Tiaa Cref Life Fund NPORTP Nuveen Life Core Equity Fund (Sep 2024 report)

Portfolio

Investments

September

30,

2024

Balanced

See

Notes

Portfolio

Investments

(Unaudited)

DESCRIPTION

VALUE

NUVEEN

LIFE

FUNDS—99.9%(a)

FIXED

INCOME—49.9%

3,584,407

Nuveen

Life

Core

Bond

Fund

33,334,982‌

TOTAL

FIXED

INCOME

33,334,982‌

INTERNATIONAL

EQUITY—9.9%

664,153

Nuveen

Life

International

Equity

Fund

6,654,813‌

TOTAL

INTERNATIONAL

EQUITY

6,654,813‌

U.S.

EQUITY—40.1%

304,292

Nuveen

Life

Core

Equity

Fund

6,706,606‌

293,987

Nuveen

Life

Growth

Equity

Fund

6,279,553‌

289,725

Nuveen

Life

Large

Cap

Value

Fund

5,768,420‌

90,359

Nuveen

Life

Real

Estate

Securities

Select

Fund

1,346,345‌

87,062

Nuveen

Life

Small

Cap

Equity

Fund

1,341,632‌

116,876

Nuveen

Life

Stock

Index

Fund

5,366,936‌

TOTAL

U.S.

EQUITY

26,809,492‌

TOTAL

AFFILIATED

INVESTMENT

COMPANIES

66,799,287‌

(Cost

$54,497,902)

TOTAL

INVESTMENTS—99.9%

66,799,287‌

(Cost

$54,497,902)

OTHER

ASSETS

LIABILITIES,

NET—0.1%

47,849‌

NET

ASSETS—100.0%

66,847,136‌

(a)

The

Fund

invests

its

assets

the

affiliated

Nuveen

Life

Funds.

Core

Bond

Portfolio

Investments

September

30,

2024

See

Notes

Portfolio

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

97.9%

BANK

LOAN

OBLIGATIONS

1.7%

CAPITAL

GOODS

0.1%

104,543

(a),(b)

Centuri

Group,

Inc,

(CME

Term

SOFR

2.500%)

.460

08/27/28

104,454‌

94,352

(b)

TransDigm,

Inc,

(CME

Term

SOFR

2.750%)

.354

03/22/30

94,444‌

TOTAL

CAPITAL

GOODS

198,898‌

COMMERCIAL

PROFESSIONAL

SERVICES

0.1%

19,003

(b)

Camelot

Acquisition

LLC,

(CME

Term

SOFR

2.750%)

.997

01/31/31

18,998‌

69,867

(b)

Dun

Bradstreet

Corp,

(CME

Term

SOFR

2.750%)

.605

01/18/29

69,887‌

36,350

(b)

EAB

Global,

Inc,

(CME

Term

SOFR

3.250%)

.095

08/16/28

36,264‌

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

125,149‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

0.0%

61,953

(b)

CNT

Holdings

Corp,

(CME

Term

SOFR

3.500%)

.752

11/08/27

62,167‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

62,167‌

CONSUMER

SERVICES

0.1%

37,120

(b)

1011778

ULC,

(CME

Term

SOFR

1.750%)

.595

09/20/30

36,809‌

231,469

(b)

Motion

Finco

Sarl,

(CME

Term

SOFR

3.500%)

.104

11/12/29

223,049‌

TOTAL

CONSUMER

SERVICES

259,858‌

ENERGY

0.0%

19,646

(b)

Oryx

Midstream

Services

Permian

Basin

LLC,

(CME

Term

SOFR

3.000%)

.225

10/05/28

19,676‌

TOTAL

ENERGY

19,676‌

FINANCIAL

SERVICES

0.0%

39,389

(b)

Trans

Union

LLC,

(CME

Term

SOFR

2.000%)

.845

12/01/28

39,414‌

TOTAL

FINANCIAL

SERVICES

39,414‌

FOOD,

BEVERAGE

TOBACCO

0.0%

57,101

(b)

Triton

Water

Holdings,

Inc,

(CME

Term

SOFR

3.250%)

.115

03/31/28

57,066‌

TOTAL

FOOD,

BEVERAGE

TOBACCO

57,066‌

HEALTH

CARE

EQUIPMENT

SERVICES

0.4%

88,826

(b)

Global

Medical

Response,

Inc,

(CME

Term

SOFR

4.750%)

.711

10/31/28

88,458‌

37,821

(b)

ICU

Medical,

Inc,

(CME

Term

SOFR

2.500%)

.254

01/08/29

37,839‌

84,454

(a),(b)

Medline

Borrower

LP,

(CME

Term

SOFR

2.750%)

.595

10/23/28

84,584‌

83,341

(b)

Phoenix

Newco,

Inc,

(CME

Term

SOFR

3.000%)

.845

11/15/28

83,452‌

511,613

(b)

Surgery

Center

Holdings,

Inc,

(CME

Term

SOFR

2.750%)

.670

12/19/30

512,534‌

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

806,867‌

INSURANCE

0.4%

100,000

(a),(b)

Alliant

Holdings

Intermediate

LLC,

(CME

Term

SOFR

3.000%)

.965

09/19/31

99,553‌

432,945

(b)

BroadStreet

Partners,

Inc,

(CME

Term

SOFR

3.250%)

.095

06/13/31

431,717‌

100,000

(a),(b)

HUB

International

Ltd,

(CME

Term

SOFR

3.000%)

.255

06/20/30

99,967‌

99,741

(b)

Ryan

Specialty

LLC,

(CME

Term

SOFR

2.250%)

.095

09/15/31

99,866‌

138,019

(a),(b)

Sedgwick

Claims

Management

Services,

Inc,

(CME

Term

SOFR

3.000%)

.252

07/31/31

137,919‌

37,829

(b)

USI,

Inc,

(CME

Term

SOFR

2.750%)

.354

09/27/30

37,759‌

TOTAL

INSURANCE

906,781‌

MATERIALS

0.1%

45,410

(b)

Clydesdale

Acquisition

Holdings,

Inc,

(CME

Term

SOFR

3.175%)

.020

04/13/29

45,229‌

47,129

(b)

Ecovyst

Catalyst

Technologies

LLC,

(CME

Term

SOFR

2.250%)

.502

06/12/31

46,904‌

14,734

(b)

TricorBraun

Holdings,

Inc,

(CME

Term

SOFR

3.250%)

.210

03/03/28

14,471‌

TOTAL

MATERIALS

106,604‌

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.0%

1,237

(b)

Cushman

Wakefield

plc,

(CME

Term

SOFR

3.000%)

.845

01/31/30

1,240‌

50,542

(b)

Cushman

Wakefield

Borrower

LLC,

(CME

Term

SOFR

3.000%)

.845

01/31/30

50,605‌

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

51,845‌

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

0.1%

125,000

(a),(b)

Icon

Parent,

Inc,

(CME

Term

SOFR

2.000%)

.604

07/03/28

124,179‌

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

124,179‌

SOFTWARE

SERVICES

0.2%

34,519

(b)

Boxer

Parent

Co,

Inc,

(CME

Term

SOFR

3.750%)

.005

07/30/31

34,492‌

34,017

(b)

Epicor

Software

Corp,

(CME

Term

SOFR

3.250%)

.095

05/30/31

34,082‌

37,821

(b)

Instructure

Holdings,

Inc,

(CME

Term

SOFR

2.750%)

.074

10/30/28

37,892‌

150,000

(a),(b)

Mitchell

International,

Inc,

(CME

Term

SOFR

3.250%)

.095

06/17/31

147,982‌

80,582

(b)

Rackspace

Finance

LLC,

(CME

Term

SOFR

2.750%)

.982

05/15/28

44,975‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

SERVICES

(continued)

17,552

(b)

Rackspace

Finance

LLC,

(CME

Term

SOFR

6.250%)

.483

05/15/28

17,857‌

57,180

(b)

UKG,

Inc,

(CME

Term

SOFR

3.250%)

.555

02/10/31

57,252‌

TOTAL

SOFTWARE

SERVICES

374,532‌

TRANSPORTATION

0.1%

77,306

(b)

Air

Canada,

(CME

Term

SOFR

2.500%)

.253

03/21/31

77,596‌

49,827

(b)

SkyMiles

Ltd,

(CME

Term

SOFR

3.750%)

.032

10/20/27

50,811‌

TOTAL

TRANSPORTATION

128,407‌

UTILITIES

0.1%

133,944

(b)

Talen

Energy

Supply

LLC,

(CME

Term

SOFR

3.500%)

.596

05/17/30

134,522‌

163,299

(b)

Talen

Energy

Supply

LLC,

(CME

Term

SOFR

3.500%)

.596

05/17/30

164,003‌

TOTAL

UTILITIES

298,525‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$3,548,378)

3,559,968‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

AUTOMOBILES

COMPONENTS

1.1%

70,000

(c)

Clarios

Global

.750

05/15/28

72,153‌

5,000

Dana,

Inc

.375

11/15/27

4,965‌

25,000

Dana,

Inc

.250

09/01/30

22,447‌

200,000

Ford

Motor

Credit

LLC

.950

03/06/26

204,690‌

200,000

Ford

Motor

Credit

LLC

.350

03/06/30

216,592‌

100,000

General

Motors

.125

10/01/25

100,948‌

350,000

General

Motors

Financial

Co,

Inc

.750

06/20/25

344,378‌

50,000

General

Motors

Financial

Co,

Inc

.050

10/10/25

50,614‌

275,000

General

Motors

Financial

Co,

Inc

.000

04/09/27

278,040‌

75,000

General

Motors

Financial

Co,

Inc

.850

04/06/30

78,161‌

50,000

General

Motors

Financial

Co,

Inc

.750

02/08/31

51,697‌

300,000

General

Motors

Financial

Co,

Inc

.600

06/18/31

308,040‌

100,000

Goodyear

Tire

Rubber

.250

04/30/31

90,273‌

200,000

(c)

Hyundai

Capital

Services,

Inc

.125

04/24/25

197,032‌

100,000

Toyota

Motor

Credit

Corp

.550

08/08/29

101,606‌

150,000

(c)

North

America

Capital,

Inc

.875

04/14/28

151,412‌

TOTAL

AUTOMOBILES

COMPONENTS

2,273,048‌

BANKS

7.5%

200,000

(c)

Banco

Credito

Inversiones

S.A.

.875

10/14/31

178,495‌

200,000

(c)

Banco

del

Estado

Chile

.950

N/A(d)

214,804‌

200,000

Banco

Santander

S.A.

.350

03/14/34

214,168‌

200,000

Banco

Santander

S.A.

.625

N/A(d)

235,129‌

200,000

Bancolombia

S.A.

.625

12/24/34

214,710‌

200,000

(c)

Bangkok

Bank

PCL

.466

09/23/36

176,348‌

200,000

(c)

Bank

Hapoalim

.255

01/21/32

185,388‌

200,000

(c)

Bank

Leumi

Le-Israel

.275

01/29/31

189,824‌

1,000,000

Bank

America

Corp

.592

04/29/31

906,842‌

700,000

Bank

America

Corp

.288

04/25/34

727,774‌

350,000

Bank

America

Corp

.468

01/23/35

368,061‌

350,000

Bank

America

Corp

.676

06/19/41

263,157‌

400,000

Bank

America

Corp

.100

N/A(d)

400,552‌

55,000

Bank

Montreal

.803

12/15/32

53,450‌

200,000

Barclays

plc

.330

11/24/42

154,195‌

200,000

Barclays

plc

.625

N/A(d)

225,183‌

150,000

(c)

BNP

Paribas

S.A.

.819

11/19/25

149,426‌

300,000

(c)

BNP

Paribas

S.A.

.904

09/30/28

278,718‌

200,000

(c)

BNP

Paribas

S.A.

.750

N/A(d)

210,688‌

200,000

(c)

BNP

Paribas

S.A.

.375

N/A(d)

201,796‌

350,000

CitiBank

.570

04/30/34

373,381‌

150,000

Citigroup,

Inc

.200

10/21/26

146,921‌

125,000

Citigroup,

Inc

.300

11/20/26

124,873‌

80,000

Citigroup,

Inc

.125

07/25/28

79,352‌

140,000

Citigroup,

Inc

.572

06/03/31

125,988‌

775,000

Citigroup,

Inc

.270

11/17/33

851,350‌

175,000

Citigroup,

Inc

.625

N/A(d)

186,966‌

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

7.5%

(continued)

100,000

Citigroup,

Inc

.000

N/A(d)

97,905‌

325,000

(c)

Cooperatieve

Rabobank

.339

06/24/26

316,739‌

200,000

(a),(c)

Credit

Agricole

S.A.

.700

N/A(d)

199,658‌

200,000

(c)

Credit

Agricole

S.A.

.125

N/A(d)

205,750‌

150,000

(e)

Deutsche

Bank

AG.

.371

09/09/27

154,371‌

150,000

Deutsche

Bank

AG.

.819

11/20/29

161,470‌

125,000

Deutsche

Bank

AG.

.999

09/11/30

125,675‌

200,000

Deutsche

Bank

AG.

.000

N/A(d)

195,544‌

200,000

HSBC

Holdings

plc

.292

09/12/26

199,086‌

50,000

HSBC

Holdings

plc

.013

09/22/28

46,651‌

225,000

HSBC

Holdings

plc

.390

11/03/28

243,585‌

200,000

HSBC

Holdings

plc

.875

N/A(d)

206,021‌

200,000

HSBC

Holdings

plc

.950

N/A(d)

206,003‌

200,000

HSBC

Holdings

plc

.000

N/A(d)

214,325‌

200,000

ING

Groep

.500

N/A(d)

200,167‌

125,000

JPMorgan

Chase

.323

04/26/28

125,250‌

400,000

JPMorgan

Chase

.581

04/22/30

419,836‌

275,000

JPMorgan

Chase

.702

05/06/30

267,472‌

75,000

JPMorgan

Chase

.953

02/04/32

64,445‌

125,000

JPMorgan

Chase

.912

07/25/33

127,672‌

650,000

JPMorgan

Chase

.350

06/01/34

680,170‌

100,000

JPMorgan

Chase

.254

10/23/34

111,219‌

300,000

JPMorgan

Chase

.766

04/22/35

323,285‌

50,000

JPMorgan

Chase

.525

11/19/41

36,893‌

250,000

JPMorgan

Chase

.157

04/22/42

200,553‌

363,000

JPMorgan

Chase

.100

N/A(d)

363,000‌

175,000

JPMorgan

Chase

.875

N/A(d)

187,651‌

160,000

JPMorgan

Chase

.650

N/A(d)

154,791‌

200,000

Lloyds

Banking

Group

plc

.500

N/A(d)

201,829‌

250,000

M&T

Bank

Corp

.500

N/A(d)

221,944‌

250,000

(c)

NBK

SPC

Ltd

.625

09/15/27

235,618‌

125,000

PNC

Financial

Services

Group,

Inc

.200

N/A(d)

127,250‌

100,000

Toronto-Dominion

Bank

.625

09/15/31

98,129‌

200,000

Truist

Financial

Corp

.950

N/A(d)

198,124‌

100,000

Bancorp

.839

02/01/34

99,930‌

375,000

Wells

Fargo

.393

06/02/28

356,556‌

100,000

Wells

Fargo

.303

10/23/29

106,996‌

250,000

Wells

Fargo

.900

N/A(d)

242,976‌

125,000

(e)

Wells

Fargo

.625

N/A(d)

136,129‌

TOTAL

BANKS

15,298,207‌

CAPITAL

GOODS

1.3%

25,000

(c)

Beacon

Roofing

Supply,

Inc

.500

08/01/30

25,875‌

450,000

Boeing

.196

02/04/26

433,345‌

75,000

Boeing

.705

05/01/40

73,177‌

300,000

Boeing

.805

05/01/50

289,836‌

50,000

(c)

Chart

Industries,

Inc

.500

01/01/30

52,696‌

62,000

(c)

H&E

Equipment

Services,

Inc

.875

12/15/28

58,208‌

200,000

Honeywell

International,

Inc

.250

03/01/54

208,593‌

150,000

L3Harris

Technologies,

Inc

.400

07/31/33

156,682‌

50,000

Lockheed

Martin

Corp

.850

06/15/30

44,274‌

100,000

Lockheed

Martin

Corp

.200

02/15/64

103,507‌

175,000

Northrop

Grumman

Corp

.250

01/15/28

170,056‌

175,000

Raytheon

Technologies

Corp

.125

11/16/28

174,560‌

50,000

Raytheon

Technologies

Corp

.250

07/01/30

44,897‌

150,000

Raytheon

Technologies

Corp

.000

03/15/31

163,141‌

200,000

(c)

Sisecam

plc

.625

05/02/32

205,636‌

200,000

(c)

Sociedad

Quimica

Minera

Chile

S.A.

.500

11/07/33

215,669‌

80,000

(c)

TransDigm,

Inc

.875

12/15/30

83,774‌

15,000

(c)

WESCO

Distribution,

Inc

.250

06/15/28

15,360‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

1.3%

(continued)

55,000

(c)

Windsor

Holdings

III

LLC

.500

06/15/30

58,832‌

TOTAL

CAPITAL

GOODS

2,578,118‌

COMMERCIAL

PROFESSIONAL

SERVICES

0.3%

40,000

(c)

ADT

Corp

.875

07/15/32

38,206‌

15,000

(c)

ASGN,

Inc

.625

05/15/28

14,569‌

65,000

(c)

GFL

Environmental,

Inc

.125

12/15/26

64,847‌

200,000

(c)

GTCR

W-2

MERGER

SUB

LLC

.500

01/15/31

214,609‌

50,000

(c)

Prime

Security

Services

Borrower

LLC

.750

04/15/26

50,228‌

26,000

(c)

Prime

Security

Services

Borrower

LLC

.375

08/31/27

24,705‌

70,000

(c)

Prime

Security

Services

Borrower

LLC

.250

01/15/28

70,019‌

75,000

Verisk

Analytics,

Inc

.625

05/15/50

57,210‌

100,000

Waste

Management,

Inc

.500

11/15/50

65,411‌

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

599,804‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

0.6%

25,000

(c)

Asbury

Automotive

Group,

Inc

.625

11/15/29

23,842‌

50,000

(c)

Asbury

Automotive

Group,

Inc

.000

02/15/32

47,414‌

150,000

Home

Depot,

Inc

.950

06/25/34

155,944‌

32,000

Kohl's

Corp

.625

05/01/31

26,949‌

80,000

(c)

LCM

Investments

Holdings

LLC

.875

05/01/29

76,869‌

40,000

(c)

LCM

Investments

Holdings

LLC

.250

08/01/31

42,473‌

45,000

(c)

Lithia

Motors,

Inc

.625

12/15/27

43,999‌

175,000

Lowe's

Cos,

Inc

.250

04/01/52

148,163‌

50,000

(c)

Macy's

Retail

Holdings

LLC

.125

03/15/32

48,462‌

38,000

(c)

Magic

Mergeco,

Inc

.250

05/01/28

28,048‌

125,000

O'Reilly

Automotive,

Inc

.600

09/01/27

122,992‌

250,000

O'Reilly

Automotive,

Inc

.750

03/15/31

211,774‌

200,000

(c)

Prosus

.193

01/19/32

187,474‌

15,000

(c)

Wand

NewCo

Inc

.625

01/30/32

15,802‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

1,180,205‌

CONSUMER

DURABLES

APPAREL

0.0%

50,000

Newell

Brands,

Inc

.375

09/15/27

50,570‌

TOTAL

CONSUMER

DURABLES

APPAREL

50,570‌

CONSUMER

SERVICES

0.2%

150,000

(c)

Churchill

Downs,

Inc

.750

05/01/31

154,899‌

6,000

(c)

Hilton

Domestic

Operating

Co,

Inc

.750

05/01/28

6,026‌

74,000

(c)

Hilton

Domestic

Operating

Co,

Inc

.625

02/15/32

66,853‌

100,000

(c)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

.625

01/15/32

101,226‌

20,000

(c)

International

Game

Technology

plc

.125

04/15/26

19,739‌

60,000

(c)

International

Game

Technology

plc

.250

01/15/27

61,245‌

20,000

(c)

Light

Wonder

International,

Inc

.500

09/01/31

20,978‌

25,000

(c)

Marriott

Ownership

Resorts,

Inc

.500

06/15/29

23,517‌

50,000

(c)

NCL

Corp

Ltd

.875

03/15/26

50,003‌

TOTAL

CONSUMER

SERVICES

504,486‌

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

0.4%

70,000

(c)

Albertsons

Cos,

Inc

.500

02/15/28

71,274‌

75,000

Kroger

.000

09/15/34

75,625‌

60,000

Kroger

.875

10/15/46

48,222‌

50,000

SYSCO

Corp

.000

01/17/34

54,866‌

100,000

SYSCO

Corp

.150

12/14/51

69,999‌

100,000

Target

Corp

.500

09/15/34

100,009‌

100,000

Walmart,

Inc

.050

09/17/26

94,966‌

200,000

Walmart,

Inc

.800

09/22/31

173,938‌

175,000

Walmart,

Inc

.500

04/15/53

168,795‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

857,694‌

ENERGY

3.8%

100,000

(c)

Antero

Midstream

Partners

.625

02/01/32

103,499‌

19,000

(c)

Archrock

Partners

.250

04/01/28

19,094‌

100,000

Cenovus

Energy,

Inc

.650

01/15/32

86,240‌

150,000

Cheniere

Energy

Partners

.500

10/01/29

147,949‌

150,000

Cheniere

Energy

Partners

.250

01/31/32

134,133‌

150,000

(c)

Cheniere

Energy

Partners

.750

08/15/34

156,262‌

35,000

(c)

Civitas

Resources,

Inc

.375

07/01/28

36,381‌

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

3.8%

(continued)

30,000

(c)

Civitas

Resources,

Inc

.625

11/01/30

31,784‌

40,000

(c)

Civitas

Resources,

Inc

.750

07/01/31

42,342‌

65,000

(c)

CNX

Resources

Corp

.250

03/01/32

68,261‌

150,000

Diamondback

Energy,

Inc

.400

03/24/51

124,465‌

35,000

(c)

Midstream,

Inc

.125

06/15/29

33,479‌

30,000

(c)

Midstream,

Inc

.375

06/15/31

28,398‌

45,000

Ecopetrol

S.A.

.875

04/29/30

44,941‌

200,000

Ecopetrol

S.A.

.625

11/02/31

171,702‌

250,000

Enbridge,

Inc

.700

03/08/33

263,487‌

150,000

Enbridge,

Inc

.500

01/15/84

167,775‌

33,000

(c)

Energean

Israel

Finance

Ltd

.875

03/30/26

31,443‌

100,000

Energy

Transfer

.550

12/01/33

110,401‌

50,000

Energy

Transfer

.550

05/15/34

51,771‌

25,000

Energy

Transfer

.400

10/01/47

23,806‌

100,000

Energy

Transfer

.250

04/15/49

105,150‌

125,000

Energy

Transfer

.000

05/15/50

112,928‌

250,000

Energy

Transfer

.950

05/15/54

255,863‌

100,000

Energy

Transfer

Operating

.500

06/01/27

102,557‌

6,000

(c)

EnLink

Midstream

LLC

.625

01/15/28

6,141‌

100,000

Enterprise

Products

Operating

LLC

.250

02/15/48

86,424‌

100,000

Enterprise

Products

Operating

LLC

.200

01/31/50

85,314‌

100,000

Enterprise

Products

Operating

LLC

.200

02/15/52

70,900‌

25,000

Enterprise

Products

Operating

LLC

.300

02/15/53

17,875‌

100,000

(c)

EQM

Midstream

Partners

.500

01/15/29

97,827‌

35,000

(c)

EQM

Midstream

Partners

.375

04/01/29

36,138‌

25,000

(c)

EQT

Corp

.125

05/15/26

24,341‌

200,000

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

.625

03/31/36

170,691‌

50,000

Genesis

Energy

.000

01/15/27

51,115‌

50,000

Genesis

Energy

.250

01/15/29

51,773‌

10,000

(c)

Hilcorp

Energy

.750

02/01/29

9,728‌

25,000

(c)

Hilcorp

Energy

.000

04/15/30

24,368‌

9,000

(c)

Hilcorp

Energy

.000

02/01/31

8,736‌

100,000

(c)

Hilcorp

Energy

.375

11/01/33

107,810‌

100,000

(c)

Kinetik

Holdings

.625

12/15/28

103,785‌

40,000

(c)

Kodiak

Gas

Services

LLC

.250

02/15/29

41,396‌

275,000

Marathon

Oil

Corp

.300

04/01/29

285,154‌

75,000

Marathon

Petroleum

Corp

.800

04/01/28

73,730‌

100,000

Marathon

Petroleum

Corp

.000

09/15/54

89,007‌

400,000

(c)

Matador

Resources

.250

04/15/33

393,291‌

125,000

MPLX

.700

04/15/48

109,014‌

34,000

Murphy

Oil

Corp

.875

12/01/27

34,415‌

33,000

Occidental

Petroleum

Corp

.500

12/01/25

33,138‌

200,000

(c)

Oleoducto

Central

S.A.

.000

07/14/27

191,492‌

100,000

ONEOK,

Inc

.500

03/15/50

83,235‌

67,000

(c)

Parkland

Corp

.500

10/01/29

63,434‌

200,000

(c)

Pertamina

Persero

.400

02/09/26

191,245‌

200,000

Petrobras

Global

Finance

.000

01/13/35

198,035‌

100,000

(e)

Petroleos

Mexicanos

.950

01/28/31

86,549‌

67,000

Petroleos

Mexicanos

.700

02/16/32

60,068‌

200,000

(c)

Petronas

Energy

Canada

Ltd

.112

03/23/28

185,736‌

200,000

Phillips

.150

12/15/30

175,191‌

100,000

Phillips

.300

03/15/52

69,498‌

200,000

(c)

Qatar

Petroleum

.250

07/12/31

175,862‌

200,000

(c)

Raizen

Fuels

Finance

S.A.

.700

01/17/35

200,200‌

175,000

Sabine

Pass

Liquefaction

LLC

.875

06/30/26

177,859‌

200,000

(c)

Saudi

Arabian

Oil

.250

11/24/30

175,832‌

125,000

Sunoco

Logistics

Partners

Operations

.000

10/01/27

123,745‌

23,000

Sunoco

.500

05/15/29

22,112‌

25,000

Targa

Resources

Partners

.500

07/15/27

25,314‌

150,000

TotalEnergies

Capital

International

S.A.

.127

05/29/50

108,623‌

50,000

TotalEnergies

Capital

S.A.

.488

04/05/54

51,672‌

75,000

TotalEnergies

Capital

S.A.

.638

04/05/64

78,206‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

3.8%

(continued)

200,000

TransCanada

Trust

.500

09/15/79

193,136‌

17,000

(c)

Transocean,

Inc

.750

02/15/30

17,725‌

50,000

(c)

LIQUIDSCO0

.584

10/01/34

50,481‌

50,000

(c)

LIQUIDSCO0

.176

10/01/54

50,613‌

25,000

USA

Compression

Partners

.875

09/01/27

25,211‌

100,000

(c)

Venture

Global

Calcasieu

Pass

LLC

.125

08/15/31

92,973‌

90,000

(c)

Venture

Global

LNG,

Inc

.125

06/01/28

93,827‌

100,000

(c)

Venture

Global

LNG,

Inc

.875

02/01/32

111,119‌

300,000

Williams

Cos,

Inc

.650

03/15/33

313,963‌

TOTAL

ENERGY

7,859,178‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1.6%

150,000

Agree

.000

06/15/28

137,055‌

100,000

Alexandria

Real

Estate

Equities,

Inc

.950

01/15/28

98,631‌

100,000

(e)

Alexandria

Real

Estate

Equities,

Inc

.900

12/15/30

102,058‌

100,000

Alexandria

Real

Estate

Equities,

Inc

.875

02/01/33

80,357‌

100,000

American

Tower

Corp

.950

01/15/25

99,330‌

50,000

American

Tower

Corp

.375

10/15/26

49,133‌

150,000

American

Tower

Corp

.800

08/15/29

145,938‌

175,000

American

Tower

Corp

.900

01/15/30

161,826‌

50,000

American

Tower

Corp

.100

06/15/30

44,037‌

50,000

American

Tower

Corp

.875

10/15/30

43,073‌

200,000

Brixmor

Operating

Partnership

.850

02/01/25

198,864‌

100,000

Brixmor

Operating

Partnership

.250

04/01/28

92,204‌

50,000

CubeSmart

.250

12/15/28

45,984‌

150,000

Essential

Properties

.950

07/15/31

130,566‌

50,000

Essex

Portfolio

.000

01/15/30

46,438‌

110,000

Extra

Space

Storage

.400

10/15/31

94,632‌

175,000

Healthcare

Realty

Holdings

.875

05/01/25

173,652‌

125,000

Healthcare

Realty

Holdings

.500

08/01/26

122,859‌

50,000

Healthcare

Realty

Holdings

.100

02/15/30

45,941‌

100,000

Healthcare

Realty

Holdings

.400

03/15/30

87,290‌

100,000

Healthcare

Realty

Holdings

.050

03/15/31

82,245‌

100,000

Highwoods

Realty

.875

03/01/27

97,738‌

50,000

Highwoods

Realty

.600

02/01/31

42,601‌

155,000

(c)

Iron

Mountain,

Inc

.000

02/15/29

161,558‌

100,000

Kimco

Realty

LLC

.250

08/15/26

97,667‌

100,000

Kite

Realty

Group

.950

12/15/31

100,127‌

50,000

Kite

Realty

Group

.500

03/01/34

51,508‌

200,000

Mid-America

Apartments

.750

03/15/30

184,875‌

100,000

Mid-America

Apartments

.700

02/15/31

84,745‌

100,000

Mid-America

Apartments

.875

09/15/51

67,448‌

67,000

MPT

Operating

Partnership

.500

03/15/31

48,929‌

100,000

NNN

REIT,

Inc

.600

10/15/33

104,645‌

50,000

Regency

Centers

.900

11/01/25

49,491‌

100,000

Regency

Centers

.600

02/01/27

98,391‌

100,000

Regency

Centers

.950

09/15/29

93,534‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

3,365,370‌

FINANCIAL

SERVICES

2.6%

250,000

AerCap

Ireland

Capital

DAC

.000

10/29/28

236,159‌

150,000

AerCap

Ireland

Capital

DAC

.850

10/29/41

125,426‌

225,000

Bank

New

York

Mellon

Corp

.700

N/A(d)

223,246‌

185,000

Capital

One

Financial

Corp

.950

N/A(d)

174,297‌

200,000

Charles

Schwab

Corp

.375

N/A(d)

199,665‌

30,000

(c)

Compass

Group

Diversified

Holdings

LLC

.250

04/15/29

29,145‌

100,000

Corebridge

Financial,

Inc

.050

09/15/33

106,618‌

75,000

Corebridge

Financial,

Inc

.750

01/15/34

79,051‌

250,000

Discover

Bank

.700

02/06/30

225,157‌

100,000

(c)

Equitable

Financial

Life

Global

Funding

.400

07/07/25

97,510‌

85,000

(c)

FirstCash,

Inc

.875

03/01/32

87,475‌

80,000

Fiserv,

Inc

.500

07/01/29

77,291‌

100,000

Fiserv,

Inc

.450

03/15/34

104,515‌

250,000

Fiserv,

Inc

.150

08/12/34

256,345‌

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

2.6%

(continued)

200,000

Goldman

Sachs

Group,

Inc

.500

04/01/25

198,762‌

300,000

Goldman

Sachs

Group,

Inc

.482

08/23/28

301,586‌

150,000

Goldman

Sachs

Group,

Inc

.851

04/25/35

161,175‌

50,000

Goldman

Sachs

Group,

Inc

.411

04/23/39

47,138‌

100,000

Goldman

Sachs

Group,

Inc

.436

02/24/43

81,432‌

150,000

Goldman

Sachs

Group,

Inc

.500

N/A(d)

161,241‌

40,000

(c)

HAT

Holdings

LLC

.000

06/15/27

42,375‌

50,000

Icahn

Enterprises

.250

05/15/27

47,912‌

38,000

Icahn

Enterprises

.375

02/01/29

33,210‌

200,000

(c)

Indian

Railway

Finance

Corp

Ltd

.249

02/13/30

187,238‌

125,000

Morgan

Stanley

.188

04/28/26

123,042‌

475,000

Morgan

Stanley

.125

07/27/26

466,537‌

100,000

Morgan

Stanley

.449

07/20/29

103,910‌

250,000

Morgan

Stanley

.250

04/21/34

258,197‌

100,000

Morgan

Stanley

.424

07/21/34

104,286‌

75,000

Morgan

Stanley

.831

04/19/35

80,561‌

200,000

Morgan

Stanley

.320

07/19/35

207,685‌

50,000

Navient

Corp

.500

03/15/29

48,504‌

60,000

Northern

Trust

Corp

.600

N/A(d)

59,386‌

15,000

(c)

PennyMac

Financial

Services,

Inc

.875

12/15/29

15,995‌

15,000

Springleaf

Finance

Corp

.375

11/15/29

14,415‌

175,000

State

Street

Corp

.700

N/A(d)

181,298‌

150,000

UBS

Group

AG.

.750

03/26/25

149,218‌

125,000

(c)

UBS

Group

AG.

.305

02/02/27

119,542‌

200,000

(c)

UBS

Group

AG.

.179

02/11/43

155,912‌

50,000

Visa,

Inc

.700

04/15/40

39,330‌

TOTAL

FINANCIAL

SERVICES

5,411,787‌

FOOD,

BEVERAGE

TOBACCO

1.3%

75,000

Anheuser-Busch

Cos

LLC

.700

02/01/36

75,302‌

200,000

Anheuser-Busch

Cos

LLC

.900

02/01/46

196,969‌

380,000

Anheuser-Busch

InBev

Worldwide,

Inc

.750

01/23/29

389,899‌

325,000

Anheuser-Busch

InBev

Worldwide,

Inc

.000

06/15/34

338,705‌

200,000

(c)

Bimbo

Bakeries

USA,

Inc

.050

01/15/29

211,335‌

50,000

Campbell

Soup

.250

10/13/54

49,666‌

175,000

(c)

Cia

Cervecerias

Unidas

S.A.

.350

01/19/32

155,142‌

100,000

Constellation

Brands,

Inc

.400

11/15/25

99,880‌

100,000

Constellation

Brands,

Inc

.700

12/06/26

99,002‌

100,000

Constellation

Brands,

Inc

.150

08/01/29

94,874‌

100,000

Constellation

Brands,

Inc

.875

05/01/30

92,189‌

100,000

Constellation

Brands,

Inc

.250

08/01/31

86,454‌

100,000

Diageo

Capital

plc

.125

10/24/24

99,814‌

100,000

Kraft

Heinz

Foods

.375

06/01/46

88,504‌

300,000

Philip

Morris

International,

Inc

.250

02/13/34

311,554‌

35,000

(c)

Post

Holdings,

Inc

.250

02/15/32

36,040‌

75,000

(c)

Primo

Water

Holdings,

Inc

.375

04/30/29

71,907‌

200,000

(c)

Ulker

Biskuvi

Sanayi

AS.

.875

07/08/31

207,678‌

TOTAL

FOOD,

BEVERAGE

TOBACCO

2,704,914‌

HEALTH

CARE

EQUIPMENT

SERVICES

1.0%

50,000

Boston

Scientific

Corp

.650

06/01/30

45,961‌

35,000

Centene

Corp

.450

07/15/28

32,232‌

180,000

Centene

Corp

.000

10/15/30

161,141‌

40,000

(c)

CHS

.250

05/15/30

36,812‌

55,000

Cigna

Group

.200

03/15/40

43,448‌

300,000

CVS

Health

Corp

.780

03/25/38

283,053‌

150,000

CVS

Health

Corp

.050

03/25/48

136,909‌

50,000

(c)

DaVita,

Inc

.625

06/01/30

47,665‌

100,000

Elevance

Health,

Inc

.250

05/15/30

89,566‌

100,000

Elevance

Health,

Inc

.125

02/15/53

98,124‌

160,000

HCA,

Inc

.625

09/01/28

166,118‌

350,000

HCA,

Inc

.625

03/15/32

323,650‌

300,000

Humana,

Inc

.150

02/03/32

252,333‌

50,000

Humana,

Inc

.875

03/01/33

53,080‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

SERVICES

1.0%

(continued)

10,000

Tenet

Healthcare

Corp

.625

06/15/28

9,814‌

80,000

Tenet

Healthcare

Corp

.375

01/15/30

76,755‌

240,000

UnitedHealth

Group,

Inc

.300

05/15/31

212,798‌

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

2,069,459‌

HOUSEHOLD

PERSONAL

PRODUCTS

0.2%

75,000

Church

Dwight

Co,

Inc

.300

12/15/31

65,535‌

40,000

(c)

Coty,

Inc

.625

07/15/30

41,561‌

100,000

Haleon

Capital

LLC

.625

03/24/32

94,063‌

175,000

Unilever

Capital

Corp

.625

08/12/34

177,538‌

TOTAL

HOUSEHOLD

PERSONAL

PRODUCTS

378,697‌

INSURANCE

1.7%

62,000

(c)

Acrisure

LLC

.250

02/15/29

58,571‌

85,000

(c)

Alliant

Holdings

Intermediate

LLC

.750

04/15/28

86,376‌

200,000

(c)

Allianz

.350

09/06/53

217,549‌

150,000

Aon

Corp

.350

02/28/33

156,707‌

200,000

(c)

Ardonagh

Finco

Ltd

.750

02/15/31

206,745‌

75,000

Arthur

Gallagher

.750

03/02/53

78,350‌

75,000

Berkshire

Hathaway

Finance

Corp

.875

03/15/32

69,240‌

75,000

Berkshire

Hathaway

Finance

Corp

.850

03/15/52

63,277‌

400,000

Hartford

Financial

Services

Group,

Inc

.800

08/19/29

372,983‌

50,000

Hartford

Financial

Services

Group,

Inc

.300

04/15/43

44,699‌

50,000

Hartford

Financial

Services

Group,

Inc

.900

09/15/51

33,766‌

55,000

(c)

HUB

International

Ltd

.250

06/15/30

57,303‌

50,000

(c)

Liberty

Mutual

Group,

Inc

.951

10/15/50

39,117‌

50,000

MetLife,

Inc

.000

07/15/52

49,491‌

115,000

MetLife,

Inc

.850

N/A(d)

113,143‌

130,000

(c)

Panther

Escrow

Issuer

LLC

.125

06/01/31

136,358‌

150,000

PartnerRe

Finance

LLC

.500

10/01/50

138,732‌

300,000

Prudential

Financial,

Inc

.125

03/01/52

297,698‌

100,000

Prudential

Financial,

Inc

.500

03/15/54

106,876‌

200,000

Reinsurance

Group

America,

Inc

.750

09/15/34

210,682‌

200,000

(c)

Swiss

Finance

Luxembourg

S.A.

.000

04/02/49

203,027‌

100,000

Verisk

Analytics,

Inc

.250

06/05/34

103,289‌

300,000

(b),(c)

Vitality

XIV

Ltd,

(3-Month

Treasury

Bill

3.500%)

.102

01/05/27

304,290‌

250,000

(b),(c)

Vitality

Ltd,

(3-Month

Treasury

Bill

2.500%)

.102

01/07/28

249,700‌

TOTAL

INSURANCE

3,397,969‌

MATERIALS

1.5%

100,000

Albemarle

Corp

.650

06/01/27

100,441‌

200,000

(c)

Alpek

SAB

C.V.

.250

02/25/31

177,218‌

150,000

Amcor

Flexibles

North

America,

Inc

.630

06/19/30

134,909‌

200,000

Amcor

Flexibles

North

America,

Inc

.690

05/25/31

176,641‌

200,000

AngloGold

Ashanti

Holdings

plc

.750

10/01/30

184,910‌

200,000

(c)

Antofagasta

plc

.250

05/02/34

212,828‌

95,000

(c)

Arsenal

AIC

Parent

LLC

.000

10/01/30

101,943‌

38,000

Ball

Corp

.875

08/15/30

33,821‌

225,000

Berry

Global,

Inc

.570

01/15/26

216,511‌

150,000

Berry

Global,

Inc

.650

01/15/27

140,816‌

200,000

(c)

Celulosa

Arauco

Constitucion

S.A.

.250

04/30/29

194,287‌

200,000

(c)

Cemex

SAB

C.V.

.450

11/19/29

202,667‌

200,000

(c)

Freeport

Indonesia

.315

04/14/32

203,346‌

65,000

(c)

Mineral

Resources

Ltd

.250

10/01/28

69,211‌

100,000

Nutrien

Ltd

.950

05/13/30

93,006‌

200,000

(c)

OCP

S.A.

.750

06/23/31

179,250‌

200,000

(c)

Orbia

Advance

Corp

SAB

C.V.

.875

05/11/26

189,350‌

200,000

(c)

POSCO

.500

08/04/27

200,308‌

30,000

(c)

Sealed

Air

Corp

.250

02/15/31

31,752‌

100,000

(c)

Tronox,

Inc

.625

03/15/29

93,413‌

200,000

(c)

UltraTech

Cement

Ltd

.800

02/16/31

176,248‌

TOTAL

MATERIALS

3,112,876‌

MEDIA

ENTERTAINMENT

1.3%

100,000

(c)

CCO

Holdings

LLC

.125

05/01/27

98,422‌

100,000

Charter

Communications

Operating

LLC

.400

04/01/33

91,487‌

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

ENTERTAINMENT

1.3%

(continued)

225,000

Charter

Communications

Operating

LLC

.550

06/01/34

234,039‌

350,000

Charter

Communications

Operating

LLC

.800

03/01/50

267,950‌

150,000

Comcast

Corp

.150

10/15/28

150,234‌

300,000

Comcast

Corp

.200

07/15/36

257,526‌

500,000

Comcast

Corp

.887

11/01/51

335,984‌

200,000

(c),(e)

CSC

Holdings

LLC

.250

05/15/28

193,063‌

40,000

(c)

DIRECTV

Holdings

LLC

.875

08/15/27

39,273‌

15,000

Lamar

Media

Corp

.625

01/15/31

13,709‌

33,000

(c)

News

Corp

.875

05/15/29

31,212‌

110,000

(c)

Sirius

Radio,

Inc

.000

07/15/28

103,779‌

50,000

(c)

Sirius

Radio,

Inc

.125

07/01/30

45,344‌

50,000

Time

Warner

Cable

LLC

.875

11/15/40

45,342‌

200,000

Warnermedia

Holdings,

Inc

.755

03/15/27

193,389‌

100,000

Warnermedia

Holdings,

Inc

.054

03/15/29

94,733‌

250,000

Warnermedia

Holdings,

Inc

.141

03/15/52

192,819‌

200,000

(e)

Weibo

Corp

.375

07/08/30

183,627‌

TOTAL

MEDIA

ENTERTAINMENT

2,571,932‌

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

1.1%

200,000

AbbVie,

Inc

.050

03/15/34

208,904‌

150,000

AbbVie,

Inc

.050

11/21/39

138,557‌

100,000

AbbVie,

Inc

.400

03/15/54

106,036‌

400,000

Amgen,

Inc

.250

03/02/33

416,430‌

250,000

Amgen,

Inc

.650

03/02/53

262,982‌

30,000

(c)

Avantor

Funding,

Inc

.625

07/15/28

29,322‌

75,000

Danaher

Corp

.800

12/10/51

51,416‌

250,000

Gilead

Sciences,

Inc

.250

10/15/33

263,677‌

100,000

Gilead

Sciences,

Inc

.600

10/01/40

74,845‌

100,000

Gilead

Sciences,

Inc

.550

10/15/53

107,344‌

200,000

(c)

Organon

Finance LLC

.125

04/30/31

188,424‌

400,000

Pfizer

Investment

Enterprises

Pte

Ltd

.300

05/19/53

413,778‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

2,261,715‌

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.0%

28,000

Kennedy-Wilson,

Inc

.750

03/01/29

25,919‌

29,000

(e)

Kennedy-Wilson,

Inc

.000

03/01/31

26,035‌

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

51,954‌

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

0.6%

250,000

(c)

Broadcom,

Inc

.469

04/15/34

225,124‌

100,000

Broadcom,

Inc

.800

10/15/34

99,917‌

365,000

(c)

Broadcom,

Inc

.926

05/15/37

364,684‌

115,000

NVIDIA

Corp

.000

06/15/31

101,654‌

100,000

NXP

.400

05/01/30

94,464‌

125,000

NXP

.125

02/15/42

93,777‌

200,000

(c)

TSMC

Global

Ltd

.000

09/28/27

182,370‌

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

1,161,990‌

SOFTWARE

SERVICES

0.7%

105,000

Adobe,

Inc

.300

02/01/30

96,482‌

200,000

(c),(e)

Magnum

Holdings

.375

10/31/26

196,998‌

90,000

(c)

Gen

Digital,

Inc

.750

09/30/27

92,473‌

100,000

Microsoft

Corp

.350

09/15/30

87,058‌

147,000

Microsoft

Corp

.525

06/01/50

100,905‌

55,000

(c)

Open

Text

Corp

.875

12/01/29

51,128‌

15,000

(c)

Open

Text

Holdings,

Inc

.125

02/15/30

14,080‌

250,000

Oracle

Corp

.900

02/06/33

254,628‌

275,000

Oracle

Corp

.375

09/27/54

274,832‌

125,000

Roper

Technologies,

Inc

.400

09/15/27

115,777‌

75,000

Roper

Technologies,

Inc

.000

06/30/30

65,887‌

200,000

Salesforce,

Inc

.700

07/15/41

151,250‌

TOTAL

SOFTWARE

SERVICES

1,501,498‌

TECHNOLOGY

HARDWARE

EQUIPMENT

0.5%

165,000

Amphenol

Corp

.800

02/15/30

152,645‌

175,000

Apple,

Inc

.450

08/04/26

170,770‌

575,000

Apple,

Inc

.050

09/11/26

556,452‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

EQUIPMENT

0.5%

(continued)

60,000

Apple,

Inc

.650

02/08/51

41,259‌

80,000

(c)

Imola

Merger

Corp

.750

05/15/29

78,062‌

50,000

(c)

Sensata

Technologies

.000

04/15/29

47,664‌

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

1,046,852‌

TELECOMMUNICATION

SERVICES

2.1%

564,000

AT&T,

Inc

.550

12/01/33

475,389‌

150,000

AT&T,

Inc

.500

05/15/35

146,066‌

855,000

AT&T,

Inc

.550

09/15/55

625,377‌

250,000

(c)

Bharti

Airtel

Ltd

.250

06/03/31

228,391‌

200,000

(c)

Empresa

Nacional

Telecomunicaciones

S.A.

.050

09/14/32

171,148‌

200,000

(c)

Millicom

International

Cellular

S.A.

.500

04/27/31

180,318‌

200,000

(c)

Sitios

Latinoamerica

SAB

C.V.

.375

04/04/32

194,174‌

100,000

Telefonica

Emisiones

S.A.

.895

03/06/48

90,904‌

455,000

T-Mobile

USA,

Inc

.625

02/15/29

423,833‌

225,000

T-Mobile

USA,

Inc

.875

04/15/30

218,806‌

325,000

T-Mobile

USA,

Inc

.050

07/15/33

333,123‌

100,000

T-Mobile

USA,

Inc

.000

02/15/41

76,800‌

125,000

T-Mobile

USA,

Inc

.300

02/15/51

90,743‌

825,000

Verizon

Communications,

Inc

.355

03/15/32

710,771‌

200,000

(c)

Vmed

Financing

plc

.750

07/15/31

178,005‌

150,000

Vodafone

Group

plc

.250

09/17/50

125,152‌

TOTAL

TELECOMMUNICATION

SERVICES

4,269,000‌

TRANSPORTATION

0.4%

200,000

(c)

Aeropuerto

Internacional

Tocumen

S.A.

.000

08/11/41

161,380‌

65,000

Burlington

Northern

Santa

LLC

.050

02/15/51

46,837‌

275,000

Canadian

Pacific

Railway

.050

03/05/30

246,133‌

100,000

CSX

Corp

.800

03/01/28

99,277‌

50,000

Union

Pacific

Corp

.891

04/06/36

43,021‌

100,000

Union

Pacific

Corp

.839

03/20/60

79,899‌

160,000

(c)

XPO,

Inc

.250

06/01/28

163,639‌

TOTAL

TRANSPORTATION

840,186‌

UTILITIES

2.7%

100,000

AEP

Transmission

LLC

.100

12/01/26

97,773‌

100,000

AEP

Transmission

LLC

.750

08/15/51

66,026‌

150,000

AEP

Transmission

LLC

.400

03/15/53

155,403‌

200,000

Alabama

Power

.125

07/15/51

142,329‌

100,000

American

Water

Capital

Corp

.000

12/01/26

97,487‌

250,000

American

Water

Capital

Corp

.800

05/01/30

231,966‌

60,000

American

Water

Capital

Corp

.000

12/01/46

51,384‌

50,000

American

Water

Capital

Corp

.750

09/01/47

40,761‌

100,000

American

Water

Capital

Corp

.450

05/01/50

76,636‌

100,000

Atmos

Energy

Corp

.500

01/15/31

84,705‌

175,000

(a)

Atmos

Energy

Corp

.000

12/15/54

170,925‌

125,000

Baltimore

Gas

and

Electric

.750

08/15/47

101,281‌

50,000

Berkshire

Hathaway

Energy

.250

04/15/28

48,689‌

100,000

Black

Hills

Corp

.150

01/15/27

97,282‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

.000

03/01/32

90,104‌

200,000

(c)

Comision

Federal

Electricidad

.700

01/24/30

200,440‌

100,000

Commonwealth

Edison

.750

09/01/51

65,992‌

150,000

Consolidated

Edison

New

York,

Inc

.700

05/15/54

162,450‌

58,000

Consumers

Energy

.650

08/15/52

38,713‌

60,000

Dominion

Energy,

Inc

.250

08/15/31

51,903‌

100,000

Dominion

Energy,

Inc

.300

04/15/41

77,437‌

50,000

Dominion

Energy,

Inc

.000

06/01/54

54,591‌

125,000

DTE

Electric

.400

04/01/53

131,250‌

405,000

Duke

Energy

Corp

.300

06/15/41

318,984‌

50,000

Duke

Energy

Progress

LLC

.500

08/15/50

31,660‌

100,000

Edison

International

.375

N/A(d)

99,009‌

30,000

(c)

Ferrellgas

.375

04/01/26

29,930‌

44,000

(c)

Ferrellgas

.875

04/01/29

41,175‌

250,000

Florida

Power

Light

.800

05/15/33

255,908‌

100,000

Florida

Power

Light

.990

03/01/49

85,333‌

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

2.7%

(continued)

200,000

(c)

Israel

Electric

Corp

Ltd

.750

02/22/32

175,696‌

150,000

MidAmerican

Energy

.650

04/15/29

147,361‌

95,000

MidAmerican

Energy

.650

08/01/48

76,366‌

310,000

NiSource,

Inc

.700

02/15/31

261,709‌

85,000

(c)

NRG

Energy,

Inc

.450

12/02/27

79,635‌

50,000

NRG

Energy,

Inc

.750

01/15/28

50,372‌

100,000

Ohio

Power

.150

04/01/48

83,506‌

100,000

Ohio

Power

.000

06/01/49

81,934‌

12,000

(c)

Pattern

Energy

Operations

.500

08/15/28

11,609‌

100,000

PECO

Energy

.000

09/15/49

70,886‌

100,000

PECO

Energy

.800

06/15/50

67,956‌

200,000

(c)

Perusahaan

Listrik

Negara

.875

07/17/29

193,304‌

125,000

Public

Service

Colorado

.200

03/01/50

89,391‌

100,000

Public

Service

Electric

and

Gas

.900

12/15/32

103,465‌

200,000

Public

Service

Electric

and

Gas

.450

03/01/54

212,338‌

28,000

(c)

Superior

Plus

.500

03/15/29

26,548‌

190,000

(c)

Talen

Energy

Supply

LLC

.625

06/01/30

207,066‌

50,000

Union

Electric

.125

03/15/55

49,839‌

75,000

Virginia

Electric

and

Power

.950

11/15/26

73,327‌

50,000

Virginia

Electric

and

Power

.550

08/15/54

52,554‌

250,000

Wisconsin

Power

and

Light

.950

04/01/33

255,236‌

TOTAL

UTILITIES

5,567,624‌

TOTAL

CORPORATE

BONDS

(Cost

$73,174,233)

70,915,133‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

48.3%

FOREIGN

GOVERNMENT

BONDS

2.7%

200,000

(c)

Angolan

Government

International

Bond

.750

04/14/32

179,342‌

EUR

100,000

(c)

Banque

Ouest

Africaine

Developpement

.750

01/22/33

92,418‌

50,000

(c)

Bermuda

Government

International

Bond

.750

02/15/29

50,105‌

225,000

Brazilian

Government

International

Bond

.000

10/20/33

228,072‌

200,000

Colombia

Government

International

Bond

.000

11/14/35

213,165‌

200,000

(c)

Costa

Rica

Government

International

Bond

.625

04/30/43

187,066‌

79,525

(c)

Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/30

57,744‌

56,442

(c)

Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/35

31,998‌

14,000

(c)

Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/40

7,200‌

200,000

(c)

Egypt

Government

International

Bond

.053

01/15/32

173,103‌

100,000

European

Investment

Bank

.875

02/15/36

108,205‌

200,000

(c)

Export-Import

Bank

India

.250

01/13/31

173,853‌

200,000

(c)

Guatemala

Government

Bond

.700

10/07/33

171,388‌

200,000

(c)

Hungary

Government

International

Bond

.125

05/22/28

208,500‌

109,375

(c)

Iraq

Government

International

Bond

.800

01/15/28

105,989‌

200,000

Israel

Government

International

Bond

.375

03/12/29

203,226‌

200,000

(c)

Ivory

Coast

Government

International

Bond

.250

01/30/37

205,742‌

200,000

Japan

Bank

for

International

Cooperation

.375

04/20/26

195,043‌

200,000

(c)

Korea

Electric

Power

Corp

.125

06/15/25

195,303‌

200,000

(c)

Korea

Hydro

Nuclear

Power

Ltd

.250

04/27/26

190,739‌

200,000

Mexico

Government

International

Bond

.400

02/09/28

204,230‌

25,000

Mexico

Government

International

Bond

.250

04/16/30

22,923‌

32,000

Mexico

Government

International

Bond

.050

01/11/40

32,323‌

275,000

Mexico

Government

International

Bond

.280

08/14/41

224,384‌

250,000

Mexico

Government

International

Bond

.400

05/07/54

250,093‌

160,000

Panama

Government

International

Bond

.700

01/26/36

166,537‌

200,000

(c)

Paraguay

Government

International

Bond

.000

02/09/36

210,839‌

130,000

Peruvian

Government

International

Bond

.000

01/15/34

111,367‌

200,000

(c)

Republic

Kenya

Government

International

Bond

.750

02/16/31

202,140‌

100,000

Republic

Poland

Government

International

Bond

.875

10/04/33

101,652‌

140,000

Republic

Poland

Government

International

Bond

.500

04/04/53

143,229‌

102,000

(c),(f)

Romanian

Government

International

Bond

.875

01/30/29

104,466‌

275,000

(c)

Rwanda

International

Government

Bond

.500

08/09/31

227,389‌

200,000

(c)

Saudi

Government

International

Bond

.750

01/21/55

147,775‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

200,000

(c)

Serbia

Government

International

Bond

.125

12/01/30

167,762‌

200,000

Turkiye

Government

International

Bond

.625

05/15/34

212,253‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

5,507,563‌

MORTGAGE

BACKED

24.6%

100,000

(b),(c)

Angel

Oak

Mortgage

Trust

.837

11/25/66

73,208‌

83,525

(b),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

.000

10/25/51

72,309‌

1,474,228

(b),(c)

Citigroup

Mortgage

Loan

Trust

.155

02/25/52

12,755‌

310,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.100%)

.380

03/25/42

323,286‌

430,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

4.650%)

.913

06/25/42

465,388‌

85,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.350%)

.630

01/25/43

89,726‌

35,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

5.350%)

.613

05/25/43

38,643‌

445,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.100%)

.363

06/25/43

467,324‌

125,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.900%)

.188

07/25/43

132,546‌

80,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.550%)

.830

10/25/43

83,999‌

61,270

(b)

Fannie

Mae

REMICS,

(SOFR30A

5.836%)

.555

09/25/43

9,076‌

107,302

Fannie

Mae

REMICS

.500

02/25/48

97,041‌

77,010

Fannie

Mae

REMICS

.000

07/25/48

73,710‌

148,751

Fannie

Mae

REMICS

.000

08/25/50

19,459‌

174,590

Fannie

Mae

REMICS

.000

10/25/50

122,743‌

436,891

Fannie

Mae

REMICS

.500

11/25/50

62,239‌

81,460

Fannie

Mae

REMICS

.000

02/25/51

13,726‌

194,219

Fannie

Mae

REMICS

.500

11/25/51

23,881‌

258,639

Fannie

Mae

REMICS

.500

04/25/52

208,897‌

177,336

Fannie

Mae

REMICS

.500

07/25/52

175,844‌

110,221

Fannie

Mae

REMICS

.500

08/25/52

98,113‌

80,420

Fannie

Mae

REMICS

.000

09/25/52

70,931‌

97,808

Fannie

Mae

REMICS

.000

09/25/52

90,398‌

82,049

Fannie

Mae

REMICS

.500

10/25/52

78,458‌

87,519

Fannie

Mae

REMICS

.500

10/25/52

86,222‌

127,754

Fannie

Mae

REMICS

.500

11/25/52

130,729‌

760,830

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

.000

11/01/49

694,206‌

162,261

FHLMC

.500

11/01/51

140,591‌

196,168

FHLMC

.000

11/01/51

179,618‌

173,886

FHLMC

.000

11/01/51

158,594‌

31,200

FHLMC

.000

11/01/51

28,655‌

50,989

FHLMC

.000

11/01/51

46,716‌

122,240

FHLMC

.000

02/01/52

109,952‌

166,427

FHLMC

.000

03/01/52

149,637‌

211,570

FHLMC

.500

04/01/52

184,311‌

111,802

FHLMC

.000

04/01/52

101,752‌

503,872

FHLMC

.000

04/01/52

484,662‌

74,837

FHLMC

.000

06/01/52

67,602‌

495,374

FHLMC

.000

06/01/52

445,309‌

357,664

FHLMC

.500

06/01/52

352,030‌

1,529,898

FHLMC

.500

07/01/52

1,504,448‌

357,246

FHLMC

.500

07/01/52

351,618‌

31,659

FHLMC

.000

10/01/52

28,447‌

117,032

FHLMC

.000

11/01/52

120,011‌

109,814

FHLMC

.500

12/01/52

102,268‌

466,718

FHLMC

.500

08/01/53

472,621‌

12,222

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

.000

06/01/36

12,553‌

4,113

FGLMC

.000

07/01/39

4,242‌

119,599

FGLMC

.500

04/01/45

114,348‌

328,964

FGLMC

.500

08/01/45

315,620‌

8,761

FGLMC

.500

06/01/47

8,795‌

195,368

FGLMC

.000

09/01/47

191,209‌

75,863

FGLMC

.500

12/01/47

72,033‌

67,130

FGLMC

.500

08/01/48

67,412‌

66,400

Federal

National

Mortgage

Association

(FNMA)

.500

06/01/32

65,174‌

52,637

FNMA

.000

05/01/35

53,968‌

5,722

FNMA

.500

07/01/35

5,915‌

61,459

FNMA

.000

02/01/36

63,069‌

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

64,711

FNMA

.000

10/01/39

60,662‌

50,871

FNMA

.000

05/01/40

47,930‌

88,147

FNMA

.000

09/01/40

90,810‌

49,121

FNMA

.000

09/01/42

48,266‌

34,179

FNMA

.500

03/01/44

34,500‌

291,274

FNMA

.000

05/01/44

287,642‌

126,081

FNMA

.500

10/01/44

126,298‌

235,817

FNMA

.500

11/01/44

236,223‌

52,442

FNMA

.000

11/01/44

54,022‌

19,060

FNMA

.000

01/01/45

18,728‌

261,239

FNMA

.500

01/01/46

248,330‌

15,034

FNMA

.000

04/01/46

14,772‌

107,174

FNMA

.500

07/01/46

101,791‌

262,613

FNMA

.500

07/01/46

250,752‌

47,208

FNMA

.000

10/01/46

42,554‌

5,748

FNMA

.000

11/01/47

5,167‌

125,862

FNMA

.500

11/01/47

119,981‌

158,451

FNMA

.500

01/01/48

150,197‌

71,078

FNMA

.500

01/01/48

71,298‌

63,322

FNMA

.500

02/01/48

63,512‌

36,658

FNMA

.500

05/01/48

36,768‌

52,600

FNMA

.500

05/01/48

52,757‌

207,061

FNMA

.000

07/01/50

189,673‌

177,628

FNMA

.500

08/01/51

154,991‌

141,983

FNMA

.000

09/01/51

129,582‌

651,038

FNMA

.500

12/01/51

567,745‌

305,497

FNMA

.500

02/01/52

266,910‌

83,451

FNMA

.500

02/01/52

72,809‌

271,896

FNMA

.000

02/01/52

245,212‌

248,742

FNMA

.500

02/01/52

234,973‌

389,354

FNMA

.000

04/01/52

353,157‌

102,778

FNMA

.000

04/01/52

92,417‌

148,864

FNMA

.000

05/01/52

135,159‌

400,580

FNMA

.500

05/01/52

375,331‌

573,506

FNMA

.500

05/01/52

534,071‌

488,048

FNMA

.000

05/01/52

469,394‌

17,774

FNMA

.000

06/01/52

15,965‌

121,500

FNMA

.500

06/01/52

113,700‌

426,195

FNMA

.500

06/01/52

397,440‌

799,519

FNMA

.000

06/01/52

767,763‌

173,808

FNMA

.500

06/01/52

171,071‌

427,020

FNMA

.500

06/01/52

419,702‌

1,502,813

FNMA

.000

07/01/52

1,444,256‌

1,866,632

FNMA

.000

07/01/52

1,793,987‌

166,030

FNMA

.500

07/01/52

163,416‌

107,272

FNMA

.500

07/01/52

105,583‌

711,790

FNMA

.500

07/01/52

700,372‌

1,474,684

FNMA

.000

08/01/52

1,477,198‌

779,677

FNMA

.000

09/01/52

749,062‌

2,795,500

FNMA

.500

09/01/52

2,749,550‌

98,700

FNMA

.000

09/01/52

98,840‌

1,670,544

FNMA

.000

10/01/52

1,605,192‌

349,720

FNMA

.500

10/01/52

343,936‌

232,048

FNMA

.000

10/01/52

232,198‌

524,708

FNMA

.000

11/01/52

504,283‌

1,266,263

FNMA

.500

11/01/52

1,245,324‌

8,976

FNMA

.000

01/01/53

8,984‌

984,661

FNMA

.000

02/01/53

984,869‌

370,994

FNMA

.500

02/01/53

375,419‌

34,436

FNMA

.000

06/01/53

34,733‌

718,789

FNMA

.500

06/01/53

727,160‌

1,440,502

FNMA

.000

08/01/53

1,439,583‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

1,933,702

FNMA

.500

10/01/53

1,956,072‌

2,145,759

FNMA

.500

05/01/54

2,170,861‌

166,516

Freddie

Mac

REMICS

.500

01/15/47

151,155‌

148,981

Freddie

Mac

REMICS

.000

01/15/48

143,694‌

149,083

Freddie

Mac

REMICS

.000

03/15/48

143,383‌

109,210

Freddie

Mac

REMICS

.000

04/15/48

104,459‌

79,049

(b)

Freddie

Mac

REMICS,

(SOFR30A

9.737%)

.190

06/15/48

77,536‌

104,194

(b)

Freddie

Mac

REMICS,

(SOFR30A

9.657%)

.110

10/15/48

96,045‌

133,458

Freddie

Mac

REMICS

.000

09/25/50

92,324‌

60,009

Freddie

Mac

REMICS

.000

09/25/50

45,936‌

129,551

Freddie

Mac

REMICS

.000

10/25/50

97,909‌

437,674

Freddie

Mac

REMICS

.500

02/25/51

73,602‌

163,361

Freddie

Mac

REMICS

.500

05/25/51

108,608‌

65,423

Freddie

Mac

REMICS

.000

08/25/52

56,430‌

76,354

Freddie

Mac

REMICS

.500

02/25/53

79,319‌

44,651

(b)

Freddie

Mac

Strips,

(SOFR30A

5.806%)

.463

03/15/44

4,849‌

3,306

Government

National

Mortgage

Association

(GNMA)

.000

03/15/34

3,404‌

14,532

GNMA

.000

06/15/34

14,841‌

1,629

GNMA

.000

04/15/38

1,670‌

284,635

GNMA

.000

01/20/40

59,931‌

197,268

GNMA

.000

03/20/40

39,342‌

3,181

GNMA

.500

04/15/40

3,204‌

54,702

GNMA

.500

12/20/43

49,169‌

66,464

GNMA

.000

03/20/45

60,110‌

69,022

GNMA

.000

06/20/46

8,208‌

121,211

(b)

GNMA,

(TSFR1M

5.986%)

.025

03/20/50

19,651‌

90,615

GNMA

.000

06/20/51

82,736‌

243,640

GNMA

.000

11/20/51

185,897‌

334,807

GNMA

.000

12/20/51

254,838‌

258,912

GNMA

.000

01/20/52

200,259‌

95,448

GNMA

.500

02/20/52

81,793‌

309,898

GNMA

.000

02/20/52

223,500‌

196,275

GNMA

.000

04/20/52

171,727‌

207,812

GNMA

.000

04/20/52

38,742‌

58,834

GNMA

.000

05/20/52

53,638‌

864,872

GNMA

.500

07/20/52

812,395‌

109,038

GNMA

.000

07/20/52

92,962‌

518,279

GNMA

.000

08/20/52

500,996‌

347,550

GNMA

.500

08/20/52

343,671‌

152,586

GNMA

.500

09/20/52

145,954‌

158,629

GNMA

.500

09/20/52

151,926‌

44,048

GNMA

.000

11/20/52

44,186‌

107,371

GNMA

.500

02/20/53

99,474‌

87,262

GNMA

.500

02/20/53

88,973‌

214,472

(b)

GNMA,

(SOFR30A

6.950%)

.605

05/20/53

14,929‌

160,774

(b)

GNMA,

(SOFR30A

23.205%)

.358

08/20/53

176,205‌

78,290

(b)

GNMA,

(SOFR30A

25.350%)

.503

08/20/53

90,768‌

1,628,820

(b),(c)

Mortgage-Backed

Securities

Trust

.151

08/25/51

13,379‌

224,325

(b),(c)

Mortgage-Backed

Securities

Trust

.500

11/25/51

187,692‌

164,713

(b),(c)

Mortgage-Backed

Securities

Trust

.500

03/25/52

137,399‌

120,262

(b),(c)

Mortgage-Backed

Securities

Trust

.500

05/01/52

107,038‌

92,362

(b),(c)

Mortgage-Backed

Securities

Trust

.831

05/28/52

76,521‌

188,822

(b),(c)

Mortgage-Backed

Securities

Trust

.000

08/26/52

163,466‌

18,628

(b),(c)

Morgan

Mortgage

Trust

.500

05/25/47

17,154‌

133,459

(b),(c)

Morgan

Mortgage

Trust

.500

10/25/48

121,094‌

2,197

(b),(c)

Morgan

Mortgage

Trust

.000

01/25/49

2,089‌

441,989

(b),(c)

Morgan

Mortgage

Trust

.122

06/25/51

2,939‌

773,697

(b),(c)

Morgan

Mortgage

Trust

.109

11/25/51

4,558‌

65,764

(b),(c)

Morgan

Mortgage

Trust

.500

11/25/51

54,777‌

769,202

(b),(c)

Morgan

Mortgage

Trust

.117

12/25/51

4,878‌

89,997

(b),(c)

Morgan

Mortgage

Trust

.500

12/25/51

74,961‌

135,482

(b),(c)

Morgan

Mortgage

Trust

.500

01/25/52

112,846‌

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

189,326

(b),(c)

Morgan

Mortgage

Trust

.500

04/25/52

5,508‌

116,202

(b),(c)

Morgan

Mortgage

Trust

.343

04/25/52

99,314‌

69,721

(b),(c)

Morgan

Mortgage

Trust

.343

04/25/52

58,939‌

200,878

(b),(c)

Morgan

Mortgage

Trust

.500

06/25/52

167,065‌

1,132,961

(c)

Morgan

Mortgage

Trust

.224

07/25/52

13,219‌

210,925

(b),(c)

Morgan

Mortgage

Trust

.500

07/25/52

175,422‌

293,609

(b),(c)

Morgan

Mortgage

Trust

.250

07/25/52

256,319‌

318,824

(b),(c)

Morgan

Mortgage

Trust

.000

08/25/52

276,010‌

170,861

(b),(c)

Morgan

Mortgage

Trust

.000

10/25/52

147,925‌

107,868

(b),(c)

Morgan

Mortgage

Trust

.000

11/25/52

93,523‌

134,248

(b),(c)

Morgan

Mortgage

Trust

.000

04/25/53

116,220‌

85,522

(b),(c)

Morgan

Mortgage

Trust

.000

06/25/53

83,942‌

85,522

(b),(c)

Morgan

Mortgage

Trust

.500

06/25/53

84,961‌

115,246

(b),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

08/25/51

95,992‌

98,771

(b),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

82,269‌

118,837

(b),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

106,461‌

100,000

(b),(c)

NLT

Trust

.569

08/25/56

75,260‌

102,776

(b),(c)

OBX

.000

01/25/52

88,975‌

207,970

(b),(c)

RCKT

Mortgage

Trust

.500

02/25/52

172,964‌

190,511

(b),(c)

RCKT

Mortgage

Trust

.000

05/25/52

164,937‌

85,691

(b),(c)

RCKT

Mortgage

Trust

.000

06/25/52

79,625‌

5,839

(b),(c)

Sequoia

Mortgage

Trust

.000

06/25/49

5,590‌

30,473

(b),(c)

Sequoia

Mortgage

Trust

.500

12/25/49

27,839‌

79,481

(b),(c)

Sequoia

Mortgage

Trust

.500

06/25/51

66,797‌

75,000

(b),(c)

Structured

Agency

Credit

Risk

Debt

Note

(STACR),

(SOFR30A

4.750%)

.030

02/25/42

79,462‌

365,000

(b),(c)

STACR,

(SOFR30A

2.900%)

.180

04/25/42

377,963‌

95,000

(b),(c)

STACR,

(SOFR30A

5.650%)

.647

04/25/42

102,650‌

435,000

(b),(c)

STACR,

(SOFR30A

3.350%)

.630

05/25/42

456,483‌

620,000

(b),(c)

STACR,

(SOFR30A

4.500%)

.780

06/25/42

665,682‌

280,000

(b),(c)

STACR,

(SOFR30A

4.000%)

.280

07/25/42

298,205‌

290,000

(b),(c)

STACR,

(SOFR30A

3.700%)

.980

09/25/42

306,639‌

70,000

(b),(c)

STACR,

(SOFR30A

3.100%)

.444

03/25/43

73,401‌

1,573

(b),(c)

STACR

.787

02/25/48

1,513‌

2,721

(b),(c)

STACR

.847

05/25/48

2,657‌

230,000

(b),(c)

STACR,

(SOFR30A

4.800%)

.080

10/25/50

262,661‌

100,000

(b),(c)

Verus

Securitization

Trust

.207

11/25/59

95,639‌

21,814

(c)

Verus

Securitization

Trust

(Step

Bond)

.733

05/25/65

20,891‌

77,517

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

08/25/51

67,208‌

94,033

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.313

08/25/51

81,177‌

TOTAL

MORTGAGE

BACKED

50,507,386‌

MUNICIPAL

BONDS

0.4%

200,000

City

County

San

Francisco

Community

Facilities

District

.264

09/01/25

198,117‌

200,000

City

County

San

Francisco

Community

Facilities

District

.038

09/01/34

192,639‌

170,000

New

York

State

Dormitory

Authority

.294

07/01/44

158,364‌

300,000

State

Oregon

Department

Administrative

Services

.103

05/01/39

280,182‌

TOTAL

MUNICIPAL

BONDS

829,302‌

U.S.

TREASURY

SECURITIES

20.6%

1,535,700

United

States

Treasury

Bond

.000

11/15/45

1,273,671‌

1,615,000

United

States

Treasury

Bond

.875

11/15/46

1,298,498‌

765,000

United

States

Treasury

Bond

.000

05/15/47

625,895‌

176,000

United

States

Treasury

Bond

.375

11/15/48

152,529‌

250,000

United

States

Treasury

Note

.250

12/31/25

251,133‌

1,335,000

United

States

Treasury

Note

.250

01/31/26

1,342,196‌

3,800,000

United

States

Treasury

Note

.500

03/31/26

3,840,078‌

595,000

United

States

Treasury

Note

.875

04/30/26

605,157‌

125,000

United

States

Treasury

Note

.625

06/30/26

126,924‌

250,000

United

States

Treasury

Note

.375

12/15/26

253,965‌

1,025,000

United

States

Treasury

Note

.125

02/15/27

1,036,851‌

550,000

United

States

Treasury

Note

.500

05/15/27

562,439‌

200,000

United

States

Treasury

Note

.500

09/30/29

199,406‌

195,000

United

States

Treasury

Note

.875

10/31/30

208,132‌

250,000

United

States

Treasury

Note

.000

01/31/31

254,932‌

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

2,000,000

United

States

Treasury

Note

.125

03/31/31

2,054,375‌

325,000

United

States

Treasury

Note

.625

04/30/31

343,345‌

2,919,000

United

States

Treasury

Note

.125

07/31/31

3,000,641‌

1,635,000

United

States

Treasury

Note

.875

08/15/34

1,646,496‌

300,000

United

States

Treasury

Note

.250

05/15/41

232,512‌

500,000

United

States

Treasury

Note

.000

11/15/41

367,617‌

5,111,800

United

States

Treasury

Note

.375

02/15/42

3,981,214‌

4,005,000

United

States

Treasury

Note

.875

02/15/43

3,863,573‌

3,668,000

United

States

Treasury

Note

.750

11/15/43

3,956,712‌

768,000

United

States

Treasury

Note

.125

08/15/44

762,000‌

9,415,000

United

States

Treasury

Note

.625

05/15/54

10,212,333‌

TOTAL

U.S.

TREASURY

SECURITIES

42,452,624‌

TOTAL

GOVERNMENT

BONDS

(Cost

$100,991,159)

99,296,875‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

13.5%

ASSET

BACKED

4.4%

218,857

(c)

Alterna

Funding

III

LLC

.260

05/16/39

222,816‌

Series

2024

(Class

250,000

AmeriCredit

Automobile

Receivables

Trust

.130

03/18/26

249,620‌

Series

2020

(Class

250,000

AmeriCredit

Automobile

Receivables

Trust

.490

09/18/26

245,124‌

Series

2020

(Class

80,000

AmeriCredit

Automobile

Receivables

Trust

.210

12/18/26

77,844‌

Series

2021

(Class

100,000

(c)

AMSR

Trust

.148

01/19/39

97,069‌

Series

2019

SFR1

(Class

93,311

(c)

Apollo

aviation

securitization

.798

01/15/47

85,415‌

Series

2021

(Class

91,931

(c)

BRE

Grand

Islander

Timeshare

Issuer

LLC

.280

09/26/33

89,998‌

Series

2019

(Class

92,795

(c)

Capital

Automotive

REIT

.440

08/15/51

87,096‌

Series

2021

(Class

A1)

99,146

(c)

Capital

Automotive

REIT

.920

08/15/51

93,069‌

Series

2021

(Class

A3)

500,000

Carmax

Auto

Owner

Trust

.280

07/15/27

490,543‌

Series

2021

(Class

97,125

(c)

Cars

Net

Lease

Mortgage

Notes

.010

12/15/50

88,056‌

Series

2020

(Class

A1)

98,125

(c)

Cars

Net

Lease

Mortgage

Notes

Series

.100

12/15/50

91,602‌

Series

2020

(Class

A3)

100,000

(c)

Cars

Net

Lease

Mortgage

Notes

Series

.690

12/15/50

91,375‌

Series

2020

(Class

B1)

17,530

Carvana

Auto

Receivables

Trust

.720

09/11/28

16,829‌

Series

2021

(Class

219,153

(c)

Carvana

Auto

Receivables

Trust

.130

12/11/28

216,855‌

Series

2022

(Class

250,000

(b),(c)

Cayuga

Park

CLO

Ltd,

(TSFR3M

1.912%)

.000

07/17/34

250,547‌

Series

2020

(Class

B1R)

144,702

(b),(c)

CBRE

Realty

Finance,

(LIBOR

0.300%)

.863

04/07/52

362‌

Series

2007

(Class

A2)

1,678

Centex

Home

Equity

.540

01/25/32

1,703‌

Series

2002

(Class

AF6)

449,726

(c)

Hippolyta

LLC

.690

07/15/60

435,161‌

Series

2020

(Class

A1)

218,016

(c)

Hippolyta

LLC

.990

07/15/60

197,617‌

Series

2020

(Class

A2)

89,945

(c)

Hippolyta

LLC

.280

07/15/60

86,112‌

Series

2020

(Class

B1)

235,612

(c)

Hippolyta

LLC

.530

03/15/61

221,346‌

Series

2021

(Class

A1)

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

235,612

(c)

Hippolyta

LLC

.980

03/15/61

216,868‌

Series

2021

(Class

B1)

230,000

(c)

Cologix

Data

Centers

Issuer

LLC

.300

12/26/51

217,905‌

Series

2021

(Class

A2)

118,750

(c)

Master

Finance

LLC

.352

05/20/49

115,840‌

Series

2019

(Class

A23)

194,500

(c)

Master

Finance

LLC

.045

11/20/51

184,321‌

Series

2021

(Class

A2I)

97,250

(c)

Master

Finance

LLC

.493

11/20/51

89,257‌

Series

2021

(Class

A2II)

20,959

(c)

Diamond

Resorts

Owner

Trust

.050

11/21/33

20,288‌

Series

2021

(Class

185,500

(c)

Domino's

Pizza

Master

Issuer

LLC

.474

10/25/45

184,576‌

Series

2015

(Class

A2II)

145,875

(c)

Domino's

Pizza

Master

Issuer

LLC

.662

04/25/51

134,392‌

Series

2021

(Class

A2I)

10,189

(b),(c)

Ellington

Loan

Acquisition

Trust,

(TSFR1M

1.214%)

.069

05/25/37

10,135‌

Series

2007

(Class

A2C)

93,366

(c)

FNA

LLC

.350

01/10/32

87,458‌

Series

2021

(Class

53,505

(c)

HERO

Funding

Trust

.190

09/20/48

47,699‌

Series

2017

(Class

A1)

53,505

(c)

HERO

Funding

Trust

.950

09/20/48

48,928‌

Series

2017

(Class

A2)

75,000

(c)

Hertz

Vehicle

Financing

LLC

.560

12/26/25

74,480‌

Series

2021

(Class

44,091

(c)

Hilton

Grand

Vacations

Trust

.340

07/25/33

42,914‌

Series

2019

(Class

2,980

(b)

Home

Equity

Asset

Trust,

(TSFR1M

1.614%)

.986

06/25/33

2,904‌

Series

2003

(Class

M1)

291,137

(c)

Horizon

Aircraft

Finance

Ltd

.721

07/15/39

273,754‌

Series

2019

(Class

179,191

(c)

Horizon

Aircraft

Finance

III

Ltd

.425

11/15/39

163,062‌

Series

2019

(Class

100,000

(c)

Hpefs

Equipment

Trust

.430

09/20/29

99,572‌

Series

2022

(Class

99,995

(b),(c)

Invitation

Homes

Trust,

(TSFR1M

1.364%)

.461

01/17/38

99,870‌

Series

2018

SFR4

(Class

250,000

(b),(c)

Massachusetts

St,

(TSFR3M

1.912%)

.213

01/15/35

250,313‌

Series

2021

(Class

55,418

(c)

MVW

LLC

.830

05/20/39

52,457‌

Series

2021

(Class

42,337

(c)

MVW

Owner

Trust

.450

01/21/36

42,284‌

Series

2018

(Class

38,868

(c)

MVW

Owner

Trust

.000

11/20/36

38,263‌

Series

2019

(Class

21,752

(c)

Navient

Private

Education

Refi

Loan

Trust

.310

01/15/69

20,380‌

Series

2020

(Class

88,174

(c)

Navient

Student

Loan

Trust

.390

12/15/59

86,170‌

Series

2019

(Class

A2A)

248,169

(b),(c)

Neuberger

Berman

Loan

Advisers

Clo

Ltd,

(TSFR3M

1.322%)

.608

04/16/33

248,606‌

Series

2021

40A

(Class

250,000

(b),(c)

Neuberger

Berman

Loan

Advisers

Clo

Ltd,

(TSFR3M

1.662%)

.948

04/16/33

250,508‌

Series

2021

40A

(Class

226,013

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

.480

01/20/51

214,542‌

Series

2021

(Class

A1)

92,767

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

.380

11/20/51

86,946‌

Series

2021

(Class

A1)

250,000

(b),(c)

OHA

Credit

Funding

Ltd,

(TSFR3M

1.912%)

.191

01/18/36

250,512‌

Series

2021

10A

(Class

150,000

(c)

OneMain

Financial

Issuance

Trust

.750

09/14/35

143,725‌

Series

2020

(Class

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

53,621

(c)

Oportun

Funding

XIV

LLC

.210

03/08/28

52,430‌

Series

2021

(Class

170,000

(c)

PFS

Financing

Corp

.340

04/15/29

174,459‌

Series

2024

(Class

17,751

(c)

Settlement

Fee

Finance

LLC

.840

11/01/49

17,722‌

Series

2019

(Class

16,496

(c)

Sierra

Timeshare

Receivables

Funding

LLC

.990

11/20/37

15,913‌

Series

2021

(Class

16,496

(c)

Sierra

Timeshare

Receivables

Funding

LLC

.340

11/20/37

15,915‌

Series

2021

(Class

16,496

(c)

Sierra

Timeshare

Receivables

Funding

LLC

.790

11/20/37

15,942‌

Series

2021

(Class

38,676

(c)

SoFi

Professional

Loan

Program

LLC

.840

01/25/41

38,113‌

Series

2017

(Class

A2FX)

175,000

(c)

Stack

Infrastructure

Issuer

LLC

.893

08/25/45

169,855‌

Series

2020

(Class

A2)

250,000

(c)

Stack

Infrastructure

Issuer

LLC

.877

03/26/46

238,872‌

Series

2021

(Class

A2)

3,972

(b)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

1.014%)

.869

09/25/34

3,792‌

Series

2004

(Class

M1)

250,000

(c)

Subway

Funding

LLC

.028

07/30/54

257,933‌

Series

2024

(Class

A2I)

93,750

(c)

Taco

Bell

Funding

LLC

.970

05/25/46

93,884‌

Series

2016

(Class

A23)

127,725

(c)

Taco

Bell

Funding

LLC

.946

08/25/51

119,699‌

Series

2021

(Class

A2I)

98,250

(c)

Taco

Bell

Funding

LLC

.294

08/25/51

88,254‌

Series

2021

(Class

A2II)

250,000

(b),(c)

TICP

CLO

VIII

Ltd,

(TSFR3M

1.962%)

.244

10/20/34

250,526‌

Series

2017

(Class

A2R)

280,469

(c)

Wendy's

Funding

LLC

.370

06/15/51

252,466‌

Series

2021

(Class

A2I)

TOTAL

ASSET

BACKED

9,040,863‌

OTHER

MORTGAGE

BACKED

9.1%

95,921

(b),(c)

Agate

Bay

Mortgage

Trust

.500

09/25/45

89,521‌

Series

2015

(Class

A9)

500,000

(c)

BANK

.500

10/17/52

344,443‌

Series

2019

BN21

(Class

200,000

(c)

BBCMS

Trust

.197

08/10/35

191,031‌

Series

2015

SRCH

(Class

A2)

400,000

Benchmark

Mortgage

Trust

.267

03/15/52

384,361‌

Series

2019

(Class

AS)

800,000

Benchmark

Mortgage

Trust

.224

08/15/54

689,897‌

Series

2021

B28

(Class

A5)

500,000

(b)

Benchmark

Mortgage

Trust

.244

08/15/54

400,081‌

Series

2021

B28

(Class

125,000

Benchmark

Mortgage

Trust

.493

12/15/62

105,809‌

Series

2019

B14

(Class

346,713

(b),(c)

Commercial

Mortgage

Trust,

(TSFR1M

1.392%)

.488

03/15/41

347,215‌

Series

2024

XL5

(Class

250,000

(b),(c)

Mortgage

Trust

.603

04/15/52

225,313‌

Series

2020

(Class

A2)

203,635

CFCRE

Commercial

Mortgage

Trust

.644

12/10/54

201,134‌

Series

2016

(Class

ASB)

3,696

(b)

CHL

Mortgage

Pass-Through

Trust

.066

02/20/35

3,730‌

Series

2004

HYB9

(Class

1A1)

250,000

(b),(c)

Citigroup

Commercial

Mortgage

Trust

.635

05/10/35

241,484‌

Series

2013

375P

(Class

100,000

(b),(c)

Citigroup

Commercial

Mortgage

Trust

.627

07/10/47

87,651‌

Series

2014

GC23

(Class

250,000

Citigroup

Commercial

Mortgage

Trust

.018

08/10/56

221,679‌

Series

2019

GC41

(Class

AS)

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

276,000

Citigroup

Commercial

Mortgage

Trust

.199

08/10/56

240,119‌

Series

2019

GC41

(Class

24,723

COMM

Mortgage

Trust

.853

10/15/45

23,240‌

Series

2012

CR4

(Class

A3)

244,023

(b),(c)

COMM

Mortgage

Trust

.637

06/10/46

243,444‌

Series

2013

CR8

(Class

385,166

COMM

Mortgage

Trust

.377

05/10/47

376,271‌

Series

2014

CR17

(Class

500,000

(b),(c)

COMM

Mortgage

Trust

.767

06/10/47

194,697‌

Series

2014

UBS3

(Class

300,000

(b)

COMM

Mortgage

Trust

.603

03/10/48

290,791‌

Series

2015

CR22

(Class

AM)

200,000

(b),(c)

COMM

Mortgage

Trust

.199

03/10/48

150,225‌

Series

2015

CR22

(Class

550,000

(b)

COMM

Mortgage

Trust

.183

05/10/48

531,529‌

Series

2015

CR23

(Class

200,000

(b)

COMM

Mortgage

Trust

.408

05/10/48

185,908‌

Series

2015

CR23

(Class

500,000

COMM

Mortgage

Trust

.696

08/10/48

494,778‌

Series

2015

CR24

(Class

A5)

250,000

COMM

Mortgage

Trust

.984

10/10/48

244,974‌

Series

2015

CR27

(Class

AM)

600,000

(b)

COMM

Mortgage

Trust

.158

10/10/48

589,056‌

Series

2015

LC23

(Class

AM)

105,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.000%)

.280

04/25/42

108,504‌

Series

2022

R05

(Class

2M2)

580,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.850%)

.130

05/25/42

616,893‌

Series

2022

R06

(Class

1M2)

183,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR

3.600%)

.880

07/25/42

193,526‌

Series

2022

R08

(Class

1M2)

465,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

4.750%)

.013

09/25/42

508,044‌

Series

2022

R09

(Class

2M2)

360,000

(b),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.750%)

.013

12/25/42

386,427‌

Series

2023

R01

(Class

1M2)

95,414

(b),(c)

Credit

Suisse

Mortgage

Capital

Certificates

.405

10/25/66

84,254‌

Series

2021

NQM8

(Class

A3)

200,000

DBJPM

Mortgage

Trust

.340

08/15/53

170,244‌

Series

2020

(Class

AM)

250,000

(b),(c)

DBSG

Mortgage

Trust

.846

06/10/37

255,356‌

Series

2024

ALTA

(Class

80,558

(b),(c)

Flagstar

Mortgage

Trust

.984

10/25/47

73,283‌

Series

2017

(Class

B3)

1,978

(b),(c)

Flagstar

Mortgage

Trust

.000

09/25/48

1,899‌

Series

2018

(Class

A11)

163,530

(b),(c)

Flagstar

Mortgage

Trust

.500

06/01/51

136,208‌

Series

2021

(Class

A21)

2,871

(b),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

11/25/49

2,755‌

Series

2019

PJ2

(Class

A4)

28,358

(b),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

01/25/51

24,783‌

Series

2020

PJ4

(Class

A4)

625,390

(b),(c)

Mortgage-Backed

Securities

Corp

Trust

.255

03/27/51

7,434‌

Series

2020

PJ5

(Class

AX1)

94,996

(b),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

03/27/51

83,047‌

Series

2020

PJ5

(Class

A4)

61,120

(b),(c)

Mortgage-Backed

Securities

Corp

Trust

.500

05/25/51

50,996‌

Series

2020

PJ6

(Class

A4)

156,119

(b),(c)

Mortgage-Backed

Securities

Corp

Trust

.500

10/25/51

130,129‌

Series

2021

PJ5

(Class

A4)

164,757

(b),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

06/25/52

142,640‌

Series

2022

PJ2

(Class

A36)

144,570

(b),(c)

Mortgage-Backed

Securities

Trust

.500

01/25/52

120,459‌

Series

2021

PJ8

(Class

A4)

See

Notes

Portfolio

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

301,063

(b),(c)

Mortgage-Backed

Securities

Trust

.500

01/25/52

250,763‌

Series

2021

PJ7

(Class

A4)

92,153

(b),(c)

Mortgage-Backed

Securities

Trust

.721

01/25/52

74,343‌

Series

2021

PJ7

(Class

B2)

101,254

(b),(c)

Mortgage-Backed

Securities

Trust

.000

07/25/52

87,656‌

Series

2022

INV1

(Class

A4)

162,040

(b),(c)

Mortgage-Backed

Securities

Trust

.000

09/25/52

140,280‌

Series

2022

HP1

(Class

A4)

124,511

(b),(c)

Mortgage-Backed

Securities

Trust

.000

10/25/52

107,797‌

Series

2022

PJ5

(Class

A36)

106,038

(b),(c)

Mortgage-Backed

Securities

Trust

.000

01/25/53

91,804‌

Series

2022

PJ6

(Class

A24)

138,109

(b),(c)

Mortgage-Backed

Securities

Trust

.500

02/25/53

123,899‌

Series

2023

PJ1

(Class

A24)

500,000

(b),(c)

HTL

Commercial

Mortgage

Trust

.324

05/10/39

518,564‌

Series

2024

T53

(Class

400,000

(c)

Hudson

Yards

Mortgage

Trust

.835

08/10/38

384,492‌

Series

2016

10HY

(Class

27,165

(b),(c)

Imperial

Fund

Mortgage

Trust

.051

10/25/55

25,592‌

Series

2020

NQM1

(Class

A3)

26,955

(b),(c)

Morgan

Mortgage

Trust,

(LIBOR

0.000%)

.676

12/25/44

26,099‌

Series

2015

(Class

B1)

20,913

(b),(c)

Morgan

Mortgage

Trust

.500

09/25/48

19,036‌

Series

2018

(Class

A13)

84,273

(b),(c)

Morgan

Mortgage

Trust

.500

10/25/48

76,864‌

Series

2018

(Class

A13)

39,211

(b),(c)

Morgan

Mortgage

Trust

.425

10/26/48

39,221‌

Series

2017

(Class

A2)

1,923

(b),(c)

Morgan

Mortgage

Trust

.000

02/25/49

1,830‌

Series

2018

(Class

A13)

6,555

(b),(c)

Morgan

Mortgage

Trust

.000

05/25/49

6,255‌

Series

2019

(Class

A15)

94,462

(b),(c)

Morgan

Mortgage

Trust

.818

06/25/50

84,976‌

Series

2020

(Class

B2)

546,339

(b),(c)

Morgan

Mortgage

Trust

.137

07/25/51

4,112‌

Series

2021

(Class

AX1)

373,828

(b),(c)

Morgan

Mortgage

Trust

.131

08/25/51

2,660‌

Series

2021

(Class

AX1)

45,828

(b),(c)

Morgan

Mortgage

Trust

.881

08/25/51

37,322‌

Series

2021

(Class

B2)

602,405

(b),(c)

Morgan

Mortgage

Trust

.135

10/25/51

4,569‌

Series

2021

(Class

AX1)

101,656

(b),(c)

Morgan

Mortgage

Trust

.500

10/25/51

84,733‌

Series

2021

(Class

A15)

197,610

(b),(c)

Morgan

Mortgage

Trust

.400

12/25/51

4,529‌

Series

2021

INV2

(Class

AX4)

80,251

(b),(c)

Morgan

Mortgage

Trust

.500

12/25/51

66,843‌

Series

2021

(Class

A15)

75,294

(b),(c)

Morgan

Mortgage

Trust

.500

02/25/52

62,620‌

Series

2021

(Class

A15)

55,568

(b),(c)

Morgan

Mortgage

Trust

.500

05/25/52

46,214‌

Series

2021

(Class

A15)

44,900

(b),(c)

Morgan

Mortgage

Trust

.927

05/25/52

38,171‌

Series

2021

LTV2

(Class

A3)

212,131

(b),(c)

Morgan

Mortgage

Trust

.000

08/25/52

183,655‌

Series

2022

(Class

A25)

106,061

(b),(c)

Morgan

Mortgage

Trust

.000

09/25/52

91,819‌

Series

2022

INV3

(Class

A6)

323,788

(b),(c)

Morgan

Mortgage

Trust

.500

09/25/52

291,687‌

Series

2022

LTV2

(Class

A6)

116,270

(b),(c)

Morgan

Mortgage

Trust

.000

12/25/52

100,662‌

Series

2022

(Class

1A17)

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

41,419

(b),(c)

Morgan

Mortgage

Trust

.000

12/25/52

38,487‌

Series

2022

(Class

2A6A)

500,000

(b)

JPMBB

Commercial

Mortgage

Securities

Trust

.917

05/15/48

492,821‌

Series

2015

C29

(Class

AS)

400,000

(b)

JPMBB

Commercial

Mortgage

Securities

Trust

.118

05/15/48

384,368‌

Series

2015

C29

(Class

500,000

JPMBB

Commercial

Mortgage

Securities

Trust

.106

08/15/48

480,543‌

Series

2015

C31

(Class

AS)

450,000

(b)

JPMBB

Commercial

Mortgage

Securities

Trust

.777

08/15/48

385,141‌

Series

2015

C31

(Class

500,000

(b),(c)

JPMBB

Commercial

Mortgage

Securities

Trust

.358

03/17/49

429,595‌

Series

2016

(Class

D1)

115,000

(b)

JPMDB

Commercial

Mortgage

Securities

Trust

.858

03/15/50

103,892‌

Series

2017

(Class

AS)

500,000

(b),(c)

Manhattan

West

.413

09/10/39

462,224‌

Series

2020

1MW

(Class

38,127

(b)

Merrill

Lynch

Mortgage

Investors

Trust,

(TSFR1M

0.634%)

.278

01/25/37

37,159‌

Series

2006

WMC1

(Class

A1B)

89,106

(b),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.000

02/25/53

82,904‌

Series

2023

(Class

A7)

424,429

(b),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

1.579%)

.915

07/15/36

383,334‌

Series

2019

MILE

(Class

200,130

(b),(c)

OBX

Trust

.500

07/25/51

166,693‌

Series

2021

(Class

A19)

153,202

(b),(c)

OBX

Trust

.500

08/25/52

139,344‌

Series

2022

(Class

A1)

172,538

(b),(c)

OBX

Trust

.000

10/25/52

160,268‌

Series

2022

INV5

(Class

A13)

79,760

(b),(c)

Oceanview

Mortgage

Trust

.500

05/25/51

66,482‌

Series

2021

(Class

A19)

500,000

(c)

One

Bryant

Park

Trust

.516

09/15/54

445,576‌

Series

2019

OBP

(Class

85,691

(b),(c)

RCKT

Mortgage

Trust

.500

06/25/52

77,084‌

Series

2022

(Class

A22)

8,668

(b),(c)

Sequoia

Mortgage

Trust

.500

05/25/45

8,066‌

Series

2015

(Class

A1)

13,809

(b),(c)

Sequoia

Mortgage

Trust

.500

02/25/47

12,709‌

Series

2017

(Class

A19)

26,069

(b),(c)

Sequoia

Mortgage

Trust

.500

03/25/48

24,019‌

Series

2018

(Class

A1)

41,222

(b),(c)

Sequoia

Mortgage

Trust

.000

04/25/50

35,910‌

Series

2020

(Class

A19)

98,866

(b),(c)

Sequoia

Mortgage

Trust

.000

01/25/53

96,562‌

Series

2023

(Class

A19)

11,505

(b),(c)

Shellpoint

Co-Originator

Trust

.500

04/25/47

10,630‌

Series

2017

(Class

A19)

103,535

(b),(c)

Verus

Securitization

Trust

.240

10/25/66

89,633‌

Series

2021

(Class

A3)

295,000

(c)

Wells

Fargo

Commercial

Mortgage

Trust

.153

09/15/57

275,477‌

Series

2015

NXS3

(Class

1,704

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

04/25/49

1,643‌

Series

2019

(Class

A17)

11,507

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

09/25/49

10,565‌

Series

2019

(Class

A1)

82,150

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

07/25/50

72,002‌

Series

2020

(Class

A17)

184,770

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

06/25/51

153,900‌

Series

2021

(Class

A17)

84,671

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

03/25/52

73,300‌

Series

2022

INV1

(Class

A18)

See

Notes

Portfolio

Investments

Principal

denominated

U.S.

Dollars,

unless

otherwise

noted.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

105,838

(b),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

03/25/52

95,208‌

Series

2022

INV1

(Class

A17)

TOTAL

OTHER

MORTGAGE

BACKED

18,569,868‌

TOTAL

STRUCTURED

ASSETS

(Cost

$29,325,230)

27,610,731‌

DESCRIPTION

VALUE

PREFERRED

STOCKS

0.0%

FINANCIAL

SERVICES

0.0%

2,600

Morgan

Stanley

69,134‌

TOTAL

FINANCIAL

SERVICES

69,134‌

TOTAL

PREFERRED

STOCKS

(Cost

$65,000)

69,134‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$207,104,000)

201,451,841‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

1.2%

GOVERNMENT

AGENCY

DEBT

1.2%

2,508,000

Federal

Farm

Credit

.000

10/01/24

2,507,676‌

TOTAL

GOVERNMENT

AGENCY

DEBT

2,507,676‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$2,508,000)

2,507,676‌

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

0.5%

909,331

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.020

(h)

909,331‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$909,331)

909,331‌

TOTAL

INVESTMENTS

99.7%

(Cost

$210,521,331)

204,868,848‌

OTHER

ASSETS

LIABILITIES,

NET

0.3%

580,769‌

NET

ASSETS

100.0%

205,449,617‌

CME

Chicago

Mercantile

Exchange

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

Month

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a)

When-issued

delayed

delivery

security.

(b)

Floating

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

based

the

underlying

asset

the

security.

Coupon

rate

reflects

the

rate

period

end.

(c)

Security

exempt

from

registration

under

Rule

144A

the

Securities

Act

1933,

amended.

These

securities

are

deemed

liquid

and

may

resold

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

the

end

the

reporting

period,

the

aggregate

value

these

securities

$48,995,578

23.9%

Total

Investments.

(d)

Perpetual

security

(e)

All

portion

these

securities

are

out

loan.

The

aggregate

value

securities

loan

$869,819.

(f)

Principal

amount

for

interest

accrual

purposes

periodically

adjusted

based

changes

the

Consumer

Price

Index.

(g)

Investments

made

with

cash

collateral

received

from

securities

loan.

(h)

The

rate

shown

the

one-day

yield

the

end

the

reporting

period.

Core

Bond

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

89,034

EUR

81,563

Morgan

Stanley

Capital

Services

10/15/24

(

1,907‌

)

Credit

Default

Swaps

Centrally

Cleared

SOLD

Reference

Entity

Terms

Payments

Paid

Terms

Payments

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS42V1-5Y

Credit

event

specified

contract

5.000%

Citigroup

Global

Markets,

Inc

Quarterly

06/20/29

4,500,000‌

(

323,385‌

)

(

328,500‌

)

5,116‌

The

maximum

potential

amount

the

Fund

could

required

pay

seller

credit

protection

receive

buyer

credit

protection

credit

event

occurs

defined

under

the

terms

that

particular

swap

agreement.

This

amount

may

reduced

any

recoverable

assets,

applicable.

Portfolio

Investments

September

30,

2024

Core

Equity

See

Notes

Portfolio

Investments

(Unaudited)

DESCRIPTION

VALUE

LONG-TERM

INVESTMENTS

99.9%

COMMON

STOCKS

99.9%

AUTOMOBILES

COMPONENTS

1.1%

52,017

General

Motors

2,332,442‌

TOTAL

AUTOMOBILES

COMPONENTS

2,332,442‌

BANKS

3.2%

40,623

Citigroup,

Inc

2,543,000‌

78,001

Wells

Fargo

4,406,276‌

TOTAL

BANKS

6,949,276‌

CAPITAL

GOODS

5.6%

11,155

(a)

Builders

FirstSource,

Inc

2,162,509‌

14,980

Dover

Corp

2,872,265‌

13,724

Honeywell

International,

Inc

2,836,888‌

5,255

United

Rentals,

Inc

4,255,131‌

TOTAL

CAPITAL

GOODS

12,126,793‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

8.5%

47,708

(a)

Amazon.com,

Inc

8,889,432‌

13,265

Home

Depot,

Inc

5,374,978‌

15,784

Lowe's

Cos,

Inc

4,275,096‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

18,539,506‌

CONSUMER

DURABLES

APPAREL

2.4%

13,846

Horton,

Inc

2,641,402‌

17,914

Pulte

Homes,

Inc

2,571,196‌

TOTAL

CONSUMER

DURABLES

APPAREL

5,212,598‌

CONSUMER

SERVICES

1.0%

12,565

Royal

Caribbean

Cruises

Ltd

2,228,528‌

TOTAL

CONSUMER

SERVICES

2,228,528‌

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

2.9%

1,495

Costco

Wholesale

Corp

1,325,347‌

61,318

Walmart,

Inc

4,951,429‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

6,276,776‌

ENERGY

4.0%

19,579

Chevron

Corp

2,883,400‌

16,855

EOG

Resources,

Inc

2,071,985‌

27,943

Valero

Energy

Corp

3,773,143‌

TOTAL

ENERGY

8,728,528‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2.5%

32,258

Simon

Property

Group,

Inc

5,452,247‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

5,452,247‌

FINANCIAL

SERVICES

7.9%

11,090

American

Express

3,007,608‌

11,310

Ameriprise

Financial,

Inc

5,313,551‌

76,487

Bank

New

York

Mellon

Corp

5,496,356‌

6,679

Mastercard,

Inc

(Class

3,298,090‌

TOTAL

FINANCIAL

SERVICES

17,115,605‌

HEALTH

CARE

EQUIPMENT

SERVICES

11.8%

24,380

Abbott

Laboratories

2,779,564‌

46,992

(a)

Boston

Scientific

Corp

3,937,930‌

13,571

Cigna

Group

4,701,537‌

10,485

HCA,

Inc

4,261,419‌

13,503

Labcorp

Holdings,

Inc

3,017,650‌

15,654

(a)

Tenet

Healthcare

Corp

2,601,695‌

7,643

UnitedHealth

Group,

Inc

4,468,709‌

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

25,768,504‌

INSURANCE

5.5%

58,643

American

International

Group,

Inc

4,294,427‌

32,704

(a)

Arch

Capital

Group

Ltd

3,658,924‌

Core

Equity

See

Notes

Portfolio

Investments

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

INSURANCE

(continued)

14,237

Chubb

Ltd

4,105,808‌

TOTAL

INSURANCE

12,059,159‌

MATERIALS

2.2%

31,262

Corteva,

Inc

1,837,893‌

6,261

Linde

plc

2,985,621‌

TOTAL

MATERIALS

4,823,514‌

MEDIA

ENTERTAINMENT

7.0%

23,003

Alphabet,

Inc

3,845,871‌

25,927

Alphabet,

Inc

(Class

4,299,993‌

12,586

Tiaa Cref Life Fund NPORT-PNuveen Life Core Equity Fund (Sep 2024 report)