000

Gilead Sciences, Inc

.000

09/01/36

590,778

1,500,000

Gilead Sciences, Inc

.600

10/01/40

1,101,301

2,500,000

(e) Organon Finance LLC

.125

04/30/28

2,415,356

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.8%

(continued)

$

3,150,000

(e),(h)

Organon Finance LLC

.125

%

04/30/31

$

2,759,554

1,374,000

Teva Pharmaceutical Finance Netherlands III BV

.150

10/01/26

1,349,574

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

88,023,334

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.0%

1,450,000

(e) Corp Inmobiliaria Vesta SAB de C.V.

.500

01/30/33

1,465,225

1,400,000

Kennedy-Wilson, Inc

.750

03/01/29

1,337,653

1,475,000

(h) Kennedy-Wilson, Inc

.000

03/01/31

1,372,064

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

4,174,942

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.5%

9,525,000

Broadcom, Inc

.600

07/15/30

9,669,006

11,250,000

(e) Broadcom, Inc

.469

04/15/34

10,266,760

4,850,000

Broadcom, Inc

.800

10/15/34

4,883,923

20,542,000

(e) Broadcom, Inc

.926

05/15/37

20,486,909

260,000

Intel Corp

.150

05/11/27

255,804

4,735,000

NVIDIA Corp

.000

06/15/31

4,254,837

3,000,000

(e),(h)

TSMC Global Ltd

.750

04/23/28

2,833,369

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

52,650,608

SOFTWARE & SERVICES - 1.0%

3,450,000

Accenture Capital, Inc

.500

10/04/34

3,402,473

11,405,000

Adobe, Inc

.300

02/01/30

10,614,742

3,000,000

(e) Ahead DB Holdings LLC

.625

05/01/28

3,000,666

21,850,000

AppLovin Corp

.125

12/01/29

22,352,686

265,000

(e) CA Magnum Holdings

.375

10/31/26

263,839

570,000

(e) Fair Isaac Corp

.000

05/15/33

577,093

2,270,000

(e) Gen Digital, Inc

.750

09/30/27

2,304,790

170,000

(e) Gen Digital, Inc

.250

04/01/33

173,549

19,000,000

Microsoft Corp

.400

08/08/26

18,772,690

1,850,000

Microsoft Corp

.350

09/15/30

1,639,270

1,911,000

Microsoft Corp

.525

06/01/50

1,209,801

455,000

(e) Open Text Corp

.900

12/01/27

473,390

2,830,000

(e) Open Text Corp

.875

12/01/29

2,675,059

550,000

(e) Open Text Holdings, Inc

.125

02/15/30

521,013

9,350,000

Oracle Corp

.450

09/26/30

9,345,413

10,100,000

Oracle Corp

.500

08/03/35

10,389,930

5,825,000

Oracle Corp

.200

09/26/35

5,857,075

6,075,000

Oracle Corp

.000

08/03/55

6,098,733

3,100,000

Roper Technologies, Inc

.400

09/15/27

2,946,949

13,155,000

Roper Technologies, Inc

.000

06/30/30

11,817,364

5,800,000

Salesforce, Inc

.700

07/15/41

4,265,655

TOTAL SOFTWARE & SERVICES

118,702,180

TECHNOLOGY HARDWARE & EQUIPMENT - 0.1%

1,100,000

Apple, Inc

.650

02/23/46

1,028,631

1,590,000

Apple, Inc

.650

02/08/51

1,014,416

5,625,000

(e) Imola Merger Corp

.750

05/15/29

5,471,013

4,700,000

(e) Lenovo Group Ltd

.421

11/02/30

4,462,235

975,000

(e) Sensata Technologies BV

.000

04/15/29

935,681

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

12,911,976

TELECOMMUNICATION SERVICES - 2.0%

12,477,000

AT&T, Inc

.550

12/01/33

10,624,281

2,300,000

AT&T, Inc

.500

05/15/35

2,222,334

54,975,000

AT&T, Inc

.550

09/15/55

37,884,265

12,174,000

AT&T, Inc

.800

12/01/57

8,680,641

8,570,000

Bell Telephone Co of Canada or Bell Canada

.000

09/15/55

8,956,558

2,750,000

(e),(h)

Bharti Airtel Ltd

.250

06/03/31

2,584,669

1,335,000

(e) C&W Senior Finance Ltd

.000

01/15/33

1,396,032

1,225,000

(e) CT Trust

.125

02/03/32

1,166,630

3,850,000

(e) Empresa Nacional de Telecomunicaciones S.A.

.050

09/14/32

3,417,602

2,500,000

(e) Frontier Communications Holdings LLC

.875

10/15/27

2,498,490

892,000

(e) Iliad Holding SASU

.000

10/15/28

906,299

865,000

(e) Iliad Holding SASU

.500

04/15/31

927,706

1,200,000

(e) Level 3 Financing, Inc

.875

06/30/33

1,223,016

2,160,000

(e) Level 3 Financing, Inc

.000

03/31/34

2,197,388

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION SERVICES - 2.0%

(continued)

$

1,500,000

(e) Liberty Costa Rica Senior Secured Finance

.875

%

01/15/31

$

1,600,905

1,675,000

(e) Millicom International Cellular S.A.

.500

04/27/31

1,585,208

2,750,000

(e) Millicom International Cellular S.A.

.375

04/02/32

2,873,844

220,000

(e) Sable International Finance Ltd

.125

10/15/32

223,385

1,650,000

(e) Sitios Latinoamerica SAB de C.V.

.000

11/25/29

1,714,845

3,575,000

(e) Sitios Latinoamerica SAB de C.V.

.375

04/04/32

3,575,511

1,575,000

(e) Telecomunicaciones Digitales S.A.

.500

01/30/30

1,503,672

500,000

(e) Telefonica Moviles Chile S.A.

.537

11/18/31

280,635

7,700,000

T-Mobile US, Inc

.875

11/15/55

7,865,272

800,000

T-Mobile USA, Inc

.250

02/15/26

793,715

23,850,000

T-Mobile USA, Inc

.625

02/15/29

22,635,315

23,910,000

T-Mobile USA, Inc

.875

04/15/30

23,445,872

10,800,000

T-Mobile USA, Inc

.050

07/15/33

11,031,798

1,275,000

T-Mobile USA, Inc

.000

02/15/41

958,064

4,545,000

T-Mobile USA, Inc

.300

02/15/51

3,097,793

1,850,000

(e) Turk Telekomunikasyon AS.

.375

05/20/29

1,914,655

4,500,000

(e) Turk Telekomunikasyon AS.

.950

10/07/32

4,473,450

1,990,000

(e) Turkcell Iletisim Hizmetleri AS.

.650

01/24/32

2,080,298

15,000,000

Verizon Communications, Inc

.750

01/20/31

13,123,077

8,250,000

Verizon Communications, Inc

.780

02/15/35

8,115,623

22,200,000

Verizon Communications, Inc

.250

04/02/35

22,575,487

2,415,000

(e) Vmed O2 UK Financing I plc

.750

07/15/31

2,273,110

760,000

(e) Windstream Escrow LLC

.250

10/01/31

787,266

800,000

(e),(i)

Windstream Services LLC

.500

10/15/33

799,784

TOTAL TELECOMMUNICATION SERVICES

224,014,495

TRANSPORTATION - 0.3%

1,000,000

(e) Adani Ports & Special Economic Zone Ltd

.000

07/30/27

981,031

800,000

(e) Adani Ports & Special Economic Zone Ltd

.200

08/04/27

789,878

2,300,000

(e) Adani Ports & Special Economic Zone Ltd

.100

02/02/31

2,047,389

1,450,000

(e) Aeropuerto Internacional de Tocumen S.A.

.000

08/11/41

1,199,730

640,000

(e) Air Transport Services Group, Inc

.250

03/15/32

673,941

1,500,000

(e) DP World Ltd

.625

09/25/48

1,475,963

2,300,000

(e) ENA Master Trust

.000

05/19/48

1,741,905

1,110,000

(e) Genesee & Wyoming, Inc

.250

04/15/32

1,127,918

2,000,000

(e) Grupo Aeromexico SAB de C.V.

.250

11/15/29

1,997,300

2,000,000

(e) Grupo Aeromexico SAB de C.V.

.625

11/15/31

1,997,300

4,000,000

(e) Mexico City Airport Trust

.500

07/31/47

3,460,020

5,000,000

(e) Montego Bay Airport Revenue Finance Ltd

.600

06/15/35

5,112,500

3,000,000

(e) Rumo Luxembourg Sarl

.250

01/10/28

2,980,200

4,560,000

(e) Transnet SOC Ltd

.250

02/06/28

4,810,017

3,940,000

(e) XPO, Inc

.250

06/01/28

4,014,794

TOTAL TRANSPORTATION

34,409,886

UTILITIES - 2.9%

1,372,625

(e) Adani Transmission Ltd

.250

05/21/36

1,244,678

1,000,000

AEP Transmission Co LLC

.000

12/01/46

807,604

1,740,000

AEP Transmission Co LLC

.750

12/01/47

1,350,597

2,925,000

AEP Transmission Co LLC

.400

03/15/53

2,900,806

725,000

Alabama Power Co

.150

08/15/44

615,305

3,000,000

Alabama Power Co

.450

10/01/49

2,198,233

10,350,000

Alabama Power Co

.125

07/15/51

7,005,062

4,725,525

(e) Alfa Desarrollo S.p.A

.550

09/27/51

3,782,379

14,500,000

Ameren Illinois Co

.950

06/01/33

14,883,266

1,650,000

American Water Capital Corp

.000

12/01/26

1,628,974

3,075,000

American Water Capital Corp

.800

05/01/30

2,896,447

10,000,000

American Water Capital Corp

.300

06/01/31

8,969,483

1,400,000

American Water Capital Corp

.000

12/01/46

1,149,135

1,425,000

American Water Capital Corp

.750

09/01/47

1,107,695

675,000

American Water Capital Corp

.450

05/01/50

490,058

760,000

American Water Capital Corp

.250

06/01/51

525,207

2,100,000

American Water Capital Corp

.700

09/01/55

2,132,883

2,990,000

Atmos Energy Corp

.500

01/15/31

2,595,903

375,000

Atmos Energy Corp

.125

10/15/44

320,169

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.9%

(continued)

$

10,075,000

Atmos Energy Corp

.000

%

12/15/54

$

9,377,652

2,050,000

Baltimore Gas and Electric Co

.750

08/15/47

1,585,713

1,700,000

(e) Banco Nacional de Comercio Exterior SNC

.875

05/07/30

1,760,707

4,950,000

Berkshire Hathaway Energy Co

.250

04/15/28

4,861,895

7,137,000

Berkshire Hathaway Energy Co

.650

05/15/31

6,183,015

850,000

Black Hills Corp

.150

01/15/27

838,691

760,000

Black Hills Corp

.875

10/15/49

569,654

850,000

(e) California Buyer Ltd

.375

02/15/32

871,191

1,200,000

CenterPoint Energy Houston Electric LLC

.000

03/01/32

1,097,549

800,000

(e) Chile Electricity Lux Mpc II Sarl

.672

10/20/35

824,478

2,000,000

(e) Cikarang Listrindo Tbk PT

.650

03/12/35

2,014,504

1,125,000

CMS Energy Corp

.600

11/15/25

1,122,540

6,465,000

CMS Energy Corp

.500

06/01/55

6,693,531

2,400,000

(e) Colbun S.A.

.375

09/11/35

2,396,160

3,000,000

(e) Comision Federal de Electricidad

.348

02/09/31

2,703,333

9,470,000

Commonwealth Edison Co

.000

03/01/50

6,299,820

6,250,000

Commonwealth Edison Co

.750

09/01/51

3,884,870

10,250,000

Consolidated Edison Co of New York, Inc

.500

03/15/55

10,134,651

817,000

Consumers Energy Co

.650

08/15/52

508,556

8,000,000

Consumers Energy Co

.200

09/01/52

6,574,719

1,446,750

(e) Continuum Green Energy India Pvt

.500

06/26/33

1,530,686

725,000

(e) ContourGlobal Power Holdings S.A.

.750

02/28/30

753,087

7,600,000

Dominion Energy, Inc

.000

06/01/54

8,240,581

4,500,000

Dominion Energy, Inc

.625

05/15/55

4,657,176

1,500,000

DTE Electric Co

.650

03/01/52

1,121,704

3,875,000

DTE Electric Co

.400

04/01/53

3,841,192

2,650,000

DTE Energy Co

.850

05/15/55

2,784,235

7,000,000

Duke Energy Carolinas LLC

.400

01/15/54

6,940,689

5,310,000

Duke Energy Progress LLC

.500

08/15/50

3,182,819

1,500,000

(e) Empresa de Transmision Electrica S.A.

.125

05/02/49

1,142,115

2,390,000

(e) Empresas Publicas de Medellin ESP

.250

07/18/29

2,266,035

2,350,000

(e) Energuate Trust

.350

09/15/35

2,366,183

1,310,000

(e) Engie Energia Chile S.A.

.375

04/17/34

1,398,430

1,000,000

Entergy Arkansas LLC

.650

06/15/51

604,702

1,800,000

Entergy Louisiana LLC

.800

03/15/55

1,842,947

7,350,000

Enterprise Products Operating LLC

.700

01/31/51

5,467,382

900,000

(e) Eskom Holdings SOC Ltd

.450

08/10/28

961,537

4,020,000

Exelon Corp

.500

03/15/55

4,201,695

2,455,000

(e) Ferrellgas LP

.375

04/01/26

2,430,264

3,225,000

(e) Ferrellgas LP

.875

04/01/29

3,001,320

2,228,642

(e) FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple

.250

01/31/41

2,379,409

10,450,000

Florida Power & Light Co

.800

05/15/33

10,629,998

5,350,000

Florida Power & Light Co

.990

03/01/49

4,316,993

3,850,000

Florida Power & Light Co

.700

03/15/55

3,990,723

2,000,000

Georgia Power Co

.650

05/16/28

2,029,642

2,000,000

Georgia Power Co

.950

05/17/33

2,040,186

1,150,000

Indiana Michigan Power Co

.750

07/01/47

893,527

2,865,000

Indiana Michigan Power Co

.250

05/01/51

1,932,523

6,000,000

(e) Israel Electric Corp Ltd

.250

08/14/28

5,911,728

7,275,000

MidAmerican Energy Co

.650

04/15/29

7,168,934

2,175,000

MidAmerican Energy Co

.650

08/01/48

1,658,982

5,625,000

MPLX LP

.200

09/15/55

5,690,515

1,650,000

Nevada Power Co

.400

05/01/30

1,527,657

2,000,000

(e) Niagara Energy SAC

.746

10/03/34

2,059,371

15,720,000

NiSource, Inc

.700

02/15/31

13,652,044

2,650,000

NiSource, Inc

.850

04/01/55

2,687,444

2,845,000

(e) NRG Energy, Inc

.450

12/02/27

2,727,201

1,250,000

NRG Energy, Inc

.750

01/15/28

1,252,690

1,200,000

(e) NRG Energy, Inc

.000

02/01/33

1,218,685

960,000

(e) NRG Energy, Inc

.250

11/01/34

984,087

150,000

Oncor Electric Delivery Co LLC

.250

01/15/33

172,777

500,000

(e) ONEOK, Inc

.625

01/15/28

510,858

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 2.9%

(continued)

$

2,940,000

PacifiCorp

.700

%

09/15/30

$

2,713,139

350,000

(e) Pattern Energy Operations LP

.500

08/15/28

341,120

1,375,000

PECO Energy Co

.000

09/15/49

925,170

1,000,000

PECO Energy Co

.800

06/15/50

643,845

1,400,000

(e) Perusahaan Listrik Negara PT

.875

07/17/29

1,369,332

2,500,000

(e) Perusahaan Listrik Negara PT

.375

02/05/30

2,393,733

135,000

Potomac Electric Power Co

.900

12/15/38

174,198

5,440,000

Public Service Co of Colorado

.200

03/01/50

3,741,206

2,825,000

Public Service Electric and Gas Co

.900

12/15/32

2,889,297

3,925,000

Public Service Electric and Gas Co

.150

01/01/50

2,729,747

5,000,000

Public Service Electric and Gas Co

.450

03/01/54

4,991,183

4,000,000

(f) Sempra

.875

N/A

3,999,200

2,075,000

Southern Co Gas Capital Corp

.875

11/15/25

2,073,915

1,250,000

Southern Co Gas Capital Corp

.400

06/01/43

1,074,221

3,175,000

Southern Co Gas Capital Corp

.950

10/01/46

2,511,949

550,000

(e) Superior Plus LP

.500

03/15/29

530,649

2,815,000

(e) Talen Energy Supply LLC

.625

06/01/30

2,988,232

4,000,000

(e) TerraForm Power Operating LLC

.750

01/15/30

3,866,044

1,378,884

(e) UEP Penonome II S.A.

.500

10/01/38

1,230,834

4,600,000

Union Electric Co

.450

03/15/53

4,505,983

2,250,000

Union Electric Co

.125

03/15/55

2,125,187

1,025,000

Virginia Electric and Power Co

.950

11/15/26

1,011,428

2,850,000

Virginia Electric and Power Co

.700

08/15/53

2,882,317

775,000

Virginia Electric and Power Co

.550

08/15/54

767,997

5,300,000

Virginia Electric and Power Co

.600

09/15/55

5,279,156

5,000,000

Wisconsin Power and Light Co

.950

04/01/33

5,064,618

1,000,000

Wisconsin Power and Light Co

.100

10/15/44

811,468

470,000

Xcel Energy, Inc

.800

09/15/41

423,530

TOTAL UTILITIES

325,136,564

TOTAL CORPORATE BONDS

(Cost $3,312,384,573)

3,232,115,022

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 50.7%

FOREIGN GOVERNMENT BONDS - 1.9%

3,125,000

(e) Angolan Government International Bond

.750

04/14/32

2,980,396

3,200,000

Argentine Republic Government International Bond (Step Bond)

.125

07/09/35

1,662,400

950,000

(e) Bank Gospodarstwa Krajowego

.250

10/31/28

1,008,259

3,305,000

(e) Bank Gospodarstwa Krajowego

.375

05/22/33

3,410,948

3,415,000

(e) Banque Ouest Africaine de Developpement

.700

10/22/31

3,211,443

EUR

2,100,000

(e) Banque Ouest Africaine de Developpement

.750

01/22/33

2,131,384

1,500,000

(e) Barbados Government International Bond

.000

06/26/35

1,559,730

1,500,000

(e) Benin Government International Bond

.375

01/23/41

1,569,145

CLP

845,000,000

(e) Bonos de la Tesoreria de la Republica en pesos

.000

04/01/33

903,040

BRL

5,500,000

Brazil Notas do Tesouro Nacional Serie F

.000

01/01/31

904,878

1,705,000

Brazilian Government International Bond

.000

10/20/33

1,745,920

695,000

Brazilian Government International Bond

.750

01/14/50

518,470

1,500,000

Brazilian Government International Bond

.125

05/13/54

1,519,500

2,115,000

Brazilian Government International Bond

.250

01/12/56

2,139,005

2,278,984

Canal Barge Co, Inc

.500

11/12/34

2,259,816

EUR

1,150,000

Chile Government International Bond

.750

01/14/32

1,378,540

5,950,000

Chile Government International Bond

.550

01/27/32

5,292,525

1,900,000

Chile Government International Bond

.500

01/31/34

1,738,310

EUR

530,000

Chile Government International Bond

.800

07/01/35

622,112

990,000

Chile Government International Bond

.100

05/07/41

752,499

2,525,000

Colombia Government International Bond

.250

04/22/32

2,134,887

1,350,000

Colombia Government International Bond

.000

11/14/35

1,448,550

1,835,000

(e) Costa Rica Government International Bond

.625

04/30/43

1,703,985

1,295,000

(e) Dominican Republic Government International Bond

.500

02/22/29

1,319,929

3,850,000

(e) Dominican Republic Government International Bond

.875

01/30/60

3,411,870

2,040,000

(e) Dominican Republic International Bond

.300

01/21/41

1,842,120

857,325

(e) Ecuador Government International Bond (Step Bond)

.000

07/31/30

758,733

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

956,102

(e) Ecuador Government International Bond (Step Bond)

.000

%

07/31/35

$

712,296

1,150,000

(e) Egypt Government International Bond

.600

03/01/29

1,187,875

1,975,000

(e) Egypt Government International Bond

.625

02/04/30

2,093,537

1,500,000

(e) Egypt Government International Bond

.053

01/15/32

1,443,405

1,050,000

(e) Egypt Government International Bond

.500

01/31/47

924,997

1,875,000

(e) Egypt Government International Bond

.875

05/29/50

1,688,904

395,000

European Investment Bank

.875

02/15/36

416,201

4,400,000

(e) Export-Import Bank of India

.875

02/01/28

4,353,325

3,200,000

Export-Import Bank of Korea

.250

09/21/30

2,810,529

592,900

(e) Ghana Government International Bond

.000

07/03/29

576,485

1,052,600

(e) Ghana Government International Bond

.000

07/03/35

885,850

525,000

(e) Guatemala Government International Bond

.700

10/07/33

465,412

575,000

(e) Guatemala Government International Bond

.650

10/07/41

492,775

1,100,000

(e) Honduras Government International Bond

.625

06/24/30

1,089,000

1,825,000

(e) Honduras Government International Bond

.625

11/27/34

2,002,937

710,000

(e) Hungary Government International Bond

.125

05/22/28

741,093

2,000,000

(e) Hungary Government International Bond

.375

09/26/30

2,057,434

575,000

(e) Hungary Government International Bond

.125

09/22/31

494,015

2,975,000

(e) Hungary Government International Bond

.500

03/26/36

2,996,994

INR

72,000,000

India Government International Bond

.180

08/14/33

834,988

500,000

Indonesia Government International Bond

.550

03/31/32

471,517

975,000

Indonesia Government International Bond

.750

09/10/34

972,671

IDR

28,000,000,000

Indonesia Treasury Bond

.000

09/15/30

1,772,427

728,125

(e) Iraq Government International Bond

.800

01/15/28

723,635

1,750,000

Israel Government International Bond

.375

03/12/29

1,797,909

770,000

(e) Ivory Coast Government International Bond

.125

06/15/33

738,224

2,125,000

(e) Ivory Coast Government International Bond

.450

04/01/36

2,197,037

782,154

(e) Ivory Coast Government International Bond (Step Bond)

.750

12/31/32

771,463

2,050,000

(e) Ivory Coast Government International Bond (Step Bond)

.250

01/30/37

2,137,862

710,000

Jamaica Government International Bond

.750

04/28/28

738,258

3,050,000

Jamaica Government International Bond

.875

07/28/45

3,669,241

1,000,000

(e) Jordan Government International Bond

.500

01/13/29

1,043,183

2,060,000

(e) Jordan Government International Bond

.850

07/07/30

2,051,594

1,750,000

(e) Kazakhstan Government International Bond

.500

07/01/37

1,789,105

1,000,000

(e) Kenya Government International Bond

.000

05/22/32

995,234

2,000,000

(e) Kommunalbanken AS.

.125

06/14/30

1,769,679

445,000

(e) Magyar Export-Import Bank Zrt

.125

12/04/27

460,142

900,000

Mexico Government International Bond

.250

04/16/30

847,260

844,000

Mexico Government International Bond

.850

07/02/32

871,346

1,800,000

Mexico Government International Bond

.500

02/12/34

1,563,300

2,000,000

Mexico Government International Bond

.625

09/22/35

1,990,120

3,424,000

Mexico Government International Bond

.050

01/11/40

3,438,723

5,850,000

Mexico Government International Bond

.280

08/14/41

4,737,038

2,025,000

Mexico Government International Bond

.750

03/08/44

1,682,269

3,000,000

Mexico Government International Bond

.400

05/07/54

2,928,030

1,750,000

Mexico Government International Bond

.375

05/13/55

1,920,643

2,825,000

(e) Morocco Government International Bond

.500

12/11/42

2,703,348

525,000

(e) Morocco Government International Bond

.000

12/15/50

385,919

2,500,000

(e) Namibia Government International Bond

.250

10/29/25

2,483,448

345,000

(e) Nigeria Government International Bond

.875

02/16/32

341,898

2,325,000

(e) Nigeria Government International Bond

.375

09/28/33

2,199,104

1,250,000

(e) Nigeria Government International Bond

.375

12/09/34

1,388,010

1,575,000

(e) Oman Government International Bond

.375

03/08/27

1,595,639

2,090,000

(e) Oman Government International Bond

.000

08/01/29

2,202,368

3,125,000

(e) OPEC Fund for International Development

.500

01/26/26

3,126,874

2,475,000

Oriental Republic of Uruguay

.250

09/10/60

2,317,838

2,175,000

Panama Government International Bond

.700

01/26/36

2,293,646

340,000

(e) Paraguay Government International Bond

.700

03/27/27

342,526

2,200,000

(e) Paraguay Government International Bond

.100

08/11/44

2,249,742

2,800,000

(e) Paraguay Government International Bond

.400

03/30/50

2,569,616

1,435,000

(e) Perusahaan Penerbit SBSN Indonesia III

.550

06/09/31

1,296,180

1,315,000

Peruvian Government International Bond

.000

01/15/34

1,140,763

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

1,965,000

Peruvian Government International Bond

.875

%

08/08/54

$

1,970,895

975,000

Philippine Government International Bond

.750

03/05/35

981,936

1,320,000

Philippine Government International Bond

.200

03/29/47

1,126,362

620,000

Province of Quebec Canada

.500

09/15/29

701,865

1,125,000

(e) Republic of Azerbaijan International Bond

.500

09/01/32

1,045,731

5,000,000

Republic of Italy Government International Bond

.000

10/17/49

3,760,750

PLN

6,600,000

Republic of Poland Government International Bond

.000

10/25/33

1,902,402

2,000,000

Republic of Poland Government International Bond

.125

09/18/34

2,044,366

2,098,000

Republic of Poland Government International Bond

.500

04/04/53

2,031,611

ZAR

20,000,000

Republic of South Africa Government Bond

.750

02/28/48

998,779

2,000,000

(e) Republic of South Africa Government International Bond

.100

11/19/36

2,085,025

ZAR

23,400,000

Republic of South Africa Government International Bond

.750

01/31/44

1,177,277

2,895,000

Republic of South Africa Government International Bond

.375

07/24/44

2,352,114

1,475,000

Republic of South Africa Government International Bond

.300

04/20/52

1,416,322

UZS

7,970,000,000

(e) Republic of Uzbekistan International Bond

.625

05/29/27

678,523

1,960,000

(e) Republic of Uzbekistan International Bond

.375

02/20/29

1,964,948

1,700,000

(e) Republic of Uzbekistan International Bond

.700

11/25/30

1,569,704

2,475,000

(e) Republic of Uzbekistan International Bond

.900

02/28/32

2,659,156

1,180,000

(e) Romanian Government International Bond

.875

01/30/29

1,212,425

2,000,000

(e) Romanian Government International Bond

.000

02/14/31

1,775,703

726,000

(e) Romanian Government International Bond

.750

03/24/35

699,084

1,425,000

(e) Romanian Government International Bond

.000

02/14/51

949,891

3,825,000

(e) Rwanda International Government Bond

.500

08/09/31

3,430,271

2,800,000

(e) Saudi Government International Bond

.500

04/17/30

2,831,361

1,650,000

(e) Saudi Government International Bond

.000

01/16/34

1,689,291

2,810,000

(e) Saudi Government International Bond

.750

01/21/55

2,026,055

1,700,000

(e) Senegal Government International Bond

.250

05/23/33

1,227,174

1,825,000

(e) Serbia Government International Bond

.125

12/01/30

1,593,542

1,810,000

(e) Serbia Government International Bond

.500

09/26/33

1,963,522

1,525,000

(e) Serbia International Bond

.000

06/12/34

1,589,204

1,110,000

State of Israel

.800

05/13/60

736,920

1,750,000

Turkey Government International Bond

.000

01/14/41

1,525,477

EUR

1,275,000

Turkiye Government International Bond

.200

08/17/31

1,516,229

1,125,000

Turkiye Government International Bond

.125

02/12/32

1,162,426

2,125,000

Turkiye Government International Bond

.625

05/15/34

2,253,309

295,000

(e) Ukraine Government International Bond

.750

02/01/29

200,600

429,744

(e) Ukraine Government International Bond

.000

02/01/35

207,351

87,287

(e) Ukraine Government International Bond

.000

02/01/36

42,029

3,500,000

United States International Development Finance Corp

.520

09/20/32

3,417,205

972,947

(e) Zambia Government International Bond

.750

06/30/33

929,966

556,713

(e) Zambia Government International Bond

.500

12/31/53

375,429

TOTAL FOREIGN GOVERNMENT BONDS

214,733,505

MORTGAGE BACKED - 26.8%

4,335,000

(a),(e)

Angel Oak Mortgage Trust

.837

11/25/66

3,186,574

4,335,221

(a),(e)

Bayview Opportunity Master Fund VI Trust

.000

10/25/51

3,729,766

65,957,581

(a),(e)

Citigroup Mortgage Loan Trust

.153

02/25/52

589,852

7,391,258

(a),(e)

Citigroup Mortgage Loan Trust

.250

02/25/52

102,745

10,655,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

03/25/42

10,953,383

20,185,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 4.650%)

.006

06/25/42

21,366,226

3,585,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.350%)

.706

01/25/43

3,745,943

2,815,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

05/25/43

2,971,677

1,475,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 5.350%)

.706

05/25/43

1,612,186

4,335,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

06/25/43

4,508,410

860,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 6.850%)

.206

06/25/43

955,929

1,650,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 2.700%)

.056

07/25/43

1,706,624

4,015,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.900%)

.188

07/25/43

4,230,896

2,015,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 5.900%)

.256

07/25/43

2,177,347

5,510,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

10/25/43

5,762,751

1,880,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 1.800%)

.150

02/25/44

1,898,129

Fannie Mae Pool

.500

01/01/29

Fannie Mae Pool

.500

03/01/31

440,094

Fannie Mae Pool

.500

05/01/32

435,194

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

330,312

Fannie Mae Pool

.000

%

05/01/35

$

337,838

264,535

Fannie Mae Pool

.000

10/01/35

270,785

139,185

Fannie Mae Pool

.000

02/01/36

142,531

222,159

Fannie Mae Pool

.500

11/01/38

230,619

2,283,620

Fannie Mae Pool

.000

10/01/39

2,138,292

1,078,786

Fannie Mae Pool

.000

05/01/40

1,004,446

218,585

Fannie Mae Pool

.000

09/01/40

223,854

143,104

Fannie Mae Pool

.000

02/01/41

139,624

269,230

Fannie Mae Pool

.000

05/01/41

275,614

3,775,848

Fannie Mae Pool

.000

09/01/42

3,676,993

475,576

Fannie Mae Pool

.500

04/01/43

448,591

437,552

Fannie Mae Pool

.500

09/01/43

413,716

1,437,787

Fannie Mae Pool

.500

03/01/44

1,436,227

28,521,738

Fannie Mae Pool

.000

05/01/44

27,668,950

408,624

Fannie Mae Pool

.500

06/01/44

404,563

1,659,982

Fannie Mae Pool

.500

06/01/44

1,643,488

912,142

Fannie Mae Pool

.500

08/01/44

903,078

1,288,841

Fannie Mae Pool

.500

10/01/44

1,276,032

958,532

Fannie Mae Pool

.500

11/01/44

949,006

840,441

Fannie Mae Pool

.000

11/01/44

861,015

268,398

Fannie Mae Pool

.500

12/01/44

265,731

926,474

Fannie Mae Pool

.000

01/01/45

902,224

1,019,816

Fannie Mae Pool

.500

05/01/45

960,516

2,100,317

Fannie Mae Pool

.500

01/01/46

1,974,547

914,747

Fannie Mae Pool

.000

04/01/46

878,340

1,567,332

Fannie Mae Pool

.500

06/01/46

1,469,652

3,481,775

Fannie Mae Pool

.500

07/01/46

3,266,349

7,249,331

Fannie Mae Pool

.500

07/01/46

6,838,876

1,252,308

Fannie Mae Pool

.000

10/01/46

1,105,370

1,002,540

Fannie Mae Pool

.500

10/01/46

939,607

1,676,942

Fannie Mae Pool

.500

05/01/47

1,678,397

578,461

Fannie Mae Pool

.000

11/01/47

510,602

3,697,394

Fannie Mae Pool

.500

11/01/47

3,483,813

4,912,636

Fannie Mae Pool

.500

01/01/48

4,595,744

1,990,520

Fannie Mae Pool

.500

01/01/48

1,967,440

763,597

Fannie Mae Pool

.500

02/01/48

754,743

1,314,119

Fannie Mae Pool

.500

05/01/48

1,298,882

853,420

Fannie Mae Pool

.500

05/01/48

843,525

208,631

Fannie Mae Pool

.000

06/01/49

183,635

2,125,069

Fannie Mae Pool

.500

06/01/49

2,095,151

12,965,889

Fannie Mae Pool

.000

07/01/50

11,645,042

8,819,645

Fannie Mae Pool

.500

08/01/51

7,525,536

4,338,580

Fannie Mae Pool

.500

08/01/51

4,013,898

3,679,724

Fannie Mae Pool

.000

09/01/51

3,291,820

24,818,194

Fannie Mae Pool

.500

12/01/51

21,095,648

2,829,280

Fannie Mae Pool

.500

01/01/52

2,392,673

20,978,934

Fannie Mae Pool

.500

02/01/52

17,923,742

13,634,126

Fannie Mae Pool

.000

02/01/52

12,007,841

8,376,034

Fannie Mae Pool

.500

02/01/52

7,750,439

19,429,131

Fannie Mae Pool

.500

04/01/52

16,422,278

35,365,934

Fannie Mae Pool

.000

04/01/52

31,452,323

12,709,449

Fannie Mae Pool

.000

04/01/52

11,290,780

35,723,365

Fannie Mae Pool

.000

04/01/52

31,470,074

4,253,265

Fannie Mae Pool

.500

05/01/52

3,600,942

6,394,762

Fannie Mae Pool

.000

05/01/52

5,684,235

5,367,467

Fannie Mae Pool

.500

05/01/52

4,934,262

31,793,651

Fannie Mae Pool

.000

05/01/52

30,043,892

15,077,563

Fannie Mae Pool

.500

06/01/52

13,829,293

15,175,447

Fannie Mae Pool

.500

06/01/52

13,912,982

43,173,597

Fannie Mae Pool

.000

06/01/52

40,895,515

9,981,878

Fannie Mae Pool

.500

06/01/52

9,736,210

65,196,853

Fannie Mae Pool

.000

07/01/52

61,618,683

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

9,889,910

Fannie Mae Pool

.500

%

07/01/52

$

9,643,436

3,724,396

Fannie Mae Pool

.500

07/01/52

3,628,495

54,757,322

Fannie Mae Pool

.000

08/01/52

51,752,100

43,461,910

Fannie Mae Pool

.500

08/01/52

42,356,290

46,780,020

Fannie Mae Pool

.000

08/01/52

46,624,012

61,095,047

Fannie Mae Pool

.000

09/01/52

57,788,905

147,160,467

Fannie Mae Pool

.500

09/01/52

143,416,863

35,003,800

Fannie Mae Pool

.000

09/01/52

34,887,065

63,883,721

Fannie Mae Pool

.000

10/01/52

60,383,217

43,720,330

Fannie Mae Pool

.500

10/01/52

42,635,216

33,835,256

Fannie Mae Pool

.000

10/01/52

33,718,930

20,302,392

Fannie Mae Pool

.000

11/01/52

19,203,760

32,322,076

Fannie Mae Pool

.500

11/01/52

31,489,848

25,590,443

Fannie Mae Pool

.500

12/01/52

24,986,784

10,112,140

Fannie Mae Pool

.500

12/01/52

10,255,515

3,081,093

Fannie Mae Pool

.000

01/01/53

3,071,770

4,061,903

Fannie Mae Pool

.500

02/01/53

3,957,313

64,150,797

Fannie Mae Pool

.000

02/01/53

63,923,630

20,292,525

Fannie Mae Pool

.500

02/01/53

20,553,008

5,796,724

Fannie Mae Pool

.000

02/01/53

5,939,547

16,139,978

Fannie Mae Pool

.000

03/01/53

15,236,648

372,379

Fannie Mae Pool

.000

03/01/53

382,184

62,911,268

Fannie Mae Pool

.000

04/01/53

62,682,004

6,070,995

Fannie Mae Pool

.000

06/01/53

6,085,673

61,688,685

Fannie Mae Pool

.500

06/01/53

62,423,079

19,905,004

Fannie Mae Pool

.000

07/01/53

18,782,676

20,599,019

Fannie Mae Pool

.500

07/01/53

20,049,453

22,496,868

Fannie Mae Pool

.000

08/01/53

22,397,489

17,723,720

Fannie Mae Pool

.500

08/01/53

17,898,308

11,219,634

Fannie Mae Pool

.000

10/01/53

11,164,288

101,956,968

Fannie Mae Pool

.500

10/01/53

103,109,992

1,673,398

Fannie Mae Pool

.000

01/01/54

1,712,277

7,835,984

Fannie Mae Pool

.000

02/01/54

7,405,916

25,015,862

Fannie Mae Pool

.000

03/01/54

25,612,783

42,486,607

Fannie Mae Pool

.500

04/01/54

42,902,975

82,015,053

Fannie Mae Pool

.500

05/01/54

82,818,797

217,276,188

Fannie Mae Pool

.500

10/01/54

219,230,199

44,720,291

Fannie Mae Pool

.000

10/01/54

45,733,679

1,833,624

(a) Fannie Mae REMICS, (SOFR30A + 5.836%)

.479

09/25/43

194,797

5,719,316

Fannie Mae REMICS

.500

02/25/48

5,130,350

4,174,755

Fannie Mae REMICS

.000

07/25/48

3,985,578

5,661,522

Fannie Mae REMICS

.000

08/25/50

719,790

8,669,982

Fannie Mae REMICS

.000

10/25/50

6,131,706

15,385,075

Fannie Mae REMICS

.500

11/25/50

2,146,450

7,985,875

Fannie Mae REMICS

.000

12/25/50

1,369,515

5,526,555

Fannie Mae REMICS

.000

02/25/51

922,714

9,038,875

Fannie Mae REMICS

.500

11/25/51

1,015,810

14,134,381

Fannie Mae REMICS

.500

04/25/52

11,035,057

3,401,518

Fannie Mae REMICS

.000

05/25/52

2,779,667

9,104,543

Fannie Mae REMICS

.500

07/25/52

8,270,896

5,187,806

Fannie Mae REMICS

.500

08/25/52

4,517,877

3,896,396

Fannie Mae REMICS

.000

09/25/52

3,439,630

4,625,910

Fannie Mae REMICS

.000

09/25/52

4,101,841

3,776,018

Fannie Mae REMICS

.500

10/25/52

3,599,500

4,308,093

Fannie Mae REMICS

.500

10/25/52

4,145,911

7,049,403

Fannie Mae REMICS

.500

11/25/52

7,186,138

723,754

Federal National Mortgage Association (FNMA)

.500

02/01/52

611,626

Freddie Mac Gold Pool

.000

01/01/31

4,200

Freddie Mac Gold Pool

.000

09/01/31

4,276

38,369

Freddie Mac Gold Pool

.000

12/01/31

40,098

21,684

Freddie Mac Gold Pool

.500

07/01/33

21,705

147,174

Freddie Mac Gold Pool

.000

12/01/33

153,806

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

52,717

Freddie Mac Gold Pool

.500

%

04/01/35

$

53,179

25,644

Freddie Mac Gold Pool

.000

05/01/35

26,800

932,648

Freddie Mac Gold Pool

.000

06/01/36

955,786

40,284

Freddie Mac Gold Pool

.000

07/01/39

41,308

857,337

Freddie Mac Gold Pool

.000

08/01/44

880,060

48,921

Freddie Mac Gold Pool

.500

11/01/44

48,494

97,788

Freddie Mac Gold Pool

.500

11/01/44

96,934

50,250

Freddie Mac Gold Pool

.500

12/01/44

49,314

48,426

Freddie Mac Gold Pool

.500

12/01/44

48,003

428,796

Freddie Mac Gold Pool

.500

04/01/45

404,352

8,626,373

Freddie Mac Gold Pool

.500

08/01/45

8,134,622

9,222,797

Freddie Mac Gold Pool

.500

10/01/45

8,681,039

2,641,511

Freddie Mac Gold Pool

.500

06/01/47

2,618,424

2,146,446

Freddie Mac Gold Pool

.000

09/01/47

2,063,513

2,824,265

Freddie Mac Gold Pool

.500

12/01/47

2,647,001

6,431,557

Freddie Mac Gold Pool

.500

08/01/48

6,364,702

4,858,830

Freddie Mac Pool

.000

09/01/51

4,381,396

8,173,979

Freddie Mac Pool

.500

11/01/51

6,927,421

19,282,206

Freddie Mac Pool

.000

11/01/51

17,324,191

3,495,872

Freddie Mac Pool

.000

11/01/51

3,124,917

1,776,179

Freddie Mac Pool

.000

11/01/51

1,603,910

2,865,853

Freddie Mac Pool

.000

11/01/51

2,577,353

4,972,124

Freddie Mac Pool

.500

02/01/52

4,254,938

5,650,662

Freddie Mac Pool

.000

02/01/52

4,976,616

7,603,836

Freddie Mac Pool

.000

03/01/52

6,695,376

10,970,235

Freddie Mac Pool

.500

04/01/52

9,312,855

10,816,077

Freddie Mac Pool

.000

04/01/52

10,224,210

76,791,614

Freddie Mac Pool

.000

05/01/52

67,603,025

3,064,195

Freddie Mac Pool

.000

06/01/52

2,711,020

12,710,529

Freddie Mac Pool

.000

06/01/52

11,177,433

788,445

Freddie Mac Pool

.500

06/01/52

725,451

21,460,971

Freddie Mac Pool

.500

06/01/52

20,921,702

31,758,449

Freddie Mac Pool

.500

07/01/52

30,919,235

21,381,728

Freddie Mac Pool

.500

07/01/52

20,846,662

3,995,188

Freddie Mac Pool

.500

09/01/52

3,896,029

55,541,063

Freddie Mac Pool

.000

06/01/53

55,324,342

8,223,675

Freddie Mac Pool

.000

08/01/53

8,191,263

27,932,384

Freddie Mac Pool

.500

08/01/53

28,257,163

8,336,727

Freddie Mac REMICS

.500

01/15/47

7,621,247

1,445,459

Freddie Mac REMICS

.000

10/15/47

1,370,601

978,680

Freddie Mac REMICS

.000

11/15/47

936,117

7,096,008

Freddie Mac REMICS

.000

01/15/48

6,785,629

8,127,514

Freddie Mac REMICS

.000

03/15/48

7,767,737

2,087,371

Freddie Mac REMICS

.000

04/15/48

1,994,510

4,455,908

Freddie Mac REMICS

.000

04/15/48

4,234,218

2,448,246

(a) Freddie Mac REMICS, (SOFR30A + 9.737%)

.742

06/15/48

2,295,921

2,595,486

(a) Freddie Mac REMICS, (SOFR30A + 9.657%)

.662

10/15/48

2,326,299

6,945,928

Freddie Mac REMICS

.000

09/25/50

4,785,139

2,978,908

Freddie Mac REMICS

.000

09/25/50

385,968

12,410,157

Freddie Mac REMICS

.000

09/25/50

9,169,989

6,354,184

Freddie Mac REMICS

.000

10/25/50

4,618,685

19,543,804

Freddie Mac REMICS

.500

02/25/51

3,209,114

3,234,179

Freddie Mac REMICS

.000

08/25/52

2,881,666

5,789,894

Freddie Mac REMICS

.500

10/25/52

5,454,590

7,147,040

Freddie Mac REMICS

.500

11/25/52

7,324,481

3,756,493

Freddie Mac REMICS

.500

02/25/53

3,834,684

720,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 7.100%)

.456

01/25/42

764,170

3,260,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.750%)

.106

02/25/42

3,398,321

6,555,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 5.650%)

.647

04/25/42

6,960,637

9,257,800

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%)

.706

05/25/42

9,613,594

23,765,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.500%)

.856

06/25/42

25,152,905

14,505,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.000%)

.356

07/25/42

15,280,215

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

1,000,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.550%)

.906

%

08/25/42

$

1,047,552

12,595,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.700%)

.056

09/25/42

13,244,849

715,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.100%)

.444

03/25/43

743,917

4,515,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.250%)

.598

04/25/43

4,731,158

3,675,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.500%)

.856

05/25/43

3,877,936

80,394

(a),(e)

Freddie Mac STACR Securitized Participation Interests Trust

.783

02/25/48

78,227

98,323

(a),(e)

Freddie Mac STACR Securitized Participation Interests Trust

.851

05/25/48

95,510

166,938

Ginnie Mae I Pool

.000

06/15/39

170,470

17,832

Ginnie Mae II Pool

.500

11/20/38

18,844

3,917,719

Ginnie Mae II Pool

.000

06/20/51

3,500,762

4,982,450

Ginnie Mae II Pool

.000

12/20/51

4,456,018

5,711,770

Ginnie Mae II Pool

.500

02/20/52

4,827,850

52,109,877

Ginnie Mae II Pool

.500

07/20/52

47,596,896

8,670,339

Ginnie Mae II Pool

.000

08/20/52

8,234,446

27,234,052

Ginnie Mae II Pool

.500

08/20/52

26,612,913

41,991,369

Ginnie Mae II Pool

.000

09/20/52

39,783,214

8,427,275

Ginnie Mae II Pool

.000

11/20/52

8,432,899

11,259,349

Ginnie Mae II Pool

.500

03/20/53

10,988,585

13,010,834

Government National Mortgage Association

.000

01/20/40

2,610,929

5,994,482

Government National Mortgage Association

.500

03/20/40

1,053,693

9,728,390

Government National Mortgage Association

.000

03/20/40

1,857,992

8,639,882

Government National Mortgage Association

.500

12/20/43

7,781,358

2,684,532

Government National Mortgage Association

.000

03/20/45

2,421,467

1,027,311

Government National Mortgage Association

.000

06/20/46

113,818

3,467,060

Government National Mortgage Association

.000

09/20/46

644,078

13,271,569

Government National Mortgage Association

.000

11/20/51

9,689,684

17,825,556

Government National Mortgage Association

.000

12/20/51

13,109,458

16,064,007

Government National Mortgage Association

.000

01/20/52

12,047,524

14,972,452

Government National Mortgage Association

.000

02/20/52

10,278,356

10,344,092

Government National Mortgage Association

.000

04/20/52

8,757,698

9,744,754

Government National Mortgage Association

.000

04/20/52

1,776,270

5,560,518

Government National Mortgage Association

.000

07/20/52

4,729,124

8,777,792

Government National Mortgage Association

.500

09/20/52

8,179,352

7,655,018

Government National Mortgage Association

.500

09/20/52

7,136,719

6,373,460

Government National Mortgage Association

.500

09/20/52

6,165,788

4,645,646

Government National Mortgage Association

.500

09/20/52

4,179,129

5,356,865

Government National Mortgage Association

.500

02/20/53

5,068,803

4,758,993

Government National Mortgage Association

.500

02/20/53

4,779,069

7,980,364

(a) Government National Mortgage Association, (SOFR30A + 6.950%)

.561

05/20/53

644,885

6,013,265

(a) Government National Mortgage Association, (SOFR30A + 23.205%)

.089

08/20/53

6,688,232

3,593,050

(a) Government National Mortgage Association, (SOFR30A + 25.350%)

.234

08/20/53

4,294,795

75,508,840

(a),(e)

GS Mortgage-Backed Securities Corp Trust

.151

08/25/51

646,129

11,380,914

(a),(e)

GS Mortgage-Backed Securities Trust

.500

11/25/51

9,384,023

7,428,654

(a),(e)

GS Mortgage-Backed Securities Trust

.500

03/25/52

6,127,543

2,553,311

(a),(e)

GS Mortgage-Backed Securities Trust

.823

05/28/52

2,137,174

7,137,282

(a),(e)

GS Mortgage-Backed Securities Trust

.000

08/26/52

6,140,494

57,750

(a) Impac CMB Trust, (TSFR1M + 0.774%)

.932

03/25/35

53,346

994,457

(a),(e)

J.P. Morgan Mortgage Trust

.242

10/25/52

819,974

957,683

(a),(e)

JP Morgan Mortgage Trust

.500

05/25/47

868,362

664,559

(a),(e)

JP Morgan Mortgage Trust

.500

10/25/48

598,496

113,068

(a),(e)

JP Morgan Mortgage Trust

.000

01/25/49

105,583

21,015,272

(a),(e)

JP Morgan Mortgage Trust

.119

06/25/51

135,555

36,944,711

(a),(e)

JP Morgan Mortgage Trust

.106

11/25/51

217,686

3,330,378

(a),(e)

JP Morgan Mortgage Trust

.500

11/25/51

2,747,320

38,748,861

(a),(e)

JP Morgan Mortgage Trust

.113

12/25/51

245,718

3,556,260

(a),(e)

JP Morgan Mortgage Trust

.500

12/25/51

2,933,655

869,843

(a),(e)

JP Morgan Mortgage Trust

.845

12/25/51

705,790

7,407,693

(a),(e)

JP Morgan Mortgage Trust

.500

01/25/52

6,103,505

8,472,014

(a),(e)

JP Morgan Mortgage Trust

.500

04/25/52

245,999

6,374,523

(a),(e)

JP Morgan Mortgage Trust

.344

04/25/52

5,461,608

4,083,479

(a),(e)

JP Morgan Mortgage Trust

.344

04/25/52

3,460,793

2,236,421

(a),(e)

JP Morgan Mortgage Trust

.344

04/25/52

1,841,721

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

10,703,988

(a),(e)

JP Morgan Mortgage Trust

.500

%

06/25/52

$

8,789,805

2,470,617

(a),(e)

JP Morgan Mortgage Trust

.000

06/25/52

2,142,591

72,265,186

(e) JP Morgan Mortgage Trust

.224

07/25/52

700,351

11,154,431

(a),(e)

JP Morgan Mortgage Trust

.500

07/25/52

9,169,439

17,768,700

(a),(e)

JP Morgan Mortgage Trust

.250

07/25/52

15,871,433

12,243,924

(a),(e)

JP Morgan Mortgage Trust

.000

08/25/52

10,525,694

7,175,295

(a),(e)

JP Morgan Mortgage Trust

.000

10/25/52

6,168,362

4,681,904

(a),(e)

JP Morgan Mortgage Trust

.000

11/25/52

4,028,032

6,738,820

(a),(e)

JP Morgan Mortgage Trust

.000

04/25/53

5,793,140

3,076,091

(a),(e)

JP Morgan Mortgage Trust

.000

06/25/53

3,024,325

2,731,862

(a),(e)

JP Morgan Mortgage Trust

.500

06/25/53

2,726,335

6,776,646

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust

.500

08/25/51

5,589,648

6,702,960

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

6,008,512

5,041,902

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

4,154,232

4,712,036

(a),(e)

OBX

.000

01/25/52

4,050,780

2,223,957

(a),(e)

RCKT Mortgage Trust

.007

09/25/51

1,829,199

12,067,409

(a),(e)

RCKT Mortgage Trust

.500

02/25/52

9,953,831

4,360,046

(a),(e)

RCKT Mortgage Trust

.000

05/25/52

3,751,125

335,419

(a),(e)

RCKT Mortgage Trust

.186

05/25/52

282,712

781,895

(a),(e)

RCKT Mortgage Trust

.000

06/25/52

717,397

108,398

(a),(e)

Sequoia Mortgage Trust

.000

06/25/49

102,610

1,049,351

(a),(e)

Sequoia Mortgage Trust

.500

12/25/49

944,486

3,346,965

(a),(e)

Sequoia Mortgage Trust

.500

06/25/51

2,779,840

2,500,000

(a),(e)

Verus Securitization Trust

.474

02/25/68

2,507,292

4,374,618

(a),(e)

Wells Fargo Mortgage Backed Securities Trust

.000

08/25/51

3,767,756

4,404,416

(a),(e)

Wells Fargo Mortgage Backed Securities Trust

.307

08/25/51

3,763,352

TOTAL MORTGAGE BACKED

3,026,129,046

MUNICIPAL BONDS - 0.1%

550,000

City & County of San Francisco CA Community Facilities District No 2014-1

.038

09/01/34

522,073

3,400,000

New Jersey Economic Development Authority

.425

02/15/29

3,575,176

4,075,000

New York State Dormitory Authority

.294

07/01/44

3,635,836

32,000

State Public School Building Authority

.000

09/15/27

32,637

TOTAL MUNICIPAL BONDS

7,765,722

OIL, GAS & CONSUMABLE FUELS - 0.0%

1,475,000

(e) Eagle Funding Luxco Sarl

.500

08/17/30

1,496,476

TOTAL OIL, GAS & CONSUMABLE FUELS

1,496,476

U.S. TREASURY SECURITIES - 21.9%

8,235,760

(j) United States Treasury Inflation Indexed Bonds

.875

07/15/34

8,355,275

8,850,000

United States Treasury Note

.125

10/31/26

8,888,027

2,690,000

United States Treasury Note

.125

01/31/27

2,704,501

27,545,000

United States Treasury Note

.125

02/28/27

27,709,624

6,945,000

United States Treasury Note

.875

03/31/27

6,965,618

1,275,000

United States Treasury Note

.750

04/30/27

1,276,793

85,000,000

United States Treasury Note

.875

07/31/27

85,348,633

9,140,000

United States Treasury Note

.625

08/31/27

9,139,643

4,145,000

United States Treasury Note

.500

09/30/27

4,136,095

640,000

United States Treasury Note

.250

01/15/28

648,725

12,950,000

United States Treasury Note

.875

03/15/28

13,031,443

11,260,000

United States Treasury Note

.750

04/15/28

11,294,308

6,818,000

United States Treasury Note

.750

05/15/28

6,839,839

1,530,000

United States Treasury Note

.875

06/15/28

1,540,041

4,500,000

United States Treasury Note

.875

07/15/28

4,529,180

48,090,000

United States Treasury Note

.625

08/15/28

48,090,000

42,665,000

United States Treasury Note

.375

09/15/28

42,375,011

19,565,000

United States Treasury Note

.250

01/31/30

19,979,228

720,000

United States Treasury Note

.625

08/31/30

716,287

342,928,000

United States Treasury Note

.625

09/30/30

341,186,570

8,300,000

United States Treasury Note

.375

01/31/32

8,529,547

16,700,000

United States Treasury Note

.125

02/29/32

16,925,059

59,010,000

United States Treasury Note

.125

03/31/32

59,793,727

129,789,000

United States Treasury Note

.125

05/31/32

131,431,642

67,000,000

United States Treasury Note

.125

06/30/32

67,345,469

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S. TREASURY SECURITIES

(continued)

$

11,000,000

United States Treasury Note

.125

%

07/31/32

$

11,051,562

5,625,000

United States Treasury Note

.875

08/31/32

5,608,301

29,575,000

United States Treasury Note

.250

08/15/35

29,815,297

3,250,000

United States Treasury Note

.625

11/15/44

3,219,785

1,235,000

United States Treasury Note

.750

02/15/45

1,242,719

11,175,000

United States Treasury Note

.000

05/15/45

11,604,539

25,220,000

United States Treasury Note

.750

08/15/45

25,783,509

110,305,000

United States Treasury Note

.750

05/15/55

110,649,703

84,695,000

United States Treasury Note

.750

08/15/55

84,986,139

6,135,000

United States Treasury Note/Bond

.000

10/31/25

6,138,878

18,200,000

United States Treasury Note/Bond

.250

01/31/26

18,212,797

650,000

United States Treasury Note/Bond

.875

05/31/26

654,327

2,450,000

United States Treasury Note/Bond

.625

06/30/26

2,464,662

8,150,000

United States Treasury Note/Bond

.875

09/30/26

7,924,793

3,725,000

United States Treasury Note/Bond

.500

09/30/26

3,717,143

30,000,000

United States Treasury Note/Bond

.625

10/15/26

30,277,383

16,425,000

United States Treasury Note/Bond

.625

11/15/26

16,584,759

23,470,000

United States Treasury Note/Bond

.250

12/31/26

22,772,318

2,575,000

United States Treasury Note/Bond

.500

05/15/27

2,608,596

865,000

United States Treasury Note/Bond

.500

04/30/28

862,500

200,000

United States Treasury Note/Bond

.000

07/31/28

185,945

1,090,000

United States Treasury Note/Bond

.250

06/30/29

1,073,693

1,785,000

United States Treasury Note/Bond

.000

10/31/29

1,805,081

1,356,000

United States Treasury Note/Bond

.500

04/30/30

1,342,970

7,435,000

United States Treasury Note/Bond

.625

09/30/30

7,728,334

11,286,000

United States Treasury Note/Bond

.000

01/31/31

11,403,709

30,000,000

United States Treasury Note/Bond

.250

02/28/31

30,675,000

24,000,000

United States Treasury Note/Bond

.125

03/31/31

24,388,125

8,775,000

United States Treasury Note/Bond

.625

04/30/31

9,134,227

25,495,000

United States Treasury Note/Bond

.125

07/31/31

25,882,404

7,775,000

United States Treasury Note/Bond

.250

08/15/31

6,724,160

6,950,000

United States Treasury Note/Bond

.625

09/30/31

6,868,555

118,085,000

United States Treasury Note/Bond

.375

05/15/33

113,426,178

1,900,000

United States Treasury Note/Bond

.750

02/15/37

1,994,926

10,875,000

United States Treasury Note/Bond

.500

02/15/39

9,948,926

16,015,000

United States Treasury Note/Bond

.875

08/15/40

14,928,357

2,850,000

United States Treasury Note/Bond

.875

02/15/41

2,003,572

33,830,000

United States Treasury Note/Bond

.000

11/15/41

23,757,646

12,000,000

United States Treasury Note/Bond

.125

11/15/41

9,995,625

200,024,100

United States Treasury Note/Bond

.375

02/15/42

148,220,982

4,115,000

United States Treasury Note/Bond

.250

05/15/42

3,456,921

185,174,000

United States Treasury Note/Bond

.875

02/15/43

168,067,105

20,990,000

United States Treasury Note/Bond

.375

08/15/43

20,256,990

54,460,000

United States Treasury Note/Bond

.750

11/15/43

55,038,637

117,010,000

United States Treasury Note/Bond

.625

05/15/44

116,155,278

5,010,000

United States Treasury Note/Bond

.125

08/15/44

4,650,298

1,380,000

United States Treasury Note/Bond

.500

05/15/46

970,366

10,450,000

United States Treasury Note/Bond

.000

05/15/47

7,955,879

1,255,000

United States Treasury Note/Bond

.750

08/15/47

909,777

42,835,000

United States Treasury Note/Bond

.750

11/15/47

30,960,000

55,445,000

United States Treasury Note/Bond

.000

02/15/48

41,869,638

510,000

United States Treasury Note/Bond

.125

05/15/48

393,258

45,841,000

United States Treasury Note/Bond

.375

11/15/48

36,825,006

217,477,000

United States Treasury Note/Bond

.250

02/15/52

134,895,207

86,704,000

United States Treasury Note/Bond

.625

02/15/53

71,683,209

TOTAL U.S. TREASURY SECURITIES

2,470,535,979

TOTAL GOVERNMENT BONDS

(Cost $5,905,711,305)

5,720,660,728

SHARES

DESCRIPTION

VALUE

INVESTMENT COMPANIES - 1.0%

623,000

(d),(k)

Nuveen Securitized Income ETF

15,609,265

See Notes to Financial Statements

SHARES

DESCRIPTION

VALUE

INVESTMENT COMPANIES

(continued)

3,965,434

(d),(k)

Nuveen Ultra Short Income ETF

$

100,484,098

TOTAL INVESTMENT COMPANIES

(Cost $115,618,045)

116,093,363

SHARES

DESCRIPTION

VALUE

PREFERRED STOCKS - 0.1%

FINANCIAL SERVICES - 0.1%

200,000

(h) Morgan Stanley

5,006,000

208,700

Morgan Stanley

5,321,850

TOTAL FINANCIAL SERVICES

10,327,850

TOTAL PREFERRED STOCKS

(Cost $10,877,500)

10,327,850

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 13.6%

ASSET BACKED - 4.5%

$

4,000,000

(a),(e)

AGL CLO 19 Ltd, (TSFR3M + 1.650%), Series 2022 19A

.970

%

07/21/38

4,013,844

2,916,886

(e) Alterna Funding III LLC, Series 2024 1A

.260

05/16/39

2,922,939

5,481,437

(e) Apollo aviation securitization, Series 2021 2A

.798

01/15/47

5,165,070

55,677

(e) Asset Backed Funding Corp NIM Trust, Series 2005 WMC1

.900

07/26/35

984,333

(e) Avis Budget Rental Car Funding AESOP LLC, Series 2020 2A

.020

02/20/27

979,087

6,800,000

(e) Avis Budget Rental Car Funding AESOP LLC, Series 2021 1A

.630

08/20/27

6,669,800

3,100,000

(e) Avis Budget Rental Car Funding AESOP LLC, Series 2021 1A

.130

08/20/27

3,041,219

1,000,000

(e) Avis Budget Rental Car Funding AESOP LLC, Series 2021 2A

.660

02/20/28

971,093

10,300,548

BMW Vehicle Lease Trust, Series 2024 2

.290

01/25/27

10,307,753

347,123

(e) BRE Grand Islander Timeshare Issuer LLC, Series 2019 A

.280

09/26/33

343,694

10,000,000

(e) Brex Commercial Charge Card Master Trust, Series 2024 1

.050

07/15/27

10,062,166

1,115,037

(e) British Airways Pass Through Trust, Series 2020 A

.800

09/20/31

1,089,999

3,793,576

(e) Capital Automotive REIT, Series 2021 1A

.440

08/15/51

3,668,573

8,286,250

(e) Capital Automotive REIT, Series 2021 1A

.920

08/15/51

8,026,725

5,700,875

(e) Cars Net Lease Mortgage Notes, Series 2020 1A

.010

12/15/50

5,369,497

11,591,993

(e) Cars Net Lease Mortgage Notes Series, Series 2020 1A

.100

12/15/50

11,004,227

199,893

Carvana Auto Receivables Trust, Series 2021 N2

.270

03/10/28

194,674

954,106

Carvana Auto Receivables Trust, Series 2021 N4

.720

09/11/28

928,911

850,543

(e) Carvana Auto Receivables Trust, Series 2022 N1

.130

12/11/28

843,586

4,150,000

(a),(e)

Cayuga Park CLO Ltd, (TSFR3M + 1.912%), Series 2020 1A

.000

07/17/34

4,158,889

29,562

(a) C-BASS Trust, (TSFR1M + 0.274%), Series 2006 CB6

.147

07/25/36

29,359

8,817,685

(a),(e)

CBRE Realty Finance, (LIBOR 3 M + 0.300%), Series 2007 1A

.846

04/07/52

882

8,729,092

(e) CF Hippolyta LLC, Series 2020 1

.690

07/15/60

7,497,793

2,593,260

(e) CF Hippolyta LLC, Series 2020 1

.990

07/15/60

2,182,599

1,798,904

(e) CF Hippolyta LLC, Series 2020 1

.280

07/15/60

1,253,194

5,855,000

(a),(e)

CIFC Funding Ltd, (LIBOR 3 M + 1.862%), Series 2020 2A

.187

10/20/34

5,867,793

5,625,000

(a),(e)

CIFC Funding Ltd, (TSFR3M + 1.912%), Series 2020 1A

.229

07/15/36

5,636,070

CIT Group Home Equity Loan Trust (Step Bond), Series 2002 1

.200

02/25/30

1,500,000

CNH Equipment Trust, Series 2024 B

.190

09/17/29

1,523,906

9,035,000

CNH Equipment Trust, Series 2024 C

.030

01/15/30

9,053,430

11,450,000

(e) Cologix Data Centers US Issuer LLC, Series 2021 1A

.300

12/26/51

11,174,486

1,057,500

(e) DB Master Finance LLC, Series 2019 1A

.352

05/20/49

1,047,539

16,362,500

(e) DB Master Finance LLC, Series 2021 1A

.045

11/20/51

15,926,508

12,897,500

(e) DB Master Finance LLC, Series 2021 1A

.493

11/20/51

12,155,375

13,566,375

(e) Domino's Pizza Master Issuer LLC, Series 2021 1A

.662

04/25/51

12,825,073

3,800,000

(a),(e)

Dryden 49 Senior Loan Fund, (TSFR3M + 1.862%), Series 2017 49A

.191

07/18/30

3,805,499

11,500,000

(a),(e)

Elmwood CLO 14 Ltd, (TSFR3M + 1.700%), Series 2022 1A

.979

10/20/38

11,571,151

10,040,000

(e) Flexential Issuer, LLC, Series 2021 1A

.250

11/27/51

9,745,629

5,355,340

(e) FNA VI LLC, Series 2021 1A

.350

01/10/32

5,027,946

7,000,000

Ford Credit Auto Owner Trust, Series 2024 A

.090

12/15/28

7,076,955

24,625,000

Ford Credit Auto Owner Trust, Series 2024 C

.070

07/15/29

24,684,649

3,206,490

GM Financial Consumer Automobile Receivables Trust, Series 2024 4

.530

10/18/27

3,210,014

1,905,000

(e) Hardee's Funding LLC, Series 2020 1A

.981

12/20/50

1,837,008

460,734

(e) HERO Funding Trust, Series 2017 3A

.190

09/20/48

422,611

164,531

(e) HERO Funding Trust, Series 2017 2A

.280

09/20/48

152,145

598,954

(e) HERO Funding Trust, Series 2017 3A

.950

09/20/48

562,861

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET BACKED

(continued)

$

329,062

(e) HERO Funding Trust, Series 2017 2A

.070

%

09/20/48

$

312,364

283,508

(e) Hilton Grand Vacations Trust, Series 2019 AA

.340

07/25/33

281,271

35,473

(a) Home Equity Asset Trust, (TSFR1M + 1.614%), Series 2003 1

.986

06/25/33

34,942

32,500,000

Honda Auto Receivables Owner Trust, Series 2024 4

.330

05/15/29

32,676,673

18,000,000

Honda Auto Receivables Owner Trust, Series 2025 1

.570

09/21/29

18,197,415

1,256,525

(e) Horizon Aircraft Finance II Ltd, Series 2019 1

.721

07/15/39

1,231,382

2,593,491

(e) Horizon Aircraft Finance III Ltd, Series 2019 2

.425

11/15/39

2,522,155

3,668,034

(b),(e)

Industrial DPR Funding Ltd, Series 2022 1A

.380

04/15/34

3,299,066

1,850,000

(a),(e)

KKR Clo 32 Ltd, (TSFR3M + 2.100%), Series 2024 32A

.418

04/15/37

1,857,770

8,400,000

(e) Kubota Credit Owner Trust, Series 2025 1A

.670

06/15/29

8,521,832

2,250,000

(e) M&T Bank Auto Receivables Trust, Series 2025 1A

.730

06/17/30

2,280,947

632,202

(e) MAPS Trust, Series 2021 1A

.521

06/15/46

604,629

471,983

(e) MVW LLC, Series 2021 2A

.830

05/20/39

447,045

919,146

(e) MVW LLC, Series 2021 1WA

.440

01/22/41

885,159

579,062

(e) MVW LLC, Series 2021 1WA

.940

01/22/41

557,325

777,231

(e) Navient Private Education Refi Loan Trust, Series 2020 HA

.310

01/15/69

735,547

599,418

(e) Navient Student Loan Trust, Series 2019 BA

.390

12/15/59

589,185

1,100,000

(a),(e)

Neuberger Berman CLO Ltd, (TSFR3M + 1.750%), Series 2024 56A

.772

07/24/37

1,104,429

6,000,000

(a),(e)

Neuberger Berman Loan Advisers CLO 48 Ltd, (TSFR3M + 1.550%), Series 2022 48A

.868

04/25/36

6,005,640

4,903,372

(e) Oak Street Investment Grade Net Lease Fund Series, Series 2021 1A

.480

01/20/51

4,751,103

4,363,544

(e) Oak Street Investment Grade Net Lease Fund Series, Series 2021 2A

.380

11/20/51

4,207,469

9,580,114

(e) OneMain Financial Issuance Trust, Series 2020 2A

.750

09/14/35

9,415,175

953,488

(e) Oportun Issuance Trust, Series 2021 B

.960

05/08/31

935,299

1,600,000

(e) Oscar US Funding XVII LLC, Series 2024 2A

.470

03/12/29

1,605,188

2,700,000

(a),(e)

OSD CLO Ltd., (TSFR3M + 1.650%), Series 2023 27A

.941

07/15/38

2,721,362

6,340,000

(e) PFS Financing Corp, Series 2024 D

.340

04/15/29

6,457,281

1,500,000

(e) PFS Financing Corp, Series 2025 B

.850

02/15/30

1,524,522

9,744,144

(e) Porsche Innovative Lease Owner Trust, Series 2024 2A

.470

12/21/26

9,747,760

1,500,000

(e) Progress Residential Trust, Series 2021 SFR9

.711

11/17/40

1,404,040

2,750,000

(e) Regional Management Issuance Trust, Series 2024 2

.490

12/15/33

2,780,948

2,430,124

(e) Renew, Series 2018 1

.950

09/20/53

2,290,096

735,212

(e) SBNA Auto Lease Trust, Series 2024 B

.670

11/20/26

735,839

1,320,000

(e) SCCU Auto Receivables Trust, Series 2024 1A

.160

05/15/30

1,342,799

3,905,000

(e) SCCU Auto Receivables Trust, Series 2024 1A

.620

12/16/30

3,990,916

11,022,538

(e) SERVPRO Master Issuer LLC, Series 2019 1A

.882

10/25/49

10,915,757

3,207,625

(e) SERVPRO Master Issuer LLC, Series 2021 1A

.394

04/25/51

3,022,197

445,552

(e) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.990

11/20/37

441,820

483,098

(e) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.340

11/20/37

479,111

267,832

(e) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.790

11/20/37

265,672

1,145,967

(e) Sierra Timeshare Receivables Funding LLC, Series 2024 3A

.830

08/20/41

1,152,328

5,921,029

(e) Sierra Timeshare Receivables Funding LLC, Series 2024 1A

.350

01/20/43

5,968,540

182,155

(e) SMB Private Education Loan Trust, Series 2017 B

.820

10/15/35

181,067

80,815

(e) SoFi Professional Loan Program LLC, Series 2017 F

.840

01/25/41

80,639

320,624

(e) SoFi Professional Loan Program LLC, Series 2019 A

.690

06/15/48

318,477

1,896,292

(e) SpringCastle America Funding LLC, Series 2020 AA

.970

09/25/37

1,795,612

213,153

(a) Structured Asset Investment Loan Trust, (TSFR1M + 1.014%), Series 2004 8

.172

09/25/34

204,088

5,012,125

(e) Subway Funding LLC, Series 2024 1A

.028

07/30/54

5,081,319

1,700,000

Synchrony Card Funding LLC, Series 2024 A1

.040

03/15/30

1,725,103

14,987,055

(e) Taco Bell Funding LLC, Series 2021 1A

.946

08/25/51

14,473,170

9,667,800

(e) Taco Bell Funding LLC, Series 2021 1A

.294

08/25/51

8,935,284

34,350,000

(e) T-Mobile US Trust, Series 2025 1A

.740

11/20/29

34,788,461

930,523

Toyota Auto Receivables Owner Trust, Series 2024 D

.550

08/16/27

931,656

20,000,000

(e) Toyota Lease Owner Trust, Series 2025 A

.750

02/22/28

20,217,636

7,600,000

Volkswagen Auto Lease Trust, Series 2024 A

.210

06/21/27

7,667,327

9,720,787

(e) Wendy's Funding LLC, Series 2021 1A

.370

06/15/51

9,027,607

9,250,000

(e) Zayo Issuer LLC, Series 2025 1A

.648

03/20/55

9,420,544

TOTAL ASSET BACKED

507,180,482

OTHER MORTGAGE BACKED - 9.1%

59,894

(a),(e)

Agate Bay Mortgage Trust, Series 2015 6

.500

09/25/45

55,618

3,000,000

(a),(e)

ARDN Mortgage Trust, (TSFR1M + 1.750%), Series 2025 ARCP

.900

06/15/35

3,004,827

5,000,000

(a),(e)

ARDN Mortgage Trust, (TSFR1M + 2.000%), Series 2025 ARCP

.150

06/15/35

5,009,252

3,000,000

(a),(e)

ARDN Mortgage Trust, (TSFR1M + 3.000%), Series 2025 ARCP

.150

06/15/35

3,007,000

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

2,500,000

(a),(e)

BAMLL Trust, (TSFR1M + 2.350%), Series 2025 ASHF

.501

%

02/15/42

$

2,516,294

159,390

Banc of America Commercial Mortgage Trust, Series 2015 UBS7

.705

09/15/48

159,072

2,071,000

(a) Banc of America Commercial Mortgage Trust, Series 2015 UBS7

.989

09/15/48

2,072,521

1,910,000

(a) Banc of America Commercial Mortgage Trust, Series 2015 UBS7

.384

09/15/48

1,848,656

5,055,000

BANK, Series 2017 BNK8

.731

11/15/50

4,835,864

4,250,000

(a) BANK, Series 2017 BNK8

.083

11/15/50

3,900,877

1,000,000

(a) BANK, Series 2017 BNK8

.227

11/15/50

837,329

3,000,000

(e) BANK, Series 2019 BN21

.500

10/17/52

2,233,695

1,000,000

BANK, Series 2019 BN21

.093

10/17/52

929,106

2,500,000

BANK, Series 2019 BN23

.203

12/15/52

2,343,642

1,637,000

BANK, Series 2019 BN23

.455

12/15/52

1,506,608

4,621,000

BANK, Series 2020 BN30

.925

12/15/53

4,050,458

8,864,000

(a) BANK, Series 2022 BNK39

.928

02/15/55

8,053,104

2,000,000

BANK, Series 2024 BNK48

.053

10/15/57

2,038,431

1,046,695

BANK, Series 2017 BNK6

.289

07/15/60

1,041,263

1,750,000

BANK, Series 2019 BN20

.011

09/15/62

1,642,181

2,550,000

(a) BANK, Series 2019 BN24

.283

11/15/62

2,384,167

11,716,000

BANK, Series 2021 BN34

.438

06/15/63

10,296,496

3,330,000

(a) BANK, Series 2022 BNK41

.916

04/15/65

3,173,543

1,343,743

Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017 BNK3

.366

02/15/50

1,336,909

2,000,000

(a) BANK5, Series 2023 5YR1

.260

04/15/56

2,079,814

2,103,331

(a),(e)

Bayview MSR Opportunity Master Fund Trust, Series 2021 4

.500

10/25/51

1,734,938

6,518,234

(a),(e)

Bayview MSR Opportunity Master Fund Trust, Series 2022 5

.000

02/25/52

5,607,901

1,250,000

(a),(e)

BBCMS Mortgage Trust, Series 2018 CHRS

.409

08/05/38

1,074,601

13,865,000

BBCMS Mortgage Trust, Series 2023 C19

.753

04/15/56

14,143,018

4,314,055

(a) BBCMS Mortgage Trust, Series 2023 C20

.383

07/15/56

4,474,533

4,000,000

(a) BBCMS Mortgage Trust, Series 2023 C21

.506

09/15/56

4,302,706

4,367,000

(a) BBCMS Mortgage Trust, Series 2024 C30

.831

11/15/57

4,579,473

3,275,000

(a) BBCMS Mortgage Trust, Series 2025 C35

.586

07/15/58

3,460,259

2,500,000

(e) BBCMS Trust, Series 2015 SRCH

.798

08/10/35

2,391,184

2,500,000

(a),(e)

BBCMS Trust, Series 2015 SRCH

.122

08/10/35

2,360,109

3,000,000

(a) Benchmark, Series 2018 B4

.311

07/15/51

2,911,320

2,575,000

(a),(e)

Benchmark Mortgage Trust, Series 2020 IG2

.791

09/15/48

2,159,054

2,500,000

(a),(e)

Benchmark Mortgage Trust, Series 2020 IG3

.199

09/15/48

2,076,683

2,500,000

(a),(e)

Benchmark Mortgage Trust, Series 2020 IG3

.654

09/15/48

2,408,817

3,200,000

(a) Benchmark Mortgage Trust, Series 2018 B1

.666

01/15/51

3,153,298

1,500,000

(a) Benchmark Mortgage Trust, Series 2018 B3

.553

04/10/51

1,296,349

2,145,000

Benchmark Mortgage Trust, Series 2018 B6

.261

10/10/51

2,131,163

1,380,000

Benchmark Mortgage Trust, Series 2019 B9

.016

03/15/52

1,354,448

3,000,000

Benchmark Mortgage Trust, Series 2019 B9

.267

03/15/52

2,887,786

1,624,000

Benchmark Mortgage Trust, Series 2019 B9

.468

03/15/52

1,513,796

1,500,000

(a) Benchmark Mortgage Trust, Series 2019 B9

.971

03/15/52

1,322,543

2,500,000

Benchmark Mortgage Trust, Series 2019 B11

.542

05/15/52

2,411,592

2,017,000

Benchmark Mortgage Trust, Series 2019 B12

.419

08/15/52

1,880,667

1,300,000

(a) Benchmark Mortgage Trust, Series 2018 B7

.510

05/15/53

1,303,948

1,397,000

Benchmark Mortgage Trust, Series 2021 B23

.095

02/15/54

1,059,690

18,500,000

Benchmark Mortgage Trust, Series 2021 B24

.584

03/15/54

16,539,170

15,830,000

Benchmark Mortgage Trust, Series 2021 B27

.390

07/15/54

14,014,579

5,250,000

(a) Benchmark Mortgage Trust, Series 2021 B28

.244

08/15/54

4,358,718

3,000,000

Benchmark Mortgage Trust, Series 2023 B38

.626

04/15/56

3,074,060

8,000,000

Benchmark Mortgage Trust, Series 2023 B39

.750

07/15/56

8,507,696

1,680,000

(e) Benchmark Mortgage Trust, Series 2019 B14

.500

12/15/62

615,128

1,000,000

Benchmark Mortgage Trust, Series 2019 B14

.352

12/15/62

911,600

3,800,000

Benchmark Mortgage Trust, Series 2019 B14

.493

12/15/62

3,165,007

3,000,000

(a) Benchmark Mortgage Trust, Series 2019 B14

.903

12/15/62

2,107,382

4,000,000

Benchmark Mortgage Trust, Series 2019 B15

.928

12/15/72

3,740,614

2,000,000

Benchmark Mortgage Trust Series - 2019 B12 (Class C), Series

.000

08/15/52

1,623,377

2,075,000

BMO Mortgage Trust, Series 2023 C5

.765

06/15/56

2,189,409

1,530,000

(a) BMO Mortgage Trust, Series 2024 C8

.911

03/15/57

1,616,508

6,400,000

(a) BMO Mortgage Trust, Series 2024 C9

.127

07/15/57

6,797,062

1,797,313

(a),(e)

BX Commercial Mortgage Trust, (LIBOR 1 M + 1.914%), Series 2021 SOAR

.910

06/15/38

1,796,805

1,000,000

(a),(e)

BX Commercial Mortgage Trust, (TSFR1M + 3.927%), Series 2024 BRBK

.074

10/15/41

1,004,486

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

2,000,000

(a),(e)

BX Commercial Mortgage Trust, (TSFR1M + 4.874%), Series 2024 BRBK

.021

%

10/15/41

$

2,010,322

2,100,000

(a),(e)

BX Mortgage Trust, (TSFR1M + 2.062%), Series 2021 PAC

.212

10/15/36

2,093,377

7,000,000

(a),(e)

BX Trust, (TSFR1M + 1.700%), Series 2025 VLT7

.850

07/15/44

7,029,394

2,000,000

(a),(e)

BXP Trust, Series 2021 601L

.868

01/15/44

1,633,612

6,500,000

(a) CD Mortgage Trust, Series 2016 CD2

.879

11/10/49

5,290,873

3,030,000

(a) CD Mortgage Trust, Series 2016 CD2

.106

11/10/49

1,835,481

5,555,000

CD Mortgage Trust, Series 2017 CD3

.833

02/10/50

4,924,057

6,635,000

(a) CD Mortgage Trust, Series 2017 CD3

.984

02/10/50

4,547,050

3,630,000

(a) CD Mortgage Trust, Series 2017 CD3

.681

02/10/50

1,634,635

2,550,000

CD Mortgage Trust, Series 2017 CD4

.746

05/10/50

2,483,033

5,000,000

(a) CD Mortgage Trust, Series 2017 CD5

.684

08/15/50

4,883,801

1,000,000

CD Mortgage Trust, Series 2017 CD6

.456

11/13/50

981,078

1,505,943

CD Mortgage Trust, Series 2019 CD8

.812

08/15/57

1,460,457

1,000,000

(a),(e)

Century Plaza Towers, Series 2019 CPT

.097

11/13/39

827,214

47,824

(a),(e)

CF Mortgage Trust, Series 2020 P1

.840

04/15/52

47,537

1,500,000

(a),(e)

CF Mortgage Trust, Series 2020 P1

.603

04/15/52

1,385,910

28,798

(a) CHL Mortgage Pass-Through Trust, Series 2004 HYB9

.388

02/20/35

29,017

336,208

(a),(e)

CIM Trust, Series 2021 J2

.670

04/25/51

276,372

567,309

(a),(e)

Citigroup Commercial Mortgage Trust, Series 2014 GC23

.741

07/10/47

547,985

552,229

(a) Citigroup Commercial Mortgage Trust, Series 2015 GC29

.758

04/10/48

532,143

2,000,000

(a) Citigroup Commercial Mortgage Trust, Series 2015 GC29

.109

04/10/48

1,821,953

2,100,000

(a) Citigroup Commercial Mortgage Trust, Series 2018 B2

.179

03/10/51

2,064,373

227,620

COMM Mortgage Trust, Series 2012 CR4

.853

10/15/45

220,724

2,419,942

(a) COMM Mortgage Trust, Series 2014 CR14

.792

02/10/47

2,355,209

2,476,406

COMM Mortgage Trust, Series 2014 CR17

.377

05/10/47

2,410,162

3,896,000

(a) COMM Mortgage Trust, Series 2014 UBS3

.749

06/10/47

2,785,640

5,150,000

(a),(e)

COMM Mortgage Trust, Series 2014 UBS3

.767

06/10/47

2,343,250

1,653,657

(a) COMM Mortgage Trust, Series 2015 LC19

.829

02/10/48

1,625,545

2,497,000

(e) COMM Mortgage Trust, Series 2015 CR22

.000

03/10/48

1,497,451

2,000,000

(a),(e)

COMM Mortgage Trust, Series 2015 CR22

.824

03/10/48

1,611,260

1,000,000

(a) COMM Mortgage Trust, Series 2015 CR22

.824

03/10/48

939,612

5,292,529

(a) COMM Mortgage Trust, Series 2015 CR22

.926

03/10/48

5,096,771

642,354

(a) COMM Mortgage Trust, Series 2015 CR23

.352

05/10/48

624,733

1,500,000

(a) COMM Mortgage Trust, Series 2015 CR24

.463

08/10/48

1,364,812

117,110

(a) COMM Mortgage Trust, Series 2015 CR24

.364

08/10/48

116,666

2,000,000

(a) COMM Mortgage Trust, Series 2015 CR24

.364

08/10/48

1,951,375

132,820

COMM Mortgage Trust, Series 2015 CR26

.630

10/10/48

132,574

367,620

COMM Mortgage Trust, Series 2015 CR27

.984

10/10/48

366,827

1,650,000

(a) COMM Mortgage Trust, Series 2015 CR26

.647

10/10/48

1,626,320

3,731,000

(a) COMM Mortgage Trust, Series 2015 CR26

.647

10/10/48

3,533,765

8,357,000

(a) COMM Mortgage Trust, Series 2015 LC23

.679

10/10/48

8,061,263

5,075,000

(a) COMM Mortgage Trust, Series 2016 CR28

.735

02/10/49

4,977,834

2,969,412

(a) COMM Mortgage Trust, Series 2018 COR3

.497

05/10/51

2,705,212

2,500,000

(a) COMM Mortgage Trust, Series 2018 COR3

.668

05/10/51

2,127,160

1,415,000

COMM Mortgage Trust, Series 2019 GC44

.263

08/15/57

1,317,734

15,925,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.500%), Series 2022 R03

.856

03/25/42

16,439,057

4,779,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.000%), Series 2022 R05

.356

04/25/42

4,909,122

29,920,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.850%), Series 2022 R06

.206

05/25/42

31,148,701

7,825,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

.956

07/25/42

8,144,916

10,195,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 4.750%), Series 2022 R09

.106

09/25/42

10,871,489

17,280,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.750%), Series 2023 R01

.106

12/25/42

18,163,761

11,170,000

(e) CPS Auto Receivables Trust, Series 2025 C

.910

10/15/31

11,194,580

2,500,000

(a),(e)

CSMC, Series 2019 NQM1

.388

10/25/59

2,411,438

5,211,030

(a),(e)

CSMC, Series 2021 NQM8

.405

10/25/66

4,612,152

1,750,000

(a),(e)

CSTL Commercial Mortgage Trust, Series 2024 GATE

.052

11/10/41

1,746,893

4,750,000

DBGS Mortgage Trust, Series 2018 C1

.466

10/15/51

4,739,593

9,500,000

DBJPM Mortgage Trust, Series 2016 C3

.041

08/10/49

9,266,449

5,400,000

DBJPM Mortgage Trust, Series 2020 C9

.340

08/15/53

4,736,628

3,398,000

DBJPMortgage Trust, Series 2020 C9

.926

08/15/53

3,035,046

1,415,000

(a),(e)

DBSG Mortgage Trust, Series 2024 ALTA

.144

06/10/37

1,439,516

4,860,000

(a),(e)

DBSG Mortgage Trust, Series 2024 ALTA

.595

06/10/37

4,946,624

3,250,000

(a),(e)

DBWF Mortgage Trust, Series 2015 LCM

.535

06/10/34

3,137,339

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

1,685,952

(a),(e)

ELP Commercial Mortgage Trust, (TSFR1M + 1.434%), Series 2021 ELP

.585

%

11/15/38

$

1,684,550

3,221,000

(a),(e)

EQT Trust, Series 2024 EXTR

.331

07/05/41

3,297,563

3,600,000

(a),(e)

EQT Trust, Series 2024 EXTR

.655

07/05/41

3,677,462

1,069,577

(a),(e)

Flagstar Mortgage Trust, Series 2017 2

.971

10/25/47

981,059

39,285

(a),(e)

Flagstar Mortgage Trust, Series 2018 5

.000

09/25/48

37,069

1,712,504

(a),(e)

Flagstar Mortgage Trust, Series 2021 2

.500

04/25/51

1,412,563

5,518,179

(a),(e)

Flagstar Mortgage Trust, Series 2021 4

.500

06/01/51

4,551,338

2,275,591

(a),(e)

Flagstar Mortgage Trust, Series 2021 5INV

.342

07/25/51

1,879,020

745,797

(a),(e)

Flagstar Mortgage Trust, Series 2021 7

.925

08/25/51

614,088

18,824,923

(a),(e)

Flagstar Mortgage Trust, Series 2021 10IN

.000

10/25/51

16,195,845

3,217,618

(a),(e)

Flagstar Mortgage Trust, Series 2021 10IN

.500

10/25/51

2,657,454

1,215,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%), Series 2023 HQA3

.702

11/25/43

1,282,738

2,000,000

(a),(e)

GS Mortgage Securities Corp Trust, (TSFR1M + 1.747%), Series 2018 TWR

.898

07/15/31

420,000

1,238,000

(a),(e)

GS Mortgage Securities Corp Trust, Series 2017 375H

.591

09/10/37

1,198,222

3,779,000

(a) GS Mortgage Securities Trust, Series 2016 GS3

.090

10/10/49

3,597,167

4,185,000

(a) GS Mortgage Securities Trust, Series 2016 GS4

.032

11/10/49

3,819,828

1,972,901

GS Mortgage Securities Trust, Series 2017 GS5

.467

03/10/50

1,962,328

4,300,000

GS Mortgage Securities Trust, Series 2017 GS6

.433

05/10/50

4,236,370

1,500,000

GS Mortgage Securities Trust, Series 2017 GS6

.638

05/10/50

1,427,207

3,000,000

GS Mortgage Securities Trust, Series 2017 GS8

.837

11/10/50

2,949,483

3,500,000

(a) GS Mortgage Securities Trust, Series 2017 GS8

.459

11/10/50

3,214,192

3,010,000

(a) GS Mortgage Securities Trust, Series 2018 GS9

.992

03/10/51

2,983,950

1,725,000

(a) GS Mortgage Securities Trust, Series 2018 GS10

.155

07/10/51

1,698,550

2,400,000

(a) GS Mortgage Securities Trust, Series 2019 GC38

.158

02/10/52

2,324,843

1,219,888

(a) GS Mortgage Securities Trust, Series 2019 GC38

.761

02/10/52

1,139,967

5,510,000

GS Mortgage Securities Trust, Series 2019 GC42

.001

09/10/52

5,177,532

1,000,000

(a) GS Mortgage Securities Trust, Series 2020 GC45

.173

02/13/53

925,387

1,361,000

(a) GS Mortgage Securities Trust, Series 2020 GC45

.405

02/13/53

1,236,578

5,500,000

GS Mortgage Securities Trust, Series 2020 GSA2

.012

12/12/53

4,852,602

100,067

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

94,446

261,197

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

246,525

639,691

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ4

.000

01/25/51

552,101

30,369,202

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.252

03/27/51

384,720

985,720

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.000

03/27/51

850,843

1,915,768

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ6

.500

05/25/51

1,575,440

7,981,243

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2021 PJ5

.500

10/25/51

6,582,352

9,533,698

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ2

.000

06/25/52

8,195,803

3,093,204

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ4

.000

09/25/52

2,661,209

938,102

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2020 PJ1

.610

05/25/50

834,152

832,230

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 GR1

.091

11/25/51

705,628

1,113,767

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 INV1

.022

12/25/51

926,087

16,755,002

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.500

01/25/52

13,820,404

8,254,434

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 PJ8

.500

01/25/52

6,809,307

3,085,570

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.721

01/25/52

2,508,312

2,126,572

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 LTV1

.243

06/25/52

1,766,647

5,666,043

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 INV1

.000

07/25/52

4,883,566

6,787,057

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 HP1

.000

09/25/52

5,839,181

5,457,089

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 PJ5

.000

10/25/52

4,691,278

4,285,314

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 PJ6

.000

01/25/53

3,685,974

6,547,194

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2023 PJ1

.500

02/25/53

5,816,983

1,385,896

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2025 PJ4

.000

09/25/55

1,398,954

3,350,000

(a),(e)

GSAT Trust, (TSFR1M + 1.500%), Series 2025 BMF

.650

07/15/40

3,355,025

5,000,000

(a),(e)

GSAT Trust, (TSFR1M + 1.950%), Series 2025 BMF

.270

07/15/40

5,009,727

25,000,000

(a),(e)

Houston Galleria Mall Trust, Series 2025 HGLR

.644

02/05/45

25,897,795

6,500,000

(a),(e)

HTL Commercial Mortgage Trust, Series 2024 T53

.324

05/10/39

6,631,152

3,000,000

(a),(e)

Hudson Yards Mortgage Trust, Series 2016 10HY

.076

08/10/38

2,944,085

1,500,000

(a),(e)

Hudson Yards Mortgage Trust, Series 2016 10HY

.076

08/10/38

1,467,289

3,450,000

(a),(e)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

3,071,356

2,500,000

(a),(e)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

2,168,417

5,320,000

(a),(e)

ILPT Commercial Mortgage Trust, Series 2025 LPF2

.292

07/13/42

5,422,687

1,471,353

(a),(e)

Imperial Fund Mortgage Trust, Series 2020 NQM1

.051

10/25/55

1,403,399

1,000,000

(a),(e)

Imperial Fund Mortgage Trust, Series 2020 NQM1

.531

10/25/55

931,649

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

10,210,000

(a),(e)

IP Mortgage Trust, Series 2025 IP

.425

%

06/10/42

$

10,403,618

1,018,801

(a),(e)

J.P. Morgan Mortgage Trust, Series 2022 5

.953

09/25/52

818,448

5,000,000

(e) Jackson Park Trust, Series 2019 LIC

.766

10/14/39

4,585,937

3,000,000

(e) JP Morgan Chase Commercial Mortgage Securities Corp, Series 2018 AON

.379

07/05/31

2,414,426

139,157

(a),(e)

JP Morgan Chase Commercial Mortgage Securities Corp, Series 2013 C13

.115

01/15/46

134,079

1,000,000

(e) JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020 NNN

.620

01/16/37

420,000

3,000,000

(e) JP Morgan Chase Commercial Mortgage Securities Trust, Series 2025 NSLB

.234

06/05/42

3,142,044

1,312,827

(a),(e)

JP Morgan Mortgage Trust, (LIBOR 1 M - 0.000%), Series 2015 1

.662

12/25/44

1,293,947

56,354

(a),(e)

JP Morgan Mortgage Trust, Series 2015 3

.500

05/25/45

52,564

313,264

(a),(e)

JP Morgan Mortgage Trust, Series 2015 6

.500

10/25/45

289,909

1,145,096

(a),(e)

JP Morgan Mortgage Trust, Series 2018 3

.500

09/25/48

1,026,158

2,177,673

(a),(e)

JP Morgan Mortgage Trust, Series 2018 5

.500

10/25/48

1,960,842

1,370,084

(a),(e)

JP Morgan Mortgage Trust, Series 2017 5

.967

10/26/48

1,373,583

110,200

(a),(e)

JP Morgan Mortgage Trust, Series 2018 9

.000

02/25/49

103,118

38,589

(a),(e)

JP Morgan Mortgage Trust, Series 2019 1

.000

05/25/49

36,174

3,291,947

(a),(e)

JP Morgan Mortgage Trust, Series 2020 1

.821

06/25/50

2,980,960

23,864,067

(a),(e)

JP Morgan Mortgage Trust, Series 2021 3

.134

07/25/51

180,097

16,724,485

(a),(e)

JP Morgan Mortgage Trust, Series 2021 4

.129

08/25/51

125,735

2,031,048

(a),(e)

JP Morgan Mortgage Trust, Series 2021 4

.879

08/25/51

1,654,047

32,342,856

(a),(e)

JP Morgan Mortgage Trust, Series 2021 6

.133

10/25/51

244,098

4,080,707

(a),(e)

JP Morgan Mortgage Trust, Series 2021 6

.500

10/25/51

3,369,596

8,846,475

(a),(e)

JP Morgan Mortgage Trust, Series 2021 INV2

.400

12/25/51

204,250

1,962,303

(a),(e)

JP Morgan Mortgage Trust, Series 2021 10

.500

12/25/51

1,618,610

1,801,823

(a),(e)

JP Morgan Mortgage Trust, Series 2021 INV4

.208

01/25/52

1,467,538

2,013,438

(a),(e)

JP Morgan Mortgage Trust, Series 2021 12

.500

02/25/52

1,664,809

1,323,111

(a),(e)

JP Morgan Mortgage Trust, Series 2022 INV1

.292

03/25/52

1,117,328

3,193,481

(a),(e)

JP Morgan Mortgage Trust, Series 2021 14

.500

05/25/52

2,634,150

1,954,344

(a),(e)

JP Morgan Mortgage Trust, Series 2021 LTV2

.927

05/25/52

1,681,126

614,261

(a),(e)

JP Morgan Mortgage Trust, Series 2021 INV8

.280

05/25/52

505,057

13,461,780

(a),(e)

JP Morgan Mortgage Trust, Series 2022 2

.000

08/25/52

11,581,723

5,971,762

(a),(e)

JP Morgan Mortgage Trust, Series 2022 INV3

.000

09/25/52

5,139,612

8,245,375

(a),(e)

JP Morgan Mortgage Trust, Series 2022 LTV2

.500

09/25/52

7,315,372

5,649,101

(a),(e)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

4,851,621

1,837,980

(a),(e)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

1,686,365

2,776,909

JPMBB Commercial Mortgage Securities Trust, Series 2014 C22

.110

09/15/47

2,743,239

1,624,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C22

.660

09/15/47

1,584,517

4,500,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

.688

09/15/47

4,370,394

1,500,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

.688

09/15/47

1,441,545

1,000,000

JPMBB Commercial Mortgage Securities Trust, Series 2015 C27

.898

02/15/48

862,250

692,225

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C29

.118

05/15/48

690,714

3,367,747

JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.106

08/15/48

3,335,451

5,885,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.709

08/15/48

5,584,703

3,000,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.709

08/15/48

2,373,285

278,056

JPMBB Commercial Mortgage Securities Trust, Series 2015 C33

.770

12/15/48

277,421

3,016,000

JPMBB Commercial Mortgage Securities Trust, Series 2015 C33

.023

12/15/48

2,999,979

745,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C33

.814

12/15/48

711,776

10,425,000

JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.576

03/17/49

10,385,801

2,645,000

(a),(e)

JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.349

03/17/49

2,333,036

1,860,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.849

03/17/49

1,819,099

310,719

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP5

.457

03/15/50

308,781

822,000

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP5

.723

03/15/50

814,284

64,436

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP7

.379

09/15/50

63,510

2,000,000

(a) JPMCC Commercial Mortgage Securities Trust, Series 2017 JP7

.820

09/15/50

1,716,816

2,500,000

JPMCC Commercial Mortgage Securities Trust, Series 2019 COR5

.123

06/13/52

2,404,742

5,554,000

JPMDB Commercial Mortgage Securities Trust, Series 2020 COR7

.180

05/13/53

4,714,134

3,625,000

JPMDB Commercial Mortgage Securities Trust, Series 2020 COR7

.536

05/13/53

2,969,524

4,000,000

(a),(e)

KRE Commercial Mortgage Trust, (TSFR1M + 1.300%), Series 2025 AIP4

.450

03/15/42

4,000,316

689,308

(e) Ladder Capital Commercial Mortgage Securities, Series 2013 GCP

.575

02/15/36

670,523

2,200,000

(e) LSTAR Commercial Mortgage Trust, Series 2017 5

.021

03/10/50

2,131,340

1,066,016

(a) Merrill Lynch Mortgage Investors Trust, (TSFR1M + 0.634%), Series 2006 WMC1

.278

01/25/37

1,048,470

11,250,000

(e) MetroNet Infrastructure Issuer LLC, Series 2025 2A

.400

08/20/55

11,418,057

2,250,000

(a),(e)

MF1 LLC, (TSFR1M + 1.488%), Series 2025 FL19

.624

05/18/42

2,259,843

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

1,000,000

(a),(e)

MILE Trust, (TSFR1M + 1.700%), Series 2025 STNE

.850

%

07/15/42

$

1,002,100

3,360,000

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015 C22

.561

04/15/48

3,241,488

1,000,000

Morgan Stanley Capital I Trust, Series 2018 H3

.177

07/15/51

994,082

4,279,803

(a) Morgan Stanley Capital I Trust, Series 2018 H3

.429

07/15/51

4,233,480

3,000,000

(a),(e)

Morgan Stanley Capital I Trust, Series 2024 NSTB

.900

09/24/57

2,918,997

2,123,287

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust, Series 2021 4

.500

07/25/51

1,905,154

4,543,767

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust, Series 2023 1

.000

02/25/53

4,180,179

2,500,000

(e) MRCD Mortgage Trust, Series 2019 PARK

.718

12/15/36

2,226,875

2,000,000

(e) MRCD Mortgage Trust, Series 2019 PARK

.718

12/15/36

1,490,040

3,500,000

(e) MRCD Mortgage Trust, Series 2019 PARK

.718

12/15/36

2,470,650

1,500,000

(a),(e)

MSDB Trust, Series 2017 712F

.427

07/11/39

1,438,238

5,517,572

(a),(e)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.579%), Series 2019 MILE

.915

07/15/36

5,310,294

2,500,000

(a),(e)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.879%), Series 2019 MILE

.030

07/15/36

2,327,190

549,024

(e) Natixis Commercial Mortgage Securities Trust, Series 2020 2PAC

.966

12/15/38

529,352

1,597,194

(a),(e)

New Residential Mortgage Loan Trust, Series 2022 INV1

.515

03/25/52

1,328,163

35,027

(a) New York Mortgage Trust, (TSFR1M + 0.594%), Series 2005 3

.752

02/25/36

34,961

3,750,000

(a),(e)

NRTH Mortgage Trust, (TSFR1M + 1.641%), Series 2024 PARK

.791

03/15/39

3,746,811

3,465,000

(a),(e),(i)

NRTH PARK Mortgage Trust, (TSFR1M + 1.393%), Series 2025 PARK

.543

10/15/40

3,459,916

3,750,000

(a),(e)

NYC Trust, (TSFR1M + 2.840%), Series 2024 3ELV

.990

08/15/29

3,763,935

9,018,263

(a),(e)

OBX Trust, Series 2021 J2

.500

07/25/51

7,438,736

365,242

(a),(e)

OBX Trust, Series 2022 J2

.416

08/25/52

312,777

7,301,370

(a),(e)

OBX Trust, Series 2022 INV5

.000

10/25/52

6,699,081

1,844,941

(a),(e)

Oceanview Mortgage Trust, Series 2021 1

.500

05/25/51

1,521,804

1,992,390

(a),(e)

Oceanview Mortgage Trust, Series 2022 1

.500

11/25/52

1,904,908

3,850,000

(e) Olympic Tower Mortgage Trust, Series 2017 OT

.566

05/10/39

3,683,168

10,030,000

(e) One Bryant Park Trust, Series 2019 OBP

.516

09/15/54

9,246,404

14,934,004

(e) One Market Plaza Trust, Series 2017 1MKT

.614

02/10/32

14,482,057

3,000,000

(a),(e)

ONNI Commerical Mortgage Trust, Series 2024 APT

.753

07/15/39

3,072,431

3,200,000

(a),(e)

OPEN Trust, (TSFR1M + 5.236%), Series 2023 AIR

.386

11/15/40

3,212,779

2,500,000

(a),(e)

PKHL Commercial Mortgage Trust, (TSFR1M + 0.994%), Series 2021 MF

.145

07/15/38

2,353,692

2,306,591

(a),(e)

RCKT Mortgage Trust, Series 2022 4

.500

06/25/52

2,049,307

257,094

(a),(e)

Sequoia Mortgage Trust, Series 2015 2

.500

05/25/45

237,191

188,606

(a),(e)

Sequoia Mortgage Trust, Series 2017 2

.500

02/25/47

171,814

689,254

(a),(e)

Sequoia Mortgage Trust, Series 2017 6

.726

09/25/47

657,437

416,602

(a),(e)

Sequoia Mortgage Trust, Series 2018 3

.500

03/25/48

377,986

32,809

(a),(e)

Sequoia Mortgage Trust, Series 2018 7

.000

09/25/48

31,235

2,296,849

(a),(e)

Sequoia Mortgage Trust, Series 2020 3

.000

04/25/50

1,976,829

367,052

(a),(e)

Sequoia Mortgage Trust, Series 2021 1

.658

03/25/51

305,055

3,876,248

(a),(e)

Sequoia Mortgage Trust, Series 2023 1

.000

01/25/53

3,753,135

163,552

(a),(e)

Shellpoint Co-Originator Trust, Series 2017 1

.500

04/25/47

149,314

3,800,000

(a),(e)

SHR Trust, (TSFR1M + 2.950%), Series 2024 LXRY

.100

10/15/41

3,814,316

1,500,000

(e) SLG Office Trust, Series 2021 OVA

.851

07/15/41

1,275,354

2,625,000

UBS Commercial Mortgage Trust, Series 2017 C1

.460

06/15/50

2,593,366

1,800,000

UBS Commercial Mortgage Trust, Series 2017 C4

.563

10/15/50

1,761,305

2,562,500

(a) UBS Commercial Mortgage Trust, Series 2017 C6

.886

12/15/50

2,515,848

1,330,000

(a) UBS Commercial Mortgage Trust, Series 2018 C11

.713

06/15/51

1,248,883

2,500,000

(a) UBS Commercial Mortgage Trust, Series 2018 C11

.044

06/15/51

2,312,625

2,250,000

UBS Commercial Mortgage Trust, Series 2018 C13

.334

10/15/51

2,229,170

5,624,152

(a),(e)

Verus Securitization Trust, Series 2021 7

.240

10/25/66

4,979,460

2,000,000

(a),(e)

WCORE Commercial Mortgage Trust, (TSFR1M + 1.842%), Series 2024 CORE

.992

11/15/41

2,006,447

1,500,000

(a),(e)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 0.921%), Series 2017 SMP

.258

12/15/34

1,404,283

5,000,000

(a),(e)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.942%), Series 2025 AGLN

.092

07/15/37

5,019,349

3,915,000

(a),(e)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.350%), Series 2025 B33RP

.500

08/15/42

3,920,697

2,000,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2015 NXS1

.988

05/15/48

1,870,450

2,029,830

(a) Wells Fargo Commercial Mortgage Trust, Series 2015 P2

.818

12/15/48

2,005,916

387,000

Wells Fargo Commercial Mortgage Trust, Series 2017 RB1

.635

03/15/50

376,944

2,000,000

Wells Fargo Commercial Mortgage Trust, Series 2017 RB1

.757

03/15/50

1,927,443

1,750,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2017 C38

.917

07/15/50

1,657,398

2,100,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2018 C43

.012

03/15/51

2,083,243

3,000,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2018 C48

.703

01/15/52

2,985,902

1,700,000

Wells Fargo Commercial Mortgage Trust, Series 2021 21-C60

.547

08/15/54

1,490,589

9,313,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2024 C63

.820

08/15/57

9,747,797

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

342,277

(e) Wells Fargo Commercial Mortgage Trust, Series 2015 NXS3

.153

%

09/15/57

$

339,796

3,350,000

Wells Fargo Commercial Mortgage Trust, Series 2016 C32

.952

01/15/59

3,336,405

2,500,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2016 C32

.853

01/15/59

2,457,491

181,133

Wells Fargo Commercial Mortgage Trust, Series 2016 C36

.933

11/15/59

180,336

65,368

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2019 2

.000

04/25/49

62,220

940,074

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2019 4

.500

09/25/49

848,525

684,515

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2020 4

.000

07/25/50

590,625

10,087,722

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2021 2

.500

06/25/51

8,333,469

1,216,160

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2021 INV2

.640

09/25/51

1,024,737

2,679,744

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 2

.500

12/25/51

2,210,393

2,966,781

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.000

03/25/52

2,554,278

3,817,707

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.423

03/25/52

3,194,471

5,130,785

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.500

03/25/52

4,561,287

189,733

(a),(e)

WinWater Mortgage Loan Trust, Series 2014 1

.929

06/20/44

162,796

TOTAL OTHER MORTGAGE BACKED

1,023,493,679

TOTAL STRUCTURED ASSETS

(Cost $1,589,188,741)

1,530,674,161

TOTAL LONG-TERM INVESTMENTS

(Cost $11,129,210,278)

10,803,954,612

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.3%

34,723,513

(l) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (m)

34,723,513

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $34,723,513)

34,723,513

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 4.1%

REPURCHASE AGREEMENT - 3.7%

422,610,000

(n) Fixed Income Clearing Corporation

.200

10/01/25

422,610,000

TOTAL REPURCHASE AGREEMENT

422,610,000

TREASURY DEBT - 0.4%

14,366,000

United States Treasury Bill

.000

10/02/25

14,364,395

10,000,000

United States Treasury Bill

.000

10/09/25

9,990,975

10,000,000

United States Treasury Bill

.000

10/16/25

9,983,108

6,200,000

United States Treasury Bill

.000

10/30/25

6,179,752

TOTAL TREASURY DEBT

40,518,230

TOTAL SHORT-TERM INVESTMENTS

(Cost $463,127,184)

463,128,230

TOTAL INVESTMENTS - 100.2%

(Cost $11,627,060,975)

11,301,806,355

OTHER ASSETS & LIABILITIES, NET - (0.2)%

(27,891,431)

NET ASSETS - 100.0%

$

11,273,914,924

See Notes to Financial Statements

Principal denominated in U.S. Dollars, unless otherwise noted.

Investments in Derivatives

BRL

Brazilian Real

CLP

Chilean Peso

ETF

Exchange Traded Fund

EUR

Euro

IDR

Indonesian Rupiah

INR

Indian Rupee

LIBOR

London Interbank Offered Rate

M

Month

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

REIT

Real Estate Investment Trust

REMIC

Real Estate Mortgage Investment Conduit

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

TSFR6M

CME Term Secured Overnight Financing Rate 6 Month

UGX

Ugandan Shilling

UZS

Uzbekistani Som

ZAR

South African Rand

(a) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) For fair value measurement disclosure purposes, investment classified as Level 3.

(c) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.

(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 $2,320,194,590 or 20.5% 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 1.5% of Total Investments.

(h) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $37,698,642.

(i) When-issued or delayed delivery security.

(j) Principal amount for interest accrual purposes is periodically adjusted based on changes in the Consumer Price Index.

(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, 4.200% dated 9/30/25 to be repurchased at $422,659,304 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

0.625%–4.375% and maturity dates 10/31/29–5/15/30, valued at $431,062,401.

Futures Contracts - Long

Description

Number of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S. Treasury 5-Year Note

3,785

12/31/25

$

411,938,151

$

413,304,260

$

1,366,109

Forward Foreign Currency Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement Date

Unrealized

Appreciation

(Depreciation)

$

4,154,680

EUR

3,519,527

Bank of America, N.A.

10/10/25

$

19,983

$

1,498,498

EUR

1,274,847

Bank of America, N.A.

10/10/25

824

Total

$

20,807

Total unrealized appreciation on forward foreign currency contracts

$

20,807

Total unrealized depreciation on forward foreign currency contracts

$

–

EUR

Euro

Core Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

Credit Default Swaps - Centrally Cleared

PURCHASED

Counterparty

Reference

Entity

Fixed Rate

(Annualized)

Current Credit

Spread(a)

Fixed Rate

Payment

Frequency

Maturity

Date

Notional

Amount(b)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00%

Quarterly

06/20/30

$

50,000,000

$

4,069,888

$

2,761,241

$

1,308,647

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

15,000,000

1,216,800

$

1,018,306

198,494

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

65,000,000

5,272,799

$

5,062,743

210,056

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

30,000,000

2,441,933

$

1,866,302

575,631

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

25,000,000

2,034,944

$

1,563,319

471,625

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

15,000,000

1,220,966

$

882,236

338,730

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

20,000,000

1,622,400

$

1,321,377

301,023

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

24,000,000

1,946,880

$

1,760,528

186,352

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

22,000,000

1,784,640

$

1,427,296

357,344

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

12,000,000

973,440

$

800,208

173,232

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

20,000,000

1,622,400

$

1,479,056

143,344

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

20,000,000

1,622,400

$

1,435,270

187,130

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

120,000,000

9,713,400

$

9,477,000

236,400

Total

$

35,542,890

$

30,854,882

$

4,688,008

(a) The credit spread generally serves as an indication of the current status of the payment/performance risk and therefore the likelihood of default of the credit derivative. The credit spread also reflects the

cost of buying/selling protection and may include upfront payments required to be made to enter into a credit default swap contract. Higher credit spreads are indicative of higher likelihood of performance by

the seller of protection.

(b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs is defined under the terms of that

particular swap agreement. This amount may be reduced by any recoverable assets, if applicable.

SOLD

Counterparty

Reference

Entity

Fixed Rate

(Annualized)

Current Credit

Spread(a)

Fixed Rate

Payment

Frequency

Maturity

Date

Notional

Amount(b)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00%

Quarterly

06/20/30

$

70,000,000

$

(5,678,399)

$

(5,420,458)

$

(257,941)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000 5.00%

Quarterly

06/27/30

333,000,000

(27,195,310)

(17,670,366)

(9,524,944)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000 5.00%

Quarterly

06/20/30

35,000,000

(2,848,922)

(1,250,871)

(1,598,051)

Citigroup Global Markets,

Inc

CDX-NAHYS45V1-5Y

5.000 5.00%

Quarterly

12/20/30

120,000,000

(9,406,800)

(9,148,200)

(258,600)

Total

$

(45,129,431)

$

(33,489,895)

$

(11,639,536)

(a) The credit spread generally serves as an indication of the current status of the payment/performance risk and therefore the likelihood of default of the credit derivative. The credit spread also reflects the

cost of buying/selling protection and may include upfront payments required to be made to enter into a credit default swap contract. Higher credit spreads are indicative of higher likelihood of performance by

the seller of protection.

(b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs is defined under the terms of that

particular swap agreement. This amount may be reduced by any recoverable assets, if applicable.

Consolidated Portfolio of Investments September 30, 2025

Core Impact Bond

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 98.4%

BANK LOAN OBLIGATIONS - 0.6%

CAPITAL GOODS - 0.0%

$

450,366

(a),(b)

KDC Agribusiness Fairless Hills LLC

.000

%

09/17/25

$

TOTAL CAPITAL GOODS

COMMERCIAL & PROFESSIONAL SERVICES - 0.2%

13,696,527

(c) Liberty Tire Recycling Holdco, LLC, Term Loan, (TSFR1M + 4.500%)

.778

05/08/28

13,696,527

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

13,696,527

UTILITIES - 0.4%

6,126,064

(c) Constellation Renewables, LLC, Term Loan, (TSFR3M + 2.250%)

.449

12/15/27

6,124,165

14,459,897

(c) TerraForm Power Operating, LLC, Term Loan B, (TSFR3M + 2.000%)

.002

05/30/29

14,464,452

6,980,000

(c) Vistra Zero Operating Company, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

04/30/31

6,916,761

TOTAL UTILITIES

27,505,378

TOTAL BANK LOAN OBLIGATIONS

(Cost $41,435,829)

41,201,950

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE BONDS - 30.5%

AUTOMOBILES & COMPONENTS - 0.2%

10,650,000

Toyota Motor Credit Corp

.150

02/13/30

9,812,119

2,260,000

(d) ZF North America Capital, Inc

.875

04/14/28

2,291,267

4,980,000

(d) ZF North America Capital, Inc

.125

04/14/30

4,931,158

TOTAL AUTOMOBILES & COMPONENTS

17,034,544

BANKS - 5.0%

12,125,000

(e) Bank of America Corp

.625

N/A

12,615,929

10,000,000

Bank of Montreal

.803

12/15/32

9,822,888

8,875,000

Bank of Montreal

.700

05/26/84

9,404,917

15,125,000

Bank of Montreal

.875

11/26/85

15,393,227

8,225,000

(e) Bank of New York Mellon Corp

.300

N/A

8,462,217

16,750,000

Canadian Imperial Bank of Commerce

.950

01/28/85

16,985,911

10,075,000

Canadian Imperial Bank of Commerce

.000

10/28/85

10,345,967

12,375,000

CitiBank NA

.876

11/19/27

12,471,400

10,000,000

Credit Agricole Corporate & Investment Bank S.A.

.570

08/25/30

9,967,497

5,775,000

(d) Credit Agricole S.A.

.222

05/27/31

5,924,170

9,350,000

(d),(e),(f)

Credit Agricole S.A.

.125

N/A

9,548,192

7,025,000

Deutsche Bank AG.

.819

11/20/29

7,514,352

4,950,000

(d) Federation des Caisses Desjardins du Quebec

.147

11/27/28

5,131,207

9,125,000

(d) Federation des Caisses Desjardins du Quebec

.250

04/26/29

9,444,597

8,300,000

(d) Federation des Caisses Desjardins du Quebec

.565

08/26/30

8,345,915

10,050,000

HSBC Holdings plc

.240

05/13/31

10,341,960

4,650,000

HSBC Holdings plc

.741

09/10/36

4,744,446

12,500,000

ING Groep NV

.525

03/25/36

12,967,256

6,725,000

(e),(f)

ING Groep NV

.000

N/A

6,933,984

3,650,000

(d) Intesa Sanpaolo S.p.A

.625

06/20/33

4,017,631

13,800,000

(d) Intesa Sanpaolo S.p.A

.200

11/28/33

15,726,345

15,000,000

(d) Intesa Sanpaolo S.p.A

.800

11/28/53

18,532,910

18,250,000

JPMorgan Chase & Co

.070

10/22/27

18,612,891

12,575,000

JPMorgan Chase & Co

.571

04/22/28

12,849,653

4,500,000

JPMorgan Chase & Co

.766

04/22/35

4,794,242

6,575,000

JPMorgan Chase & Co

.576

07/23/36

6,816,184

12,475,000

(e) JPMorgan Chase & Co

.875

N/A

13,139,381

3,250,000

Lloyds Banking Group plc

.068

06/13/36

3,411,537

7,170,000

M&T Bank Corp

.833

01/16/29

7,258,783

7,750,000

Morgan Stanley Bank NA

.504

05/26/28

7,920,807

3,675,000

Morgan Stanley Private Bank NA

.734

07/18/31

3,729,880

3,700,000

(e),(f)

NatWest Group plc

.125

N/A

4,165,294

5,500,000

(d),(e),(f)

Nordea Bank Abp

.750

N/A

5,579,717

3,375,000

(d) Royal Bank of Canada

.050

09/14/26

3,285,130

10,000,000

(d) Royal Bank of Canada

.851

12/14/26

10,108,490

19,100,000

Royal Bank of Canada

.750

08/24/85

19,701,603

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 5.0%

(continued)

$

6,100,000

Santander UK Group Holdings plc

.136

%

09/22/36

$

6,043,133

TOTAL BANKS

352,059,643

CAPITAL GOODS - 0.3%

8,875,000

Air Lease Corp

.100

03/01/29

9,010,747

9,000,000

Conservation Fund

.474

12/15/29

8,481,537

6,200,000

(d) Siemens Funding BV

.200

05/28/35

6,428,591

TOTAL CAPITAL GOODS

23,920,875

COMMERCIAL & PROFESSIONAL SERVICES - 0.9%

9,500,000

Automatic Data Processing, Inc

.700

05/15/28

8,996,434

12,875,000

Automatic Data Processing, Inc

.250

09/01/30

11,270,583

8,200,000

Automatic Data Processing, Inc

.450

09/09/34

8,161,371

12,875,000

Capital Impact Partners

.335

08/01/30

13,117,199

16,750,000

Capital Impact Partners

.999

08/01/35

17,379,740

12,760,000

Rockefeller Foundation

.492

10/01/50

7,846,311

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

66,771,638

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.1%

5,525,000

Lowe's Cos, Inc

.800

09/15/41

4,000,505

5,300,000

Lowe's Cos, Inc

.750

07/01/53

5,349,005

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

9,349,510

CONSUMER DURABLES & APPAREL - 0.1%

5,270,000

Whirlpool Corp

.400

05/15/31

4,448,301

TOTAL CONSUMER DURABLES & APPAREL

4,448,301

CONSUMER SERVICES - 0.6%

1,250,000

Bush Foundation

.754

10/01/50

786,722

5,820,000

Enterprise Community Loan Fund, Inc

.152

11/01/28

5,736,512

2,250,000

Mary Free Bed Rehabilitation Hospital

.786

04/01/51

1,615,941

11,525,000

Massachusetts Higher Education Assistance Corp

.673

07/01/31

10,109,857

4,250,000

Massachusetts Institute of Technology

.959

07/01/38

3,931,402

9,500,000

Mather Foundation

.675

10/01/31

8,492,326

15,000

Salvation Army

.637

09/01/26

15,164

6,250,000

Salvation Army

.528

09/01/48

5,516,145

6,100,000

Starbucks Corp

.450

06/15/26

6,033,810

3,330,000

Trustees of Dartmouth College

.273

06/01/30

3,353,614

TOTAL CONSUMER SERVICES

45,591,493

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.8%

4,976,000

(d) Alimentation Couche-Tard, Inc

.625

05/13/51

3,609,993

10,625,000

SYSCO Corp

.750

01/17/29

11,108,649

12,150,000

SYSCO Corp

.400

02/15/30

11,241,005

6,100,000

SYSCO Corp

.100

09/23/30

6,289,102

6,000,000

SYSCO Corp

.400

03/23/35

6,200,425

20,525,000

Walmart, Inc

.800

09/22/31

18,108,264

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

56,557,438

ENERGY - 2.8%

12,300,000

(d) Amazon Conservation DAC

.034

01/16/42

12,699,750

13,588,000

Cheniere Energy Partners LP

.000

03/01/31

13,103,833

4,850,000

Cheniere Energy Partners LP

.950

06/30/33

5,134,198

14,500,000

(g) CIF Capital Markets Mechanism plc

.750

01/22/28

14,777,216

7,525,000

ConocoPhillips Co

.050

09/15/33

7,754,264

8,875,000

ConocoPhillips Co

.300

05/15/53

8,460,227

4,510,000

ConocoPhillips Co

.550

03/15/54

4,442,566

6,100,000

Diamondback Energy, Inc

.550

04/01/35

6,262,237

7,725,000

Equinor ASA

.375

05/22/30

7,147,790

13,750,000

Equinor ASA

.125

06/03/35

14,167,190

3,000,000

Equinor ASA

.950

05/15/43

2,551,002

9,110,000

Equinor ASA

.250

11/18/49

6,524,463

2,950,000

Kinder Morgan, Inc

.850

06/01/35

3,106,913

2,500,000

Magellan Midstream Partners LP

.950

03/01/50

1,840,371

6,725,000

MPLX LP

.500

06/01/34

6,853,387

5,000,000

(d) New York State Electric & Gas Corp

.650

08/15/28

5,195,145

2,000,000

(d) New York State Electric & Gas Corp

.850

08/15/33

2,130,318

2,025,000

Occidental Petroleum Corp

.050

10/01/54

1,976,009

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 2.8%

(continued)

$

6,800,000

(d) Raizen Fuels Finance S.A.

.950

%

03/05/54

$

6,255,206

7,875,000

TotalEnergies Capital S.A.

.724

09/10/34

7,927,528

4,350,000

TotalEnergies Capital S.A.

.488

04/05/54

4,302,470

14,025,000

TotalEnergies Capital S.A.

.275

09/10/54

13,472,665

10,550,000

TotalEnergies Capital S.A.

.638

04/05/64

10,511,005

10,850,000

TotalEnergies Capital S.A.

.425

09/10/64

10,447,048

3,000,000

Williams Cos, Inc

.300

08/15/28

3,093,117

15,000,000

Woodside Finance Ltd

.100

09/12/34

14,885,381

TOTAL ENERGY

195,021,299

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.0%

1,860,000

(d),(h)

Starwood Property Trust, Inc

.250

10/15/28

1,860,539

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

1,860,539

FINANCIAL SERVICES - 4.8%

13,900,000

(h) Bank of ,NV Scotia

.875

10/27/85

13,858,565

3,419,800

BB Blue Financing DAC

.395

09/20/29

3,328,974

10,000,000

BB Blue Financing DAC

.395

09/20/37

9,787,973

3,325,000

Brookfield Asset Management Ltd

.077

09/15/55

3,450,166

3,000,000

(d) Clearinghouse Community Development Financial Institution

.000

10/15/30

2,973,750

14,145,000

Community Preservation Corp

.867

02/01/30

13,153,401

1,500,000

Ford Foundation

.415

06/01/50

899,256

12,150,000

Ford Foundation

.815

06/01/70

7,015,797

11,180,000

(d) GPS Blue Financing DAC

.645

11/09/41

11,103,976

20,500,000

HA Sustainable Infrastructure Capital, Inc

.150

01/15/31

21,059,146

17,863,000

HA Sustainable Infrastructure Capital, Inc

.375

07/01/34

18,179,662

9,900,000

HA Sustainable Infrastructure Capital, Inc

.750

07/15/35

10,205,261

750,000

(d) HAT Holdings I LLC

.375

06/15/26

742,672

3,000,000

(d),(i)

HAT Holdings I LLC

.750

09/15/30

2,767,152

1,772,740

HNA LLC

.369

09/18/27

1,723,997

5,000,000

(c) International Finance Corp, (SOFR Compounded Index + 0.270%)

.570

07/30/27

5,002,648

6,935,000

Kreditanstalt fuer Wiederaufbau

.375

02/28/34

7,076,579

4,500,000

Low Income Investment Fund

.386

07/01/26

4,431,245

10,000,000

Low Income Investment Fund

.711

07/01/29

9,624,096

7,725,000

Mastercard, Inc

.900

03/15/31

6,880,463

2,500,000

National Rural Utilities Cooperative Finance Corp

.350

03/15/31

2,134,638

6,500,000

National Rural Utilities Cooperative Finance Corp

.150

12/15/32

6,338,805

1,925,000

NHP Foundation

.850

12/01/28

2,011,009

4,850,000

NHP Foundation

.000

12/01/33

5,235,866

885,000

Private Export Funding Corp

.400

07/15/28

826,224

10,245,000

Private Export Funding Corp

.300

12/15/28

10,350,263

12,255,000

Private Export Funding Corp

.600

02/15/34

12,348,234

5,000,000

Reinvestment Fund, Inc

.513

11/01/25

4,985,767

5,000,000

Reinvestment Fund, Inc

.880

02/15/27

4,791,574

2,200,000

(d) Siemens Funding BV

.800

05/28/55

2,360,582

11,350,000

(d) Societe Generale S.A.

.439

10/03/36

11,320,600

13,175,000

(d) Starwood Property Trust, Inc

.000

04/15/30

13,375,247

6,466,083

Thirax LLC

.462

03/07/33

5,787,769

9,375,000

(d) UBS Group AG.

.617

09/13/30

9,791,438

9,950,000

(d) UBS Group AG.

.301

09/22/34

10,864,169

5,700,000

(d),(e),(f)

UBS Group AG.

.000

N/A

5,810,745

3,375,000

(d),(e),(f)

UBS Group AG.

.250

N/A

4,019,176

4,050,000

(d),(e),(f)

UBS Group AG.

.250

N/A

4,461,132

10,000,000

Visa, Inc

.100

02/15/31

8,616,871

257,912

Washington Aircraft Co DAC

.637

09/15/26

254,943

5,046,653

(d) WLB Asset II C Pte Ltd

.900

12/23/25

4,985,186

10,000,000

(d) WLB Asset II D Pte Ltd

.500

12/21/26

9,637,030

9,750,000

(d) WLB Asset VI Pte Ltd

.250

12/21/27

10,183,387

4,640,000

(d) WLB Asset VII Pte Ltd

.880

07/30/29

4,677,575

18,375,000

(d) Wynnton Funding Trust

.251

08/15/35

18,525,917

9,300,000

(d) Wynnton Funding Trust II

.991

08/15/55

9,546,007

TOTAL FINANCIAL SERVICES

336,504,933

FOOD, BEVERAGE & TOBACCO - 0.7%

3,725,000

Campbell Soup Co

.200

03/21/29

3,825,004

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD, BEVERAGE & TOBACCO - 0.7%

(continued)

$

11,825,000

(d) Mars, Inc

.650

%

04/20/31

$

11,999,775

7,000,000

(d) NBM US Holdings, Inc

.625

08/06/29

7,087,484

12,500,000

PepsiCo, Inc

.900

07/18/32

12,207,180

20,310,000

PepsiCo, Inc

.875

10/15/49

13,629,962

TOTAL FOOD, BEVERAGE & TOBACCO

48,749,405

HEALTH CARE EQUIPMENT & SERVICES - 0.4%

14,625,000

(g) International Finance Facility for Immunisation Co

.125

10/29/27

14,723,693

19,025,000

Kaiser Foundation Hospitals

.810

06/01/41

14,071,446

3,350,000

Seattle Children's Hospital

.719

10/01/50

2,110,377

TOTAL HEALTH CARE EQUIPMENT & SERVICES

30,905,516

HOUSEHOLD & PERSONAL PRODUCTS - 0.9%

3,825,000

Ecolab, Inc

.300

06/15/28

3,855,490

5,300,000

Procter & Gamble Co

.000

03/25/30

5,086,125

12,125,000

Procter & Gamble Co

.200

10/29/30

10,611,294

10,875,000

Procter & Gamble Co

.550

01/29/34

11,036,232

9,500,000

Unilever Capital Corp

.875

09/08/28

9,761,242

6,125,000

Unilever Capital Corp

.375

09/14/30

5,401,220

11,600,000

Unilever Capital Corp

.625

08/12/34

11,657,002

9,425,000

Unilever Capital Corp

.625

08/12/51

5,948,822

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

63,357,427

INSURANCE - 1.2%

7,850,000

(d) 200 Park Funding Trust

.740

02/15/55

7,950,158

12,075,000

(d) Five Corners Funding Trust II

.850

05/15/30

11,310,941

5,400,000

MetLife, Inc

.350

03/15/55

5,737,316

11,400,000

(d) Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen

.875

05/23/42

11,894,277

15,100,000

(d) Omnis Funding Trust

.722

05/15/55

16,287,584

EUR

5,300,000

(g) Pacific Life Global Funding II

.125

06/18/31

6,232,474

9,850,000

Prudential Financial, Inc

.200

03/14/35

10,124,989

3,000,000

Travelers Cos, Inc

.050

07/24/35

3,053,465

2,650,000

Travelers Cos, Inc

.700

07/24/55

2,744,377

11,135,000

(d) USAA Capital Corp

.125

05/01/30

10,199,887

TOTAL INSURANCE

85,535,468

MATERIALS - 1.0%

10,500,000

Air Products and Chemicals, Inc

.800

03/03/33

10,709,917

2,645,000

(d) Alcoa Nederland Holding BV

.125

03/15/31

2,780,376

10,000,000

Amcor Group Finance plc

.450

05/23/29

10,331,821

7,000,000

(i) Dow Chemical Co

.150

02/15/34

7,019,629

8,000,000

Dow Chemical Co

.600

02/15/54

7,239,164

10,750,000

(d) FMG Resources August 2006 Pty Ltd

.125

04/15/32

11,108,545

3,775,000

(d) LD Celulose International GmbH

.950

01/26/32

3,991,149

11,125,000

Nutrien Ltd

.400

06/21/34

11,455,607

3,970,100

(d) Star Energy Geothermal Wayang Windu Ltd

.750

04/24/33

4,104,091

TOTAL MATERIALS

68,740,299

MEDIA & ENTERTAINMENT - 0.4%

5,500,000

Alphabet, Inc

.100

08/15/30

4,816,960

10,275,000

Asian Infrastructure Investment Bank

.500

01/16/30

10,571,127

12,000,000

Comcast Corp

.650

02/15/33

12,053,203

TOTAL MEDIA & ENTERTAINMENT

27,441,290

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.5%

2,350,000

Eli Lilly & Co

.550

10/15/55

2,417,580

2,450,000

Eli Lilly & Co

.650

10/15/65

2,529,721

13,250,000

Johnson & Johnson

.900

06/01/31

13,811,990

7,399,000

Johnson & Johnson

.100

09/01/40

5,216,032

8,300,000

Johnson & Johnson

.250

09/01/50

4,993,741

2,500,000

Pfizer, Inc

.625

04/01/30

2,344,486

5,400,000

Pfizer, Inc

.750

08/18/31

4,731,473

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

36,045,023

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.3%

4,000,000

Bridge Housing Corp

.250

07/15/30

3,749,490

8,000,000

National Community Renaissance of California

.270

12/01/32

7,034,299

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.3%

(continued)

$

9,775,000

Preservation Of Affordable Housing, Inc

.479

%

12/01/32

$

9,203,016

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

19,986,805

TECHNOLOGY HARDWARE & EQUIPMENT - 0.2%

11,850,000

Apple, Inc

.000

06/20/27

11,707,426

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

11,707,426

TELECOMMUNICATION SERVICES - 0.2%

7,250,000

(d) Central American Bank for Economic Integration

.750

01/24/28

7,366,437

8,175,000

(d) Turkcell Iletisim Hizmetleri AS.

.650

01/24/32

8,545,946

TOTAL TELECOMMUNICATION SERVICES

15,912,383

TRANSPORTATION - 0.3%

1,869,412

(d) Air Canada 2015-, Cl A Pass Through Trust

.600

03/15/27

1,841,054

6,603,614

(d) Air Canada 2015-2 Class AA Pass Through Trust

.750

12/15/27

6,470,853

4,834,456

(d) Air Canada Pass Through Trust

.300

01/15/30

4,577,704

6,000,000

Norfolk Southern Corp

.300

05/15/31

5,416,271

TOTAL TRANSPORTATION

18,305,882

UTILITIES - 8.8%

5,550,000

(g) Abu Dhabi Future Energy Co Pjsc Masdar

.875

05/21/30

5,663,316

2,000,000

AES Corp

.450

01/15/31

1,791,083

1,000,000

AES Corp

.600

01/15/55

1,035,856

4,950,000

(d) AIB Group plc

.320

05/15/31

5,096,380

6,725,000

Algonquin Power & Utilities Corp

.365

06/15/26

6,773,367

3,325,000

(d) AltaGas Ltd

.200

10/15/54

3,439,423

12,350,000

Ameren Illinois Co

.900

06/15/51

7,967,427

9,500,000

American Water Capital Corp

.250

03/01/35

9,743,630

5,750,000

American Water Capital Corp

.700

09/01/55

5,840,037

4,500,000

Atlantic City Electric Co

.300

03/15/31

4,037,967

10,000,000

Avangrid, Inc

.800

06/01/29

9,817,042

CAD

4,125,000

(g) Brookfield Renewable Partners ULC

.542

10/12/35

2,991,240

7,050,000

(d) Brooklyn Union Gas Co

.632

08/05/27

7,100,184

10,000,000

(d) Brooklyn Union Gas Co

.866

08/05/32

9,875,712

EUR

4,400,000

(g) California Buyer Ltd

.625

02/15/32

5,374,729

6,940,000

(d) California Buyer Ltd

.375

02/15/32

7,113,021

3,850,000

(d) Colbun S.A.

.150

01/19/32

3,514,106

2,000,000

(d) Comision Federal de Electricidad

.450

01/24/35

2,039,478

14,500,000

Commonwealth Edison Co

.750

09/01/51

9,012,898

5,600,000

Connecticut Light and Power Co

.650

01/01/29

5,701,735

6,475,000

(d) Consorcio Transmantaro SA

.700

04/16/34

6,395,402

4,200,000

Consumers Energy Co

.600

05/30/29

4,263,904

12,797,949

(d) Continental Wind LLC

.000

02/28/33

13,110,687

2,250,000

(d) ContourGlobal Power Holdings S.A.

.750

02/28/30

2,337,165

6,938,000

Dominion Energy, Inc

.250

08/15/31

6,139,807

11,750,000

Dominion Energy, Inc

.000

06/01/54

12,740,372

16,725,000

DTE Electric Co

.900

04/01/28

15,908,261

9,025,000

DTE Electric Co

.250

04/01/51

6,345,217

2,250,000

DTE Electric Co

.650

03/01/52

1,682,556

3,688,000

Duke Energy Carolinas LLC

.850

03/15/32

3,361,613

10,000,000

Duke Energy Florida LLC

.500

12/01/29

9,394,542

6,000,000

Duke Energy Florida LLC

.400

12/15/31

5,393,345

10,000,000

Duke Energy Florida LLC

.000

12/15/51

6,541,339

1,000,000

Duke Energy Progress LLC

.450

03/15/29

980,044

6,375,000

Florida Power & Light Co

.625

05/15/30

6,492,408

6,250,000

Georgia Power Co

.250

03/15/51

4,368,889

2,700,000

Georgia Power Co

.125

05/15/52

2,574,872

12,100,000

(d) International Development Association

.375

11/27/29

12,372,038

13,375,000

(d) International Development Association

.000

06/11/30

13,469,657

5,375,000

(d) International Development Association

.875

09/17/32

5,326,044

2,375,000

(d) International Development Association

.500

02/12/35

2,423,036

13,250,000

(d) Liberty Utilities Finance GP

.050

09/15/30

11,824,068

2,498,000

(d) Massachusetts Electric Co

.729

11/24/30

2,171,777

6,875,000

MidAmerican Energy Co

.100

05/01/27

6,791,661

5,000,000

MidAmerican Energy Co

.350

01/15/34

5,221,750

200,000

National Fuel Gas Co

.950

09/15/27

198,829

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 8.8%

(continued)

$

11,274,000

National Fuel Gas Co

.950

%

03/01/31

$

10,287,133

3,375,000

National Fuel Gas Co

.950

03/15/35

3,519,661

12,250,000

(d) New York State Electric & Gas Corp

.150

10/01/31

10,651,254

10,875,000

(d) New York State Electric & Gas Corp

.050

08/15/35

10,936,617

6,275,000

NextEra Energy Capital Holdings, Inc

.750

06/15/54

6,743,937

2,034,000

(d),(i)

NextEra Energy Operating Partners LP

.250

01/15/29

2,088,357

11,750,000

(d) Niagara Mohawk Power Corp

.960

06/27/30

10,576,449

6,700,000

Northern States Power Co

.900

03/01/50

4,497,376

7,050,000

Northern States Power Co

.200

04/01/52

4,957,219

8,125,000

Northern States Power Co

.400

03/15/54

8,055,096

5,250,000

Northwest Natural Gas Co

.078

12/01/51

3,313,654

6,003,000

Oncor Electric Delivery Co LLC

.550

10/01/25

6,003,000

1,763,000

Oncor Electric Delivery Co LLC

.150

06/01/32

1,724,073

20,743,000

Pacific Gas and Electric Co

.700

04/01/53

22,180,981

5,512,008

PG&E Recovery Funding LLC

.838

06/01/33

5,611,087

11,375,000

PG&E Recovery Funding LLC

.231

06/01/42

11,634,026

6,750,000

PG&E Recovery Funding LLC

.529

06/01/49

6,689,603

7,075,000

Piedmont Natural Gas Co, Inc

.350

06/01/50

4,887,924

1,900,000

PPL Electric Utilities Corp

.850

02/15/34

1,921,718

10,600,000

Public Service Co of Colorado

.750

05/15/54

10,803,416

2,500,000

Public Service Co of Oklahoma

.200

08/15/31

2,201,325

2,500,000

Public Service Electric and Gas Co

.650

03/15/33

2,513,143

6,150,000

Public Service Electric and Gas Co

.200

08/01/49

4,325,200

10,000,000

(d) RWE Finance US LLC

.250

04/16/54

10,376,438

19,750,000

(d) RWE Finance US LLC

.875

09/18/55

19,513,473

4,175,000

San Diego Gas & Electric Co

.950

08/15/28

4,276,396

15,000,000

San Diego Gas & Electric Co

.950

08/15/51

9,780,431

1,801,527

SCE Recovery Funding LLC

.977

11/15/28

1,741,532

7,100,000

SCE Recovery Funding LLC

.943

11/15/42

5,885,426

2,640,000

SCE Recovery Funding LLC

.240

11/15/46

1,878,886

3,979,059

(d) Solar Star Funding LLC

.950

06/30/35

3,808,846

8,118,793

(d) Solar Star Funding LLC

.375

06/30/35

8,353,460

8,430,000

Southern California Edison Co

.750

02/01/32

7,412,513

8,325,000

Southern California Edison Co

.200

06/01/34

8,275,192

1,000,000

Southern California Edison Co

.650

06/01/51

691,135

5,000,000

Southern California Edison Co

.450

02/01/52

3,324,759

7,000,000

Southwestern Electric Power Co

.250

11/01/51

4,663,834

18,529,000

Southwestern Public Service Co

.150

05/01/50

12,499,563

1,270,000

(b),(d)

Sunnova Energy Corp

.875

09/01/26

3,175

15,573,700

(d) Sweihan PV Power Co PJSC

.625

01/31/49

13,206,498

2,000,000

(d) TerraForm Power Operating LLC

.000

01/31/28

1,985,566

6,128,060

(d) Topaz Solar Farms LLC

.875

09/30/39

5,362,053

14,604,125

(d) Topaz Solar Farms LLC

.750

09/30/39

14,803,763

5,479,038

(d) UEP Penonome II S.A.

.500

10/01/38

4,890,754

10,000,000

Union Electric Co

.150

03/15/32

8,713,425

16,400,000

Union Electric Co

.625

03/15/51

10,112,377

6,425,000

(d),(e)

Vistra Corp

.000

N/A

6,523,110

12,250,000

Zions Bancorp NA

.704

08/18/28

12,288,071

TOTAL UTILITIES

618,250,839

TOTAL CORPORATE BONDS

(Cost $2,213,874,876)

2,154,057,976

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 55.3%

AGENCY SECURITIES - 1.8%

11,302,621

Crowley Conro LLC

.181

08/15/43

10,344,402

105,800

Ethiopian Leasing LLC

.566

08/14/26

103,962

25,000,000

Federal Home Loan Mortgage Corp

.540

08/17/35

19,204,091

9,000,000

Federal National Mortgage Association

.625

08/24/35

6,924,423

890,000

(c) Housing and Urban Development Corp Ltd, (LIBOR 6 M + 0.035%)

.717

09/15/30

888,106

7,099,000

Private Export Funding Corp

.900

10/15/27

7,113,413

18,286,072

Thirax LLC

.968

01/14/33

16,142,741

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY SECURITIES

(continued)

$

2,945,393

Thirax 2 LLC

.320

%

01/22/34

$

2,697,149

3,410,000

Tote Shipholdings LLC

.400

10/16/40

3,015,533

2,195,000

Tote Shipholdings LLC

.450

01/22/41

1,939,628

1,775,000

United States International Development Finance Corp

.440

04/15/28

1,689,929

1,000,000

United States International Development Finance Corp

.650

04/15/28

956,259

1,012,520

United States International Development Finance Corp

.050

10/15/29

956,460

3,283,848

United States International Development Finance Corp

.790

10/15/29

3,145,837

8,209,619

United States International Development Finance Corp

.360

10/15/29

7,944,122

1,009,800

United States International Development Finance Corp

.140

05/15/30

1,007,976

3,505,555

United States International Development Finance Corp

.670

07/15/38

2,904,337

8,152,455

United States International Development Finance Corp

.290

07/15/38

7,021,592

4,483,850

United States International Development Finance Corp

.450

07/15/38

3,899,818

3,726,000

US Department of Housing and Urban Development (HUD)

.870

08/01/27

3,658,716

390,000

US Department of Housing and Urban Development (HUD)

.380

08/01/27

391,459

7,675,000

US Department of Housing and Urban Development (HUD)

.985

08/01/28

7,472,310

1,931,000

US Department of Housing and Urban Development (HUD)

.185

08/01/29

1,865,063

1,750,000

US Department of Housing and Urban Development (HUD)

.585

08/01/37

1,565,551

333,333

VCM Lease S.A.

.516

09/28/27

326,023

3,350,000

Vessel Management Services, Inc

.432

08/15/36

2,992,289

6,567,000

Vessel Management Services, Inc

.477

01/16/37

5,847,233

TOTAL AGENCY SECURITIES

122,018,422

FOREIGN GOVERNMENT BONDS - 7.8%

2,000,000

African Development Bank

.125

02/25/27

2,009,202

6,100,000

African Development Bank

.500

09/18/29

6,044,616

12,500,000

African Development Bank

.750

08/07/74

12,574,037

10,400,000

(g) Agence Francaise de Developpement EPIC

.875

01/16/30

10,731,616

11,850,000

(d) Arab Petroleum Investments Corp

.483

10/06/26

11,520,096

16,500,000

(d) Arab Petroleum Investments Corp

.428

05/02/29

17,160,581

12,694,000

Asian Development Bank

.125

09/26/28

12,493,679

10,000,000

Asian Development Bank

.875

06/14/33

9,887,124

5,375,000

Asian Infrastructure Investment Bank

.875

09/14/26

5,426,494

8,000,000

Asian Infrastructure Investment Bank

.125

01/18/29

8,109,528

5,000,000

Asian Infrastructure Investment Bank

.250

03/13/34

5,052,503

EUR

7,925,000

(d) Banque Ouest Africaine de Developpement

.750

01/22/33

8,043,438

17,250,000

(d) BNG Bank NV

.500

05/19/28

17,148,450

950,000

(d) Caisse d'Amortissement de la Dette Sociale

.375

01/20/31

829,238

5,000,000

(d) Caisse d'Amortissement de la Dette Sociale

.125

01/26/32

4,444,459

5,795,000

Canada Government International Bond

.750

04/26/28

5,808,801

13,600,000

Canada Government International Bond

.000

03/18/30

13,738,358

1,148,058

Canal Barge Co, Inc

.500

11/12/34

1,138,402

1,455,000

Central American Bank for Economic Integration

.000

02/09/26

1,458,266

8,025,000

Colombia Government International Bond

.000

11/14/35

8,610,825

725,000

(d) Dominican Republic International Bond

.600

06/01/36

758,713

3,725,000

European Investment Bank

.625

10/21/27

3,503,013

3,750,000

European Investment Bank

.250

11/15/27

3,719,248

10,500,000

European Investment Bank

.625

10/09/29

9,689,203

11,279,000

European Investment Bank

.750

09/23/30

9,737,815

11,250,000

Export Development Canada

.750

09/07/27

11,266,051

13,050,000

Export Development Canada

.875

02/14/28

13,107,357

10,000,000

Export Development Canada

.125

02/13/29

10,132,349

11,400,000

Export Development Canada

.000

06/20/30

11,504,147

17,425,000

Export Development Canada

.750

06/05/34

18,220,513

4,500,000

Inter-American Development Bank

.500

05/15/26

4,515,265

2,500,000

Inter-American Development Bank

.125

01/13/31

2,178,455

12,250,000

(i) Inter-American Development Bank

.500

04/12/33

11,790,489

17,500,000

Inter-American Investment Corp

.126

02/15/28

17,630,606

18,000,000

International Bank for Reconstruction & Development

.000

03/31/27

17,609,310

5,000,000

(a) International Bank for Reconstruction & Development

.000

03/31/28

4,915,840

28,500,000

International Bank for Reconstruction & Development

.745

07/31/33

29,085,105

2,900,000

International Bank for Reconstruction & Development

.750

05/31/36

2,408,361

5,000,000

(d) International Development Association

.875

04/28/26

4,912,210

5,000,000

International Finance Corp

.750

03/16/26

5,009,275

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

4,575,000

International Finance Corp

.126

%

04/07/26

$

4,531,669

9,893,000

International Finance Facility for Immunisation Co

.000

04/21/26

9,728,642

2,500,000

Japan Bank for International Cooperation

.625

01/20/27

2,429,756

3,250,000

Japan Bank for International Cooperation

.375

10/05/27

3,285,855

3,940,000

Japan International Cooperation Agency

.250

05/22/30

3,988,194

8,750,000

Japan International Cooperation Agency

.750

04/28/31

7,742,134

4,175,000

(d) Kommuninvest I Sverige AB

.625

09/29/28

4,283,532

7,250,000

(d) Korea Electric Power Corp

.875

01/31/27

7,316,899

6,086,000

Kreditanstalt fuer Wiederaufbau

.750

09/30/30

5,254,958

13,250,000

Landwirtschaftliche Rentenbank

.875

09/03/30

11,536,112

12,375,000

(d) Nederlandse Waterschapsbank NV

.000

06/01/28

12,452,597

5,450,000

(d) Nederlandse Waterschapsbank NV

.375

02/28/29

5,554,642

10,250,000

(d) Nederlandse Waterschapsbank NV

.500

01/16/30

10,521,154

18,415,000

OMERS Finance Trust

.500

04/19/32

17,654,150

7,666,000

(d) OMERS Finance Trust

.500

04/19/32

7,349,265

3,825,000

(d) OMERS Finance Trust

.000

04/19/52

2,997,707

1,250,000

OPEC Fund for International Development

.500

01/26/26

1,250,750

8,750,000

(d) OPEC Fund for International Development

.500

01/26/26

8,755,247

9,750,000

Province of Ontario Canada

.125

10/07/30

8,521,021

11,750,000

Province of Ontario Canada

.050

04/24/34

12,325,896

5,450,000

Province of Ontario Canada

.850

06/11/35

5,609,712

5,000,000

Province of Quebec Canada

.750

04/12/27

4,923,886

10,625,000

Province of Quebec Canada

.500

09/08/33

10,758,348

10,500,000

Province of Quebec Canada

.250

09/05/34

10,390,216

10,750,000

Republic of Italy Government International Bond

.000

10/17/49

8,085,613

5,950,000

(d) Serbia International Bond

.000

06/12/34

6,200,499

4,250,000

Seychelles International Bond

.500

10/11/28

4,080,327

TOTAL FOREIGN GOVERNMENT BONDS

551,451,819

MORTGAGE BACKED - 26.7%

1,900,000

(c),(d)

Angel Oak Mortgage Trust

.837

11/25/66

1,396,653

46,620

(c) CHL Mortgage Pass-Through Trust

.452

11/20/34

44,948

39,587,076

(c),(d)

Citigroup Mortgage Loan Trust

.153

02/25/52

354,023

4,435,538

(c),(d)

Citigroup Mortgage Loan Trust

.250

02/25/52

61,658

6,400,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

03/25/42

6,579,226

14,777,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 4.650%)

.006

06/25/42

15,641,750

2,755,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.350%)

.706

01/25/43

2,878,682

3,105,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

05/25/43

3,277,817

2,885,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 5.350%)

.706

05/25/43

3,153,326

11,256,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

06/25/43

11,706,265

3,805,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 2.700%)

.056

07/25/43

3,935,579

4,390,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.900%)

.188

07/25/43

4,626,060

1,200,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 5.900%)

.256

07/25/43

1,296,683

3,550,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

10/25/43

3,712,843

2,225,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 1.800%)

.150

02/25/44

2,246,455

6,984

Fannie Mae Pool

.500

07/01/26

6,943

146,698

Fannie Mae Pool

.500

05/01/32

145,065

96,424

Fannie Mae Pool

.500

11/01/38

100,095

2,657,605

Fannie Mae Pool

.000

05/01/40

2,474,469

731,763

Fannie Mae Pool

.500

05/01/40

699,752

185,092

Fannie Mae Pool

.000

09/01/40

189,554

1,007,551

Fannie Mae Pool

.000

09/01/42

981,172

30,896,173

Fannie Mae Pool

.000

05/01/44

29,972,390

35,532

Fannie Mae Pool

.500

06/01/44

35,179

191,167

Fannie Mae Pool

.500

06/01/44

189,268

79,317

Fannie Mae Pool

.500

08/01/44

78,528

160,496

Fannie Mae Pool

.500

11/01/44

158,901

8,840

Fannie Mae Pool

.000

11/01/44

9,057

464,625

Fannie Mae Pool

.000

01/01/45

452,464

158,445

Fannie Mae Pool

.500

03/01/45

156,870

466,737

Fannie Mae Pool

.500

01/01/46

438,788

529,850

Fannie Mae Pool

.000

04/01/46

508,762

671,714

Fannie Mae Pool

.500

06/01/46

629,851

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

964,713

Fannie Mae Pool

.500

%

07/01/46

$

905,024

1,285,109

Fannie Mae Pool

.500

07/01/46

1,212,346

1,413,923

Fannie Mae Pool

.500

08/01/46

1,325,169

1,979,015

Fannie Mae Pool

.000

10/01/46

1,746,810

97,480

Fannie Mae Pool

.500

05/01/47

97,564

336,139

Fannie Mae Pool

.000

10/01/47

323,153

3,167,221

Fannie Mae Pool

.500

11/01/47

2,984,266

191,157

Fannie Mae Pool

.500

11/01/47

189,026

120,903

Fannie Mae Pool

.500

01/01/48

113,104

696,552

Fannie Mae Pool

.500

01/01/48

688,475

173,598

Fannie Mae Pool

.500

02/01/48

171,585

460,245

Fannie Mae Pool

.500

05/01/48

454,908

300,297

Fannie Mae Pool

.500

05/01/48

296,815

8,187,967

Fannie Mae Pool

.500

10/01/48

8,256,540

11,625,182

Fannie Mae Pool

.000

07/01/50

10,440,914

4,544,542

Fannie Mae Pool

.500

08/01/51

3,877,720

1,714,890

Fannie Mae Pool

.000

09/01/51

1,534,112

4,642,932

Fannie Mae Pool

.500

12/01/51

3,946,527

2,481,884

Fannie Mae Pool

.500

01/01/52

2,098,887

5,979,905

Fannie Mae Pool

.500

02/01/52

5,533,274

33,781,120

Fannie Mae Pool

.000

04/01/52

29,759,077

2,411,025

Fannie Mae Pool

.500

05/01/52

2,206,711

17,817,921

Fannie Mae Pool

.000

05/01/52

16,837,314

11,299,089

Fannie Mae Pool

.500

06/01/52

10,363,639

25,251,628

Fannie Mae Pool

.500

06/01/52

23,150,913

44,125,747

Fannie Mae Pool

.000

06/01/52

41,797,424

3,553,169

Fannie Mae Pool

.500

06/01/52

3,465,721

16,078,477

Fannie Mae Pool

.000

07/01/52

15,196,049

3,364,287

Fannie Mae Pool

.500

07/01/52

3,280,443

19,898,394

Fannie Mae Pool

.000

08/01/52

18,806,319

30,467,436

Fannie Mae Pool

.500

08/01/52

29,692,380

14,752,308

Fannie Mae Pool

.000

08/01/52

14,703,111

69,902,408

Fannie Mae Pool

.000

09/01/52

66,119,658

133,036,120

Fannie Mae Pool

.500

09/01/52

129,651,825

7,913,665

Fannie Mae Pool

.000

09/01/52

7,887,273

7,922,503

Fannie Mae Pool

.500

10/01/52

7,725,871

36,383,895

Fannie Mae Pool

.000

10/01/52

36,258,807

38,635,046

Fannie Mae Pool

.500

11/01/52

37,640,272

5,297,019

Fannie Mae Pool

.500

12/01/52

5,372,123

109,882

Fannie Mae Pool

.000

01/01/53

109,550

27,672,923

Fannie Mae Pool

.000

02/01/53

27,574,929

16,559,754

Fannie Mae Pool

.000

02/01/53

16,967,766

13,094,190

Fannie Mae Pool

.000

03/01/53

13,438,966

22,868,230

Fannie Mae Pool

.000

04/01/53

22,784,892

6,195,641

Fannie Mae Pool

.000

06/01/53

6,210,620

43,100,148

Fannie Mae Pool

.500

06/01/53

43,613,248

11,870,326

Fannie Mae Pool

.500

07/01/53

11,553,635

7,995,432

Fannie Mae Pool

.000

07/01/53

7,952,677

13,926,633

Fannie Mae Pool

.000

08/01/53

13,865,112

23,970,538

Fannie Mae Pool

.500

08/01/53

24,206,661

99,483,529

Fannie Mae Pool

.500

10/01/53

100,608,581

28,694,272

Fannie Mae Pool

.000

11/01/53

29,377,932

490,697

Fannie Mae Pool

.000

01/01/54

502,097

12,668,709

Fannie Mae Pool

.000

02/01/54

11,973,404

1,104,478

Fannie Mae Pool

.500

04/01/54

1,115,302

44,285,646

Fannie Mae Pool

.500

05/01/54

44,719,644

246,231

Fannie Mae Pool

.000

06/01/54

251,695

63,189,024

Fannie Mae Pool

.500

10/01/54

63,757,296

461,802

(c) Fannie Mae REMICS, (SOFR30A + 5.836%)

.479

09/25/43

49,060

3,287,790

Fannie Mae REMICS

.500

02/25/48

2,949,219

2,450,255

Fannie Mae REMICS

.000

07/25/48

2,339,223

3,739,639

Fannie Mae REMICS

.000

08/25/50

475,447

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

4,934,818

Fannie Mae REMICS

.000

%

10/25/50

$

3,490,071

10,044,299

Fannie Mae REMICS

.500

11/25/50

1,401,331

3,625,272

Fannie Mae REMICS

.000

12/25/50

621,706

3,586,340

Fannie Mae REMICS

.000

02/25/51

598,776

4,035,212

Fannie Mae REMICS

.500

11/25/51

453,487

9,459,084

Fannie Mae REMICS

.500

04/25/52

7,384,939

1,973,740

Fannie Mae REMICS

.000

05/25/52

1,612,909

5,802,954

Fannie Mae REMICS

.500

07/25/52

5,271,613

2,490,142

Fannie Mae REMICS

.500

08/25/52

2,168,577

1,888,819

Fannie Mae REMICS

.000

09/25/52

1,667,397

2,150,090

Fannie Mae REMICS

.000

09/25/52

1,906,507

1,830,797

Fannie Mae REMICS

.500

10/25/52

1,745,212

2,088,252

Fannie Mae REMICS

.500

10/25/52

2,009,638

3,550,048

Fannie Mae REMICS

.500

11/25/52

3,618,907

2,686,735

(c) Fannie Mae-Aces

.982

02/25/27

2,648,804

7,892,924

(c) Fannie Mae-Aces

.421

06/25/28

7,778,502

8,250,000

(c) Fannie Mae-Aces

.517

11/25/30

7,238,635

15,500,000

(c) Fannie Mae-Aces

.286

01/25/31

13,452,686

7,832,194

Federal National Mortgage Association (FNMA)

.500

02/01/52

6,618,781

60,334

Freddie Mac Gold Pool

.000

06/01/36

61,831

62,500

Freddie Mac Gold Pool

.000

06/01/42

60,937

61,745

Freddie Mac Gold Pool

.500

02/01/44

61,510

520,402

Freddie Mac Gold Pool

.000

08/01/44

534,194

107,199

Freddie Mac Gold Pool

.500

04/01/45

101,088

2,264,915

Freddie Mac Gold Pool

.500

08/01/45

2,135,803

1,325,939

Freddie Mac Gold Pool

.500

02/01/47

1,238,277

17,082

Freddie Mac Gold Pool

.000

04/01/47

15,455

132,076

Freddie Mac Gold Pool

.500

06/01/47

130,921

216,038

Freddie Mac Gold Pool

.000

09/01/47

207,691

50,705

Freddie Mac Gold Pool

.500

12/01/47

47,523

1,030,922

Freddie Mac Gold Pool

.500

08/01/48

1,020,205

5,131,178

Freddie Mac Pool

.310

12/01/31

4,605,839

6,780,573

Freddie Mac Pool

.740

06/01/37

6,201,022

2,229,655

Freddie Mac Pool

.400

12/01/37

1,987,086

5,646,500

Freddie Mac Pool

.300

12/01/37

5,430,252

1,810,959

Freddie Mac Pool

.500

03/01/38

1,640,888

640,000

Freddie Mac Pool

.330

05/01/38

617,173

3,132,240

Freddie Mac Pool

.970

07/01/38

2,658,598

3,357,411

Freddie Mac Pool

.550

07/01/38

3,284,016

5,775,000

Freddie Mac Pool

.500

10/01/38

5,135,593

393,884

Freddie Mac Pool

.160

11/01/38

339,122

1,853,500

Freddie Mac Pool

.910

01/01/39

1,709,792

2,293,500

Freddie Mac Pool

.750

12/01/39

2,289,386

3,329,682

Freddie Mac Pool

.000

01/01/41

2,752,520

752,816

Freddie Mac Pool

.250

09/01/42

718,493

4,212,657

Freddie Mac Pool

.500

11/01/51

3,570,213

6,748,772

Freddie Mac Pool

.000

11/01/51

6,063,467

314,389

Freddie Mac Pool

.000

11/01/51

281,029

803,321

Freddie Mac Pool

.000

11/01/51

725,408

1,252,910

Freddie Mac Pool

.000

11/01/51

1,126,782

4,811,621

Freddie Mac Pool

.500

01/01/52

4,070,539

8,862,485

Freddie Mac Pool

.500

02/01/52

7,584,148

2,072,406

Freddie Mac Pool

.000

02/01/52

1,825,197

298,424

Freddie Mac Pool

.000

03/01/52

262,770

5,646,316

Freddie Mac Pool

.500

04/01/52

4,793,273

8,348,601

Freddie Mac Pool

.000

04/01/52

7,891,757

32,228,647

Freddie Mac Pool

.000

05/01/52

28,372,291

7,135,849

Freddie Mac Pool

.000

06/01/52

6,313,379

1,638,209

Freddie Mac Pool

.000

06/01/52

1,440,615

7,639,485

Freddie Mac Pool

.500

06/01/52

7,447,521

182,201

Freddie Mac Pool

.500

07/01/52

177,386

7,612,156

Freddie Mac Pool

.500

07/01/52

7,421,666

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

8,492,044

Freddie Mac Pool

.000

%

11/01/52

$

8,720,458

7,070,082

Freddie Mac Pool

.000

01/01/53

7,045,410

22,668,393

Freddie Mac Pool

.000

06/01/53

22,579,941

20,655,382

Freddie Mac Pool

.000

08/01/53

20,573,972

16,779,824

Freddie Mac Pool

.500

08/01/53

16,974,928

4,775,214

Freddie Mac REMICS

.500

01/15/47

4,365,392

940,136

Freddie Mac REMICS

.000

10/15/47

891,448

1,802,505

Freddie Mac REMICS

.000

11/15/47

1,724,113

4,068,812

Freddie Mac REMICS

.000

01/15/48

3,890,842

4,887,089

Freddie Mac REMICS

.000

03/15/48

4,670,755

1,355,061

Freddie Mac REMICS

.000

04/15/48

1,294,779

4,659,821

Freddie Mac REMICS

.000

04/15/48

4,427,986

588,977

(c) Freddie Mac REMICS, (SOFR30A + 9.737%)

.742

06/15/48

552,332

511,786

(c) Freddie Mac REMICS, (SOFR30A + 9.657%)

.662

10/15/48

458,707

4,422,148

Freddie Mac REMICS

.000

09/25/50

3,046,475

2,137,043

Freddie Mac REMICS

.000

09/25/50

276,890

8,180,686

Freddie Mac REMICS

.000

09/25/50

6,044,791

4,058,134

Freddie Mac REMICS

.000

10/25/50

2,949,748

12,807,652

Freddie Mac REMICS

.500

02/25/51

2,103,030

1,504,546

Freddie Mac REMICS

.000

08/25/52

1,340,556

2,808,354

Freddie Mac REMICS

.500

10/25/52

2,645,717

3,475,237

Freddie Mac REMICS

.500

11/25/52

3,561,517

2,258,505

Freddie Mac REMICS

.500

02/25/53

2,305,516

575,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 7.100%)

.456

01/25/42

610,275

2,610,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.750%)

.106

02/25/42

2,720,742

1,830,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 5.650%)

.647

04/25/42

1,943,244

7,488,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%)

.706

05/25/42

7,775,777

12,648,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.500%)

.856

06/25/42

13,386,658

6,934,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.000%)

.356

07/25/42

7,304,586

2,535,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.550%)

.906

08/25/42

2,655,544

6,170,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.700%)

.056

09/25/42

6,488,346

280,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.100%)

.444

03/25/43

291,324

1,625,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.250%)

.598

04/25/43

1,702,798

6,505,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.500%)

.856

05/25/43

6,864,211

66,739

(c),(d)

Freddie Mac STACR Securitized Participation Interests Trust

.783

02/25/48

64,940

22,062

(c),(d)

Freddie Mac STACR Securitized Participation Interests Trust

.851

05/25/48

21,431

450,034

Ginnie Mae I Pool

.690

06/15/33

421,713

10,424,612

Ginnie Mae I Pool

.750

01/15/45

9,840,962

21,099

Ginnie Mae II Pool

.000

06/20/42

21,645

1,969,056

Ginnie Mae II Pool

.500

12/20/46

1,826,989

1,346,800

Ginnie Mae II Pool

.500

01/20/47

1,249,464

1,145,134

Ginnie Mae II Pool

.500

10/20/50

1,055,947

20,080,431

Ginnie Mae II Pool

.000

06/20/51

17,943,300

28,289,710

Ginnie Mae II Pool

.000

12/20/51

25,300,696

16,112,700

Ginnie Mae II Pool

.000

01/20/52

14,396,965

3,744,907

Ginnie Mae II Pool

.500

02/20/52

3,165,367

30,256,841

Ginnie Mae II Pool

.500

04/20/52

27,748,974

4,189,620

Ginnie Mae II Pool

.000

05/20/52

3,974,931

38,640,074

Ginnie Mae II Pool

.500

07/20/52

35,293,647

6,111,878

Ginnie Mae II Pool

.000

08/20/52

5,804,610

2,136,479

Ginnie Mae II Pool

.500

08/20/52

2,087,752

35,782,280

Ginnie Mae II Pool

.000

09/20/52

33,900,635

11,941,894

Ginnie Mae II Pool

.000

11/20/52

11,949,863

20,934,519

Ginnie Mae II Pool

.500

12/20/52

19,126,377

13,788,374

Ginnie Mae II Pool

.500

12/20/52

13,463,240

12,980,825

Ginnie Mae II Pool

.500

02/20/53

12,662,637

4,744,055

Ginnie Mae II Pool

.000

02/20/53

4,743,315

990,933

Ginnie Mae II Pool

.500

07/20/53

1,004,402

3,364,762

Ginnie Mae II Pool

.000

08/20/53

3,023,902

82,305

Ginnie Mae II Pool

.000

09/20/54

83,860

7,990,373

Government National Mortgage Association

.000

01/20/40

1,603,456

3,615,655

Government National Mortgage Association

.500

03/20/40

635,550

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

5,857,101

Government National Mortgage Association

.000

%

03/20/40

$

1,118,628

6,264,113

Government National Mortgage Association

.500

12/20/43

5,641,663

2,207,282

Government National Mortgage Association

.000

03/20/45

1,990,984

321,919

Government National Mortgage Association

.000

06/20/46

35,666

2,160,338

Government National Mortgage Association

.000

09/20/46

401,328

9,394,238

Government National Mortgage Association

.000

11/20/51

6,858,812

10,248,429

Government National Mortgage Association

.000

12/20/51

7,537,007

8,181,007

Government National Mortgage Association

.000

01/20/52

6,135,510

8,515,291

Government National Mortgage Association

.000

02/20/52

5,845,616

5,946,576

Government National Mortgage Association

.000

04/20/52

5,034,596

6,320,508

Government National Mortgage Association

.000

04/20/52

1,152,100

2,541,951

Government National Mortgage Association

.000

07/20/52

2,161,885

4,559,892

Government National Mortgage Association

.500

09/20/52

4,249,014

3,715,373

Government National Mortgage Association

.500

09/20/52

3,463,816

3,101,566

Government National Mortgage Association

.500

09/20/52

3,000,505

2,643,212

Government National Mortgage Association

.500

09/20/52

2,377,780

3,105,185

Government National Mortgage Association

.500

02/20/53

2,938,206

2,863,462

Government National Mortgage Association

.500

02/20/53

2,875,541

4,541,620

(c) Government National Mortgage Association, (SOFR30A + 6.950%)

.561

05/20/53

367,004

3,356,982

(c) Government National Mortgage Association, (SOFR30A + 23.205%)

.089

08/20/53

3,733,790

1,864,409

(c) Government National Mortgage Association, (SOFR30A + 25.350%)

.234

08/20/53

2,228,539

5,690,837

Government National Mortgage Association

.000

12/20/53

5,576,490

5,079,185

Government National Mortgage Association

.500

04/20/54

3,694,751

3,752,112

Government National Mortgage Association (GNMA)

.000

02/20/51

3,352,852

8,968,663

Government National Mortgage Association (GNMA)

.500

10/20/52

8,761,339

42,931,955

(c),(d)

GS Mortgage-Backed Securities Corp Trust

.151

08/25/51

367,369

1,634,528

(c),(d)

GS Mortgage-Backed Securities Corp Trust

.500

08/25/51

1,349,693

6,245,176

(c),(d)

GS Mortgage-Backed Securities Trust

.500

11/25/51

5,149,400

3,563,926

(c),(d)

GS Mortgage-Backed Securities Trust

.500

03/25/52

2,939,713

1,553,413

(c),(d)

GS Mortgage-Backed Securities Trust

.823

05/28/52

1,300,239

7,228

(c) Impac CMB Trust, (TSFR1M + 0.774%)

.932

03/25/35

6,677

1,012,873

(c),(d)

J.P. Morgan Mortgage Trust

.242

10/25/52

835,158

47,544

(c),(d)

JP Morgan Mortgage Trust

.500

05/25/47

43,109

298,855

(c),(d)

JP Morgan Mortgage Trust

.500

10/25/48

269,146

39,218

(c),(d)

JP Morgan Mortgage Trust

.000

01/25/49

36,622

11,861,713

(c),(d)

JP Morgan Mortgage Trust

.119

06/25/51

76,512

20,846,098

(c),(d)

JP Morgan Mortgage Trust

.106

11/25/51

122,829

1,820,464

(c),(d)

JP Morgan Mortgage Trust

.500

11/25/51

1,501,750

21,869,200

(c),(d)

JP Morgan Mortgage Trust

.113

12/25/51

138,679

2,209,192

(c),(d)

JP Morgan Mortgage Trust

.500

12/25/51

1,822,422

2,259,798

(c),(d)

JP Morgan Mortgage Trust

.845

12/25/51

1,833,599

3,139,159

(c),(d)

JP Morgan Mortgage Trust

.500

01/25/52

2,586,483

5,107,964

(c),(d)

JP Morgan Mortgage Trust

.500

06/25/52

4,194,512

2,607,032

(c),(d)

JP Morgan Mortgage Trust

.000

06/25/52

2,260,894

8,961,337

(d) JP Morgan Mortgage Trust

.224

07/25/52

86,848

4,865,975

(c),(d)

JP Morgan Mortgage Trust

.500

07/25/52

4,000,048

2,202,947

(c),(d)

JP Morgan Mortgage Trust

.250

07/25/52

1,967,725

7,707,378

(c),(d)

JP Morgan Mortgage Trust

.000

08/25/52

6,625,776

3,866,643

(c),(d)

JP Morgan Mortgage Trust

.000

10/25/52

3,324,024

3,628,097

(c),(d)

JP Morgan Mortgage Trust

.000

11/25/52

3,121,399

4,517,080

(c),(d)

JP Morgan Mortgage Trust

.000

04/25/53

3,883,183

1,721,146

(c),(d)

JP Morgan Mortgage Trust

.000

06/25/53

1,692,182

1,779,739

(c),(d)

JP Morgan Mortgage Trust

.500

06/25/53

1,776,138

2,972,655

(c),(d)

Morgan Stanley Residential Mortgage Loan Trust

.500

08/25/51

2,451,964

2,770,085

(c),(d)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

2,483,095

1,920,864

(c),(d)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

1,582,680

43,650,000

New Hampshire Business Finance Authority

.547

07/01/51

1,592,789

1,340,716

(c),(d)

RCKT Mortgage Trust

.007

09/25/51

1,102,735

5,341,942

(c),(d)

RCKT Mortgage Trust

.500

02/25/52

4,406,314

2,492,586

(c),(d)

RCKT Mortgage Trust

.000

05/25/52

2,144,473

900,136

(c),(d)

RCKT Mortgage Trust

.186

05/25/52

758,690

24,636

(c),(d)

Sequoia Mortgage Trust

.000

06/25/49

23,321

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

129,084

(c),(d)

Sequoia Mortgage Trust

.500

%

12/25/49

$

116,184

2,210,330

(c),(d)

Sequoia Mortgage Trust

.500

06/25/51

1,835,801

267,106

(c),(d)

Shellpoint Co-Originator Trust

.500

10/25/47

245,769

TOTAL MORTGAGE BACKED

1,885,883,059

MUNICIPAL BONDS - 4.6%

2,460,000

American Municipal Power, Inc

.499

02/15/50

2,890,761

1,950,000

California Health Facilities Financing Authority

.353

06/01/41

1,802,736

6,400,000

(d) California Municipal Finance Authority

.375

11/15/48

6,167,003

8,500,000

(d) Chester Upland School District

.330

12/30/25

8,431,012

625,000

Chula Vista Municipal Financing Authority

.775

12/01/33

596,572

740,000

Chula Vista Municipal Financing Authority

.075

12/01/41

645,177

935,000

City & County of San Francisco CA

.700

04/01/34

851,476

440,000

City & County of San Francisco CA

.750

04/01/35

394,156

5,835,000

City & County of San Francisco CA

.900

04/01/42

4,788,095

7,760,000

City & County of San Francisco CA

.770

06/15/45

7,900,392

5,000,000

City & County of San Francisco CA

.450

06/15/64

4,831,694

4,610,000

City & County of San Francisco CA Community Facilities District

.221

09/01/39

4,201,238

5,405,000

City & County of San Francisco CA Community Facilities District No 2014-1

.750

09/01/37

4,867,124

5,000,000

City & County of San Francisco CA Community Facilities District No 2014-1

.000

09/01/48

4,017,675

7,805,000

City & County of San Francisco CA Community Facilities District No 2014-1

.482

09/01/50

5,574,592

1,225,000

City & County of San Francisco CA Community Facilities District No 2014-1

.332

09/01/51

1,262,313

1,925,000

City of Berkeley CA

.250

09/01/35

1,761,051

745,000

City of Detroit MI

.711

04/01/26

739,373

525,000

City of Detroit MI

.644

04/01/34

482,367

4,000,000

City of Los Angeles CA

.500

09/01/37

3,508,369

9,060,000

City of Los Angeles CA

.880

09/01/38

8,329,554

7,000,000

City of Los Angeles CA

.000

09/01/42

6,844,008

2,520,000

City of Los Angeles CA Wastewater System Revenue

.029

06/01/39

2,311,925

870,000

(d) City of Miami FL

.808

01/01/39

840,829

3,200,000

City of New York NY

.094

10/01/49

3,062,624

2,950,000

City of New York NY

.828

10/01/53

3,092,294

2,685,000

City of Oakland CA

.830

01/15/27

2,611,390

3,025,000

City of Port Lions AK

.500

10/01/52

3,166,164

1,385,000

City of San Juan Capistrano CA

.190

08/01/40

1,274,826

5,255,000

City of Seattle WA Local Improvement District No 6751

.999

11/01/43

4,494,338

5,240,000

City of Seattle WA Local Improvement District No 6751

.079

11/01/43

4,434,673

1,140,000

Cleveland-Cuyahoga County Port Authority

.900

11/15/49

1,110,301

4,000,000

Columbus Metropolitan Housing Authority

.050

04/01/30

4,034,082

1,250,000

Connecticut Green Bank

.900

11/15/35

1,105,083

2,000,000

(d) County of Gallatin MT

.500

09/01/27

2,060,634

3,500,000

(d) County of Gallatin MT

.500

09/01/27

3,606,109

3,500,000

District of Columbia

.432

04/01/42

2,586,960

17,119,653

Freddie Mac Multifamily Variable Rate Certificate

.050

08/25/38

16,337,110

400,000

(d) Iowa Finance Authority

.000

11/01/27

405,455

450,000

Jersey City Municipal Utilities Authority

.800

05/01/26

450,878

450,000

Klickitat County Public Utilities

.688

12/01/38

395,501

1,000,000

Lavaca-Navidad River Authority

.430

08/01/35

998,361

1,300,000

Maine State Housing Authority

.481

11/15/31

1,158,593

1,500,000

Maryland Economic Development Corp

.433

05/31/56

1,455,251

6,000,000

Maryland Economic Development Corp

.942

05/31/57

6,093,384

3,000,000

Massachusetts Clean Energy Cooperative Corp

.020

07/01/28

2,845,941

16,465,000

Metropolitan Water Reclamation District of Greater Chicago

.720

12/01/38

17,261,728

4,975,000

Minnesota Housing Finance Agency

.897

08/01/49

4,999,346

6,585,000

Minnesota Housing Finance Agency

.947

08/01/54

6,639,806

1,135,000

Montgomery County Housing Opportunities Commission

.418

12/01/44

1,117,852

170,000

Mount Shasta Public Financing Authority

.000

08/01/29

180,471

190,000

Mount Shasta Public Financing Authority

.000

08/01/32

190,240

24,775,000

(c),(d)

New Hampshire Business Finance Authority

.400

02/01/29

24,775,000

8,300,000

(c),(d)

New Hampshire Business Finance Authority

.270

07/01/33

8,300,000

6,750,000

New Hampshire Business Finance Authority

.876

12/01/35

7,133,305

2,740,000

New Hampshire Business Finance Authority

.694

11/01/45

2,713,286

3,460,000

New Hampshire Business Finance Authority

.775

11/01/54

3,368,367

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL BONDS

(continued)

$

700,000

New Jersey Economic Development Authority

.198

%

03/01/31

$

725,567

2,500,000

New York City Housing Development Corp

.720

11/01/39

2,123,344

5,250,000

New York City Housing Development Corp

.448

08/01/54

5,061,463

3,430,000

New York City Housing Development Corp

.884

02/01/55

3,429,841

625,000

New York State Energy Research & Development Authority

.739

04/01/26

626,203

1,090,000

New York State Energy Research & Development Authority

.465

10/01/26

1,074,867

965,000

New York State Energy Research & Development Authority

.665

10/01/27

939,645

835,000

New York State Energy Research & Development Authority

.879

10/01/28

805,471

1,800,000

New York State Energy Research & Development Authority

.947

04/01/29

1,815,307

865,000

New York State Energy Research & Development Authority

.456

04/01/33

882,039

7,500,000

New York Transportation Development Corp

.000

01/01/26

7,527,805

2,500,000

New York Transportation Development Corp

.971

06/30/51

2,485,407

6,920,000

(a),(b),(d)

Pennsylvania Economic Development Financing Authority

.000

12/01/29

692

275,000

Pharr Economic Development Corp

.216

08/15/27

271,746

1,110,000

Pharr Economic Development Corp

.401

08/15/29

1,085,365

405,000

(a),(b)

Public Finance Authority

.000

12/31/25

1,735,000

(d) Public Finance Authority

.500

06/01/29

1,688,133

7,150,000

Public Finance Authority

.292

07/01/29

7,312,886

5,385,000

(d) Public Finance Authority

.250

06/01/31

5,448,759

645,000

Redevelopment Authority of the City of Philadelphia

.711

09/01/30

658,431

2,185,000

Redevelopment Authority of the City of Philadelphia

.226

09/01/40

2,211,177

995,000

Sales Tax Securitization Corp

.293

01/01/41

1,011,347

2,550,000

San Diego Unified School District

.915

07/01/28

2,558,841

10,060,000

San Francisco City & County Public Utilities Commission Wastewater Revenue

.655

10/01/27

10,210,741

1,000,000

San Francisco City & County Redevelopment Agency

.375

08/01/44

860,369

2,500,000

San Jose Financing Authority

.662

05/01/37

2,445,221

1,350,000

San Luis Obispo County Financing Authority

.571

09/01/40

1,404,026

3,000,000

Semitropic Improvement District

.499

12/01/25

2,993,534

1,565,000

South Dakota Housing Development Authority

.460

05/01/53

1,591,702

1,000,000

South Davis Sewer District

.125

12/01/32

973,342

1,100,000

South Davis Sewer District

.500

12/01/37

1,025,457

1,301,264

State of Hawaii Department of Business Economic Development & Tourism

.242

01/01/31

1,279,814

3,775,000

State of Oregon

.832

05/01/45

3,939,997

2,400,000

(d) Syracuse Industrial Development Agency

.000

01/01/36

1,806,684

7,500,000

Texas Water Development Board

.190

10/15/43

6,859,880

3,000,000

Texas Water Development Board

.648

04/15/50

2,777,842

2,155,000

(d) Toledo-Lucas County Port Authority

.600

11/15/39

2,155,094

1,830,000

United Nations Development Corp

.536

08/01/55

1,956,364

2,000,000

University of New Mexico

.532

06/20/32

1,962,830

1,000,000

(d) Warm Springs Reservation Confederated Tribe

.300

11/01/27

986,193

1,250,000

(d) Warm Springs Reservation Confederated Tribe

.550

11/01/32

1,170,026

360,000

Washington County Clean Water Services

.701

10/01/30

372,785

TOTAL MUNICIPAL BONDS

324,015,123

U.S. TREASURY SECURITIES - 14.4%

152,617,000

United States Treasury Note

.500

09/30/27

152,289,112

3,848,000

United States Treasury Note

.750

05/15/28

3,860,326

22,469,000

United States Treasury Note

.375

09/15/28

22,316,281

175,169,000

United States Treasury Note

.625

09/30/30

174,279,471

33,730,000

United States Treasury Note

.875

09/30/32

33,619,323

195,292,000

United States Treasury Note

.250

08/15/35

196,878,747

176,833,000

United States Treasury Note

.750

08/15/45

180,784,112

128,092,000

United States Treasury Note

.750

05/15/55

128,492,287

14,543,000

United States Treasury Note/Bond

.875

02/15/41

10,223,843

9,700,000

United States Treasury Note/Bond

.250

05/15/41

7,186,715

114,908,400

United States Treasury Note/Bond

.375

02/15/42

85,148,919

2,500,000

United States Treasury Note/Bond

.125

05/15/48

1,927,734

2,500,000

United States Treasury Note/Bond

.000

02/15/49

1,871,875

31,783,000

United States Treasury Note/Bond

.250

02/15/52

19,714,151

TOTAL U.S. TREASURY SECURITIES

1,018,592,896

TOTAL GOVERNMENT BONDS

(Cost $3,958,883,716)

3,901,961,319

See Notes to Financial Statements

SHARES

DESCRIPTION

VALUE

PREFERRED STOCKS - 0.4%

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.2%

400,000

Brookfield Property Partners LP

$

6,028,000

629,610

Brookfield Property Partners LP

8,436,774

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

14,464,774

UTILITIES - 0.2%

454,177

Brookfield Infrastructure Partners LP

8,011,682

276,951

Brookfield Renewable Partners LP

5,237,144

TOTAL UTILITIES

13,248,826

TOTAL PREFERRED STOCKS

(Cost $44,018,450)

27,713,600

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 11.6%

ASSET BACKED - 3.9%

$

1,924,800

(d) Air Canada Pass Through Trust, Series 2017 1

.550

%

01/15/30

1,814,243

1,250,000

(c),(d)

BFLD Trust, (TSFR1M + 2.214%), Series 2020 EYP

.365

10/15/35

52,513

10,332

(c) C-BASS Trust, (TSFR1M + 0.274%), Series 2006 CB6

.147

07/25/36

10,261

1,447,025

(c),(d)

CBRE Realty Finance, (LIBOR 3 M + 0.300%), Series 2007 1A

.846

04/07/52

5,880,000

(d) Centersquare Issuer LLC, Series 2025 1A

.500

03/26/55

5,743,618

5,930,024

Delta Air Lines Pass Through Trust, Series 2015 1

.625

07/30/27

5,845,602

5,397,934

Delta Air Lines Pass Through Trust, Series 2020 1

.000

06/10/28

5,170,066

12,667,383

Delta Air Lines Pass Through Trust, Series 2020 1

.500

06/10/28

12,103,012

4,360,605

(d) EnFin Residential Solar Receivables Trust, Series 2024 2A

.980

09/20/55

4,173,745

11,875,000

(d) Frontier Issuer LLC, Series 2023 1

.600

08/20/53

12,060,109

5,750,000

(d) Frontier Issuer LLC, Series 2023 1

.300

08/20/53

5,891,082

8,130,000

(d) Frontier Issuer LLC, Series 2024 1

.190

06/20/54

8,379,781

1,500,000

(d) Frontier Issuer LLC, Series 2024 1

.160

06/20/54

1,683,090

2,657,068

(d) GoodLeap Sustainable Home Solutions Trust, Series 2021 3CS

.100

05/20/48

2,119,466

2,835,935

(d) GoodLeap Sustainable Home Solutions Trust, Series 2021 4GS

.930

07/20/48

2,345,666

10,364,177

(d) GoodLeap Sustainable Home Solutions Trust, Series 2021 5CS

.310

10/20/48

8,789,543

4,282,377

(d) GoodLeap Sustainable Home Solutions Trust, Series 2021 5CS

.560

10/20/48

3,170,651

3,599,067

(d) GoodLeap Sustainable Home Solutions Trust, Series 2022 1GS

.700

01/20/49

3,239,808

2,907,728

(d) GoodLeap Sustainable Home Solutions Trust, Series 2022 1GS

.940

01/20/49

1,936,129

12,168,098

(d) GoodLeap Sustainable Home Solutions Trust, Series 2022 3CS

.950

07/20/49

11,002,796

3,250,000

(d) Grace Trust, Series 2020 GRCE

.347

12/10/40

2,891,629

6,500,000

(d) GSCG Trust, Series 2019 600C

.936

09/06/34

5,198,927

370,969

(d) HERO Funding Trust, Series 2015 1A

.840

09/21/40

356,926

91,855

(d) HERO Funding Trust, Series 2014 2A

.990

09/21/40

85,846

450,098

(d) HERO Funding Trust, Series 2016 2A

.750

09/20/41

430,613

364,828

(d) HERO Funding Trust, Series 2016 1A

.050

09/20/41

352,565

922,331

(d) HERO Funding Trust, Series 2016 3A

.080

09/20/42

858,250

832,136

(d) HERO Funding Trust, Series 2016 3A

.910

09/20/42

792,522

875,257

(d) HERO Funding Trust, Series 2016 4A

.570

09/20/47

826,031

927,585

(d) HERO Funding Trust, Series 2017 1A

.710

09/20/47

871,036

129,668

(d) HERO Funding Trust, Series 2016 4A

.290

09/20/47

124,846

1,517,657

(d) HERO Funding Trust, Series 2017 3A

.190

09/20/48

1,392,082

1,420,166

(d) HERO Funding Trust, Series 2017 3A

.950

09/20/48

1,334,587

575,858

(d) HERO Funding Trust, Series 2017 2A

.070

09/20/48

546,637

2,053,917

(d) HERO Funding Trust, Series 2018 1A

.670

09/20/48

1,993,540

1,612,566

(d) HERO Funding Trust, Series 2020 1A

.590

09/20/57

1,408,597

7,375,000

(d) Hertz Vehicle Financing III LLC, Series 2023 2A

.570

09/25/29

7,595,674

11,003

(c) Home Equity Asset Trust, (TSFR1M + 1.614%), Series 2003 1

.986

06/25/33

10,838

2,920,356

(d) Loanpal Solar Loan Ltd, Series 2020 2GF

.750

07/20/47

2,477,689

1,479,889

(d) Loanpal Solar Loan Ltd, Series 2021 1GS

.290

01/20/48

1,239,311

2,005,205

(d) Loanpal Solar Loan Ltd, Series 2021 1GS

.840

01/20/48

1,557,610

4,525,881

(d) Loanpal Solar Loan Ltd, Series 2021 2GS

.220

03/20/48

3,682,128

1,017,179

(d) Mosaic Solar Loan Trust, Series 2020 1A

.100

04/20/46

894,751

1,292,317

(d) Mosaic Solar Loan Trust, Series 2020 1A

.100

04/20/46

1,121,951

1,305,000

(d) Mosaic Solar Loan Trust, Series 2024 1A

.000

09/20/49

286,572

781,340

(d) Mosaic Solar Loan Trust, Series 2025 1A

.120

08/22/50

774,138

1,736,310

(d) Mosaic Solar Loan Trust, Series 2025 1A

.120

08/22/50

1,735,631

4,027,026

(d) Mosaic Solar Loan Trust, Series 2021 3A

.920

06/20/52

3,095,095

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET BACKED

(continued)

$

3,393,799

(d) Mosaic Solar Loan Trust, Series 2022 3A

.100

%

06/20/53

$

3,332,490

1,290,193

(d) Mosaic Solar Loans LLC, Series 2017 2A

.820

06/22/43

1,214,020

2,586,777

(d) Mosaic Solar Loans LLC, Series 2021 2A

.640

04/22/47

2,142,227

700,000

(d) Progress Residential Trust, Series 2021 SFR9

.711

11/17/40

655,219

1,287,090

PSNH Funding LLC, Series 2018 1

.506

08/01/28

1,282,188

538,310

(d) Renew, Series 2017 1A

.670

09/20/52

502,825

1,397,322

(d) Renew, Series 2018 1

.950

09/20/53

1,316,805

3,003,620

(d) Renew, Series 2021 1

.060

11/20/56

2,448,697

7,253,249

SCE Recovery Funding LLC, Series 2021 A-1

.861

11/15/31

6,448,079

138,910

(c) Structured Asset Investment Loan Trust, (TSFR1M + 1.014%), Series 2004 8

.172

09/25/34

133,003

5,751,314

(d) Sunnova Helios VII Issuer LLC, Series 2021 C

.030

10/20/48

4,919,006

3,276,932

(d) Sunnova Helios VIII Issuer LLC, Series 2022 A

.790

02/22/49

2,772,268

2,313,723

(d) Sunnova Helios XI Issuer LLC, Series 2023 A

.300

05/20/50

2,118,734

2,139,559

(d) Sunnova Helios XII Issuer LLC, Series 2023 B

.600

08/22/50

1,706,852

3,761,162

(d) Sunnova Hestia I Issuer LLC, Series 2023 GRID1

.750

12/20/50

3,794,638

1,304,353

(d) Sunnova Hestia II Issuer LLC, Series 2024 GRID1

.630

07/20/51

1,305,853

4,473,619

(d) Sunrun Athena Issuer LLC, Series 2018 1

.310

04/30/49

4,331,749

5,896,352

(d) Sunrun Atlas Issuer LLC, Series 2019 2

.610

02/01/55

5,638,580

10,059,940

(d) Sunrun Callisto Issuer LLC, Series 2019 1A

.980

06/30/54

9,542,285

4,892,204

(d) Sunrun Callisto Issuer LLC, Series 2021 2A

.270

01/30/57

4,399,361

4,885,285

(d) Sunrun Julius Issuer LLC, Series 2023 2A

.600

01/30/59

4,916,331

6,471,961

(d) Sunrun Jupiter Issuer LLC, Series 2022 1A

.750

07/30/57

6,205,405

938,233

(d) Sunrun Neptune Issuer LLC, Series 2024 1A

.270

02/01/55

935,451

7,906,826

(d) Sunrun Vulcan Issuer LLC, Series 2021 1A

.460

01/30/52

7,098,339

8,250,000

(d) Switch ABS Issuer LLC, Series 2025 1A

.036

03/25/55

8,173,411

1,708,965

(d) Tesla Auto Lease Trust, Series 2023 B

.130

09/21/26

1,711,926

872,373

(d) Tesla Auto Lease Trust, Series 2024 B

.790

01/20/27

873,228

2,385,000

(d) Tesla Auto Lease Trust, Series 2023 B

.220

03/22/27

2,393,623

4,438,959

(d) Tesla Auto Lease Trust, Series 2024 A

.300

06/21/27

4,452,415

10,265,000

(d) Tesla Auto Lease Trust, Series 2024 B

.820

10/20/27

10,322,048

10,012,000

(d) Tesla Auto Lease Trust, Series 2024 B

.880

06/20/28

10,083,510

811,601

(d) Tesla Electric Vehicle Trust, Series 2023 1

.540

12/21/26

812,380

5,850,000

(d) Tesla Electric Vehicle Trust, Series 2023 1

.380

06/20/28

5,905,908

1,200,000

(d) Tesla Electric Vehicle Trust, Series 2023 1

.380

02/20/29

1,222,114

4,734,300

(d) Vivint Colar Financing V LLC, Series 2018 1A

.730

04/30/48

4,524,369

4,487,177

(d) Vivint Colar Financing V LLC, Series 2018 1A

.370

04/30/48

4,352,545

3,860,101

(d) Vivint Solar Financing VII LLC, Series 2020 1A

.210

07/31/51

3,557,929

TOTAL ASSET BACKED

277,013,159

OTHER MORTGAGE BACKED - 7.7%

1,085,000

(c),(d)

20 Times Square Trust, Series 2018 20TS

.203

05/15/35

1,024,240

8,000,000

(d) 225 Liberty Street Trust, Series 2016 225L

.597

02/10/36

7,843,351

8,984

(c),(d)

Agate Bay Mortgage Trust, Series 2015 6

.500

09/25/45

8,343

1,500,000

(c),(d)

Alen Mortgage Trust, (TSFR1M + 2.364%), Series 2021 ACEN

.515

04/15/34

1,377,609

4,000,000

(d) BANK, Series 2019 BN21

.500

10/17/52

2,978,260

6,500,000

(c) BANK, Series 2019 BN21

.517

10/17/52

5,652,455

2,500,000

(c) BANK, Series 2020 BN30

.016

12/15/53

1,745,754

8,000,000

(c) BANK, Series 2019 BN22

.570

11/15/62

7,116,270

19,864

Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2016 UB10

.019

07/15/49

19,816

3,000,000

(c),(d)

BBCMS Mortgage Trust, Series 2020 C6

.811

02/15/53

2,394,522

3,800,000

(d) BBCMS Trust, Series 2015 SRCH

.197

08/10/35

3,738,975

3,250,000

(d) BBCMS Trust, Series 2015 SRCH

.798

08/10/35

3,108,539

1,316,000

(c),(d)

BBCMS Trust, Series 2015 SRCH

.122

08/10/35

1,242,362

5,500,000

(c),(d)

Benchmark Mortgage Trust, Series 2019 B10

.029

03/15/62

4,184,303

5,200,000

(d) BMO 360A, Series 2022 C1

.776

02/17/55

4,678,010

3,500,000

(c),(d)

BMO 360C, Series 2022 C1

.070

02/17/55

2,760,725

6,965,000

(c),(d)

BX Commercial Mortgage Trust, (TSFR1M + 1.312%), Series 2021 XL2

.462

10/15/38

6,960,907

4,250,000

(c),(d)

BX TRUST, (TSFR1M + 1.490%), Series 2022 AHP

.640

01/17/39

4,248,073

10,000,000

(c),(d)

BX TRUST, (TSFR1M + 1.840%), Series 2022 AHP

.990

01/17/39

9,993,478

2,901,500

(c),(d)

CCRC Affordable Multifamily Housing Mortgage Trust, Series 2017 Q005

.631

06/25/34

2,669,703

2,000,000

(c) CD Mortgage Trust, Series 2016 CD2

.879

11/10/49

1,627,961

11,527,500

(d) Century Plaza Towers, Series 2019 CPT

.865

11/13/39

10,622,385

1,000,000

(c),(d)

Century Plaza Towers, Series 2019 CPT

.097

11/13/39

907,752

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

2,500,000

(c),(d)

Century Plaza Towers, Series 2019 CPT

.097

%

11/13/39

$

2,211,907

1,750,000

(c),(d)

Century Plaza Towers, Series 2019 CPT

.097

11/13/39

1,447,624

15,025,000

(c),(d)

CHI Commercial Mortgage Trust, Series 2025 SFT

.310

04/15/42

145,450

3,800,000

(c),(d)

CHI Commercial Mortgage Trust, Series 2025 SFT

.665

04/15/42

3,900,002

931,446

(c),(d)

CIM Trust, Series 2021 J2

.670

04/25/51

765,674

2,761,146

(c) Citigroup Commercial Mortgage Trust, Series 2015 GC29

.758

04/10/48

2,660,714

2,000,000

Citigroup Commercial Mortgage Trust, Series 2019 GC43

.300

11/10/52

1,845,758

5,000,000

Citigroup Commercial Mortgage Trust, Series 2019 GC41

.018

08/10/56

4,595,750

4,375,000

(d) COMM Mortgage Trust, Series 2022 HC

.376

01/10/39

4,124,998

3,600,000

(d) COMM Mortgage Trust, Series 2025 167G

.503

08/10/40

3,619,849

3,500,000

(c),(d)

COMM Mortgage Trust, Series 2015 CR22

.824

03/10/48

2,819,705

513,884

(c) COMM Mortgage Trust, Series 2015 CR23

.352

05/10/48

499,786

1,000,000

COMM Mortgage Trust, Series 2019 GC44

.263

08/15/57

931,260

4,000,000

(c),(d)

Commercial Mortgage Pass Through Certificates, Series 2022 HC

.084

01/10/39

3,743,499

18,859,884

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.500%), Series 2022 R03

.856

03/25/42

19,468,679

4,435,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.000%), Series 2022 R05

.356

04/25/42

4,555,756

13,780,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.850%), Series 2022 R06

.206

05/25/42

14,345,892

4,706,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

.956

07/25/42

4,898,399

8,035,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 4.750%), Series 2022 R09

.106

09/25/42

8,568,162

21,175,000

(c),(d)

Connecticut Avenue Securities Trust, (SOFR30A + 3.750%), Series 2023 R01

.106

12/25/42

22,257,966

3,600,000

(c),(d)

CSAIL Commercial Mortgage Trust, Series 2017 C8

.800

06/15/37

3,206,186

1,600,000

(c),(d)

CSMC, Series 2019 NQM1

.388

10/25/59

1,543,320

2,281,236

(c),(d)

CSMC, Series 2021 NQM8

.405

10/25/66

2,019,065

5,000,000

(c),(d)

CSMC Trust, Series 2017 CALI

.854

11/10/32

3,325,000

102,725,000

(c),(d)

DOLP Trust, Series 2021 NYC

.665

05/10/41

2,954,982

3,000,000

(c),(d)

Durst Commercial Mortgage Trust, Series 2025 151

.317

08/10/42

3,059,038

3,065,000

(c),(d)

EFMT, Series 2023 1

.702

02/25/68

3,063,192

12,396,707

(c),(d)

ELP Commercial Mortgage Trust, (TSFR1M + 1.434%), Series 2021 ELP

.585

11/15/38

12,386,400

3,966,946

(c),(d)

ELP Commercial Mortgage Trust, (TSFR1M + 2.233%), Series 2021 ELP

.384

11/15/38

3,966,887

229,195

(c),(d)

Flagstar Mortgage Trust, Series 2017 2

.971

10/25/47

210,227

1,992,896

(c),(d)

Flagstar Mortgage Trust, Series 2018 2

.999

04/25/48

1,837,527

7,143

(c),(d)

Flagstar Mortgage Trust, Series 2018 5

.000

09/25/48

6,740

788,062

(c),(d)

Flagstar Mortgage Trust, Series 2019 2

.000

12/25/49

715,992

1,081,856

(c),(d)

Flagstar Mortgage Trust, Series 2021 2

.500

04/25/51

892,371

3,370,086

(c),(d)

Flagstar Mortgage Trust, Series 2021 4

.500

06/01/51

2,779,613

1,931,883

(c),(d)

Flagstar Mortgage Trust, Series 2021 7

.925

08/25/51

1,590,710

2,115,736

(c),(d)

Flagstar Mortgage Trust, Series 2021 12

.963

11/25/51

1,714,689

7,700,000

Freddie Mac Multiclass Certificates Series, Series 2021 P009

.878

01/25/31

6,926,892

1,405,742

Freddie Mac Multiclass Certificates Series, Series 2021 P011

.204

09/25/31

1,302,441

7,324,000

(c) Freddie Mac Multiclass Certificates Series, Series 2022 P013

.852

02/25/32

6,724,408

14,000,000

(c) Freddie Mac Multiclass Certificates Series, Series 2024 P016

.768

09/25/33

14,146,357

7,941,322

Freddie Mac Multifamily ML Certificates, Series 2021 21-ML08

.877

07/25/37

6,462,237

38,048,098

(c),(d)

Freddie Mac Multifamily ML Certificates, Series 2021 ML08

.782

11/25/37

4,004,943

8,801,147

Freddie Mac Multifamily ML Certificates, Series 2021 ML12

.340

07/25/41

7,338,406

3,090,141

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2015 Q002

.871

07/25/33

2,975,031

3,537,092

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2020 Q014

.555

01/25/36

2,959,210

4,245,458

Freddie Mac Multifamily Structured Pass Through Certificates, Series 2020 Q014

.298

10/25/55

3,033,798

9,576,955

Freddie Mac Multifamily Variable Rate Certificate, Series 2022 M068

.150

10/15/36

8,519,325

1,680,000

Freddie Mac Multifamily Variable Rate Certificate, Series 2022 M069

.013

04/15/37

1,642,693

5,790,000

Freddie Mac Multifamily Variable Rate Certificate, Series 2020 M061

.761

09/15/38

4,726,313

3,110,000

(c),(d)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%), Series 2023 HQA3

.702

11/25/43

3,283,387

19,637

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

18,534

51,379

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

48,493

352,483

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ4

.000

01/25/51

304,219

16,952,877

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.252

03/27/51

214,761

571,868

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.000

03/27/51

493,619

1,387,280

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ6

.500

05/25/51

1,140,836

4,135,209

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2021 PJ5

.500

10/25/51

3,410,421

4,118,558

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ2

.000

06/25/52

3,540,587

1,767,545

(c),(d)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ4

.000

09/25/52

1,520,691

447,730

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2020 PJ1

.610

05/25/50

398,118

1,998,598

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2021 GR1

.500

11/25/51

1,648,548

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

8,084,714

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.500

%

01/25/52

$

6,668,695

3,617,276

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2021 PJ8

.500

01/25/52

2,983,990

1,856,716

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.721

01/25/52

1,509,356

3,915,774

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2022 PJ5

.000

10/25/52

3,366,260

2,497,020

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2022 PJ6

.000

01/25/53

2,147,789

4,099,841

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2023 PJ1

.500

02/25/53

3,642,584

908,932

(c),(d)

GS Mortgage-Backed Securities Trust, Series 2025 PJ4

.000

09/25/55

917,496

2,000,000

(d) Hudson Yards Mortgage Trust, Series 2016 10HY

.835

08/10/38

1,966,135

2,500,000

(c),(d)

Hudson Yards Mortgage Trust, Series 2016 10HY

.076

08/10/38

2,453,404

5,000,000

(c),(d)

Hudson Yards Mortgage Trust, Series 2016 10HY

.076

08/10/38

4,890,965

10,250,000

(c),(d)

Hudson Yards Mortgage Trust, Series 2019 30HY

.558

07/10/39

9,333,594

5,545,000

(c),(d)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

5,197,890

1,500,000

(c),(d)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

1,335,372

4,500,000

(c),(d)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

3,903,151

440,000

(c),(d)

Imperial Fund Mortgage Trust, Series 2020 NQM1

.531

10/25/55

409,926

2,135,000

(c),(d)

Imperial Fund Mortgage Trust, Series 2022 NQM6

.100

10/25/67

2,128,277

1,101,407

(c),(d)

J.P. Morgan Mortgage Trust, Series 2022 5

.953

09/25/52

884,808

3,500,000

(d) Jackson Park Trust, Series 2019 LIC

.766

10/14/39

3,210,156

130,971

(c),(d)

JP Morgan Chase Commercial Mortgage Securities Corp, Series 2013 C13

.115

01/15/46

126,192

626,643

(c),(d)

JP Morgan Mortgage Trust, (LIBOR 1 M - 0.000%), Series 2015 1

.662

12/25/44

617,631

9,876

(c),(d)

JP Morgan Mortgage Trust, Series 2015 3

.500

05/25/45

9,212

157,573

(c),(d)

JP Morgan Mortgage Trust, Series 2015 6

.500

10/25/45

145,825

697,853

(c),(d)

JP Morgan Mortgage Trust, Series 2018 3

.500

09/25/48

625,369

1,008,040

(c),(d)

JP Morgan Mortgage Trust, Series 2018 5

.500

10/25/48

907,669

955,124

(c),(d)

JP Morgan Mortgage Trust, Series 2017 5

.967

10/26/48

957,563

813,604

(c),(d)

JP Morgan Mortgage Trust, Series 2017 4

.874

11/25/48

718,019

62,753

(c),(d)

JP Morgan Mortgage Trust, Series 2018 9

.000

02/25/49

58,720

71,312

(c),(d)

JP Morgan Mortgage Trust, Series 2019 1

.000

05/25/49

66,849

783,182

(c),(d)

JP Morgan Mortgage Trust, Series 2020 1

.821

06/25/50

709,196

14,337,557

(c),(d)

JP Morgan Mortgage Trust, Series 2021 3

.134

07/25/51

108,203

10,034,691

(c),(d)

JP Morgan Mortgage Trust, Series 2021 4

.129

08/25/51

75,441

2,129,037

(c),(d)

JP Morgan Mortgage Trust, Series 2021 4

.879

08/25/51

1,733,847

19,428,247

(c),(d)

JP Morgan Mortgage Trust, Series 2021 6

.133

10/25/51

146,629

2,520,954

(c),(d)

JP Morgan Mortgage Trust, Series 2021 6

.500

10/25/51

2,081,649

905,678

(c),(d)

JP Morgan Mortgage Trust, Series 2021 10

.500

12/25/51

747,051

840,391

(c),(d)

JP Morgan Mortgage Trust, Series 2021 12

.500

02/25/52

694,877

2,782,187

(c),(d)

JP Morgan Mortgage Trust, Series 2021 13

.135

04/25/52

2,257,622

1,415,208

(c),(d)

JP Morgan Mortgage Trust, Series 2021 14

.500

05/25/52

1,167,338

1,699,581

(c),(d)

JP Morgan Mortgage Trust, Series 2021 LTV2

.927

05/25/52

1,461,980

1,668,174

(c),(d)

JP Morgan Mortgage Trust, Series 2022 2

.000

08/25/52

1,435,199

4,718,383

(c),(d)

JP Morgan Mortgage Trust, Series 2022 LTV2

.500

09/25/52

4,186,193

2,546,375

(c),(d)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

2,186,905

1,023,546

(c),(d)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

939,114

14,305,438

(c),(d)

JP Morgan Mortgage Trust Series, Series 2024 3

.000

05/25/54

12,297,908

2,400,000

(c) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

.688

09/15/47

2,306,472

344,654

(d) Ladder Capital Commercial Mortgage Securities, Series 2013 GCP

.575

02/15/36

335,261

1,110,000

(c),(d)

MAC Trust, (TSFR1M + 1.700%), Series 2025 801B

.950

10/15/40

1,115,551

2,350,000

(c),(d)

Manhattan West Mortgage Trust, Series 2020 1MW

.413

09/10/39

2,201,245

2,250,000

(c),(d)

MFT Mortgage Trust, Series 2020 B6

.392

08/10/40

1,596,914

879,373

(c),(d)

Morgan Stanley Residential Mortgage Loan Trust, Series 2021 4

.500

07/25/51

789,032

4,938,697

(c),(d)

Morgan Stanley Residential Mortgage Loan Trust, Series 2023 1

.000

02/25/53

4,543,507

1,500,000

(c),(d)

MSDB Trust, Series 2017 712F

.427

07/11/39

1,438,238

4,250,000

(c),(d)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.279%), Series 2019 MILE

.430

07/15/36

3,626,449

4,000,000

(c),(d)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 4.329%), Series 2019 MILE

.480

07/15/36

2,716,250

14,318

(c) New York Mortgage Trust, (TSFR1M + 0.594%), Series 2005 3

.752

02/25/36

14,291

9,135,000

(c),(d)

NYC Commercial Mortgage Trust, Series 2025 300P

.879

07/13/42

9,189,255

1,375,000

(c),(d)

NYC Commercial Mortgage Trust, Series 2025 300P

.161

07/13/42

1,388,505

4,039,430

(c),(d)

OBX Trust, Series 2021 J2

.500

07/25/51

3,331,934

958,760

(c),(d)

OBX Trust, Series 2022 J2

.416

08/25/52

821,039

1,122,397

(c),(d)

Oceanview Mortgage Trust, Series 2021 1

.500

05/25/51

925,812

1,212,932

(c),(d)

Oceanview Mortgage Trust, Series 2022 1

.500

11/25/52

1,159,674

16,670,000

(d) One Bryant Park Trust, Series 2019 OBP

.516

09/15/54

15,367,653

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

2,008,731

(d) One Market Plaza Trust, Series 2017 1MKT

.614

%

02/10/32

$

1,947,941

1,906,982

(c),(d)

RCKT Mortgage Trust, Series 2021 3

.775

07/25/51

1,514,840

3,872,878

(c),(d)

RCKT Mortgage Trust, Series 2021 4

.500

09/25/51

3,194,553

4,723,423

(c),(d)

RCKT Mortgage Trust, Series 2021 5

.920

11/25/51

3,792,049

3,764,826

(c),(d)

RCKT Mortgage Trust, Series 2022 4

.500

06/25/52

3,344,886

145,852

(c),(d)

Sequoia Mortgage Trust, Series 2015 2

.500

05/25/45

134,561

41,149

(c),(d)

Sequoia Mortgage Trust, Series 2016 1

.500

06/25/46

37,870

176,370

(c),(d)

Sequoia Mortgage Trust, Series 2017 6

.726

09/25/47

168,228

10,263

(c),(d)

Sequoia Mortgage Trust, Series 2018 3

.500

03/25/48

9,311

12,644

(c),(d)

Sequoia Mortgage Trust, Series 2018 7

.000

09/25/48

12,038

1,500,099

(c),(d)

Sequoia Mortgage Trust, Series 2020 3

.000

04/25/50

1,291,090

928,685

(c),(d)

Sequoia Mortgage Trust, Series 2021 1

.658

03/25/51

771,827

2,482,088

(c),(d)

Sequoia Mortgage Trust, Series 2023 1

.000

01/25/53

2,403,255

10,000,000

(d) SLG Office Trust, Series 2021 OVA

.585

07/15/41

8,900,032

1,125,000

(c),(d)

STWD Mortgage Trust, (TSFR1M + 1.371%), Series 2021 LIH

.522

11/15/36

1,122,673

2,000,000

(c),(d)

STWD Mortgage Trust, (TSFR1M + 1.770%), Series 2021 LIH

.921

11/15/36

1,996,076

2,050,000

(c),(d)

STWD Mortgage Trust, (TSFR1M + 2.069%), Series 2021 LIH

.220

11/15/36

2,044,875

4,000,000

(d) SUMIT Mortgage Trust, Series 2022 BVUE

.789

02/12/41

3,604,980

2,459,995

(c),(d)

Verus Securitization Trust, Series 2021 7

.240

10/25/66

2,178,008

3,000,000

(c),(d)

VNDO Trust, Series 2016 350P

.033

01/10/35

2,970,053

1,345,000

(c),(d)

WB Commercial Mortgage Trust, Series 2024 HQ

.134

03/15/40

1,348,462

1,000,000

(c),(d)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 0.921%), Series 2017 SMP

.258

12/15/34

936,188

5,500,000

(d) Wells Fargo Commercial Mortgage Trust, Series 2024 SVEN

.011

06/10/37

5,729,242

2,450,000

(c),(d)

Wells Fargo Commercial Mortgage Trust, Series 2024 SVEN

.534

06/10/37

2,516,945

8,500,000

(c),(d)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.542%), Series 2025 609M

.693

08/15/42

8,507,502

1,700,000

(c),(d)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.842%), Series 2025 609M

.992

08/15/42

1,699,117

1,175,000

(c),(d)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 2.341%), Series 2025 609M

.492

08/15/42

1,174,932

65,368

(c),(d)

Wells Fargo Mortgage Backed Securities Trust, Series 2019 2

.000

04/25/49

62,220

587,165

(c),(d)

Wells Fargo Mortgage Backed Securities Trust, Series 2020 4

.000

07/25/50

506,627

4,994,311

(c),(d)

Wells Fargo Mortgage Backed Securities Trust, Series 2021 2

.500

06/25/51

4,125,801

1,280,868

(c),(d)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 2

.500

12/25/51

1,056,527

118,754

(c),(d)

WinWater Mortgage Loan Trust, Series 2014 1

.929

06/20/44

101,894

TOTAL OTHER MORTGAGE BACKED

541,850,564

TOTAL STRUCTURED ASSETS

(Cost $874,491,026)

818,863,723

TOTAL LONG-TERM INVESTMENTS

(Cost $7,132,703,897)

6,943,798,568

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.1%

9,587,936

(j) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (k)

9,587,936

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $9,587,936)

9,587,936

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 1.4%

REPURCHASE AGREEMENT - 1.3%

89,964,000

(l) Fixed Income Clearing Corporation

.200

10/01/25

89,964,000

TOTAL REPURCHASE AGREEMENT

89,964,000

TREASURY DEBT - 0.1%

10,000,000

United States Treasury Bill

.000

11/13/25

9,953,100

TOTAL TREASURY DEBT

9,953,100

TOTAL SHORT-TERM INVESTMENTS

(Cost $99,917,100)

99,917,100

TOTAL INVESTMENTS - 99.9%

(Cost $7,242,208,933)

7,053,303,604

OTHER ASSETS & LIABILITIES, NET - 0.1%

8,529,033

NET ASSETS - 100.0%

$

7,061,832,637

Core Impact Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

Principal denominated in U.S. Dollars, unless otherwise noted.

Investments in Derivatives

CAD

Canadian Dollar

EUR

Euro

LIBOR

London Interbank Offered Rate

M

Month

REMIC

Real Estate Mortgage Investment Conduit

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

(a) For fair value measurement disclosure purposes, investment classified as Level 3.

(b) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.

(c) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(d) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $1,709,727,263 or 24.2% of Total

Investments.

(e) Perpetual security. Maturity date is not applicable.

(f) 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 0.6% of Total Investments.

(g) All or a portion of this security is owned by Nuveen Core Impact Bond Offshore Limited which is a 100% owned subsidiary of the fund.

(h) When-issued or delayed delivery security.

(i) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $10,323,522.

(j) Investments made with cash collateral received from securities on loan.

(k) The rate shown is the one-day yield as of the end of the reporting period.

(l) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $89,974,496 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

0.125% and maturity date 1/15/32, valued at $91,763,447.

Forward Foreign Currency Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement Date

Unrealized

Appreciation

(Depreciation)

$

19,791,353

EUR

16,765,446

Bank of America, N.A.

10/10/25

$

95,516

$

3,015,830

CAD

4,104,880

JPMorgan Chase Bank NA

10/10/25

64,812

Total

$

160,328

Total unrealized appreciation on forward foreign currency contracts

$

160,328

Total unrealized depreciation on forward foreign currency contracts

$

–

CAD

Canadian Dollar

EUR

Euro

Portfolio of Investments September 30, 2025

Core Plus Bond

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 96.5%

BANK LOAN OBLIGATIONS - 3.6%

CAPITAL GOODS - 0.2%

$

64,872

(a) Air Comm Corporation, LLC, Delayed Draw Term Loan, (TSFR3M + 1.875%)

.870

%

12/11/31

$

65,075

1,030,008

(a) Air Comm Corporation, LLC, Term Loan, (TSFR1M + 2.750%)

.913

12/11/31

1,033,227

435,431

(a) Chamberlain Group Inc, Term Loan B, (TSFR1M + 3.000%)

.163

09/08/32

436,385

960,000

(a) Conair Holdings, LLC, Term Loan B, (TSFR1M + 3.750%)

.028

05/17/28

610,800

992,500

(a) Construction Partners Inc, Term Loan B, (TSFR1M + 2.500%)

.663

11/03/31

996,187

84,465

(b) KP Germany Erste GmbH

.157

10/27/25

75,309

892,791

(a) Madison Safety & Flow LLC, Term Loan B, (TSFR1M + 2.750%)

.913

09/26/31

894,934

331,487

(a) Quikrete Holdings, Inc., Term Loan B1, (TSFR1M + 2.250%)

.413

04/14/31

331,761

687,556

(a) QXO Inc, Term Loan B, (TSFR1M + 3.000%)

.163

04/30/32

694,094

356,093

(a) Resideo Funding Inc., First Lien Term Loan B, (TSFR1M + 2.000%)

.147

02/01/28

357,096

987,500

(a) Titan Acquisition Limited, Term Loan B, (TSFR1M + TSFR6M + 3.750%)

.752

02/15/29

991,336

1,616,129

(a) TransDigm, Inc., Term Loan J, (TSFR3M + 2.500%)

.502

02/28/31

1,617,155

1,984,925

(a) TransDigm, Inc., Term Loan K, (TSFR3M + 2.250%)

.252

03/22/30

1,985,212

1,409,577

(a) Zekelman Industries, Inc., Term Loan B, (TSFR1M + 2.250%)

.408

01/24/31

1,413,101

TOTAL CAPITAL GOODS

11,501,672

COMMERCIAL & PROFESSIONAL SERVICES - 0.1%

284,347

(a) AlixPartners, LLP, Term Loan, (TSFR1M + 2.000%)

.163

08/12/32

282,748

257,286

(a) CHG Healthcare Services Inc., Term Loan B1, (TSFR1M + TSFR3M + 2.750%)

.980

09/29/28

257,641

1,504,451

(a) Corporation Service Company, Term Loan B, (TSFR1M + 2.000%)

.163

11/05/29

1,492,227

1,958,387

(a) First Advantage Holdings, LLC, Repriced Term Loan B, (TSFR1M + 2.750%)

.913

10/31/31

1,916,164

1,804,742

(a) Prime Security Services Borrower, LLC, First Lien Term Loan B, (TSFR6M + 2.000%)

.129

10/15/30

1,802,360

535,650

(a) Reworld Holding Corp, Term Loan B, (TSFR1M + 2.250%)

.386

11/30/28

536,454

41,463

(a) Reworld Holding Corp, Term Loan C, (TSFR1M + 2.250%)

.386

11/30/28

41,526

212,098

(a) West Corporation, Term Loan B3, (TSFR3M + 4.000%)

.558

04/12/27

98,387

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

6,427,507

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.2%

2,382,975

(a) Belron Finance LLC, Repriced Term Loan B, (TSFR3M + 2.500%)

.742

10/16/31

2,397,881

1,669,546

(a) CNT Holdings I Corp, Term Loan, (TSFR3M + 2.250%)

.558

11/08/32

1,670,439

3,488,855

(a) Les Schwab Tire Centers, Term Loan B, (TSFR1M + TSFR3M + 2.500%)

.681

04/23/31

3,485,593

3,807,977

(a) Wand NewCo 3, Inc., Repriced Term Loan B, (TSFR1M + 2.500%)

.663

01/30/31

3,799,466

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

11,353,379

CONSUMER DURABLES & APPAREL - 0.1%

2,468,686

(a) AI Aqua Merger Sub, Inc., First Lien Term Loan B, (TSFR1M + 3.000%)

.280

07/31/28

2,476,351

212,500

(a) Crocs, Inc., Term Loan, (TSFR3M + 2.250%)

.252

02/20/29

213,563

221,810

(a) SRAM, LLC , Term Loan B, (TSFR1M + 2.000%)

.163

02/27/32

221,255

844,357

(a) Weber-Stephen Products LLC, Term Loan B, (TSFR1M + 3.250%)

.528

10/29/27

838,024

TOTAL CONSUMER DURABLES & APPAREL

3,749,193

CONSUMER SERVICES - 0.3%

2,449,884

(a) 101B.C. Unlimited Liability Company, Term Loan B6, (TSFR1M + 1.750%)

.913

09/23/30

2,444,776

315,492

(a) Alterra Mountain Company, Term Loan B9, (TSFR1M + 2.500%)

.663

08/17/28

316,412

1,283,625

(a) Caesars Entertainment Inc., Term Loan B, (TSFR1M + 2.250%)

.413

02/06/30

1,283,285

645,055

(a) Camelot U.S. Acquisition LLC, Term Loan B, (TSFR1M + 2.750%)

.913

01/31/31

641,830

646,713

(a) Element Materials Technology Group US Holdings Inc., Term Loan, (TSFR3M + 3.675%)

.677

06/25/29

651,867

1,793,050

(a) Fertitta Entertainment, LLC, Term Loan B, (TSFR1M + 3.250%)

.413

01/29/29

1,792,494

2,136,938

(a) Flutter Financing B.V., Term Loan B, (TSFR3M + 1.750%)

.752

11/29/30

2,133,732

469,297

(a) IRB Holding Corp, First Lien Term Loan B, (TSFR1M + 2.500%)

.663

12/15/27

469,919

712,202

(a) KFC Holding Co., Term Loan B, (TSFR1M + 1.750%)

.000

03/15/28

715,763

494,138

(a) Light and Wonder International, Inc., Term Loan B2, (TSFR1M + 2.250%)

.393

04/16/29

496,146

1,316,758

(a) Motion Finco Sarl, Term Loan B, (TSFR3M + 3.500%)

.502

11/30/29

1,186,070

300,409

(a) PENN Entertainment, Inc., Term Loan B, (TSFR1M + 2.500%)

.663

05/03/29

300,576

462,149

(a) Spin Holdco Inc., Term Loan, (TSFR3M + 4.000%)

.393

03/06/28

389,196

TOTAL CONSUMER SERVICES

12,822,066

ENERGY - 0.0%

1,234,406

(a) Canister International Group Inc., First Lien Term Loan B, (TSFR1M + 3.000%)

.163

03/22/29

1,236,721

76,198

Cloud Peak Energy Resources LLC

.000

05/03/27

76,198

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

(continued)

$

729,354

(a) Oryx Midstream Services Permian Basin LLC, Term Loan B, (TSFR1M + 2.250%)

.416

%

10/05/28

$

730,057

TOTAL ENERGY

2,042,976

FINANCIAL SERVICES - 0.1%

2,789,650

(a) Trans Union, LLC, Term Loan B9, (TSFR1M + 1.750%)

.913

06/24/31

2,790,682

TOTAL FINANCIAL SERVICES

2,790,682

FOOD, BEVERAGE & TOBACCO - 0.1%

587,345

(a) Arterra Wines Canada, Inc., Term Loan, (TSFR3M + 3.500%)

.763

11/26/27

573,721

1,161,210

(a) Aspire Bakeries Holdings LLC, Term Loan B, (TSFR1M + 3.500%)

.663

12/23/30

1,169,554

58,991

(a) City Brewing Company, LLC, PIK First Out Term Loan, (TSFR3M + 7.000%), (cash 11.198%,

PIK 6.000%)

.198

09/30/30

44,243

14,897

(a) City Brewing Company, LLC, PIK Super Priority Term Loan, (TSFR3M + 7.000%), (cash

11.198%, PIK 3.500%)

.198

09/30/30

12,672

571,628

(a) Froneri Lux Finco Sarl, Term Loan B4, (TSFR6M + 2.000%)

.197

09/30/31

568,175

1,781,664

(a) Triton Water Holdings, Inc, Term Loan B, (TSFR3M + 2.250%)

.252

03/31/28

1,783,375

182,555

(a) UTZ Quality Foods, LLC, Term Loan B, (TSFR3M + 2.500%)

.502

01/29/32

182,874

TOTAL FOOD, BEVERAGE & TOBACCO

4,334,614

HEALTH CARE EQUIPMENT & SERVICES - 0.4%

3,933,276

(a) Bausch & Lomb Corporation, Term Loan B, (TSFR1M + 4.250%)

.413

01/15/31

3,940,651

448,505

(a) Global Medical Response, Inc., Term Loan B, (TSFR1M + 3.500%)

.634

09/20/32

449,146

2,718,625

(a) ICU Medical, Inc., Term Loan B, (TSFR1M + TSFR3M + 2.250%)

.457

01/08/29

2,727,855

5,303,602

(a) Medline Borrower, LP, Term Loan B, (TSFR1M + 2.000%)

.163

10/23/28

5,308,879

3,263,804

(a) Parexel International Corporation, Term Loan B, (TSFR1M + 2.500%)

.663

11/15/28

3,270,267

705,432

(a) Select Medical Corporation, Term Loan B, (TSFR1M + 2.000%)

.163

12/03/31

707,640

2,419,963

(a) Surgery Center Holdings, Inc., Term Loan B, (TSFR1M + 2.500%)

.663

12/19/30

2,424,500

2,481,250

(a) Zelis Payments Buyer, Inc., 5th Amendment Term Loan, (TSFR1M + 3.250%)

.413

11/26/31

2,484,352

TOTAL HEALTH CARE EQUIPMENT & SERVICES

21,313,290

INSURANCE - 0.5%

207,987

(a) Acrisure, LLC, First Lien Term Loan B6, (TSFR1M + 3.000%)

.163

11/06/30

207,891

3,960,075

(a) Alliant Holdings Intermediate, LLC, Term Loan B, (TSFR1M + 2.500%)

.666

09/19/31

3,953,442

425,000

(a) Asurion LLC, 2nd Lien Term Loan B3, (TSFR1M + 5.250%)

.528

02/03/28

414,906

543,293

(a) Asurion LLC, Term Loan B13, (TSFR1M + 4.250%)

.413

09/19/30

540,522

4,923,342

(a) Broadstreet Partners, Inc., Term Loan B4, (TSFR1M + 2.750%)

.913

06/16/31

4,933,484

3,231,914

(a) HUB International Limited, Term Loan B, (TSFR3M + 2.250%)

.575

06/20/30

3,240,284

1,198,791

(a) Ryan Specialty Group, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

09/15/31

1,200,667

4,937,719

(a) Sedgwick Claims Management Services, Inc., Term Loan B, (TSFR1M + 2.500%)

.663

07/31/31

4,936,953

919,355

(a) Truist Insurance Holdings LLC, Term Loan B, (TSFR3M + 2.750%)

.752

05/06/31

920,794

3,945,163

(a) USI, Inc., Term Loan C, (TSFR3M + 2.250%)

.252

09/27/30

3,944,334

1,945,511

(a) USI, Inc., Term Loan D, (TSFR3M + 2.250%)

.252

11/23/29

1,945,209

TOTAL INSURANCE

26,238,486

MATERIALS - 0.3%

633,867

(a) Asplundh Tree Expert, LLC, Term Loan B, (TSFR1M + 1.750%)

.013

09/07/27

634,507

4,339,119

(a) Clydesdale Acquisition Holdings Inc, Term Loan B, (TSFR1M + 3.175%)

.338

04/13/29

4,338,164

195,534

(a) H.B. Fuller Company, Term Loan B, (TSFR1M + 1.750%)

.913

02/15/30

196,757

736,543

(a) INEOS Quattro Holdings UK Ltd, First Lien Term Loan B, (TSFR1M + 4.250%)

.513

03/29/29

669,024

3,223,800

(a) INEOS Quattro Holdings UK Ltd, Term Loan B, (TSFR1M + 4.250%)

.413

10/07/31

2,791,279

845,709

(a) Klockner-Pentaplast of America, Inc., Term Loan B, (TSFR6M + 4.725%)

.019

02/09/26

422,593

1,857,087

(a) TricorBraun Holdings, Inc., Term Loan, (TSFR1M + 3.250%)

.413

03/03/31

1,850,401

130,769

(a) USALCO, LLC, Delayed Draw Term Loan, (N/A + 1.000%)

.000

09/30/31

130,749

1,259,727

(a) USALCO, LLC, Term Loan, (TSFR1M + 3.500%)

.663

09/30/31

1,259,532

TOTAL MATERIALS

12,293,006

MEDIA & ENTERTAINMENT - 0.0%

472,417

(a) Altice Financing SA, Term Loan, (TSFR3M + 5.000%)

.318

10/29/27

398,601

538,518

(a) CSC Holdings, LLC, Term Loan B6, (TSFR1M + 4.500%)

.650

01/18/28

536,394

31,417

(a) DirecTV Financing, LLC, Term Loan, (TSFR3M + 5.000%)

.570

08/02/27

31,478

TOTAL MEDIA & ENTERTAINMENT

966,473

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.1%

133,453

(a) Avantor Funding, Inc., Term Loan, (TSFR1M + 2.000%)

.263

11/08/27

134,252

1,083,448

(a) Elanco Animal Health Incorporated, Term Loan B, (TSFR1M + 1.750%)

.130

08/02/27

1,083,475

2,119,439

(a) Jazz Financing Lux S.a.r.l., First Lien Term Loan B, (TSFR1M + 2.250%)

.413

05/05/28

2,124,260

2,527,710

(a) Organon & Co, Term Loan, (TSFR1M + 2.250%)

.408

05/19/31

2,473,996

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

(continued)

$

206,253

(a) Perrigo Investments, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

%

04/20/29

$

206,424

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

6,022,407

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.0%

280,051

(a) Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1, (TSFR1M + 2.750%)

.913

01/31/30

281,219

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

281,219

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.1%

3,491,250

(a) Instructure Holdings, Inc., Repriced Term Loan, (TSFR3M + 2.750%)

.753

11/13/31

3,490,290

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

3,490,290

SOFTWARE & SERVICES - 0.7%

143,814

(a) Avaya, Inc., Exit Term Loan, (TSFR1M + 7.500%), (cash 11.856%, PIK 7.500%)

.856

08/01/28

127,044

2,668,313

(a) BCPE Pequod Buyer Inc, Term Loan B, (TSFR1M + 3.000%)

.163

11/25/31

2,676,171

4,783,910

(a) Boost Newco Borrower, LLC, Term Loan B, (TSFR3M + 2.000%)

.002

01/31/31

4,796,372

2,943,989

(a) Boxer Parent Company Inc., Term Loan B, (TSFR3M + 3.000%)

.199

07/30/31

2,942,606

3,950,100

(a) Cotiviti Corporation, Term Loan, (TSFR1M + 2.750%)

.030

05/01/31

3,887,550

1,165,776

(a) Ellucian Holdings, Inc., First Lien Term Loan B, (TSFR1M + 2.750%)

.913

10/09/29

1,167,134

2,214,659

(a) Epicor Software Corporation, Term Loan E, (TSFR1M + 2.500%)

.663

05/30/31

2,219,985

3,078,866

(a) Gen Digital Inc., Term Loan B, (TSFR1M + 1.750%)

.913

09/12/29

3,073,678

820,250

(a) Informatica LLC, Term Loan B, (TSFR1M + 2.250%)

.413

10/30/28

822,813

2,970,000

(a) Mitchell International, Inc., First Lien Term Loan, (TSFR1M + 3.250%)

.413

06/17/31

2,970,639

2,671,190

(a) Open Text Corporation, Term Loan B, (TSFR1M + 1.750%)

.913

01/31/30

2,671,844

64,723

(a) Rackspace Finance, LLC, First Lien First Out Term Loan, (TSFR1M + 6.250%)

.540

05/15/28

65,613

309,779

(a) Rackspace Finance, LLC, First Lien Second Out Term Loan, (TSFR1M + 2.750%)

.040

05/15/28

139,788

456,000

(a) RealPage, Inc, First Lien Term Loan, (TSFR3M + 3.000%)

.263

04/24/28

455,394

1,492,500

(a) Synechron Inc, Term Loan B, (TSFR3M + 3.750%)

.058

10/03/31

1,488,769

1,606,052

(a) UKG Inc., Term Loan B, (TSFR3M + 2.500%)

.810

02/10/31

1,606,268

2,462,500

(a) Zelis Payments Buyer, Inc., Term Loan B, (TSFR1M + 2.750%)

.913

09/28/29

2,459,680

TOTAL SOFTWARE & SERVICES

33,571,348

TECHNOLOGY HARDWARE & EQUIPMENT - 0.1%

2,536,882

(a) CommScope, Inc., Term Loan, (TSFR1M + 4.750%)

.913

12/17/29

2,571,193

3,965,025

(a) Delta TopCo, Inc., Term Loan B, (TSFR1M + TSFR3M + 2.750%)

.881

11/30/29

3,927,120

144,893

(a) Ingram Micro Inc., Term Loan, (TSFR3M + 2.250%)

.248

09/22/31

145,617

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

6,643,930

TELECOMMUNICATION SERVICES - 0.1%

921,144

(a),(c)

Altice France S.A., Term Loan B12, (Prime + 2.688%)

.938

02/02/26

855,895

190,543

(a) Cablevision Lightpath LLC, Repriced Term Loan, (TSFR1M + 3.000%)

.150

11/30/27

191,099

107,570

(a) Virgin Media Bristol LLC, Term Loan N, (TSFR1M + 2.500%)

.765

01/31/28

107,587

1,463,796

(a) Zayo Group Holdings, Inc., Term Loan, (TSFR1M + 3.000%)

.430

03/09/27

1,446,991

TOTAL TELECOMMUNICATION SERVICES

2,601,572

TRANSPORTATION - 0.1%

1,758,225

(a) Air Canada, Term Loan B, (TSFR1M + 2.000%)

.166

03/21/31

1,760,977

486,281

(a) American Airlines, Inc., Term Loan, (TSFR3M + 2.250%)

.575

04/20/28

486,113

355,865

(a) XPO Logistics, Inc., Term Loan (2028), (TSFR1M + 1.750%)

.913

05/24/28

359,296

TOTAL TRANSPORTATION

2,606,386

UTILITIES - 0.1%

1,620,000

(a) Cornerstone Generation LLC, Term Loan B, (TSFR3M + 3.250%)

.476

10/28/31

1,633,365

2,476,681

(a) Talen Energy Supply, LLC, Term Loan B, (TSFR3M + 2.500%)

.733

05/17/30

2,483,318

TOTAL UTILITIES

4,116,683

TOTAL BANK LOAN OBLIGATIONS

(Cost $176,158,405)

175,167,179

SHARES

DESCRIPTION

VALUE

COMMON STOCKS - 0.0%

ENERGY - 0.0%

1,538

(b),(d)

Cloud Peak Energy, Inc

TOTAL ENERGY

SOFTWARE & SERVICES - 0.0%

596

(d) Avaya, Inc

6,208

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

VALUE

SOFTWARE & SERVICES

(continued)

2,843

(d) Avaya, Inc

$

29,616

TOTAL SOFTWARE & SERVICES

35,824

TECHNOLOGY HARDWARE & EQUIPMENT - 0.0%

(d) EJF SIDECAR FUND, SERIES LLC

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

TOTAL COMMON STOCKS

(Cost $39,485)

35,844

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE BONDS - 34.0%

AUTOMOBILES & COMPONENTS - 0.7%

$

350,000

(e) Clarios Global LP

.750

%

02/15/30

361,554

575,000

Dana, Inc

.375

11/15/27

574,218

350,000

Dana, Inc

.625

06/15/28

349,509

325,000

Dana, Inc

.250

09/01/30

321,861

2,000,000

(e) Ford Otomotiv Sanayi AS.

.125

04/25/29

2,047,480

800,000

General Motors Financial Co, Inc

.050

10/10/25

800,293

3,500,000

General Motors Financial Co, Inc

.900

10/06/29

3,540,461

2,825,000

General Motors Financial Co, Inc

.850

04/06/30

2,954,625

3,200,000

General Motors Financial Co, Inc

.700

06/10/31

2,860,822

3,750,000

General Motors Financial Co, Inc

.600

06/18/31

3,880,834

2,000,000

(f) General Motors Financial Co, Inc

.750

N/A

1,981,724

5,000,000

Goodyear Tire & Rubber Co

.250

04/30/31

4,724,999

1,000,000

(e) Nemak SAB de C.V.

.625

06/28/31

874,219

1,360,000

(e) Phinia, Inc

.625

10/15/32

1,401,661

750,000

(e) ZF North America Capital, Inc

.875

04/14/28

760,376

3,665,000

ZF North America Capital, Inc

.750

04/23/30

3,576,598

505,000

(e) ZF North America Capital, Inc

.500

03/24/31

501,562

TOTAL AUTOMOBILES & COMPONENTS

31,512,796

BANKS - 7.3%

1,500,000

(e) Akbank T.A.S.

.800

06/22/31

1,507,389

1,500,000

(e) Akbank TAS

.498

01/20/30

1,573,863

4,000,000

(f),(g)

Banco Bilbao Vizcaya Argentaria S.A.

.375

N/A

4,463,098

1,500,000

(e),(h)

Banco Bradesco S.A.

.500

01/22/30

1,582,500

700,000

(e),(f),(g)

Banco de Credito e Inversiones S.A.

.750

N/A

757,750

1,800,000

(e),(f),(g)

Banco del Estado de Chile

.950

N/A

1,920,260

2,000,000

(e) Banco do Brasil S.A.

.000

03/18/31

2,038,738

2,000,000

(e),(f),(g)

Banco Mercantil del Norte S.A.

.375

N/A

2,105,900

925,000

(e),(f),(g)

Banco Mercantil del Norte S.A.

.500

N/A

945,582

2,025,000

(e) Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand

.621

12/10/29

2,107,033

2,400,000

(f),(g)

Banco Santander S.A.

.625

N/A

2,894,457

2,000,000

(g) Bancolombia S.A.

.625

12/24/34

2,159,720

2,600,000

(e) Bangkok Bank PCL

.466

09/23/36

2,363,394

4,000,000

(e),(g)

Bank Hapoalim BM

.255

01/21/32

3,900,320

3,000,000

(e),(g)

Bank Leumi Le-Israel BM

.275

01/29/31

2,973,750

22,795,000

Bank of America Corp

.592

04/29/31

21,123,822

9,000,000

Bank of America Corp

.288

04/25/34

9,311,577

3,000,000

Bank of America Corp

.511

01/24/36

3,135,938

8,975,000

Bank of America Corp

.744

02/12/36

9,324,743

5,700,000

Bank of America Corp

.676

06/19/41

4,200,412

7,850,000

(f) Bank of America Corp

.625

N/A

8,167,839

4,075,000

(f) Bank of New York Mellon Corp

.300

N/A

4,192,527

3,025,000

Barclays plc

.367

02/25/31

3,119,237

2,225,000

Barclays plc

.330

11/24/42

1,718,566

4,525,000

(f),(g)

Barclays plc

.625

N/A

5,137,061

1,850,000

(e),(g)

BBVA Bancomer S.A.

.125

01/18/33

1,816,700

1,000,000

(e),(g)

BBVA Bancomer S.A.

.450

06/29/38

1,109,731

1,100,000

(e),(g)

BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico

.625

02/11/35

1,157,200

8,000,000

(e),(f),(g)

BNP Paribas S.A.

.450

N/A

8,349,976

5,200,000

Canadian Imperial Bank of Commerce

.000

10/28/85

5,339,854

3,300,000

CitiBank NA

.914

05/29/30

3,390,526

5,895,000

Citigroup, Inc

.200

10/21/26

5,845,960

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 7.3%

(continued)

$

2,805,000

Citigroup, Inc

.300

%

11/20/26

$

2,809,452

400,000

Citigroup, Inc

.450

09/29/27

401,628

275,000

Citigroup, Inc

.125

07/25/28

274,727

6,025,000

Citigroup, Inc

.542

09/19/30

6,053,036

2,135,000

Citigroup, Inc

.572

06/03/31

1,964,389

6,250,000

Citigroup, Inc

.503

09/11/31

6,253,379

2,600,000

(f) Citigroup, Inc

.625

N/A

2,729,626

2,500,000

(f) Citigroup, Inc

.000

N/A

2,490,268

1,750,000

(f) Citigroup, Inc

.375

N/A

1,823,390

3,575,000

(e) Credit Agricole S.A.

.222

05/27/31

3,667,343

3,850,000

(e),(f),(g)

Credit Agricole S.A.

.125

N/A

3,931,608

5,000,000

(e),(f),(g),(h)

Credit Agricole S.A.

.125

N/A

5,033,282

2,450,000

Deutsche Bank AG.

.371

09/09/27

2,511,072

2,275,000

Deutsche Bank AG.

.311

11/16/27

2,225,228

1,500,000

Deutsche Bank AG.

.819

11/20/29

1,604,488

2,025,000

Deutsche Bank AG.

.999

09/11/30

2,053,999

2,500,000

(e) Grupo Aval Ltd

.375

02/04/30

2,373,563

635,000

(e),(f)

Hana Bank

.500

N/A

625,435

2,700,000

(f),(g),(h)

HSBC Holdings plc

.950

N/A

2,837,481

4,800,000

(f),(g)

HSBC Holdings plc

.000

N/A

5,084,765

4,000,000

(f) Huntington Bancshares, Inc

.625

N/A

4,043,700

UGX

6,000,000,000

(e) ICBC Standard Bank plc

.250

06/26/34

1,446,067

4,225,000

(f),(g)

ING Groep NV

.000

N/A

4,356,294

3,000,000

(e) Intercorp Financial Services, Inc

.125

10/19/27

2,978,245

1,825,000

(e),(h)

Itau Unibanco Holding S.A.

.000

02/27/30

1,895,627

350,000

JPMorgan Chase & Co

.200

06/15/26

347,984

6,325,000

JPMorgan Chase & Co

.323

04/26/28

6,340,627

7,805,000

JPMorgan Chase & Co

.702

05/06/30

7,670,752

4,400,000

JPMorgan Chase & Co

.140

01/24/31

4,544,016

725,000

JPMorgan Chase & Co

.953

02/04/32

640,877

4,250,000

JPMorgan Chase & Co

.350

06/01/34

4,428,319

1,075,000

JPMorgan Chase & Co

.254

10/23/34

1,184,569

6,750,000

JPMorgan Chase & Co

.766

04/22/35

7,191,363

8,950,000

JPMorgan Chase & Co

.572

04/22/36

9,433,522

3,350,000

JPMorgan Chase & Co

.576

07/23/36

3,472,885

2,750,000

JPMorgan Chase & Co

.525

11/19/41

1,990,370

12,350,000

JPMorgan Chase & Co

.157

04/22/42

9,632,807

1,250,000

JPMorgan Chase & Co

.260

02/22/48

1,075,083

5,625,000

(f) JPMorgan Chase & Co

.875

N/A

5,924,571

2,250,000

(f) JPMorgan Chase & Co

.650

N/A

2,225,328

4,000,000

(f),(g)

Lloyds Banking Group plc

.750

N/A

4,094,026

4,175,000

(f) M&T Bank Corp

.500

N/A

4,022,867

3,000,000

(e),(g)

Mizrahi Tefahot Bank Ltd

.077

04/07/31

2,955,000

2,800,000

Morgan Stanley Private Bank NA

.734

07/18/31

2,841,813

3,000,000

(f),(g)

NatWest Group plc

.125

N/A

3,377,265

1,975,000

(e) NBK SPC Ltd

.625

09/15/27

1,920,687

3,000,000

(e),(f)

NBK Tier Financing Ltd

.625

N/A

2,939,350

2,275,000

PNC Financial Services Group, Inc

.575

01/29/36

2,373,739

5,225,000

(f) PNC Financial Services Group, Inc

.400

N/A

5,064,215

3,275,000

(f) PNC Financial Services Group, Inc

.200

N/A

3,329,378

5,000,000

Royal Bank of Canada

.750

08/24/85

5,157,488

5,000,000

(f) Truist Financial Corp

.950

N/A

4,979,421

3,055,000

(f) Truist Financial Corp

.669

N/A

3,068,879

3,000,000

(e) United Overseas Bank Ltd

.000

10/14/31

2,926,386

2,000,000

US Bancorp

.839

02/01/34

2,008,757

5,825,000

Wells Fargo & Co

.393

06/02/28

5,662,513

2,600,000

Wells Fargo & Co

.303

10/23/29

2,753,822

7,975,000

Wells Fargo & Co

.605

04/23/36

8,369,373

7,000,000

(f) Wells Fargo & Co

.900

N/A

6,932,019

4,125,000

(f),(h)

Wells Fargo & Co

.625

N/A

4,415,483

2,000,000

(e) Yapi ve Kredi Bankasi AS.

.250

03/03/30

2,051,716

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 7.3%

(continued)

$

700,000

(e),(f),(g)

Yapi ve Kredi Bankasi AS.

.250

%

N/A

$

708,895

TOTAL BANKS

349,259,680

CAPITAL GOODS - 1.6%

2,205,000

(e) AECOM

.000

08/01/33

2,254,370

1,690,000

(e) Airbus SE

.150

04/10/27

1,670,946

975,000

(e) Albion Financing SARL

.000

05/21/30

1,008,443

600,000

(e) BAE Systems plc

.900

02/15/31

528,005

10,500,000

Boeing Co

.196

02/04/26

10,420,477

1,050,000

Boeing Co

.250

02/01/28

1,025,554

1,375,000

Boeing Co

.705

05/01/40

1,403,025

13,650,000

Boeing Co

.805

05/01/50

13,637,220

1,160,000

(e) Chart Industries, Inc

.500

01/01/30

1,207,253

400,000

(e) Esab Corp

.250

04/15/29

410,921

455,000

(e) Goat Holdco LLC

.750

02/01/32

466,375

665,000

(e) Herc Holdings, Inc

.625

06/15/29

683,290

425,000

(e) Herc Holdings, Inc

.000

06/15/30

441,459

665,000

(e) Herc Holdings, Inc

.250

06/15/33

694,195

7,200,000

Honeywell International, Inc

.000

03/01/35

7,319,957

2,000,000

(e) IHS Holding Ltd

.875

05/29/30

2,066,642

1,000,000

(e) IHS Holding Ltd

.250

11/29/31

1,050,095

4,900,000

L3Harris Technologies, Inc

.400

07/31/33

5,107,459

595,000

(e) Masterbrand, Inc

.000

07/15/32

614,888

280,000

(e) MITER BRAND

.750

04/01/32

287,631

1,000,000

(e) Quikrete Holdings, Inc

.375

03/01/32

1,035,844

4,450,000

Raytheon Technologies Corp

.125

11/16/28

4,446,569

1,080,000

Raytheon Technologies Corp

.250

07/01/30

989,150

3,250,000

Raytheon Technologies Corp

.000

03/15/31

3,507,992

3,000,000

(e),(h)

Sisecam UK plc

.625

05/02/32

3,132,414

3,000,000

(e) Sociedad Quimica y Minera de Chile S.A.

.500

09/10/51

2,118,012

1,665,000

(e) Standard Building Solutions, Inc

.250

08/01/33

1,687,286

1,575,000

(e) TransDigm, Inc

.875

12/15/30

1,631,913

1,470,000

(e) TransDigm, Inc

.000

01/15/33

1,486,292

725,000

(e) WESCO Distribution, Inc

.250

06/15/28

734,425

480,000

(e) WESCO Distribution, Inc

.375

03/15/33

497,582

1,595,000

(e) Windsor Holdings III LLC

.500

06/15/30

1,686,089

TOTAL CAPITAL GOODS

75,251,773

COMMERCIAL & PROFESSIONAL SERVICES - 0.4%

2,125,000

(e) ADT Corp

.875

07/15/32

2,057,949

800,000

(e) ASGN, Inc

.625

05/15/28

785,293

2,250,000

(e) Bidvest Group UK plc

.200

09/17/32

2,264,445

225,000

(e) CACI International, Inc

.375

06/15/33

232,099

590,000

(e),(i)

Clean Harbors, Inc

.750

10/15/33

595,154

1,000,000

(e) Garda World Security Corp

.625

02/15/27

992,413

1,035,000

(e) GTCR W-2 MERGER SUB LLC

.500

01/15/31

1,098,025

611,000

(e) Prime Security Services Borrower LLC

.750

04/15/26

613,502

1,200,000

(e) Prime Security Services Borrower LLC

.375

08/31/27

1,166,487

2,725,000

(e) Prime Security Services Borrower LLC

.250

01/15/28

2,722,614

395,000

(e) Science Applications International Corp

.875

11/01/33

395,123

1,330,000

Verisk Analytics, Inc

.125

03/15/29

1,326,856

1,600,000

Verisk Analytics, Inc

.500

08/15/30

1,604,803

1,675,000

Verisk Analytics, Inc

.250

03/15/35

1,707,558

75,000

Verisk Analytics, Inc

.625

05/15/50

55,982

2,575,000

Waste Management, Inc

.950

03/15/35

2,613,584

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

20,231,887

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.5%

2,670,000

(e) Asbury Automotive Group, Inc

.625

11/15/29

2,591,176

755,000

(e) Asbury Automotive Group, Inc

.000

02/15/32

724,975

1,575,000

AutoNation, Inc

.890

03/15/35

1,627,600

925,000

(e) Bath & Body Works, Inc

.625

10/01/30

945,625

635,000

Kohl's Corp

.625

05/01/31

501,301

800,000

(e) LCM Investments Holdings II LLC

.875

05/01/29

783,802

790,000

(e) LCM Investments Holdings II LLC

.250

08/01/31

835,507

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.5%

(continued)

$

2,175,000

(e) Lithia Motors, Inc

.625

%

12/15/27

$

2,153,576

2,500,000

(e),(h)

Macy's Retail Holdings LLC

.125

03/15/32

2,502,413

1,900,000

(e) Magic Mergeco, Inc

.250

05/01/28

1,748,777

790,000

O'Reilly Automotive, Inc

.550

03/15/26

787,759

1,400,000

O'Reilly Automotive, Inc

.600

09/01/27

1,387,526

1,225,000

O'Reilly Automotive, Inc

.200

04/01/30

1,220,666

2,200,000

O'Reilly Automotive, Inc

.750

03/15/31

1,917,568

1,500,000

(e) Queen MergerCo, Inc

.750

04/30/32

1,553,094

1,000,000

(e) Staples, Inc

.750

09/01/29

988,770

335,000

(e) Veritiv Operating Co

.500

11/30/30

359,531

1,250,000

Walmart, Inc

.350

04/28/30

1,270,517

460,000

(e) Wand NewCo 3, Inc

.625

01/30/32

484,665

335,000

(e) Wayfair LLC

.250

10/31/29

345,399

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

24,730,247

CONSUMER DURABLES & APPAREL - 0.0%

1,000,000

(e) CD&R Smokey Buyer, Inc

.500

10/15/29

782,078

1,175,000

Newell Brands, Inc

.375

09/15/27

1,191,022

400,000

(e) TopBuild Corp

.625

01/31/34

398,546

TOTAL CONSUMER DURABLES & APPAREL

2,371,646

CONSUMER SERVICES - 0.6%

1,035,000

(e) 1011778 BC ULC

.125

06/15/29

1,058,290

1,455,000

(e),(h)

Caesars Entertainment, Inc

.000

10/15/32

1,433,116

2,570,000

(e) Carnival Corp

.750

08/01/32

2,615,432

2,000,000

(e) CDI Escrow Issuer, Inc

.750

04/01/30

1,998,197

3,285,000

(e) Churchill Downs, Inc

.750

05/01/31

3,366,649

1,960,000

(e) Flutter Treasury Designated Activity Co

.375

04/29/29

2,023,933

150,000

(e) Hilton Domestic Operating Co, Inc

.750

05/01/28

150,183

2,990,000

(e) Hilton Domestic Operating Co, Inc

.875

04/01/29

3,051,791

2,200,000

(e) Hilton Domestic Operating Co, Inc

.625

02/15/32

2,013,232

1,050,000

(e) Hilton Domestic Operating Co, Inc

.750

09/15/33

1,064,017

350,000

(e) Light & Wonder International, Inc

.500

09/01/31

363,985

500,000

(e) Light & Wonder International, Inc

.250

10/01/33

500,850

425,000

(e),(h)

Marriott Ownership Resorts, Inc

.500

06/15/29

410,104

1,000,000

(e) Merlin Entertainments Group US Holdings, Inc

.375

02/15/31

861,702

200,000

(e) MGM China Holdings Ltd

.125

06/26/31

210,997

1,475,000

MGM Resorts International

.125

09/15/29

1,501,251

1,420,000

(e) Motion Finco Sarl

.375

02/15/32

1,227,849

400,000

(e) NCL Corp Ltd

.875

01/15/31

399,985

625,000

(e) NCL Corp Ltd

.250

09/15/33

628,235

1,665,000

Sands China Ltd

.300

03/08/27

1,616,950

1,200,000

Service Corp International

.750

10/15/32

1,215,694

1,980,000

(e) Six Flags Entertainment Corp

.625

05/01/32

2,017,250

450,000

(e) Wynn Macau Ltd

.625

08/26/28

449,543

1,100,000

(e) Wynn Resorts Finance LLC

.250

03/15/33

1,117,028

TOTAL CONSUMER SERVICES

31,296,263

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.3%

3,505,000

(e) Albertsons Cos, Inc

.500

02/15/28

3,560,237

500,000

(e) Albertsons Cos, Inc

.250

03/15/33

511,350

1,525,000

Kroger Co

.000

09/15/34

1,537,947

2,200,000

Kroger Co

.500

09/15/54

2,144,252

1,380,000

(e) Performance Food Group, Inc

.125

09/15/32

1,413,549

975,000

SYSCO Corp

.400

03/23/35

1,007,569

2,250,000

SYSCO Corp

.150

12/14/51

1,505,743

785,000

(e) US Foods, Inc

.875

09/15/28

809,062

2,375,000

Walmart, Inc

.500

09/22/41

1,719,672

1,150,000

Walmart, Inc

.500

04/15/53

1,030,023

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

15,239,404

ENERGY - 3.4%

2,000,000

(e) Antero Midstream Partners LP

.625

02/01/32

2,059,864

900,000

(e) Antero Midstream Partners LP

.750

10/15/33

896,009

1,419,000

(e) Archrock Partners LP

.875

04/01/27

1,419,065

375,000

(e) Archrock Partners LP

.250

04/01/28

375,519

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 3.4%

(continued)

$

1,580,000

(e) Archrock Partners LP

.625

%

09/01/32

$

1,620,736

4,100,000

BP Capital Markets America, Inc

.227

11/17/34

4,234,820

400,000

(e) Buckeye Partners LP

.750

02/01/30

415,460

3,750,000

Cheniere Energy Partners LP

.000

03/01/31

3,616,380

2,750,000

Cheniere Energy Partners LP

.250

01/31/32

2,505,283

3,075,000

Cheniere Energy Partners LP

.750

08/15/34

3,196,737

280,000

(e) Chord Energy Corp

.000

10/01/30

278,050

2,000,000

(e) Chord Energy Corp

.750

03/15/33

2,026,377

1,440,000

(e) Civitas Resources, Inc

.375

07/01/28

1,492,631

1,750,000

(e) Civitas Resources, Inc

.750

07/01/31

1,792,894

1,475,000

(e) CNX Resources Corp

.250

03/01/32

1,530,205

1,500,000

(e) Cosan Ltd

.500

09/20/29

1,476,675

1,790,000

(e) DT Midstream, Inc

.125

06/15/29

1,746,439

1,490,000

(e) DT Midstream, Inc

.375

06/15/31

1,439,987

1,600,000

Ecopetrol S.A.

.875

04/29/30

1,639,579

2,275,000

Ecopetrol S.A.

.625

11/02/31

2,040,508

300,000

Ecopetrol S.A.

.875

01/13/33

325,195

3,450,000

Enbridge, Inc

.700

03/08/33

3,630,633

2,340,000

Enbridge, Inc

.500

01/15/84

2,676,293

897,000

(e) Energean Israel Finance Ltd

.375

03/30/28

881,168

1,450,000

(e) Energean Israel Finance Ltd

.500

09/30/33

1,530,479

600,000

Energy Transfer LP

.400

10/01/47

549,210

2,700,000

Energy Transfer LP

.000

05/15/50

2,311,208

4,300,000

Energy Transfer LP

.950

05/15/54

4,164,245

3,900,000

(f) Energy Transfer LP

.125

N/A

4,029,858

2,105,000

Enterprise Products Operating LLC

.200

01/31/50

1,717,126

1,225,000

Enterprise Products Operating LLC

.300

02/15/53

833,915

850,000

(e) EQT Corp

.125

05/15/26

842,212

800,000

EQT Corp

.500

07/01/27

819,004

1,849,000

EQT Corp

.500

01/15/29

1,849,265

695,000

EQT Corp

.375

04/01/29

720,706

3,650,000

Expand Energy Corp

.700

01/15/35

3,751,510

2,097,570

(e) Galaxy Pipeline Assets Bidco Ltd

.160

03/31/34

1,904,497

2,750,000

(e) Galaxy Pipeline Assets Bidco Ltd

.625

03/31/36

2,422,277

490,000

Genesis Energy LP

.250

01/15/29

511,029

500,000

Genesis Energy LP

.875

05/15/32

521,477

700,000

(e) Gran Tierra Energy, Inc

.500

10/15/29

592,336

450,000

(e) Hilcorp Energy I LP

.750

02/01/29

443,295

1,000,000

(e) Hilcorp Energy I LP

.000

04/15/30

982,747

450,000

(e) Hilcorp Energy I LP

.000

02/01/31

433,377

3,000,000

(e) Hilcorp Energy I LP

.375

11/01/33

3,150,834

2,000,000

(e) Hunt Oil Co of Peru LLC Sucursal Del Peru

.750

11/05/38

2,205,000

1,800,000

(e) Indika Energy Tbk PT

.750

05/07/29

1,803,993

1,500,000

(e) KazMunayGas National Co JSC

.375

04/24/30

1,541,306

2,000,000

(e) KazMunayGas National Co JSC

.500

04/14/33

1,802,615

2,000,000

(e) Kinetik Holdings LP

.625

12/15/28

2,052,844

1,070,000

(e) Kodiak Gas Services LLC

.250

02/15/29

1,110,302

440,000

(e) Kodiak Gas Services LLC

.500

10/01/33

447,997

685,000

(e) Kodiak Gas Services LLC

.750

10/01/35

703,328

1,050,000

(e) Kosmos Energy Ltd

.750

05/01/27

1,021,125

1,075,000

(e),(h)

Kosmos Energy Ltd

.750

10/01/31

833,944

2,200,000

Marathon Petroleum Corp

.800

04/01/28

2,178,509

4,150,000

Marathon Petroleum Corp

.750

09/15/44

3,571,897

1,650,000

Marathon Petroleum Corp

.000

09/15/54

1,407,365

400,000

(e) Matador Resources Co

.250

04/15/33

401,880

1,500,000

(e) Medco Maple Tree Pte Ltd

.960

04/27/29

1,564,005

485,000

(e) Midwest Connector Capital Co LLC

.625

04/01/29

487,110

2,625,000

MPLX LP

.750

03/01/26

2,597,475

2,275,000

MPLX LP

.650

08/15/30

2,088,638

2,375,000

Occidental Petroleum Corp

.500

08/15/29

2,265,484

900,000

ONEOK, Inc

.700

11/01/54

849,663

2,000,000

(e) Parkland Corp

.500

10/01/29

1,947,764

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 3.4%

(continued)

$

1,260,000

(e) Parkland Corp

.625

%

05/01/30

$

1,225,051

1,210,000

(e) Permian Resources Operating LLC

.000

01/15/32

1,254,937

2,760,000

(e) Pertamina Hulu Energi PT

.250

05/21/30

2,818,637

2,500,000

(e) Pertamina Persero PT

.400

02/09/26

2,469,722

2,000,000

(e) Pertamina Persero PT

.300

02/09/31

1,772,683

1,700,000

(h) Petrobras Global Finance BV

.000

01/13/35

1,678,400

2,450,000

Petrobras Global Finance BV

.250

01/10/36

2,417,783

2,000,000

Petroleos Mexicanos

.950

01/28/31

1,937,219

3,300,000

Petroleos Mexicanos

.700

02/16/32

3,270,310

3,600,000

(e) Petronas Capital Ltd

.340

04/03/35

3,754,947

715,000

Phillips 66 Co

.680

02/15/45

611,816

1,500,000

(e) Raizen Fuels Finance S.A.

.700

01/17/35

1,381,650

2,675,000

(e) Saudi Arabian Oil Co

.250

11/24/30

2,416,836

880,000

(e) SM Energy Co

.750

08/01/29

884,218

2,235,000

(e) Sunoco LP

.000

05/01/29

2,314,132

1,150,000

Sunoco LP

.500

05/15/29

1,121,874

500,000

(e) Sunoco LP

.625

03/31/31

496,312

500,000

(e) Sunoco LP

.875

03/15/34

495,671

3,300,000

TotalEnergies Capital International S.A.

.127

05/29/50

2,259,283

900,000

TotalEnergies Capital S.A.

.488

04/05/54

890,166

2,000,000

TransCanada Trust

.500

09/15/79

1,981,428

832,500

(e) Transocean, Inc

.750

02/15/30

875,932

1,075,000

USA Compression Partners LP

.875

09/01/27

1,074,758

1,415,000

(e) USA Compression Partners LP

.125

03/15/29

1,459,323

400,000

(e) USA Compression Partners LP

.250

10/01/33

401,530

2,000,000

(e) Venture Global Calcasieu Pass LLC

.125

08/15/31

1,887,696

2,205,000

(e) Venture Global LNG, Inc

.125

06/01/28

2,282,329

3,000,000

(e) Venture Global LNG, Inc

.875

02/01/32

3,266,170

635,000

(e) Venture Global Plaquemines LNG LLC

.500

01/15/34

668,437

3,075,000

Williams Cos, Inc

.650

03/15/33

3,229,400

TOTAL ENERGY

162,878,008

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

2,050,000

Agree LP

.000

06/15/28

1,934,138

1,000,000

American Homes 4 Rent LP

.250

03/15/35

1,010,572

475,000

American Tower Corp

.375

10/15/26

471,527

1,200,000

American Tower Corp

.600

01/15/28

1,185,276

1,480,000

American Tower Corp

.800

08/15/29

1,451,896

4,100,000

American Tower Corp

.900

01/15/30

3,864,417

825,000

American Tower Corp

.100

06/15/30

743,600

1,390,000

American Tower Corp

.875

10/15/30

1,229,304

2,400,000

American Tower Corp

.400

01/31/35

2,479,926

4,025,000

American Tower Corp

.350

03/15/35

4,133,557

825,000

(e) CFE FIBRA E

.875

09/23/40

832,507

2,375,000

Essential Properties LP

.950

07/15/31

2,140,475

1,890,000

Essex Portfolio LP

.000

01/15/30

1,790,515

2,475,000

Essex Portfolio LP

.375

04/01/35

2,553,843

1,850,000

GLP Capital LP

.000

01/15/30

1,791,595

1,225,000

Healthcare Realty Holdings LP

.500

08/01/26

1,216,187

1,500,000

Healthcare Realty Holdings LP

.625

01/15/28

1,474,801

3,055,000

Healthcare Realty Holdings LP

.100

02/15/30

2,874,349

525,000

Healthcare Realty Holdings LP

.400

03/15/30

474,553

550,000

Healthcare Realty Holdings LP

.050

03/15/31

474,054

375,000

Highwoods Realty LP

.875

03/01/27

371,216

725,000

Highwoods Realty LP

.125

03/15/28

716,952

700,000

Highwoods Realty LP

.200

04/15/29

685,677

3,369,000

Highwoods Realty LP

.600

02/01/31

2,976,741

3,845,000

(e) Iron Mountain, Inc

.000

02/15/29

3,962,392

600,000

(e) Millrose Properties, Inc

.250

09/15/32

601,568

3,375,000

MPT Operating Partnership LP

.500

03/15/31

2,482,344

345,000

(e) MPT Operating Partnership LP

.500

02/15/32

366,584

875,000

Regency Centers LP

.900

11/01/25

873,675

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.0%

(continued)

$

589,000

(e) Uniti Group LP

.500

%

02/15/28

$

620,335

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

47,784,576

FINANCIAL SERVICES - 3.2%

5,050,000

AerCap Ireland Capital DAC

.000

10/29/28

4,866,647

4,690,000

Block, Inc

.500

05/15/32

4,854,178

360,000

(e) Block, Inc

.000

08/15/33

368,654

75,000

Capital One Financial Corp

.750

03/09/27

74,584

3,940,000

(f),(h)

Capital One Financial Corp

.950

N/A

3,867,800

610,500

(e) Compass Group Diversified Holdings LLC

.250

04/15/29

563,998

1,210,000

Corebridge Financial, Inc

.050

09/15/33

1,291,153

1,575,000

Corebridge Financial, Inc

.750

01/15/34

1,656,699

480,000

(e) CrossCountry Intermediate HoldCo LLC

.500

10/01/30

481,766

3,400,000

(f),(g)

Deutsche Bank AG.

.130

N/A

3,603,959

800,000

Discover Bank

.250

03/13/26

799,653

1,625,000

Discover Bank

.450

07/27/26

1,615,274

1,375,000

Discover Bank

.700

02/06/30

1,287,969

1,665,000

(e) Encore Capital Group, Inc

.625

04/15/31

1,660,155

1,705,000

(e) FirstCash, Inc

.875

03/01/32

1,762,302

2,135,000

Fiserv, Inc

.500

07/01/29

2,075,091

2,350,000

Fiserv, Inc

.450

03/15/34

2,428,533

5,000,000

Fiserv, Inc

.150

08/12/34

5,059,763

8,200,000

Goldman Sachs Group, Inc

.482

08/23/28

8,251,304

3,000,000

Goldman Sachs Group, Inc

.330

07/23/35

3,088,332

1,050,000

Goldman Sachs Group, Inc

.411

04/23/39

971,088

1,625,000

Goldman Sachs Group, Inc

.210

04/22/42

1,256,390

1,450,000

Goldman Sachs Group, Inc

.436

02/24/43

1,143,873

4,200,000

(f) Goldman Sachs Group, Inc

.850

N/A

4,362,658

3,000,000

(f) Goldman Sachs Group, Inc

.379

N/A

3,029,301

4,925,000

(f),(h)

Goldman Sachs Group, Inc

.500

N/A

5,226,952

35,714

(a),(e)

Hestia Re Ltd, (1-Month U.S. Treasury Bill + 0.100%)

.004

04/22/29

17,857

925,000

Icahn Enterprises LP

.250

05/15/27

909,225

3,850,000

Icahn Enterprises LP

.375

02/01/29

3,323,357

3,000,000

(e) Indian Railway Finance Corp Ltd

.800

02/10/31

2,748,789

2,500,000

(e) Jane Street Group

.125

11/01/32

2,533,898

715,000

(e) Jane Street Group

.750

05/01/33

742,624

1,006,880

(e) Minejesa Capital BV

.625

08/10/30

997,623

1,000,000

(e) Minejesa Capital BV

.625

08/10/37

992,500

6,625,000

Morgan Stanley

.125

07/27/26

6,576,654

1,480,000

Morgan Stanley

.950

04/23/27

1,476,755

2,800,000

Morgan Stanley

.192

04/17/31

2,891,259

4,000,000

Morgan Stanley

.250

04/21/34

4,124,895

3,200,000

Morgan Stanley

.424

07/21/34

3,334,084

2,000,000

Morgan Stanley

.831

04/19/35

2,132,086

3,125,000

Morgan Stanley

.320

07/19/35

3,224,527

5,275,000

Morgan Stanley

.587

01/18/36

5,522,959

5,275,000

Morgan Stanley

.664

04/17/36

5,565,442

2,225,000

(e) Muthoot Finance Ltd

.375

04/23/29

2,254,599

2,000,000

(h) Navient Corp

.500

03/15/29

1,960,620

1,345,000

OneMain Finance Corp

.500

01/15/27

1,314,499

1,145,000

OneMain Finance Corp

.125

05/15/30

1,159,524

2,000,000

OneMain Finance Corp

.125

11/15/31

2,073,966

549,000

OneMain Finance Corp

.500

03/15/33

549,867

350,000

(e) PennyMac Financial Services, Inc

.875

12/15/29

371,454

400,000

(e) PennyMac Financial Services, Inc

.875

05/15/32

414,479

2,375,000

(e),(h)

Power Finance Corp Ltd

.950

04/23/30

2,315,469

1,065,000

(e) Rocket Cos, Inc

.125

08/01/30

1,093,031

1,125,000

(e) Rocket Cos, Inc

.375

08/01/33

1,161,128

2,000,000

(e),(h)

Rocket Mortgage LLC

.000

10/15/33

1,826,567

1,350,000

Springleaf Finance Corp

.375

11/15/29

1,334,695

815,000

(e) Starwood Property Trust, Inc

.500

07/01/30

842,990

3,750,000

(f) State Street Corp

.700

N/A

3,900,315

1,000,000

(e) SURA Asset Management S.A.

.350

05/13/32

1,072,500

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 3.2%

(continued)

$

5,900,000

(e) UBS Group AG.

.305

%

02/02/27

$

5,838,597

2,050,000

(e) UBS Group AG.

.442

08/11/28

2,130,026

2,100,000

(e) UBS Group AG.

.179

02/11/43

1,602,653

2,100,000

(e),(f),(g)

UBS Group AG.

.250

N/A

2,500,821

800,000

(e) UWM Holdings LLC

.625

02/01/30

813,827

2,000,000

(e),(h)

VistaJet Malta Finance plc

.375

02/01/30

1,949,357

665,000

(e) Walker & Dunlop, Inc

.625

04/01/33

680,060

800,000

(e) WEX, Inc

.500

03/15/33

817,026

3,650,000

(e) Wynnton Funding Trust II

.991

08/15/55

3,746,551

TOTAL FINANCIAL SERVICES

156,487,231

FOOD, BEVERAGE & TOBACCO - 0.8%

7,050,000

Anheuser-Busch Cos LLC

.700

02/01/36

6,960,483

4,240,000

Anheuser-Busch Cos LLC

.900

02/01/46

3,972,159

1,700,000

(e) Arcor SAIC

.600

07/31/33

1,678,750

2,700,000

(e) Cia Cervecerias Unidas S.A.

.350

01/19/32

2,432,295

1,350,000

(e) Gruma SAB de C.V.

.390

12/09/34

1,379,025

1,600,000

Kraft Heinz Foods Co

.500

06/01/50

1,511,263

2,500,000

(e) MARB BondCo plc

.950

01/29/31

2,289,047

2,450,000

(e) Mars, Inc

.200

03/01/35

2,504,234

2,200,000

(e) Mars, Inc

.650

05/01/45

2,231,738

1,750,000

(e) Mars, Inc

.700

05/01/55

1,772,656

4,000,000

Philip Morris International, Inc

.250

02/13/34

4,130,358

680,000

(e) Post Holdings, Inc

.250

02/15/32

699,093

2,000,000

(e) Post Holdings, Inc

.375

03/01/33

2,018,618

1,500,000

(e) Primo Water Holdings, Inc

.375

04/30/29

1,454,854

1,800,000

(e) Ulker Biskuvi Sanayi AS.

.875

07/08/31

1,876,108

1,305,000

(e) Viking Baked Goods Acquisition Corp

.625

11/01/31

1,305,282

TOTAL FOOD, BEVERAGE & TOBACCO

38,215,963

HEALTH CARE EQUIPMENT & SERVICES - 1.3%

1,600,000

Cardinal Health, Inc

.750

11/15/54

1,604,693

1,250,000

(e) CHS

.250

05/15/30

1,130,805

430,000

(e) Concentra Escrow Issuer Corp

.875

07/15/32

446,504

3,375,000

CVS Health Corp

.450

09/15/35

3,434,408

9,125,000

CVS Health Corp

.050

03/25/48

8,118,855

2,000,000

(e) DaVita, Inc

.625

06/01/30

1,916,778

2,000,000

(e) DaVita, Inc

.875

09/01/32

2,066,072

1,845,000

(e) DaVita, Inc

.750

07/15/33

1,902,560

4,630,000

Encompass Health Corp

.500

02/01/28

4,590,371

355,000

(e) Global Medical Response, Inc

.375

10/01/32

365,405

9,000,000

HCA, Inc

.500

09/01/30

8,596,459

2,075,000

HCA, Inc

.625

03/15/32

1,946,665

5,200,000

HCA, Inc

.200

03/01/55

5,367,869

3,500,000

(e) Hologic, Inc

.250

02/15/29

3,379,571

1,975,000

(e) IQVIA, Inc

.250

06/01/32

2,030,579

800,000

(e) Molina Healthcare, Inc

.250

01/15/33

808,887

375,000

Tenet Healthcare Corp

.625

06/15/28

371,569

3,400,000

Tenet Healthcare Corp

.125

10/01/28

3,401,969

5,600,000

Tenet Healthcare Corp

.375

01/15/30

5,446,256

3,625,000

UnitedHealth Group, Inc

.300

05/15/31

3,249,578

950,000

UnitedHealth Group, Inc

.150

07/15/34

975,039

1,085,000

UnitedHealth Group, Inc

.750

10/15/47

832,897

TOTAL HEALTH CARE EQUIPMENT & SERVICES

61,983,789

HOUSEHOLD & PERSONAL PRODUCTS - 0.1%

4,925,000

Haleon US Capital LLC

.625

03/24/32

4,667,131

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

4,667,131

INSURANCE - 1.6%

2,550,000

(e) Acrisure LLC

.250

02/15/29

2,456,742

700,000

(e) Acrisure LLC

.750

07/01/32

720,779

53,000

Aflac, Inc

.450

08/15/40

58,390

825,000

(e) Alliant Holdings Intermediate LLC

.250

10/15/27

811,303

4,360,000

(e) Alliant Holdings Intermediate LLC

.750

04/15/28

4,437,281

2,000,000

(e) Alliant Holdings Intermediate LLC

.500

10/01/31

2,044,865

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 1.6%

(continued)

$

1,250,000

Aon Corp

.800

%

05/15/30

$

1,173,247

1,450,000

Aon Corp

.350

02/28/33

1,513,849

1,775,000

(e) Ardonagh Finco Ltd

.750

02/15/31

1,857,340

3,895,000

Berkshire Hathaway Finance Corp

.850

10/15/50

2,555,011

400,000

Berkshire Hathaway Finance Corp

.850

03/15/52

313,794

525,000

Brown & Brown, Inc

.550

06/23/35

540,042

1,690,000

(e) Five Corners Funding Trust II

.850

05/15/30

1,583,063

7,425,000

Hartford Financial Services Group, Inc

.800

08/19/29

7,023,465

250,000

Hartford Financial Services Group, Inc

.300

04/15/43

217,294

850,000

Hartford Financial Services Group, Inc

.900

09/15/51

551,567

2,755,000

(e) HUB International Ltd

.250

06/15/30

2,873,204

1,521,000

(e) Liberty Mutual Group, Inc

.569

02/01/29

1,530,858

1,750,000

(e) Liberty Mutual Group, Inc

.951

10/15/50

1,340,304

625,000

MetLife, Inc

.000

07/15/52

584,026

3,575,000

(e) Omnis Funding Trust

.722

05/15/55

3,856,166

3,250,000

(e) Panther Escrow Issuer LLC

.125

06/01/31

3,380,384

2,000,000

(e) Principal Financial Group, Inc

.111

02/15/28

1,994,348

500,000

Principal Financial Group, Inc

.125

06/15/30

452,707

2,200,000

Prudential Financial, Inc

.200

03/14/35

2,261,419

500,000

Prudential Financial, Inc

.905

12/07/47

400,562

4,000,000

Prudential Financial, Inc

.125

03/01/52

4,014,488

2,350,000

Prudential Financial, Inc

.500

03/15/54

2,514,742

3,825,000

Reinsurance Group of America, Inc

.750

09/15/34

3,998,951

2,350,000

RenaissanceRe Holdings Ltd

.800

04/01/35

2,464,033

985,000

(e) Ryan Specialty LLC

.875

08/01/32

996,018

900,000

(e) Swiss Re Finance Luxembourg S.A.

.000

04/02/49

906,824

5,875,000

UnitedHealth Group, Inc

.625

07/15/54

5,843,200

1,500,000

(a),(e)

Vitality Re XIV Ltd, (3-Month US Treasury Bill + 3.500%)

.812

01/05/27

1,536,450

1,850,000

(a),(e)

Vitality Re XV Ltd, (3-Month US Treasury Bill + 2.500%)

.000

01/07/28

1,876,455

8,500,000

(a),(e)

Vitality Re XVI Ltd, (3-Month U.S. Treasury Bill + 1.750%)

.049

01/08/29

8,501,700

TOTAL INSURANCE

79,184,871

MATERIALS - 1.6%

270,000

Amcor Flexibles North America, Inc

.100

09/15/26

267,058

1,200,000

Amcor Flexibles North America, Inc

.630

06/19/30

1,107,023

3,700,000

Amcor Flexibles North America, Inc

.690

05/25/31

3,363,286

2,300,000

AngloGold Ashanti Holdings plc

.375

11/01/28

2,225,082

1,500,000

AngloGold Ashanti Holdings plc

.750

10/01/30

1,431,050

1,400,000

(e) Antofagasta plc

.250

05/02/34

1,500,736

950,000

(e) Antofagasta plc

.625

09/09/35

967,964

1,445,000

(e) Arsenal AIC Parent LLC

.000

10/01/30

1,529,962

400,000

(e) Avient Corp

.250

11/01/31

406,209

3,570,000

Ball Corp

.875

03/15/28

3,638,315

2,425,000

Ball Corp

.875

08/15/30

2,202,973

5,375,000

Berry Global, Inc

.570

01/15/26

5,328,694

3,125,000

Berry Global, Inc

.650

01/15/27

3,027,174

1,350,000

(e) Celulosa Arauco y Constitucion S.A.

.180

05/05/32

1,408,725

2,600,000

(e),(f)

Cemex SAB de C.V.

.200

N/A

2,718,300

1,500,000

Commercial Metals Co

.125

01/15/30

1,439,080

2,000,000

(e) Corp Nacional del Cobre de Chile

.150

01/14/30

1,895,000

4,200,000

(e) Corp Nacional del Cobre de Chile

.330

01/13/35

4,478,250

1,050,000

(e) Corp Nacional del Cobre de Chile

.440

01/26/36

1,134,908

1,785,000

(e) Freeport Indonesia PT

.315

04/14/32

1,806,365

2,500,000

(e) Klabin Austria GmbH

.750

04/03/29

2,542,085

2,000,000

(e) Kraton Corp

.000

07/15/27

2,030,261

725,000

(e) LD Celulose International GmbH

.950

01/26/32

766,512

2,000,000

(e) Mineral Resources Ltd

.000

11/01/27

2,038,588

1,325,000

(e) Mineral Resources Ltd

.250

10/01/28

1,388,347

120,000

(e),(i)

Mineral Resources Ltd

.000

04/01/31

121,552

2,500,000

Nutrien Ltd

.950

05/13/30

2,355,809

1,000,000

(e) OCP S.A.

.100

04/30/30

1,047,490

1,100,000

(e) OCP S.A.

.750

06/23/31

1,031,560

1,075,000

(e) OCP S.A.

.750

05/02/34

1,168,610

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS - 1.6%

(continued)

$

855,000

(e) Olin Corp

.625

%

04/01/33

$

859,410

1,150,000

(e) Orbia Advance Corp SAB de C.V.

.800

05/13/30

1,196,002

1,665,000

(e) Qnity Electronics, Inc

.750

08/15/32

1,677,699

535,000

(e) Qnity Electronics, Inc

.250

08/15/33

546,334

1,500,000

Sasol Financing USA LLC

.375

09/18/26

1,492,119

670,000

(e) Sealed Air Corp

.125

02/01/28

679,254

600,000

(e) Sealed Air Corp

.250

02/15/31

629,591

1,280,000

(e),(h)

Sealed Air Corp

.500

07/15/32

1,325,707

345,000

(e) Solstice Advanced Materials, Inc

.625

09/30/33

346,140

1,500,000

Suzano Austria GmbH

.125

01/15/32

1,346,004

2,580,000

Suzano Netherlands BV

.500

01/15/36

2,582,580

2,100,000

(e) UltraTech Cement Ltd

.800

02/16/31

1,913,023

4,300,000

(e) Windfall Mining Group, Inc

.854

05/13/32

4,472,728

TOTAL MATERIALS

75,433,559

MEDIA & ENTERTAINMENT - 1.2%

6,000,000

(e) CCO Holdings LLC

.125

05/01/27

5,959,708

1,800,000

(e) CCO Holdings LLC

.500

08/15/30

1,699,946

4,550,000

Charter Communications Operating LLC

.550

06/01/34

4,849,011

1,750,000

Charter Communications Operating LLC

.850

12/01/35

1,766,716

3,500,000

Charter Communications Operating LLC

.800

03/01/50

2,772,108

6,185,000

Comcast Corp

.887

11/01/51

3,809,781

2,500,000

(e) CSC Holdings LLC

.500

04/15/27

2,372,821

985,000

(e) DIRECTV Holdings LLC

.875

08/15/27

983,895

1,200,000

(e) Gray Media, Inc

.250

08/15/33

1,189,143

2,000,000

(e) Gray Television, Inc

.500

07/15/29

2,162,502

1,275,000

Lamar Media Corp

.750

02/15/28

1,239,555

3,000,000

Lamar Media Corp

.875

01/15/29

2,973,066

1,000,000

Lamar Media Corp

.000

02/15/30

957,336

825,000

Lamar Media Corp

.625

01/15/31

767,604

2,550,000

(e) Live Nation Entertainment, Inc

.500

05/15/27

2,573,590

1,145,000

(e) McGraw-Hill Education, Inc

.375

09/01/31

1,189,597

2,000,000

Paramount Global

.200

05/19/32

1,863,153

3,500,000

Paramount Global

.375

03/30/62

3,494,159

590,000

(e) Sirius XM Radio, Inc

.125

09/01/26

581,859

2,725,000

(e) Sirius XM Radio, Inc

.000

07/15/28

2,633,098

1,575,000

(e) Sirius XM Radio, Inc

.125

07/01/30

1,477,208

500,000

(e),(h)

Sirius XM Radio, Inc

.875

09/01/31

453,141

3,000,000

(e) Sunrise FinCo I BV

.875

07/15/31

2,857,950

1,230,000

Time Warner Cable LLC

.875

11/15/40

1,175,724

475,000

Time Warner Cable LLC

.500

09/15/42

381,652

1,275,000

(e) Univision Communications, Inc

.500

05/01/29

1,202,615

2,000,000

(e) VZ Secured Financing BV

.000

01/15/32

1,809,436

1,413,000

(e) Ziff Davis, Inc

.625

10/15/30

1,331,735

TOTAL MEDIA & ENTERTAINMENT

56,528,109

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.7%

3,325,000

AbbVie, Inc

.050

11/21/39

2,975,660

11,800,000

Amgen, Inc

.650

03/02/53

11,769,818

1,500,000

(e) Avantor Funding, Inc

.625

07/15/28

1,475,486

2,040,000

(e) Avantor Funding, Inc

.875

11/01/29

1,939,969

4,750,000

Gilead Sciences, Inc

.250

10/15/33

4,981,379

5,800,000

Gilead Sciences, Inc

.100

06/15/35

5,958,956

450,000

Gilead Sciences, Inc

.000

09/01/36

418,661

600,000

Gilead Sciences, Inc

.600

10/01/40

440,521

2,000,000

(e) Organon Finance LLC

.125

04/30/28

1,932,285

3,150,000

(e),(h)

Organon Finance LLC

.125

04/30/31

2,759,554

1,178,000

Teva Pharmaceutical Finance Netherlands III BV

.150

10/01/26

1,157,058

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

35,809,347

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

1,225,000

(e) Corp Inmobiliaria Vesta SAB de C.V.

.500

01/30/33

1,237,862

1,850,000

(e) Cushman & Wakefield US Borrower LLC

.750

05/15/28

1,866,837

1,400,000

Kennedy-Wilson, Inc

.750

03/01/29

1,337,653

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

(continued)

$

1,475,000

(h) Kennedy-Wilson, Inc

.000

%

03/01/31

$

1,372,064

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

5,814,416

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.4%

3,900,000

Broadcom, Inc

.600

07/15/30

3,958,963

3,000,000

(e) Broadcom, Inc

.469

04/15/34

2,737,803

2,350,000

Broadcom, Inc

.800

10/15/34

2,366,436

8,558,000

(e) Broadcom, Inc

.926

05/15/37

8,535,049

3,595,000

NVIDIA Corp

.000

06/15/31

3,230,441

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

20,828,692

SOFTWARE & SERVICES - 0.9%

1,600,000

Accenture Capital, Inc

.500

10/04/34

1,577,959

3,000,000

(e) Ahead DB Holdings LLC

.625

05/01/28

3,000,666

9,650,000

AppLovin Corp

.125

12/01/29

9,872,010

265,000

(e) CA Magnum Holdings

.375

10/31/26

263,839

570,000

(e) Fair Isaac Corp

.000

05/15/33

577,093

2,270,000

(e) Gen Digital, Inc

.750

09/30/27

2,304,790

170,000

(e) Gen Digital, Inc

.250

04/01/33

173,549

1,149,000

Microsoft Corp

.525

06/01/50

727,400

565,000

(e) Open Text Corp

.900

12/01/27

587,835

2,830,000

(e) Open Text Corp

.875

12/01/29

2,675,059

550,000

(e) Open Text Holdings, Inc

.125

02/15/30

521,013

3,850,000

Oracle Corp

.450

09/26/30

3,848,111

3,400,000

Oracle Corp

.500

08/03/35

3,497,600

2,425,000

Oracle Corp

.200

09/26/35

2,438,353

3,000,000

Oracle Corp

.000

08/03/55

3,011,720

1,300,000

Roper Technologies, Inc

.400

09/15/27

1,235,817

4,100,000

Roper Technologies, Inc

.000

06/30/30

3,683,101

3,525,000

Salesforce, Inc

.700

07/15/41

2,592,489

TOTAL SOFTWARE & SERVICES

42,588,404

TECHNOLOGY HARDWARE & EQUIPMENT - 0.2%

1,000,000

Apple, Inc

.850

05/04/43

853,344

640,000

Apple, Inc

.650

02/23/46

598,476

4,125,000

(e) Imola Merger Corp

.750

05/15/29

4,012,076

1,500,000

(e) Lenovo Group Ltd

.421

11/02/30

1,424,118

975,000

(e) Sensata Technologies BV

.000

04/15/29

935,681

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

7,823,695

TELECOMMUNICATION SERVICES - 2.4%

6,563,000

AT&T, Inc

.550

12/01/33

5,588,455

2,085,000

AT&T, Inc

.500

05/15/35

2,014,594

23,520,000

AT&T, Inc

.550

09/15/55

16,208,057

4,917,000

AT&T, Inc

.800

12/01/57

3,506,055

3,855,000

Bell Telephone Co of Canada or Bell Canada

.000

09/15/55

4,028,884

1,500,000

(e),(h)

Bharti Airtel Ltd

.250

06/03/31

1,409,820

1,665,000

(e) C&W Senior Finance Ltd

.000

01/15/33

1,741,119

1,225,000

(e) CT Trust

.125

02/03/32

1,166,630

2,575,000

(e) Empresa Nacional de Telecomunicaciones S.A.

.050

09/14/32

2,285,799

2,000,000

(e) Frontier Communications Holdings LLC

.875

10/15/27

1,998,792

893,000

(e) Iliad Holding SASU

.000

10/15/28

907,315

865,000

(e) Iliad Holding SASU

.500

04/15/31

927,706

1,200,000

(e) Level 3 Financing, Inc

.875

06/30/33

1,223,016

2,160,000

(e) Level 3 Financing, Inc

.000

03/31/34

2,197,388

1,500,000

(e) Liberty Costa Rica Senior Secured Finance

.875

01/15/31

1,600,905

735,000

(e) Maya SAS

.000

04/15/32

749,556

1,025,000

(e) Millicom International Cellular S.A.

.375

04/02/32

1,071,160

220,000

(e) Sable International Finance Ltd

.125

10/15/32

223,385

1,650,000

(e) Sitios Latinoamerica SAB de C.V.

.000

11/25/29

1,714,845

2,075,000

(e) Sitios Latinoamerica SAB de C.V.

.375

04/04/32

2,075,297

500,000

(e) Telefonica Moviles Chile S.A.

.537

11/18/31

280,635

3,425,000

T-Mobile US, Inc

.875

11/15/55

3,498,514

800,000

T-Mobile USA, Inc

.250

02/15/26

793,715

10,850,000

T-Mobile USA, Inc

.625

02/15/29

10,297,407

8,650,000

T-Mobile USA, Inc

.875

04/15/30

8,482,091

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION SERVICES - 2.4%

(continued)

$

3,750,000

T-Mobile USA, Inc

.050

%

07/15/33

$

3,830,485

750,000

T-Mobile USA, Inc

.000

02/15/41

563,567

3,000,000

T-Mobile USA, Inc

.300

02/15/51

2,044,748

3,825,000

(e) Turk Telekomunikasyon AS.

.950

10/07/32

3,802,432

1,990,000

(e) Turkcell Iletisim Hizmetleri AS.

.650

01/24/32

2,080,298

1,700,000

Verizon Communications, Inc

.750

01/20/31

1,487,282

4,000,000

Verizon Communications, Inc

.780

02/15/35

3,934,847

11,400,000

Verizon Communications, Inc

.250

04/02/35

11,592,818

2,835,000

(e) Vmed O2 UK Financing I plc

.750

07/15/31

2,668,433

6,000,000

Vodafone Group plc

.125

06/04/81

4,728,821

760,000

(e) Windstream Escrow LLC

.250

10/01/31

787,266

800,000

(e),(i)

Windstream Services LLC

.500

10/15/33

799,784

TOTAL TELECOMMUNICATION SERVICES

114,311,921

TRANSPORTATION - 0.6%

3,600,000

(e) Adani Ports & Special Economic Zone Ltd

.100

02/02/31

3,204,609

1,400,000

(e) Aeropuerto Internacional de Tocumen S.A.

.000

08/11/41

1,158,360

2,000,000

(e) Aeropuertos Dominicanos Siglo XXI S.A.

.000

06/30/34

2,100,000

640,000

(e) Air Transport Services Group, Inc

.250

03/15/32

673,941

2,300,000

(e) ENA Master Trust

.000

05/19/48

1,741,905

1,110,000

(e) Genesee & Wyoming, Inc

.250

04/15/32

1,127,918

2,100,000

(e) Grupo Aeromexico SAB de C.V.

.250

11/15/29

2,097,165

975,000

(e) Kingston Airport Revenue Finance Ltd

.750

12/15/36

998,400

603,753

(e) Lima Metro Line 2 Finance Ltd

.350

04/05/36

582,631

2,260,000

(e) Misc Capital Two Labuan Ltd

.750

04/06/27

2,235,868

3,450,000

(e) Montego Bay Airport Revenue Finance Ltd

.600

06/15/35

3,527,625

3,200,000

(e) Rumo Luxembourg Sarl

.200

01/18/32

2,969,600

3,000,000

(e) Transnet SOC Ltd

.250

02/06/28

3,164,485

3,940,000

(e) XPO, Inc

.250

06/01/28

4,014,794

TOTAL TRANSPORTATION

29,597,301

UTILITIES - 3.1%

2,030,000

(e) Adani Electricity Mumbai Ltd

.867

07/22/31

1,861,929

350,000

AEP Transmission Co LLC

.000

12/01/46

282,661

700,000

Alabama Power Co

.150

08/15/44

594,088

2,953,453

(e) Alfa Desarrollo S.p.A

.550

09/27/51

2,363,987

3,000,000

Ameren Illinois Co

.950

06/01/33

3,079,296

525,000

American Water Capital Corp

.000

12/01/26

518,310

1,927,000

American Water Capital Corp

.800

05/01/30

1,815,107

5,000,000

American Water Capital Corp

.300

06/01/31

4,484,741

500,000

American Water Capital Corp

.000

12/01/46

410,405

900,000

American Water Capital Corp

.750

09/01/47

699,597

875,000

American Water Capital Corp

.700

09/01/55

888,701

3,100,000

Atmos Energy Corp

.500

01/15/31

2,691,404

250,000

Atmos Energy Corp

.125

10/15/44

213,446

3,450,000

Atmos Energy Corp

.000

12/15/54

3,211,206

1,325,000

Baltimore Gas and Electric Co

.750

08/15/47

1,024,912

1,150,000

(e) Banco Nacional de Comercio Exterior SNC

.875

05/07/30

1,191,067

850,000

(e) California Buyer Ltd

.375

02/15/32

871,191

725,000

CenterPoint Energy Houston Electric LLC

.000

03/01/32

663,103

2,000,000

(e) Cikarang Listrindo Tbk PT

.650

03/12/35

2,014,504

525,000

(e) Clearway Energy Operating LLC

.750

03/15/28

518,666

1,000,000

CMS Energy Corp

.600

11/15/25

997,814

3,000,000

CMS Energy Corp

.500

06/01/55

3,106,047

1,650,000

Commonwealth Edison Co

.750

09/01/51

1,025,606

4,350,000

Consolidated Edison Co of New York, Inc

.500

03/15/55

4,301,047

740,000

Consumers Energy Co

.650

08/15/52

460,626

1,750,000

Consumers Energy Co

.200

09/01/52

1,438,220

1,446,750

(e) Continuum Green Energy India Pvt

.500

06/26/33

1,530,686

725,000

(e) ContourGlobal Power Holdings S.A.

.750

02/28/30

753,087

3,025,000

Dominion Energy, Inc

.000

06/01/54

3,279,968

1,325,000

Dominion Energy, Inc

.625

05/15/55

1,371,280

750,000

DTE Electric Co

.650

03/01/52

560,852

1,875,000

DTE Electric Co

.400

04/01/53

1,858,641

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 3.1%

(continued)

$

1,100,000

DTE Energy Co

.850

%

05/15/55

$

1,155,720

5,000,000

Duke Energy Florida LLC

.400

10/01/46

3,701,478

1,500,000

(e) Empresa de Transmision Electrica S.A.

.125

05/02/49

1,142,115

2,525,000

(e) Empresas Publicas de Medellin ESP

.250

07/18/29

2,394,033

2,350,000

(e) Energuate Trust

.350

09/15/35

2,366,183

800,000

Entergy Louisiana LLC

.800

03/15/55

819,088

3,125,000

Enterprise Products Operating LLC

.700

01/31/51

2,324,567

3,450,000

(e) Eskom Holdings SOC Ltd

.450

08/10/28

3,685,891

1,900,000

Exelon Corp

.500

03/15/55

1,985,876

1,645,000

(e) Ferrellgas LP

.375

04/01/26

1,628,425

2,225,000

(e) Ferrellgas LP

.875

04/01/29

2,070,678

1,981,015

(e) FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple

.250

01/31/41

2,115,030

3,225,000

Florida Power & Light Co

.800

05/15/33

3,280,550

2,520,000

Florida Power & Light Co

.990

03/01/49

2,033,425

1,700,000

Florida Power & Light Co

.700

03/15/55

1,762,138

750,000

Indiana Michigan Power Co

.750

07/01/47

582,735

1,140,000

Indiana Michigan Power Co

.250

05/01/51

768,962

2,000,000

(e) Israel Electric Corp Ltd

.250

08/14/28

1,970,576

775,000

MidAmerican Energy Co

.650

04/15/29

763,701

1,550,000

MidAmerican Energy Co

.650

08/01/48

1,182,263

2,300,000

MPLX LP

.200

09/15/55

2,326,788

1,000,000

Nevada Power Co

.450

05/15/41

1,006,279

8,135,000

NiSource, Inc

.700

02/15/31

7,064,846

1,175,000

NiSource, Inc

.850

04/01/55

1,191,603

1,400,000

Northern States Power Co

.600

09/15/47

1,063,438

1,955,000

(e) NRG Energy, Inc

.450

12/02/27

1,874,052

1,350,000

NRG Energy, Inc

.750

01/15/28

1,352,905

1,200,000

(e) NRG Energy, Inc

.000

02/01/33

1,218,685

960,000

(e) NRG Energy, Inc

.250

11/01/34

984,087

525,000

(e) ONEOK, Inc

.625

01/15/28

536,401

600,000

(e) Pattern Energy Operations LP

.500

08/15/28

584,777

825,000

PECO Energy Co

.000

09/15/49

555,102

2,325,000

PECO Energy Co

.800

06/15/50

1,496,941

4,000,000

PG&E Corp

.375

03/15/55

4,109,400

50,000

Potomac Electric Power Co

.900

12/15/38

64,518

550,000

Public Service Co of Colorado

.750

08/15/41

501,951

1,410,000

Public Service Co of Colorado

.050

09/15/49

1,112,819

1,700,000

Public Service Electric and Gas Co

.900

12/15/32

1,738,692

4,000,000

Public Service Electric and Gas Co

.450

03/01/54

3,992,946

8,400,000

(f) Sempra

.875

N/A

8,398,320

1,928,462

(e) Solar Star Funding LLC

.950

06/30/35

1,845,967

75,000

Southern Co Gas Capital Corp

.875

11/15/25

74,961

625,000

Southern Co Gas Capital Corp

.400

06/01/43

537,110

425,000

Southern Co Gas Capital Corp

.950

10/01/46

336,245

550,000

(e) Superior Plus LP

.500

03/15/29

530,649

2,815,000

(e) Talen Energy Supply LLC

.625

06/01/30

2,988,232

2,000,000

(e) TerraForm Power Operating LLC

.750

01/15/30

1,933,022

1,378,884

(e) UEP Penonome II S.A.

.500

10/01/38

1,230,834

1,575,000

Union Electric Co

.450

03/15/53

1,542,810

975,000

Union Electric Co

.125

03/15/55

920,915

775,000

Virginia Electric and Power Co

.800

09/15/47

599,440

1,775,000

Virginia Electric and Power Co

.550

08/15/54

1,758,961

2,175,000

Virginia Electric and Power Co

.600

09/15/55

2,166,446

1,500,000

Wisconsin Power and Light Co

.950

04/01/33

1,519,385

850,000

Wisconsin Power and Light Co

.100

10/15/44

689,748

215,000

Xcel Energy, Inc

.800

09/15/41

193,742

TOTAL UTILITIES

147,858,646

TOTAL CORPORATE BONDS

(Cost $1,665,018,141)

1,637,689,355

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 43.9%

FOREIGN GOVERNMENT BONDS - 2.6%

$

2,675,000

(e) Angolan Government International Bond

.750

%

04/14/32

$

2,551,219

1,780,000

(e) Bank Gospodarstwa Krajowego

.375

05/22/33

1,837,061

EUR

1,575,000

(e) Banque Ouest Africaine de Developpement

.750

01/22/33

1,598,538

1,000,000

(e) Barbados Government International Bond

.000

06/26/35

1,039,820

1,000,000

(e) Benin Government International Bond

.375

01/23/41

1,046,097

CLP

320,000,000

(e) Bonos de la Tesoreria de la Republica en pesos

.000

04/01/33

341,979

BRL

5,450,000

Brazil Notas do Tesouro Nacional Serie F

.000

01/01/31

896,652

1,705,000

Brazilian Government International Bond

.000

10/20/33

1,745,920

325,000

Brazilian Government International Bond

.750

01/14/50

242,450

1,050,000

Brazilian Government International Bond

.125

05/13/54

1,063,650

890,000

Brazilian Government International Bond

.250

01/12/56

900,101

EUR

875,000

Chile Government International Bond

.750

01/14/32

1,048,889

3,575,000

Chile Government International Bond

.550

01/27/32

3,179,962

1,400,000

Chile Government International Bond

.500

01/31/34

1,280,860

EUR

530,000

Chile Government International Bond

.800

07/01/35

622,112

975,000

Colombia Government International Bond

.250

04/22/32

824,362

825,000

Colombia Government International Bond

.000

11/14/35

885,225

1,850,000

(e) Costa Rica Government International Bond

.625

04/30/43

1,717,914

600,000

(e) Dominican Republic Government International Bond

.875

09/23/32

572,580

3,850,000

(e) Dominican Republic Government International Bond

.875

01/30/60

3,411,870

928,125

(e) Ecuador Government International Bond (Step Bond)

.000

07/31/30

821,391

650,162

(e) Ecuador Government International Bond (Step Bond)

.000

07/31/35

484,371

188,000

(e) Ecuador Government International Bond (Step Bond)

.000

07/31/40

123,610

1,225,000

(e) Egypt Government International Bond

.625

02/04/30

1,298,523

1,500,000

(e) Egypt Government International Bond

.053

01/15/32

1,443,405

2,475,000

(e) Egypt Government International Bond

.500

01/31/47

2,180,349

2,250,000

(e) Egypt Government International Bond

.875

05/29/50

2,026,685

1,375,000

(e) Export-Import Bank of India

.875

02/01/28

1,360,414

2,000,000

(e) Export-Import Bank of India

.250

01/13/31

1,791,739

532,400

(e) Ghana Government International Bond

.000

07/03/29

517,660

940,600

(e) Ghana Government International Bond

.000

07/03/35

791,593

950,000

(e) Guatemala Government International Bond

.700

10/07/33

842,174

700,000

(e) Guatemala Government International Bond

.650

10/07/41

599,900

1,250,000

(e) Honduras Government International Bond

.625

06/24/30

1,237,500

1,575,000

(e) Honduras Government International Bond

.625

11/27/34

1,728,563

710,000

(e) Hungary Government International Bond

.125

05/22/28

741,093

1,250,000

(e) Hungary Government International Bond

.375

09/26/30

1,285,896

425,000

(e) Hungary Government International Bond

.125

09/22/31

365,142

750,000

(e) Hungary Government International Bond

.500

03/26/36

755,545

INR

40,000,000

India Government International Bond

.180

08/14/33

463,882

225,000

Indonesia Government International Bond

.550

03/31/32

212,183

875,000

Indonesia Government International Bond

.600

01/15/35

925,161

IDR

14,160,000,000

International Bank for Reconstruction & Development

.250

01/19/29

872,397

734,375

(e) Iraq Government International Bond

.800

01/15/28

729,846

1,500,000

Israel Government International Bond

.375

03/12/29

1,541,065

2,125,000

(e) Ivory Coast Government International Bond

.450

04/01/36

2,197,037

670,417

(e) Ivory Coast Government International Bond (Step Bond)

.750

12/31/32

661,254

1,500,000

Jamaica Government International Bond

.000

03/15/39

1,820,010

875,000

(e) Jordan Government International Bond

.375

10/10/47

837,279

1,000,000

(e) Kazakhstan Government International Bond

.500

07/01/37

1,022,346

445,000

(e) Magyar Export-Import Bank Zrt

.125

12/04/27

460,142

525,000

Mexico Government International Bond

.250

04/16/30

494,235

563,000

Mexico Government International Bond

.850

07/02/32

581,241

1,250,000

Mexico Government International Bond

.625

09/22/35

1,243,825

1,859,000

Mexico Government International Bond

.050

01/11/40

1,866,994

3,000,000

Mexico Government International Bond

.280

08/14/41

2,429,250

2,325,000

Mexico Government International Bond

.000

04/27/51

1,904,175

2,500,000

Mexico Government International Bond

.400

05/07/54

2,440,025

1,100,000

Mexico Government International Bond

.375

05/13/55

1,207,261

2,575,000

(e) Morocco Government International Bond

.500

12/11/42

2,464,113

525,000

(e) Morocco Government International Bond

.000

12/15/50

385,919

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

1,250,000

(e) Nigeria Government International Bond

.375

%

09/28/33

$

1,182,314

1,000,000

(e) Nigeria Government International Bond

.375

12/09/34

1,110,408

800,000

(e) Oman Government International Bond

.000

08/01/29

843,012

1,350,000

(e) Oman Government International Bond

.500

03/08/47

1,457,295

2,675,000

(e) OPEC Fund for International Development

.500

01/26/26

2,676,604

1,500,000

Oriental Republic of Uruguay

.250

09/10/60

1,404,750

950,000

Panama Government International Bond

.500

04/01/56

693,548

500,000

(e) Paraguay Government International Bond

.000

02/09/36

529,700

1,475,000

(e) Paraguay Government International Bond

.400

03/30/50

1,353,637

350,000

(e) Paraguay Government International Bond

.650

03/04/55

372,033

780,000

Peruvian Government International Bond

.875

08/08/54

782,340

3,040,000

Philippine Government International Bond

.200

03/29/47

2,594,046

1,686,900

(e) Provincia de Buenos Aires (Step Bond)

.625

09/01/37

982,619

5,000,000

Republic of Italy Government International Bond

.000

10/17/49

3,760,750

PLN

3,775,000

Republic of Poland Government International Bond

.000

10/25/33

1,088,116

3,248,000

Republic of Poland Government International Bond

.500

04/04/53

3,145,220

ZAR

20,000,000

Republic of South Africa Government Bond

.750

02/28/48

998,779

1,500,000

Republic of South Africa Government International Bond

.300

10/12/28

1,477,200

1,500,000

(e) Republic of South Africa Government International Bond

.100

11/19/36

1,563,769

ZAR

9,300,000

Republic of South Africa Government International Bond

.750

01/31/44

467,892

2,150,000

Republic of South Africa Government International Bond

.375

07/24/44

1,746,821

UZS

5,990,000,000

(e) Republic of Uzbekistan International Bond

.625

05/29/27

509,957

1,000,000

(e) Republic of Uzbekistan International Bond

.700

11/25/30

923,355

1,150,000

(e) Republic of Uzbekistan International Bond

.900

02/28/32

1,235,568

750,000

(e) Romanian Government International Bond

.875

01/30/29

770,609

1,100,000

(e) Romanian Government International Bond

.750

03/24/35

1,059,218

1,425,000

(e) Romanian Government International Bond

.000

02/14/51

949,891

3,150,000

(e) Rwanda International Government Bond

.500

08/09/31

2,824,929

2,050,000

(e) Saudi Government International Bond

.000

01/16/34

2,098,816

2,000,000

(e) Saudi Government International Bond

.750

01/21/55

1,442,032

1,425,000

(e) Senegal Government International Bond

.750

03/13/48

885,127

1,225,000

(e) Serbia Government International Bond

.125

12/01/30

1,069,638

1,400,000

(e) Serbia Government International Bond

.500

09/26/33

1,518,746

2,400,000

State of Israel

.800

05/13/60

1,593,340

EUR

850,000

Turkiye Government International Bond

.200

08/17/31

1,010,819

1,000,000

Turkiye Government International Bond

.125

07/17/32

1,030,656

1,575,000

Turkiye Government International Bond

.625

05/15/34

1,670,100

280,000

(e) Ukraine Government International Bond

.750

02/01/29

190,400

410,057

(e) Ukraine Government International Bond

.000

02/01/35

197,853

83,380

(e) Ukraine Government International Bond

.000

02/01/36

40,147

619,602

(e) Zambia Government International Bond

.750

06/30/33

592,231

695,891

(e) Zambia Government International Bond

.500

12/31/53

469,287

TOTAL FOREIGN GOVERNMENT BONDS

126,276,026

MORTGAGE BACKED - 24.8%

24,194

Alternative Loan Trust

.000

12/25/56

10,597

1,388,805

(a),(e)

Bayview Opportunity Master Fund VI Trust

.000

10/25/51

1,194,846

202,021

(a) CHL Mortgage Pass-Through Trust

.452

11/20/34

194,773

13,209

CHL Mortgage Pass-Through Trust

.250

09/25/35

13,095

80,518

Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust Series

.500

07/25/35

80,079

30,665,108

(a),(e)

Citigroup Mortgage Loan Trust

.153

02/25/52

274,235

3,437,248

(a),(e)

Citigroup Mortgage Loan Trust

.250

02/25/52

47,781

6,555,870

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

03/25/42

6,739,461

3,650,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 9.850%)

.823

03/25/42

4,045,738

8,665,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 4.650%)

.006

06/25/42

9,172,076

1,525,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.350%)

.706

01/25/43

1,593,463

1,370,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

05/25/43

1,446,251

800,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 5.350%)

.706

05/25/43

874,406

2,025,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

06/25/43

2,106,004

425,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 6.850%)

.206

06/25/43

472,407

2,665,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.900%)

.188

07/25/43

2,808,303

7,060,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 5.900%)

.256

07/25/43

7,628,820

2,170,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

10/25/43

2,269,541

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

Fannie Mae Pool

.000

%

05/01/26

$

Fannie Mae Pool

.500

01/01/29

Fannie Mae Pool

.500

02/01/30

586,791

Fannie Mae Pool

.500

05/01/32

580,258

68,302

Fannie Mae Pool

.000

07/01/32

71,309

15,924

Fannie Mae Pool

.000

07/01/32

16,625

18,338

Fannie Mae Pool

.500

10/01/33

18,299

880,831

Fannie Mae Pool

.000

05/01/35

900,902

529,071

Fannie Mae Pool

.000

10/01/35

541,570

402,484

Fannie Mae Pool

.000

02/01/36

412,160

444,318

Fannie Mae Pool

.500

11/01/38

461,237

4,307,255

Fannie Mae Pool

.000

05/01/40

4,010,441

1,415,907

Fannie Mae Pool

.500

05/01/40

1,353,968

138,415

Fannie Mae Pool

.000

09/01/40

141,752

269,230

Fannie Mae Pool

.000

05/01/41

275,614

1,840,927

Fannie Mae Pool

.000

09/01/42

1,792,730

484,195

Fannie Mae Pool

.500

02/01/44

481,776

122,298

Fannie Mae Pool

.500

03/01/44

122,165

4,520,696

Fannie Mae Pool

.000

05/01/44

4,385,529

454,665

Fannie Mae Pool

.500

06/01/44

450,147

1,275,657

Fannie Mae Pool

.500

10/01/44

1,262,980

355,859

Fannie Mae Pool

.000

11/01/44

364,571

367,208

Fannie Mae Pool

.000

01/01/45

357,596

135,823

Fannie Mae Pool

.500

03/01/45

134,473

987,947

Fannie Mae Pool

.500

05/01/45

930,500

466,737

Fannie Mae Pool

.500

01/01/46

438,788

318,459

Fannie Mae Pool

.000

04/01/46

305,785

223,905

Fannie Mae Pool

.500

06/01/46

209,950

2,568,807

Fannie Mae Pool

.500

07/01/46

2,409,868

3,128,562

Fannie Mae Pool

.500

07/01/46

2,951,424

61,232

Fannie Mae Pool

.000

08/01/46

55,336

1,275,412

Fannie Mae Pool

.000

10/01/46

1,125,763

875,173

Fannie Mae Pool

.500

10/01/46

820,236

1,200,321

Fannie Mae Pool

.500

05/01/47

1,201,363

926,334

Fannie Mae Pool

.500

11/01/47

872,825

7,621,473

Fannie Mae Pool

.500

01/01/48

7,129,846

4,088,002

Fannie Mae Pool

.500

01/01/48

4,040,601

791,748

Fannie Mae Pool

.500

02/01/48

782,568

2,703,331

Fannie Mae Pool

.500

05/01/48

2,671,985

1,754,311

Fannie Mae Pool

.500

05/01/48

1,733,969

5,051,088

Fannie Mae Pool

.500

08/01/51

4,309,940

2,690,364

Fannie Mae Pool

.000

09/01/51

2,406,755

3,697,150

Fannie Mae Pool

.500

12/01/51

3,142,605

419,580

Fannie Mae Pool

.500

01/01/52

354,832

7,479,080

Fannie Mae Pool

.500

02/01/52

6,389,891

12,608,942

Fannie Mae Pool

.500

02/01/52

11,667,196

6,438,472

Fannie Mae Pool

.000

04/01/52

5,725,988

3,981,838

Fannie Mae Pool

.000

04/01/52

3,507,753

765,113

Fannie Mae Pool

.500

04/01/52

700,276

2,476,199

Fannie Mae Pool

.000

05/01/52

2,201,066

22,735,167

Fannie Mae Pool

.000

05/01/52

21,483,941

1,843,156

Fannie Mae Pool

.500

06/01/52

1,689,821

9,328,068

Fannie Mae Pool

.000

06/01/52

8,835,866

2,619,234

Fannie Mae Pool

.500

06/01/52

2,554,770

18,533,791

Fannie Mae Pool

.000

07/01/52

17,516,609

2,493,943

Fannie Mae Pool

.500

07/01/52

2,431,790

1,527,957

Fannie Mae Pool

.500

07/01/52

1,488,613

21,521,604

Fannie Mae Pool

.000

08/01/52

20,340,444

15,673,931

Fannie Mae Pool

.500

08/01/52

15,275,204

21,796,536

Fannie Mae Pool

.000

08/01/52

21,723,846

52,114,329

Fannie Mae Pool

.000

09/01/52

49,294,176

71,189,630

Fannie Mae Pool

.500

09/01/52

69,378,643

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

15,294,080

Fannie Mae Pool

.000

%

09/01/52

$

15,243,076

20,396,744

Fannie Mae Pool

.000

10/01/52

19,279,105

15,916,308

Fannie Mae Pool

.500

10/01/52

15,521,274

7,645,918

Fannie Mae Pool

.000

10/01/52

7,619,632

4,590,993

Fannie Mae Pool

.000

11/01/52

4,342,559

22,747,268

Fannie Mae Pool

.500

11/01/52

22,161,572

4,457,771

Fannie Mae Pool

.500

12/01/52

4,352,615

4,811,266

Fannie Mae Pool

.500

12/01/52

4,879,483

130,231

Fannie Mae Pool

.000

01/01/53

129,837

11,983,638

Fannie Mae Pool

.000

02/01/53

11,941,202

7,311,055

Fannie Mae Pool

.500

02/01/53

7,404,903

5,378,541

Fannie Mae Pool

.000

03/01/53

5,077,512

18,675,241

Fannie Mae Pool

.000

04/01/53

18,607,184

2,478,257

Fannie Mae Pool

.000

06/01/53

2,484,248

16,506,269

Fannie Mae Pool

.500

06/01/53

16,702,774

25,187,922

Fannie Mae Pool

.000

08/01/53

25,076,655

5,144,678

Fannie Mae Pool

.500

08/01/53

5,195,356

41,221,223

Fannie Mae Pool

.500

10/01/53

41,687,391

3,442,866

Fannie Mae Pool

.500

04/01/54

3,476,606

33,414,593

Fannie Mae Pool

.500

05/01/54

33,742,055

8,668,143

Fannie Mae Pool

.000

06/01/54

8,860,504

104,147,747

Fannie Mae Pool

.500

10/01/54

105,084,370

273,702

(a) Fannie Mae REMIC Trust

.331

12/25/42

105,648

Fannie Mae REMICS

.000

07/25/26

1,568,572

(a) Fannie Mae REMICS, (SOFR30A + 5.836%)

.479

09/25/43

166,639

2,575,326

Fannie Mae REMICS

.500

02/25/48

2,310,123

1,884,299

Fannie Mae REMICS

.000

07/25/48

1,798,913

4,403,075

Fannie Mae REMICS

.000

08/25/50

559,795

3,955,188

Fannie Mae REMICS

.000

10/25/50

2,797,244

10,802,932

Fannie Mae REMICS

.500

11/25/50

1,507,172

3,766,559

Fannie Mae REMICS

.000

12/25/50

645,935

70,227

Fannie Mae REMICS

.000

02/25/51

11,725

4,438,733

Fannie Mae REMICS

.500

11/25/51

498,835

6,597,627

Fannie Mae REMICS

.500

04/25/52

5,150,929

1,583,767

Fannie Mae REMICS

.000

05/25/52

1,294,230

4,223,702

Fannie Mae REMICS

.500

07/25/52

3,836,964

2,490,147

Fannie Mae REMICS

.500

08/25/52

2,168,581

1,877,509

Fannie Mae REMICS

.000

09/25/52

1,657,412

2,182,887

Fannie Mae REMICS

.000

09/25/52

1,935,588

1,819,354

Fannie Mae REMICS

.500

10/25/52

1,734,304

2,076,810

Fannie Mae REMICS

.500

10/25/52

1,998,626

3,368,145

Fannie Mae REMICS

.500

11/25/52

3,433,476

1,322,319

Federal National Mortgage Association (FNMA)

.500

02/01/52

1,117,456

Freddie Mac Gold Pool

.000

01/01/31

64,757

Freddie Mac Gold Pool

.000

12/01/33

67,676

11,957

Freddie Mac Gold Pool

.500

10/01/34

11,861

11,276

Freddie Mac Gold Pool

.000

05/01/35

11,784

682,790

Freddie Mac Gold Pool

.000

06/01/36

699,730

306,931

Freddie Mac Gold Pool

.500

10/01/44

304,249

48,921

Freddie Mac Gold Pool

.500

11/01/44

48,494

97,788

Freddie Mac Gold Pool

.500

11/01/44

96,934

50,250

Freddie Mac Gold Pool

.500

12/01/44

49,314

48,426

Freddie Mac Gold Pool

.500

12/01/44

48,003

428,796

Freddie Mac Gold Pool

.500

04/01/45

404,352

1,554,804

Freddie Mac Gold Pool

.500

08/01/45

1,466,172

880,910

Freddie Mac Gold Pool

.500

10/01/45

829,164

850,236

Freddie Mac Gold Pool

.500

06/01/47

842,805

947,781

Freddie Mac Gold Pool

.000

09/01/47

911,162

1,140,215

Freddie Mac Gold Pool

.500

12/01/47

1,068,650

6,163,757

Freddie Mac Gold Pool

.500

08/01/48

6,099,686

29,203,313

Freddie Mac Pool

.000

11/01/49

26,195,193

3,950,069

Freddie Mac Pool

.500

11/01/51

3,347,670

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

4,682,821

Freddie Mac Pool

.000

%

11/01/51

$

4,207,304

3,031,123

Freddie Mac Pool

.000

11/01/51

2,709,483

567,672

Freddie Mac Pool

.000

11/01/51

512,614

864,076

Freddie Mac Pool

.000

11/01/51

777,091

2,597,962

Freddie Mac Pool

.000

02/01/52

2,288,061

3,497,526

Freddie Mac Pool

.000

03/01/52

3,079,663

5,302,135

Freddie Mac Pool

.500

04/01/52

4,501,090

2,690,105

Freddie Mac Pool

.000

04/01/52

2,542,900

26,494,591

Freddie Mac Pool

.000

05/01/52

23,324,350

454,106

Freddie Mac Pool

.000

06/01/52

401,767

436,307

Freddie Mac Pool

.000

06/01/52

383,681

5,633,079

Freddie Mac Pool

.500

06/01/52

5,491,532

5,683,883

Freddie Mac Pool

.500

07/01/52

5,533,687

5,606,846

Freddie Mac Pool

.500

07/01/52

5,466,538

24,107,993

Freddie Mac Pool

.000

06/01/53

24,013,924

341,050

Freddie Mac Pool

.000

08/01/53

339,706

11,505,911

Freddie Mac Pool

.500

08/01/53

11,639,694

3,833,435

Freddie Mac REMICS

.500

01/15/47

3,504,440

646,343

Freddie Mac REMICS

.000

10/15/47

612,870

1,189,282

Freddie Mac REMICS

.000

11/15/47

1,137,559

3,200,799

Freddie Mac REMICS

.000

01/15/48

3,060,796

3,524,788

Freddie Mac REMICS

.000

03/15/48

3,368,758

945,660

Freddie Mac REMICS

.000

04/15/48

903,590

3,149,180

Freddie Mac REMICS

.000

04/15/48

2,992,502

2,352,163

(a) Freddie Mac REMICS, (SOFR30A + 9.737%)

.742

06/15/48

2,205,817

1,667,874

(a) Freddie Mac REMICS, (SOFR30A + 9.657%)

.662

10/15/48

1,494,893

3,127,051

Freddie Mac REMICS

.000

09/25/50

2,154,266

1,942,766

Freddie Mac REMICS

.000

09/25/50

251,718

2,936,808

Freddie Mac REMICS

.000

10/25/50

2,134,686

12,807,652

Freddie Mac REMICS

.500

02/25/51

2,103,030

1,520,631

Freddie Mac REMICS

.000

08/25/52

1,354,889

2,803,407

Freddie Mac REMICS

.500

10/25/52

2,641,057

3,420,956

Freddie Mac REMICS

.500

11/25/52

3,505,889

1,745,732

Freddie Mac REMICS

.500

02/25/53

1,782,069

4,425,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 7.100%)

.456

01/25/42

4,696,460

890,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.750%)

.106

02/25/42

927,763

4,982,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 8.500%)

.788

02/25/42

5,395,250

1,890,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 9.750%)

.087

04/25/42

2,097,178

4,943,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%)

.706

05/25/42

5,132,968

11,185,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.500%)

.856

06/25/42

11,838,217

6,985,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.000%)

.356

07/25/42

7,358,311

625,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.550%)

.906

08/25/42

654,720

6,065,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.700%)

.056

09/25/42

6,377,929

510,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.100%)

.444

03/25/43

530,626

285,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.250%)

.598

04/25/43

298,645

1,795,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.500%)

.856

05/25/43

1,894,121

12,859

(a),(e)

Freddie Mac STACR Securitized Participation Interests Trust

.783

02/25/48

12,513

226,398

(a),(e)

Freddie Mac STACR Securitized Participation Interests Trust

.851

05/25/48

219,920

219,003

(a),(e)

Freddie Mac STACR Securitized Participation Interests Trust

.851

05/25/48

215,347

21,947

Ginnie Mae I Pool

.000

02/15/33

22,023

52,111

Ginnie Mae I Pool

.000

09/15/33

53,040

2,682,160

Ginnie Mae I Pool

.700

10/15/33

2,605,881

6,106

Ginnie Mae I Pool

.500

04/15/34

6,322

7,806

Ginnie Mae I Pool

.000

04/15/38

7,968

2,438,910

Ginnie Mae II Pool

.500

02/20/52

2,061,479

6,704,309

Ginnie Mae II Pool

.500

07/20/52

6,123,682

3,896,915

Ginnie Mae II Pool

.000

08/20/52

3,701,001

10,701,714

Ginnie Mae II Pool

.500

08/20/52

10,457,635

8,261,450

Ginnie Mae II Pool

.000

09/20/52

7,827,014

4,436,002

Ginnie Mae II Pool

.500

03/20/53

4,329,325

5,988,334

Government National Mortgage Association

.000

01/20/40

1,201,700

2,747,471

Government National Mortgage Association

.500

03/20/40

482,943

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

4,469,123

Government National Mortgage Association

.000

%

03/20/40

$

853,543

3,033,066

Government National Mortgage Association

.500

12/20/43

2,731,677

1,073,813

Government National Mortgage Association

.000

03/20/45

968,587

1,487,195

Government National Mortgage Association

.000

06/20/46

164,769

1,569,684

Government National Mortgage Association

.000

09/20/46

291,601

5,653,279

Government National Mortgage Association

.000

11/20/51

4,127,507

8,039,225

Government National Mortgage Association

.000

12/20/51

5,912,291

5,261,246

Government National Mortgage Association

.000

01/20/52

3,945,777

6,652,571

Government National Mortgage Association

.000

02/20/52

4,566,887

4,664,204

Government National Mortgage Association

.000

04/20/52

3,948,891

4,399,869

Government National Mortgage Association

.000

04/20/52

802,006

2,383,079

Government National Mortgage Association

.000

07/20/52

2,026,767

3,779,010

Government National Mortgage Association

.500

09/20/52

3,521,370

3,690,199

Government National Mortgage Association

.500

09/20/52

3,440,347

3,049,420

Government National Mortgage Association

.500

09/20/52

2,950,058

2,113,664

Government National Mortgage Association

.500

09/20/52

1,901,409

2,487,517

Government National Mortgage Association

.500

02/20/53

2,353,752

2,212,413

Government National Mortgage Association

.500

02/20/53

2,221,746

3,643,210

(a) Government National Mortgage Association, (SOFR30A + 6.950%)

.561

05/20/53

294,404

13,645,425

(a) Government National Mortgage Association, (SOFR30A + 26.100%)

.009

07/20/53

14,939,082

2,726,353

(a) Government National Mortgage Association, (SOFR30A + 23.205%)

.089

08/20/53

3,032,376

34,452,179

(a),(e)

GS Mortgage-Backed Securities Corp Trust

.151

08/25/51

294,807

6,318,648

(a),(e)

GS Mortgage-Backed Securities Trust

.500

11/25/51

5,209,981

3,640,078

(a),(e)

GS Mortgage-Backed Securities Trust

.500

03/25/52

3,002,527

1,196,306

(a),(e)

GS Mortgage-Backed Securities Trust

.823

05/28/52

1,001,333

3,265,944

(a),(e)

GS Mortgage-Backed Securities Trust

.000

08/26/52

2,809,824

108,507

GSR Mortgage Loan Trust

.000

01/25/35

105,302

43,294

(a) Impac CMB Trust, (TSFR1M + 0.774%)

.932

03/25/35

39,992

4,810,000

(a),(e)

Imperial Fund Mortgage Trust

.383

06/25/56

3,699,889

276,238

(a),(e)

J.P. Morgan Mortgage Trust

.242

10/25/52

227,770

85,272

(a) JP Morgan Mortgage Trust

.706

11/25/33

84,415

161,217

(a),(e)

JP Morgan Mortgage Trust

.500

05/25/47

146,180

279,193

(a),(e)

JP Morgan Mortgage Trust

.500

10/25/48

251,439

83,022

(a),(e)

JP Morgan Mortgage Trust

.000

01/25/49

77,526

9,478,538

(a),(e)

JP Morgan Mortgage Trust

.119

06/25/51

61,139

16,669,739

(a),(e)

JP Morgan Mortgage Trust

.106

11/25/51

98,221

1,988,232

(a),(e)

JP Morgan Mortgage Trust

.500

11/25/51

1,640,147

17,483,147

(a),(e)

JP Morgan Mortgage Trust

.113

12/25/51

110,866

2,334,918

(a),(e)

JP Morgan Mortgage Trust

.500

12/25/51

1,926,137

406,226

(a),(e)

JP Morgan Mortgage Trust

.845

12/25/51

329,611

3,391,735

(a),(e)

JP Morgan Mortgage Trust

.500

01/25/52

2,794,591

3,935,432

(a),(e)

JP Morgan Mortgage Trust

.500

04/25/52

114,272

2,033,110

(a),(e)

JP Morgan Mortgage Trust

.344

04/25/52

1,741,942

1,301,190

(a),(e)

JP Morgan Mortgage Trust

.344

04/25/52

1,102,773

989,447

(a),(e)

JP Morgan Mortgage Trust

.344

04/25/52

814,822

4,982,917

(a),(e)

JP Morgan Mortgage Trust

.500

06/25/52

4,091,827

701,019

(a),(e)

JP Morgan Mortgage Trust

.000

06/25/52

607,944

7,517,545

(e) JP Morgan Mortgage Trust

.224

07/25/52

72,856

5,363,455

(a),(e)

JP Morgan Mortgage Trust

.500

07/25/52

4,408,998

1,849,433

(a),(e)

JP Morgan Mortgage Trust

.250

07/25/52

1,651,959

5,601,407

(a),(e)

JP Morgan Mortgage Trust

.000

08/25/52

4,815,343

3,587,647

(a),(e)

JP Morgan Mortgage Trust

.000

10/25/52

3,084,181

2,009,401

(a),(e)

JP Morgan Mortgage Trust

.000

11/25/52

1,728,769

3,146,316

(a),(e)

JP Morgan Mortgage Trust

.000

04/25/53

2,704,783

933,813

(a),(e)

JP Morgan Mortgage Trust

.000

06/25/53

918,099

1,307,339

(a),(e)

JP Morgan Mortgage Trust

.500

06/25/53

1,304,694

2,983,452

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust

.500

08/25/51

2,460,870

2,505,960

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

2,246,335

2,409,878

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust

.500

09/25/51

1,985,598

2,191,645

(a),(e)

OBX

.000

01/25/52

1,884,084

2,700,000

(a),(e)

OBX Trust

.451

05/25/61

1,794,769

1,017,313

(a),(e)

RCKT Mortgage Trust

.007

09/25/51

836,738

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

5,472,608

(a),(e)

RCKT Mortgage Trust

.500

%

02/25/52

$

4,514,094

2,223,545

(a),(e)

RCKT Mortgage Trust

.000

05/25/52

1,913,006

156,339

(a),(e)

RCKT Mortgage Trust

.186

05/25/52

131,773

73,908

(a),(e)

Sequoia Mortgage Trust

.000

06/25/49

69,962

489,504

(a),(e)

Sequoia Mortgage Trust

.500

12/25/49

440,586

2,102,960

(a),(e)

Sequoia Mortgage Trust

.500

06/25/51

1,746,625

209,663

(a),(e)

Shellpoint Co-Originator Trust

.500

10/25/47

192,916

13,031,000

(a),(e)

Verus Securitization Trust

.288

11/25/66

10,361,510

965,000

(a),(e)

Verus Securitization Trust

.474

02/25/68

967,815

1,080,153

(a),(e)

Wells Fargo Mortgage Backed Securities Trust

.000

08/25/51

930,310

7,232,418

(a),(e)

Wells Fargo Mortgage Backed Securities Trust

.307

08/25/51

6,137,328

TOTAL MORTGAGE BACKED

1,190,948,260

MUNICIPAL BONDS - 0.1%

4,195,000

(e) Virgin Islands Water & Power Authority-Electric System

.250

07/01/26

4,203,849

TOTAL MUNICIPAL BONDS

4,203,849

OIL, GAS & CONSUMABLE FUELS - 0.0%

950,000

(e) Eagle Funding Luxco Sarl

.500

08/17/30

963,832

TOTAL OIL, GAS & CONSUMABLE FUELS

963,832

U.S. TREASURY SECURITIES - 16.4%

9,433,000

United States Treasury Note

.500

09/30/27

9,412,734

8,400,000

United States Treasury Note

.375

09/15/28

8,342,906

116,686,000

United States Treasury Note

.625

09/30/30

116,093,455

1,061,000

United States Treasury Note

.125

11/30/31

1,076,086

4,025,000

United States Treasury Note

.375

01/31/32

4,136,316

127,231,000

United States Treasury Note

.125

05/31/32

128,841,267

7,076,000

United States Treasury Note

.125

07/31/32

7,109,169

9,300,000

United States Treasury Note

.875

08/31/32

9,272,391

9,025,000

United States Treasury Note

.250

08/15/35

9,098,328

6,425,000

United States Treasury Note

.625

11/15/44

6,365,268

1,085,000

United States Treasury Note

.750

02/15/45

1,091,781

15,300,000

United States Treasury Note

.000

05/15/45

15,888,094

28,085,000

United States Treasury Note

.750

08/15/45

28,712,524

79,329,000

United States Treasury Note

.750

05/15/55

79,576,903

44,320,000

United States Treasury Note

.750

08/15/55

44,472,350

100,000

United States Treasury Note/Bond

.500

04/30/30

99,039

United States Treasury Note/Bond

.250

02/28/31

30,500,000

United States Treasury Note/Bond

.750

08/15/41

20,694,726

14,775,000

United States Treasury Note/Bond

.000

11/15/41

10,375,975

1,823,000

United States Treasury Note/Bond

.250

05/15/42

1,531,462

221,155,000

United States Treasury Note/Bond

.125

08/15/44

205,276,761

135,110,000

United States Treasury Note/Bond

.250

02/15/52

83,805,144

TOTAL U.S. TREASURY SECURITIES

791,272,986

TOTAL GOVERNMENT BONDS

(Cost $2,193,168,803)

2,113,664,953

SHARES

DESCRIPTION

VALUE

INVESTMENT COMPANIES - 1.4%

622,000

(d),(j)

Nuveen Securitized Income ETF

15,584,210

1,982,716

(d),(j)

Nuveen Ultra Short Income ETF

50,242,023

TOTAL INVESTMENT COMPANIES

(Cost $65,582,095)

65,826,233

SHARES

DESCRIPTION

VALUE

PREFERRED STOCKS - 0.1%

FINANCIAL SERVICES - 0.1%

34,686

Morgan Stanley

868,191

139,125

Morgan Stanley

3,547,687

TOTAL FINANCIAL SERVICES

4,415,878

TOTAL PREFERRED STOCKS

(Cost $4,394,529)

4,415,878

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 13.5%

ASSET BACKED - 3.6%

$

929,674

(e) AASET Trust, Series 2020 1A

.413

%

01/16/40

$

877,398

2,053,469

(e) Apollo aviation securitization, Series 2021 2A

.798

01/15/47

1,934,951

5,000,000

(e) Applebee's Funding LLC / IHOP Funding LLC, Series

.720

06/07/55

5,057,809

578,306

(e) BRE Grand Islander Timeshare Issuer LLC, Series 2019 A

.280

09/26/33

572,595

340,218

(e) British Airways Pass Through Trust, Series 2020 A

.375

11/15/28

358,527

1,486,716

(e) British Airways Pass Through Trust, Series 2020 A

.800

09/20/31

1,453,332

5,100,000

(e) Capital Automotive REIT, Series 2020 1A

.520

02/15/50

4,964,041

3,127,073

(e) Capital Automotive REIT, Series 2021 1A

.920

08/15/51

3,029,133

2,440,625

(e) Cars Net Lease Mortgage Notes Series, Series 2020 1A

.100

12/15/50

2,316,875

2,500,000

(e) Cars Net Lease Mortgage Notes Series, Series 2020 1A

.690

12/15/50

2,349,106

1,250,000

(a),(e)

Cayuga Park CLO Ltd, (TSFR3M + 6.262%), Series 2020 1A

.000

07/17/34

1,258,282

60,713

(a) C-BASS Trust, (TSFR1M + 0.274%), Series 2006 CB6

.147

07/25/36

60,296

6,451,318

(a),(e)

CBRE Realty Finance, (LIBOR 3 M + 0.300%), Series 2007 1A

.846

04/07/52

645

3,392

Centex Home Equity, Series 2002 A

.540

01/25/32

3,387

6,296,164

(e) CF Hippolyta LLC, Series 2020 1

.280

07/15/60

4,386,179

2,806,290

(e) CF Hippolyta LLC, Series 2020 1

.600

07/15/60

1,926,920

10,084,448

(e) CF Hippolyta LLC, Series 2021 1A

.530

03/15/61

8,395,496

8,482,028

(e) CF Hippolyta LLC, Series 2021 1A

.980

03/15/61

6,552,529

5,500,000

(e) Compass Datacenters Issuer III LLC, Series 2025 1A

.656

02/25/50

5,616,906

17,656

Countrywide Asset-Backed Certificates (Step Bond), Series 2002 S4

.216

10/25/27

15,361

9,850,000

(e) Crescendo Royalty Funding LP, Series 2021 1

.567

12/20/51

9,665,691

3,055,000

(e) DB Master Finance LLC, Series 2019 1A

.352

05/20/49

3,026,223

2,285,938

(e) DB Master Finance LLC, Series 2021 1A

.045

11/20/51

2,225,027

2,791,250

(e) DB Master Finance LLC, Series 2021 1A

.493

11/20/51

2,630,641

9,200,000

(e) Domino's Pizza Master Issuer LLC, Series 2025 1A

.930

07/25/55

9,253,006

3,250,000

(a),(e)

Elmwood CLO 26 Ltd, (TSFR3M + 3.600%), Series 2024 1A

.929

04/18/37

3,275,968

4,837,500

(e) EWC Master Issuer LLC, Series 2022 1A

.500

03/15/52

4,776,409

164,531

(e) HERO Funding Trust, Series 2017 2A

.280

09/20/48

152,145

329,062

(e) HERO Funding Trust, Series 2017 2A

.070

09/20/48

312,364

7,550,000

(e) HIFI A2, Series 2022 1A

.939

02/01/62

7,436,681

515,985

(e) Hilton Grand Vacations Trust, Series 2019 AA

.840

07/25/33

511,571

13,138

(a) Home Equity Asset Trust, (TSFR1M + 1.614%), Series 2003 1

.986

06/25/33

12,941

698,069

(e) Horizon Aircraft Finance II Ltd, Series 2019 1

.721

07/15/39

684,101

4,777,484

(e) Horizon Aircraft Finance III Ltd, Series 2019 2

.425

11/15/39

4,646,075

2,934,427

(b),(e)

Industrial DPR Funding Ltd, Series 2022 1A

.380

04/15/34

2,639,253

1,064,024

(e) Jonah Energy Abs I LLC, Series 2022 1

.200

12/10/37

1,072,067

1,456,590

(e) Lunar Structured Aircraft Portfolio Notes, Series 2021 1

.682

10/15/46

1,405,123

1,000,000

(a),(e)

Magnetite XXIII Ltd, (TSFR3M + 6.562%), Series 2019 23A

.484

01/25/35

1,007,642

117,722

Mid-State Capital Corp Trust, Series 2005 1

.745

01/15/40

117,621

486,014

(e) MVW LLC, Series 2021 2A

.230

05/20/39

460,539

1,000,000

(e) Oak Street Investment Grade Net Lease Fund Series, Series 2021 1A

.230

01/20/51

858,946

4,425,000

(e) Onemain Financial Issuance Trust, Series 2025 1A

.200

07/14/38

4,476,840

9,000,000

(e) Oportun Issuance Trust, Series 2025 B

.450

05/09/33

9,084,464

600,000

(e) Progress Residential Trust, Series 2021 SFR9

.711

11/17/40

561,616

4,930,000

(e) QTS Issuer ABS I LLC, Series 2025 1A

.439

05/25/55

5,035,241

500,620

(e) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.790

11/20/37

496,584

1,874,757

(e) START Ireland, Series 2019 1

.095

03/15/44

1,864,187

95,910

(a) Structured Asset Investment Loan Trust, (TSFR1M + 1.014%), Series 2004 8

.172

09/25/34

91,832

9,230,250

(e) Subway Funding LLC, Series 2024 1A

.028

07/30/54

9,357,676

4,563,713

(e) Taco Bell Funding LLC, Series 2021 1A

.946

08/25/51

4,407,229

4,833,900

(e) Taco Bell Funding LLC, Series 2021 1A

.294

08/25/51

4,467,642

3,252,980

United Airlines Pass Through Trust, Series 2018 1

.700

03/01/30

3,055,716

1,573,344

(e) Vivint Colar Financing V LLC, Series 2018 1A

.370

04/30/48

1,526,138

922,256

(e) Wendys Funding LLC, Series 2018 1A

.884

03/15/48

908,685

5,558,836

(e) Wendy's Funding LLC, Series 2021 1A

.370

06/15/51

5,162,440

6,815,000

(e) Westlake Automobile Receivables Trust, Series 2025 2A

.850

01/15/31

6,850,572

6,000,000

(e) Zayo Issuer LLC, Series 2025 1A

.648

03/20/55

6,110,623

2,250,000

(e) Zayo Issuer LLC, Series 2025 1A

.659

03/20/55

2,333,966

TOTAL ASSET BACKED

173,091,253

OTHER MORTGAGE BACKED - 9.9%

8,000,000

(e) 225 Liberty Street Trust, Series 2016 225L

.597

02/10/36

7,843,351

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

126,796

(a),(e)

Agate Bay Mortgage Trust, Series 2015 6

.500

%

09/25/45

$

117,743

2,000,000

(a),(e)

ARDN Mortgage Trust, (TSFR1M + 1.750%), Series 2025 ARCP

.900

06/15/35

2,003,218

4,500,000

(a),(e)

ARDN Mortgage Trust, (TSFR1M + 2.000%), Series 2025 ARCP

.150

06/15/35

4,508,327

2,500,000

(a),(e)

ARDN Mortgage Trust, (TSFR1M + 3.000%), Series 2025 ARCP

.150

06/15/35

2,505,833

1,895,000

(a),(e)

ARES Commercial Mortgage Trust, (TSFR1M + 1.692%), Series 2024 IND

.012

07/15/41

1,902,372

3,000,000

(a),(e)

BAMLL Trust, (TSFR1M + 2.350%), Series 2025 ASHF

.501

02/15/42

3,019,553

2,406,469

(a) BANK, Series 2017 BNK8

.083

11/15/50

2,208,786

3,000,000

(e) BANK, Series 2019 BN21

.500

10/17/52

2,233,695

1,000,000

BANK, Series 2019 BN21

.093

10/17/52

929,106

1,000,000

BANK, Series 2019 BN23

.455

12/15/52

920,347

2,000,000

BANK, Series 2020 BN30

.925

12/15/53

1,753,065

1,750,000

BANK, Series 2024 BNK48

.053

10/15/57

1,783,627

1,696,000

BANK, Series 2019 BN20

.011

09/15/62

1,591,508

4,500,000

(a),(e)

BBCMS Mortgage Trust, Series 2018 CHRS

.409

08/05/38

3,868,565

1,400,000

(a) BBCMS Mortgage Trust, Series 2025 C35

.586

07/15/58

1,479,195

2,500,000

(a),(e)

BBCMS Trust, Series 2015 SRCH

.122

08/10/35

2,360,109

1,791,968

(a) Benchmark, Series 2018 B4

.311

07/15/51

1,738,997

1,769,000

(a),(e)

Benchmark Mortgage Trust, Series 2020 IG2

.791

09/15/48

1,483,249

2,800,000

(a),(e)

Benchmark Mortgage Trust, Series 2020 IG3

.199

09/15/48

2,325,885

5,000,000

(a),(e)

Benchmark Mortgage Trust, Series 2020 IG3

.654

09/15/48

4,817,634

3,240,000

(a) Benchmark Mortgage Trust, Series 2018 B2

.435

02/15/51

2,475,291

1,500,000

(a) Benchmark Mortgage Trust, Series 2018 B3

.553

04/10/51

1,296,349

2,000,000

Benchmark Mortgage Trust, Series 2018 B8

.232

01/15/52

1,976,218

1,754,258

Benchmark Mortgage Trust, Series 2019 B9

.267

03/15/52

1,688,641

1,200,000

Benchmark Mortgage Trust, Series 2019 B12

.419

08/15/52

1,118,890

1,000,000

(a) Benchmark Mortgage Trust, Series 2018 B7

.510

05/15/53

1,003,037

6,500,000

(a) Benchmark Mortgage Trust, Series 2021 B23

.563

02/15/54

4,718,158

3,520,000

Benchmark Mortgage Trust, Series 2021 B24

.584

03/15/54

3,146,912

2,230,000

Benchmark Mortgage Trust, Series 2021 B27

.390

07/15/54

1,974,258

2,000,000

Benchmark Mortgage Trust, Series 2023 B38

.626

04/15/56

2,049,373

1,675,000

Benchmark Mortgage Trust, Series 2023 B39

.750

07/15/56

1,781,299

3,915,000

Benchmark Mortgage Trust, Series 2019 B14

.493

12/15/62

3,260,791

1,900,000

(a) Benchmark Mortgage Trust, Series 2019 B14

.903

12/15/62

1,334,676

1,500,000

Benchmark Mortgage Trust Series - 2019 B12 (Class C), Series

.000

08/15/52

1,217,532

1,556,210

(a),(e)

BX Commercial Mortgage Trust, (LIBOR 1 M + 1.914%), Series 2021 SOAR

.910

06/15/38

1,555,770

2,000,000

(a),(e)

BX Commercial Mortgage Trust, (TSFR1M + 4.874%), Series 2024 BRBK

.021

10/15/41

2,010,322

3,000,000

(a),(e)

BX Trust, (TSFR1M + 1.700%), Series 2025 VLT7

.850

07/15/44

3,012,598

2,000,000

(a),(e)

BXP Trust, Series 2021 601L

.868

01/15/44

1,633,612

2,250,000

(a) Cantor Commercial Real Estate Lending, Series 2019 CF1

.352

05/15/52

1,935,753

1,800,000

(a) CD Mortgage Trust, Series 2016 CD2

.879

11/10/49

1,465,165

1,000,000

(a) CD Mortgage Trust, Series 2016 CD2

.106

11/10/49

605,769

1,400,000

(a) CD Mortgage Trust, Series 2017 CD3

.681

02/10/50

630,438

4,000,000

(a),(e)

Century Plaza Towers, Series 2019 CPT

.097

11/13/39

3,308,854

215,206

(a),(e)

CF Mortgage Trust, Series 2020 P1

.840

04/15/52

213,917

8,750,000

(a),(e)

CF Mortgage Trust, Series 2020 P1

.603

04/15/52

8,084,472

5,000,000

(a) CFCRE Commercial Mortgage Trust, Series 2016 C6

.502

11/10/49

4,852,947

155,241

(a),(e)

CIM Trust, Series 2021 J2

.670

04/25/51

127,612

3,400,000

(a),(e)

Citigroup Commercial Mortgage Trust, (TSFR1M + 2.014%), Series 2021 PRM2

.165

10/15/38

3,380,927

640,641

(a),(e)

Citigroup Commercial Mortgage Trust, Series 2014 GC23

.741

07/10/47

618,819

1,435,796

(a) Citigroup Commercial Mortgage Trust, Series 2015 GC29

.758

04/10/48

1,383,571

1,650,000

(a) Citigroup Commercial Mortgage Trust, Series 2015 GC29

.109

04/10/48

1,503,112

2,717,806

Citigroup Commercial Mortgage Trust, Series 2016 GC37

.233

04/10/49

2,687,491

3,000,000

(a) Citigroup Commercial Mortgage Trust, Series 2016 P3

.271

04/15/49

2,841,163

2,000,000

(a) Citigroup Commercial Mortgage Trust, Series 2018 B2

.179

03/10/51

1,966,070

1,670,000

Citigroup Commercial Mortgage Trust, Series 2019 GC41

.018

08/10/56

1,534,981

2,916,136

(a),(e)

COMM Mortgage Trust, Series 2013 LC13

.549

08/10/46

2,715,274

2,760,779

(a) COMM Mortgage Trust, Series 2014 CR14

.792

02/10/47

2,686,928

2,901,749

COMM Mortgage Trust, Series 2014 CR17

.377

05/10/47

2,824,127

5,150,000

(a),(e)

COMM Mortgage Trust, Series 2014 UBS3

.767

06/10/47

2,343,250

2,500,000

(e) COMM Mortgage Trust, Series 2015 CR22

.000

03/10/48

1,499,250

2,600,000

(a),(e)

COMM Mortgage Trust, Series 2015 CR22

.824

03/10/48

2,094,638

3,340,500

(a) COMM Mortgage Trust, Series 2015 CR22

.824

03/10/48

3,138,776

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

642,354

(a) COMM Mortgage Trust, Series 2015 CR23

.352

%

05/10/48

$

624,733

2,500,000

(a) COMM Mortgage Trust, Series 2015 CR24

.463

08/10/48

2,274,687

292,775

(a) COMM Mortgage Trust, Series 2015 CR24

.364

08/10/48

291,666

3,000,000

(a) COMM Mortgage Trust, Series 2015 CR24

.364

08/10/48

2,927,062

3,175,000

(a) COMM Mortgage Trust, Series 2015 CR26

.647

10/10/48

3,007,157

2,500,000

(a) COMM Mortgage Trust, Series 2018 COR3

.668

05/10/51

2,127,160

2,475,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.000%), Series 2022 R05

.356

04/25/42

2,542,389

2,500,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 7.000%), Series 2022 R05

.356

04/25/42

2,686,734

15,060,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.850%), Series 2022 R06

.206

05/25/42

15,678,457

3,565,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

.956

07/25/42

3,710,751

6,005,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 4.750%), Series 2022 R09

.106

09/25/42

6,403,462

9,681,000

(a),(e)

Connecticut Avenue Securities Trust, (SOFR30A + 3.750%), Series 2023 R01

.106

12/25/42

10,176,121

1,850,000

(a),(e)

CSMC, Series 2019 NQM1

.388

10/25/59

1,784,464

1,799,583

(a),(e)

CSMC, Series 2021 NQM1

.130

05/25/65

1,447,306

1,581,521

(a),(e)

CSMC, Series 2021 NQM8

.405

10/25/66

1,399,765

5,065,000

DBJPMortgage Trust, Series 2016 C1

.539

05/10/49

4,990,448

2,425,000

DBJPMortgage Trust, Series 2020 C9

.926

08/15/53

2,165,976

1,487,605

(a),(e)

ELP Commercial Mortgage Trust, (TSFR1M + 2.233%), Series 2021 ELP

.384

11/15/38

1,487,583

1,750,000

(a),(e)

EQT Trust, Series 2024 EXTR

.331

07/05/41

1,791,597

763,984

(a),(e)

Flagstar Mortgage Trust, Series 2017 2

.971

10/25/47

700,757

26,785

(a),(e)

Flagstar Mortgage Trust, Series 2018 5

.000

09/25/48

25,274

1,161,524

(a),(e)

Flagstar Mortgage Trust, Series 2021 2

.500

04/25/51

958,086

1,537,097

(a),(e)

Flagstar Mortgage Trust, Series 2021 4

.500

06/01/51

1,267,782

2,585,773

(a),(e)

Flagstar Mortgage Trust, Series 2021 5INV

.500

07/25/51

2,131,267

1,001,260

(a),(e)

Flagstar Mortgage Trust, Series 2021 5INV

.342

07/25/51

826,769

350,435

(a),(e)

Flagstar Mortgage Trust, Series 2021 7

.925

08/25/51

288,547

7,213,623

(a),(e)

Flagstar Mortgage Trust, Series 2021 10IN

.000

10/25/51

6,206,173

1,287,047

(a),(e)

Flagstar Mortgage Trust, Series 2021 10IN

.500

10/25/51

1,062,981

540,000

(a),(e)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%), Series 2023 HQA3

.702

11/25/43

570,106

2,250,000

(a) GS Mortgage Securities Trust, Series 2016 GS3

.090

10/10/49

2,141,738

3,725,000

(a) GS Mortgage Securities Trust, Series 2016 GS4

.032

11/10/49

3,399,966

2,000,000

(e) GS Mortgage Securities Trust, Series 2017 GS7

.000

08/10/50

1,662,544

1,500,000

(a) GS Mortgage Securities Trust, Series 2018 GS10

.384

07/10/51

1,446,834

3,800,000

(a) GS Mortgage Securities Trust, Series 2019 GC38

.158

02/10/52

3,681,001

1,500,000

(a) GS Mortgage Securities Trust, Series 2019 GC38

.761

02/10/52

1,401,727

1,000,000

(a) GS Mortgage Securities Trust, Series 2020 GC45

.405

02/13/53

908,580

3,000,000

GS Mortgage Securities Trust, Series 2020 GSA2

.012

12/12/53

2,646,874

40,081

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

37,829

94,149

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2019 PJ2

.000

11/25/49

88,861

208,879

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ4

.000

01/25/51

180,278

13,766,970

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.252

03/27/51

174,401

392,783

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.000

03/27/51

339,038

907,620

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ6

.500

05/25/51

746,385

4,728,019

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2021 PJ5

.500

10/25/51

3,899,328

3,251,678

(a),(e)

GS Mortgage-Backed Securities Corp Trust, Series 2022 PJ2

.000

06/25/52

2,795,359

255,846

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2020 PJ1

.610

05/25/50

227,496

399,470

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 GR1

.091

11/25/51

338,702

504,619

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 INV1

.022

12/25/51

419,586

7,612,476

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.500

01/25/52

6,279,169

3,631,951

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 PJ8

.500

01/25/52

2,996,095

1,433,066

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2021 PJ7

.721

01/25/52

1,164,964

987,501

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 LTV1

.243

06/25/52

820,365

1,873,868

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 INV1

.000

07/25/52

1,615,088

3,355,380

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 HP1

.000

09/25/52

2,886,770

2,332,801

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 PJ5

.000

10/25/52

2,005,432

4,279,458

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 LTV2

.525

12/25/52

3,868,827

2,060,247

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2022 PJ6

.000

01/25/53

1,772,103

2,991,210

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2023 PJ1

.500

02/25/53

2,657,599

539,959

(a),(e)

GS Mortgage-Backed Securities Trust, Series 2025 PJ4

.000

09/25/55

545,047

1,450,000

(a),(e)

GSAT Trust, (TSFR1M + 1.500%), Series 2025 BMF

.650

07/15/40

1,452,175

3,000,000

(a),(e)

GSAT Trust, (TSFR1M + 1.950%), Series 2025 BMF

.270

07/15/40

3,005,836

156,383

(e) GSMPS Mortgage Loan Trust, Series 2005 RP2

.500

03/25/35

156,258

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

133,730

(e) GSMPS Mortgage Loan Trust, Series 2005 RP3

.500

%

09/25/35

$

135,078

7,130,000

(a),(e)

Houston Galleria Mall Trust, Series 2025 HGLR

.644

02/05/45

7,386,051

5,500,000

(a),(e)

HTL Commercial Mortgage Trust, Series 2024 T53

.324

05/10/39

5,610,975

2,250,000

(a),(e)

Hudson Yards Mortgage Trust, Series 2019 30HY

.558

07/10/39

2,048,838

1,000,000

(a),(e)

Hudson Yards Mortgage Trust, Series 2019 55HY

.041

12/10/41

890,248

3,325,000

(a),(e)

ILPT Commercial Mortgage Trust, Series 2025 LPF2

.292

07/13/42

3,389,179

2,000,000

(a),(e)

ILPT Commercial Mortgage Trust, Series 2025 LPF2

.472

07/13/42

2,069,753

392,361

(a),(e)

Imperial Fund Mortgage Trust, Series 2020 NQM1

.051

10/25/55

374,240

440,000

(a),(e)

Imperial Fund Mortgage Trust, Series 2020 NQM1

.531

10/25/55

409,926

2,000,000

(a),(e)

IP Mortgage Trust, Series 2025 IP

.425

06/10/42

2,037,927

3,500,000

(a),(e)

IP Mortgage Trust, Series 2025 IP

.725

06/10/42

3,566,905

298,298

(a),(e)

J.P. Morgan Mortgage Trust, Series 2022 5

.953

09/25/52

239,636

22,777

(a) JP Morgan Alternative Loan Trust, (TSFR1M + 0.674%), Series 2007 S1

.832

04/25/47

21,969

139,157

(a),(e)

JP Morgan Chase Commercial Mortgage Securities Corp, Series 2013 C13

.115

01/15/46

134,079

2,500,000

(e) JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020 NNN

.065

01/16/37

2,025,000

1,000,000

(e) JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020 NNN

.267

01/16/37

685,000

1,140,000

JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016 JP2

.822

08/15/49

1,126,436

602,500

(a),(e)

JP Morgan Mortgage Trust, (LIBOR 1 M - 0.000%), Series 2015 1

.662

12/25/44

593,835

54,611

(a),(e)

JP Morgan Mortgage Trust, Series 2015 3

.500

05/25/45

50,938

257,760

(a),(e)

JP Morgan Mortgage Trust, Series 2015 6

.500

10/25/45

238,544

578,331

(a),(e)

JP Morgan Mortgage Trust, Series 2018 3

.500

09/25/48

518,262

834,903

(a),(e)

JP Morgan Mortgage Trust, Series 2018 5

.500

10/25/48

751,771

572,359

(a),(e)

JP Morgan Mortgage Trust, Series 2017 5

.967

10/26/48

573,821

104,843

(a),(e)

JP Morgan Mortgage Trust, Series 2018 9

.000

02/25/49

98,105

160,108

(a),(e)

JP Morgan Mortgage Trust, Series 2019 1

.000

05/25/49

150,089

2,216,147

(a),(e)

JP Morgan Mortgage Trust, Series 2020 1

.821

06/25/50

2,006,790

11,119,572

(a),(e)

JP Morgan Mortgage Trust, Series 2021 3

.134

07/25/51

83,917

7,776,885

(a),(e)

JP Morgan Mortgage Trust, Series 2021 4

.129

08/25/51

58,467

944,259

(a),(e)

JP Morgan Mortgage Trust, Series 2021 4

.879

08/25/51

768,987

15,062,349

(a),(e)

JP Morgan Mortgage Trust, Series 2021 6

.133

10/25/51

113,679

2,693,478

(a),(e)

JP Morgan Mortgage Trust, Series 2021 6

.500

10/25/51

2,224,108

4,109,809

(a),(e)

JP Morgan Mortgage Trust, Series 2021 INV2

.400

12/25/51

94,889

905,678

(a),(e)

JP Morgan Mortgage Trust, Series 2021 10

.500

12/25/51

747,051

798,505

(a),(e)

JP Morgan Mortgage Trust, Series 2021 INV4

.208

01/25/52

650,361

962,949

(a),(e)

JP Morgan Mortgage Trust, Series 2021 12

.500

02/25/52

796,213

620,208

(a),(e)

JP Morgan Mortgage Trust, Series 2022 INV1

.292

03/25/52

523,747

1,452,256

(a),(e)

JP Morgan Mortgage Trust, Series 2021 14

.500

05/25/52

1,197,897

924,823

(a),(e)

JP Morgan Mortgage Trust, Series 2021 LTV2

.927

05/25/52

795,533

273,005

(a),(e)

JP Morgan Mortgage Trust, Series 2021 INV8

.280

05/25/52

224,470

1,396,611

(a),(e)

JP Morgan Mortgage Trust, Series 2022 2

.000

08/25/52

1,201,562

1,967,619

(a),(e)

JP Morgan Mortgage Trust, Series 2022 INV3

.000

09/25/52

1,693,436

3,609,563

(a),(e)

JP Morgan Mortgage Trust, Series 2022 LTV2

.500

09/25/52

3,202,438

2,696,162

(a),(e)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

2,315,546

832,777

(a),(e)

JP Morgan Mortgage Trust, Series 2022 7

.000

12/25/52

764,082

1,262,231

JPMBB Commercial Mortgage Securities Trust, Series 2014 C22

.110

09/15/47

1,246,927

1,100,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C22

.660

09/15/47

1,073,256

1,778,355

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

.688

09/15/47

1,727,136

1,550,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

.688

09/15/47

1,489,597

5,000,000

JPMBB Commercial Mortgage Securities Trust, Series 2015 C27

.634

02/15/48

4,703,035

1,964,519

JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.106

08/15/48

1,945,679

5,500,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.709

08/15/48

5,219,349

1,309,944

JPMBB Commercial Mortgage Securities Trust, Series 2015 C33

.274

12/15/48

1,275,153

2,500,000

(a),(e)

JPMBB Commercial Mortgage Securities Trust, Series 2016 C1

.349

03/17/49

2,205,138

357,976

JPMCC Commercial Mortgage Securities Trust, Series 2017 JP7

.379

09/15/50

352,833

2,800,000

JPMDB Commercial Mortgage Securities Trust, Series 2020 COR7

.536

05/13/53

2,293,701

1,500,000

(a),(e)

KRE Commercial Mortgage Trust, (TSFR1M + 1.300%), Series 2025 AIP4

.450

03/15/42

1,500,119

297,664

MASTR Alternative Loan Trust, Series 2004 1

.000

01/25/34

305,937

7,800,000

(e) MetroNet Infrastructure Issuer LLC, Series 2025 2A

.400

08/20/55

7,916,520

1,250,000

(a),(e)

MF1 LLC, (TSFR1M + 1.488%), Series 2025 FL19

.624

05/18/42

1,255,468

1,000,000

(a),(e)

MILE Trust, (TSFR1M + 1.700%), Series 2025 STNE

.850

07/15/42

1,002,100

2,750,000

(a) Morgan Stanley Capital I Trust, Series 2018 H3

.429

07/15/51

2,720,235

2,000,000

(a),(e)

Morgan Stanley Capital I Trust, Series 2024 NSTB

.900

09/24/57

1,945,998

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

793,035

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust, Series 2021 4

.500

%

07/25/51

$

711,564

2,257,334

(a),(e)

Morgan Stanley Residential Mortgage Loan Trust, Series 2023 1

.000

02/25/53

2,076,704

1,500,000

(e) MRCD Mortgage Trust, Series 2019 PARK

.718

12/15/36

1,058,850

9,507,202

(a),(e)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.579%), Series 2019 MILE

.915

07/15/36

9,150,044

3,000,000

(a),(e)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 3.579%), Series 2019 MILE

.730

07/15/36

2,202,700

4,500,000

(a),(e)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 4.329%), Series 2019 MILE

.480

07/15/36

3,055,781

813,369

(a),(e)

New Residential Mortgage Loan Trust, Series 2022 INV1

.515

03/25/52

676,365

32,163

(a) New York Mortgage Trust, (TSFR1M + 0.594%), Series 2005 3

.752

02/25/36

32,103

3,820,000

(a),(e)

NRTH Mortgage Trust, (TSFR1M + 1.641%), Series 2024 PARK

.791

03/15/39

3,816,751

3,465,000

(a),(e),(i)

NRTH PARK Mortgage Trust, (TSFR1M + 1.393%), Series 2025 PARK

.543

10/15/40

3,459,916

3,750,000

(a),(e)

NYC Trust, (TSFR1M + 2.840%), Series 2024 3ELV

.990

08/15/29

3,763,935

4,509,131

(a),(e)

OBX Trust, Series 2021 J2

.500

07/25/51

3,719,368

182,621

(a),(e)

OBX Trust, Series 2022 J2

.416

08/25/52

156,388

3,454,961

(a),(e)

OBX Trust, Series 2022 INV5

.000

10/25/52

3,169,961

1,336,354

(a),(e)

Oceanview Mortgage Trust, Series 2021 1

.500

05/25/51

1,102,295

930,577

(a),(e)

Oceanview Mortgage Trust, Series 2022 1

.500

11/25/52

889,717

6,000,000

(e) One Bryant Park Trust, Series 2019 OBP

.516

09/15/54

5,531,249

2,000,000

(a),(e)

ONNI Commerical Mortgage Trust, Series 2024 APT

.150

07/15/39

2,044,801

2,800,000

(a),(e)

OPEN Trust, (TSFR1M + 5.236%), Series 2023 AIR

.386

11/15/40

2,811,181

1,500,000

(a),(e)

PKHL Commercial Mortgage Trust, (TSFR1M + 0.994%), Series 2021 MF

.145

07/15/38

1,412,215

1,188,481

(a),(e)

RCKT Mortgage Trust, Series 2022 4

.500

06/25/52

1,055,914

128,508

(a),(e)

Sequoia Mortgage Trust, Series 2015 2

.500

05/25/45

118,559

164,598

(a),(e)

Sequoia Mortgage Trust, Series 2016 1

.500

06/25/46

151,478

472,018

(a),(e)

Sequoia Mortgage Trust, Series 2017 2

.500

02/25/47

429,993

973,562

(a),(e)

Sequoia Mortgage Trust, Series 2017 6

.726

09/25/47

928,621

177,032

(a),(e)

Sequoia Mortgage Trust, Series 2018 3

.500

03/25/48

160,622

13,080

(a),(e)

Sequoia Mortgage Trust, Series 2018 7

.000

09/25/48

12,453

1,514,250

(a),(e)

Sequoia Mortgage Trust, Series 2020 3

.000

04/25/50

1,303,270

176,892

(a),(e)

Sequoia Mortgage Trust, Series 2021 1

.658

03/25/51

147,015

3,108,086

(e) Sierra Timeshare Receivables Funding LLC, Series 2025 2A

.930

04/20/44

3,131,583

2,500,000

(e) SLG Office Trust, Series 2021 OVA

.851

07/15/41

2,125,590

5,000,000

(e) Taco Bell Funding LLC, Series 2025 1A

.821

08/25/55

5,010,445

2,170,405

(a),(e)

Verus Securitization Trust, Series 2021 7

.240

10/25/66

1,921,613

4,483

(a) Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2004 RA3

.499

08/25/38

4,469

5,200,000

(a),(e)

WCORE Commercial Mortgage Trust, (TSFR1M + 1.842%), Series 2024 CORE

.992

11/15/41

5,216,762

1,500,000

(a),(e)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 0.921%), Series 2017 SMP

.258

12/15/34

1,404,283

7,500,000

(a),(e)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 2.941%), Series 2025 AGLN

.091

07/15/37

7,538,121

2,000,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2015 NXS1

.988

05/15/48

1,870,450

1,300,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2015 P2

.818

12/15/48

1,284,684

2,400,000

(a) Wells Fargo Commercial Mortgage Trust, Series 2024 C63

.820

08/15/57

2,512,049

342,277

(e) Wells Fargo Commercial Mortgage Trust, Series 2015 NXS3

.153

09/15/57

339,796

50,069

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2019 2

.000

04/25/49

47,658

252,254

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2020 4

.000

07/25/50

217,654

5,915,709

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2021 2

.500

06/25/51

4,886,969

1,118,609

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 2

.500

12/25/51

922,687

1,381,395

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.000

03/25/52

1,189,325

1,806,924

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.423

03/25/52

1,511,946

2,392,815

(a),(e)

Wells Fargo Mortgage Backed Securities Trust, Series 2022 INV1

.500

03/25/52

2,127,222

81,899

(a),(e)

WinWater Mortgage Loan Trust, Series 2014 1

.929

06/20/44

70,272

TOTAL OTHER MORTGAGE BACKED

475,660,061

TOTAL STRUCTURED ASSETS

(Cost $688,547,306)

648,751,314

TOTAL LONG-TERM INVESTMENTS

(Cost $4,792,908,764)

4,645,550,756

See Notes to Financial Statements

Principal denominated in U.S. Dollars, unless otherwise noted.

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.7%

31,807,186

(k) State Street Navigator Securities Lending Government Money Market Portfolio

4.180%(l)

$

31,807,186

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $31,807,186)

31,807,186

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 3.3%

REPURCHASE AGREEMENT - 2.9%

$

140,072,000

(m) Fixed Income Clearing Corporation

.200

10/01/25

140,072,000

TOTAL REPURCHASE AGREEMENT

140,072,000

TREASURY DEBT - 0.4%

5,000,000

United States Treasury Bill

.000

10/02/25

4,999,441

6,000,000

United States Treasury Bill

.000

10/09/25

5,994,585

10,000,000

United States Treasury Bill

.000

10/16/25

9,983,108

TOTAL TREASURY DEBT

20,977,134

TOTAL SHORT-TERM INVESTMENTS

(Cost $161,048,339)

161,049,134

TOTAL INVESTMENTS - 100.5%

(Cost $4,985,764,289)

4,838,407,076

OTHER ASSETS & LIABILITIES, NET - (0.5)%

(24,156,468)

NET ASSETS - 100.0%

$

4,814,250,608

BRL

Brazilian Real

CLP

Chilean Peso

ETF

Exchange Traded Fund

EUR

Euro

IDR

Indonesian Rupiah

INR

Indian Rupee

LIBOR

London Interbank Offered Rate

M

Month

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

REIT

Real Estate Investment Trust

REMIC

Real Estate Mortgage Investment Conduit

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

TSFR6M

CME Term Secured Overnight Financing Rate 6 Month

UGX

Ugandan Shilling

UZS

Uzbekistani Som

ZAR

South African Rand

(a) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) For fair value measurement disclosure purposes, investment classified as Level 3.

(c) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.

(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 $1,361,563,580 or 28.1% 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 1.6% of Total Investments.

(h) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $34,333,730.

(i) When-issued or delayed delivery security.

(j) Affiliated holding

(k) Investments made with cash collateral received from securities on loan.

(l) The rate shown is the one-day yield as of the end of the reporting period.

(m) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $140,088,342 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

0.125%–4.250% and maturity dates 9/30/30–2/28/31, valued at $142,873,550.

Core Plus Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

Investments in Derivatives

B ma

Futures Contracts - Long

Description

Number of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S. Treasury 5-Year Note

1,955

12/31/25

$

212,771,225

$

213,476,837

$

705,612

Forward Foreign Currency Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement Date

Unrealized

Appreciation

(Depreciation)

$

3,285,573

EUR

2,784,169

Bank of America, N.A.

10/10/25

$

14,766

$

998,999

EUR

849,898

Bank of America, N.A.

10/10/25

549

Total

$

15,315

Total unrealized appreciation on forward foreign currency contracts

$

15,315

Total unrealized depreciation on forward foreign currency contracts

$

–

EUR

Euro

Credit Default Swaps - Centrally Cleared

PURCHASED

Counterparty

Reference

Entity

Fixed Rate

(Annualized)

Current Credit

Spread(a)

Fixed Rate

Payment

Frequency

Maturity

Date

Notional

Amount(b)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00%

Quarterly

06/20/30

$

24,000,000

$

1,953,546

$

1,280,156

$

673,390

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

25,000,000

2,028,000

$

1,833,883

194,117

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

15,000,000

1,216,800

$

1,018,306

198,494

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

10,000,000

813,978

$

505,538

308,440

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

20,000,000

1,627,955

$

1,204,977

422,978

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

19,000,000

1,546,557

$

1,181,991

364,566

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

28,000,000

2,279,138

$

1,815,069

464,069

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

15,000,000

1,220,966

$

882,236

338,730

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

10,000,000

813,977

$

594,755

219,222

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

20,000,000

1,622,400

$

1,321,377

301,023

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

17,000,000

1,379,040

$

1,102,911

276,129

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

12,000,000

973,440

$

800,208

173,232

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

15,000,000

1,216,800

$

1,055,240

161,560

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

19,000,000

1,541,280

$

1,405,103

136,177

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00 Quarterly

06/20/30

10,000,000

811,200

$

717,635

93,565

Total

$

21,045,077

$

16,719,385

$

4,325,692

(a) The credit spread generally serves as an indication of the current status of the payment/performance risk and therefore the likelihood of default of the credit derivative. The credit spread also reflects the

cost of buying/selling protection and may include upfront payments required to be made to enter into a credit default swap contract. Higher credit spreads are indicative of higher likelihood of performance by

the seller of protection.

(b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs is defined under the terms of that

particular swap agreement. This amount may be reduced by any recoverable assets, if applicable.

See Notes to Financial Statements

SOLD

Counterparty

Reference

Entity

Fixed Rate

(Annualized)

Current Credit

Spread(a)

Fixed Rate

Payment

Frequency

Maturity

Date

Notional

Amount(b)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00%

Quarterly

06/20/30

$

30,000,000

$

(2,433,599)

$

(2,323,053)

$

(110,546)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000 5.00%

Quarterly

06/27/30

403,500,000

(32,952,876)

(21,411,390)

(11,541,486)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000 5.00%

Quarterly

06/20/30

14,000,000

(1,139,569)

(500,349)

(639,220)

Citigroup Global Markets,

Inc

CDX-NAHYS44V1-5Y

5.000 5.00%

Quarterly

06/20/30

29,000,000

(2,352,480)

(2,121,820)

(230,660)

Total

$

(38,878,524)

$

(26,356,612)

$

(12,521,912)

(a) The credit spread generally serves as an indication of the current status of the payment/performance risk and therefore the likelihood of default of the credit derivative. The credit spread also reflects the

cost of buying/selling protection and may include upfront payments required to be made to enter into a credit default swap contract. Higher credit spreads are indicative of higher likelihood of performance by

the seller of protection.

(b) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs is defined under the terms of that

particular swap agreement. This amount may be reduced by any recoverable assets, if applicable.

5–15 Year Laddered Tax Exempt Bond

Portfolio of Investments September 30, 2025

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 97.2%

LONG-TERM MUNICIPAL BONDS - 97.2%

ALABAMA - 1.2%

$

220,000

City of Andalusia AL

.000

%

10/01/33

$

220,851

500,000

City of Birmingham AL

.000

12/01/30

529,850

600,000

County of Jefferson AL Sewer Revenue

.000

10/01/39

641,808

630,000

County of Mobile AL

.000

02/01/34

670,619

250,000

Jackson County Board of Education

.000

03/01/39

213,145

TOTAL ALABAMA

2,276,273

ALASKA - 0.3%

500,000

Alaska Municipal Bond Bank Authority

.000

12/01/31

509,051

TOTAL ALASKA

509,051

ARIZONA - 0.7%

150,000

Maricopa County Unified School District No 60 Higley

.000

06/01/38

161,857

190,000

Pinal County Electric District No 3

.000

07/01/33

192,467

1,005,000

Salt River Project Agricultural Improvement & Power District

.000

01/01/38

1,040,889

TOTAL ARIZONA

1,395,213

ARKANSAS - 0.5%

1,000,000

City of Fort Smith AR Water & Sewer Revenue

.000

10/01/32

1,051,836

TOTAL ARKANSAS

1,051,836

CALIFORNIA - 6.2%

800,000

California Community Choice Financing Authority

.000

11/01/32

868,643

1,510,000

California Health Facilities Financing Authority

.000

09/01/33

1,557,304

1,150,000

California Housing Finance Agency

.650

09/01/34

1,155,005

705,000

(a) California Infrastructure & Economic Development Bank

.500

01/01/65

645,739

315,000

California State University

.000

11/01/40

356,024

345,000

California State University

.000

11/01/41

385,788

2,500,000

City of Los Angeles Department of Airports

.000

05/15/33

2,738,816

1,000,000

City of Los Angeles Department of Airports

.000

05/15/35

1,080,783

800,000

Sacramento City Unified School District

.000

08/01/39

856,804

50,000

State of California

.000

03/01/36

53,481

2,425,000

State of California

.000

03/01/36

2,501,290

TOTAL CALIFORNIA

12,199,677

COLORADO - 0.6%

1,000,000

Colorado Health Facilities Authority

.000

11/15/38

1,002,196

250,000

Colorado Health Facilities Authority

.000

12/01/41

250,890

TOTAL COLORADO

1,253,086

CONNECTICUT - 3.0%

765,000

Capital Region Development Authority

.000

06/15/33

808,052

1,900,000

City of Bridgeport CT

.000

06/01/34

2,053,359

330,000

Connecticut State Health & Educational Facilities Authority

.000

07/01/30

342,333

350,000

Connecticut State Health & Educational Facilities Authority

.000

07/01/32

361,399

350,000

Connecticut State Health & Educational Facilities Authority

.000

07/01/33

360,522

1,540,000

State of Connecticut

.000

01/15/36

1,451,552

255,000

State of Connecticut

.000

11/15/38

279,052

200,000

State of Connecticut

.000

01/15/39

221,268

TOTAL CONNECTICUT

5,877,537

DISTRICT OF COLUMBIA - 0.9%

1,435,000

Metropolitan Washington Airports Authority Aviation Revenue

.000

10/01/32

1,522,686

300,000

Washington Metropolitan Area Transit Authority

.000

07/01/32

311,319

TOTAL DISTRICT OF COLUMBIA

1,834,005

FLORIDA - 5.5%

2,500,000

Brevard County School District

.000

07/01/31

2,596,028

210,000

City of Mount Dora FL Fire Protection Assessment Revenue

.000

05/01/30

221,554

1,200,000

County of Miami-Dade FL Aviation Revenue

.500

10/01/55

1,268,598

1,000,000

County of Miami-Dade FL Water & Sewer System Revenue

.000

10/01/32

1,152,363

550,000

County of Okaloosa FL Sales Tax Revenue

.000

10/01/33

586,323

475,000

(a) Florida Development Finance Corp

.000

07/15/32

296,281

750,000

Florida Development Finance Corp

.000

11/15/39

733,317

1,200,000

Greater Orlando Aviation Authority

.000

10/01/35

1,196,686

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FLORIDA

(continued)

$

175,000

Hillsborough County Aviation Authority

.000

%

10/01/31

$

183,375

190,000

Hillsborough County Aviation Authority

.000

10/01/33

197,700

1,000,000

Hillsborough County Port District

.000

06/01/33

1,048,557

250,000

Palm Beach County School District

.000

08/01/39

270,378

500,000

School District of Broward County

.000

07/01/31

507,239

540,000

Volusia County Educational Facility Authority

.000

10/15/32

560,212

TOTAL FLORIDA

10,818,611

GEORGIA - 5.7%

1,000,000

Athens-Clarke County Unified Government Development Authority

.000

06/15/40

1,090,841

2,500,000

City of Atlanta GA Department of Aviation

.000

07/01/34

2,530,012

1,000,000

Dahlonega Downtown Development Authority

.000

07/01/37

997,489

1,250,000

Dahlonega Downtown Development Authority

.000

07/01/38

1,244,487

1,000,000

Dahlonega Downtown Development Authority

.000

07/01/39

1,018,066

865,000

Dalton Whitfield County Joint Development Authority

.000

08/15/39

943,882

750,000

Gainesville & Hall County Hospital Authority

.000

10/15/34

855,935

1,000,000

Main Street Natural Gas, Inc

.000

12/01/30

1,068,560

1,250,000

Main Street Natural Gas, Inc

.000

12/01/32

1,359,972

TOTAL GEORGIA

11,109,244

GUAM - 0.2%

200,000

Port Authority of Guam

.000

07/01/29

208,508

200,000

Port Authority of Guam

.000

07/01/30

208,273

TOTAL GUAM

416,781

ILLINOIS - 8.2%

500,000

Chicago Housing Authority

.000

01/01/33

518,377

250,000

City of Chicago IL

.000

01/01/50

260,423

270,000

City of LeRoy IL

.000

12/01/35

244,607

200,000

City of Waukegan IL Water & Sewer System Revenue

.000

12/30/31

218,152

1,750,000

County of Cook IL

.000

11/15/31

1,783,140

1,355,000

County of Cook IL Sales Tax Revenue

.000

11/15/39

1,295,902

475,000

Illinois Finance Authority

.000

10/01/36

482,845

1,825,000

Illinois State Toll Highway Authority

.000

01/01/37

2,039,492

275,000

Illinois State Toll Highway Authority

.000

01/01/39

301,601

225,000

Madison & Jersey Counties Unit School District No 11-Alton

.000

12/01/30

235,766

300,000

Metropolitan Pier & Exposition Authority

.000

12/15/34

308,863

2,500,000

Sales Tax Securitization Corp

.000

01/01/31

2,747,066

1,655,000

State of Illinois

.000

02/01/30

1,676,129

1,043,000

Village of Bolingbrook IL

.000

03/01/30

1,056,262

545,000

Village of Broadview IL

.000

12/01/30

570,490

745,000

Village of Broadview IL

.000

12/01/33

775,148

1,005,000

Village of Lyons IL

.000

12/01/36

1,016,076

500,000

Village of Matteson IL

.000

12/01/35

522,837

TOTAL ILLINOIS

16,053,176

INDIANA - 1.5%

500,000

Brownsburg 1999 School Building Corp

.000

01/15/30

522,622

1,045,000

Indianapolis Local Public Improvement Bond Bank

.000

02/01/37

1,230,270

1,000,000

Indianapolis Local Public Improvement Bond Bank

.000

02/01/39

1,156,623

TOTAL INDIANA

2,909,515

IOWA - 1.3%

2,470,000

Iowa Finance Authority

.000

08/01/37

2,639,453

TOTAL IOWA

2,639,453

KENTUCKY - 1.4%

200,000

Kentucky State Property & Building Commission

.500

05/01/32

200,729

1,250,000

Paducah Electric Plant Board

.000

10/01/34

1,269,297

1,250,000

Paducah Electric Plant Board

.000

10/01/35

1,267,450

TOTAL KENTUCKY

2,737,476

LOUISIANA - 0.9%

500,000

New Orleans Aviation Board

.000

10/01/33

525,204

1,250,000

St. Tammany Parish Hospital Service District No

.000

07/01/33

1,308,418

TOTAL LOUISIANA

1,833,622

MASSACHUSETTS - 1.5%

1,500,000

Commonwealth of Massachusetts

.000

01/01/39

1,665,018

5–15 Year Laddered Tax Exempt Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MASSACHUSETTS

(continued)

$

750,000

Massachusetts Development Finance Agency

.000

%

07/01/45

$

721,613

585,000

Town of Littleton MA

.000

11/15/40

588,270

TOTAL MASSACHUSETTS

2,974,901

MICHIGAN - 3.8%

200,000

City of Monroe MI

.000

05/01/36

201,758

500,000

Michigan Finance Authority

.000

02/28/37

549,369

4,380,000

Michigan State Housing Development Authority

.500

12/01/38

4,466,302

2,270,000

Wayne-Westland Community Schools

.000

11/01/38

2,283,314

TOTAL MICHIGAN

7,500,743

MINNESOTA - 1.9%

1,055,000

City of Minneapolis MN

.000

11/15/33

1,094,146

70,000

Duluth Economic Development Authority

.000

02/15/33

72,809

250,000

Forest Lake Independent School District No 831

.000

02/01/30

250,115

400,000

Hawley Independent School District No 150

.000

02/01/38

423,591

1,500,000

Howard Lake-Waverly-Winsted Independent School District No 2687

.000

02/01/36

1,664,658

285,000

Plymouth Intermediate District No 287

.000

05/01/31

285,331

TOTAL MINNESOTA

3,790,650

MISSISSIPPI - 2.2%

1,000,000

Mississippi Development Bank

.000

03/01/35

1,004,726

800,000

Mississippi Development Bank

.000

10/01/38

787,337

2,485,000

State of Mississippi Gaming Tax Revenue

.000

10/15/33

2,603,344

TOTAL MISSISSIPPI

4,395,407

MISSOURI - 0.5%

425,000

Missouri Joint Municipal Electric Utility Commission

.250

12/01/38

468,134

555,000

North Kansas City School District No 74

.000

03/01/32

551,164

TOTAL MISSOURI

1,019,298

NEBRASKA - 0.5%

1,000,000

Nebraska Investment Finance Authority

.150

09/01/40

1,001,287

TOTAL NEBRASKA

1,001,287

NEVADA - 1.3%

1,425,000

Clark County School District

.000

06/15/40

1,402,893

700,000

County of Clark NV

.125

11/01/35

683,966

500,000

(a) State of Nevada Department of Business & Industry

.500

01/01/65

457,160

TOTAL NEVADA

2,544,019

NEW JERSEY - 7.8%

2,500,000

New Jersey Economic Development Authority

.000

11/01/35

2,659,534

765,000

New Jersey Transportation Trust Fund Authority

.000

12/15/33

808,581

2,500,000

New Jersey Transportation Trust Fund Authority

.000

06/15/38

2,703,079

1,025,000

New Jersey Transportation Trust Fund Authority

.000

06/15/39

1,013,635

2,500,000

New Jersey Transportation Trust Fund Authority

.000

06/15/39

2,727,791

3,900,000

New Jersey Transportation Trust Fund Authority

.000

06/15/40

3,811,198

500,000

South Jersey Port Corp

.000

01/01/48

497,281

1,300,000

Toms River Board of Education

.000

07/15/38

1,059,699

TOTAL NEW JERSEY

15,280,798

NEW YORK - 5.4%

650,000

City of New York NY

.000

08/01/39

679,272

200,000

Long Island Power Authority

.000

09/01/36

188,082

545,000

Metropolitan Transportation Authority

.000

11/15/34

545,628

220,000

Metropolitan Transportation Authority

.000

11/15/37

219,845

1,250,000

Metropolitan Transportation Authority

.000

11/15/50

1,260,734

200,000

New York City Municipal Water Finance Authority

.500

06/15/32

200,064

350,000

New York City Transitional Finance Authority Future Tax Secured Revenue

.000

05/01/37

351,086

125,000

New York State Dormitory Authority

.000

07/01/38

135,443

750,000

New York State Dormitory Authority

.000

10/01/38

810,409

1,000,000

New York State Dormitory Authority

.000

10/01/39

1,072,256

535,000

New York State Dormitory Authority

.250

10/01/40

578,459

305,000

New York State Urban Development Corp

.000

03/15/38

316,018

375,000

New York Transportation Development Corp

.000

07/01/30

375,453

1,080,000

New York Transportation Development Corp

.000

10/01/30

1,095,653

715,000

New York Transportation Development Corp

.000

01/01/36

726,486

140,000

New York Transportation Development Corp

.500

06/30/39

147,676

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

NEW YORK

(continued)

$

1,250,000

State of New York Mortgage Agency Homeowner Mortgage Revenue

.650

%

10/01/50

$

1,237,347

500,000

Triborough Bridge & Tunnel Authority

.000

11/15/37

556,080

100,000

Watervliet City School District

.500

06/15/34

99,458

TOTAL NEW YORK

10,595,449

NORTH CAROLINA - 2.6%

100,000

Appalachian State University

.000

10/01/31

100,028

525,000

Nash Health Care Systems

.000

02/01/32

580,911

295,000

North Carolina Housing Finance Agency

.000

07/01/39

292,270

815,000

North Carolina Housing Finance Agency

.900

07/01/43

833,084

1,350,000

North Carolina State Education Assistance Authority

.000

06/01/34

1,424,363

750,000

Town of Fuquay-Varina NC Combined Utilities Revenue

.000

06/01/45

712,247

920,000

Town of Huntersville NC

.000

12/01/36

1,056,984

TOTAL NORTH CAROLINA

4,999,887

OHIO - 1.8%

1,000,000

American Municipal Power, Inc

.000

02/15/34

1,057,845

200,000

City of Akron OH Income Tax Revenue

.500

12/01/33

199,895

250,000

City of Toledo OH

.000

12/01/30

258,885

200,000

City of Toledo OH

.000

12/01/31

206,052

1,500,000

County of Miami OH

.000

08/01/32

1,574,971

235,000

Jackson Milton Local School District

.000

06/01/31

235,239

TOTAL OHIO

3,532,887

OKLAHOMA - 2.4%

3,500,000

Cushing Educational Facilities Authority

.000

09/01/32

3,912,318

695,000

Marshall County Educational Facilities Authority

.000

09/01/31

721,378

TOTAL OKLAHOMA

4,633,696

PENNSYLVANIA - 2.7%

2,000,000

Commonwealth of Pennsylvania

.000

08/15/40

2,020,103

1,025,000

Norristown Area School District

.000

09/01/31

1,037,355

725,000

Pennsylvania State University

.000

09/01/40

798,270

505,000

State Public School Building Authority

.000

10/01/34

550,722

915,000

Township of Northampton PA

.000

05/15/33

915,679

TOTAL PENNSYLVANIA

5,322,129

RHODE ISLAND - 0.8%

1,435,000

Rhode Island Health and Educational Building Corp

.000

05/15/36

1,611,327

TOTAL RHODE ISLAND

1,611,327

TENNESSEE - 1.6%

2,000,000

Metropolitan Government of Nashville & Davidson County TN

.000

01/01/38

2,030,215

1,140,000

Metropolitan Government of Nashville & Davidson County TN

.000

07/01/38

1,142,769

TOTAL TENNESSEE

3,172,984

TEXAS - 12.5%

1,105,000

Canyon Independent School District

.000

02/15/38

1,112,963

205,000

City of Dallas TX

.000

02/15/30

211,374

1,970,000

City of Houston TX

.000

03/01/32

2,028,279

1,650,000

City of Houston TX Airport System Revenue

.000

07/01/35

1,800,413

2,500,000

City of McKinney TX

.000

08/15/39

2,747,516

2,000,000

City of San Antonio TX Electric & Gas Systems Revenue

.000

02/01/46

2,040,622

1,225,000

El Paso County Community College District

.000

04/01/38

1,233,882

400,000

Harris County Municipal Utility District No 367

.000

09/01/31

388,025

1,000,000

Lower Colorado River Authority

.000

05/15/36

1,115,736

1,000,000

North Texas Tollway Authority

.000

01/01/30

1,050,557

865,000

Port Freeport TX

.000

06/01/30

900,466

935,000

Port Freeport TX

.000

06/01/32

968,351

1,250,000

San Angelo Independent School District

.000

02/15/39

1,384,045

1,250,000

Spring Independent School District

.000

08/15/36

1,429,974

1,250,000

Tarrant County Cultural Education Facilities Finance Corp

.000

12/01/37

1,399,021

1,385,000

Texas Municipal Power Agency

.000

09/01/40

1,189,878

2,000,000

Texas Water Development Board

.000

10/15/41

1,985,542

1,370,000

University of Houston

.000

02/15/37

1,371,339

5–15 Year Laddered Tax Exempt Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TEXAS

(continued)

$

285,000

Williamson County Municipal Utility District No 19

.250

%

08/15/37

$

287,798

TOTAL TEXAS

24,645,781

UTAH - 1.3%

475,000

City of Salt Lake City UT Airport Revenue

.000

07/01/31

496,267

1,000,000

City of Salt Lake City UT Airport Revenue

.000

07/01/32

1,041,512

1,000,000

City of Salt Lake City UT Airport Revenue

.000

07/01/33

1,038,111

TOTAL UTAH

2,575,890

VIRGINIA - 2.3%

1,065,000

County of Fairfax VA Sewer Revenue

.000

07/15/38

1,084,146

700,000

Virginia College Building Authority

.000

02/01/32

700,931

1,750,000

Virginia Commonwealth Transportation Board

.000

05/15/37

1,974,959

350,000

Virginia Housing Development Authority

.375

07/01/38

359,260

400,000

Virginia Small Business Financing Authority

.000

12/31/47

400,737

TOTAL VIRGINIA

4,520,033

WASHINGTON - 1.5%

1,610,000

City of Tukwila WA

.000

12/01/31

1,612,267

1,000,000

State of Washington

.000

02/01/39

1,028,967

270,000

State of Washington

.000

06/01/39

282,931

TOTAL WASHINGTON

2,924,165

WEST VIRGINIA - 1.7%

735,000

Berkeley County Public Service District

.000

12/01/37

801,744

685,000

Berkeley County Public Service District

.000

12/01/39

736,393

500,000

Berkeley County Public Service District

.000

12/01/40

534,355

1,215,000

West Virginia Hospital Finance Authority

.000

01/01/30

1,234,635

TOTAL WEST VIRGINIA

3,307,127

WISCONSIN - 3.0%

1,000,000

City of Milwaukee WI

.000

04/01/33

1,027,601

1,000,000

City of Milwaukee WI

.000

04/01/34

1,022,598

1,860,000

Public Finance Authority

.750

12/31/65

1,913,876

755,000

State of Wisconsin

.000

05/01/41

756,788

1,000,000

Wisconsin Health & Educational Facilities Authority

.000

04/01/40

1,079,315

TOTAL WISCONSIN

5,800,178

TOTAL LONG-TERM MUNICIPAL BONDS

(Cost $191,082,966)

191,063,192

TOTAL LONG-TERM INVESTMENTS

(Cost $191,082,966)

191,063,192

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 1.7%

REPURCHASE AGREEMENT - 1.7%

3,355,000

(b) Fixed Income Clearing Corporation

.200

10/01/25

3,355,000

TOTAL REPURCHASE AGREEMENT

3,355,000

TOTAL SHORT-TERM INVESTMENTS

(Cost $3,355,000)

3,355,000

TOTAL INVESTMENTS - 98.9%

(Cost $194,437,966)

194,418,192

OTHER ASSETS & LIABILITIES, NET - 1.1%

2,220,648

NET ASSETS - 100.0%

$

196,638,840

(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 $1,399,180 or 0.7% of Total Investments.

(b) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $3,355,391 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

4.000% and maturity date 10/31/29, valued at $3,422,119.

Consolidated Portfolio of Investments September 30, 2025

Green Bond

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 97.3%

BANK LOAN OBLIGATIONS - 1.7%

COMMERCIAL & PROFESSIONAL SERVICES - 0.3%

$

478,750

(a) Liberty Tire Recycling Holdco, LLC, Term Loan, (TSFR1M + 4.500%)

.778

%

05/08/28

$

478,750

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

478,750

UTILITIES - 1.4%

397,796

(a) Constellation Renewables, LLC, Term Loan, (TSFR3M + 2.250%)

.449

12/15/27

397,673

1,141,375

(a) TerraForm Power Operating, LLC, Term Loan B, (TSFR3M + 2.000%)

.002

05/30/29

1,141,735

995,000

(a) Vistra Zero Operating Company, LLC, Term Loan B, (TSFR1M + 2.000%)

.163

04/30/31

985,985

TOTAL UTILITIES

2,525,393

TOTAL BANK LOAN OBLIGATIONS

(Cost $2,999,509)

3,004,143

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE BONDS - 58.2%

AUTOMOBILES & COMPONENTS - 0.5%

1,000,000

Toyota Motor Credit Corp

.150

02/13/30

921,326

TOTAL AUTOMOBILES & COMPONENTS

921,326

BANKS - 3.4%

500,000

Arab Energy Fund

.428

05/02/29

520,018

1,000,000

(b) Cooperatieve Rabobank UA

.106

02/24/27

987,124

1,000,000

Credit Agricole Corporate & Investment Bank S.A.

.570

08/25/30

996,750

2,500,000

JPMorgan Chase & Co

.070

10/22/27

2,549,711

1,000,000

M&T Bank Corp

.833

01/16/29

1,012,382

TOTAL BANKS

6,065,985

CAPITAL GOODS - 0.7%

1,250,000

Conservation Fund

.474

12/15/29

1,177,991

TOTAL CAPITAL GOODS

1,177,991

COMMERCIAL & PROFESSIONAL SERVICES - 0.3%

500,000

Nature Conservancy

.511

07/01/29

453,261

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

453,261

CONSUMER DURABLES & APPAREL - 0.1%

250,000

Whirlpool Corp

.400

05/15/31

211,020

TOTAL CONSUMER DURABLES & APPAREL

211,020

CONSUMER SERVICES - 0.4%

750,000

Family Forest Impact Foundation LLC

.500

07/01/32

748,843

TOTAL CONSUMER SERVICES

748,843

CONSUMER STAPLES DISTRIBUTION & RETAIL - 1.3%

1,000,000

SYSCO Corp

.400

02/15/30

925,186

1,575,000

Walmart, Inc

.800

09/22/31

1,389,550

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

2,314,736

ENERGY - 2.7%

800,000

(b) Amazon Conservation DAC

.034

01/16/42

826,000

2,500,000

CIF Capital Markets Mechanism plc

.750

01/22/28

2,547,796

1,000,000

(b) New York State Electric & Gas Corp

.650

08/15/28

1,039,029

575,000

(b) Raizen Fuels Finance S.A.

.450

03/05/34

557,757

TOTAL ENERGY

4,970,582

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.3%

1,170,000

ERP Operating LP

.150

12/01/28

1,173,545

1,225,000

Host Hotels & Resorts LP

.700

07/01/34

1,254,694

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

2,428,239

FINANCIAL SERVICES - 5.3%

1,000,000

BB Blue Financing DAC

.395

09/20/29

973,441

1,000,000

BB Blue Financing DAC

.395

09/20/37

978,797

1,000,000

Goldman Sachs Group, Inc

.387

06/15/27

1,001,056

1,000,000

(b) GPS Blue Financing DAC

.645

11/09/41

993,200

1,000,000

HA Sustainable Infrastructure Capital, Inc

.375

07/01/34

1,017,727

1,100,000

Kreditanstalt fuer Wiederaufbau

.375

02/28/34

1,122,457

1,000,000

Mastercard, Inc

.900

03/15/31

890,675

1,000,000

National Rural Utilities Cooperative Finance Corp

.350

03/15/31

853,855

Green Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 5.3%

(continued)

$

1,000,000

National Rural Utilities Cooperative Finance Corp

.150

%

12/15/32

$

975,201

285,000

(b) Starwood Property Trust, Inc

.375

01/15/27

282,553

465,129

(b) WLB Asset II C Pte Ltd

.900

12/23/25

459,464

TOTAL FINANCIAL SERVICES

9,548,426

FOOD, BEVERAGE & TOBACCO - 2.2%

2,000,000

(b) Mars, Inc

.650

04/20/31

2,029,560

250,000

(b) NBM US Holdings, Inc

.625

08/06/29

253,125

1,000,000

PepsiCo, Inc

.900

07/18/32

976,574

1,000,000

PepsiCo, Inc

.875

10/15/49

671,096

TOTAL FOOD, BEVERAGE & TOBACCO

3,930,355

HEALTH CARE EQUIPMENT & SERVICES - 0.4%

1,000,000

Kaiser Foundation Hospitals

.810

06/01/41

739,629

TOTAL HEALTH CARE EQUIPMENT & SERVICES

739,629

INSURANCE - 2.5%

1,000,000

(b) Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen

.875

05/23/42

1,043,358

EUR

600,000

(c) Pacific Life Global Funding II

.125

06/18/31

705,563

1,000,000

Prudential Financial, Inc

.500

03/10/26

988,415

2,000,000

(b) USAA Capital Corp

.125

05/01/30

1,832,041

TOTAL INSURANCE

4,569,377

MATERIALS - 2.6%

750,000

Air Products and Chemicals, Inc

.800

03/03/33

764,994

1,000,000

Air Products and Chemicals, Inc

.850

02/08/34

1,016,145

685,000

(b) Alcoa Nederland Holding BV

.125

03/15/31

720,060

1,000,000

(b) FMG Resources August 2006 Pty Ltd

.125

04/15/32

1,033,353

900,000

Smurfit Kappa Treasury ULC

.200

01/15/30

925,186

171,125

(b) Star Energy Geothermal Wayang Windu Ltd

.750

04/24/33

176,900

TOTAL MATERIALS

4,636,638

MEDIA & ENTERTAINMENT - 0.5%

1,000,000

Alphabet, Inc

.100

08/15/30

875,811

TOTAL MEDIA & ENTERTAINMENT

875,811

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.5%

1,000,000

Pfizer, Inc

.625

04/01/30

937,794

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

937,794

TECHNOLOGY HARDWARE & EQUIPMENT - 1.1%

2,000,000

Apple, Inc

.000

06/20/27

1,975,937

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

1,975,937

TELECOMMUNICATION SERVICES - 1.4%

1,025,000

(b) Turkcell Iletisim Hizmetleri AS.

.650

01/24/32

1,071,510

1,000,000

Verizon Communications, Inc

.850

09/03/41

728,394

1,000,000

Verizon Communications, Inc

.875

03/01/52

767,586

TOTAL TELECOMMUNICATION SERVICES

2,567,490

TRANSPORTATION - 1.0%

2,000,000

Norfolk Southern Corp

.300

05/15/31

1,805,424

TOTAL TRANSPORTATION

1,805,424

UTILITIES - 30.0%

600,000

(c) Abu Dhabi Future Energy Co Pjsc Masdar

.875

05/21/30

612,250

1,000,000

AES Corp

.450

01/15/31

895,542

1,000,000

AES Corp

.600

01/15/55

1,035,856

527,000

Ameren Illinois Co

.900

06/15/51

339,987

325,000

American Water Capital Corp

.250

03/01/35

333,335

900,000

(b) California Buyer Ltd

.375

02/15/32

922,438

570,000

CenterPoint Energy Houston Electric LLC

.300

04/01/53

558,210

1,075,000

(b) Comision Federal de Electricidad

.450

01/24/35

1,096,219

215,000

(b) Consorcio Transmantaro SA

.700

04/16/34

212,357

430,798

Consumers 2023 Securitization Funding LLC

.550

03/01/28

436,296

846,145

(b) Continental Wind LLC

.000

02/28/33

866,822

500,000

(b) ContourGlobal Power Holdings S.A.

.750

02/28/30

519,370

1,000,000

Dominion Energy, Inc

.250

08/15/31

884,953

2,000,000

DTE Electric Co

.900

04/01/28

1,902,333

1,000,000

DTE Electric Co

.950

03/01/49

805,206

1,000,000

DTE Electric Co

.250

04/01/51

703,071

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 30.0%

(continued)

$

1,000,000

Duke Energy Carolinas LLC

.850

%

03/15/32

$

911,500

1,500,000

Duke Energy Carolinas LLC

.550

03/15/52

1,104,198

1,000,000

Duke Energy Florida LLC

.500

12/01/29

939,454

500,000

Duke Energy Florida LLC

.400

12/15/31

449,445

1,000,000

Duke Energy Florida LLC

.000

12/15/51

654,134

1,000,000

Duke Energy Progress LLC

.450

03/15/29

980,044

1,000,000

Duke Energy Progress LLC

.000

04/01/52

788,008

500,000

(b) Electricite de France S.A.

.625

10/13/25

499,798

1,000,000

Georgia Power Co

.250

04/01/26

995,122

350,000

(b) International Development Association

.500

02/12/35

357,079

1,000,000

(b) Liberty Utilities Finance GP

.050

09/15/30

892,383

1,000,000

MidAmerican Energy Co

.100

05/01/27

987,878

500,000

MidAmerican Energy Co

.700

08/01/52

314,323

975,000

MidAmerican Energy Co

.850

09/15/54

1,026,568

1,050,000

MidAmerican Energy Co

.300

02/01/55

1,021,602

2,000,000

(b) New York State Electric & Gas Corp

.150

10/01/31

1,738,980

925,000

(b) New York State Electric & Gas Corp

.050

08/15/35

930,241

1,016,000

(b),(d)

NextEra Energy Operating Partners LP

.250

01/15/29

1,043,152

2,000,000

(b) Niagara Mohawk Power Corp

.960

06/27/30

1,800,247

1,000,000

Northern States Power Co

.400

03/15/54

991,396

500,000

Northwest Natural Gas Co

.078

12/01/51

315,586

2,000,000

Oncor Electric Delivery Co LLC

.550

10/01/25

2,000,000

250,000

Oncor Electric Delivery Co LLC

.150

06/01/32

244,480

1,000,000

Pacific Gas and Electric Co

.700

04/01/53

1,069,324

1,000,000

PG&E Recovery Funding LLC

.529

06/01/49

991,052

529,000

Public Service Co of Colorado

.700

06/15/28

525,636

1,000,000

Public Service Co of Colorado

.100

06/15/48

802,229

500,000

Public Service Co of Colorado

.750

05/15/54

509,595

1,000,000

Public Service Co of Oklahoma

.200

08/15/31

880,530

1,000,000

Public Service Electric and Gas Co

.100

03/15/32

925,185

250,000

Public Service Electric and Gas Co

.650

03/15/33

251,314

175,000

(b) RWE Finance US LLC

.875

04/16/34

183,846

1,075,000

(b) RWE Finance US LLC

.125

09/18/35

1,060,348

1,000,000

(b) RWE Finance US LLC

.250

04/16/54

1,037,644

550,000

San Diego Gas & Electric Co

.950

08/15/28

563,358

1,000,000

San Diego Gas & Electric Co

.950

08/15/51

652,029

1,000,000

SCE Recovery Funding LLC

.943

11/15/42

828,933

960,000

SCE Recovery Funding LLC

.240

11/15/46

683,231

642,821

(b) Solar Star Funding LLC

.950

06/30/35

615,322

171,413

(b) Solar Star Funding LLC

.375

06/30/35

176,367

1,000,000

Southern California Edison Co

.750

02/01/32

879,302

1,162,000

Southern California Edison Co

.650

06/01/51

803,099

1,000,000

Southwestern Public Service Co

.150

05/01/50

674,595

916,100

(b) Sweihan PV Power Co PJSC

.625

01/31/49

776,853

906,154

(b) Topaz Solar Farms LLC

.875

09/30/39

792,885

866,998

(b) Topaz Solar Farms LLC

.750

09/30/39

878,850

162,222

(b) UEP Penonome II S.A.

.500

10/01/38

144,804

1,000,000

Union Electric Co

.150

03/15/32

871,342

1,000,000

Union Electric Co

.625

03/15/51

616,608

2,000,000

(b),(e)

Vistra Corp

.000

N/A

2,030,540

1,000,000

Wisconsin Power and Light Co

.950

09/01/32

959,836

TOTAL UTILITIES

54,294,520

TOTAL CORPORATE BONDS

(Cost $107,578,455)

105,173,384

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 21.7%

AGENCY SECURITIES - 0.5%

250,000

United States International Development Finance Corp

.650

04/15/28

239,065

136,827

United States International Development Finance Corp

.050

10/15/29

129,251

136,827

United States International Development Finance Corp

.790

10/15/29

131,076

136,827

United States International Development Finance Corp

.360

10/15/29

132,402

Green Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY SECURITIES

(continued)

$

203,811

United States International Development Finance Corp

.630

%

07/15/38

$

168,444

TOTAL AGENCY SECURITIES

800,238

FOREIGN GOVERNMENT BONDS - 11.7%

1,000,000

African Development Bank

.750

08/07/74

1,005,923

700,000

Arab Petroleum Investments Corp

.483

10/06/26

680,512

300,000

(b) Arab Petroleum Investments Corp

.483

10/06/26

291,648

1,000,000

(b) Arab Petroleum Investments Corp

.428

05/02/29

1,040,035

750,000

Asian Development Bank

.125

09/26/28

738,164

1,000,000

Asian Infrastructure Investment Bank

.875

09/14/26

1,009,580

250,000

(b) CDP Financial, Inc

.000

05/26/26

245,286

150,000

(b) Dominican Republic International Bond

.600

06/01/36

156,975

2,500,000

(d) European Investment Bank

.125

04/13/26

2,476,060

830,000

European Investment Bank

.250

11/15/27

823,194

250,000

European Investment Bank

.625

10/09/29

230,695

1,500,000

European Investment Bank

.750

09/23/30

1,295,037

1,000,000

European Investment Bank

.750

02/14/33

984,387

1,000,000

Export Development Canada

.750

06/05/34

1,045,654

1,000,000

International Bank for Reconstruction & Development

.000

03/31/27

978,295

500,000

(f) International Bank for Reconstruction & Development

.000

03/31/28

491,584

1,500,000

International Bank for Reconstruction & Development

.745

07/31/33

1,530,795

180,000

International Finance Corp

.126

04/07/26

178,295

2,053,000

Kreditanstalt fuer Wiederaufbau

.750

09/30/30

1,772,663

1,610,000

OMERS Finance Trust

.500

04/19/32

1,543,480

2,000,000

(b) OMERS Finance Trust

.000

04/19/52

1,567,429

1,000,000

(b) OPEC Fund for International Development

.500

01/26/26

1,000,600

TOTAL FOREIGN GOVERNMENT BONDS

21,086,291

MORTGAGE BACKED - 0.2%

250,000

(a) Fannie Mae-Aces

.517

11/25/30

219,352

250,000

(a) Fannie Mae-Aces

.286

01/25/31

216,979

TOTAL MORTGAGE BACKED

436,331

MUNICIPAL BONDS - 7.0%

800,000

California Community Choice Financing Authority

.950

08/01/29

818,272

1,000,000

California Community Choice Financing Authority

.125

04/01/30

1,038,754

180,000

(b) California Municipal Finance Authority

.375

11/15/48

173,447

500,000

California Statewide Communities Development Authority

.682

02/01/39

389,569

500,000

City & County of San Francisco CA Community Facilities District No 2014-1

.332

09/01/51

515,230

300,000

City of Cleveland OH Income Tax Revenue

.072

10/01/41

231,239

142,958

(g) City of Fort Wayne IN

.750

12/01/29

250,000

(b) County of Gallatin MT

.500

09/01/27

257,579

290,000

Klickitat County Public Utilities

.688

12/01/38

254,879

350,000

Maryland Economic Development Corp

.942

05/31/57

355,447

315,000

Massachusetts Clean Energy Cooperative Corp

.485

07/01/32

279,962

170,000

Morris County Improvement Authority

.298

06/15/27

163,094

210,000

Mount Shasta Public Financing Authority

.000

08/01/35

201,126

220,000

Mount Shasta Public Financing Authority

.625

08/01/36

195,214

120,000

Mount Shasta Public Financing Authority

.625

08/01/37

104,221

160,000

Mount Shasta Public Financing Authority

.750

08/01/38

136,819

165,000

Mount Shasta Public Financing Authority

.750

08/01/39

137,690

2,000,000

(a),(b)

New Hampshire Business Finance Authority

.400

02/01/29

2,000,000

850,000

(a),(b)

New Hampshire Business Finance Authority

.270

07/01/33

850,000

1,840,000

New York State Energy Research & Development Authority

.521

04/01/26

1,840,000

100,000

New York State Energy Research & Development Authority

.927

04/01/27

100,000

240,000

(b),(f),(g)

Pennsylvania Economic Development Financing Authority

.000

12/01/29

1,000,000

Philadelphia Energy Authority

.048

11/01/27

1,020,270

750,000

San Francisco City & County Public Utilities Commission Wastewater Revenue

.655

10/01/27

761,238

250,000

San Jose Financing Authority

.662

05/01/37

244,522

650,632

State of Hawaii Department of Business Economic Development & Tourism

.242

01/01/31

639,907

TOTAL MUNICIPAL BONDS

12,708,517

U.S. TREASURY SECURITIES - 2.3%

1,000,000

United States Treasury Note

.625

09/30/30

994,922

2,540,000

United States Treasury Note

.250

08/15/35

2,560,638

604,000

United States Treasury Note

.750

08/15/45

617,496

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S. TREASURY SECURITIES

(continued)

$

59,000

United States Treasury Note

.750

%

05/15/55

$

59,184

TOTAL U.S. TREASURY SECURITIES

4,232,240

TOTAL GOVERNMENT BONDS

(Cost $39,876,957)

39,263,617

SHARES

DESCRIPTION

VALUE

PREFERRED STOCKS - 0.4%

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.1%

10,000

Brookfield Property Partners LP

150,700

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

150,700

UTILITIES - 0.3%

20,000

Brookfield Infrastructure Partners LP

352,800

16,000

Brookfield Renewable Partners LP

302,560

TOTAL UTILITIES

655,360

TOTAL PREFERRED STOCKS

(Cost $1,150,000)

806,060

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 15.3%

ASSET BACKED - 10.0%

125,000

(a),(b)

BFLD Trust, (TSFR1M + 2.214%), Series 2020 EYP

.365

10/15/35

5,251

1,000,000

(b) Centersquare Issuer LLC, Series 2025 3A

.000

08/25/55

975,048

459,011

(b) EnFin Residential Solar Receivables Trust, Series 2024 2A

.980

09/20/55

439,342

1,000,000

(b) Frontier Issuer LLC, Series 2023 1

.500

08/20/53

1,042,249

63,264

(b) GoodLeap Sustainable Home Solutions Trust, Series 2021 3CS

.100

05/20/48

50,463

221,806

(b) GoodLeap Sustainable Home Solutions Trust, Series 2021 4GS

.930

07/20/48

183,461

223,832

(b) GoodLeap Sustainable Home Solutions Trust, Series 2021 5CS

.560

10/20/48

165,724

348,297

(b) GoodLeap Sustainable Home Solutions Trust, Series 2022 1GS

.700

01/20/49

313,530

785,039

(b) GoodLeap Sustainable Home Solutions Trust, Series 2022 3CS

.950

07/20/49

709,858

894,838

(b) GoodLeap Sustainable Home Solutions Trust, Series 2023 1GS

.520

02/22/55

843,499

213,956

(b) Helios Issuer, LLC, Series 2023 B

.300

08/22/50

198,156

68,405

(b) HERO Funding Trust, Series 2016 1A

.050

09/20/41

66,106

104,513

(b) HERO Funding Trust, Series 2016 3A

.910

09/20/42

99,538

64,834

(b) HERO Funding Trust, Series 2016 4A

.290

09/20/47

62,423

32,264

(b) HERO Funding Trust, Series 2017 1A

.460

09/20/47

31,007

73,717

(b) HERO Funding Trust, Series 2017 3A

.190

09/20/48

67,618

148,541

(b) HERO Funding Trust, Series 2017 3A

.950

09/20/48

139,589

85,793

(b) HERO Funding Trust, Series 2020 1A

.590

09/20/57

74,941

900,000

(b) Hertz Vehicle Financing III LLC, Series 2023 2A

.130

09/25/29

936,444

129,815

(b) Loanpal Solar Loan Ltd, Series 2021 1GS

.290

01/20/48

108,711

276,806

(b) Mosaic Solar Loan Trust, Series 2020 1A

.100

04/20/46

243,490

94,456

(b) Mosaic Solar Loan Trust, Series 2020 2A

.440

08/20/46

79,431

546,287

(b) Mosaic Solar Loan Trust, Series 2021 1A

.050

12/20/46

436,559

175,047

(b) Mosaic Solar Loan Trust, Series 2021 1A

.250

12/20/46

149,006

781,340

(b) Mosaic Solar Loan Trust, Series 2025 1A

.120

08/22/50

774,138

385,444

(b) Mosaic Solar Loan Trust, Series 2021 3A

.440

06/20/52

315,579

823,910

(b) Mosaic Solar Loan Trust, Series 2021 3A

.770

06/20/52

562,431

714,722

(b) Mosaic Solar Loan Trust, Series 2022 3A

.100

06/20/53

701,810

500,000

(b) Mosaic Solar Loan Trust, Series 2023 2A

.180

09/22/53

253,283

130,592

(b) Renew, Series 2021 1

.060

11/20/56

106,465

966,500

(b) Renew, Series 2024 2A

.326

11/20/60

924,933

964,986

(b) Sunnova Helios VIII Issuer LLC, Series 2022 A

.790

02/22/49

816,373

835,814

(b) Sunnova Hestia I Issuer LLC, Series 2023 GRID1

.750

12/20/50

843,253

1,039,834

(b) Sunnova Hestia II Issuer LLC, Series 2024 GRID1

.630

07/20/51

1,041,029

194,505

(b) Sunrun Athena Issuer LLC, Series 2018 1

.310

04/30/49

188,337

408,335

(b) Sunrun Atlas Issuer LLC, Series 2019 2

.610

02/01/55

390,483

264,735

(b) Sunrun Callisto Issuer LLC, Series 2019 1A

.980

06/30/54

251,113

446,959

(b) Sunrun Jupiter Issuer LLC, Series 2022 1A

.750

07/30/57

428,550

197,671

(b) Sunrun Vulcan Issuer LLC, Series 2021 1A

.460

01/30/52

177,458

235,794

(b) Tesla Auto Lease Trust, Series 2023 B

.130

09/21/26

236,203

218,093

(b) Tesla Auto Lease Trust, Series 2024 B

.790

01/20/27

218,307

963,559

(b) Tesla Auto Lease Trust, Series 2024 A

.300

06/21/27

966,480

Green Bond

See Notes to Financial Statements

Consolidated Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET BACKED

(continued)

$

139,076

(b) Tesla Auto Lease Trust, Series 2023 A

.940

%

07/20/27

$

139,201

500,000

(b) Tesla Auto Lease Trust, Series 2024 B

.820

10/20/27

502,779

236,002

(b) Vivint Colar Financing V LLC, Series 2018 1A

.370

04/30/48

228,921

772,020

(b) Vivint Solar Financing VII LLC, Series 2020 1A

.210

07/31/51

711,586

TOTAL ASSET BACKED

18,200,156

OTHER MORTGAGE BACKED - 5.3%

250,000

(a),(b)

Alen Mortgage Trust, (TSFR1M + 1.764%), Series 2021 ACEN

.915

04/15/34

235,695

100,000

(b) BBCMS Trust, Series 2015 SRCH

.498

08/10/35

96,856

100,000

(b) BBCMS Trust, Series 2015 SRCH

.798

08/10/35

95,647

500,000

(b) Century Plaza Towers, Series 2019 CPT

.865

11/13/39

460,741

1,975,000

(a),(b)

CHI Commercial Mortgage Trust, Series 2025 SFT

.310

04/15/42

19,119

500,000

(a),(b)

CHI Commercial Mortgage Trust, Series 2025 SFT

.665

04/15/42

513,158

100,000

(b) COMM Mortgage Trust, Series 2022 HC

.376

01/10/39

94,286

100,000

(b) COMM Mortgage Trust, Series 2025 167G

.503

08/10/40

100,551

850,000

(a),(b)

Durst Commercial Mortgage Trust, Series 2025 151

.317

08/10/42

866,728

1,370,000

(a),(b)

GS Mortgage Securities Corp Trust, (TSFR1M + 1.499%), Series 2021 DM

.650

11/15/36

1,363,870

250,000

(a),(b)

MFT Mortgage Trust, Series 2020 B6

.392

08/10/40

177,435

297,597

(a),(b)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.579%), Series 2019 MILE

.915

07/15/36

286,418

500,000

(a),(b)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.829%), Series 2019 MILE

.980

07/15/36

398,186

250,000

(a),(b)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 4.329%), Series 2019 MILE

.480

07/15/36

169,766

325,000

(a),(b)

NYC Commercial Mortgage Trust, Series 2025 300P

.879

07/13/42

326,930

11,470,000

(a),(b)

NYC Commercial Mortgage Trust, Series 2021 909

.333

04/10/43

135,697

1,000,000

(b) One Bryant Park Trust, Series 2019 OBP

.516

09/15/54

921,875

730,448

(b) One Market Plaza Trust, Series 2017 1MKT

.614

02/10/32

708,342

1,000,000

(a),(b)

PENN Commercial Mortgage Trust, Series 2025 P11

.522

08/10/42

1,019,141

125,000

(b) SLG Office Trust, Series 2021 OVA

.851

07/15/41

106,279

400,000

(a),(b)

STWD Mortgage Trust, (TSFR1M + 2.419%), Series 2021 LIH

.570

11/15/36

399,523

1,000,000

(b) Wells Fargo Commercial Mortgage Trust, Series 2024 SVEN

.011

06/10/37

1,041,680

TOTAL OTHER MORTGAGE BACKED

9,537,923

TOTAL STRUCTURED ASSETS

(Cost $29,248,074)

27,738,079

TOTAL LONG-TERM INVESTMENTS

(Cost $180,852,995)

175,985,283

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.7%

1,174,230

(h) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (i)

1,174,230

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $1,174,230)

1,174,230

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 1.9%

REPURCHASE AGREEMENT - 1.9%

3,503,000

(j) Fixed Income Clearing Corporation

.200

10/01/25

3,503,000

TOTAL REPURCHASE AGREEMENT

3,503,000

TOTAL SHORT-TERM INVESTMENTS

(Cost $3,503,000)

3,503,000

TOTAL INVESTMENTS - 99.9%

(Cost $185,530,225)

180,662,513

OTHER ASSETS & LIABILITIES, NET - 0.1%

90,381

NET ASSETS - 100.0%

$

180,752,894

EUR

Euro

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 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, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $67,202,681 or 37.2% 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 $1,142,194.

(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, 4.200% dated 9/30/25 to be repurchased at $3,503,409 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

4.000% and maturity date 10/31/29, valued at $3,573,264.

Forward Foreign Currency Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement Date

Unrealized

Appreciation

(Depreciation)

$

699,023

EUR

596,004

Bank of America, N.A.

10/10/25

$

(761)

Total

$

(761)

Total unrealized appreciation on forward foreign currency contracts

$

–

Total unrealized depreciation on forward foreign currency contracts

$

(761)

EUR

Euro

High Yield

Portfolio of Investments September 30, 2025

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 97.2%

BANK LOAN OBLIGATIONS - 5.2%

AUTOMOBILES & COMPONENTS - 0.3%

$

1,946,450

(a) Dexko Global, Inc, (TSFR1M + 3.750%)

.999

%

10/04/28

$

1,922,343

3,053,550

(a) Dexko Global, Inc, (TSFR3M + 4.250%)

.409

10/04/28

3,034,466

TOTAL AUTOMOBILES & COMPONENTS

4,956,809

CAPITAL GOODS - 0.8%

9,800,938

(a) TransDigm, Inc., Term Loan J, (TSFR3M + 2.500%)

.502

02/28/31

9,807,161

5,959,270

(a) Windsor Holdings III, LLC, Term Loan B, (TSFR1M + 2.750%)

.916

08/01/30

5,971,695

TOTAL CAPITAL GOODS

15,778,856

CONSUMER SERVICES - 0.4%

9,900,374

(a) Motion Finco Sarl, Term Loan B, (TSFR3M + 3.500%)

.502

11/30/29

8,917,762

TOTAL CONSUMER SERVICES

8,917,762

ENERGY - 0.0%

394,513

Cloud Peak Energy Resources LLC

.000

05/03/27

394,513

TOTAL ENERGY

394,513

FOOD, BEVERAGE & TOBACCO - 0.5%

9,174,202

(a) Triton Water Holdings, Inc, Term Loan B, (TSFR3M + 2.250%)

.252

03/31/28

9,183,009

TOTAL FOOD, BEVERAGE & TOBACCO

9,183,009

HEALTH CARE EQUIPMENT & SERVICES - 0.9%

4,949,906

(a) Heartland Dental, LLC, Term Loan, (TSFR1M + 3.750%)

.913

08/25/32

4,947,456

8,720,755

(a) Medline Borrower, LP, Term Loan B, (TSFR1M + 2.000%)

.163

10/23/28

8,729,432

4,900,500

(a) Phoenix Guarantor Inc, Term Loan B, (TSFR1M + 2.500%)

.663

02/21/31

4,909,027

TOTAL HEALTH CARE EQUIPMENT & SERVICES

18,585,915

INSURANCE - 0.5%

4,962,500

(a) Acrisure, LLC, First Lien Term Loan B6, (TSFR1M + 3.000%)

.163

11/06/30

4,960,192

5,000,000

(a) Asurion LLC, 2nd Lien Term Loan B3, (TSFR1M + 5.250%)

.528

02/03/28

4,881,250

TOTAL INSURANCE

9,841,442

MEDIA & ENTERTAINMENT - 0.1%

2,669,535

(a) Gray Television, Inc., Term Loan D, (TSFR1M + 3.000%)

.395

12/01/28

2,673,913

TOTAL MEDIA & ENTERTAINMENT

2,673,913

SOFTWARE & SERVICES - 1.4%

9,925,125

(a) Boost Newco Borrower, LLC, Term Loan B, (TSFR3M + 2.000%)

.002

01/31/31

9,950,980

7,742,493

(a) Cotiviti Corporation, Term Loan, (TSFR1M + 2.750%)

.030

05/01/31

7,619,890

9,913,185

(a) Ellucian Holdings, Inc., First Lien Term Loan B, (TSFR1M + 2.750%)

.913

10/09/29

9,924,734

TOTAL SOFTWARE & SERVICES

27,495,604

TELECOMMUNICATION SERVICES - 0.3%

4,961,965

(a) Lumen Technologies, Inc., Extended Term Loan B2, (TSFR1M + 2.350%)

.628

04/15/30

4,937,180

TOTAL TELECOMMUNICATION SERVICES

4,937,180

TOTAL BANK LOAN OBLIGATIONS

(Cost $103,295,118)

102,765,003

SHARES

DESCRIPTION

VALUE

COMMON STOCKS - 0.0%

ENERGY - 0.0%

7,963

(b),(c)

Cloud Peak Energy, Inc

TOTAL ENERGY

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.0%

22,100

(c) Bright Bidco BV

5,171

5,572

(c) Bright Bidco BV

1,304

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

6,475

TOTAL COMMON STOCKS

(Cost $779,432)

6,555

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE BONDS - 92.0%

AUTOMOBILES & COMPONENTS - 3.1%

2,535,000

(d) Clarios Global LP

.750

02/15/30

2,618,680

6,815,000

Goodyear Tire & Rubber Co

.000

07/15/29

6,581,071

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES & COMPONENTS - 3.1%

(continued)

$

4,650,000

Goodyear Tire & Rubber Co

.250

%

07/15/31

$

4,368,011

17,350,000

(d) IHO Verwaltungs GmbH, (cash 6.375%, PIK 7.125%)

.375

05/15/29

17,415,410

6,615,000

(d) Phinia, Inc

.750

04/15/29

6,814,711

5,770,000

(d) Phinia, Inc

.625

10/15/32

5,946,753

13,535,000

ZF North America Capital, Inc

.750

04/23/30

13,208,526

4,780,000

(d) ZF North America Capital, Inc

.500

03/24/31

4,747,455

TOTAL AUTOMOBILES & COMPONENTS

61,700,617

CAPITAL GOODS - 5.1%

4,350,000

(d) AECOM

.000

08/01/33

4,447,396

7,277,000

(d) Albion Financing SARL

.000

05/21/30

7,526,601

7,675,000

(d),(e)

Alta Equipment Group, Inc

.000

06/01/29

7,163,418

5,000,000

(d) Camelot Return Merger Sub, Inc

.750

08/01/28

4,837,526

3,655,000

(d) Efesto Bidco S.p.A Efesto US LLC

.500

02/15/32

3,719,328

2,335,000

(d) Gates Corp

.875

07/01/29

2,422,913

2,555,000

(d) Goat Holdco LLC

.750

02/01/32

2,618,874

2,870,000

(d) Herc Holdings, Inc

.625

06/15/29

2,948,934

5,645,000

(d) Herc Holdings, Inc

.000

06/15/30

5,863,608

3,335,000

(d) Herc Holdings, Inc

.250

06/15/33

3,481,413

5,775,000

(d) Masterbrand, Inc

.000

07/15/32

5,968,035

3,655,000

(d) New Flyer Holdings, Inc

.250

07/01/30

3,912,196

9,675,000

(d) Quikrete Holdings, Inc

.375

03/01/32

10,021,791

4,000,000

(d) Standard Building Solutions, Inc

.250

08/01/33

4,053,541

5,790,000

(d) TransDigm, Inc

.875

12/15/30

5,999,222

4,035,000

(d) TransDigm, Inc

.625

03/01/32

4,154,214

10,000,000

(d) TransDigm, Inc

.375

05/31/33

10,112,429

7,430,000

(d) Trinity Industries, Inc

.750

07/15/28

7,685,577

3,975,000

(d) Windsor Holdings III LLC

.500

06/15/30

4,202,008

TOTAL CAPITAL GOODS

101,139,024

COMMERCIAL & PROFESSIONAL SERVICES - 2.5%

7,720,000

(d),(f)

AMN Healthcare, Inc

.500

01/15/31

7,743,855

9,685,000

(d) ASGN, Inc

.625

05/15/28

9,506,950

3,425,000

(d),(f)

Clean Harbors, Inc

.750

10/15/33

3,454,920

5,500,000

(d) Garda World Security Corp

.625

02/15/27

5,458,270

5,000,000

(d) GTCR W-2 MERGER SUB LLC

.500

01/15/31

5,304,470

2,400,000

(d) Neptune Bidco US, Inc

.290

04/15/29

2,356,056

1,128,000

(d) Prime Security Services Borrower LLC

.750

04/15/26

1,132,619

325,000

(d) Prime Security Services Borrower LLC

.375

08/31/27

315,924

11,925,000

(d) RR Donnelley & Sons Co

.500

08/01/29

12,221,515

1,985,000

(d) Science Applications International Corp

.875

11/01/33

1,985,616

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

49,480,195

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 5.2%

8,000,000

(d) Academy Ltd

.000

11/15/27

7,995,434

5,240,000

(d) Asbury Automotive Group, Inc

.000

02/15/32

5,031,618

7,440,000

(d) Bath & Body Works, Inc

.625

10/01/30

7,605,890

6,675,000

(d) Group 1 Automotive, Inc

.000

08/15/28

6,486,840

9,725,000

Kohl's Corp

.625

05/01/31

7,677,398

7,835,000

(d) LCM Investments Holdings II LLC

.875

05/01/29

7,676,362

620,000

(d) LCM Investments Holdings II LLC

.250

08/01/31

655,715

11,955,000

(d),(e)

Macy's Retail Holdings LLC

.125

03/15/32

11,966,537

16,130,000

(d) Magic Mergeco, Inc

.250

05/01/28

14,846,196

10,000,000

(d) Magic Mergeco, Inc

.875

05/01/29

8,350,000

1,685,000

(d) Park River Holdings, Inc

.000

03/15/31

1,706,356

7,650,000

(d) Queen MergerCo, Inc

.750

04/30/32

7,920,781

10,000,000

(d) Staples, Inc

.750

09/01/29

9,887,695

1,515,000

(d) Veritiv Operating Co

.500

11/30/30

1,625,940

3,395,000

(d) Wayfair LLC

.250

10/31/29

3,500,383

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

102,933,145

CONSUMER DURABLES & APPAREL - 1.7%

9,650,000

(d) CD&R Smokey Buyer, Inc

.500

10/15/29

7,547,053

3,180,000

(d) Champ Acquisition Corp

.375

12/01/31

3,380,769

5,200,000

Newell Rubbermaid, Inc

.750

04/01/46

4,582,226

7,680,000

(d),(e)

S&S Holdings LLC

.375

10/01/31

7,529,156

High Yield

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER DURABLES & APPAREL - 1.7%

(continued)

$

2,560,000

(d) TopBuild Corp

.625

%

01/31/34

$

2,550,694

8,880,000

(d) Wolverine World Wide, Inc

.000

08/15/29

8,124,128

TOTAL CONSUMER DURABLES & APPAREL

33,714,026

CONSUMER SERVICES - 5.5%

7,260,000

(d),(e)

Caesars Entertainment, Inc

.000

10/15/32

7,150,808

7,680,000

(d) Carnival Corp

.875

06/15/31

7,870,026

4,070,000

(d) Carnival Corp

.750

08/01/32

4,141,949

15,230,000

(d) CDI Escrow Issuer, Inc

.750

04/01/30

15,216,269

5,515,000

(d) Cinemark USA, Inc

.250

07/15/28

5,484,566

4,315,000

(d) Cinemark USA, Inc

.000

08/01/32

4,484,808

10,245,000

(d) Fertitta Entertainment LLC

.625

01/15/29

9,750,557

7,330,000

(d) Flutter Treasury DAC

.875

06/04/31

7,440,097

3,445,000

(d) Life Time, Inc

.000

11/15/31

3,499,996

5,015,000

(d) Light & Wonder International, Inc

.250

10/01/33

5,023,525

7,945,000

(d) Marriott Ownership Resorts, Inc

.500

10/01/33

7,908,647

6,900,000

(d) Merlin Entertainments Group US Holdings, Inc

.375

02/15/31

5,945,744

5,350,000

(d) Motion Finco Sarl

.375

02/15/32

4,626,049

2,500,000

(d) Muvico LLC

.000

02/19/29

2,711,150

3,835,000

(d) NCL Corp Ltd

.875

01/15/31

3,834,856

3,310,000

(d) NCL Corp Ltd

.250

09/15/33

3,327,132

5,425,000

(d) Six Flags Entertainment Corp

.625

05/01/32

5,527,061

5,510,000

(d) Wynn Resorts Finance LLC

.250

03/15/33

5,595,295

TOTAL CONSUMER SERVICES

109,538,535

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.6%

8,020,000

(d),(e)

Albertsons Cos, Inc

.500

02/15/28

8,146,391

3,545,000

(d) Albertsons Cos, Inc

.250

03/15/33

3,625,472

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

11,771,863

ENERGY - 13.1%

7,475,000

(d) Antero Midstream Partners LP

.750

10/15/33

7,441,854

2,000,000

(d) Archrock Partners LP

.250

04/01/28

2,002,766

3,945,000

(d) Archrock Partners LP

.625

09/01/32

4,046,710

6,800,000

(d) Ascent Resources Utica Holdings LLC

.625

10/15/32

6,939,176

2,315,000

(d) Ascent Resources Utica Holdings LLC

.625

07/15/33

2,353,571

12,050,000

(d),(e)

Baytex Energy Corp

.375

03/15/32

11,798,238

1,602,439

(d) BORR IHC Ltd

.000

11/15/28

1,587,950

6,040,000

(d) Buckeye Partners LP

.750

02/01/30

6,273,440

2,820,000

(d) Chord Energy Corp

.000

10/01/30

2,800,365

8,500,000

(d) Chord Energy Corp

.750

03/15/33

8,612,104

6,090,000

(d) Civitas Resources, Inc

.375

07/01/28

6,312,583

3,235,000

(d) Civitas Resources, Inc

.750

07/01/31

3,314,293

8,620,000

(d) CNX Resources Corp

.250

03/01/32

8,942,619

5,055,000

(d) Delek Logistics Partners LP

.375

06/30/33

5,140,410

10,000,000

(g) Energy Transfer LP

.125

N/A

10,332,970

1,715,000

Genesis Energy LP

.875

05/15/32

1,788,666

2,420,000

Genesis Energy LP

.000

05/15/33

2,531,197

7,470,000

(d) Harvest Midstream I LP

.500

05/15/32

7,630,642

6,185,000

(d) Hilcorp Energy I LP

.000

04/15/30

6,078,292

6,166,000

(d) Hilcorp Energy I LP

.000

02/01/31

5,938,229

7,585,000

(d) Hilcorp Energy I LP

.250

04/15/32

7,276,660

2,830,000

(d) Hilcorp Energy I LP

.375

11/01/33

2,972,287

2,700,000

(d) Howard Midstream Energy Partners LLC

.625

01/15/34

2,752,854

5,000,000

(d) Kinetik Holdings LP

.625

12/15/28

5,132,110

5,350,000

(d) Kodiak Gas Services LLC

.250

02/15/29

5,551,508

1,745,000

(d) Kodiak Gas Services LLC

.500

10/01/33

1,776,717

2,500,000

(d) Kodiak Gas Services LLC

.750

10/01/35

2,566,891

2,560,000

(d) Matador Resources Co

.250

04/15/33

2,572,029

7,395,000

(d) Noble Finance II LLC

.000

04/15/30

7,654,261

4,925,000

(d) PBF Holding Co LLC

.875

09/15/30

4,862,546

3,898,000

(d) Rockies Express Pipeline LLC

.750

03/15/33

4,068,791

5,200,000

South Bow Canadian Infrastructure Holdings Ltd

.625

03/01/55

5,432,882

5,000,000

(d) Sunoco LP

.625

03/31/31

4,963,115

5,000,000

(d) Sunoco LP

.250

07/01/33

5,089,211

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 13.1%

(continued)

$

5,000,000

(d) Sunoco LP

.875

%

03/15/34

$

4,956,709

7,145,000

(d),(g)

Sunoco LP

.875

N/A

7,257,248

5,000,000

(d) Talos Production, Inc

.000

02/01/29

5,170,140

889,385

(d) TRANSOCEAN AQUILA Ltd

.000

09/30/28

914,844

4,170,000

(d),(f)

Transocean International Ltd

.875

10/15/32

4,170,000

3,622,619

(d) Transocean Titan Financing Ltd

.375

02/01/28

3,711,743

4,068,750

(d) Transocean, Inc

.750

02/15/30

4,281,021

2,720,000

USA Compression Partners LP

.875

09/01/27

2,719,388

9,520,000

(d) USA Compression Partners LP

.125

03/15/29

9,818,204

2,090,000

(d) USA Compression Partners LP

.250

10/01/33

2,097,995

4,535,000

(d) Venture Global LNG, Inc

.125

06/01/28

4,694,042

8,275,000

(d),(e)

Venture Global LNG, Inc

.000

01/15/30

8,562,682

10,375,000

(d) Venture Global LNG, Inc

.875

02/01/32

11,295,503

7,900,000

(d),(g)

Venture Global LNG, Inc

.000

N/A

7,829,529

2,100,000

(d) Venture Global Plaquemines LNG LLC

.500

01/15/34

2,210,581

6,180,000

(d),(f)

Weatherford International Ltd

.750

10/15/33

6,184,299

TOTAL ENERGY

260,411,865

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.8%

7,690,000

(d) Iron Mountain, Inc

.000

02/15/29

7,924,784

6,542,000

(d) Iron Mountain, Inc

.250

01/15/33

6,672,938

6,300,000

(d) Millrose Properties, Inc

.375

08/01/30

6,407,037

4,175,000

(d) Millrose Properties, Inc

.250

09/15/32

4,185,912

9,130,000

(e) MPT Operating Partnership LP

.000

10/15/27

8,844,484

2,175,000

(d) MPT Operating Partnership LP

.500

02/15/32

2,311,072

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

36,346,227

FINANCIAL SERVICES - 12.0%

6,658,000

(d) Azorra Finance Ltd

.250

01/15/31

6,932,915

8,060,000

Block, Inc

.500

05/15/32

8,342,148

6,280,000

(d) Burford Capital Global Finance LLC

.500

07/15/33

6,390,528

5,087,500

(d) Compass Group Diversified Holdings LLC

.250

04/15/29

4,699,982

9,055,750

(d) Compass Group Diversified Holdings LLC

.000

01/15/32

8,093,580

3,225,000

(d) CrossCountry Intermediate HoldCo LLC

.500

10/01/30

3,236,867

15,210,000

(d) Encore Capital Group, Inc

.500

05/15/30

16,152,199

8,330,000

(d) Encore Capital Group, Inc

.625

04/15/31

8,305,759

9,270,000

(d) FirstCash, Inc

.875

03/01/32

9,581,546

7,850,000

(d) Freedom Mortgage Holdings LLC

.375

04/01/32

8,227,977

4,990,000

(d) Freedom Mortgage Holdings LLC

.875

04/01/33

5,140,583

1,696,000

(d) HAT Holdings I LLC

.375

06/15/26

1,679,430

10,900,000

(d) Hunt Cos, Inc

.250

04/15/29

10,626,902

450,000

Icahn Enterprises LP

.250

05/15/26

449,468

10,320,000

Icahn Enterprises LP

.250

05/15/27

10,144,005

14,275,000

Icahn Enterprises LP

.375

02/01/29

12,322,316

12,650,000

(d) Jane Street Group

.125

11/01/32

12,821,524

4,000,000

Navient Corp

.000

03/15/27

3,981,978

9,260,000

Navient Corp

.875

03/15/28

9,078,818

5,450,000

(e) Navient Corp

.500

03/15/29

5,342,691

75,000

OneMain Finance Corp

.125

03/15/26

75,678

5,000,000

OneMain Finance Corp

.500

01/15/27

4,886,613

9,110,000

OneMain Finance Corp

.125

05/15/30

9,225,560

10,000,000

OneMain Finance Corp

.000

09/15/30

9,295,562

4,900,000

(d) Osaic Holdings, Inc

.750

08/01/32

5,060,896

8,120,000

(d) PennyMac Financial Services, Inc

.875

12/15/29

8,617,732

5,000,000

(d) PennyMac Financial Services, Inc

.125

11/15/30

5,206,310

5,645,000

(d) Rocket Cos, Inc

.375

08/01/33

5,826,284

4,820,000

(d) Starwood Property Trust, Inc

.000

04/15/30

4,893,259

4,065,000

(d) Starwood Property Trust, Inc

.500

07/01/30

4,204,606

6,725,000

(d),(e),(g),(h)

UBS Group AG.

.600

N/A

6,760,985

6,000,000

(d) UWM Holdings LLC

.625

02/01/30

6,103,699

8,900,000

(d),(e)

VistaJet Malta Finance plc

.375

02/01/30

8,674,639

5,635,000

(d) Walker & Dunlop, Inc

.625

04/01/33

5,762,614

High Yield

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 12.0%

(continued)

$

4,000,000

(d) WEX, Inc

.500

%

03/15/33

$

4,085,132

TOTAL FINANCIAL SERVICES

240,230,785

FOOD, BEVERAGE & TOBACCO - 2.0%

5,615,000

(d) Darling Ingredients, Inc

.000

06/15/30

5,668,685

10,000,000

(d) Post Holdings, Inc

.375

03/01/33

10,093,090

5,000,000

(d) Primo Water Holdings, Inc

.250

04/01/29

4,995,870

9,145,000

(d) Primo Water Holdings, Inc

.375

04/30/29

8,869,762

9,515,000

(d) Viking Baked Goods Acquisition Corp

.625

11/01/31

9,517,055

TOTAL FOOD, BEVERAGE & TOBACCO

39,144,462

HEALTH CARE EQUIPMENT & SERVICES - 4.5%

3,000,000

(d) CHS

.250

05/15/30

2,713,933

7,030,000

(d) CHS

.875

01/15/32

7,445,452

5,300,000

(d) CHS

.750

01/15/34

5,429,850

5,000,000

CVS Health Corp

.000

03/10/55

5,248,715

11,160,000

(d) DaVita, Inc

.625

06/01/30

10,695,620

6,540,000

(d) DaVita, Inc

.750

02/15/31

5,989,974

2,400,000

(d) DaVita, Inc

.875

09/01/32

2,479,286

5,360,000

(d) DaVita, Inc

.750

07/15/33

5,527,221

2,225,000

(d) Global Medical Response, Inc

.375

10/01/32

2,290,215

6,578,000

(d) IQVIA, Inc

.250

06/01/32

6,763,111

4,000,000

(d) LifePoint Health, Inc

.000

10/15/30

4,408,628

2,400,000

(d) Molina Healthcare, Inc

.250

01/15/33

2,426,662

9,545,000

(d) Prime Healthcare Services, Inc

.375

09/01/29

9,926,800

8,580,000

(d) Radiology Partners, Inc

.500

07/15/32

8,878,895

1,000,000

(d) Star Parent, Inc

.000

10/01/30

1,057,193

8,745,000

(d) Team Health Holdings, Inc

.375

06/30/28

8,933,018

TOTAL HEALTH CARE EQUIPMENT & SERVICES

90,214,573

HOUSEHOLD & PERSONAL PRODUCTS - 0.3%

5,840,000

(d) Coty, Inc

.625

07/15/30

5,967,073

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

5,967,073

INSURANCE - 4.0%

3,710,000

(d) Acrisure LLC

.750

07/01/32

3,820,128

10,625,000

(d) Alliant Holdings Intermediate LLC

.250

10/15/27

10,448,593

9,305,000

(d) Alliant Holdings Intermediate LLC

.750

04/15/28

9,469,931

10,000,000

(d) Alliant Holdings Intermediate LLC

.500

10/01/31

10,224,327

2,400,000

(d) APH Somerset Investor 2 LLC

.875

11/01/29

2,504,688

9,640,000

(d) Ardonagh Finco Ltd

.750

02/15/31

10,087,190

8,270,000

(d) HUB International Ltd

.250

06/15/30

8,624,825

18,520,000

(d) Panther Escrow Issuer LLC

.125

06/01/31

19,262,985

4,965,000

(d) Ryan Specialty LLC

.875

08/01/32

5,020,539

TOTAL INSURANCE

79,463,206

MATERIALS - 4.4%

5,000,000

(d) ,NV Chemicals Corp

.000

12/01/31

5,268,065

7,225,000

(d) Arsenal AIC Parent LLC

.000

10/01/30

7,649,808

6,110,000

(d) Avient Corp

.125

08/01/30

6,278,868

2,000,000

(d) Avient Corp

.250

11/01/31

2,031,047

5,940,000

(d) Compass Minerals International, Inc

.000

07/01/30

6,208,351

8,900,000

(d) EverArc Escrow Sarl

.000

10/30/29

8,710,943

2,400,000

(d) Methanex US Operations, Inc

.250

03/15/32

2,441,923

14,685,000

(d) Mineral Resources Ltd

.000

11/01/27

14,968,334

1,655,000

(d),(f)

Mineral Resources Ltd

.000

04/01/31

1,676,409

9,800,000

(d) Olin Corp

.625

04/01/33

9,850,548

3,270,000

(d) Olympus Water US Holding Corp

.750

08/01/32

3,221,322

6,330,000

(d) Qnity Electronics, Inc

.750

08/15/32

6,378,277

2,030,000

(d) Qnity Electronics, Inc

.250

08/15/33

2,073,008

6,410,000

(d),(e)

Sealed Air Corp

.500

07/15/32

6,638,895

2,135,000

(d) Solstice Advanced Materials, Inc

.625

09/30/33

2,142,054

2,000,000

(d) WR Grace Holdings LLC

.625

08/15/32

1,977,560

TOTAL MATERIALS

87,515,412

MEDIA & ENTERTAINMENT - 9.6%

1,800,000

(d) Advantage Sales & Marketing, Inc

.500

11/15/28

1,549,299

4,860,000

(d) Arches Buyer, Inc

.250

06/01/28

4,762,514

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA & ENTERTAINMENT - 9.6%

(continued)

$

5,120,000

(d) CCO Holdings LLC

.375

%

06/01/29

$

5,085,858

12,250,000

(d) CCO Holdings LLC

.500

08/15/30

11,569,080

9,025,000

(d) CCO Holdings LLC

.250

02/01/31

8,314,113

10,800,000

CCO Holdings LLC

.500

05/01/32

9,828,715

10,000,000

Charter Communications Operating LLC

.400

12/01/61

6,929,082

2,990,000

(d) CSC Holdings LLC

.500

04/15/27

2,837,894

4,960,000

(d) DIRECTV Financing LLC

.875

02/01/30

4,899,098

11,170,000

(d) DIRECTV Holdings LLC

.875

08/15/27

11,157,467

4,200,000

(d) DISH Network Corp

.750

11/15/27

4,444,679

6,995,000

(d) Gray Media, Inc

.250

08/15/33

6,931,714

4,200,000

(d) Gray Television, Inc

.500

07/15/29

4,541,255

4,900,000

(d) Gray Television, Inc

.750

10/15/30

3,754,625

7,500,000

(d) McGraw-Hill Education, Inc

.375

09/01/31

7,792,118

7,000,000

(d),(e)

Scripps Escrow II, Inc

.875

01/15/29

6,166,884

4,000,000

(d) Sirius XM Radio, Inc

.000

08/01/27

3,980,792

1,980,000

(d) Sirius XM Radio, Inc

.125

07/01/30

1,857,061

3,745,000

(d),(e)

Sirius XM Radio, Inc

.875

09/01/31

3,394,027

9,425,000

(d) Sunrise FinCo I BV

.875

07/15/31

8,978,726

5,000,000

(d) Sunrise HoldCo IV BV

.500

01/15/28

4,984,352

10,900,000

(d) Univision Communications, Inc

.500

05/01/29

10,281,175

6,214,000

(d) Univision Communications, Inc

.500

07/31/31

6,416,837

1,240,000

(d) Univision Communications, Inc

.375

08/01/32

1,321,427

17,665,000

(d) Virgin Media Secured Finance plc

.500

05/15/29

17,465,292

11,175,000

(d) VZ Secured Financing BV

.000

01/15/32

10,110,226

5,000,000

(e) Warnermedia Holdings, Inc

.279

03/15/32

4,581,250

6,825,000

Warnermedia Holdings, Inc

.050

03/15/42

5,448,534

4,550,000

Warnermedia Holdings, Inc

.141

03/15/52

3,389,750

9,672,000

(d) Ziff Davis, Inc

.625

10/15/30

9,115,743

TOTAL MEDIA & ENTERTAINMENT

191,889,587

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.6%

5,000,000

(d) 1261229 BC Ltd

.000

04/15/32

5,125,260

13,850,000

(d) Bausch Health Cos, Inc

.875

06/01/28

12,395,750

6,610,000

(d) Organon & Co

.875

05/15/34

6,123,510

10,200,000

(d) Organon Finance LLC

.125

04/30/31

8,935,700

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

32,580,220

REAL ESTATE MANAGEMENT & DEVELOPMENT - 1.2%

12,655,400

(d) Anywhere Real Estate Group LLC

.000

04/15/30

12,807,296

3,472,000

Kennedy-Wilson, Inc

.750

03/01/29

3,317,380

7,000,000

(e) Kennedy-Wilson, Inc

.000

03/01/31

6,511,489

742,000

(d) Realogy Group LLC

.250

04/15/30

692,647

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

23,328,812

SOFTWARE & SERVICES - 1.5%

12,900,000

(d) Ahead DB Holdings LLC

.625

05/01/28

12,902,864

3,375,000

(d) CA Magnum Holdings

.375

10/31/26

3,360,211

2,847,000

(d) Fair Isaac Corp

.000

05/15/33

2,882,426

11,000,180

(d) Rackspace Finance LLC

.500

05/15/28

4,553,414

6,000,000

(d) Rocket Software, Inc

.000

11/28/28

6,184,932

TOTAL SOFTWARE & SERVICES

29,883,847

TECHNOLOGY HARDWARE & EQUIPMENT - 0.4%

9,335,000

(d) Imola Merger Corp

.750

05/15/29

9,079,451

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

9,079,451

TELECOMMUNICATION SERVICES - 5.0%

5,000,000

(d),(i)

Altice France S.A.

.125

02/01/27

4,758,576

3,430,000

(d) Digicel International Finance Ltd

.625

08/01/32

3,526,668

230,000

(d) Frontier Communications Corp

.000

05/01/28

229,483

8,720,000

(d) Iliad Holding SASU

.000

10/15/28

8,859,785

5,000,000

(d) Iliad Holding SASU

.500

04/15/31

5,362,465

5,560,000

(d) Level 3 Financing, Inc

.875

06/30/33

5,666,641

7,510,000

(d) Level 3 Financing, Inc

.000

03/31/34

7,639,991

6,160,000

(d) Maya SAS

.000

04/15/32

6,281,993

10,000,000

Rogers Communications, Inc

.000

04/15/55

10,425,010

7,700,000

(d) Sable International Finance Ltd

.125

10/15/32

7,818,488

High Yield

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION SERVICES - 5.0%

(continued)

$

7,500,000

TELUS Corp

.625

%

10/15/55

$

7,721,327

2,050,000

(d) Vmed O2 UK Financing I plc

.250

01/31/31

1,900,690

11,350,000

(d) Windstream Escrow LLC

.250

10/01/31

11,757,197

2,555,000

(d),(f)

Windstream Services LLC

.500

10/15/33

2,554,310

7,963,780

(d),(f)

Zayo Group Holdings, Inc

.250

03/09/30

7,625,319

7,313,000

(d) Zegona Finance plc

.625

07/15/29

7,784,688

TOTAL TELECOMMUNICATION SERVICES

99,912,631

TRANSPORTATION - 1.4%

4,460,000

(d) Air Transport Services Group, Inc

.250

03/15/32

4,696,523

6,805,000

(d),(e)

American Airlines, Inc

.250

02/15/28

6,971,416

2,500,000

(d) American Airlines, Inc

.750

04/20/29

2,509,564

4,410,000

(d) Genesee & Wyoming, Inc

.250

04/15/32

4,481,186

5,000,000

(d) VistaJet Malta Finance plc

.875

05/01/27

5,077,965

1,800,000

(d),(e)

VistaJet Malta Finance plc

.500

06/01/28

1,873,844

2,805,000

(d) XPO, Inc

.125

06/01/31

2,934,821

TOTAL TRANSPORTATION

28,545,319

UTILITIES - 5.5%

2,425,000

(d) AltaGas Ltd

.200

10/15/54

2,508,452

6,400,000

(d) California Buyer Ltd

.375

02/15/32

6,559,558

6,020,000

(d) ContourGlobal Power Holdings S.A.

.750

02/28/30

6,253,215

4,290,000

(d) Ferrellgas LP

.375

04/01/26

4,246,774

18,678,000

(d) Ferrellgas LP

.875

04/01/29

17,382,529

7,500,000

(d) NRG Energy, Inc

.000

02/01/33

7,616,782

5,000,000

(d) NRG Energy, Inc

.750

01/15/34

4,994,897

6,000,000

(d) NRG Energy, Inc

.250

11/01/34

6,150,546

1,800,000

(d) Suburban Propane Partners LP

.000

06/01/31

1,712,682

9,836,000

(d) Superior Plus LP

.500

03/15/29

9,489,942

20,090,000

(d) Talen Energy Supply LLC

.625

06/01/30

21,326,319

10,000,000

(d) TerraForm Power Operating LLC

.000

01/31/28

9,927,830

4,310,000

(d) Vistra Operations Co LLC

.750

10/15/31

4,560,808

2,400,000

(d),(e)

XPLR Infrastructure Operating Partners LP

.375

01/15/31

2,515,200

4,185,000

(d) XPLR Infrastructure Operating Partners LP

.625

03/15/33

4,388,763

TOTAL UTILITIES

109,634,297

TOTAL CORPORATE BONDS

(Cost $1,828,910,564)

1,834,425,172

TOTAL LONG-TERM INVESTMENTS

(Cost $1,932,985,114)

1,937,196,730

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 3.1%

61,385,456

(j) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (k)

61,385,456

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $61,385,456)

61,385,456

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 2.6%

REPURCHASE AGREEMENT - 2.4%

47,531,000

(l) Fixed Income Clearing Corporation

.200

10/01/25

47,531,000

TOTAL REPURCHASE AGREEMENT

47,531,000

TREASURY DEBT - 0.2%

5,000,000

United States Treasury Bill

.000

10/16/25

4,991,554

TOTAL TREASURY DEBT

4,991,554

TOTAL SHORT-TERM INVESTMENTS

(Cost $52,522,271)

52,522,554

TOTAL INVESTMENTS - 102.9%

(Cost $2,046,892,841)

2,051,104,740

OTHER ASSETS & LIABILITIES, NET - (2.9)%

(57,723,508)

NET ASSETS - 100.0%

$

1,993,381,232

See Notes to Financial Statements

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.

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

(a) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) For fair value measurement disclosure purposes, investment classified as Level 3.

(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 $1,629,812,263 or 79.5% of Total

Investments.

(e) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $76,118,164.

(f) When-issued or delayed delivery security.

(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) Defaulted security. A security whose issuer has failed to fully pay principal and/or interest when due, or is under the protection of bankruptcy.

(j) Investments made with cash collateral received from securities on loan.

(k) The rate shown is the one-day yield as of the end of the reporting period.

(l) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $47,536,545 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

4.000% and maturity date 10/31/29, valued at $48,481,745.

Short Duration Impact Bond

Portfolio of Investments September 30, 2025

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 86.3%

BANK LOAN OBLIGATIONS - 1.2%

COMMERCIAL & PROFESSIONAL SERVICES - 0.4%

$

478,750

(a) Liberty Tire Recycling Holdco, LLC, Term Loan, (TSFR1M + 4.500%)

.778

%

05/08/28

$

478,750

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

478,750

UTILITIES - 0.8%

397,796

(a) Constellation Renewables, LLC, Term Loan, (TSFR3M + 2.250%)

.449

12/15/27

397,673

645,125

(a) TerraForm Power Operating, LLC, Term Loan B, (TSFR3M + 2.000%)

.002

05/30/29

645,328

TOTAL UTILITIES

1,043,001

TOTAL BANK LOAN OBLIGATIONS

(Cost $1,512,508)

1,521,751

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE BONDS - 29.2%

AUTOMOBILES & COMPONENTS - 0.2%

200,000

Toyota Motor Corp

.450

06/30/30

202,091

TOTAL AUTOMOBILES & COMPONENTS

202,091

BANKS - 9.9%

500,000

(b) Bank of America Corp

.625

N/A

520,244

250,000

(c) BNP Paribas S.A.

.675

06/30/27

245,029

1,000,000

CitiBank NA

.876

11/19/27

1,007,790

1,000,000

Credit Agricole Corporate & Investment Bank S.A.

.570

08/25/30

996,750

275,000

Deutsche Bank AG.

.819

11/20/29

294,156

750,000

(c) Federation des Caisses Desjardins du Quebec

.200

10/14/26

729,549

600,000

(c) Federation des Caisses Desjardins du Quebec

.147

11/27/28

621,964

400,000

(c) Federation des Caisses Desjardins du Quebec

.565

08/26/30

402,213

2,000,000

JPMorgan Chase & Co

.070

10/22/27

2,039,769

925,000

JPMorgan Chase & Co

.571

04/22/28

945,203

500,000

M&T Bank Corp

.833

01/16/29

506,191

550,000

Morgan Stanley Bank NA

.504

05/26/28

562,122

275,000

Morgan Stanley Private Bank NA

.734

07/18/31

279,107

1,385,000

(c) Royal Bank of Canada

.784

12/12/25

1,386,430

250,000

(c) Royal Bank of Canada

.050

09/14/26

243,343

1,000,000

(c) Royal Bank of Canada

.851

12/14/26

1,010,849

350,000

Royal Bank of Canada

.750

08/24/85

361,024

TOTAL BANKS

12,151,733

CAPITAL GOODS - 0.6%

500,000

Johnson Controls International plc

.750

09/15/30

443,218

300,000

Nature Conservancy

.668

03/01/26

298,055

TOTAL CAPITAL GOODS

741,273

COMMERCIAL & PROFESSIONAL SERVICES - 0.4%

500,000

Capital Impact Partners

.335

08/01/30

509,406

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

509,406

CONSUMER SERVICES - 0.2%

250,000

Trustees of Dartmouth College

.273

06/01/30

251,773

TOTAL CONSUMER SERVICES

251,773

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.4%

500,000

SYSCO Corp

.100

09/23/30

515,500

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

515,500

ENERGY - 0.6%

500,000

(c) New York State Electric & Gas Corp

.650

08/15/28

519,514

250,000

Williams Cos, Inc

.400

03/02/26

251,126

TOTAL ENERGY

770,640

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.2%

180,000

(c),(d)

Starwood Property Trust, Inc

.250

10/15/28

180,052

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

180,052

FINANCIAL SERVICES - 2.8%

250,000

BB Blue Financing DAC

.395

09/20/29

243,360

250,000

(c) Clearinghouse Community Development Financial Institution

.000

10/15/30

247,812

250,000

HA Sustainable Infrastructure Capital, Inc

.150

01/15/31

256,819

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 2.8%

(continued)

$

274,000

(c) HAT Holdings I LLC

.375

%

06/15/26

$

271,323

500,000

Low Income Investment Fund

.711

07/01/29

481,205

500,000

Private Export Funding Corp

.400

07/15/28

466,793

250,000

Private Export Funding Corp

.300

12/15/28

252,569

263,000

(c) Starwood Property Trust, Inc

.500

10/15/30

271,670

232,565

(c) WLB Asset II C Pte Ltd

.900

12/23/25

229,732

250,000

(c) WLB Asset II D Pte Ltd

.500

12/21/26

240,926

250,000

(c) WLB Asset VI Pte Ltd

.250

12/21/27

261,112

250,000

(c) WLB Asset VII Pte Ltd

.880

07/30/29

252,025

TOTAL FINANCIAL SERVICES

3,475,346

FOOD, BEVERAGE & TOBACCO - 0.2%

275,000

Campbell Soup Co

.200

03/21/29

282,383

TOTAL FOOD, BEVERAGE & TOBACCO

282,383

HEALTH CARE EQUIPMENT & SERVICES - 0.8%

500,000

International Finance Facility for Immunisation Co

.750

11/03/25

500,052

500,000

International Finance Facility for Immunisation Co

.125

10/29/27

503,374

TOTAL HEALTH CARE EQUIPMENT & SERVICES

1,003,426

HOUSEHOLD & PERSONAL PRODUCTS - 0.8%

1,000,000

Unilever Capital Corp

.875

09/08/28

1,027,499

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

1,027,499

INSURANCE - 0.9%

607,000

(c) Metropolitan Life Global Funding I

.400

06/30/27

610,765

500,000

Prudential Financial, Inc

.500

03/10/26

494,208

TOTAL INSURANCE

1,104,973

REAL ESTATE MANAGEMENT & DEVELOPMENT - 0.2%

250,000

Bridge Housing Corp

.250

07/15/30

234,343

TOTAL REAL ESTATE MANAGEMENT & DEVELOPMENT

234,343

TECHNOLOGY HARDWARE & EQUIPMENT - 0.4%

500,000

Apple, Inc

.000

06/20/27

493,984

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

493,984

TRANSPORTATION - 1.5%

394,502

(c) Air Canada 2015-, Cl A Pass Through Trust

.600

03/15/27

388,517

764,111

(c) Air Canada 2015-2 Class AA Pass Through Trust

.750

12/15/27

748,749

18,511

Ethiopian Leasing 2012 LLC

.646

05/12/26

18,392

750,000

Norfolk Southern Corp

.300

05/15/31

677,034

TOTAL TRANSPORTATION

1,832,692

UTILITIES - 9.1%

1,000,000

Abu Dhabi Future Energy Co Pjsc Masdar

.875

05/21/30

1,020,417

580,000

AES Corp

.450

01/15/31

519,414

475,000

Algonquin Power & Utilities Corp

.365

06/15/26

478,416

600,000

(c) Brooklyn Union Gas Co

.632

08/05/27

604,271

250,000

(c) Comision Federal de Electricidad

.700

01/24/30

253,750

500,000

Connecticut Light and Power Co

.650

01/01/29

509,084

215,399

Consumers 2023 Securitization Funding LLC

.550

03/01/28

218,148

423,073

(c) Continental Wind LLC

.000

02/28/33

433,411

250,000

(c) ContourGlobal Power Holdings S.A.

.750

02/28/30

259,685

1,000,000

DTE Electric Co

.900

04/01/28

951,167

560,000

(c) Electricite de France S.A.

.625

10/13/25

559,773

425,000

(c) International Development Association

.375

11/27/29

434,555

450,000

(c) International Development Association

.000

06/11/30

453,185

500,000

(c) Liberty Utilities Finance GP

.050

09/15/30

446,191

500,000

MidAmerican Energy Co

.650

04/15/29

492,710

237,000

(c),(e)

NextEra Energy Operating Partners LP

.250

01/15/29

243,334

459,334

PG&E Recovery Funding LLC

.838

06/01/33

467,591

250,000

Public Service Co of Colorado

.700

06/15/28

248,410

275,000

San Diego Gas & Electric Co

.950

08/15/28

281,679

258,146

SCE Recovery Funding LLC

.977

11/15/28

249,549

685,651

(c) Solar Star Funding LLC

.375

06/30/35

705,469

275,000

Southern California Edison Co

.875

02/01/27

276,587

Short Duration Impact Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 9.1%

(continued)

$

1,000,000

Zions Bancorp NA

.704

%

08/18/28

$

1,003,108

TOTAL UTILITIES

11,109,904

TOTAL CORPORATE BONDS

(Cost $35,456,249)

35,887,018

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 42.6%

AGENCY SECURITIES - 0.8%

11,184

Sandalwood LLC

.821

02/12/26

11,155

638,408

Thirax LLC

.968

01/14/33

563,580

136,827

United States International Development Finance Corp

.050

10/15/29

129,251

136,827

United States International Development Finance Corp

.790

10/15/29

131,076

138,436

Windermere Aviation LLC

.351

05/27/26

137,003

TOTAL AGENCY SECURITIES

972,065

FOREIGN GOVERNMENT BONDS - 7.7%

500,000

African Development Bank

.125

02/25/27

502,301

700,000

Arab Petroleum Investments Corp

.483

10/06/26

680,512

1,000,000

(c) Arab Petroleum Investments Corp

.428

05/02/29

1,040,035

500,000

Asian Infrastructure Investment Bank

.500

01/27/26

494,300

250,000

Asian Infrastructure Investment Bank

.875

09/14/26

252,395

200,000

(a) Asian Infrastructure Investment Bank, (SOFR Compounded Index + 0.620%)

.879

08/16/27

201,292

300,000

(a),(c)

Asian Infrastructure Investment Bank, (SOFR Compounded Index + 0.620%)

.879

08/16/27

301,938

250,000

(c) BNG Bank NV

.500

05/19/28

248,528

250,000

Canada Government International Bond

.000

03/18/30

252,543

450,000

Export Development Canada

.875

02/14/28

451,978

250,000

Inter-American Investment Corp

.625

02/10/26

246,883

500,000

Inter-American Investment Corp

.126

02/15/28

503,732

250,000

International Bank for Reconstruction & Development

.000

03/31/27

244,574

500,000

(f) International Bank for Reconstruction & Development

.000

03/31/28

491,584

1,000,000

International Finance Corp

.126

04/07/26

990,529

250,000

International Finance Facility for Immunisation Co

.000

04/21/26

245,847

500,000

Japan Bank for International Cooperation

.375

10/05/27

505,516

250,000

Japan International Cooperation Agency

.000

05/23/28

250,687

200,000

Japan International Cooperation Agency

.250

05/22/30

202,446

500,000

Kreditanstalt fuer Wiederaufbau

.000

10/01/26

486,198

500,000

OPEC Fund for International Development

.500

01/26/26

500,300

500,000

Province of Ontario Canada

.125

10/07/30

436,975

TOTAL FOREIGN GOVERNMENT BONDS

9,531,093

MORTGAGE BACKED - 0.1%

50,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

06/25/43

52,000

30,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR30A + 2.700%)

.056

07/25/43

31,030

TOTAL MORTGAGE BACKED

83,030

MUNICIPAL BONDS - 6.9%

550,000

Broomfield Urban Renewal Authority

.650

12/01/27

557,900

500,000

(c) Chester Upland School District

.330

12/30/25

495,942

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

252,527

250,000

(c) County of Gallatin MT

.500

09/01/27

257,579

500,000

(d) Hidalgo County Drain District No

.939

09/01/26

500,153

470,000

Illinois Housing Development Authority

.330

04/01/26

468,418

350,000

(c) Iowa Finance Authority

.000

11/01/27

354,774

250,000

Jersey City Municipal Utilities Authority

.800

05/01/26

250,488

250,000

Montgomery County Housing Opportunities Commission

.352

12/01/26

251,768

140,000

Mount Diablo Unified School District

.548

08/01/27

142,381

1,000,000

(a),(c)

New Hampshire Business Finance Authority

.400

02/01/29

1,000,000

1,000,000

New York State Energy Research & Development Authority

.945

04/01/26

1,000,000

250,000

New York State Energy Research & Development Authority

.739

04/01/26

250,481

815,000

New York State Energy Research & Development Authority

.822

04/01/27

819,021

350,000

New York State Energy Research & Development Authority

.222

04/01/40

360,794

250,000

Pharr Economic Development Corp

.016

08/15/26

248,303

600,000

San Diego Unified School District

.915

07/01/28

602,080

216,877

State of Hawaii Department of Business Economic Development & Tourism

.242

01/01/31

213,302

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL BONDS

(continued)

$

250,000

Village of Deerfield IL

.000

%

12/01/28

$

249,947

250,000

(c) Warm Springs Reservation Confederated Tribe

.165

11/01/26

243,845

TOTAL MUNICIPAL BONDS

8,519,715

U.S. TREASURY SECURITIES - 27.1%

17,179,000

United States Treasury Note

.500

09/30/27

17,142,093

1,705,000

United States Treasury Note

.375

09/15/28

1,693,411

9,466,000

United States Treasury Note

.625

09/30/30

9,417,931

5,000,000

United States Treasury Note/Bond

.250

11/15/25

4,989,453

TOTAL U.S. TREASURY SECURITIES

33,242,888

TOTAL GOVERNMENT BONDS

(Cost $52,366,983)

52,348,791

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 13.3%

ASSET BACKED - 8.2%

446,542

(c) Air Canada 2020-2, Class A Pass Through Trust, Series 2020 A

.250

04/01/29

456,602

250,000

(c) Centersquare Issuer LLC, Series 2025 1A

.500

03/26/55

244,202

500,000

(c) Centersquare Issuer LLC, Series 2025 3A

.000

08/25/55

487,524

768,456

Delta Air Lines Pass Through Trust, Series 2015 1

.625

07/30/27

757,516

175,258

Delta Air Lines Pass Through Trust, Series 2020 1

.000

06/10/28

167,859

164,462

Delta Air Lines Pass Through Trust, Series 2020 1

.500

06/10/28

157,134

250,000

(c) Frontier Issuer LLC, Series 2023 1

.600

08/20/53

253,897

250,000

(c) Frontier Issuer LLC, Series 2023 1

.500

08/20/53

260,562

300,000

(c) Frontier Issuer LLC, Series 2024 1

.190

06/20/54

309,217

221,805

(c) GoodLeap Sustainable Home Solutions Trust, Series 2021 4GS

.930

07/20/48

183,460

223,832

(c) GoodLeap Sustainable Home Solutions Trust, Series 2021 5CS

.560

10/20/48

165,724

427,912

(c) Helios Issuer, LLC, Series 2023 B

.300

08/22/50

396,311

68,405

(c) HERO Funding Trust, Series 2016 1A

.050

09/20/41

66,106

104,513

(c) HERO Funding Trust, Series 2016 3A

.910

09/20/42

99,538

85,793

(c) HERO Funding Trust, Series 2020 1A

.590

09/20/57

74,941

500,000

(c) Hertz Vehicle Financing III LLC, Series 2023 2A

.570

09/25/29

514,961

83,375

(c) Mosaic Solar Loan Trust, Series 2020 1A

.100

04/20/46

73,340

188,911

(c) Mosaic Solar Loan Trust, Series 2020 2A

.440

08/20/46

158,863

241,622

(c) Mosaic Solar Loan Trust, Series 2021 3A

.440

06/20/52

197,826

205,977

(c) Mosaic Solar Loan Trust, Series 2021 3A

.770

06/20/52

140,608

21,532

(c) Renew, Series 2017 1A

.670

09/20/52

20,113

178,275

(c) Sunnova Helios VII Issuer LLC, Series 2021 C

.030

10/20/48

152,476

233,205

(c) Sunnova Helios VIII Issuer LLC, Series 2022 A

.790

02/22/49

197,290

218,276

(c) Sunnova Helios XI Issuer LLC, Series 2023 A

.300

05/20/50

199,881

408,335

(c) Sunrun Atlas Issuer LLC, Series 2019 2

.610

02/01/55

390,483

264,735

(c) Sunrun Callisto Issuer LLC, Series 2019 1A

.980

06/30/54

251,113

257,484

(c) Sunrun Callisto Issuer LLC, Series 2021 2A

.270

01/30/57

231,545

250,000

(c) Switch ABS Issuer LLC, Series 2025 1A

.036

03/25/55

247,679

147,825

(c) Tesla Auto Lease Trust, Series 2023 B

.130

09/21/26

148,081

327,140

(c) Tesla Auto Lease Trust, Series 2024 B

.790

01/20/27

327,461

477,662

(c) Tesla Auto Lease Trust, Series 2024 A

.300

06/21/27

479,110

139,076

(c) Tesla Auto Lease Trust, Series 2023 A

.940

07/20/27

139,201

500,000

(c) Tesla Auto Lease Trust, Series 2024 B

.820

10/20/27

502,779

73,782

(c) Tesla Electric Vehicle Trust, Series 2023 1

.540

12/21/26

73,853

1,304,754

(c) Tesla Sustainable Energy Trust, Series 2024 1A

.080

06/21/50

1,313,927

236,002

(c) Vivint Colar Financing V LLC, Series 2018 1A

.370

04/30/48

228,921

TOTAL ASSET BACKED

10,070,104

OTHER MORTGAGE BACKED - 5.1%

200,000

(a),(c)

Alen Mortgage Trust, (TSFR1M + 2.364%), Series 2021 ACEN

.515

04/15/34

183,681

250,000

(c) BX Trust, Series 2022 CLS

.300

10/13/27

252,169

250,000

(a),(c)

BX TRUST, (TSFR1M + 1.490%), Series 2022 AHP

.640

01/17/39

249,887

750,000

(a),(c)

BX TRUST, (TSFR1M + 2.090%), Series 2022 AHP

.240

01/17/39

749,565

975,000

(a),(c)

CHI Commercial Mortgage Trust, Series 2025 SFT

.310

04/15/42

9,438

250,000

(a),(c)

CHI Commercial Mortgage Trust, Series 2025 SFT

.665

04/15/42

256,579

100,000

(c) COMM Mortgage Trust, Series 2025 167G

.503

08/10/40

100,551

27,000

(a),(c)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

.956

07/25/42

28,104

1,000,000

(a),(c)

GS Mortgage Securities Corp Trust, (TSFR1M + 1.499%), Series 2021 DM

.650

11/15/36

995,525

Short Duration Impact Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

8,213

GS Mortgage Securities Trust, Series 2016 GS2

.922

%

05/10/49

$

8,194

315,000

(a),(c)

MAC Trust, (TSFR1M + 1.700%), Series 2025 801B

.950

10/15/40

316,575

212,214

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.579%), Series 2019 MILE

.915

07/15/36

204,242

250,000

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.879%), Series 2019 MILE

.030

07/15/36

232,719

250,000

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.279%), Series 2019 MILE

.430

07/15/36

213,321

250,000

(a),(c)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 4.329%), Series 2019 MILE

.480

07/15/36

169,766

182,612

(c) One Market Plaza Trust, Series 2017 1MKT

.614

02/10/32

177,086

27,382,754

(a),(c)

SLG Office Trust, Series 2021 OVA

.258

07/15/41

324,488

500,000

(a),(c)

STWD Mortgage Trust, (TSFR1M + 1.371%), Series 2021 LIH

.522

11/15/36

498,966

500,000

(a),(c)

STWD Mortgage Trust, (TSFR1M + 1.770%), Series 2021 LIH

.921

11/15/36

499,019

270,000

(a),(c)

STWD Mortgage Trust, (TSFR1M + 2.069%), Series 2021 LIH

.220

11/15/36

269,325

500,000

(a),(c)

Wells Fargo Commercial Mortgage Trust, (TSFR1M + 1.542%), Series 2025 609M

.693

08/15/42

500,441

TOTAL OTHER MORTGAGE BACKED

6,239,641

TOTAL STRUCTURED ASSETS

(Cost $16,721,904)

16,309,745

TOTAL LONG-TERM INVESTMENTS

(Cost $106,057,644)

106,067,305

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.2%

249,480

(h) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (i)

249,480

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $249,480)

249,480

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 12.6%

REPURCHASE AGREEMENT - 12.6%

15,409,000

(j) Fixed Income Clearing Corporation

.200

10/01/25

15,409,000

TOTAL REPURCHASE AGREEMENT

15,409,000

TOTAL SHORT-TERM INVESTMENTS

(Cost $15,409,000)

15,409,000

TOTAL INVESTMENTS - 99.1%

(Cost $121,716,124)

121,725,785

OTHER ASSETS & LIABILITIES, NET - 0.9%

1,125,205

NET ASSETS - 100.0%

$

122,850,990

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

(a) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) Perpetual security. Maturity date is not applicable.

(c) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $32,499,911 or 26.7% of Total

Investments.

(d) When-issued or delayed delivery security.

(e) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $243,334.

(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, 4.200% dated 9/30/25 to be repurchased at $15,410,798 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

0.625% and maturity date 5/15/30, valued at $15,717,232.

Portfolio of Investments September 30, 2025

Short Term Bond

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 88.5%

BANK LOAN OBLIGATIONS - 0.8%

CAPITAL GOODS - 0.1%

$

1,249,890

(a) Core & Main LP, Term Loan B, (TSFR1M + 2.000%)

.166

%

07/27/28

$

1,252,102

TOTAL CAPITAL GOODS

1,252,102

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.1%

660,196

(a) American Builders & Contractors Supply Co., Inc., Term Loan B, (TSFR1M + 1.750%)

.913

01/31/31

662,451

1,739,938

(a) Avis Budget Car Rental, LLC, Term Loan B, (TSFR1M + 2.500%)

.663

07/16/32

1,729,063

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

2,391,514

CONSUMER SERVICES - 0.3%

1,440,235

(a) 101B.C. Unlimited Liability Company, Term Loan B6, (TSFR1M + 1.750%)

.913

09/23/30

1,437,232

1,943,891

(a) Hilton Domestic Operating Company, Inc., Term Loan B4, (TSFR1M + 1.750%)

.908

11/08/30

1,948,022

776,044

(a) KFC Holding Co., Term Loan B, (TSFR1M + 1.750%)

.000

03/15/28

779,925

1,401,534

(a) Wyndham Hotels & Resorts, Inc., Term Loan, (TSFR1M + 1.750%)

.913

05/28/30

1,407,792

TOTAL CONSUMER SERVICES

5,572,971

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.0%

730,720

(a) US Foods, Inc., Term Loan B, (TSFR1M + 1.750%)

.913

11/22/28

737,801

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

737,801

FINANCIAL SERVICES - 0.0%

696,543

(a) Trans Union, LLC, Term Loan B9, (TSFR1M + 1.750%)

.913

06/24/31

696,800

TOTAL FINANCIAL SERVICES

696,800

MEDIA & ENTERTAINMENT - 0.1%

993,307

(a) CSC Holdings, LLC, Term Loan B6, (TSFR1M + 4.500%)

.650

01/18/28

989,389

TOTAL MEDIA & ENTERTAINMENT

989,389

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 0.1%

98,046

(a) Avantor Funding, Inc., Term Loan, (TSFR1M + 2.000%)

.263

11/08/27

98,632

1,558,666

(a) Jazz Financing Lux S.a.r.l., First Lien Term Loan B, (TSFR1M + 2.250%)

.413

05/05/28

1,562,212

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

1,660,844

SOFTWARE & SERVICES - 0.1%

1,278,333

(a) Gen Digital Inc., Term Loan B, (TSFR1M + 1.750%)

.913

09/12/29

1,276,179

TOTAL SOFTWARE & SERVICES

1,276,179

TOTAL BANK LOAN OBLIGATIONS

(Cost $14,497,841)

14,577,600

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE BONDS - 33.9%

AUTOMOBILES & COMPONENTS - 2.1%

2,725,000

(b) Denso Corp

.239

09/16/26

2,649,258

2,200,000

(b) Ford Otomotiv Sanayi AS.

.125

04/25/29

2,252,228

11,000,000

General Motors Financial Co, Inc

.400

04/06/26

11,060,593

5,000,000

General Motors Financial Co, Inc

.400

05/08/27

5,084,768

850,000

General Motors Financial Co, Inc

.000

01/09/28

880,392

7,500,000

Toyota Motor Credit Corp

.550

08/07/26

7,539,911

10,000,000

Toyota Motor Credit Corp

.500

05/14/27

10,090,254

TOTAL AUTOMOBILES & COMPONENTS

39,557,404

BANKS - 13.6%

1,125,000

(b),(c)

Banco Bradesco S.A.

.500

01/22/30

1,186,875

2,855,000

(b) Banco do Brasil S.A.

.250

09/30/26

2,810,165

3,000,000

(b) Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand

.621

12/10/29

3,121,530

3,000,000

(b) Bank Leumi Le-Israel BM

.125

07/27/27

3,019,188

25,000,000

Bank of America Corp

.979

01/24/29

25,462,103

5,000,000

Bank of America Corp

.819

09/15/29

5,228,476

1,800,000

Barclays plc

.837

09/10/28

1,818,212

5,000,000

Barclays plc

.490

09/13/29

5,295,750

2,900,000

(b) Caixa Economica Federal

.625

05/13/30

2,939,585

7,250,000

CitiBank NA

.929

08/06/26

7,303,402

24,000,000

CitiBank NA

.576

05/29/27

24,212,346

5,000,000

CitiBank NA

.876

11/19/27

5,038,950

2,150,000

(b) Credit Agricole S.A.

.222

05/27/31

2,205,535

20,000,000

Goldman Sachs Bank USA

.283

03/18/27

20,090,682

Short Term Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 13.6%

(continued)

$

10,000,000

Goldman Sachs Bank USA

.414

%

05/21/27

$

10,076,765

14,450,000

HSBC Holdings plc

.130

11/19/28

14,707,596

1,600,000

(b) Itau Unibanco Holding S.A.

.000

02/27/30

1,661,920

10,000,000

JPMorgan Chase & Co

.581

04/22/30

10,444,866

3,000,000

JPMorgan Chase & Co

.995

07/22/30

3,077,230

10,000,000

JPMorgan Chase & Co

.603

10/22/30

10,116,917

10,000,000

JPMorgan Chase Bank NA

.110

12/08/26

10,125,831

5,000,000

Morgan Stanley Bank NA

.882

10/30/26

5,097,742

8,400,000

Morgan Stanley Bank NA

.504

05/26/28

8,585,133

5,000,000

Morgan Stanley Bank NA

.968

07/14/28

5,073,917

15,000,000

Morgan Stanley Private Bank NA

.466

07/06/28

15,084,113

4,275,000

(b),(c)

NatWest Markets plc

.416

05/17/27

4,368,204

11,200,000

PNC Bank NA

.543

05/13/27

11,217,385

10,000,000

Royal Bank of Canada

.650

01/27/26

10,005,687

4,000,000

(b) United Overseas Bank Ltd

.250

04/14/26

3,941,061

21,900,000

Wells Fargo Bank NA

.450

08/07/26

22,139,823

TOTAL BANKS

255,456,989

CAPITAL GOODS - 1.2%

10,000,000

Boeing Co

.196

02/04/26

9,924,264

10,000,000

Caterpillar Financial Services Corp

.350

05/15/26

10,028,891

3,000,000

(b) Embraer Netherlands Finance BV

.000

07/28/30

3,282,465

TOTAL CAPITAL GOODS

23,235,620

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.7%

2,700,000

O'Reilly Automotive, Inc

.750

11/20/26

2,746,545

10,000,000

Walmart, Inc

.100

04/28/27

10,068,009

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

12,814,554

ENERGY - 2.6%

5,000,000

BP Capital Markets America, Inc

.017

11/17/27

5,105,764

1,000,000

Ecopetrol S.A.

.625

11/02/31

896,927

4,125,000

Enbridge, Inc

.600

06/20/28

4,173,450

3,000,000

Energy Transfer LP

.250

07/01/29

3,087,035

2,275,000

Energy Transfer LP

.200

04/01/30

2,345,676

3,500,000

Enterprise Products Operating LLC

.050

01/10/26

3,507,008

2,991,000

Hess Corp

.300

04/01/27

3,000,877

3,600,000

(b) Pertamina Hulu Energi PT

.250

05/21/30

3,676,483

3,000,000

Petrobras Global Finance BV

.125

09/10/30

2,965,020

1,000,000

Petroleos Mexicanos

.350

02/12/28

995,739

1,000,000

Petroleos Mexicanos

.840

01/23/30

1,017,158

3,000,000

(b) Petronas Capital Ltd

.950

01/03/31

3,096,982

657,894

Reliance Industries Ltd

.444

01/15/26

654,241

2,000,000

(b) S.A. Global Sukuk Ltd

.125

09/17/30

1,971,649

2,275,000

South Bow USA Infrastructure Holdings LLC

.911

09/01/27

2,294,475

10,000,000

Williams Cos, Inc

.400

03/02/26

10,045,030

TOTAL ENERGY

48,833,514

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 1.8%

3,000,000

American Tower Corp

.250

07/15/28

3,085,381

3,000,000

Essex Portfolio LP

.700

03/01/28

2,830,237

5,000,000

GLP Capital LP

.750

06/01/28

5,138,650

3,000,000

Healthcare Realty Holdings LP

.750

07/01/27

2,976,746

4,800,000

Kite Realty Group LP

.000

10/01/26

4,787,047

13,365,000

(b) SBA Tower Trust

.884

01/15/26

13,263,609

2,500,000

(b) SBA Tower Trust

.631

11/15/26

2,427,006

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

34,508,676

FINANCIAL SERVICES - 1.8%

5,500,000

AerCap Ireland Capital DAC

.100

01/15/27

5,617,878

5,000,000

American Express Co

.351

07/20/29

5,029,500

3,000,000

American Express Co

.532

04/25/30

3,134,786

10,000,000

Morgan Stanley

.994

04/12/29

10,199,737

1,675,000

Morgan Stanley

.449

07/20/29

1,730,794

4,000,000

(b) Rocket Mortgage LLC

.875

10/15/26

3,918,116

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 1.8%

(continued)

$

5,000,000

State Street Corp

.272

%

08/03/26

$

5,047,374

TOTAL FINANCIAL SERVICES

34,678,185

FOOD, BEVERAGE & TOBACCO - 1.2%

3,000,000

(b) Bimbo Bakeries USA, Inc

.050

01/15/29

3,138,879

10,550,000

(b) Mars, Inc

.800

03/01/30

10,748,100

5,000,000

Philip Morris International, Inc

.125

04/28/28

5,008,960

3,000,000

Philip Morris International, Inc

.875

02/13/29

3,064,392

TOTAL FOOD, BEVERAGE & TOBACCO

21,960,331

HEALTH CARE EQUIPMENT & SERVICES - 0.9%

8,750,000

CVS Health Corp

.300

03/25/28

8,755,766

3,200,000

HCA, Inc

.200

06/01/28

3,277,260

5,000,000

UnitedHealth Group, Inc

.250

01/15/29

5,017,436

TOTAL HEALTH CARE EQUIPMENT & SERVICES

17,050,462

HOUSEHOLD & PERSONAL PRODUCTS - 0.3%

5,000,000

Unilever Capital Corp

.250

08/12/27

5,037,649

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

5,037,649

INSURANCE - 0.5%

5,000,000

Arthur J Gallagher & Co

.850

12/15/29

5,102,163

2,050,000

Brown & Brown, Inc

.700

06/23/28

2,069,572

2,500,000

(b) Principal Life Global Funding II

.875

01/12/26

2,474,562

TOTAL INSURANCE

9,646,297

MATERIALS - 0.6%

3,401,000

Amcor Finance USA, Inc

.625

04/28/26

3,384,914

2,200,000

AngloGold Ashanti Holdings plc

.375

11/01/28

2,128,340

1,200,000

(b) Freeport Indonesia PT

.763

04/14/27

1,202,496

2,000,000

(b) Kraton Corp

.000

07/15/27

2,030,261

1,000,000

(b) OCP S.A.

.100

04/30/30

1,047,490

660,000

(b) Orbia Advance Corp SAB de C.V.

.800

05/13/30

686,401

1,600,000

(b) POSCO

.750

01/17/28

1,650,971

TOTAL MATERIALS

12,130,873

MEDIA & ENTERTAINMENT - 0.4%

2,000,000

(b) CCO Holdings LLC

.125

05/01/27

1,986,569

6,000,000

Comcast Corp

.300

02/01/27

5,948,529

TOTAL MEDIA & ENTERTAINMENT

7,935,098

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.3%

5,000,000

AbbVie, Inc

.650

03/15/28

5,082,364

9,600,000

Amgen, Inc

.150

03/02/28

9,824,112

8,000,000

Pfizer Investment Enterprises Pte Ltd

.450

05/19/28

8,091,196

633,000

Teva Pharmaceutical Finance Netherlands III BV

.750

05/09/27

632,116

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

23,629,788

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.4%

1,800,000

Broadcom, Inc

.150

02/15/28

1,804,695

5,800,000

Broadcom, Inc

.050

07/12/29

5,974,498

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

7,779,193

SOFTWARE & SERVICES - 0.5%

5,000,000

Accenture Capital, Inc

.900

10/04/27

5,005,237

925,000

(b) Gen Digital, Inc

.750

09/30/27

939,177

3,100,000

Oracle Corp

.800

11/10/25

3,104,371

TOTAL SOFTWARE & SERVICES

9,048,785

TECHNOLOGY HARDWARE & EQUIPMENT - 0.2%

3,000,000

Amphenol Corp

.050

04/05/29

3,095,434

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

3,095,434

TELECOMMUNICATION SERVICES - 1.2%

5,500,000

AT&T, Inc

.700

03/25/26

5,435,292

2,650,000

(b) Sitios Latinoamerica SAB de C.V.

.000

11/25/29

2,754,145

8,000,000

T-Mobile USA, Inc

.750

04/15/27

7,952,439

2,000,000

(b) Turk Telekomunikasyon AS.

.375

05/20/29

2,069,897

5,500,000

Verizon Communications, Inc

.100

03/22/28

5,246,135

TOTAL TELECOMMUNICATION SERVICES

23,457,908

TRANSPORTATION - 0.3%

2,000,000

(b) Grupo Aeromexico SAB de C.V.

.250

11/15/29

1,997,300

Short Term Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION - 0.3%

(continued)

$

3,170,000

(b) Transnet SOC Ltd

.250

%

02/06/28

$

3,343,806

TOTAL TRANSPORTATION

5,341,106

UTILITIES - 2.3%

1,400,000

(b) Banco Nacional de Comercio Exterior SNC

.875

05/07/30

1,449,994

3,400,000

(b) Comision Federal de Electricidad

.700

01/24/30

3,451,000

829,285

Consumers 2023 Securitization Funding LLC

.550

03/01/28

839,869

2,675,000

DTE Electric Co

.250

05/14/27

2,688,334

5,000,000

DTE Energy Co

.200

04/01/30

5,152,024

5,000,000

Florida Power & Light Co

.400

05/15/28

5,056,354

2,500,000

(b) Israel Electric Corp Ltd

.250

08/14/28

2,463,220

1,575,000

NextEra Energy Capital Holdings, Inc

.900

02/28/28

1,602,548

3,000,000

NextEra Energy Capital Holdings, Inc

.900

03/15/29

3,068,425

5,000,000

Southern Co Gas Capital Corp

.050

09/15/28

4,994,622

6,218,393

Virginia Power Fuel Securitization LLC

.088

05/01/27

6,251,513

5,000,000

WEC Energy Group, Inc

.750

01/09/26

5,005,480

1,378,000

WEC Energy Group, Inc

.600

09/12/26

1,396,201

TOTAL UTILITIES

43,419,584

TOTAL CORPORATE BONDS

(Cost $630,429,858)

638,617,450

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 33.3%

AGENCY SECURITIES - 0.1%

765,000

Montefiore Medical Center

.152

10/20/26

754,391

526,316

Reliance Industries Ltd

.870

01/15/26

521,705

500,000

Reliance Industries Ltd

.060

01/15/26

495,804

TOTAL AGENCY SECURITIES

1,771,900

FOREIGN GOVERNMENT BONDS - 2.0%

2,500,000

Brazilian Government International Bond

.500

11/06/30

2,550,000

6,250,000

(b) Central American Bank for Economic Integration

.000

02/09/26

6,264,030

1,000,000

(b) Hungary Government International Bond

.125

05/22/28

1,043,793

2,800,000

(b) Magyar Export-Import Bank Zrt

.125

12/04/27

2,895,274

1,200,000

Mexico Government International Bond

.750

01/11/28

1,186,500

4,300,000

(b) Morocco Government International Bond

.375

12/15/27

4,120,968

3,575,000

(b) OPEC Fund for International Development

.500

01/26/26

3,577,144

4,625,000

Peruvian Government International Bond

.844

06/20/30

4,333,625

900,000

Philippine Government International Bond

.457

05/05/30

836,907

4,000,000

(b) Qatar Government International Bond

.000

03/14/29

4,014,357

1,000,000

(b) Romanian Government International Bond

.625

02/17/28

1,040,459

5,200,000

(b) Saudi Government International Bond

.250

10/26/26

5,146,806

TOTAL FOREIGN GOVERNMENT BONDS

37,009,863

MORTGAGE BACKED - 7.9%

10,094,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

03/25/42

10,376,672

6,170,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 4.650%)

.006

06/25/42

6,531,068

7,277,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.350%)

.706

01/25/43

7,603,690

9,091,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.550%)

.906

05/25/43

9,596,985

1,175,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.100%)

.456

06/25/43

1,222,003

460,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 2.700%)

.056

07/25/43

475,786

5,702

Deutsche Mortgage Securities, Inc Mortgage Loan Trust (Step Bond)

.940

07/25/34

5,699

49,580,628

(a) Fannie Mae REMICS, (SOFR30A + 1.400%)

.756

08/25/54

49,980,883

16,723,562

(a) Fannie Mae REMICS, (SOFR30A + 1.250%)

.606

10/25/54

16,745,845

20,000,000

(a),(b)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.350%)

.706

05/25/42

20,768,636

1,097,357

(a),(b)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.500%)

.856

06/25/42

1,161,444

1,805,000

(a),(b)

Freddie Mac STACR REMIC Trust, (SOFR30A + 4.000%)

.356

07/25/42

1,901,468

3,830,000

(a),(b)

Freddie Mac STACR REMIC Trust, (SOFR30A + 3.250%)

.598

04/25/43

4,013,363

4,963,492

Ginnie Mae I Pool

.000

05/15/31

4,645,703

14,955,492

Ginnie Mae I Pool

.730

07/15/37

12,783,087

43,294

(a) Impac CMB Trust, (TSFR1M + 0.774%)

.932

03/25/35

39,992

344,520

(a),(b)

New Residential Mortgage Loan Trust

.750

03/25/56

333,964

1,191,691

(a),(b)

New Residential Mortgage Loan Trust

.000

12/25/57

1,166,502

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE BACKED

(continued)

$

50,820

(a) Structured Adjustable Rate Mortgage Loan Trust, (TSFR1M + 0.484%)

.642

%

07/25/34

$

50,758

TOTAL MORTGAGE BACKED

149,403,548

OIL, GAS & CONSUMABLE FUELS - 0.2%

3,100,000

(b) Eagle Funding Luxco Sarl

.500

08/17/30

3,145,136

TOTAL OIL, GAS & CONSUMABLE FUELS

3,145,136

U.S. TREASURY SECURITIES - 23.1%

37,296,000

United States Treasury Note

.875

05/31/27

37,425,662

65,251,000

United States Treasury Note

.500

09/30/27

65,110,812

23,518,000

United States Treasury Note

.375

09/15/28

23,358,151

68,411,000

(d) United States Treasury Note

.875

04/30/30

68,843,913

62,628,000

United States Treasury Note

.875

07/31/30

63,004,746

91,532,000

United States Treasury Note

.625

09/30/30

91,067,190

13,611,100

United States Treasury Note/Bond

.000

10/31/25

13,597,968

47,312,100

United States Treasury Note/Bond

.625

05/15/26

47,247,231

16,050,000

United States Treasury Note/Bond

.500

06/30/27

15,204,240

11,000,000

United States Treasury Note/Bond

.375

10/31/28

10,278,984

TOTAL U.S. TREASURY SECURITIES

435,138,897

TOTAL GOVERNMENT BONDS

(Cost $625,849,071)

626,469,344

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 20.5%

ASSET BACKED - 10.0%

45,802

Aames Mortgage Trust (Step Bond), Series 2002 1

.396

06/25/32

45,234

3,650,694

(b) Alterna Funding III LLC, Series 2024 1A

.260

05/16/39

3,658,270

55,677

(b) Asset Backed Funding Corp NIM Trust, Series 2005 WMC1

.900

07/26/35

239,711

(a) Asset Backed Securities Corp Home Equity Loan Trust Series, (TSFR1M + 1.764%), Series

2002 HE1

.915

03/15/32

258,772

9,000,000

(b) Avis Budget Rental Car Funding AESOP LLC, Series 2024 1A

.360

06/20/30

9,308,146

1,896,788

(b) Capital Automotive REIT, Series 2021 1A

.440

08/15/51

1,834,287

2,086,359

(b) Capital Automotive REIT, Series 2021 1A

.920

08/15/51

2,021,015

7,000,000

CarMax Auto Owner Trust, Series 2021 3

.000

03/15/27

6,989,730

16,085,000

CarMax Auto Owner Trust, Series 2024 4

.600

10/15/29

16,241,663

Centex Home Equity, Series 2002 A

.540

01/25/32

34,164

(a) Centex Home Equity, (TSFR1M + 0.759%), Series 2004 B

.917

03/25/34

33,937

9,534,854

(b) CF Hippolyta LLC, Series 2020 1

.690

07/15/60

8,189,897

122,341

(a) Chase Funding Mortgage Loan Asset-Backed Certificates, Series 2004 2

.700

02/26/35

108,985

2,540,000

CNH Equipment Trust, Series 2021 B

.900

01/16/29

2,535,796

6,545,000

(b) DB Master Finance LLC, Series 2021 1A

.045

11/20/51

6,370,603

10,697,500

(b) Domino's Pizza Master Issuer LLC, Series 2021 1A

.662

04/25/51

10,112,961

831,897

(b) FNA VI LLC, Series 2021 1A

.350

01/10/32

781,040

3,100,000

Ford Credit Auto Owner Trust, Series 2024 D

.610

08/15/29

3,136,255

1,500,000

(b) Ford Credit Auto Owner Trust, Series 2021 1

.610

10/17/33

1,476,522

18,050,000

GM Financial Automobile Leasing Trust, Series 2024 2

.390

07/20/27

18,173,565

5,000,000

(a),(b)

Goldentree Loan Management US CLO 6 Ltd, (TSFR3M + 0.970%), Series 2019 6A

.295

04/20/35

4,980,525

2,915,000

(a),(b)

Gracie Point International Funding LLC, (SOFR90A + 1.700%), Series 2024 1A

.055

03/01/28

2,920,666

1,115,000

(a),(b)

Gracie Point International Funding LLC, (SOFR90A + 2.100%), Series 2024 1A

.455

03/01/28

1,116,802

3,949,213

(b) Hilton Grand Vacations Trust, Series 2024 2A

.500

03/25/38

4,027,526

242,683

IMC Home Equity Loan Trust (Step Bond), Series 1998 3

.432

08/20/29

241,620

7,213,572

(b) MVW LLC, Series 2025 1A

.970

09/22/42

7,298,962

7,756,273

(b) MVW LLC, Series 2024 1A

.320

02/20/43

7,916,047

1,471,864

(b) Navient Private Education Refi Loan Trust, Series 2021 A

.840

05/15/69

1,346,520

5,000,000

(a),(b)

Neuberger Berman Loan Advisers Clo 42 Ltd, (TSFR3M + 0.950%), Series 2021 42A

.268

07/16/36

5,001,305

4,250,000

(b) Onemain Financial Issuance Trust, Series 2025 1A

.820

07/14/38

4,292,143

542,525

(b) Oportun Issuance Trust, Series 2021 B

.960

05/08/31

532,176

8,425,000

(b) PFS Financing Corp, Series 2024 B

.950

02/15/29

8,524,223

9,630,000

(b) PFS Financing Corp, Series 2024 D

.340

04/15/29

9,808,142

5,050,000

(b) SCCU Auto Receivables Trust, Series 2024 1A

.110

06/15/29

5,090,759

4,908,185

SCE Recovery Funding LLC, Series 2021 A-1

.861

11/15/31

4,363,337

2,344,900

(b) ServiceMaster Funding LLC, Series 2020 1

.841

10/30/51

2,209,443

5,505,625

(b) SERVPRO Master Issuer LLC, Series 2021 1A

.394

04/25/51

5,187,353

500,620

(b) Sierra Timeshare Receivables Funding LLC, Series 2021 1A

.990

11/20/37

496,427

Short Term Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET BACKED

(continued)

$

12,615,300

(b) Taco Bell Funding LLC, Series 2021 1A

.946

%

08/25/51

$

12,182,739

4,000,000

(a),(b)

Thayer Park CLO Ltd, (TSFR3M + 1.302%), Series 2017 1A

.571

04/20/34

4,007,284

5,558,836

(b) Wendy's Funding LLC, Series 2021 1A

.370

06/15/51

5,162,440

TOTAL ASSET BACKED

187,983,570

OTHER MORTGAGE BACKED - 10.5%

2,000,000

(a),(b)

Arbor Realty Collateralized Loan Obligation Ltd, (TSFR1M + 1.925%), Series 2025 BTR1

.060

01/20/41

2,002,222

2,750,000

(a),(b)

ARDN Mortgage Trust, (TSFR1M + 1.750%), Series 2025 ARCP

.900

06/15/35

2,754,425

1,185,000

(a),(b)

ARES Commercial Mortgage Trust, (TSFR1M + 1.692%), Series 2024 IND

.012

07/15/41

1,189,610

2,500,000

(a),(b)

BAMLL Trust, (TSFR1M + 2.350%), Series 2025 ASHF

.501

02/15/42

2,516,294

4,119,000

(a),(b)

BBCMS Trust, (TSFR1M + 1.297%), Series 2018 CBM

.448

07/15/37

4,025,350

3,939,827

(b) BHG Securitization Trust, Series 2025 2CON

.840

09/17/36

3,968,469

5,692,964

(a),(b)

BLP Commercial Mortgage Trust, (TSFR1M + 1.342%), Series 2024 IND2

.492

03/15/41

5,709,440

2,502,500

(a),(b)

BX Commercial Mortgage Trust, (TSFR1M + 1.112%), Series 2021 XL2

.262

10/15/38

2,501,557

5,005,000

(a),(b)

BX Commercial Mortgage Trust, (TSFR1M + 1.312%), Series 2021 XL2

.462

10/15/38

5,002,059

3,066,511

(a),(b)

BX Commercial Mortgage Trust, (TSFR1M + 1.380%), Series 2025 BCAT

.730

08/15/42

3,073,794

3,490,000

(a),(b)

BX Trust, (TSFR1M + 1.394%), Series 2021 VIEW

.544

06/15/36

3,483,386

3,100,000

(a),(b)

BX Trust, (TSFR1M + 2.690%), Series 2023 DELC

.002

05/15/38

3,125,666

6,689,095

(a),(b)

BX Trust, (TSFR1M + 1.500%), Series 2025 LUNR

.650

06/15/40

6,711,606

1,000,000

(a),(b)

BX TRUST, (TSFR1M + 1.840%), Series 2022 AHP

.990

01/17/39

999,348

3,000,000

(b) COMM Mortgage Trust, Series 2022 HC

.376

01/10/39

2,828,570

1,280,024

(b) COMM Mortgage Trust, Series 2013 CR6

.397

03/10/46

1,247,759

4,512,127

COMM Mortgage Trust, Series 2014 CR17

.377

05/10/47

4,391,427

290,647

COMM Mortgage Trust, Series 2014 UBS3

.012

06/10/47

285,709

168,866

(a) COMM Mortgage Trust, Series 2015 LC21

.441

07/10/48

167,641

1,150,000

(a) COMM Mortgage Trust, Series 2015 CR24

.463

08/10/48

1,046,356

2,500,000

(a) COMM Mortgage Trust, Series 2015 CR26

.647

10/10/48

2,464,122

165,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.850%), Series 2022 R06

.206

05/25/42

171,776

1,123,816

(a),(b)

Connecticut Avenue Securities Trust, (SOFR + 3.600%), Series 2022 R08

.956

07/25/42

1,169,762

8,295,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 4.750%), Series 2022 R09

.106

09/25/42

8,845,415

3,079,418

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 2.400%), Series 2023 R01

.696

12/25/42

3,152,425

12,515,000

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 3.750%), Series 2023 R01

.106

12/25/42

13,155,062

9,074,131

(a),(b)

Connecticut Avenue Securities Trust, (SOFR30A + 1.450%), Series 2025 R03

.806

03/25/45

9,135,213

2,523,039

(b) CSMC OA LLC, Series 2014 USA

.304

09/15/37

2,329,475

1,106,624

(b) CSMC Trust, Series 2020 NQM1

.414

05/25/65

1,059,120

5,000,000

(a),(b)

DBSG Mortgage Trust, Series 2024 ALTA

.595

06/10/37

5,089,119

1,400,000

(a),(b)

DBWF Mortgage Trust, Series 2015 LCM

.535

06/10/34

1,351,469

2,612,233

(a),(b)

GS Mortgage-Backed Securities Corp Trust, Series 2020 PJ5

.000

03/27/51

2,254,799

4,300,000

(a),(b)

GSAT Trust, (TSFR1M + 1.500%), Series 2025 BMF

.650

07/15/40

4,306,450

5,000,000

(a),(b)

HYT Commercial Mortgage Trust, (TSFR1M + 1.841%), Series 2024 RGCY

.992

09/15/41

5,014,276

1,500,000

(a),(b)

IP Mortgage Trust, Series 2025 IP

.725

06/10/42

1,528,673

1,000,000

(a),(b)

JP Morgan Chase Commercial Mortgage Securities Trust, (TSFR1M + 2.064%), Series 2021

MHC

.215

04/15/38

1,001,668

565,815

(a),(b)

JP Morgan Chase Commercial Mortgage Securities Trust, Series 2011 C3

.013

02/15/46

551,487

2,300,000

JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016 JP3

.870

08/15/49

2,263,778

4,700,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2014 C23

.688

09/15/47

4,564,633

881,227

JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.106

08/15/48

872,776

1,200,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.709

08/15/48

1,138,767

5,000,000

(a) JPMBB Commercial Mortgage Securities Trust, Series 2015 C31

.709

08/15/48

3,955,475

2,000,000

(a) JPMCC Commercial Mortgage Securities Trust, Series 2017 JP5

.904

03/15/50

1,793,034

5,000,000

(a),(b)

KRE Commercial Mortgage Trust, (TSFR1M + 1.300%), Series 2025 AIP4

.450

03/15/42

5,000,395

1,422,047

(a),(b)

MCR Mortgage Trust, (TSFR1M + 1.758%), Series 2024 HTL

.909

02/15/37

1,423,970

4,900,000

(a),(b)

MILE Trust, (TSFR1M + 1.500%), Series 2025 STNE

.650

07/15/42

4,909,289

1,750,000

(b) MIRA Trust, Series 2023 MILE

.755

06/10/38

1,823,959

2,500,000

(b) MRCD Mortgage Trust, Series 2019 PARK

.718

12/15/36

1,862,550

2,500,000

(b) MRCD Mortgage Trust, Series 2019 PARK

.718

12/15/36

1,764,750

4,275,000

(a),(b)

MTN Commercial Mortgage Trust, (TSFR1M + 1.397%), Series 2022 LPFL

.557

03/15/39

4,275,772

6,000,000

(a),(b)

MTN Commercial Mortgage Trust, (TSFR1M + 1.896%), Series 2022 LPFL

.056

03/15/39

6,000,636

8,064,144

(a),(b)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 1.579%), Series 2019 MILE

.915

07/15/36

7,761,198

7,500,000

(a),(b)

Natixis Commercial Mortgage Securities Trust, (TSFR1M + 2.279%), Series 2019 MILE

.430

07/15/36

6,399,615

274,512

(b) Natixis Commercial Mortgage Securities Trust, Series 2020 2PAC

.966

12/15/38

264,676

2,000,000

(a),(b)

PKHL Commercial Mortgage Trust, (TSFR1M + 2.114%), Series 2021 MF

.265

07/15/38

1,376,930

4,000,000

Santander Drive Auto Receivables Trust, Series 2025 3

.380

01/15/30

4,024,067

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER MORTGAGE BACKED

(continued)

$

2,250,000

(a),(b)

SCG Trust, (TSFR1M + 1.500%), Series 2025 SNIP

.750

%

09/15/30

$

2,255,070

3,662,709

(a),(b)

SMR Mortgage Trust, (TSFR1M + 2.400%), Series 2022 IND

.550

02/15/39

3,668,636

6,096,642

(a),(b)

Verus Securitization Trust, Series 2021 7

.240

10/25/66

5,397,788

1,500,000

(a),(b)

Wells Fargo Commercial Mortgage Trust, Series 2024 1CHI

.484

07/15/35

1,514,464

1,500,000

(b) Wells Fargo Commercial Mortgage Trust, Series 2024 SVEN

.011

06/10/37

1,562,521

3,000,000

(a) WFRBS Commercial Mortgage Trust, Series 2013 C11

.146

03/15/45

2,891,025

TOTAL OTHER MORTGAGE BACKED

198,376,773

TOTAL STRUCTURED ASSETS

(Cost $394,362,073)

386,360,343

TOTAL LONG-TERM INVESTMENTS

(Cost $1,665,138,843)

1,666,024,737

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.0%

636,167

(e) State Street Navigator Securities Lending Government Money Market Portfolio

4.180 (f)

636,167

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $636,167)

636,167

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 10.1%

REPURCHASE AGREEMENT - 0.6%

11,240,000

(g) Fixed Income Clearing Corporation

.200

10/01/25

11,240,000

TOTAL REPURCHASE AGREEMENT

11,240,000

TREASURY DEBT - 9.5%

5,000,000

United States Treasury Bill

.000

10/16/25

4,991,554

5,000,000

United States Treasury Bill

.000

10/28/25

4,984,833

171,759,000

United States Treasury Note/Bond

.500

08/15/26

168,441,232

TOTAL TREASURY DEBT

178,417,619

TOTAL SHORT-TERM INVESTMENTS

(Cost $188,703,732)

189,657,619

TOTAL INVESTMENTS - 98.6%

(Cost $1,854,478,742)

1,856,318,523

OTHER ASSETS & LIABILITIES, NET - 1.4%

27,277,582

NET ASSETS - 100.0%

$

1,883,596,105

REIT

Real Estate Investment Trust

REMIC

Real Estate Mortgage Investment Conduit

SOFR

Secured Overnight Financing Rate

SOFR30A

30 Day Average Secured Overnight Financing Rate

SOFR90A

90 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

(a) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(b) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid and may be resold in transactions exempt from registration,

which are normally those transactions with qualified institutional buyers. As of the end of the reporting period, the aggregate value of these securities is $505,997,865 or 27.3% of Total

Investments.

(c) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $621,415.

(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, 4.200% dated 9/30/25 to be repurchased at $11,241,311 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

3.625% and maturity date 9/30/30, valued at $11,464,945.

Short Term Bond

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

Investments in Derivatives

Futures Contracts - Long

Description

Number of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S. Treasury 2-Year Note

798

12/31/25

$

165,992,197

$

166,301,953

$

309,756

Portfolio of Investments September 30, 2025

Short Term Bond Index

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 99.0%

CORPORATE BONDS - 24.4%

AUTOMOBILES & COMPONENTS - 1.0%

$

500,000

American Honda Finance Corp

.400

%

10/05/26

$

501,450

1,000,000

American Honda Finance Corp

.900

03/12/27

1,011,498

500,000

American Honda Finance Corp

.550

07/09/27

504,067

750,000

American Honda Finance Corp

.900

07/09/27

760,595

750,000

American Honda Finance Corp

.550

03/03/28

756,817

500,000

American Honda Finance Corp

.250

09/01/28

501,264

400,000

BorgWarner, Inc

.650

07/01/27

389,707

1,500,000

Ford Motor Credit Co LLC

.700

08/10/26

1,475,826

750,000

Ford Motor Credit Co LLC

.125

11/05/26

752,485

1,000,000

Ford Motor Credit Co LLC

.800

03/05/27

1,010,116

750,000

Ford Motor Credit Co LLC

.850

05/17/27

759,272

200,000

Ford Motor Credit Co LLC

.125

08/17/27

196,730

300,000

Ford Motor Credit Co LLC

.815

11/02/27

292,666

1,000,000

Ford Motor Credit Co LLC

.918

03/20/28

1,017,127

500,000

Ford Motor Credit Co LLC

.800

05/12/28

519,291

500,000

General Motors Co

.350

04/15/28

511,579

300,000

General Motors Financial Co, Inc

.000

04/09/27

302,749

1,000,000

General Motors Financial Co, Inc

.400

05/08/27

1,016,954

300,000

General Motors Financial Co, Inc

.000

07/15/27

303,632

2,000,000

General Motors Financial Co, Inc

.350

07/15/27

2,036,205

1,300,000

General Motors Financial Co, Inc

.050

04/04/28

1,320,898

1,000,000

Honda Motor Co Ltd

.436

07/08/28

1,005,727

1,000,000

Honeywell International, Inc

.650

07/30/27

1,011,862

200,000

Lear Corp

.800

09/15/27

198,576

500,000

Toyota Motor Corp

.186

06/30/27

502,953

350,000

Toyota Motor Credit Corp

.400

11/20/26

355,556

500,000

Toyota Motor Credit Corp

.600

01/08/27

504,378

1,250,000

Toyota Motor Credit Corp

.000

03/19/27

1,269,610

500,000

Toyota Motor Credit Corp

.500

05/14/27

504,513

1,300,000

Toyota Motor Credit Corp

.350

10/08/27

1,311,022

600,000

Toyota Motor Credit Corp

.625

01/12/28

608,662

1,000,000

Toyota Motor Credit Corp

.050

09/05/28

1,002,620

TOTAL AUTOMOBILES & COMPONENTS

24,216,407

BANKS - 7.7%

3,000,000

Asian Development Bank

.125

08/20/27

2,969,736

2,495,000

Asian Development Bank

.375

01/14/28

2,533,236

500,000

Australia & New Zealand Banking Group Ltd

.750

01/18/27

505,261

750,000

Australia & New Zealand Banking Group Ltd

.900

07/16/27

762,750

500,000

Australia & New Zealand Banking Group Ltd

.919

09/30/27

500,460

500,000

Australia & New Zealand Banking Group Ltd

.362

06/18/28

505,348

200,000

Banco Bilbao Vizcaya Argentaria S.A.

.138

09/14/28

206,812

600,000

Banco Santander S.A.

.294

08/18/27

611,457

400,000

Banco Santander S.A.

.527

11/07/27

409,804

1,000,000

Banco Santander S.A.

.552

03/14/28

1,018,062

800,000

Banco Santander S.A.

.175

03/24/28

798,804

200,000

Banco Santander S.A.

.379

04/12/28

200,506

1,400,000

Banco Santander S.A.

.365

07/15/28

1,428,370

600,000

Banco Santander S.A.

.588

08/08/28

623,283

1,000,000

Bank of ,NV Scotia

.400

06/04/27

1,022,867

500,000

Bank of ,NV Scotia

.404

09/08/28

502,597

500,000

Bank of ,NV Scotia

.932

02/14/29

508,425

1,250,000

Bank of America Corp

.824

01/20/28

1,244,186

750,000

Bank of America Corp

.551

02/04/28

734,536

750,000

Bank of America Corp

.705

04/24/28

745,162

1,500,000

Bank of America Corp

.376

04/27/28

1,505,406

1,250,000

Bank of America Corp

.948

07/22/28

1,267,995

2,000,000

Bank of America Corp

.204

11/10/28

2,084,198

2,000,000

Bank of America Corp

.419

12/20/28

1,969,486

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 7.7%

(continued)

$

2,000,000

Bank of America Corp

.979

%

01/24/29

$

2,036,968

4,500,000

Bank of America Corp

.623

05/09/29

4,555,751

500,000

Bank of Montreal

.266

12/11/26

506,646

500,000

Bank of Montreal

.650

03/08/27

490,717

750,000

(a) Bank of Montreal

.370

06/04/27

766,483

750,000

(a) Bank of Montreal

.004

01/27/29

764,603

1,250,000

Bank of New York Mellon

.729

04/20/29

1,270,532

1,000,000

Bank of Nova Scotia

.350

12/07/26

1,014,668

1,000,000

Barclays plc

.674

03/12/28

1,019,448

1,025,000

Barclays plc

.837

09/10/28

1,035,370

1,000,000

Barclays plc

.086

02/25/29

1,017,962

1,000,000

Barclays plc

.972

05/16/29

1,014,878

750,000

Barclays plc

.476

11/11/29

751,325

750,000

Canadian Imperial Bank of Commerce

.926

10/02/26

764,087

750,000

Canadian Imperial Bank of Commerce

.450

04/07/27

744,227

1,000,000

Canadian Imperial Bank of Commerce

.237

06/28/27

1,019,939

500,000

Canadian Imperial Bank of Commerce

.862

01/13/28

504,160

750,000

Canadian Imperial Bank of Commerce

.243

09/08/28

751,281

500,000

Canadian Imperial Bank of Commerce

.857

03/30/29

507,755

200,000

CIT Group, Inc

.125

03/09/28

207,509

2,500,000

CitiBank NA

.488

12/04/26

2,539,605

750,000

CitiBank NA

.576

05/29/27

756,636

3,000,000

CitiBank NA

.876

11/19/27

3,023,370

1,000,000

Citigroup, Inc

.450

09/29/27

1,004,070

1,500,000

Citigroup, Inc

.070

02/24/28

1,476,987

750,000

Citigroup, Inc

.643

05/07/28

755,187

1,500,000

Citigroup, Inc

.668

07/24/28

1,486,765

2,750,000

Citigroup, Inc

.786

03/04/29

2,785,421

500,000

Citizens Bank NA

.575

08/09/28

502,917

750,000

Commonwealth Bank of Australia

.423

03/14/28

758,870

1,500,000

Cooperatieve Rabobank UA

.041

03/05/27

1,523,613

500,000

Cooperatieve Rabobank UA

.372

05/27/27

503,589

500,000

Cooperatieve Rabobank UA

.883

01/21/28

511,152

750,000

Credit Suisse AG.

.000

07/09/27

762,620

1,100,000

Credit Suisse AG.

.500

02/15/28

1,184,319

1,000,000

Deutsche Bank AG.

.706

02/08/28

1,018,168

1,300,000

Deutsche Bank AG.

.373

01/10/29

1,327,946

250,000

Deutsche Bank AG/New York NY

.875

12/01/32

249,873

700,000

Fifth Third Bancorp

.361

10/27/28

729,917

1,000,000

Fifth Third Bancorp

.339

07/27/29

1,053,665

500,000

Fifth Third Bank NA

.250

02/01/27

487,734

500,000

Fifth Third Bank NA

.967

01/28/28

505,048

750,000

HSBC Holdings plc

.041

03/13/28

747,908

1,500,000

HSBC Holdings plc

.597

05/17/28

1,531,501

1,200,000

HSBC Holdings plc

.755

06/09/28

1,210,002

700,000

HSBC Holdings plc

.013

09/22/28

670,616

1,050,000

HSBC Holdings plc

.130

11/19/28

1,068,718

1,500,000

HSBC Holdings plc

.899

03/03/29

1,521,781

1,000,000

HSBC Holdings plc

.206

08/17/29

943,939

1,500,000

HSBC USA, Inc

.294

03/04/27

1,525,386

1,250,000

HSBC USA, Inc

.650

06/03/28

1,267,676

750,000

Huntington Bancshares, Inc

.208

08/21/29

789,328

1,000,000

Huntington National Bank

.871

04/12/28

1,010,635

500,000

ING Groep NV

.950

03/29/27

497,899

500,000

ING Groep NV

.017

03/28/28

498,510

1,000,000

ING Groep NV

.858

03/25/29

1,013,256

2,000,000

JPMorgan Chase & Co

.070

10/22/27

2,039,769

3,000,000

JPMorgan Chase & Co

.040

01/23/28

3,034,026

2,700,000

JPMorgan Chase & Co

.571

04/22/28

2,758,971

500,000

JPMorgan Chase & Co

.323

04/26/28

501,235

750,000

JPMorgan Chase & Co

.182

06/01/28

726,979

1,500,000

JPMorgan Chase & Co

.979

07/22/28

1,522,852

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 7.7%

(continued)

$

2,000,000

JPMorgan Chase & Co

.505

%

10/22/28

$

2,017,088

2,000,000

JPMorgan Chase & Co

.915

01/24/29

2,036,058

1,500,000

JPMorgan Chase & Co

.005

04/23/29

1,496,248

1,500,000

JPMorgan Chase & Co

.299

07/24/29

1,545,496

1,000,000

JPMorgan Chase Bank NA

.110

12/08/26

1,012,583

900,000

KeyBank NA

.850

11/15/27

928,515

350,000

KeyCorp

.100

04/30/28

349,506

1,500,000

Kreditanstalt fuer Wiederaufbau

.625

08/07/26

1,509,774

2,010,000

Kreditanstalt fuer Wiederaufbau

.000

06/28/27

2,021,096

1,425,000

Kreditanstalt fuer Wiederaufbau

.500

08/27/27

1,420,679

4,715,000

Kreditanstalt fuer Wiederaufbau

.875

05/15/28

4,741,479

1,000,000

Kreditanstalt fuer Wiederaufbau

.500

08/09/28

996,056

650,000

Kreditanstalt fuer Wiederaufbau

.000

03/15/29

656,573

800,000

Lloyds Banking Group plc

.462

01/05/28

811,920

1,500,000

Lloyds Banking Group plc

.087

11/26/28

1,526,711

800,000

Lloyds Banking Group plc

.871

03/06/29

829,821

1,000,000

Lloyds Banking Group plc

.818

06/13/29

1,013,959

1,000,000

M&T Bank Corp

.833

01/16/29

1,012,383

750,000

Manufacturers & Traders Trust Co

.762

07/06/28

757,225

750,000

Mitsubishi UFJ Financial Group, Inc

.640

10/13/27

730,436

500,000

Mitsubishi UFJ Financial Group, Inc

.341

01/19/28

488,421

700,000

Mitsubishi UFJ Financial Group, Inc

.961

03/02/28

699,343

500,000

Mitsubishi UFJ Financial Group, Inc

.080

04/19/28

499,463

1,250,000

Mitsubishi UFJ Financial Group, Inc

.017

07/20/28

1,268,815

1,000,000

Mitsubishi UFJ Financial Group, Inc

.354

09/13/28

1,022,215

500,000

Mizuho Financial Group, Inc

.663

02/28/27

497,292

1,000,000

Mizuho Financial Group, Inc

.414

09/13/28

1,024,142

600,000

Mizuho Financial Group, Inc

.667

05/27/29

622,443

500,000

Mizuho Financial Group, Inc

.778

07/06/29

521,063

1,000,000

Morgan Stanley Bank NA

.882

10/30/26

1,019,548

2,000,000

Morgan Stanley Bank NA

.447

10/15/27

2,004,781

1,500,000

Morgan Stanley Bank NA

.952

01/14/28

1,514,786

850,000

Morgan Stanley Bank NA

.504

05/26/28

868,734

1,000,000

Morgan Stanley Bank NA

.968

07/14/28

1,014,783

1,000,000

Morgan Stanley Bank NA

.016

01/12/29

1,017,914

3,000,000

Morgan Stanley Private Bank NA

.466

07/06/28

3,016,823

1,000,000

National Australia Bank Ltd

.087

06/11/27

1,019,339

1,000,000

National Australia Bank Ltd

.500

10/26/27

1,011,413

1,250,000

National Australia Bank Ltd

.308

06/13/28

1,261,334

500,000

National Bank of Canada

.950

02/01/28

505,563

1,000,000

NatWest Group plc

.583

03/01/28

1,018,567

500,000

NatWest Group plc

.516

09/30/28

512,418

800,000

NatWest Group plc

.892

05/18/29

812,571

750,000

Nordic Investment Bank

.375

03/14/28

761,793

1,320,000

Nordic Investment Bank

.750

08/28/28

1,323,225

750,000

PNC Bank NA

.429

07/21/28

753,797

500,000

PNC Financial Services Group, Inc

.615

10/20/27

512,224

1,000,000

PNC Financial Services Group, Inc

.300

01/21/28

1,014,822

1,100,000

PNC Financial Services Group, Inc

.354

12/02/28

1,128,157

1,000,000

PNC Financial Services Group, Inc

.582

06/12/29

1,036,232

400,000

Royal Bank of Canada

.400

11/02/26

389,288

1,250,000

Royal Bank of Canada

.875

01/19/27

1,264,432

500,000

Royal Bank of Canada

.240

08/03/27

502,882

500,000

Royal Bank of Canada

.510

10/18/27

501,699

500,000

Royal Bank of Canada

.715

03/27/28

504,842

500,000

Royal Bank of Canada

.522

10/18/28

504,137

1,000,000

Royal Bank of Canada

.965

01/24/29

1,017,160

500,000

Royal Bank of Canada

.498

08/06/29

503,889

150,000

Santander Holdings USA, Inc

.244

10/05/26

148,521

500,000

Santander Holdings USA, Inc

.490

01/06/28

487,881

1,000,000

Santander Holdings USA, Inc

.473

03/20/29

1,019,056

500,000

Santander UK Group Holdings plc

.469

01/11/28

488,359

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS - 7.7%

(continued)

$

750,000

Santander UK Group Holdings plc

.534

%

01/10/29

$

784,965

500,000

Santander UK Group Holdings plc

.320

09/22/29

498,608

250,000

Standard Chartered Bank

.853

12/03/27

254,514

500,000

State Street Corp

.330

10/22/27

504,568

1,000,000

State Street Corp

.536

02/28/28

1,012,826

750,000

State Street Corp

.543

04/24/28

756,208

500,000

Sumitomo Mitsui Financial Group, Inc

.446

01/11/27

496,269

500,000

Sumitomo Mitsui Financial Group, Inc

.174

01/14/27

488,487

1,500,000

Sumitomo Mitsui Financial Group, Inc

.520

01/13/28

1,547,533

500,000

Sumitomo Mitsui Financial Group, Inc

.544

01/17/28

494,664

250,000

Synovus Bank

.625

02/15/28

255,239

775,000

Toronto-Dominion Bank

.264

12/11/26

785,583

500,000

Toronto-Dominion Bank

.568

12/17/26

502,677

1,000,000

Toronto-Dominion Bank

.980

04/05/27

1,014,212

1,000,000

Toronto-Dominion Bank

.693

09/15/27

1,012,921

750,000

Toronto-Dominion Bank

.861

01/31/28

763,108

750,000

Toronto-Dominion Bank

.574

06/02/28

759,771

500,000

Truist Bank

.420

07/24/28

502,133

500,000

Truist Financial Corp

.123

06/06/28

500,250

800,000

Truist Financial Corp

.873

01/26/29

812,036

1,500,000

US Bancorp

.787

10/26/27

1,540,187

1,200,000

US Bancorp

.548

07/22/28

1,209,086

1,250,000

US Bancorp

.653

02/01/29

1,263,828

750,000

US Bancorp

.775

06/12/29

780,544

1,000,000

Wells Fargo & Co

.000

10/23/26

989,836

2,000,000

Wells Fargo & Co

.900

01/24/28

2,018,391

1,000,000

Wells Fargo & Co

.526

03/24/28

991,075

1,500,000

Wells Fargo & Co

.707

04/22/28

1,534,852

2,750,000

Wells Fargo & Co

.584

05/22/28

2,725,184

1,000,000

Wells Fargo & Co

.393

06/02/28

972,105

1,500,000

Wells Fargo & Co

.970

04/23/29

1,528,562

1,500,000

Wells Fargo & Co

.574

07/25/29

1,554,528

750,000

Wells Fargo & Co

.078

09/15/29

747,661

1,000,000

Wells Fargo Bank NA

.254

12/11/26

1,014,369

1,000,000

Westpac Banking Corp

.600

10/20/26

1,006,733

300,000

Westpac Banking Corp

.043

08/26/27

301,211

250,000

Westpac Banking Corp

.457

11/18/27

257,998

500,000

Westpac Banking Corp

.322

11/23/31

498,543

TOTAL BANKS

194,430,553

CAPITAL GOODS - 1.3%

350,000

3M Co

.875

10/15/27

342,923

750,000

AGCO Corp

.450

03/21/27

760,854

300,000

Air Lease Corp

.200

01/15/27

291,817

600,000

Air Lease Corp

.300

02/01/28

610,839

500,000

Boeing Co

.700

02/01/27

489,809

400,000

Boeing Co

.250

02/01/28

390,687

250,000

Carlisle Cos, Inc

.750

12/01/27

248,076

700,000

Carrier Global Corp

.493

02/15/27

685,130

500,000

Caterpillar Financial Services Corp

.500

01/07/27

503,748

300,000

Caterpillar Financial Services Corp

.500

01/08/27

302,323

1,000,000

Caterpillar Financial Services Corp

.000

05/14/27

1,017,352

1,000,000

Caterpillar Financial Services Corp

.400

10/15/27

1,010,887

750,000

Caterpillar Financial Services Corp

.600

11/15/27

761,216

1,000,000

Caterpillar Financial Services Corp

.400

03/03/28

1,010,602

500,000

Caterpillar Financial Services Corp

.100

08/15/28

502,244

500,000

CNH Industrial Capital LLC

.500

10/08/27

502,988

500,000

CNH Industrial Capital LLC

.750

03/21/28

505,574

200,000

CNH Industrial NV

.850

11/15/27

198,999

500,000

Cummins, Inc

.250

05/09/28

503,753

400,000

Eaton Corp

.350

05/18/28

404,587

500,000

Emerson Electric Co

.875

10/15/26

484,727

200,000

GATX Corp

.250

09/15/26

198,447

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS - 1.3%

(continued)

$

1,000,000

GATX Corp

.400

%

03/15/27

$

1,014,471

400,000

General Dynamics Corp

.500

04/01/27

398,241

600,000

Honeywell International, Inc

.100

03/01/27

576,308

400,000

Howmet Aerospace, Inc

.900

02/01/27

409,311

300,000

Hubbell, Inc

.500

02/15/28

295,872

250,000

Huntington Ingalls Industries, Inc

.483

12/01/27

246,005

300,000

Illinois Tool Works, Inc

.650

11/15/26

295,925

750,000

Ingersoll Rand, Inc

.197

06/15/27

762,536

500,000

John Deere Capital Corp

.500

01/08/27

503,942

750,000

John Deere Capital Corp

.850

03/05/27

759,825

1,000,000

John Deere Capital Corp

.900

06/11/27

1,016,335

750,000

John Deere Capital Corp

.200

07/15/27

754,915

500,000

John Deere Capital Corp

.650

01/07/28

508,171

250,000

John Deere Capital Corp

.750

01/20/28

254,792

750,000

John Deere Capital Corp

.250

06/05/28

756,192

800,000

L3Harris Technologies, Inc

.400

01/15/27

813,124

500,000

Lockheed Martin Corp

.450

05/15/28

505,609

1,000,000

Lockheed Martin Corp

.150

08/15/28

1,006,237

350,000

Masco Corp

.500

02/15/28

329,193

250,000

Northrop Grumman Corp

.200

02/01/27

247,339

800,000

Northrop Grumman Corp

.250

01/15/28

786,757

200,000

nVent Finance Sarl

.550

04/15/28

200,728

200,000

Otis Worldwide Corp

.293

04/05/27

195,070

125,000

Owens Corning

.500

06/15/27

127,699

500,000

PACCAR Financial Corp

.200

11/09/26

506,889

300,000

PACCAR Financial Corp

.500

11/25/26

302,325

750,000

PACCAR Financial Corp

.000

05/13/27

763,344

500,000

PACCAR Financial Corp

.250

06/23/27

503,349

200,000

PACCAR Financial Corp

.450

08/06/27

202,295

500,000

PACCAR Financial Corp

.550

03/03/28

506,949

300,000

Parker-Hannifin Corp

.250

03/01/27

296,780

400,000

Parker-Hannifin Corp

.250

09/15/27

401,843

300,000

Quanta Services, Inc

.750

08/09/27

303,425

500,000

Quanta Services, Inc

.300

08/09/28

502,359

1,000,000

Raytheon Technologies Corp

.750

11/08/26

1,016,496

500,000

Raytheon Technologies Corp

.125

05/04/27

492,796

200,000

Raytheon Technologies Corp

.200

08/15/27

211,184

400,000

Regal Rexnord Corp

.050

04/15/28

413,773

725,000

Roper Technologies, Inc

.250

09/15/28

728,387

175,000

Stanley Black & Decker, Inc

.000

03/06/28

181,840

200,000

Textron, Inc

.650

03/15/27

198,000

300,000

Westinghouse Air Brake Technologies Corp

.450

11/15/26

297,396

200,000

Xylem, Inc

.250

11/01/26

197,915

200,000

Xylem, Inc

.950

01/30/28

190,521

TOTAL CAPITAL GOODS

32,710,045

COMMERCIAL & PROFESSIONAL SERVICES - 0.6%

300,000

CDW LLC

.250

04/01/28

298,290

500,000

Cintas Corp No 2

.200

05/01/28

502,145

500,000

Concentrix Corp

.650

08/02/26

507,431

750,000

Corp Andina de Fomento

.125

01/07/28

751,480

135,000

Corp Andina de Fomento

.125

06/30/28

135,464

1,000,000

Council Of Europe Development Bank

.625

05/08/28

998,433

250,000

Equifax, Inc

.100

12/15/27

254,588

350,000

Equifax, Inc

.100

06/01/28

357,805

2,460,000

European Investment Bank

.875

06/15/28

2,473,621

595,000

International Bank for Reconstruction & Development

.000

08/27/26

595,646

500,000

International Bank for Reconstruction & Development

.125

06/15/27

495,256

750,000

International Bank for Reconstruction & Development

.375

04/20/28

708,468

2,822,000

International Bank for Reconstruction & Development

.625

05/05/28

2,819,574

1,000,000

Mastercard, Inc

.100

01/15/28

1,005,298

1,000,000

Mastercard, Inc

.550

03/15/28

1,016,169

300,000

Republic Services, Inc

.950

05/15/28

300,075

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL & PROFESSIONAL SERVICES - 0.6%

(continued)

$

1,000,000

Waste Management, Inc

.950

%

07/03/27

$

1,017,413

500,000

Waste Management, Inc

.500

03/15/28

506,030

TOTAL COMMERCIAL & PROFESSIONAL SERVICES

14,743,186

CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL - 0.5%

950,000

Alibaba Group Holding Ltd

.400

12/06/27

938,385

500,000

Amazon.com, Inc

.300

04/13/27

496,337

1,500,000

Amazon.com, Inc

.200

06/03/27

1,438,602

100,000

AutoNation, Inc

.800

11/15/27

98,963

200,000

AutoZone, Inc

.500

02/01/28

201,762

500,000

Chevron USA, Inc

.950

08/13/27

502,109

500,000

Chevron USA, Inc

.050

08/13/28

502,502

350,000

eBay, Inc

.950

11/22/27

363,615

750,000

Home Depot, Inc

.950

09/30/26

757,787

200,000

Home Depot, Inc

.875

04/15/27

197,134

1,000,000

Home Depot, Inc

.875

06/25/27

1,016,551

400,000

Home Depot, Inc

.800

09/14/27

392,414

750,000

Home Depot, Inc

.750

09/15/28

747,293

350,000

LKQ Corp

.750

06/15/28

361,760

400,000

Lowe's Cos, Inc

.350

04/01/27

396,090

500,000

Lowe's Cos, Inc

.100

05/03/27

492,726

500,000

Lowe's Cos, Inc

.950

10/15/27

499,672

300,000

Lowe's Cos, Inc

.300

04/15/28

280,424

750,000

Lowe's Cos, Inc

.000

10/15/28

748,278

350,000

O'Reilly Automotive, Inc

.750

11/20/26

356,034

300,000

O'Reilly Automotive, Inc

.600

09/01/27

297,327

1,500,000

Walmart, Inc

.100

04/28/27

1,510,201

TOTAL CONSUMER DISCRETIONARY DISTRIBUTION & RETAIL

12,595,966

CONSUMER DURABLES & APPAREL - 0.1%

200,000

DR Horton, Inc

.300

10/15/26

194,439

200,000

DR Horton, Inc

.400

10/15/27

189,746

200,000

Hasbro, Inc

.550

11/19/26

198,292

225,000

Hasbro, Inc

.500

09/15/27

221,876

200,000

Leggett & Platt, Inc

.500

11/15/27

195,988

500,000

Lennar Corp

.750

11/29/27

504,735

750,000

NIKE, Inc

.750

03/27/27

738,330

128,000

PulteGroup, Inc

.000

01/15/27

129,117

150,000

Tapestry, Inc

.125

07/15/27

149,864

200,000

Toll Brothers Finance Corp

.875

03/15/27

201,460

100,000

Toll Brothers Finance Corp

.350

02/15/28

100,295

TOTAL CONSUMER DURABLES & APPAREL

2,824,142

CONSUMER SERVICES - 0.3%

200,000

Booking Holdings, Inc

.550

03/15/28

197,870

750,000

Darden Restaurants, Inc

.350

10/15/27

752,873

500,000

Expedia Group, Inc

.625

08/01/27

503,395

200,000

Expedia Group, Inc

.800

02/15/28

198,267

500,000

Hyatt Hotels Corp

.750

01/30/27

509,415

125,000

Hyatt Hotels Corp

.050

03/30/28

127,029

500,000

Las Vegas Sands Corp

.900

06/01/27

510,106

500,000

Las Vegas Sands Corp

.625

06/15/28

511,175

500,000

Marriott International, Inc

.200

07/15/27

501,548

350,000

Marriott International, Inc

.000

10/15/27

356,091

300,000

McDonald's Corp

.500

03/01/27

298,095

700,000

McDonald's Corp

.500

07/01/27

694,524

200,000

McDonald's Corp

.800

04/01/28

199,133

300,000

Royal Caribbean Cruises Ltd

.700

03/15/28

295,196

500,000

Sands China Ltd

.300

03/08/27

485,570

500,000

Sands China Ltd

.900

08/08/28

511,551

750,000

Starbucks Corp

.850

02/08/27

757,373

200,000

Starbucks Corp

.500

03/01/28

197,462

TOTAL CONSUMER SERVICES

7,606,673

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.2%

800,000

Costco Wholesale Corp

.375

06/20/27

768,550

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER STAPLES DISTRIBUTION & RETAIL - 0.2%

(continued)

$

325,000

Dollar General Corp

.125

%

05/01/28

$

323,617

500,000

Dollar Tree, Inc

.200

05/15/28

498,675

100,000

Kroger Co

.650

10/15/26

98,607

300,000

Kroger Co

.700

08/01/27

298,430

500,000

Starbucks Corp

.500

05/15/28

504,918

100,000

SYSCO Corp

.250

07/15/27

98,633

800,000

Target Corp

.950

01/15/27

781,013

500,000

Target Corp

.350

06/15/28

504,973

TOTAL CONSUMER STAPLES DISTRIBUTION & RETAIL

3,877,416

ENERGY - 1.1%

250,000

Baker Hughes Holdings LLC

.061

12/15/26

244,039

400,000

Baker Hughes Holdings LLC

.337

12/15/27

394,320

450,000

BP Capital Markets America, Inc

.543

04/06/27

446,997

1,150,000

BP Capital Markets America, Inc

.017

11/17/27

1,174,326

200,000

BP Capital Markets plc

.279

09/19/27

197,528

500,000

Canadian Natural Resources Ltd

.850

06/01/27

496,691

400,000

Cheniere Corpus Christi Holdings LLC

.125

06/30/27

404,365

200,000

Chevron Corp

.995

05/11/27

194,391

1,000,000

Chevron USA, Inc

.405

02/26/27

1,008,428

300,000

Chevron USA, Inc

.018

08/12/27

285,453

1,000,000

Chevron USA, Inc

.475

02/26/28

1,013,956

400,000

Continental Resources, Inc

.375

01/15/28

397,468

250,000

Coterra Energy, Inc

.900

05/15/27

248,358

1,000,000

Diamondback Energy, Inc

.200

04/18/27

1,014,355

1,000,000

Enbridge, Inc

.900

11/15/26

1,017,497

300,000

Enbridge, Inc

.250

04/05/27

304,537

150,000

Enbridge, Inc

.700

07/15/27

148,771

300,000

Enbridge, Inc

.600

06/20/28

303,524

500,000

Energy Transfer LP

.050

12/01/26

509,318

350,000

Energy Transfer LP

.400

03/15/27

351,188

800,000

Energy Transfer LP

.550

02/15/28

823,476

500,000

Energy Transfer Operating LP

.500

06/01/27

508,670

200,000

Eni USA, Inc

.300

11/15/27

212,219

500,000

Enterprise Products Operating LLC

.600

01/11/27

503,600

750,000

Enterprise Products Operating LLC

.300

06/20/28

755,748

500,000

Enterprise Products Operating LLC

.250

08/16/77

499,462

100,000

Enterprise Products Operating LLC

.375

02/15/78

99,316

500,000

EOG Resources, Inc

.400

07/15/28

504,592

336,000

EQT Corp

.900

10/01/27

333,842

500,000

EQT Corp

.700

04/01/28

516,810

775,000

Equinor ASA

.750

01/22/26

769,256

750,000

Equinor ASA

.250

06/02/28

755,243

500,000

(b) Equitable America Global Funding

.950

09/15/27

499,117

500,000

Helmerich & Payne, Inc

.650

12/01/27

502,139

350,000

Hess Corp

.300

04/01/27

351,156

400,000

Kinder Morgan, Inc

.750

11/15/26

389,586

350,000

Kinder Morgan, Inc

.300

03/01/28

351,507

250,000

Marathon Petroleum Corp

.125

12/15/26

252,224

300,000

Marathon Petroleum Corp

.800

04/01/28

297,069

650,000

MPLX LP

.125

03/01/27

649,085

550,000

MPLX LP

.000

03/15/28

547,440

1,000,000

Occidental Petroleum Corp

.000

08/01/27

1,010,470

500,000

ONEOK, Inc

.550

11/01/26

506,333

500,000

ONEOK, Inc

.250

09/24/27

500,541

300,000

Ovintiv, Inc

.650

05/15/28

308,972

200,000

Patterson-UTI Energy, Inc

.950

02/01/28

195,356

700,000

Phillips 66

.900

03/15/28

696,196

100,000

Phillips 66 Co

.950

12/01/27

101,652

300,000

Plains All American Pipeline LP

.500

12/15/26

300,517

600,000

Sabine Pass Liquefaction LLC

.000

03/15/27

603,628

500,000

Sabine Pass Liquefaction LLC

.200

03/15/28

499,464

154,000

Solventum Corp

.450

02/25/27

156,499

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY - 1.1%

(continued)

$

350,000

South Bow USA Infrastructure Holdings LLC

.911

%

09/01/27

$

352,996

250,000

Sunoco Logistics Partners Operations LP

.000

10/01/27

249,110

500,000

Targa Resources Corp

.200

07/01/27

507,879

200,000

TC PipeLines LP

.900

05/25/27

198,850

600,000

TransCanada PipeLines Ltd

.250

05/15/28

600,280

350,000

Valero Energy Partners LP

.500

03/15/28

352,727

800,000

Williams Cos, Inc

.750

06/15/27

794,568

750,000

Woodside Finance Ltd

.900

05/19/28

759,323

TOTAL ENERGY

28,972,428

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.8%

200,000

Alexandria Real Estate Equities, Inc

.950

01/15/28

198,835

300,000

American Homes 4 Rent LP

.250

02/15/28

299,271

500,000

American Tower Corp

.375

10/15/26

496,345

400,000

American Tower Corp

.125

01/15/27

394,455

200,000

American Tower Corp

.650

03/15/27

198,513

500,000

American Tower Corp

.550

07/15/27

495,184

600,000

American Tower Corp

.500

01/31/28

565,052

200,000

AvalonBay Communities, Inc

.900

10/15/26

197,918

200,000

AvalonBay Communities, Inc

.200

01/15/28

196,362

500,000

Boston Properties LP

.750

12/01/27

524,452

100,000

Brixmor Operating Partnership LP

.900

03/15/27

99,548

150,000

Brixmor Operating Partnership LP

.250

04/01/28

142,860

500,000

Camden Property Trust

.850

11/03/26

508,900

800,000

Crown Castle, Inc

.900

03/15/27

784,579

200,000

Crown Castle, Inc

.000

01/11/28

202,810

600,000

Crown Castle, Inc

.800

02/15/28

593,037

350,000

Digital Realty Trust LP

.700

08/15/27

347,490

350,000

Digital Realty Trust LP

.550

01/15/28

360,267

100,000

EPR Properties

.750

12/15/26

100,237

400,000

EPR Properties

.950

04/15/28

403,094

200,000

Equinix, Inc

.800

07/15/27

192,026

300,000

Equinix, Inc

.550

03/15/28

282,047

100,000

ERP Operating LP

.850

11/01/26

98,730

350,000

ERP Operating LP

.500

03/01/28

345,853

350,000

Essex Portfolio LP

.625

05/01/27

347,529

500,000

Extra Space Storage LP

.700

04/01/28

516,406

150,000

Federal Realty OP LP

.250

07/15/27

147,556

200,000

Federal Realty OP LP

.375

05/01/28

205,290

300,000

Healthcare Realty Holdings LP

.750

07/01/27

297,675

250,000

Healthpeak OP LLC

.350

02/01/27

240,639

100,000

Highwoods Realty LP

.875

03/01/27

98,991

150,000

Highwoods Realty LP

.125

03/15/28

148,335

300,000

Kimco Realty OP LLC

.800

10/01/26

295,968

200,000

Kimco Realty OP LLC

.900

03/01/28

190,234

200,000

Kite Realty Group LP

.000

10/01/26

199,460

350,000

Mid-America Apartments LP

.600

06/01/27

347,505

250,000

National Retail Properties, Inc

.600

12/15/26

248,423

200,000

OMEGA Healthcare Investors, Inc

.500

04/01/27

200,556

250,000

OMEGA Healthcare Investors, Inc

.750

01/15/28

252,077

150,000

Prologis LP

.250

10/01/26

148,873

500,000

Prologis LP

.125

04/15/27

486,176

650,000

Public Storage

.500

11/09/26

632,909

150,000

Public Storage

.850

05/01/28

142,243

300,000

Realty Income Corp

.000

01/15/27

295,774

300,000

Realty Income Corp

.950

08/15/27

299,700

650,000

Realty Income Corp

.400

01/15/28

640,718

500,000

(c) Realty Income Corp

.950

02/01/29

497,522

200,000

Regency Centers LP

.600

02/01/27

198,600

500,000

Simon Property Group LP

.375

01/15/27

483,465

500,000

Simon Property Group LP

.375

06/15/27

494,818

100,000

Simon Property Group LP

.375

12/01/27

98,747

300,000

Simon Property Group LP

.750

02/01/28

285,018

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.8%

(continued)

$

200,000

Tanger Properties LP

.875

%

07/15/27

$

198,218

200,000

UDR, Inc

.500

01/15/28

196,988

150,000

Ventas Realty LP

.250

10/15/26

148,433

350,000

Ventas Realty LP

.850

04/01/27

348,633

150,000

Ventas Realty LP

.000

03/01/28

149,312

400,000

VICI Properties LP

.750

02/15/28

403,363

1,000,000

VICI Properties LP

.750

04/01/28

1,010,426

200,000

Welltower OP LLC

.700

02/15/27

196,437

300,000

Welltower OP LLC

.250

04/15/28

301,830

250,000

WP Carey, Inc

.250

10/01/26

250,064

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

19,672,776

FINANCIAL SERVICES - 3.2%

750,000

AerCap Ireland Capital DAC

.450

10/29/26

736,864

500,000

AerCap Ireland Capital DAC

.100

01/15/27

510,716

750,000

AerCap Ireland Capital DAC

.450

04/15/27

773,450

500,000

AerCap Ireland Capital DAC

.625

10/15/27

503,746

1,250,000

AerCap Ireland Capital DAC

.875

04/01/28

1,269,151

1,000,000

African Development Bank

.375

11/03/27

1,013,620

1,200,000

African Development Bank

.875

06/12/28

1,206,046

500,000

Ally Financial, Inc

.100

11/15/27

526,215

500,000

Ally Financial, Inc

.737

05/15/29

511,792

500,000

American Express Co

.650

11/04/26

487,514

500,000

American Express Co

.550

03/04/27

490,228

1,000,000

American Express Co

.098

02/16/28

1,013,420

1,000,000

American Express Co

.043

07/26/28

1,017,063

950,000

American Express Co

.731

04/25/29

964,971

1,000,000

American Express Co

.351

07/20/29

1,005,900

650,000

Ares Capital Corp

.000

01/15/27

669,069

750,000

Ares Capital Corp

.875

06/15/28

716,057

500,000

Ares Strategic Income Fund

.700

03/15/28

507,012

500,000

(b) Ares Strategic Income Fund

.450

09/09/28

503,900

500,000

(b) Ares Strategic Income Fund

.850

01/15/29

494,811

100,000

Bain Capital Specialty Finance, Inc

.550

10/13/26

97,884

750,000

Bank of ,NV Scotia

.043

09/15/28

748,354

500,000

Bank of Montreal

.062

09/22/28

499,292

750,000

Bank of New York Mellon Corp

.442

02/07/28

744,886

500,000

Bank of New York Mellon Corp

.441

06/09/28

503,429

1,000,000

Bank of New York Mellon Corp

.890

07/21/28

1,014,883

100,000

Barings BDC, Inc

.300

11/23/26

98,241

500,000

Barings BDC, Inc

.200

09/15/28

496,457

500,000

BlackRock Funding, Inc

.600

07/26/27

506,654

250,000

BlackRock, Inc

.200

03/15/27

247,859

300,000

Blackstone Private Credit Fund

.625

12/15/26

292,929

750,000

Blackstone Private Credit Fund

.950

09/26/27

754,121

400,000

Blackstone Secured Lending Fund

.750

09/16/26

393,727

300,000

Blackstone Secured Lending Fund

.125

02/15/27

290,238

500,000

Blackstone Secured Lending Fund

.350

04/13/28

506,839

450,000

Blue Owl Capital Corp

.400

07/15/26

445,871

150,000

Blue Owl Capital Corp

.625

01/15/27

145,938

400,000

Blue Owl Capital Corp

.875

06/11/28

378,545

150,000

Blue Owl Capital Corp II

.450

11/15/26

155,394

200,000

Blue Owl Credit Income Corp

.700

02/08/27

199,655

300,000

Blue Owl Credit Income Corp

.750

09/16/27

315,225

300,000

Blue Owl Credit Income Corp

.950

06/13/28

321,329

250,000

Brookfield Finance, Inc

.250

06/02/26

249,921

350,000

Brookfield Finance, Inc

.900

01/25/28

347,501

1,000,000

Capital One Financial Corp

.750

03/09/27

994,458

850,000

Capital One Financial Corp

.149

10/29/27

875,450

500,000

Capital One Financial Corp

.927

05/10/28

505,149

1,200,000

Capital One Financial Corp

.468

02/01/29

1,230,616

750,000

Capital One Financial Corp

.312

06/08/29

786,759

500,000

Charles Schwab Corp

.450

03/03/27

489,185

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 3.2%

(continued)

$

650,000

Charles Schwab Corp

.200

%

01/25/28

$

638,569

300,000

Charles Schwab Corp

.000

03/20/28

286,577

300,000

Charles Schwab Corp

.643

05/19/29

311,548

300,000

Corebridge Financial, Inc

.650

04/05/27

297,425

500,000

Corebridge Financial, Inc

.875

12/15/52

512,734

200,000

Deutsche Bank AG.

.720

01/18/29

210,028

250,000

Discover Bank

.974

08/09/28

258,869

200,000

Fidelity National Information Services, Inc

.650

03/01/28

188,489

750,000

Fiserv, Inc

.150

03/15/27

759,789

350,000

Fiserv, Inc

.450

03/02/28

359,829

400,000

FS KKR Capital Corp

.250

07/15/27

386,545

275,000

Global Payments, Inc

.950

08/15/27

278,288

300,000

Goldman Sachs BDC, Inc

.375

03/11/27

306,868

2,000,000

Goldman Sachs Group, Inc

.948

10/21/27

1,952,929

1,500,000

Goldman Sachs Group, Inc

.640

02/24/28

1,468,459

1,500,000

Goldman Sachs Group, Inc

.615

03/15/28

1,488,750

2,500,000

Goldman Sachs Group, Inc

.937

04/23/28

2,529,267

1,000,000

Goldman Sachs Group, Inc

.691

06/05/28

992,808

1,000,000

Goldman Sachs Group, Inc

.482

08/23/28

1,006,257

1,500,000

Goldman Sachs Group, Inc

.223

05/01/29

1,501,750

500,000

(a),(b)

Goldman Sachs Private Credit Corp

.875

05/06/28

507,434

200,000

Golub Capital BDC, Inc

.500

08/24/26

196,485

300,000

(b) Golub Capital Private Credit Fund

.450

08/15/28

301,566

100,000

Hercules Capital, Inc

.625

09/16/26

98,215

200,000

Hercules Capital, Inc

.375

01/20/27

196,273

500,000

(b) HPS Corporate Lending Fund

.300

06/05/27

502,664

500,000

HPS Corporate Lending Fund

.450

01/14/28

504,547

300,000

(b) HPS Corporate Lending Fund

.900

09/11/28

298,455

750,000

Intercontinental Exchange, Inc

.000

09/15/27

748,995

590,000

International Finance Corp

.500

01/21/28

600,597

200,000

Jackson Financial, Inc

.170

06/08/27

202,443

500,000

Jefferies Financial Group, Inc

.850

01/15/27

504,041

2,400,000

Kreditanstalt fuer Wiederaufbau

.375

03/01/27

2,420,926

300,000

LPL Holdings, Inc

.700

05/20/27

305,656

500,000

LPL Holdings, Inc

.900

04/03/28

505,406

200,000

Main Street Capital Corp

.000

07/14/26

197,306

550,000

Main Street Capital Corp

.500

06/04/27

562,061

500,000

Main Street Capital Corp

.400

08/15/28

502,022

500,000

Marex Group plc

.829

05/08/28

507,257

600,000

Mastercard, Inc

.300

03/26/27

595,339

1,000,000

Morgan Stanley

.475

01/21/28

978,770

2,500,000

Morgan Stanley

.652

04/13/28

2,555,981

1,000,000

Morgan Stanley

.210

04/20/28

1,001,087

750,000

Morgan Stanley

.123

02/01/29

766,161

2,500,000

Morgan Stanley

.994

04/12/29

2,549,934

200,000

Morgan Stanley Direct Lending Fund

.500

02/11/27

199,696

500,000

National Rural Utilities Cooperative Finance Corp

.800

02/05/27

504,834

750,000

National Rural Utilities Cooperative Finance Corp

.100

05/06/27

762,209

500,000

National Rural Utilities Cooperative Finance Corp

.120

09/16/27

501,784

500,000

National Rural Utilities Cooperative Finance Corp

.750

02/07/28

507,372

1,000,000

National Rural Utilities Cooperative Finance Corp

.150

08/25/28

1,002,703

500,000

New Mountain Finance Corp

.200

10/15/27

510,200

500,000

Nomura Holdings, Inc

.329

01/22/27

487,611

750,000

Nomura Holdings, Inc

.594

07/02/27

766,561

500,000

Nomura Holdings, Inc

.172

07/14/28

472,400

300,000

(b) North Haven Private Income Fund LLC

.125

09/25/28

298,450

750,000

Northern Trust Corp

.375

05/08/32

735,396

200,000

Oaktree Specialty Lending Corp

.700

01/15/27

194,039

500,000

Oesterreichische Kontrollbank AG.

.000

10/23/26

505,712

1,500,000

Oesterreichische Kontrollbank AG.

.750

05/21/27

1,523,160

460,000

Oesterreichische Kontrollbank AG.

.000

05/28/28

463,476

300,000

ORIX Corp

.000

09/13/27

305,195

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL SERVICES - 3.2%

(continued)

$

750,000

PACCAR Financial Corp

.000

%

08/08/28

$

751,994

750,000

PayPal Holdings, Inc

.450

03/06/28

757,829

750,000

(b) Private Export Funding Corp

.500

02/07/27

754,858

750,000

S&P Global, Inc

.450

03/01/27

734,527

100,000

Sixth Street Specialty Lending, Inc

.500

08/01/26

98,419

500,000

State Street Bank & Trust Co

.594

11/25/26

503,841

750,000

State Street Corp

.993

03/18/27

761,544

750,000

State Street Corp

.530

02/20/29

758,030

700,000

Synchrony Financial

.950

12/01/27

691,980

500,000

Synchrony Financial

.019

07/29/29

504,311

500,000

UBS AG.

.864

01/10/28

504,236

850,000

Visa, Inc

.900

04/15/27

826,155

100,000

Voya Financial, Inc

.700

01/23/48

96,357

TOTAL FINANCIAL SERVICES

80,888,612

FOOD, BEVERAGE & TOBACCO - 0.8%

500,000

Altria Group, Inc

.875

02/04/28

508,098

1,050,000

BAT Capital Corp

.700

04/02/27

1,056,952

800,000

BAT Capital Corp

.259

03/25/28

764,487

300,000

BAT International Finance plc

.448

03/16/28

301,809

750,000

Bunge Ltd

.100

01/07/28

751,023

750,000

Campbell Soup Co

.200

03/19/27

761,585

1,000,000

Coca-Cola Co

.000

03/15/28

936,830

500,000

ConAgra Brands, Inc

.300

10/01/26

505,086

200,000

ConAgra Brands, Inc

.375

11/01/27

188,400

500,000

Constellation Brands, Inc

.700

12/06/26

497,320

500,000

Constellation Brands, Inc

.350

05/09/27

501,439

500,000

Diageo Capital plc

.375

10/05/26

506,584

350,000

Diageo Capital plc

.300

10/24/27

358,628

500,000

General Mills, Inc

.700

01/30/27

503,854

400,000

General Mills, Inc

.200

04/17/28

400,762

500,000

Hershey Co

.550

02/24/28

507,935

500,000

Hormel Foods Corp

.800

03/30/27

505,618

200,000

Ingredion, Inc

.200

10/01/26

197,917

250,000

Kellogg Co

.400

11/15/27

246,931

300,000

Kellogg Co

.300

05/15/28

302,175

500,000

Keurig Dr Pepper, Inc

.100

03/15/27

504,935

750,000

Keurig Dr Pepper, Inc

.350

05/15/28

749,705

650,000

Kraft Heinz Foods Co

.875

05/15/27

647,102

150,000

McCormick & Co, Inc

.400

08/15/27

148,257

500,000

Mondelez International, Inc

.625

03/17/27

489,620

500,000

Mondelez International, Inc

.250

05/06/28

502,288

1,000,000

PepsiCo Singapore Financing I Pte Ltd

.650

02/16/27

1,010,004

150,000

PepsiCo, Inc

.125

11/10/26

151,973

1,000,000

PepsiCo, Inc

.450

02/07/28

1,013,906

1,000,000

PepsiCo, Inc

.100

01/15/29

1,003,533

750,000

Philip Morris International, Inc

.750

02/12/27

756,927

500,000

Philip Morris International, Inc

.375

11/01/27

503,703

1,050,000

Philip Morris International, Inc

.125

03/02/28

1,027,994

750,000

Philip Morris International, Inc

.125

04/28/28

751,344

300,000

Tyson Foods, Inc

.550

06/02/27

296,862

TOTAL FOOD, BEVERAGE & TOBACCO

19,861,586

HEALTH CARE EQUIPMENT & SERVICES - 0.8%

500,000

Abbott Laboratories

.750

11/30/26

499,757

500,000

Baxter International, Inc

.915

02/01/27

484,620

650,000

Becton Dickinson & Co

.700

06/06/27

645,614

300,000

Becton Dickinson & Co

.693

02/13/28

303,782

750,000

Cardinal Health, Inc

.700

11/15/26

755,164

500,000

Cencora, Inc

.625

12/15/27

505,649

900,000

Centene Corp

.250

12/15/27

883,816

1,000,000

Centene Corp

.450

07/15/28

929,233

1,000,000

Cigna Group

.400

03/01/27

990,487

200,000

CommonSpirit Health

.073

11/01/27

207,403

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH CARE EQUIPMENT & SERVICES - 0.8%

(continued)

$

600,000

CVS Health Corp

.625

%

04/01/27

$

594,868

750,000

CVS Health Corp

.300

08/21/27

710,527

1,800,000

CVS Health Corp

.300

03/25/28

1,801,186

1,000,000

Elevance Health, Inc

.500

10/30/26

1,004,106

500,000

Elevance Health, Inc

.101

03/01/28

499,729

650,000

GE HealthCare Technologies, Inc

.650

11/15/27

669,918

750,000

HCA, Inc

.125

03/15/27

739,454

525,000

HCA, Inc

.000

03/01/28

534,661

500,000

Humana, Inc

.350

02/03/27

481,227

200,000

Humana, Inc

.750

03/01/28

206,311

500,000

Icon Investments Six DAC

.809

05/08/27

510,133

300,000

IQVIA, Inc

.700

05/15/28

309,510

200,000

Kaiser Foundation Hospitals

.150

05/01/27

197,529

400,000

Laboratory Corp of America Holdings

.600

09/01/27

396,635

200,000

McKesson Corp

.950

02/16/28

199,403

500,000

Quest Diagnostics, Inc

.600

12/15/27

506,219

750,000

Smith & Nephew plc

.150

03/20/27

760,117

200,000

SSM Health Care Corp

.823

06/01/27

198,839

750,000

Stryker Corp

.700

02/10/28

760,953

1,000,000

UnitedHealth Group, Inc

.600

04/15/27

1,008,193

400,000

UnitedHealth Group, Inc

.250

02/15/28

410,724

500,000

Zimmer Biomet Holdings, Inc

.700

02/19/27

503,567

TOTAL HEALTH CARE EQUIPMENT & SERVICES

19,209,334

HOUSEHOLD & PERSONAL PRODUCTS - 0.1%

400,000

Clorox Co

.900

05/15/28

398,637

175,000

Ecolab, Inc

.300

06/15/28

176,395

500,000

Estee Lauder Cos, Inc

.375

05/15/28

503,662

800,000

Haleon US Capital LLC

.375

03/24/27

791,692

300,000

Kimberly-Clark Corp

.050

09/15/27

284,617

300,000

Unilever Capital Corp

.900

05/05/27

295,673

750,000

Unilever Capital Corp

.250

08/12/27

755,647

TOTAL HOUSEHOLD & PERSONAL PRODUCTS

3,206,323

INSURANCE - 0.4%

300,000

Aegon NV

.500

04/11/48

302,502

200,000

Allstate Corp

.411

08/15/53

200,318

200,000

American National Group, Inc

.000

06/15/27

201,643

750,000

Aon North America, Inc

.125

03/01/27

760,419

200,000

Arch Capital Group Ltd

.011

12/15/26

199,623

1,000,000

Arthur J Gallagher & Co

.600

12/15/27

1,009,804

375,000

Athene Holding Ltd

.125

01/12/28

374,388

100,000

AXIS Specialty Finance plc

.000

12/06/27

99,461

500,000

Berkshire Hathaway Finance Corp

.300

03/15/27

489,593

300,000

Brighthouse Financial, Inc

.700

06/22/27

296,244

125,000

Brown & Brown, Inc

.600

12/23/26

125,654

425,000

Brown & Brown, Inc

.700

06/23/28

429,058

200,000

Cincinnati Financial Corp

.920

05/15/28

213,967

300,000

CNA Financial Corp

.450

08/15/27

296,380

750,000

Elevance Health, Inc

.000

09/15/28

746,721

183,000

Equitable Holdings, Inc

.350

04/20/28

183,628

150,000

F&G Annuities & Life, Inc

.400

01/13/28

157,446

250,000

Fairfax Financial Holdings Ltd

.850

04/17/28

253,163

300,000

Lincoln National Corp

.625

12/12/26

298,050

350,000

Manulife Financial Corp

.484

05/19/27

341,042

200,000

Manulife Financial Corp

.061

02/24/32

198,584

1,000,000

Marsh & McLennan Cos, Inc

.550

11/08/27

1,011,130

250,000

Principal Financial Group, Inc

.100

11/15/26

247,149

200,000

Progressive Corp

.450

01/15/27

196,276

200,000

Progressive Corp

.500

03/15/27

195,918

250,000

Prudential Financial, Inc

.878

03/27/28

250,386

250,000

(d) Prudential Financial, Inc

.500

09/15/47

246,846

475,000

UnitedHealth Group, Inc

.400

06/15/28

479,625

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE - 0.4%

(continued)

$

300,000

Willis North America, Inc

.650

%

06/15/27

$

302,301

TOTAL INSURANCE

10,107,319

MATERIALS - 0.4%

750,000

Air Products and Chemicals, Inc

.300

06/11/28

756,786

1,000,000

Amcor Flexibles North America, Inc

.800

03/17/28

1,011,212

500,000

(b) Amrize Finance US LLC

.600

04/07/27

502,975

500,000

(b) Amrize Finance US LLC

.700

04/07/28

505,835

600,000

ArcelorMittal S.A.

.550

11/29/27

626,054

200,000

Berry Global, Inc

.650

01/15/27

193,739

150,000

Berry Global, Inc

.500

04/15/28

154,224

600,000

BHP Billiton Finance USA Ltd

.750

02/28/28

609,582

200,000

Celulosa Arauco y Constitucion S.A.

.875

11/02/27

197,783

400,000

Ecolab, Inc

.650

02/01/27

388,211

250,000

Freeport-McMoRan, Inc

.125

03/01/28

248,540

150,000

Kinross Gold Corp

.500

07/15/27

150,602

350,000

LYB International Finance BV

.500

03/02/27

345,836

300,000

Martin Marietta Materials, Inc

.500

12/15/27

296,401

200,000

Mosaic Co

.050

11/15/27

199,431

400,000

Nucor Corp

.950

05/01/28

399,018

650,000

Nutrien Ltd

.200

06/21/27

660,444

150,000

Packaging Corp of America

.400

12/15/27

147,855

300,000

PPG Industries, Inc

.750

03/15/28

297,801

500,000

Rio Tinto Finance USA plc

.375

03/12/27

503,225

1,000,000

Rio Tinto Finance USA plc

.500

03/14/28

1,010,968

1,000,000

Sherwin-Williams Co

.550

03/01/28

1,009,597

500,000

Sherwin-Williams Co

.300

08/15/28

502,472

150,000

Steel Dynamics, Inc

.650

10/15/27

142,658

200,000

Vulcan Materials Co

.900

04/01/27

199,505

150,000

WRKCo, Inc

.375

09/15/27

147,874

200,000

WRKCo, Inc

.000

03/15/28

198,887

TOTAL MATERIALS

11,407,515

MEDIA & ENTERTAINMENT - 0.4%

1,000,000

Asian Infrastructure Investment Bank

.625

09/15/28

998,814

500,000

Baidu, Inc

.375

03/29/28

504,056

500,000

(b) Blue Owl Technology Finance Corp

.100

03/15/28

506,429

300,000

Charter Communications Operating LLC

.200

03/15/28

298,627

400,000

Comcast Corp

.350

01/15/27

392,022

600,000

Comcast Corp

.300

02/01/27

594,853

300,000

Comcast Corp

.300

04/01/27

297,118

1,000,000

Comcast Corp

.150

02/15/28

982,385

500,000

Comcast Corp

.550

05/01/28

494,952

750,000

Inter-American Investment Corp

.625

02/17/27

747,367

1,000,000

Meta Platforms, Inc

.500

08/15/27

995,570

750,000

Meta Platforms, Inc

.600

05/15/28

765,349

500,000

Netflix, Inc

.375

11/15/26

502,257

500,000

Netflix, Inc

.875

04/15/28

510,985

300,000

Paramount Global

.900

01/15/27

293,839

100,000

Paramount Global

.375

02/15/28

97,413

500,000

Take-Two Interactive Software, Inc

.950

03/28/28

509,015

800,000

TWDC Enterprises 18 Corp

.950

06/15/27

788,901

300,000

Walt Disney Co

.700

03/23/27

299,475

300,000

Walt Disney Co

.200

01/13/28

289,485

TOTAL MEDIA & ENTERTAINMENT

10,868,912

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.0%

2,000,000

AbbVie, Inc

.800

03/15/27

2,022,710

1,000,000

AbbVie, Inc

.650

03/15/28

1,016,473

500,000

Agilent Technologies, Inc

.200

09/09/27

500,501

1,300,000

Amgen, Inc

.200

02/21/27

1,268,389

500,000

Amgen, Inc

.200

11/02/27

491,907

1,000,000

Amgen, Inc

.150

03/02/28

1,023,345

500,000

Amgen, Inc

.650

08/15/28

467,483

1,000,000

AstraZeneca Finance LLC

.800

02/26/27

1,011,247

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES - 1.0%

(continued)

$

500,000

AstraZeneca Finance LLC

.750

%

05/28/28

$

473,251

200,000

Bio-Rad Laboratories, Inc

.300

03/15/27

197,239

2,000,000

Bristol-Myers Squibb Co

.900

02/22/27

2,026,055

1,000,000

Eli Lilly & Co

.500

02/09/27

1,008,516

1,000,000

Eli Lilly & Co

.150

08/14/27

1,006,523

750,000

Eli Lilly & Co

.550

02/12/28

761,180

750,000

Eli Lilly & Co

.000

10/15/28

751,297

500,000

Gilead Sciences, Inc

.950

03/01/27

492,960

500,000

Gilead Sciences, Inc

.200

10/01/27

474,195

500,000

GlaxoSmithKline Capital plc

.315

03/12/27

503,613

1,000,000

Johnson & Johnson

.500

03/01/27

1,011,340

1,000,000

Johnson & Johnson

.550

03/01/28

1,019,794

750,000

Merck & Co, Inc

.700

06/10/27

724,436

750,000

Merck & Co, Inc

.850

09/15/27

751,659

200,000

Mylan, Inc

.550

04/15/28

199,220

2,000,000

Pfizer Investment Enterprises Pte Ltd

.450

05/19/28

2,022,799

300,000

Pfizer, Inc

.000

12/15/26

297,104

300,000

Royalty Pharma plc

.750

09/02/27

286,637

1,000,000

Thermo Fisher Scientific, Inc

.000

12/05/26

1,011,469

500,000

Viatris, Inc

.300

06/22/27

481,303

200,000

Zoetis, Inc

.000

09/12/27

196,485

500,000

Zoetis, Inc

.150

08/17/28

501,731

TOTAL PHARMACEUTICALS, BIOTECHNOLOGY & LIFE SCIENCES

24,000,861

SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT - 0.5%

500,000

Advanced Micro Devices, Inc

.319

03/24/28

504,358

500,000

Analog Devices, Inc

.500

12/05/26

497,338

750,000

Analog Devices, Inc

.250

06/15/28

755,253

500,000

Applied Materials, Inc

.300

04/01/27

496,218

1,000,000

Broadcom Corp

.875

01/15/27

999,249

1,000,000

Broadcom, Inc

.050

07/12/27

1,017,272

350,000

Broadcom, Inc

.150

02/15/28

350,913

500,000

Broadcom, Inc

.800

04/15/28

509,202

300,000

Intel Corp

.750

03/25/27

298,181

500,000

Intel Corp

.150

05/11/27

491,931

300,000

Intel Corp

.750

08/05/27

297,691

750,000

Intel Corp

.875

02/10/28

761,375

750,000

Intel Corp

.600

08/12/28

699,476

275,000

Marvell Technology, Inc

.450

04/15/28

263,418

1,000,000

Microchip Technology, Inc

.900

03/15/28

1,014,676

300,000

Micron Technology, Inc

.375

04/15/28

309,388

750,000

NVIDIA Corp

.550

06/15/28

707,801

300,000

NXP BV

.400

06/01/27

300,938

500,000

NXP BV

.300

08/19/28

500,715

300,000

QUALCOMM, Inc

.250

05/20/27

297,418

750,000

Texas Instruments, Inc

.600

02/08/27

757,124

300,000

TSMC Arizona Corp

.750

10/25/26

292,760

500,000

TSMC Arizona Corp

.875

04/22/27

498,854

TOTAL SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT

12,621,549

SOFTWARE & SERVICES - 0.4%

1,000,000

Accenture Capital, Inc

.900

10/04/27

1,001,047

750,000

Adobe, Inc

.850

04/04/27

761,004

500,000

Adobe, Inc

.750

01/17/28

509,557

750,000

Cadence Design Systems, Inc

.200

09/10/27

753,118

500,000

IBM International Capital Pte Ltd

.600

02/05/27

503,590

500,000

International Business Machines Corp

.700

05/15/27

482,102

200,000

Kyndryl Holdings, Inc

.050

10/15/26

195,340

750,000

Oracle Corp

.800

04/01/27

735,324

1,000,000

Oracle Corp

.250

11/15/27

982,592

1,000,000

Oracle Corp

.800

08/03/28

1,016,830

500,000

Roper Technologies, Inc

.800

12/15/26

498,161

100,000

Roper Technologies, Inc

.400

09/15/27

95,063

1,000,000

Salesforce, Inc

.500

07/15/28

939,633

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE & SERVICES - 0.4%

(continued)

$

750,000

Synopsys, Inc

.550

%

04/01/27

$

754,410

750,000

Synopsys, Inc

.650

04/01/28

758,394

500,000

VMware, Inc

.900

08/21/27

498,153

300,000

Workday, Inc

.500

04/01/27

297,341

TOTAL SOFTWARE & SERVICES

10,781,659

TECHNOLOGY HARDWARE & EQUIPMENT - 0.7%

550,000

Amphenol Corp

.050

04/05/27

558,690

750,000

Amphenol Corp

.375

06/12/28

756,783

500,000

Apple, Inc

.350

02/09/27

497,166

750,000

Apple, Inc

.200

05/11/27

743,800

3,000,000

Apple, Inc

.000

05/12/28

3,020,242

1,000,000

Apple, Inc

.400

08/05/28

937,494

200,000

Arrow Electronics, Inc

.875

01/12/28

197,729

300,000

CDW LLC

.670

12/01/26

294,308

1,500,000

Cisco Systems, Inc

.800

02/26/27

1,518,009

500,000

Cisco Systems, Inc

.550

02/24/28

507,688

500,000

Dell International LLC

.900

10/01/26

502,781

300,000

Dell International LLC

.100

07/15/27

309,264

1,000,000

Dell International LLC

.750

04/01/28

1,014,662

750,000

(c) Dell International LLC

.150

02/15/29

748,205

300,000

Flex Ltd

.000

01/15/28

309,926

750,000

Hewlett Packard Enterprise Co

.450

09/25/26

752,848

750,000

Hewlett Packard Enterprise Co

.400

09/25/27

753,334

300,000

HP, Inc

.000

06/17/27

294,271

350,000

HP, Inc

.750

01/15/28

354,698

700,000

International Business Machines Corp

.150

07/27/27

703,011

1,000,000

International Business Machines Corp

.650

02/10/28

1,014,283

250,000

Jabil, Inc

.250

05/15/27

250,020

150,000

Jabil, Inc

.950

01/12/28

148,970

250,000

Keysight Technologies, Inc

.600

04/06/27

251,157

250,000

Motorola Solutions, Inc

.600

02/23/28

252,601

300,000

NetApp, Inc

.375

06/22/27

290,931

250,000

Teledyne Technologies, Inc

.250

04/01/28

238,526

200,000

Vontier Corp

.400

04/01/28

190,251

TOTAL TECHNOLOGY HARDWARE & EQUIPMENT

17,411,648

TELECOMMUNICATION SERVICES - 0.4%

750,000

AT&T, Inc

.800

02/15/27

746,477

1,000,000

AT&T, Inc

.300

06/01/27

970,452

1,400,000

AT&T, Inc

.650

02/01/28

1,325,391

800,000

Rogers Communications, Inc

.200

03/15/27

788,592

450,000

Telefonica Emisiones SAU

.103

03/08/27

449,092

500,000

TELUS Corp

.700

09/15/27

495,676

1,500,000

T-Mobile USA, Inc

.750

04/15/27

1,491,082

1,000,000

T-Mobile USA, Inc

.050

02/15/28

953,411

500,000

T-Mobile USA, Inc

.950

03/15/28

509,594

500,000

Verizon Communications, Inc

.125

03/16/27

500,382

1,500,000

Verizon Communications, Inc

.000

03/22/27

1,479,397

550,000

Verizon Communications, Inc

.100

03/22/28

524,614

TOTAL TELECOMMUNICATION SERVICES

10,234,160

TRANSPORTATION - 0.3%

1,000,000

Boeing Co

.259

05/01/27

1,028,918

500,000

Canadian Pacific Railway Co

.750

12/02/26

486,953

250,000

CH Robinson Worldwide, Inc

.200

04/15/28

250,176

300,000

CSX Corp

.800

03/01/28

298,784

300,000

Delta Air Lines, Inc

.375

04/19/28

300,091

750,000

Delta Air Lines, Inc

.950

07/10/28

759,102

200,000

(b) FedEx Corp

.400

02/15/28

195,805

200,000

Kirby Corp

.200

03/01/28

199,564

750,000

Ryder System, Inc

.300

03/15/27

761,617

500,000

Ryder System, Inc

.250

06/01/28

513,587

500,000

Southwest Airlines Co

.000

11/15/26

492,830

500,000

Southwest Airlines Co

.125

06/15/27

506,045

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION - 0.3%

(continued)

$

200,000

Union Pacific Corp

.150

%

02/05/27

$

195,359

450,000

United Parcel Service, Inc

.400

11/15/26

442,463

250,000

United Parcel Service, Inc

.050

11/15/27

245,867

TOTAL TRANSPORTATION

6,677,161

UTILITIES - 1.4%

500,000

AES Corp

.450

06/01/28

512,102

500,000

Ameren Corp

.700

12/01/26

507,833

200,000

Ameren Corp

.950

03/15/27

193,840

300,000

Ameren Corp

.750

03/15/28

283,369

250,000

American Electric Power Co, Inc

.200

11/13/27

245,150

300,000

American Electric Power Co, Inc

.875

02/15/62

290,233

300,000

Appalachian Power Co

.300

06/01/27

295,710

100,000

Arizona Public Service Co

.950

09/15/27

98,016

200,000

Atmos Energy Corp

.000

06/15/27

197,202

200,000

Berkshire Hathaway Energy Co

.250

04/15/28

196,440

300,000

Black Hills Corp

.150

01/15/27

296,009

400,000

CenterPoint Energy Resources Corp

.250

03/01/28

410,308

100,000

CMS Energy Corp

.450

08/15/27

98,677

100,000

Consolidated Edison Co of New York, Inc

.125

11/15/27

98,265

300,000

Constellation Energy Generation LLC

.600

03/01/28

310,039

200,000

Consumers Energy Co

.650

03/01/28

202,590

250,000

Dominion Energy, Inc

.600

03/15/27

248,069

500,000

Dominion Energy, Inc

.600

05/15/28

505,031

75,000

DTE Electric Co

.250

05/14/27

75,374

1,000,000

DTE Energy Co

.950

07/01/27

1,012,726

800,000

DTE Energy Co

.875

06/01/28

813,862

750,000

Duke Energy Corp

.850

01/05/27

757,283

300,000

Duke Energy Corp

.150

08/15/27

295,236

350,000

Duke Energy Corp

.300

03/15/28

351,627

200,000

Duke Energy Corp

.250

01/15/82

193,003

500,000

Duke Energy Progress LLC

.350

03/06/27

503,751

500,000

Edison International

.125

03/15/28

490,824

100,000

Entergy Louisiana LLC

.120

09/01/27

98,584

500,000

Essential Utilities, Inc

.800

08/15/27

505,636

500,000

Evergy Kansas Central, Inc

.700

03/13/28

506,107

500,000

Eversource Energy

.000

01/01/27

504,870

300,000

Eversource Energy

.600

07/01/27

301,693

100,000

Eversource Energy

.300

01/15/28

97,891

550,000

Eversource Energy

.450

03/01/28

564,945

200,000

Exelon Corp

.750

03/15/27

196,065

700,000

Exelon Corp

.150

03/15/28

715,969

650,000

FirstEnergy Corp

.900

07/15/27

646,014

400,000

Fortis, Inc

.055

10/04/26

395,397

1,000,000

Georgia Power Co

.004

02/23/27

1,014,097

300,000

Georgia Power Co

.650

05/16/28

304,446

500,000

Georgia Power Co

.000

10/01/28

499,991

300,000

Gulf Power Co

.300

05/30/27

296,765

300,000

Hewlett Packard Enterprise Co

.050

09/15/27

299,443

300,000

Hewlett Packard Enterprise Co

.150

09/15/28

299,661

200,000

Indiana Michigan Power Co

.850

05/15/28

198,846

200,000

ITC Holdings Corp

.350

11/15/27

196,327

175,000

National Fuel Gas Co

.500

10/01/26

176,849

200,000

NextEra Energy Capital Holdings Inc

.800

12/01/77

193,659

800,000

NextEra Energy Capital Holdings, Inc

.550

05/01/27

793,270

500,000

NextEra Energy Capital Holdings, Inc

.685

09/01/27

505,437

800,000

NextEra Energy Capital Holdings, Inc

.850

02/04/28

814,104

750,000

NextEra Energy Capital Holdings, Inc

.900

02/28/28

763,118

750,000

NextEra Energy Capital Holdings, Inc

.900

06/15/28

708,966

400,000

NextEra Energy Capital Holdings, Inc

.800

03/15/82

390,064

400,000

NiSource, Inc

.490

05/15/27

396,178

400,000

NiSource, Inc

.250

03/30/28

410,384

750,000

Nutrien Ltd

.500

03/12/27

753,408

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES - 1.4%

(continued)

$

500,000

(b) Oncor Electric Delivery Co LLC

.500

%

03/20/27

$

503,405

550,000

Pacific Gas & Electric Co

.300

12/01/27

538,271

600,000

Pacific Gas and Electric Co

.100

08/01/27

576,745

1,000,000

Pacific Gas and Electric Co

.000

06/04/28

1,013,924

500,000

Pinnacle West Capital Corp

.900

05/15/28

507,952

750,000

Public Service Co of New Hampshire

.400

07/01/28

757,335

350,000

Public Service Electric and Gas Co

.700

05/01/28

348,010

300,000

Public Service Enterprise Group, Inc

.850

11/15/27

310,608

250,000

Sempra

.250

06/15/27

245,587

100,000

Sempra

.400

02/01/28

98,105

350,000

Sempra

.125

04/01/52

340,540

175,000

Southern California Edison Co

.875

02/01/27

176,010

300,000

Southern California Edison Co

.300

03/01/28

305,382

300,000

Southern California Gas Co

.950

04/15/27

295,501

500,000

Southern Co

.113

08/01/27

508,457

300,000

Southern Co

.750

09/15/51

295,999

1,000,000

Southern Co Gas Capital Corp

.050

09/15/28

998,924

350,000

Southwest Gas Corp

.450

03/23/28

359,555

250,000

Southwestern Electric Power Co

.750

10/01/26

246,598

1,000,000

System Energy Resources, Inc

.000

04/15/28

1,040,271

500,000

Virginia Electric and Power Co

.750

05/15/27

497,712

300,000

Virginia Electric and Power Co

.800

04/01/28

298,793

500,000

WEC Energy Group, Inc

.750

01/15/28

507,019

100,000

Wisconsin Power and Light Co

.050

10/15/27

97,886

200,000

Xcel Energy, Inc

.350

12/01/26

198,022

400,000

Xcel Energy, Inc

.750

03/15/27

386,525

500,000

Xcel Energy, Inc

.750

03/21/28

506,167

500,000

Zions Bancorp NA

.704

08/18/28

501,554

TOTAL UTILITIES

35,491,610

TOTAL CORPORATE BONDS

(Cost $607,368,392)

614,417,841

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT BONDS - 74.6%

AGENCY SECURITIES - 1.1%

2,000,000

Federal Farm Credit Banks Funding Corp

.375

02/23/26

2,002,813

750,000

Federal Farm Credit Banks Funding Corp

.375

06/23/26

752,952

2,000,000

Federal Farm Credit Banks Funding Corp

.625

07/10/26

2,015,004

3,500,000

Federal Farm Credit Banks Funding Corp

.500

03/26/27

3,541,132

500,000

Federal Home Loan Banks

.625

09/04/26

499,401

4,500,000

Federal Home Loan Banks

.625

11/17/26

4,545,486

4,500,000

(a) Federal Home Loan Banks

.125

01/15/27

4,529,018

500,000

Federal Home Loan Banks

.000

03/10/27

502,376

3,000,000

Federal Home Loan Banks

.750

04/09/27

3,048,569

1,500,000

Federal Home Loan Banks

.875

06/04/27

1,506,226

1,000,000

Federal Home Loan Banks

.500

09/09/27

997,396

2,500,000

Federal National Mortgage Association

.500

11/07/25

2,490,719

750,000

Tennessee Valley Authority

.875

03/15/28

752,801

TOTAL AGENCY SECURITIES

27,183,893

FOREIGN GOVERNMENT BONDS - 2.9%

265,000

African Development Bank

.875

03/23/26

261,126

875,000

African Development Bank

.625

01/04/27

883,735

2,000,000

African Development Bank

.125

02/25/27

2,009,202

1,500,000

Asian Development Bank

.000

04/24/26

1,483,802

1,000,000

Asian Development Bank

.125

01/12/27

1,004,130

2,500,000

Asian Development Bank

.500

01/20/27

2,427,983

1,000,000

Asian Infrastructure Investment Bank

.875

09/14/26

1,009,580

500,000

Asian Infrastructure Investment Bank

.750

09/14/27

500,648

750,000

Asian Infrastructure Investment Bank

.000

01/18/28

755,087

310,000

Chile Government International Bond

.125

01/21/26

307,923

1,000,000

Chile Government International Bond

.750

01/31/27

981,790

300,000

Chile Government International Bond

.240

02/06/28

294,135

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

1,000,000

Corp Andina de Fomento

.250

%

11/21/25

$

1,000,829

500,000

Corp Andina de Fomento

.750

04/01/26

501,530

350,000

Corp Andina de Fomento

.000

04/26/27

359,992

750,000

Council Of Europe Development Bank

.750

05/25/26

749,039

750,000

Council Of Europe Development Bank

.625

06/11/27

760,183

755,000

European Bank for Reconstruction & Development

.500

01/28/26

746,395

2,500,000

European Investment Bank

.375

03/15/27

2,417,136

2,150,000

European Investment Bank

.375

03/19/27

2,169,499

2,000,000

European Investment Bank

.250

11/15/27

1,983,599

500,000

Export Development Canada

.375

06/29/26

501,723

1,250,000

Export Development Canada

.750

09/07/27

1,251,783

2,000,000

Export Development Canada

.875

02/14/28

2,008,790

750,000

Export-Import Bank of Korea

.875

01/11/26

751,486

1,000,000

Export-Import Bank of Korea

.625

01/11/27

1,008,325

1,000,000

Export-Import Bank of Korea

.000

09/11/27

1,001,239

750,000

Export-Import Bank of Korea

.125

10/17/27

752,803

1,000,000

Export-Import Bank of Korea

.625

01/14/28

1,015,488

1,000,000

Indonesia Government International Bond

.550

01/11/28

1,008,901

500,000

Indonesia Government International Bond

.100

04/24/28

500,006

3,000,000

Inter-American Development Bank

.500

05/15/26

3,010,177

2,000,000

Inter-American Development Bank

.500

01/13/27

1,942,886

500,000

Inter-American Development Bank

.375

02/01/27

503,773

500,000

Inter-American Development Bank

.375

07/07/27

488,760

1,500,000

International Bank for Reconstruction & Development

.750

04/10/26

1,506,022

3,000,000

International Bank for Reconstruction & Development

.875

10/27/26

2,937,989

1,000,000

International Bank for Reconstruction & Development

.750

11/24/27

940,103

1,500,000

International Finance Corp

.126

04/07/26

1,485,793

715,000

International Finance Corp

.375

01/15/27

720,062

500,000

Israel Government International Bond

.250

01/17/28

488,389

500,000

Japan Bank for International Cooperation

.250

04/27/26

500,650

2,000,000

Japan Bank for International Cooperation

.250

11/04/26

1,964,954

575,000

Japan Bank for International Cooperation

.625

07/22/27

582,982

750,000

Japan Bank for International Cooperation

.750

11/16/27

733,840

645,000

Japan Bank for International Cooperation

.875

07/03/28

646,011

1,000,000

Japan International Cooperation Agency

.000

05/23/28

1,002,750

1,000,000

Korea Development Bank

.375

10/23/26

1,013,610

500,000

Korea Development Bank

.625

02/15/27

504,596

750,000

Korea Development Bank

.125

10/16/27

753,043

500,000

Korea Development Bank

.625

02/03/28

507,882

1,000,000

Landwirtschaftliche Rentenbank

.750

07/27/26

983,066

500,000

Landwirtschaftliche Rentenbank

.500

11/15/27

488,025

1,000,000

Mexico Government International Bond

.150

03/28/27

997,350

200,000

Mexico Government International Bond

.750

01/11/28

197,750

500,000

Mexico Government International Bond

.400

02/09/28

512,150

400,000

Nordic Investment Bank

.000

10/15/25

400,093

460,000

Panama Government International Bond

.125

01/29/26

462,783

400,000

Panama Government International Bond

.875

03/17/28

392,360

1,015,000

Philippine Government International Bond

.500

03/30/26

1,021,413

500,000

Philippine Government International Bond

.229

03/29/27

493,136

200,000

Philippine Government International Bond

.000

02/01/28

195,270

1,250,000

Province of British Columbia Canada

.900

07/20/26

1,220,422

1,500,000

Province of British Columbia Canada

.700

01/24/28

1,530,504

500,000

Province of Ontario Canada

.300

06/15/26

494,281

1,500,000

Province of Ontario Canada

.100

05/19/27

1,484,549

1,750,000

Province of Quebec Canada

.625

04/13/28

1,744,101

400,000

Province of Saskatchewan Canada

.250

06/08/27

396,514

500,000

Republic of Italy Government International Bond

.250

02/17/26

494,560

400,000

Republic of Poland Government International Bond

.250

04/06/26

398,177

800,000

Republic of Poland Government International Bond

.500

11/16/27

826,789

200,000

Svensk Exportkredit AB

.875

09/14/26

201,794

1,000,000

Svensk Exportkredit AB

.750

09/13/27

1,000,680

500,000

Svensk Exportkredit AB

.750

05/08/28

500,264

See Notes to Financial Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN GOVERNMENT BONDS

(continued)

$

500,000

Uruguay Government International Bond

.375

%

10/27/27

$

501,600

TOTAL FOREIGN GOVERNMENT BONDS

71,579,790

MUNICIPAL BONDS - 0.0%

460,000

San Francisco City & County Public Utilities Commission Wastewater Revenue

.655

10/01/27

466,893

TOTAL MUNICIPAL BONDS

466,893

U.S. TREASURY SECURITIES - 70.6%

7,500,000

United States Treasury Note

.250

11/30/26

7,544,238

2,100,000

United States Treasury Note

.250

12/31/26

2,113,535

32,000,000

United States Treasury Note

.125

01/31/27

32,172,500

11,950,000

United States Treasury Note

.125

02/28/27

12,021,420

11,950,000

United States Treasury Note

.750

04/30/27

11,966,805

48,000,000

United States Treasury Note

.875

05/31/27

48,166,875

4,500,000

United States Treasury Note

.750

06/30/27

4,508,086

3,200,000

United States Treasury Note

.875

07/31/27

3,213,125

8,250,000

United States Treasury Note

.625

08/31/27

8,249,678

23,500,000

United States Treasury Note

.500

09/30/27

23,449,512

64,000,000

United States Treasury Note

.875

10/15/27

64,315,000

102,000,000

United States Treasury Note

.125

11/15/27

103,039,922

57,250,000

United States Treasury Note

.000

12/15/27

57,719,629

84,500,000

United States Treasury Note

.250

01/15/28

85,651,972

75,500,000

United States Treasury Note

.250

02/15/28

76,570,567

71,650,000

United States Treasury Note

.875

03/15/28

72,100,611

62,000,000

United States Treasury Note

.750

04/15/28

62,188,906

60,500,000

United States Treasury Note

.750

05/15/28

60,693,789

104,000,000

United States Treasury Note

.875

06/15/28

104,682,500

59,000,000

United States Treasury Note

.875

07/15/28

59,382,578

81,500,000

United States Treasury Note

.625

08/15/28

81,500,000

95,000,000

United States Treasury Note

.375

09/15/28

94,354,296

10,000,000

United States Treasury Note/Bond

.125

10/31/26

9,726,953

10,000,000

United States Treasury Note/Bond

.625

10/31/26

9,781,250

68,800,000

United States Treasury Note/Bond

.625

11/15/26

69,469,187

49,650,000

United States Treasury Note/Bond

.375

12/15/26

50,037,891

46,800,000

United States Treasury Note/Bond

.000

01/15/27

46,975,500

60,500,000

United States Treasury Note/Bond

.125

02/15/27

60,849,766

54,700,000

United States Treasury Note/Bond

.250

03/15/27

55,144,437

41,000,000

United States Treasury Note/Bond

.500

04/15/27

41,506,094

90,750,000

United States Treasury Note/Bond

.500

05/15/27

91,934,004

58,250,000

United States Treasury Note/Bond

.625

06/15/27

59,176,084

68,500,000

United States Treasury Note/Bond

.375

07/15/27

69,358,926

78,500,000

United States Treasury Note/Bond

.750

08/15/27

78,662,519

61,000,000

United States Treasury Note/Bond

.375

09/15/27

60,718,828

TOTAL U.S. TREASURY SECURITIES

1,778,946,983

TOTAL GOVERNMENT BONDS

(Cost $1,864,922,630)

1,878,177,559

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED ASSETS - 0.0%

ASSET BACKED - 0.0%

249,760

American Airlines Pass Through Trust, Series 2015 1

.375

05/01/27

245,642

171,580

American Airlines Pass Through Trust, Series 2016 1

.575

01/15/28

168,125

227,652

United Airlines Pass Through Trust, Series 2020 A

.000

04/11/26

227,175

239,705

United Airlines Pass Through Trust, Series 2020 A

.875

10/15/27

246,389

TOTAL ASSET BACKED

887,331

TOTAL STRUCTURED ASSETS

(Cost $871,175)

887,331

TOTAL LONG-TERM INVESTMENTS

(Cost $2,473,162,197)

2,493,482,731

Short Term Bond Index

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 0.0%

1,490,997

(e) State Street Navigator Securities Lending Government Money Market Portfolio

4.180%(f)

$

1,490,997

TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING

(Cost $1,490,997)

1,490,997

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 0.7%

REPURCHASE AGREEMENT - 0.7%

$

16,774,000

(g) Fixed Income Clearing Corporation

.200

10/01/25

16,774,000

TOTAL REPURCHASE AGREEMENT

16,774,000

TOTAL SHORT-TERM INVESTMENTS

(Cost $16,774,000)

16,774,000

TOTAL INVESTMENTS - 99.7%

(Cost $2,491,427,194)

2,511,747,728

OTHER ASSETS & LIABILITIES, NET - 0.3%

6,882,487

NET ASSETS - 100.0%

$

2,518,630,215

(a) All or a portion of these securities are out on loan. The aggregate value of securities on loan is $1,445,891.

(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 $6,375,706 or 0.3% of Total Investments.

(c) When-issued or delayed delivery security.

(d) 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 0.0% of Total Investments.

(e) Investments made with cash collateral received from securities on loan.

(f) The rate shown is the one-day yield as of the end of the reporting period.

(g) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $16,775,957 on 10/1/25, collateralized by Government Agency Securities, with coupon rate

0.625% and maturity date 5/15/30, valued at $17,109,598.

Portfolio of Investments September 30, 2025

Money Market

See Notes to Financial Statements

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 100.5%

GOVERNMENT AGENCY DEBT - 5.8%

$

2,500,000

Federal Farm Credit Discount Notes

.000

%

11/19/25

$

2,485,538

3,945,000

Federal Home Loan Bank Discount Notes

.000

10/01/25

3,945,000

15,000,000

Federal Home Loan Bank Discount Notes

.000

10/17/25

14,971,533

28,000,000

Federal Home Loan Bank Discount Notes

.000

10/29/25

27,908,751

22,500,000

Federal Home Loan Bank Discount Notes

.000

01/02/26

22,264,013

16,000,000

Federal Home Loan Bank Discount Notes

.000

01/15/26

15,818,151

28,000,000

Federal Home Loan Bank Discount Notes

.000

01/22/26

27,648,444

2,350,000

Federal National Mortgage Association

.125

04/24/26

2,325,075

TOTAL GOVERNMENT AGENCY DEBT

117,366,505

REPURCHASE AGREEMENT - 46.6%

327,325,000

(a) Fixed Income Clearing Corporation

.180

10/01/25

327,325,000

493,215,000

(b) Fixed Income Clearing Corporation

.200

10/01/25

493,215,000

129,188,000

(c) Fixed Income Clearing Corporation

.200

10/01/25

129,188,000

TOTAL REPURCHASE AGREEMENT

949,728,000

TREASURY DEBT - 20.2%

13,500,000

United States Treasury Bill

.000

10/09/25

13,487,227

20,500,000

United States Treasury Bill

.000

10/14/25

20,468,760

42,500,000

United States Treasury Bill

.000

11/20/25

42,255,625

7,500,000

United States Treasury Bill

.000

12/11/25

7,441,832

4,250,000

United States Treasury Bill

.000

05/14/26

4,145,596

16,000,000

United States Treasury Bill

.000

06/11/26

15,554,720

15,000,000

United States Treasury Bill

.000

10/01/26

14,463,100

4,125,000

United States Treasury Note/Bond

.375

12/31/25

4,085,989

8,000,000

United States Treasury Note/Bond

.500

02/28/26

7,881,593

16,500,000

United States Treasury Note/Bond

.625

02/28/26

16,536,666

12,750,000

United States Treasury Note/Bond

.750

03/31/26

12,550,407

7,500,000

United States Treasury Note/Bond

.500

03/31/26

7,513,293

8,500,000

United States Treasury Note/Bond

.750

04/15/26

8,485,673

34,000,000

United States Treasury Note/Bond

.750

04/30/26

33,371,016

70,550,000

United States Treasury Note/Bond

.875

04/30/26

70,883,344

48,125,000

United States Treasury Note/Bond

.625

05/15/26

47,403,717

8,500,000

United States Treasury Note/Bond

.750

05/31/26

8,310,757

8,500,000

United States Treasury Note/Bond

.875

05/31/26

8,540,497

23,500,000

United States Treasury Note/Bond

.625

07/31/26

22,863,568

7,000,000

United States Treasury Note/Bond

.500

08/15/26

6,866,935

24,500,000

United States Treasury Note/Bond

.750

08/31/26

23,815,670

4,000,000

United States Treasury Note/Bond

.375

08/31/26

3,914,560

11,800,000

United States Treasury Note/Bond

.500

09/30/26

11,774,537

TOTAL TREASURY DEBT

412,615,082

VARIABLE RATE SECURITIES - 27.9%

4,250,000

(d) Federal Farm Credit Banks Funding Corp, (SOFR + 0.055%)

.185

10/30/25

4,250,153

2,200,000

(d) Federal Farm Credit Banks Funding Corp, (SOFR + 0.080%)

.210

11/21/25

2,200,177

2,500,000

(d) Federal Farm Credit Banks Funding Corp, (SOFR + 0.075%)

.205

11/26/25

2,500,207

6,500,000

(d) Federal Farm Credit Banks Funding Corp, (SOFR + 0.005%)

.135

12/03/25

6,500,000

315,000

(d) Federal Farm Credit Banks Funding Corp, (SOFR + 0.330%)

.460

12/29/25

315,221

215,000

(d) Federal Farm Credit Banks Funding Corp, (SOFR + 0.100%)

.230

01/15/26

215,034

420,000

(d) Federal Farm Credit Banks Funding Corp, (SOFR + 0.090%)

.220

02/12/26

420,064

32,000,000

(d) Federal Home Loan Banks, (SOFR - 0.000%)

.130

10/10/25

31,999,834

68,000,000

(d) Federal Home Loan Banks, (SOFR - 0.000%)

.130

10/14/25

68,000,000

35,000,000

(d) Federal Home Loan Banks, (SOFR + 0.005%)

.135

10/28/25

35,000,000

2,000,000

(d) Federal Home Loan Banks, (SOFR + 0.155%)

.285

11/14/25

2,000,315

24,500,000

(d) Federal Home Loan Banks, (SOFR + 0.010%)

.140

11/19/25

24,500,000

15,000,000

(d) Federal Home Loan Banks, (SOFR + 0.010%)

.140

11/28/25

15,000,000

41,500,000

(d) Federal Home Loan Banks, (SOFR - 0.000%)

.130

12/05/25

41,499,650

85,500,000

(d) Federal Home Loan Banks, (SOFR - 0.000%)

.130

12/18/25

85,500,000

24,000,000

(d) Federal Home Loan Banks, (SOFR - 0.000%)

.130

12/22/25

24,000,000

260,000

(d) Federal Home Loan Banks, (SOFR + 0.145%)

.275

01/02/26

260,069

39,600,000

(d) Federal Home Loan Banks, (SOFR - 0.000%)

.130

01/05/26

39,600,000

17,000,000

(d) Federal Home Loan Banks, (SOFR - 0.000%)

.130

01/08/26

17,000,000

Money Market

See Notes to Financial Statements

Portfolio of Investments September 30, 2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

VARIABLE RATE SECURITIES

(continued)

$

610,000

(d) Federal Home Loan Banks, (SOFR + 0.090%)

.220

%

02/02/26

$

610,094

63,750,000

(d) Federal Home Loan Banks, (SOFR + 0.005%)

.135

02/03/26

63,750,000

96,000,000

(d) Federal Home Loan Banks, (SOFR + 0.010%)

.140

02/11/26

96,000,000

565,000

(d) Federal Home Loan Banks, (SOFR + 0.090%)

.220

02/19/26

565,093

6,000,000

Federal Home Loan Banks

.625

09/04/26

5,991,787

215,000

(d) Federal Home Loan Mortgage Corp, (SOFR + 0.100%)

.230

02/09/26

215,040

TOTAL VARIABLE RATE SECURITIES

567,892,738

TOTAL SHORT-TERM INVESTMENTS

(Cost $2,047,602,325)

2,047,602,325

TOTAL INVESTMENTS - 100.5%

(Cost $2,047,602,325)

2,047,602,325

OTHER ASSETS & LIABILITIES, NET - (0.5)%

(11,085,941)

NET ASSETS - 100.0%

$

2,036,516,384

SOFR

Secured Overnight Financing Rate

(a) Agreement with Fixed Income Clearing Corporation, 4.180% dated 9/30/25 to be repurchased at $327,363,006 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

0.130%–4.140% and maturity dates 1/31/26–10/15/26, valued at $333,871,500.

(b) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $493,272,542 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

3.875%–4.500% and maturity dates 11/30/27–11/15/33, valued at $503,079,323.

(c) Agreement with Fixed Income Clearing Corporation, 4.200% dated 9/30/25 to be repurchased at $129,203,072 on 10/1/25, collateralized by Government Agency Securities, with coupon rates

3.500%–4.250% and maturity dates 6/30/29–9/30/29, valued at $131,771,934.

(d) Floating or variable rate security includes the reference rate and spread, unless the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

Statement of Assets and Liabilities

See Notes to Financial Statements

September 30, 2025 (Unaudited)

8.1 Bond Index

8.2 Core Bond

8.3 Core Impact Bond

§

8.4 Core Plus Bond

ASSETS

Long-term investments, at value

\*†

$

25,671,088,956

$

10,687,861,249

$

6,943,798,568

$

4,579,724,522

Affiliated investments, at value

‡

–

116,093,363

–

65,826,234

Short-term investments, at value

#

246,448,883

463,128,230

99,917,100

161,049,134

Investments purchased with collateral from securities lending, at

value (cost approximates value)

146,840,613

34,723,513

9,587,936

31,807,186

Cash

13,032

1,637,425

2,469,845

1,392,892

Cash collateral at brokers for investments in mortgage dollar rolls

–

28,650,000

25,927,560

20,300,000

Cash collateral at brokers for investments in swap contracts

–

4,917,649

–

333,993

Receivables:

Dividends

–

166,235

–

70,633

Interest

201,468,978

78,172,020

49,749,066

37,024,660

Investments sold

6,978,365

119,297,901

35,761

43,489,925

Reclaims

1,652

3,271

1,085

Reimbursement from Adviser

891,324

964,831

–

629,729

Shares sold

42,625,090

6,871,855

31,959,240

18,207,542

Variation margin on centrally cleared swap contracts

–

319,807

–

66,108

Variation margin on futures contracts

–

147,853

–

76,368

Unrealized appreciation on forward foreign currency contracts

–

20,807

160,328

15,315

Other

1,584,637

1,310,858

84,093

584,801

Total assets

26,317,941,530

11,544,286,867

7,163,689,557

4,960,600,127

LIABILITIES

Due to affiliates

39,501

21,850

15,871

14,690

Cash collateral due to broker

–

–

98,328

–

Cash overdraft

–

–

–

–

Payables:

Management fees

1,288,579

2,505,405

1,860,664

1,127,074

Collateral from securities lending

146,840,613

34,723,513

9,587,936

31,807,186

Dividends

52,806,544

17,332,867

4,551,880

13,326,600

Capital gain taxes

–

11,156

–

–

Interest

–

–

–

–

Investments purchased - regular settlement

169,954,696

96,086,137

53,518,522

42,223,961

Investments purchased - when-issued/delayed-delivery

settlement

12,345,921

4,989,093

15,760,000

4,989,093

Shares redeemed

44,543,202

111,472,553

15,351,770

50,850,755

Service agreement fees

107,688

26,697

37,415

51,325

Unfunded loan committments

–

319,470

–

181,538

Variation margin on centrally cleared swap contracts

–

362,853

–

113,356

Unrealized depreciation on forward foreign currency contracts

–

–

–

–

Accrued expenses:

Custodian fees

773,386

202,860

125,654

155,430

Professional fees

36,620

25,071

14,547

25,838

Shareholder reporting expenses

214,398

255,569

170,182

58,448

Shareholder servicing agent fees

14,976

262,742

225,988

125,821

Trustees fees

1,576,921

1,731,433

267,408

572,670

12b-1 distribution and service fees

7,673

15,719

36,202

45,391

Other

29,323

26,955

234,553

680,343

Total liabilities

430,580,041

270,371,943

101,856,920

146,349,519

Net assets

$

25,887,361,489

$

11,273,914,924

$

7,061,832,637

$

4,814,250,608

NET ASSETS CONSIST OF:

Paid-in capital

$

27,975,052,362

$

12,573,202,665

$

7,995,497,355

$

5,483,974,922

Total distributable earnings (loss)

(2,087,690,873)

(1,299,287,741)

(933,664,718)

(669,724,314)

Net assets

$

25,887,361,489

$

11,273,914,924

$

7,061,832,637

$

4,814,250,608

§

Consolidated Statement of Assets and Liabilities (see Notes to Financial Statements)

\*

Includes securities loaned of

$

143,488,103

$

37,698,642

$

10,323,522

$

34,333,730

†

Long-term investments, cost

$

27,175,970,061

$

11,013,592,233

$

7,132,703,897

$

4,727,326,669

‡

Affiliated investments, cost

$

–

$

115,618,045

$

–

$

65,582,095

#

Short-term investments, cost

$

246,448,821

$

463,127,184

$

99,917,100

$

161,048,339

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

$

191,063,192

$

175,985,283

$

1,937,196,730

$

106,067,305

$

1,834,465,969

$

2,493,482,731

$

–

–

–

–

–

–

–

–

3,355,000

3,503,000

52,522,554

15,409,000

21,216,387

16,774,000

2,047,602,325

–

1,174,230

61,385,456

249,480

636,167

1,490,997

–

154,876

–

16,060

405,241

1,227

566

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

2,436,200

1,554,205

33,220,807

744,181

12,820,458

24,578,562

5,882,775

–

4,125

11,024,190

2,875

18,502

26,590,958

–

–

–

6,137

–

–

795

–

8,606

20,489

119,848

15,050

197,452

80,392

–

1,203

196,293

42,644,909

1,510,169

21,770,271

58,046,775

1,135,846

–

–

–

–

–

–

–

–

–

–

–

87,282

–

–

–

–

–

–

–

–

–

95,052

37,547

667,327

33,822

304,683

96,709

47,547

196,959,436

182,630,048

2,138,787,958

124,047,942

1,891,922,412

2,621,143,146

2,054,669,059

5,624

8,296

11,700

8,187

11,457

12,166

10,740

–

–

–

–

–

–

–

–

2,410,284

–

–

–

–

40,389

59,165

555,960

27,202

375,912

102,265

167,498

–

1,174,230

61,385,456

249,480

636,167

1,490,997

–

37,214

283,124

2,472,520

85,213

4,184,402

5,202,350

23,200

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

10,102,500

–

222,883

93,624,823

14,463,100

–

–

43,520,801

680,000

–

1,246,768

–

29,973

238,457

24,137,966

73,353

2,324,747

432,472

3,124,169

–

3,360

42,484

7,286

28,705

190,402

113,871

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

761

–

–

–

–

–

23,541

36,731

33,808

22,663

33,255

87,171

42,634

15,468

13,702

26,344

20,569

21,800

21,797

16,928

11,917

23,697

60,502

13,012

43,960

32,234

36,318

17,570

8,562

35,543

784

107,339

1,233

64,593

95,626

3,536

559,330

1,880

308,946

56,991

5,920

38,512

1,508

41,027

801

23,647

598

74,645

4,762

22,025

10,488

6,522

3,061

10,664

9,059

320,596

1,877,154

145,406,726

1,196,952

8,326,307

102,512,931

18,152,675

$

196,638,840

$

180,752,894

$

1,993,381,232

$

122,850,990

$

1,883,596,105

$

2,518,630,215

$

2,036,516,384

$

213,940,461

$

192,471,761

$

2,467,543,698

$

123,390,674

$

1,921,030,923

$

2,552,979,484

$

2,036,342,094

(17,301,621)

(11,718,867)

(474,162,466)

(539,684)

(37,434,818)

(34,349,269)

174,290

$

196,638,840

$

180,752,894

$

1,993,381,232

$

122,850,990

$

1,883,596,105

$

2,518,630,215

$

2,036,516,384

$

–

$

1,142,194

$

76,118,164

$

243,334

$

621,415

$

1,445,891

$

–

$

191,082,966

$

180,852,995

$

1,932,985,114

$

106,057,644

$

1,832,626,604

$

2,473,162,197

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

–

$

3,355,000

$

3,503,000

$

52,522,271

$

15,409,000

$

21,215,971

$

16,774,000

$

2,047,602,325

Statement of Assets and Liabilities

(continued)

See Notes to Financial Statements

(continued)

(continued)

Statement of Assets and Liabilities

(continued)

September 30, 2025 (Unaudited)

8.1 Bond Index

8.2 Core Bond

8.3 Core Impact Bond

§

8.4 Core Plus Bond

CLASS A:

Net assets

$

26,337,453

$

69,521,094

$

110,080,611

$

216,013,959

Shares outstanding

2,688,509

7,363,527

12,082,122

23,174,790

Net asset value ("NAV") per share

$

.80

$

.44

$

.11

$

.32

Maximum sales charge

3.75%

3.75%

3.75%

3.75%

Offering price per share (NAV per share plus maximum sales

charge)

$

.18

$

.81

$

.46

$

.68

CLASS I:

Net assets

$

29,077,273

$

677,796,741

$

1,234,470,233

$

113,140,043

Shares outstanding

2,969,536

73,011,295

135,412,241

12,149,011

NAV and offering price per share

$

.79

$

.28

$

.12

$

.31

PREMIER CLASS:

Net assets

$

18,058,491

$

9,601,815

$

11,411,318

$

3,254,180

Shares outstanding

1,844,364

1,034,712

1,252,216

349,898

NAV and offering price per share

$

.79

$

.28

$

.11

$

.30

CLASS R6:

Net assets

$

9,352,916,447

$

6,301,982,510

$

5,522,858,744

$

1,684,302,063

Shares outstanding

955,282,216

679,386,273

606,101,030

181,033,246

NAV and offering price per share

$

.79

$

.28

$

.11

$

.30

RETIREMENT CLASS:

Net assets

$

524,307,545

$

129,907,820

$

183,011,731

$

249,657,140

Shares outstanding

53,525,657

13,745,608

20,078,590

26,802,113

NAV and offering price per share

$

.80

$

.45

$

.11

$

.31

CLASS W:

Net assets

$

15,936,664,280

$

4,085,104,944

$

–

$

2,547,883,223

Shares outstanding

1,627,522,597

440,354,567

–

273,852,251

NAV and offering price per share

$

.79

$

.28

$

–

$

.30

Authorized shares - per class

Unlimited

Unlimited

Unlimited

Unlimited

Par value per share

$

.0001

$

.0001

$

.0001

$

.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

$

186,783,906

$

6,793,846

$

193,516,400

$

3,290,132

$

113,849,388

$

2,673,870

$

328,397,819

19,131,035

734,717

21,634,469

337,742

11,144,035

276,076

328,350,486

$

.76

$

.25

$

.94

$

.74

$

.22

$

.69

$

.00

3.00%

3.75%

4.75%

2.50%

2.50%

2.50%

–%

$

.06

$

.61

$

.39

$

.99

$

.48

$

.94

$

.00

$

871,539

$

44,104,135

$

4,714,067

$

3,246,802

$

207,397,854

$

511,982

$

19,814,941

89,454

4,772,148

529,870

333,590

20,321,875

52,869

19,811,742

$

.74

$

.24

$

.90

$

.73

$

.21

$

.68

$

.00

$

–

$

924,554

$

7,101,335

$

974,185

$

1,695,235

$

268,151

$

53,138,215

–

100,000

795,779

100,000

165,915

27,697

53,125,682

$

–

$

.25

$

.92

$

.74

$

.22

$

.68

$

.00

$

8,983,395

$

112,481,491

$

1,153,000,643

$

68,024,528

$

480,355,060

$

61,722,516

$

1,079,870,784

920,944

12,165,600

129,473,078

6,983,020

47,048,305

6,369,990

1,079,748,612

$

.75

$

.25

$

.91

$

.74

$

.21

$

.69

$

.00

$

–

$

16,448,868

$

206,749,868

$

47,315,343

$

138,925,595

$

921,900,328

$

555,294,625

–

1,778,879

23,210,798

4,855,264

13,592,480

95,149,595

555,234,094

$

–

$

.25

$

.91

$

.75

$

.22

$

.69

$

.00

$

–

$

–

$

428,298,919

$

–

$

941,372,973

$

1,531,553,368

$

–

–

–

48,091,809

–

92,218,399

158,065,727

–

$

–

$

–

$

.91

$

–

$

.21

$

.69

$

–

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

$

.0001

$

.0001

$

.0001

$

.0001

$

.0001

$

.0001

$

.0001

Statement of Operations

See Notes to Financial Statements

Six Months Ended September 30, 2025 (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

INVESTMENT INCOME

Dividends from unaffiliated investments

$

–

$

–

$

1,243,988

$

141,358

$

–

Dividends from affiliated investments

–

3,026,023

–

1,124,200

–

Interest

488,360,845

256,280,544

156,616,332

117,957,141

3,609,759

Securities lending income, net

355,773

203,549

134,028

138,766

–

Tax withheld

(2,108)

(7,172)

(93,432)

(384)

–

Total investment income

488,714,510

259,502,944

157,900,916

119,361,081

3,609,759

EXPENSES

Management fees

7,605,387

14,771,433

10,920,195

6,595,830

247,399

12b-1 distribution and service fees —

Class A

33,320

87,495

334,857

278,016

236,255

12b-1 distribution and service fees —

Premier Class

13,763

8,297

8,479

2,431

–

Shareholder servicing agent fees —

Class A

10,707

23,053

88,932

94,850

38,762

Shareholder servicing agent fees —

Class I

13,958

511,032

377,344

97,551

Shareholder servicing agent fees —

Premier Class

–

Shareholder servicing agent fees —

Class R6

3,785

3,459

7,725

2,612

Shareholder servicing agent fees —

Retirement Class

647,677

163,305

228,266

310,399

–

Shareholder servicing agent fees —

Class W

4,792

1,437

–

937

–

Administrative service fees

92,943

49,743

33,893

31,095

10,661

Trustees fees

158,977

64,188

40,316

26,152

1,133

Custodian expenses

531,716

138,369

84,738

105,037

15,555

Overdraft expense

–

–

–

–

–

Professional fees

56,451

33,634

33,569

30,042

16,162

Registration fees

8,681

13,817

8,922

20,188

10,802

Shareholder reporting expenses

104,098

149,076

133,006

72,629

28,862

Other

28,885

19,572

203,947

44,048

24,062

Total expenses

9,315,198

16,037,966

12,504,583

7,711,881

629,859

Expenses reimbursed by the investment adviser

(5,114,176)

(5,571,624)

–

(3,655,133)

(57,609)

Fee waiver by investment adviser

–

(85,735)

–

(43,042)

–

Net expenses

4,201,022

10,380,607

12,504,583

4,013,706

572,250

Net investment income (loss)

484,513,488

249,122,337

145,396,333

115,347,375

3,037,509

REALIZED AND UNREALIZED GAIN (LOSS)

Realized gain (loss) from:

Investments

(224,624,690)

(74,103,399)

(12,593,664)

(27,681,035)

(751,020)

Futures contracts

–

(908,645)

–

(248,252)

–

Swap contracts

–

(8,133,711)

–

(5,794,745)

–

Foreign currency transactions

6,644

(665,792)

(1,741,291)

(721,024)

Net realized gain (loss)

(224,618,046)

(83,811,547)

(14,334,955)

(34,445,056)

(751,008)

Change in unrealized appreciation (depreciation) on:

Investments

‡

578,618,797

218,874,921

100,173,312

89,058,910

3,633,100

Affiliated investments

–

131,943

–

72,451

–

Futures contracts

–

1,366,109

–

705,612

–

Forward foreign currency contracts

–

112,206

723,280

84,643

–

Swap contracts

–

(8,716,898)

–

(10,375,143)

–

Foreign currency translations

–

8,879

3,605

5,635

–

Net change in unrealized appreciation (depreciation)

578,618,797

211,777,160

100,900,197

79,552,108

3,633,100

Net realized and unrealized gain (loss)

354,000,751

127,965,613

86,565,242

45,107,052

2,882,092

Net increase (decrease) in net assets from operations

$

838,514,239

$

377,087,950

$

231,961,575

$

160,454,427

$

5,919,601

§

Consolidated Statement of Operations (see Notes to Financial Statements)

‡

&nbsp;&nbsp;&nbsp;&nbsp;Net of change in foreign capital gains tax

$

–

$

(9,329)

$

–

$

–

$

–

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

$

31,281

$

–

$

–

$

–

$

–

$

–

–

–

–

–

–

–

4,229,222

68,303,377

2,079,287

42,246,162

52,424,222

47,134,747

6,242

587,424

4,288

35,465

9,656

–

(965)

–

–

(3,127)

(1,189)

–

4,265,780

68,890,801

2,083,575

42,278,500

52,432,689

47,134,747

351,625

3,368,971

128,467

2,233,623

607,268

1,088,560

8,419

243,847

4,069

143,055

3,497

414,525

686

5,320

729

1,214

38,053

2,817

65,142

1,087

44,755

999

133,872

17,207

3,293

593

93,657

10,074

3,064

1,376

573

19,475

255,958

16,151

169,815

1,166,020

737,609

–

520

–

574

–

17,487

24,113

17,244

24,025

26,751

21,499

1,005

11,707

9,792

14,664

17,458

24,690

23,354

15,151

21,650

59,452

28,339

–

–

–

–

28,023

28,205

21,290

23,414

23,658

17,957

22,082

884

21,918

18,793

11,811

11,872

40,274

66,107

32,674

54,427

61,997

70,860

28,131

26,952

22,339

30,676

24,105

33,887

562,246

4,127,492

282,321

2,870,829

2,001,696

2,625,255

(140,734)

(698,888)

(113,338)

(1,178,046)

(480,362)

–

–

–

–

–

–

–

421,512

3,428,604

168,983

1,692,783

1,521,334

2,625,255

3,844,268

65,462,197

1,914,592

40,585,717

50,911,355

44,509,492

(141,205)

(21,272,048)

121,252

4,311,566

3,565,690

39,262

–

–

–

275,748

–

–

–

–

–

–

–

–

(9,851)

8,872

–

11,693

820

(151,056)

(21,263,176)

121,252

4,599,007

3,566,510

39,271

2,730,629

62,440,143

431,337

7,923,193

4,425,961

–

–

–

–

–

–

–

–

–

–

(151,282)

–

–

(761)

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

2,729,906

62,440,143

431,337

7,771,911

4,425,961

–

2,578,850

41,176,967

552,589

12,370,918

7,992,471

39,271

$

6,423,118

$

106,639,164

$

2,467,181

$

52,956,635

$

58,903,826

$

44,548,763

$

–

$

–

$

–

$

–

$

–

$

–

Statement of Changes in Net Assets

See Notes to Financial Statements

8.1 Bond Index

8.2 Core Bond

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

OPERATIONS

Net investment income (loss)

$

484,513,488

$

894,966,619

$

249,122,337

$

470,987,254

Net realized gain (loss)

(224,618,046)

(79,406,948)

(83,811,547)

(126,831,685)

Net change in unrealized appreciation

(depreciation)

578,618,797

393,939,033

211,777,160

204,203,483

Net increase (decrease) in net assets from

operations

838,514,239

1,209,498,704

377,087,950

548,359,052

DISTRIBUTIONS TO SHAREHOLDERS

–

–

–

–

Dividends:

Class A

(460,409)

(868,769)

(1,421,795)

(2,884,546)

Class I

(506,822)

(912,927)

(14,159,943)

(28,881,011)

Premier Class

(333,716)

(878,308)

(233,801)

(322,182)

Class R6

(177,418,318)

(374,424,654)

(131,041,311)

(235,630,598)

Retirement Class

(9,157,568)

(16,423,584)

(2,693,714)

(5,519,253)

Class W

(296,591,988)

(501,476,286)

(93,537,697)

(191,622,591)

Total distributions

(484,468,821)

(894,984,528)

(243,088,261)

(464,860,181)

FUND SHARE TRANSACTIONS

Subscriptions

2,876,212,857

5,165,034,903

1,839,113,298

2,202,411,806

Reinvestments of distributions

183,529,038

384,046,245

140,787,598

251,864,123

Redemptions

(4,089,733,085)

(2,911,162,010)

(1,469,654,264)

(1,966,420,791)

Net increase (decrease) from Fund share

transactions

(1,029,991,190)

2,637,919,138

510,246,632

487,855,138

Net increase (decrease) in net assets

(675,945,772)

2,952,433,314

644,246,321

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

$

25,887,361,489

$

26,563,307,261

$

11,273,914,924

$

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

§

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

$

145,396,333

$

284,886,640

$

115,347,375

$

228,774,047

$

3,037,509

$

6,175,687

$

3,844,268

$

7,143,521

(14,334,955)

(84,122,866)

(34,445,056)

(106,186,603)

(751,008)

(5,281,349)

(151,056)

(1,798,850)

100,900,197

134,892,537

79,552,108

139,857,548

3,633,100

482,745

2,729,906

2,104,683

231,961,575

335,656,311

160,454,427

262,444,992

5,919,601

1,377,083

6,423,118

7,449,354

–

–

–

–

–

–

–

–

(5,353,132)

(12,264,625)

(4,721,034)

(9,685,284)

(2,882,052)

(5,910,058)

(134,988)

(289,637)

(21,720,069)

(45,198,102)

(2,313,151)

(3,890,840)

(13,410)

(10,754)

(937,684)

(1,618,215)

(236,099)

(489,518)

(71,704)

(155,807)

–

–

(19,159)

(39,248)

(111,381,947)

(218,867,522)

(36,318,505)

(71,705,712)

(141,978)

(255,367)

(2,364,094)

(4,568,937)

(3,702,040)

(8,376,993)

(5,372,552)

(11,468,938)

–

–

(317,448)

(596,081)

–

–

(60,291,296)

(125,674,065)

–

–

–

–

(142,393,287)

(285,196,760)

(109,088,242)

(222,580,646)

(3,037,440)

(6,176,179)

(3,773,373)

(7,112,118)

1,249,712,069

1,939,547,953

515,472,555

690,136,711

6,916,389

12,389,271

16,974,668

40,305,034

115,408,351

227,172,987

30,377,545

59,236,368

2,774,064

5,649,996

1,994,851

4,057,137

(1,131,095,534)

(1,789,005,695)

(349,275,276)

(979,220,059)

(18,317,719)

(33,280,552)

(13,762,004)

(28,486,600)

234,024,886

377,715,245

196,574,824

(229,846,980)

(8,627,266)

(15,241,285)

5,207,515

15,875,571

323,593,174

428,174,796

247,941,009

(189,982,634)

(5,745,105)

(20,040,381)

7,857,260

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

$

7,061,832,637

$

6,738,239,463

$

4,814,250,608

$

4,566,309,599

$

196,638,840

$

202,383,945

$

180,752,894

$

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

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

OPERATIONS

Net investment income (loss)

$

65,462,197

$

131,726,761

$

1,914,592

$

3,573,836

Net realized gain (loss)

(21,263,176)

(4,582,900)

121,252

225,235

Net change in unrealized appreciation

(depreciation)

62,440,143

5,997,033

431,337

640,771

Net increase (decrease) in net assets from

operations

106,639,164

133,140,894

2,467,181

4,439,842

DISTRIBUTIONS TO SHAREHOLDERS

–

–

–

–

Dividends:

Class A

(6,201,092)

(12,862,686)

(68,474)

(136,907)

Class I

(144,411)

(265,484)

(61,325)

(94,448)

Premier Class

(229,808)

(526,103)

(21,267)

(43,508)

Class R6

(38,635,315)

(77,558,010)

(1,492,333)

(3,007,473)

Retirement Class

(6,574,732)

(13,231,394)

(275,293)

(278,036)

Class W

(13,592,689)

(27,351,300)

–

–

Total distributions

(65,378,047)

(131,794,977)

(1,918,692)

(3,560,372)

FUND SHARE TRANSACTIONS

Subscriptions

258,586,986

451,368,468

47,196,590

15,558,221

Reinvestments of distributions

50,636,722

101,517,680

1,372,165

2,442,923

Redemptions

(361,675,082)

(540,430,135)

(3,815,374)

(17,211,601)

Net increase (decrease) from Fund share

transactions

(52,451,374)

12,456,013

44,753,381

789,543

Net increase (decrease) in net assets

(11,190,257)

13,801,930

45,301,870

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

$

1,993,381,232

$

2,004,571,489

$

122,850,990

$

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

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

Unaudited

Six Months Ended

9/30/25

Year Ended

3/31/25

$

40,585,717

$

80,597,825

$

50,911,355

$

93,760,468

$

44,509,492

$

98,860,204

4,599,007

3,726,226

3,566,510

(4,901,448)

39,271

108,203

7,771,911

25,206,454

4,425,961

28,403,641

–

–

52,956,635

109,530,505

58,903,826

117,262,661

44,548,763

98,968,407

–

–

–

–

–

–

(2,315,040)

(4,552,517)

(54,832)

(99,955)

(6,438,418)

(13,754,733)

(4,225,094)

(8,022,448)

(10,619)

(21,475)

(592,731)

(2,144,070)

(34,136)

(81,718)

(6,356)

(13,228)

(1,031,621)

(1,945,192)

(10,519,755)

(19,935,336)

(1,298,475)

(2,748,449)

(24,770,768)

(52,686,287)

(2,799,354)

(5,974,001)

(18,643,563)

(33,033,418)

(11,675,968)

(28,333,835)

(20,713,360)

(41,981,726)

(30,898,239)

(57,848,411)

–

–

(40,606,739)

(80,547,746)

(50,912,084)

(93,764,936)

(44,509,506)

(98,864,117)

342,836,026

405,743,397

293,015,679

533,621,140

333,522,610

867,471,720

16,144,182

30,242,119

20,005,939

35,878,328

44,328,586

98,539,307

(221,754,433)

(586,426,952)

(150,173,911)

(241,479,683)

(566,153,380)

(800,336,131)

137,225,775

(150,441,436)

162,847,707

328,019,785

(188,302,184)

165,674,896

149,575,671

(121,458,677)

170,839,449

351,517,510

(188,262,927)

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

$

1,883,596,105

$

1,734,020,434

$

2,518,630,215

$

2,347,790,766

$

2,036,516,384

$

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:

9/30/25

(c) $

.67

$

.17

$

.13

$

.30

$

(0

.17)

$

—

$

(0

.17)

$

.80

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)

(e) (0

.22)

.68

3/31/22

.15

.18

(0

.68)

(0

.50)

(0

.18)

(0

.02)

(0

.20)

.45

3/31/21

.41

.21

(0

.17)

.04

(0

.21)

(0

.09)

(0

.30)

.15

Class I:

9/30/25

(c) 9

.66

.18

.13

.31

(0

.18)

—

(0

.18)

.79

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)

(e) (0

.24)

.67

3/31/22

.14

.20

(0

.68)

(0

.48)

(0

.20)

(0

.02)

(0

.22)

.44

3/31/21

.41

.23

(0

.18)

.05

(0

.23)

(0

.09)

(0

.32)

.14

Premier Class:

9/30/25

(c) 9

.66

.18

.13

.31

(0

.18)

—

(0

.18)

.79

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)

(e) (0

.23)

.67

3/31/22

.14

.19

(0

.68)

(0

.49)

(0

.19)

(0

.02)

(0

.21)

.44

3/31/21

.40

.22

(0

.16)

.06

(0

.23)

(0

.09)

(0

.32)

.14

Class R6:

9/30/25

(c) 9

.66

.18

.13

.31

(0

.18)

—

(0

.18)

.79

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)

(e) (0

.25)

.67

3/31/22

.14

.21

(0

.68)

(0

.47)

(0

.21)

(0

.02)

(0

.23)

.44

3/31/21

.40

.24

(0

.17)

.07

(0

.24)

(0

.09)

(0

.33)

.14

Retirement Class:

9/30/25

(c) 9

.67

.17

.13

.30

(0

.17)

—

(0

.17)

.80

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)

(e) (0

.23)

.68

3/31/22

.15

.18

(0

.68)

(0

.50)

(0

.18)

(0

.02)

(0

.20)

.45

3/31/21

.41

.21

(0

.17)

.04

(0

.21)

(0

.09)

(0

.30)

.15

Class W:

9/30/25

(c) 9

.66

.19

.13

.32

(0

.19)

—

(0

.19)

.79

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)

(e) (0

.26)

.67

3/31/22

.15

.22

(0

.69)

(0

.47)

(0

.22)

(0

.02)

(0

.24)

.44

3/31/21

.41

.25

(0

.16)

.09

(0

.26)

(0

.09)

(0

.35)

.15

(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) Unaudited

(d) Annualized.

(e) 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

.11

%

$

26,337

.40

%

(d) 0

.40

%

(d) 3

.45

%

(d) 17

%

.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

.24

36,033

.42

.42

.78

.23

29,077

.17

(d) 0

.17

(d) 3

.69

(d) 17

.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

.36

18,746

.21

.21

.98

.20

18,058

.22

(d) 0

.22

(d) 3

.64

(d) 17

.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

.40

28,867

.26

.26

.94

.28

9,352,916

.07

(d) 0

.07

(d) 3

.78

(d) 17

.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

.46

9,712,952

.11

.11

.09

.15

524,308

.32

(d) 0

.32

(d) 3

.54

(d) 17

.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

.30

613,853

.36

.36

.84

.31

15,936,664

.07

(d) 0.00 (d) 3

.86

(d) 17

.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

.66

9,108,797

.11

0.00 2

.19

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:

9/30/25

(c) $

.33

$

.19

$

.11

$

.30

$

(0

.19)

$

—

$

(0

.19)

$

.44

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

3/31/21

.66

.22

.38

.60

(0

.22)

(0

.20)

(0

.42)

.84

Class I:

9/30/25

(c) 9

.18

.20

.09

.29

(0

.19)

—

(0

.19)

.28

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

3/31/21

.49

.24

.36

.60

(0

.23)

(0

.20)

(0

.43)

.66

Premier Class:

9/30/25

(c) 9

.17

.20

.10

.30

(0

.19)

—

(0

.19)

.28

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

3/31/21

.49

.23

.36

.59

(0

.23)

(0

.20)

(0

.43)

.65

Class R6:

9/30/25

(c) 9

.17

.21

.10

.31

(0

.20)

—

(0

.20)

.28

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

3/31/21

.48

.25

.37

.62

(0

.25)

(0

.20)

(0

.45)

.65

Retirement Class:

9/30/25

(c) 9

.34

.20

.10

.30

(0

.19)

—

(0

.19)

.45

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

3/31/21

.67

.23

.37

.60

(0

.22)

(0

.20)

(0

.42)

.85

Class W:

9/30/25

(c) 9

.17

.22

.10

.32

(0

.21)

—

(0

.21)

.28

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

3/31/21

.48

.28

.37

.65

(0

.28)

(0

.20)

(0

.48)

.65

(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) Unaudited

(d) Annualized.

(e) 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

.25

%

$

69,521

.60

%

(d) 0

.59

%

(d) 4

.17

%

(d) 54

%

%

.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

(e) 96

(e) 5

.47

107,280

.58

.58

.99

.24

677,797

.43

(d) 0

.43

(d) 4

.34

(d) 54

.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

(e) 96

(e) 5

.70

753,975

.42

.42

.16

.36

9,602

.43

(d) 0

.43

(d) 4

.34

(d) 54

.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

(e) 96

(e) 5

.58

11,648

.44

.44

.13

.43

6,301,983

.28

(d) 0

.28

(d) 4

.49

(d) 54

.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

(e) 96

(e) 5

.84

2,825,828

.29

.29

.27

.28

129,908

.53

(d) 0

.53

(d) 4

.24

(d) 54

.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

(e) 96

(e) 5

.51

210,938

.54

.54

.03

.58

4,085,105

.28

(d) 0.00 (d) 4

.77

(d) 54

.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

(e) 96

(e) 6

.15

4,793,554

.29

0.00 2

.56

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

(c) Class A:

9/30/25

(d) $

8.99 $

0.19 $

0.11 $

0.30 $

(0.18)

$

—

$

(0.18)

$

9.11 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)

(g) (0.15)

9.87 3/31/21

10.40 0.18 0.33 0.51 (0.18)

(0.26)

(0.44)

10.47 Class I:

9/30/25

(d) 9.00 0.20 0.11 0.31 (0.19)

—

(0.19)

9.12 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)

(g) (0.18)

9.88 3/31/21

10.42 0.20 0.32 0.52 (0.20)

(0.26)

(0.46)

10.48 Premier Class:

9/30/25

(d) 8.99 0.19 0.12 0.31 (0.19)

—

(0.19)

9.11 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)

(g) (0.16)

9.88 3/31/21

10.42 0.19 0.32 0.51 (0.19)

(0.26)

(0.45)

10.48 Class R6:

9/30/25

(d) 8.99 0.20 0.11 0.31 (0.19)

—

(0.19)

9.11 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)

(g) (0.18)

9.87 3/31/21

10.41 0.21 0.33 0.54 (0.21)

(0.26)

(0.47)

10.48 Retirement Class:

9/30/25

(d) 8.99 0.19 0.11 0.30 (0.18)

—

(0.18)

9.11 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)

(g) (0.16)

9.88 3/31/21

10.41 0.18 0.33 0.51 (0.18)

(0.26)

(0.44)

10.48 (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) Consolidated Financial Highlights (see Notes to Financial Statements)

(d) Unaudited

(e) Annualized.

(f) Does not include in-kind transactions.

(g) 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

Portfolio

Turnover

Rate Excluding

Mortgage

Dollar Rolls

3.49 %

$

110,081

0.66 %

(e) 0.66 %

(e) 4.10 %

(e) 75

%

(f) 73

%

(f) 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

4.87 304,704

0.61 0.61 1.67 293

3.51 1,234,470

0.42 (e) 0.42 (e) 4.35 (e) 75

(f) 73

(f) 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

4.95 1,286,125

0.43 0.43 1.83 293

3.47 11,411

0.50 (e) 0.50 (e) 4.27 (e) 75

(f) 73

(f) 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

4.85 32,891

0.53 0.53 1.76 293

3.55 5,522,859

0.35 (e) 0.35 (e) 4.43 (e) 75

(f) 73

(f) 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

5.13 4,169,777

0.35 0.35 1.92 293

3.42 183,012

0.60 (e) 0.60 (e) 4.17 (e) 75

(f) 73

(f) 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

4.87 472,112

0.60 0.60 1.69 293

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:

9/30/25

(c) $

.22

$

.21

$

.09

$

.30

$

(0

.20)

$

—

$

(0

.20)

$

.32

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

3/31/21

.40

.26

.52

.78

(0

.26)

(0

.08)

(0

.34)

.84

Class I:

9/30/25

(c) 9

.21

.21

.09

.30

(0

.20)

—

(0

.20)

.31

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

3/31/21

.39

.29

.51

.80

(0

.28)

(0

.08)

(0

.36)

.83

Premier Class:

9/30/25

(c) 9

.20

.22

.08

.30

(0

.20)

—

(0

.20)

.30

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

3/31/21

.38

.28

.51

.79

(0

.27)

(0

.08)

(0

.35)

.82

Class R6:

9/30/25

(c) 9

.21

.22

.08

.30

(0

.21)

—

(0

.21)

.30

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

3/31/21

.38

.29

.52

.81

(0

.29)

(0

.08)

(0

.37)

.82

Retirement Class:

9/30/25

(c) 9

.22

.21

.08

.29

(0

.20)

—

(0

.20)

.31

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

3/31/21

.40

.27

.51

.78

(0

.26)

(0

.08)

(0

.34)

.84

Class W:

9/30/25

(c) 9

.21

.24

.07

.31

(0

.22)

—

(0

.22)

.30

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

3/31/21

.38

.32

.52

.84

(0

.32)

(0

.08)

(0

.40)

.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.

(c) Unaudited

(d) 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

.25

%

$

216,014

.63

%

(d) 0

.63

%

(d) 4

.52

%

(d) 56

%

%

.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

.48

302,270

.61

.61

.36

.33

113,140

.48

(d) 0

.48

(d) 4

.67

(d) 56

.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

.74

208,321

.37

.37

.60

.34

3,254

.45

(d) 0

.45

(d) 4

.70

(d) 56

.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

.67

8,155

.45

.45

.53

.31

1,684,302

.30

(d) 0

.30

(d) 4

.85

(d) 56

.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

.83

1,608,213

.30

.30

.66

.18

249,657

.55

(d) 0

.55

(d) 4

.60

(d) 56

.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

.55

397,965

.55

.55

.42

.46

2,547,883

.30

(d) 0.00 (d) 5

.15

(d) 56

.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

.14

3,039,900

.30

0.00 2

.95

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:

9/30/25

(c) $

.62

$

.15

$

.14

$

.29

$

(0

.15)

$

—

$

(0

.15)

$

.76

3/31/25

.84

.28

(0

.22)

.06

(0

.28)

—

(0

.28)

.62

3/31/24

.81

.24

.03

.27

(0

.24)

—

(0

.24)

.84

3/31/23

.05

.20

(0

.23)

(0

.03)

(0

.20)

(0

.01)

(0

.21)

.81

3/31/22

.91

.20

(0

.79)

(0

.59)

(0

.20)

(0

.07)

(0

.27)

.05

3/31/21

.51

.21

.43

.64

(0

.21)

(0

.03)

(0

.24)

.91

Class I:

9/30/25

(c) 9

.60

.16

.14

.30

(0

.16)

—

(0

.16)

.74

3/31/25

.82

.30

(0

.21)

.09

(0

.31)

—

(0

.31)

.60

3/31/24

.80

.25

.02

.27

(0

.25)

—

(0

.25)

.82

3/31/23

.03

.22

(0

.22)

—

(0

.22)

(0

.01)

(0

.23)

.80

3/31/22

.89

.21

(0

.79)

(0

.58)

(0

.21)

(0

.07)

(0

.28)

.03

3/31/21

.50

.23

.42

.65

(0

.23)

(0

.03)

(0

.26)

.89

Class R6:

9/30/25

(c) 9

.61

.16

.14

.30

(0

.16)

—

(0

.16)

.75

3/31/25

.83

.31

(0

.22)

.09

(0

.31)

—

(0

.31)

.61

3/31/24

.80

.26

.03

.29

(0

.26)

—

(0

.26)

.83

3/31/23

.04

.23

(0

.23)

—

(0

.23)

(0

.01)

(0

.24)

.80

3/31/22

.90

.22

(0

.78)

(0

.56)

(0

.23)

(0

.07)

(0

.30)

.04

3/31/21

.50

.24

.43

.67

(0

.24)

(0

.03)

(0

.27)

.90

(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) Unaudited

(d) 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

.01

%

$

186,784

.65

%

(d) 0

.59

%

(d) 3

.05

%

(d) 7

%

.65

194,143

.63

.58

.91

.78

213,880

.62

.58

.43

(0

.23)

227,830

.62

.58

.08

(5

.54)

248,157

.61

.54

.83

.18

272,018

.59

.58

.97

.15

872

.39

(d) 0

.33

(d) 3

.31

(d) 7

.88

728

.41

.37

.13

.87

.44

.40

.59

.06

533

.42

.38

.27

(5

.42)

683

.43

.40

.97

.30

666

.40

.38

.16

.17

8,983

.36

(d) 0

.30

(d) 3

.34

(d) 7

.94

7,513

.34

.30

.19

.07

8,182

.34

.30

.71

.05

8,747

.34

.30

.36

(5

.31)

18,226

.33

.30

.09

.48

8,099

.32

.30

.24

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

(c) Class A:

9/30/25

(d) $

9.11 $

0.19 $

0.13 $

0.32 $

(0.18)

$

—

$

(0.18)

$

9.25 3/31/25

9.10 0.38 0.01 0.39 (0.38)

—

(0.38)

9.11 3/31/24

9.16 0.34 (0.05)

0.29 (0.35)

—

(0.35)

9.10 3/31/23

9.95 0.29 (0.78)

(0.49)

(0.29)

(0.01)

(0.30)

9.16 3/31/22

10.63 0.22 (0.63)

(0.41)

(0.22)

(0.05)

(0.27)

9.95 3/31/21

10.22 0.24 0.59 0.83 (0.24)

(0.18)

(0.42)

10.63 Class I:

9/30/25

(d) 9.11 0.20 0.12 0.32 (0.19)

—

(0.19)

9.24 3/31/25

9.09 0.40 0.02 0.42 (0.40)

—

(0.40)

9.11 3/31/24

9.16 0.36 (0.07)

0.29 (0.36)

—

(0.36)

9.09 3/31/23

9.95 0.32 (0.79)

(0.47)

(0.31)

(0.01)

(0.32)

9.16 3/31/22

10.62 0.24 (0.62)

(0.38)

(0.24)

(0.05)

(0.29)

9.95 3/31/21

10.22 0.27 0.58 0.85 (0.27)

(0.18)

(0.45)

10.62 Premier Class:

9/30/25

(d) 9.11 0.20 0.13 0.33 (0.19)

—

(0.19)

9.25 3/31/25

9.09 0.39 0.02 0.41 (0.39)

—

(0.39)

9.11 3/31/24

9.16 0.36 (0.07)

0.29 (0.36)

—

(0.36)

9.09 3/31/23

9.95 0.30 (0.78)

(0.48)

(0.30)

(0.01)

(0.31)

9.16 3/31/22

10.62 0.23 (0.62)

(0.39)

(0.23)

(0.05)

(0.28)

9.95 3/31/21

10.22 0.26 0.58 0.84 (0.26)

(0.18)

(0.44)

10.62 Class R6:

9/30/25

(d) 9.11 0.20 0.14 0.34 (0.20)

—

(0.20)

9.25 3/31/25

9.09 0.41 0.02 0.43 (0.41)

—

(0.41)

9.11 3/31/24

9.16 0.37 (0.07)

0.30 (0.37)

—

(0.37)

9.09 3/31/23

9.95 0.31 (0.78)

(0.47)

(0.31)

(0.01)

(0.32)

9.16 3/31/22

10.62 0.24 (0.61)

(0.37)

(0.25)

(0.05)

(0.30)

9.95 3/31/21

10.22 0.27 0.58 0.85 (0.27)

(0.18)

(0.45)

10.62 Retirement Class:

9/30/25

(d) 9.11 0.19 0.14 0.33 (0.19)

—

(0.19)

9.25 3/31/25

9.09 0.38 0.02 0.40 (0.38)

—

(0.38)

9.11 3/31/24

9.16 0.35 (0.07)

0.28 (0.35)

—

(0.35)

9.09 3/31/23

9.95 0.30 (0.78)

(0.48)

(0.30)

(0.01)

(0.31)

9.16 3/31/22

10.63 0.23 (0.63)

(0.40)

(0.23)

(0.05)

(0.28)

9.95 3/31/21

10.22 0.26 0.59 0.85 (0.26)

(0.18)

(0.44)

10.63 (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) Consolidated Financial Highlights (see Notes to Financial Statements)

(d) Unaudited

(e) 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

3.59 %

$

6,794

0.92 %

(e) 0.76 %

(e) 4.09 %

(e) 13

%

4.45 6,743

0.91 0.78 4.15 41

3.12 7,294

0.91 0.76 3.83 62

(4.98)

7,756

0.91 0.71 3.12 36

(4.06)

7,465

1.33 0.73 2.04 27

8.07 6,342

1.26 0.73 2.20 34

3.61 44,104

0.66 (e) 0.50 (e) 4.34 (e) 13

4.70 45,310

0.68 0.54 4.40 41

3.34 36,073

0.69 0.55 4.03 62

(4.76)

43,796

0.71 0.51 3.60 36

(3.73)

3,270

0.83 0.47 2.30 27

8.25 1,570

0.94 0.46 2.49 34

3.68 925

0.74 (e) 0.57 (e) 4.27 (e) 13

4.63 911

0.74 0.60 4.34 41

3.29 909

0.75 0.60 4.00 62

(4.84)

916

0.77 0.57 3.25 36

(3.84)

995

0.97 0.58 2.18 27

8.16 1,062

1.08 0.55 2.41 34

3.76 112,481

0.58 (e) 0.42 (e) 4.42 (e) 13

4.79 104,951

0.58 0.45 4.49 41

3.44 98,937

0.60 0.45 4.17 62

(4.70)

77,172

0.61 0.41 3.41 36

(3.71)

77,183

0.81 0.45 2.34 27

8.27 27,694

0.93 0.45 2.50 34

3.63 16,449

0.83 (e) 0.67 (e) 4.17 (e) 13

4.53 14,981

0.83 0.70 4.24 41

3.19 13,469

0.85 0.69 3.90 62

(4.86)

14,141

0.86 0.58 3.23 36

(3.93)

15,531

1.06 0.58 2.18 27

8.26 14,133

1.18 0.54 2.38 34

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:

9/30/25

(c) $

8.75 $

0.28 $

0.19 $

0.47 $

(0.28)

$

—

$

(0.28)

$

8.94 3/31/25

8.74 0.55 0.01 0.56 (0.55)

—

(0.55)

8.75 3/31/24

8.39 0.52 0.35 0.87 (0.52)

—

(0.52)

8.74 3/31/23

9.15 0.45 (0.75)

(0.30)

(0.46)

—

(0.46)

8.39 3/31/22

9.57 0.42 (0.42)

0.00 (e) (0.42)

—

(0.42)

9.15 3/31/21

8.39 0.45 1.18 1.63 (0.45)

—

(0.45)

9.57 Class I:

9/30/25

(c) 8.70 0.29 0.20 0.49 (0.29)

—

(0.29)

8.90 3/31/25

8.69 0.56 0.01 0.57 (0.56)

—

(0.56)

8.70 3/31/24

8.35 0.53 0.34 0.87 (0.53)

—

(0.53)

8.69 3/31/23

9.10 0.46 (0.74)

(0.28)

(0.47)

—

(0.47)

8.35 3/31/22

9.52 0.43 (0.42)

0.01 (0.43)

—

(0.43)

9.10 3/31/21

8.35 0.46 1.17 1.63 (0.46)

—

(0.46)

9.52 Premier Class:

9/30/25

(c) 8.73 0.29 0.19 0.48 (0.29)

—

(0.29)

8.92 3/31/25

8.71 0.56 0.02 0.58 (0.56)

—

(0.56)

8.73 3/31/24

8.36 0.53 0.35 0.88 (0.53)

—

(0.53)

8.71 3/31/23

9.12 0.47 (0.76)

(0.29)

(0.47)

—

(0.47)

8.36 3/31/22

9.54 0.43 (0.42)

0.01 (0.43)

—

(0.43)

9.12 3/31/21

8.37 0.46 1.17 1.63 (0.46)

—

(0.46)

9.54 Class R6:

9/30/25

(c) 8.71 0.29 0.20 0.49 (0.29)

—

(0.29)

8.91 3/31/25

8.70 0.57 0.01 0.58 (0.57)

—

(0.57)

8.71 3/31/24

8.35 0.54 0.35 0.89 (0.54)

—

(0.54)

8.70 3/31/23

9.11 0.48 (0.76)

(0.28)

(0.48)

—

(0.48)

8.35 3/31/22

9.53 0.45 (0.43)

0.02 (0.44)

—

(0.44)

9.11 3/31/21

8.36 0.47 1.17 1.64 (0.47)

—

(0.47)

9.53 Retirement Class:

9/30/25

(c) 8.71 0.28 0.20 0.48 (0.28)

—

(0.28)

8.91 3/31/25

8.70 0.55 0.01 0.56 (0.55)

—

(0.55)

8.71 3/31/24

8.36 0.52 0.34 0.86 (0.52)

—

(0.52)

8.70 3/31/23

9.11 0.45 (0.74)

(0.29)

(0.46)

—

(0.46)

8.36 3/31/22

9.53 0.42 (0.42)

0.00 (e) (0.42)

—

(0.42)

9.11 3/31/21

8.36 0.45 1.17 1.62 (0.45)

—

(0.45)

9.53 Class W:

9/30/25

(c) 8.71 0.31 0.20 0.51 (0.31)

—

(0.31)

8.91 3/31/25

8.70 0.61 0.01 0.62 (0.61)

—

(0.61)

8.71 3/31/24

8.35 0.57 0.35 0.92 (0.57)

—

(0.57)

8.70 3/31/23

9.11 0.51 (0.76)

(0.25)

(0.51)

—

(0.51)

8.35 3/31/22

9.53 0.48 (0.42)

0.06 (0.48)

—

(0.48)

9.11 3/31/21

8.36 0.50 1.17 1.67 (0.50)

—

(0.50)

9.53 (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) Unaudited

(d) Annualized.

(e) Value rounded to zero.

(f) 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

5.46 %

$

193,516

0.68 %

(d) 0.68 %

(d) 6.36 %

(d) 29

%

6.53 196,226

0.68 0.68 6.22 61

10.71 217,021

0.67 0.66 6.11 46

(3.19)

213,517

0.66 0.64 5.38 39

(0.07)

249,616

0.65 0.60 4.41 70

(f) 19.67 276,792

0.65 0.63 4.81 79

5.68 4,714

0.51 (d) 0.51 (d) 6.53 (d) 29

6.72 4,254

0.50 0.50 6.40 61

10.80 4,329

0.48 0.48 6.29 46

(2.96)

7,984

0.49 0.47 5.51 39

0.05 9,760

0.47 0.46 4.54 70

(f) 19.84 8,320

0.45 0.44 4.95 79

5.55 7,101

0.51 (d) 0.51 (d) 6.54 (d) 29

6.82 11,839

0.51 0.51 6.36 61

10.88 11,464

0.52 0.52 6.29 46

(3.08)

14,913

0.51 0.50 5.54 39

0.02 15,798

0.51 0.49 4.54 70

(f) 19.74 20,200

0.51 0.49 4.95 79

5.64 1,153,001

0.36 (d) 0.36 (d) 6.68 (d) 29

6.86 1,208,604

0.36 0.36 6.54 61

11.06 1,140,584

0.37 0.37 6.41 46

(2.94)

1,412,278

0.36 0.35 5.64 39

0.17 2,147,075

0.36 0.34 4.67 70

(f) 19.94 2,703,046

0.36 0.34 5.08 79

5.62 206,750

0.61 (d) 0.61 (d) 6.44 (d) 29

6.60 207,263

0.61 0.61 6.29 61

10.65 211,789

0.62 0.62 6.16 46

(3.07)

220,167

0.61 0.60 5.42 39

(0.08)

265,385

0.61 0.59 4.43 70

(f) 19.64 306,428

0.61 0.59 4.85 79

5.95 428,299

0.36 (d) 0.00 (d) 7.05 (d) 29

7.25 376,384

0.36 0.00 6.90 61

11.46 405,583

0.37 0.00 6.77 46

(2.61)

534,772

0.36 0.00 6.05 39

0.51 450,278

0.36 0.00 5.02 70

(f) 20.34 469,612

0.36 0.00 5.42 79

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:

9/30/25

(c) $

9.68 $

0.20 $

0.06 $

0.26 $

(0.20)

$

—

$

(0.20)

$

9.74 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 3/31/21

9.86 0.18 0.48 0.66 (0.18)

(0.09)

(0.27)

10.25 Class I:

9/30/25

(c) 9.67 0.22 0.06 0.28 (0.22)

—

(0.22)

9.73 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 3/31/21

9.86 0.20 0.48 0.68 (0.20)

(0.09)

(0.29)

10.25 Premier Class:

9/30/25

(c) 9.68 0.21 0.06 0.27 (0.21)

—

(0.21)

9.74 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 3/31/21

9.86 0.19 0.48 0.67 (0.19)

(0.09)

(0.28)

10.25 Class R6:

9/30/25

(c) 9.68 0.22 0.06 0.28 (0.22)

—

(0.22)

9.74 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 3/31/21

9.86 0.20 0.48 0.68 (0.20)

(0.09)

(0.29)

10.25 Retirement Class:

9/30/25

(c) 9.68 0.20 0.08 0.28 (0.21)

—

(0.21)

9.75 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 3/31/21

9.86 0.18 0.48 0.66 (0.18)

(0.09)

(0.27)

10.25 (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) Unaudited

(d) 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

2.76 %

$

3,290

0.92 %

(d) 0.66 %

(d) 4.19 %

(d) 129

%

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

6.67 2,207

1.40 0.59 1.71 136

2.90 3,247

0.65 (d) 0.38 (d) 4.47 (d) 129

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

6.92 1,077

1.06 0.35 1.99 136

2.84 974

0.76 (d) 0.49 (d) 4.36 (d) 129

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

6.76 1,025

1.21 0.50 1.84 136

2.92 68,025

0.61 (d) 0.34 (d) 4.51 (d) 129

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

6.92 23,952

1.06 0.35 1.99 136

2.80 47,315

0.86 (d) 0.59 (d) 4.31 (d) 129

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

6.66 4,737

1.31 0.60 1.72 136

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:

9/30/25

(c) $

.15

$

.21

$

.07

$

.28

$

(0

.21)

$

—

$

(0

.21)

$

.22

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

3/31/21

.23

.14

.25

.39

(0

.14)

(0

.01)

(0

.15)

.47

Class I:

9/30/25

(c) 10

.14

.22

.07

.29

(0

.22)

—

(0

.22)

.21

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

3/31/21

.21

.16

.27

.43

(0

.17)

(0

.01)

(0

.18)

.46

Premier Class:

9/30/25

(c) 10

.15

.21

.08

.29

(0

.22)

—

(0

.22)

.22

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

3/31/21

.23

.16

.26

.42

(0

.16)

(0

.01)

(0

.17)

.48

Class R6:

9/30/25

(c) 10

.14

.22

.07

.29

(0

.22)

—

(0

.22)

.21

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

3/31/21

.22

.17

.26

.43

(0

.17)

(0

.01)

(0

.18)

.47

Retirement Class:

9/30/25

(c) 10

.15

.21

.07

.28

(0

.21)

—

(0

.21)

.22

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

3/31/21

.23

.15

.26

.41

(0

.15)

(0

.01)

(0

.16)

.48

Class W:

9/30/25

(c) 10

.14

.24

.07

.31

(0

.24)

—

(0

.24)

.21

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

3/31/21

.22

.20

.25

.45

(0

.20)

(0

.01)

(0

.21)

.46

(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) Unaudited

(d) 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

.75

%

$

113,849

.59

%

(d) 0

.59

%

(d) 4

.04

%

(d) 109

%

.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

.82

162,317

.56

.56

.37

.87

207,398

.36

(d) 0

.36

(d) 4

.28

(d) 109

.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

.15

230,355

.35

.35

.57

.83

1,695

.42

(d) 0

.42

(d) 4

.22

(d) 109

.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

.07

3,199

.41

.41

.55

.91

480,355

.27

(d) 0

.27

(d) 4

.37

(d) 109

.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

.23

666,050

.26

.26

.66

.79

138,926

.52

(d) 0

.52

(d) 4

.12

(d) 109

.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

.97

142,261

.51

.51

.40

.05

941,373

.27

(d) 0.00 (d) 4

.64

(d) 109

.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

.41

955,303

.26

0.00 1

.91

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:

9/30/25

(c) $

.65

$

.19

$

.04

$

.23

$

(0

.19)

$

—

$

(0

.19)

$

.69

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

3/31/21

.12

.10

.02

.12

(0

.10)

(0

.03)

(0

.13)

.11

Class I:

9/30/25

(c) 9

.65

.20

.03

.23

(0

.20)

—

(0

.20)

.68

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

3/31/21

.12

.12

.02

.14

(0

.12)

(0

.03)

(0

.15)

.11

Premier Class:

9/30/25

(c) 9

.65

.20

.03

.23

(0

.20)

—

(0

.20)

.68

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

3/31/21

.12

.12

.01

.13

(0

.12)

(0

.03)

(0

.15)

.10

Class R6:

9/30/25

(c) 9

.66

.21

.03

.24

(0

.21)

—

(0

.21)

.69

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

3/31/21

.12

.13

.02

.15

(0

.13)

(0

.03)

(0

.16)

.11

Retirement Class:

9/30/25

(c) 9

.66

.19

.03

.22

(0

.19)

—

(0

.19)

.69

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

3/31/21

.12

.10

.03

.13

(0

.11)

(0

.03)

(0

.14)

.11

Class W:

9/30/25

(c) 9

.66

.21

.03

.24

(0

.21)

—

(0

.21)

.69

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

3/31/21

.12

.14

.02

.16

(0

.14)

(0

.03)

(0

.17)

.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) Unaudited

(d) 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

.41

%

$

2,674

.39

%

(d) 0

.39

%

(d) 3

.93

%

(d) 29

%

.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

.12

4,318

.44

.44

.94

.40

512

.20

(d) 0

.20

(d) 4

.12

(d) 29

.40

515

.21

.21

.23

.37

586

.20

.20

.52

.12

592

.20

.20

.53

(3

.16)

789

.22

.22

.43

.32

696

.24

.24

.14

.38

.24

(d) 0

.24

(d) 4

.07

(d) 29

.36

.24

.24

.19

.32

.24

.24

.45

.08

.24

.24

.38

(3

.10)

659

.26

.26

.38

.30

633

.26

.26

.14

.46

61,723

.07

(d) 0

.07

(d) 4

.25

(d) 29

.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

.45

77,335

.11

.11

.26

.34

921,900

.32

(d) 0

.32

(d) 4

.00

(d) 29

.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

.20

179,545

.36

.36

.98

.50

1,531,553

.07

(d) 0.00 (d) 4

.32

(d) 29

.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

.56

803,300

.11

0.00 1

.36

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:

9/30/25

(c) $

.00

$

.02

$

—

$

.02

$

(0

.02)

$

—

$

(0

.02)

$

.00

3/31/25

.00

.04

.01

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(e) 0

.05

(0

.05)

—

(0

.05)

.00

3/31/23

.00

.02

.00

(e) 0

.02

(0

.02)

—

(0

.02)

.00

3/31/22

.00

—

—

—

—

—

—

.00

3/31/21

.00

.00

(e) —

.00

(e) (0

.00)

(e) —

(0

.00)

(e) 1

.00

Class I:

9/30/25

(c) 1

.00

.02

—

.02

(0

.02)

—

(0

.02)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(e) 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

3/31/21

.00

.00

(e) —

.00

(e) (0

.00)

(e) —

(0

.00)

(e) 1

.00

Premier Class:

9/30/25

(c) 1

.00

.02

—

.02

(0

.02)

—

(0

.02)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(e) 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

3/31/21

.00

.00

(e) —

.00

(e) (0

.00)

(e) —

(0

.00)

(e) 1

.00

Class R6:

9/30/25

(c) 1

.00

.02

—

.02

(0

.02)

—

(0

.02)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(e) 0

.05

(0

.05)

—

(0

.05)

.00

3/31/23

.00

.03

.00

(e) 0

.03

(0

.03)

—

(0

.03)

.00

3/31/22

.00

—

—

—

—

—

—

.00

3/31/21

.00

.00

(e) —

.00

(e) (0

.00)

(e) —

(0

.00)

(e) 1

.00

Retirement Class:

9/30/25

(c) 1

.00

.02

—

.02

(0

.02)

—

(0

.02)

.00

3/31/25

.00

.05

—

.05

(0

.05)

—

(0

.05)

.00

3/31/24

.00

.05

.00

(e) 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

3/31/21

.00

.00

(e) —

.00

(e) (0

.00)

(e) —

(0

.00)

(e) 1

.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) Unaudited

(d) Annualized.

(e) 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)

.96

%

$

328,398

.45

%

(d) 0

.45

%

(d) 3

.88

%

(d) 4

.60

328,753

.44

.44

.50

.91

300,126

.47

.47

.81

.30

294,567

.46

.41

.28

.00

289,028

.48

.07

.00

.02

311,011

.47

.20

.02

.10

19,815

.19

(d) 0

.19

(d) 4

.11

(d) 4

.87

32,879

.18

.18

.76

.23

42,361

.16

.16

.12

.56

34,357

.16

.16

.20

.00

967

.17

.07

.00

.15

1,018

.08

.07

.15

.05

53,138

.27

(d) 0

.27

(d) 4

.07

(d) 4

.78

48,429

.27

.27

.66

.12

39,332

.27

.27

.00

.48

39,448

.27

.24

.58

.00

27,746

.27

.07

.00

.04

36,011

.27

.16

.07

.13

1,079,871

.12

(d) 0

.12

(d) 4

.21

(d) 4

.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

.10

811,301

.12

.12

.11

.00

555,295

.37

(d) 0

.37

(d) 3

.96

(d) 4

.68

615,935

.37

.37

.59

.01

643,393

.37

.37

.91

.48

550,121

.37

.24

.87

.00

246,142

.38

.07

.00

.04

270,402

.37

.18

.05

Notes to Financial Statements

(Unaudited)

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 September 30, 2025, and the period covered by these Notes to

Financial Statements is the six months ended September 30, 2025 (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.

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

Basis for Consolidation:

Core Impact Bond and the 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:

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.

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

$57,946,488

$–

Net assets

59,543,671

10,000

Net investment income (loss)

1,158,487

–

Net realized gain (loss)

(38,618)

–

Net change in unrealized appreciation (depreciation)

1,747,938

–

% of Fund's consolidated net assets

1%

0%

Green Bond

Regulation S Subsidiary

Total market value of investments

$3,356,050

Net assets

3,487,958

Net investment income (loss)

65,355

Net realized gain (loss)

(5,678)

Net change in unrealized appreciation (depreciation)

77,167

% of Fund's consolidated net assets

1%

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.

New Accounting Pronouncement:

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. Management is currently evaluating the implications of these changes on the financial statements.

Green Bond

Value

% of Total

Investments

Country:

Supranational

$

18,179,697

10.1 %

Germany

6,220,315

3.4 Canada

5,057,208

2.8 Ireland

2,877,424

1.6 Ecuador

1,819,200

1.0 France

1,496,548

0.8 United Kingdom

1,441,808

0.8 United Arab Emirates

1,389,103

0.8 Mexico

1,096,219

0.6 Other

5,053,370

2.8 Total non-U.S. Securities

$44,630,892

24.7%

Segment

Reporting

:

Each Fund represents a single operating segment. The officers of the Funds act as the chief operating decision

maker ("CODM"). 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.

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 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest

rates, credit spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the

fair value of investments).

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.

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.

Notes to Financial Statements

(continued)

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 1

Level 2

Level 3

Total

Bond Index

Long-Term Investments

:

Corporate bonds

$—

$6,518,907,267

$—

$6,518,907,267

Government bonds

—

18,557,517,824

—

18,557,517,824

Structured assets

—

594,663,865

—

594,663,865

Investments purchased with collateral from securities lending

146,840,613

—

—

146,840,613

Short-Term Investments

:

Repurchase agreement

—

236,450,000

—

236,450,000

Treasury debt

—

9,998,883

—

9,998,883

Total

$146,840,613

$25,917,537,839

$—

$26,064,378,452

Core Bond

Long-Term Investments

:

Bank loan obligations

$—

$193,960,194

$83,241

$194,043,435

Common stocks

—

40,053

—

40,053

Corporate bonds

—

3,232,115,022

—

3,232,115,022

Government bonds

—

5,720,660,728

—

5,720,660,728

Investment companies

116,093,363

—

—

116,093,363

Preferred stocks

10,327,850

—

—

10,327,850

Structured assets

—

1,527,375,095

3,299,066

1,530,674,161

Investments purchased with collateral from securities lending

34,723,513

—

—

34,723,513

Short-Term Investments

:

Repurchase agreement

—

422,610,000

—

422,610,000

Treasury debt

—

40,518,230

—

40,518,230

Investments in Derivatives

:

Credit default swap contracts\*

—

(6,951,528)

—

(6,951,528)

Forward foreign currency contracts\*

—

20,807

—

20,807

Futures contracts\*

1,366,109

—

—

1,366,109

Total

$162,510,835

$11,130,348,601

$3,382,307

$11,296,241,743

Core Impact Bond

Long-Term Investments

:

Bank loan obligations

$—

$41,201,905

$45

$41,201,950

Corporate bonds

—

2,154,057,976

—

2,154,057,976

Government bonds

—

3,897,044,746

4,916,573

3,901,961,319

Preferred stocks

27,713,600

—

—

27,713,600

Structured assets

—

818,863,723

—

818,863,723

Investments purchased with collateral from securities lending

9,587,936

—

—

9,587,936

Short-Term Investments

:

Repurchase agreement

—

89,964,000

—

89,964,000

Treasury debt

—

9,953,100

—

9,953,100

Investments in Derivatives

:

Forward foreign currency contracts\*

—

160,328

—

160,328

Total

$37,301,536

$7,011,245,778

$4,916,618

$7,053,463,932

Fund

Level 1

Level 2

Level 3

Total

Core Plus Bond

Long-Term Investments

:

Bank loan obligations

$—

$175,091,870

$75,309

$175,167,179

Common stocks

—

35,829

35,844

Corporate bonds

—

1,637,689,355

—

1,637,689,355

Government bonds

—

2,113,664,953

—

2,113,664,953

Investment companies

65,826,233

—

—

65,826,233

Preferred stocks

4,415,878

—

—

4,415,878

Structured assets

—

646,112,061

2,639,253

648,751,314

Investments purchased with collateral from securities lending

31,807,186

—

—

31,807,186

Short-Term Investments

:

Repurchase agreement

—

140,072,000

—

140,072,000

Treasury debt

—

20,977,134

—

20,977,134

Investments in Derivatives

:

Credit default swap contracts\*

—

(8,196,220)

—

(8,196,220)

Forward foreign currency contracts\*

—

15,315

—

15,315

Futures contracts\*

705,612

—

—

705,612

Total

$102,754,909

$4,725,462,297

$2,714,577

$4,830,931,783

5-15 Year Laddered Tax Exempt Bond

Long-Term Investments

:

Long-term municipal bonds

$—

$191,063,192

$—

$191,063,192

Short-Term Investments

:

Repurchase agreement

—

3,355,000

—

3,355,000

Total

$—

$194,418,192

$—

$194,418,192

Green Bond

Long-Term Investments

:

Bank loan obligations

$—

$3,004,143

$—

$3,004,143

Corporate bonds

—

105,173,384

—

105,173,384

Government bonds

—

38,772,009

491,608

39,263,617

Preferred stocks

806,060

—

—

806,060

Structured assets

—

27,738,079

—

27,738,079

Investments purchased with collateral from securities lending

1,174,230

—

—

1,174,230

Short-Term Investments

:

Repurchase agreement

—

3,503,000

—

3,503,000

Investments in Derivatives

:

Forward foreign currency contracts\*

—

(761) —

(761) Total

$1,980,290

$178,189,854

$491,608

$180,661,752

High Yield

Long-Term Investments

:

Bank loan obligations

$—

$102,765,003

$—

$102,765,003

Common stocks

—

6,475

6,555

Corporate bonds

—

1,834,425,172

—

1,834,425,172

Investments purchased with collateral from securities lending

61,385,456

—

—

61,385,456

Short-Term Investments

:

Repurchase agreement

—

47,531,000

—

47,531,000

Treasury debt

—

4,991,554

—

4,991,554

Total

$61,385,456

$1,989,719,204

$80

$2,051,104,740

Short Duration Impact Bond

Long-Term Investments

:

Bank loan obligations

$—

$1,521,751

$—

$1,521,751

Corporate bonds

—

35,887,018

—

35,887,018

Government bonds

—

51,857,207

491,584

52,348,791

Structured assets

—

16,309,745

—

16,309,745

Investments purchased with collateral from securities lending

249,480

—

—

249,480

Short-Term Investments

:

Repurchase agreement

—

15,409,000

—

15,409,000

Total

$249,480

$120,984,721

$491,584

$121,725,785

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 1

Level 2

Level 3

Total

Short Term Bond

Long-Term Investments

:

Bank loan obligations

$—

$14,577,600

$—

$14,577,600

Corporate bonds

—

638,617,450

—

638,617,450

Government bonds

—

626,469,344

—

626,469,344

Structured assets

—

386,360,343

—

386,360,343

Investments purchased with collateral from securities lending

636,167

—

—

636,167

Short-Term Investments

:

Repurchase agreement

—

11,240,000

—

11,240,000

Treasury debt

—

178,417,619

—

178,417,619

Investments in Derivatives

:

Futures contracts\*

309,756

—

—

309,756

Total

$945,923

$1,855,682,356

$—

$1,856,628,279

Short Term Bond Index

Long-Term Investments

:

Corporate bonds

$—

$614,417,841

$—

$614,417,841

Government bonds

—

1,878,177,559

—

1,878,177,559

Structured assets

—

887,331

—

887,331

Investments purchased with collateral from securities lending

1,490,997

—

—

1,490,997

Short-Term Investments

:

Repurchase agreement

—

16,774,000

—

16,774,000

Total

$1,490,997

$2,510,256,731

$—

$2,511,747,728

Money Market

Short-Term Investments:

Government agency debt

$

—

$

117,366,505

$

—

$

117,366,505

Repurchase agreement

—

949,728,000

—

949,728,000

Treasury debt

—

412,615,082

—

412,615,082

Variable rate securities

—

567,892,738

—

567,892,738

Total

$—

$2,047,602,325

$—

$2,047,602,325

\*

Represents net unrealized appreciation (depreciation).

Fund

Counterparty

Short-term Investments,

at Value

Collateral Pledged

(From) Counterparty

Bond Index

Fixed Income Clearing Corporation

$

236,450,000

$

(241,179,199)

Core Bond

Fixed Income Clearing Corporation

422,610,000

(431,062,401)

Core Impact Bond

Fixed Income Clearing Corporation

89,964,000

(91,763,447)

Core Plus Bond

Fixed Income Clearing Corporation

140,072,000

(142,873,550)

5-15 Year Laddered Tax Exempt Bond

Fixed Income Clearing Corporation

3,355,000

(3,422,119)

Green Bond

Fixed Income Clearing Corporation

3,503,000

(3,573,264)

High Yield

Fixed Income Clearing Corporation

47,531,000

(48,481,745)

Short Duration Impact Bond

Fixed Income Clearing Corporation

15,409,000

(15,717,232)

Short Term Bond

Fixed Income Clearing Corporation

11,240,000

(11,464,945)

Short Term Bond Index

Fixed Income Clearing Corporation

16,774,000

(17,109,598)

Money Market

Fixed Income Clearing Corporation

949,728,000

(968,722,757)

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".

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:

Aggregate Value of Securities on Loan

Fund

Equity

Securities

Fixed Income

Securities

Cash Collateral

Received\*

Non-Cash Collateral

Received\*\*

Total Collateral

Received

Bond Index

$–

$143,488,103

$146,840,613

$1,226,792

$148,067,405

Core Bond

2,503

37,696,139

34,723,513

4,293,778

39,017,291

Core Impact Bond

–

10,323,522

9,587,936

1,082,638

10,670,574

Core Plus Bond

–

34,333,730

31,807,186

3,725,101

35,532,287

Green Bond

–

1,142,194

1,174,230

–

1,174,230

High Yield

–

76,118,164

61,385,456

17,417,902

78,803,358

Short Duration Impact Bond

–

243,334

249,480

–

249,480

Short Term Bond

–

621,415

636,167

–

636,167

Short Term Bond Index

–

1,445,891

1,490,997

–

1,490,997

\*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)

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.

Futures Contracts:

Certain Funds are subject to interest rate and foreign exchange risk in the normal course of pursuing their

investment objectives. The Funds use 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:

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.

Fund

Non-U.S. Government

Purchases

U.S. Government

Purchases

Non-U.S. Government

Sales

U.S. Government

Sales

8.1 Bond Index

$

840,544,770

$

3,382,653,788

$

1,220,580,959

$

3,641,287,469

8.2 Core Bond

829,343,197

5,339,071,743

1,169,102,763

4,604,321,226

8.3 Core Impact Bond

1,099,895,215

4,081,562,175

568,015,527

4,314,637,409

8.4 Core Plus Bond

550,140,113

2,191,650,050

632,094,281

1,935,926,102

8.5 5–15 Year Laddered Tax Exempt Bond

13,745,691

–

21,933,353

–

8.6 Green Bond

17,595,268

11,270,602

15,460,615

7,269,604

8.7 High Yield

553,292,131

–

622,732,882

–

8.9 Short Duration Impact Bond

32,888,019

108,409,759

15,897,573

93,449,918

9.01 Short Term Bond

344,473,198

1,733,330,227

150,341,240

1,807,077,446

9.1 Short Term Bond Index

193,950,796

661,679,633

190,582,777

506,677,668

Fund

Average Notional Amount of Futures Contracts Outstanding\*

8.2 Core Bond

$

137,312,717

8.4 Core Plus Bond

83,181,668

9.01 Short Term Bond

155,044,785

\*

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.

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.

s

ul

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.

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.

Fund

Average Notional Amount of Forward Contracts Outstanding\*

8.2 Core Bond

$

4,154,804

8.3 Core Impact Bond

19,600,526

8.4 Core Plus Bond

3,269,479

8.6 Green Bond

463,398

\*

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.

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

Bank of America, N.A.

$

20,807

$

—

$

20,807

$

—

$

20,807

Core Impact Bond

Bank of America, N.A.

95,516

—

95,516

—

95,516

JPMorgan Chase Bank NA

64,812

—

64,812

—

64,812

Total

$160,328

$—

$160,328

$—

$160,328

Core Plus Bond

Bank of America, N.A.

15,315

—

15,315

—

15,315

Green Bond

Bank of America, N.A.

—

(761) (761) —

(761) \* Represents gross unrealized appreciation (depreciation) for the counterparty as reported in the Fund's Portfolio of Investments.

Notes to Financial Statements

(continued)

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

$

548,666,667

8.4 Core Plus Bond

574,166,667

\*

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

Futures contracts

Interest rate

Unrealized appreciation

on futures contracts

\*

$

1,366,109

-

$

–

Forward foreign currency contracts

Foreign currency

exchange rate

Unrealized appreciation

on forward contracts

20,807

-

–

Credit default swap contracts

Credit

Unrealized appreciation

on swap contracts

\*

4,688,008

Unrealized depreciation

on swap contracts

\*

(11,639,536)

Core Impact Bond

Forward foreign currency contracts

Foreign currency

exchange rate

Unrealized appreciation

on forward contracts

160,328

-

–

Core Plus Bond

Futures contracts

Interest rate

Unrealized appreciation

on futures contracts

\*

705,612

-

–

Forward foreign currency contracts

Foreign currency

exchange rate

Unrealized appreciation

on forward contracts

15,315

-

–

Credit default swap contracts

Credit

Unrealized appreciation

on swap contracts

\*

4,325,692

Unrealized depreciation

on swap contracts

\*

(12,521,912)

Green Bond

Forward foreign currency contracts

Foreign currency

exchange rate

-

–

Unrealized depreciation

on forward contracts

(761) 1

Short Term Bond

Futures contracts

Interest rate

Unrealized appreciation

on futures contracts

\*

309,756

-

–

\*

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

Futures contracts

Interest rate

$

(908,645)

$

1,366,109

Forward foreign currency contracts

Foreign currency exchange rate

–

112,206

Swap contracts

Credit

(8,133,711)

(8,716,898)

8.3 Core Impact Bond

Forward foreign currency contracts

Foreign currency exchange rate

–

723,280

8.4 Core Plus Bond

Futures contracts

Interest rate

(248,252)

705,612

Forward foreign currency contracts

Foreign currency exchange rate

–

84,643

Swap contracts

Credit

(5,794,745)

(10,375,143)

8.6 Green Bond

Forward foreign currency contracts

Foreign currency exchange rate

–

(761) 9.01 Short Term Bond

Futures contracts

Interest rate

275,748

(151,282)

Six Months Ended

9/30/25

Year Ended

3/31/25

8.1 Bond Index

Shares

Value

Shares

Value

Subscriptions:

Class A

106,741

$

1,031,276

360,481

$

3,453,747

Class I

373,666

3,617,073

526,185

5,024,007

Premier Class

229,274

2,202,960

684,213

6,551,016

Class R6

81,346,636

782,613,232

247,180,034

2,381,736,830

Retirement Class

1,743,126

16,812,575

6,400,779

61,573,303

Class W

214,937,876

2,069,935,741

282,402,613

2,706,696,000

Total subscriptions

298,737,319

2,876,212,857

537,554,305

5,165,034,903

Reinvestments of distributions:

Class A

46,496

450,116

87,917

843,736

Class I

52,189

505,156

94,875

909,848

Premier Class

34,242

331,383

90,864

870,896

Class R6

17,883,645

173,084,820

38,047,306

364,998,340

Retirement Class

945,866

9,157,563

1,711,394

16,423,425

Total reinvestments of distributions

18,962,438

183,529,038

40,032,356

384,046,245

Redemptions:

Class A

(365,708)

(3,517,786)

(435,513)

(4,165,192)

Class I

(309,138)

(2,986,595)

(515,168)

(4,918,260)

Premier Class

(281,727)

(2,715,600)

(1,666,034)

(16,006,310)

Class R6

(313,936,422)

(3,022,126,014)

(143,143,376)

(1,369,279,207)

Retirement Class

(3,106,977)

(29,969,035)

(5,089,197)

(48,723,106)

Class W

(105,270,333)

(1,028,418,055)

(153,403,936)

(1,468,069,935)

Total redemptions

(423,270,305)

(4,089,733,085)

(304,253,224)

(2,911,162,010)

Net increase (decrease) from shareholder transactions

(105,570,548)

$

(1,029,991,190)

273,333,437

$

2,637,919,138

Notes to Financial Statements

(continued)

Six Months Ended

9/30/25

Year Ended

3/31/25

8.2 Core Bond

Shares

Value

Shares

Value

Subscriptions:

Class A

255,327

$

2,377,007

735,167

$

6,850,762

Class I

3,618,734

33,074,474

12,484,011

113,798,870

Premier Class

171,004

1,558,609

1,078,500

10,116,073

Class R6

147,039,239

1,341,649,990

159,467,248

1,454,077,530

Retirement Class

520,053

4,841,691

1,830,060

17,003,590

Class W

49,947,236

455,611,527

65,884,241

600,564,981

Total subscriptions

201,551,593

1,839,113,298

241,479,227

2,202,411,806

Reinvestments of distributions:

Class A

143,232

1,335,746

292,009

2,710,788

Class I

1,505,274

13,805,658

3,070,123

28,022,951

Premier Class

25,346

232,359

34,814

318,108

Class R6

13,391,382

122,720,121

23,596,491

215,293,179

Retirement Class

288,534

2,693,714

593,855

5,519,097

Total reinvestments of distributions

15,353,768

140,787,598

27,587,292

251,864,123

Redemptions:

Class A

(699,111)

(6,496,813)

(1,247,047)

(11,584,210)

Class I

(7,059,826)

(64,486,740)

(12,788,926)

(116,751,294)

Premier Class

(391,945)

(3,606,969)

(246,404)

(2,248,690)

Class R6

(110,480,157)

(1,007,089,866)

(101,271,465)

(921,259,837)

Retirement Class

(1,340,742)

(12,464,630)

(2,784,495)

(25,837,071)

Class W

(40,988,957)

(375,509,246)

(97,717,944)

(888,739,689)

Total redemptions

(160,960,738)

(1,469,654,264)

(216,056,281)

(1,966,420,791)

Net increase (decrease) from shareholder transactions

55,944,623

$

510,246,632

53,010,238

$

487,855,138

Six Months Ended

9/30/25

Year Ended

3/31/25

8.3 Core Impact Bond

Shares

Value

Shares

Value

Subscriptions:

Class A

3,468,893

$

31,058,298

15,259,860

$

135,829,548

Class I

36,679,274

332,605,562

33,463,869

299,774,973

Premier Class

102,071

920,000

529,329

4,717,089

Class R6

97,961,234

881,107,402

167,078,322

1,492,856,576

Retirement Class

445,689

4,020,807

719,615

6,369,767

Total subscriptions

138,657,161

1,249,712,069

217,050,995

1,939,547,953

Reinvestments of distributions:

Class A

581,994

5,229,487

1,349,478

12,072,499

Class I

1,207,655

10,882,438

2,372,672

21,229,379

Premier Class

12,248

110,254

22,915

205,052

Class R6

10,606,318

95,487,477

20,706,666

185,295,978

Retirement Class

410,829

3,698,695

935,689

8,370,079

Total reinvestments of distributions

12,819,044

115,408,351

25,387,420

227,172,987

Redemptions:

Class A

(26,653,021)

(241,741,312)

(10,643,405)

(95,261,654)

Class I

(11,987,500)

(107,659,601)

(46,974,147)

(419,036,601)

Premier Class

(149,852)

(1,343,352)

(622,227)

(5,571,898)

Class R6

(85,516,160)

(765,328,236)

(136,811,042)

(1,221,898,205)

Retirement Class

(1,681,504)

(15,023,033)

(5,285,795)

(47,237,337)

Total redemptions

(125,988,037)

(1,131,095,534)

(200,336,616)

(1,789,005,695)

Net increase (decrease) from shareholder transactions

25,488,168

$

234,024,886

42,101,799

$

377,715,245

Six Months Ended

9/30/25

Year Ended

3/31/25

8.4 Core Plus Bond

Shares

Value

Shares

Value

Subscriptions:

Class A

981,608

$

8,978,836

1,775,584

$

16,274,299

Class I

3,450,811

31,733,212

5,681,008

52,066,826

Premier Class

35,586

327,514

128,383

1,185,346

Class R6

21,730,609

199,686,436

30,968,819

283,651,987

Retirement Class

780,063

7,204,576

2,903,062

26,677,525

Class W

29,191,645

267,541,981

33,935,061

310,280,728

Total subscriptions

56,170,322

515,472,555

75,391,917

690,136,711

Reinvestments of distributions:

Class A

472,358

4,353,348

970,825

8,907,752

Class I

156,676

1,442,666

222,157

2,037,740

Premier Class

7,716

70,952

16,846

154,310

Class R6

2,080,705

19,138,027

4,003,107

36,667,628

Retirement Class

583,578

5,372,552

1,250,869

11,468,938

Total reinvestments of distributions

3,301,033

30,377,545

6,463,804

59,236,368

Redemptions:

Class A

(2,634,238)

(24,322,224)

(3,082,202)

(28,307,983)

Class I

(2,782,551)

(25,427,358)

(3,500,216)

(31,936,878)

Premier Class

(62,719)

(575,209)

(125,244)

(1,145,528)

Class R6

(10,979,770)

(100,896,172)

(38,038,990)

(348,166,373)

Retirement Class

(2,254,569)

(20,673,325)

(6,727,634)

(61,544,147)

Class W

(19,313,092)

(177,380,988)

(55,660,580)

(508,119,150)

Total redemptions

(38,026,939)

(349,275,276)

(107,134,866)

(979,220,059)

Net increase (decrease) from shareholder transactions

21,444,416

$

196,574,824

(25,279,145)

$

(229,846,980)

Six Months Ended

9/30/25

Year Ended

3/31/25

8.5 5–15 Year Laddered Tax Exempt Bond

Shares

Value

Shares

Value

Subscriptions:

Class A

510,672

$

4,926,023

1,046,902

$

10,218,231

Class I

15,681

148,974

67,473

653,817

Class R6

192,799

1,841,392

155,812

1,517,223

Total subscriptions

719,152

6,916,389

1,270,187

12,389,271

Reinvestments of distributions:

Class A

273,249

2,621,842

552,120

5,386,969

Class I

1,244

11,919

788

7,669

Class R6

14,633

140,303

26,195

255,358

Total reinvestments of distributions

289,126

2,774,064

579,103

5,649,996

Redemptions:

Class A

(1,836,890)

(17,631,637)

(3,144,968)

(30,732,841)

Class I

(3,333)

(31,758)

(29,273)

(284,691)

Class R6

(68,292)

(654,324)

(232,291)

(2,263,020)

Total redemptions

(1,908,515)

(18,317,719)

(3,406,532)

(33,280,552)

Net increase (decrease) from shareholder transactions

(900,237)

$

(8,627,266)

(1,557,242)

$

(15,241,285)

Six Months Ended

9/30/25

Year Ended

3/31/25

8.6 Green Bond

Shares

Value

Shares

Value

Subscriptions:

Class A

33,636

$

306,128

74,635

$

678,649

Class I

529,976

4,817,022

2,112,597

19,224,809

Class R6

1,134,687

10,302,483

1,933,261

17,564,782

Retirement Class

169,582

1,549,035

312,283

2,836,794

Total subscriptions

1,867,881

16,974,668

4,432,776

40,305,034

Reinvestments of distributions:

Class A

12,340

112,873

26,803

243,547

Class I

74,865

684,408

171,625

1,559,225

Class R6

98,262

898,825

186,611

1,696,617

Retirement Class

32,655

298,745

61,355

557,748

Total reinvestments of distributions

218,122

1,994,851

446,394

4,057,137

Redemptions:

Class A

(51,309)

(468,521)

(163,368)

(1,486,358)

Class I

(808,436)

(7,340,931)

(1,277,060)

(11,599,419)

Class R6

(587,635)

(5,339,338)

(1,478,813)

(13,493,224)

Retirement Class

(67,607)

(613,214)

(210,359)

(1,907,599)

Total redemptions

(1,514,987)

(13,762,004)

(3,129,600)

(28,486,600)

Net increase (decrease) from shareholder transactions

571,016

$

5,207,515

1,749,570

$

15,875,571

Notes to Financial Statements

(continued)

Six Months Ended

9/30/25

Year Ended

3/31/25

8.7 High Yield

Shares

Value

Shares

Value

Subscriptions:

Class A

8,382,558

$

74,144,991

13,845,693

$

122,154,287

Class I

67,808

596,252

108,049

953,755

Premier Class

658,060

5,658,060

7,208,560

63,111,283

Class R6

10,472,230

91,889,764

22,167,132

194,293,679

Retirement Class

872,942

7,692,519

1,654,296

14,557,062

Class W

8,882,039

78,605,400

6,414,581

56,298,402

Total subscriptions

29,335,637

258,586,986

51,398,311

451,368,468

Reinvestments of distributions:

Class A

623,517

5,511,288

1,280,718

11,280,741

Class I

15,407

135,537

28,284

247,909

Premier Class

25,614

225,889

56,072

491,572

Class R6

4,339,668

38,189,595

8,690,732

76,266,125

Retirement Class

746,533

6,574,387

1,507,621

13,231,270

Class W

Total reinvestments of distributions

5,750,742

50,636,722

11,563,434

101,517,680

Redemptions:

Class A

(9,801,537)

(86,688,165)

(17,531,493)

(154,467,789)

Class I

(42,251)

(370,897)

(145,512)

(1,272,264)

Premier Class

(1,244,028)

(10,763,497)

(7,224,595)

(63,309,677)

Class R6

(24,101,755)

(209,341,377)

(23,188,447)

(202,854,929)

Retirement Class

(2,199,243)

(19,253,705)

(3,707,649)

(32,514,675)

Class W

(4,001,866)

(35,257,441)

(9,817,934)

(86,010,801)

Total redemptions

(41,390,680)

(361,675,082)

(61,615,630)

(540,430,135)

Net increase (decrease) from shareholder transactions

(6,304,301)

$

(52,451,374)

1,346,115

$

12,456,013

Six Months Ended

9/30/25

Year Ended

3/31/25

8.9 Short Duration Impact Bond

Shares

Value

Shares

Value

Subscriptions:

Class A

13,606

$

131,748

46,900

$

451,430

Class I

122,680

1,187,281

66,759

641,684

Class R6

442,796

4,297,768

1,233,285

11,882,218

Retirement Class

4,269,945

41,579,793

269,528

2,582,889

Total subscriptions

4,849,027

47,196,590

1,616,472

15,558,221

Reinvestments of distributions:

Class A

4,920

47,768

9,788

94,227

Class I

4,073

39,519

5,166

49,706

Class R6

106,140

1,030,411

214,329

2,063,497

Retirement Class

26,161

254,467

24,470

235,493

Total reinvestments of distributions

141,294

1,372,165

253,753

2,442,923

Redemptions:

Class A

(12,917)

(125,405)

(55,876)

(538,196)

Class I

(12,058)

(117,112)

(42,227)

(407,250)

Class R6

(296,481)

(2,871,019)

(1,404,964)

(13,530,459)

Retirement Class

(72,498)

(701,838)

(283,995)

(2,735,696)

Total redemptions

(393,954)

(3,815,374)

(1,787,062)

(17,211,601)

Net increase (decrease) from shareholder transactions

4,596,367

$

44,753,381

83,163

$

789,543

Six Months Ended

9/30/25

Year Ended

3/31/25

9.01 Short Term Bond

Shares

Value

Shares

Value

Subscriptions:

Class A

516,147

$

5,252,895

970,778

$

9,787,421

Class I

2,340,127

23,797,663

3,321,732

33,451,072

Premier Class

22,783

231,949

100,982

1,010,066

Class R6

15,299,655

155,147,934

17,522,971

175,688,847

Retirement Class

2,832,478

28,743,480

2,288,519

22,841,974

Class W

12,744,949

129,662,105

16,190,691

162,964,017

Total subscriptions

33,756,139

342,836,026

40,395,673

405,743,397

Reinvestments of distributions:

Class A

211,327

2,152,372

419,671

4,229,798

Class I

343,558

3,495,828

640,063

6,446,728

Premier Class

3,351

34,136

8,115

81,718

Class R6

750,673

7,642,726

1,341,582

13,509,874

Retirement Class

274,698

2,799,354

592,934

5,974,001

Class W

1,936

19,766

–

–

Total reinvestments of distributions

1,585,543

16,144,182

3,002,365

30,242,119

Redemptions:

Class A

(772,793)

(7,869,858)

(1,581,384)

(15,918,047)

Class I

(1,310,564)

(13,323,977)

(3,514,168)

(35,299,982)

Premier Class

(12,874)

(131,124)

(190,331)

(1,906,886)

Class R6

(11,217,709)

(114,097,664)

(21,676,533)

(218,409,827)

Retirement Class

(1,593,461)

(16,218,563)

(7,922,527)

(79,804,239)

Class W

(6,904,629)

(70,113,247)

(23,392,320)

(235,087,971)

Total redemptions

(21,812,030)

(221,754,433)

(58,277,263)

(586,426,952)

Net increase (decrease) from shareholder transactions

13,529,652

$

137,225,775

(14,879,225)

$

(150,441,436)

Six Months Ended

9/30/25

Year Ended

3/31/25

9.1 Short Term Bond Index

Shares

Value

Shares

Value

Subscriptions:

Class A

12,056

$

116,481

62,994

$

606,272

Class I

1,290

1,321

12,776

Premier Class

3,810

2,718

26,144

Class R6

530,702

5,141,951

1,022,149

9,842,536

Retirement Class

2,363,704

22,824,792

20,421,199

195,910,250

Class W

27,392,586

264,927,355

34,041,902

327,223,162

Total subscriptions

30,299,578

293,015,679

55,552,283

533,621,140

Reinvestments of distributions:

Class A

5,627

54,411

9,949

95,590

Class I

891

8,618

1,802

17,315

Premier Class

1,422

3,165

Class R6

134,178

1,298,123

284,096

2,729,244

Retirement Class

1,927,039

18,643,365

3,435,861

33,033,014

Total reinvestments of distributions

2,067,882

20,005,939

3,732,038

35,878,328

Redemptions:

Class A

(32,993)

(319,245)

(44,119)

(422,038)

Class I

(1,482)

(14,333)

(11,207)

(106,806)

Premier Class

(6,185)

(59,780)

(5,012)

(48,103)

Class R6

(779,088)

(7,532,909)

(3,190,446)

(30,512,800)

Retirement Class

(3,841,363)

(37,190,926)

(183,847)

(1,771,257)

Class W

(10,848,369)

(105,056,718)

(21,739,542)

(208,618,679)

Total redemptions

(15,509,480)

(150,173,911)

(25,174,173)

(241,479,683)

Net increase (decrease) from shareholder transactions

16,857,980

$

162,847,707

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.

As of the end of the reporting period, the aggregate cost and the net unrealized appreciation/(depreciation) of all investments for

federal income tax purposes were as follows:

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.

Six Months Ended

9/30/25

Year Ended

3/31/25

9.2 Money Market

Shares

Value

Shares

Value

Subscriptions:

Class A

61,765,470

$

61,765,470

127,943,960

$

127,943,959

Class I

4,261,469

4,261,468

33,761,803

33,761,804

Premier Class

30,652,936

30,652,936

59,174,114

59,174,114

Class R6

153,456,117

153,456,118

391,412,569

391,412,569

Retirement Class

83,386,618

83,386,618

255,179,274

255,179,274

Total subscriptions

333,522,610

333,522,610

867,471,720

867,471,720

Reinvestments of distributions:

Class A

6,290,788

6,290,788

13,457,580

13,457,580

Class I

590,335

590,335

2,139,422

2,139,422

Premier Class

1,000,896

1,000,896

1,922,903

1,922,903

Class R6

24,770,773

24,770,773

52,686,829

52,686,829

Retirement Class

11,675,794

11,675,794

28,332,573

28,332,573

Total reinvestments of distributions

44,328,586

44,328,586

98,539,307

98,539,307

Redemptions:

Class A

(68,417,658)

(68,417,658)

(112,789,731)

(112,789,731)

Class I

(17,916,223)

(17,916,223)

(45,385,628)

(45,385,628)

Premier Class

(26,945,301)

(26,945,301)

(52,002,430)

(52,002,430)

Class R6

(297,161,363)

(297,161,363)

(279,157,542)

(279,157,542)

Retirement Class

(155,712,835)

(155,712,835)

(311,000,800)

(311,000,800)

Total redemptions

(566,153,380)

(566,153,380)

(800,336,131)

(800,336,131)

Net increase (decrease) from shareholder transactions

(188,302,184)

$

(188,302,184)

165,674,896

$

165,674,896

Fund

Tax Cost

Gross Unrealized

Appreciation

Gross Unrealized

(Depreciation)

Net Unrealized

Appreciation

(Depreciation)

8.1 Bond Index

$27,633,456,929

$236,718,757

$(1,805,797,234)

$(1,569,078,477)

8.2 Core Bond

11,658,155,272

149,692,248

(514,240,790)

(364,548,542)

8.3 Core Impact Bond

7,246,476,317

106,406,089

(299,418,474)

(193,012,385)

8.4 Core Plus Bond

4,985,474,089

71,118,407

(235,297,939)

(164,179,532)

8.5 5–15 Year Laddered Tax Exempt Bond

194,437,966

2,066,029

(2,085,803)

(19,774)

8.6 Green Bond

185,533,268

2,158,465

(7,029,981)

(4,871,516)

8.7 High Yield

2,047,205,093

35,632,155

(31,732,508)

3,899,647

8.9 Short Duration Impact Bond

121,718,879

798,027

(791,121)

6,906

9.01 Short Term Bond

1,855,149,629

16,189,363

(14,710,713)

1,478,650

9.1 Short Term Bond Index

2,491,953,892

20,537,636

(743,800)

19,793,836

9.2 Money Market

2,047,602,325

–

–

–

As of prior fiscal period end, the components of accumulated earnings on a tax basis were as follows:

As of prior fiscal period end, the Funds had capital loss carryforwards, which will not expire:

In certain circumstances, a fund may accept portfolio securities rather than cash as payment for a purchase of fund shares (in kind

purchase). For the year ended September 30, 2025, the Core Impact Bond Fund received $112,708,347.

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.

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

$–

$45,937,479

$–

$(2,147,697,274)

$(290,799,908)

$–

$(49,176,588)

$(2,441,736,291)

8.2 Core Bond

–

10,828,639

–

(574,846,619)

(850,803,356)

–

(18,466,096)

(1,433,287,432)

8.3 Core Impact Bond

–

3,309,068

–

(293,181,853)

(728,178,259)

–

(5,181,960)

(1,023,233,004)

8.4 Core Plus Bond

–

6,333,684

–

(242,973,967)

(471,565,153)

–

(12,885,064)

(721,090,500)

8.5 5–15 Year Laddered Tax

Exempt Bond

58,684

28,998

–

(3,652,873)

(16,501,535)

–

(117,055)

(20,183,781)

8.6 Green Bond

–

254,616

–

(7,602,144)

(6,751,345)

–

(269,739)

(14,368,612)

8.7 High Yield

–

2,540,113

–

(58,540,497)

(456,489,596)

–

(2,933,603)

(515,423,583)

8.9 Short Duration Impact

Bond

–

98,676

–

(424,432)

(667,916)

–

(94,502)

(1,088,174)

9.01 Short Term Bond

–

3,308,512

–

(6,444,543)

(42,303,365)

–

(4,345,317)

(49,784,713)

9.1 Short Term Bond Index

–

5,225,719

–

15,367,876

(57,706,692)

–

(5,227,913)

(42,341,010)

9.2 Money Market

–

135,033

–

–

–

–

–

135,033

\*

Undistributed tax-exempt and/or undistributed ordinary income (on a tax basis) has not been reduced for the dividends declared during the period March 3, 2025 through

March 31, 2025 and paid on April 1, 2025.

Fund

Short-Term

Long-Term

Total

8.1 Bond Index

$91,195,873

$199,604,035

$290,799,908

8.2 Core Bond

346,743,993

504,059,363

850,803,356

8.3 Core Impact Bond

335,579,897

392,598,362

728,178,259

8.4 Core Plus Bond

156,761,130

314,804,023

471,565,153

8.5 5–15 Year Laddered Tax Exempt Bond

361,324

16,140,211

16,501,535

8.6 Green Bond

1,621,683

5,129,662

6,751,345

8.7 High Yield

78,436,994

378,052,602

456,489,596

8.9 Short Duration Impact Bond

512,123

155,793

667,916

9.01 Short Term Bond

–

42,303,365

42,303,365

9.1 Short Term Bond Index

9,937,330

47,769,362

57,706,692

9.2 Money Market

–

–

–

Notes to Financial Statements

(continued)

The management fee schedule for each Fund, other than the Bond Index Fund, Short Term Bond Index Fund and Money Market Fund,

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

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:

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 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 –

Effective May 1, 2025, for a one year period, the Adviser agreed to voluntarily waive a portion of the investment management fee

and/or the expense cap for certain funds. 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:

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:

\*

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.

Investment

Management

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.

Fund

Commission

Advances

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

5,116

9.1 Short Term Bond Index

—

9.2 Money Market

—

Notes to Financial Statements

(continued)

The Distributor also collected and retained CDSC on share redemptions during the current fiscal period, as follows:

A registered separate account of TIAA (collectively "TIAA Access") has various sub-accounts that invest in the Funds, and certain

funds within the Trust also make investments in the Funds. The following is the percentage of the Funds' shares owned by affiliates

as of the end of the current fiscal period:

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:

Fund

CDSC

Retained

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

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

–

–

–

–

8.9 Short Duration Impact Bond

–

–

–

–

–

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)

Value at

9/30/25

Shares at

9/30/25

Dividend

Income

Core Bond

Investment companies

Nuveen Securitized Income ETF

(a) $–

$15,596,285

$–

$–

$12,980

$15,609,265

623,000

$–

Nuveen Ultra Short Income ETF

(a) 100,365,135

–

–

–

$

,

963

100,484,098

3,965,434

3,026,023

Total

$100,365,135

$15,596,285

$–

$–

$131,943

$116,093,363

4,588,434

$3,026,023

Issue

Value at

3/31/25

Purchases

Cost

Sales

Proceeds

Realized

Gain (Loss)

Change in

Unrealized

Appreciation

(Depreciation)

Value at

9/30/25

Shares at

9/30/25

Dividend

Income

Core Plus Bond

Investment companies

Nuveen Securitized Income ETF

(a) $–

$15,571,240

$–

$–

$12,970

$15,584,210

622,000

$–

Nuveen Ultra Short Income ETF

(a) 50,182,542

–

–

–

59,481

50,242,023

1,982,716

1,124,200

Total

$50,182,542

$15,571,240

$–

$–

$72,451

$65,826,233

2,604,716

$1,124,200

(a) Non-income producing; issuer has not declared an ex-dividend date within the past twelve months.

9. Borrowing Arrangements

Line of Credit:

During June 2025, 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:

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:

Fund

Maximum

Outstanding

Balance

Bond Index

$

—

Core Impact Bond

—

Core Bond

—

Core Plus Bond

—

High Yield

84,829

Money Market

—

Short Term Bond

—

5–15 Year Laddered Tax Exempt Bond

—

Short Term Bond Index

—

Green Bond

—

Short Duration Impact Bond

—

Fund

Utilization

Period (Days

Outstanding)

Average

Daily Balance

Outstanding

Average Annual

Interest Rate

Bond Index

—

$

—

—

%

Core Impact Bond

—

—

—

Core Bond

—

—

—

Core Plus Bond

—

—

—

High Yield

84,829

5.53 Money Market

—

—

—

Short Term Bond

—

—

—

5–15 Year Laddered Tax Exempt Bond

—

—

—

Short Term Bond Index

—

—

—

Green Bond

—

—

—

Short Duration Impact Bond

—

—

—

Notes to Financial Statements

(continued)

Borrowings outstanding as of the end of the reporting period, if any, are recognized as "Borrowings" on the Statement of Assets and

Liabilities.

------

**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 aggregate remuneration paid to the trustees (all of whom are independent) by each Fund is reported as "Trustees fees" on the Statement of Operations under Item 7 of this Form N-CSR.

The Funds do not pay any remuneration to their officers. The aggregate remuneration paid to Teachers Advisors, LLC, the Funds' investment adviser and an affiliate of the Funds' officers, is reported as "Management fees" on the Statement of Operations under Item 7 of this Form N-CSR.

------

## Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.

#### Nuveen Core Bond Fund

#### Nuveen Bond Index Fund

#### Nuveen Core Plus Bond Fund

#### Nuveen Green Bond Fund

#### Nuveen High Yield Fund

#### Nuveen Money Market Fund

#### Nuveen Short Duration Impact Bond Fund

#### Nuveen Short Term Bond Fund

#### Nuveen Short Term Bond Index Fund

#### Nuveen Core Impact Bond Fund

#### Nuveen 5-15 Year Laddered Tax Exempt Bond Fund

#### The Approval Process
At meetings held on April 28 and 29, 2025 (the "Meeting"), the Board of Trustees (collectively, the "Board" and each Trustee, a "Board Member") of TIAA-CREF Funds (the "Trust") approved, for each applicable series of the Trust, the renewal of the investment management agreement with Teachers Advisors, LLC ("TAL" and TAL is an "Adviser") pursuant to which TAL serves as investment adviser to such funds. TAL is an indirect wholly owned subsidiary of Teachers Insurance and Annuity Association of America ("TIAA"). The Board Members are not "interested persons" (as defined under the Investment Company Act of 1940 (the "1940 Act")) and, therefore, the Board is deemed to be comprised of all disinterested Board Members. References to the Board and the Board Members are interchangeable. Below is a summary of the annual review process the Board undertook related to its most recent renewal of the investment management agreement (each an "Advisory Agreement") with respect to each series covered by this report (the "Funds").

In accordance with applicable law, following up to an initial two-year period, the Board considers the renewal of each Advisory Agreement on behalf of the applicable Fund on an annual basis. To reach their determination, the Board Members considered the review of the Advisory Agreements to be an ongoing process. The Board Members employed the accumulated information, knowledge and experience they had gained during their tenure as disinterested Board Members on the respective boards of the funds in the Nuveen complex and their committees in overseeing the applicable funds and working with the respective investment advisers and sub-advisers in their review of the advisory agreements for the fund complex. The fund complex consists of the group of funds advised by TAL, including the Funds, and the group of funds advised by Nuveen Fund Advisors, LLC ("NFAL" and collectively, the "Nuveen funds" or the "funds"). NFAL is a subsidiary of Nuveen, LLC, the investment management arm of TIAA. The Board and its committees meet regularly throughout the year and at these meetings, the Board Members received materials and discussed information covering a wide range of topics pertinent to the annual consideration of the renewal of the Advisory Agreements. Such topics include, but are not limited to, the investment performance of the funds over various periods; investment oversight matters; economic, market and regulatory developments; any significant organizational or other developments impacting the Adviser and its strategic plans for its business; product initiatives for various funds; fund expenses; compliance, regulatory and risk management matters; trading practices, including soft dollar arrangements and reimbursements to the funds; the liquidity and derivatives risk management programs; management of distributions; valuation of securities; payments to financial intermediaries, including 12b-1 expenses (as applicable); and securities lending (as applicable). The Board also seeks to meet at its regular quarterly meetings with members of senior management to discuss various topics, including market conditions, industry developments and any significant developments or strategic plans for the Adviser, if any.

To help with the review of performance, the Board and/or its committees periodically received and discussed presentations from member(s) of investment teams throughout the year, culminating in an annual performance review of the Nuveen funds at the Board's meeting held on February 25-26, 2025 (the "February Meeting"). The presentations, discussions and meetings during the year provide a means for the Board Members to evaluate and consider the level, breadth and quality of services provided by the Adviser and any changes to such services over time in light of new or modified regulatory requirements, changes to market conditions or other factors.

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## Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract. (continued)
In addition to the materials and discussions that occurred at prior meetings, the Board, through its independent legal counsel, requested and received extensive materials and information prepared specifically for its review of the Advisory Agreements. During the year, management worked with an ad hoc committee established by the Board to help enhance and streamline the materials provided in connection with the annual review of the Advisory Agreements. The materials provided at the Meeting and/or prior meetings covered a wide range of matters including, but not limited to, a description of the nature, extent and quality of services provided by the Adviser; an analysis of fund performance with a focus on funds considered to have met certain challenged performance measurements; an analysis of the fees and expense ratios of the funds with a focus on funds considered to have certain expense characteristics; a list of management fee schedules; an analysis of advisory fees compared to fees assessed to other types of clients; a review of temporary and/or permanent expense caps and fee waivers (as applicable); a description of portfolio manager compensation; certain profitability and/or financial data; and a description of indirect benefits received by the Adviser as a result of its relationships with the funds. The Board also considered information provided by Broadridge Financial Solutions, Inc. ("Broadridge"), an independent provider of investment company data, comparing fee and expense levels of each respective Fund to those of a peer universe and to a group of peers selected by Broadridge.

The information prepared specifically for the annual review supplemented the information provided to the Board and its committees and the evaluations of the Nuveen funds by the Board and its committees during the year. The Board's review of the Advisory Agreements is based on all the information provided to the Board and its committees over time. The performance, fee and expense data and other information provided by the Adviser, Broadridge or other service providers were not independently verified by the Board Members.

As part of their review, the Board Members and independent legal counsel met in executive session on April 9, 2025 to review and discuss materials provided in connection with their annual review of the Advisory Agreements. After reviewing this information, the Board Members requested, directly or through independent legal counsel, additional information, and the Board subsequently reviewed and discussed the responses to these follow-up questions and requests. The Board Members and independent legal counsel met again in executive session on April 17, 2025 (together with the April 9, 2025 executive session, the "Executive Sessions") to discuss the responses to the initial supplemental information request and, following their review of the data provided, requested management present certain additional information at the Meeting. In addition to the Executive Sessions, the Board Members met in additional executive sessions prior to and during the Meeting. During the Meeting, the Board Members considered the responses, invited representatives of management to provide additional information and determined that the information provided (whether oral or written) was responsive to their requests.

The Board Members were advised by independent legal counsel during the annual review process as well as throughout the year, including meeting in executive sessions with such counsel at which no representatives of management were present. In connection with their annual review, the Board Members also received a memorandum from independent legal counsel outlining their fiduciary duties and legal standards in reviewing the Advisory Agreements, including guidance from court cases evaluating advisory fees.

After the discussions and with the background and knowledge described above, the Board Members approved the continuation of the Advisory Agreements on behalf of the applicable Funds for an additional one-year period. The Board did not identify any single factor as all-important or controlling, but rather each decision reflected the comprehensive consideration of all the information (written or oral) provided to the Board and its committees throughout the year as well as the materials prepared specifically in connection with the annual review process. The contractual arrangements may reflect the results of prior year(s) of review, negotiation and information provided in connection with the Board's annual review of the Funds' advisory arrangements and oversight of the Funds. Each Board Member may have attributed different levels of importance to the various factors and information considered in connection with the annual review process and may have placed different emphasis on the relevant information year to year in light of, among other things, changing market and economic conditions. A summary of the principal factors and information, but not all the factors, the Board considered in deciding to renew the Advisory Agreements is set forth below.

**A.** **Nature, Extent and Quality of Services** 

In evaluating the renewal of the Advisory Agreements, the Board Members received and considered information regarding the nature, extent and quality of the Adviser's services provided to each respective Fund.

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The Board considered that the Adviser provides a wide array of management, oversight and other services to manage and operate the Funds. The Board considered the Adviser's and its affiliates' dedication of resources, time, people and capital as well as consistent program of improvement and innovation aimed at keeping the Nuveen fund complex relevant and attractive for existing and new investors and meeting the needs of an increasingly complex regulatory environment. Among the information provided in connection with the review of services at the Meeting and/or prior meetings, the Board considered a description of the organizational changes at the Adviser during the year, the management teams that comprise the various support and investment functions for the funds and the background of certain personnel who support the funds. The Board considered the significant resources, both financial and personnel, the Adviser and its affiliates had committed over the past several years in working to bring the asset management businesses of Nuveen and TIAA under one centralized umbrella and to consolidate their respective fund families (the "Consolidation") to the benefit of the funds through, among other things, enhanced operating efficiencies, centralized investment leadership and a centralized shared resources and support model. To help ensure the continuation of services, the Board considered, among other things, management's emphasis on succession planning and key person risk evaluation pursuant to which certain management team(s) meet annually to conduct a comprehensive review of successors to key positions, to develop and monitor corporate-wide standards and procedures in seeking to help ensure the firm may continue to operate in the event of business disruptions, and to review staffing and compensation levels to help remain competitive with peers in the industry. The Board considered a description of the application of business continuity plans and the periodic testing and review of such plans. As noted below, the Board also considered certain financial data of the Adviser and TIAA in assessing the financial stability and condition of the Adviser to provide a high level of quality services to the Funds.

In its review, the Board considered that the Funds operated in a highly regulated industry and the scope and complexity of the services and resources that the Adviser and its affiliates must provide to manage and operate the Funds have expanded over the years due to regulatory, market and other developments. Such services included maintaining and monitoring the Nuveen funds' compliance programs, risk management programs, liquidity risk management programs, derivatives risk management programs and cybersecurity programs. The Board and/or its Compliance, Risk Management and Regulatory Oversight Committee received reports regarding the funds' compliance policies and procedures and matters undertaken thereunder as well as other compliance initiatives on a regular basis.

With respect to the Funds, the Adviser and its investment team(s) are responsible for providing portfolio management of the Funds and managing the assets of the Funds, including conducting research, identifying investments and placing orders for the purchase or sale of the portfolio investments for the respective Fund. As noted below, the Board also considered the Nuveen funds' performance over various time periods throughout the year.

In addition to the portfolio management services provided to the Funds, the Board considered the extensive compliance, regulatory, administrative and other services the Adviser and its various teams or affiliates provide to manage and operate the applicable funds, including but not limited to: distribution management services pursuant to which management seeks to implement distribution policies and set distribution levels consistent with each fund's product design and positioning; compliance services including establishing and maintaining broad-based compliance policies across the fund complex, evaluating the compliance programs of various fund services providers, conducting ongoing risk assessments and testing, monitoring portfolio compliance with investment and regulatory requirements and providing a comprehensive compliance training program; providing regulatory advocacy services, including submitting comments on regulatory proposals and monitoring regulatory developments that may impact the fund(s); providing support to the Board and its committees throughout the year, including providing reports on a wide range of topics relating to the operations and management of the funds, helping to refine the materials provided to the Board and/or its committees and providing educational sessions on various topics; establishing and reviewing the services provided by other fund service providers (such as a fund's custodian, accountant, and transfer agent); providing legal support services; and evaluating trade allocation and execution. The Board considered that certain non-investment and non-distribution services were provided by the Adviser or its affiliates pursuant to a separate administrative agreement; however, given the Consolidation of the asset management businesses of TIAA and Nuveen, such administrative agreement was being phased out over a specified period with the administrative services for the funds to be provided under the respective Advisory Agreements at no additional cost.

The Board Members also were aware that the Nuveen Core Impact Bond Fund gained exposure to certain investments by investing in the Fund's two wholly-owned subsidiaries organized under the laws of the Cayman Islands. Similarly, the Nuveen Green Bond Fund gained exposure to certain investments through its wholly-owned subsidiary organized under the laws of the Cayman Islands. The consideration of services to the respective Funds and related management fees encompassed this arrangement. TAL does not receive separate compensation from the subsidiaries; however, the respective Fund pays TAL based on the Fund's assets, including assets invested in the subsidiaries.

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## Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract. (continued)
Aside from the services provided, the Board considered the financial resources of the Adviser and/or its affiliates and their willingness to make investments to support the funds. The Board considered the funds' access to a seed capital budget provided by the Adviser and/or its affiliates to support new or existing funds and/or facilitate changes for a respective fund. The Board considered the benefits to shareholders of investing in a Fund that is a part of a large fund complex with a variety of investment disciplines, capabilities, and expertise. The Board considered the overall reputation and capabilities of the Adviser and its affiliates and the Adviser's continuing commitment to provide high quality services.

In its review, the Board also considered the significant risks borne by the Adviser and its affiliates in connection with its services to the Nuveen funds, including entrepreneurial risks in sponsoring and supporting new funds and smaller funds and ongoing risks with managing the Funds, such as investment, operational, reputational, regulatory, compliance and litigation risks.

Based on its review, the Board determined, in the exercise of its reasonable business judgment, that it was satisfied with the nature, extent and quality of services provided to the respective Funds under each applicable Advisory Agreement.

**B.** **The Investment Performance of the Funds and Adviser** 

In evaluating the quality of the services provided by the Adviser, the Board also considered a variety of investment performance data of the Funds. In leading up to the annual review, the Board and/or its Investment Committee considered, among other things, Fund performance over the quarter, one-, three- and five-year periods ending December 31, 2024 on an absolute basis and as compared to the performance of comparable peers (the "Performance Peer Group") and to a benchmark for the prescribed periods subject to exceptions including for the Nuveen Bond Index Fund and the Nuveen Short Term Bond Index Fund (the "Index Funds") as described below. For Funds with multiple share classes, the performance data was based on Class I shares; however, the performance of other share classes was expected to be substantially similar as they invest in the same portfolio of securities and differences in performance among the classes of a fund generally may be principally attributed to the variations in the expense structures of the share classes. Prior to the Meeting, the Board also received updated Fund performance over the quarter, one-, three- and five-year periods ended March 31, 2025 on an absolute basis and in comparison to the Performance Peer Group (subject to certain exceptions noted below) and a benchmark for the prescribed periods.

In its review of relative performance for Funds with a Performance Peer Group, the Board considered a Fund's performance relative to its Performance Peer Group, among other things, by evaluating its quartile ranking with the 1st quartile representing the top performing funds within the Performance Peer Group and the 4th quartile representing the lowest performing funds. With respect to the Index Funds, however, such Funds were designed to seek to achieve, in relevant part, a return represented by a benchmark (a "Benchmark Index") and accordingly, the Board received and reviewed performance information including, among other things, each such Fund's ex-ante tracking error compared to its reference index over various periods of time rather than Performance Peer Group data.

The Board took into account the performance data, presentations and discussions (written and oral) that were provided at the Meeting and in prior meetings over time in evaluating fund performance, including particular focus on management's analysis of the performance of funds that met certain screening measurements as determined pursuant to a methodology approved by the Board or additional measurements as determined by management's investment analysts. As various Nuveen funds have modified their portfolio teams and/or made significant changes to their portfolio strategies over time, the Board reviewed, among other things, certain tracking performance data over specific periods comparing performance before and after such changes.

In evaluating performance, the Board considered some of the limitations of the performance data. The Board considered, among other things, that performance data reflects performance over a specified period which may differ significantly depending on the ending dates selected, particularly during periods of market volatility. Further, the Board considered that regardless of the performance period reviewed by the Board, shareholders may evaluate performance based on their own respective holding periods which may differ from the performance periods reviewed by the Board and lead to differing results. With respect to comparative performance, the Board considered that differing investment objectives, investment strategies, dates of inception, type and cost of leverage (if any), asset size and other factors between the Performance Peer Group (if any) and the respective Fund necessarily lead to differences in performance results. Similarly, differences in the investment objective(s) and strategies of a Fund and its benchmark (particularly an actively managed fund that does not directly follow an index) as well as the costs of operating a Fund would contribute to differences in performance results. To assist the Board in its review of the comparability of the relative performance, management generally has ranked the relevancy of the Performance Peer Groups to the applicable funds as low, medium or high.

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The Board evaluated performance in light of various relevant factors which may include, among other things, general market conditions, issuer-specific information, asset class information, leverage and fund cash flows. The Board considered that long-term performance could be impacted by even one period of significant outperformance or underperformance and that a single investment theme could disproportionately affect performance. Further, the Board considered that market and economic conditions may significantly impact a Fund's performance, particularly over shorter periods, and such performance may be more reflective of such economic or market events and not necessarily reflective of management skill. Although the Board reviews short-, intermediate- and longer-term performance data, the Board considered that longer periods of performance may reflect full market cycles.

In their review from year to year, the Board Members consider and may place different emphasis on the relevant information in light of changing circumstances in market and economic conditions. In evaluating performance, the Board focused particular attention on funds with less favorable performance records. However, depending on the facts and circumstances, including any differences between the respective fund and its benchmark and/or Performance Peer Group, the Board may be satisfied with a fund's performance notwithstanding that its performance may be below that of its benchmark and/or peer group for certain periods. With respect to any funds for which the Board has identified performance issues, the Board seeks to monitor such funds more closely until performance improves, discuss with the applicable adviser the reasons for such results, consider whether any steps are necessary or appropriate to address such issues, discuss and evaluate the potential consequences of such steps and review the results of any steps undertaken.

The performance determinations with respect to each Fund are summarized below:

• For Nuveen Core Bond Fund (formerly, TIAA-CREF Core Bond Fund), the Board considered that the Fund outperformed its benchmark for the one-, three- and five-year periods ended December 31, 2024. In addition, the Fund ranked in the first quartile of its Performance Peer Group for the one- and three-year periods ended December 31, 2024 and second quartile for the five-year period ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Bond Index Fund (formerly, TIAA-CREF Bond Index Fund), the Board considered, among other things, the performance of the Fund for the one-, three- and five-year periods ended December 31, 2024 on an absolute basis and relative return basis compared to its Benchmark Index as well as its tracking error compared to its Benchmark Index as of December 31, 2024 and as of each month end for the 2024 calendar year. Given the Fund's investment objective, however, the Board placed more emphasis on its review of the tracking error and correlation data and after review of such data and other metrics, the Board considered that the Fund had performed in line with expectations in 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Core Plus Bond Fund (formerly, TIAA-CREF Core Plus Bond Fund), the Board considered that the Fund outperformed its benchmark for the one-, three- and five-year periods ended December 31, 2024. In addition, the Fund ranked in the first quartile of its Performance Peer Group for the one-year period ended December 31, 2024 and second quartile for the three- and five-year periods ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Green Bond Fund (formerly, TIAA-CREF Green Bond Fund), the Board considered that although the Fund's performance was below the performance of its benchmark for the three-year period ended December 31, 2024, the Fund matched the performance of its benchmark for the one- and five-year periods ended December 31, 2024. In addition, the Fund ranked in the first quartile of its Performance Peer Group for the one-year period and second quartile for the three- and five-year periods ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

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## Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract. (continued)
• For Nuveen High Yield Fund (formerly, TIAA-CREF High-Yield Fund), the Board considered that although the Fund's performance was below the performance of its benchmark for the five-year period ended December 31, 2024, the Fund outperformed its benchmark for the one- and three-year periods ended December 31, 2024. In addition, the Fund ranked in the third quartile of its Performance Peer Group for the one- and five-year periods ended December 31, 2024 and second quartile for the three-year period ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Money Market Fund (formerly, TIAA-CREF Money Market Fund), the Board considered that the Fund outperformed its benchmark for the one-, three- and five-year periods ended December 31, 2024 and ranked in the second quartile of its Performance Peer Group for the one- and three-year periods and first quartile for the five-year period ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Short Duration Impact Bond Fund (formerly, TIAA-CREF Short Duration Impact Bond Fund), the Board considered that the Fund outperformed its benchmark for the one-, three- and five-year periods ended December 31, 2024. In addition, the Fund ranked in the third quartile of its Performance Peer Group for the one- and three-year periods ended December 31, 2024 and second quartile for the five-year period ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Short Term Bond Fund (formerly, TIAA-CREF Short-Term Bond Fund), the Board considered that the Fund outperformed its benchmark for the one-, three- and five-year periods ended December 31, 2024. In addition, the Fund ranked in the third quartile of its Performance Peer Group for the one-year period ended December 31, 2024 and second quartile for the three- and five-year periods ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Short Term Bond Index Fund (formerly, TIAA-CREF Short-Term Bond Index Fund), the Board considered, among other things, the performance of the Fund for the one-, three- and five-year periods ended December 31, 2024 on an absolute basis and relative return basis compared to its Benchmark Index as well as its tracking error compared to its Benchmark Index as of December 31, 2024 and as of each month end for the 2024 calendar year. Given the Fund's investment objective, however, the Board placed more emphasis on its review of the tracking error and correlation data and after review of such data and other metrics, the Board considered that the Fund had performed in line with expectations in 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

• For Nuveen Core Impact Bond Fund (formerly, TIAA-CREF Core Impact Bond Fund), the Board considered that the Fund outperformed its benchmark for the one-, three- and five-year periods ended December 31, 2024. In addition, the Fund ranked in the first quartile of its Performance Peer Group for the one-year period, second quartile for the three-year period and third quartile for the five-year period ended December 31, 2024. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board concluded that the Fund's performance supported renewal of the Advisory Agreement.

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• For Nuveen 5-15 Year Laddered Tax Exempt Bond Fund (formerly, TIAA-CREF 5-15 Year Laddered Tax-Exempt Bond Fund), the Board considered that although the Fund's performance was below the performance of its benchmark for the three-and five-year periods ended December 31, 2024, the Fund outperformed its benchmark for the one-year period ended December 31, 2024. In addition, the Fund ranked in the fourth quartile of its Performance Peer Group for the one-, three-and five-year periods ended December 31, 2024. In its review, the Board, however, considered that the Performance Peer Group was classified as low for relevancy. The Board considered, among other things, management's discussion of the Fund's performance, including the factors that impacted relative performance such as the disparate investment mandates of various funds in the peer set and the impact of certain investment policy restrictions of the Fund compared to peers. On the basis of the Board's ongoing review of investment performance and all relevant factors, including the relative market conditions during certain reporting periods, the Fund's investment objective(s) and management's discussion of performance, the Board supported renewal of the Advisory Agreement.

**C.** **Fees, Expenses and Profitability** 

**1.** **Fees and Expenses** 

As part of the annual review, the Board Members considered, among other things, the management fee schedules and the expense reimbursements and/or fee waivers agreed to by the Adviser for the respective Fund (if any). In addition to the management fee arrangements, the Board Members considered a Fund's operating expense ratio as it more directly reflected a shareholder's total costs in investing in the respective Fund.

In its review, the Board considered that in 2024, the Board approved changes to the management fee schedule of certain Funds to include a complex-wide component with corresponding changes to the fund-level fee schedule and to phase in assets of the participating funds into the calculation of the complex size over a ten-year period beginning May 1, 2024. The Board considered that the complex-level component is intended to be an efficient mechanism designed to help share cost efficiencies with shareholders as the complex-wide assets grow. Participating Funds included each Fund other than the Nuveen Bond Index Fund, Nuveen Short Term Bond Index Fund and Nuveen Money Market Fund. In addition, in conjunction with the Consolidation, the Board considered that the separate administrative agreement pursuant to which the Adviser provided the Funds with certain administrative services also began to be phased out over a three-year period beginning on May 1, 2024 and related savings.

The Board also considered comparative fee and expense information prepared by an independent third-party provider of fund data. More specifically, the Board Members generally reviewed, among other things, each Fund's management fee rates and net total expense ratio in relation to similar data for a comparable universe of peers (the "Expense Universe") and with respect to the open-end Funds, for a more focused group of comparable peers (the "Expense Group") established by Broadridge. With respect to the Broadridge comparative expense data, Broadridge applied Class R6 of the Funds. In its review of such comparative fee and expense data, the Board considered, among other things, a Fund's quartile rankings of its contractual management fee rate, actual management fee rate and net total expense ratio within its Expense Universe and Expense Group (as applicable) with the first quartile representing the range of funds with the lowest management fee rate or net total expense ratio, respectively, and the fourth quartile representing the range of funds with the highest management fee rate or net total expense ratio, respectively. In their review, the Board Members considered, in particular, each fund with a net total expense ratio meeting certain expense screening criteria adopted by the Board when compared to its Expense Universe and Expense Group (if any) and management's commentary as to the factors contributing to each such fund's relative net total expense ratio. The Board also considered, in relevant part, a fund's management fee in light of its performance history with particular focus on any fund identified as having a higher management fee and/or expense ratio compared to peers coupled with experiencing a period of challenged performance.

In their review, the Board Members considered the methodology Broadridge employed to establish its Expense Universe and Expense Group (as applicable). The Board further considered that differences between the applicable Fund and its respective Expense Universe and/or Expense Group, as well as changes to the composition of the Expense Universe and/or Expense Group from year to year, may limit some of the value of the comparative data. The Board Members also considered that it can be difficult to compare management fees among funds with peers as there are variations in the services that are included for the fees paid. The Board Members took these limitations and differences into account when reviewing comparative peer data.

The Board's considerations regarding the comparative fee data for each Fund are set forth below:

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## Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract. (continued)
• For Nuveen Core Bond Fund (formerly, TIAA-CREF Core Bond Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio each ranked in the first quartile of its Expense Group. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the first quartile, second quartile and first quartile of its Expense Universe, respectively. Further, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were each below the Expense Group median and Expense Universe median, respectively.

• For Nuveen Bond Index Fund (formerly, TIAA-CREF Bond Index Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the first quartile, second quartile and first quartile of its Expense Universe. Given the small number of peers, quartile rankings for the Expense Group were not available. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were each slightly above (within 5 basis points) the Expense Group median. The Fund's contractual management fee rate, actual management fee rate and net total expense ratio also were each below the Expense Universe median.

• For Nuveen Core Plus Bond Fund (formerly, TIAA-CREF Core Plus Bond Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio each ranked in the first quartile of its Expense Group. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the first quartile, second quartile and first quartile of its Expense Universe, respectively. Further, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were each below the Expense Group median and Expense Universe median, respectively.

• For Nuveen Green Bond Fund (formerly, TIAA-CREF Green Bond Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the second quartile, second quartile and fourth quartile of its Expense Group, respectively. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the second quartile, first quartile and second quartile of its Expense Universe, respectively. Further, the Fund's contractual management fee rate and actual management fee rate were each below the Expense Group median, and net total expense ratio was slightly above (within 5 basis points) the Expense Group median. The Fund's contractual management fee rate, actual management fee rate and net total expense ratio were also below the Expense Universe median. In its review, the Board considered management's proposal to lower the temporary expense cap applicable to the Fund.

• For Nuveen High Yield Fund (formerly, TIAA-CREF High-Yield Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio each ranked in the first quartile of its Expense Group and Expense Universe, respectively. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were each below the Expense Group median and Expense Universe median, respectively.

• For Nuveen Money Market Fund (formerly, TIAA-CREF Money Market Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio each ranked in the first quartile of its Expense Group and Expense Universe, respectively. Further, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were below the Expense Group median and Expense Universe median.

• For Nuveen Short Duration Impact Bond Fund (formerly, TIAA-CREF Short Duration Impact Bond Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the second quartile, first quartile and second quartile of its Expense Group, respectively. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the first quartile, first quartile and second quartile of its Expense Universe, respectively. Further, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were below the Expense Group median and Expense Universe median, respectively. In its review, the Board also considered management's proposal to lower the temporary expense cap applicable to the Fund.

• For Nuveen Short Term Bond Fund (formerly, TIAA-CREF Short-Term Bond Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio each ranked in the first quartile of its Expense Group. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the first quartile, second quartile and first quartile of its Expense Universe, respectively. Further, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were below the Expense Group median and Expense Universe median.

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• For Nuveen Short Term Bond Index Fund (formerly, TIAA-CREF Short-Term Bond Index Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the first quartile, second quartile and first quartile of its Expense Universe, respectively. Given the small number of peers, quartile rankings for the Expense Group were not available. In addition, the Fund's contractual management fee rate matched the Expense Group median, and the actual management fee rate and net total expense ratio were each slightly above (within 5 basis points) the Expense Group median. The Fund's contractual management fee rate and net total expense ratio were below the Expense Universe median, and the actual management fee rate matched the Expense Universe median.

• For Nuveen Core Impact Bond Fund (formerly, TIAA-CREF Core Impact Bond Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the second quartile, third quartile and third quartile of its Expense Group, respectively. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio also ranked in the second quartile, third quartile and first quartile of its Expense Universe, respectively. Further, the Fund's contractual management fee rate was below the Expense Group median, and the Fund's actual management fee rate and the net total expense ratio were slightly above (within 5 basis points) the Expense Group median. The Fund's contractual management fee rate and net total expense ratio were each below the Expense Universe median, and the Fund's actual management fee rate was slightly above (within 5 basis points) the Expense Universe median.

• For Nuveen 5-15 Year Laddered Tax Exempt Bond Fund (formerly, TIAA-CREF 5-15 Year Laddered Tax-Exempt Bond Fund), the Fund's contractual management fee rate, actual management fee rate and net total expense ratio ranked in the first quartile, first quartile and second quartile of its Expense Group, respectively. In addition, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio each ranked in the first quartile of its Expense Universe. Further, the Fund's contractual management fee rate, actual management fee rate and net total expense ratio were below the Expense Group median and Expense Universe median, respectively.

Based on its review of the information provided, the Board determined that each Fund's management fees (as applicable) to the Adviser were reasonable in light of the nature, extent and quality of services provided to the Fund.

**2.** **Comparisons with the Fees of Other Clients** 

In evaluating the appropriateness of fees, the Board also considered that the Adviser and/or its affiliate(s) provide investment management services to other types of clients which may include, among others: separately managed accounts ("SMAs"), retail managed accounts, foreign funds (UCITS), other investment companies (as sub-advisers), limited partnerships and collective investment trusts. The Board considered certain fee data for these other types of clients managed in a similar manner to certain of the funds compared to the management fee of the applicable fund. The Board considered a description of various factors which contribute to the differences in the management fee rates of the funds compared to those charged to these other types of clients which limited the comparability of the data. In this regard, the Board considered that the differences in, among other things, the breadth of services provided by the Adviser and its affiliates to the funds compared to those provided to other clients; the expenses the Adviser and its affiliates incur in launching, operating and supporting a fund; the support services provided to shareholders; the extensive regulatory, disclosure and governance requirements applicable to funds; the establishment and maintenance of servicing relationships with various service providers for the funds; the manner of managing such assets; investment policies; investor profiles; and account sizes all may contribute to the variations in relative fee rates. Differences in the level of advisory services required for passively managed funds also contribute to differences in the management fee levels of such funds compared to actively managed funds. In addition, differences in the client base; governing bodies, regulatory and legal requirements; distribution; jurisdiction and operational complexities also would contribute to variations in management fees assessed the funds compared to foreign fund clients. Further, differences in the level of advisory and non-advisory services required and risk incurred when serving as a sub-adviser to other investment companies compared to serving as an Adviser to a Nuveen fund contribute to differences in the fees assessed. In this regard, the Board further considered the significant entrepreneurial, legal and regulatory risks that the Adviser incurs in sponsoring and managing the Funds. As a general matter, higher fee levels reflect higher levels of service provided by the Adviser, increased investment management complexity, greater product management requirements, and higher levels of business risk or some combination of these factors. The Board concluded that the varying levels of fees were reasonable given the foregoing.

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## Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract. (continued)
**3.** **Profitability of the Adviser** 

In considering the costs of services to be provided and profits to be realized by the Adviser from its relationship with the Funds, the Board Members considered a variety of estimated profitability data from various perspectives including, among other things, (a) historical pre-distribution and post-distribution margins over specified periods for the Adviser's services to the applicable funds; (b) certain profitability data on behalf of the Adviser attributable to servicing all applicable funds for 2024 and 2023; (c) certain profitability data of both the Adviser and NFAL (as an adviser for other Nuveen funds) on a combined basis derived from types of funds in the aggregate (i.e., from closed-end funds, exchange-traded funds, interval funds and open-end funds) for 2024 and 2023; and (d) certain profitability data of both the Adviser and NFAL on a combined basis by asset grouping of Nuveen funds in the aggregate (i.e., from equity, fund of funds, index, municipal bond and taxable fixed income funds). In addition, the Board considered profitability data at the per fund level for the respective adviser.

In reviewing the profitability data, the Board Members considered the subjective nature of calculating profitability as the information is not audited and is necessarily dependent on cost allocation methodologies to allocate expenses throughout the complex and among the various advisory products. The Board reviewed, among other things, a description of the cost allocation methodology employed to develop the profitability data. However, the Board Members considered that given there is no single universally recognized expense allocation methodology, other reasonable and valid allocation methodologies could be employed and could lead to significantly different profit and loss results and therefore developing profitability data is difficult, particularly on a per fund level.

Further, in considering the comparative margin data with peers, the Board Members considered the limitations of the comparative data given that peer data is not generally public and the calculation of profitability is subjective and affected by numerous factors (such as types of funds a peer manages, its business mix, its cost of capital, the numerous assumptions underlying the methodology used to allocate expenses and other factors) that can have a significant impact on the results. Given that the peer profitability data may reflect the different business mix of the respective peer firm, the Board also considered the pre- and post-distribution margins of Nuveen, LLC for each of the calendar years from 2020 through 2024.

Aside from the foregoing profitability data, the Board also considered, among other things, the audited statutory-basis financial statements of TIAA as of December 31, 2024 and 2023 and the related statutory-basis statements of operations, of changes in capital and contingency reserves and of cash flows for the years ended December 31, 2024, December 31, 2023 and December 31, 2022. The Board considered the benefit of an investment adviser and its parent with significant resources, particularly during periods of market volatility. The Board also considered the investments the Adviser, its parent and/or other affiliates made into their business.

In evaluating the reasonableness of the compensation, the Board Members also considered the indirect benefits the Adviser received that were directly attributable to the management of the applicable funds as discussed in further detail below. Based on its review, the Board was satisfied that the Adviser's level of profitability from its relationship with the applicable Fund was not unreasonable in light of the nature, extent and quality of services provided.

**D.** **Economies of Scale and Whether Fee Levels Reflect These Economies of Scale** 

The Board considered whether there have been economies of scale with respect to the management of the funds, whether these economies of scale have been appropriately shared with the funds and whether there is potential for realization of further economies of scale. Although the Board considered that economies of scale are difficult to measure with any precision and the rates at which certain expenses are incurred may not decline with a rise in assets, the Board considered that there are a variety of methods that may be employed to help share the benefits of economies of scale, including, among other things, through the use of breakpoints in the management fee schedule, fee waivers and/or expense limitations, the pricing of funds at scale at inception and investments in the Adviser's business which can enhance the services provided to the funds for the fees paid. The Board considered such factors applicable to the particular Fund's advisory fee structure.

------

## &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
As noted above, the Board considered that it approved in 2024 changes to the management fee structure of certain Funds to incorporate a complex-level component. Accordingly, such participating Funds' management fee would be comprised of a fund-level component and a complex-level component. Participating Funds in the complex-level component include each Fund except the Nuveen Bond Index Fund, Nuveen Short Term Bond Index Fund and Nuveen Money Market Fund. With this structure, the Board considered that the complex-level breakpoint schedule was designed to deliver the benefits of economies of scale to shareholders when the assets of the eligible participating funds in the complex pass certain thresholds even if the assets of a particular fund are unchanged or have declined, and the fund-level breakpoint schedules were designed to share economies of scale with shareholders if the particular fund grows. The Board reviewed the fund-level and complex-level fee schedules. In its review, the Board considered that the Nuveen Bond Index Fund, Nuveen Short Term Bond Index Fund and Nuveen Money Market Fund do not have a breakpoint schedule.

In addition to the fund-level and complex-level fee schedules (as applicable), the Board Members considered the temporary and/or permanent expense caps applicable to a Fund (if any). The Board considered that such waivers and reimbursements are another means for potential economies of scale to be shared with shareholders of such funds and can provide a protection from an increase in expenses if the assets of the applicable funds decline.

The Board Members also considered the continued reinvestment in Nuveen's business to enhance its capabilities and services to the benefit of its various clients. The Board considered that many of these investments were not specific to individual Nuveen funds, but rather initiatives from which the family of funds as a whole may benefit. The Board further considered that the scope of the services of the Adviser and its affiliates have expanded over time without raising advisory fees to the funds, and this was also a means of sharing economies of scale with the funds and their shareholders. The Board considered the Adviser's and/or its affiliates' ongoing efforts to streamline the product line-up, among other things, to create more scaled funds which may help improve both expense and trading economies for participating funds.

Based on its review, the Board was satisfied that the current fee arrangements together with the reinvestment in management's business appropriately shared any economies of scale with shareholders.

**E.** **Indirect Benefits** 

The Board Members received and considered information regarding various indirect benefits the Adviser or its affiliates may receive as a result of their relationship with the funds. These benefits included, among other things, economies of scale to the extent the Adviser or its affiliates share investment resources and/or personnel with other clients of the Adviser. Certain funds may also be used as investment options for other products or businesses offered by the Adviser and/or its affiliates, such as variable products, fund of funds and 529 education savings plans, and the Adviser and affiliates of the Adviser may serve as sub-adviser to various funds in which case all advisory and sub-advisory fees generated by such funds stay within Nuveen.

Further, the funds may pay the Adviser and/or its affiliates for other services, such as distribution. In this regard, the Board Members considered that an affiliate of the Adviser serves as principal underwriter providing distribution and/or shareholder services to the open-end funds for which it may be compensated. To the extent an open-end fund pays 12b-1 fees, the Board Members considered that some of those fees may be retained by the Adviser's affiliate. In addition, the Board considered that an affiliate of the Adviser received compensation in 2024 for serving as an underwriter on shelf offerings of existing closed-end funds and reviewed the amounts paid for such services in 2024 and 2023. With respect to the Funds, the Board Members considered that the Adviser or its affiliates were reimbursed for certain costs of administrative services pursuant to an administrative agreement; however, such administrative agreement was being phased out over time.

In addition, the Board Members considered that the Adviser may utilize soft dollar brokerage arrangements attributable to the respective fund(s) to obtain research and other services for any or all of its clients, although the Board Members also considered that the Adviser reimburses the funds it advises for all such costs.

The Adviser and its affiliates may also benefit from the advisory relationships with the funds in the fund complex to the extent this relationship results in potential investors viewing the TIAA group of companies as a leading retirement plan provider in the academic and nonprofit market and a single source for all their financial service needs. The Adviser and/or its affiliates may further benefit to the extent that they have pricing or other information regarding vendors the funds utilize in establishing arrangements with such vendors for other products.

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## Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract. (continued)
Based on its review, the Board concluded that any indirect benefits received by the Adviser as a result of its relationship with the Funds were reasonable in light of the services provided.

**F.** **Other Considerations** 

The Board Members did not identify any single factor discussed previously as all-important or controlling. The Board Members concluded that the terms of each Advisory Agreement were reasonable, that the Adviser's fees were reasonable in light of the services provided to each Fund and that the Advisory Agreements be renewed for an additional one-year period.

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**Item 12.** **Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.** <br>

Not applicable to open-end investment companies.

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**Item 13.** **Portfolio Managers of Closed-End Management Investment Companies.** <br>

Not applicable to open-end investment companies.

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**Item 14.** **Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.** <br>

Not applicable to open-end investment companies.

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**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.

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**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.

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**Item 18.** **Recovery of Erroneously Awarded Compensation.** <br>

(a) Not applicable.

(b) Not applicable.

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**Item 19.** **Exhibits.** <br>

(a)(1) Not applicable to this filing.

(a)(2) Not applicable to this filing.

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| | |
|:---|:---|
| (a)(3) | [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.](d877034dex99a3.htm)  |

---

(a)(4) Not applicable.

(a)(5) Not applicable.

(b) [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.](d877034dex99b.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: December 4, 2025 | By: | <u>/s/ Jordan M. Farris</u> |
|  |  | Jordan M. Farris |
|  |  | 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: December 4, 2025 | By: | <u>/s/ Jordan M. Farris</u> |
|  |  | Jordan M. Farris |
|  |  | Chief Administrative Officer |
|  |  | (principal executive officer) |
| Date: December 4, 2025 | By: | <u>/s/ Marc Cardella</u> |
|  |  | Marc Cardella |
|  |  | Vice President and Controller |
|  |  | (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;&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;&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;&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;&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;&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;&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: December 4, 2025 | 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;&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;&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;&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;&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;&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;&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: December 4, 2025 | By: | <u>/s/ Marc Cardella</u> |
|  |  | Marc Cardella |
|  |  | Vice President and Controller |
|  |  | (principal financial officer) |

---

## 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 semi-annual report of TIAA-CREF Funds (the "Registrant") on Form N-CSR for the period ended September 30, 2025, 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.

---

| | | |
|:---|:---|:---|
| Date: December 4, 2025 | By: | <u>/s/ Jordan M. Farris</u> |
|  |  | Jordan M. Farris |
|  |  | Chief Administrative Officer |
|  |  | (principal executive officer) |
| Date: December 4, 2025 | By: | <u>/s/ Marc Cardella</u> |
|  |  | Marc Cardella |
|  |  | Vice President and Controller |
|  |  | (principal financial officer) |

---