UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number 811-09301

TIAA-CREF FUNDS

(Exact Name of Registrant as specified in charter)

730 Third Avenue, New York, New York 10017-3206

(Address of Principal Executive Offices) (Zip code)

Diana R. Gonzalez, Esq.

TIAA-CREF Funds

8500 Andrew Carnegie Blvd.

Charlotte, North Carolina 28262-8500

(Name and address of agent for service)

Registrant’s telephone number, including area code: 704-595-1000

Date of fiscal year end: March 31

Date of reporting period: March 31, 2024

Item 1. Reports to Stockholders.

Securities

Select

Fund

Nuveen

Real

Estate

Annual

Report

Mutual

Funds

March

31,

2024

Effective

May

1,

2024

and

May

6,

2024,

the

name

of

the

Fund

and

the

names

of

certain

share

classes,

respectively,

changed,

and

all

references

to

the

former

names

in

this

report

have

changed.

Refer

to

Important

Notices

in

this

report

for

more

information.

Fund

Name

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

10.1

Nuveen

Real

Estate

Securities

Select

Fund

TCREX

TIRHX

TRRPX

TIREX

TRRSX

Table

of

Contents

Important

Notices

3

About

the

Fund’s

Benchmark

4

Portfolio

Managers’

Comments

5

Fund

Performance

6

Expense

Example

8

Report

of

Independent

Registered

Public

Accounting

Firm

9

Portfolio

of

Investments

10

Statement

of

Assets

and

Liabilities

12

Statement

of

Operations

13

Statement

of

Changes

in

Net

Assets

14

Financial

Highlights

16

Notes

to

Financial

Statements

18

Important

Tax

Information

25

2024

Special

Meeting

26

Additional

Fund

Information

27

Liquidity

Risk

Management

Program

28

Trustees

and

Officers

31

Important

Notices

3

Securities

and

Exchange

Commission

(the

“SEC”)

Adopts

Amendments

for

Tailored

Shareholder

Reports

On

October

26,

2022,

the

SEC

adopted

rule

and

form

amendments

(the

“Amendments”)

that

require

mutual

funds

and

exchange-

traded

funds

registered

on

Form

N-1A

to

provide

shareholders

with

streamlined

annual

and

semi-annual

shareholder

reports

(“Tailored

Shareholder

Reports”). The

Amendments

require

funds

to

prepare

a

separate

Tailored

Shareholder

Report

for

each

share

class

of

each

series

of

a

fund.

As

a

result,

shareholders

will

receive

a

report

that

covers

only

the

class

of

a

multi-class

fund

in

which

the

shareholder

invests.

Tailored

Shareholder

Reports

are

meant

to

be

three

to

four

pages

in

length

and

will

highlight

key

information

such

as

a

fund’s

expenses,

performance

and

portfolio

holdings.

Other,

more

detailed

information

that

currently

appears

in

fund

shareholder

reports

will

be

made

available

online,

filed

with

the

SEC,

and

delivered

to

investors

free

of

charge

in

paper

or

electronically

upon

request.

The

first

Tailored

Shareholder

Reports

to

be prepared

for

the

Fund

included

within

this

shareholder

report

will

be

for

the

reporting

period

ended

September

30,

2024.

Fund

Name

and

Share

Class

Name

Change

In

January

2024,

the

Fund’s

Board

of

Trustees

approved

the

following

changes

for

the

Fund.

Refer

to

the

Fund’s

supplemented

prospectus

dated

May

6,

2024

for

further

information.

Fund

Name

Changes

:

Effective

May

1,

2024,

the

Fund’s

name

changed

and

therefore

all

references

to

the

name

of

the

Fund

in

this

report

have

changed

as

follows:

There

were

no

changes

to

the

investment

objective,

principal

investment

strategies,

principal

investment

risks

or

portfolio

management

of

the

Fund

in

connection

with

the

name

change.

Share

Class

Name

Changes:

Effective

May

6,

2024,

the

names

of

the

Fund’s

share

classes

changed

and

therefore

all

references

to

the

names

of

these

share

classes

in

this

report

have

changed

as

follows:

Sales

Charge:

Effective

May

6,

2024,

a

sales

charge

is

imposed

on

purchases

of

Class

A

shares

(formerly

Retail

Class

shares)

of

the

Fund

of

less

than

certain

amounts,

as

set

forth

in

the

Fund’s

prospectus.

Therefore,

effective

as

of

May

6,

2024,

Class

A

shares

are

available

for

purchase

at

the

offering

price,

which

will

be

the

net

asset

value

(“NAV”)

per

share

plus

an

up-front

sales

charge.

Shareholders

with

an

account

held

directly

with

a

Fund

that

held

Class

A

shares

of

the

Fund

prior

to

May

6,

2024

will

not

be

subject

to

the

sales

charge

on

any

future

purchases

or

redemptions

of

Class

A

shares

of

that

Fund

or

any

other

fund

that

is

a

series

of

the

TIAA-CREF

Funds

or

is

a

Nuveen

Fund

in

their

account.

Such

shareholders

will

be

able

to

purchase

Class

A

shares

at

NAV.

Change

in

Fiscal

and

Tax

Year

Ends

On

February

28,

2024,

the

Fund’s

Board

of

Trustees

approved

that

the

Fund’s

fiscal

and

tax

year

ends

(collectively,

“fiscal

year

end”)

be

changed

from

March

31

to

December

31,

which

became

effective

April

1,

2024.

The

Fund

will

continue

to

follow

its

current

regulatory

reporting

schedule

and

prepare

a

semi-annual

report

as

of

September

30,

2024,

which

will

then

be

followed

by

an

annual

report

for

the

9-month

period

ended

December

31,

2024.

Management

Fees

Effective

May

1,

2024,

the

management

fee

schedule

for

the

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

Teachers

Advisors,

LLC

and

Nuveen

Fund

Advisors,

LLC.

As

of

May

1,

2024,

the

Fund’s

overall

complex-level

fee

begins

at

a

maximum

rate

of

0.1600%

of

the

Fund’s

average

daily

net

assets,

with

breakpoints

for

eligible

complex-level

assets

above

$124.3

billion.

Therefore,

the

maximum

management

fee

rate

for

the

Fund

is

the

fund-level

fee,

effective

as

of

May

1,

2024,

listed

within

this

report

plus

0.1600%.

Refer

to

the

Notes

to

Financial

Statements

within

this

report

for

further

details

on

the

Fund’s

management

fees.

New

Name

Former

Name

Nuveen

Real

Estate

Securities

Select

Fund

TIAA-CREF

Real

Estate

Securities

Fund

New

Name

Former

Name

Class

A

Retail

Class

Class

I

Advisor

Class

Class

R6

Institutional

Class

About

the

Fund’s

Benchmark

4

FTSE

Nareit

All

Equity

REITs

Index:

An

index

designed

to

measure

the

performance

of

certain

publicly

traded

real

estate

investment

trusts

in

the

United

States

that

own,

manage

and

lease

investment-grade

commercial

real

estate.

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses.

For

additional

details

about

the

benchmark

index,

please

read

the

Fund’s

latest

prospectus.

FTSE

International

Limited

(“FTSE”)

©

FTSE

2024.

FTSE®

is

a

trademark

of

the

London

Stock

Exchange

Group

companies

and

is

used

by

FTSE

International

Limited

under

license.

Nareit®

is

a

trademark

of

the

National

Association

of

Real

Estate

Investment

Trusts

(“Nareit”).

All

intellectual

property

rights

in

the

Index

vest

in

FTSE

and

Nareit.

Neither

FTSE

nor

its

licensors

accept

any

liability

for

any

errors

or

omissions

in

the

FTSE

indices

and/or

FTSE

ratings

or

underlying

data.

No

further

distribution

of

FTSE

Data

is

permitted

without

FTSE’s

express

written

consent.

Portfolio

Managers’

Comments

5

Real

Estate

Securities

Select

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Real

Estate

Securities

Select

Fund returned

8.38%

for

Class

R6,

compared

with

the

8.02% return

of

its

benchmark,

the

FTSE

Nareit

All

Equity

REITs

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

For

the

period,

the

FTSE

Nareit

All

Equity

REITs

Index

trailed

the

29.29%

return

of

the

broad

U.S.

stock

market,

as

measured

by

the

Russell

3000®

Index,

but

surpassed

the

1.70%

return

of

the

broad

U.S.

investment-grade

fixed-rate

bond

market,

as

represented

by

the

Bloomberg

U.S.

Aggregate

Bond

Index.

Most

sectors

posted

gains

Among

the

benchmark’s

18

property

sectors

and

subsectors,

most

advanced

for

the

period.

The

largest

gains

were

seen

in

the

telecommunications

(up

86.2%),

regional

malls

(up

48.9%)

and

data

centers

(up

27.4%)

sectors.

The

worst

performer

was

the

diversified

sector

(down

13.7%).

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period

on

the

strength

of

numerous

stock

selections.

An

overweight

position

in

shopping

mall

and

outlet

center

REIT

Simon

Property

Group

was

the

largest

contributor

to

the

Fund’s

relative

return

as

it

posted

a

double-digit

gain.

An

underweight

position

in

communication

services

company

Crown

Castle

and

not

owning

poorly

performing

global

net

lease

REIT

W.P.

Carey

also

benefited

relative

performance.

These

positive

effects

were

partly

offset

by

an

overweight

position

in

industrial

property

REIT

Rexford

Industrial

Realty,

which

recorded

a

loss

for

the

period.

An

underweight

position

in

information

management

services

company

Iron

Mountain

and

an

overweight

position

in

manufactured

home

community

REIT

Sun

Communities

also

detracted

from

the

Fund’s

performance

versus

its

benchmark.

Real

Estate

Securities

Select

Fund

6

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Real

Estate

Securities

Select

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

10/1/02

8.07%

4.20%

7.07%

0.77%

0.77%

Class

I

12/4/15

8.23

4.36

7.29

†

0.60

0.60

Premier

Class

9/30/09

8.20

4.33

7.23

0.63

0.63

Class

R6

10/1/02

8.38

4.49

7.39

0.48

0.48

Retirement

Class

10/1/02

8.10

4.22

7.12

0.73

0.73

FTSE

Nareit

All

Equity

REITs

Index

–

8.02

3.96

6.93

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

that

is

prior

to

its

inception

date

is

based

on

the

performance

of

Class

R6.

The

performance

for

this

period

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I.

If

these

actual

expenses

had

been

reflected,

the

performance

of

Class

I

shown

for

this

period

would

have

been

different

because

Class

I

has

different

expenses

than

Class

R6.

7

Real

Estate

Securities

Select

Fund

Fund

profile

Portfolio

composition

Holdings

by

company

size

as

of

3/31/2024

Net

assets

$

2.94

billion

Portfolio

turnover

rate

7%

Number

of

holdings

45

Weighted

median

market

capitalization

$31.06

billon

Price/earnings

ratio

(weighted

12-month

trailing

average)

†

36.7

†

Price/earnings

ratio

is

the

price

of

a

stock

divided

by

its

earnings

per

share

for

the

past

twelve-month

period.

%

of

net

assets

as

of

3/31/2024

Industrial

REITs

19.8

Retail

REITs

17.4

Data

center

REITs

10.8

Telecom

tower

REITs

9.5

Single-family

residential

REITs

8.0

Multi-family

residential

REITs

7.9

Health

care

REITs

7.1

Other

specialized

REITs

6.7

Self

storage

REITs

4.6

Hotel

&

resort

REITs

3.0

Office

REITs

2.6

Timber

REITs

1.6

Short-term

investments

0.5

Other

assets

&

liabilities,

net

0.5

Total

100.0

Market

capitalization

%

of

equity

investments

as

of

3/31/2024

More

than

$50

billion

40.0

More

than

$15

billion-$50

billion

31.6

More

than

$2

billion-$15

billion

28.4

Total

100.0

Expense

Example

8

All

shareholders

of

the

Funds

incur

ongoing

costs,

including

management

fees

and

other

fund

expenses.

They

may

also

incur

transactional

costs

for

redemptions

or

account

maintenance

fees.

The

expense

example

that

appears

in

this

report

is

intended

to

help

you

understand

your

ongoing

costs

only

(in

U.S.

dollars)

and

does

not

reflect

transactional

costs.

The

example

is

designed

to

help

you

compare

these

ongoing

costs

with

the

ongoing

costs

of

investing

in

other

mutual

funds.

The

expenses

shown

do

not

include

account

maintenance

fees,

which

may

or

may

not

be

applicable,

as

described

in

the

prospectus.

If

such

fees

were

included,

your

total

costs

for

investing

in

the

Fund

would

be

higher.

Note

also

that

shareholders

of

the

Funds

do

not

incur

a

sales

charge

for

purchases,

reinvested

dividends

or

other

distributions.

The

example

is

based

on

an

investment

of

$1,000

invested

at

the

beginning

of

the

six-month

period

and

held

for

the

entire

period

(

October

1,

2023

–

March

31,

2024

).

Actual

expenses

The

first

section

in

the

table

uses

the

Fund’s

actual

expenses

and

its

actual

rate

of

return.

You

may

use

the

information

in

this

section,

together

with

the

amount

you

invested,

to

estimate

the

expenses

that

you

paid

over

the

six-month

period.

Simply

divide

your

account

value

by

$1,000

(for

example,

an

$8,600

account

value

divided

by

$1,000

=

8.6),

then

multiply

the

result

by

the

number

in

the

first

line

under

the

heading

“Expenses

incurred

during

the

period”

to

estimate

the

expenses

you

paid

during

the

six-month

period.

Hypothetical

example

for

comparison

purposes

The

second

section

in

the

table

shows

hypothetical

account

values

and

expenses

based

on

the

Fund’s

actual

expense

ratio

for

each

share

class

for

the

six-month

period

and

an

assumed

5%-per-year

rate

of

return

before

expenses.

This

was

not

the

share

class’

actual

return.

This

hypothetical

example

cannot

be

used

to

estimate

the

actual

expenses

you

paid

for

the

period,

but

rather

allows

you

to

compare

the

ongoing

costs

of

investing

in

the

Fund

with

the

costs

of

other

funds.

To

do

so,

compare

this

5%

hypothetical

example

with

the

5%

hypothetical

examples

that

appear

in

the

shareholder

reports

of

other

mutual

funds.

10.1

Real

Estate

Securities

Select

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,153.19

$1,153.96

$1,153.69

$1,154.74

$1,153.25

Expenses

incurred

during

the

period*

$4.16

$3.19

$3.41

$2.60

$3.94

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,021.14

$1,022.04

$1,021.83

$1,022.58

$1,021.34

Expenses

incurred

during

the

period*

$3.90

$2.99

$3.21

$2.44

$3.70

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.77%

for

Class

A,

0.59%

for

Class

I,

0.63%

for

Premier

Class,

0.48%

for

Class

R6

and

0.73%

for

Retirement

Class.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

Report

of

Independent

Registered

Public

Accounting

Firm

9

To

the

Board

of

Trustees

of

TIAA-CREF

Funds

and

Shareholders

of

Nuveen

Real

Estate

Securities

Select

Fund

Opinion

on

the

Financial

Statements

We

have

audited

the

accompanying

statement

of

assets

and

liabilities,

including

the

portfolio

of

investments,

of

Nuveen

Real

Estate

Securities

Select

Fund

(one

of

the

funds

constituting

TIAA-CREF

Funds,

hereafter

referred

to

as

the

"Fund")

as

of

March

31,

2024,

the

related

statement

of

operations

for

the

year

ended

March

31,

2024,

the

statement

of

changes

in

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2024,

including

the

related

notes,

and

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2024

(collectively

referred

to

as

the

“financial

statements”).

In

our

opinion,

the

financial

statements

present

fairly,

in

all

material

respects,

the

financial

position

of

the

Fund

as

of

March

31,

2024,

the

results

of

its

operations

for

the

year

then

ended,

the

changes

in

its

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2024

and

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2024

in

conformity

with

accounting

principles

generally

accepted

in

the

United

States

of

America.

Basis

for

Opinion

These

financial

statements

are

the

responsibility

of

the

Fund’s

management.

Our

responsibility

is

to

express

an

opinion

on

the

Fund’s

financial

statements

based

on

our

audits.

We

are

a

public

accounting

firm

registered

with

the

Public

Company

Accounting

Oversight

Board

(United

States)

(PCAOB)

and

are

required

to

be

independent

with

respect

to

the

Fund

in

accordance

with

the

U.S.

federal

securities

laws

and

the

applicable

rules

and

regulations

of

the

Securities

and

Exchange

Commission

and

the

PCAOB.

We

conducted

our

audits

of

these

financial

statements

in

accordance

with

the

standards

of

the

PCAOB.

Those

standards

require

that

we

plan

and

perform

the

audit

to

obtain

reasonable

assurance

about

whether

the

financial

statements

are

free

of

material

misstatement,

whether

due

to

error

or

fraud.

Our

audits

included

performing

procedures

to

assess

the

risks

of

material

misstatement

of

the

financial

statements,

whether

due

to

error

or

fraud,

and

performing

procedures

that

respond

to

those

risks.

Such

procedures

included

examining,

on

a

test

basis,

evidence

regarding

the

amounts

and

disclosures

in

the

financial

statements.

Our

audits

also

included

evaluating

the

accounting

principles

used

and

significant

estimates

made

by

management,

as

well

as

evaluating

the

overall

presentation

of

the

financial

statements.

Our

procedures

included

confirmation

of

securities

owned

as

of

March

31,

2024

by

correspondence

with

the

custodian

and

broker.

We

believe

that

our

audits

provide

a

reasonable

basis

for

our

opinion.

/s/PricewaterhouseCoopers

LLP

Chicago,

Illinois

May

28,

2024

We

have

served

as

the

auditor

of

one

or

more

investment

companies

in

TIAA-CREF

Funds'

investment

company

group

since

2005. 

Real

Estate

Securities

Select

Fund

March

31,

2024

Portfolio

of

Investments

10

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

COMMON

STOCKS

-

99.0%

DATA

CENTER

REITS

-

10

.8

%

924,500

Digital

Realty

Trust,

Inc

$

133,164,980‌

224,000

Equinix,

Inc

184,873,920‌

TOTAL

DATA

CENTER

REITS

318,038,900‌

HEALTH

CARE

REITS

-

7

.1

%

1,300,000

Healthpeak

Properties,

Inc

24,375,000‌

1,199,300

Ventas,

Inc

52,217,522‌

1,424,200

Welltower,

Inc

133,077,248‌

TOTAL

HEALTH

CARE

REITS

209,669,770‌

HOTEL

&

RESORT

REITS

-

3

.0

%

2,598,600

Host

Hotels

&

Resorts

Inc

53,739,048‌

299,900

Ryman

Hospitality

Properties,

Inc

34,671,439‌

TOTAL

HOTEL

&

RESORT

REITS

88,410,487‌

INDUSTRIAL

REITS

-

19

.8

%

199,900

EastGroup

Properties,

Inc

35,936,023‌

2,900,000

Prologis,

Inc

377,638,000‌

1,899,000

Rexford

Industrial

Realty,

Inc

95,519,700‌

1,099,400

Terreno

Realty

Corp

73,000,160‌

TOTAL

INDUSTRIAL

REITS

582,093,883‌

MULTI-FAMILY

RESIDENTIAL

REITS

-

7

.9

%

449,800

AvalonBay

Communities,

Inc

83,464,888‌

249,900

Camden

Property

Trust

24,590,160‌

799,600

Equity

Residential

50,462,756‌

100,000

Essex

Property

Trust,

Inc

24,481,000‌

374,800

Mid-America

Apartment

Communities,

Inc

49,316,184‌

TOTAL

MULTI-FAMILY

RESIDENTIAL

REITS

232,314,988‌

OFFICE

REITS

-

2

.6

%

225,000

Alexandria

Real

Estate

Equities,

Inc

29,004,750‌

374,800

Boston

Properties,

Inc

24,478,188‌

150,000

SL

Green

Realty

Corp

8,269,500‌

549,700

Vornado

Realty

Trust

15,814,869‌

TOTAL

OFFICE

REITS

77,567,307‌

OTHER

SPECIALIZED

REITS

-

6

.7

%

999,400

Gaming

and

Leisure

Properties,

Inc

46,042,358‌

499,700

Iron

Mountain,

Inc

40,080,937‌

3,748,000

VICI

Properties,

Inc

111,652,920‌

TOTAL

OTHER

SPECIALIZED

REITS

197,776,215‌

RETAIL

REITS

-

17

.4

%

199,900

Agree

Realty

Corp

11,418,288‌

2,098,900

Brixmor

Property

Group,

Inc

49,219,205‌

3,398,200

Kimco

Realty

Corp

66,638,702‌

1,998,900

Kite

Realty

Group

Trust

43,336,152‌

349,800

Macerich

Co

6,027,054‌

1,424,200

Realty

Income

Corp

77,049,220‌

1,149,400

Regency

Centers

Corp

69,607,664‌

1,199,300

Simon

Property

Group,

Inc

187,678,457‌

TOTAL

RETAIL

REITS

510,974,742‌

SELF

STORAGE

REITS

-

4

.6

%

324,800

Extra

Space

Storage,

Inc

47,745,600‌

11

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SELF

STORAGE

REITS—continued

299,900

Public

Storage,

Inc

$

86,988,994‌

TOTAL

SELF

STORAGE

REITS

134,734,594‌

SINGLE-FAMILY

RESIDENTIAL

REITS

-

8

.0

%

1,998,900

American

Homes

4

Rent

73,519,542‌

1,099,400

Equity

Lifestyle

Properties,

Inc

70,801,360‌

424,800

Invitation

Homes,

Inc

15,127,128‌

574,700

Sun

Communities,

Inc

73,894,926‌

TOTAL

SINGLE-FAMILY

RESIDENTIAL

REITS

233,342,956‌

TELECOM

TOWER

REITS

-

9

.5

%

975,000

American

Tower

Corp

192,650,250‌

599,700

Crown

Castle,

Inc

63,466,251‌

100,000

SBA

Communications

Corp

21,670,000‌

TOTAL

TELECOM

TOWER

REITS

277,786,501‌

TIMBER

REITS

-

1

.6

%

1,299,300

Weyerhaeuser

Co

46,657,863‌

TOTAL

TIMBER

REITS

46,657,863‌

TOTAL

COMMON

STOCKS

2,909,368,206‌

(Cost

$1,996,039,200)

TOTAL

LONG-TERM

INVESTMENTS

2,909,368,206‌

(Cost

$1,996,039,200)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.5%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

2,000,000

Federal

Farm

Credit

Discount

Notes

0

.000

%

04/26/24

1,991,654‌

$

2,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

04/05/24

1,997,698‌

TOTAL

GOVERNMENT

AGENCY

DEBT

3,989,352‌

REPURCHASE

AGREEMENT

-

0

.3

%

8,370,000

(a)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

04/01/24

8,370,000‌

TOTAL

REPURCHASE

AGREEMENT

8,370,000‌

TREASURY

DEBT

-

0

.1

%

2,500,000

United

States

Treasury

Bill

0

.000

05/09/24

2,486,096‌

TOTAL

TREASURY

DEBT

2,486,096‌

TOTAL

SHORT-TERM

INVESTMENTS

14,845,448‌

(Cost

$14,847,616)

TOTAL

INVESTMENTS

-

99.5%

2,924,213,654‌

(Cost

$2,010,886,816)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.5%

14,537,902‌

NET

ASSETS

-

100.0%

$

2,938,751,556‌

REIT

Real

Estate

Investment

Trust

(a)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$8,374,948

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$8,537,479.

12

Statement

of

Assets

and

Liabilities

See

Notes

to

Financial

Statements

March

31,

2024

10.1

Real

Estate

Securities

Select

ASSETS

Long-term

investments,

at

value

†

$

2,909,368,206‌

Short-term

investments,

at

value

#

14,845,448‌

Cash

507,662‌

Receivables:

Dividends

16,086,270‌

Interest

4,948‌

Reimbursement

from

Adviser

111,371‌

Shares

sold

1,198,760‌

Other

528,110‌

Total

assets

2,942,650,775‌

LIABILITIES

Due

to

affiliates

10,239‌

Payables:

Management

fees

1,164,429‌

Shares

redeemed

1,876,205‌

Service

agreement

fees

115,515‌

Accrued

expenses:

Custodian

fees

3,557‌

Professional

fees

2,826‌

Shareholder

reporting

expenses

80,760‌

Shareholder

servicing

agent

fees

23,429‌

Trustees

fees

537,993‌

12b-1

distribution

and

service

fees

72,342‌

Other

11,924‌

Total

liabilities

3,899,219‌

Net

assets

$

2,938,751,556‌

NET

ASSETS

CONSIST

OF:

Paid-in

capital

$

2,300,737,043‌

Total

distributable

earnings

(loss)

638,014,513‌

Net

assets

$

2,938,751,556‌

†

Long-term

investments,

cost

$

1,996,039,200‌

#

Short-term

investments,

cost

$

14,847,616‌

CLASS

A:

Net

assets

$

326,547,802‌

Shares

outstanding

19,110,638‌

Net

asset

value

per

share

$

17

.09‌

CLASS

I:

Net

assets

$

50,393,702‌

Shares

outstanding

2,920,023‌

Net

asset

value

per

share

$

17

.26‌

PREMIER

CLASS:

Net

assets

$

26,550,621‌

Shares

outstanding

1,537,513‌

Net

asset

value

per

share

$

17

.27‌

CLASS

R6:

Net

assets

$

2,043,858,488‌

Shares

outstanding

118,515,343‌

Net

asset

value

per

share

$

17

.25‌

RETIREMENT

CLASS:

Net

assets

$

491,400,943‌

Shares

outstanding

27,076,396‌

Net

asset

value

per

share

$

18

.15‌

Authorized

shares

-

per

class

Unlimited

Par

value

per

share

$

0

.0001‌

13

Statement

of

Operations

See

Notes

to

Financial

Statements

Year

Ended

March

31,

2024

10.1

Real

Estate

Securities

Select

INVESTMENT

INCOME

Dividends

$

94,546,649‌

Interest

1,055,974‌

Other

income

327,181‌

Total

investment

income

95,929,804‌

EXPENSES

Management

fees

13,622,336‌

12b-1

distribution

and

service

fees

—

Class

A

832,010‌

12b-1

distribution

and

service

fees

—

Premier

Class

43,650‌

Shareholder

servicing

agent

fees

—

Class

A

137,314‌

Shareholder

servicing

agent

fees

—

Class

I

87,991‌

Shareholder

servicing

agent

fees

—

Premier

Class

370‌

Shareholder

servicing

agent

fees

—

Class

R6

14,004‌

Shareholder

servicing

agent

fees

—

Retirement

Class

1,250,785‌

Administrative

service

fees

84,920‌

Trustees

fees

49,838‌

Custodian

expenses

21,812‌

Overdraft

expense

61,054‌

Professional

fees

54,288‌

Registration

fees

91,111‌

Shareholder

reporting

expenses

291,193‌

Other

52,097‌

Total

expenses

16,694,773‌

Fee

waiver

by

investment

adviser

and

Nuveen

Securities

(

615,053‌

)

Net

expenses

16,079,720‌

Net

investment

income

(loss)

79,850,084‌

REALIZED

AND

UNREALIZED

GAIN

(LOSS)

Realized

gain

(loss):

Investments

(

85,772,581‌

)

Foreign

currency

transactions

6,822‌

Net

realized

gain

(loss)

(

85,765,759‌

)

Change

in

unrealized

appreciation

(depreciation)

on:

Investments

234,176,714‌

Net

change

in

unrealized

appreciation

(depreciation)

234,176,714‌

Net

realized

and

unrealized

gain

(loss)

148,410,955‌

Net

increase

(decrease)

in

net

assets

from

operations

$

228,261,039‌

14

Statement

of

Changes

in

Net

Assets

See

Notes

to

Financial

Statements

10.1

Real

Estate

Securities

Select

Year

Ended

3/31/24

Year

Ended

3/31/23

OPERATIONS

Net

investment

income

(loss)

$

79,850,084‌

$

84,117,270‌

Net

realized

gain

(loss)

(

85,765,759‌

)

(

166,915,159‌

)

Net

change

in

unrealized

appreciation

(depreciation)

234,176,714‌

(

885,171,959‌

)

Net

increase

(decrease)

in

net

assets

from

operations

228,261,039‌

(

967,969,848‌

)

DISTRIBUTIONS

TO

SHAREHOLDERS

–‌

–‌

Dividends:

Class

A

(

8,852,193‌

)

(

19,605,768‌

)

Class

I

(

1,978,172‌

)

(

6,316,984‌

)

Premier

Class

(

811,525‌

)

(

1,781,177‌

)

Class

R6

(

57,964,117‌

)

(

110,580,256‌

)

Retirement

Class

(

12,796,393‌

)

(

24,242,069‌

)

Total

distributions

(

82,402,400‌

)

(

162,526,254‌

)

FUND

SHARE

TRANSACTIONS

Subscriptions

279,574,542‌

505,241,401‌

Reinvestments

of

distributions

81,589,451‌

160,776,955‌

Redemptions

(

610,424,661‌

)

(

834,665,580‌

)

Net

increase

(decrease)

from

Fund

share

transactions

(

249,260,668‌

)

(

168,647,224‌

)

Net

increase

(decrease)

in

net

assets

(

103,402,029‌

)

(

1,299,143,326‌

)

Net

assets

at

the

beginning

of

period

3,042,153,585‌

4,341,296,911‌

Net

assets

at

the

end

of

period

$

2,938,751,556‌

$

3,042,153,585‌

Financial

Highlights

See

Notes

to

Financial

Statements

16

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

10.1

Real

Estate

Securities

Select

Class

A:

3/31/24

$

16

.25‌

$

0

.41‌

$

0

.87‌

 $

1

.28‌

$

(

0

.44‌

)

 $

—‌

 $

(

0

.44‌

)

$

17

.09‌

3/31/23

22

.14‌

0

.41‌

(

5

.44‌

)

(

5

.03‌

)

(

0

.38‌

)

(

0

.48‌

)

(

0

.86‌

)

16

.25‌

3/31/22

18

.82‌

0

.23‌

3

.75‌

3

.98‌

(

0

.26‌

)

(

0

.40‌

)

(

0

.66‌

)

22

.14‌

3/31/21

14

.09‌

0

.25‌

4

.73‌

4

.98‌

(

0

.25‌

)

—‌

(

0

.25‌

)

18

.82‌

3/31/20

16

.74‌

0

.29‌

(

1

.86‌

)

(

1

.57‌

)

(

0

.28‌

)

(

0

.80‌

)

(

1

.08‌

)

14

.09‌

Class

I:

3/31/24

16

.41‌

0

.44‌

0

.88‌

1

.32‌

(

0

.47‌

)

—‌

(

0

.47‌

)

17

.26‌

3/31/23

22

.35‌

0

.44‌

(

5

.49‌

)

(

5

.05‌

)

(

0

.41‌

)

(

0

.48‌

)

(

0

.89‌

)

16

.41‌

3/31/22

18

.99‌

0

.26‌

3

.79‌

4

.05‌

(

0

.29‌

)

(

0

.40‌

)

(

0

.69‌

)

22

.35‌

3/31/21

14

.22‌

0

.26‌

4

.79‌

5

.05‌

(

0

.28‌

)

—‌

(

0

.28‌

)

18

.99‌

3/31/20

16

.89‌

0

.32‌

(

1

.88‌

)

(

1

.56‌

)

(

0

.31‌

)

(

0

.80‌

)

(

1

.11‌

)

14

.22‌

Premier

Class:

3/31/24

16

.42‌

0

.44‌

0

.87‌

1

.31‌

(

0

.46‌

)

—‌

(

0

.46‌

)

17

.27‌

3/31/23

22

.36‌

0

.44‌

(

5

.50‌

)

(

5

.06‌

)

(

0

.40‌

)

(

0

.48‌

)

(

0

.88‌

)

16

.42‌

3/31/22

19

.00‌

0

.28‌

3

.76‌

4

.04‌

(

0

.28‌

)

(

0

.40‌

)

(

0

.68‌

)

22

.36‌

3/31/21

14

.22‌

0

.27‌

4

.79‌

5

.06‌

(

0

.28‌

)

—‌

(

0

.28‌

)

19

.00‌

3/31/20

16

.89‌

0

.32‌

(

1

.88‌

)

(

1

.56‌

)

(

0

.31‌

)

(

0

.80‌

)

(

1

.11‌

)

14

.22‌

Class

R6:

3/31/24

16

.40‌

0

.47‌

0

.87‌

1

.34‌

(

0

.49‌

)

—‌

(

0

.49‌

)

17

.25‌

3/31/23

22

.34‌

0

.46‌

(

5

.49‌

)

(

5

.03‌

)

(

0

.43‌

)

(

0

.48‌

)

(

0

.91‌

)

16

.40‌

3/31/22

18

.98‌

0

.30‌

3

.77‌

4

.07‌

(

0

.31‌

)

(

0

.40‌

)

(

0

.71‌

)

22

.34‌

3/31/21

14

.21‌

0

.30‌

4

.77‌

5

.07‌

(

0

.30‌

)

—‌

(

0

.30‌

)

18

.98‌

3/31/20

16

.88‌

0

.35‌

(

1

.89‌

)

(

1

.54‌

)

(

0

.33‌

)

(

0

.80‌

)

(

1

.13‌

)

14

.21‌

Retirement

Class:

3/31/24

17

.23‌

0

.45‌

0

.92‌

1

.37‌

(

0

.45‌

)

—‌

(

0

.45‌

)

18

.15‌

3/31/23

23

.41‌

0

.44‌

(

5

.76‌

)

(

5

.32‌

)

(

0

.38‌

)

(

0

.48‌

)

(

0

.86‌

)

17

.23‌

3/31/22

19

.86‌

0

.25‌

3

.95‌

4

.20‌

(

0

.25‌

)

(

0

.40‌

)

(

0

.65‌

)

23

.41‌

3/31/21

14

.86‌

0

.27‌

4

.99‌

5

.26‌

(

0

.26‌

)

—‌

(

0

.26‌

)

19

.86‌

3/31/20

17

.60‌

0

.32‌

(

1

.97‌

)

(

1

.65‌

)

(

0

.29‌

)

(

0

.80‌

)

(

1

.09‌

)

14

.86‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

e

Includes

voluntary

compensation

from

the

Adviser

as

further

described

in

the

investment

adviser

and

other

transactions

with

affiliates

note

in

the

Notes

to

Financial

Statements,

when

applicable.

f

Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

17

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)

e

Portfolio

Turnover

Rate

8

.07‌

%

  $

326,548‌

0

.79‌

%

0

.77‌

%

2

.54‌

%

7‌

%

(

22

.73‌

)

369,354‌

0

.77‌

0

.73‌

2

.28‌

25‌

21

.13‌

532,018‌

0

.75‌

0

.72‌

1

.09‌

25‌

f

35

.57‌

367,908‌

0

.79‌

0

.76‌

1

.48‌

45‌

(

10

.41‌

)

263,960‌

0

.79‌

0

.79‌

1

.66‌

39‌

8

.23‌

50,394‌

0

.61‌

0

.58‌

2

.69‌

7‌

(

22

.60‌

)

107,731‌

0

.60‌

0

.57‌

2

.45‌

25‌

21

.32‌

153,657‌

0

.59‌

0

.59‌

1

.19‌

25‌

f

35

.76‌

71,403‌

0

.62‌

0

.59‌

1

.55‌

45‌

(

10

.27‌

)

21,689‌

0

.62‌

0

.62‌

1

.79‌

39‌

8

.20‌

26,551‌

0

.65‌

0

.62‌

2

.66‌

7‌

(

22

.62‌

)

34,765‌

0

.63‌

0

.60‌

2

.42‌

25‌

21

.25‌

45,328‌

0

.62‌

0

.62‌

1

.27‌

25‌

f

35

.78‌

48,255‌

0

.64‌

0

.62‌

1

.62‌

45‌

(

10

.31‌

)

44,026‌

0

.65‌

0

.65‌

1

.80‌

39‌

8

.38‌

2,043,858‌

0

.50‌

0

.48‌

2

.84‌

7‌

(

22

.52‌

)

2,026,404‌

0

.48‌

0

.45‌

2

.55‌

25‌

21

.46‌

2,935,178‌

0

.47‌

0

.47‌

1

.37‌

25‌

f

35

.94‌

2,272,604‌

0

.49‌

0

.47‌

1

.77‌

45‌

(

10

.16‌

)

1,430,143‌

0

.50‌

0

.50‌

1

.95‌

39‌

8

.10‌

491,401‌

0

.75‌

0

.72‌

2

.60‌

7‌

(

22

.72‌

)

503,900‌

0

.73‌

0

.70‌

2

.31‌

25‌

21

.17‌

675,116‌

0

.72‌

0

.72‌

1

.11‌

25‌

f

35

.58‌

533,102‌

0

.74‌

0

.72‌

1

.52‌

45‌

(

10

.39‌

)

398,674‌

0

.75‌

0

.75‌

1

.70‌

39‌

18

Notes

to

Financial

Statements

1.

General

Information

Trust

and

Fund

Information:

TIAA-CREF

Funds

(the

“Trust”)

is

an

open-end

management

investment

company

registered

under

the

Investment

Company

Act

of

1940,

(“1940

Act”),

as

amended.

The

Trust

is

comprised

of

the

following

(individually

the

“Fund”),

among

others: 

Fund

Name

Changes:

Effective

May

1,

2024,

the

Fund's

name

changed

as

noted

above

and

therefore

all

references

to

the

name

of

the

Fund

in

this

report

have

been

updated.

Current

Fiscal

Period:

The

end

of

the

reporting

period

for

the Fund

is

March

31,

2024,

and

the

period

covered

by

these

Notes

to

Financial

Statements

is

the

fiscal

year

ended

March

31,

2024

(the

"current

fiscal

period").

Investment

Advisor:

Teachers

Advisors,

LLC

(the

"Adviser”),

a

wholly

owned

indirect

subsidiary

of

Teachers

Insurance

and

Annuity

Association

of

America

(“TIAA”),

is

registered

with

the

SEC

as

an

investment

adviser

and

provides

investment

management

services

for

the

Fund. 

Share

Classes

and

Sales

Charges:

The

Fund

offers

five

share

classes:

Class

A,

Class

I,

Premier

Class,

Class

R6

and

Retirement

Class

shares.

Each

class

differs

by

the

allocation

of

class-specific

expenses

and

voting

rights

in

matters

affecting

a

single

class.

The

Fund

offers

its

shares,

without

a

sales

load,

through

its

principal

underwriter,

Nuveen

Securities,

LLC

(“Nuveen

Securities”),

which

is

a

wholly

owned

indirect

subsidiary

of

TIAA.

Share

Class

Name

Changes:

Effective

May

6,

2024,

the

names

of

certain

of

the

Fund’s

share

classes

changed

and

therefore

all

references

to

the

names

of

these

share

classes

in

this

report

have

changed

as

follows:

Change

in

Fiscal

and

Tax

Year

Ends:

On

February

28,

2024,

the

Fund’s

Board

of

Trustees

(the

"Board")

approved

that

the

Fund’s

fiscal

and

tax

year

ends

(collectively,

“fiscal

year

end”)

be

changed

from

March

31

to

December

31,

which

became

effective

April

1,

2024.

The

Fund

will

continue

to

follow

its

current

regulatory

reporting

schedule

and

prepare

a

semi-annual

report

as

of

September

30,

2024,

which

will

then

be

followed

by

an

annual

report

for

the

9-month

period

ended

December

31,

2024.

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 Fund is

an

investment

company

and

follows

the

accounting

guidance

in

the

Financial

Accounting

Standards

Board

(“FASB”)

Accounting

Standards

Codification

946,

Financial

Services

—

Investment

Companies

.

The net

asset

value (“NAV”) for

financial

reporting

purposes

may

differ

from

the NAV

for

processing

transactions.

The NAV

for

financial

reporting

purposes

includes

security

and 

shareholder

transactions

through

the

date

of

the

report.

Total

return

is

computed

based

on

the NAV

used

for

processing

transactions.

The

following

is

a

summary

of

the

significant

accounting

policies

consistently

followed

by

the

Fund.

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

Fund determines

the

existence

of

a

dividend

declaration. 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 Fund

estimates

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 the

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.

New

Name

Former

Name

Short

Name

Nuveen

Real

Estate

Securities

Select

Fund

TIAA-CREF

Real

Estate

Securities

Fund

Real

Estate

Securities

Select

New

Name

Former

Name

Class

A

Retail

Class

Class

I

Advisor

Class

Class

R6

Institutional

Class

19

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

Fund is

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

Fund and

the

amounts

actually

received

and

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.

Foreign

Taxes:

The

Fund may

be

subject

to

foreign

taxes

on

income,

gains

on

investments

or

currency

repatriation,

a

portion

of

which

may

be

recoverable.

The

Fund

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

Fund

invests.

Compensation:

The

Fund pays

the

members

of

the

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

Fund

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

and compensation

incurred,

are

reflected

in

the

Statement

of

Operations.

Indemnification:

 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.

Netting

Agreements:

 In

the

ordinary

course

of

business,

the

Fund

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 the

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, the

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

Fund

is

held

in

a

segregated

account

by

the

Fund's

custodian

and/or

with

respect

to

those

amounts

which

can

be

sold

or

repledged,

are

presented

in

the

Fund's

Portfolio

of

Investments

or

Statements

of

Assets

and

Liabilities.

The

Fund’s

investments

subject

to

netting

agreements

as

of

the

end

of

the

reporting

period,

if

any,

are

further

described

later

in

these

Notes

to

Financial

Statements.

New

Accounting

Pronouncement:

 In

June

2022,

the

FASB

issued

ASU

2022-03

to

clarify

the

guidance

in

Topic

820,

Fair

Value

Measurement

(“Topic

820”).

The

amendments

in

ASU

2022-03

affect

all

entities

that

have

investments

in

equity

securities

measured

at

fair

value

that

are

subject

to

a

contractual

sale

restriction.

ASU

2022-03

(1)

clarifies

the

guidance

in

Topic

820,

when

measuring

the

fair

value

of

an

equity

security

subject

to

contractual

restrictions

that

prohibit

the

sale

of

an

equity

security,

(2)

amends

a

related

illustrative

example,

and

(3)

introduces

new

disclosure

requirements

for

equity

securities

subject

to

contractual

sale

restrictions

that

are

measured

at

fair

value

in

accordance

with

Topic

820.

For

public

business

entities,

the

amendments

in

ASU

2022-03

are

effective

for

fiscal

years

beginning

after

December

15,

2023,

and

interim

periods

within

those

fiscal

years.

For

all

other

entities,

the

amendments

are

effective

for

fiscal

years

beginning

after

December

15,

2024,

and

interim

periods

within

those

fiscal

years.

Early

adoption

is

permitted

for

both

interim

and

annual

financial

statements

that

have

not

yet

been

issued

or

made

available

for

issuance.

During

the

current

fiscal

period,

the Fund

adopted

the

new

guidance

and

there

was

no

material

impact

to

the

Fund.

Notes

to

Financial

Statements

(continued)

20

3.

Investment

Valuation

and

Fair

Value

Measurements

The Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

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 Fund's

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 Fund’s

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. 

Repurchase

agreements

are

valued

at

contract

amount

plus

accrued

interest,

which

approximates

market

value.

These

securities

are

generally

classified

as

Level

2.

For

any

portfolio

security

or

derivative

for

which

market

quotations

are

not

readily

available

or

for

which

the

Adviser

deems

the

valuations

derived

using

the

valuation

procedures

described

above

not

to

reflect

fair

value,

the

Adviser

will

determine

a

fair

value

in

good

faith

using

alternative

procedures

approved

by

the

Adviser,

subject

to

the

oversight

of

the

Board.

As

a

general

principle,

the

fair

value

of

a

security

is

the

amount

that

the

owner

might

reasonably

expect

to

receive

for

it

in

a

current

sale.

A

variety

of

factors

may

be

considered

in

determining

the

fair

value

of

such

securities,

which

may

include

consideration

of

the

following:

yields

or

prices

of

investments

of

comparable

quality,

type

of

issue,

coupon,

maturity

and

rating,

market

quotes

or

indications

of

value

from

security

dealers,

evaluations

of

anticipated

cash

flows

or

collateral,

general

market

conditions

and

other

information

and

analysis,

including

the

obligor’s

credit

characteristics

considered

relevant.

To

the

extent

the

inputs

are

observable

and

timely,

the

values

would

be

classified

as Level

2;

otherwise

they

would

be

classified

as

Level

3. 

The

following

table

summarizes

the

market

value

of

the Fund’s

investments

as

of

the

end

of

the

current

fiscal

period,

based

on

the

inputs

used

to

value

them: 

21

4.

Investments

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

reporting

period,

and

the

collateral

delivered

related

to

those

repurchase

agreements.

Purchases

and

Sales:

Long-term

purchases

and

sales

during

the

current

fiscal

period

were

as

follows:

5.

Fund

Shares

Transactions

in

Fund

shares

during

the

current

and

prior

fiscal

period

were

as

follows:

6.

Income

Tax

Information

The 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.

Fund

Level

1

Level

2

Level

3

Total

Real

Estate

Securities

Select

Long-Term

Investments

:

Common

stocks

$2,909,368,206

$—

$—

$2,909,368,206

Short-Term

Investments

:

Government

agency

debt

—

3,989,352

—

3,989,352

Repurchase

agreement

—

8,370,000

—

8,370,000

Treasury

debt

—

2,486,096

—

2,486,096

Total

$2,909,368,206

$14,845,448

$—

$2,924,213,654

1

1

1

1

1

Fund

Counterparty

Short-term

Investments,

at

Value

Collateral

Pledged

(From)

Counterparty

Real

Estate

Securities

Select

Fixed

Income

Clearing

Corp

(FICC)

$

8,370,000

$

8,537,479

Fund

Non-U.S.

Government

Purchases

Non-U.S.

Government

Sales

10.1

Real

Estate

Securities

Select

$

200,594,162

$

436,609,592

Year

Ended

3/31/24

Year

Ended

3/31/23

10.1

Real

Estate

Securities

Select

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

1,066,960

$

17,392,751

2,029,480

$

37,199,439

Class

I

1,073,969

17,642,498

3,472,263

61,557,539

Premier

Class

289,064

4,819,294

247,894

4,481,629

Class

R6

13,364,176

218,219,672

20,885,303

372,123,432

Retirement

Class

1,270,163

21,500,327

1,556,783

29,879,362

Total

subscriptions

17,064,332

279,574,542

28,191,723

505,241,401

Reinvestments

of

distributions:

Class

A

525,758

8,498,987

1,144,072

18,760,617

Class

I

121,039

1,971,716

380,679

6,301,718

Premier

Class

49,793

811,129

107,545

1,780,489

Class

R6

3,525,080

57,511,280

6,629,825

109,692,155

Retirement

Class

745,977

12,796,339

1,395,865

24,241,976

Total

reinvestments

of

distributions

4,967,647

81,589,451

9,657,986

160,776,955

Redemptions:

Class

A

(5,207,264)

(84,329,563)

(4,478,700)

(79,331,282)

Class

I

(4,839,946)

(78,615,073)

(4,164,281)

(72,278,870)

Premier

Class

(918,544)

(14,630,649)

(265,541)

(4,825,375)

Class

R6

(21,935,422)

(358,847,732)

(35,367,851)

(630,038,783)

Retirement

Class

(4,180,019)

(74,001,644)

(2,557,271)

(48,191,270)

Total

redemptions

(37,081,195)

(610,424,661)

(46,833,644)

(834,665,580)

Net

increase

(decrease)

from

shareholder

transactions

(15,049,216)

$

(249,260,668)

(8,983,935)

$

(168,647,224)

Notes

to

Financial

Statements

(continued)

22

The

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

the

Fund’s

tax

positions

taken

for

all

open

tax

years

and

has

concluded

that

no

provision

for

income

tax

is

required

in

the

Fund’s

financial

statements.

Differences

between

amounts

for

financial

statement

and

federal

income

tax

purposes

are

primarily

due

to

timing

differences

in

recognizing

gains

and

losses

on

investment

transactions.

Temporary

differences

do

not

require

reclassification.

As

of

year

end,

permanent

differences

that

resulted

in

reclassifications

among

the

components

of

net

assets

relate

primarily

to

foreign

currency

transactions.

Temporary

and

permanent

differences

have

no

impact

on

a

Fund’s

net

assets.

As

of

year

end,

the

aggregate

cost

and

the

net

unrealized

appreciation/(depreciation)

of

all

investments

for

federal

income

tax

purposes

were

as

follows: 

For

purposes

of

this

disclosure,

tax

cost

generally

includes

the

cost

of

portfolio

investments

as

well

as

up-front

fees

or

premiums

exchanged

on

derivatives

and

any

amounts

unrealized

for

income

statement

reporting

but

realized

income

and/or

capital

gains

for

tax

reporting,

if

applicable.

As

of

year end,

the

components

of

accumulated

earnings

on

a

tax

basis

were

as

follows:

The

tax

character

of

distributions

paid was

as

follows:

As

of

year

end,

the

Fund

had

capital

loss

carryforwards,

which

will

not

expire:

7.

Investment

Adviser

and

Other

Transactions

with  Affiliates

Under

the

terms

of

its

Investment

Management

Agreement, the

Adviser provides

asset

management

services

to

the

Fund

for

an

annual

fee,

payable

monthly.

The

Fund

has

entered

into

an

Administrative

Service

Agreement

with the

Adviser under

which

the

Fund

pays the

Adviser for

its

costs

in

providing

certain

administrative

and

compliance

services

to

the

Fund.

Under

the

terms

of

a

Retirement

Class

Service

Agreement,

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

the

Fund

compensate

Nuveen

Securities

for

providing

distribution,

promotional

and/or

shareholder

services

to

the 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

the

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

agreed

to

reimburse

the

Fund

if

its

total

expense

ratio

(excluding

interest,

taxes,

brokerage

commissions

and

other

transactional

expenses,

acquired

fund

fees

and

expenses

and

extraordinary

expenses)

exceeds

certain

percentages.

As

of

the

end

of

the

reporting

period,

the

investment

management

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:

Fund

Tax

Cost

Gross

Unrealized

Appreciation

Gross

Unrealized

(Depreciation)

Net

Unrealized

Appreciation

(Depreciation)

10.1

Real

Estate

Securities

Select

$2,031,912,516

$939,931,511

$(47,630,373)

$892,301,138

Fund

Undistributed

Ordinary

Income

Undistributed

Long-Term

Capital

Gains

Unrealized

Appreciation

(Depreciation)

Capital

Loss

Carryforwards

Late-Year

Loss

Deferrals

Other

Book-to-Tax

Differences

Total

10.1

Real

Estate

Securities

Select

$7,292,306

$–

$892,301,138

$(261,065,894)

$–

$(513,037)

$638,014,513

3/31/24

3/31/23

Fund

Ordinary

Income

Long-Term

Capital

Gains

Ordinary

Income

Long-Term

Capital

Gains

10.1

Real

Estate

Securities

Select

$

82,402,400

$

–

$

76,877,994

$

85,648,260

Fund

Short-Term

Long-Term

Total

10.1

Real

Estate

Securities

Select

$

137,350,919

$

123,714,975

$

261,065,894

23

Prior

to

August

1,

2023,

the

investment

management

fee

and

maximum

expense

amounts

(after

waivers

and

reimbursements)

were

equal

to

the

following

noted

annual

percentage

of

average

daily

net

assets

for

each

class:

Effective

May

1,

2023,

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

Fund

receives

voluntary

compensation

from

the

Adviser

in

amounts

that

approximate

the

cost

of

research

services

obtained

from

broker-dealers

and

research

providers

if

the

Adviser

had

purchased

the

research

services

directly.

This

income

received

by

the

Fund,

which

is

disclosed

below, is

recognized

in

"Other

income"

on

the

Statement

of

Operations

and

any

amount

due

to

the

Fund

at

the

end

of

the

reporting

period

is

recognized

in

"Reimbursement

from

Adviser"

on

the

Statement

of

Assets

and

Liabilities.

During

the

current

fiscal

period,

the

values

of

voluntary

compensation

were

as

follows:

The Fund may

purchase

or

sell

investment

securities

in

transactions

with

affiliated

entities

under

procedures

adopted

by

the

Board,

pursuant

to

the

1940

Act.

These

transactions

are

effected

at

market

rates

without

incurring

broker

commissions.

During

the

current

fiscal

period,

these

transactions

did

not

materially

impact

the

Fund.

A

registered

separate

account

of

TIAA

(collectively

“TIAA

Access”)

has

various

sub-accounts

that

invest

in

the

Fund,

and

certain

funds

within

the

Trust

also

make

investments

in

the

Fund.

The

following

is

the

percentage

of

the

Fund's

shares

owned

by

affiliates

as

of

the

end

of

the

current

fiscal

period:

Investment

Management

Fee

Range

Investment

Management

Fee-

Effective

Rate

Maximum

Expense

Amounts‡

Fund

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

10.1

Real

Estate

Securities

Select*

0.350

%

—0.500

%

0.471

%

0.920

%

0.720

%

0.720

%

0.570

%

0.820

%

*

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,

2024.

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

10.1

Real

Estate

Securities

Select*

0.350

%

—0.500

%

0.960

%

0.720

%

0.720

%

0.570

%

0.820

%

*

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.

Investment

Management

Fee

Range

Maximum

Expense

Amounts‡

Fund

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

10.1

Real

Estate

Securities

Select*

0.330

%

—0.480

%

0.900

%

0.700

%

0.700

%

0.550

%

0.800

%

*

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

Value

10.1

Real

Estate

Securities

Select

$327,181

Underlying

Fund

TIAA

Access

Total

10.1

Real

Estate

Securities

Select

14

%

14

%

Notes

to

Financial

Statements

(continued)

24

Companies

in

which

the

Fund

holds

5%

or

more

of

the

outstanding

voting

shares

are

considered

"affiliated

companies"

of

the

Fund,

pursuant

to

the

1940

Act.

During

the

current

fiscal

period,

there

were

no

affiliated

investments.

8.

Inter-Fund

Lending

Program

Pursuant

to

an

exemptive

order

issued

by

the

SEC,

the

Fund

may

participate

in

an

inter-fund

lending

program.

This

program

allows

the

Fund

to

lend

cash

to

and/or

borrow

cash

from

certain other

affiliated

Funds

for

temporary

purposes,

(e.g.,

to

satisfy

redemption

requests

or

to

cover

unanticipated

cash

shortfalls).

The

program

is

subject

to

a

number

of

conditions,

including

the

requirement

that

the Fund

may

not

borrow

or

lend

money

under

the

program

unless

it

receives

a

more

favorable

interest

rate

than

is

available

from

a

bank

or

other

financial

institution

for

a

comparable

transaction.

In

addition,

the

Fund

may

participate

in

the

program

only

if

its

participation

is

consistent

with

the

Fund’s

investment

policies

and

limitations

and

authorized

by

its

portfolio

manager(s).

During

the current

fiscal

period,

there

were

no

inter-fund

borrowing

or

lending

transactions.

9.

Line

of

Credit

The Fund

participates

in

a

$1

billion

unsecured

revolving

credit

facility

that

can

be

used

for

temporary

purposes,

including,

without

limitation,

the

funding

of

shareholder

redemptions.

The

current

facility

was

entered

into

on

June

13,

2023

expiring

on

June

11,

2024,

replacing

the

previous facility,

which

expired

June

2023.

Certain

affiliated

accounts

and

mutual

funds,

each

of

which

is

managed

by the

Adviser,

or

an

affiliate

of

the

Adviser, also

participate

in

this

facility.

An

annual

commitment

fee

for

the

credit

facility

is

borne

by

the

participating

accounts

and

mutual

funds

on

a

pro

rata

basis.

Interest

associated

with

any

borrowing

under

the

facility

is

charged

to

the

borrowing

accounts

or

mutual

funds

at

a

specified

rate

of

interest.

The Fund is

not

liable

for

borrowings

under

the

facility

by

other

affiliated

accounts

or

mutual

funds.

There

were

no

borrowings

under

this

credit

facility

by

the

Fund during

the

current fiscal  period.

10.

Subsequent

Events

Administrative

Services

Agreement:

The

Adviser

has

agreed

to

gradually

reduce

expenses

allocated

to

the

Fund

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

Fund

under

the

Administrative

Agreement.

Management

Fees:

Effective

May

1,

2024,

the

management

fee

schedule

for

the

Fund

consists

of

two

components:

a

Fund-level

fee,

based

only

on

the

amount

of

assets

within

the

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”).

As

of

May

1,

2024

each

breakpoint

in

the

Fund’s

investment

management

fee

breakpoint

schedule

effective

prior

to

May

1,

2024,

as

disclosed

in

the

investment

management

fee

ranges

in

Note

7

was

reduced

by

0.1600%.

The

revised

investment

management

fee

breakpoint

schedule

constitutes

the

Fund’s

Fund-level

fee.

As

of

May

1,

2024

the

Fund’s

overall

complex-level

fee

begins

at

a

maximum

rate

of

0.1600%

of

the

Fund’s

average

daily

net

assets,

with

breakpoints

for

eligible

complex-level

assets

above

$124.3

billion.

Therefore,

the

maximum

management

fee

rate

for

the

Fund

is

the

Fund-level

fee

plus

0.1600%.

The

complex-level

fee

rate

for

the

Fund

is

determined

by

taking

the

current

overall

complex-level

fee

rate,

and

making,

as

appropriate,

an

upward

adjustment

to

that

rate

based

upon

the

percentage

of

the

Fund’s

assets

that

are

not

eligible

complex-level

assets.

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.

Sales

Charge:

Effective

May

6,

2024,

a

sales

charge

is

imposed

on

purchases

of

Class

A

shares

(formerly

Retail

Class

shares)

of

the

Fund

of

less

than

certain

amounts,

as

set

forth

in

the

Fund’s

prospectus.

Therefore,

effective

as

of

May

6,

2024,

Class

A

shares

are

available

for

purchase

at

the

offering

price,

which

will

be

the

net

asset

value

(“NAV”)

per

share

plus

an

up-front

sales

charge.

Shareholders

with

an

account

held

directly

with

a

Fund

that

held

Class

A

shares

of

the

Funds

prior

to

May

6,

2024

will

not

be

subject

to

the

sales

charge

on

any

future

purchases

or

redemptions

of

Class

A

shares

of

that

Fund

or

any

other

fund

that

is

a

series

of

the

TIAA-CREF

Funds

or

is

a

Nuveen

Fund

in

their

account.

Such

shareholders

will

be

able

to

purchase

Class

A

shares

at

NAV.

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%

25

Important

Tax

Information

(Unaudited)

As

required

by

the

Internal

Revenue

Code

and

Treasury

Regulations,

certain

tax

information,

as

detailed

below,

must

be

provided

to

shareholders.

Shareholders

are

advised

to

consult

their

tax

advisor

with

respect

to

the

tax

implications

of

their

investment.

The

amounts

listed

below

may

differ

from

the

actual

amounts

reported

on

Form

1099-DIV,

which

will

be

sent

to

shareholders

shortly

after

calendar

year

end.

Long-Term

Capital

Gains

As

of

year

end,

the

Fund

designates

the

following

distribution

amounts,

or

maximum

amount

allowable,

as

being

from

net

long-

term

capital

gains

pursuant

to

Section

852(b)(3)

of

the

Internal

Revenue

Code: 

Dividends

Received

Deduction

(DRD)

The

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

eligible

for

the

dividends

received

deduction

for

corporate

shareholders:

Qualified

Dividend

Income

(QDI)

The

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

treated

as

qualified

dividend

income

for

individuals

pursuant

to

Section

1(h)(11)

of

the

Internal

Revenue

Code:

Qualified

interest

income

(QII)

The

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

treated

as

qualified

interest

income

and/or

short-term

capital

gain

dividends pursuant

to

Section

871(k)

of

the

Internal

Revenue

Code:

Qualified business

income

(QBI)

The

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

treated

as

qualified business

income

for

individuals

pursuant

to

Section 199A

of

the

Internal

Revenue

Code:

163(j)

The

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

dividends

treated

as

Section

163(j)

interest

dividends

pursuant

to

Section

163(j)

of

the

Internal

Revenue

Code: 

Fund

Net

Long-Term

Capital

Gains

10.1

Real

Estate

Securities

Select

$

–

Fund

Percentage

10.1

Real

Estate

Securities

Select

2.7

%

Fund

Percentage

10.1

Real

Estate

Securities

Select

2.7

%

Fund

Prior

Year

End

to

12/31

Percentage

1/1

to

Current

Year

End

Percentage

10.1

Real

Estate

Securities

Select

0.1

%

0.9

%

Fund

Percentage

10.1

Real

Estate

Securities

Select

95.3

%

Fund

Percentage

10.1

Real

Estate

Securities

Select

1.3

%

2024

Special

Meeting

(Unaudited)

Real

Estate

Securities

Select

Fund

26

Trustees

On

November

20,

2023,

at

a

special

meeting

of

the

Nuveen

Real

Estate

Securities

Select

Fund

participants,

the

following

persons

were

elected

to

serve

on

the

Board

of

Trustees:

Amy

B.

R.

Lancellotta,

Joanne

T.

Medero,

Albin

F.

Moschner,

John

K.

Nelson,

Matthew

Thornton

III,

Terence

J.

Toth,

Margaret

L.

Wolff

and

Robert

L.

Young

were

elected

to

office.

Joseph

A.

Boateng,

Michael

A.

Forrester,

Thomas

J.

Kenny

and

Loren

M.

Starr

continued

in

office.

The

results

above

were

certified

by

Computershare

Fund

Services,

Inc.,

independent

tabulator

for

the

TIAA-CREF

Funds.

Nominee

Shares

for

Percent

Shares

against

Percent

Shares

abstain

Percent

Joseph

A.

Boateng

7,867,205,687.722

97.811

63,973,498.504

0.795

112,105,650.721

1.394

Michael

A.

Forrester

7,873,729,461.057

97.892

59,739,021.744

0.743

109,816,354.146

1.365

Thomas

J.

Kenny

7,873,577,319.739

97.890

59,628,491.356

0.741

110,079,025.851

1.369

Amy

B.R.

Lancellotta

7,878,909,011.873

97.956

61,000,657.137

0.758

103,375,167.936

1.285

Joanne

T.

Medero

7,876,343,187.201

97.924

64,080,214.395

0.797

102,861,435.350

1.279

Albin

F.

Moschner

7,864,397,335.050

97.776

68,393,667.267

0.850

110,493,834.629

1.374

John

K.

Nelson

7,886,275,662.665

98.048

44,376,664.298

0.552

112,632,509.983

1.400

Loren

M.

Starr

7,894,997,953.803

98.156

42,187,698.178

0.525

106,099,184.965

1.319

Matthew

Thornton

III

7,886,183,390.754

98.047

46,175,035.497

0.574

110,926,410.695

1.379

Terence

J.

Toth

7,885,870,581.340

98.043

44,721,005.652

0.556

112,693,249.955

1.401

Margaret

L.

Wolff

7,878,323,371.788

97.949

61,940,121.572

0.770

103,021,343.586

1.281

Robert

L.

Young

7,887,121,209.624

98.058

43,556,830.170

0.542

112,606,797.152

1.400

Additional

Fund

Information

(Unaudited)

©2024

Teachers

Insurance

and

Annuity

Association

of

America—College

Retirement

Equities

Fund,

730

Third

Avenue,

New

York,

NY

10017-3206

27

Portfolio

holdings

The

Real

Estate

Securities

Select

Fund

files

complete

portfolio

listings

with

the

Securities

and

Exchange

Commission

(SEC),

and

is

available

to

the

public.

You

can

obtain

a

complete

list

of

the

holdings

of

the

Real

Estate

Securities

Select

Fund

(Portfolio

of

Investments)

as

of

the

most

recently

completed

fiscal

quarter

in

the

following

ways:

By

visiting

our

websites

at

TIAA.org

or

nuveen.com;

or

By

calling

us

at

800-842-2252

to

request

a

copy,

which

will

be

provided

free

of

charge.

You

can

also

obtain

a

complete

list

of

the

Real

Estate

Securities

Select

Fund’s

portfolio

holdings

as

of

the

most

recently

completed

fiscal

quarter,

and

for

prior

quarter-ends,

from

our

SEC

Form

N-CSR

and

Form

N-PORT

filings.

Form

N-CSR

filings

are

as

of

March

31

or

September

30;

Form

N-PORT

filings

are

as

of

December

31

or

June

30.

Copies

of

these

forms

are

available:

Through

the

Electronic

Data

Gathering

and

Retrieval

System

(EDGAR)

on

the

SEC’s

website

at

sec.gov;

or

From

the

SEC’s

Office

of

Investor

Education

and

Advocacy.

Call

202-551-8090

for

more

information.

Proxy

voting

The

Real

Estate

Securities

Select

Fund’s

ownership

of

stock

gives

it

the

right

to

vote

on

proxy

issues

of

companies

in

which

it

invests.

A

description

of

our

proxy

voting

policies

and

procedures

can

be

found

on

our

website

at

TIAA.org

or

on

the

SEC’s

website

at

sec.gov.

You

can

also

call

us

at

800-842-2252

to

request

a

free

copy.

A

report

of

how

the

funds

voted

during

the

most

recently

completed

twelve-

month

period

ended

June

30

can

be

found

on

our

website

or

on

Form

N-PX

at

sec.gov.

Contacting

TIAA

There

are

three

easy

ways

to

contact

us:

by

email,

using

the

Contact

Us

link

under

Get

Help

at

the

top

of

our

home

page;

by

mail

at

TIAA,

730

Third

Avenue,

New

York,

NY

10017-3206;

or

by

phone

at

800-842-2252.

Fund

management

The

Real

Estate

Securities

Select

Fund

is

managed

by

a

portfolio

management

team

of

Teachers

Advisors,

LLC.

The

members

of

this

team

are

responsible

for

the

day-to-day

investment

management

of

the

Fund.

You

should

carefully

consider

the

investment

objectives,

risks,

charges

and

expenses

of

any

fund

before

investing.

For

a

prospectus

that

contains

this

and

other

information,

please

visit

TIAA.org,

or

call

800-842-2252

for

Class

I,

Premier

Class,

Class

R6

and

Retirement

Class

or

800-223-1200

for

Class

A.

Please

read

the

prospectus

carefully

before

investing.

Investment,

insurance

and

annuity

products

are

not

Federal

Deposit

Insurance

Corporation

(FDIC)

insured,

are

not

bank

guaranteed,

are

not

bank

deposits,

are

not

insured

by

any

federal

government

agency,

are

not

a

condition

to

any

banking

service

or

activity,

and

may

lose

value.

Nuveen,

a

subsidiary

of

TIAA,

provides

investment

advice

and

portfolio

management

services

through

a

dozen

affiliated

registered

investment

advisers.

Nuveen

Securities,

LLC

and

TIAA-CREF

Individual

&

Institutional

Services,

LLC,

members

FINRA,

distribute

securities

products.

This

material

is

for

informational

or

educational

purposes

only

and

does

not

constitute

fiduciary

investment

advice

under

ERISA,

a

securities

recommendation

under

all

securities

laws,

or

an

insurance

product

recommendation

under

state

insurance

laws

or

regulations.

This

material

does

not

take

into

account

any

specific

objectives

or

circumstances

of

any

particular

investor,

or

suggest

any

specific

course

of

action.

Investment

decisions

should

be

made

based

on

an

investor’s

own

objectives

and

circumstances.

Liquidity

Risk

Management

Program

(Unaudited)

28

Discussion

of

the

operation

and

effectiveness

of

the

Fund’s

liquidity

risk

management

program

In

compliance

with

Rule

22e-4

under

the

Investment

Company

Act

of

1940,

as

amended

(the

“Liquidity

Rule”),

the

series

of

the

Trust

covered

by

this

Report

(the

“Fund”)

has

adopted

and

implemented

a

liquidity

risk

management

program

(the

“Program”),

which

is

reasonably

designed

to

assess

and

manage

the

Fund’s

liquidity

risk.

The

Program

consists

of

various

provisions

relating

to

assessing

and

managing

Fund

liquidity

risk,

as

discussed

further

below.

The

Fund’s

Board

of

Trustees

(the

“Board”)

previously

approved

the

designation

of

Advisors

(the

“Administrator”)

as

Program

administrator.

The

Liquidity

Monitoring

and

Analysis

Team

(the

“LMAT”)

carries

out

day-to-day

Program

management

with

oversight

by

the

Liquidity

Oversight

Committee

(the

“LOSC”).

Personnel

from

the

Administrator

and

Nuveen

Fund

Advisors,

LLC,

an

affiliate

of

the

Administrator,

comprise

the

LMAT

and

LOSC.

At

a

May

14-16,

2024

Board

meeting,

the

Administrator

provided

the

Board

with

a

written

report

addressing

the

Program’s

operation,

adequacy,

and

effectiveness

of

implementation

for

the

period

from

January

1,

2023

through

December

31,

2023

(the

“Review

Period”),

as

required

under

the

Liquidity

Rule.

The

report

noted

that

the

Program

has

been

and

continues

to

be

adequately

and

effectively

implemented

to

monitor

and

(as

applicable)

respond

to

the

Fund’s

liquidity

developments.

In

accordance

with

the

Program,

the

LMAT

assesses

the

Fund’s

liquidity

risk

no

less

frequently

than

annually

based

on

various

factors,

such

as

(i)

the

Fund’s

investment

strategy

and

the

liquidity

of

portfolio

investments,

(ii)

cash

flow

projections,

and

(iii)

holdings

of

cash

and

cash

equivalents

and

borrowing

arrangements

and

other

funding

sources.

Certain

factors

are

considered

under

both

normal

and

reasonably

foreseeable

stressed

conditions.

Fund

portfolio

investments

are

classified

into

one

of

four

liquidity

categories

(including

“highly

liquid

investments”

and

“illiquid

investments,”

discussed

below).

The

classification

is

based

on

a

determination

of

how

long

it

is

reasonably

expected

to

take

to

convert

the

investment

into

cash,

or

sell

or

dispose

of

the

investment,

in

current

market

conditions

without

significantly

changing

the

market

value

of

the

investment.

Liquidity

classification

determinations

take

into

account

various

market,

trading,

and

investment-

specific

considerations,

as

well

as

market

depth,

and

utilize

third-party

vendor

data.

A

Fund

that

does

not

primarily

hold

highly

liquid

investments

must,

among

other

things,

determine

a

minimum

percentage

of

Fund

net

assets

that

must

be

invested

in

highly

liquid

investments

(a

“Highly

Liquid

Investment

Minimum”).

During

the

Review

Period,

the

Fund

primarily

held

highly

liquid

investments

and

therefore

was

exempt

from

the

requirement

to

adopt

a

Highly

Liquid

Investment

Minimum

and

to

comply

with

the

related

requirements

under

the

Liquidity

Rule.

The

Liquidity

Rule

also

limits

the

Fund’s

investments

in

illiquid

investments.

Specifically,

the

Liquidity

Rule

prohibits

acquisition

of

illiquid

investments

if

doing

so

would

result

in

the

Fund

holding

more

than

15%

of

its

net

assets

in

illiquid

investments

and

requires

certain

reporting

anytime

a

Fund’s

holdings

of

illiquid

investments

exceed

15%

of

net

assets.

During

the

Review

Period,

the

Fund

did

not

exceed

the

15%

limit

on illiquid

investments.

Trustees

and

Officers

(Unaudited)

March

31,

2024

31

Trustees

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

by

Trustee

Other

Directorships

Held

by

Trustee

During

Past

Five

Years

Joseph

A.

Boateng

730

Third

Avenue

New

York,

NY

10017

1963

Trustee

Indefinite

term.

Trustee

since

2019.

Chief

Investment

Officer,

Casey

Family

Programs

(since

2007).

formerly,

Director

of

U.S.

Pension

Plans,

Johnson

&

Johnson

(2002–2006).

210

Board

Member,

Lumina

Foundation

(since

2018)

and

Waterside

School

(since

2021);

Board

Member

(2012–2019)

and

Emeritus

Board

Member

(since

2020),

Year-Up

Puget

Sound;

Investment

Advisory

Committee

Member

and

Former

Chair

(since

2007),

Seattle

City

Employees’

Retirement

System;

Investment

Committee

Member

(since

2012),

The

Seattle

Foundation;

Trustee

(2018–2023),

the

College

Retirement

Equities

Fund;

Manager

(2019-2023),

TIAA

Separate

Account

VA-1.

Michael

A.

Forrester

730

Third

Avenue

New

York,

NY

10017

1967

Trustee

Indefinite

term.  

Trustee

since

2007.

Formerly,

Chief

Executive

Officer

(2014–2021)

and

Chief

Operating

Officer

(2007–2014),

Copper

Rock

Capital

Partners,

LLC.

210

Trustee,

Dexter

Southfield

School

(since

2019);

Member

(since

2020),

Governing

Council

of

the

Independent

Directors

Council

(IDC);

Trustee,

the

College

Retirement

Equities

Fund

and

Manager,

TIAA

Separate

Account

VA-1

(2007–2023).

Thomas

J.

Kenny  

730

Third

Avenue

New

York,

NY

10017

1963

Co-Chairman

of

the

Board

and

Trustee

Indefinite

term.

Trustee

since

2011;

Co-Chair

since

2024

for

term

ending

December

31,

2024

Formerly,

Advisory

Director

(2010–2011),

Partner

(2004–2010),

Managing

Director

(1999–2004)

and

Co-Head

of

Global

Cash

and

Fixed

Income

Portfolio

Management

Team

(2002–2010),

Goldman

Sachs

Asset

Management.

216

Director

(since

2015)

and

Chair

of

the

Finance

and

Investment

Committee

(since

2018),

Aflac

Incorporated;

Director

(since

2018),

ParentSquare;

formerly,

Director

(2021–2022)

and

Finance

Committee

Chair

(2016–2022),

Sansum

Clinic;

formerly,

Advisory

Board

Member

(2017–2019),

B’Box;

formerly,

Member

(2011–2012),

the

University

of

California

at

Santa

Barbara

Arts

and

Lectures

Advisory

Council;

formerly,

Investment

Committee

Member

(2012–2020),

Cottage

Health

System;

formerly,

Board

member

(2009–2019)

and

President

of

the

Board

(2014–2018),

Crane

Country

Day

School;

Trustee

(2011-

2023)

and

Chairman

(2017–2023),

the

College

Retirement

Equities

Fund;

Manager

(2011-2023)

and

Chairman

(2017–2023),

TIAA-Separate

Account

VA-1.

Amy

B.R.

Lancellotta

333

West

Wacker

Drive

Chicago,

IL

60606

1959

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Managing

Director,

IDC

(supports

the

fund

independent

director

community

and

is

part

of

the

Investment

Company

Institute

(ICI),

which

represents

regulated

investment

companies)

(2006-2019);

formerly,

various

positions

with

ICI

(1989-2006).

216

President

(since

2023)

and

Member

(since

2020)

of

the

Board

of

Directors,

Jewish

Coalition

Against

Domestic

Abuse

(JCADA).

Joanne

T.

Medero

333

West

Wacker

Drive

Chicago,

IL

60606

1954

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Managing

Director,

Government

Relations

and

Public

Policy

(2009-2020)

and

Senior

Advisor

to

the

Vice

Chairman

(2018-2020),

BlackRock,

Inc.

(global

investment

management

firm);

formerly,

Managing

Director,

Global

Head

of

Government

Relations

and

Public

Policy,

Barclays

Group

(IBIM)(investment

banking,

investment

management

businesses)

(2006-2009);

formerly,

Managing

Director,

Global

General

Counsel

and

Corporate

Secretary,

Barclays

Global

Investors

(global

investment

management

firm)

(1996-2006);

formerly,

Partner,

Orrick,

Herrington

&

Sutcliffe

LLP

(law

firm)

(1993-1995);

formerly,

General

Counsel,

Commodity

Futures

Trading

Commission

(government

agency

overseeing

U.S.

derivatives

markets)

(1989-1993);

formerly,

Deputy

Associate

Director/Associate

Director

for

Legal

and

Financial

Affairs,

Office

of

Presidential

Personnel,

The

White

House

(1986-1989).

216

Member

(since

2019)

of

the

Board

of

Directors,

Baltic-American

Freedom

Foundation

(seeks

to

provide

opportunities

for

citizens

of

the

Baltic

states

to

gain

education

and

professional

development

through

exchanges

in

the

U.S.).

Trustees

and

Officers

(Unaudited)

(continued)

March

31,

2024

32

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

by

Trustee

Other

Directorships

Held

by

Trustee

During

Past

Five

Years

Albin

F.

Moschner

333

West

Wacker

Drive

Chicago,

IL

60606

1952

Trustee

Indefinite

term.

Trustee

since

2024.

Founder

and

Chief

Executive

Officer,

Northcroft

Partners,

LLC,

(management

consulting),

(since

2012);

formerly,

held

positions

at

Leap

Wireless

International,

Inc.,(consumer

wireless

service)

including

Consultant

(2011–2012),

Chief

Operating

Officer

(2008–2011)

and

Chief

Marketing

Officer

(2004–2008);

formerly,

President,

Verizon

Card

Services

division

of

Verizon

Communications,

Inc.(telecommunications

services)

(2000–2003);

formerly,

President,

One

Point

Services

at

One

Point

Communications

(telecommunications

services)

(1999–2000);

formerly,

Vice

Chairman

of

the

Board,

Diba,

Incorporated

(internet

technology

provider)

(1996–1997);

formerly,

various

executive

positions

(1991–1996)

and

Chief

Executive

Officer

(1995–1996)

of

Zenith

Electronics

Corporation

(consumer

electronics).

216

Formerly,

Chairman

(2019),

and

Director

(2012–2019),

USA

Technologies,

Inc.

(a

provider

of

solutions

and

services

to

facilitate

electronic

payment

transactions);

formerly,

Director,

Wintrust

Financial

Corporation

(1996–2016).

John

K.

Nelson

333

West

Wacker

Drive

Chicago,

IL

60606

1962

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Senior

External

Advisor

to

the

Financial

Services

practice

of

Deloitte

Consulting

LLP.

(2012-

2014);

Chief

Executive

Officer

of

ABN

AMRO

Bank

N.V.,

North

America,

and

Global

Head

of

the

Financial

Markets

Division

(2007-2008),

with

various

executive

leadership

roles

in

ABN

AMRO

Bank

N.V.

between

1996

and

2007.

216

Formerly,

Member

of

Board

of

Directors

(2008–2023)

of

Core12

LLC

(private

firm

which

develops

branding,

marketing

and

communications

strategies

for

clients);

formerly,

Member

of

the

President's

Council

(2010-2019)

of

Fordham

University;

formerly,

Director

(2009-2018)

of

the

Curran

Center

for

Catholic

American

Studies;

formerly,

Trustee

and

Chairman

of

The

Board

of

Trustees

of

Marian

University

(2011–2013).

Loren

M.

Starr

730

Third

Avenue

New

York,

NY

10017

1961

Trustee

Indefinite

term.

Trustee

since

2022.

Independent

Consultant/Advisor

(since

2021),

formerly,

Vice

Chair,

Senior

Managing

Director

(2020–2021),

Chief

Financial

Officer,

Senior

Managing

Director

(2005–2020),

Invesco

Ltd.

215

Director

(since

2023)

and

Audit

Committee

member

(since

2024),

AMG;

formerly,

Chair

and

Member

of

the

Board

of

Directors

(2014–2021),

Georgia

Leadership

Institute

for

School

Improvement

(GLISI);

formerly,

Chair

and

Member

of

the

Board

of

Trustees

(2014–2018),

Georgia

Council

on

Economic

Education

(GCEE);

Trustee,

the

College

Retirement

Equities

Fund

and

Manager,

TIAA

Separate

Account

VA-1

(2022–2023).

Matthew

Thornton

III

333

West

Wacker

Drive

Chicago,

IL

60606

1958

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Executive

Vice

President

and

Chief

Operating

Officer

(2018-2019),

FedEx

Freight

Corporation,

a

subsidiary

of

FedEx

Corporation

(“FedEx”)

(provider

of

transportation,

e-commerce

and

business

services

through

its

portfolio

of

companies);

formerly,

Senior

Vice

President,

U.S.

Operations

(2006-2018),

Federal

Express

Corporation,

a

subsidiary

of

FedEx.

216

Member

of

the

Board

of

Directors

(since

2014),

The

Sherwin-Williams

Company

(develops,

manufactures,

distributes

and

sells

paints,

coatings

and

related

products);

Member

of

the

Board

of

Directors

(since

2020),

Crown

Castle

International

(provider

of

communications

infrastructure);  formerly,

Member

of

the

Board

of

Directors

(2012–

2018),

Safe

Kids

Worldwide®

(a

non-profit

organization

dedicated

to

preventing

childhood

injuries).

33

Officers

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

by

Trustee

Other

Directorships

Held

by

Trustee

During

Past

Five

Years

Terence

J.

Toth

333

West

Wacker

Drive

Chicago,

IL

60606

1959

Co-Chair

of

the

Board

and

Trustee

Indefinite

term.

Co-Chair

and

Trustee

since

2024;

Co-Chair

for

term

ending

June

30,

2024.

Formerly,

Co-Founding

Partner,

Promus

Capital

(investment

advisory

firm)

(2008-2017);

formerly,

Director

of

Quality

Control

Corporation

(manufacturing)

(2012-2021);

formerly,

Director,

Fulcrum

IT

Service

LLC

(information

technology

services

firm

to

government

entities)

(2010-2019);

formerly,

Director,

LogicMark

LLC

(health

services)

(2012-2016);

formerly,

Director,

Legal

&

General

Investment

Management

America,

Inc.

(asset

management)

(2008-2013);

formerly,

CEO

and

President,

Northern

Trust

Global

Investments

(financial

services)

(2004-2007);

Executive

Vice

President,

Quantitative

Management

&

Securities

Lending

(2000-

2004);

prior

thereto,

various

positions

with

Northern

Trust

Company

(financial

services)

(since

1994).

216

Chair

and

Member

of

the

Board

of

Directors

(since

2021),

Kehrein

Center

for

the

Arts

(philanthropy);

Member

of

the

Board

of

Directors

(since

2008),

Catalyst

Schools

of

Chicago

(philanthropy);

Member

of

the

Board

of

Directors

(since

2012),

formerly,

Investment

Committee

Chair

(2017-

2022),

Mather

Foundation

(philanthropy);

formerly,

Member

(2005-2016),

Chicago

Fellowship

Board

(philanthropy);

formerly,

Member,

Northern

Trust

Mutual

Funds

Board

(2005-2007),

Northern

Trust

Global

Investments

Board

(2004-2007),

Northern

Trust

Japan

Board

(2004-2007),

Northern

Trust

Securities

Inc.

Board

(2003-2007)

and

Northern

Trust

Hong

Kong

Board

(1997-2004).

Margaret

L.

Wolff

333

West

Wacker

Drive

Chicago,

IL

60606

1955

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Of

Counsel

(2005-2014),

Skadden,

Arps,

Slate,

Meagher

&

Flom

LLP

(Mergers

&

Acquisitions

Group)

(legal

services).

216

Member

of

the

Board

of

Trustees

(since

2005),

New

York-Presbyterian

Hospital;

Member

of

the

Board

of

Trustees

(since

2004)

formerly,

Chair

(2015-2022),

The

John

A.

Hartford

Foundation

(philanthropy

dedicated

to

improving

the

care

of

older

adults);

formerly,

Member

(2005-2015)

and

Vice

Chair

(2011-2015)

of

the

Board

of

Trustees

of

Mt.

Holyoke

College;

formerly,

Member

of

the

Board

of

Directors

(2013-

2017)

of

Travelers

Insurance

Company

of

Canada

and

The

Dominion

of

Canada

General

Insurance

Company

(each,

a

part

of

Travelers

Canada,

the

Canadian

operation

of

The

Travelers

Companies,

Inc.).

Robert

L.

Young

333

West

Wacker

Drive

Chicago,

IL

60606

1963

Trustee

Indefinite

term.

Trustee

since

2024.

Co-Chair

as

of

July

1,

2024

for

term

ending

December

31,

2024.

Formerly,

Chief

Operating

Officer

and

Director,

J.P.

Morgan

Investment

Management

Inc.

(financial

services)

(2010-2016);

formerly,

President

and

Principal

Executive

Officer

(2013-2016),

and

Senior

Vice

President

and

Chief

Operating

Officer

(2005-2010),

of

J.P.

Morgan

Funds;

formerly,

Director

and

various

officer

positions

for

J.P.

Morgan

Investment

Management

Inc.

(formerly,

JPMorgan

Funds

Management,

Inc.

and

formerly,

One

Group

Administrative

Services)

and

JPMorgan

Distribution

Services,

Inc.(financial

services)

(formerly,

One

Group

Dealer

Services,

Inc.)

(1999-

2017).

216

None

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Richard

S.

Biegen

730

Third

Avenue

New

York,

NY

10017

1962

Chief

Compliance

Officer

Term—Indefinite

Length

of

Service—

Since

2008.

Senior

Managing

Director

of

TIAA;

Chief

Compliance

Officer

of

the

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds,

College

Retirement

Equities

Fund

and

TIAA

Separate

Account

VA-1.

Mark

J.

Czarniecki

901

Marquette

Avenue

Minneapolis,

MN

55402

1962

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Managing

Director

and

Assistant

Secretary

of

Nuveen

Securities,

LLC

and

Nuveen

Fund

Advisors,

LLC;

Managing

Director

and

Associate

General

Counsel

of

Nuveen;

Managing

Director

Assistant

Secretary

and

Associate

General

Counsel

of

Nuveen

Asset

Management,

LLC;

has

previously

held

various

positions

with

Nuveen;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC.

Trustees

and

Officers

(Unaudited)

(continued)

March

31,

2024

34

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Jordan

M.

Farris

333

West

Wacker

Drive

Chicago,

IL

60606

1980

Chief

Administrative

Officer

(Principal

Executive

Officer)

Term—Indefinite

Length

of

Service—

Since

2024.

Head

of

Public

Product

Strategy

and

Development,

Global

Wealth,

of

Nuveen;

Managing

Director

of

Nuveen

Fund

Advisors,

LLC;

has

previously

held

various

positions

with

Nuveen.

Jeremy

D.

Franklin

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1983

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2020.

Managing

Director

and

Assistant

Secretary,

Nuveen

Fund

Advisors,

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary,

Nuveen

Asset

Management,

LLC,

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

Vice

President

and

Associate

General

Counsel,

Teachers

Insurance

and

Annuity

Association

of

America;  Vice

President

and

Assistant

Secretary,

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds;

Vice

President,

Associate

General

Counsel,

and

Assistant

Secretary,

TIAA

Separate

Account

VA-1

and

College

Retirement

Equities

Fund;

has

previously

held

various

positions

with

TIAA.

Diana

R.

Gonzalez

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1978

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Vice

President

and

Assistant

Secretary

of

Nuveen

Fund

Advisors,

LLC;

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary

of

Nuveen

Asset

Management,

LLC,

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

Vice

President

and

Associate

General

Counsel

of

Nuveen.

Nathaniel

T.

Jones

333

West

Wacker

Drive

Chicago,

IL

60606

1979

Vice

President

and

Treasurer

Term—Indefinite

Length

of

Service—

Since

2024.

Senior

Managing

Director

of

Nuveen;

Senior

Managing

Director

of

Nuveen

Fund

Advisors,

LLC;

has

previously

held

various

positions

with

Nuveen;

Chartered

Financial

Analyst.

Brian

H.

Lawrence

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1982

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Vice

President

and

Associate

General

Counsel

of

Nuveen;

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary

of

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

formerly

Corporate

Counsel

of

Franklin

Templeton

(2018-2022).

Tina

M.

Lazar

333

West

Wacker

Drive

Chicago,

IL

60606

1961

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Managing

Director

of

Nuveen

Securities,

LLC.

Brian

J.

Lockhart

333

West

Wacker

Drive

Chicago,

IL

60606

1974

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Senior

Managing

Director

and

Head

of

Investment

Oversight

of

Nuveen;

Senior

Managing

Director

of

Nuveen

Fund

Advisors,

LLC;

has

previously

held

various

positions

with

Nuveen;

Chartered

Financial

Analyst

and

Certified

Financial

Risk

Manager.

John

M.

McCann

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1975

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2015.

Managing

Director,

General

Counsel

and

Secretary

of

Nuveen

Fund

Advisors,

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Nuveen

Asset

Management,

LLC;

Managing

Director

and

Assistant

Secretary

of

TIAA

SMA

Strategies

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

College

Retirement

Equities

Fund,

TIAA

Separate

Account

VA-1,

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds,

Teachers

Insurance

and

Annuity

Association

of

America,

Teacher

Advisors

LLC,

TIAA-CREF

Investment

Management,

LLC,

and

Nuveen

Alternative

Advisors

LLC;

has

previously

held

various

positions

with

Nuveen/TIAA.

Kevin

J.

McCarthy

333

West

Wacker

Drive

Chicago,

IL

60606

1966

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2018.

Executive

Vice

President,

Secretary

and

General

Counsel

of

Nuveen

Investments,

Inc.;

Executive

Vice

President

and

Assistant

Secretary

of

Nuveen

Securities,

LLC  and

Nuveen

Fund

Advisors,

LLC;

Executive

Vice

President

and

Secretary

of

Nuveen

Asset

Management,

LLC;

Executive

Vice

President,

General

Counsel

and

Secretary  of

Teachers

Advisors,

LLC;

,

TIAA-CREF

Investment

Management,

LLC

and

Nuveen

Alternative

Investments,

LLC;

Executive

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary  of

TIAA-CREF

Funds

and

TIAA-CREF

Life

Funds;

has

previously

held

various

positions

with

Nuveen/TIAA;

Vice

President

and

Secretary

of

Winslow

Capital

Management,

LLC;

formerly,

Vice

President

(2007-2021)

and

Secretary

(2016-2021)

of

NWQ

Investment

Management

Company,

LLC

and

Santa

Barbara

Asset

Management,

LLC.  

Jon

Scott

Meissner

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1973

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2015.

Managing

Director,

Mutual

Fund

Tax

and

Expense

Administration

of

Nuveen,

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds,

TIAA

Separate

Account

VA-1

and

the

CREF

Accounts;

Managing

Director

of

Nuveen

Fund

Advisors,

LLC,

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

has

previously

held

various

positions

with

Nuveen/TIAA.

James

Nelson

III

730

Third

Avenue

New

York,

NY

10017

1976

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Senior

Managing

Director,

Global

Head

of

Product,

Publics,

Nuveen;

formerly,

Head

of

North

American

Product

Management

&

Pricing,

Invesco

(2018-2023).

Mary

Beth

Ramsay

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1965

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Chief

Risk

Officer,

Nuveen

and

TIAA

Financial

Risk;

Head

of

Nuveen

Risk

&

Compliance;

Executive

Vice

President,

Teachers

Insurance

and

Annuity

Association

of

America;

formerly,

Senior

Vice

President,

Head

of

Sales

and

Client

Solutions

(2019-2022)

and

U.S.

Chief

Pricing

Actuary

(2016-2019),

SCOR

Global

Life

Americas;

Member

of

the

Board

of

Directors

of

Society

of

Actuaries.

35

Please

note

that

the

Funds’

Statement

of

Additional

Information

(SAI)

includes

additional

information

about

the

Funds’

trustees

and

is

available,

without

charge,

through

our

website,

tiaa.org,

or

by

calling

800

223-1200.

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

William

A.

Siffermann

333

West

Wacker

Drive

Chicago,

IL

60606

1975

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Managing

Director

of

Nuveen.

E.

Scott

Wickerham

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1973

Vice

President

and

Controller

(Principal

Financial

Officer)

Term—Indefinite

Length

of

Service—

Since

2017.

Senior

Managing

Director,

Head

of

Public

Investment

Finance

of

Nuveen;

Senior

Managing

Director

of

Nuveen

Fund

Advisors,

LLC

and

Nuveen

Asset

Management,

LLC;

Principal

Financial

Officer,

Principal

Accounting

Officer

and

Treasurer

of

the

TIAA-CREF

Funds,

the

TIAA-CREF

Life

Funds,

the

TIAA

Separate

Account

VA-1

and

the

CREF

Accounts;

has

previously

held

various

positions

with

TIAA.

Mark

L.

Winget

333

West

Wacker

Drive

Chicago,

IL

60606

1968

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Vice

President

and

Assistant

Secretary

of

Nuveen

Securities,

LLC

and

Nuveen

Fund

Advisors,

LLC;

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary

of

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC

and

Nuveen

Asset

Management,

LLC;

Vice

President

and

Associate

General

Counsel

of

Nuveen.

Rachael

Zufall

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1973

Vice

President

and

Secretary

Term—Indefinite

Length

of

Service—

Since

2014.

Managing

Director

and

Assistant

Secretary

of

Nuveen

Fund

Advisors,

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

the

CREF

Accounts,

TIAA

Separate

Account

VA-1,

TIAA-CREF

Funds

and

TIAA-

CREF

Life

Funds;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Teacher

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

Managing

Director

of

Nuveen,

LLC

and

of

TIAA.

3476254-INV-Y-05/25

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A12449

(5/24)

Fixed-Income

Funds

Nuveen

Annual

Report

Mutual

Funds

March

31,

2024

Effective

May

1,

2024

and

May

6,

2024,

the

names

of

the

Funds

and

the

names

of

certain

share

classes,

respectively,

changed,

and

all

references

to

the

former

names

in

this

report

have

changed.

Refer

to

Important

Notices

in

this

report

for

more

information.

Fund

Name

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

8.1

Nuveen

Bond

Index

Fund

TBILX

TBIAX

TBIPX

TBIIX

TBIRX

TBIWX

8.2

Nuveen

Core

Bond

Fund

TIORX

TIBHX

TIDPX

TIBDX

TIDRX

TBBWX

8.3

Nuveen

Core

Impact

Bond

Fund

TSBRX

TSBHX

TSBPX

TSBIX

TSBBX

–

8.4

Nuveen

Core

Plus

Bond

Fund

TCBPX

TCBHX

TBPPX

TIBFX

TCBRX

TCBWX

8.5

Nuveen

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

TIXRX

TIXHX

–

TITIX

–

–

8.6

Nuveen

Green

Bond

Fund

TGROX

TGRKX

TGRLX

TGRNX

TGRMX

–

8.7

Nuveen

High

Yield

Fund

TIYRX

TIHHX

TIHPX

TIHYX

TIHRX

TIHWX

8.8

Nuveen

Inflation

Linked

Bond

Fund

TCILX

TIIHX

TIKPX

TIILX

TIKRX

TIIWX

8.9

Nuveen

Short

Duration

Impact

Bond

Fund

TSDBX

TSDHX

TSDFX

TSDJX

TSDDX

–

9.01

Nuveen

Short

Term

Bond

Fund

TCTRX

TCTHX

TSTPX

TISIX

TISRX

TCTWX

9.1

Nuveen

Short

Term

Bond

Index

Fund

TRSHX

TTBHX

TPSHX

TNSHX

TESHX

TTBWX

9.2

Nuveen

Money

Market

Fund

TIRXX

TMHXX

TPPXX

TCIXX

TIEXX

–

Table

of

Contents

Important

Notices

3

About

the

Funds’

Benchmarks

5

Portfolio

Managers’

Comments

6

Fund

Performance

14

Expense

Examples

38

Report

of

Independent

Registered

Public

Accounting

Firm

43

Portfolios

of

Investments

44

Statement

of

Assets

and

Liabilities

372

Statement

of

Operations

376

Statement

of

Changes

in

Net

Assets

378

Financial

Highlights

382

Notes

to

Financial

Statements

406

Important

Tax

Information

426

Additional

Fund

Information

428

2024

Special

Meeting

429

Liquidity

Risk

Management

Program

430

Trustees

and

Officers

431

Important

Notices

3

Securities

and

Exchange

Commission

(the

“SEC”)

Adopts

Amendments

for

Tailored

Shareholder

Reports

On

October

26,

2022,

the

SEC

adopted

rule

and

form

amendments

(the

“Amendments”)

that

require

mutual

funds

and

exchange-

traded

funds

registered

on

Form

N-1A

to

provide

shareholders

with

streamlined

annual

and

semi-annual

shareholder

reports

(“Tailored

Shareholder

Reports”). The

Amendments

require

funds

to

prepare

a

separate

Tailored

Shareholder

Report

for

each

share

class

of

each

series

of

a

fund.

As

a

result,

shareholders

will

receive

a

report

that

covers

only

the

class

of

a

multi-class

fund

in

which

the

shareholder

invests.

Tailored

Shareholder

Reports

are

meant

to

be

three

to

four

pages

in

length

and

will

highlight

key

information

such

as

a

fund’s

expenses,

performance

and

portfolio

holdings.

Other,

more

detailed

information

that

currently

appears

in

fund

shareholder

reports

will

be

made

available

online,

filed

with

the

SEC,

and

delivered

to

investors

free

of

charge

in

paper

or

electronically

upon

request.

The

first

Tailored

Shareholder

Reports

to

be

prepared

for

these

Funds

will

be

for

the

reporting

period

ended

September

30,

2024.

Fund

Name

and

Share

Class

Name

Changes

In

January

2024,

the

Funds’

Board

of

Trustees

approved

the

following

changes

for

the

Funds.

Refer

to

the

Funds’

supplemented

prospectus

dated

May

6,

2024

for

further

information.

Fund

Name

Changes:

Effective

May

1,

2024,

each

Fund’s

name

changed

and

therefore

all

references

to

the

names

of

the

Funds

in

this

report

have

changed

as

follows:

There

were

no

changes

to

the

investment

objectives,

principal

investment

strategies,

principal

investment

risks

or

portfolio

management

of

the

Funds

in connection

with

these

name

changes.

Share

Class

Name

Changes:

Effective

May

6,

2024,

the

names

of

certain

share

classes

for

the

Funds

changed

and

therefore

all

references

to

the

names

of

these

share

classes

in

this

report

have

changed

as

follows:

New

Name

Former

Name

Nuveen

Bond

Index

Fund

Nuveen

Core

Bond

Fund

Nuveen

Core

Impact

Bond

Fund

Nuveen

Core

Plus

Bond

Nuveen

5-15

Year

Laddered

Tax

Exempt

Fund

Bond

Fund

Nuveen

Green

Bond

Fund

Nuveen

High

Yield

Fund

Nuveen

Inflation

Linked

Bond

Fund

Nuveen

Short

Duration

Impact

Bond

Fund

Nuveen

Short

Term

Bond

Fund

Nuveen

Short

Term

Bond

Index

Fund

Nuveen

Money

Market

Fund

TIAA-CREF

Bond

Index

Fund

TIAA-CREF

Core

Bond

Fund

TIAA-CREF

Core

Impact

Bond

Fund

TIAA-CREF

Core

Plus

Bond

Fund

TIAA-CREF

5-15

Year

Laddered

Tax-Exempt

Fund

Bond

Fund

TIAA-CREF

Green

Bond

Fund

TIAA-CREF

High-Yield

Fund

TIAA-CREF

Inflation-Linked

Bond

Fund

TIAA-CREF

Short

Duration

Impact

Bond

Fund

TIAA-CREF

Short-Term

Bond

Fund

TIAA-CREF

Short-Term

Bond

Index

Fund

TIAA-CREF

Money

Market

Fund

New

Name

Former

Name

Class

A

Retail

Class

Class

I

Advisor

Class

Class

R6

Institutional

Class

Important

Notices

(continued)

4

Sales

Charge:

Effective

May

6,

2024,

a

sales

charge

is

imposed

on

purchases

of

Class

A

shares

(formerly

Retail

Class

shares)

of

the

Funds

of

less

than

certain

amounts,

as

set

forth

in

the

Funds’

prospectus.

Therefore,

effective

as

of

May

6,

2024,

Class

A

shares

are

available

for

purchase

at

the

offering

price,

which

will

be

the

net

asset

value

(“NAV”)

per

share

plus

an

up-front

sales

charge.

Shareholders

with

an

account

held

directly

with

a

Fund

that

held

Class

A

shares

of

the

Funds

prior

to

May

6,

2024

will

not

be

subject

to

the

sales

charge

on

any

future

purchases

or

redemptions

of

Class

A

shares

of

that

Fund

or

any

other

fund

that

is

a

series

of

the

TIAA-CREF

Funds

or

is

a

Nuveen

Fund

in

their

account.

Such

shareholders

will

be

able

to

purchase

Class

A

shares

at

NAV.

Nuveen

High

Yield

Fund

-

Portfolio

Manager

Update

Effective

December

29,

2023,

Kristal

Seales,

CFA,

was

added

as

a

portfolio

manager

of

the

Fund.

There

were

no

other

changes

to

the

portfolio

management

of

the

Fund

during

the

reporting

period.

Nuveen

Inflation

Linked

Bond

Fund

-

Change

in

Fiscal

and

Tax

Year

Ends

On

February

28,

2024,

the

Fund’s

Board

of

Trustees

approved

that

the

Fund’s

fiscal

and

tax

year

ends

(collectively,

“fiscal

year

end”)

be

changed

from

March

31

to

December

31,

which

became

effective

April

1,

2024.

The

Fund

will

continue

to

follow

its

current

regulatory

reporting

schedule

and

prepare

a

semi-annual

report

as

of

September

30,

2024,

which

will

then

be

followed

by

an

annual

report

for

the

9-month

period

ended

December

31,

2024.

Nuveen

Core

Bond

Fund,

Nuveen

Core

Plus

Bond

Fund,

Nuveen

Green

Bond

Fund,

Nuveen

High

Yield

Fund,

Nuveen

Inflation

Linked

Bond

Fund,

Nuveen

Short

Duration

Impact

Bond

Fund,

Nuveen

Short

Term

Bond

Fund,

Nuveen

Core

Impact

Bond

Fund

and

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund

–

Management

Fees

Effective

May

1,

2024,

the

management

fee

schedule

for

each

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

Teachers

Advisors,

LLC

and

Nuveen

Fund

Advisors,

LLC.

As

of

May

1,

2024,

each

Fund’s

overall

complex-level

fee

begins

at

a

maximum

rate

of

0.1600%

of

each

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

Fund

is

the

fund-level

fee,

effective

as

of

May

1,

2024,

listed

within

this

report

plus

0.1600%.

Refer

to

the

Notes

to

Financial

Statements

within

this

report

for

further

details

on

the

Funds’

management

fees.

5

About

the

Funds’

Benchmarks

Bloomberg

U.S.

Aggregate

Bond

Index:

An

index

designed

to

measure

the

performance

of

the

USD-denominated,

fixed-rate,

U.S.

investment

grade

taxable

bond

market.

The

index

includes

Treasuries,

government-related

and

corporate

securities,

mortgage-backed

securities

(MBS),

asset-backed

securities

(ABS)

and

commercial

mortgage-backed

securities

(CMBS).

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

Bloomberg

U.S.

1–3

Year

Government/Credit

Bond

Index:

An

index

designed

to

measure

the

performance

of

U.S.

Treasury

and

agency

securities

and

corporate

bonds

with

1-

to

3-year

maturities.

ICE

BofA

BB-B

U.S.

Cash

Pay

High

Yield

Constrained

Index:

An

index

that

contains

all

securities

in

the

ICE

BofA

U.S.

Cash

Pay

High

Yield

Constrained

Index

that

are

rated

BB1

through

B3,

based

on

an

average

of

Moody’s,

S&P

and

Fitch,

but

caps

issuer

exposure

at

2%.

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

Bloomberg

10-Year

Municipal

Bond

Index:

An

index

designed

to

measure

the

performance

of

intermediate-

and

longer-term

tax-exempt

bonds.

Bonds

in

the

index

must

be

rated

investment

grade

(Baa3/BBB-

or

higher),

have

an

outstanding

par

value

of

at

least

$7

million

and

be

issued

as

part

of

a

transaction

of

at

least

$75

million.

Bloomberg

U.S.

Treasury

Inflation

Protected

Securities

(TIPS)

1–10

Year

Index:

An

index

designed

to

measure

the

performance

of

fixed-income

securities

with

maturities

between

1

and

10

years

that

are

adjusted

for

inflation,

as

measured

by

the

Consumer

Price

Index

for

All

Urban

Consumers

(CPI-U).

Bloomberg

MSCI

U.S.

Green

Bond

Index:

An

index

designed

to

measure

the

performance

of

USD-denominated

fixed

income

securities

issued

to

fund

projects

with

direct

environmental

benefits.

Index

returns

assume

reinvestment

of

distributions,

but

do

not

reflect

any

applicable

sales

charges

or

management

fees.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses.

For

additional

details

about

the

benchmark

indexes,

please

read

the

funds’

latest

prospectus.

Source:

Bloomberg

Index

Services

Limited.

BLOOMBERG®

is

a

trademark

and

service

mark

of

Bloomberg

Finance

L.P.

and

its

affiliates

(collectively,

“Bloomberg”).

Bloomberg

or

Bloomberg’s

licensors

own

all

proprietary

rights

in

the

Bloomberg

Indices.

Bloomberg

neither

approves

nor

endorses

this

material,

nor

guarantees

the

accuracy

or

completeness

of

any

information

herein,

nor

makes

any

warranty,

express

or

implied,

as

to

the

results

to

be

obtained

therefrom

and,

to

the

maximum

extent

allowed

by

law,

neither

shall

have

any

liability

or

responsibility

for

injury

or

damages

arising

in

connection

therewith.

Source:

ICE

Data

Indices,

LLC

(“ICE

DATA”),

is

used

with

permission.

ICE

DATA,

ITS

AFFILIATES

AND

THEIR

RESPECTIVE

THIRD

PARTY

SUPPLIERS

DISCLAIM

ANY

AND

ALL

WARRANTIES

AND

REPRESENTATIONS,

EXPRESS

AND/OR

IMPLIED,

INCLUDING

ANY

WARRANTIES

OF

MERCHANTABILITY

OR

FITNESS

FOR

A

PARTICULAR

PURPOSE

OR

USE,

INCLUDING

THE

INDICES,

INDEX

DATA

AND

ANY

DATA

INCLUDED

IN,

RELATED

TO,

OR

DERIVED

THEREFROM.

NEITHER

ICE

DATA,

ITS

AFFILIATES

NOR

THEIR

RESPECTIVE

THIRD

PARTY

PROVIDERS

SHALL

BE

SUBJECT

TO

ANY

DAMAGES

OR

LIABILITY

WITH

RESPECT

TO

THE

ADEQUACY,

ACCURACY,

TIMELINESS

OR

COMPLETENESS

OF

THE

INDICES

OR

THE

INDEX

DATA

OR

ANY

COMPONENT

THEREOF,

AND

THE

INDICES

AND

INDEX

DATA

AND

ALL

COMPONENTS

THEREOF

ARE

PROVIDED

ON

AN

“AS

IS”

BASIS

AND

YOUR

USE

IS

AT

YOUR

OWN

RISK.

ICE

DATA,

ITS

AFFILIATES

AND

THEIR

RESPECTIVE

THIRD

PARTY

SUPPLIERS

DO

NOT

SPONSOR,

ENDORSE,

OR

RECOMMEND

NUVEEN

FUNDS,

OR

ANY

OF

ITS

PRODUCTS

OR

SERVICES.

Portfolio

Managers’

Comments

6

Bond

Index

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Bond

Index

Fund returned

1.65%

for

Class

R6,

compared

with

the

1.70% return

of

its

benchmark,

the

Bloomberg

U.S.

Aggregate

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

sectors

in

the

benchmark

advanced

All

of

the

sectors

in

the

Bloomberg

U.S.

Aggregate

Bond

Index

posted

gains

for

the

twelve

months.

U.S.

Treasuries,

the

largest

sector

accounting

for

41.3%

of

the

index’s

total

market

capitalization

as

of

March

31,

2024,

returned

0.1%.

Mortgage-backed

securities,

the

second-largest

sector

with

a

weighting

of

26.4%,

advanced

1.4%.

Corporate

bonds—the

third-largest

sector

at

24.7%—performed

best,

gaining

more

than

4.4%.

Among

smaller

sectors

in

the

benchmark,

commercial

mortgage-backed

securities

and

asset-backed

securities

both

outpaced

the

index,

returning

4.4%

and

4.3%,

respectively

for

the

twelve-month

period.

Fund

trailed

its

benchmark

The

Fund

slightly

underperformed

its

benchmark

for

the

twelve-month

period.

The

Fund’s

return

includes

a

deduction

for

expenses,

while

the

benchmark’s

does

not.

The

Fund

seeks

to

maintain

the

overall

characteristics

of

its

benchmark.

The

Fund’s

managers

invest

in

the

same

sectors

that

are

included

in

the

benchmark

and

closely

match

the

benchmark’s

weightings

and

maturities.

During

the

period,

this

portfolio

had

sector

returns

that

were

similar

to

its

benchmark,

enabling

it

to

resemble

the

index’s

performance.

Throughout

the

period,

the

Fund’s

managers

kept

the

Fund’s

duration—a

measure

of

its

sensitivity

to

interest-rate

changes—close

to

that

of

its

benchmark.

This

strategy

helped

the

Fund’s

risk

and

reward

characteristics

to

more

closely

resemble

those

of

its

benchmark.

Core

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Core

Bond

Fund returned

3.10%

for

Class

R6,

compared

with

the

1.70% return

of

its

benchmark,

the

Bloomberg

U.S.

Aggregate

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

7

Portfolio

Managers’

Comments

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

sectors

in

the

benchmark

advanced

All

of

the

sectors

in

the

Bloomberg

U.S.

Aggregate

Bond

Index

posted

gains

for

the

twelve

months.

U.S.

Treasuries,

the

largest

sector

accounting

for

41.3%

of

the

index’s

total

market

capitalization

as

of

March

31,

2024,

returned

0.1%.

Mortgage-backed

securities

(MBS),

the

second-largest

sector

with

a

weighting

of

26.4%,

advanced

1.4%.

Corporate

bonds—the

third-largest

sector

at

24.7%—performed

best,

gaining

more

than

4.4%.

Among

smaller

sectors

in

the

benchmark,

commercial

mortgage-

backed

securities

(CMBS)

and

asset-backed

securities

(ABS)

both

outpaced

the

index,

returning

4.4%

and

4.3%,

respectively

for

the

twelve-month

period.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

An

overweight

position

in

corporate

bonds—including

a

small

allocation

to

high-yield

and

emerging-markets

corporates—contributed

most

to

the

Fund’s

relative

return.

Favorable

security

selection

and

overweight

positions

in

the

non-agency

MBS,

ABS

and

CMBS

sectors

also

lifted

the

Fund’s

performance

relative

to

the

benchmark.

The

Fund’s

generally

shorter-than-benchmark

duration

and

overall

yield

curve

positioning—how

the

Fund

was

invested

across

different

bond

maturities—were

also

additive.

By

contrast,

the

Fund’s

security

selection

among

CMBS

slightly

detracted

for

the

twelve-month

period.

Core

Impact

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Core

Impact

Bond

Fund returned

2.73%

for

Class

R6,

compared

with

the

1.70% return

of

its

benchmark,

the

Bloomberg

U.S.

Aggregate

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

sectors

in

the

benchmark

advanced

All

of

the

sectors

in

the

Bloomberg

U.S.

Aggregate

Bond

Index

posted

gains

for

the

twelve

months.

U.S.

Treasuries,

the

largest

sector

accounting

for

41.3%

of

the

index’s

total

market

capitalization

as

of

March

31,

2024,

returned

0.1%.

Mortgage-backed

securities

(MBS),

the

second-largest

sector

with

a

weighting

of

26.4%,

advanced

1.4%.

Corporate

bonds—the

third-largest

sector

at

24.7%—performed

best,

gaining

more

than

4.4%.

Among

smaller

sectors

in

the

benchmark,

commercial

mortgage-

backed

securities

(CMBS)

and

asset-backed

securities

(ABS)

both

outpaced

the

index,

returning

4.4%

and

4.3%,

respectively

for

the

twelve-month

period.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

The

Fund’s

underweight

allocations

to

U.S.

Treasuries

and

agency

MBS

and

overweight

allocations

to

non-agency

MBS,

corporate

bonds

and

CMBS

aided

performance.

In

addition,

security

selection

within

ABS

and

CMBS

contributed

to

benchmark

relative

results.

Portfolio

Managers’

Comments

(continued)

8

By

contrast,

the

Fund’s

yield

curve

positioning

among

U.S.

Treasuries

detracted

most

from

its

relative

return

for

the

twelve-

month

period.

Core

Plus

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Core

Plus

Bond

Fund returned

3.75%

for

Class

R6,

compared

with

the

1.70% return

of

its

benchmark,

the

Bloomberg

U.S.

Aggregate

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

sectors

in

the

benchmark

advanced

All

of

the

sectors

in

the

Bloomberg

U.S.

Aggregate

Bond

Index

posted

gains

for

the

twelve

months.

U.S.

Treasuries,

the

largest

sector

accounting

for

41.3%

of

the

index’s

total

market

capitalization

as

of

March

31,

2024,

returned

0.1%.

Mortgage-backed

securities

(MBS),

the

second-largest

sector

with

a

weighting

of

26.4%,

advanced

1.4%.

Corporate

bonds—the

third-largest

sector

at

24.7%—performed

best,

gaining

more

than

4.4%.

Among

smaller

sectors

in

the

benchmark,

commercial

mortgage-

backed

securities

(CMBS)

and

asset-backed

securities

(ABS)

both

outpaced

the

index,

returning

4.4%

and

4.3%,

respectively

for

the

twelve-month

period.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

An

overweight

position

in

corporate

bonds—including

a

small

allocation

to

high-yield

and

emerging-markets

corporates—contributed

most

to

the

Fund’s

relative

return.

Overweight

positions

and

favorable

security

selection

in

the

non-agency

MBS,

ABS

and

emerging-markets

sovereign

sectors

also

lifted

the

Fund’s

performance

relative

to

the

benchmark.

The

Fund’s

generally

shorter-than-benchmark

duration

and

overall

yield

curve

positioning—how

the

Fund

was

invested

across

different

bond

maturities—were

also

additive.

By

contrast,

the

Fund’s

security

selection

among

CMBS

slightly

detracted

for

the

twelve-month

period.

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

5–15

Year

Laddered

Tax

Exempt

Bond

Fund returned

3.07%

for

Class

R6,

compared

with

the

2.39% return

of

its

benchmark,

the

Bloomberg

10-Year

Municipal

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

9

Portfolio

Managers’

Comments

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

sectors

in

the

benchmark

advanced

All

of

the

sectors

in

the

Bloomberg

10-Year

Municipal

Bond

Index

posted

gains

for

the

twelve

months.

The

industrial

development

sector

performed

best

with

a

return

of

6.6%,

followed

by

the

resource

recovery

sector

with

a

gain

of

3.9%.

The

lease

backed

sector

advanced

3.3%,

while

the

health

care

sector

rose

3.2%.

Transportation,

the

benchmark’s

second-largest

sector,

returned

2.8%,

and

the

utility

sector

gained

2.4%.

State

general

obligations

(GOs),

the

benchmark’s

largest

sector

accounting

for

17.0%

of

the

index’s

total

market

capitalization

on

March

31,

2024,

performed

worst

with

a

return

of

1.6%.

As

of

March

31,

2024,

higher-rated

10-year

AAA

municipal

bonds

yielded

2.52%,

compared

with

the

4.20%

yield

on

the

10-

year

U.S.

Treasury

bond.

New

municipal

issuance

during

the

twelve-month

period

was

$399.4

billion,

up

from

$362.8

billion

for

the

prior

twelve

months,

from

April

1,

2022,

through

March

31,

2023.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

An

allocation

to

the

local

GO

sector

contributed

most

to

the

Fund’s

relative

performance

versus

the

index,

primarily

due

to

favorable

security

selection

and

yield

curve

positioning—how

the

Fund

was

invested

across

different

bond

maturities.

Overweight

positions

and

security

selection

in

the

transportation,

lease

backed,

utility

and

education

sectors

were

also

beneficial.

By

contrast,

holdings

in

the

water/sewer,

state

GO

and

industrial

development

sectors

hampered

the

Fund’s

relative

return.

Green

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Green

Bond

Fund returned

3.44%

for

Class

R6,

compared

with

the

3.74% return

of

its

benchmark,

the

Bloomberg

MSCI

U.S.

Green

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

benchmark

sectors

advanced

All

of

the

sectors

in

the

Bloomberg

MSCI

U.S.

Green

Bond

Index

posted

gains

for

the

twelve

months.

Corporate

bonds,

the

largest

sector

in

the

index

with

a

weighting

of

55.7%

on

March

31,

2024,

surpassed

the

benchmark

with

a

return

of

4.8%.

Government

agency

bonds,

the

index’s

second

largest

sector

with

a

weighting

of

23.6%,

and

government

credit

securities,

the

benchmark’s

third-largest

sector

at

19.9%,

both

trailed

the

index,

returning

3.0%

and

1.6%,

respectively.

Commercial

mortgage-

backed

securities

(CMBS),

which

represented

just

0.2%

of

the

index,

returned

3.3%.

Portfolio

Managers’

Comments

(continued)

10

Fund

trailed

its

benchmark

The

Fund

underperformed

its

benchmark

for

the

twelve-month

period.

The

Fund’s

security

selection

and

underweight

position

in

corporate

bonds

detracted

most

from

its

relative

performance

versus

the

index.

Yield

curve

positioning

in

government

agency

bonds

and

an

out-of-benchmark

position

in

U.S.

Treasuries

also

hurt

the

Fund’s

relative

return.

On

the

positive

side,

the

Fund’s

out-of-benchmark

allocation

to

asset-backed

securities,

contributed

most

to

its

relative

performance.

Overall

yield

curve

positioning—how

the

Fund

was

invested

across

different

bond

maturities—as

well

as

its

allocations

to

CMBS

and

municipal

bonds

were

also

beneficial.

High

Yield

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

High

Yield

Fund returned

11.06%

for

Class

R6,

compared

with

the

10.11% return

of

its

benchmark,

the

ICE

BofA

BB-B

U.S.

Cash

Pay

High

Yield

Constrained

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

benchmark

sectors

posted

gains

For

the

twelve

months,

all

high-yield

bond

sectors

advanced.

The

best

performer

was

department

stores,

gaining

23.8%.

Forestry/paper,

one

of

the

benchmark’s

smallest

sectors

as

of

March

31,

2024,

was

the

worst

performer,

rising

1.2%.

High-yield

bonds

posted

positive

results

across

all

credit

quality

tiers

for

the

twelve

months

as

investors

gravitated

toward

riskier

asset

classes

rather

than

higher-rated

bonds

such

as

U.S.

Treasuries.

Lower-quality

bonds

(those

rated

“CCC”

and

below)

had

the

best

performance

with

a

gain

of

18.6%.

Bonds

rated

“B”

and

“BB”

returned

11.4%

and

9.1%,

respectively.

New

high-yield

debt

issuance

totaled

more

than

$222

billion

for

the

twelve

months,

up

substantially

from

the

$97

billion

for

the

same

period

in

2023.

The

U.S.

dollar-weighted

speculative

grade

corporate

default

rate

increased

to

2.7%

on

March

31,

2024,

from

1.3%

a

year

earlier,

according

to

Moody’s

Investors

Service.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

Overweight

positions

in

gas

distribution

provider

EQM

Midstream

Partners,

health

services

company

Global

Medical

Response

and

support-services

firm

Albion

Financing

were

the

largest

contributors

to

the

Fund’s

relative

return

as

all

three

performed

well

during

the

period.

By

contrast,

the

Fund

was

hurt

most

by

out-of-benchmark

allocations

to

specialty

retailer

Jo

Ann

Stores

and

cloud

solutions

services

provider

Rackspace

Technology,

followed

by

an

overweight

position

in

chemical

company

Trinseo.

Inflation

Linked

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Inflation

Linked

Bond

Fund returned

1.74%

for

Class

R6,

compared

with

the

1.65% return

of

its

benchmark,

the

Bloomberg

U.S.

Treasury

Inflation

Protected

Securities

(TIPS)

1-10

Year

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

11

Portfolio

Managers’

Comments

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

The

Fund’s

large

position

in

the

U.S.

Treasury

sector,

which

accounted

for

the

vast

majority

of

the

Fund’s

holdings,

contributed

most

to

relative

performance.

Favorable

yield

curve

positioning—how

the

Fund

was

invested

across

different

bond

maturities—was

the

primary

factor

for

the

Fund’s

outperformance

in

this

sector.

During

the

period,

the

portfolio

managers

aligned

the

Fund’s

duration—a

measure

of

the

Fund’s

sensitivity

to

interest-

rate

changes—close

to

that

of

the

TIPS

1–10

Year

index.

This

investment

strategy

helped

the

Fund’s

risk

and

reward

characteristics

to

remain

in

line

with

those

of

its

benchmark.

Short

Duration

Impact

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Short

Duration

Impact

Bond

Fund returned

4.33%

for

Class

R6,

compared

with

the

3.49% return

of

its

benchmark,

the

Bloomberg

U.S.

1-3

Year

Government/Credit

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

benchmark

sectors

advanced

All

of

the

sectors

in

the

Bloomberg

U.S.

1–3

Year

Government/Credit

Bond

Index

posted

gains

for

the

twelve

months.

Short-

term

U.S.

Treasuries,

by

far

the

benchmark’s

largest

sector

with

a

weighting

of

66.0%

on

March

31,

2024,

gained

2.9%.

Corporate

bonds—the

second-largest

sector

with

a

weighting

of

24.9%—was

the

index’s

best-performing

component

with

a

return

of

5.0%.

Government

agency

bonds

and

government

credit

securities

advanced

3.6%

and

3.1%,

respectively.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

An

overweight

position

in

corporate

bonds

contributed

most

to

the

Fund’s

relative

performance

versus

the

index.

Out-of-benchmark

allocations

to

the

asset-backed

securities,

commercial

mortgage-backed

securities

and

municipal

bond

sectors

also

benefited

substantially.

Portfolio

Managers’

Comments

(continued)

12

By

contrast,

the

Fund’s

yield

curve

positioning—how

the

Fund

was

invested

across

different

bond

maturities—among

short-

term

U.S.

Treasuries

detracted

most

from

its

relative

return

for

the

twelve-month

period.

Short

Term

Bond

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Short

Term

Bond

Fund returned

4.73%

for

Class

R6,

compared

with

the

3.49% return

of

its

benchmark,

the

Bloomberg

U.S.

1-3

Year

Government/Credit

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

benchmark

sectors

advanced

All

of

the

sectors

in

the

Bloomberg

U.S.

1–3

Year

Government/Credit

Bond

Index

posted

gains

for

the

twelve

months.

Short-

term

U.S.

Treasuries,

by

far

the

benchmark’s

largest

sector

with

a

weighting

of

66.0%

on

March

31,

2024,

gained

2.9%.

Corporate

bonds—the

second-largest

sector

with

a

weighting

of

24.9%—was

the

index’s

best-performing

component

with

a

return

of

5.0%.

Government

agency

bonds

and

government

credit

securities

advanced

3.6%

and

3.1%,

respectively.

Fund

surpassed

its

benchmark

The

Fund

outperformed

its

benchmark

for

the

twelve-month

period.

Out-of-benchmark

allocations

to

the

mortgage-backed

securities

and

commercial

mortgage-backed

securities

sectors

contributed

most

to

the

Fund’s

relative

performance

versus

the

index.

An

overweight

position

in

corporate

bonds

and

an

out-of-benchmark

investment

in

asset-backed

securities

also

benefited

substantially.

By

contrast,

the

Fund’s

yield

curve

positioning—how

the

Fund

was

invested

across

different

bond

maturities—among

short-

term

U.S.

Treasuries

detracted

most

from

its

relative

return

for

the

twelve-month

period.

Short

Term

Bond

Index

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Short

Term

Bond

Index

Fund returned

3.38%

for

Class

R6,

compared

with

the

3.49% return

of

its

benchmark,

the

Bloomberg

U.S.

1-3

Year

Government/Credit

Bond

Index.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

13

Portfolio

Managers’

Comments

All

major

sectors

of

the

fixed-income

market

gained

ground

for

the

period,

despite

higher

yields

on

U.S.

Treasury

securities

across

all

maturities

(bond

prices

move

in

the

opposite

direction

of

yields).

The

Bloomberg

U.S.

Aggregate

Bond

Index,

a

broad

measure

of

the

U.S.

investment-grade

fixed-rate

bond

market,

advanced.

High-yield

bonds

performed

best

with

a

double-digit

gain,

followed

by

single-digit

returns

among

short-term

and

municipal

bonds.

U.S.

Treasury

inflation-protected

securities

(TIPS)

recorded

the

smallest

gain.

All

benchmark

sectors

advanced

All

of

the

sectors

in

the

Bloomberg

U.S.

1–3

Year

Government/Credit

Bond

Index

posted

gains

for

the

twelve

months.

Short-

term

U.S.

Treasuries,

by

far

the

benchmark’s

largest

sector

with

a

weighting

of

66.0%

on

March

31,

2024,

gained

2.9%.

Corporate

bonds—the

second-largest

sector

with

a

weighting

of

24.9%—was

the

index’s

best-performing

component

with

a

return

of

5.0%.

Government

agency

bonds

and

government

credit

securities

advanced

3.6%

and

3.1%,

respectively.

Fund

trailed

its

benchmark

The

Fund

underperformed

its

benchmark

for

the

twelve-month

period.

The

Fund’s

return

includes

a

deduction

for

expenses,

while

the

benchmark’s

does

not.

The

Fund

seeks

to

maintain

the

overall

characteristics

of

its

benchmark.

The

Fund’s

managers

invest

in

the

same

sectors

that

are

included

in

the

benchmark

and

closely

match

the

benchmark’s

weightings

and

maturities.

At

times,

the

Fund

may

also

invest

in

securities

not

held

in

the

index,

but

which

have

investment

characteristics

that

are

similar

to

securities

held

in

the

index.

During

the

period,

this

portfolio

had

sector

returns

that

were

similar

to

its

benchmark,

enabling

it

to

resemble

the

index’s

performance.

Throughout

the

period,

the

Fund’s

managers

kept

the

Fund’s

duration—a

measure

of

its

sensitivity

to

interest

rate

changes—close

to

that

of

its

benchmark.

This

strategy

helped

the

Fund’s

risk

and

reward

characteristics

to

more

closely

resemble

those

of

its

benchmark.

Money

Market

Fund

Performance

for

the

twelve

months

ended

March

31,

2024

The

Money

Market

Fund returned

5.27%

for

Class

R6,

compared

with

the

5.00% return

of

its

benchmark,

the

iMoneyNet

Money

Fund

Averages™—All

Government.

The

performance

table

shows

returns

for

all

share

classes

of

the

Fund.

Economy

expanded

as

inflation

eased

The

U.S.

economy

grew

steadily

in

2023

as

consumer

spending

remained

strong

and

inflation

slowly

eased.

Real

gross

domestic

product,

which

measures

the

value

of

all

goods

and

services

produced

in

the

United

States,

increased

at

an

annualized

rate

of

3.4%

during

the

fourth

quarter

of

last

year,

according

to

the

government’s

“third”

estimate.

The

unemployment

rate

increased

modestly

to

3.8%

in

March

2024.

Core

inflation,

which

measures

all

items

except

food

and

energy,

rose

3.8%

over

the

twelve

months

ended

March

2024.

Crude

oil

prices

fluctuated

but

ended

the

period

slightly

higher.

The

Federal

Reserve

responded

to

elevated

inflation

early

in

the

period

by

raising

the

federal

funds

target

rate

to

5.25%–

5.50%

by

the

end

of

July

2023.

However,

the

Fed

took

no

further

action

over

the

rest

of

the

twelve-month

period

as

the

pace

of

inflation

slowed.

Higher

short-term

rates

benefited

money

market

investors

Although

inflation

continues

to

present

an

economic

concern

for

the

United

States,

the

increase

in

short-term

bond

yields

during

the

period

was

a

positive

sign

for

money

market

investments.

Moreover,

the

Fed’s

monetary

policy

of

keeping

rates

elevated

until

inflation

subsides

should

continue

to

bode

well

for

yields

on

the

short-term

government

securities

in

which

the

Fund

invests.

Variable-rate

debt

securities,

which

made

up

approximately

20%

of

the

Fund’s

portfolio

at

period-end,

stand

to

benefit,

should

short-term

interest

rates

increase.

The

“secured

overnight

financing

rate”

(SOFR)—a

key

indicator

of

short-term

government

money

market

rates

increased

from

4.84%

on

April

3,

2023,

to

5.34%

on

March

28,

2024

Fund

surpassed

the

iMoneyNet

average

For

the

twelve-month

period,

the

Money

Market

Fund

outperformed

the

iMoneyNet

average.

The

Fund

continued

to

invest

in

variable-rate

government

agency

securities,

which

provide

a

yield

enhancement

over

short-term

fixed

rate

securities

and

contributed

to

the

Fund’s

outperformance.

As

of

March

26,

2024,

the

Fund’s

weighted

average

maturity

(WAM)

was

52

days,

versus

38

days

for

the

iMoneyNet

average.

iMoneyNet

releases

their

data

on

a

weekly

basis,

and

March

26

was

the

last

date

of

release

for

the

month.

Bond

Index

Fund

14

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$10,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Bond

Index

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

9/14/09

1

.32

%

-

0

.09

%

1

.10

%

0

.38

%

0

.38

%

Class

I

12/4/15

1

.65

0

.14

1

.35

†

0

.17

0

.17

Premier

Class

9/30/09

1

.49

0

.07

1

.27

0

.22

0

.22

Class

R6

9/14/09

1

.65

0

.22

1

.42

0

.07

0

.07

Retirement

Class

9/14/09

1

.39

-

0

.03

1

.17

0

.32

0

.32

Class

W

9/28/18

1

.83

0

.33

1

.48

†

0

.07

0

.00

Bloomberg

U.S.

Aggregate

Bond

Index

–

1

.70

0

.36

1

.54

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

and

Class

W

that

is

prior

to

their

respective

inception

dates

is

based

on

the

performance

of

Class

R6.

The

performance

for

these

periods

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I

and

Class

W.

If

these

actual

expenses

had

been

reflected,

the

performance

of

these

two

classes

shown

for

these

periods

would

have

been

different

because

Class

I

and

Class

W

have

different

expenses

than

Class

R6.

15

Bond

Index

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

23.61

billion

Portfolio

turnover

rate

14%

Number

of

issues

9,070

Option-adjusted

duration

‡

6.21

years

Average

maturity

§

8.63

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

71.4

Corporate

bonds

25.6

Structured

assets

2.3

Short-term

investments

0.7

Investments

purchased

with

collateral

from

securities

lending

1.2

Other

assets

&

liabilities,

net

-1.2

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

2.4

1-3

years

19.2

3-5

years

18.7

5-10

years

36.2

Over

10

years

23.5

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

68.1

Aaa/AAA

4.0

Aa/AA

3.0

A/A

12.2

Baa/BBB

12.7

Non-rated

0.0

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

Core

Bond

Fund

16

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Core

Bond

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

3/31/06

2

.80

%

0

.54

%

1

.71

%

0

.58

%

0

.58

%

Class

I

12/4/15

3

.07

0

.70

1

.94

†

0

.42

0

.42

Premier

Class

9/30/09

2

.94

0

.67

1

.86

0

.44

0

.44

Class

R6

7/1/99

3

.10

0

.84

2

.02

0

.29

0

.29

Retirement

Class

3/31/06

2

.86

0

.58

1

.76

0

.54

0

.54

Class

W

9/28/18

3

.40

1

.13

2

.18

†

0

.29

0

.00

Bloomberg

U.S.

Aggregate

Bond

Index

–

1

.70

0

.36

1

.54

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

and

Class

W

that

is

prior

to

their

respective

inception

dates

is

based

on

the

performance

of

Class

R6.

The

performance

for

these

periods

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I

and

Class

W.

If

these

actual

expenses

had

been

reflected,

the

performance

of

these

two

classes

shown

for

these

periods

would

have

been

different

because

Class

I

and

Class

W

have

different

expenses

than

Class

R6.

17

Core

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

10.06

billion

Portfolio

turnover

rate

62%

Portfolio

turnover

rate,

excluding

mortgage

dollar-roll

transactions

54%

Number

of

issues

2,007

Option-adjusted

duration

‡

6.15

years

Average

maturity

§

9.14

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

48.9

Corporate

bonds

33.6

Structured

assets

14.1

Bank

loan

obligations

1.8

Preferred

stocks

0.1

Common

stocks

0.0

Short-term

investments

0.6

Investments

purchased

with

collateral

from

securities

lending

1.3

Other

assets

&

liabilities,

net

-0.4

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

3.5

1-3

years

15.1

3-5

years

13.6

5-10

years

45.7

Over

10

years

22.1

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

43.7

Aaa/AAA

5.8

Aa/AA

5.6

A/A

12.7

Baa/BBB

22.6

Ba/BB

5.1

B/B

2.9

Below

B/B

0.2

Non-rated

1.4

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

Core

Impact

Bond

Fund

18

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Core

Impact

Bond

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

9/21/12

2

.35

%

0

.19

%

1

.75

%

0

.63

%

0

.63

%

Class

I

12/4/15

2

.54

0

.38

1

.96

†

0

.43

0

.43

Premier

Class

9/21/12

2

.42

0

.28

1

.86

0

.66

0

.55

Class

R6

9/21/12

2

.73

0

.48

2

.03

0

.37

0

.37

Retirement

Class

9/21/12

2

.47

0

.21

1

.78

0

.62

0

.62

Bloomberg

U.S.

Aggregate

Bond

Index

–

1

.70

0

.36

1

.54

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

that

is

prior

to

its

inception

date

is

based

on

the

performance

of

Class

R6.

The

performance

for

this

period

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I.

If

these

actual

expenses

had

been

reflected,

the

performance

of

Class

I

shown

for

this

period

would

have

been

different

because

Class

I

has

different

expenses

than

Class

R6.

19

Core

Impact

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

6.31

billion

Portfolio

turnover

rate

142%

Portfolio

turnover

rate,

excluding

mortgage

dollar-roll

transactions

137%

Number

of

issues

1,029

Option-adjusted

duration

‡

6.18

years

Average

maturity

§

9.45

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

56.7

Corporate

bonds

27.7

Structured

assets

13.4

Bank

loan

obligations

0.7

Preferred

stocks

0.5

Short-term

investments

0.6

Investments

purchased

with

collateral

from

securities

lending

3.3

Other

assets

&

liabilities,

net

-2.9

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

4.0

1-3

years

12.0

3-5

years

14.3

5-10

years

47.2

Over

10

years

22.5

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

40.2

Aaa/AAA

10.4

Aa/AA

11.3

A/A

13.6

Baa/BBB

15.9

Ba/BB

2.7

B/B

0.7

Below

B/B

0.0

Non-rated

5.2

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

Core

Plus

Bond

Fund

20

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Core

Plus

Bond

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

3/31/06

3

.52

%

0

.79

%

1

.92

%

0

.62

%

0

.62

%

Class

I

12/4/15

3

.77

1

.04

2

.18

†

0

.38

0

.38

Premier

Class

9/30/09

3

.70

0

.96

2

.09

0

.45

0

.45

Class

R6

3/31/06

3

.75

1

.11

2

.23

0

.30

0

.30

Retirement

Class

3/31/06

3

.49

0

.84

1

.98

0

.55

0

.55

Class

W

9/28/18

4

.06

1

.39

2

.40

†

0

.30

0

.00

Bloomberg

U.S.

Aggregate

Bond

Index

–

1

.70

0

.36

1

.54

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

and

Class

W

that

is

prior

to

their

respective

inception

dates

is

based

on

the

performance

of

Class

R6.

The

performance

for

these

periods

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I

and

Class

W.

If

these

actual

expenses

had

been

reflected,

the

performance

of

these

two

classes

shown

for

these

periods

would

have

been

different

because

Class

I

and

Class

W

have

different

expenses

than

Class

R6.

21

Core

Plus

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

4.76

billion

Portfolio

turnover

rate

56%

Portfolio

turnover

rate,

excluding

mortgage

dollar-roll

transactions

49%

Number

of

issues

1,716

Option-adjusted

duration

‡

6.15

years

Average

maturity

§

9.36

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

43.6

Corporate

bonds

37.8

Structured

assets

13.0

Bank

loan

obligations

3.3

Preferred

stocks

0.1

Common

stocks

0.0

Short-term

investments

1.1

Investments

purchased

with

collateral

from

securities

lending

1.2

Other

assets

&

liabilities,

net

-0.1

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

2.3

1-3

years

13.8

3-5

years

15.0

5-10

years

45.2

Over

10

years

23.7

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

37.4

Aaa/AAA

3.5

Aa/AA

4.1

A/A

11.3

Baa/BBB

24.8

Ba/BB

10.2

B/B

5.8

Below

B/B

0.5

Non-rated

2.4

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

22

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

3/31/06

2

.78

%

0

.95

%

1

.95

%

0

.62

%

0

.58

%

Class

I

12/4/15

2

.87

1

.11

2

.16

†

0

.44

0

.40

Class

R6

3/31/06

3

.07

1

.22

2

.23

0

.34

0

.30

Bloomberg

10-Year

Municipal

Bond

Index

–

2

.39

1

.82

2

.84

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

that

is

prior

to

its

inception

date

is

based

on

the

performance

of

Class

R6.

The

performance

for

this

period

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I.

If

these

actual

expenses

had

been

reflected,

the

performance

of

Class

I

shown

for

this

period

would

have

been

different

because

Class

I

has

different

expenses

than

Class

R6.

23

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

222.42

million

Portfolio

turnover

rate

48%

Number

of

issues

217

Option-adjusted

duration

‡

5.20

years

Average

maturity

§

9.92

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

99.3

Short-term

investments

0.2

Other

assets

&

liabilities,

net

0.5

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

0.5

1-3

years

1.4

3-5

years

7.7

5-10

years

44.8

Over

10

years

45.6

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Aaa/AAA

10.6

Aa/AA

42.6

A/A

36.3

Baa/BBB

7.9

Ba/BB

1.4

Non-rated

1.2

Total

100.0

Green

Bond

Fund

24

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

invested

at

Fund's

inception

Class

R6

(inception

November

16,

2018)

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Green

Bond

Fund

Inception

date

1

year

5

years

since

inception

gross

net

Class

A

11/16/18

3

.12

%

0

.85

%

1

.64

%

0

.91

%

0

.80

%

Class

I

11/16/18

3

.34

1

.09

1

.88

0

.71

0

.60

Premier

Class

11/16/18

3

.29

1

.00

1

.79

0

.77

0

.60

Class

R6

11/16/18

3

.44

1

.13

1

.93

0

.61

0

.45

Retirement

Class

11/16/18

3

.19

0

.97

1

.76

0

.86

0

.70

Bloomberg

MSCI

U.S.

Green

Bond

Index

–

3

.74

1

.03

1

.98

§

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

§

Performance

is

calculated

from

the

inception

date

of

Class

R6.

25

Green

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

156.68

million

Portfolio

turnover

rate

62%

Number

of

issues

249

Option-adjusted

duration

‡

5.08

years

Average

maturity

§

7.87

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Corporate

bonds

52.2

Government

bonds

26.6

Structured

assets

18.1

Bank

loan

obligations

1.8

Preferred

stocks

0.5

Short-term

investments

2.8

Investments

purchased

with

collateral

from

securities

lending

2.1

Other

assets

&

liabilities,

net

-4.1

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

10.2

1-3

years

16.8

3-5

years

19.0

5-10

years

36.5

Over

10

years

17.5

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

4.4

Aaa/AAA

16.1

Aa/AA

13.5

A/A

29.5

Baa/BBB

19.7

Ba/BB

6.3

B/B

1.1

Non-rated

9.4

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

High

Yield

Fund

26

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

High

Yield

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

3/31/06

10

.71

%

3

.29

%

3

.71

%

0

.66

%

0

.66

%

Class

I

12/4/15

10

.80

3

.45

3

.89

†

0

.49

0

.49

Premier

Class

9/30/09

10

.88

3

.42

3

.84

0

.51

0

.51

Class

R6

3/31/06

11

.06

3

.57

4

.00

0

.36

0

.36

Retirement

Class

3/31/06

10

.65

3

.32

3

.74

0

.61

0

.61

Class

W

9/28/18

11

.46

3

.93

4

.19

†

0

.36

0

.00

ICE

BofA

BB-B

U.S.

Cash

Pay

High

Yield

Constrained

Index

–

10

.11

3

.97

4

.36

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

and

Class

W

that

is

prior

to

their

respective

inception

dates

is

based

on

the

performance

of

Class

R6.

The

performance

for

these

periods

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I

and

Class

W.

If

these

actual

expenses

had

been

reflected,

the

performance

of

these

two

classes

shown

for

these

periods

would

have

been

different

because

Class

I

and

Class

W

have

different

expenses

than

Class

R6.

27

High

Yield

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

Credit

quality

ratings

are

based

on

the

ICE

BofA

Index

composite

ratings

methodology,

which

is

a

simple

average

of

ratings

from Moody's,

Standard

&

Poor's and Fitch.

If

only

two

of

the

designated

agencies

rate

a

bond,

the

composite

rating

is

based

on

an

average

of

the

two.

Likewise,

if

only

one

of

the

designated

agencies

rates

a

bond,

the

composite

rating

is

based

on

that

one

rating.

as

of

3/31/2024

Net

assets

$

1.99

billion

Portfolio

turnover

rate

46%

Number

of

issues

274

Option-adjusted

duration

‡

3.25

years

Average

maturity

§

5.24

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Corporate

bonds

88.4

Bank

loan

obligations

6.2

Common

stocks

2.5

Short-term

investments

2.6

Investments

purchased

with

collateral

from

securities

lending

2.2

Other

assets

&

liabilities,

net

-1.9

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

2.6

1-3

years

14.8

3-5

years

32.8

5-10

years

48.6

Over

10

years

1.2

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Baa/BBB

0.4

Ba/BB

47.7

B/B

44.5

Below

B/B

4.4

Non-rated

3.0

Total

100.0

Inflation

Linked

Bond

Fund

28

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Inflation

Linked

Bond

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

10/1/02

1

.40

%

2

.49

%

1

.81

%

0

.56

%

0

.56

%

Class

I

12/4/15

1

.60

2

.72

2

.06

†

0

.35

0

.35

Premier

Class

9/30/09

1

.62

2

.67

1

.98

0

.40

0

.40

Class

R6

10/1/02

1

.74

2

.82

2

.14

0

.25

0

.25

Retirement

Class

3/31/06

1

.58

2

.57

1

.88

0

.50

0

.50

Class

W

9/28/18

2

.03

3

.07

2

.27

†

0

.25

0

.00

Bloomberg

U.S.

Treasury

Inflation

Protected

Securities

(TIPS)

1-10

Year

Index

–

1

.65

2

.96

2

.23

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

and

Class

W

that

is

prior

to

their

respective

inception

dates

is

based

on

the

performance

of

Class

R6.

The

performance

for

these

periods

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I

and

Class

W.

If

these

actual

expenses

had

been

reflected,

the

performance

of

these

two

classes

shown

for

these

periods

would

have

been

different

because

Class

I

and

Class

W

have

different

expenses

than

Class

R6.

29

Inflation

Linked

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

2.98

billion

Portfolio

turnover

rate

30%

Number

of

issues

52

Option-adjusted

duration

‡

4.50

years

Average

maturity

§

4.83

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

98.3

Corporate

bonds

0.3

Short-term

investments

0.2

Other

assets

&

liabilities,

net

1.2

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

3.0

1-3

years

27.5

3-5

years

30.9

5-10

years

38.4

Over

10

years

0.2

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

99.7

Non-rated

0.3

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

Short

Duration

Impact

Bond

Fund

30

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

invested

at

Fund's

inception

Class

R6

(inception

November

16,

2018)

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Short

Duration

Impact

Bond

Fund

Inception

date

1

year

5

years

since

inception

gross

net

Class

A

11/16/18

4

.04

%

1

.77

%

1

.99

%

0

.99

%

0

.70

%

Class

I

11/16/18

4

.30

2

.02

2

.24

0

.78

0

.50

Premier

Class

11/16/18

4

.18

1

.89

2

.12

0

.89

0

.50

Class

R6

11/16/18

4

.33

2

.04

2

.28

0

.74

0

.35

Retirement

Class

11/16/18

4

.07

1

.79

2

.03

0

.99

0

.60

Bloomberg

U.S.

1-3

Year

Government/Credit

Bond

Index

–

3

.49

1

.36

1

.65

§

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

§

Performance

is

calculated

from

the

inception

date

of

Class

R6.

31

Short

Duration

Impact

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

75.88

million

Portfolio

turnover

rate

269%

Number

of

issues

187

Option-adjusted

duration

‡

1.82

years

Average

maturity

§

2.48

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

44.2

Corporate

bonds

33.3

Structured

assets

19.4

Bank

loan

obligations

2.4

Short-term

investments

0.7

Investments

purchased

with

collateral

from

securities

lending

2.8

Other

assets

&

liabilities,

net

-2.8

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

19.4

1-3

years

47.9

3-5

years

25.3

5-10

years

7.4

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

20.6

Aaa/AAA

17.5

Aa/AA

10.5

A/A

20.5

Baa/BBB

13.0

Ba/BB

3.7

B/B

0.6

Non-rated

13.6

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

Short

Term

Bond

Fund

32

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$2,000,000

over

10

years

Class

R6

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Short

Term

Bond

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

3/31/06

4

.40

%

1

.65

%

1

.50

%

0

.58

%

0

.58

%

Class

I

12/4/15

4

.63

1

.86

1

.74

†

0

.36

0

.36

Premier

Class

9/30/09

4

.57

1

.79

1

.65

0

.42

0

.42

Class

R6

3/31/06

4

.73

1

.95

1

.81

0

.27

0

.27

Retirement

Class

3/31/06

4

.36

1

.70

1

.55

0

.52

0

.52

Class

W

9/28/18

5

.01

2

.22

1

.95

†

0

.27

0

.00

Bloomberg

U.S.

1-3

Year

Government/Credit

Bond

Index

–

3

.49

1

.36

1

.29

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

and

Class

W

that

is

prior

to

their

respective

inception

dates

is

based

on

the

performance

of

Class

R6.

The

performance

for

these

periods

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I

and

Class

W.

If

these

actual

expenses

had

been

reflected,

the

performance

of

these

two

classes

shown

for

these

periods

would

have

been

different

because

Class

I

and

Class

W

have

different

expenses

than

Class

R6.

33

Short

Term

Bond

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

1.86

billion

Portfolio

turnover

rate

114%

Number

of

issues

330

Option-adjusted

duration

‡

2.04

years

Average

maturity

§

2.58

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

44.5

Corporate

bonds

34.1

Structured

assets

18.1

Bank

loan

obligations

1.6

Short-term

investments

0.6

Investments

purchased

with

collateral

from

securities

lending

3.7

Other

assets

&

liabilities,

net

-2.6

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

13.0

1-3

years

56.3

3-5

years

27.3

5-10

years

3.4

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

38.6

Aaa/AAA

6.3

Aa/AA

8.3

A/A

19.3

Baa/BBB

22.3

Ba/BB

2.3

B/B

0.4

Below

B/B

0.0

Non-rated

2.5

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

Short

Term

Bond

Index

Fund

34

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

and

30-day

SEC

yield

information, including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

performance

would

be

lower.

You

cannot

invest

directly

in

any

index.

Index

returns

do

not

include

a

deduction

for

fees

or

expenses. 

$10,000,000

invested

at

Fund's

inception

Class

R6

(inception

August

7,

2015)

Ending

amounts

are

as

of

March

31,

2024.

For

the

purpose

of

comparison,

the

graph

also

shows

the

change

in

the

value

of

the

Fund's

benchmark

during

the

same

period.

The

performance

of

the

other

share

classes

varies

due

to

differences

in

expense

charges.

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Short

Term

Bond

Index

Fund

Inception

date

1

year

5

years

since

inception

gross

net

Class

A

8/7/15

3

.14

%

0

.95

%

0

.90

%

0

.37

%

0

.37

%

Class

I

12/4/15

3

.37

1

.15

1

.12

†

0

.20

0

.20

Premier

Class

8/7/15

3

.32

1

.14

1

.08

0

.24

0

.24

Class

R6

8/7/15

3

.38

1

.27

1

.23

0

.08

0

.08

Retirement

Class

8/7/15

3

.13

1

.02

0

.98

0

.33

0

.33

Class

W

9/28/18

3

.46

1

.37

1

.29

†

0

.08

0

.00

Bloomberg

U.S.

1-3

Year

Government/Credit

Bond

Index

–

3

.49

1

.36

1

.35

§

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

and

Class

W

that

is

prior

to

their

respective

inception

dates

is

based

on

the

performance

of

Class

R6.

The

performance

for

these

periods

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I

and

Class

W.

If

these

actual

expenses

had

been

reflected,

the

performance

of

these

two

classes

shown

for

these

periods

would

have

been

different

because

Class

I

and

Class

W

have

different

expenses

than

Class

R6.

§

Performance

is

calculated

from

the

inception

date

of

Class

R6.

35

Short

Term

Bond

Index

Fund

Fund

profile

Portfolio

composition

Holdings

by

maturity

Holdings

by

credit

quality

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.

as

of

3/31/2024

Net

assets

$

2.00

billion

Portfolio

turnover

rate

53%

Number

of

issues

1,011

Option-adjusted

duration

‡

1.83

years

Average

maturity

§

1.97

years

‡

Option-adjusted

duration

estimates

how

much

the

value

of

a

bond

portfolio

would

be

affected

by

a

change

in

prevailing

interest

rates,

taking

into

account

the

options

embedded

in

the

individual

securities.

The

longer

a

portfolio’s

duration,

the

more

sensitive

it

is

to

changes

in

interest

rates.

§

Average

maturity

is

a

simple

average

of

the

maturities

of

all

the

bonds

in

a

fund's

portfolio.

The

maturity

of

a

bond

is

the

amount

of

time

until

the

bond’s

principal

becomes

due

or

payable.

%

of

net

assets

as

of

3/31/2024

Government

bonds

72.5

Corporate

bonds

26.5

Structured

assets

0.0

Short-term

investments

2.2

Investments

purchased

with

collateral

from

securities

lending

0.2

Other

assets

&

liabilities,

net

-1.4

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

Less

than

1

year

4.1

1-3

years

95.7

3-5

years

0.2

Total

100.0

%

of

fixed-income

investments

(excluding

short-term

investments)

as

of

3/31/2024

U.S.

Treasury

&

U.S.

agency

securities*

68.4

Aaa/AAA

3.9

Aa/AA

3.7

A/A

13.2

Baa/BBB

10.8

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

Money

Market

Fund

36

Performance

as

of

March

31,

2024

The

returns

in

this

report

show

past

performance,

which

is

no

guarantee

of

future

results.

The

returns

do

not

reflect

taxes

that

a

shareholder

would

pay

on

fund

distributions

or

on

the

sale

of

fund

shares.

Returns

and

the

principal

value

of

your

investment

will

fluctuate.

Current

performance

may

be

higher

or

lower

than

that

shown,

and

you

may

have

a

gain

or

a

loss

when

you

redeem

your

shares.

For

current

performance

information,

including

performance

to

the

most

recent

month-end,

please

visit

TIAA.org

or

nuveen.com.

 Performance

may

reflect

waivers

or

reimbursements

of

certain

expenses.

Absent

these

waivers

or

reimbursement

arrangements,

the

7-day

current

and

effective

annualized

yields

and

total

returns

would

have

been

lower.

You

could

lose

money

by

investing

in

this

Fund.

Although

the

Fund

seeks

to

preserve

the

value

of

your

investment

at

$1.00

per

share,

it

cannot

guarantee

it

will

do

so.

An

investment

in

the Fund

is

not

insured

or

guaranteed

by

the

Federal

Deposit

Insurance

Corporation

(FDIC)

or

any

other

government

agency.

The Fund's

sponsor

has

no

legal

obligation

to

provide

support

to

the

Fund,

and

you

should

not

expect

that

the

sponsor

will

provide

financial

support

to

the Fund

at

any

time.

For

a

detailed

discussion

of

risk,

please

see

the

prospectus.

The

current

yield

more

closely

reflects

current

earnings

than

does

the

total

return. 

Total

return

Average

annual

total

return

Annual

operating

expenses

*

Money

Market

Fund

Inception

date

1

year

5

years

10

years

gross

net

Class

A

3/31/06

4

.91

%

1

.74

%

1

.10

%

0

.46

%

0

.46

%

Class

I

12/4/15

5

.23

1

.94

1

.30

†

0

.16

0

.16

Premier

Class

9/30/09

5

.12

1

.86

1

.21

0

.27

0

.27

Class

R6

7/1/99

5

.27

1

.95

1

.31

0

.12

0

.12

Retirement

Class

3/31/06

5

.01

1

.83

1

.18

0

.37

0

.37

iMoneyNet

Money

Fund

Averages™—All

Government

§

–

5

.00

1

.77

1

.13

–

–

*

The

gross

and

net

annual

operating

expenses

are

taken

from

the

Fund's

prospectus.

The

net

annual

operating

expenses

may

at

times

reflect

a

contractual

reimbursement

of

various

expenses.

The

expense

reimbursement

will

continue

through

at

least

July

31,

2024,

unless

changed

with

the

approval

of

the

Board

of

Trustees.

Teachers

Advisors,

and

its

affiliates,

have

agreed

to

voluntarily

waive

a

portion

of

the

expenses

of

the

Fund

to

the

extent

needed

to

maintain

a

non-negative

yield.

This

waiver

may

be

terminated

at

any

time.

Without

these

reimbursements,

expenses

would

be

higher

and

returns

lower.

Refer

to

the

Financial

highlights

later

in

this

report

for

the

Fund's

expense

ratios

as

of

the

end

of

the

reporting

period.

†

The

performance

shown

for

Class

I

that

is

prior

to

its

inception

date

is

based

on

the

performance

of

Class

R6.

The

performance

for

this

period

has

not

been

restated

to

reflect

the

actual

expenses

of

Class

I.

If

these

actual

expenses

had

been

reflected,

the

performance

of

Class

I

shown

for

this

period

would

have

been

different

because

Class

I

has

different

expenses

than

Class

R6.

§

The

iMoneyNet

Money

Fund

Averages—All

Government

is

a

simple

average

of

over

500

money

market

funds

that

invest

in

U.S.

Treasuries,

U.S.

Agencies,

repurchase

agreements

and

government-backed

variable-rate

notes.

You

cannot

invest

directly

in

it.

37

Money

Market

Fund

Fund

profile

Portfolio

composition

Net

annualized

yield

as

of

3/31/2024

Net

assets

$

2.06

billion

Number

of

issues

65

%

of

net

assets

as

of

3/31/2024

Repurchase

agreements

41.7

U.S.

Treasury

securities*

38.3

U.S.

government

agency

securities*

14.6

Variable

rate

securities,

government

8.7

Other

assets

&

liabilities,

net

-3.3

Total

100.0

*

These

securities

are

guaranteed

by

the

full

faith

and

credit

of

the

U.S.

government.

(for

the

7

days

ended

March

26,

2024)

‡

Current

yield

Effective

yield

Money

Market

Fund

Class

A

4

.90

%

5

.02

%

Class

I

5

.21

5

.34

Premier

Class

5

.10

5

.23

Class

R6

5

.25

5

.39

Retirement

Class

5

.00

5

.12

iMoneyNet

Money

Fund

Averages™—

All

Government

§

4

.98

5

.10

The

current

yield

more

closely

reflects

current

earnings

than

does

the

total

return.

‡

Typically,

iMoneyNet

reports

its

7-day

yields

as

of

Tuesday

of

each

week.

§

The

iMoneyNet

Money

Fund

Averages—All

Government

is

a

simple

average

of

over

500

money

market

funds

that

invest

in

U.S.

Treasuries,

U.S.

Agencies,

repurchase

agreements

and

government-backed

variable-rate

notes.

You

cannot

invest

directly

in

it.

Expense

Examples

38

All

shareholders

of

the

Funds

incur

ongoing

costs,

including

management

fees

and

other

fund

expenses.

They

may

also

incur

transactional

costs

for

redemptions

or

account

maintenance

fees.

The

expense

examples

that

appear

in

this

report

are

intended

to

help

you

understand

your

ongoing

costs

only

(in

U.S.

dollars)

and

do

not

reflect

transactional

costs.

The

examples

are

designed

to

help

you

compare

these

ongoing

costs

with

the

ongoing

costs

of

investing

in

other

mutual

funds.

The

expenses

shown

do

not

include

account

maintenance

fees,

which

may

or

may

not

be

applicable,

as

described

in

the

prospectus.

If

such

fees

were

included,

your

total

costs

for

investing

in

the

funds

would

be

higher.

Note

also

that

shareholders

of

the

Funds

do

not

incur

a

sales

charge

for

purchases,

reinvested

dividends

or

other

distributions.

The

examples

are

based

on

an

investment

of

$1,000

invested

at

the

beginning

of

the

six-month

period

and

held

for

the

entire

period

(

October

1,

2023

–

March

31,

2024

).

Actual

expenses

The

first

section

in

each

table

uses

the

Fund’s

actual

expenses

and

its

actual

rate

of

return.

You

may

use

the

information

in

this

section,

together

with

the

amount

you

invested,

to

estimate

the

expenses

that

you

paid

over

the

six-month

period.

Simply

divide

your

account

value

by

$1,000

(for

example,

an

$8,600

account

value

divided

by

$1,000

=

8.6),

then

multiply

the

result

by

the

number

in

the

first

line

under

the

heading

“Expenses

incurred

during

the

period”

to

estimate

the

expenses

you

paid

during

the

six-month

period.

Some

funds

have

a

contractual

fee

reimbursement.

Had

these

not

been

in

effect,

fund

expenses

would

have

been

higher.

Hypothetical

example

for

comparison

purposes

The

second

section

in

each

table

shows

hypothetical

account

values

and

expenses

based

on

the

Fund’s

actual

expense

ratio

for

each

share

class

for

the

six-month

period

and

an

assumed

5%-per-year

rate

of

return

before

expenses.

This

was

not

the

share

class’

actual

return.

This

hypothetical

example

cannot

be

used

to

estimate

the

actual

expenses

you

paid

for

the

period,

but

rather

allows

you

to

compare

the

ongoing

costs

of

investing

in

the

Fund

with

the

costs

of

other

funds.

To

do

so,

compare

this

5%

hypothetical

example

with

the

5%

hypothetical

examples

that

appear

in

the

shareholder

reports

of

other

mutual

funds.

8.1

Bond

Index

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,056.72

$1,059.03

$1,057.65

$1,058.44

$1,058.23

$1,059.93

Expenses

incurred

during

the

period*

$2.02

$0.89

$1.15

$0.38

$1.67

$0.01

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,023.04

$1,024.13

$1,023.88

$1,024.63

$1,023.38

$1,024.99

Expenses

incurred

during

the

period*

$1.98

$0.88

$1.13

$0.37

$1.64

$0.01

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.39%

for

Class

A,

0.17%

for

Class

I,

0.22%

for

Premier

Class,

0.07%

for

Class

R6,

0.32%

for

Retirement

Class

and

0.00%

for

Class

W.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

39

8.2

Core

Bond

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,065.40

$1,067.06

$1,067.06

$1,067.86

$1,065.63

$1,069.41

Expenses

incurred

during

the

period*

$3.08

$2.24

$2.31

$1.52

$2.81

$0.01

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,022.02

$1,022.83

$1,022.77

$1,023.53

$1,022.28

$1,024.99

Expenses

incurred

during

the

period*

$3.02

$2.19

$2.26

$1.49

$2.75

$0.01

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.60%

for

Class

A,

0.43%

for

Class

I,

0.45%

for

Premier

Class,

0.29%

for

Class

R6,

0.54%

for

Retirement

Class

and

0.00%

for

Class

W.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

8.3

Core

Impact

Bond

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,064.30

$1,065.23

$1,064.51

$1,065.64

$1,064.31

Expenses

incurred

during

the

period*

$3.10

$2.14

$2.84

$1.74

$3.04

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,022.00

$1,022.92

$1,022.25

$1,023.31

$1,022.06

Expenses

incurred

during

the

period*

$3.04

$2.10

$2.78

$1.71

$2.98

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.60%

for

Class

A,

0.42%

for

Class

I,

0.55%

for

Premier

Class,

0.34%

for

Class

R6

and

0.59%

for

Retirement

Class.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

8.4

Core

Plus

Bond

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,067.38

$1,068.72

$1,068.43

$1,069.23

$1,067.85

$1,070.83

Expenses

incurred

during

the

period*

$3.27

$2.02

$2.36

$1.57

$2.86

$0.01

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,021.84

$1,023.05

$1,022.72

$1,023.48

$1,022.23

$1,024.99

Expenses

incurred

during

the

period*

$3.20

$1.98

$2.31

$1.54

$2.80

$0.01

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.63%

for

Class

A,

0.39%

for

Class

I,

0.46%

for

Premier

Class,

0.30%

for

Class

R6,

0.55%

for

Retirement

Class

and

0.00%

for

Class

W.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

Expense

Examples

(continued)

40

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

Share

Class

Class

A

Class

I

Class

R6

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,064.96

$1,064.96

$1,065.38

Expenses

incurred

during

the

period*

$3.01

$2.00

$1.55

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,022.08

$1,023.06

$1,023.50

Expenses

incurred

during

the

period*

$2.95

$1.96

$1.52

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.58%

for

Class

A,

0.39%

for

Class

I

and

0.30%

for

Class

R6.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

8.6

Green

Bond

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,060.98

$1,062.10

$1,061.82

$1,062.61

$1,061.29

Expenses

incurred

during

the

period*

$3.92

$2.85

$3.10

$2.33

$3.62

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,021.19

$1,022.24

$1,021.99

$1,022.74

$1,021.49

Expenses

incurred

during

the

period*

$3.85

$2.79

$3.04

$2.29

$3.55

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.76%

for

Class

A,

0.55%

for

Class

I,

0.60%

for

Premier

Class,

0.45%

for

Class

R6

and

0.70%

for

Retirement

Class.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

8.7

High

Yield

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,089.29

$1,090.64

$1,090.27

$1,091.15

$1,089.81

$1,093.15

Expenses

incurred

during

the

period*

$3.50

$2.53

$2.76

$1.96

$3.26

$0.03

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,021.65

$1,022.58

$1,022.35

$1,023.13

$1,021.88

$1,024.97

Expenses

incurred

during

the

period*

$3.38

$2.44

$2.67

$1.90

$3.16

$0.03

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.67%

for

Class

A,

0.48%

for

Class

I,

0.53%

for

Premier

Class,

0.37%

for

Class

R6,

0.62%

for

Retirement

Class

and

0.01%

for

Class

W.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

41

8.8

Inflation

Linked

Bond

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,038.85

$1,039.60

$1,039.25

$1,040.19

$1,039.50

$1,041.38

Expenses

incurred

during

the

period*

$2.78

$1.76

$2.00

$1.21

$2.48

$0.01

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,022.28

$1,023.28

$1,023.04

$1,023.82

$1,022.57

$1,024.99

Expenses

incurred

during

the

period*

$2.75

$1.74

$1.98

$1.20

$2.46

$0.01

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.54%

for

Class

A,

0.34%

for

Class

I,

0.39%

for

Premier

Class,

0.24%

for

Class

R6,

0.49%

for

Retirement

Class

and

0.00%

for

Class

W.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

8.9

Short

Duration

Impact

Bond

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,037.97

$1,039.22

$1,038.62

$1,039.40

$1,038.10

Expenses

incurred

during

the

period*

$3.19

$2.00

$2.55

$1.79

$3.06

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,021.87

$1,023.04

$1,022.50

$1,023.25

$1,021.99

Expenses

incurred

during

the

period*

$3.16

$1.98

$2.53

$1.77

$3.04

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.63%

for

Class

A,

0.39%

for

Class

I,

0.50%

for

Premier

Class,

0.35%

for

Class

R6

and

0.60%

for

Retirement

Class.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

9.01

Short

Term

Bond

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,036.73

$1,037.90

$1,037.57

$1,038.38

$1,037.07

$1,039.77

Expenses

incurred

during

the

period*

$2.99

$1.85

$2.16

$1.39

$2.66

$0.02

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,022.07

$1,023.18

$1,022.88

$1,023.64

$1,022.39

$1,024.98

Expenses

incurred

during

the

period*

$2.97

$1.84

$2.14

$1.38

$2.64

$0.02

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.59%

for

Class

A,

0.36%

for

Class

I,

0.42%

for

Premier

Class,

0.27%

for

Class

R6,

0.52%

for

Retirement

Class

and

0.00%

for

Class

W.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

Expense

Examples

(continued)

42

9.1

Short

Term

Bond

Index

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,029.24

$1,030.31

$1,030.12

$1,030.96

$1,029.68

$1,031.35

Expenses

incurred

during

the

period*

$2.10

$1.04

$1.23

$0.39

$1.66

$0.01

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,022.93

$1,023.98

$1,023.79

$1,024.61

$1,023.37

$1,024.99

Expenses

incurred

during

the

period*

$2.09

$1.04

$1.23

$0.39

$1.65

$0.01

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.41%

for

Class

A,

0.20%

for

Class

I,

0.24%

for

Premier

Class,

0.08%

for

Class

R6,

0.33%

for

Retirement

Class

and

0.00%

for

Class

W.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

9.2

Money

Market

Fund

Share

Class

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Actual

performance

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,024.88

$1,026.44

$1,025.88

$1,026.64

$1,025.36

Expenses

incurred

during

the

period*

$2.39

$0.84

$1.39

$0.63

$1.90

Hypothetical

performance

(5%

annualized

return

before

expenses)

Beginning

account

value

$1,000.00

$1,000.00

$1,000.00

$1,000.00

$1,000.00

Ending

account

value

$1,022.64

$1,024.18

$1,023.63

$1,024.38

$1,023.13

Expenses

incurred

during

the

period*

$2.39

$0.83

$1.39

$0.63

$1.89

*

"Expenses

incurred

during

the

period”

is

based

on

the

Fund's

actual

expense

ratio

for

the

most

recent

fiscal

half-year,

multiplied

by

the

average

account

value

over

the

six-month

period,

multiplied

by

183/366.

There

were

183

days

in

the

six

months

ended

March

31,

2024.

The

Fund's

annualized

six-month

expense

ratios

for

that

period

were

0.47%

for

Class

A,

0.16%

for

Class

I,

0.27%

for

Premier

Class,

0.12%

for

Class

R6

and

0.37%

for

Retirement

Class.

The

expense

charges

of

one

or

more

of

the

Fund's

share

classes

may

reflect

a

waiver

and/or

reimbursement.

Please

see

the

prospectus

for

an

explanation,

including

the

date

on

which

this

reimbursement

is

scheduled

to

end.

Without

such

waiver

and/or

reimbursement,

the

expenses

of

the

affected

share

classes

would

be

higher

and

their

performance

lower.

Report

of

Independent

Registered

Public

Accounting

Firm

43

To

the

Board

of

Trustees

of

TIAA-CREF

Funds

and

Shareholders

of

Nuveen

Bond

Index

Fund,

Nuveen

Core

Bond

Fund,

Nuveen

Core

Impact

Bond

Fund,

Nuveen

Core

Plus

Bond

Fund,

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund,

Nuveen

Green

Bond

Fund,

Nuveen

High

Yield

Fund,

Nuveen

Inflation

Linked

Bond

Fund,

Nuveen

Short

Duration

Impact

Bond

Fund,

Nuveen

Short

Term

Bond

Fund,

Nuveen

Short

Term

Bond

Index

Fund

and

Nuveen

Money

Market

Fund

Opinions

on

the

Financial

Statements

We

have

audited

the

accompanying

statements

of

assets

and

liabilities,

including

the

portfolios

of

investments,

of

Nuveen

Bond

Index

Fund,

Nuveen

Core

Bond

Fund,

Nuveen

Core

Impact

Bond

Fund,

Nuveen

Core

Plus

Bond

Fund,

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund,

Nuveen

Green

Bond

Fund,

Nuveen

High

Yield

Fund,

Nuveen

Inflation

Linked

Bond

Fund,

Nuveen

Short

Duration

Impact

Bond

Fund,

Nuveen

Short

Term

Bond

Fund,

Nuveen

Short

Term

Bond

Index

Fund

and

Nuveen

Money

Market

Fund

(twelve

of

the

funds

constituting

TIAA-CREF

Funds,

hereafter

collectively

referred

to

as

the

"Funds")

as

of

March

31,

2024,

the

related

statements

of

operations

for

the

year

ended

March

31,

2024,

the

statements

of

changes

in

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2024,

including

the

related

notes,

and

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2024

(collectively

referred

to

as

the

“financial

statements”).

In

our

opinion,

the

financial

statements

present

fairly,

in

all

material

respects,

the

financial

position

of

each

of

the

Funds

as

of

March

31,

2024,

the

results

of

each

of

their

operations

for

the

year

then

ended,

the

changes

in

each

of

their

net

assets

for

each

of

the

two

years

in

the

period

ended

March

31,

2024

and

each

of

the

financial

highlights

for

each

of

the

five

years

in

the

period

ended

March

31,

2024

in

conformity

with

accounting

principles

generally

accepted

in

the

United

States

of

America.

Basis

for

Opinions

These

financial

statements

are

the

responsibility

of

the

Funds’

management.

Our

responsibility

is

to

express

an

opinion

on

the

Funds’

financial

statements

based

on

our

audits.

We

are

a

public

accounting

firm

registered

with

the

Public

Company

Accounting

Oversight

Board

(United

States)

(PCAOB)

and

are

required

to

be

independent

with

respect

to

the

Funds

in

accordance

with

the

U.S.

federal

securities

laws

and

the

applicable

rules

and

regulations

of

the

Securities

and

Exchange

Commission

and

the

PCAOB.

We

conducted

our

audits

of

these

financial

statements

in

accordance

with

the

standards

of

the

PCAOB.

Those

standards

require

that

we

plan

and

perform

the

audit

to

obtain

reasonable

assurance

about

whether

the

financial

statements

are

free

of

material

misstatement,

whether

due

to

error

or

fraud.

Our

audits

included

performing

procedures

to

assess

the

risks

of

material

misstatement

of

the

financial

statements,

whether

due

to

error

or

fraud,

and

performing

procedures

that

respond

to

those

risks.

Such

procedures

included

examining,

on

a

test

basis,

evidence

regarding

the

amounts

and

disclosures

in

the

financial

statements.

Our

audits

also

included

evaluating

the

accounting

principles

used

and

significant

estimates

made

by

management,

as

well

as

evaluating

the

overall

presentation

of

the

financial

statements.

Our

procedures

included

confirmation

of

securities

owned

as

of

March

31,

2024

by

correspondence

with

the

custodian,

agent

banks

and

brokers;

when

replies

were

not

received

from

agent

banks

or

brokers,

we

performed

other

auditing

procedures.

We

believe

that

our

audits

provide

a

reasonable

basis

for

our

opinions.

/s/

PricewaterhouseCoopers

LLP

Chicago,

Illinois

May

28,

2024

We

have

served

as

the

auditor

of

one

or

more

investment

companies

in

TIAA-CREF

Funds’

investment

company

group

since

2005.

Bond

Index

Fund

March

31,

2024

Portfolio

of

Investments

44

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

CORPORATE

BONDS

-

25.6%

AUTOMOBILES

&

COMPONENTS

-

0.6%

$

1,000,000

American

Honda

Finance

Corp

1.200

%

07/08/25

$

949,729‌

750,000

American

Honda

Finance

Corp

1.000

09/10/25

706,068‌

3,000,000

American

Honda

Finance

Corp

1.300

09/09/26

2,747,710‌

100,000

American

Honda

Finance

Corp

2.300

09/09/26

93,884‌

1,000,000

American

Honda

Finance

Corp

2.350

01/08/27

935,657‌

1,000,000

American

Honda

Finance

Corp

4.700

01/12/28

995,781‌

2,000,000

American

Honda

Finance

Corp

5.125

07/07/28

2,022,589‌

1,000,000

American

Honda

Finance

Corp

5.650

11/15/28

1,030,480‌

1,000,000

American

Honda

Finance

Corp

2.250

01/12/29

891,828‌

1,000,000

American

Honda

Finance

Corp

4.900

03/13/29

997,167‌

1,000,000

American

Honda

Finance

Corp

4.600

04/17/30

984,105‌

1,500,000

American

Honda

Finance

Corp

5.850

10/04/30

1,568,852‌

1,000,000

(a)

American

Honda

Finance

Corp

1.800

01/13/31

827,654‌

1,500,000

American

Honda

Finance

Corp

4.900

01/10/34

1,477,015‌

100,000

Aptiv

plc

4.350

03/15/29

96,955‌

600,000

Aptiv

plc

3.250

03/01/32

521,878‌

100,000

Aptiv

plc

4.400

10/01/46

79,010‌

575,000

(a)

Aptiv

plc

5.400

03/15/49

524,715‌

1,500,000

Aptiv

plc

3.100

12/01/51

946,043‌

1,000,000

Aptiv

plc

4.150

05/01/52

765,948‌

1,650,000

BorgWarner,

Inc

2.650

07/01/27

1,527,684‌

200,000

BorgWarner,

Inc

4.375

03/15/45

164,106‌

3,000,000

Ford

Motor

Co

4.346

12/08/26

2,920,379‌

2,000,000

Ford

Motor

Co

7.450

07/16/31

2,170,723‌

4,000,000

Ford

Motor

Co

3.250

02/12/32

3,327,222‌

1,700,000

Ford

Motor

Co

4.750

01/15/43

1,411,644‌

1,500,000

Ford

Motor

Co

5.291

12/08/46

1,333,606‌

3,000,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

3,057,167‌

3,000,000

Ford

Motor

Credit

Co

LLC

6.950

06/10/26

3,065,174‌

3,000,000

Ford

Motor

Credit

Co

LLC

2.700

08/10/26

2,796,407‌

2,000,000

Ford

Motor

Credit

Co

LLC

4.950

05/28/27

1,951,423‌

2,000,000

Ford

Motor

Credit

Co

LLC

7.350

11/04/27

2,097,544‌

2,000,000

Ford

Motor

Credit

Co

LLC

6.800

05/12/28

2,077,777‌

1,500,000

Ford

Motor

Credit

Co

LLC

6.798

11/07/28

1,565,662‌

1,500,000

(a)

Ford

Motor

Credit

Co

LLC

5.800

03/08/29

1,505,968‌

3,000,000

Ford

Motor

Credit

Co

LLC

5.113

05/03/29

2,912,474‌

1,000,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

1,066,158‌

1,000,000

Ford

Motor

Credit

Co

LLC

6.050

03/05/31

1,007,110‌

2,500,000

Ford

Motor

Credit

Co

LLC

3.625

06/17/31

2,161,645‌

1,500,000

Ford

Motor

Credit

Co

LLC

7.122

11/07/33

1,613,867‌

500,000

Ford

Motor

Credit

Co

LLC

6.125

03/08/34

502,763‌

500,000

General

Motors

Co

6.125

10/01/25

504,207‌

500,000

General

Motors

Co

6.800

10/01/27

523,537‌

700,000

General

Motors

Co

5.000

10/01/28

696,748‌

375,000

General

Motors

Co

5.400

10/15/29

376,021‌

450,000

(a)

General

Motors

Co

5.600

10/15/32

455,408‌

900,000

General

Motors

Co

6.600

04/01/36

956,751‌

700,000

General

Motors

Co

5.150

04/01/38

657,035‌

150,000

General

Motors

Co

6.250

10/02/43

153,442‌

175,000

General

Motors

Co

5.200

04/01/45

157,213‌

350,000

General

Motors

Co

6.750

04/01/46

377,966‌

500,000

(a)

General

Motors

Co

5.400

04/01/48

458,529‌

900,000

(a)

General

Motors

Co

5.950

04/01/49

887,386‌

725,000

General

Motors

Financial

Co,

Inc

3.950

04/13/24

724,386‌

125,000

General

Motors

Financial

Co,

Inc

4.000

01/15/25

123,345‌

1,000,000

General

Motors

Financial

Co,

Inc

2.900

02/26/25

975,494‌

45

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

1,500,000

General

Motors

Financial

Co,

Inc

3.800

%

04/07/25

$

1,472,741‌

3,175,000

General

Motors

Financial

Co,

Inc

4.350

04/09/25

3,135,793‌

3,000,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

2,899,078‌

500,000

General

Motors

Financial

Co,

Inc

1.250

01/08/26

465,293‌

275,000

General

Motors

Financial

Co,

Inc

5.250

03/01/26

274,127‌

1,000,000

General

Motors

Financial

Co,

Inc

1.500

06/10/26

919,856‌

525,000

General

Motors

Financial

Co,

Inc

4.000

10/06/26

509,041‌

1,400,000

General

Motors

Financial

Co,

Inc

4.350

01/17/27

1,367,322‌

1,000,000

General

Motors

Financial

Co,

Inc

2.350

02/26/27

923,313‌

800,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

794,057‌

1,000,000

General

Motors

Financial

Co,

Inc

2.700

08/20/27

921,594‌

1,100,000

General

Motors

Financial

Co,

Inc

3.850

01/05/28

1,047,532‌

1,000,000

General

Motors

Financial

Co,

Inc

6.000

01/09/28

1,025,145‌

2,000,000

General

Motors

Financial

Co,

Inc

2.400

04/10/28

1,796,131‌

1,000,000

General

Motors

Financial

Co,

Inc

5.800

06/23/28

1,019,565‌

1,850,000

General

Motors

Financial

Co,

Inc

2.400

10/15/28

1,637,267‌

1,000,000

General

Motors

Financial

Co,

Inc

5.800

01/07/29

1,017,616‌

2,400,000

General

Motors

Financial

Co,

Inc

5.650

01/17/29

2,424,832‌

1,000,000

General

Motors

Financial

Co,

Inc

4.300

04/06/29

955,842‌

1,000,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

1,019,945‌

1,500,000

General

Motors

Financial

Co,

Inc

3.600

06/21/30

1,354,056‌

2,000,000

General

Motors

Financial

Co,

Inc

2.350

01/08/31

1,651,459‌

1,450,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

1,465,719‌

475,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

395,942‌

1,000,000

General

Motors

Financial

Co,

Inc

3.100

01/12/32

847,000‌

2,500,000

General

Motors

Financial

Co,

Inc

6.400

01/09/33

2,619,829‌

1,000,000

General

Motors

Financial

Co,

Inc

6.100

01/07/34

1,026,793‌

175,000

Harley-Davidson,

Inc

3.500

07/28/25

170,666‌

200,000

Harley-Davidson,

Inc

4.625

07/28/45

166,418‌

326,000

Lear

Corp

3.800

09/15/27

312,423‌

400,000

Lear

Corp

4.250

05/15/29

382,325‌

500,000

Lear

Corp

3.500

05/30/30

450,360‌

600,000

Lear

Corp

2.600

01/15/32

492,252‌

550,000

Lear

Corp

5.250

05/15/49

501,863‌

1,000,000

Lear

Corp

3.550

01/15/52

696,860‌

600,000

Magna

International,

Inc

4.150

10/01/25

590,507‌

175,000

Magna

International,

Inc

2.450

06/15/30

151,412‌

2,000,000

(a)

Magna

International,

Inc

5.500

03/21/33

2,058,130‌

925,000

Mercedes-Benz

Finance

North

America

LLC

8.500

01/18/31

1,126,256‌

1,000,000

PACCAR

Financial

Corp

1.100

05/11/26

924,774‌

1,000,000

Toyota

Motor

Corp

1.339

03/25/26

933,126‌

1,000,000

Toyota

Motor

Corp

5.118

07/13/28

1,020,346‌

300,000

(a)

Toyota

Motor

Corp

3.669

07/20/28

293,322‌

1,000,000

(a)

Toyota

Motor

Corp

2.362

03/25/31

873,149‌

1,000,000

Toyota

Motor

Corp

5.123

07/13/33

1,055,186‌

1,500,000

Toyota

Motor

Credit

Corp

3.400

04/14/25

1,471,520‌

1,000,000

Toyota

Motor

Credit

Corp

3.650

08/18/25

981,156‌

1,000,000

Toyota

Motor

Credit

Corp

0.800

10/16/25

937,160‌

1,000,000

Toyota

Motor

Credit

Corp

0.800

01/09/26

929,932‌

1,000,000

Toyota

Motor

Credit

Corp

1.900

01/13/27

923,312‌

1,000,000

Toyota

Motor

Credit

Corp

3.050

03/22/27

951,271‌

1,000,000

Toyota

Motor

Credit

Corp

5.450

11/10/27

1,018,926‌

300,000

Toyota

Motor

Credit

Corp

3.050

01/11/28

283,264‌

1,000,000

Toyota

Motor

Credit

Corp

4.625

01/12/28

995,986‌

1,000,000

Toyota

Motor

Credit

Corp

5.250

09/11/28

1,017,246‌

400,000

Toyota

Motor

Credit

Corp

3.650

01/08/29

380,884‌

2,000,000

Toyota

Motor

Credit

Corp

4.450

06/29/29

1,972,610‌

650,000

Toyota

Motor

Credit

Corp

2.150

02/13/30

562,480‌

225,000

Toyota

Motor

Credit

Corp

3.375

04/01/30

207,808‌

1,000,000

Toyota

Motor

Credit

Corp

4.550

05/17/30

983,580‌

1,000,000

Toyota

Motor

Credit

Corp

5.550

11/20/30

1,034,546‌

Bond

Index

Fund

March

31,

2024

46

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

1,000,000

Toyota

Motor

Credit

Corp

1.650

%

01/10/31

$

816,338‌

1,000,000

Toyota

Motor

Credit

Corp

5.100

03/21/31

1,007,863‌

1,000,000

Toyota

Motor

Credit

Corp

1.900

09/12/31

820,130‌

1,000,000

Toyota

Motor

Credit

Corp

2.400

01/13/32

843,770‌

1,000,000

Toyota

Motor

Credit

Corp

4.700

01/12/33

991,272‌

1,000,000

Toyota

Motor

Credit

Corp

4.800

01/05/34

983,780‌

TOTAL

AUTOMOBILES

&

COMPONENTS

134,728,136‌

BANKS

-

4.5%

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.671

10/03/25

1,008,899‌

525,000

Australia

&

New

Zealand

Banking

Group

Ltd

3.700

11/16/25

513,791‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.088

12/08/25

1,000,097‌

2,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4.750

01/18/27

1,996,924‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

1.125

09/18/25

938,918‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6.138

09/14/28

1,021,461‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5.381

03/13/29

1,008,883‌

1,200,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

7.883

11/15/34

1,312,435‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6.033

03/13/35

1,014,829‌

600,000

Banco

Santander

S.A.

2.746

05/28/25

580,040‌

400,000

Banco

Santander

S.A.

5.179

11/19/25

395,509‌

1,600,000

Banco

Santander

S.A.

1.849

03/25/26

1,494,585‌

600,000

Banco

Santander

S.A.

4.250

04/11/27

581,365‌

1,600,000

Banco

Santander

S.A.

5.294

08/18/27

1,596,301‌

1,200,000

Banco

Santander

S.A.

1.722

09/14/27

1,094,527‌

675,000

Banco

Santander

S.A.

3.800

02/23/28

638,564‌

3,000,000

Banco

Santander

S.A.

5.552

03/14/28

3,000,643‌

1,000,000

Banco

Santander

S.A.

4.175

03/24/28

963,858‌

1,800,000

Banco

Santander

S.A.

4.379

04/12/28

1,742,146‌

1,600,000

Banco

Santander

S.A.

5.588

08/08/28

1,622,599‌

1,000,000

Banco

Santander

S.A.

6.607

11/07/28

1,056,804‌

600,000

Banco

Santander

S.A.

3.306

06/27/29

549,180‌

2,000,000

Banco

Santander

S.A.

5.538

03/14/30

1,999,804‌

400,000

Banco

Santander

S.A.

3.490

05/28/30

362,654‌

2,000,000

Banco

Santander

S.A.

2.749

12/03/30

1,652,988‌

1,000,000

Banco

Santander

S.A.

2.958

03/25/31

861,671‌

2,000,000

Banco

Santander

S.A.

3.225

11/22/32

1,661,633‌

800,000

Banco

Santander

S.A.

6.921

08/08/33

837,176‌

800,000

Banco

Santander

S.A.

6.938

11/07/33

883,633‌

1,600,000

Banco

Santander

S.A.

6.350

03/14/34

1,601,152‌

3,550,000

Bank

of

America

Corp

3.950

04/21/25

3,493,160‌

2,000,000

Bank

of

America

Corp

3.841

04/25/25

1,997,251‌

3,000,000

Bank

of

America

Corp

2.015

02/13/26

2,906,318‌

5,000,000

Bank

of

America

Corp

1.319

06/19/26

4,752,803‌

2,000,000

Bank

of

America

Corp

4.827

07/22/26

1,982,005‌

4,500,000

Bank

of

America

Corp

1.197

10/24/26

4,211,846‌

5,000,000

Bank

of

America

Corp

1.658

03/11/27

4,657,585‌

7,800,000

Bank

of

America

Corp

3.559

04/23/27

7,526,403‌

4,500,000

Bank

of

America

Corp

1.734

07/22/27

4,148,773‌

2,000,000

Bank

of

America

Corp

2.551

02/04/28

1,859,039‌

3,000,000

Bank

of

America

Corp

4.376

04/27/28

2,928,585‌

3,000,000

Bank

of

America

Corp

6.204

11/10/28

3,103,367‌

5,690,000

Bank

of

America

Corp

3.419

12/20/28

5,338,019‌

2,250,000

Bank

of

America

Corp

3.970

03/05/29

2,150,749‌

2,000,000

Bank

of

America

Corp

5.202

04/25/29

2,001,893‌

3,000,000

Bank

of

America

Corp

2.087

06/14/29

2,651,036‌

1,400,000

Bank

of

America

Corp

4.271

07/23/29

1,349,482‌

3,000,000

Bank

of

America

Corp

5.819

09/15/29

3,076,016‌

3,075,000

Bank

of

America

Corp

3.974

02/07/30

2,914,003‌

1,675,000

Bank

of

America

Corp

3.194

07/23/30

1,521,177‌

1,050,000

Bank

of

America

Corp

2.884

10/22/30

932,994‌

4,000,000

Bank

of

America

Corp

2.496

02/13/31

3,445,766‌

1,750,000

Bank

of

America

Corp

2.592

04/29/31

1,508,758‌

47

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

3,000,000

Bank

of

America

Corp

1.898

%

07/23/31

$

2,462,210‌

3,000,000

Bank

of

America

Corp

1.922

10/24/31

2,444,461‌

3,000,000

Bank

of

America

Corp

2.651

03/11/32

2,534,947‌

4,000,000

Bank

of

America

Corp

2.687

04/22/32

3,385,801‌

5,000,000

Bank

of

America

Corp

2.299

07/21/32

4,091,543‌

3,000,000

Bank

of

America

Corp

2.572

10/20/32

2,488,869‌

2,000,000

Bank

of

America

Corp

2.972

02/04/33

1,700,881‌

2,000,000

Bank

of

America

Corp

4.571

04/27/33

1,899,835‌

2,000,000

Bank

of

America

Corp

5.015

07/22/33

1,968,515‌

5,000,000

Bank

of

America

Corp

5.288

04/25/34

4,984,798‌

4,000,000

Bank

of

America

Corp

5.872

09/15/34

4,148,680‌

11,000,000

Bank

of

America

Corp

5.468

01/23/35

11,071,700‌

4,000,000

Bank

of

America

Corp

2.482

09/21/36

3,199,332‌

1,500,000

Bank

of

America

Corp

6.110

01/29/37

1,593,142‌

3,000,000

Bank

of

America

Corp

3.846

03/08/37

2,652,202‌

4,500,000

Bank

of

America

Corp

4.078

04/23/40

3,887,965‌

6,000,000

Bank

of

America

Corp

2.676

06/19/41

4,269,168‌

4,000,000

Bank

of

America

Corp

3.311

04/22/42

3,081,250‌

1,500,000

Bank

of

America

Corp

5.000

01/21/44

1,451,686‌

2,800,000

Bank

of

America

Corp

4.443

01/20/48

2,457,349‌

3,000,000

Bank

of

America

Corp

3.946

01/23/49

2,456,555‌

1,000,000

Bank

of

America

Corp

2.831

10/24/51

653,376‌

1,950,000

(a)

Bank

of

America

Corp

3.483

03/13/52

1,454,323‌

2,000,000

(a)

Bank

of

America

Corp

2.972

07/21/52

1,345,723‌

2,000,000

Bank

of

America

NA

5.526

08/18/26

2,020,289‌

750,000

Bank

of

Montreal

1.850

05/01/25

722,260‌

1,500,000

Bank

of

Montreal

1.250

09/15/26

1,368,406‌

1,000,000

Bank

of

Montreal

5.266

12/11/26

1,004,426‌

1,000,000

Bank

of

Montreal

0.949

01/22/27

926,996‌

2,000,000

Bank

of

Montreal

2.650

03/08/27

1,874,635‌

4,000,000

Bank

of

Montreal

4.700

09/14/27

3,966,080‌

2,000,000

Bank

of

Montreal

5.203

02/01/28

2,014,814‌

1,000,000

Bank

of

Montreal

5.717

09/25/28

1,027,002‌

425,000

Bank

of

Montreal

3.803

12/15/32

396,466‌

2,000,000

Bank

of

Montreal

3.088

01/10/37

1,633,942‌

1,500,000

Bank

of

Nova

Scotia

3.450

04/11/25

1,470,252‌

2,000,000

Bank

of

Nova

Scotia

1.300

06/11/25

1,907,062‌

1,550,000

Bank

of

Nova

Scotia

4.500

12/16/25

1,524,325‌

2,000,000

Bank

of

Nova

Scotia

1.050

03/02/26

1,849,630‌

2,000,000

Bank

of

Nova

Scotia

1.350

06/24/26

1,843,243‌

1,000,000

Bank

of

Nova

Scotia

2.700

08/03/26

946,477‌

3,000,000

Bank

of

Nova

Scotia

1.300

09/15/26

2,739,045‌

1,000,000

Bank

of

Nova

Scotia

5.250

06/12/28

1,008,728‌

2,000,000

Bank

of

Nova

Scotia

4.850

02/01/30

1,985,375‌

1,000,000

Bank

of

Nova

Scotia

2.450

02/02/32

828,019‌

750,000

Bank

of

Nova

Scotia

5.650

02/01/34

772,616‌

750,000

Bank

of

Nova

Scotia

4.588

05/04/37

679,868‌

1,425,000

Barclays

plc

3.650

03/16/25

1,397,703‌

2,750,000

Barclays

plc

3.932

05/07/25

2,744,416‌

975,000

Barclays

plc

4.375

01/12/26

956,551‌

2,000,000

Barclays

plc

2.852

05/07/26

1,938,601‌

800,000

Barclays

plc

5.200

05/12/26

791,761‌

1,000,000

Barclays

plc

7.325

11/02/26

1,024,531‌

2,000,000

Barclays

plc

2.279

11/24/27

1,839,270‌

700,000

Barclays

plc

4.337

01/10/28

675,308‌

1,500,000

Barclays

plc

5.674

03/12/28

1,505,336‌

1,975,000

Barclays

plc

4.836

05/09/28

1,917,842‌

1,500,000

Barclays

plc

7.385

11/02/28

1,590,690‌

1,500,000

Barclays

plc

4.972

05/16/29

1,470,032‌

1,500,000

Barclays

plc

6.490

09/13/29

1,559,383‌

3,000,000

Barclays

plc

5.690

03/12/30

3,015,618‌

Bond

Index

Fund

March

31,

2024

48

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,000,000

Barclays

plc

5.088

%

06/20/30

$

963,338‌

2,000,000

Barclays

plc

2.645

06/24/31

1,688,300‌

1,500,000

Barclays

plc

2.667

03/10/32

1,245,433‌

2,000,000

Barclays

plc

2.894

11/24/32

1,663,140‌

1,300,000

Barclays

plc

5.746

08/09/33

1,305,535‌

2,500,000

Barclays

plc

7.437

11/02/33

2,776,892‌

3,000,000

Barclays

plc

6.224

05/09/34

3,094,193‌

1,000,000

Barclays

plc

7.119

06/27/34

1,065,735‌

950,000

Barclays

plc

6.692

09/13/34

1,012,074‌

1,750,000

Barclays

plc

3.564

09/23/35

1,500,723‌

1,000,000

Barclays

plc

3.811

03/10/42

771,191‌

775,000

Barclays

plc

5.250

08/17/45

740,814‌

200,000

Barclays

plc

6.036

03/12/55

208,230‌

300,000

BPCE

S.A.

3.375

12/02/26

288,193‌

1,000,000

Brookfield

Finance

LLC

3.450

04/15/50

700,728‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

3.945

08/04/25

982,109‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

0.950

10/23/25

938,847‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

1.250

06/22/26

921,319‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

3.450

04/07/27

1,434,781‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5.001

04/28/28

1,494,715‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5.986

10/03/28

1,555,953‌

1,500,000

(a)

Canadian

Imperial

Bank

of

Commerce

3.600

04/07/32

1,357,746‌

350,000

Canadian

Imperial

Bank

of

Commerce

6.092

10/03/33

368,237‌

3,000,000

CitiBank

NA

5.488

12/04/26

3,032,076‌

5,000,000

CitiBank

NA

5.803

09/29/28

5,175,831‌

7,500,000

Citigroup,

Inc

3.352

04/24/25

7,487,545‌

2,000,000

Citigroup,

Inc

0.981

05/01/25

1,991,241‌

1,000,000

Citigroup,

Inc

3.700

01/12/26

973,550‌

750,000

Citigroup,

Inc

4.600

03/09/26

738,102‌

3,000,000

Citigroup,

Inc

3.106

04/08/26

2,924,063‌

3,000,000

Citigroup,

Inc

5.610

09/29/26

3,004,780‌

1,100,000

Citigroup,

Inc

4.300

11/20/26

1,073,533‌

4,000,000

Citigroup,

Inc

1.122

01/28/27

3,699,467‌

5,000,000

Citigroup,

Inc

1.462

06/09/27

4,592,653‌

1,500,000

Citigroup,

Inc

4.450

09/29/27

1,459,193‌

5,000,000

Citigroup,

Inc

3.070

02/24/28

4,703,109‌

3,000,000

Citigroup,

Inc

4.658

05/24/28

2,954,599‌

1,000,000

Citigroup,

Inc

3.668

07/24/28

950,486‌

2,025,000

Citigroup,

Inc

4.125

07/25/28

1,941,030‌

4,000,000

Citigroup,

Inc

4.075

04/23/29

3,829,557‌

2,000,000

Citigroup,

Inc

5.174

02/13/30

1,990,668‌

1,750,000

Citigroup,

Inc

3.980

03/20/30

1,648,876‌

5,000,000

Citigroup,

Inc

2.666

01/29/31

4,333,341‌

2,200,000

Citigroup,

Inc

4.412

03/31/31

2,096,951‌

6,000,000

Citigroup,

Inc

2.572

06/03/31

5,126,970‌

5,000,000

Citigroup,

Inc

2.561

05/01/32

4,170,021‌

175,000

Citigroup,

Inc

6.625

06/15/32

187,561‌

875,000

Citigroup,

Inc

2.520

11/03/32

717,567‌

4,000,000

Citigroup,

Inc

3.057

01/25/33

3,400,626‌

1,000,000

Citigroup,

Inc

3.785

03/17/33

893,245‌

1,775,000

Citigroup,

Inc

4.910

05/24/33

1,711,220‌

3,000,000

Citigroup,

Inc

6.270

11/17/33

3,168,502‌

425,000

Citigroup,

Inc

6.174

05/25/34

431,583‌

2,000,000

Citigroup,

Inc

5.827

02/13/35

1,979,972‌

750,000

Citigroup,

Inc

3.878

01/24/39

638,710‌

325,000

Citigroup,

Inc

8.125

07/15/39

415,862‌

350,000

Citigroup,

Inc

5.875

01/30/42

370,124‌

2,000,000

Citigroup,

Inc

2.904

11/03/42

1,436,143‌

400,000

Citigroup,

Inc

6.675

09/13/43

446,857‌

125,000

Citigroup,

Inc

5.300

05/06/44

121,412‌

675,000

Citigroup,

Inc

4.650

07/30/45

609,531‌

49

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

3,075,000

Citigroup,

Inc

4.750

%

05/18/46

$

2,730,654‌

4,075,000

Citigroup,

Inc

4.650

07/23/48

3,687,197‌

350,000

Citizens

Bank

NA

2.250

04/28/25

336,743‌

250,000

Citizens

Bank

NA

3.750

02/18/26

241,501‌

1,000,000

Citizens

Bank

NA

4.575

08/09/28

957,053‌

500,000

Citizens

Financial

Group,

Inc

2.850

07/27/26

469,735‌

550,000

Citizens

Financial

Group,

Inc

5.841

01/23/30

549,211‌

200,000

Citizens

Financial

Group,

Inc

2.500

02/06/30

168,859‌

450,000

Citizens

Financial

Group,

Inc

3.250

04/30/30

396,365‌

850,000

Citizens

Financial

Group,

Inc

2.638

09/30/32

651,264‌

500,000

Citizens

Financial

Group,

Inc

5.641

05/21/37

466,710‌

500,000

Comerica

Bank

2.500

07/23/24

494,240‌

200,000

Comerica

Bank

4.000

07/27/25

194,049‌

1,000,000

Comerica

Bank

5.332

08/25/33

909,739‌

550,000

Comerica,

Inc

4.000

02/01/29

504,534‌

1,000,000

Comerica,

Inc

5.982

01/30/30

987,975‌

1,500,000

Commonwealth

Bank

of

Australia

5.316

03/13/26

1,509,992‌

2,050,000

Cooperatieve

Rabobank

UA

3.375

05/21/25

2,010,723‌

2,500,000

Cooperatieve

Rabobank

UA

5.500

07/18/25

2,509,016‌

600,000

Cooperatieve

Rabobank

UA

4.375

08/04/25

589,567‌

2,700,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

2,594,324‌

1,000,000

Cooperatieve

Rabobank

UA

5.500

10/05/26

1,011,329‌

1,500,000

Cooperatieve

Rabobank

UA

5.041

03/05/27

1,505,454‌

1,000,000

Cooperatieve

Rabobank

UA

4.800

01/09/29

993,264‌

550,000

Cooperatieve

Rabobank

UA

5.250

05/24/41

563,191‌

1,400,000

Cooperatieve

Rabobank

UA

5.750

12/01/43

1,425,509‌

600,000

Cooperatieve

Rabobank

UA

5.250

08/04/45

588,794‌

500,000

Credit

Suisse

AG.

2.950

04/09/25

486,783‌

1,000,000

Credit

Suisse

AG.

1.250

08/07/26

911,083‌

1,350,000

Credit

Suisse

AG.

5.000

07/09/27

1,337,697‌

2,000,000

Credit

Suisse

AG.

7.500

02/15/28

2,156,576‌

525,000

Deutsche

Bank

AG.

3.700

05/30/24

522,836‌

2,000,000

Deutsche

Bank

AG.

6.119

07/14/26

2,007,563‌

2,000,000

Deutsche

Bank

AG.

2.129

11/24/26

1,886,022‌

1,050,000

Deutsche

Bank

AG.

2.311

11/16/27

959,975‌

2,000,000

Deutsche

Bank

AG.

5.706

02/08/28

1,997,096‌

350,000

Deutsche

Bank

AG.

6.819

11/20/29

365,891‌

825,000

Deutsche

Bank

AG.

3.547

09/18/31

726,528‌

1,000,000

Deutsche

Bank

AG.

3.729

01/14/32

842,236‌

300,000

Fifth

Third

Bancorp

2.550

05/05/27

276,597‌

1,000,000

Fifth

Third

Bancorp

1.707

11/01/27

909,732‌

500,000

Fifth

Third

Bancorp

3.950

03/14/28

477,572‌

1,000,000

Fifth

Third

Bancorp

4.055

04/25/28

954,823‌

1,000,000

Fifth

Third

Bancorp

6.361

10/27/28

1,023,267‌

200,000

Fifth

Third

Bancorp

6.339

07/27/29

206,174‌

1,000,000

Fifth

Third

Bancorp

4.772

07/28/30

962,677‌

300,000

Fifth

Third

Bancorp

5.631

01/29/32

300,307‌

140,000

Fifth

Third

Bancorp

8.250

03/01/38

167,962‌

300,000

Fifth

Third

Bank

NA

3.950

07/28/25

293,949‌

2,400,000

Fifth

Third

Bank

NA

3.850

03/15/26

2,311,258‌

1,000,000

Fifth

Third

Bank

NA

2.250

02/01/27

924,790‌

500,000

First

Citizens

BancShares,

Inc

3.375

03/15/30

478,179‌

500,000

(a)

First

Horizon

Bank

5.750

05/01/30

473,101‌

500,000

First

Horizon

Corp

4.000

05/26/25

487,931‌

2,000,000

Goldman

Sachs

Bank

USA

5.283

03/18/27

1,998,996‌

33,000

HSBC

Bank

USA

NA

7.000

01/15/39

38,175‌

450,000

HSBC

Holdings

plc

4.250

08/18/25

441,035‌

2,000,000

HSBC

Holdings

plc

2.633

11/07/25

1,960,741‌

1,875,000

HSBC

Holdings

plc

4.300

03/08/26

1,840,399‌

825,000

HSBC

Holdings

plc

1.645

04/18/26

790,203‌

2,475,000

HSBC

Holdings

plc

3.900

05/25/26

2,409,835‌

Bond

Index

Fund

March

31,

2024

50

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,500,000

HSBC

Holdings

plc

2.099

%

06/04/26

$

1,438,572‌

1,100,000

HSBC

Holdings

plc

4.292

09/12/26

1,079,793‌

450,000

HSBC

Holdings

plc

4.375

11/23/26

439,745‌

4,000,000

HSBC

Holdings

plc

1.589

05/24/27

3,680,684‌

2,000,000

HSBC

Holdings

plc

5.887

08/14/27

2,017,495‌

3,000,000

HSBC

Holdings

plc

2.251

11/22/27

2,764,908‌

3,925,000

HSBC

Holdings

plc

4.041

03/13/28

3,783,755‌

1,500,000

HSBC

Holdings

plc

4.755

06/09/28

1,470,978‌

1,500,000

HSBC

Holdings

plc

5.210

08/11/28

1,495,668‌

5,000,000

HSBC

Holdings

plc

2.013

09/22/28

4,470,478‌

1,575,000

HSBC

Holdings

plc

7.390

11/03/28

1,675,664‌

975,000

HSBC

Holdings

plc

6.161

03/09/29

1,001,771‌

2,500,000

HSBC

Holdings

plc

4.583

06/19/29

2,426,035‌

1,600,000

HSBC

Holdings

plc

2.206

08/17/29

1,402,283‌

2,000,000

HSBC

Holdings

plc

5.546

03/04/30

2,011,950‌

4,000,000

HSBC

Holdings

plc

3.973

05/22/30

3,738,326‌

3,000,000

HSBC

Holdings

plc

2.848

06/04/31

2,587,627‌

750,000

HSBC

Holdings

plc

2.357

08/18/31

625,104‌

2,350,000

HSBC

Holdings

plc

2.804

05/24/32

1,971,397‌

3,500,000

HSBC

Holdings

plc

2.871

11/22/32

2,923,751‌

1,500,000

HSBC

Holdings

plc

4.762

03/29/33

1,394,127‌

1,825,000

HSBC

Holdings

plc

5.402

08/11/33

1,819,818‌

2,000,000

HSBC

Holdings

plc

8.113

11/03/33

2,289,855‌

2,000,000

HSBC

Holdings

plc

6.254

03/09/34

2,107,731‌

2,000,000

(a)

HSBC

Holdings

plc

6.547

06/20/34

2,071,665‌

2,000,000

HSBC

Holdings

plc

7.399

11/13/34

2,187,353‌

2,000,000

HSBC

Holdings

plc

5.719

03/04/35

2,024,132‌

300,000

HSBC

Holdings

plc

6.500

05/02/36

311,100‌

2,700,000

HSBC

Holdings

plc

6.500

09/15/37

2,810,802‌

200,000

HSBC

Holdings

plc

6.800

06/01/38

213,457‌

550,000

(a)

HSBC

Holdings

plc

6.100

01/14/42

595,233‌

2,000,000

HSBC

Holdings

plc

6.332

03/09/44

2,145,136‌

1,175,000

HSBC

Holdings

plc

5.250

03/14/44

1,112,244‌

500,000

Huntington

Bancshares,

Inc

4.000

05/15/25

491,071‌

1,000,000

Huntington

Bancshares,

Inc

4.443

08/04/28

965,001‌

675,000

Huntington

Bancshares,

Inc

6.208

08/21/29

690,871‌

1,000,000

Huntington

Bancshares,

Inc

2.550

02/04/30

850,754‌

500,000

Huntington

Bancshares,

Inc

5.023

05/17/33

476,407‌

1,000,000

Huntington

Bancshares,

Inc

5.709

02/02/35

997,121‌

500,000

Huntington

Bancshares,

Inc

2.487

08/15/36

380,865‌

1,000,000

Huntington

National

Bank

4.552

05/17/28

969,204‌

1,500,000

Huntington

National

Bank

5.650

01/10/30

1,508,374‌

4,750,000

(a)

Industrial

&

Commercial

Bank

of

China

Ltd

3.538

11/08/27

4,520,908‌

575,000

ING

Groep

NV

3.550

04/09/24

574,753‌

1,250,000

ING

Groep

NV

3.950

03/29/27

1,207,838‌

1,500,000

ING

Groep

NV

1.726

04/01/27

1,392,251‌

600,000

ING

Groep

NV

4.017

03/28/28

578,108‌

1,500,000

ING

Groep

NV

4.550

10/02/28

1,469,297‌

1,325,000

ING

Groep

NV

4.050

04/09/29

1,258,146‌

3,000,000

ING

Groep

NV

5.335

03/19/30

2,992,669‌

475,000

ING

Groep

NV

2.727

04/01/32

403,168‌

300,000

(a)

ING

Groep

NV

4.252

03/28/33

277,909‌

200,000

ING

Groep

NV

6.114

09/11/34

207,649‌

3,000,000

ING

Groep

NV

5.550

03/19/35

2,977,039‌

4,000,000

Inter-American

Development

Bank

4.125

02/15/29

3,961,612‌

2,125,000

JPMorgan

Chase

&

Co

3.900

07/15/25

2,089,943‌

2,000,000

JPMorgan

Chase

&

Co

2.005

03/13/26

1,933,530‌

3,125,000

(b)

JPMorgan

Chase

&

Co

3.300

04/01/26

3,026,008‌

2,000,000

JPMorgan

Chase

&

Co

2.083

04/22/26

1,927,124‌

4,000,000

JPMorgan

Chase

&

Co

4.080

04/26/26

3,938,714‌

1,450,000

JPMorgan

Chase

&

Co

3.200

06/15/26

1,395,247‌

51

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,000,000

JPMorgan

Chase

&

Co

2.950

%

10/01/26

$

953,160‌

4,000,000

JPMorgan

Chase

&

Co

1.045

11/19/26

3,729,578‌

1,350,000

JPMorgan

Chase

&

Co

4.125

12/15/26

1,316,325‌

2,450,000

JPMorgan

Chase

&

Co

3.960

01/29/27

2,391,514‌

4,000,000

JPMorgan

Chase

&

Co

1.040

02/04/27

3,701,824‌

5,200,000

JPMorgan

Chase

&

Co

1.578

04/22/27

4,820,997‌

3,000,000

JPMorgan

Chase

&

Co

1.470

09/22/27

2,737,352‌

250,000

JPMorgan

Chase

&

Co

4.250

10/01/27

244,331‌

325,000

JPMorgan

Chase

&

Co

3.625

12/01/27

309,467‌

1,375,000

JPMorgan

Chase

&

Co

3.782

02/01/28

1,324,182‌

1,000,000

JPMorgan

Chase

&

Co

2.947

02/24/28

939,587‌

4,000,000

JPMorgan

Chase

&

Co

4.323

04/26/28

3,907,683‌

425,000

JPMorgan

Chase

&

Co

3.540

05/01/28

406,008‌

6,000,000

JPMorgan

Chase

&

Co

2.182

06/01/28

5,488,410‌

1,000,000

JPMorgan

Chase

&

Co

4.851

07/25/28

991,567‌

3,000,000

JPMorgan

Chase

&

Co

2.069

06/01/29

2,661,161‌

2,050,000

JPMorgan

Chase

&

Co

4.203

07/23/29

1,976,353‌

3,000,000

JPMorgan

Chase

&

Co

5.299

07/24/29

3,022,287‌

2,500,000

JPMorgan

Chase

&

Co

6.087

10/23/29

2,599,030‌

1,750,000

JPMorgan

Chase

&

Co

4.452

12/05/29

1,706,003‌

5,000,000

JPMorgan

Chase

&

Co

5.012

01/23/30

4,979,520‌

4,500,000

JPMorgan

Chase

&

Co

3.702

05/06/30

4,216,047‌

1,500,000

JPMorgan

Chase

&

Co

4.565

06/14/30

1,462,655‌

2,000,000

JPMorgan

Chase

&

Co

2.522

04/22/31

1,728,562‌

1,425,000

JPMorgan

Chase

&

Co

2.956

05/13/31

1,245,675‌

5,000,000

JPMorgan

Chase

&

Co

1.764

11/19/31

4,050,256‌

2,250,000

JPMorgan

Chase

&

Co

1.953

02/04/32

1,833,165‌

3,000,000

JPMorgan

Chase

&

Co

2.580

04/22/32

2,536,310‌

3,000,000

JPMorgan

Chase

&

Co

2.545

11/08/32

2,496,320‌

6,000,000

JPMorgan

Chase

&

Co

2.963

01/25/33

5,122,974‌

2,000,000

JPMorgan

Chase

&

Co

4.586

04/26/33

1,916,326‌

2,000,000

JPMorgan

Chase

&

Co

4.912

07/25/33

1,958,289‌

4,000,000

JPMorgan

Chase

&

Co

5.717

09/14/33

4,079,846‌

5,325,000

JPMorgan

Chase

&

Co

5.350

06/01/34

5,345,543‌

2,500,000

JPMorgan

Chase

&

Co

6.254

10/23/34

2,670,981‌

6,000,000

JPMorgan

Chase

&

Co

5.336

01/23/35

6,023,445‌

958,000

JPMorgan

Chase

&

Co

5.500

10/15/40

981,518‌

2,000,000

JPMorgan

Chase

&

Co

3.109

04/22/41

1,523,923‌

4,500,000

JPMorgan

Chase

&

Co

2.525

11/19/41

3,140,290‌

2,500,000

JPMorgan

Chase

&

Co

3.157

04/22/42

1,902,073‌

1,000,000

JPMorgan

Chase

&

Co

5.625

08/16/43

1,041,171‌

1,800,000

JPMorgan

Chase

&

Co

4.950

06/01/45

1,711,482‌

2,050,000

JPMorgan

Chase

&

Co

4.260

02/22/48

1,769,577‌

1,000,000

JPMorgan

Chase

&

Co

4.032

07/24/48

828,533‌

4,500,000

JPMorgan

Chase

&

Co

3.964

11/15/48

3,680,314‌

1,750,000

JPMorgan

Chase

&

Co

3.897

01/23/49

1,426,306‌

2,000,000

JPMorgan

Chase

&

Co

3.109

04/22/51

1,389,587‌

1,500,000

JPMorgan

Chase

&

Co

3.328

04/22/52

1,087,968‌

750,000

(c)

JPMorgan

Chase

&

Co

CME

Term

SOFR

3

M

+

3.562%

8.868

N/A(d)

748,710‌

2,000,000

JPMorgan

Chase

Bank

NA

5.110

12/08/26

2,005,742‌

750,000

KeyBank

NA

3.300

06/01/25

726,209‌

300,000

KeyBank

NA

3.400

05/20/26

282,799‌

1,000,000

KeyBank

NA

5.850

11/15/27

991,733‌

1,000,000

KeyBank

NA

4.390

12/14/27

943,991‌

250,000

KeyBank

NA

3.900

04/13/29

224,476‌

1,500,000

KeyBank

NA

4.900

08/08/32

1,346,847‌

625,000

KeyBank

NA

5.000

01/26/33

579,338‌

200,000

KeyCorp

4.150

10/29/25

194,525‌

500,000

KeyCorp

4.100

04/30/28

469,725‌

1,000,000

KeyCorp

2.550

10/01/29

845,055‌

300,000

KeyCorp

4.789

06/01/33

274,672‌

Bond

Index

Fund

March

31,

2024

52

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,500,000

KeyCorp

6.401

%

03/06/35

$

1,531,808‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

4.625

08/07/26

5,000,835‌

1,950,000

Kreditanstalt

fuer

Wiederaufbau

4.000

03/15/29

1,921,371‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4.125

07/15/33

2,946,696‌

2,750,000

Lloyds

Banking

Group

plc

4.500

11/04/24

2,723,423‌

1,375,000

Lloyds

Banking

Group

plc

4.450

05/08/25

1,358,194‌

325,000

Lloyds

Banking

Group

plc

4.582

12/10/25

318,649‌

1,000,000

Lloyds

Banking

Group

plc

2.438

02/05/26

972,183‌

1,000,000

Lloyds

Banking

Group

plc

3.511

03/18/26

978,282‌

225,000

Lloyds

Banking

Group

plc

4.650

03/24/26

220,553‌

1,250,000

Lloyds

Banking

Group

plc

4.716

08/11/26

1,235,028‌

500,000

Lloyds

Banking

Group

plc

3.750

01/11/27

481,317‌

2,000,000

Lloyds

Banking

Group

plc

1.627

05/11/27

1,841,359‌

1,000,000

Lloyds

Banking

Group

plc

5.985

08/07/27

1,009,420‌

1,000,000

Lloyds

Banking

Group

plc

3.750

03/18/28

957,238‌

500,000

Lloyds

Banking

Group

plc

4.375

03/22/28

485,306‌

700,000

Lloyds

Banking

Group

plc

4.550

08/16/28

682,138‌

1,825,000

Lloyds

Banking

Group

plc

3.574

11/07/28

1,710,901‌

500,000

Lloyds

Banking

Group

plc

5.871

03/06/29

508,087‌

1,250,000

Lloyds

Banking

Group

plc

4.976

08/11/33

1,203,817‌

1,500,000

Lloyds

Banking

Group

plc

7.953

11/15/33

1,688,827‌

2,000,000

Lloyds

Banking

Group

plc

5.679

01/05/35

2,011,804‌

1,550,000

Lloyds

Banking

Group

plc

4.344

01/09/48

1,234,798‌

300,000

M&T

Bank

Corp

4.000

07/15/24

297,842‌

1,000,000

M&T

Bank

Corp

7.413

10/30/29

1,054,662‌

1,000,000

M&T

Bank

Corp

6.082

03/13/32

997,585‌

1,500,000

M&T

Bank

Corp

5.053

01/27/34

1,394,530‌

1,100,000

Manufacturers

&

Traders

Trust

Co

2.900

02/06/25

1,072,437‌

1,000,000

Manufacturers

&

Traders

Trust

Co

5.400

11/21/25

990,993‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4.700

01/27/28

963,502‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.412

07/17/25

2,377,521‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

0.962

10/11/25

730,780‌

207,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.850

03/01/26

202,137‌

225,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.757

09/13/26

212,699‌

650,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.677

02/22/27

628,722‌

2,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.538

07/20/27

1,842,053‌

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.287

07/25/27

664,173‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.640

10/13/27

686,486‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.341

01/19/28

927,429‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.961

03/02/28

967,017‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.080

04/19/28

971,001‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.017

07/20/28

996,292‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.050

09/11/28

291,973‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.354

09/13/28

1,004,827‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.422

02/22/29

2,526,186‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.741

03/07/29

1,188,886‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.242

04/19/29

1,007,579‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.195

07/18/29

915,992‌

1,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.559

02/25/30

1,308,446‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.048

07/17/30

1,048,091‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.475

02/22/31

2,542,761‌

1,700,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.309

07/20/32

1,413,351‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.494

10/13/32

417,913‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.852

01/19/33

849,131‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

4.315

04/19/33

945,559‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.133

07/20/33

1,001,594‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

5.472

09/13/33

1,024,547‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.441

02/22/34

2,547,231‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

5.406

04/19/34

1,019,289‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.286

07/26/38

277,678‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.153

03/07/39

453,475‌

53

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,425,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.751

%

07/18/39

$

1,227,209‌

500,000

Mizuho

Financial

Group,

Inc

2.226

05/25/26

481,999‌

200,000

Mizuho

Financial

Group,

Inc

3.663

02/28/27

192,258‌

1,000,000

Mizuho

Financial

Group,

Inc

1.234

05/22/27

917,723‌

1,000,000

Mizuho

Financial

Group,

Inc

1.554

07/09/27

919,387‌

725,000

Mizuho

Financial

Group,

Inc

4.018

03/05/28

700,508‌

1,000,000

Mizuho

Financial

Group,

Inc

5.667

05/27/29

1,017,525‌

1,500,000

Mizuho

Financial

Group,

Inc

5.778

07/06/29

1,532,677‌

625,000

Mizuho

Financial

Group,

Inc

4.254

09/11/29

603,759‌

1,000,000

Mizuho

Financial

Group,

Inc

3.261

05/22/30

912,776‌

1,500,000

Mizuho

Financial

Group,

Inc

5.376

05/26/30

1,506,815‌

1,000,000

Mizuho

Financial

Group,

Inc

3.153

07/16/30

906,776‌

500,000

Mizuho

Financial

Group,

Inc

2.869

09/13/30

444,417‌

500,000

Mizuho

Financial

Group,

Inc

2.591

05/25/31

429,942‌

1,000,000

Mizuho

Financial

Group,

Inc

5.739

05/27/31

1,026,301‌

1,000,000

Mizuho

Financial

Group,

Inc

2.201

07/10/31

836,380‌

1,000,000

Mizuho

Financial

Group,

Inc

1.979

09/08/31

821,135‌

700,000

Mizuho

Financial

Group,

Inc

2.564

09/13/31

573,026‌

1,000,000

Mizuho

Financial

Group,

Inc

2.172

05/22/32

816,760‌

500,000

Mizuho

Financial

Group,

Inc

2.260

07/09/32

408,797‌

1,000,000

Mizuho

Financial

Group,

Inc

5.669

09/13/33

1,021,692‌

1,000,000

Mizuho

Financial

Group,

Inc

5.754

05/27/34

1,025,233‌

1,500,000

Mizuho

Financial

Group,

Inc

5.748

07/06/34

1,548,982‌

1,000,000

Mizuho

Financial

Group,

Inc

5.579

05/26/35

1,010,991‌

1,500,000

Morgan

Stanley

Bank

NA

4.952

01/14/28

1,493,822‌

1,500,000

National

Australia

Bank

Ltd

5.132

11/22/24

1,498,284‌

300,000

National

Australia

Bank

Ltd

3.375

01/14/26

291,335‌

750,000

National

Australia

Bank

Ltd

2.500

07/12/26

710,410‌

1,000,000

National

Australia

Bank

Ltd

3.905

06/09/27

972,338‌

2,000,000

National

Australia

Bank

Ltd

4.944

01/12/28

2,007,996‌

1,500,000

National

Australia

Bank

Ltd

4.900

06/13/28

1,502,991‌

1,000,000

National

Australia

Bank

Ltd

4.787

01/10/29

998,347‌

1,500,000

National

Bank

of

Canada

5.600

12/18/28

1,524,845‌

750,000

NatWest

Group

plc

4.800

04/05/26

741,260‌

2,000,000

NatWest

Group

plc

7.472

11/10/26

2,054,255‌

800,000

NatWest

Group

plc

1.642

06/14/27

735,496‌

300,000

NatWest

Group

plc

3.073

05/22/28

280,009‌

700,000

NatWest

Group

plc

5.516

09/30/28

700,468‌

1,000,000

NatWest

Group

plc

4.892

05/18/29

978,788‌

1,000,000

NatWest

Group

plc

5.808

09/13/29

1,015,368‌

750,000

NatWest

Group

plc

3.754

11/01/29

737,264‌

3,000,000

NatWest

Group

plc

5.076

01/27/30

2,947,829‌

1,500,000

NatWest

Group

plc

4.445

05/08/30

1,428,496‌

1,500,000

NatWest

Group

plc

6.016

03/02/34

1,547,559‌

1,000,000

NatWest

Group

plc

6.475

06/01/34

1,016,488‌

1,000,000

NatWest

Group

plc

5.778

03/01/35

1,013,933‌

800,000

NatWest

Group

plc

3.032

11/28/35

669,340‌

3,000,000

Nordic

Investment

Bank

4.250

02/28/29

2,987,444‌

1,250,000

Oesterreichische

Kontrollbank

AG.

0.500

09/16/24

1,222,590‌

500,000

PNC

Bank

NA

3.875

04/10/25

491,453‌

550,000

PNC

Bank

NA

3.250

06/01/25

536,180‌

903,000

PNC

Bank

NA

4.050

07/26/28

860,442‌

475,000

PNC

Bank

NA

2.700

10/22/29

412,417‌

1,500,000

PNC

Financial

Services

Group,

Inc

2.600

07/23/26

1,419,459‌

3,000,000

PNC

Financial

Services

Group,

Inc

1.150

08/13/26

2,735,019‌

300,000

PNC

Financial

Services

Group,

Inc

3.150

05/19/27

284,062‌

1,000,000

PNC

Financial

Services

Group,

Inc

5.300

01/21/28

1,001,142‌

1,500,000

PNC

Financial

Services

Group,

Inc

5.354

12/02/28

1,506,275‌

1,575,000

PNC

Financial

Services

Group,

Inc

3.450

04/23/29

1,468,788‌

2,000,000

PNC

Financial

Services

Group,

Inc

5.582

06/12/29

2,024,361‌

2,000,000

PNC

Financial

Services

Group,

Inc

2.550

01/22/30

1,745,312‌

Bond

Index

Fund

March

31,

2024

54

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

750,000

PNC

Financial

Services

Group,

Inc

4.626

%

06/06/33

$

699,420‌

1,000,000

PNC

Financial

Services

Group,

Inc

6.037

10/28/33

1,033,891‌

900,000

PNC

Financial

Services

Group,

Inc

5.068

01/24/34

871,832‌

4,000,000

PNC

Financial

Services

Group,

Inc

5.939

08/18/34

4,104,045‌

2,000,000

PNC

Financial

Services

Group,

Inc

6.875

10/20/34

2,190,059‌

1,000,000

PNC

Financial

Services

Group,

Inc

5.676

01/22/35

1,009,108‌

825,000

PNC

Financial

Services

Group,

Inc

6.200

N/A(d)

822,852‌

300,000

Regions

Bank

6.450

06/26/37

308,952‌

225,000

Regions

Financial

Corp

2.250

05/18/25

216,331‌

1,000,000

Regions

Financial

Corp

1.800

08/12/28

861,889‌

1,000,000

Royal

Bank

of

Canada

3.375

04/14/25

980,391‌

2,000,000

Royal

Bank

of

Canada

1.150

06/10/25

1,907,770‌

1,000,000

Royal

Bank

of

Canada

0.875

01/20/26

929,801‌

1,000,000

Royal

Bank

of

Canada

4.650

01/27/26

988,364‌

2,000,000

Royal

Bank

of

Canada

1.200

04/27/26

1,848,544‌

2,000,000

Royal

Bank

of

Canada

1.150

07/14/26

1,831,652‌

1,500,000

Royal

Bank

of

Canada

1.400

11/02/26

1,370,078‌

1,000,000

Royal

Bank

of

Canada

3.625

05/04/27

962,079‌

1,000,000

Royal

Bank

of

Canada

4.240

08/03/27

977,201‌

1,500,000

Royal

Bank

of

Canada

6.000

11/01/27

1,550,269‌

1,500,000

Royal

Bank

of

Canada

4.900

01/12/28

1,500,265‌

2,000,000

Royal

Bank

of

Canada

5.200

08/01/28

2,019,915‌

1,000,000

(a)

Royal

Bank

of

Canada

4.950

02/01/29

1,002,393‌

1,600,000

Royal

Bank

of

Canada

2.300

11/03/31

1,329,626‌

500,000

Royal

Bank

of

Canada

3.875

05/04/32

462,077‌

1,000,000

Royal

Bank

of

Canada

5.000

02/01/33

996,427‌

4,000,000

(a)

Royal

Bank

of

Canada

5.000

05/02/33

3,984,829‌

1,500,000

Royal

Bank

of

Canada

5.150

02/01/34

1,501,446‌

1,000,000

Santander

Holdings

USA,

Inc

3.450

06/02/25

972,064‌

775,000

Santander

Holdings

USA,

Inc

4.500

07/17/25

761,868‌

1,850,000

Santander

Holdings

USA,

Inc

3.244

10/05/26

1,747,738‌

650,000

Santander

Holdings

USA,

Inc

4.400

07/13/27

630,507‌

2,000,000

Santander

Holdings

USA,

Inc

2.490

01/06/28

1,817,624‌

1,000,000

Santander

Holdings

USA,

Inc

6.499

03/09/29

1,022,803‌

1,000,000

Santander

Holdings

USA,

Inc

6.565

06/12/29

1,029,603‌

750,000

Santander

Holdings

USA,

Inc

6.174

01/09/30

756,760‌

1,000,000

Santander

UK

Group

Holdings

plc

1.532

08/21/26

941,931‌

1,000,000

Santander

UK

Group

Holdings

plc

6.833

11/21/26

1,016,497‌

1,000,000

Santander

UK

Group

Holdings

plc

1.673

06/14/27

914,774‌

2,000,000

Santander

UK

Group

Holdings

plc

2.469

01/11/28

1,837,941‌

500,000

Santander

UK

Group

Holdings

plc

3.823

11/03/28

470,148‌

1,000,000

Santander

UK

Group

Holdings

plc

6.534

01/10/29

1,033,736‌

750,000

Santander

UK

Group

Holdings

plc

2.896

03/15/32

638,130‌

250,000

Sumitomo

Mitsui

Banking

Corp

3.650

07/23/25

244,804‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

0.948

01/12/26

928,871‌

1,300,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.784

03/09/26

1,266,755‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.402

09/17/26

914,119‌

700,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.010

10/19/26

664,665‌

725,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.446

01/11/27

695,171‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.174

01/14/27

926,089‌

775,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.364

07/12/27

736,289‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.352

10/18/27

473,190‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.520

01/13/28

2,039,540‌

675,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.544

01/17/28

642,344‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.800

07/13/28

2,060,037‌

750,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

3.944

07/19/28

721,896‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.716

09/14/28

1,028,173‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.902

09/17/28

1,314,262‌

500,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

4.306

10/16/28

492,566‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.472

01/14/29

1,340,320‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.040

07/16/29

1,360,119‌

55

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.202

%

09/17/29

$

454,118‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.724

09/27/29

888,161‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.710

01/13/30

2,063,935‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.750

01/15/30

1,328,432‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.130

07/08/30

1,256,346‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.852

07/13/30

2,075,231‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.142

09/23/30

828,293‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.710

01/12/31

802,176‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.222

09/17/31

1,227,061‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.766

01/13/33

1,041,971‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.776

07/13/33

2,082,848‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.808

09/14/33

1,048,315‌

1,500,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

2.296

01/12/41

1,034,750‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.930

09/17/41

756,322‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.050

01/14/42

1,143,935‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

6.184

07/13/43

554,333‌

1,000,000

Synovus

Bank

5.625

02/15/28

971,098‌

1,000,000

Synovus

Financial

Corp

5.200

08/11/25

990,200‌

1,000,000

Toronto-Dominion

Bank

1.150

06/12/25

952,516‌

1,000,000

Toronto-Dominion

Bank

0.750

09/11/25

939,171‌

2,000,000

Toronto-Dominion

Bank

0.750

01/06/26

1,855,928‌

2,000,000

Toronto-Dominion

Bank

1.200

06/03/26

1,839,456‌

1,500,000

Toronto-Dominion

Bank

1.250

09/10/26

1,368,700‌

825,000

Toronto-Dominion

Bank

5.264

12/11/26

830,356‌

1,000,000

Toronto-Dominion

Bank

1.950

01/12/27

924,370‌

1,000,000

Toronto-Dominion

Bank

2.800

03/10/27

941,547‌

3,000,000

Toronto-Dominion

Bank

4.108

06/08/27

2,920,220‌

1,500,000

Toronto-Dominion

Bank

4.693

09/15/27

1,485,697‌

1,000,000

Toronto-Dominion

Bank

5.156

01/10/28

1,006,409‌

1,000,000

Toronto-Dominion

Bank

5.523

07/17/28

1,021,275‌

1,500,000

(e)

Toronto-Dominion

Bank

4.994

04/05/29

1,500,090‌

1,500,000

(a)

Toronto-Dominion

Bank

2.000

09/10/31

1,226,222‌

1,000,000

Toronto-Dominion

Bank

3.625

09/15/31

956,419‌

1,000,000

(a)

Toronto-Dominion

Bank

2.450

01/12/32

833,053‌

500,000

Toronto-Dominion

Bank

3.200

03/10/32

440,023‌

800,000

Toronto-Dominion

Bank

4.456

06/08/32

766,146‌

1,000,000

Truist

Bank

1.500

03/10/25

963,958‌

500,000

Truist

Bank

3.625

09/16/25

486,611‌

200,000

Truist

Bank

4.050

11/03/25

196,324‌

375,000

Truist

Bank

3.300

05/15/26

359,900‌

500,000

Truist

Bank

3.800

10/30/26

480,239‌

750,000

Truist

Bank

2.636

09/17/29

721,090‌

475,000

Truist

Bank

2.250

03/11/30

395,313‌

900,000

Truist

Financial

Corp

4.000

05/01/25

885,521‌

975,000

Truist

Financial

Corp

3.700

06/05/25

955,782‌

750,000

Truist

Financial

Corp

1.200

08/05/25

708,977‌

1,000,000

Truist

Financial

Corp

4.260

07/28/26

983,740‌

1,300,000

Truist

Financial

Corp

1.267

03/02/27

1,201,857‌

1,000,000

Truist

Financial

Corp

1.125

08/03/27

877,908‌

750,000

Truist

Financial

Corp

4.123

06/06/28

724,325‌

1,000,000

Truist

Financial

Corp

4.873

01/26/29

983,410‌

500,000

(a)

Truist

Financial

Corp

3.875

03/19/29

464,974‌

2,000,000

Truist

Financial

Corp

1.887

06/07/29

1,736,045‌

550,000

Truist

Financial

Corp

7.161

10/30/29

586,521‌

2,000,000

Truist

Financial

Corp

5.435

01/24/30

1,997,667‌

1,000,000

Truist

Financial

Corp

4.916

07/28/33

931,336‌

1,000,000

Truist

Financial

Corp

6.123

10/28/33

1,033,371‌

100,000

Truist

Financial

Corp

5.122

01/26/34

96,253‌

3,000,000

Truist

Financial

Corp

5.867

06/08/34

3,036,783‌

2,000,000

Truist

Financial

Corp

5.711

01/24/35

2,008,635‌

125,000

US

Bancorp

3.950

11/17/25

122,451‌

Bond

Index

Fund

March

31,

2024

56

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

750,000

US

Bancorp

3.100

%

04/27/26

$

719,315‌

700,000

US

Bancorp

2.375

07/22/26

659,523‌

2,000,000

US

Bancorp

5.727

10/21/26

2,010,818‌

1,175,000

US

Bancorp

3.150

04/27/27

1,115,064‌

1,500,000

US

Bancorp

6.787

10/26/27

1,553,279‌

750,000

US

Bancorp

3.900

04/26/28

721,753‌

2,000,000

US

Bancorp

4.653

02/01/29

1,960,146‌

2,000,000

US

Bancorp

5.775

06/12/29

2,034,903‌

600,000

US

Bancorp

3.000

07/30/29

536,024‌

2,500,000

US

Bancorp

1.375

07/22/30

2,008,541‌

1,000,000

US

Bancorp

4.967

07/22/33

945,288‌

3,000,000

US

Bancorp

5.850

10/21/33

3,058,720‌

2,000,000

US

Bancorp

5.836

06/12/34

2,038,507‌

1,000,000

US

Bancorp

2.491

11/03/36

786,753‌

750,000

US

Bank

NA

2.800

01/27/25

733,907‌

125,000

Wachovia

Corp

5.500

08/01/35

125,968‌

200,000

Webster

Financial

Corp

4.100

03/25/29

183,667‌

1,125,000

Wells

Fargo

&

Co

3.550

09/29/25

1,097,085‌

1,500,000

Wells

Fargo

&

Co

2.164

02/11/26

1,455,139‌

3,350,000

Wells

Fargo

&

Co

3.000

04/22/26

3,203,742‌

2,000,000

Wells

Fargo

&

Co

3.908

04/25/26

1,962,917‌

1,000,000

Wells

Fargo

&

Co

2.188

04/30/26

963,029‌

1,250,000

Wells

Fargo

&

Co

4.100

06/03/26

1,216,675‌

1,700,000

Wells

Fargo

&

Co

4.540

08/15/26

1,678,290‌

2,575,000

Wells

Fargo

&

Co

3.000

10/23/26

2,437,592‌

1,500,000

Wells

Fargo

&

Co

3.196

06/17/27

1,432,321‌

1,200,000

Wells

Fargo

&

Co

4.300

07/22/27

1,168,869‌

1,300,000

Wells

Fargo

&

Co

3.526

03/24/28

1,237,326‌

2,125,000

Wells

Fargo

&

Co

3.584

05/22/28

2,020,265‌

5,000,000

Wells

Fargo

&

Co

2.393

06/02/28

4,576,520‌

1,000,000

Wells

Fargo

&

Co

4.808

07/25/28

985,318‌

6,175,000

Wells

Fargo

&

Co

4.150

01/24/29

5,950,573‌

5,000,000

Wells

Fargo

&

Co

5.574

07/25/29

5,059,261‌

2,500,000

Wells

Fargo

&

Co

6.303

10/23/29

2,603,850‌

5,000,000

Wells

Fargo

&

Co

5.198

01/23/30

4,989,460‌

4,950,000

Wells

Fargo

&

Co

2.879

10/30/30

4,375,770‌

3,000,000

Wells

Fargo

&

Co

2.572

02/11/31

2,586,044‌

5,000,000

Wells

Fargo

&

Co

4.478

04/04/31

4,787,582‌

6,000,000

Wells

Fargo

&

Co

3.350

03/02/33

5,205,766‌

3,500,000

Wells

Fargo

&

Co

4.897

07/25/33

3,372,800‌

3,000,000

Wells

Fargo

&

Co

5.389

04/24/34

2,981,318‌

5,000,000

Wells

Fargo

&

Co

5.557

07/25/34

5,019,309‌

3,000,000

Wells

Fargo

&

Co

6.491

10/23/34

3,217,722‌

5,000,000

Wells

Fargo

&

Co

5.499

01/23/35

5,011,771‌

7,025,000

Wells

Fargo

&

Co

3.068

04/30/41

5,256,202‌

1,050,000

Wells

Fargo

&

Co

5.375

11/02/43

1,014,067‌

1,468,000

Wells

Fargo

&

Co

5.606

01/15/44

1,446,160‌

475,000

Wells

Fargo

&

Co

4.650

11/04/44

415,074‌

1,500,000

Wells

Fargo

&

Co

3.900

05/01/45

1,223,629‌

950,000

Wells

Fargo

&

Co

4.900

11/17/45

854,627‌

3,250,000

Wells

Fargo

&

Co

4.400

06/14/46

2,704,280‌

1,975,000

Wells

Fargo

&

Co

4.750

12/07/46

1,732,479‌

1,500,000

Wells

Fargo

&

Co

5.013

04/04/51

1,408,319‌

2,000,000

Wells

Fargo

&

Co

4.611

04/25/53

1,767,202‌

2,900,000

Wells

Fargo

Bank

NA

5.450

08/07/26

2,919,487‌

2,000,000

Wells

Fargo

Bank

NA

5.254

12/11/26

2,007,776‌

250,000

Wells

Fargo

Bank

NA

6.600

01/15/38

273,029‌

1,000,000

Westpac

Banking

Corp

2.850

05/13/26

958,597‌

2,000,000

Westpac

Banking

Corp

1.150

06/03/26

1,843,989‌

675,000

Westpac

Banking

Corp

2.700

08/19/26

641,647‌

850,000

Westpac

Banking

Corp

3.350

03/08/27

815,775‌

57

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,500,000

(a)

Westpac

Banking

Corp

4.043

%

08/26/27

$

1,470,183‌

2,000,000

Westpac

Banking

Corp

5.457

11/18/27

2,040,220‌

725,000

Westpac

Banking

Corp

3.400

01/25/28

689,545‌

1,000,000

Westpac

Banking

Corp

5.535

11/17/28

1,027,702‌

2,000,000

Westpac

Banking

Corp

1.953

11/20/28

1,764,804‌

1,000,000

Westpac

Banking

Corp

2.894

02/04/30

972,798‌

1,500,000

Westpac

Banking

Corp

2.150

06/03/31

1,254,801‌

950,000

Westpac

Banking

Corp

4.322

11/23/31

916,818‌

1,000,000

Westpac

Banking

Corp

5.405

08/10/33

990,904‌

1,000,000

Westpac

Banking

Corp

6.820

11/17/33

1,086,853‌

600,000

Westpac

Banking

Corp

4.110

07/24/34

554,198‌

2,350,000

Westpac

Banking

Corp

2.668

11/15/35

1,938,326‌

500,000

Westpac

Banking

Corp

3.020

11/18/36

410,717‌

900,000

Westpac

Banking

Corp

4.421

07/24/39

792,362‌

225,000

Westpac

Banking

Corp

2.963

11/16/40

158,799‌

400,000

Zions

Bancorp

NA

3.250

10/29/29

327,647‌

TOTAL

BANKS

1,067,804,482‌

CAPITAL

GOODS

-

1.2%

1,200,000

3M

Co

3.000

08/07/25

1,165,657‌

675,000

3M

Co

2.875

10/15/27

628,723‌

925,000

(a)

3M

Co

3.625

09/14/28

876,885‌

500,000

3M

Co

3.375

03/01/29

464,358‌

1,000,000

3M

Co

2.375

08/26/29

876,718‌

200,000

3M

Co

3.125

09/19/46

138,219‌

300,000

3M

Co

3.625

10/15/47

221,055‌

1,150,000

3M

Co

4.000

09/14/48

923,660‌

875,000

3M

Co

3.250

08/26/49

605,234‌

820,000

3M

Co

3.700

04/15/50

605,698‌

1,000,000

Acuity

Brands

Lighting,

Inc

2.150

12/15/30

829,035‌

1,000,000

AGCO

Corp

5.800

03/21/34

1,012,483‌

750,000

Air

Lease

Corp

2.300

02/01/25

728,343‌

750,000

Air

Lease

Corp

3.375

07/01/25

730,881‌

1,000,000

Air

Lease

Corp

2.875

01/15/26

956,255‌

1,000,000

Air

Lease

Corp

3.750

06/01/26

964,486‌

1,500,000

Air

Lease

Corp

1.875

08/15/26

1,382,935‌

1,000,000

Air

Lease

Corp

2.200

01/15/27

919,770‌

500,000

Air

Lease

Corp

3.625

04/01/27

471,666‌

200,000

Air

Lease

Corp

3.625

12/01/27

188,667‌

1,000,000

Air

Lease

Corp

5.850

12/15/27

1,015,425‌

500,000

(a)

Air

Lease

Corp

5.300

02/01/28

500,271‌

300,000

Air

Lease

Corp

4.625

10/01/28

291,883‌

1,500,000

Air

Lease

Corp

5.100

03/01/29

1,490,050‌

500,000

Air

Lease

Corp

3.250

10/01/29

452,194‌

750,000

Air

Lease

Corp

3.000

02/01/30

662,946‌

500,000

Air

Lease

Corp

3.125

12/01/30

438,862‌

500,000

Aircastle

Ltd

4.250

06/15/26

485,651‌

500,000

Allegion

plc

3.500

10/01/29

461,001‌

200,000

Allegion

US

Holding

Co,

Inc

3.550

10/01/27

190,743‌

500,000

Allegion

US

Holding

Co,

Inc

5.411

07/01/32

501,083‌

5,700,000

Boeing

Co

4.875

05/01/25

5,636,682‌

400,000

Boeing

Co

2.600

10/30/25

380,551‌

2,000,000

Boeing

Co

2.750

02/01/26

1,895,943‌

3,000,000

Boeing

Co

2.196

02/04/26

2,808,598‌

300,000

Boeing

Co

3.100

05/01/26

284,694‌

200,000

Boeing

Co

2.250

06/15/26

185,756‌

500,000

Boeing

Co

2.700

02/01/27

460,552‌

250,000

Boeing

Co

2.800

03/01/27

230,857‌

1,900,000

Boeing

Co

5.040

05/01/27

1,864,168‌

500,000

Boeing

Co

3.250

03/01/28

458,308‌

125,000

Boeing

Co

3.450

11/01/28

114,215‌

600,000

Boeing

Co

3.200

03/01/29

536,008‌

Bond

Index

Fund

March

31,

2024

58

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

750,000

Boeing

Co

2.950

%

02/01/30

$

647,743‌

1,600,000

Boeing

Co

5.150

05/01/30

1,548,011‌

1,000,000

Boeing

Co

3.625

02/01/31

880,096‌

300,000

Boeing

Co

3.600

05/01/34

248,590‌

425,000

Boeing

Co

3.250

02/01/35

334,425‌

500,000

Boeing

Co

3.550

03/01/38

380,397‌

600,000

Boeing

Co

3.500

03/01/39

444,927‌

350,000

Boeing

Co

5.875

02/15/40

336,656‌

5,500,000

Boeing

Co

5.705

05/01/40

5,264,278‌

300,000

Boeing

Co

3.375

06/15/46

202,309‌

250,000

Boeing

Co

3.650

03/01/47

174,952‌

100,000

Boeing

Co

3.625

03/01/48

68,098‌

100,000

Boeing

Co

3.850

11/01/48

70,472‌

5,000,000

Boeing

Co

5.805

05/01/50

4,730,639‌

125,000

Boeing

Co

3.825

03/01/59

82,970‌

750,000

Boeing

Co

3.950

08/01/59

513,222‌

5,500,000

Boeing

Co

5.930

05/01/60

5,156,442‌

200,000

Carlisle

Cos,

Inc

3.500

12/01/24

196,842‌

1,000,000

Carlisle

Cos,

Inc

2.750

03/01/30

878,716‌

1,000,000

Carlisle

Cos,

Inc

2.200

03/01/32

802,529‌

1,444,000

Carrier

Global

Corp

2.493

02/15/27

1,345,435‌

1,100,000

Carrier

Global

Corp

2.722

02/15/30

972,746‌

150,000

Carrier

Global

Corp

2.700

02/15/31

129,066‌

125,000

Carrier

Global

Corp

5.900

03/15/34

131,375‌

2,000,000

Carrier

Global

Corp

3.377

04/05/40

1,565,809‌

900,000

Carrier

Global

Corp

3.577

04/05/50

670,773‌

225,000

Carrier

Global

Corp

6.200

03/15/54

247,753‌

1,000,000

Caterpillar

Financial

Services

Corp

3.400

05/13/25

980,788‌

1,000,000

Caterpillar

Financial

Services

Corp

1.450

05/15/25

959,133‌

1,000,000

Caterpillar

Financial

Services

Corp

0.800

11/13/25

935,763‌

3,000,000

Caterpillar

Financial

Services

Corp

0.900

03/02/26

2,777,374‌

500,000

Caterpillar

Financial

Services

Corp

2.400

08/09/26

473,128‌

2,000,000

Caterpillar

Financial

Services

Corp

1.150

09/14/26

1,831,611‌

2,000,000

Caterpillar

Financial

Services

Corp

4.500

01/08/27

1,986,977‌

1,000,000

Caterpillar

Financial

Services

Corp

3.600

08/12/27

963,719‌

2,000,000

Caterpillar

Financial

Services

Corp

4.850

02/27/29

2,011,475‌

500,000

Caterpillar,

Inc

2.600

09/19/29

451,702‌

1,000,000

Caterpillar,

Inc

1.900

03/12/31

845,668‌

225,000

Caterpillar,

Inc

5.200

05/27/41

225,815‌

2,363,000

Caterpillar,

Inc

3.803

08/15/42

1,988,090‌

300,000

Caterpillar,

Inc

4.300

05/15/44

272,857‌

750,000

Caterpillar,

Inc

3.250

09/19/49

555,540‌

750,000

Caterpillar,

Inc

3.250

04/09/50

558,695‌

1,000,000

CNH

Industrial

Capital

LLC

1.875

01/15/26

940,390‌

1,000,000

CNH

Industrial

Capital

LLC

1.450

07/15/26

917,933‌

1,000,000

CNH

Industrial

Capital

LLC

4.550

04/10/28

979,793‌

1,000,000

CNH

Industrial

Capital

LLC

5.100

04/20/29

997,287‌

500,000

CNH

Industrial

NV

3.850

11/15/27

480,139‌

500,000

Cummins,

Inc

0.750

09/01/25

470,971‌

1,000,000

Cummins,

Inc

4.900

02/20/29

1,005,437‌

1,000,000

Cummins,

Inc

1.500

09/01/30

817,897‌

1,000,000

Cummins,

Inc

5.150

02/20/34

1,009,262‌

200,000

Cummins,

Inc

4.875

10/01/43

192,375‌

750,000

Cummins,

Inc

2.600

09/01/50

473,590‌

500,000

Cummins,

Inc

5.450

02/20/54

511,181‌

218,000

Deere

&

Co

5.375

10/16/29

227,093‌

500,000

Deere

&

Co

2.875

09/07/49

352,977‌

825,000

Dover

Corp

3.150

11/15/25

797,255‌

100,000

Dover

Corp

2.950

11/04/29

90,113‌

100,000

Dover

Corp

5.375

03/01/41

99,544‌

1,000,000

(f)

EAS

Segment

5.350

09/18/28

1,012,978‌

59

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

1,000,000

(f)

EAS

Segment

5.450

%

09/18/33

$

1,012,370‌

200,000

Eaton

Corp

3.103

09/15/27

189,621‌

1,000,000

Eaton

Corp

4.350

05/18/28

985,771‌

150,000

Eaton

Corp

4.000

11/02/32

141,731‌

1,250,000

Eaton

Corp

4.150

03/15/33

1,185,741‌

925,000

Eaton

Corp

4.150

11/02/42

811,219‌

200,000

Eaton

Corp

3.915

09/15/47

164,066‌

1,250,000

Eaton

Corp

4.700

08/23/52

1,167,160‌

200,000

Emerson

Electric

Co

3.150

06/01/25

195,407‌

1,000,000

Emerson

Electric

Co

0.875

10/15/26

907,291‌

500,000

Emerson

Electric

Co

1.800

10/15/27

451,913‌

500,000

Emerson

Electric

Co

2.000

12/21/28

443,993‌

750,000

Emerson

Electric

Co

1.950

10/15/30

635,343‌

500,000

Emerson

Electric

Co

2.200

12/21/31

418,270‌

200,000

Emerson

Electric

Co

5.250

11/15/39

203,391‌

500,000

Emerson

Electric

Co

2.750

10/15/50

323,454‌

500,000

Emerson

Electric

Co

2.800

12/21/51

327,439‌

500,000

Flowserve

Corp

3.500

10/01/30

443,913‌

1,000,000

Flowserve

Corp

2.800

01/15/32

822,039‌

875,000

Fortive

Corp

3.150

06/15/26

836,965‌

250,000

Fortive

Corp

4.300

06/15/46

209,120‌

200,000

Fortune

Brands

Innovations,

Inc

4.000

06/15/25

196,091‌

500,000

Fortune

Brands

Innovations,

Inc

4.000

03/25/32

456,844‌

1,000,000

Fortune

Brands

Innovations,

Inc

5.875

06/01/33

1,020,283‌

500,000

Fortune

Brands

Innovations,

Inc

4.500

03/25/52

410,734‌

500,000

GATX

Corp

3.250

09/15/26

477,183‌

200,000

GATX

Corp

3.500

03/15/28

188,398‌

200,000

(a)

GATX

Corp

4.550

11/07/28

195,313‌

425,000

GATX

Corp

4.700

04/01/29

416,658‌

500,000

GATX

Corp

4.000

06/30/30

464,457‌

1,000,000

GATX

Corp

1.900

06/01/31

794,284‌

500,000

GATX

Corp

4.900

03/15/33

481,198‌

750,000

GATX

Corp

5.450

09/15/33

745,957‌

500,000

GATX

Corp

6.050

03/15/34

514,638‌

225,000

GATX

Corp

5.200

03/15/44

209,223‌

500,000

GE

Capital

Funding

LLC

3.450

05/15/25

488,052‌

3,000,000

General

Dynamics

Corp

1.150

06/01/26

2,762,817‌

900,000

General

Dynamics

Corp

2.250

06/01/31

762,531‌

1,000,000

General

Dynamics

Corp

2.850

06/01/41

740,087‌

225,000

General

Dynamics

Corp

3.600

11/15/42

182,563‌

1,950,000

General

Dynamics

Corp

4.250

04/01/50

1,698,362‌

750,000

HEICO

Corp

5.250

08/01/28

754,521‌

750,000

HEICO

Corp

5.350

08/01/33

752,455‌

2,300,000

Honeywell

International,

Inc

1.350

06/01/25

2,204,110‌

1,700,000

Honeywell

International,

Inc

2.500

11/01/26

1,606,301‌

2,000,000

Honeywell

International,

Inc

1.100

03/01/27

1,807,125‌

750,000

Honeywell

International,

Inc

4.950

02/15/28

758,489‌

1,000,000

Honeywell

International,

Inc

4.875

09/01/29

1,006,638‌

950,000

Honeywell

International,

Inc

1.950

06/01/30

809,306‌

1,000,000

Honeywell

International,

Inc

4.950

09/01/31

1,007,236‌

1,000,000

Honeywell

International,

Inc

5.000

02/15/33

1,011,255‌

2,000,000

Honeywell

International,

Inc

4.500

01/15/34

1,944,507‌

1,500,000

Honeywell

International,

Inc

5.000

03/01/35

1,505,633‌

782,000

Honeywell

International,

Inc

3.812

11/21/47

633,010‌

575,000

Honeywell

International,

Inc

2.800

06/01/50

398,550‌

1,500,000

Honeywell

International,

Inc

5.250

03/01/54

1,513,522‌

1,000,000

Honeywell

International,

Inc

5.350

03/01/64

1,013,200‌

200,000

Hubbell,

Inc

3.350

03/01/26

193,355‌

500,000

Hubbell,

Inc

3.150

08/15/27

471,417‌

200,000

Hubbell,

Inc

3.500

02/15/28

189,820‌

1,000,000

Hubbell,

Inc

2.300

03/15/31

834,646‌

Bond

Index

Fund

March

31,

2024

60

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

500,000

Huntington

Ingalls

Industries,

Inc

3.844

%

05/01/25

$

490,674‌

500,000

Huntington

Ingalls

Industries,

Inc

4.200

05/01/30

468,697‌

500,000

IDEX

Corp

3.000

05/01/30

440,700‌

1,000,000

IDEX

Corp

2.625

06/15/31

846,680‌

1,000,000

Illinois

Tool

Works,

Inc

2.650

11/15/26

948,542‌

200,000

Illinois

Tool

Works,

Inc

4.875

09/15/41

195,466‌

1,000,000

Illinois

Tool

Works,

Inc

3.900

09/01/42

862,189‌

150,000

Ingersoll

Rand,

Inc

5.400

08/14/28

151,990‌

125,000

Ingersoll

Rand,

Inc

5.700

08/14/33

128,230‌

125,000

John

Deere

Capital

Corp

3.400

09/11/25

122,086‌

1,000,000

John

Deere

Capital

Corp

0.700

01/15/26

928,568‌

500,000

John

Deere

Capital

Corp

2.250

09/14/26

469,646‌

1,000,000

John

Deere

Capital

Corp

1.300

10/13/26

912,751‌

1,500,000

John

Deere

Capital

Corp

1.700

01/11/27

1,378,809‌

250,000

John

Deere

Capital

Corp

1.750

03/09/27

229,519‌

200,000

John

Deere

Capital

Corp

2.800

09/08/27

187,600‌

1,000,000

John

Deere

Capital

Corp

4.150

09/15/27

982,165‌

200,000

John

Deere

Capital

Corp

3.050

01/06/28

189,322‌

1,000,000

John

Deere

Capital

Corp

4.750

01/20/28

1,002,133‌

1,000,000

John

Deere

Capital

Corp

4.900

03/03/28

1,006,947‌

2,000,000

John

Deere

Capital

Corp

1.500

03/06/28

1,768,781‌

575,000

John

Deere

Capital

Corp

4.950

07/14/28

579,334‌

1,500,000

John

Deere

Capital

Corp

3.350

04/18/29

1,406,530‌

500,000

John

Deere

Capital

Corp

2.800

07/18/29

456,076‌

1,000,000

John

Deere

Capital

Corp

4.850

10/11/29

1,006,572‌

500,000

John

Deere

Capital

Corp

2.450

01/09/30

442,599‌

1,500,000

John

Deere

Capital

Corp

4.700

06/10/30

1,491,724‌

1,000,000

(a)

John

Deere

Capital

Corp

1.450

01/15/31

813,545‌

2,500,000

John

Deere

Capital

Corp

4.900

03/07/31

2,500,682‌

2,000,000

John

Deere

Capital

Corp

2.000

06/17/31

1,658,241‌

450,000

John

Deere

Capital

Corp

3.900

06/07/32

422,558‌

1,000,000

John

Deere

Capital

Corp

4.350

09/15/32

968,657‌

2,000,000

John

Deere

Capital

Corp

5.150

09/08/33

2,042,595‌

474,000

Johnson

Controls

International

plc

3.900

02/14/26

462,249‌

1,000,000

Johnson

Controls

International

plc

1.750

09/15/30

822,632‌

1,000,000

Johnson

Controls

International

plc

2.000

09/16/31

811,725‌

500,000

Johnson

Controls

International

plc

4.900

12/01/32

491,836‌

207,000

Johnson

Controls

International

plc

6.000

01/15/36

218,882‌

325,000

Johnson

Controls

International

plc

4.625

07/02/44

286,963‌

21,000

Johnson

Controls

International

plc

5.125

09/14/45

19,686‌

300,000

Johnson

Controls

International

plc

4.500

02/15/47

258,557‌

72,000

Johnson

Controls

International

plc

(Step

Bond)

4.950

07/02/64

64,756‌

200,000

Kennametal,

Inc

4.625

06/15/28

196,075‌

1,000,000

Kennametal,

Inc

2.800

03/01/31

847,603‌

52,000

L3Harris

Technologies,

Inc

3.950

05/28/24

51,840‌

600,000

L3Harris

Technologies,

Inc

3.850

12/15/26

579,835‌

1,000,000

L3Harris

Technologies,

Inc

5.400

01/15/27

1,007,135‌

1,275,000

L3Harris

Technologies,

Inc

4.400

06/15/28

1,240,124‌

625,000

L3Harris

Technologies,

Inc

4.400

06/15/28

607,904‌

1,000,000

L3Harris

Technologies,

Inc

5.050

06/01/29

996,805‌

175,000

L3Harris

Technologies,

Inc

2.900

12/15/29

155,762‌

1,000,000

L3Harris

Technologies,

Inc

1.800

01/15/31

811,981‌

1,000,000

L3Harris

Technologies,

Inc

5.250

06/01/31

998,145‌

1,000,000

L3Harris

Technologies,

Inc

5.400

07/31/33

1,006,284‌

1,000,000

L3Harris

Technologies,

Inc

5.350

06/01/34

1,000,009‌

300,000

L3Harris

Technologies,

Inc

4.854

04/27/35

286,785‌

600,000

L3Harris

Technologies,

Inc

5.054

04/27/45

566,525‌

1,000,000

L3Harris

Technologies,

Inc

5.600

07/31/53

1,015,018‌

100,000

Legrand

France

S.A.

8.500

02/15/25

102,510‌

100,000

Lennox

International,

Inc

1.350

08/01/25

94,589‌

100,000

Lennox

International,

Inc

1.700

08/01/27

89,791‌

61

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

1,000,000

Lennox

International,

Inc

5.500

%

09/15/28

$

1,013,532‌

1,100,000

Lockheed

Martin

Corp

3.550

01/15/26

1,073,728‌

750,000

Lockheed

Martin

Corp

5.100

11/15/27

758,577‌

1,000,000

Lockheed

Martin

Corp

4.450

05/15/28

990,498‌

1,000,000

Lockheed

Martin

Corp

4.500

02/15/29

990,518‌

150,000

Lockheed

Martin

Corp

1.850

06/15/30

126,418‌

625,000

Lockheed

Martin

Corp

3.900

06/15/32

586,530‌

550,000

(a)

Lockheed

Martin

Corp

5.250

01/15/33

565,341‌

1,000,000

Lockheed

Martin

Corp

4.750

02/15/34

986,930‌

1,000,000

Lockheed

Martin

Corp

4.800

08/15/34

988,918‌

300,000

Lockheed

Martin

Corp

3.600

03/01/35

265,721‌

500,000

Lockheed

Martin

Corp

4.500

05/15/36

474,874‌

1,833,000

Lockheed

Martin

Corp

4.070

12/15/42

1,588,828‌

275,000

Lockheed

Martin

Corp

3.800

03/01/45

225,158‌

200,000

Lockheed

Martin

Corp

4.700

05/15/46

186,734‌

1,150,000

Lockheed

Martin

Corp

2.800

06/15/50

761,025‌

1,894,000

Lockheed

Martin

Corp

4.090

09/15/52

1,590,433‌

1,000,000

Lockheed

Martin

Corp

4.150

06/15/53

843,516‌

750,000

Lockheed

Martin

Corp

5.700

11/15/54

799,298‌

1,000,000

Lockheed

Martin

Corp

5.200

02/15/55

998,350‌

1,000,000

Lockheed

Martin

Corp

4.300

06/15/62

846,931‌

750,000

Lockheed

Martin

Corp

5.900

11/15/63

821,506‌

325,000

Lockheed

Martin

Corp

5.200

02/15/64

321,358‌

200,000

Masco

Corp

3.500

11/15/27

188,917‌

200,000

Masco

Corp

1.500

02/15/28

175,116‌

500,000

Masco

Corp

2.000

10/01/30

409,439‌

550,000

Masco

Corp

2.000

02/15/31

449,818‌

700,000

Masco

Corp

4.500

05/15/47

595,865‌

1,000,000

Masco

Corp

3.125

02/15/51

676,428‌

735,000

Nature

Conservancy

3.957

03/01/52

621,665‌

1,000,000

Nordson

Corp

5.600

09/15/28

1,018,508‌

500,000

Nordson

Corp

5.800

09/15/33

521,925‌

300,000

Northrop

Grumman

Corp

3.200

02/01/27

286,931‌

3,275,000

Northrop

Grumman

Corp

3.250

01/15/28

3,094,625‌

1,000,000

Northrop

Grumman

Corp

4.600

02/01/29

988,659‌

425,000

Northrop

Grumman

Corp

4.400

05/01/30

413,383‌

1,500,000

Northrop

Grumman

Corp

4.700

03/15/33

1,464,341‌

1,000,000

Northrop

Grumman

Corp

4.900

06/01/34

982,648‌

100,000

Northrop

Grumman

Corp

5.050

11/15/40

96,877‌

700,000

Northrop

Grumman

Corp

4.750

06/01/43

644,352‌

300,000

Northrop

Grumman

Corp

3.850

04/15/45

241,418‌

1,450,000

Northrop

Grumman

Corp

4.030

10/15/47

1,185,713‌

1,000,000

Northrop

Grumman

Corp

5.250

05/01/50

980,928‌

1,500,000

Northrop

Grumman

Corp

4.950

03/15/53

1,409,128‌

1,000,000

Northrop

Grumman

Corp

5.200

06/01/54

973,905‌

200,000

nVent

Finance

Sarl

4.550

04/15/28

194,265‌

1,000,000

nVent

Finance

Sarl

2.750

11/15/31

823,474‌

500,000

nVent

Finance

Sarl

5.650

05/15/33

503,978‌

100,000

Oshkosh

Corp

3.100

03/01/30

88,859‌

1,000,000

Otis

Worldwide

Corp

2.056

04/05/25

966,903‌

1,000,000

Otis

Worldwide

Corp

2.293

04/05/27

926,928‌

1,000,000

Otis

Worldwide

Corp

5.250

08/16/28

1,012,994‌

525,000

Otis

Worldwide

Corp

2.565

02/15/30

461,638‌

500,000

Otis

Worldwide

Corp

3.112

02/15/40

384,358‌

450,000

Otis

Worldwide

Corp

3.362

02/15/50

326,617‌

500,000

Owens

Corning

4.200

12/01/24

494,945‌

300,000

Owens

Corning

3.400

08/15/26

287,447‌

500,000

Owens

Corning

3.950

08/15/29

472,699‌

300,000

Owens

Corning

3.875

06/01/30

280,180‌

525,000

Owens

Corning

4.300

07/15/47

432,817‌

350,000

Owens

Corning

4.400

01/30/48

290,475‌

Bond

Index

Fund

March

31,

2024

62

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

500,000

PACCAR

Financial

Corp

2.850

%

04/07/25

$

488,560‌

500,000

PACCAR

Financial

Corp

5.200

11/09/26

504,010‌

1,500,000

PACCAR

Financial

Corp

4.600

01/10/28

1,493,610‌

1,500,000

PACCAR

Financial

Corp

4.950

08/10/28

1,512,068‌

1,000,000

PACCAR

Financial

Corp

4.600

01/31/29

993,333‌

1,000,000

PACCAR

Financial

Corp

5.000

03/22/34

1,005,171‌

650,000

Parker-Hannifin

Corp

3.250

03/01/27

619,698‌

1,500,000

Parker-Hannifin

Corp

4.250

09/15/27

1,470,901‌

1,825,000

Parker-Hannifin

Corp

3.250

06/14/29

1,690,726‌

1,500,000

Parker-Hannifin

Corp

4.500

09/15/29

1,477,057‌

200,000

Parker-Hannifin

Corp

4.200

11/21/34

185,155‌

200,000

Parker-Hannifin

Corp

4.450

11/21/44

176,237‌

750,000

Parker-Hannifin

Corp

4.100

03/01/47

620,645‌

225,000

Parker-Hannifin

Corp

4.000

06/14/49

183,789‌

500,000

Pentair

Finance

Sarl

5.900

07/15/32

516,198‌

775,000

Precision

Castparts

Corp

3.250

06/15/25

757,977‌

400,000

Precision

Castparts

Corp

4.200

06/15/35

371,514‌

100,000

Precision

Castparts

Corp

3.900

01/15/43

85,124‌

425,000

Public

Service

Electric

and

Gas

Co

2.050

08/01/50

240,776‌

1,000,000

Quanta

Services,

Inc

2.900

10/01/30

874,339‌

600,000

Quanta

Services,

Inc

2.350

01/15/32

487,545‌

1,000,000

Quanta

Services,

Inc

3.050

10/01/41

714,456‌

300,000

Raytheon

Technologies

Corp

3.150

12/15/24

294,133‌

1,325,000

Raytheon

Technologies

Corp

3.500

03/15/27

1,273,151‌

725,000

Raytheon

Technologies

Corp

3.125

05/04/27

686,780‌

200,000

Raytheon

Technologies

Corp

7.200

08/15/27

214,292‌

2,550,000

Raytheon

Technologies

Corp

4.125

11/16/28

2,466,572‌

2,000,000

Raytheon

Technologies

Corp

5.750

01/15/29

2,069,440‌

4,500,000

Raytheon

Technologies

Corp

2.250

07/01/30

3,841,795‌

1,500,000

Raytheon

Technologies

Corp

6.000

03/15/31

1,576,811‌

1,000,000

Raytheon

Technologies

Corp

1.900

09/01/31

806,077‌

1,000,000

Raytheon

Technologies

Corp

2.375

03/15/32

823,820‌

1,050,000

Raytheon

Technologies

Corp

5.150

02/27/33

1,051,997‌

1,500,000

Raytheon

Technologies

Corp

6.100

03/15/34

1,603,177‌

750,000

Raytheon

Technologies

Corp

4.450

11/16/38

675,533‌

100,000

Raytheon

Technologies

Corp

4.700

12/15/41

90,431‌

2,150,000

Raytheon

Technologies

Corp

4.500

06/01/42

1,918,320‌

125,000

Raytheon

Technologies

Corp

4.800

12/15/43

113,905‌

150,000

Raytheon

Technologies

Corp

4.200

12/15/44

120,874‌

1,650,000

Raytheon

Technologies

Corp

4.150

05/15/45

1,369,462‌

700,000

Raytheon

Technologies

Corp

4.350

04/15/47

595,920‌

2,325,000

Raytheon

Technologies

Corp

4.625

11/16/48

2,066,688‌

2,000,000

Raytheon

Technologies

Corp

3.125

07/01/50

1,365,006‌

1,000,000

Raytheon

Technologies

Corp

2.820

09/01/51

636,066‌

1,000,000

Raytheon

Technologies

Corp

3.030

03/15/52

662,146‌

1,000,000

Raytheon

Technologies

Corp

5.375

02/27/53

986,216‌

1,500,000

Raytheon

Technologies

Corp

6.400

03/15/54

1,697,037‌

1,500,000

(f)

Regal

Rexnord

Corp

6.050

04/15/28

1,520,645‌

1,000,000

(f)

Regal

Rexnord

Corp

6.300

02/15/30

1,023,708‌

325,000

(f)

Regal

Rexnord

Corp

6.400

04/15/33

337,066‌

400,000

Rockwell

Automation,

Inc

3.500

03/01/29

380,460‌

150,000

Rockwell

Automation,

Inc

1.750

08/15/31

121,032‌

400,000

Rockwell

Automation,

Inc

4.200

03/01/49

345,028‌

1,000,000

Rockwell

Automation,

Inc

2.800

08/15/61

601,841‌

200,000

Snap-on,

Inc

3.250

03/01/27

192,936‌

200,000

Snap-on,

Inc

4.100

03/01/48

168,844‌

500,000

Snap-on,

Inc

3.100

05/01/50

354,662‌

500,000

Stanley

Black

&

Decker,

Inc

3.400

03/01/26

482,282‌

1,000,000

Stanley

Black

&

Decker,

Inc

6.000

03/06/28

1,031,107‌

300,000

Stanley

Black

&

Decker,

Inc

4.250

11/15/28

290,918‌

1,000,000

Stanley

Black

&

Decker,

Inc

2.300

03/15/30

846,561‌

63

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

1,000,000

(a)

Stanley

Black

&

Decker,

Inc

3.000

%

05/15/32

$

849,198‌

100,000

Stanley

Black

&

Decker,

Inc

5.200

09/01/40

95,034‌

425,000

Stanley

Black

&

Decker,

Inc

4.850

11/15/48

373,083‌

1,500,000

Stanley

Black

&

Decker,

Inc

2.750

11/15/50

888,264‌

450,000

Stanley

Black

&

Decker,

Inc

4.000

03/15/60

396,336‌

150,000

Textron,

Inc

4.000

03/15/26

146,353‌

500,000

Textron,

Inc

3.650

03/15/27

479,814‌

100,000

Textron,

Inc

3.375

03/01/28

93,624‌

750,000

Textron,

Inc

3.900

09/17/29

703,484‌

500,000

Textron,

Inc

3.000

06/01/30

441,140‌

300,000

Textron,

Inc

2.450

03/15/31

252,566‌

500,000

Textron,

Inc

6.100

11/15/33

524,178‌

200,000

Timken

Co

4.500

12/15/28

196,013‌

1,000,000

Timken

Co

4.125

04/01/32

915,396‌

425,000

Trane

Technologies

Financing

Ltd

5.250

03/03/33

431,252‌

400,000

Trane

Technologies

Global

Holding

Co

Ltd

3.750

08/21/28

382,468‌

200,000

Trane

Technologies

Global

Holding

Co

Ltd

5.750

06/15/43

208,153‌

450,000

Trane

Technologies

Global

Holding

Co

Ltd

4.300

02/21/48

386,562‌

600,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.550

11/01/24

593,427‌

100,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.500

03/21/26

96,737‌

1,000,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.800

03/21/29

951,439‌

300,000

Trane

Technologies

Luxembourg

Finance

S.A.

4.500

03/21/49

264,735‌

1,000,000

Triton

Container

International

Ltd

3.250

03/15/32

811,512‌

100,000

Tyco

Electronics

Group

S.A.

3.700

02/15/26

97,463‌

1,150,000

Tyco

Electronics

Group

S.A.

3.125

08/15/27

1,087,502‌

900,000

Tyco

Electronics

Group

S.A.

2.500

02/04/32

766,172‌

200,000

Valmont

Industries,

Inc

5.000

10/01/44

176,381‌

200,000

Valmont

Industries,

Inc

5.250

10/01/54

177,489‌

500,000

Westinghouse

Air

Brake

Technologies

Corp

3.200

06/15/25

485,592‌

300,000

Westinghouse

Air

Brake

Technologies

Corp

3.450

11/15/26

287,272‌

875,000

Westinghouse

Air

Brake

Technologies

Corp

4.700

09/15/28

860,650‌

1,000,000

Westinghouse

Air

Brake

Technologies

Corp

5.611

03/11/34

1,012,935‌

800,000

WW

Grainger,

Inc

4.600

06/15/45

744,963‌

200,000

WW

Grainger,

Inc

3.750

05/15/46

164,007‌

125,000

WW

Grainger,

Inc

4.200

05/15/47

108,631‌

775,000

Xylem,

Inc

3.250

11/01/26

740,268‌

225,000

Xylem,

Inc

1.950

01/30/28

202,024‌

150,000

Xylem,

Inc

2.250

01/30/31

126,417‌

100,000

Xylem,

Inc

4.375

11/01/46

85,859‌

TOTAL

CAPITAL

GOODS

295,296,499‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

700,000

Automatic

Data

Processing,

Inc

3.375

09/15/25

684,730‌

400,000

Automatic

Data

Processing,

Inc

1.700

05/15/28

358,019‌

900,000

Automatic

Data

Processing,

Inc

1.250

09/01/30

735,329‌

200,000

Block

Financial

LLC

5.250

10/01/25

199,141‌

750,000

Block

Financial

LLC

3.875

08/15/30

681,227‌

350,000

Broadridge

Financial

Solutions,

Inc

3.400

06/27/26

336,113‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2.900

12/01/29

885,511‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2.600

05/01/31

841,811‌

2,000,000

CDW

LLC

2.670

12/01/26

1,857,155‌

675,000

Cintas

Corp

No

2

3.700

04/01/27

655,725‌

1,500,000

Concentrix

Corp

6.600

08/02/28

1,516,832‌

1,500,000

Concentrix

Corp

6.850

08/02/33

1,490,214‌

1,000,000

Corp

Andina

de

Fomento

5.000

01/24/29

995,835‌

750,000

Council

Of

Europe

Development

Bank

4.125

01/24/29

742,416‌

125,000

Equifax,

Inc

2.600

12/15/25

119,342‌

1,000,000

Equifax,

Inc

5.100

12/15/27

999,097‌

1,000,000

Equifax,

Inc

5.100

06/01/28

1,001,719‌

100,000

Equifax,

Inc

3.100

05/15/30

89,210‌

2,000,000

Equifax,

Inc

2.350

09/15/31

1,651,833‌

2,675,000

(a)

European

Investment

Bank

4.375

03/19/27

2,665,641‌

Bond

Index

Fund

March

31,

2024

64

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

$

4,550,000

European

Investment

Bank

4.000

%

02/15/29

$

4,482,397‌

6,870,000

European

Investment

Bank

4.125

02/13/34

6,750,787‌

3,720,000

International

Bank

for

Reconstruction

&

Development

4.000

01/10/31

3,636,217‌

1,500,000

Jacobs

Engineering

Group,

Inc

5.900

03/01/33

1,518,467‌

1,000,000

Leidos,

Inc

2.300

02/15/31

826,566‌

1,000,000

(a)

Massachusetts

Institute

of

Technology

2.294

07/01/51

618,462‌

300,000

Massachusetts

Institute

of

Technology

3.885

07/01/16

228,285‌

625,000

RELX

Capital,

Inc

4.000

03/18/29

599,725‌

100,000

RELX

Capital,

Inc

3.000

05/22/30

89,752‌

275,000

RELX

Capital,

Inc

4.750

05/20/32

272,222‌

275,000

Republic

Services,

Inc

0.875

11/15/25

256,390‌

900,000

Republic

Services,

Inc

2.900

07/01/26

862,306‌

100,000

Republic

Services,

Inc

3.375

11/15/27

95,045‌

1,000,000

Republic

Services,

Inc

4.875

04/01/29

1,001,561‌

500,000

Republic

Services,

Inc

2.300

03/01/30

432,648‌

1,000,000

Republic

Services,

Inc

1.450

02/15/31

796,228‌

575,000

Republic

Services,

Inc

1.750

02/15/32

454,854‌

1,000,000

(a)

Republic

Services,

Inc

2.375

03/15/33

809,099‌

1,000,000

Republic

Services,

Inc

5.000

12/15/33

993,180‌

425,000

Republic

Services,

Inc

5.000

04/01/34

421,893‌

1,000,000

Republic

Services,

Inc

3.050

03/01/50

694,735‌

880,000

Rockefeller

Foundation

2.492

10/01/50

565,056‌

1,200,000

Thomson

Reuters

Corp

3.350

05/15/26

1,155,105‌

145,000

Thomson

Reuters

Corp

5.850

04/15/40

149,011‌

200,000

Thomson

Reuters

Corp

5.650

11/23/43

197,274‌

500,000

Verisk

Analytics,

Inc

4.000

06/15/25

491,246‌

850,000

Verisk

Analytics,

Inc

4.125

03/15/29

817,742‌

750,000

Verisk

Analytics,

Inc

5.750

04/01/33

779,635‌

300,000

Verisk

Analytics,

Inc

5.500

06/15/45

292,372‌

200,000

Verisk

Analytics,

Inc

3.625

05/15/50

148,091‌

750,000

Waste

Connections,

Inc

3.500

05/01/29

705,304‌

500,000

Waste

Connections,

Inc

2.600

02/01/30

441,642‌

700,000

Waste

Connections,

Inc

2.200

01/15/32

573,232‌

100,000

Waste

Connections,

Inc

3.200

06/01/32

88,157‌

425,000

Waste

Connections,

Inc

4.200

01/15/33

399,465‌

1,500,000

Waste

Connections,

Inc

5.000

03/01/34

1,485,536‌

500,000

Waste

Connections,

Inc

3.050

04/01/50

342,176‌

575,000

Waste

Connections,

Inc

2.950

01/15/52

385,184‌

500,000

Waste

Management,

Inc

1.150

03/15/28

435,702‌

1,000,000

Waste

Management,

Inc

4.875

02/15/29

1,009,356‌

1,000,000

Waste

Management,

Inc

2.000

06/01/29

877,317‌

1,000,000

Waste

Management,

Inc

4.625

02/15/30

995,260‌

1,000,000

Waste

Management,

Inc

1.500

03/15/31

804,553‌

1,500,000

Waste

Management,

Inc

4.150

04/15/32

1,432,819‌

1,000,000

Waste

Management,

Inc

4.625

02/15/33

978,866‌

1,000,000

Waste

Management,

Inc

4.875

02/15/34

993,159‌

1,000,000

Waste

Management,

Inc

2.950

06/01/41

747,716‌

250,000

Waste

Management,

Inc

2.500

11/15/50

155,921‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

61,794,616‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

1,325,000

Alibaba

Group

Holding

Ltd

3.400

12/06/27

1,252,855‌

1,250,000

(a)

Alibaba

Group

Holding

Ltd

2.125

02/09/31

1,038,886‌

500,000

Alibaba

Group

Holding

Ltd

4.500

11/28/34

472,247‌

750,000

Alibaba

Group

Holding

Ltd

4.000

12/06/37

651,948‌

1,250,000

Alibaba

Group

Holding

Ltd

2.700

02/09/41

877,271‌

1,500,000

Alibaba

Group

Holding

Ltd

4.200

12/06/47

1,234,193‌

1,250,000

Alibaba

Group

Holding

Ltd

3.150

02/09/51

831,427‌

750,000

Alibaba

Group

Holding

Ltd

4.400

12/06/57

617,512‌

1,250,000

Alibaba

Group

Holding

Ltd

3.250

02/09/61

797,072‌

1,000,000

Amazon.com,

Inc

0.800

06/03/25

952,938‌

325,000

Amazon.com,

Inc

5.200

12/03/25

326,435‌

65

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

5,000,000

Amazon.com,

Inc

1.000

%

05/12/26

$

4,617,164‌

3,000,000

Amazon.com,

Inc

3.300

04/13/27

2,885,503‌

1,000,000

Amazon.com,

Inc

1.200

06/03/27

898,957‌

2,000,000

Amazon.com,

Inc

3.150

08/22/27

1,906,179‌

3,000,000

Amazon.com,

Inc

4.550

12/01/27

2,998,396‌

2,000,000

Amazon.com,

Inc

1.650

05/12/28

1,785,839‌

2,000,000

Amazon.com,

Inc

3.450

04/13/29

1,908,873‌

2,000,000

Amazon.com,

Inc

4.650

12/01/29

2,011,084‌

1,000,000

Amazon.com,

Inc

1.500

06/03/30

834,520‌

2,000,000

Amazon.com,

Inc

2.100

05/12/31

1,696,089‌

2,000,000

Amazon.com,

Inc

3.600

04/13/32

1,862,629‌

2,000,000

Amazon.com,

Inc

4.700

12/01/32

2,007,666‌

1,800,000

Amazon.com,

Inc

4.800

12/05/34

1,814,538‌

2,625,000

Amazon.com,

Inc

3.875

08/22/37

2,369,685‌

2,500,000

Amazon.com,

Inc

2.875

05/12/41

1,902,878‌

775,000

Amazon.com,

Inc

4.950

12/05/44

775,907‌

2,875,000

Amazon.com,

Inc

4.050

08/22/47

2,505,058‌

1,900,000

Amazon.com,

Inc

2.500

06/03/50

1,212,637‌

1,500,000

Amazon.com,

Inc

3.100

05/12/51

1,077,298‌

2,000,000

Amazon.com,

Inc

3.950

04/13/52

1,678,771‌

1,900,000

Amazon.com,

Inc

4.250

08/22/57

1,654,024‌

2,500,000

Amazon.com,

Inc

3.250

05/12/61

1,755,701‌

2,000,000

Amazon.com,

Inc

4.100

04/13/62

1,684,452‌

244,000

AutoNation,

Inc

4.500

10/01/25

240,247‌

200,000

AutoNation,

Inc

3.800

11/15/27

188,555‌

1,500,000

AutoNation,

Inc

1.950

08/01/28

1,298,138‌

100,000

AutoNation,

Inc

4.750

06/01/30

96,017‌

425,000

AutoNation,

Inc

2.400

08/01/31

342,371‌

900,000

(a)

AutoNation,

Inc

3.850

03/01/32

799,975‌

200,000

AutoZone,

Inc

3.250

04/15/25

195,436‌

500,000

AutoZone,

Inc

3.625

04/15/25

490,819‌

100,000

AutoZone,

Inc

3.125

04/21/26

96,175‌

650,000

AutoZone,

Inc

3.750

06/01/27

626,709‌

1,000,000

AutoZone,

Inc

4.500

02/01/28

984,487‌

200,000

AutoZone,

Inc

3.750

04/18/29

189,170‌

500,000

AutoZone,

Inc

4.000

04/15/30

474,379‌

600,000

AutoZone,

Inc

1.650

01/15/31

483,526‌

225,000

AutoZone,

Inc

4.750

08/01/32

218,283‌

1,000,000

AutoZone,

Inc

4.750

02/01/33

966,107‌

1,000,000

AutoZone,

Inc

5.200

08/01/33

1,001,485‌

500,000

AutoZone,

Inc

6.550

11/01/33

547,281‌

500,000

(a)

Best

Buy

Co,

Inc

4.450

10/01/28

491,110‌

500,000

Best

Buy

Co,

Inc

1.950

10/01/30

415,655‌

1,325,000

Cintas

Corp

No

2

4.000

05/01/32

1,249,875‌

2,000,000

Dell

International

LLC

3.375

12/15/41

1,487,782‌

1,000,000

(a)

Dick's

Sporting

Goods,

Inc

3.150

01/15/32

853,196‌

1,000,000

Dick's

Sporting

Goods,

Inc

4.100

01/15/52

724,766‌

1,000,000

eBay,

Inc

1.400

05/10/26

926,780‌

1,200,000

eBay,

Inc

3.600

06/05/27

1,152,194‌

500,000

eBay,

Inc

5.950

11/22/27

515,669‌

1,200,000

eBay,

Inc

2.700

03/11/30

1,062,301‌

1,000,000

eBay,

Inc

2.600

05/10/31

859,513‌

500,000

eBay,

Inc

6.300

11/22/32

535,972‌

200,000

eBay,

Inc

4.000

07/15/42

162,992‌

1,000,000

eBay,

Inc

3.650

05/10/51

741,307‌

1,000,000

Genuine

Parts

Co

6.500

11/01/28

1,056,107‌

1,500,000

Genuine

Parts

Co

1.875

11/01/30

1,216,966‌

275,000

Genuine

Parts

Co

2.750

02/01/32

228,665‌

350,000

Home

Depot,

Inc

3.350

09/15/25

342,154‌

1,925,000

Home

Depot,

Inc

3.000

04/01/26

1,856,565‌

1,550,000

Home

Depot,

Inc

2.125

09/15/26

1,453,693‌

Bond

Index

Fund

March

31,

2024

66

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

1,000,000

Home

Depot,

Inc

2.875

%

04/15/27

$

948,759‌

2,000,000

Home

Depot,

Inc

0.900

03/15/28

1,737,806‌

1,000,000

Home

Depot,

Inc

1.500

09/15/28

876,369‌

825,000

Home

Depot,

Inc

3.900

12/06/28

800,989‌

2,500,000

Home

Depot,

Inc

4.900

04/15/29

2,524,300‌

2,333,000

Home

Depot,

Inc

2.950

06/15/29

2,145,439‌

375,000

Home

Depot,

Inc

2.700

04/15/30

334,027‌

2,000,000

Home

Depot,

Inc

1.375

03/15/31

1,598,703‌

1,000,000

Home

Depot,

Inc

1.875

09/15/31

816,572‌

1,000,000

Home

Depot,

Inc

3.250

04/15/32

893,786‌

1,000,000

(a)

Home

Depot,

Inc

4.500

09/15/32

981,904‌

425,000

Home

Depot,

Inc

5.875

12/16/36

456,426‌

150,000

Home

Depot,

Inc

5.950

04/01/41

161,076‌

675,000

Home

Depot,

Inc

4.200

04/01/43

588,129‌

450,000

Home

Depot,

Inc

4.875

02/15/44

427,241‌

650,000

Home

Depot,

Inc

4.400

03/15/45

577,501‌

725,000

Home

Depot,

Inc

4.250

04/01/46

628,046‌

2,100,000

Home

Depot,

Inc

3.900

06/15/47

1,716,372‌

2,000,000

Home

Depot,

Inc

4.500

12/06/48

1,780,529‌

1,000,000

Home

Depot,

Inc

3.125

12/15/49

699,729‌

2,655,000

Home

Depot,

Inc

3.350

04/15/50

1,948,901‌

3,000,000

Home

Depot,

Inc

2.375

03/15/51

1,783,467‌

1,000,000

Home

Depot,

Inc

2.750

09/15/51

644,406‌

500,000

Home

Depot,

Inc

3.625

04/15/52

381,878‌

1,000,000

Home

Depot,

Inc

4.950

09/15/52

959,330‌

675,000

Home

Depot,

Inc

3.500

09/15/56

500,350‌

500,000

JD.com,

Inc

3.375

01/14/30

455,208‌

500,000

JD.com,

Inc

4.125

01/14/50

394,576‌

750,000

LKQ

Corp

5.750

06/15/28

763,263‌

750,000

LKQ

Corp

6.250

06/15/33

780,930‌

400,000

Lowe's

Cos,

Inc

3.125

09/15/24

395,520‌

1,000,000

Lowe's

Cos,

Inc

4.000

04/15/25

986,393‌

1,000,000

Lowe's

Cos,

Inc

4.400

09/08/25

987,735‌

1,100,000

Lowe's

Cos,

Inc

3.375

09/15/25

1,071,690‌

500,000

Lowe's

Cos,

Inc

2.500

04/15/26

475,481‌

1,000,000

Lowe's

Cos,

Inc

3.350

04/01/27

955,478‌

2,000,000

Lowe's

Cos,

Inc

1.300

04/15/28

1,743,288‌

1,500,000

Lowe's

Cos,

Inc

1.700

09/15/28

1,311,435‌

775,000

Lowe's

Cos,

Inc

3.650

04/05/29

734,940‌

306,000

Lowe's

Cos,

Inc

4.500

04/15/30

299,209‌

1,500,000

Lowe's

Cos,

Inc

1.700

10/15/30

1,225,643‌

800,000

Lowe's

Cos,

Inc

2.625

04/01/31

688,385‌

1,000,000

Lowe's

Cos,

Inc

3.750

04/01/32

918,555‌

1,000,000

Lowe's

Cos,

Inc

5.000

04/15/33

996,066‌

650,000

(a)

Lowe's

Cos,

Inc

5.150

07/01/33

655,044‌

700,000

Lowe's

Cos,

Inc

2.800

09/15/41

497,547‌

56,000

Lowe's

Cos,

Inc

4.250

09/15/44

44,833‌

1,075,000

Lowe's

Cos,

Inc

3.700

04/15/46

822,790‌

2,000,000

Lowe's

Cos,

Inc

4.050

05/03/47

1,610,612‌

1,425,000

Lowe's

Cos,

Inc

4.550

04/05/49

1,226,943‌

1,320,000

Lowe's

Cos,

Inc

5.125

04/15/50

1,235,076‌

450,000

Lowe's

Cos,

Inc

3.000

10/15/50

294,749‌

1,000,000

Lowe's

Cos,

Inc

3.500

04/01/51

714,200‌

500,000

Lowe's

Cos,

Inc

4.250

04/01/52

409,648‌

1,000,000

Lowe's

Cos,

Inc

5.625

04/15/53

1,010,007‌

275,000

Lowe's

Cos,

Inc

5.750

07/01/53

283,826‌

500,000

Lowe's

Cos,

Inc

4.450

04/01/62

408,294‌

1,000,000

Lowe's

Cos,

Inc

5.800

09/15/62

1,024,674‌

600,000

Lowe's

Cos,

Inc

5.850

04/01/63

618,907‌

1,000,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

955,557‌

300,000

O'Reilly

Automotive,

Inc

4.350

06/01/28

294,446‌

67

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

500,000

O'Reilly

Automotive,

Inc

3.900

%

06/01/29

$

478,288‌

200,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

161,851‌

2,000,000

O'Reilly

Automotive,

Inc

4.700

06/15/32

1,954,574‌

300,000

Ross

Stores,

Inc

4.600

04/15/25

297,171‌

500,000

Ross

Stores,

Inc

0.875

04/15/26

459,563‌

55,000

Ross

Stores,

Inc

4.700

04/15/27

54,381‌

500,000

Ross

Stores,

Inc

1.875

04/15/31

409,557‌

525,000

TJX

Cos,

Inc

2.250

09/15/26

494,743‌

1,750,000

TJX

Cos,

Inc

1.150

05/15/28

1,519,643‌

500,000

TJX

Cos,

Inc

1.600

05/15/31

405,290‌

650,000

Tractor

Supply

Co

1.750

11/01/30

526,923‌

1,000,000

Tractor

Supply

Co

5.250

05/15/33

1,007,431‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

141,441,452‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

500,000

Brunswick

Corp

0.850

08/18/24

490,540‌

1,000,000

Brunswick

Corp

5.850

03/18/29

1,010,860‌

1,000,000

Brunswick

Corp

2.400

08/18/31

796,226‌

500,000

(a)

Brunswick

Corp

4.400

09/15/32

454,852‌

500,000

DR

Horton,

Inc

2.600

10/15/25

479,091‌

1,000,000

DR

Horton,

Inc

1.300

10/15/26

909,576‌

750,000

Hasbro,

Inc

3.550

11/19/26

715,010‌

775,000

Hasbro,

Inc

3.500

09/15/27

728,763‌

1,000,000

Hasbro,

Inc

3.900

11/19/29

928,246‌

100,000

Hasbro,

Inc

6.350

03/15/40

102,467‌

200,000

Hasbro,

Inc

5.100

05/15/44

172,481‌

475,000

Leggett

&

Platt,

Inc

3.500

11/15/27

444,457‌

350,000

Leggett

&

Platt,

Inc

4.400

03/15/29

328,349‌

1,000,000

Leggett

&

Platt,

Inc

3.500

11/15/51

675,609‌

1,900,000

Lennar

Corp

4.750

11/29/27

1,875,961‌

500,000

MDC

Holdings,

Inc

3.966

08/06/61

398,680‌

500,000

Mohawk

Industries,

Inc

5.850

09/18/28

514,749‌

750,000

(a)

Mohawk

Industries,

Inc

3.625

05/15/30

691,832‌

650,000

NIKE,

Inc

2.375

11/01/26

612,260‌

300,000

NIKE,

Inc

3.625

05/01/43

246,357‌

825,000

NIKE,

Inc

3.875

11/01/45

689,174‌

200,000

NIKE,

Inc

3.375

11/01/46

152,364‌

2,440,000

NIKE,

Inc

3.375

03/27/50

1,845,921‌

1,000,000

NVR,

Inc

3.000

05/15/30

888,015‌

750,000

Polaris,

Inc

6.950

03/15/29

797,769‌

200,000

Ralph

Lauren

Corp

3.750

09/15/25

195,588‌

1,000,000

Ralph

Lauren

Corp

2.950

06/15/30

895,553‌

161,000

Tapestry,

Inc

4.125

07/15/27

153,660‌

2,000,000

Tapestry,

Inc

7.350

11/27/28

2,107,407‌

1,500,000

Tapestry,

Inc

7.700

11/27/30

1,599,621‌

450,000

Tapestry,

Inc

3.050

03/15/32

369,543‌

1,000,000

Tapestry,

Inc

7.850

11/27/33

1,085,286‌

400,000

VF

Corp

2.400

04/23/25

385,027‌

1,000,000

VF

Corp

2.800

04/23/27

909,178‌

200,000

(a)

VF

Corp

2.950

04/23/30

165,105‌

925,000

(a)

Whirlpool

Corp

4.750

02/26/29

909,642‌

500,000

Whirlpool

Corp

2.400

05/15/31

413,936‌

475,000

(a)

Whirlpool

Corp

4.700

05/14/32

455,233‌

750,000

Whirlpool

Corp

5.500

03/01/33

755,930‌

1,000,000

Whirlpool

Corp

5.750

03/01/34

1,003,178‌

200,000

Whirlpool

Corp

4.500

06/01/46

163,632‌

775,000

Whirlpool

Corp

4.600

05/15/50

635,292‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

29,152,420‌

CONSUMER

SERVICES

-

0.4%

750,000

American

University

3.672

04/01/49

608,314‌

1,000,000

Block

Financial

LLC

2.500

07/15/28

888,309‌

Bond

Index

Fund

March

31,

2024

68

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

300,000

Booking

Holdings,

Inc

3.650

%

03/15/25

$

295,199‌

300,000

Booking

Holdings,

Inc

3.600

06/01/26

291,330‌

900,000

Booking

Holdings,

Inc

3.550

03/15/28

858,430‌

1,100,000

Booking

Holdings,

Inc

4.625

04/13/30

1,086,419‌

1,000,000

Brown

University

2.924

09/01/50

699,392‌

1,000,000

Case

Western

Reserve

University

5.405

06/01/22

976,974‌

500,000

Choice

Hotels

International,

Inc

3.700

12/01/29

447,423‌

1,000,000

Claremont

McKenna

College

3.775

01/01/22

677,104‌

200,000

Darden

Restaurants,

Inc

3.850

05/01/27

192,478‌

500,000

Darden

Restaurants,

Inc

6.300

10/10/33

521,661‌

300,000

Darden

Restaurants,

Inc

4.550

02/15/48

246,706‌

500,000

Emory

University

2.143

09/01/30

431,219‌

500,000

Emory

University

2.969

09/01/50

350,435‌

1,200,000

Expedia

Group,

Inc

5.000

02/15/26

1,192,962‌

750,000

Expedia

Group,

Inc

4.625

08/01/27

735,720‌

175,000

Expedia

Group,

Inc

3.800

02/15/28

166,467‌

750,000

Expedia

Group,

Inc

3.250

02/15/30

675,133‌

270,000

Expedia

Group,

Inc

2.950

03/15/31

235,620‌

100,000

Georgetown

University

4.315

04/01/49

88,337‌

500,000

Georgetown

University

2.943

04/01/50

350,273‌

200,000

(a)

Georgetown

University

5.115

04/01/53

202,724‌

300,000

Georgetown

University

5.215

10/01/18

283,970‌

200,000

GLP

Capital

LP

5.300

01/15/29

196,657‌

2,000,000

Howard

University

5.209

10/01/52

1,914,246‌

1,000,000

Hyatt

Hotels

Corp

1.800

10/01/24

978,957‌

100,000

Hyatt

Hotels

Corp

5.375

04/23/25

99,722‌

100,000

Hyatt

Hotels

Corp

4.850

03/15/26

98,874‌

275,000

Hyatt

Hotels

Corp

5.750

01/30/27

279,279‌

200,000

Hyatt

Hotels

Corp

4.375

09/15/28

193,934‌

1,100,000

Hyatt

Hotels

Corp

5.750

04/23/30

1,127,936‌

500,000

Johns

Hopkins

University

4.705

07/01/32

505,128‌

750,000

Johns

Hopkins

University

2.813

01/01/60

483,247‌

500,000

Leland

Stanford

Junior

University

1.289

06/01/27

450,060‌

300,000

Leland

Stanford

Junior

University

3.647

05/01/48

248,578‌

1,000,000

Leland

Stanford

Junior

University

2.413

06/01/50

642,390‌

300,000

Marriott

International,

Inc

3.600

04/15/24

299,715‌

14,000

Marriott

International,

Inc

5.750

05/01/25

14,027‌

500,000

Marriott

International,

Inc

5.000

10/15/27

498,515‌

1,250,000

Marriott

International,

Inc

4.000

04/15/28

1,202,082‌

750,000

Marriott

International,

Inc

5.550

10/15/28

765,831‌

300,000

(a)

Marriott

International,

Inc

4.650

12/01/28

294,587‌

500,000

Marriott

International,

Inc

4.900

04/15/29

496,055‌

1,000,000

Marriott

International,

Inc

4.875

05/15/29

989,850‌

400,000

Marriott

International,

Inc

4.625

06/15/30

389,158‌

1,000,000

Marriott

International,

Inc

2.850

04/15/31

862,543‌

1,500,000

Marriott

International,

Inc

3.500

10/15/32

1,314,936‌

2,000,000

Marriott

International,

Inc

2.750

10/15/33

1,625,437‌

1,000,000

Marriott

International,

Inc

5.300

05/15/34

989,069‌

1,500,000

Massachusetts

Institute

of

Technology

2.989

07/01/50

1,099,901‌

750,000

(a)

Massachusetts

Institute

of

Technology

5.600

07/01/11

818,572‌

200,000

Massachusetts

Institute

of

Technology

4.678

07/01/14

182,329‌

2,000,000

McDonald's

Corp

3.300

07/01/25

1,955,282‌

150,000

McDonald's

Corp

1.450

09/01/25

142,326‌

2,950,000

McDonald's

Corp

3.700

01/30/26

2,886,458‌

300,000

McDonald's

Corp

3.500

03/01/27

289,740‌

775,000

McDonald's

Corp

3.800

04/01/28

747,185‌

1,000,000

McDonald's

Corp

4.800

08/14/28

1,002,888‌

1,250,000

McDonald's

Corp

2.625

09/01/29

1,126,987‌

500,000

McDonald's

Corp

2.125

03/01/30

430,293‌

200,000

McDonald's

Corp

4.600

09/09/32

196,784‌

1,500,000

(a)

McDonald's

Corp

4.950

08/14/33

1,502,100‌

69

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

2,225,000

McDonald's

Corp

4.700

%

12/09/35

$

2,164,023‌

250,000

McDonald's

Corp

6.300

10/15/37

274,414‌

100,000

McDonald's

Corp

6.300

03/01/38

109,932‌

250,000

McDonald's

Corp

4.600

05/26/45

224,603‌

1,275,000

McDonald's

Corp

4.875

12/09/45

1,189,986‌

725,000

McDonald's

Corp

4.450

03/01/47

631,453‌

625,000

McDonald's

Corp

4.450

09/01/48

548,097‌

1,825,000

McDonald's

Corp

3.625

09/01/49

1,385,949‌

1,350,000

McDonald's

Corp

4.200

04/01/50

1,127,300‌

500,000

McDonald's

Corp

5.150

09/09/52

483,836‌

1,500,000

McDonald's

Corp

5.450

08/14/53

1,522,126‌

750,000

Northeastern

University

2.894

10/01/50

526,114‌

200,000

Northwestern

University

3.868

12/01/48

169,657‌

750,000

Northwestern

University

2.640

12/01/50

506,689‌

200,000

Northwestern

University

3.662

12/01/57

159,113‌

2,000,000

President

and

Fellows

of

Harvard

College

4.609

02/15/35

1,994,104‌

750,000

President

and

Fellows

of

Harvard

College

3.619

10/01/37

649,130‌

200,000

President

and

Fellows

of

Harvard

College

3.150

07/15/46

152,237‌

1,000,000

President

and

Fellows

of

Harvard

College

2.517

10/15/50

658,830‌

1,000,000

President

and

Fellows

of

Harvard

College

3.745

11/15/52

834,543‌

200,000

President

and

Fellows

of

Harvard

College

3.300

07/15/56

148,723‌

3,500,000

Sands

China

Ltd

5.900

08/08/28

3,432,494‌

1,500,000

Sands

China

Ltd

2.850

03/08/29

1,303,745‌

175,000

Starbucks

Corp

2.450

06/15/26

165,469‌

500,000

Starbucks

Corp

2.000

03/12/27

460,487‌

750,000

Starbucks

Corp

3.500

03/01/28

714,098‌

650,000

Starbucks

Corp

4.000

11/15/28

630,610‌

750,000

(a)

Starbucks

Corp

3.550

08/15/29

708,150‌

500,000

Starbucks

Corp

2.250

03/12/30

431,401‌

1,500,000

Starbucks

Corp

2.550

11/15/30

1,299,967‌

1,500,000

Starbucks

Corp

4.900

02/15/31

1,492,704‌

2,000,000

(a)

Starbucks

Corp

3.000

02/14/32

1,749,519‌

1,000,000

Starbucks

Corp

4.800

02/15/33

990,056‌

1,500,000

Starbucks

Corp

5.000

02/15/34

1,486,866‌

200,000

Starbucks

Corp

4.300

06/15/45

171,819‌

200,000

Starbucks

Corp

3.750

12/01/47

157,220‌

650,000

Starbucks

Corp

4.500

11/15/48

569,753‌

1,000,000

Starbucks

Corp

4.450

08/15/49

867,361‌

500,000

Starbucks

Corp

3.350

03/12/50

356,533‌

1,000,000

Starbucks

Corp

3.500

11/15/50

740,072‌

1,000,000

Thomas

Jefferson

University

3.847

11/01/57

751,679‌

500,000

Trustees

of

Boston

College

3.129

07/01/52

360,764‌

100,000

Trustees

of

Boston

University

4.061

10/01/48

86,195‌

1,000,000

Trustees

of

Princeton

University

2.516

07/01/50

668,765‌

665,000

Trustees

of

Princeton

University

4.201

03/01/52

604,502‌

1,000,000

University

of

Chicago

3.000

10/01/52

719,223‌

1,000,000

University

of

Miami

4.063

04/01/52

842,553‌

200,000

University

of

Notre

Dame

du

Lac

3.438

02/15/45

166,612‌

200,000

University

of

Notre

Dame

du

Lac

3.394

02/15/48

156,709‌

1,000,000

University

of

Southern

California

2.945

10/01/51

707,002‌

720,000

University

of

Southern

California

4.976

10/01/53

724,961‌

1,000,000

University

of

Southern

California

3.226

10/01/20

624,788‌

1,000,000

Washington

University

3.524

04/15/54

777,773‌

500,000

Washington

University

4.349

04/15/22

418,312‌

200,000

Wesleyan

University

4.781

07/01/16

169,736‌

200,000

William

Marsh

Rice

University

3.574

05/15/45

164,516‌

200,000

William

Marsh

Rice

University

3.774

05/15/55

165,053‌

500,000

Yale

University

0.873

04/15/25

475,300‌

750,000

Yale

University

1.482

04/15/30

623,917‌

750,000

Yale

University

2.402

04/15/50

483,972‌

TOTAL

CONSUMER

SERVICES

84,725,772‌

Bond

Index

Fund

March

31,

2024

70

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

$

20,000

Ahold

Finance

USA

LLC

6.875

%

05/01/29

$

21,768‌

1,500,000

Bunge

Ltd

2.750

05/14/31

1,291,780‌

400,000

Costco

Wholesale

Corp

2.750

05/18/24

398,524‌

625,000

Costco

Wholesale

Corp

3.000

05/18/27

597,905‌

475,000

Costco

Wholesale

Corp

1.375

06/20/27

429,776‌

725,000

Costco

Wholesale

Corp

1.600

04/20/30

610,366‌

1,800,000

Costco

Wholesale

Corp

1.750

04/20/32

1,458,223‌

1,033,000

Diageo

Capital

plc

2.000

04/29/30

879,022‌

1,900,000

Diageo

Capital

plc

2.125

04/29/32

1,550,629‌

355,000

Dollar

General

Corp

4.150

11/01/25

348,140‌

300,000

Dollar

General

Corp

3.875

04/15/27

289,756‌

1,000,000

Dollar

General

Corp

4.625

11/01/27

983,790‌

500,000

Dollar

General

Corp

4.125

05/01/28

485,226‌

1,000,000

Dollar

General

Corp

5.200

07/05/28

1,005,178‌

500,000

Dollar

General

Corp

3.500

04/03/30

457,159‌

500,000

Dollar

General

Corp

5.000

11/01/32

494,044‌

1,000,000

(a)

Dollar

General

Corp

5.450

07/05/33

1,003,133‌

500,000

Dollar

General

Corp

4.125

04/03/50

390,398‌

500,000

Dollar

General

Corp

5.500

11/01/52

474,633‌

500,000

Dollar

Tree,

Inc

4.000

05/15/25

491,559‌

500,000

Dollar

Tree,

Inc

4.200

05/15/28

483,234‌

1,000,000

Dollar

Tree,

Inc

2.650

12/01/31

835,256‌

1,000,000

Dollar

Tree,

Inc

3.375

12/01/51

668,204‌

69,000

Koninklijke

Ahold

Delhaize

NV

5.700

10/01/40

68,943‌

100,000

Kroger

Co

3.500

02/01/26

97,111‌

1,275,000

Kroger

Co

2.650

10/15/26

1,202,009‌

175,000

Kroger

Co

3.700

08/01/27

168,512‌

1,150,000

Kroger

Co

4.500

01/15/29

1,134,539‌

250,000

Kroger

Co

2.200

05/01/30

212,313‌

1,500,000

Kroger

Co

1.700

01/15/31

1,212,653‌

100,000

Kroger

Co

6.900

04/15/38

112,612‌

250,000

Kroger

Co

5.000

04/15/42

234,920‌

300,000

Kroger

Co

5.150

08/01/43

281,469‌

300,000

Kroger

Co

3.875

10/15/46

232,005‌

900,000

Kroger

Co

4.450

02/01/47

774,633‌

700,000

Kroger

Co

4.650

01/15/48

616,152‌

300,000

Kroger

Co

5.400

01/15/49

295,824‌

500,000

Kroger

Co

3.950

01/15/50

398,396‌

125,000

SYSCO

Corp

3.750

10/01/25

121,896‌

350,000

SYSCO

Corp

3.300

07/15/26

336,116‌

500,000

SYSCO

Corp

5.750

01/17/29

514,468‌

1,000,000

SYSCO

Corp

2.400

02/15/30

865,281‌

332,000

SYSCO

Corp

5.950

04/01/30

346,167‌

400,000

SYSCO

Corp

2.450

12/14/31

333,815‌

2,275,000

SYSCO

Corp

6.000

01/17/34

2,420,594‌

300,000

SYSCO

Corp

4.850

10/01/45

273,998‌

500,000

SYSCO

Corp

4.500

04/01/46

437,168‌

250,000

SYSCO

Corp

4.450

03/15/48

212,610‌

550,000

SYSCO

Corp

3.300

02/15/50

393,204‌

905,000

SYSCO

Corp

6.600

04/01/50

1,032,393‌

675,000

SYSCO

Corp

3.150

12/14/51

462,395‌

200,000

Target

Corp

2.250

04/15/25

194,254‌

1,700,000

Target

Corp

2.500

04/15/26

1,630,690‌

1,000,000

Target

Corp

1.950

01/15/27

929,528‌

600,000

Target

Corp

2.350

02/15/30

527,657‌

5,000,000

Target

Corp

2.650

09/15/30

4,420,978‌

500,000

(a)

Target

Corp

4.500

09/15/32

489,831‌

1,000,000

Target

Corp

4.400

01/15/33

973,831‌

1,000,000

Target

Corp

2.950

01/15/52

678,697‌

1,500,000

Target

Corp

4.800

01/15/53

1,410,718‌

5,000,000

Walmart,

Inc

1.050

09/17/26

4,583,758‌

71

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL—continued

$

3,000,000

Walmart,

Inc

3.950

%

09/09/27

$

2,947,521‌

3,000,000

Walmart,

Inc

3.900

04/15/28

2,939,549‌

1,000,000

Walmart,

Inc

1.500

09/22/28

883,344‌

21,000

Walmart,

Inc

2.375

09/24/29

18,916‌

2,000,000

Walmart,

Inc

4.000

04/15/30

1,951,793‌

1,750,000

Walmart,

Inc

1.800

09/22/31

1,452,929‌

5,000,000

(a)

Walmart,

Inc

4.150

09/09/32

4,869,335‌

900,000

Walmart,

Inc

4.100

04/15/33

867,060‌

825,000

Walmart,

Inc

2.500

09/22/41

592,514‌

1,500,000

Walmart,

Inc

2.650

09/22/51

991,317‌

4,000,000

Walmart,

Inc

4.500

09/09/52

3,707,790‌

850,000

Walmart,

Inc

4.500

04/15/53

785,735‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

68,287,644‌

ENERGY

-

1.7%

1,000,000

Baker

Hughes

Holdings

LLC

2.061

12/15/26

924,172‌

875,000

Baker

Hughes

Holdings

LLC

3.337

12/15/27

827,664‌

1,000,000

Baker

Hughes

Holdings

LLC

3.138

11/07/29

918,367‌

500,000

Baker

Hughes

Holdings

LLC

4.486

05/01/30

488,055‌

800,000

Baker

Hughes

Holdings

LLC

5.125

09/15/40

788,322‌

875,000

Baker

Hughes

Holdings

LLC

4.080

12/15/47

722,278‌

2,500,000

Berkshire

Hathaway

Energy

Co

2.850

05/15/51

1,609,755‌

475,000

Boardwalk

Pipelines

LP

5.950

06/01/26

478,987‌

450,000

Boardwalk

Pipelines

LP

4.450

07/15/27

439,172‌

500,000

(a)

Boardwalk

Pipelines

LP

4.800

05/03/29

492,591‌

1,000,000

Boardwalk

Pipelines

LP

3.400

02/15/31

886,600‌

1,000,000

Boardwalk

Pipelines

LP

3.600

09/01/32

872,686‌

1,000,000

Boardwalk

Pipelines

LP

5.625

08/01/34

1,000,445‌

700,000

BP

Capital

Markets

America,

Inc

3.796

09/21/25

687,995‌

1,800,000

BP

Capital

Markets

America,

Inc

3.410

02/11/26

1,749,827‌

150,000

BP

Capital

Markets

America,

Inc

3.119

05/04/26

144,491‌

200,000

BP

Capital

Markets

America,

Inc

3.017

01/16/27

190,900‌

500,000

BP

Capital

Markets

America,

Inc

3.588

04/14/27

481,709‌

750,000

BP

Capital

Markets

America,

Inc

3.937

09/21/28

726,453‌

1,300,000

BP

Capital

Markets

America,

Inc

4.234

11/06/28

1,272,230‌

2,000,000

BP

Capital

Markets

America,

Inc

4.699

04/10/29

1,994,980‌

1,000,000

BP

Capital

Markets

America,

Inc

3.633

04/06/30

941,921‌

1,000,000

BP

Capital

Markets

America,

Inc

1.749

08/10/30

834,334‌

2,000,000

BP

Capital

Markets

America,

Inc

2.721

01/12/32

1,723,272‌

2,350,000

BP

Capital

Markets

America,

Inc

4.812

02/13/33

2,319,223‌

850,000

BP

Capital

Markets

America,

Inc

4.893

09/11/33

844,078‌

900,000

BP

Capital

Markets

America,

Inc

4.989

04/10/34

898,832‌

1,000,000

BP

Capital

Markets

America,

Inc

3.060

06/17/41

759,138‌

2,000,000

BP

Capital

Markets

America,

Inc

3.000

02/24/50

1,364,435‌

950,000

BP

Capital

Markets

America,

Inc

2.772

11/10/50

614,927‌

2,500,000

BP

Capital

Markets

America,

Inc

2.939

06/04/51

1,669,038‌

1,000,000

BP

Capital

Markets

America,

Inc

3.001

03/17/52

677,137‌

2,500,000

BP

Capital

Markets

America,

Inc

3.379

02/08/61

1,726,973‌

925,000

BP

Capital

Markets

plc

3.279

09/19/27

880,369‌

300,000

BP

Capital

Markets

plc

3.723

11/28/28

286,954‌

750,000

Canadian

Natural

Resources

Ltd

2.050

07/15/25

717,486‌

1,125,000

Canadian

Natural

Resources

Ltd

3.850

06/01/27

1,084,942‌

750,000

Canadian

Natural

Resources

Ltd

2.950

07/15/30

661,242‌

1,625,000

Canadian

Natural

Resources

Ltd

6.250

03/15/38

1,691,111‌

800,000

Canadian

Natural

Resources

Ltd

4.950

06/01/47

723,694‌

1,200,000

Cenovus

Energy,

Inc

2.650

01/15/32

995,341‌

1,425,000

(a)

Cenovus

Energy,

Inc

3.750

02/15/52

1,047,698‌

3,200,000

Cheniere

Corpus

Christi

Holdings

LLC

3.700

11/15/29

2,976,540‌

2,000,000

Cheniere

Corpus

Christi

Holdings

LLC

2.742

12/31/39

1,615,454‌

1,000,000

Cheniere

Energy

Partners

LP

4.500

10/01/29

951,747‌

1,000,000

Cheniere

Energy

Partners

LP

4.000

03/01/31

908,909‌

1,000,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

851,835‌

Bond

Index

Fund

March

31,

2024

72

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

2,350,000

Cheniere

Energy

Partners

LP

5.950

%

06/30/33

$

2,402,577‌

600,000

(f)

Cheniere

Energy,

Inc

5.650

04/15/34

604,284‌

400,000

Chevron

Corp

3.326

11/17/25

391,297‌

2,475,000

Chevron

Corp

2.954

05/16/26

2,382,931‌

2,225,000

Chevron

Corp

1.995

05/11/27

2,056,997‌

600,000

Chevron

Corp

2.236

05/11/30

524,782‌

1,000,000

Chevron

Corp

3.078

05/11/50

718,067‌

2,000,000

Chevron

USA,

Inc

0.687

08/12/25

1,886,823‌

2,000,000

Chevron

USA,

Inc

1.018

08/12/27

1,775,992‌

1,000,000

Chevron

USA,

Inc

3.250

10/15/29

936,067‌

250,000

Chevron

USA,

Inc

2.343

08/12/50

152,423‌

775,000

Columbia

Pipeline

Group,

Inc

4.500

06/01/25

764,054‌

300,000

Columbia

Pipeline

Group,

Inc

5.800

06/01/45

296,471‌

750,000

ConocoPhillips

5.900

10/15/32

807,873‌

750,000

ConocoPhillips

Co

6.950

04/15/29

824,121‌

875,000

ConocoPhillips

Co

5.050

09/15/33

882,913‌

77,000

ConocoPhillips

Co

4.150

11/15/34

70,929‌

1,700,000

ConocoPhillips

Co

3.758

03/15/42

1,412,346‌

300,000

ConocoPhillips

Co

4.300

11/15/44

263,065‌

850,000

ConocoPhillips

Co

3.800

03/15/52

663,745‌

400,000

ConocoPhillips

Co

5.300

05/15/53

397,193‌

575,000

ConocoPhillips

Co

5.550

03/15/54

592,614‌

3,612,000

ConocoPhillips

Co

4.025

03/15/62

2,862,462‌

1,500,000

ConocoPhillips

Co

5.700

09/15/63

1,572,181‌

750,000

Consolidated

Edison

Co

of

New

York,

Inc

5.500

03/15/34

774,772‌

1,500,000

Continental

Resources,

Inc

4.375

01/15/28

1,449,531‌

525,000

Coterra

Energy,

Inc

3.900

05/15/27

505,303‌

300,000

Coterra

Energy,

Inc

4.375

03/15/29

288,807‌

1,000,000

Coterra

Energy,

Inc

5.600

03/15/34

1,007,535‌

1,000,000

DCP

Midstream

Operating

LP

5.375

07/15/25

996,242‌

1,000,000

DCP

Midstream

Operating

LP

5.625

07/15/27

1,008,383‌

1,000,000

DCP

Midstream

Operating

LP

5.125

05/15/29

997,155‌

2,000,000

Devon

Energy

Corp

4.500

01/15/30

1,927,715‌

885,000

Devon

Energy

Corp

5.600

07/15/41

853,015‌

700,000

Devon

Energy

Corp

4.750

05/15/42

609,263‌

1,100,000

Devon

Energy

Corp

5.000

06/15/45

976,012‌

425,000

Diamondback

Energy,

Inc

3.250

12/01/26

407,417‌

1,000,000

Diamondback

Energy,

Inc

3.500

12/01/29

925,038‌

650,000

Diamondback

Energy,

Inc

3.125

03/24/31

575,839‌

1,000,000

Diamondback

Energy,

Inc

6.250

03/15/33

1,066,085‌

1,000,000

Diamondback

Energy,

Inc

4.400

03/24/51

828,388‌

450,000

Diamondback

Energy,

Inc

4.250

03/15/52

364,244‌

1,000,000

Diamondback

Energy,

Inc

6.250

03/15/53

1,078,852‌

750,000

Eastern

Gas

Transmission

&

Storage,

Inc

3.000

11/15/29

670,090‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.800

11/01/43

178,567‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.600

12/15/44

171,827‌

1,200,000

Enbridge

Energy

Partners

LP

5.875

10/15/25

1,206,959‌

300,000

Enbridge

Energy

Partners

LP

5.500

09/15/40

295,459‌

200,000

Enbridge

Energy

Partners

LP

7.375

10/15/45

234,623‌

1,500,000

Enbridge,

Inc

1.600

10/04/26

1,374,241‌

100,000

Enbridge,

Inc

4.250

12/01/26

97,980‌

100,000

Enbridge,

Inc

3.700

07/15/27

96,122‌

1,500,000

Enbridge,

Inc

6.000

11/15/28

1,559,598‌

500,000

Enbridge,

Inc

3.125

11/15/29

456,435‌

1,000,000

Enbridge,

Inc

6.200

11/15/30

1,059,430‌

500,000

Enbridge,

Inc

5.700

03/08/33

512,077‌

1,500,000

Enbridge,

Inc

2.500

08/01/33

1,208,641‌

300,000

Enbridge,

Inc

4.500

06/10/44

258,258‌

925,000

Enbridge,

Inc

5.500

12/01/46

907,808‌

1,000,000

Enbridge,

Inc

4.000

11/15/49

778,814‌

2,000,000

Enbridge,

Inc

3.400

08/01/51

1,406,524‌

73

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,000,000

Enbridge,

Inc

6.700

%

11/15/53

$

1,130,230‌

1,000,000

Enbridge,

Inc

8.250

01/15/84

1,040,597‌

1,000,000

Enbridge,

Inc

8.500

01/15/84

1,086,535‌

825,000

Energy

Transfer

LP

4.050

03/15/25

812,803‌

400,000

Energy

Transfer

LP

2.900

05/15/25

388,235‌

200,000

Energy

Transfer

LP

5.950

12/01/25

201,283‌

325,000

Energy

Transfer

LP

4.750

01/15/26

321,578‌

400,000

Energy

Transfer

LP

3.900

07/15/26

387,878‌

200,000

Energy

Transfer

LP

4.400

03/15/27

195,710‌

250,000

Energy

Transfer

LP

4.200

04/15/27

243,081‌

1,000,000

Energy

Transfer

LP

5.550

02/15/28

1,014,172‌

1,250,000

Energy

Transfer

LP

4.950

05/15/28

1,239,551‌

350,000

Energy

Transfer

LP

4.950

06/15/28

347,188‌

1,000,000

Energy

Transfer

LP

6.100

12/01/28

1,036,700‌

2,600,000

Energy

Transfer

LP

5.250

04/15/29

2,602,874‌

500,000

Energy

Transfer

LP

4.150

09/15/29

474,548‌

3,125,000

Energy

Transfer

LP

3.750

05/15/30

2,880,325‌

1,000,000

Energy

Transfer

LP

6.400

12/01/30

1,055,573‌

2,100,000

Energy

Transfer

LP

5.750

02/15/33

2,133,276‌

1,550,000

Energy

Transfer

LP

6.550

12/01/33

1,663,913‌

2,400,000

Energy

Transfer

LP

5.550

05/15/34

2,407,310‌

400,000

Energy

Transfer

LP

4.900

03/15/35

378,131‌

500,000

Energy

Transfer

LP

5.800

06/15/38

497,021‌

140,000

Energy

Transfer

LP

7.500

07/01/38

160,892‌

650,000

Energy

Transfer

LP

6.500

02/01/42

689,356‌

100,000

Energy

Transfer

LP

6.100

02/15/42

101,138‌

200,000

Energy

Transfer

LP

5.150

02/01/43

178,664‌

200,000

Energy

Transfer

LP

5.950

10/01/43

197,601‌

300,000

Energy

Transfer

LP

5.300

04/01/44

275,771‌

100,000

Energy

Transfer

LP

5.000

05/15/44

88,439‌

550,000

Energy

Transfer

LP

5.150

03/15/45

499,749‌

200,000

Energy

Transfer

LP

5.350

05/15/45

184,685‌

625,000

Energy

Transfer

LP

6.125

12/15/45

628,216‌

500,000

Energy

Transfer

LP

5.300

04/15/47

454,586‌

1,225,000

Energy

Transfer

LP

5.400

10/01/47

1,130,513‌

1,025,000

Energy

Transfer

LP

6.000

06/15/48

1,018,777‌

2,750,000

Energy

Transfer

LP

6.250

04/15/49

2,822,419‌

2,175,000

Energy

Transfer

LP

5.000

05/15/50

1,908,278‌

2,400,000

Energy

Transfer

LP

5.950

05/15/54

2,395,071‌

225,000

Enterprise

Products

Operating

LLC

3.750

02/15/25

221,911‌

450,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

439,684‌

3,065,000

Enterprise

Products

Operating

LLC

3.950

02/15/27

2,992,951‌

725,000

Enterprise

Products

Operating

LLC

4.150

10/16/28

705,238‌

1,450,000

Enterprise

Products

Operating

LLC

3.125

07/31/29

1,337,480‌

750,000

Enterprise

Products

Operating

LLC

2.800

01/31/30

672,227‌

1,500,000

Enterprise

Products

Operating

LLC

5.350

01/31/33

1,531,056‌

1,500,000

Enterprise

Products

Operating

LLC

4.850

01/31/34

1,477,527‌

480,000

Enterprise

Products

Operating

LLC

6.125

10/15/39

513,003‌

175,000

Enterprise

Products

Operating

LLC

5.950

02/01/41

185,203‌

525,000

Enterprise

Products

Operating

LLC

4.850

08/15/42

492,689‌

325,000

Enterprise

Products

Operating

LLC

4.450

02/15/43

289,851‌

1,775,000

Enterprise

Products

Operating

LLC

4.850

03/15/44

1,658,816‌

775,000

Enterprise

Products

Operating

LLC

5.100

02/15/45

743,642‌

500,000

Enterprise

Products

Operating

LLC

4.900

05/15/46

467,258‌

675,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

577,646‌

2,475,000

Enterprise

Products

Operating

LLC

4.800

02/01/49

2,279,526‌

950,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

803,096‌

1,000,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

700,519‌

1,425,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

1,011,247‌

200,000

Enterprise

Products

Operating

LLC

4.950

10/15/54

186,616‌

1,625,000

Enterprise

Products

Operating

LLC

3.950

01/31/60

1,263,272‌

Bond

Index

Fund

March

31,

2024

74

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

700,000

Enterprise

Products

Operating

LLC

5.250

%

08/16/77

$

664,234‌

100,000

Enterprise

Products

Operating

LLC

8.573

08/16/77

99,810‌

400,000

Enterprise

Products

Operating

LLC

5.375

02/15/78

372,788‌

475,000

EOG

Resources,

Inc

4.150

01/15/26

468,053‌

500,000

EOG

Resources,

Inc

4.375

04/15/30

489,131‌

200,000

EOG

Resources,

Inc

3.900

04/01/35

182,107‌

200,000

EOG

Resources,

Inc

5.100

01/15/36

196,586‌

500,000

(a)

EOG

Resources,

Inc

4.950

04/15/50

475,627‌

1,660,000

EQT

Corp

6.125

02/01/25

1,661,977‌

2,000,000

(a)

EQT

Corp

5.750

02/01/34

1,993,400‌

500,000

Equinor

ASA

3.250

11/10/24

493,492‌

500,000

Equinor

ASA

2.875

04/06/25

488,349‌

400,000

Equinor

ASA

1.750

01/22/26

378,026‌

500,000

Equinor

ASA

3.000

04/06/27

474,446‌

1,500,000

Equinor

ASA

3.625

09/10/28

1,443,560‌

300,000

Equinor

ASA

3.125

04/06/30

275,436‌

1,175,000

Equinor

ASA

2.375

05/22/30

1,028,898‌

300,000

Equinor

ASA

3.625

04/06/40

249,950‌

200,000

Equinor

ASA

5.100

08/17/40

199,690‌

400,000

Equinor

ASA

4.250

11/23/41

358,126‌

300,000

Equinor

ASA

3.950

05/15/43

253,689‌

1,300,000

Equinor

ASA

4.800

11/08/43

1,234,605‌

750,000

Equinor

ASA

3.250

11/18/49

546,356‌

1,300,000

Equinor

ASA

3.700

04/06/50

1,030,714‌

4,177,000

Exxon

Mobil

Corp

3.043

03/01/26

4,045,519‌

1,000,000

Exxon

Mobil

Corp

2.275

08/16/26

946,777‌

1,750,000

Exxon

Mobil

Corp

3.294

03/19/27

1,692,882‌

1,000,000

Exxon

Mobil

Corp

2.440

08/16/29

897,810‌

750,000

Exxon

Mobil

Corp

3.482

03/19/30

706,917‌

750,000

Exxon

Mobil

Corp

2.610

10/15/30

664,558‌

1,000,000

Exxon

Mobil

Corp

2.995

08/16/39

782,373‌

3,250,000

Exxon

Mobil

Corp

4.227

03/19/40

2,960,725‌

500,000

Exxon

Mobil

Corp

3.567

03/06/45

399,344‌

1,225,000

Exxon

Mobil

Corp

4.114

03/01/46

1,056,559‌

1,400,000

Exxon

Mobil

Corp

3.095

08/16/49

999,901‌

2,100,000

Exxon

Mobil

Corp

4.327

03/19/50

1,858,297‌

2,800,000

Exxon

Mobil

Corp

3.452

04/15/51

2,121,237‌

75,000

Halliburton

Co

3.800

11/15/25

73,309‌

2,000,000

Halliburton

Co

2.920

03/01/30

1,793,473‌

500,000

Halliburton

Co

4.850

11/15/35

486,280‌

125,000

Halliburton

Co

6.700

09/15/38

140,785‌

125,000

Halliburton

Co

7.450

09/15/39

151,096‌

750,000

Halliburton

Co

4.750

08/01/43

688,802‌

2,825,000

Halliburton

Co

5.000

11/15/45

2,652,269‌

1,000,000

Helmerich

&

Payne,

Inc

2.900

09/29/31

839,765‌

200,000

Hess

Corp

3.500

07/15/24

198,571‌

2,100,000

Hess

Corp

4.300

04/01/27

2,059,081‌

200,000

Hess

Corp

6.000

01/15/40

211,074‌

1,190,000

Hess

Corp

5.600

02/15/41

1,212,743‌

900,000

Hess

Corp

5.800

04/01/47

925,372‌

200,000

HF

Sinclair

Corp

5.875

04/01/26

201,337‌

500,000

HF

Sinclair

Corp

4.500

10/01/30

468,698‌

500,000

Kinder

Morgan

Energy

Partners

LP

4.250

09/01/24

496,777‌

300,000

Kinder

Morgan

Energy

Partners

LP

6.950

01/15/38

328,282‌

535,000

Kinder

Morgan

Energy

Partners

LP

6.500

09/01/39

557,232‌

400,000

Kinder

Morgan

Energy

Partners

LP

4.700

11/01/42

341,352‌

500,000

Kinder

Morgan

Energy

Partners

LP

5.000

03/01/43

442,295‌

400,000

Kinder

Morgan

Energy

Partners

LP

5.500

03/01/44

380,586‌

200,000

Kinder

Morgan

Energy

Partners

LP

5.400

09/01/44

185,980‌

1,500,000

Kinder

Morgan,

Inc

1.750

11/15/26

1,375,944‌

2,825,000

Kinder

Morgan,

Inc

4.300

03/01/28

2,756,979‌

75

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,000,000

Kinder

Morgan,

Inc

5.000

%

02/01/29

$

995,888‌

450,000

Kinder

Morgan,

Inc

2.000

02/15/31

370,103‌

300,000

Kinder

Morgan,

Inc

7.750

01/15/32

340,458‌

1,250,000

Kinder

Morgan,

Inc

4.800

02/01/33

1,194,959‌

1,000,000

Kinder

Morgan,

Inc

5.200

06/01/33

984,822‌

1,000,000

Kinder

Morgan,

Inc

5.400

02/01/34

995,988‌

3,300,000

Kinder

Morgan,

Inc

5.300

12/01/34

3,244,506‌

1,600,000

Kinder

Morgan,

Inc

5.550

06/01/45

1,526,697‌

2,325,000

Kinder

Morgan,

Inc

5.200

03/01/48

2,092,275‌

500,000

Kinder

Morgan,

Inc

3.250

08/01/50

329,772‌

2,500,000

Kinder

Morgan,

Inc

3.600

02/15/51

1,745,137‌

750,000

Kinder

Morgan,

Inc

5.450

08/01/52

707,870‌

1,500,000

Magellan

Midstream

Partners

LP

3.950

03/01/50

1,106,180‌

1,475,000

Marathon

Oil

Corp

4.400

07/15/27

1,433,319‌

325,000

Marathon

Oil

Corp

5.300

04/01/29

324,410‌

1,000,000

Marathon

Oil

Corp

5.700

04/01/34

999,951‌

505,000

Marathon

Oil

Corp

6.600

10/01/37

531,302‌

600,000

Marathon

Oil

Corp

5.200

06/01/45

538,717‌

500,000

Marathon

Petroleum

Corp

4.700

05/01/25

495,754‌

200,000

Marathon

Petroleum

Corp

3.800

04/01/28

191,891‌

800,000

Marathon

Petroleum

Corp

6.500

03/01/41

869,831‌

450,000

Marathon

Petroleum

Corp

4.750

09/15/44

400,398‌

250,000

Marathon

Petroleum

Corp

5.850

12/15/45

247,362‌

600,000

Marathon

Petroleum

Corp

4.500

04/01/48

506,716‌

200,000

Marathon

Petroleum

Corp

5.000

09/15/54

178,004‌

2,500,000

MPLX

LP

4.875

06/01/25

2,479,077‌

2,800,000

MPLX

LP

1.750

03/01/26

2,617,423‌

100,000

MPLX

LP

4.125

03/01/27

97,453‌

150,000

MPLX

LP

4.250

12/01/27

145,882‌

475,000

MPLX

LP

4.000

03/15/28

457,372‌

2,125,000

MPLX

LP

2.650

08/15/30

1,827,715‌

500,000

MPLX

LP

4.950

09/01/32

485,695‌

1,000,000

MPLX

LP

5.000

03/01/33

970,751‌

975,000

MPLX

LP

4.500

04/15/38

865,838‌

375,000

MPLX

LP

5.200

03/01/47

343,035‌

700,000

MPLX

LP

5.200

12/01/47

643,442‌

825,000

MPLX

LP

4.700

04/15/48

703,782‌

850,000

MPLX

LP

5.500

02/15/49

809,165‌

1,000,000

MPLX

LP

4.950

03/14/52

878,364‌

600,000

MPLX

LP

5.650

03/01/53

586,876‌

1,600,000

MPLX

LP

4.900

04/15/58

1,340,024‌

500,000

National

Oilwell

Varco,

Inc

3.600

12/01/29

459,794‌

800,000

National

Oilwell

Varco,

Inc

3.950

12/01/42

610,083‌

1,000,000

Northwest

Pipeline

LLC

4.000

04/01/27

970,885‌

1,500,000

Occidental

Petroleum

Corp

5.500

12/01/25

1,498,959‌

1,500,000

Occidental

Petroleum

Corp

5.550

03/15/26

1,505,537‌

1,500,000

Occidental

Petroleum

Corp

8.875

07/15/30

1,742,520‌

2,000,000

Occidental

Petroleum

Corp

6.625

09/01/30

2,119,400‌

1,500,000

Occidental

Petroleum

Corp

7.500

05/01/31

1,669,677‌

3,000,000

Occidental

Petroleum

Corp

6.450

09/15/36

3,198,795‌

1,500,000

Occidental

Petroleum

Corp

6.600

03/15/46

1,616,592‌

700,000

ONEOK

Partners

LP

4.900

03/15/25

694,836‌

130,000

ONEOK

Partners

LP

6.650

10/01/36

139,604‌

250,000

ONEOK

Partners

LP

6.850

10/15/37

272,004‌

100,000

ONEOK

Partners

LP

6.125

02/01/41

103,469‌

100,000

ONEOK,

Inc

5.850

01/15/26

100,950‌

900,000

ONEOK,

Inc

5.000

03/01/26

894,441‌

1,300,000

ONEOK,

Inc

4.000

07/13/27

1,256,578‌

725,000

ONEOK,

Inc

4.550

07/15/28

711,117‌

2,000,000

ONEOK,

Inc

5.650

11/01/28

2,044,408‌

325,000

ONEOK,

Inc

4.350

03/15/29

314,954‌

Bond

Index

Fund

March

31,

2024

76

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

500,000

ONEOK,

Inc

3.400

%

09/01/29

$

460,595‌

500,000

ONEOK,

Inc

3.100

03/15/30

447,114‌

475,000

ONEOK,

Inc

3.250

06/01/30

429,356‌

2,000,000

ONEOK,

Inc

5.800

11/01/30

2,060,365‌

175,000

ONEOK,

Inc

6.350

01/15/31

185,286‌

825,000

ONEOK,

Inc

6.100

11/15/32

864,347‌

1,500,000

ONEOK,

Inc

6.050

09/01/33

1,564,431‌

225,000

ONEOK,

Inc

4.250

09/15/46

180,767‌

675,000

ONEOK,

Inc

4.950

07/13/47

593,326‌

425,000

ONEOK,

Inc

4.200

10/03/47

336,030‌

1,350,000

ONEOK,

Inc

5.200

07/15/48

1,239,322‌

525,000

ONEOK,

Inc

4.850

02/01/49

457,270‌

1,000,000

ONEOK,

Inc

4.450

09/01/49

809,503‌

500,000

ONEOK,

Inc

4.500

03/15/50

407,710‌

300,000

ONEOK,

Inc

7.150

01/15/51

337,785‌

1,500,000

ONEOK,

Inc

6.625

09/01/53

1,653,154‌

1,500,000

Ovintiv,

Inc

5.375

01/01/26

1,493,890‌

500,000

Ovintiv,

Inc

5.650

05/15/28

508,267‌

1,000,000

Ovintiv,

Inc

6.250

07/15/33

1,039,697‌

1,000,000

Ovintiv,

Inc

6.500

08/15/34

1,060,790‌

500,000

Ovintiv,

Inc

7.100

07/15/53

559,417‌

500,000

Patterson-UTI

Energy,

Inc

7.150

10/01/33

537,521‌

1,000,000

Phillips

66

3.850

04/09/25

984,695‌

925,000

Phillips

66

1.300

02/15/26

860,579‌

1,000,000

Phillips

66

3.900

03/15/28

965,668‌

738,000

Phillips

66

4.650

11/15/34

702,562‌

125,000

Phillips

66

5.875

05/01/42

131,322‌

2,375,000

Phillips

66

4.875

11/15/44

2,216,830‌

825,000

Phillips

66

3.300

03/15/52

577,058‌

100,000

Phillips

66

Co

3.550

10/01/26

96,577‌

1,000,000

Phillips

66

Co

4.950

12/01/27

1,000,633‌

675,000

Phillips

66

Co

3.750

03/01/28

645,313‌

500,000

Phillips

66

Co

3.150

12/15/29

453,823‌

1,000,000

Phillips

66

Co

5.250

06/15/31

1,013,332‌

1,125,000

Phillips

66

Co

5.300

06/30/33

1,131,968‌

425,000

Phillips

66

Co

4.680

02/15/45

377,268‌

350,000

Phillips

66

Co

4.900

10/01/46

322,003‌

1,000,000

Phillips

66

Co

5.650

06/15/54

1,014,774‌

2,000,000

Pioneer

Natural

Resources

Co

1.125

01/15/26

1,861,257‌

350,000

Pioneer

Natural

Resources

Co

5.100

03/29/26

349,559‌

750,000

Pioneer

Natural

Resources

Co

2.150

01/15/31

631,005‌

575,000

Plains

All

American

Pipeline

LP

3.600

11/01/24

567,696‌

1,025,000

Plains

All

American

Pipeline

LP

4.650

10/15/25

1,011,078‌

2,075,000

Plains

All

American

Pipeline

LP

4.500

12/15/26

2,037,214‌

1,500,000

Plains

All

American

Pipeline

LP

3.550

12/15/29

1,376,534‌

1,000,000

Plains

All

American

Pipeline

LP

3.800

09/15/30

916,314‌

100,000

Plains

All

American

Pipeline

LP

6.650

01/15/37

107,018‌

250,000

Plains

All

American

Pipeline

LP

5.150

06/01/42

225,665‌

300,000

Plains

All

American

Pipeline

LP

4.700

06/15/44

254,628‌

300,000

Plains

All

American

Pipeline

LP

4.900

02/15/45

261,045‌

275,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

277,170‌

2,675,000

Sabine

Pass

Liquefaction

LLC

5.000

03/15/27

2,667,177‌

550,000

Sabine

Pass

Liquefaction

LLC

4.200

03/15/28

532,525‌

1,500,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

1,442,567‌

1,000,000

Sabine

Pass

Liquefaction

LLC

5.900

09/15/37

1,038,480‌

750,000

Schlumberger

Finance

Canada

Ltd

1.400

09/17/25

711,218‌

1,500,000

Schlumberger

Investment

S.A.

2.650

06/26/30

1,328,739‌

1,000,000

(a)

Schlumberger

Investment

S.A.

4.850

05/15/33

1,000,779‌

5,075,000

Shell

International

Finance

BV

3.250

05/11/25

4,974,662‌

2,075,000

Shell

International

Finance

BV

2.875

05/10/26

1,992,542‌

925,000

Shell

International

Finance

BV

2.500

09/12/26

876,693‌

77

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,225,000

Shell

International

Finance

BV

3.875

%

11/13/28

$

1,187,343‌

4,000,000

Shell

International

Finance

BV

2.375

11/07/29

3,557,918‌

1,000,000

Shell

International

Finance

BV

2.750

04/06/30

899,343‌

500,000

Shell

International

Finance

BV

4.125

05/11/35

467,713‌

350,000

Shell

International

Finance

BV

6.375

12/15/38

396,014‌

100,000

Shell

International

Finance

BV

5.500

03/25/40

104,428‌

1,500,000

Shell

International

Finance

BV

2.875

11/26/41

1,113,974‌

1,200,000

Shell

International

Finance

BV

4.550

08/12/43

1,114,457‌

2,025,000

Shell

International

Finance

BV

4.375

05/11/45

1,810,726‌

650,000

Shell

International

Finance

BV

4.000

05/10/46

546,746‌

3,180,000

Shell

International

Finance

BV

3.750

09/12/46

2,567,763‌

1,500,000

Shell

International

Finance

BV

3.125

11/07/49

1,064,845‌

1,500,000

Shell

International

Finance

BV

3.250

04/06/50

1,088,913‌

1,000,000

Shell

International

Finance

BV

3.000

11/26/51

682,777‌

400,000

Spectra

Energy

Partners

LP

3.500

03/15/25

392,117‌

1,100,000

Spectra

Energy

Partners

LP

3.375

10/15/26

1,052,997‌

200,000

Spectra

Energy

Partners

LP

5.950

09/25/43

200,041‌

600,000

Spectra

Energy

Partners

LP

4.500

03/15/45

507,351‌

250,000

Suncor

Energy,

Inc

6.800

05/15/38

270,659‌

1,625,000

Suncor

Energy,

Inc

6.500

06/15/38

1,732,220‌

1,550,000

Suncor

Energy,

Inc

4.000

11/15/47

1,203,912‌

1,000,000

Suncor

Energy,

Inc

3.750

03/04/51

741,245‌

2,000,000

Targa

Resources

Corp

5.200

07/01/27

1,997,103‌

350,000

Targa

Resources

Corp

4.200

02/01/33

319,094‌

750,000

Targa

Resources

Corp

6.125

03/15/33

782,454‌

575,000

Targa

Resources

Corp

4.950

04/15/52

503,779‌

1,250,000

Targa

Resources

Corp

6.250

07/01/52

1,297,544‌

750,000

Targa

Resources

Corp

6.500

02/15/53

803,687‌

1,000,000

Targa

Resources

Partners

LP

6.875

01/15/29

1,028,935‌

400,000

Targa

Resources

Partners

LP

6.150

03/01/29

416,883‌

1,000,000

Targa

Resources

Partners

LP

5.500

03/01/30

995,076‌

500,000

Targa

Resources

Partners

LP

6.500

03/30/34

537,237‌

300,000

TC

PipeLines

LP

4.375

03/13/25

296,138‌

350,000

TC

PipeLines

LP

3.900

05/25/27

334,788‌

1,000,000

Tosco

Corp

8.125

02/15/30

1,155,839‌

450,000

Total

Capital

International

S.A.

3.750

04/10/24

449,785‌

1,300,000

Total

Capital

International

S.A.

2.829

01/10/30

1,174,215‌

500,000

TotalEnergies

Capital

International

S.A.

2.434

01/10/25

489,003‌

900,000

TotalEnergies

Capital

International

S.A.

3.455

02/19/29

852,637‌

775,000

TotalEnergies

Capital

International

S.A.

2.986

06/29/41

586,097‌

500,000

TotalEnergies

Capital

International

S.A.

3.461

07/12/49

376,879‌

1,500,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

1,068,236‌

1,000,000

TotalEnergies

Capital

International

S.A.

3.386

06/29/60

702,188‌

1,125,000

TotalEnergies

Capital

S.A.

3.883

10/11/28

1,089,020‌

1,225,000

TransCanada

PipeLines

Ltd

4.875

01/15/26

1,216,657‌

4,000,000

TransCanada

PipeLines

Ltd

4.100

04/15/30

3,777,564‌

1,000,000

TransCanada

PipeLines

Ltd

2.500

10/12/31

831,930‌

1,925,000

TransCanada

PipeLines

Ltd

4.625

03/01/34

1,817,275‌

100,000

TransCanada

PipeLines

Ltd

6.200

10/15/37

104,495‌

500,000

TransCanada

PipeLines

Ltd

4.750

05/15/38

459,844‌

200,000

TransCanada

PipeLines

Ltd

7.625

01/15/39

236,996‌

125,000

TransCanada

PipeLines

Ltd

6.100

06/01/40

129,211‌

1,200,000

TransCanada

PipeLines

Ltd

5.000

10/16/43

1,091,302‌

750,000

TransCanada

PipeLines

Ltd

4.875

05/15/48

666,961‌

1,425,000

(a)

TransCanada

PipeLines

Ltd

5.100

03/15/49

1,325,839‌

700,000

Transcontinental

Gas

Pipe

Line

Co

LLC

7.850

02/01/26

726,128‌

1,200,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.000

03/15/28

1,156,039‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250

05/15/30

452,483‌

850,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.600

03/15/48

752,504‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950

05/15/50

395,255‌

750,000

Valero

Energy

Corp

2.150

09/15/27

683,964‌

Bond

Index

Fund

March

31,

2024

78

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

342,000

Valero

Energy

Corp

4.350

%

06/01/28

$

334,219‌

1,500,000

Valero

Energy

Corp

2.800

12/01/31

1,281,081‌

455,000

Valero

Energy

Corp

7.500

04/15/32

522,332‌

850,000

Valero

Energy

Corp

6.625

06/15/37

926,618‌

300,000

Valero

Energy

Corp

4.900

03/15/45

276,227‌

1,500,000

Valero

Energy

Corp

3.650

12/01/51

1,085,582‌

1,000,000

Valero

Energy

Corp

4.000

06/01/52

769,719‌

300,000

Valero

Energy

Partners

LP

4.500

03/15/28

294,401‌

750,000

Western

Midstream

Operating

LP

6.350

01/15/29

777,819‌

2,000,000

Western

Midstream

Operating

LP

4.300

02/01/30

1,866,053‌

3,500,000

Western

Midstream

Operating

LP

6.150

04/01/33

3,588,605‌

925,000

Williams

Cos,

Inc

4.000

09/15/25

907,354‌

1,300,000

Williams

Cos,

Inc

3.750

06/15/27

1,251,012‌

1,300,000

Williams

Cos,

Inc

5.300

08/15/28

1,311,011‌

1,000,000

Williams

Cos,

Inc

4.900

03/15/29

993,378‌

3,500,000

Williams

Cos,

Inc

2.600

03/15/31

2,982,076‌

1,000,000

Williams

Cos,

Inc

4.650

08/15/32

963,715‌

625,000

Williams

Cos,

Inc

5.650

03/15/33

641,236‌

750,000

Williams

Cos,

Inc

5.150

03/15/34

743,240‌

300,000

Williams

Cos,

Inc

6.300

04/15/40

316,508‌

300,000

Williams

Cos,

Inc

5.800

11/15/43

299,252‌

300,000

Williams

Cos,

Inc

5.400

03/04/44

283,816‌

1,000,000

Williams

Cos,

Inc

4.900

01/15/45

899,264‌

225,000

Williams

Cos,

Inc

5.100

09/15/45

208,169‌

1,700,000

Williams

Cos,

Inc

4.850

03/01/48

1,515,743‌

1,500,000

Williams

Cos,

Inc

3.500

10/15/51

1,065,982‌

500,000

Williams

Cos,

Inc

5.300

08/15/52

477,562‌

TOTAL

ENERGY

409,859,981‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.0%

550,000

Agree

LP

2.000

06/15/28

483,577‌

150,000

Agree

LP

2.900

10/01/30

128,957‌

200,000

Agree

LP

4.800

10/01/32

189,201‌

500,000

Agree

LP

2.600

06/15/33

392,614‌

100,000

Alexandria

Real

Estate

Equities,

Inc

3.450

04/30/25

97,904‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4.300

01/15/26

196,630‌

500,000

Alexandria

Real

Estate

Equities,

Inc

3.800

04/15/26

486,056‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4.500

07/30/29

193,136‌

425,000

Alexandria

Real

Estate

Equities,

Inc

2.750

12/15/29

372,557‌

100,000

Alexandria

Real

Estate

Equities,

Inc

4.700

07/01/30

96,955‌

275,000

Alexandria

Real

Estate

Equities,

Inc

3.375

08/15/31

245,201‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

2.000

05/18/32

1,175,540‌

450,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

341,862‌

800,000

Alexandria

Real

Estate

Equities,

Inc

2.950

03/15/34

657,213‌

600,000

Alexandria

Real

Estate

Equities,

Inc

4.750

04/15/35

566,984‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5.250

05/15/36

981,442‌

500,000

Alexandria

Real

Estate

Equities,

Inc

4.850

04/15/49

438,735‌

700,000

Alexandria

Real

Estate

Equities,

Inc

4.000

02/01/50

538,740‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

3.000

05/18/51

634,731‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

3.550

03/15/52

1,052,269‌

200,000

Alexandria

Real

Estate

Equities,

Inc

5.150

04/15/53

184,195‌

500,000

Alexandria

Real

Estate

Equities,

Inc

5.625

05/15/54

492,001‌

1,000,000

American

Assets

Trust

LP

3.375

02/01/31

815,197‌

500,000

American

Homes

4

Rent

LP

4.900

02/15/29

490,409‌

250,000

American

Homes

4

Rent

LP

2.375

07/15/31

203,057‌

750,000

American

Homes

4

Rent

LP

3.625

04/15/32

659,529‌

1,000,000

American

Homes

4

Rent

LP

5.500

02/01/34

996,991‌

250,000

American

Homes

4

Rent

LP

3.375

07/15/51

166,453‌

500,000

American

Homes

4

Rent

LP

4.300

04/15/52

391,774‌

750,000

American

Tower

Corp

2.400

03/15/25

727,080‌

525,000

American

Tower

Corp

4.000

06/01/25

515,827‌

1,350,000

American

Tower

Corp

1.300

09/15/25

1,272,093‌

79

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

200,000

American

Tower

Corp

4.400

%

02/15/26

$

196,504‌

1,000,000

American

Tower

Corp

1.600

04/15/26

928,643‌

1,000,000

American

Tower

Corp

1.450

09/15/26

911,429‌

425,000

American

Tower

Corp

3.375

10/15/26

405,935‌

750,000

American

Tower

Corp

2.750

01/15/27

702,334‌

500,000

American

Tower

Corp

3.125

01/15/27

472,752‌

500,000

American

Tower

Corp

3.650

03/15/27

479,275‌

150,000

American

Tower

Corp

3.550

07/15/27

142,590‌

1,000,000

American

Tower

Corp

5.500

03/15/28

1,008,374‌

1,250,000

American

Tower

Corp

5.800

11/15/28

1,279,788‌

1,000,000

American

Tower

Corp

5.200

02/15/29

999,514‌

350,000

American

Tower

Corp

3.950

03/15/29

330,653‌

750,000

American

Tower

Corp

2.900

01/15/30

659,428‌

750,000

American

Tower

Corp

2.100

06/15/30

623,033‌

725,000

American

Tower

Corp

1.875

10/15/30

587,831‌

1,000,000

American

Tower

Corp

2.700

04/15/31

846,558‌

1,000,000

American

Tower

Corp

2.300

09/15/31

816,181‌

500,000

American

Tower

Corp

4.050

03/15/32

457,584‌

1,000,000

American

Tower

Corp

5.650

03/15/33

1,015,645‌

1,250,000

American

Tower

Corp

5.900

11/15/33

1,294,357‌

1,000,000

American

Tower

Corp

5.450

02/15/34

1,001,630‌

1,350,000

American

Tower

Corp

3.700

10/15/49

1,003,310‌

425,000

American

Tower

Corp

3.100

06/15/50

281,793‌

1,000,000

American

Tower

Corp

2.950

01/15/51

644,813‌

200,000

AvalonBay

Communities,

Inc

2.950

05/11/26

191,343‌

100,000

AvalonBay

Communities,

Inc

2.900

10/15/26

94,765‌

1,200,000

AvalonBay

Communities,

Inc

3.350

05/15/27

1,143,698‌

200,000

AvalonBay

Communities,

Inc

3.200

01/15/28

188,047‌

500,000

AvalonBay

Communities,

Inc

1.900

12/01/28

438,271‌

750,000

AvalonBay

Communities,

Inc

3.300

06/01/29

694,748‌

750,000

AvalonBay

Communities,

Inc

2.300

03/01/30

648,913‌

800,000

(a)

AvalonBay

Communities,

Inc

2.050

01/15/32

657,626‌

450,000

AvalonBay

Communities,

Inc

5.000

02/15/33

445,791‌

1,000,000

AvalonBay

Communities,

Inc

5.300

12/07/33

1,011,712‌

400,000

AvalonBay

Communities,

Inc

4.150

07/01/47

327,081‌

200,000

AvalonBay

Communities,

Inc

4.350

04/15/48

171,263‌

1,500,000

Boston

Properties

LP

3.200

01/15/25

1,469,699‌

275,000

Boston

Properties

LP

3.650

02/01/26

264,974‌

700,000

Boston

Properties

LP

2.750

10/01/26

652,042‌

500,000

Boston

Properties

LP

6.750

12/01/27

518,967‌

550,000

Boston

Properties

LP

4.500

12/01/28

523,333‌

50,000

Boston

Properties

LP

3.400

06/21/29

44,872‌

750,000

Boston

Properties

LP

2.900

03/15/30

642,385‌

1,000,000

(a)

Boston

Properties

LP

3.250

01/30/31

855,412‌

1,000,000

Boston

Properties

LP

2.550

04/01/32

791,055‌

1,000,000

Boston

Properties

LP

2.450

10/01/33

753,180‌

500,000

(a)

Boston

Properties

LP

6.500

01/15/34

518,655‌

200,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

196,564‌

225,000

Brixmor

Operating

Partnership

LP

4.125

06/15/26

219,044‌

300,000

Brixmor

Operating

Partnership

LP

3.900

03/15/27

287,873‌

100,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

88,797‌

600,000

Brixmor

Operating

Partnership

LP

4.125

05/15/29

565,510‌

940,000

Brixmor

Operating

Partnership

LP

4.050

07/01/30

871,867‌

100,000

Brixmor

Operating

Partnership

LP

2.500

08/16/31

82,090‌

1,500,000

Brixmor

Operating

Partnership

LP

5.500

02/15/34

1,481,197‌

500,000

Broadstone

Net

Lease

LLC

2.600

09/15/31

395,082‌

750,000

Camden

Property

Trust

5.850

11/03/26

764,235‌

100,000

Camden

Property

Trust

4.100

10/15/28

96,928‌

325,000

Camden

Property

Trust

3.150

07/01/29

297,108‌

100,000

Camden

Property

Trust

2.800

05/15/30

88,689‌

750,000

Camden

Property

Trust

4.900

01/15/34

729,822‌

Bond

Index

Fund

March

31,

2024

80

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

500,000

Camden

Property

Trust

3.350

%

11/01/49

$

357,109‌

1,000,000

CBRE

Services,

Inc

5.950

08/15/34

1,026,280‌

1,000,000

Corporate

Office

Properties

LP

2.250

03/15/26

940,243‌

1,000,000

Corporate

Office

Properties

LP

2.000

01/15/29

838,403‌

175,000

Corporate

Office

Properties

LP

2.750

04/15/31

144,362‌

1,000,000

Crown

Castle,

Inc

1.350

07/15/25

949,453‌

975,000

Crown

Castle,

Inc

4.450

02/15/26

958,742‌

250,000

Crown

Castle,

Inc

3.700

06/15/26

241,434‌

1,500,000

Crown

Castle,

Inc

1.050

07/15/26

1,363,454‌

100,000

Crown

Castle,

Inc

4.000

03/01/27

96,657‌

525,000

Crown

Castle,

Inc

3.650

09/01/27

497,666‌

750,000

Crown

Castle,

Inc

5.000

01/11/28

742,103‌

775,000

Crown

Castle,

Inc

3.800

02/15/28

733,705‌

1,000,000

Crown

Castle,

Inc

4.800

09/01/28

980,481‌

300,000

Crown

Castle,

Inc

4.300

02/15/29

287,570‌

1,000,000

Crown

Castle,

Inc

5.600

06/01/29

1,013,419‌

500,000

Crown

Castle,

Inc

3.100

11/15/29

446,211‌

275,000

Crown

Castle,

Inc

3.300

07/01/30

244,389‌

1,050,000

Crown

Castle,

Inc

2.250

01/15/31

863,894‌

1,500,000

Crown

Castle,

Inc

2.100

04/01/31

1,214,179‌

1,000,000

Crown

Castle,

Inc

2.500

07/15/31

827,496‌

1,000,000

Crown

Castle,

Inc

5.100

05/01/33

975,379‌

1,000,000

Crown

Castle,

Inc

5.800

03/01/34

1,022,955‌

1,000,000

Crown

Castle,

Inc

2.900

04/01/41

707,101‌

200,000

Crown

Castle,

Inc

4.750

05/15/47

171,351‌

300,000

Crown

Castle,

Inc

5.200

02/15/49

278,117‌

500,000

Crown

Castle,

Inc

4.000

11/15/49

387,946‌

200,000

Crown

Castle,

Inc

4.150

07/01/50

159,807‌

875,000

Crown

Castle,

Inc

3.250

01/15/51

598,520‌

200,000

CubeSmart

LP

3.125

09/01/26

189,930‌

600,000

CubeSmart

LP

2.250

12/15/28

526,237‌

100,000

CubeSmart

LP

4.375

02/15/29

95,926‌

250,000

CubeSmart

LP

3.000

02/15/30

220,754‌

450,000

CubeSmart

LP

2.000

02/15/31

361,982‌

700,000

CubeSmart

LP

2.500

02/15/32

571,456‌

475,000

Digital

Realty

Trust

LP

3.700

08/15/27

453,605‌

1,300,000

Digital

Realty

Trust

LP

5.550

01/15/28

1,309,317‌

300,000

Digital

Realty

Trust

LP

4.450

07/15/28

290,456‌

1,000,000

Digital

Realty

Trust

LP

3.600

07/01/29

921,410‌

1,000,000

EPR

Properties

3.600

11/15/31

835,760‌

525,000

Equinix,

Inc

1.000

09/15/25

490,975‌

2,000,000

Equinix,

Inc

1.450

05/15/26

1,839,618‌

650,000

Equinix,

Inc

2.900

11/18/26

609,734‌

800,000

Equinix,

Inc

1.550

03/15/28

693,893‌

2,000,000

Equinix,

Inc

2.000

05/15/28

1,756,841‌

1,000,000

Equinix,

Inc

3.200

11/18/29

895,229‌

175,000

Equinix,

Inc

2.150

07/15/30

145,028‌

1,000,000

Equinix,

Inc

2.500

05/15/31

834,154‌

1,500,000

Equinix,

Inc

3.400

02/15/52

1,049,442‌

700,000

ERP

Operating

LP

3.375

06/01/25

683,552‌

200,000

ERP

Operating

LP

2.850

11/01/26

189,390‌

1,150,000

ERP

Operating

LP

3.250

08/01/27

1,084,046‌

500,000

ERP

Operating

LP

3.500

03/01/28

473,759‌

200,000

ERP

Operating

LP

4.150

12/01/28

193,831‌

750,000

ERP

Operating

LP

3.000

07/01/29

681,504‌

300,000

ERP

Operating

LP

2.500

02/15/30

262,536‌

500,000

ERP

Operating

LP

1.850

08/01/31

405,936‌

425,000

ERP

Operating

LP

4.500

07/01/44

368,845‌

100,000

ERP

Operating

LP

4.000

08/01/47

78,429‌

650,000

Essential

Properties

LP

2.950

07/15/31

527,178‌

400,000

Essex

Portfolio

LP

3.500

04/01/25

391,782‌

81

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

100,000

Essex

Portfolio

LP

3.375

%

04/15/26

$

96,277‌

200,000

Essex

Portfolio

LP

3.625

05/01/27

190,495‌

900,000

Essex

Portfolio

LP

4.000

03/01/29

858,357‌

325,000

Essex

Portfolio

LP

3.000

01/15/30

288,217‌

750,000

Essex

Portfolio

LP

1.650

01/15/31

591,914‌

1,000,000

Essex

Portfolio

LP

2.550

06/15/31

830,482‌

350,000

Essex

Portfolio

LP

5.500

04/01/34

350,388‌

300,000

Essex

Portfolio

LP

4.500

03/15/48

250,898‌

525,000

Extra

Space

Storage

LP

3.500

07/01/26

504,400‌

200,000

Extra

Space

Storage

LP

3.875

12/15/27

189,911‌

500,000

Extra

Space

Storage

LP

3.900

04/01/29

470,736‌

500,000

Extra

Space

Storage

LP

4.000

06/15/29

471,529‌

1,000,000

Extra

Space

Storage

LP

5.500

07/01/30

1,010,211‌

100,000

Extra

Space

Storage

LP

2.200

10/15/30

82,851‌

500,000

Extra

Space

Storage

LP

5.900

01/15/31

517,300‌

700,000

Extra

Space

Storage

LP

2.550

06/01/31

581,110‌

450,000

Extra

Space

Storage

LP

2.400

10/15/31

370,227‌

500,000

Extra

Space

Storage

LP

2.350

03/15/32

400,059‌

750,000

Extra

Space

Storage

LP

5.400

02/01/34

746,701‌

300,000

Federal

Realty

OP

LP

1.250

02/15/26

277,486‌

50,000

Federal

Realty

OP

LP

3.250

07/15/27

46,803‌

1,000,000

Federal

Realty

OP

LP

5.375

05/01/28

1,002,837‌

1,300,000

Federal

Realty

OP

LP

3.200

06/15/29

1,179,853‌

300,000

Federal

Realty

OP

LP

3.500

06/01/30

270,729‌

200,000

Federal

Realty

OP

LP

4.500

12/01/44

163,705‌

250,000

GLP

Capital

LP

3.350

09/01/24

247,182‌

1,300,000

GLP

Capital

LP

5.250

06/01/25

1,291,630‌

150,000

GLP

Capital

LP

5.375

04/15/26

148,693‌

750,000

GLP

Capital

LP

5.750

06/01/28

750,554‌

500,000

GLP

Capital

LP

4.000

01/15/30

456,479‌

500,000

GLP

Capital

LP

4.000

01/15/31

446,158‌

750,000

GLP

Capital

LP

3.250

01/15/32

631,371‌

1,000,000

GLP

Capital

LP

6.750

12/01/33

1,053,954‌

800,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

763,465‌

100,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

92,341‌

500,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

435,348‌

100,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

81,859‌

975,000

(a)

Healthcare

Realty

Holdings

LP

2.000

03/15/31

775,019‌

175,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

134,945‌

100,000

Healthpeak

OP

LLC

3.250

07/15/26

95,660‌

1,500,000

Healthpeak

OP

LLC

1.350

02/01/27

1,353,630‌

325,000

(a)

Healthpeak

OP

LLC

2.125

12/01/28

285,815‌

600,000

Healthpeak

OP

LLC

3.500

07/15/29

555,295‌

1,000,000

Healthpeak

OP

LLC

3.000

01/15/30

885,619‌

175,000

Healthpeak

OP

LLC

2.875

01/15/31

150,248‌

30,000

Healthpeak

OP

LLC

6.750

02/01/41

33,280‌

750,000

Healthpeak

Properties

Interim,

Inc

5.250

12/15/32

743,882‌

100,000

Highwoods

Realty

LP

3.875

03/01/27

94,127‌

150,000

Highwoods

Realty

LP

4.125

03/15/28

140,256‌

250,000

Highwoods

Realty

LP

4.200

04/15/29

227,560‌

500,000

Highwoods

Realty

LP

3.050

02/15/30

421,610‌

775,000

Highwoods

Realty

LP

2.600

02/01/31

612,420‌

1,000,000

Highwoods

Realty

LP

7.650

02/01/34

1,090,624‌

700,000

Host

Hotels

&

Resorts

LP

3.875

04/01/24

700,000‌

200,000

Host

Hotels

&

Resorts

LP

4.000

06/15/25

195,746‌

100,000

Host

Hotels

&

Resorts

LP

4.500

02/01/26

97,922‌

500,000

Host

Hotels

&

Resorts

LP

3.375

12/15/29

445,307‌

850,000

Host

Hotels

&

Resorts

LP

3.500

09/15/30

755,843‌

200,000

Host

Hotels

&

Resorts

LP

2.900

12/15/31

166,200‌

300,000

Invitation

Homes

Operating

Partnership

LP

2.300

11/15/28

265,443‌

500,000

Invitation

Homes

Operating

Partnership

LP

5.450

08/15/30

501,511‌

Bond

Index

Fund

March

31,

2024

82

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

500,000

Invitation

Homes

Operating

Partnership

LP

2.000

%

08/15/31

$

397,295‌

575,000

Invitation

Homes

Operating

Partnership

LP

4.150

04/15/32

526,223‌

500,000

Invitation

Homes

Operating

Partnership

LP

5.500

08/15/33

498,074‌

750,000

Invitation

Homes

Operating

Partnership

LP

2.700

01/15/34

597,000‌

125,000

Kilroy

Realty

LP

3.450

12/15/24

122,743‌

250,000

Kilroy

Realty

LP

4.750

12/15/28

238,940‌

200,000

(a)

Kilroy

Realty

LP

4.250

08/15/29

183,552‌

750,000

Kilroy

Realty

LP

3.050

02/15/30

638,207‌

500,000

Kilroy

Realty

LP

2.500

11/15/32

376,559‌

1,000,000

Kilroy

Realty

LP

2.650

11/15/33

740,999‌

400,000

Kilroy

Realty

LP

6.250

01/15/36

390,727‌

625,000

Kimco

Realty

OP

LLC

2.800

10/01/26

589,561‌

200,000

Kimco

Realty

OP

LLC

3.800

04/01/27

191,969‌

500,000

Kimco

Realty

OP

LLC

1.900

03/01/28

442,111‌

750,000

Kimco

Realty

OP

LLC

2.700

10/01/30

647,769‌

1,000,000

Kimco

Realty

OP

LLC

2.250

12/01/31

806,332‌

500,000

Kimco

Realty

OP

LLC

4.600

02/01/33

473,318‌

200,000

Kimco

Realty

OP

LLC

4.250

04/01/45

161,637‌

175,000

Kimco

Realty

OP

LLC

4.125

12/01/46

133,948‌

100,000

Kimco

Realty

OP

LLC

4.450

09/01/47

81,383‌

500,000

Kimco

Realty

OP

LLC

3.700

10/01/49

364,043‌

1,000,000

Kimco

Realty

OP,

LLC

6.400

03/01/34

1,070,527‌

400,000

Kite

Realty

Group

LP

5.500

03/01/34

397,475‌

350,000

Kite

Realty

Group

Trust

4.750

09/15/30

334,875‌

750,000

LXP

Industrial

Trust

6.750

11/15/28

781,798‌

750,000

LXP

Industrial

Trust

2.700

09/15/30

626,398‌

100,000

Mid-America

Apartments

LP

4.000

11/15/25

97,993‌

1,000,000

Mid-America

Apartments

LP

1.100

09/15/26

907,129‌

750,000

Mid-America

Apartments

LP

3.600

06/01/27

720,412‌

200,000

Mid-America

Apartments

LP

4.200

06/15/28

194,856‌

625,000

(a)

Mid-America

Apartments

LP

3.950

03/15/29

600,998‌

175,000

Mid-America

Apartments

LP

2.750

03/15/30

154,763‌

250,000

Mid-America

Apartments

LP

1.700

02/15/31

201,286‌

500,000

Mid-America

Apartments

LP

5.000

03/15/34

492,224‌

150,000

Mid-America

Apartments

LP

2.875

09/15/51

96,024‌

500,000

National

Health

Investors,

Inc

3.000

02/01/31

410,417‌

1,550,000

NNN

REIT,

Inc

3.500

10/15/27

1,467,937‌

300,000

NNN

REIT,

Inc

2.500

04/15/30

256,719‌

200,000

NNN

REIT,

Inc

5.600

10/15/33

202,497‌

500,000

NNN

REIT,

Inc

3.100

04/15/50

328,034‌

1,000,000

NNN

REIT,

Inc

3.000

04/15/52

643,606‌

200,000

OMEGA

Healthcare

Investors,

Inc

4.500

04/01/27

193,545‌

825,000

OMEGA

Healthcare

Investors,

Inc

4.750

01/15/28

796,486‌

500,000

OMEGA

Healthcare

Investors,

Inc

3.625

10/01/29

446,307‌

500,000

OMEGA

Healthcare

Investors,

Inc

3.375

02/01/31

426,781‌

1,000,000

OMEGA

Healthcare

Investors,

Inc

3.250

04/15/33

809,827‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

2.625

11/15/31

811,802‌

200,000

Physicians

Realty

LP

4.300

03/15/27

195,336‌

200,000

Physicians

Realty

LP

3.950

01/15/28

190,940‌

1,000,000

Physicians

Realty

LP

2.625

11/01/31

823,773‌

1,000,000

Piedmont

Operating

Partnership

LP

2.750

04/01/32

718,608‌

100,000

Prologis

LP

3.250

10/01/26

95,660‌

100,000

Prologis

LP

4.375

02/01/29

98,147‌

500,000

Prologis

LP

2.250

04/15/30

433,362‌

1,000,000

Prologis

LP

1.625

03/15/31

802,497‌

100,000

Prologis

LP

4.375

09/15/48

87,245‌

500,000

Prologis

LP

3.000

04/15/50

343,540‌

500,000

Prologis

LP

2.125

10/15/50

279,100‌

100,000

ProLogis

LP

3.250

06/30/26

96,207‌

1,000,000

ProLogis

LP

3.375

12/15/27

949,002‌

750,000

ProLogis

LP

4.875

06/15/28

750,806‌

83

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

100,000

ProLogis

LP

4.000

%

09/15/28

$

96,613‌

225,000

ProLogis

LP

2.875

11/15/29

203,220‌

200,000

ProLogis

LP

1.750

07/01/30

166,131‌

775,000

ProLogis

LP

2.250

01/15/32

639,163‌

1,000,000

ProLogis

LP

4.625

01/15/33

971,272‌

750,000

ProLogis

LP

4.750

06/15/33

734,929‌

750,000

ProLogis

LP

5.125

01/15/34

753,250‌

1,000,000

ProLogis

LP

5.000

03/15/34

994,074‌

500,000

ProLogis

LP

3.050

03/01/50

341,722‌

1,250,000

ProLogis

LP

5.250

06/15/53

1,230,497‌

1,000,000

ProLogis

LP

5.250

03/15/54

982,088‌

1,500,000

Public

Storage

0.875

02/15/26

1,385,981‌

750,000

Public

Storage

1.500

11/09/26

688,344‌

200,000

(a)

Public

Storage

3.094

09/15/27

189,225‌

750,000

Public

Storage

1.950

11/09/28

661,304‌

500,000

Public

Storage

3.385

05/01/29

468,250‌

250,000

Public

Storage

2.250

11/09/31

207,499‌

1,000,000

Public

Storage

5.100

08/01/33

1,004,339‌

1,000,000

Public

Storage

5.350

08/01/53

1,004,515‌

1,000,000

Rayonier

LP

2.750

05/17/31

825,510‌

750,000

Realty

Income

Corp

0.750

03/15/26

687,417‌

425,000

Realty

Income

Corp

4.875

06/01/26

422,410‌

200,000

Realty

Income

Corp

4.125

10/15/26

195,316‌

200,000

Realty

Income

Corp

3.000

01/15/27

188,959‌

300,000

Realty

Income

Corp

3.200

01/15/27

283,635‌

650,000

Realty

Income

Corp

3.950

08/15/27

629,943‌

1,000,000

Realty

Income

Corp

3.400

01/15/28

943,632‌

1,000,000

Realty

Income

Corp

3.650

01/15/28

952,913‌

1,000,000

Realty

Income

Corp

2.100

03/15/28

894,682‌

500,000

Realty

Income

Corp

2.200

06/15/28

446,602‌

750,000

Realty

Income

Corp

4.700

12/15/28

738,685‌

500,000

Realty

Income

Corp

4.750

02/15/29

493,836‌

500,000

Realty

Income

Corp

3.250

06/15/29

460,315‌

500,000

Realty

Income

Corp

4.000

07/15/29

474,910‌

500,000

Realty

Income

Corp

3.100

12/15/29

453,890‌

300,000

Realty

Income

Corp

3.400

01/15/30

273,172‌

1,000,000

Realty

Income

Corp

4.850

03/15/30

988,476‌

1,500,000

Realty

Income

Corp

3.250

01/15/31

1,338,127‌

500,000

Realty

Income

Corp

3.200

02/15/31

443,169‌

750,000

Realty

Income

Corp

1.800

03/15/33

568,202‌

750,000

Realty

Income

Corp

4.900

07/15/33

724,649‌

500,000

Realty

Income

Corp

5.125

02/15/34

490,639‌

300,000

Realty

Income

Corp

4.650

03/15/47

265,062‌

200,000

Regency

Centers

Corp

5.250

01/15/34

199,239‌

375,000

Regency

Centers

LP

3.600

02/01/27

360,897‌

125,000

Regency

Centers

LP

4.125

03/15/28

120,373‌

425,000

Regency

Centers

LP

2.950

09/15/29

380,270‌

500,000

Regency

Centers

LP

3.700

06/15/30

461,075‌

200,000

Regency

Centers

LP

4.400

02/01/47

164,125‌

300,000

Regency

Centers

LP

4.650

03/15/49

257,684‌

500,000

Retail

Opportunity

Investments

Partnership

LP

6.750

10/15/28

517,703‌

500,000

Rexford

Industrial

Realty

LP

5.000

06/15/28

496,249‌

1,000,000

Rexford

Industrial

Realty

LP

2.125

12/01/30

817,351‌

300,000

Sabra

Health

Care

LP

5.125

08/15/26

296,923‌

1,000,000

Sabra

Health

Care

LP

3.200

12/01/31

830,684‌

1,000,000

Safehold

GL

Holdings

LLC

2.800

06/15/31

824,574‌

1,000,000

Safehold

GL

Holdings

LLC

6.100

04/01/34

993,569‌

800,000

Simon

Property

Group

LP

3.500

09/01/25

781,076‌

625,000

Simon

Property

Group

LP

3.300

01/15/26

604,104‌

350,000

Simon

Property

Group

LP

3.250

11/30/26

334,554‌

1,000,000

Simon

Property

Group

LP

1.375

01/15/27

909,562‌

Bond

Index

Fund

March

31,

2024

84

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

200,000

Simon

Property

Group

LP

3.375

%

06/15/27

$

190,757‌

300,000

Simon

Property

Group

LP

3.375

12/01/27

284,130‌

1,000,000

Simon

Property

Group

LP

1.750

02/01/28

890,815‌

1,750,000

Simon

Property

Group

LP

2.450

09/13/29

1,537,684‌

750,000

Simon

Property

Group

LP

2.650

07/15/30

654,985‌

1,000,000

Simon

Property

Group

LP

2.200

02/01/31

831,013‌

500,000

Simon

Property

Group

LP

2.250

01/15/32

408,628‌

1,500,000

Simon

Property

Group

LP

2.650

02/01/32

1,264,102‌

1,000,000

Simon

Property

Group

LP

5.500

03/08/33

1,018,364‌

500,000

Simon

Property

Group

LP

6.250

01/15/34

534,675‌

1,500,000

Simon

Property

Group

LP

4.250

10/01/44

1,242,321‌

300,000

Simon

Property

Group

LP

4.250

11/30/46

247,018‌

500,000

Simon

Property

Group

LP

3.250

09/13/49

349,762‌

750,000

Simon

Property

Group

LP

3.800

07/15/50

573,423‌

1,000,000

Simon

Property

Group

LP

5.850

03/08/53

1,029,902‌

500,000

Simon

Property

Group

LP

6.650

01/15/54

572,076‌

150,000

SITE

Centers

Corp

4.250

02/01/26

147,704‌

200,000

SITE

Centers

Corp

4.700

06/01/27

197,226‌

500,000

STORE

Capital

Corp

4.625

03/15/29

471,064‌

500,000

STORE

Capital

Corp

2.750

11/18/30

401,708‌

500,000

Sun

Communities

Operating

LP

2.300

11/01/28

436,673‌

500,000

Sun

Communities

Operating

LP

5.500

01/15/29

498,692‌

1,000,000

Sun

Communities

Operating

LP

4.200

04/15/32

896,836‌

500,000

Sun

Communities

Operating

LP

5.700

01/15/33

495,867‌

100,000

Tanger

Properties

LP

3.125

09/01/26

93,823‌

250,000

Tanger

Properties

LP

3.875

07/15/27

232,160‌

500,000

Tanger

Properties

LP

2.750

09/01/31

409,433‌

200,000

UDR,

Inc

3.500

07/01/27

188,626‌

200,000

UDR,

Inc

3.500

01/15/28

187,497‌

600,000

UDR,

Inc

3.200

01/15/30

543,648‌

1,000,000

UDR,

Inc

3.000

08/15/31

868,025‌

750,000

UDR,

Inc

2.100

08/01/32

588,044‌

500,000

UDR,

Inc

1.900

03/15/33

378,786‌

300,000

UDR,

Inc

3.100

11/01/34

244,005‌

300,000

Ventas

Realty

LP

3.500

04/15/24

299,736‌

750,000

Ventas

Realty

LP

2.650

01/15/25

731,423‌

120,000

Ventas

Realty

LP

4.125

01/15/26

117,197‌

200,000

Ventas

Realty

LP

3.250

10/15/26

189,281‌

1,000,000

Ventas

Realty

LP

4.000

03/01/28

952,923‌

525,000

Ventas

Realty

LP

4.400

01/15/29

504,951‌

350,000

Ventas

Realty

LP

3.000

01/15/30

308,459‌

500,000

Ventas

Realty

LP

4.750

11/15/30

482,143‌

1,025,000

Ventas

Realty

LP

2.500

09/01/31

841,967‌

300,000

Ventas

Realty

LP

4.375

02/01/45

243,446‌

300,000

Ventas

Realty

LP

4.875

04/15/49

256,511‌

1,500,000

VICI

Properties

LP

4.375

05/15/25

1,474,391‌

850,000

VICI

Properties

LP

4.750

02/15/28

828,919‌

750,000

VICI

Properties

LP

4.950

02/15/30

725,291‌

1,000,000

VICI

Properties

LP

5.750

04/01/34

990,586‌

1,000,000

VICI

Properties

LP

5.625

05/15/52

926,734‌

1,000,000

VICI

Properties

LP

6.125

04/01/54

986,330‌

600,000

Welltower

OP

LLC

4.250

04/01/26

588,081‌

500,000

Welltower

OP

LLC

2.700

02/15/27

468,792‌

600,000

Welltower

OP

LLC

4.250

04/15/28

581,716‌

1,000,000

Welltower

OP

LLC

2.050

01/15/29

870,451‌

500,000

Welltower

OP

LLC

4.125

03/15/29

478,517‌

425,000

Welltower

OP

LLC

3.100

01/15/30

382,069‌

400,000

Welltower

OP

LLC

2.750

01/15/31

344,050‌

1,000,000

Welltower

OP

LLC

2.800

06/01/31

857,851‌

500,000

Welltower

OP

LLC

2.750

01/15/32

418,941‌

150,000

Welltower

OP

LLC

3.850

06/15/32

135,688‌

85

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

300,000

Welltower

OP

LLC

4.950

%

09/01/48

$

276,300‌

1,000,000

Weyerhaeuser

Co

4.750

05/15/26

990,699‌

500,000

Weyerhaeuser

Co

4.000

11/15/29

471,711‌

500,000

Weyerhaeuser

Co

4.000

04/15/30

472,347‌

304,000

Weyerhaeuser

Co

7.375

03/15/32

345,365‌

300,000

Weyerhaeuser

Co

3.375

03/09/33

261,973‌

1,375,000

Weyerhaeuser

Co

4.000

03/09/52

1,092,755‌

347,000

WP

Carey,

Inc

4.000

02/01/25

342,037‌

1,000,000

WP

Carey,

Inc

3.850

07/15/29

933,435‌

750,000

WP

Carey,

Inc

2.400

02/01/31

622,346‌

500,000

WP

Carey,

Inc

2.450

02/01/32

402,221‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

225,159,948‌

FINANCIAL

SERVICES

-

2.6%

523,000

AerCap

Ireland

Capital

DAC

1.650

10/29/24

510,243‌

1,675,000

AerCap

Ireland

Capital

DAC

3.500

01/15/25

1,646,478‌

1,000,000

AerCap

Ireland

Capital

DAC

6.500

07/15/25

1,009,641‌

300,000

AerCap

Ireland

Capital

DAC

4.450

10/01/25

295,207‌

500,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

466,854‌

500,000

AerCap

Ireland

Capital

DAC

4.450

04/03/26

491,705‌

2,500,000

AerCap

Ireland

Capital

DAC

2.450

10/29/26

2,321,649‌

3,895,000

(f)

AerCap

Ireland

Capital

DAC

6.450

04/15/27

3,999,132‌

250,000

AerCap

Ireland

Capital

DAC

3.650

07/21/27

236,431‌

1,000,000

AerCap

Ireland

Capital

DAC

4.625

10/15/27

974,896‌

200,000

AerCap

Ireland

Capital

DAC

3.875

01/23/28

189,613‌

1,000,000

AerCap

Ireland

Capital

DAC

5.750

06/06/28

1,013,348‌

1,450,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

1,311,990‌

1,000,000

AerCap

Ireland

Capital

DAC

5.100

01/19/29

994,093‌

4,000,000

AerCap

Ireland

Capital

DAC

6.150

09/30/30

4,151,660‌

700,000

AerCap

Ireland

Capital

DAC

3.300

01/30/32

600,359‌

2,000,000

AerCap

Ireland

Capital

DAC

3.400

10/29/33

1,684,718‌

1,000,000

AerCap

Ireland

Capital

DAC

5.300

01/19/34

982,247‌

800,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

633,641‌

1,000,000

Affiliated

Managers

Group,

Inc

3.300

06/15/30

892,170‌

500,000

(a)

Ally

Financial,

Inc

5.800

05/01/25

499,158‌

1,000,000

Ally

Financial,

Inc

4.750

06/09/27

971,431‌

400,000

(a)

Ally

Financial,

Inc

7.100

11/15/27

417,946‌

1,000,000

Ally

Financial,

Inc

2.200

11/02/28

857,199‌

1,500,000

Ally

Financial,

Inc

6.992

06/13/29

1,555,073‌

500,000

Ally

Financial,

Inc

6.848

01/03/30

514,583‌

2,000,000

Ally

Financial,

Inc

8.000

11/01/31

2,227,784‌

1,500,000

American

Express

Co

3.950

08/01/25

1,473,860‌

1,000,000

American

Express

Co

4.200

11/06/25

985,776‌

1,500,000

American

Express

Co

4.900

02/13/26

1,493,046‌

2,500,000

American

Express

Co

3.125

05/20/26

2,403,540‌

2,000,000

American

Express

Co

1.650

11/04/26

1,833,688‌

1,500,000

American

Express

Co

2.550

03/04/27

1,400,943‌

1,500,000

American

Express

Co

5.850

11/05/27

1,544,649‌

575,000

American

Express

Co

4.050

05/03/29

557,700‌

1,000,000

American

Express

Co

5.282

07/27/29

1,006,221‌

1,500,000

American

Express

Co

6.489

10/30/31

1,607,283‌

2,700,000

American

Express

Co

4.989

05/26/33

2,629,979‌

1,000,000

American

Express

Co

4.420

08/03/33

952,975‌

3,000,000

American

Express

Co

5.043

05/01/34

2,964,622‌

1,000,000

American

Express

Co

5.625

07/28/34

1,008,364‌

525,000

American

Express

Co

4.050

12/03/42

457,437‌

125,000

Ameriprise

Financial,

Inc

3.000

04/02/25

122,104‌

200,000

Ameriprise

Financial,

Inc

2.875

09/15/26

190,257‌

750,000

Ameriprise

Financial,

Inc

5.700

12/15/28

773,686‌

350,000

Ameriprise

Financial,

Inc

4.500

05/13/32

339,151‌

1,000,000

Ameriprise

Financial,

Inc

5.150

05/15/33

1,010,399‌

1,000,000

Andrew

W

Mellon

Foundation

0.947

08/01/27

887,140‌

Bond

Index

Fund

March

31,

2024

86

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

850,000

Ares

Capital

Corp

4.200

%

06/10/24

$

846,796‌

500,000

Ares

Capital

Corp

4.250

03/01/25

491,802‌

500,000

Ares

Capital

Corp

3.250

07/15/25

483,007‌

1,200,000

Ares

Capital

Corp

3.875

01/15/26

1,160,685‌

1,500,000

Ares

Capital

Corp

2.150

07/15/26

1,381,245‌

850,000

Ares

Capital

Corp

7.000

01/15/27

874,428‌

750,000

Ares

Capital

Corp

2.875

06/15/28

668,449‌

750,000

Ares

Capital

Corp

5.875

03/01/29

747,757‌

750,000

Ares

Capital

Corp

3.200

11/15/31

625,515‌

500,000

Ares

Management

Corp

6.375

11/10/28

524,088‌

1,000,000

Bain

Capital

Specialty

Finance,

Inc

2.550

10/13/26

917,748‌

500,000

Bank

of

New

York

Mellon

Corp

3.000

02/24/25

489,766‌

725,000

Bank

of

New

York

Mellon

Corp

1.600

04/24/25

697,307‌

1,500,000

Bank

of

New

York

Mellon

Corp

0.750

01/28/26

1,386,172‌

500,000

Bank

of

New

York

Mellon

Corp

2.800

05/04/26

477,697‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.414

07/24/26

987,865‌

500,000

Bank

of

New

York

Mellon

Corp

2.450

08/17/26

472,125‌

1,000,000

Bank

of

New

York

Mellon

Corp

2.050

01/26/27

926,697‌

300,000

Bank

of

New

York

Mellon

Corp

3.250

05/16/27

286,139‌

1,000,000

Bank

of

New

York

Mellon

Corp

3.400

01/29/28

949,756‌

600,000

Bank

of

New

York

Mellon

Corp

3.850

04/28/28

582,596‌

2,000,000

Bank

of

New

York

Mellon

Corp

1.650

07/14/28

1,765,911‌

775,000

Bank

of

New

York

Mellon

Corp

5.802

10/25/28

795,858‌

1,500,000

Bank

of

New

York

Mellon

Corp

4.543

02/01/29

1,477,023‌

400,000

Bank

of

New

York

Mellon

Corp

3.300

08/23/29

369,308‌

1,000,000

Bank

of

New

York

Mellon

Corp

6.317

10/25/29

1,055,231‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.975

03/14/30

1,000,860‌

500,000

Bank

of

New

York

Mellon

Corp

4.596

07/26/30

490,786‌

1,500,000

Bank

of

New

York

Mellon

Corp

1.650

01/28/31

1,219,326‌

1,000,000

Bank

of

New

York

Mellon

Corp

1.800

07/28/31

807,444‌

500,000

Bank

of

New

York

Mellon

Corp

4.289

06/13/33

470,027‌

1,000,000

Bank

of

New

York

Mellon

Corp

5.834

10/25/33

1,044,211‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.706

02/01/34

964,905‌

2,000,000

Bank

of

New

York

Mellon

Corp

4.967

04/26/34

1,963,305‌

1,000,000

Bank

of

New

York

Mellon

Corp

6.474

10/25/34

1,088,975‌

1,000,000

Bank

of

New

York

Mellon

Corp

5.188

03/14/35

995,378‌

1,000,000

Barings

BDC,

Inc

3.300

11/23/26

914,212‌

300,000

Berkshire

Hathaway

Finance

Corp

4.400

05/15/42

281,054‌

3,000,000

Berkshire

Hathaway

Finance

Corp

2.500

01/15/51

1,915,674‌

2,400,000

Berkshire

Hathaway,

Inc

3.125

03/15/26

2,323,699‌

800,000

(a)

Berkshire

Hathaway,

Inc

4.500

02/11/43

767,025‌

500,000

BGC

Group,

Inc

3.750

10/01/24

492,975‌

500,000

BGC

Group,

Inc

8.000

05/25/28

531,176‌

1,000,000

BlackRock

Funding,

Inc

4.700

03/14/29

1,000,655‌

1,000,000

BlackRock

Funding,

Inc

5.000

03/14/34

1,004,109‌

1,000,000

BlackRock

Funding,

Inc

5.250

03/14/54

1,004,949‌

1,000,000

BlackRock

TCP

Capital

Corp

2.850

02/09/26

938,245‌

850,000

BlackRock,

Inc

3.250

04/30/29

795,605‌

1,450,000

BlackRock,

Inc

1.900

01/28/31

1,206,701‌

2,000,000

BlackRock,

Inc

2.100

02/25/32

1,645,083‌

1,000,000

BlackRock,

Inc

4.750

05/25/33

994,589‌

1,000,000

Blackstone

Private

Credit

Fund

4.700

03/24/25

987,467‌

1,500,000

Blackstone

Private

Credit

Fund

7.050

09/29/25

1,522,378‌

1,800,000

Blackstone

Private

Credit

Fund

2.625

12/15/26

1,642,360‌

1,000,000

Blackstone

Private

Credit

Fund

3.250

03/15/27

922,924‌

500,000

(f)

Blackstone

Private

Credit

Fund

7.300

11/27/28

521,300‌

1,000,000

(a)

Blackstone

Private

Credit

Fund

4.000

01/15/29

917,493‌

500,000

(f)

Blackstone

Private

Credit

Fund

6.250

01/25/31

502,091‌

750,000

Blackstone

Secured

Lending

Fund

3.625

01/15/26

717,301‌

1,400,000

Blackstone

Secured

Lending

Fund

2.750

09/16/26

1,290,481‌

1,000,000

Blackstone

Secured

Lending

Fund

2.125

02/15/27

901,919‌

87

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

Blue

Owl

Capital

Corp

4.000

%

03/30/25

$

490,221‌

500,000

Blue

Owl

Capital

Corp

3.750

07/22/25

485,034‌

1,000,000

Blue

Owl

Capital

Corp

4.250

01/15/26

969,969‌

750,000

Blue

Owl

Capital

Corp

3.400

07/15/26

706,583‌

1,000,000

Blue

Owl

Capital

Corp

2.875

06/11/28

884,002‌

1,000,000

Blue

Owl

Capital

Corp

5.950

03/15/29

994,368‌

300,000

(f)

Blue

Owl

Capital

Corp

II

8.450

11/15/26

308,995‌

1,000,000

Blue

Owl

Capital

Corp

III

3.125

04/13/27

910,378‌

1,000,000

Blue

Owl

Credit

Income

Corp

5.500

03/21/25

993,081‌

1,000,000

Blue

Owl

Credit

Income

Corp

4.700

02/08/27

948,667‌

750,000

Blue

Owl

Credit

Income

Corp

7.750

09/16/27

768,331‌

700,000

(f)

Blue

Owl

Credit

Income

Corp

7.950

06/13/28

726,232‌

500,000

(f)

Blue

Owl

Credit

Income

Corp

6.650

03/15/31

487,922‌

1,000,000

Blue

Owl

Technology

Finance

Corp

2.500

01/15/27

887,895‌

1,000,000

(e),(f)

Blue

Owl

Technology

Finance

Corp

II

6.750

04/04/29

987,595‌

300,000

Brookfield

Asset

Management,

Inc

4.000

01/15/25

296,087‌

1,000,000

Brookfield

Capital

Finance

LLC

6.087

06/14/33

1,047,445‌

1,000,000

Brookfield

Finance

I

UK

PLC

2.340

01/30/32

812,711‌

200,000

Brookfield

Finance,

Inc

4.250

06/02/26

196,385‌

600,000

Brookfield

Finance,

Inc

3.900

01/25/28

577,733‌

600,000

Brookfield

Finance,

Inc

4.850

03/29/29

595,322‌

500,000

Brookfield

Finance,

Inc

6.350

01/05/34

531,904‌

725,000

Brookfield

Finance,

Inc

4.700

09/20/47

627,396‌

1,000,000

(a)

Brookfield

Finance,

Inc

3.500

03/30/51

720,764‌

1,000,000

Brookfield

Finance,

Inc

3.625

02/15/52

726,237‌

1,000,000

California

Endowment

2.498

04/01/51

629,596‌

625,000

Capital

One

Financial

Corp

4.250

04/30/25

616,365‌

850,000

Capital

One

Financial

Corp

4.200

10/29/25

830,815‌

750,000

Capital

One

Financial

Corp

4.985

07/24/26

745,163‌

700,000

Capital

One

Financial

Corp

3.750

07/28/26

674,370‌

1,075,000

Capital

One

Financial

Corp

3.750

03/09/27

1,031,764‌

1,000,000

Capital

One

Financial

Corp

3.650

05/11/27

956,039‌

1,000,000

Capital

One

Financial

Corp

1.878

11/02/27

914,861‌

2,700,000

Capital

One

Financial

Corp

3.800

01/31/28

2,567,538‌

1,400,000

Capital

One

Financial

Corp

4.927

05/10/28

1,381,996‌

2,000,000

Capital

One

Financial

Corp

5.468

02/01/29

1,993,475‌

1,000,000

Capital

One

Financial

Corp

6.312

06/08/29

1,028,056‌

1,500,000

(a)

Capital

One

Financial

Corp

5.700

02/01/30

1,512,805‌

2,000,000

Capital

One

Financial

Corp

3.273

03/01/30

1,801,707‌

750,000

Capital

One

Financial

Corp

5.247

07/26/30

738,143‌

1,000,000

Capital

One

Financial

Corp

7.624

10/30/31

1,104,495‌

2,525,000

Capital

One

Financial

Corp

2.359

07/29/32

1,945,748‌

1,000,000

Capital

One

Financial

Corp

2.618

11/02/32

808,834‌

1,000,000

Capital

One

Financial

Corp

5.817

02/01/34

998,478‌

1,000,000

Capital

One

Financial

Corp

6.377

06/08/34

1,038,514‌

1,000,000

Capital

One

Financial

Corp

6.051

02/01/35

1,018,107‌

450,000

Cboe

Global

Markets,

Inc

3.650

01/12/27

436,301‌

1,000,000

Cboe

Global

Markets,

Inc

1.625

12/15/30

818,028‌

500,000

Cboe

Global

Markets,

Inc

3.000

03/16/32

436,317‌

300,000

Charles

Schwab

Corp

3.750

04/01/24

300,000‌

350,000

Charles

Schwab

Corp

3.625

04/01/25

343,944‌

1,250,000

Charles

Schwab

Corp

3.850

05/21/25

1,229,123‌

1,500,000

Charles

Schwab

Corp

0.900

03/11/26

1,382,311‌

1,500,000

Charles

Schwab

Corp

1.150

05/13/26

1,382,839‌

1,000,000

Charles

Schwab

Corp

5.875

08/24/26

1,016,667‌

500,000

Charles

Schwab

Corp

3.200

03/02/27

475,943‌

350,000

Charles

Schwab

Corp

2.450

03/03/27

326,161‌

525,000

Charles

Schwab

Corp

3.300

04/01/27

499,910‌

200,000

Charles

Schwab

Corp

3.200

01/25/28

187,774‌

2,000,000

Charles

Schwab

Corp

2.000

03/20/28

1,792,353‌

300,000

Charles

Schwab

Corp

4.000

02/01/29

288,883‌

Bond

Index

Fund

March

31,

2024

88

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,000,000

Charles

Schwab

Corp

5.643

%

05/19/29

$

1,015,182‌

500,000

Charles

Schwab

Corp

2.750

10/01/29

448,419‌

1,500,000

Charles

Schwab

Corp

6.196

11/17/29

1,559,098‌

1,500,000

Charles

Schwab

Corp

1.650

03/11/31

1,200,920‌

1,500,000

Charles

Schwab

Corp

2.300

05/13/31

1,259,529‌

1,000,000

Charles

Schwab

Corp

1.950

12/01/31

803,647‌

1,000,000

Charles

Schwab

Corp

2.900

03/03/32

857,424‌

750,000

Charles

Schwab

Corp

6.136

08/24/34

782,396‌

1,500,000

CI

Financial

Corp

3.200

12/17/30

1,228,627‌

1,000,000

CI

Financial

Corp

4.100

06/15/51

624,652‌

500,000

CME

Group,

Inc

3.750

06/15/28

484,865‌

1,500,000

CME

Group,

Inc

2.650

03/15/32

1,295,065‌

400,000

CME

Group,

Inc

5.300

09/15/43

408,246‌

500,000

CME

Group,

Inc

4.150

06/15/48

437,077‌

1,000,000

Consumers

2023

Securitization

Funding

LLC

5.210

09/01/30

1,012,496‌

1,000,000

Corebridge

Financial,

Inc

3.500

04/04/25

978,934‌

1,000,000

Corebridge

Financial,

Inc

3.650

04/05/27

954,366‌

1,000,000

Corebridge

Financial,

Inc

3.850

04/05/29

934,979‌

2,000,000

Corebridge

Financial,

Inc

3.900

04/05/32

1,798,846‌

750,000

(f)

Corebridge

Financial,

Inc

6.050

09/15/33

772,589‌

475,000

Corebridge

Financial,

Inc

5.750

01/15/34

484,589‌

1,000,000

Corebridge

Financial,

Inc

4.350

04/05/42

844,049‌

500,000

Corebridge

Financial,

Inc

4.400

04/05/52

407,837‌

1,000,000

Corebridge

Financial,

Inc

6.875

12/15/52

1,001,199‌

2,000,000

Deutsche

Bank

AG.

1.447

04/01/25

2,000,000‌

1,000,000

Deutsche

Bank

AG.

4.162

05/13/25

985,064‌

1,000,000

Deutsche

Bank

AG.

3.961

11/26/25

986,347‌

1,800,000

Deutsche

Bank

AG.

4.100

01/13/26

1,756,914‌

2,000,000

Deutsche

Bank

AG.

1.686

03/19/26

1,872,355‌

600,000

Deutsche

Bank

AG.

7.146

07/13/27

616,628‌

800,000

Deutsche

Bank

AG.

6.720

01/18/29

827,330‌

1,000,000

Deutsche

Bank

AG.

3.742

01/07/33

826,007‌

2,500,000

Deutsche

Bank

AG.

7.079

02/10/34

2,571,073‌

1,000,000

DH

Europe

Finance

II

Sarl

3.400

11/15/49

748,968‌

200,000

Discover

Bank

4.250

03/13/26

194,801‌

1,125,000

Discover

Bank

3.450

07/27/26

1,071,394‌

300,000

Discover

Bank

5.974

08/09/28

298,431‌

350,000

Discover

Bank

4.650

09/13/28

338,781‌

325,000

Discover

Bank

2.700

02/06/30

279,325‌

700,000

Discover

Financial

Services

3.950

11/06/24

691,991‌

200,000

Discover

Financial

Services

4.500

01/30/26

196,515‌

350,000

Discover

Financial

Services

4.100

02/09/27

337,666‌

500,000

Discover

Financial

Services

6.700

11/29/32

528,523‌

1,500,000

Discover

Financial

Services

7.964

11/02/34

1,699,051‌

200,000

Eaton

Vance

Corp

3.500

04/06/27

191,194‌

750,000

Equitable

Holdings,

Inc

5.594

01/11/33

757,858‌

3,430,000

European

Bank

for

Reconstruction

&

Development

4.125

01/25/29

3,396,679‌

2,000,000

European

Bank

for

Reconstruction

&

Development

4.250

03/13/34

1,979,473‌

1,000,000

FactSet

Research

Systems,

Inc

2.900

03/01/27

940,137‌

1,500,000

Fidelity

National

Information

Services,

Inc

1.150

03/01/26

1,388,712‌

500,000

(a)

Fidelity

National

Information

Services,

Inc

5.100

07/15/32

499,994‌

425,000

Fidelity

National

Information

Services,

Inc

3.100

03/01/41

309,750‌

1,675,000

Fiserv,

Inc

3.850

06/01/25

1,643,202‌

900,000

Fiserv,

Inc

3.200

07/01/26

862,822‌

1,000,000

Fiserv,

Inc

5.450

03/02/28

1,011,689‌

1,000,000

Fiserv,

Inc

5.375

08/21/28

1,009,996‌

1,125,000

Fiserv,

Inc

3.500

07/01/29

1,047,563‌

2,175,000

Fiserv,

Inc

2.650

06/01/30

1,893,712‌

1,000,000

Fiserv,

Inc

5.350

03/15/31

1,011,659‌

1,000,000

Fiserv,

Inc

5.625

08/21/33

1,021,583‌

700,000

Fiserv,

Inc

5.450

03/15/34

708,972‌

89

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

2,300,000

Fiserv,

Inc

4.400

%

07/01/49

$

1,951,297‌

750,000

Ford

Foundation

2.415

06/01/50

473,432‌

525,000

Ford

Foundation

2.815

06/01/70

320,940‌

1,500,000

Franklin

Resources,

Inc

1.600

10/30/30

1,224,835‌

500,000

Franklin

Resources,

Inc

2.950

08/12/51

312,828‌

750,000

FS

KKR

Capital

Corp

4.125

02/01/25

737,637‌

750,000

FS

KKR

Capital

Corp

3.400

01/15/26

711,728‌

1,000,000

FS

KKR

Capital

Corp

2.625

01/15/27

907,150‌

1,500,000

FS

KKR

Capital

Corp

3.125

10/12/28

1,310,412‌

1,608,000

GE

Capital

Funding

LLC

4.550

05/15/32

1,559,220‌

450,000

General

Motors

Financial

Co,

Inc

4.300

07/13/25

443,167‌

575,000

Global

Payments,

Inc

2.650

02/15/25

560,170‌

2,500,000

Global

Payments,

Inc

1.200

03/01/26

2,312,569‌

300,000

Global

Payments,

Inc

4.800

04/01/26

296,881‌

1,000,000

Global

Payments,

Inc

2.150

01/15/27

922,787‌

500,000

Global

Payments,

Inc

4.950

08/15/27

496,003‌

500,000

Global

Payments,

Inc

4.450

06/01/28

483,414‌

475,000

Global

Payments,

Inc

3.200

08/15/29

426,757‌

500,000

Global

Payments,

Inc

5.300

08/15/29

497,615‌

325,000

Global

Payments,

Inc

2.900

05/15/30

282,232‌

500,000

Global

Payments,

Inc

5.400

08/15/32

495,878‌

1,250,000

Global

Payments,

Inc

4.150

08/15/49

970,298‌

500,000

Global

Payments,

Inc

5.950

08/15/52

498,809‌

500,000

Goldman

Sachs

BDC,

Inc

3.750

02/10/25

491,409‌

500,000

Goldman

Sachs

BDC,

Inc

2.875

01/15/26

476,175‌

1,000,000

Goldman

Sachs

BDC,

Inc

6.375

03/11/27

1,007,454‌

1,100,000

Goldman

Sachs

Group,

Inc

3.750

05/22/25

1,079,516‌

575,000

Goldman

Sachs

Group,

Inc

4.250

10/21/25

564,192‌

700,000

Goldman

Sachs

Group,

Inc

0.855

02/12/26

670,513‌

1,125,000

Goldman

Sachs

Group,

Inc

3.750

02/25/26

1,098,341‌

1,000,000

Goldman

Sachs

Group,

Inc

5.798

08/10/26

1,003,241‌

425,000

Goldman

Sachs

Group,

Inc

3.500

11/16/26

407,751‌

2,700,000

Goldman

Sachs

Group,

Inc

1.093

12/09/26

2,508,231‌

125,000

Goldman

Sachs

Group,

Inc

5.950

01/15/27

127,699‌

3,950,000

Goldman

Sachs

Group,

Inc

3.850

01/26/27

3,829,445‌

2,600,000

Goldman

Sachs

Group,

Inc

1.431

03/09/27

2,407,833‌

2,000,000

Goldman

Sachs

Group,

Inc

4.387

06/15/27

1,961,358‌

5,000,000

Goldman

Sachs

Group,

Inc

1.542

09/10/27

4,568,784‌

6,500,000

Goldman

Sachs

Group,

Inc

1.948

10/21/27

5,974,947‌

2,000,000

Goldman

Sachs

Group,

Inc

2.640

02/24/28

1,862,765‌

3,000,000

Goldman

Sachs

Group,

Inc

3.615

03/15/28

2,869,603‌

4,475,000

Goldman

Sachs

Group,

Inc

3.691

06/05/28

4,281,723‌

2,000,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

1,955,269‌

8,525,000

Goldman

Sachs

Group,

Inc

3.814

04/23/29

8,081,458‌

2,550,000

Goldman

Sachs

Group,

Inc

4.223

05/01/29

2,454,460‌

2,000,000

Goldman

Sachs

Group,

Inc

6.484

10/24/29

2,104,239‌

2,500,000

Goldman

Sachs

Group,

Inc

2.600

02/07/30

2,188,294‌

2,500,000

Goldman

Sachs

Group,

Inc

3.800

03/15/30

2,341,254‌

5,000,000

Goldman

Sachs

Group,

Inc

1.992

01/27/32

4,045,984‌

2,050,000

Goldman

Sachs

Group,

Inc

2.615

04/22/32

1,720,466‌

2,550,000

Goldman

Sachs

Group,

Inc

2.383

07/21/32

2,091,912‌

1,500,000

Goldman

Sachs

Group,

Inc

2.650

10/21/32

1,248,032‌

2,000,000

Goldman

Sachs

Group,

Inc

3.102

02/24/33

1,710,492‌

3,000,000

(a)

Goldman

Sachs

Group,

Inc

6.561

10/24/34

3,272,987‌

900,000

Goldman

Sachs

Group,

Inc

6.750

10/01/37

983,284‌

2,425,000

Goldman

Sachs

Group,

Inc

4.017

10/31/38

2,088,139‌

4,525,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

4,050,699‌

2,475,000

Goldman

Sachs

Group,

Inc

6.250

02/01/41

2,694,945‌

1,900,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

1,428,695‌

2,000,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

1,549,218‌

1,225,000

Goldman

Sachs

Group,

Inc

4.800

07/08/44

1,132,153‌

Bond

Index

Fund

March

31,

2024

90

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,650,000

Goldman

Sachs

Group,

Inc

5.150

%

05/22/45

$

1,595,299‌

200,000

Goldman

Sachs

Group,

Inc

4.750

10/21/45

184,258‌

1,250,000

Golub

Capital

BDC,

Inc

2.500

08/24/26

1,148,476‌

1,000,000

Golub

Capital

BDC,

Inc

2.050

02/15/27

890,448‌

300,000

Golub

Capital

BDC,

Inc

7.050

12/05/28

307,093‌

500,000

Golub

Capital

BDC,

Inc

6.000

07/15/29

491,060‌

1,000,000

Hercules

Capital,

Inc

3.375

01/20/27

918,341‌

1,000,000

(f)

HPS

Corporate

Lending

Fund

6.750

01/30/29

998,169‌

825,000

Intercontinental

Exchange,

Inc

3.750

12/01/25

805,321‌

1,000,000

Intercontinental

Exchange,

Inc

3.100

09/15/27

940,671‌

500,000

Intercontinental

Exchange,

Inc

4.000

09/15/27

484,445‌

500,000

(a)

Intercontinental

Exchange,

Inc

3.750

09/21/28

478,871‌

1,500,000

Intercontinental

Exchange,

Inc

4.350

06/15/29

1,459,791‌

1,500,000

Intercontinental

Exchange,

Inc

2.100

06/15/30

1,269,723‌

1,000,000

Intercontinental

Exchange,

Inc

1.850

09/15/32

779,771‌

2,000,000

Intercontinental

Exchange,

Inc

4.600

03/15/33

1,935,158‌

775,000

Intercontinental

Exchange,

Inc

2.650

09/15/40

557,540‌

575,000

Intercontinental

Exchange,

Inc

4.250

09/21/48

490,173‌

1,000,000

Intercontinental

Exchange,

Inc

3.000

06/15/50

670,686‌

1,000,000

Intercontinental

Exchange,

Inc

4.950

06/15/52

948,141‌

1,000,000

Intercontinental

Exchange,

Inc

3.000

09/15/60

628,520‌

2,000,000

Intercontinental

Exchange,

Inc

5.200

06/15/62

1,957,814‌

800,000

Invesco

Finance

plc

3.750

01/15/26

780,377‌

200,000

Invesco

Finance

plc

5.375

11/30/43

195,099‌

500,000

(a)

Jackson

Financial,

Inc

5.170

06/08/27

498,982‌

1,500,000

Jackson

Financial,

Inc

3.125

11/23/31

1,248,671‌

500,000

(a)

Jackson

Financial,

Inc

5.670

06/08/32

500,665‌

1,000,000

Jackson

Financial,

Inc

4.000

11/23/51

702,759‌

300,000

Janus

Henderson

US

Holdings,

Inc

4.875

08/01/25

297,150‌

1,000,000

Jefferies

Financial

Group,

Inc

4.850

01/15/27

992,106‌

500,000

Jefferies

Financial

Group,

Inc

5.875

07/21/28

508,990‌

1,000,000

Jefferies

Financial

Group,

Inc

4.150

01/23/30

936,663‌

1,000,000

Jefferies

Financial

Group,

Inc

2.625

10/15/31

823,967‌

1,000,000

Jefferies

Financial

Group,

Inc

2.750

10/15/32

812,297‌

600,000

Jefferies

Group,

Inc

6.450

06/08/27

618,975‌

2,100,000

Kreditanstalt

fuer

Wiederaufbau

4.375

03/01/27

2,092,800‌

3,000,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4.750

10/29/30

3,073,551‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4.375

02/28/34

3,010,044‌

2,000,000

Landwirtschaftliche

Rentenbank

3.875

06/14/28

1,959,373‌

1,000,000

Landwirtschaftliche

Rentenbank

5.000

10/24/33

1,048,240‌

200,000

Lazard

Group

LLC

3.625

03/01/27

190,598‌

325,000

Lazard

Group

LLC

4.500

09/19/28

312,831‌

425,000

Lazard

Group

LLC

4.375

03/11/29

407,424‌

1,000,000

Lazard

Group

LLC

6.000

03/15/31

1,009,499‌

400,000

Legg

Mason,

Inc

5.625

01/15/44

400,068‌

500,000

LPL

Holdings,

Inc

6.750

11/17/28

523,655‌

1,250,000

Main

Street

Capital

Corp

3.000

07/14/26

1,164,766‌

1,000,000

Main

Street

Capital

Corp

6.950

03/01/29

1,015,784‌

425,000

Mastercard,

Inc

2.950

11/21/26

405,773‌

750,000

Mastercard,

Inc

3.500

02/26/28

723,630‌

1,000,000

Mastercard,

Inc

4.875

03/09/28

1,013,099‌

1,000,000

Mastercard,

Inc

2.950

06/01/29

920,719‌

625,000

Mastercard,

Inc

1.900

03/15/31

521,978‌

1,500,000

Mastercard,

Inc

2.000

11/18/31

1,239,755‌

1,000,000

Mastercard,

Inc

4.850

03/09/33

1,007,361‌

200,000

Mastercard,

Inc

3.800

11/21/46

166,356‌

300,000

Mastercard,

Inc

3.950

02/26/48

254,536‌

1,000,000

Mastercard,

Inc

3.650

06/01/49

804,498‌

1,350,000

Mastercard,

Inc

3.850

03/26/50

1,117,061‌

850,000

Mastercard,

Inc

2.950

03/15/51

593,359‌

1,200,000

Moody's

Corp

3.250

01/15/28

1,140,915‌

91

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

300,000

Moody's

Corp

4.250

%

02/01/29

$

292,360‌

500,000

Moody's

Corp

4.250

08/08/32

475,697‌

1,000,000

Moody's

Corp

2.750

08/19/41

710,715‌

200,000

Moody's

Corp

5.250

07/15/44

196,938‌

300,000

Moody's

Corp

4.875

12/17/48

279,793‌

750,000

Moody's

Corp

3.250

05/20/50

536,884‌

1,000,000

Moody's

Corp

3.750

02/25/52

782,528‌

1,000,000

Moody's

Corp

3.100

11/29/61

650,912‌

1,025,000

Morgan

Stanley

2.720

07/22/25

1,014,647‌

500,000

Morgan

Stanley

4.000

07/23/25

491,730‌

950,000

Morgan

Stanley

5.000

11/24/25

944,127‌

575,000

Morgan

Stanley

3.875

01/27/26

561,628‌

4,000,000

Morgan

Stanley

2.630

02/18/26

3,893,234‌

2,000,000

Morgan

Stanley

4.679

07/17/26

1,978,450‌

500,000

Morgan

Stanley

3.125

07/27/26

478,244‌

400,000

Morgan

Stanley

4.350

09/08/26

391,366‌

5,000,000

Morgan

Stanley

0.985

12/10/26

4,632,327‌

2,750,000

Morgan

Stanley

3.625

01/20/27

2,656,232‌

2,000,000

Morgan

Stanley

5.050

01/28/27

1,992,308‌

1,975,000

Morgan

Stanley

3.950

04/23/27

1,906,866‌

4,975,000

Morgan

Stanley

1.593

05/04/27

4,601,839‌

3,325,000

Morgan

Stanley

1.512

07/20/27

3,051,691‌

2,000,000

Morgan

Stanley

4.210

04/20/28

1,943,463‌

1,575,000

Morgan

Stanley

3.591

07/22/28

1,496,417‌

1,500,000

Morgan

Stanley

6.296

10/18/28

1,551,758‌

2,850,000

Morgan

Stanley

3.772

01/24/29

2,712,842‌

4,000,000

Morgan

Stanley

5.123

02/01/29

3,990,247‌

2,500,000

Morgan

Stanley

5.164

04/20/29

2,497,982‌

2,225,000

Morgan

Stanley

5.449

07/20/29

2,244,512‌

2,500,000

Morgan

Stanley

6.407

11/01/29

2,621,407‌

3,500,000

Morgan

Stanley

5.173

01/16/30

3,502,964‌

3,475,000

Morgan

Stanley

4.431

01/23/30

3,365,239‌

5,000,000

Morgan

Stanley

2.699

01/22/31

4,368,424‌

1,500,000

Morgan

Stanley

3.622

04/01/31

1,375,685‌

5,000,000

Morgan

Stanley

1.794

02/13/32

3,996,909‌

150,000

Morgan

Stanley

7.250

04/01/32

171,112‌

2,500,000

Morgan

Stanley

1.928

04/28/32

2,006,639‌

4,000,000

Morgan

Stanley

2.239

07/21/32

3,267,548‌

3,500,000

Morgan

Stanley

2.511

10/20/32

2,895,088‌

3,000,000

Morgan

Stanley

2.943

01/21/33

2,549,771‌

2,000,000

Morgan

Stanley

4.889

07/20/33

1,939,762‌

1,500,000

Morgan

Stanley

6.342

10/18/33

1,604,916‌

2,500,000

Morgan

Stanley

5.250

04/21/34

2,480,460‌

2,025,000

Morgan

Stanley

5.424

07/21/34

2,031,277‌

2,500,000

Morgan

Stanley

6.627

11/01/34

2,735,266‌

5,000,000

(a)

Morgan

Stanley

5.466

01/18/35

5,044,692‌

1,300,000

Morgan

Stanley

2.484

09/16/36

1,028,150‌

2,000,000

Morgan

Stanley

5.297

04/20/37

1,918,798‌

950,000

Morgan

Stanley

5.948

01/19/38

951,933‌

1,725,000

Morgan

Stanley

3.971

07/22/38

1,477,511‌

1,500,000

Morgan

Stanley

5.942

02/07/39

1,490,952‌

2,675,000

Morgan

Stanley

4.457

04/22/39

2,432,614‌

1,525,000

Morgan

Stanley

3.217

04/22/42

1,166,374‌

275,000

Morgan

Stanley

6.375

07/24/42

310,375‌

1,175,000

Morgan

Stanley

4.300

01/27/45

1,031,768‌

2,200,000

Morgan

Stanley

4.375

01/22/47

1,928,946‌

900,000

Morgan

Stanley

5.597

03/24/51

942,379‌

1,425,000

Morgan

Stanley

2.802

01/25/52

932,899‌

1,000,000

Morgan

Stanley

Direct

Lending

Fund

4.500

02/11/27

962,895‌

400,000

NASDAQ,

Inc

3.850

06/30/26

389,176‌

1,500,000

NASDAQ,

Inc

5.350

06/28/28

1,519,354‌

Bond

Index

Fund

March

31,

2024

92

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

NASDAQ,

Inc

1.650

%

01/15/31

$

402,534‌

1,500,000

NASDAQ,

Inc

5.550

02/15/34

1,525,302‌

500,000

NASDAQ,

Inc

2.500

12/21/40

339,156‌

500,000

NASDAQ,

Inc

3.250

04/28/50

348,449‌

500,000

NASDAQ,

Inc

3.950

03/07/52

387,617‌

900,000

NASDAQ,

Inc

5.950

08/15/53

948,427‌

400,000

NASDAQ,

Inc

6.100

06/28/63

426,517‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.450

06/15/25

978,719‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.250

11/01/25

194,110‌

1,000,000

(a)

National

Rural

Utilities

Cooperative

Finance

Corp

1.000

06/15/26

916,153‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.800

03/15/28

1,498,265‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.050

09/15/28

1,005,514‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.900

11/01/28

192,221‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.850

02/07/29

999,130‌

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.700

03/15/29

283,752‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

2.400

03/15/30

866,242‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.000

02/07/31

992,872‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.350

03/15/31

783,985‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.650

06/15/31

797,238‌

400,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.150

12/15/32

371,268‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.800

01/15/33

1,560,653‌

375,000

(c)

National

Rural

Utilities

Cooperative

Finance

Corp

CME

Term

SOFR

3

M

+

3.172%

8.489

04/30/43

374,064‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.250

04/20/46

194,769‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.400

11/01/48

170,734‌

550,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.300

03/15/49

468,844‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

7.125

09/15/53

518,603‌

1,000,000

New

Mountain

Finance

Corp

6.875

02/01/29

989,461‌

1,000,000

Nomura

Holdings,

Inc

1.851

07/16/25

952,570‌

1,000,000

Nomura

Holdings,

Inc

1.653

07/14/26

919,526‌

1,000,000

Nomura

Holdings,

Inc

2.329

01/22/27

921,802‌

500,000

Nomura

Holdings,

Inc

5.386

07/06/27

500,734‌

1,000,000

Nomura

Holdings,

Inc

5.842

01/18/28

1,017,562‌

1,000,000

Nomura

Holdings,

Inc

6.070

07/12/28

1,029,169‌

1,000,000

Nomura

Holdings,

Inc

2.172

07/14/28

879,933‌

1,000,000

Nomura

Holdings,

Inc

2.710

01/22/29

888,446‌

500,000

Nomura

Holdings,

Inc

5.605

07/06/29

506,126‌

1,500,000

Nomura

Holdings,

Inc

3.103

01/16/30

1,331,875‌

500,000

Nomura

Holdings,

Inc

2.679

07/16/30

428,395‌

1,500,000

Nomura

Holdings,

Inc

2.608

07/14/31

1,246,942‌

1,000,000

Nomura

Holdings,

Inc

2.999

01/22/32

844,501‌

1,000,000

Nomura

Holdings,

Inc

6.181

01/18/33

1,059,586‌

1,000,000

(a)

Nomura

Holdings,

Inc

6.087

07/12/33

1,060,138‌

625,000

Northern

Trust

Corp

3.950

10/30/25

612,266‌

725,000

Northern

Trust

Corp

4.000

05/10/27

706,323‌

500,000

Northern

Trust

Corp

3.650

08/03/28

480,433‌

500,000

Northern

Trust

Corp

3.150

05/03/29

465,326‌

700,000

Northern

Trust

Corp

1.950

05/01/30

595,595‌

100,000

Northern

Trust

Corp

3.375

05/08/32

93,211‌

500,000

(a)

Northern

Trust

Corp

6.125

11/02/32

528,162‌

1,500,000

Oaktree

Specialty

Lending

Corp

2.700

01/15/27

1,356,456‌

500,000

Oaktree

Specialty

Lending

Corp

7.100

02/15/29

516,282‌

1,500,000

Oesterreichische

Kontrollbank

AG.

1.500

02/12/25

1,453,453‌

2,000,000

Oesterreichische

Kontrollbank

AG.

0.375

09/17/25

1,872,376‌

600,000

Oesterreichische

Kontrollbank

AG.

4.125

01/20/26

592,806‌

2,500,000

Oesterreichische

Kontrollbank

AG.

0.500

02/02/26

2,312,844‌

2,000,000

Oesterreichische

Kontrollbank

AG.

4.250

03/01/28

1,985,437‌

800,000

Oesterreichische

Kontrollbank

AG.

4.125

01/18/29

792,202‌

200,000

ORIX

Corp

3.700

07/18/27

191,820‌

500,000

ORIX

Corp

5.000

09/13/27

499,794‌

1,000,000

(a)

ORIX

Corp

2.250

03/09/31

845,052‌

1,000,000

ORIX

Corp

4.000

04/13/32

933,618‌

93

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

(a)

ORIX

Corp

5.200

%

09/13/32

$

510,465‌

1,000,000

PayPal

Holdings,

Inc

1.650

06/01/25

959,489‌

1,000,000

PayPal

Holdings,

Inc

2.650

10/01/26

943,952‌

1,000,000

PayPal

Holdings,

Inc

3.900

06/01/27

973,153‌

1,000,000

PayPal

Holdings,

Inc

2.850

10/01/29

904,304‌

500,000

PayPal

Holdings,

Inc

2.300

06/01/30

431,265‌

1,000,000

PayPal

Holdings,

Inc

3.250

06/01/50

708,417‌

750,000

PayPal

Holdings,

Inc

5.050

06/01/52

712,271‌

750,000

PayPal

Holdings,

Inc

5.250

06/01/62

717,898‌

3,000,000

Private

Export

Funding

Corp

(PEFCO)

1.400

07/15/28

2,650,430‌

1,000,000

Private

Export

Funding

Corp

(PEFCO)

4.600

02/15/34

1,004,017‌

1,000,000

(a)

Prospect

Capital

Corp

3.364

11/15/26

910,342‌

1,000,000

Prospect

Capital

Corp

3.437

10/15/28

861,356‌

1,500,000

Radian

Group,

Inc

6.200

05/15/29

1,522,255‌

425,000

Raymond

James

Financial,

Inc

4.950

07/15/46

390,958‌

1,000,000

Raymond

James

Financial,

Inc

3.750

04/01/51

757,945‌

625,000

S&P

Global,

Inc

2.450

03/01/27

584,964‌

1,000,000

S&P

Global,

Inc

2.700

03/01/29

908,477‌

500,000

(a)

S&P

Global,

Inc

2.500

12/01/29

442,656‌

500,000

S&P

Global,

Inc

1.250

08/15/30

403,926‌

1,000,000

S&P

Global,

Inc

2.900

03/01/32

871,479‌

2,000,000

(f)

S&P

Global,

Inc

5.250

09/15/33

2,043,683‌

500,000

S&P

Global,

Inc

3.250

12/01/49

361,794‌

1,000,000

S&P

Global,

Inc

3.700

03/01/52

791,596‌

500,000

S&P

Global,

Inc

2.300

08/15/60

274,314‌

1,000,000

S&P

Global,

Inc

3.900

03/01/62

782,212‌

500,000

(f)

Sixth

Street

Lending

Partners

6.500

03/11/29

499,703‌

1,500,000

Sixth

Street

Specialty

Lending,

Inc

2.500

08/01/26

1,384,213‌

750,000

Sixth

Street

Specialty

Lending,

Inc

6.950

08/14/28

769,731‌

375,000

State

Street

Corp

3.550

08/18/25

367,413‌

500,000

State

Street

Corp

2.901

03/30/26

486,830‌

650,000

State

Street

Corp

2.650

05/19/26

619,535‌

1,500,000

State

Street

Corp

5.272

08/03/26

1,508,092‌

1,000,000

State

Street

Corp

4.993

03/18/27

1,001,937‌

1,000,000

State

Street

Corp

1.684

11/18/27

919,046‌

1,000,000

State

Street

Corp

2.203

02/07/28

927,063‌

525,000

State

Street

Corp

5.820

11/04/28

540,333‌

1,000,000

State

Street

Corp

5.684

11/21/29

1,026,978‌

300,000

State

Street

Corp

4.141

12/03/29

289,463‌

750,000

(a)

State

Street

Corp

2.400

01/24/30

660,118‌

1,375,000

State

Street

Corp

2.200

03/03/31

1,150,150‌

1,000,000

State

Street

Corp

2.623

02/07/33

839,775‌

200,000

(a)

State

Street

Corp

4.421

05/13/33

190,977‌

750,000

State

Street

Corp

4.164

08/04/33

696,561‌

1,000,000

State

Street

Corp

4.821

01/26/34

973,125‌

1,000,000

State

Street

Corp

5.159

05/18/34

995,642‌

500,000

State

Street

Corp

3.031

11/01/34

444,080‌

350,000

State

Street

Corp

6.123

11/21/34

364,871‌

100,000

Stifel

Financial

Corp

4.250

07/18/24

99,450‌

1,000,000

Synchrony

Bank

5.625

08/23/27

981,247‌

250,000

Synchrony

Financial

4.250

08/15/24

248,388‌

600,000

Synchrony

Financial

4.500

07/23/25

587,940‌

300,000

Synchrony

Financial

3.700

08/04/26

285,310‌

900,000

Synchrony

Financial

3.950

12/01/27

841,660‌

500,000

Synchrony

Financial

5.150

03/19/29

480,379‌

2,000,000

Synchrony

Financial

2.875

10/28/31

1,596,077‌

4,000,000

Toyota

Motor

Credit

Corp

1.125

06/18/26

3,681,712‌

1,000,000

TPG

Operating

Group

II

LP

5.875

03/05/34

1,014,130‌

2,000,000

UBS

AG.

5.650

09/11/28

2,047,323‌

1,300,000

UBS

Group

AG.

3.750

03/26/25

1,275,475‌

2,750,000

UBS

Group

AG.

4.550

04/17/26

2,705,889‌

Bond

Index

Fund

March

31,

2024

94

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,750,000

UBS

Group

AG.

4.875

%

05/15/45

$

1,626,577‌

2,000,000

United

Air

(Mileage

Plus

Holdings

LLC)

5.800

01/15/36

2,033,600‌

3,725,000

Visa,

Inc

3.150

12/14/25

3,622,392‌

2,000,000

Visa,

Inc

1.900

04/15/27

1,849,488‌

1,175,000

(a)

Visa,

Inc

0.750

08/15/27

1,037,518‌

700,000

Visa,

Inc

2.750

09/15/27

657,944‌

475,000

Visa,

Inc

2.050

04/15/30

409,660‌

250,000

Visa,

Inc

4.150

12/14/35

237,161‌

1,500,000

Visa,

Inc

2.700

04/15/40

1,124,069‌

2,325,000

Visa,

Inc

4.300

12/14/45

2,096,828‌

1,125,000

Visa,

Inc

3.650

09/15/47

907,691‌

750,000

Visa,

Inc

2.000

08/15/50

441,934‌

550,000

Voya

Financial,

Inc

3.650

06/15/26

529,696‌

200,000

Voya

Financial,

Inc

5.700

07/15/43

195,825‌

500,000

Western

Union

Co

2.850

01/10/25

488,906‌

1,000,000

Western

Union

Co

1.350

03/15/26

924,109‌

1,000,000

Western

Union

Co

2.750

03/15/31

836,657‌

TOTAL

FINANCIAL

SERVICES

621,153,423‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.1%

1,300,000

Altria

Group,

Inc

2.350

05/06/25

1,258,104‌

727,000

Altria

Group,

Inc

4.400

02/14/26

716,156‌

700,000

Altria

Group,

Inc

2.625

09/16/26

659,765‌

750,000

Altria

Group,

Inc

6.200

11/01/28

781,704‌

800,000

Altria

Group,

Inc

3.400

05/06/30

726,540‌

2,175,000

Altria

Group,

Inc

2.450

02/04/32

1,764,951‌

800,000

Altria

Group,

Inc

5.800

02/14/39

810,655‌

1,500,000

Altria

Group,

Inc

3.400

02/04/41

1,100,386‌

925,000

Altria

Group,

Inc

4.250

08/09/42

758,012‌

300,000

Altria

Group,

Inc

4.500

05/02/43

252,771‌

775,000

Altria

Group,

Inc

5.375

01/31/44

763,352‌

900,000

Altria

Group,

Inc

3.875

09/16/46

674,105‌

3,375,000

(a)

Altria

Group,

Inc

5.950

02/14/49

3,434,842‌

1,000,000

Altria

Group,

Inc

4.450

05/06/50

795,127‌

1,000,000

Altria

Group,

Inc

3.700

02/04/51

698,814‌

1,000,000

Altria

Group,

Inc

4.000

02/04/61

736,062‌

4,307,000

Anheuser-Busch

Cos

LLC

3.650

02/01/26

4,208,747‌

3,150,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

3,045,481‌

8,875,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

8,434,003‌

1,125,000

Anheuser-Busch

InBev

Finance,

Inc

4.625

02/01/44

1,035,712‌

625,000

(a)

Anheuser-Busch

InBev

Worldwide,

Inc

4.900

01/23/31

632,390‌

5,600,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000

06/15/34

5,633,320‌

1,700,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.375

04/15/38

1,579,909‌

100,000

Anheuser-Busch

InBev

Worldwide,

Inc

8.200

01/15/39

129,749‌

2,675,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.450

01/23/39

2,761,915‌

500,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.350

06/01/40

452,607‌

150,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.950

01/15/42

145,700‌

60,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.600

04/15/48

54,830‌

1,764,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.439

10/06/48

1,569,572‌

2,025,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.550

01/23/49

2,111,342‌

1,725,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

04/15/58

1,591,345‌

2,150,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.800

01/23/59

2,312,378‌

1,075,000

Archer-Daniels-Midland

Co

2.500

08/11/26

1,016,175‌

1,500,000

Archer-Daniels-Midland

Co

3.250

03/27/30

1,371,801‌

500,000

Archer-Daniels-Midland

Co

2.900

03/01/32

430,665‌

325,000

Archer-Daniels-Midland

Co

4.500

08/15/33

314,498‌

800,000

Archer-Daniels-Midland

Co

4.500

03/15/49

701,917‌

1,000,000

Archer-Daniels-Midland

Co

2.700

09/15/51

638,544‌

929,000

BAT

Capital

Corp

3.557

08/15/27

879,713‌

400,000

BAT

Capital

Corp

2.259

03/25/28

356,075‌

275,000

BAT

Capital

Corp

4.906

04/02/30

269,024‌

1,000,000

BAT

Capital

Corp

6.343

08/02/30

1,041,972‌

95

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

900,000

BAT

Capital

Corp

5.834

%

02/20/31

$

907,724‌

650,000

BAT

Capital

Corp

2.726

03/25/31

546,523‌

500,000

BAT

Capital

Corp

4.742

03/16/32

478,254‌

1,000,000

BAT

Capital

Corp

7.750

10/19/32

1,128,460‌

1,000,000

BAT

Capital

Corp

6.421

08/02/33

1,046,072‌

2,500,000

BAT

Capital

Corp

6.000

02/20/34

2,531,363‌

1,400,000

BAT

Capital

Corp

4.390

08/15/37

1,176,780‌

475,000

BAT

Capital

Corp

3.734

09/25/40

352,010‌

1,000,000

BAT

Capital

Corp

7.079

08/02/43

1,066,882‌

1,625,000

BAT

Capital

Corp

4.540

08/15/47

1,254,647‌

900,000

BAT

Capital

Corp

4.758

09/06/49

716,303‌

500,000

BAT

Capital

Corp

5.282

04/02/50

429,330‌

1,000,000

BAT

Capital

Corp

3.984

09/25/50

703,298‌

1,000,000

BAT

Capital

Corp

5.650

03/16/52

902,268‌

1,000,000

BAT

Capital

Corp

7.081

08/02/53

1,078,049‌

5,000,000

BAT

International

Finance

plc

1.668

03/25/26

4,653,799‌

500,000

BAT

International

Finance

plc

4.448

03/16/28

485,524‌

1,000,000

BAT

International

Finance

plc

5.931

02/02/29

1,026,427‌

200,000

Brown-Forman

Corp

3.500

04/15/25

196,243‌

225,000

Brown-Forman

Corp

4.750

04/15/33

222,710‌

200,000

Brown-Forman

Corp

4.000

04/15/38

177,937‌

200,000

Brown-Forman

Corp

4.500

07/15/45

179,866‌

500,000

Bunge

Ltd

1.630

08/17/25

473,590‌

125,000

Bunge

Ltd

3.250

08/15/26

119,512‌

500,000

Bunge

Ltd

3.750

09/25/27

479,848‌

500,000

Campbell

Soup

Co

3.950

03/15/25

492,398‌

725,000

Campbell

Soup

Co

4.150

03/15/28

702,836‌

325,000

Campbell

Soup

Co

5.200

03/21/29

326,557‌

500,000

(a)

Campbell

Soup

Co

2.375

04/24/30

428,094‌

300,000

Campbell

Soup

Co

5.400

03/21/34

302,251‌

800,000

Campbell

Soup

Co

4.800

03/15/48

710,830‌

500,000

Campbell

Soup

Co

3.125

04/24/50

332,666‌

1,000,000

Coca-Cola

Co

3.375

03/25/27

968,777‌

1,000,000

Coca-Cola

Co

1.450

06/01/27

910,000‌

1,000,000

Coca-Cola

Co

1.500

03/05/28

893,773‌

2,000,000

Coca-Cola

Co

1.000

03/15/28

1,753,557‌

600,000

(a)

Coca-Cola

Co

2.125

09/06/29

532,102‌

300,000

Coca-Cola

Co

3.450

03/25/30

282,035‌

800,000

Coca-Cola

Co

1.650

06/01/30

674,291‌

1,500,000

Coca-Cola

Co

2.000

03/05/31

1,268,647‌

2,000,000

Coca-Cola

Co

1.375

03/15/31

1,621,417‌

2,000,000

Coca-Cola

Co

2.250

01/05/32

1,703,662‌

725,000

Coca-Cola

Co

2.500

06/01/40

526,762‌

1,000,000

Coca-Cola

Co

2.875

05/05/41

756,032‌

1,500,000

Coca-Cola

Co

2.600

06/01/50

980,822‌

1,500,000

Coca-Cola

Co

3.000

03/05/51

1,066,772‌

1,000,000

(a)

Coca-Cola

Co

2.750

06/01/60

649,078‌

300,000

Coca-Cola

Consolidated,

Inc

3.800

11/25/25

293,371‌

678,000

Coca-Cola

Femsa

SAB

de

C.V.

2.750

01/22/30

602,055‌

450,000

ConAgra

Brands,

Inc

4.600

11/01/25

444,269‌

1,000,000

ConAgra

Brands,

Inc

5.300

10/01/26

1,001,600‌

500,000

ConAgra

Brands,

Inc

1.375

11/01/27

437,498‌

100,000

ConAgra

Brands,

Inc

7.000

10/01/28

107,645‌

1,575,000

ConAgra

Brands,

Inc

4.850

11/01/28

1,556,305‌

750,000

ConAgra

Brands,

Inc

5.300

11/01/38

714,156‌

750,000

ConAgra

Brands,

Inc

5.400

11/01/48

704,057‌

100,000

Constellation

Brands,

Inc

4.400

11/15/25

98,480‌

750,000

Constellation

Brands,

Inc

3.700

12/06/26

723,519‌

300,000

Constellation

Brands,

Inc

3.500

05/09/27

286,270‌

1,000,000

Constellation

Brands,

Inc

4.350

05/09/27

979,119‌

700,000

Constellation

Brands,

Inc

3.600

02/15/28

664,809‌

Bond

Index

Fund

March

31,

2024

96

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

300,000

Constellation

Brands,

Inc

4.650

%

11/15/28

$

294,869‌

2,000,000

Constellation

Brands,

Inc

4.800

01/15/29

1,982,459‌

1,000,000

Constellation

Brands,

Inc

3.150

08/01/29

910,814‌

100,000

Constellation

Brands,

Inc

2.875

05/01/30

88,459‌

425,000

Constellation

Brands,

Inc

2.250

08/01/31

351,044‌

1,000,000

Constellation

Brands,

Inc

4.750

05/09/32

976,914‌

400,000

Constellation

Brands,

Inc

4.900

05/01/33

392,395‌

300,000

Constellation

Brands,

Inc

4.100

02/15/48

244,321‌

300,000

Constellation

Brands,

Inc

5.250

11/15/48

286,480‌

1,250,000

Constellation

Brands,

Inc

3.750

05/01/50

961,023‌

750,000

Diageo

Capital

plc

2.125

10/24/24

735,802‌

500,000

Diageo

Capital

plc

1.375

09/29/25

473,126‌

750,000

Diageo

Capital

plc

5.300

10/24/27

760,193‌

425,000

Diageo

Capital

plc

3.875

05/18/28

411,978‌

425,000

Diageo

Capital

plc

5.500

01/24/33

440,814‌

1,500,000

Diageo

Capital

plc

5.625

10/05/33

1,577,816‌

200,000

Diageo

Capital

plc

5.875

09/30/36

216,019‌

400,000

Diageo

Capital

plc

3.875

04/29/43

341,176‌

100,000

Diageo

Investment

Corp

4.250

05/11/42

89,885‌

100,000

Flowers

Foods,

Inc

3.500

10/01/26

96,055‌

400,000

Flowers

Foods,

Inc

2.400

03/15/31

335,203‌

150,000

General

Mills,

Inc

4.000

04/17/25

147,816‌

1,000,000

General

Mills,

Inc

4.700

01/30/27

991,429‌

800,000

General

Mills,

Inc

3.200

02/10/27

762,537‌

2,300,000

General

Mills,

Inc

4.200

04/17/28

2,243,157‌

1,500,000

General

Mills,

Inc

5.500

10/17/28

1,530,757‌

100,000

General

Mills,

Inc

2.875

04/15/30

89,021‌

1,000,000

General

Mills,

Inc

2.250

10/14/31

826,824‌

175,000

General

Mills,

Inc

4.950

03/29/33

173,047‌

951,000

General

Mills,

Inc

3.000

02/01/51

624,148‌

500,000

Hershey

Co

0.900

06/01/25

476,011‌

750,000

Hershey

Co

4.250

05/04/28

743,180‌

300,000

Hershey

Co

2.450

11/15/29

268,167‌

500,000

Hershey

Co

1.700

06/01/30

419,143‌

150,000

Hershey

Co

4.500

05/04/33

148,256‌

300,000

Hershey

Co

3.375

08/15/46

229,343‌

300,000

Hershey

Co

3.125

11/15/49

217,695‌

100,000

Hershey

Co

2.650

06/01/50

64,969‌

1,500,000

Hormel

Foods

Corp

1.700

06/03/28

1,329,200‌

1,500,000

Hormel

Foods

Corp

1.800

06/11/30

1,255,410‌

300,000

Ingredion,

Inc

3.200

10/01/26

285,475‌

750,000

Ingredion,

Inc

3.900

06/01/50

556,504‌

200,000

J

M

Smucker

Co

3.375

12/15/27

189,144‌

1,000,000

J

M

Smucker

Co

5.900

11/15/28

1,036,920‌

150,000

J

M

Smucker

Co

2.375

03/15/30

130,084‌

425,000

J

M

Smucker

Co

2.125

03/15/32

343,973‌

1,000,000

J

M

Smucker

Co

6.200

11/15/33

1,066,681‌

300,000

J

M

Smucker

Co

4.250

03/15/35

274,070‌

550,000

J

M

Smucker

Co

2.750

09/15/41

372,405‌

250,000

J

M

Smucker

Co

6.500

11/15/43

271,238‌

300,000

J

M

Smucker

Co

4.375

03/15/45

257,542‌

400,000

J

M

Smucker

Co

3.550

03/15/50

283,145‌

250,000

J

M

Smucker

Co

6.500

11/15/53

277,621‌

3,000,000

JBS

USA

LUX

S.A.

5.125

02/01/28

2,954,269‌

3,000,000

JBS

USA

LUX

S.A.

5.750

04/01/33

2,955,516‌

2,000,000

JBS

USA

LUX

S.A.

6.500

12/01/52

1,976,204‌

1,800,000

Kellogg

Co

3.250

04/01/26

1,735,961‌

200,000

Kellogg

Co

3.400

11/15/27

189,024‌

800,000

Kellogg

Co

4.300

05/15/28

780,670‌

275,000

Kellogg

Co

2.100

06/01/30

233,657‌

1,000,000

Kellogg

Co

5.250

03/01/33

1,003,293‌

97

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

150,000

Kellogg

Co

4.500

%

04/01/46

$

128,461‌

66,000

Keurig

Dr

Pepper,

Inc

4.417

05/25/25

65,290‌

200,000

Keurig

Dr

Pepper,

Inc

3.400

11/15/25

194,105‌

200,000

Keurig

Dr

Pepper,

Inc

2.550

09/15/26

188,338‌

1,000,000

Keurig

Dr

Pepper,

Inc

5.050

03/15/29

1,002,880‌

2,000,000

Keurig

Dr

Pepper,

Inc

3.950

04/15/29

1,909,959‌

750,000

Keurig

Dr

Pepper,

Inc

3.200

05/01/30

675,567‌

1,500,000

Keurig

Dr

Pepper,

Inc

2.250

03/15/31

1,249,923‌

1,000,000

Keurig

Dr

Pepper,

Inc

5.200

03/15/31

1,002,385‌

2,000,000

Keurig

Dr

Pepper,

Inc

4.050

04/15/32

1,863,650‌

1,000,000

Keurig

Dr

Pepper,

Inc

5.300

03/15/34

1,003,446‌

500,000

Keurig

Dr

Pepper,

Inc

4.420

12/15/46

426,940‌

1,500,000

Keurig

Dr

Pepper,

Inc

3.350

03/15/51

1,052,987‌

500,000

Keurig

Dr

Pepper,

Inc

4.500

04/15/52

428,570‌

1,500,000

Kraft

Heinz

Foods

Co

3.000

06/01/26

1,435,763‌

6,000,000

Kraft

Heinz

Foods

Co

3.875

05/15/27

5,814,461‌

1,000,000

Kraft

Heinz

Foods

Co

3.750

04/01/30

938,037‌

1,000,000

Kraft

Heinz

Foods

Co

5.200

07/15/45

947,851‌

4,000,000

Kraft

Heinz

Foods

Co

4.875

10/01/49

3,619,690‌

625,000

McCormick

&

Co,

Inc

0.900

02/15/26

577,456‌

250,000

McCormick

&

Co,

Inc

3.400

08/15/27

237,475‌

500,000

McCormick

&

Co,

Inc

2.500

04/15/30

434,498‌

325,000

McCormick

&

Co,

Inc

1.850

02/15/31

262,949‌

1,000,000

McCormick

&

Co,

Inc

4.950

04/15/33

988,954‌

400,000

McCormick

&

Co,

Inc

4.200

08/15/47

338,824‌

925,000

Mead

Johnson

Nutrition

Co

4.125

11/15/25

907,274‌

350,000

Mead

Johnson

Nutrition

Co

4.600

06/01/44

312,407‌

1,025,000

Molson

Coors

Beverage

Co

3.000

07/15/26

978,314‌

525,000

Molson

Coors

Beverage

Co

5.000

05/01/42

497,066‌

1,550,000

Molson

Coors

Beverage

Co

4.200

07/15/46

1,295,144‌

1,000,000

Mondelez

International,

Inc

1.500

05/04/25

958,808‌

1,500,000

Mondelez

International,

Inc

2.625

03/17/27

1,404,758‌

1,000,000

Mondelez

International,

Inc

4.750

02/20/29

992,959‌

356,000

Mondelez

International,

Inc

2.750

04/13/30

316,644‌

400,000

Mondelez

International,

Inc

1.500

02/04/31

319,363‌

725,000

(a)

Mondelez

International,

Inc

1.875

10/15/32

576,797‌

1,200,000

Mondelez

International,

Inc

2.625

09/04/50

755,216‌

1,500,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4.550

02/16/29

1,489,304‌

2,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4.700

02/16/34

1,974,667‌

525,000

PepsiCo,

Inc

2.750

04/30/25

511,908‌

425,000

PepsiCo,

Inc

3.500

07/17/25

416,387‌

275,000

PepsiCo,

Inc

2.850

02/24/26

265,493‌

1,300,000

PepsiCo,

Inc

2.375

10/06/26

1,227,967‌

275,000

PepsiCo,

Inc

5.125

11/10/26

277,181‌

150,000

PepsiCo,

Inc

2.625

03/19/27

141,390‌

2,000,000

PepsiCo,

Inc

3.600

02/18/28

1,931,938‌

2,500,000

(a)

PepsiCo,

Inc

4.450

05/15/28

2,498,836‌

500,000

PepsiCo,

Inc

2.750

03/19/30

450,178‌

2,275,000

PepsiCo,

Inc

1.625

05/01/30

1,909,940‌

2,000,000

PepsiCo,

Inc

1.400

02/25/31

1,615,838‌

2,000,000

PepsiCo,

Inc

1.950

10/21/31

1,662,277‌

1,100,000

PepsiCo,

Inc

3.900

07/18/32

1,042,847‌

3,000,000

(a)

PepsiCo,

Inc

4.450

02/15/33

3,006,616‌

575,000

PepsiCo,

Inc

2.625

10/21/41

417,790‌

750,000

PepsiCo,

Inc

2.875

10/15/49

522,405‌

1,000,000

PepsiCo,

Inc

2.750

10/21/51

667,331‌

1,000,000

PepsiCo,

Inc

4.200

07/18/52

873,494‌

2,500,000

PepsiCo,

Inc

4.650

02/15/53

2,347,957‌

400,000

Philip

Morris

Interanational,

Inc

6.375

05/16/38

437,811‌

500,000

Philip

Morris

International,

Inc

1.500

05/01/25

480,315‌

500,000

Philip

Morris

International,

Inc

3.375

08/11/25

488,137‌

Bond

Index

Fund

March

31,

2024

98

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

700,000

Philip

Morris

International,

Inc

2.750

%

02/25/26

$

671,033‌

1,000,000

Philip

Morris

International,

Inc

0.875

05/01/26

918,193‌

1,500,000

Philip

Morris

International,

Inc

5.125

11/17/27

1,507,757‌

2,500,000

Philip

Morris

International,

Inc

4.875

02/15/28

2,493,112‌

1,500,000

Philip

Morris

International,

Inc

3.125

03/02/28

1,401,337‌

1,000,000

Philip

Morris

International,

Inc

5.250

09/07/28

1,011,670‌

1,000,000

Philip

Morris

International,

Inc

4.875

02/13/29

993,628‌

1,450,000

(a)

Philip

Morris

International,

Inc

3.375

08/15/29

1,344,848‌

1,500,000

Philip

Morris

International,

Inc

5.625

11/17/29

1,544,805‌

2,000,000

Philip

Morris

International,

Inc

5.125

02/15/30

1,999,978‌

450,000

Philip

Morris

International,

Inc

2.100

05/01/30

382,341‌

1,000,000

Philip

Morris

International,

Inc

5.500

09/07/30

1,019,151‌

1,000,000

Philip

Morris

International,

Inc

1.750

11/01/30

816,017‌

1,000,000

Philip

Morris

International,

Inc

5.125

02/13/31

993,445‌

1,500,000

Philip

Morris

International,

Inc

5.750

11/17/32

1,548,626‌

2,500,000

Philip

Morris

International,

Inc

5.375

02/15/33

2,520,540‌

1,000,000

Philip

Morris

International,

Inc

5.625

09/07/33

1,022,644‌

1,500,000

Philip

Morris

International,

Inc

5.250

02/13/34

1,486,702‌

225,000

Philip

Morris

International,

Inc

4.375

11/15/41

194,044‌

200,000

Philip

Morris

International,

Inc

4.500

03/20/42

174,737‌

275,000

Philip

Morris

International,

Inc

3.875

08/21/42

220,179‌

300,000

Philip

Morris

International,

Inc

4.125

03/04/43

247,879‌

200,000

Philip

Morris

International,

Inc

4.875

11/15/43

182,697‌

2,000,000

Philip

Morris

International,

Inc

4.250

11/10/44

1,675,577‌

2,000,000

Pilgrim's

Pride

Corp

6.250

07/01/33

2,043,774‌

750,000

Pilgrim's

Pride

Corp

6.875

05/15/34

799,276‌

341,000

Reynolds

American,

Inc

4.450

06/12/25

336,439‌

750,000

Reynolds

American,

Inc

5.700

08/15/35

732,364‌

65,000

Reynolds

American,

Inc

7.250

06/15/37

70,111‌

200,000

Reynolds

American,

Inc

6.150

09/15/43

198,370‌

1,775,000

Reynolds

American,

Inc

5.850

08/15/45

1,646,395‌

500,000

Tyson

Foods,

Inc

4.000

03/01/26

487,784‌

1,150,000

Tyson

Foods,

Inc

3.550

06/02/27

1,096,799‌

500,000

Tyson

Foods,

Inc

4.350

03/01/29

483,523‌

1,000,000

Tyson

Foods,

Inc

5.400

03/15/29

1,008,941‌

1,000,000

Tyson

Foods,

Inc

5.700

03/15/34

1,013,190‌

500,000

Tyson

Foods,

Inc

5.150

08/15/44

458,009‌

300,000

Tyson

Foods,

Inc

4.550

06/02/47

247,978‌

1,700,000

Tyson

Foods,

Inc

5.100

09/28/48

1,531,124‌

225,000

Unilever

Capital

Corp

2.000

07/28/26

210,975‌

430,000

Unilever

Capital

Corp

5.900

11/15/32

463,116‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

251,121,336‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.5%

275,000

Abbott

Laboratories

2.950

03/15/25

269,317‌

1,708,000

Abbott

Laboratories

3.750

11/30/26

1,669,142‌

625,000

Abbott

Laboratories

1.150

01/30/28

552,261‌

200,000

Abbott

Laboratories

1.400

06/30/30

166,681‌

2,750,000

Abbott

Laboratories

4.750

11/30/36

2,727,428‌

3,450,000

Abbott

Laboratories

4.900

11/30/46

3,367,733‌

1,000,000

AdventHealth

Obligated

Group

2.795

11/15/51

665,779‌

500,000

(a)

Adventist

Health

System

2.952

03/01/29

450,470‌

1,000,000

Adventist

Health

System

5.430

03/01/32

1,009,361‌

500,000

(a)

Adventist

Health

System

3.630

03/01/49

367,175‌

200,000

Advocate

Health

&

Hospitals

Corp

3.829

08/15/28

192,626‌

750,000

Advocate

Health

&

Hospitals

Corp

2.211

06/15/30

640,350‌

100,000

Advocate

Health

&

Hospitals

Corp

4.272

08/15/48

88,332‌

600,000

Advocate

Health

&

Hospitals

Corp

3.387

10/15/49

451,518‌

500,000

Advocate

Health

&

Hospitals

Corp

3.008

06/15/50

348,407‌

325,000

Aetna,

Inc

3.500

11/15/24

320,655‌

440,000

Aetna,

Inc

6.625

06/15/36

482,266‌

350,000

Aetna,

Inc

4.500

05/15/42

302,817‌

99

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

500,000

Aetna,

Inc

4.125

%

11/15/42

$

407,428‌

1,050,000

Aetna,

Inc

3.875

08/15/47

801,057‌

1,500,000

AHS

Hospital

Corp

2.780

07/01/51

985,664‌

200,000

Allina

Health

System

3.887

04/15/49

159,265‌

520,000

Allina

Health

System

2.902

11/15/51

345,518‌

200,000

AmerisourceBergen

Corp

3.450

12/15/27

190,072‌

1,000,000

AmerisourceBergen

Corp

2.800

05/15/30

882,910‌

1,000,000

AmerisourceBergen

Corp

2.700

03/15/31

858,222‌

700,000

AmerisourceBergen

Corp

4.300

12/15/47

606,466‌

1,000,000

Ascension

Health

2.532

11/15/29

891,651‌

1,000,000

Ascension

Health

3.106

11/15/39

793,661‌

875,000

Ascension

Health

3.945

11/15/46

743,642‌

200,000

Ascension

Health

4.847

11/15/53

192,143‌

500,000

Banner

Health

2.338

01/01/30

436,154‌

750,000

Banner

Health

1.897

01/01/31

617,308‌

750,000

Banner

Health

2.913

01/01/51

506,099‌

1,000,000

Baptist

Health

South

Florida

Obligated

Group

3.115

11/15/71

606,877‌

1,000,000

Baptist

Healthcare

System

Obligated

Group

3.540

08/15/50

747,811‌

475,000

Baxter

International,

Inc

2.600

08/15/26

447,089‌

2,000,000

Baxter

International,

Inc

1.915

02/01/27

1,826,158‌

1,350,000

Baxter

International,

Inc

2.272

12/01/28

1,189,235‌

2,000,000

Baxter

International,

Inc

1.730

04/01/31

1,593,985‌

1,150,000

(a)

Baxter

International,

Inc

2.539

02/01/32

950,302‌

300,000

Baxter

International,

Inc

3.500

08/15/46

217,929‌

1,000,000

Baxter

International,

Inc

3.132

12/01/51

654,907‌

750,000

BayCare

Health

System,

Inc

3.831

11/15/50

614,883‌

1,500,000

Baylor

Scott

&

White

Holdings

1.777

11/15/30

1,226,549‌

290,000

Baylor

Scott

&

White

Holdings

4.185

11/15/45

256,058‌

200,000

Baylor

Scott

&

White

Holdings

3.967

11/15/46

168,400‌

1,000,000

Baylor

Scott

&

White

Holdings

2.839

11/15/50

680,229‌

1,277,000

Becton

Dickinson

&

Co

3.700

06/06/27

1,226,866‌

1,000,000

Becton

Dickinson

&

Co

4.693

02/13/28

989,835‌

1,000,000

Becton

Dickinson

&

Co

4.874

02/08/29

994,029‌

675,000

(a)

Becton

Dickinson

&

Co

2.823

05/20/30

595,616‌

1,500,000

Becton

Dickinson

&

Co

1.957

02/11/31

1,230,838‌

1,000,000

Becton

Dickinson

&

Co

4.298

08/22/32

948,887‌

1,000,000

Becton

Dickinson

&

Co

5.110

02/08/34

992,467‌

343,000

Becton

Dickinson

&

Co

4.685

12/15/44

310,595‌

1,000,000

Becton

Dickinson

&

Co

4.669

06/06/47

896,099‌

447,000

Becton

Dickinson

&

Co

3.794

05/20/50

350,589‌

235,000

Beth

Israel

Lahey

Health,

Inc

3.080

07/01/51

151,941‌

200,000

Bon

Secours

Mercy

Health,

Inc

4.302

07/01/28

194,815‌

500,000

Bon

Secours

Mercy

Health,

Inc

3.464

06/01/30

462,623‌

500,000

Bon

Secours

Mercy

Health,

Inc

2.095

06/01/31

410,553‌

500,000

Bon

Secours

Mercy

Health,

Inc

3.205

06/01/50

353,413‌

2,500,000

Boston

Scientific

Corp

2.650

06/01/30

2,201,869‌

343,000

Boston

Scientific

Corp

4.550

03/01/39

320,909‌

256,000

Boston

Scientific

Corp

4.700

03/01/49

237,018‌

200,000

Cardinal

Health,

Inc

3.750

09/15/25

195,374‌

1,475,000

Cardinal

Health,

Inc

3.410

06/15/27

1,400,596‌

1,000,000

Cardinal

Health,

Inc

5.125

02/15/29

1,001,950‌

1,000,000

Cardinal

Health,

Inc

5.450

02/15/34

1,010,951‌

100,000

Cardinal

Health,

Inc

4.600

03/15/43

87,203‌

200,000

Cardinal

Health,

Inc

4.500

11/15/44

172,074‌

200,000

Cardinal

Health,

Inc

4.900

09/15/45

179,559‌

500,000

Cardinal

Health,

Inc

4.368

06/15/47

421,684‌

1,000,000

Cedars-Sinai

Health

System

2.288

08/15/31

836,365‌

500,000

CENCORA,Inc

5.125

02/15/34

499,145‌

2,000,000

Centene

Corp

2.450

07/15/28

1,773,427‌

2,000,000

Centene

Corp

3.000

10/15/30

1,714,794‌

2,000,000

Centene

Corp

2.500

03/01/31

1,645,045‌

Bond

Index

Fund

March

31,

2024

100

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

2,000,000

Centene

Corp

2.625

%

08/01/31

$

1,641,752‌

1,000,000

Children's

Health

System

of

Texas

2.511

08/15/50

628,222‌

100,000

Children's

Hospital

Corp

4.115

01/01/47

86,298‌

1,000,000

Children's

Hospital

Corp

2.585

02/01/50

638,542‌

1,000,000

Children's

Hospital

of

Philadelphia

2.704

07/01/50

657,273‌

200,000

CHRISTUS

Health

4.341

07/01/28

196,000‌

900,000

Cigna

Group

3.250

04/15/25

880,076‌

98,000

Cigna

Group

4.500

02/25/26

96,800‌

416,000

Cigna

Group

1.250

03/15/26

385,354‌

4,475,000

Cigna

Group

3.400

03/01/27

4,287,910‌

300,000

Cigna

Group

3.050

10/15/27

281,558‌

2,000,000

Cigna

Group

4.375

10/15/28

1,950,990‌

1,000,000

Cigna

Group

5.000

05/15/29

1,001,426‌

218,000

Cigna

Group

2.400

03/15/30

188,255‌

550,000

Cigna

Group

2.375

03/15/31

463,205‌

1,000,000

Cigna

Group

5.125

05/15/31

1,000,910‌

2,500,000

Cigna

Group

5.400

03/15/33

2,545,458‌

1,000,000

Cigna

Group

5.250

02/15/34

998,579‌

1,700,000

Cigna

Group

4.800

08/15/38

1,597,155‌

225,000

Cigna

Group

3.200

03/15/40

170,321‌

93,000

Cigna

Group

6.125

11/15/41

99,537‌

975,000

Cigna

Group

4.800

07/15/46

886,295‌

1,150,000

Cigna

Group

3.875

10/15/47

899,495‌

2,450,000

Cigna

Group

4.900

12/15/48

2,231,769‌

750,000

Cigna

Group

3.400

03/15/50

533,523‌

1,100,000

Cigna

Group

3.400

03/15/51

784,730‌

375,000

Cigna

Group

5.600

02/15/54

376,398‌

600,000

City

of

Hope

4.378

08/15/48

493,604‌

750,000

CommonSpirit

Health

2.760

10/01/24

738,391‌

750,000

CommonSpirit

Health

6.073

11/01/27

763,300‌

1,000,000

CommonSpirit

Health

3.347

10/01/29

917,097‌

1,000,000

CommonSpirit

Health

2.782

10/01/30

867,374‌

1,000,000

CommonSpirit

Health

5.205

12/01/31

1,000,401‌

760,000

CommonSpirit

Health

5.318

12/01/34

761,285‌

300,000

CommonSpirit

Health

4.350

11/01/42

261,669‌

750,000

CommonSpirit

Health

3.817

10/01/49

583,721‌

715,000

CommonSpirit

Health

4.187

10/01/49

594,467‌

500,000

CommonSpirit

Health

3.910

10/01/50

391,149‌

750,000

(a)

CommonSpirit

Health

6.461

11/01/52

861,877‌

905,000

CommonSpirit

Health

5.548

12/01/54

915,737‌

750,000

Community

Health

Network,

Inc

3.099

05/01/50

511,618‌

500,000

Corewell

Health

Obligated

Group

3.487

07/15/49

384,468‌

485,000

Cottage

Health

Obligated

Group

3.304

11/01/49

352,728‌

1,969,000

CVS

Health

Corp

3.875

07/20/25

1,931,958‌

2,550,000

CVS

Health

Corp

2.875

06/01/26

2,431,066‌

1,250,000

CVS

Health

Corp

3.000

08/15/26

1,191,507‌

9,500,000

CVS

Health

Corp

1.300

08/21/27

8,420,475‌

1,000,000

CVS

Health

Corp

5.000

01/30/29

1,002,766‌

275,000

CVS

Health

Corp

3.250

08/15/29

252,222‌

2,000,000

CVS

Health

Corp

5.125

02/21/30

2,006,035‌

1,825,000

CVS

Health

Corp

1.750

08/21/30

1,499,072‌

1,000,000

CVS

Health

Corp

5.250

01/30/31

1,007,468‌

1,525,000

CVS

Health

Corp

1.875

02/28/31

1,242,544‌

1,000,000

CVS

Health

Corp

2.125

09/15/31

816,282‌

2,000,000

CVS

Health

Corp

5.250

02/21/33

2,000,538‌

850,000

CVS

Health

Corp

5.300

06/01/33

851,998‌

4,100,000

CVS

Health

Corp

4.780

03/25/38

3,786,260‌

850,000

CVS

Health

Corp

2.700

08/21/40

590,101‌

400,000

CVS

Health

Corp

5.300

12/05/43

379,720‌

1,800,000

CVS

Health

Corp

5.125

07/20/45

1,658,770‌

8,525,000

CVS

Health

Corp

5.050

03/25/48

7,742,216‌

101

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

2,000,000

CVS

Health

Corp

5.625

%

02/21/53

$

1,964,125‌

1,500,000

CVS

Health

Corp

5.875

06/01/53

1,525,963‌

1,500,000

CVS

Health

Corp

6.000

06/01/63

1,548,564‌

100,000

Dartmouth-Hitchcock

Health

4.178

08/01/48

80,019‌

1,000,000

DENTSPLY

SIRONA,

Inc

3.250

06/01/30

886,185‌

750,000

DH

Europe

Finance

II

Sarl

2.200

11/15/24

735,457‌

300,000

DH

Europe

Finance

II

Sarl

2.600

11/15/29

268,546‌

550,000

DH

Europe

Finance

II

Sarl

3.250

11/15/39

444,231‌

200,000

Dignity

Health

5.267

11/01/64

188,933‌

400,000

Duke

University

Health

System,

Inc

3.920

06/01/47

334,124‌

400,000

Edwards

Lifesciences

Corp

4.300

06/15/28

389,216‌

225,000

Elevance

Health,

Inc

3.500

08/15/24

223,187‌

1,625,000

Elevance

Health,

Inc

3.350

12/01/24

1,601,898‌

1,000,000

Elevance

Health,

Inc

1.500

03/15/26

931,438‌

850,000

Elevance

Health,

Inc

3.650

12/01/27

813,172‌

1,225,000

Elevance

Health,

Inc

4.101

03/01/28

1,191,135‌

500,000

Elevance

Health,

Inc

2.875

09/15/29

450,992‌

1,500,000

Elevance

Health,

Inc

2.250

05/15/30

1,282,824‌

1,000,000

Elevance

Health,

Inc

2.550

03/15/31

854,339‌

50,000

Elevance

Health,

Inc

4.100

05/15/32

46,816‌

500,000

Elevance

Health,

Inc

5.500

10/15/32

512,675‌

1,000,000

Elevance

Health,

Inc

4.750

02/15/33

975,885‌

1,150,000

Elevance

Health,

Inc

4.625

05/15/42

1,044,616‌

125,000

Elevance

Health,

Inc

4.650

01/15/43

113,770‌

500,000

Elevance

Health,

Inc

5.100

01/15/44

474,664‌

425,000

Elevance

Health,

Inc

4.650

08/15/44

382,941‌

625,000

Elevance

Health,

Inc

4.375

12/01/47

536,843‌

1,800,000

Elevance

Health,

Inc

4.550

03/01/48

1,582,270‌

500,000

Elevance

Health,

Inc

3.700

09/15/49

382,911‌

650,000

Elevance

Health,

Inc

3.125

05/15/50

452,312‌

425,000

Elevance

Health,

Inc

3.600

03/15/51

318,448‌

600,000

Elevance

Health,

Inc

4.550

05/15/52

525,087‌

1,750,000

Elevance

Health,

Inc

6.100

10/15/52

1,895,798‌

450,000

Elevance

Health,

Inc

5.125

02/15/53

431,253‌

865,000

Fred

Hutchinson

Cancer

Center

4.966

01/01/52

833,894‌

3,000,000

GE

HealthCare

Technologies,

Inc

5.650

11/15/27

3,054,851‌

1,000,000

GE

HealthCare

Technologies,

Inc

5.857

03/15/30

1,040,939‌

1,500,000

GE

HealthCare

Technologies,

Inc

5.905

11/22/32

1,574,806‌

1,500,000

GE

HealthCare

Technologies,

Inc

6.377

11/22/52

1,692,876‌

750,000

Hackensack

Meridian

Health,

Inc

2.675

09/01/41

537,330‌

200,000

Hackensack

Meridian

Health,

Inc

4.211

07/01/48

174,097‌

750,000

Hackensack

Meridian

Health,

Inc

2.875

09/01/50

504,150‌

200,000

Hackensack

Meridian

Health,

Inc

4.500

07/01/57

180,337‌

685,000

Hartford

HealthCare

Corp

3.447

07/01/54

501,021‌

2,000,000

HCA,

Inc

4.500

02/15/27

1,960,929‌

2,000,000

HCA,

Inc

3.125

03/15/27

1,891,496‌

3,000,000

HCA,

Inc

5.200

06/01/28

3,008,488‌

2,500,000

HCA,

Inc

5.625

09/01/28

2,531,065‌

1,000,000

HCA,

Inc

3.375

03/15/29

917,000‌

1,500,000

HCA,

Inc

4.125

06/15/29

1,420,553‌

2,000,000

HCA,

Inc

3.500

09/01/30

1,808,714‌

1,500,000

HCA,

Inc

5.450

04/01/31

1,507,824‌

2,000,000

HCA,

Inc

2.375

07/15/31

1,644,638‌

2,000,000

HCA,

Inc

3.625

03/15/32

1,770,474‌

2,000,000

HCA,

Inc

5.500

06/01/33

2,007,199‌

1,500,000

HCA,

Inc

5.600

04/01/34

1,510,383‌

225,000

HCA,

Inc

5.125

06/15/39

212,347‌

125,000

HCA,

Inc

4.375

03/15/42

104,908‌

875,000

HCA,

Inc

5.500

06/15/47

831,799‌

2,500,000

HCA,

Inc

5.250

06/15/49

2,281,818‌

1,000,000

HCA,

Inc

3.500

07/15/51

690,790‌

Bond

Index

Fund

March

31,

2024

102

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

1,700,000

HCA,

Inc

4.625

%

03/15/52

$

1,420,800‌

500,000

HCA,

Inc

5.900

06/01/53

502,761‌

1,500,000

HCA,

Inc

6.000

04/01/54

1,522,472‌

1,500,000

HCA,

Inc

6.100

04/01/64

1,512,302‌

1,000,000

Hoag

Memorial

Hospital

Presbyterian

3.803

07/15/52

813,105‌

2,500,000

Humana,

Inc

1.350

02/03/27

2,251,987‌

600,000

Humana,

Inc

3.950

03/15/27

580,975‌

500,000

Humana,

Inc

5.750

03/01/28

510,884‌

750,000

Humana,

Inc

5.750

12/01/28

768,553‌

500,000

Humana,

Inc

3.700

03/23/29

470,514‌

175,000

Humana,

Inc

3.125

08/15/29

158,884‌

1,000,000

Humana,

Inc

5.375

04/15/31

1,000,539‌

325,000

Humana,

Inc

2.150

02/03/32

259,850‌

500,000

Humana,

Inc

5.875

03/01/33

515,971‌

750,000

Humana,

Inc

5.950

03/15/34

778,766‌

200,000

Humana,

Inc

4.625

12/01/42

175,051‌

300,000

Humana,

Inc

4.950

10/01/44

272,659‌

600,000

Humana,

Inc

4.800

03/15/47

526,376‌

500,000

Humana,

Inc

3.950

08/15/49

392,149‌

1,500,000

Humana,

Inc

5.500

03/15/53

1,459,516‌

500,000

Humana,

Inc

5.750

04/15/54

503,258‌

200,000

Indiana

University

Health,

Inc

Obligated

Group

3.970

11/01/48

168,912‌

1,500,000

Indiana

University

Health,

Inc

Obligated

Group

2.852

11/01/51

1,015,072‌

1,000,000

(a)

Inova

Health

System

Foundation

4.068

05/15/52

853,203‌

760,000

Integris

Baptist

Medical

Center,

Inc

3.875

08/15/50

570,355‌

445,000

Iowa

Health

System

3.665

02/15/50

346,227‌

900,000

IQVIA,

Inc

5.700

05/15/28

912,482‌

1,000,000

IQVIA,

Inc

6.250

02/01/29

1,038,325‌

350,000

Johns

Hopkins

Health

System

Corp

3.837

05/15/46

290,753‌

500,000

Kaiser

Foundation

Hospitals

3.150

05/01/27

476,079‌

1,400,000

Kaiser

Foundation

Hospitals

2.810

06/01/41

1,033,187‌

100,000

Kaiser

Foundation

Hospitals

4.875

04/01/42

96,370‌

1,265,000

Kaiser

Foundation

Hospitals

4.150

05/01/47

1,088,538‌

1,000,000

Kaiser

Foundation

Hospitals

3.266

11/01/49

734,954‌

1,000,000

Kaiser

Foundation

Hospitals

3.002

06/01/51

692,813‌

755,000

Koninklijke

Philips

NV

5.000

03/15/42

690,315‌

1,000,000

Laboratory

Corp

of

America

Holdings

1.550

06/01/26

926,191‌

300,000

Laboratory

Corp

of

America

Holdings

3.600

09/01/27

286,422‌

500,000

Laboratory

Corp

of

America

Holdings

2.950

12/01/29

448,512‌

1,000,000

Laboratory

Corp

of

America

Holdings

2.700

06/01/31

857,125‌

800,000

Laboratory

Corp

of

America

Holdings

4.700

02/01/45

722,578‌

100,000

Mass

General

Brigham,

Inc

3.765

07/01/48

80,209‌

750,000

Mass

General

Brigham,

Inc

3.192

07/01/49

539,760‌

100,000

Mass

General

Brigham,

Inc

4.117

07/01/55

83,803‌

1,000,000

Mass

General

Brigham,

Inc

3.342

07/01/60

694,471‌

200,000

Mayo

Clinic

4.000

11/15/47

170,428‌

200,000

Mayo

Clinic

4.128

11/15/52

175,922‌

2,500,000

Mayo

Clinic

3.196

11/15/61

1,719,794‌

1,000,000

McKesson

Corp

0.900

12/03/25

930,395‌

500,000

McKesson

Corp

1.300

08/15/26

457,663‌

1,000,000

McKesson

Corp

4.900

07/15/28

1,003,059‌

350,000

McKesson

Corp

5.100

07/15/33

353,255‌

200,000

McLaren

Health

Care

Corp

4.386

05/15/48

173,870‌

135,000

MedStar

Health,

Inc

3.626

08/15/49

103,112‌

575,000

Medtronic

Global

Holdings

S.C.A

4.250

03/30/28

564,886‌

1,000,000

Medtronic

Global

Holdings

S.C.A

4.500

03/30/33

970,367‌

2,777,000

Medtronic,

Inc

4.375

03/15/35

2,655,413‌

1,074,000

Medtronic,

Inc

4.625

03/15/45

1,008,615‌

500,000

Memorial

Health

Services

3.447

11/01/49

382,220‌

1,000,000

Memorial

Sloan-Kettering

Cancer

Center

2.955

01/01/50

696,325‌

200,000

Memorial

Sloan-Kettering

Cancer

Center

4.125

07/01/52

170,392‌

103

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

500,000

Memorial

Sloan-Kettering

Cancer

Center

4.200

%

07/01/55

$

427,741‌

1,000,000

Methodist

Hospital

2.705

12/01/50

652,236‌

500,000

Montefiore

Obligated

Group

5.246

11/01/48

377,036‌

750,000

Montefiore

Obligated

Group

4.287

09/01/50

470,483‌

1,000,000

Mount

Nittany

Medical

Center

Obligated

Group

3.799

11/15/52

796,343‌

100,000

Mount

Sinai

Hospitals

Group,

Inc

3.981

07/01/48

81,136‌

600,000

Mount

Sinai

Hospitals

Group,

Inc

3.737

07/01/49

455,292‌

895,000

Mount

Sinai

Hospitals

Group,

Inc

3.391

07/01/50

611,486‌

1,000,000

MultiCare

Health

System

2.803

08/15/50

612,745‌

380,000

MyMichigan

Health

3.409

06/01/50

276,394‌

1,000,000

Nationwide

Children's

Hospital,

Inc

4.556

11/01/52

921,125‌

1,000,000

New

York

and

Presbyterian

Hospital

2.256

08/01/40

683,602‌

300,000

New

York

and

Presbyterian

Hospital

4.024

08/01/45

259,810‌

150,000

New

York

and

Presbyterian

Hospital

4.063

08/01/56

122,997‌

1,000,000

New

York

and

Presbyterian

Hospital

2.606

08/01/60

574,314‌

500,000

New

York

and

Presbyterian

Hospital

3.954

08/01/19

369,349‌

140,000

Northwell

Healthcare,

Inc

3.979

11/01/46

112,743‌

675,000

Northwell

Healthcare,

Inc

4.260

11/01/47

559,360‌

500,000

Northwell

Healthcare,

Inc

3.809

11/01/49

380,843‌

1,000,000

Northwestern

Memorial

Healthcare

Obligated

Group

2.633

07/15/51

651,786‌

1,000,000

Novant

Health,

Inc

2.637

11/01/36

759,005‌

1,000,000

Novant

Health,

Inc

3.318

11/01/61

667,801‌

1,000,000

NY

Society

for

Relief

of

Ruptured

&

Crippled

Maintaining

Hosp

Special

Surgery

2.667

10/01/50

620,130‌

350,000

NYU

Langone

Hospitals

5.750

07/01/43

370,182‌

250,000

NYU

Langone

Hospitals

4.368

07/01/47

222,785‌

915,000

NYU

Langone

Hospitals

3.380

07/01/55

657,130‌

1,000,000

Ochsner

LSU

Health

System

of

North

Louisiana

2.510

05/15/31

697,658‌

1,000,000

OhioHealth

Corp

2.297

11/15/31

834,465‌

750,000

OhioHealth

Corp

3.042

11/15/50

534,164‌

100,000

Orlando

Health

Obligated

Group

4.089

10/01/48

84,721‌

1,000,000

Orlando

Health

Obligated

Group

3.327

10/01/50

747,041‌

750,000

PeaceHealth

Obligated

Group

1.375

11/15/25

697,660‌

200,000

PeaceHealth

Obligated

Group

4.787

11/15/48

178,089‌

750,000

PeaceHealth

Obligated

Group

3.218

11/15/50

514,848‌

500,000

Piedmont

Healthcare,

Inc

2.044

01/01/32

404,913‌

500,000

Piedmont

Healthcare,

Inc

2.719

01/01/42

353,644‌

1,000,000

Piedmont

Healthcare,

Inc

2.864

01/01/52

657,573‌

725,000

Presbyterian

Healthcare

Services

4.875

08/01/52

697,897‌

200,000

Providence

St.

Joseph

Health

Obligated

Group

2.746

10/01/26

187,200‌

570,000

Providence

St.

Joseph

Health

Obligated

Group

2.532

10/01/29

487,765‌

945,000

Providence

St.

Joseph

Health

Obligated

Group

5.403

10/01/33

958,110‌

100,000

Providence

St.

Joseph

Health

Obligated

Group

3.744

10/01/47

76,664‌

350,000

Providence

St.

Joseph

Health

Obligated

Group

3.930

10/01/48

272,467‌

1,000,000

Providence

St.

Joseph

Health

Obligated

Group

2.700

10/01/51

612,727‌

785,000

Queen's

Health

Systems

4.810

07/01/52

737,776‌

125,000

Quest

Diagnostics,

Inc

3.500

03/30/25

122,550‌

225,000

Quest

Diagnostics,

Inc

3.450

06/01/26

217,196‌

500,000

Quest

Diagnostics,

Inc

4.200

06/30/29

484,948‌

750,000

Quest

Diagnostics,

Inc

2.950

06/30/30

665,456‌

500,000

Quest

Diagnostics,

Inc

2.800

06/30/31

428,397‌

250,000

Quest

Diagnostics,

Inc

6.400

11/30/33

270,096‌

300,000

Quest

Diagnostics,

Inc

4.700

03/30/45

271,744‌

1,500,000

Rady

Children's

Hospital-San

Diego

3.154

08/15/51

1,086,146‌

390,000

Rush

Obligated

Group

3.922

11/15/29

370,579‌

200,000

RWJ

Barnabas

Health,

Inc

3.949

07/01/46

165,839‌

425,000

Sentara

Healthcare

2.927

11/01/51

290,837‌

1,000,000

Sharp

HealthCare

2.680

08/01/50

633,451‌

1,000,000

Smith

&

Nephew

plc

5.150

03/20/27

999,774‌

1,000,000

Smith

&

Nephew

plc

2.032

10/14/30

825,224‌

1,000,000

Smith

&

Nephew

plc

5.400

03/20/34

995,061‌

1,000,000

(f)

Solventum

Corp

5.400

03/01/29

1,002,016‌

Bond

Index

Fund

March

31,

2024

104

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

1,000,000

(f)

Solventum

Corp

5.450

%

03/13/31

$

997,415‌

1,500,000

(f)

Solventum

Corp

5.600

03/23/34

1,504,906‌

1,500,000

(f)

Solventum

Corp

5.900

04/30/54

1,496,307‌

1,000,000

(f)

Solventum

Corp

6.000

05/15/64

991,258‌

400,000

SSM

Health

Care

Corp

3.823

06/01/27

384,702‌

500,000

SSM

Health

Care

Corp

4.894

06/01/28

499,609‌

1,620,000

Stanford

Health

Care

3.027

08/15/51

1,121,759‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

2.700

03/15/31

853,315‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

3.750

03/15/51

741,806‌

475,000

Stryker

Corp

1.150

06/15/25

451,617‌

200,000

Stryker

Corp

3.375

11/01/25

194,223‌

1,600,000

Stryker

Corp

3.500

03/15/26

1,551,452‌

500,000

Stryker

Corp

3.650

03/07/28

478,565‌

1,000,000

Stryker

Corp

4.850

12/08/28

1,000,331‌

600,000

Stryker

Corp

1.950

06/15/30

506,141‌

200,000

Stryker

Corp

4.100

04/01/43

171,994‌

200,000

Stryker

Corp

4.375

05/15/44

176,920‌

550,000

Stryker

Corp

4.625

03/15/46

502,790‌

575,000

Stryker

Corp

2.900

06/15/50

396,482‌

1,500,000

Summa

Health

3.511

11/15/51

1,113,781‌

200,000

Sutter

Health

3.695

08/15/28

190,854‌

1,000,000

Sutter

Health

2.294

08/15/30

857,104‌

750,000

Sutter

Health

5.164

08/15/33

755,975‌

500,000

Sutter

Health

3.161

08/15/40

388,809‌

200,000

Sutter

Health

4.091

08/15/48

169,123‌

500,000

Sutter

Health

3.361

08/15/50

368,141‌

135,000

Sutter

Health

5.547

08/15/53

142,026‌

1,000,000

Texas

Health

Resources

2.328

11/15/50

603,717‌

100,000

Texas

Health

Resources

4.330

11/15/55

87,738‌

450,000

Toledo

Hospital

5.750

11/15/38

446,033‌

2,000,000

Trinity

Health

Corp

2.632

12/01/40

1,443,865‌

300,000

Trinity

Health

Corp

4.125

12/01/45

261,694‌

185,000

Trinity

Health

Corp

3.434

12/01/48

144,118‌

1,000,000

UMass

Memorial

Health

Care

Obligated

Group

5.363

07/01/52

971,674‌

500,000

UnitedHealth

Group,

Inc

3.700

12/15/25

489,229‌

1,000,000

UnitedHealth

Group,

Inc

1.250

01/15/26

936,981‌

3,000,000

UnitedHealth

Group,

Inc

1.150

05/15/26

2,774,847‌

200,000

UnitedHealth

Group,

Inc

3.450

01/15/27

193,283‌

1,500,000

UnitedHealth

Group,

Inc

3.700

05/15/27

1,454,408‌

1,700,000

UnitedHealth

Group,

Inc

2.950

10/15/27

1,599,783‌

2,000,000

UnitedHealth

Group,

Inc

5.250

02/15/28

2,036,662‌

2,375,000

UnitedHealth

Group,

Inc

3.850

06/15/28

2,300,901‌

500,000

UnitedHealth

Group,

Inc

3.875

12/15/28

482,238‌

1,500,000

UnitedHealth

Group,

Inc

4.250

01/15/29

1,469,954‌

1,000,000

(a)

UnitedHealth

Group,

Inc

4.700

04/15/29

996,554‌

1,500,000

UnitedHealth

Group,

Inc

4.000

05/15/29

1,450,547‌

1,000,000

UnitedHealth

Group,

Inc

2.875

08/15/29

912,704‌

1,000,000

UnitedHealth

Group,

Inc

5.300

02/15/30

1,023,808‌

2,200,000

UnitedHealth

Group,

Inc

2.000

05/15/30

1,869,749‌

2,000,000

UnitedHealth

Group,

Inc

4.900

04/15/31

2,000,923‌

1,750,000

UnitedHealth

Group,

Inc

2.300

05/15/31

1,482,511‌

800,000

UnitedHealth

Group,

Inc

4.200

05/15/32

760,282‌

1,500,000

UnitedHealth

Group,

Inc

5.350

02/15/33

1,543,172‌

1,500,000

UnitedHealth

Group,

Inc

4.500

04/15/33

1,451,583‌

3,000,000

UnitedHealth

Group,

Inc

5.000

04/15/34

3,005,241‌

150,000

UnitedHealth

Group,

Inc

5.800

03/15/36

160,806‌

365,000

UnitedHealth

Group,

Inc

6.625

11/15/37

414,452‌

200,000

UnitedHealth

Group,

Inc

6.875

02/15/38

234,689‌

275,000

UnitedHealth

Group,

Inc

3.500

08/15/39

226,531‌

1,000,000

UnitedHealth

Group,

Inc

2.750

05/15/40

735,847‌

3,000,000

UnitedHealth

Group,

Inc

3.050

05/15/41

2,270,800‌

105

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

300,000

UnitedHealth

Group,

Inc

4.375

%

03/15/42

$

272,258‌

350,000

UnitedHealth

Group,

Inc

3.950

10/15/42

297,922‌

375,000

UnitedHealth

Group,

Inc

4.250

03/15/43

334,734‌

800,000

UnitedHealth

Group,

Inc

4.200

01/15/47

683,310‌

300,000

UnitedHealth

Group,

Inc

4.250

04/15/47

258,715‌

500,000

UnitedHealth

Group,

Inc

3.750

10/15/47

395,253‌

1,700,000

UnitedHealth

Group,

Inc

4.250

06/15/48

1,467,936‌

1,000,000

UnitedHealth

Group,

Inc

3.700

08/15/49

784,053‌

4,000,000

UnitedHealth

Group,

Inc

2.900

05/15/50

2,699,825‌

3,000,000

UnitedHealth

Group,

Inc

3.250

05/15/51

2,156,740‌

450,000

UnitedHealth

Group,

Inc

4.750

05/15/52

417,344‌

1,500,000

UnitedHealth

Group,

Inc

5.875

02/15/53

1,622,856‌

1,500,000

UnitedHealth

Group,

Inc

5.050

04/15/53

1,456,827‌

3,000,000

UnitedHealth

Group,

Inc

5.375

04/15/54

3,051,158‌

1,250,000

UnitedHealth

Group,

Inc

3.875

08/15/59

967,684‌

1,000,000

UnitedHealth

Group,

Inc

3.125

05/15/60

657,593‌

500,000

UnitedHealth

Group,

Inc

4.950

05/15/62

466,917‌

1,000,000

UnitedHealth

Group,

Inc

6.050

02/15/63

1,099,598‌

1,500,000

UnitedHealth

Group,

Inc

5.200

04/15/63

1,459,093‌

2,000,000

UnitedHealth

Group,

Inc

5.500

04/15/64

2,034,784‌

1,000,000

Universal

Health

Services,

Inc

1.650

09/01/26

911,420‌

1,000,000

Universal

Health

Services,

Inc

2.650

01/15/32

818,114‌

500,000

University

of

Pittsburgh

Medical

Center

5.035

05/15/33

497,627‌

500,000

University

of

Pittsburgh

Medical

Center

5.377

05/15/43

503,938‌

370,000

WakeMed

3.286

10/01/52

264,440‌

200,000

West

Virginia

United

Health

System

Obligated

Group

3.129

06/01/50

130,708‌

500,000

Willis-Knighton

Medical

Center

3.065

03/01/51

331,335‌

1,000,000

Yale

Haven

Health

Services

Corp

2.496

07/01/50

607,357‌

225,000

Zimmer

Biomet

Holdings,

Inc

3.050

01/15/26

216,216‌

1,000,000

Zimmer

Biomet

Holdings,

Inc

5.350

12/01/28

1,014,372‌

1,500,000

Zimmer

Biomet

Holdings,

Inc

2.600

11/24/31

1,262,344‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

354,005,691‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

500,000

Church

&

Dwight

Co,

Inc

3.150

08/01/27

474,039‌

250,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

207,839‌

500,000

Church

&

Dwight

Co,

Inc

5.600

11/15/32

522,762‌

100,000

Church

&

Dwight

Co,

Inc

3.950

08/01/47

80,953‌

725,000

Church

&

Dwight

Co,

Inc

5.000

06/15/52

684,284‌

300,000

Clorox

Co

3.100

10/01/27

283,561‌

500,000

Clorox

Co

3.900

05/15/28

484,195‌

750,000

Clorox

Co

4.400

05/01/29

735,298‌

1,000,000

Clorox

Co

1.800

05/15/30

834,411‌

375,000

Clorox

Co

4.600

05/01/32

366,503‌

1,000,000

Colgate-Palmolive

Co

3.100

08/15/27

956,888‌

1,000,000

Colgate-Palmolive

Co

4.600

03/01/28

1,010,617‌

60,000

Colgate-Palmolive

Co

6.450

06/16/28

63,498‌

225,000

Colgate-Palmolive

Co

3.250

08/15/32

203,508‌

1,000,000

Colgate-Palmolive

Co

4.600

03/01/33

1,002,599‌

300,000

Colgate-Palmolive

Co

4.000

08/15/45

263,718‌

550,000

Colgate-Palmolive

Co

3.700

08/01/47

459,240‌

450,000

Estee

Lauder

Cos,

Inc

3.150

03/15/27

430,968‌

200,000

Estee

Lauder

Cos,

Inc

2.375

12/01/29

175,858‌

100,000

Estee

Lauder

Cos,

Inc

2.600

04/15/30

87,952‌

1,500,000

Estee

Lauder

Cos,

Inc

1.950

03/15/31

1,241,668‌

750,000

(a)

Estee

Lauder

Cos,

Inc

4.650

05/15/33

736,499‌

1,000,000

Estee

Lauder

Cos,

Inc

5.000

02/14/34

992,018‌

100,000

Estee

Lauder

Cos,

Inc

6.000

05/15/37

107,619‌

300,000

Estee

Lauder

Cos,

Inc

4.375

06/15/45

259,674‌

375,000

Estee

Lauder

Cos,

Inc

4.150

03/15/47

315,164‌

700,000

Estee

Lauder

Cos,

Inc

3.125

12/01/49

483,098‌

750,000

Estee

Lauder

Cos,

Inc

5.150

05/15/53

729,367‌

Bond

Index

Fund

March

31,

2024

106

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

$

1,000,000

Haleon

UK

Capital

plc

3.125

%

03/24/25

$

976,274‌

1,900,000

Haleon

US

Capital

LLC

3.375

03/24/27

1,818,254‌

725,000

Haleon

US

Capital

LLC

3.375

03/24/29

674,266‌

1,500,000

Haleon

US

Capital

LLC

3.625

03/24/32

1,351,814‌

1,000,000

Haleon

US

Capital

LLC

4.000

03/24/52

805,713‌

2,500,000

Kenvue,

Inc

5.050

03/22/28

2,526,862‌

1,000,000

Kenvue,

Inc

5.000

03/22/30

1,010,440‌

1,750,000

Kenvue,

Inc

4.900

03/22/33

1,748,522‌

1,250,000

Kenvue,

Inc

5.100

03/22/43

1,243,121‌

1,750,000

Kenvue,

Inc

5.050

03/22/53

1,713,690‌

1,000,000

Kenvue,

Inc

5.200

03/22/63

989,259‌

950,000

Kimberly-Clark

Corp

3.050

08/15/25

924,633‌

200,000

Kimberly-Clark

Corp

1.050

09/15/27

176,906‌

412,000

Kimberly-Clark

Corp

3.950

11/01/28

402,436‌

1,500,000

Kimberly-Clark

Corp

3.200

04/25/29

1,399,558‌

1,500,000

Kimberly-Clark

Corp

2.000

11/02/31

1,243,389‌

500,000

Kimberly-Clark

Corp

4.500

02/16/33

492,285‌

200,000

Kimberly-Clark

Corp

6.625

08/01/37

232,094‌

725,000

Kimberly-Clark

Corp

3.200

07/30/46

535,516‌

200,000

Kimberly-Clark

Corp

3.900

05/04/47

164,597‌

300,000

(a)

Kimberly-Clark

Corp

2.875

02/07/50

206,042‌

2,000,000

Procter

&

Gamble

Co

0.550

10/29/25

1,871,256‌

750,000

Procter

&

Gamble

Co

2.700

02/02/26

722,382‌

2,000,000

Procter

&

Gamble

Co

1.000

04/23/26

1,856,338‌

1,750,000

Procter

&

Gamble

Co

2.450

11/03/26

1,656,922‌

1,500,000

(a)

Procter

&

Gamble

Co

3.950

01/26/28

1,479,001‌

1,000,000

Procter

&

Gamble

Co

4.350

01/29/29

997,939‌

2,000,000

Procter

&

Gamble

Co

3.000

03/25/30

1,841,187‌

1,150,000

Procter

&

Gamble

Co

1.200

10/29/30

940,635‌

1,500,000

Procter

&

Gamble

Co

1.950

04/23/31

1,275,372‌

1,500,000

(a)

Procter

&

Gamble

Co

4.050

01/26/33

1,453,558‌

2,000,000

Procter

&

Gamble

Co

4.550

01/29/34

1,989,015‌

500,000

Unilever

Capital

Corp

3.375

03/22/25

491,410‌

450,000

Unilever

Capital

Corp

3.100

07/30/25

438,880‌

800,000

Unilever

Capital

Corp

2.900

05/05/27

758,347‌

1,150,000

Unilever

Capital

Corp

3.500

03/22/28

1,103,044‌

700,000

Unilever

Capital

Corp

4.875

09/08/28

707,673‌

1,000,000

Unilever

Capital

Corp

2.125

09/06/29

881,075‌

175,000

Unilever

Capital

Corp

1.375

09/14/30

142,233‌

200,000

Unilever

Capital

Corp

1.750

08/12/31

163,361‌

700,000

Unilever

Capital

Corp

5.000

12/08/33

707,797‌

500,000

Unilever

Capital

Corp

2.625

08/12/51

328,804‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

56,635,698‌

INSURANCE

-

0.7%

500,000

Aegon

NV

5.500

04/11/48

484,529‌

2,000,000

Aflac,

Inc

1.125

03/15/26

1,852,736‌

200,000

Aflac,

Inc

2.875

10/15/26

189,905‌

375,000

Aflac,

Inc

3.600

04/01/30

348,816‌

200,000

Aflac,

Inc

4.000

10/15/46

161,654‌

500,000

Aflac,

Inc

4.750

01/15/49

456,927‌

1,000,000

Alleghany

Corp

3.625

05/15/30

935,384‌

200,000

Alleghany

Corp

4.900

09/15/44

189,356‌

1,000,000

Alleghany

Corp

3.250

08/15/51

708,877‌

300,000

Allied

World

Assurance

Co

Holdings

Ltd

4.350

10/29/25

292,675‌

1,000,000

Allstate

Corp

0.750

12/15/25

926,440‌

275,000

Allstate

Corp

3.280

12/15/26

262,086‌

1,000,000

Allstate

Corp

1.450

12/15/30

791,887‌

600,000

Allstate

Corp

5.250

03/30/33

602,155‌

600,000

Allstate

Corp

4.500

06/15/43

526,828‌

975,000

Allstate

Corp

4.200

12/15/46

808,967‌

250,000

Allstate

Corp

3.850

08/10/49

196,210‌

107

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

200,000

Allstate

Corp

8.507

%

08/15/53

$

200,059‌

325,000

American

Financial

Group,

Inc

5.250

04/02/30

322,463‌

400,000

American

Financial

Group,

Inc

4.500

06/15/47

334,790‌

1,500,000

American

International

Group,

Inc

5.125

03/27/33

1,491,647‌

300,000

American

International

Group,

Inc

4.800

07/10/45

279,283‌

1,500,000

American

International

Group,

Inc

4.750

04/01/48

1,386,176‌

300,000

American

International

Group,

Inc

5.750

04/01/48

294,549‌

1,500,000

American

International

Group,

Inc

4.375

06/30/50

1,301,305‌

200,000

Aon

Corp

4.500

12/15/28

195,925‌

450,000

Aon

Corp

3.750

05/02/29

425,097‌

450,000

Aon

Corp

2.800

05/15/30

396,389‌

1,000,000

Aon

Corp

2.050

08/23/31

815,749‌

1,000,000

Aon

Corp

2.600

12/02/31

841,374‌

500,000

Aon

Corp

5.000

09/12/32

495,502‌

750,000

Aon

Corp

5.350

02/28/33

754,060‌

200,000

Aon

Corp

6.250

09/30/40

216,198‌

1,000,000

Aon

Corp

2.900

08/23/51

636,788‌

500,000

Aon

Corp

3.900

02/28/52

384,177‌

1,450,000

Aon

Global

Ltd

3.875

12/15/25

1,417,738‌

550,000

Aon

Global

Ltd

4.750

05/15/45

493,601‌

1,000,000

Aon

North

America,

Inc

5.125

03/01/27

1,005,987‌

1,500,000

Aon

North

America,

Inc

5.150

03/01/29

1,508,214‌

1,000,000

Aon

North

America,

Inc

5.300

03/01/31

1,007,472‌

2,000,000

Aon

North

America,

Inc

5.450

03/01/34

2,023,086‌

2,000,000

Aon

North

America,

Inc

5.750

03/01/54

2,050,409‌

1,050,000

Arch

Capital

Group

Ltd

4.011

12/15/26

1,017,641‌

200,000

Arch

Capital

Group

Ltd

5.031

12/15/46

183,800‌

600,000

Arch

Capital

Group

Ltd

3.635

06/30/50

445,693‌

300,000

Arch

Capital

Group

US,

Inc

5.144

11/01/43

286,042‌

2,000,000

Arthur

J

Gallagher

&

Co

2.400

11/09/31

1,639,810‌

500,000

Arthur

J

Gallagher

&

Co

5.500

03/02/33

503,511‌

150,000

Arthur

J

Gallagher

&

Co

6.500

02/15/34

161,305‌

1,500,000

Arthur

J

Gallagher

&

Co

5.450

07/15/34

1,509,919‌

125,000

Arthur

J

Gallagher

&

Co

3.500

05/20/51

88,789‌

1,000,000

Arthur

J

Gallagher

&

Co

3.050

03/09/52

637,123‌

250,000

Arthur

J

Gallagher

&

Co

6.750

02/15/54

283,833‌

725,000

Arthur

J

Gallagher

&

Co

5.750

07/15/54

725,993‌

300,000

Assurant,

Inc

4.900

03/27/28

296,111‌

500,000

Assurant,

Inc

3.700

02/22/30

452,243‌

7,000

Assurant,

Inc

6.750

02/15/34

7,423‌

500,000

Assured

Guaranty

US

Holdings,

Inc

6.125

09/15/28

518,354‌

1,000,000

Assured

Guaranty

US

Holdings,

Inc

3.150

06/15/31

879,035‌

300,000

Assured

Guaranty

US

Holdings,

Inc

3.600

09/15/51

217,167‌

675,000

Athene

Holding

Ltd

4.125

01/12/28

650,133‌

500,000

Athene

Holding

Ltd

6.150

04/03/30

518,892‌

1,000,000

Athene

Holding

Ltd

6.650

02/01/33

1,058,207‌

1,000,000

Athene

Holding

Ltd

5.875

01/15/34

1,001,991‌

1,000,000

Athene

Holding

Ltd

3.950

05/25/51

734,580‌

1,000,000

Athene

Holding

Ltd

3.450

05/15/52

656,096‌

1,000,000

Athene

Holding

Ltd

6.250

04/01/54

1,014,882‌

300,000

(a)

AXIS

Specialty

Finance

LLC

3.900

07/15/29

284,679‌

250,000

AXIS

Specialty

Finance

LLC

4.900

01/15/40

222,990‌

200,000

AXIS

Specialty

Finance

plc

4.000

12/06/27

192,247‌

1,500,000

Berkshire

Hathaway

Finance

Corp

2.300

03/15/27

1,412,474‌

100,000

Berkshire

Hathaway

Finance

Corp

1.850

03/12/30

85,315‌

1,500,000

Berkshire

Hathaway

Finance

Corp

1.450

10/15/30

1,237,419‌

1,000,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

884,024‌

2,175,000

Berkshire

Hathaway

Finance

Corp

4.200

08/15/48

1,918,200‌

1,725,000

Berkshire

Hathaway

Finance

Corp

4.250

01/15/49

1,542,011‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

1,212,548‌

1,000,000

(a)

Brighthouse

Financial,

Inc

5.625

05/15/30

1,003,645‌

Bond

Index

Fund

March

31,

2024

108

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

236,000

Brighthouse

Financial,

Inc

4.700

%

06/22/47

$

187,143‌

500,000

Brown

&

Brown,

Inc

4.500

03/15/29

486,000‌

1,000,000

Brown

&

Brown,

Inc

2.375

03/15/31

828,757‌

1,000,000

Brown

&

Brown,

Inc

4.200

03/17/32

923,178‌

500,000

Brown

&

Brown,

Inc

4.950

03/17/52

441,401‌

450,000

Chubb

Corp

6.000

05/11/37

485,371‌

2,325,000

Chubb

INA

Holdings,

Inc

3.350

05/03/26

2,245,909‌

1,325,000

(a)

Chubb

INA

Holdings,

Inc

1.375

09/15/30

1,078,240‌

1,000,000

Chubb

INA

Holdings,

Inc

5.000

03/15/34

1,003,451‌

150,000

Chubb

INA

Holdings,

Inc

4.150

03/13/43

131,080‌

1,600,000

Chubb

INA

Holdings,

Inc

4.350

11/03/45

1,423,594‌

425,000

Chubb

INA

Holdings,

Inc

2.850

12/15/51

289,982‌

1,500,000

Chubb

INA

Holdings,

Inc

3.050

12/15/61

1,004,375‌

200,000

Cincinnati

Financial

Corp

6.920

05/15/28

212,626‌

200,000

CNA

Financial

Corp

4.500

03/01/26

197,218‌

225,000

CNA

Financial

Corp

3.450

08/15/27

212,756‌

100,000

CNA

Financial

Corp

3.900

05/01/29

94,622‌

1,150,000

CNA

Financial

Corp

2.050

08/15/30

961,251‌

1,000,000

CNA

Financial

Corp

5.500

06/15/33

1,013,415‌

1,000,000

CNA

Financial

Corp

5.125

02/15/34

972,941‌

500,000

CNO

Financial

Group,

Inc

5.250

05/30/29

487,106‌

500,000

Enstar

Group

Ltd

4.950

06/01/29

488,371‌

1,000,000

Enstar

Group

Ltd

3.100

09/01/31

830,236‌

1,375,000

Equitable

Holdings,

Inc

4.350

04/20/28

1,332,122‌

975,000

Equitable

Holdings,

Inc

5.000

04/20/48

885,837‌

300,000

Everest

Reinsurance

Holdings,

Inc

4.868

06/01/44

271,380‌

250,000

Everest

Reinsurance

Holdings,

Inc

3.500

10/15/50

175,351‌

1,200,000

Everest

Reinsurance

Holdings,

Inc

3.125

10/15/52

776,163‌

750,000

F&G

Annuities

&

Life,

Inc

7.400

01/13/28

778,848‌

400,000

Fairfax

Financial

Holdings

Ltd

4.850

04/17/28

394,926‌

500,000

Fairfax

Financial

Holdings

Ltd

4.625

04/29/30

476,491‌

1,000,000

Fairfax

Financial

Holdings

Ltd

3.375

03/03/31

869,443‌

1,000,000

Fairfax

Financial

Holdings

Ltd

5.625

08/16/32

998,990‌

750,000

(f)

Fairfax

Financial

Holdings

Ltd

6.000

12/07/33

765,024‌

1,000,000

(f)

Fairfax

Financial

Holdings

Ltd

6.350

03/22/54

1,020,104‌

300,000

Fidelity

National

Financial,

Inc

4.500

08/15/28

289,872‌

1,000,000

Fidelity

National

Financial,

Inc

3.400

06/15/30

887,878‌

500,000

Fidelity

National

Financial,

Inc

2.450

03/15/31

411,498‌

400,000

Fidelity

National

Financial,

Inc

3.200

09/17/51

255,152‌

750,000

First

American

Financial

Corp

4.000

05/15/30

681,810‌

400,000

First

American

Financial

Corp

2.400

08/15/31

316,412‌

350,000

Globe

Life,

Inc

4.550

09/15/28

342,836‌

350,000

Globe

Life,

Inc

2.150

08/15/30

293,231‌

175,000

Globe

Life,

Inc

4.800

06/15/32

170,283‌

200,000

Hanover

Insurance

Group,

Inc

4.500

04/15/26

196,303‌

1,000,000

Hanover

Insurance

Group,

Inc

2.500

09/01/30

838,030‌

750,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

672,967‌

400,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

343,369‌

450,000

Hartford

Financial

Services

Group,

Inc

4.400

03/15/48

390,343‌

450,000

Hartford

Financial

Services

Group,

Inc

3.600

08/19/49

340,016‌

475,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

310,356‌

500,000

Horace

Mann

Educators

Corp

7.250

09/15/28

534,045‌

200,000

Kemper

Corp

4.350

02/15/25

197,370‌

500,000

(a)

Kemper

Corp

2.400

09/30/30

401,435‌

1,000,000

Kemper

Corp

3.800

02/23/32

854,564‌

175,000

Lincoln

National

Corp

3.350

03/09/25

171,093‌

600,000

(a)

Lincoln

National

Corp

3.625

12/12/26

573,582‌

650,000

(a)

Lincoln

National

Corp

3.050

01/15/30

573,886‌

1,000,000

Lincoln

National

Corp

3.400

03/01/32

859,068‌

1,000,000

Lincoln

National

Corp

5.852

03/15/34

987,162‌

150,000

Lincoln

National

Corp

7.000

06/15/40

165,672‌

109

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

250,000

Lincoln

National

Corp

4.350

%

03/01/48

$

197,531‌

500,000

Lincoln

National

Corp

4.375

06/15/50

388,097‌

800,000

Loews

Corp

3.750

04/01/26

779,692‌

400,000

Loews

Corp

3.200

05/15/30

361,969‌

200,000

Loews

Corp

4.125

05/15/43

170,315‌

700,000

Manulife

Financial

Corp

4.150

03/04/26

688,266‌

1,300,000

Manulife

Financial

Corp

4.061

02/24/32

1,245,146‌

1,000,000

(a)

Manulife

Financial

Corp

3.703

03/16/32

921,767‌

200,000

Manulife

Financial

Corp

5.375

03/04/46

196,754‌

200,000

Markel

Group,

Inc

3.350

09/17/29

181,626‌

150,000

Markel

Group,

Inc

5.000

04/05/46

134,920‌

100,000

Markel

Group,

Inc

4.300

11/01/47

81,327‌

750,000

Markel

Group,

Inc

5.000

05/20/49

681,964‌

200,000

Markel

Group,

Inc

4.150

09/17/50

158,862‌

1,500,000

Markel

Group,

Inc

3.450

05/07/52

1,040,528‌

1,700,000

Marsh

&

McLennan

Cos,

Inc

4.375

03/15/29

1,672,007‌

450,000

Marsh

&

McLennan

Cos,

Inc

2.250

11/15/30

382,562‌

600,000

Marsh

&

McLennan

Cos,

Inc

2.375

12/15/31

500,356‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.750

11/01/32

1,049,132‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.400

09/15/33

1,026,001‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.150

03/15/34

1,006,765‌

250,000

Marsh

&

McLennan

Cos,

Inc

4.750

03/15/39

237,200‌

100,000

Marsh

&

McLennan

Cos,

Inc

4.350

01/30/47

85,535‌

300,000

Marsh

&

McLennan

Cos,

Inc

4.200

03/01/48

252,702‌

1,200,000

Marsh

&

McLennan

Cos,

Inc

4.900

03/15/49

1,117,110‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

2.900

12/15/51

643,202‌

250,000

Marsh

&

McLennan

Cos,

Inc

6.250

11/01/52

277,902‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.450

03/15/53

1,006,504‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.700

09/15/53

1,038,199‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.450

03/15/54

1,003,642‌

200,000

Mercury

General

Corp

4.400

03/15/27

192,326‌

1,530,000

Metlife,

Inc

5.700

06/15/35

1,594,497‌

700,000

MetLife,

Inc

3.600

11/13/25

682,946‌

1,000,000

MetLife,

Inc

4.550

03/23/30

988,005‌

1,500,000

MetLife,

Inc

5.375

07/15/33

1,530,891‌

675,000

MetLife,

Inc

6.375

06/15/34

736,820‌

130,000

MetLife,

Inc

5.875

02/06/41

136,770‌

450,000

MetLife,

Inc

4.125

08/13/42

382,551‌

750,000

MetLife,

Inc

4.875

11/13/43

704,340‌

500,000

MetLife,

Inc

4.721

12/15/44

450,163‌

800,000

MetLife,

Inc

4.050

03/01/45

665,788‌

1,650,000

MetLife,

Inc

4.600

05/13/46

1,491,920‌

1,200,000

MetLife,

Inc

5.000

07/15/52

1,129,700‌

1,000,000

MetLife,

Inc

5.250

01/15/54

984,419‌

20,000

Nationwide

Financial

Services,

Inc

6.750

05/15/37

20,223‌

100,000

Old

Republic

International

Corp

3.875

08/26/26

96,658‌

1,000,000

Old

Republic

International

Corp

5.750

03/28/34

1,004,368‌

1,500,000

Old

Republic

International

Corp

3.850

06/11/51

1,086,321‌

500,000

PartnerRe

Finance

B

LLC

3.700

07/02/29

477,520‌

500,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

455,696‌

1,000,000

Primerica,

Inc

2.800

11/19/31

834,633‌

200,000

Principal

Financial

Group,

Inc

3.400

05/15/25

195,482‌

850,000

Principal

Financial

Group,

Inc

3.100

11/15/26

809,450‌

100,000

Principal

Financial

Group,

Inc

3.700

05/15/29

93,825‌

1,000,000

Principal

Financial

Group,

Inc

2.125

06/15/30

837,775‌

750,000

Principal

Financial

Group,

Inc

5.375

03/15/33

755,860‌

100,000

Principal

Financial

Group,

Inc

4.625

09/15/42

91,031‌

200,000

Principal

Financial

Group,

Inc

4.350

05/15/43

175,710‌

300,000

Principal

Financial

Group,

Inc

4.300

11/15/46

252,066‌

750,000

Principal

Financial

Group,

Inc

5.500

03/15/53

736,498‌

650,000

Progressive

Corp

2.450

01/15/27

609,201‌

Bond

Index

Fund

March

31,

2024

110

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

750,000

Progressive

Corp

2.500

%

03/15/27

$

702,691‌

250,000

Progressive

Corp

4.000

03/01/29

242,025‌

100,000

Progressive

Corp

3.200

03/26/30

91,225‌

125,000

Progressive

Corp

3.000

03/15/32

108,912‌

120,000

Progressive

Corp

6.250

12/01/32

130,262‌

1,000,000

(a)

Progressive

Corp

4.950

06/15/33

998,422‌

300,000

Progressive

Corp

4.350

04/25/44

268,082‌

300,000

(a)

Progressive

Corp

3.700

01/26/45

245,938‌

950,000

Progressive

Corp

4.125

04/15/47

803,814‌

750,000

Progressive

Corp

4.200

03/15/48

649,734‌

100,000

Progressive

Corp

3.950

03/26/50

81,951‌

500,000

Progressive

Corp

3.700

03/15/52

389,974‌

200,000

Prudential

Financial,

Inc

1.500

03/10/26

187,152‌

195,000

Prudential

Financial,

Inc

3.878

03/27/28

188,065‌

500,000

(a)

Prudential

Financial,

Inc

2.100

03/10/30

431,483‌

450,000

Prudential

Financial,

Inc

5.700

12/14/36

472,090‌

500,000

Prudential

Financial,

Inc

3.000

03/10/40

379,662‌

1,700,000

Prudential

Financial,

Inc

4.600

05/15/44

1,530,138‌

200,000

Prudential

Financial,

Inc

5.375

05/15/45

197,703‌

2,300,000

(a)

Prudential

Financial,

Inc

4.500

09/15/47

2,166,948‌

300,000

Prudential

Financial,

Inc

4.418

03/27/48

256,337‌

2,400,000

Prudential

Financial,

Inc

5.700

09/15/48

2,373,642‌

799,000

Prudential

Financial,

Inc

3.935

12/07/49

630,938‌

450,000

Prudential

Financial,

Inc

4.350

02/25/50

383,629‌

1,000,000

Prudential

Financial,

Inc

3.700

03/13/51

765,916‌

675,000

Prudential

Financial,

Inc

5.125

03/01/52

632,707‌

1,000,000

Prudential

Financial,

Inc

6.000

09/01/52

993,995‌

1,500,000

Prudential

Financial,

Inc

6.750

03/01/53

1,560,275‌

525,000

Prudential

Financial,

Inc

6.500

03/15/54

532,258‌

200,000

Prudential

Funding

Asia

plc

3.125

04/14/30

179,936‌

1,000,000

Prudential

Funding

Asia

plc

3.625

03/24/32

900,305‌

750,000

Reinsurance

Group

of

America,

Inc

3.900

05/15/29

707,770‌

350,000

Reinsurance

Group

of

America,

Inc

3.150

06/15/30

312,107‌

1,000,000

Reinsurance

Group

of

America,

Inc

6.000

09/15/33

1,037,011‌

200,000

RenaissanceRe

Finance,

Inc

3.700

04/01/25

196,016‌

200,000

RenaissanceRe

Finance,

Inc

3.450

07/01/27

188,651‌

300,000

RenaissanceRe

Holdings

Ltd

3.600

04/15/29

278,425‌

1,000,000

RenaissanceRe

Holdings

Ltd

5.750

06/05/33

1,008,266‌

1,000,000

(e)

SiriusPoint

Ltd

7.000

04/05/29

999,858‌

1,000,000

Stewart

Information

Services

Corp

3.600

11/15/31

815,923‌

20,000

Transatlantic

Holdings,

Inc

8.000

11/30/39

25,503‌

600,000

Travelers

Cos,

Inc

5.350

11/01/40

608,469‌

200,000

Travelers

Cos,

Inc

4.600

08/01/43

185,547‌

250,000

Travelers

Cos,

Inc

4.300

08/25/45

218,856‌

1,100,000

Travelers

Cos,

Inc

4.000

05/30/47

913,376‌

500,000

Travelers

Cos,

Inc

4.050

03/07/48

422,489‌

900,000

Travelers

Cos,

Inc

4.100

03/04/49

760,938‌

2,000,000

Travelers

Cos,

Inc

3.050

06/08/51

1,393,537‌

1,000,000

Travelers

Cos,

Inc

5.450

05/25/53

1,035,776‌

100,000

Travelers

Property

Casualty

Corp

6.375

03/15/33

111,063‌

200,000

Trinity

Acquisition

plc

4.400

03/15/26

196,189‌

500,000

Unum

Group

4.000

06/15/29

471,673‌

300,000

Unum

Group

5.750

08/15/42

293,658‌

500,000

Unum

Group

4.500

12/15/49

404,324‌

1,000,000

Unum

Group

4.125

06/15/51

755,983‌

200,000

Voya

Financial,

Inc

4.800

06/15/46

171,940‌

200,000

W

R

Berkley

Corp

4.750

08/01/44

176,960‌

650,000

W

R

Berkley

Corp

4.000

05/12/50

504,832‌

1,000,000

W

R

Berkley

Corp

3.550

03/30/52

696,970‌

400,000

W

R

Berkley

Corp

3.150

09/30/61

243,253‌

1,000,000

Willis

North

America,

Inc

4.650

06/15/27

983,886‌

111

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

500,000

Willis

North

America,

Inc

4.500

%

09/15/28

$

487,155‌

900,000

Willis

North

America,

Inc

2.950

09/15/29

806,427‌

1,000,000

Willis

North

America,

Inc

5.350

05/15/33

995,154‌

300,000

Willis

North

America,

Inc

5.050

09/15/48

271,282‌

500,000

Willis

North

America,

Inc

3.875

09/15/49

376,155‌

1,500,000

Willis

North

America,

Inc

5.900

03/05/54

1,518,507‌

200,000

XL

Group

Ltd

5.250

12/15/43

189,568‌

TOTAL

INSURANCE

171,270,272‌

MATERIALS

-

0.8%

175,000

Air

Products

and

Chemicals,

Inc

1.500

10/15/25

165,916‌

500,000

Air

Products

and

Chemicals,

Inc

1.850

05/15/27

459,076‌

750,000

Air

Products

and

Chemicals,

Inc

4.600

02/08/29

745,813‌

2,125,000

Air

Products

and

Chemicals,

Inc

2.050

05/15/30

1,818,911‌

750,000

Air

Products

and

Chemicals,

Inc

4.750

02/08/31

747,293‌

1,000,000

Air

Products

and

Chemicals,

Inc

4.800

03/03/33

994,621‌

750,000

Air

Products

and

Chemicals,

Inc

4.850

02/08/34

742,021‌

125,000

Air

Products

and

Chemicals,

Inc

2.700

05/15/40

91,249‌

1,250,000

Air

Products

and

Chemicals,

Inc

2.800

05/15/50

839,125‌

750,000

Albemarle

Corp

4.650

06/01/27

736,013‌

1,000,000

Albemarle

Corp

5.650

06/01/52

917,265‌

500,000

Amcor

Finance

USA,

Inc

3.625

04/28/26

482,236‌

400,000

Amcor

Finance

USA,

Inc

4.500

05/15/28

389,759‌

1,000,000

Amcor

Finance

USA,

Inc

5.625

05/26/33

1,026,902‌

100,000

Amcor

Flexibles

North

America,

Inc

3.100

09/15/26

93,697‌

200,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

172,223‌

2,000,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

1,699,280‌

1,000,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

900,214‌

375,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

327,697‌

1,000,000

AptarGroup,

Inc

3.600

03/15/32

880,658‌

1,500,000

ArcelorMittal

S.A.

6.550

11/29/27

1,556,464‌

2,000,000

(a)

ArcelorMittal

S.A.

6.800

11/29/32

2,138,856‌

300,000

Avery

Dennison

Corp

4.875

12/06/28

296,638‌

500,000

Avery

Dennison

Corp

2.650

04/30/30

437,059‌

1,000,000

Avery

Dennison

Corp

2.250

02/15/32

816,914‌

1,000,000

Avery

Dennison

Corp

5.750

03/15/33

1,040,826‌

1,500,000

Barrick

North

America

Finance

LLC

5.750

05/01/43

1,549,367‌

100,000

Barrick

PD

Australia

Finance

Pty

Ltd

5.950

10/15/39

103,831‌

1,375,000

Berry

Global,

Inc

1.570

01/15/26

1,285,333‌

625,000

Berry

Global,

Inc

1.650

01/15/27

567,376‌

1,000,000

Berry

Global,

Inc

5.500

04/15/28

1,006,518‌

1,500,000

(f)

Berry

Global,

Inc

5.650

01/15/34

1,491,807‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.750

02/28/28

1,496,858‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5.100

09/08/28

1,516,720‌

1,000,000

BHP

Billiton

Finance

USA

Ltd

5.250

09/08/30

1,016,875‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.900

02/28/33

1,487,142‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5.250

09/08/33

1,517,022‌

825,000

BHP

Billiton

Finance

USA

Ltd

4.125

02/24/42

720,312‌

1,925,000

BHP

Billiton

Finance

USA

Ltd

5.000

09/30/43

1,853,330‌

575,000

BHP

Billiton

Finance

USA

Ltd

5.500

09/08/53

594,213‌

500,000

Cabot

Corp

4.000

07/01/29

471,941‌

1,000,000

Cabot

Corp

5.000

06/30/32

976,358‌

271,000

Celanese

US

Holdings

LLC

6.050

03/15/25

271,522‌

1,000,000

Celanese

US

Holdings

LLC

1.400

08/05/26

911,657‌

1,000,000

Celanese

US

Holdings

LLC

6.165

07/15/27

1,018,510‌

1,000,000

Celanese

US

Holdings

LLC

6.350

11/15/28

1,035,958‌

1,000,000

Celanese

US

Holdings

LLC

6.330

07/15/29

1,036,950‌

1,000,000

Celanese

US

Holdings

LLC

6.550

11/15/30

1,051,819‌

1,000,000

Celanese

US

Holdings

LLC

6.379

07/15/32

1,037,414‌

1,000,000

Celanese

US

Holdings

LLC

6.700

11/15/33

1,066,226‌

400,000

Celulosa

Arauco

y

Constitucion

S.A.

4.500

08/01/24

397,919‌

375,000

Celulosa

Arauco

y

Constitucion

S.A.

3.875

11/02/27

350,695‌

Bond

Index

Fund

March

31,

2024

112

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

200,000

Celulosa

Arauco

y

Constitucion

S.A.

5.500

%

11/02/47

$

171,395‌

14,000

Dow

Chemical

Co

4.550

11/30/25

13,825‌

300,000

Dow

Chemical

Co

4.800

11/30/28

299,265‌

81,000

Dow

Chemical

Co

7.375

11/01/29

90,133‌

1,000,000

(a)

Dow

Chemical

Co

2.100

11/15/30

844,571‌

1,000,000

(a)

Dow

Chemical

Co

6.300

03/15/33

1,077,670‌

2,000,000

Dow

Chemical

Co

5.150

02/15/34

1,992,894‌

982,000

Dow

Chemical

Co

4.250

10/01/34

904,806‌

131,000

Dow

Chemical

Co

9.400

05/15/39

176,407‌

275,000

Dow

Chemical

Co

5.250

11/15/41

261,528‌

1,200,000

Dow

Chemical

Co

4.375

11/15/42

1,025,406‌

400,000

Dow

Chemical

Co

4.625

10/01/44

352,480‌

825,000

Dow

Chemical

Co

5.550

11/30/48

805,493‌

750,000

Dow

Chemical

Co

4.800

05/15/49

660,290‌

1,000,000

Dow

Chemical

Co

3.600

11/15/50

728,553‌

500,000

Dow

Chemical

Co

6.900

05/15/53

577,730‌

2,000,000

Dow

Chemical

Co

5.600

02/15/54

1,992,107‌

1,600,000

DowDuPont,

Inc

4.493

11/15/25

1,578,686‌

2,325,000

DowDuPont,

Inc

5.419

11/15/48

2,323,155‌

2,300,000

DuPont

de

Nemours,

Inc

4.725

11/15/28

2,296,771‌

150,000

DuPont

de

Nemours,

Inc

5.319

11/15/38

149,909‌

1,500,000

Eagle

Materials,

Inc

2.500

07/01/31

1,260,699‌

727,000

Eastman

Chemical

Co

3.800

03/15/25

714,241‌

700,000

Eastman

Chemical

Co

4.500

12/01/28

680,763‌

1,650,000

Eastman

Chemical

Co

5.750

03/08/33

1,677,979‌

1,000,000

Eastman

Chemical

Co

5.625

02/20/34

1,005,545‌

150,000

Eastman

Chemical

Co

4.800

09/01/42

131,688‌

525,000

Eastman

Chemical

Co

4.650

10/15/44

446,772‌

750,000

Ecolab,

Inc

2.700

11/01/26

712,209‌

1,000,000

Ecolab,

Inc

1.650

02/01/27

916,000‌

300,000

Ecolab,

Inc

3.250

12/01/27

284,616‌

1,000,000

Ecolab,

Inc

5.250

01/15/28

1,018,886‌

1,000,000

Ecolab,

Inc

1.300

01/30/31

799,784‌

1,000,000

Ecolab,

Inc

2.125

02/01/32

830,502‌

150,000

Ecolab,

Inc

2.125

08/15/50

87,965‌

1,000,000

Ecolab,

Inc

2.700

12/15/51

646,596‌

1,370,000

Ecolab,

Inc

2.750

08/18/55

872,484‌

350,000

EIDP,

Inc

1.700

07/15/25

334,091‌

175,000

EIDP,

Inc

2.300

07/15/30

150,586‌

1,250,000

EIDP,

Inc

4.800

05/15/33

1,232,543‌

500,000

FMC

Corp

3.200

10/01/26

472,483‌

500,000

FMC

Corp

3.450

10/01/29

450,127‌

1,000,000

(a)

FMC

Corp

5.650

05/18/33

983,406‌

500,000

FMC

Corp

4.500

10/01/49

384,543‌

500,000

FMC

Corp

6.375

05/18/53

497,754‌

1,000,000

Freeport-McMoRan,

Inc

4.125

03/01/28

955,518‌

1,500,000

Freeport-McMoRan,

Inc

4.375

08/01/28

1,441,157‌

1,000,000

(a)

Freeport-McMoRan,

Inc

5.250

09/01/29

1,000,289‌

1,000,000

Freeport-McMoRan,

Inc

4.250

03/01/30

947,842‌

1,000,000

Freeport-McMoRan,

Inc

4.625

08/01/30

960,466‌

750,000

Georgia-Pacific

LLC

7.750

11/15/29

853,967‌

600,000

Huntsman

International

LLC

4.500

05/01/29

572,933‌

1,000,000

Huntsman

International

LLC

2.950

06/15/31

832,420‌

100,000

International

Flavors

&

Fragrances,

Inc

4.450

09/26/28

96,772‌

200,000

International

Flavors

&

Fragrances,

Inc

4.375

06/01/47

154,417‌

675,000

International

Flavors

&

Fragrances,

Inc

5.000

09/26/48

577,077‌

450,000

International

Paper

Co

6.000

11/15/41

466,127‌

390,000

International

Paper

Co

4.800

06/15/44

352,141‌

2,425,000

(a)

International

Paper

Co

4.350

08/15/48

2,048,138‌

1,000,000

Kinross

Gold

Corp

4.500

07/15/27

975,971‌

1,000,000

(f)

Kinross

Gold

Corp

6.250

07/15/33

1,037,407‌

113

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

725,000

Linde,

Inc

1.100

%

08/10/30

$

586,210‌

625,000

Linde,

Inc

3.550

11/07/42

510,051‌

225,000

Linde,

Inc

2.000

08/10/50

127,300‌

150,000

Lubrizol

Corp

6.500

10/01/34

169,775‌

575,000

LYB

International

Finance

BV

5.250

07/15/43

538,886‌

550,000

LYB

International

Finance

BV

4.875

03/15/44

486,852‌

491,000

LYB

International

Finance

III

LLC

1.250

10/01/25

460,949‌

150,000

(a)

LYB

International

Finance

III

LLC

2.250

10/01/30

126,375‌

1,000,000

LYB

International

Finance

III

LLC

5.625

05/15/33

1,024,289‌

1,000,000

LYB

International

Finance

III

LLC

5.500

03/01/34

1,001,849‌

1,150,000

LYB

International

Finance

III

LLC

3.375

10/01/40

861,503‌

1,000,000

(a)

LYB

International

Finance

III

LLC

4.200

10/15/49

780,097‌

750,000

LYB

International

Finance

III

LLC

4.200

05/01/50

586,684‌

1,000,000

LYB

International

Finance

III

LLC

3.625

04/01/51

708,202‌

500,000

LYB

International

Finance

III

LLC

3.800

10/01/60

347,070‌

475,000

LyondellBasell

Industries

NV

4.625

02/26/55

395,207‌

200,000

Martin

Marietta

Materials,

Inc

3.450

06/01/27

191,324‌

325,000

Martin

Marietta

Materials,

Inc

3.500

12/15/27

309,626‌

250,000

Martin

Marietta

Materials,

Inc

2.500

03/15/30

217,993‌

1,000,000

Martin

Marietta

Materials,

Inc

2.400

07/15/31

837,592‌

450,000

Martin

Marietta

Materials,

Inc

4.250

12/15/47

379,686‌

1,000,000

Martin

Marietta

Materials,

Inc

3.200

07/15/51

699,653‌

800,000

Mosaic

Co

4.050

11/15/27

771,696‌

750,000

Mosaic

Co

5.375

11/15/28

759,011‌

300,000

Mosaic

Co

5.450

11/15/33

299,907‌

100,000

Mosaic

Co

4.875

11/15/41

89,913‌

600,000

Mosaic

Co

5.625

11/15/43

586,769‌

1,300,000

Newmont

Corp

2.800

10/01/29

1,166,376‌

250,000

Newmont

Corp

2.250

10/01/30

212,739‌

1,350,000

(a)

Newmont

Corp

2.600

07/15/32

1,129,868‌

3,000,000

(f)

Newmont

Corp

5.350

03/15/34

3,019,132‌

298,000

Newmont

Corp

5.875

04/01/35

311,561‌

235,000

Newmont

Corp

6.250

10/01/39

251,147‌

975,000

Newmont

Corp

4.875

03/15/42

906,526‌

300,000

Newmont

Corp

5.450

06/09/44

295,339‌

275,000

Nucor

Corp

2.000

06/01/25

264,306‌

500,000

Nucor

Corp

4.300

05/23/27

490,016‌

425,000

Nucor

Corp

3.950

05/01/28

410,793‌

3,150,000

Nucor

Corp

2.700

06/01/30

2,796,037‌

500,000

Nucor

Corp

3.125

04/01/32

440,575‌

1,000,000

Nucor

Corp

2.979

12/15/55

647,508‌

200,000

Nutrien

Ltd

3.000

04/01/25

195,006‌

1,000,000

Nutrien

Ltd

5.950

11/07/25

1,008,169‌

700,000

Nutrien

Ltd

4.000

12/15/26

678,614‌

1,000,000

Nutrien

Ltd

4.900

03/27/28

994,704‌

550,000

Nutrien

Ltd

4.200

04/01/29

531,030‌

500,000

Nutrien

Ltd

2.950

05/13/30

445,712‌

200,000

Nutrien

Ltd

4.125

03/15/35

181,621‌

200,000

Nutrien

Ltd

5.625

12/01/40

197,905‌

200,000

Nutrien

Ltd

4.900

06/01/43

181,551‌

691,000

Nutrien

Ltd

5.250

01/15/45

651,560‌

1,050,000

Nutrien

Ltd

5.000

04/01/49

958,040‌

300,000

Nutrien

Ltd

3.950

05/13/50

234,000‌

750,000

(a)

Nutrien

Ltd

5.800

03/27/53

765,747‌

550,000

Packaging

Corp

of

America

3.400

12/15/27

522,766‌

100,000

Packaging

Corp

of

America

3.000

12/15/29

90,102‌

500,000

Packaging

Corp

of

America

5.700

12/01/33

516,408‌

500,000

Packaging

Corp

of

America

4.050

12/15/49

398,815‌

1,500,000

Packaging

Corp

of

America

3.050

10/01/51

1,021,557‌

500,000

PPG

Industries,

Inc

2.400

08/15/24

493,829‌

250,000

PPG

Industries,

Inc

1.200

03/15/26

231,762‌

Bond

Index

Fund

March

31,

2024

114

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

425,000

PPG

Industries,

Inc

3.750

%

03/15/28

$

408,957‌

500,000

PPG

Industries,

Inc

2.550

06/15/30

436,288‌

1,000,000

Praxair,

Inc

3.200

01/30/26

969,324‌

500,000

Reliance

Steel

&

Aluminum

Co

1.300

08/15/25

472,579‌

500,000

Reliance

Steel

&

Aluminum

Co

2.150

08/15/30

419,685‌

414,000

Rio

Tinto

Alcan,

Inc

6.125

12/15/33

445,084‌

350,000

Rio

Tinto

Finance

USA

Ltd

5.200

11/02/40

348,928‌

2,000,000

Rio

Tinto

Finance

USA

Ltd

2.750

11/02/51

1,287,955‌

1,500,000

Rio

Tinto

Finance

USA

plc

5.000

03/09/33

1,508,707‌

1,400,000

Rio

Tinto

Finance

USA

plc

4.125

08/21/42

1,215,578‌

1,000,000

Rio

Tinto

Finance

USA

plc

5.125

03/09/53

971,878‌

100,000

RPM

International,

Inc

3.750

03/15/27

95,632‌

300,000

RPM

International,

Inc

4.550

03/01/29

291,033‌

1,000,000

RPM

International,

Inc

2.950

01/15/32

846,358‌

100,000

RPM

International,

Inc

5.250

06/01/45

94,589‌

200,000

(a)

RPM

International,

Inc

4.250

01/15/48

164,668‌

200,000

Sherwin-Williams

Co

3.450

08/01/25

195,008‌

1,000,000

Sherwin-Williams

Co

4.250

08/08/25

985,257‌

200,000

Sherwin-Williams

Co

3.950

01/15/26

195,468‌

925,000

Sherwin-Williams

Co

3.450

06/01/27

884,204‌

500,000

Sherwin-Williams

Co

2.950

08/15/29

453,562‌

500,000

Sherwin-Williams

Co

2.300

05/15/30

429,443‌

950,000

Sherwin-Williams

Co

2.200

03/15/32

773,564‌

200,000

Sherwin-Williams

Co

4.000

12/15/42

164,477‌

900,000

Sherwin-Williams

Co

4.500

06/01/47

786,455‌

900,000

Sherwin-Williams

Co

3.800

08/15/49

709,446‌

500,000

Sherwin-Williams

Co

3.300

05/15/50

353,288‌

1,000,000

Sherwin-Williams

Co

2.900

03/15/52

650,727‌

225,000

(e),(f)

Smurfit

Kappa

Treasury

ULC

5.438

04/03/34

225,086‌

300,000

(e),(f)

Smurfit

Kappa

Treasury

ULC

5.777

04/03/54

303,449‌

650,000

Sonoco

Products

Co

2.250

02/01/27

602,215‌

750,000

Sonoco

Products

Co

3.125

05/01/30

670,245‌

1,000,000

Sonoco

Products

Co

2.850

02/01/32

848,323‌

800,000

Southern

Copper

Corp

3.875

04/23/25

784,086‌

100,000

Southern

Copper

Corp

7.500

07/27/35

115,641‌

1,180,000

Southern

Copper

Corp

6.750

04/16/40

1,308,607‌

2,000,000

Southern

Copper

Corp

5.875

04/23/45

2,008,724‌

100,000

Steel

Dynamics,

Inc

2.400

06/15/25

96,293‌

1,000,000

Steel

Dynamics,

Inc

1.650

10/15/27

891,102‌

750,000

Steel

Dynamics,

Inc

3.450

04/15/30

688,046‌

100,000

Steel

Dynamics,

Inc

3.250

01/15/31

89,048‌

500,000

Steel

Dynamics,

Inc

3.250

10/15/50

332,631‌

700,000

Suzano

Austria

GmbH

2.500

09/15/28

617,810‌

1,900,000

Suzano

Austria

GmbH

6.000

01/15/29

1,909,578‌

1,000,000

Suzano

Austria

GmbH

3.750

01/15/31

883,986‌

1,500,000

Suzano

Austria

GmbH

3.125

01/15/32

1,246,102‌

700,000

Suzano

International

Finance

BV

5.500

01/17/27

697,190‌

2,000,000

Teck

Resources

Ltd

3.900

07/15/30

1,843,657‌

2,000,000

Vale

Overseas

Ltd

3.750

07/08/30

1,798,654‌

4,500,000

Vale

Overseas

Ltd

6.125

06/12/33

4,543,830‌

1,164,000

Vale

Overseas

Ltd

6.875

11/21/36

1,244,105‌

750,000

Vulcan

Materials

Co

4.500

04/01/25

741,375‌

100,000

Vulcan

Materials

Co

3.900

04/01/27

96,907‌

275,000

Vulcan

Materials

Co

3.500

06/01/30

252,048‌

475,000

Vulcan

Materials

Co

4.500

06/15/47

412,941‌

200,000

Vulcan

Materials

Co

4.700

03/01/48

179,736‌

500,000

Westlake

Corp

3.600

08/15/26

480,512‌

1,000,000

Westlake

Corp

3.375

06/15/30

897,451‌

500,000

Westlake

Corp

2.875

08/15/41

346,200‌

500,000

Westlake

Corp

5.000

08/15/46

446,775‌

200,000

Westlake

Corp

4.375

11/15/47

164,300‌

115

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

500,000

Westlake

Corp

3.125

%

08/15/51

$

323,779‌

500,000

Westlake

Corp

3.375

08/15/61

317,757‌

425,000

WRKCo,

Inc

3.750

03/15/25

417,734‌

525,000

WRKCo,

Inc

4.650

03/15/26

518,430‌

300,000

WRKCo,

Inc

3.375

09/15/27

284,526‌

325,000

WRKCo,

Inc

4.000

03/15/28

312,277‌

240,000

WRKCo,

Inc

3.900

06/01/28

228,794‌

950,000

WRKCo,

Inc

4.900

03/15/29

943,055‌

685,000

WRKCo,

Inc

4.200

06/01/32

644,822‌

1,400,000

(a)

WRKCo,

Inc

3.000

06/15/33

1,184,484‌

750,000

Yamana

Gold,

Inc

2.630

08/15/31

625,084‌

TOTAL

MATERIALS

181,159,204‌

MEDIA

&

ENTERTAINMENT

-

0.9%

675,000

Alphabet,

Inc

0.450

08/15/25

635,930‌

1,250,000

Alphabet,

Inc

1.998

08/15/26

1,176,499‌

1,000,000

(a)

Alphabet,

Inc

0.800

08/15/27

889,075‌

850,000

Alphabet,

Inc

1.100

08/15/30

696,039‌

1,000,000

Alphabet,

Inc

1.900

08/15/40

671,731‌

2,800,000

Alphabet,

Inc

2.050

08/15/50

1,675,304‌

1,100,000

Alphabet,

Inc

2.250

08/15/60

633,464‌

200,000

(a)

Baidu,

Inc

3.075

04/07/25

195,093‌

1,000,000

Baidu,

Inc

1.720

04/09/26

931,146‌

500,000

Baidu,

Inc

4.375

03/29/28

489,174‌

500,000

Baidu,

Inc

4.875

11/14/28

498,506‌

300,000

Baidu,

Inc

3.425

04/07/30

273,514‌

750,000

Baidu,

Inc

2.375

10/09/30

635,618‌

1,000,000

Baidu,

Inc

2.375

08/23/31

830,113‌

3,650,000

Charter

Communications

Operating

LLC

4.908

07/23/25

3,605,579‌

950,000

Charter

Communications

Operating

LLC

3.750

02/15/28

881,204‌

2,750,000

Charter

Communications

Operating

LLC

4.200

03/15/28

2,591,954‌

650,000

Charter

Communications

Operating

LLC

2.250

01/15/29

552,975‌

2,000,000

Charter

Communications

Operating

LLC

2.800

04/01/31

1,638,744‌

1,500,000

Charter

Communications

Operating

LLC

2.300

02/01/32

1,157,262‌

500,000

Charter

Communications

Operating

LLC

4.400

04/01/33

443,108‌

2,500,000

(a)

Charter

Communications

Operating

LLC

6.650

02/01/34

2,562,611‌

750,000

Charter

Communications

Operating

LLC

6.384

10/23/35

741,209‌

1,500,000

Charter

Communications

Operating

LLC

5.375

04/01/38

1,303,028‌

1,500,000

Charter

Communications

Operating

LLC

3.500

06/01/41

1,007,214‌

1,000,000

Charter

Communications

Operating

LLC

3.500

03/01/42

667,235‌

1,550,000

Charter

Communications

Operating

LLC

6.484

10/23/45

1,436,575‌

1,400,000

Charter

Communications

Operating

LLC

5.375

05/01/47

1,128,072‌

1,375,000

Charter

Communications

Operating

LLC

5.750

04/01/48

1,157,894‌

1,600,000

Charter

Communications

Operating

LLC

5.125

07/01/49

1,239,765‌

2,500,000

Charter

Communications

Operating

LLC

4.800

03/01/50

1,850,529‌

2,500,000

Charter

Communications

Operating

LLC

3.700

04/01/51

1,546,124‌

3,000,000

Charter

Communications

Operating

LLC

3.900

06/01/52

1,907,898‌

1,000,000

Charter

Communications

Operating

LLC

5.250

04/01/53

791,965‌

2,000,000

Charter

Communications

Operating

LLC

3.850

04/01/61

1,186,659‌

1,500,000

Charter

Communications

Operating

LLC

4.400

12/01/61

979,469‌

1,000,000

Charter

Communications

Operating

LLC

3.950

06/30/62

603,315‌

500,000

Charter

Communications

Operating

LLC

5.500

04/01/63

392,117‌

350,000

Comcast

Corp

3.375

08/15/25

342,042‌

1,550,000

Comcast

Corp

3.950

10/15/25

1,524,110‌

1,950,000

Comcast

Corp

3.150

03/01/26

1,888,012‌

1,025,000

Comcast

Corp

2.350

01/15/27

958,799‌

1,450,000

Comcast

Corp

3.300

02/01/27

1,391,240‌

750,000

Comcast

Corp

5.350

11/15/27

764,303‌

900,000

Comcast

Corp

3.150

02/15/28

848,663‌

2,675,000

Comcast

Corp

4.150

10/15/28

2,610,814‌

1,000,000

Comcast

Corp

4.550

01/15/29

991,951‌

5,000,000

Comcast

Corp

3.400

04/01/30

4,623,891‌

Bond

Index

Fund

March

31,

2024

116

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

3,300,000

Comcast

Corp

4.250

%

10/15/30

$

3,187,955‌

1,950,000

Comcast

Corp

1.950

01/15/31

1,620,264‌

3,850,000

Comcast

Corp

1.500

02/15/31

3,108,388‌

2,250,000

Comcast

Corp

5.500

11/15/32

2,331,570‌

1,925,000

Comcast

Corp

4.250

01/15/33

1,822,678‌

2,000,000

Comcast

Corp

4.650

02/15/33

1,962,698‌

150,000

Comcast

Corp

7.050

03/15/33

169,906‌

2,000,000

Comcast

Corp

4.800

05/15/33

1,973,116‌

200,000

Comcast

Corp

4.200

08/15/34

186,328‌

500,000

Comcast

Corp

4.400

08/15/35

469,335‌

36,000

Comcast

Corp

6.500

11/15/35

39,926‌

3,475,000

Comcast

Corp

3.200

07/15/36

2,854,629‌

3,150,000

Comcast

Corp

3.900

03/01/38

2,744,903‌

1,000,000

Comcast

Corp

3.250

11/01/39

783,713‌

3,800,000

Comcast

Corp

3.750

04/01/40

3,158,711‌

1,275,000

Comcast

Corp

3.400

07/15/46

951,941‌

631,000

Comcast

Corp

3.969

11/01/47

507,197‌

1,500,000

Comcast

Corp

4.000

03/01/48

1,217,378‌

1,407,000

Comcast

Corp

3.999

11/01/49

1,139,145‌

2,525,000

Comcast

Corp

3.450

02/01/50

1,846,465‌

425,000

Comcast

Corp

2.800

01/15/51

271,925‌

2,237,000

Comcast

Corp

2.887

11/01/51

1,452,089‌

1,050,000

Comcast

Corp

2.450

08/15/52

616,021‌

3,750,000

Comcast

Corp

5.350

05/15/53

3,721,866‌

2,708,000

Comcast

Corp

2.937

11/01/56

1,704,974‌

850,000

Comcast

Corp

2.650

08/15/62

485,015‌

6,758,000

Comcast

Corp

2.987

11/01/63

4,150,344‌

2,000,000

Comcast

Corp

5.500

05/15/64

2,002,551‌

200,000

Discovery

Communications

LLC

3.900

11/15/24

197,612‌

350,000

Discovery

Communications

LLC

3.450

03/15/25

342,508‌

200,000

Discovery

Communications

LLC

3.950

06/15/25

196,646‌

500,000

Discovery

Communications

LLC

4.900

03/11/26

495,034‌

2,275,000

Discovery

Communications

LLC

3.950

03/20/28

2,154,286‌

1,000,000

Discovery

Communications

LLC

4.125

05/15/29

937,386‌

250,000

Discovery

Communications

LLC

3.625

05/15/30

223,593‌

1,400,000

Discovery

Communications

LLC

5.200

09/20/47

1,176,249‌

1,400,000

Discovery

Communications

LLC

5.300

05/15/49

1,176,143‌

500,000

Discovery

Communications

LLC

4.650

05/15/50

390,579‌

1,175,000

Discovery

Communications

LLC

4.000

09/15/55

804,136‌

1,000,000

Electronic

Arts,

Inc

1.850

02/15/31

819,325‌

1,000,000

Electronic

Arts,

Inc

2.950

02/15/51

668,452‌

500,000

Fox

Corp

3.050

04/07/25

487,484‌

2,250,000

Fox

Corp

4.709

01/25/29

2,218,504‌

500,000

Fox

Corp

3.500

04/08/30

457,333‌

1,000,000

Fox

Corp

6.500

10/13/33

1,059,183‌

1,500,000

Fox

Corp

5.476

01/25/39

1,427,517‌

650,000

Fox

Corp

5.576

01/25/49

605,290‌

403,000

(a)

Grupo

Televisa

SAB

6.125

01/31/46

400,574‌

1,000,000

Inter-American

Investment

Corp

4.250

02/14/29

989,862‌

100,000

Interpublic

Group

of

Cos,

Inc

4.200

04/15/24

99,946‌

350,000

Interpublic

Group

of

Cos,

Inc

4.650

10/01/28

343,812‌

500,000

Interpublic

Group

of

Cos,

Inc

4.750

03/30/30

490,234‌

1,000,000

Interpublic

Group

of

Cos,

Inc

2.400

03/01/31

837,760‌

500,000

Interpublic

Group

of

Cos,

Inc

5.375

06/15/33

498,853‌

1,000,000

Interpublic

Group

of

Cos,

Inc

3.375

03/01/41

746,330‌

400,000

Interpublic

Group

of

Cos,

Inc

5.400

10/01/48

375,412‌

2,000,000

Meta

Platforms,

Inc

3.500

08/15/27

1,924,274‌

1,500,000

Meta

Platforms,

Inc

4.600

05/15/28

1,499,187‌

1,000,000

Meta

Platforms,

Inc

4.800

05/15/30

1,005,479‌

2,000,000

Meta

Platforms,

Inc

3.850

08/15/32

1,874,130‌

1,500,000

(a)

Meta

Platforms,

Inc

4.950

05/15/33

1,518,287‌

117

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

2,000,000

Meta

Platforms,

Inc

4.450

%

08/15/52

$

1,777,688‌

2,500,000

Meta

Platforms,

Inc

5.600

05/15/53

2,642,340‌

2,500,000

Meta

Platforms,

Inc

4.650

08/15/62

2,244,728‌

1,000,000

Meta

Platforms,

Inc

5.750

05/15/63

1,072,029‌

870,000

NBCUniversal

Media

LLC

4.450

01/15/43

772,431‌

2,500,000

NetFlix,

Inc

4.875

04/15/28

2,496,492‌

2,500,000

NetFlix,

Inc

5.875

11/15/28

2,598,820‌

1,050,000

Omnicom

Group,

Inc

3.600

04/15/26

1,019,828‌

750,000

Omnicom

Group,

Inc

2.450

04/30/30

643,704‌

325,000

Omnicom

Group,

Inc

4.200

06/01/30

309,357‌

700,000

(a)

Omnicom

Group,

Inc

2.600

08/01/31

592,936‌

341,000

Paramount

Global

2.900

01/15/27

311,903‌

200,000

Paramount

Global

3.375

02/15/28

178,307‌

1,300,000

Paramount

Global

3.700

06/01/28

1,151,857‌

500,000

Paramount

Global

4.200

06/01/29

449,002‌

500,000

Paramount

Global

7.875

07/30/30

522,339‌

1,000,000

(a)

Paramount

Global

4.950

01/15/31

890,557‌

1,500,000

(a)

Paramount

Global

4.200

05/19/32

1,246,130‌

200,000

Paramount

Global

4.850

07/01/42

146,505‌

2,179,000

Paramount

Global

4.375

03/15/43

1,478,744‌

625,000

Paramount

Global

5.850

09/01/43

506,403‌

200,000

Paramount

Global

4.900

08/15/44

142,983‌

800,000

Paramount

Global

4.600

01/15/45

551,105‌

1,000,000

Paramount

Global

4.950

05/19/50

710,888‌

1,000,000

Take-Two

Interactive

Software,

Inc

3.550

04/14/25

981,030‌

375,000

Take-Two

Interactive

Software,

Inc

3.700

04/14/27

359,752‌

1,500,000

Take-Two

Interactive

Software,

Inc

4.950

03/28/28

1,494,234‌

1,000,000

Take-Two

Interactive

Software,

Inc

4.000

04/14/32

923,705‌

500,000

Tencent

Music

Entertainment

Group

1.375

09/03/25

471,881‌

750,000

Tencent

Music

Entertainment

Group

2.000

09/03/30

615,452‌

1,075,000

Time

Warner

Cable

LLC

6.550

05/01/37

1,016,162‌

400,000

Time

Warner

Cable

LLC

7.300

07/01/38

404,063‌

500,000

Time

Warner

Cable

LLC

6.750

06/15/39

476,235‌

890,000

Time

Warner

Cable

LLC

5.875

11/15/40

770,937‌

475,000

Time

Warner

Cable

LLC

5.500

09/01/41

395,410‌

4,375,000

Time

Warner

Cable

LLC

4.500

09/15/42

3,236,653‌

300,000

Time

Warner

Entertainment

Co

LP

8.375

07/15/33

334,826‌

875,000

TWDC

Enterprises

18

Corp

3.150

09/17/25

850,945‌

500,000

TWDC

Enterprises

18

Corp

3.000

02/13/26

482,027‌

475,000

TWDC

Enterprises

18

Corp

1.850

07/30/26

444,524‌

1,500,000

(a)

TWDC

Enterprises

18

Corp

2.950

06/15/27

1,425,972‌

100,000

TWDC

Enterprises

18

Corp

4.375

08/16/41

89,750‌

200,000

TWDC

Enterprises

18

Corp

3.700

12/01/42

165,511‌

1,275,000

TWDC

Enterprises

18

Corp

4.125

06/01/44

1,108,770‌

100,000

TWDC

Enterprises

18

Corp

3.000

07/30/46

70,842‌

150,000

ViacomCBS,

Inc

6.875

04/30/36

141,670‌

700,000

Walt

Disney

Co

3.700

10/15/25

685,739‌

8,000,000

Walt

Disney

Co

1.750

01/13/26

7,562,892‌

2,000,000

Walt

Disney

Co

2.200

01/13/28

1,837,391‌

425,000

Walt

Disney

Co

2.000

09/01/29

370,256‌

500,000

(a)

Walt

Disney

Co

3.800

03/22/30

476,427‌

2,000,000

Walt

Disney

Co

2.650

01/13/31

1,760,742‌

229,000

Walt

Disney

Co

6.400

12/15/35

255,908‌

325,000

Walt

Disney

Co

6.650

11/15/37

373,528‌

1,000,000

Walt

Disney

Co

3.500

05/13/40

822,040‌

1,425,000

Walt

Disney

Co

6.150

02/15/41

1,569,022‌

225,000

Walt

Disney

Co

5.400

10/01/43

229,621‌

500,000

Walt

Disney

Co

4.750

09/15/44

469,536‌

300,000

Walt

Disney

Co

4.950

10/15/45

285,670‌

700,000

Walt

Disney

Co

4.750

11/15/46

645,695‌

1,600,000

Walt

Disney

Co

2.750

09/01/49

1,062,762‌

Bond

Index

Fund

March

31,

2024

118

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

3,000,000

(a)

Walt

Disney

Co

4.700

%

03/23/50

$

2,812,299‌

4,500,000

Walt

Disney

Co

3.600

01/13/51

3,486,024‌

1,000,000

Walt

Disney

Co

3.800

05/13/60

780,461‌

2,000,000

Warnermedia

Holdings,

Inc

3.638

03/15/25

1,960,263‌

7,000,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

6,680,294‌

3,325,000

Warnermedia

Holdings,

Inc

4.054

03/15/29

3,112,618‌

2,625,000

Warnermedia

Holdings,

Inc

4.279

03/15/32

2,344,751‌

2,750,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

2,363,606‌

5,850,000

Warnermedia

Holdings,

Inc

5.141

03/15/52

4,855,485‌

2,975,000

Warnermedia

Holdings,

Inc

5.391

03/15/62

2,468,885‌

900,000

(a)

Weibo

Corp

3.375

07/08/30

781,201‌

1,500,000

WPP

Finance

2010

3.750

09/19/24

1,484,777‌

TOTAL

MEDIA

&

ENTERTAINMENT

224,725,287‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.4%

1,575,000

AbbVie,

Inc

3.600

05/14/25

1,545,822‌

4,150,000

AbbVie,

Inc

3.200

05/14/26

4,005,505‌

4,000,000

AbbVie,

Inc

2.950

11/21/26

3,809,592‌

1,950,000

AbbVie,

Inc

4.800

03/15/29

1,952,861‌

6,750,000

AbbVie,

Inc

3.200

11/21/29

6,220,106‌

3,000,000

AbbVie,

Inc

4.950

03/15/31

3,021,409‌

1,500,000

AbbVie,

Inc

5.050

03/15/34

1,518,592‌

2,250,000

AbbVie,

Inc

4.550

03/15/35

2,174,728‌

1,925,000

AbbVie,

Inc

4.500

05/14/35

1,850,570‌

675,000

AbbVie,

Inc

4.300

05/14/36

633,742‌

3,300,000

AbbVie,

Inc

4.050

11/21/39

2,938,318‌

2,175,000

AbbVie,

Inc

4.400

11/06/42

1,974,140‌

3,000,000

AbbVie,

Inc

5.350

03/15/44

3,058,950‌

1,625,000

AbbVie,

Inc

4.850

06/15/44

1,552,212‌

1,310,000

AbbVie,

Inc

4.750

03/15/45

1,233,682‌

925,000

AbbVie,

Inc

4.700

05/14/45

864,962‌

1,350,000

AbbVie,

Inc

4.450

05/14/46

1,212,239‌

1,150,000

AbbVie,

Inc

4.875

11/14/48

1,099,993‌

4,975,000

AbbVie,

Inc

4.250

11/21/49

4,308,622‌

1,050,000

AbbVie,

Inc

5.400

03/15/54

1,080,759‌

3,000,000

AbbVie,

Inc

5.500

03/15/64

3,085,215‌

200,000

Agilent

Technologies,

Inc

3.050

09/22/26

190,514‌

500,000

(a)

Agilent

Technologies,

Inc

2.750

09/15/29

449,423‌

1,000,000

Agilent

Technologies,

Inc

2.100

06/04/30

844,756‌

1,000,000

Agilent

Technologies,

Inc

2.300

03/12/31

839,899‌

950,000

Amgen,

Inc

3.625

05/22/24

947,244‌

775,000

Amgen,

Inc

3.125

05/01/25

756,314‌

1,225,000

Amgen,

Inc

2.600

08/19/26

1,160,032‌

3,250,000

Amgen,

Inc

2.200

02/21/27

3,009,460‌

775,000

Amgen,

Inc

3.200

11/02/27

731,845‌

5,000,000

Amgen,

Inc

5.150

03/02/28

5,032,052‌

1,500,000

Amgen,

Inc

1.650

08/15/28

1,312,104‌

1,000,000

Amgen,

Inc

4.050

08/18/29

961,184‌

1,000,000

Amgen,

Inc

2.450

02/21/30

874,432‌

1,175,000

Amgen,

Inc

5.250

03/02/30

1,192,858‌

500,000

Amgen,

Inc

2.300

02/25/31

422,698‌

850,000

Amgen,

Inc

3.350

02/22/32

758,958‌

1,000,000

Amgen,

Inc

4.200

03/01/33

934,682‌

2,300,000

Amgen,

Inc

5.250

03/02/33

2,319,348‌

1,325,000

Amgen,

Inc

3.150

02/21/40

1,018,074‌

1,500,000

Amgen,

Inc

2.800

08/15/41

1,086,758‌

126,000

Amgen,

Inc

5.150

11/15/41

121,726‌

1,900,000

Amgen,

Inc

5.600

03/02/43

1,933,106‌

2,675,000

Amgen,

Inc

4.400

05/01/45

2,324,026‌

2,128,000

Amgen,

Inc

4.563

06/15/48

1,875,304‌

2,575,000

Amgen,

Inc

3.375

02/21/50

1,879,475‌

2,447,000

Amgen,

Inc

4.663

06/15/51

2,167,316‌

119

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,000,000

Amgen,

Inc

3.000

%

01/15/52

$

677,157‌

1,000,000

Amgen,

Inc

4.200

02/22/52

822,520‌

1,000,000

Amgen,

Inc

4.875

03/01/53

910,441‌

2,950,000

Amgen,

Inc

5.650

03/02/53

3,005,918‌

172,000

Amgen,

Inc

2.770

09/01/53

106,519‌

1,000,000

Amgen,

Inc

4.400

02/22/62

823,865‌

1,250,000

Amgen,

Inc

5.750

03/02/63

1,274,937‌

2,000,000

AstraZeneca

Finance

LLC

1.200

05/28/26

1,847,465‌

1,000,000

AstraZeneca

Finance

LLC

4.875

03/03/28

1,002,414‌

2,000,000

AstraZeneca

Finance

LLC

1.750

05/28/28

1,775,761‌

1,500,000

AstraZeneca

Finance

LLC

4.850

02/26/29

1,504,232‌

1,000,000

AstraZeneca

Finance

LLC

4.900

03/03/30

1,007,563‌

1,500,000

AstraZeneca

Finance

LLC

4.900

02/26/31

1,504,956‌

1,500,000

AstraZeneca

Finance

LLC

5.000

02/26/34

1,506,161‌

350,000

AstraZeneca

plc

3.375

11/16/25

341,078‌

1,000,000

AstraZeneca

plc

0.700

04/08/26

919,739‌

950,000

AstraZeneca

plc

3.125

06/12/27

904,368‌

1,700,000

AstraZeneca

plc

4.000

01/17/29

1,648,566‌

1,000,000

AstraZeneca

plc

1.375

08/06/30

816,180‌

1,900,000

AstraZeneca

plc

6.450

09/15/37

2,147,836‌

625,000

AstraZeneca

plc

4.000

09/18/42

536,821‌

500,000

AstraZeneca

plc

4.375

11/16/45

447,949‌

750,000

AstraZeneca

plc

4.375

08/17/48

669,623‌

600,000

AstraZeneca

plc

2.125

08/06/50

355,858‌

1,500,000

AstraZeneca

plc

3.000

05/28/51

1,052,686‌

449,000

Baxalta,

Inc

4.000

06/23/25

441,661‌

149,000

Baxalta,

Inc

5.250

06/23/45

145,437‌

875,000

Biogen,

Inc

4.050

09/15/25

858,718‌

1,800,000

Biogen,

Inc

2.250

05/01/30

1,519,404‌

1,375,000

Biogen,

Inc

3.150

05/01/50

919,569‌

1,346,000

Biogen,

Inc

3.250

02/15/51

930,899‌

200,000

Bio-Rad

Laboratories,

Inc

3.300

03/15/27

189,651‌

525,000

Bio-Rad

Laboratories,

Inc

3.700

03/15/32

472,050‌

2,000,000

Bristol-Myers

Squibb

Co

0.750

11/13/25

1,868,889‌

1,000,000

Bristol-Myers

Squibb

Co

1.125

11/13/27

882,065‌

1,275,000

Bristol-Myers

Squibb

Co

3.900

02/20/28

1,238,190‌

2,500,000

Bristol-Myers

Squibb

Co

4.900

02/22/29

2,510,523‌

874,000

Bristol-Myers

Squibb

Co

3.400

07/26/29

820,980‌

1,150,000

Bristol-Myers

Squibb

Co

1.450

11/13/30

933,940‌

1,500,000

Bristol-Myers

Squibb

Co

5.750

02/01/31

1,574,312‌

2,500,000

Bristol-Myers

Squibb

Co

5.100

02/22/31

2,524,175‌

1,400,000

Bristol-Myers

Squibb

Co

2.950

03/15/32

1,222,816‌

1,250,000

(a)

Bristol-Myers

Squibb

Co

5.900

11/15/33

1,335,791‌

3,500,000

Bristol-Myers

Squibb

Co

5.200

02/22/34

3,553,637‌

1,700,000

Bristol-Myers

Squibb

Co

4.125

06/15/39

1,506,436‌

125,000

Bristol-Myers

Squibb

Co

2.350

11/13/40

85,439‌

375,000

Bristol-Myers

Squibb

Co

3.550

03/15/42

300,744‌

650,000

Bristol-Myers

Squibb

Co

3.250

08/01/42

496,704‌

2,500,000

Bristol-Myers

Squibb

Co

5.500

02/22/44

2,558,550‌

500,000

Bristol-Myers

Squibb

Co

4.350

11/15/47

431,743‌

1,786,000

Bristol-Myers

Squibb

Co

4.550

02/20/48

1,597,648‌

3,900,000

Bristol-Myers

Squibb

Co

4.250

10/26/49

3,330,594‌

1,500,000

Bristol-Myers

Squibb

Co

2.550

11/13/50

923,164‌

2,075,000

Bristol-Myers

Squibb

Co

3.700

03/15/52

1,593,270‌

1,250,000

Bristol-Myers

Squibb

Co

6.250

11/15/53

1,408,062‌

3,500,000

Bristol-Myers

Squibb

Co

5.550

02/22/54

3,599,344‌

1,000,000

Bristol-Myers

Squibb

Co

3.900

03/15/62

762,362‌

1,250,000

Bristol-Myers

Squibb

Co

6.400

11/15/63

1,428,636‌

2,500,000

Bristol-Myers

Squibb

Co

5.650

02/22/64

2,571,933‌

200,000

Danaher

Corp

3.350

09/15/25

195,611‌

200,000

Danaher

Corp

4.375

09/15/45

178,680‌

Bond

Index

Fund

March

31,

2024

120

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

400,000

Danaher

Corp

2.600

%

10/01/50

$

253,525‌

750,000

Danaher

Corp

2.800

12/10/51

493,936‌

975,000

Eli

Lilly

&

Co

2.750

06/01/25

949,388‌

950,000

Eli

Lilly

&

Co

3.100

05/15/27

904,300‌

1,500,000

Eli

Lilly

&

Co

4.500

02/09/29

1,494,771‌

850,000

Eli

Lilly

&

Co

4.700

02/27/33

847,807‌

1,500,000

Eli

Lilly

&

Co

4.700

02/09/34

1,491,644‌

1,300,000

Eli

Lilly

&

Co

2.250

05/15/50

795,017‌

1,550,000

Eli

Lilly

&

Co

4.875

02/27/53

1,513,617‌

1,500,000

Eli

Lilly

&

Co

5.000

02/09/54

1,491,553‌

750,000

Eli

Lilly

&

Co

2.500

09/15/60

441,907‌

1,425,000

Eli

Lilly

&

Co

4.950

02/27/63

1,386,131‌

1,500,000

Eli

Lilly

&

Co

5.100

02/09/64

1,492,812‌

1,125,000

Gilead

Sciences,

Inc

3.650

03/01/26

1,096,084‌

525,000

Gilead

Sciences,

Inc

2.950

03/01/27

499,170‌

5,815,000

Gilead

Sciences,

Inc

1.650

10/01/30

4,790,097‌

1,500,000

Gilead

Sciences,

Inc

5.250

10/15/33

1,530,702‌

450,000

Gilead

Sciences,

Inc

4.600

09/01/35

431,182‌

1,300,000

Gilead

Sciences,

Inc

4.000

09/01/36

1,166,191‌

325,000

Gilead

Sciences,

Inc

2.600

10/01/40

229,360‌

250,000

Gilead

Sciences,

Inc

5.650

12/01/41

257,258‌

1,025,000

Gilead

Sciences,

Inc

4.800

04/01/44

954,214‌

950,000

Gilead

Sciences,

Inc

4.500

02/01/45

845,443‌

925,000

Gilead

Sciences,

Inc

4.750

03/01/46

849,525‌

1,525,000

Gilead

Sciences,

Inc

4.150

03/01/47

1,280,964‌

2,600,000

Gilead

Sciences,

Inc

2.800

10/01/50

1,694,786‌

1,000,000

Gilead

Sciences,

Inc

5.550

10/15/53

1,035,081‌

2,900,000

GlaxoSmithKline

Capital

plc

3.375

06/01/29

2,733,050‌

950,000

GlaxoSmithKline

Capital,

Inc

3.625

05/15/25

934,930‌

925,000

GlaxoSmithKline

Capital,

Inc

3.875

05/15/28

899,391‌

350,000

GlaxoSmithKline

Capital,

Inc

5.375

04/15/34

373,869‌

1,243,000

GlaxoSmithKline

Capital,

Inc

6.375

05/15/38

1,405,491‌

850,000

GlaxoSmithKline

Capital,

Inc

4.200

03/18/43

760,196‌

1,000,000

Illumina,

Inc

5.750

12/13/27

1,011,547‌

1,500,000

Illumina,

Inc

2.550

03/23/31

1,239,806‌

2,000,000

Johnson

&

Johnson

0.550

09/01/25

1,881,128‌

1,000,000

Johnson

&

Johnson

2.450

03/01/26

958,162‌

2,000,000

Johnson

&

Johnson

0.950

09/01/27

1,779,714‌

2,000,000

Johnson

&

Johnson

1.300

09/01/30

1,654,396‌

1,000,000

Johnson

&

Johnson

4.375

12/05/33

996,614‌

250,000

Johnson

&

Johnson

3.550

03/01/36

222,299‌

450,000

Johnson

&

Johnson

3.625

03/03/37

399,340‌

250,000

Johnson

&

Johnson

5.950

08/15/37

276,855‌

675,000

Johnson

&

Johnson

3.400

01/15/38

578,772‌

375,000

Johnson

&

Johnson

5.850

07/15/38

413,629‌

1,000,000

Johnson

&

Johnson

2.100

09/01/40

687,490‌

300,000

Johnson

&

Johnson

4.500

12/05/43

287,421‌

1,200,000

Johnson

&

Johnson

3.700

03/01/46

1,002,079‌

1,625,000

Johnson

&

Johnson

3.750

03/03/47

1,350,183‌

2,100,000

Johnson

&

Johnson

3.500

01/15/48

1,671,938‌

1,500,000

Johnson

&

Johnson

2.250

09/01/50

936,313‌

1,000,000

Johnson

&

Johnson

2.450

09/01/60

595,464‌

2,875,000

Merck

&

Co,

Inc

0.750

02/24/26

2,666,109‌

2,000,000

Merck

&

Co,

Inc

1.700

06/10/27

1,822,836‌

1,000,000

Merck

&

Co,

Inc

4.050

05/17/28

983,013‌

1,500,000

Merck

&

Co,

Inc

1.900

12/10/28

1,330,368‌

1,000,000

Merck

&

Co,

Inc

4.300

05/17/30

977,942‌

3,175,000

Merck

&

Co,

Inc

1.450

06/24/30

2,614,889‌

1,150,000

Merck

&

Co,

Inc

2.150

12/10/31

962,507‌

1,000,000

Merck

&

Co,

Inc

4.500

05/17/33

977,816‌

1,475,000

Merck

&

Co,

Inc

3.900

03/07/39

1,303,500‌

121

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

425,000

Merck

&

Co,

Inc

2.350

%

06/24/40

$

298,873‌

100,000

Merck

&

Co,

Inc

3.600

09/15/42

81,826‌

925,000

Merck

&

Co,

Inc

4.150

05/18/43

817,454‌

1,250,000

Merck

&

Co,

Inc

4.900

05/17/44

1,214,569‌

1,825,000

Merck

&

Co,

Inc

3.700

02/10/45

1,489,363‌

1,600,000

Merck

&

Co,

Inc

4.000

03/07/49

1,343,499‌

375,000

Merck

&

Co,

Inc

2.450

06/24/50

232,419‌

625,000

Merck

&

Co,

Inc

2.750

12/10/51

408,598‌

1,375,000

Merck

&

Co,

Inc

5.000

05/17/53

1,346,181‌

1,100,000

Merck

&

Co,

Inc

2.900

12/10/61

690,852‌

1,500,000

Merck

&

Co,

Inc

5.150

05/17/63

1,485,538‌

500,000

Mylan,

Inc

4.550

04/15/28

483,073‌

700,000

Mylan,

Inc

5.200

04/15/48

578,596‌

725,000

Novartis

Capital

Corp

3.000

11/20/25

704,169‌

3,500,000

Novartis

Capital

Corp

2.000

02/14/27

3,260,012‌

2,300,000

Novartis

Capital

Corp

3.100

05/17/27

2,201,044‌

1,000,000

Novartis

Capital

Corp

2.200

08/14/30

867,690‌

400,000

Novartis

Capital

Corp

3.700

09/21/42

336,402‌

1,025,000

Novartis

Capital

Corp

4.400

05/06/44

944,146‌

1,000,000

Novartis

Capital

Corp

4.000

11/20/45

864,396‌

750,000

Novartis

Capital

Corp

2.750

08/14/50

507,700‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/28

4,928,857‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.650

05/19/30

4,951,486‌

1,300,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750

05/19/33

1,279,959‌

3,850,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.110

05/19/43

3,764,737‌

3,775,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

3,753,234‌

4,500,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.340

05/19/63

4,409,468‌

1,175,000

Pfizer,

Inc

3.400

05/15/24

1,171,799‌

3,000,000

Pfizer,

Inc

0.800

05/28/25

2,858,543‌

350,000

Pfizer,

Inc

2.750

06/03/26

335,641‌

2,850,000

Pfizer,

Inc

3.000

12/15/26

2,727,906‌

950,000

(a)

Pfizer,

Inc

3.600

09/15/28

910,809‌

1,550,000

Pfizer,

Inc

3.450

03/15/29

1,467,616‌

1,500,000

Pfizer,

Inc

1.750

08/18/31

1,223,912‌

425,000

Pfizer,

Inc

4.000

12/15/36

386,614‌

500,000

Pfizer,

Inc

4.100

09/15/38

452,275‌

875,000

Pfizer,

Inc

3.900

03/15/39

757,365‌

350,000

Pfizer,

Inc

7.200

03/15/39

421,967‌

1,250,000

Pfizer,

Inc

2.550

05/28/40

892,925‌

625,000

Pfizer,

Inc

4.300

06/15/43

555,231‌

1,100,000

Pfizer,

Inc

4.400

05/15/44

1,008,044‌

1,875,000

Pfizer,

Inc

4.125

12/15/46

1,602,544‌

1,200,000

Pfizer,

Inc

4.200

09/15/48

1,032,452‌

2,100,000

Pfizer,

Inc

4.000

03/15/49

1,756,777‌

1,000,000

Pfizer,

Inc

2.700

05/28/50

669,670‌

1,000,000

Regeneron

Pharmaceuticals,

Inc

1.750

09/15/30

818,408‌

500,000

Regeneron

Pharmaceuticals,

Inc

2.800

09/15/50

314,883‌

500,000

Revvity,

Inc

3.300

09/15/29

453,882‌

1,000,000

Revvity,

Inc

2.550

03/15/31

842,326‌

300,000

Revvity,

Inc

2.250

09/15/31

246,097‌

1,000,000

Revvity,

Inc

3.625

03/15/51

700,868‌

1,000,000

Royalty

Pharma

plc

1.200

09/02/25

941,240‌

375,000

Royalty

Pharma

plc

2.200

09/02/30

311,561‌

1,000,000

Royalty

Pharma

plc

3.300

09/02/40

745,221‌

1,000,000

Royalty

Pharma

plc

3.550

09/02/50

688,946‌

1,000,000

Royalty

Pharma

plc

3.350

09/02/51

657,771‌

500,000

Sanofi

3.625

06/19/28

483,423‌

1,400,000

Shire

Acquisitions

Investments

Ireland

DAC

3.200

09/23/26

1,339,084‌

2,100,000

Takeda

Pharmaceutical

Co

Ltd

5.000

11/26/28

2,103,122‌

700,000

Takeda

Pharmaceutical

Co

Ltd

2.050

03/31/30

593,563‌

2,050,000

Takeda

Pharmaceutical

Co

Ltd

3.025

07/09/40

1,544,870‌

Bond

Index

Fund

March

31,

2024

122

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,150,000

Takeda

Pharmaceutical

Co

Ltd

3.175

%

07/09/50

$

801,434‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

3.375

07/09/60

675,705‌

500,000

Thermo

Fisher

Scientific,

Inc

4.800

11/21/27

500,462‌

1,000,000

Thermo

Fisher

Scientific,

Inc

1.750

10/15/28

882,490‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5.000

01/31/29

1,009,476‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2.600

10/01/29

1,345,949‌

1,500,000

Thermo

Fisher

Scientific,

Inc

4.977

08/10/30

1,510,737‌

275,000

Thermo

Fisher

Scientific,

Inc

2.000

10/15/31

226,557‌

500,000

Thermo

Fisher

Scientific,

Inc

4.950

11/21/32

502,153‌

1,500,000

Thermo

Fisher

Scientific,

Inc

5.086

08/10/33

1,516,480‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5.200

01/31/34

1,019,832‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2.800

10/15/41

1,097,099‌

1,500,000

Thermo

Fisher

Scientific,

Inc

5.404

08/10/43

1,533,875‌

200,000

Thermo

Fisher

Scientific,

Inc

5.300

02/01/44

200,434‌

200,000

Thermo

Fisher

Scientific,

Inc

4.100

08/15/47

170,032‌

2,800,000

Utah

Acquisition

Sub,

Inc

3.950

06/15/26

2,705,173‌

750,000

Utah

Acquisition

Sub,

Inc

5.250

06/15/46

622,212‌

1,000,000

Viatris,

Inc

1.650

06/22/25

950,953‌

400,000

Viatris,

Inc

2.300

06/22/27

363,212‌

375,000

Viatris,

Inc

2.700

06/22/30

317,936‌

600,000

Viatris,

Inc

3.850

06/22/40

443,129‌

1,950,000

Viatris,

Inc

4.000

06/22/50

1,343,393‌

150,000

Wyeth

LLC

6.500

02/01/34

166,141‌

275,000

Wyeth

LLC

5.950

04/01/37

297,081‌

300,000

Zoetis,

Inc

4.500

11/13/25

296,149‌

425,000

Zoetis,

Inc

3.000

09/12/27

398,220‌

500,000

Zoetis,

Inc

3.900

08/20/28

481,100‌

2,000,000

Zoetis,

Inc

5.600

11/16/32

2,075,690‌

900,000

Zoetis,

Inc

4.700

02/01/43

823,911‌

650,000

Zoetis,

Inc

3.950

09/12/47

527,722‌

200,000

Zoetis,

Inc

4.450

08/20/48

176,568‌

375,000

Zoetis,

Inc

3.000

05/15/50

258,319‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

329,214,489‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

500,000

CBRE

Services,

Inc

4.875

03/01/26

494,722‌

500,000

CBRE

Services,

Inc

5.500

04/01/29

503,019‌

1,000,000

CBRE

Services,

Inc

2.500

04/01/31

827,492‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

1,825,233‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

500,000

Advanced

Micro

Devices,

Inc

3.924

06/01/32

470,235‌

500,000

Advanced

Micro

Devices,

Inc

4.393

06/01/52

443,345‌

250,000

Analog

Devices,

Inc

2.950

04/01/25

244,272‌

1,175,000

Analog

Devices,

Inc

3.500

12/05/26

1,135,239‌

400,000

Analog

Devices,

Inc

3.450

06/15/27

382,514‌

1,000,000

Analog

Devices,

Inc

1.700

10/01/28

878,553‌

600,000

Analog

Devices,

Inc

2.100

10/01/31

497,583‌

300,000

Analog

Devices,

Inc

2.800

10/01/41

217,785‌

1,000,000

Analog

Devices,

Inc

2.950

10/01/51

678,156‌

1,000,000

Applied

Materials,

Inc

3.300

04/01/27

961,228‌

950,000

Applied

Materials,

Inc

1.750

06/01/30

800,379‌

250,000

Applied

Materials,

Inc

5.100

10/01/35

256,521‌

100,000

Applied

Materials,

Inc

5.850

06/15/41

108,656‌

1,200,000

Applied

Materials,

Inc

4.350

04/01/47

1,081,171‌

775,000

Applied

Materials,

Inc

2.750

06/01/50

531,304‌

2,000,000

(f)

Broadcom,

Inc

1.950

02/15/28

1,783,421‌

300,000

(f)

Broadcom,

Inc

4.000

04/15/29

285,775‌

343,000

Broadcom,

Inc

4.150

11/15/30

324,336‌

1,500,000

(f)

Broadcom,

Inc

2.450

02/15/31

1,264,531‌

625,000

(f)

Broadcom,

Inc

4.150

04/15/32

579,837‌

1,500,000

Broadcom,

Inc

4.300

11/15/32

1,409,413‌

123

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

$

1,500,000

(f)

Broadcom,

Inc

2.600

%

02/15/33

$

1,218,241‌

5,883,000

(f)

Broadcom,

Inc

3.419

04/15/33

5,099,970‌

2,522,000

(f)

Broadcom,

Inc

3.469

04/15/34

2,161,125‌

6,327,000

(f)

Broadcom,

Inc

3.137

11/15/35

5,111,592‌

4,043,000

(f)

Broadcom,

Inc

3.187

11/15/36

3,217,629‌

3,336,000

(f)

Broadcom,

Inc

4.926

05/15/37

3,166,085‌

850,000

(f)

Broadcom,

Inc

3.500

02/15/41

659,738‌

3,000,000

(f)

Broadcom,

Inc

3.750

02/15/51

2,272,367‌

2,050,000

Intel

Corp

3.700

07/29/25

2,009,028‌

2,480,000

Intel

Corp

2.600

05/19/26

2,360,172‌

1,000,000

Intel

Corp

3.750

08/05/27

966,862‌

2,000,000

Intel

Corp

4.875

02/10/28

2,004,936‌

1,500,000

Intel

Corp

1.600

08/12/28

1,316,262‌

1,000,000

Intel

Corp

4.000

08/05/29

967,354‌

2,500,000

Intel

Corp

2.450

11/15/29

2,214,400‌

1,000,000

Intel

Corp

5.125

02/10/30

1,015,207‌

1,500,000

Intel

Corp

3.900

03/25/30

1,427,246‌

1,500,000

Intel

Corp

5.000

02/21/31

1,501,538‌

2,000,000

Intel

Corp

2.000

08/12/31

1,643,493‌

1,000,000

Intel

Corp

4.150

08/05/32

949,761‌

250,000

Intel

Corp

4.000

12/15/32

233,650‌

1,500,000

Intel

Corp

5.200

02/10/33

1,520,801‌

2,000,000

Intel

Corp

5.150

02/21/34

2,004,557‌

1,000,000

Intel

Corp

2.800

08/12/41

722,991‌

1,000,000

Intel

Corp

5.625

02/10/43

1,033,961‌

200,000

Intel

Corp

4.100

05/19/46

169,021‌

675,000

Intel

Corp

4.100

05/11/47

565,569‌

3,328,000

Intel

Corp

3.734

12/08/47

2,585,543‌

2,500,000

Intel

Corp

3.250

11/15/49

1,763,886‌

3,175,000

Intel

Corp

4.750

03/25/50

2,875,917‌

1,000,000

Intel

Corp

3.050

08/12/51

674,052‌

1,000,000

Intel

Corp

4.900

08/05/52

933,504‌

1,500,000

Intel

Corp

5.700

02/10/53

1,550,587‌

550,000

Intel

Corp

5.600

02/21/54

560,394‌

1,000,000

Intel

Corp

3.100

02/15/60

635,083‌

1,000,000

Intel

Corp

5.050

08/05/62

940,375‌

1,000,000

Intel

Corp

5.900

02/10/63

1,060,944‌

300,000

KLA

Corp

4.100

03/15/29

292,984‌

850,000

KLA

Corp

4.650

07/15/32

836,450‌

1,000,000

KLA

Corp

4.700

02/01/34

984,525‌

500,000

KLA

Corp

5.000

03/15/49

485,757‌

1,000,000

KLA

Corp

3.300

03/01/50

734,026‌

1,500,000

KLA

Corp

4.950

07/15/52

1,445,774‌

500,000

KLA

Corp

5.250

07/15/62

495,407‌

200,000

Lam

Research

Corp

3.800

03/15/25

197,128‌

150,000

Lam

Research

Corp

3.750

03/15/26

146,509‌

275,000

Lam

Research

Corp

4.000

03/15/29

266,588‌

125,000

Lam

Research

Corp

1.900

06/15/30

105,666‌

825,000

Lam

Research

Corp

4.875

03/15/49

785,663‌

200,000

Lam

Research

Corp

2.875

06/15/50

136,574‌

1,200,000

Lam

Research

Corp

3.125

06/15/60

800,200‌

1,000,000

Marvell

Technology,

Inc

1.650

04/15/26

930,103‌

1,000,000

Marvell

Technology,

Inc

2.450

04/15/28

901,629‌

350,000

Marvell

Technology,

Inc

4.875

06/22/28

345,374‌

1,000,000

Marvell

Technology,

Inc

5.950

09/15/33

1,036,313‌

1,425,000

Microchip

Technology,

Inc

5.050

03/15/29

1,425,214‌

425,000

Micron

Technology,

Inc

4.975

02/06/26

422,699‌

750,000

Micron

Technology,

Inc

4.185

02/15/27

730,812‌

1,000,000

Micron

Technology,

Inc

5.375

04/15/28

1,009,873‌

400,000

Micron

Technology,

Inc

5.327

02/06/29

403,637‌

1,000,000

Micron

Technology,

Inc

6.750

11/01/29

1,073,360‌

Bond

Index

Fund

March

31,

2024

124

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

$

500,000

Micron

Technology,

Inc

4.663

%

02/15/30

$

488,392‌

500,000

Micron

Technology,

Inc

5.300

01/15/31

502,892‌

1,000,000

Micron

Technology,

Inc

2.703

04/15/32

834,823‌

1,000,000

Micron

Technology,

Inc

5.875

02/09/33

1,034,804‌

1,000,000

(a)

Micron

Technology,

Inc

5.875

09/15/33

1,036,771‌

750,000

Micron

Technology,

Inc

3.366

11/01/41

557,206‌

750,000

Micron

Technology,

Inc

3.477

11/01/51

534,014‌

800,000

NVIDIA

Corp

3.200

09/16/26

772,684‌

1,000,000

NVIDIA

Corp

1.550

06/15/28

891,531‌

750,000

NVIDIA

Corp

2.850

04/01/30

680,759‌

1,500,000

NVIDIA

Corp

2.000

06/15/31

1,267,454‌

1,000,000

NVIDIA

Corp

3.500

04/01/40

846,683‌

2,067,000

NVIDIA

Corp

3.500

04/01/50

1,645,577‌

300,000

(f)

NXP

BV

2.700

05/01/25

291,118‌

425,000

NXP

BV

5.350

03/01/26

425,113‌

750,000

NXP

BV

3.875

06/18/26

728,043‌

300,000

NXP

BV

3.150

05/01/27

283,531‌

175,000

NXP

BV

4.400

06/01/27

171,561‌

400,000

NXP

BV

5.550

12/01/28

406,132‌

750,000

NXP

BV

4.300

06/18/29

722,692‌

675,000

NXP

BV

3.400

05/01/30

612,655‌

2,000,000

NXP

BV

2.500

05/11/31

1,674,517‌

1,000,000

NXP

BV

2.650

02/15/32

830,993‌

500,000

NXP

BV

5.000

01/15/33

489,192‌

875,000

(f)

NXP

BV

3.250

05/11/41

649,823‌

325,000

NXP

BV

3.125

02/15/42

234,350‌

500,000

NXP

BV

3.250

11/30/51

340,720‌

2,000,000

Qorvo,

Inc

1.750

12/15/24

1,940,853‌

2,800,000

QUALCOMM,

Inc

3.250

05/20/27

2,683,084‌

1,339,000

QUALCOMM,

Inc

1.300

05/20/28

1,173,972‌

1,000,000

QUALCOMM,

Inc

2.150

05/20/30

867,567‌

2,384,000

QUALCOMM,

Inc

1.650

05/20/32

1,888,399‌

1,000,000

(a)

QUALCOMM,

Inc

5.400

05/20/33

1,048,517‌

750,000

QUALCOMM,

Inc

4.650

05/20/35

743,577‌

650,000

QUALCOMM,

Inc

4.800

05/20/45

622,257‌

1,525,000

QUALCOMM,

Inc

4.300

05/20/47

1,344,555‌

1,000,000

QUALCOMM,

Inc

4.500

05/20/52

897,942‌

1,000,000

QUALCOMM,

Inc

6.000

05/20/53

1,117,756‌

300,000

Skyworks

Solutions,

Inc

1.800

06/01/26

277,939‌

1,000,000

Skyworks

Solutions,

Inc

3.000

06/01/31

838,690‌

1,500,000

Texas

Instruments,

Inc

4.600

02/15/28

1,500,521‌

750,000

Texas

Instruments,

Inc

4.600

02/08/29

751,183‌

1,000,000

Texas

Instruments,

Inc

2.250

09/04/29

885,724‌

325,000

Texas

Instruments,

Inc

1.750

05/04/30

274,486‌

750,000

Texas

Instruments,

Inc

3.650

08/16/32

696,361‌

1,000,000

Texas

Instruments,

Inc

4.900

03/14/33

1,010,087‌

750,000

Texas

Instruments,

Inc

4.850

02/08/34

753,613‌

350,000

Texas

Instruments,

Inc

3.875

03/15/39

313,184‌

2,700,000

Texas

Instruments,

Inc

4.150

05/15/48

2,324,496‌

1,000,000

Texas

Instruments,

Inc

2.700

09/15/51

651,444‌

1,000,000

Texas

Instruments,

Inc

5.000

03/14/53

981,124‌

750,000

Texas

Instruments,

Inc

5.150

02/08/54

752,880‌

1,050,000

Texas

Instruments,

Inc

5.050

05/18/63

1,022,574‌

550,000

TSMC

Arizona

Corp

1.750

10/25/26

506,765‌

350,000

TSMC

Arizona

Corp

3.875

04/22/27

339,809‌

1,000,000

TSMC

Arizona

Corp

4.125

04/22/29

973,998‌

1,000,000

TSMC

Arizona

Corp

2.500

10/25/31

854,588‌

1,000,000

TSMC

Arizona

Corp

4.250

04/22/32

974,019‌

1,000,000

TSMC

Arizona

Corp

3.125

10/25/41

801,974‌

1,000,000

TSMC

Arizona

Corp

3.250

10/25/51

765,948‌

500,000

TSMC

Arizona

Corp

4.500

04/22/52

481,264‌

125

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

$

1,000,000

Xilinx,

Inc

2.375

%

06/01/30

$

867,666‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

144,323,206‌

SOFTWARE

&

SERVICES

-

0.7%

1,000,000

Adobe,

Inc

2.150

02/01/27

933,689‌

925,000

Adobe,

Inc

2.300

02/01/30

814,041‌

1,000,000

Amdocs

Ltd

2.538

06/15/30

856,417‌

250,000

Autodesk,

Inc

4.375

06/15/25

247,379‌

450,000

Autodesk,

Inc

3.500

06/15/27

430,517‌

750,000

Autodesk,

Inc

2.850

01/15/30

670,155‌

1,000,000

Autodesk,

Inc

2.400

12/15/31

837,513‌

1,000,000

Booz

Allen

Hamilton,

Inc

5.950

08/04/33

1,034,507‌

1,000,000

CDW

LLC

3.276

12/01/28

911,440‌

1,000,000

CGI,

Inc

1.450

09/14/26

910,493‌

1,000,000

CGI,

Inc

2.300

09/14/31

805,033‌

1,000,000

DXC

Technology

Co

1.800

09/15/26

911,843‌

1,000,000

Fortinet,

Inc

1.000

03/15/26

919,988‌

500,000

Genpact

Luxembourg

Sarl

3.375

12/01/24

492,970‌

1,000,000

Genpact

Luxembourg

Sarl

1.750

04/10/26

927,885‌

1,000,000

IBM

International

Capital

Pte

Ltd

4.600

02/05/29

985,828‌

1,000,000

IBM

International

Capital

Pte

Ltd

4.750

02/05/31

981,230‌

1,000,000

IBM

International

Capital

Pte

Ltd

4.900

02/05/34

980,219‌

1,000,000

IBM

International

Capital

Pte

Ltd

5.250

02/05/44

975,812‌

1,000,000

IBM

International

Capital

Pte

Ltd

5.300

02/05/54

976,488‌

1,000,000

International

Business

Machines

Corp

4.000

07/27/25

984,305‌

350,000

International

Business

Machines

Corp

3.450

02/19/26

340,504‌

2,500,000

International

Business

Machines

Corp

3.300

05/15/26

2,412,181‌

1,500,000

International

Business

Machines

Corp

2.200

02/09/27

1,393,722‌

1,000,000

International

Business

Machines

Corp

1.700

05/15/27

907,524‌

1,500,000

International

Business

Machines

Corp

4.500

02/06/28

1,486,507‌

2,675,000

International

Business

Machines

Corp

3.500

05/15/29

2,519,511‌

2,900,000

International

Business

Machines

Corp

1.950

05/15/30

2,451,933‌

1,500,000

International

Business

Machines

Corp

2.720

02/09/32

1,299,240‌

1,500,000

(a)

International

Business

Machines

Corp

4.750

02/06/33

1,475,793‌

1,850,000

International

Business

Machines

Corp

4.150

05/15/39

1,633,345‌

19,000

International

Business

Machines

Corp

5.600

11/30/39

19,773‌

450,000

International

Business

Machines

Corp

2.850

05/15/40

330,942‌

1,060,000

International

Business

Machines

Corp

4.000

06/20/42

894,977‌

1,500,000

International

Business

Machines

Corp

4.700

02/19/46

1,382,380‌

975,000

International

Business

Machines

Corp

2.950

05/15/50

649,622‌

1,500,000

International

Business

Machines

Corp

3.430

02/09/52

1,082,991‌

1,000,000

International

Business

Machines

Corp

4.900

07/27/52

935,425‌

1,000,000

International

Business

Machines

Corp

5.100

02/06/53

968,356‌

300,000

Intuit,

Inc

0.950

07/15/25

284,211‌

350,000

Intuit,

Inc

1.350

07/15/27

312,993‌

1,500,000

Intuit,

Inc

5.125

09/15/28

1,525,654‌

350,000

Intuit,

Inc

1.650

07/15/30

289,293‌

1,500,000

Intuit,

Inc

5.200

09/15/33

1,527,711‌

1,500,000

Intuit,

Inc

5.500

09/15/53

1,557,099‌

750,000

Kyndryl

Holdings,

Inc

2.050

10/15/26

687,059‌

750,000

Kyndryl

Holdings,

Inc

2.700

10/15/28

664,062‌

750,000

Kyndryl

Holdings,

Inc

3.150

10/15/31

631,093‌

1,000,000

Kyndryl

Holdings,

Inc

6.350

02/20/34

1,026,462‌

750,000

Kyndryl

Holdings,

Inc

4.100

10/15/41

575,115‌

500,000

Leidos,

Inc

3.625

05/15/25

488,799‌

100,000

Leidos,

Inc

4.375

05/15/30

94,755‌

1,000,000

Leidos,

Inc

5.750

03/15/33

1,025,157‌

975,000

Microsoft

Corp

2.700

02/12/25

955,066‌

1,075,000

Microsoft

Corp

3.125

11/03/25

1,047,059‌

2,925,000

Microsoft

Corp

2.400

08/08/26

2,776,076‌

475,000

(f)

Microsoft

Corp

3.400

09/15/26

460,054‌

8,739,000

Microsoft

Corp

3.300

02/06/27

8,470,587‌

Bond

Index

Fund

March

31,

2024

126

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

300,000

(f)

Microsoft

Corp

3.400

%

06/15/27

$

289,211‌

250,000

(f)

Microsoft

Corp

1.350

09/15/30

206,357‌

150,000

Microsoft

Corp

3.500

02/12/35

138,159‌

1,072,000

Microsoft

Corp

3.450

08/08/36

959,362‌

300,000

(f)

Microsoft

Corp

4.500

06/15/47

284,284‌

8,038,000

Microsoft

Corp

2.525

06/01/50

5,282,277‌

1,100,000

(f)

Microsoft

Corp

2.500

09/15/50

710,570‌

6,265,000

Microsoft

Corp

2.921

03/17/52

4,429,197‌

7,374,000

Microsoft

Corp

2.675

06/01/60

4,747,414‌

1,073,000

Microsoft

Corp

3.041

03/17/62

747,484‌

1,225,000

Oracle

Corp

3.400

07/08/24

1,217,140‌

900,000

Oracle

Corp

2.950

11/15/24

885,694‌

6,500,000

Oracle

Corp

2.500

04/01/25

6,303,952‌

1,650,000

Oracle

Corp

2.950

05/15/25

1,606,637‌

3,000,000

Oracle

Corp

1.650

03/25/26

2,799,977‌

2,884,000

Oracle

Corp

2.650

07/15/26

2,728,962‌

2,000,000

Oracle

Corp

4.500

05/06/28

1,970,248‌

1,500,000

Oracle

Corp

6.150

11/09/29

1,580,903‌

1,000,000

Oracle

Corp

2.950

04/01/30

889,848‌

1,500,000

Oracle

Corp

4.650

05/06/30

1,470,927‌

400,000

Oracle

Corp

3.250

05/15/30

362,671‌

3,000,000

Oracle

Corp

2.875

03/25/31

2,608,430‌

1,500,000

Oracle

Corp

6.250

11/09/32

1,604,913‌

1,750,000

Oracle

Corp

4.900

02/06/33

1,713,334‌

2,497,000

Oracle

Corp

4.300

07/08/34

2,302,914‌

650,000

Oracle

Corp

3.900

05/15/35

570,401‌

1,225,000

Oracle

Corp

3.850

07/15/36

1,044,426‌

4,000,000

Oracle

Corp

3.800

11/15/37

3,354,121‌

100,000

Oracle

Corp

6.500

04/15/38

108,683‌

470,000

Oracle

Corp

6.125

07/08/39

491,380‌

675,000

Oracle

Corp

3.600

04/01/40

532,084‌

325,000

Oracle

Corp

5.375

07/15/40

315,256‌

2,000,000

Oracle

Corp

3.650

03/25/41

1,570,394‌

500,000

Oracle

Corp

4.500

07/08/44

427,403‌

325,000

Oracle

Corp

4.125

05/15/45

262,341‌

2,025,000

Oracle

Corp

4.000

07/15/46

1,595,231‌

3,100,000

Oracle

Corp

4.000

11/15/47

2,420,066‌

7,350,000

Oracle

Corp

3.600

04/01/50

5,310,198‌

2,000,000

Oracle

Corp

3.950

03/25/51

1,523,872‌

1,500,000

Oracle

Corp

6.900

11/09/52

1,725,980‌

2,375,000

Oracle

Corp

5.550

02/06/53

2,323,306‌

500,000

Oracle

Corp

4.375

05/15/55

402,402‌

1,500,000

Oracle

Corp

3.850

04/01/60

1,067,578‌

2,000,000

Oracle

Corp

4.100

03/25/61

1,501,870‌

500,000

Roper

Technologies,

Inc

2.350

09/15/24

492,195‌

750,000

Roper

Technologies,

Inc

1.000

09/15/25

705,161‌

1,100,000

Roper

Technologies,

Inc

3.800

12/15/26

1,065,643‌

300,000

Roper

Technologies,

Inc

4.200

09/15/28

291,318‌

500,000

Roper

Technologies,

Inc

2.950

09/15/29

449,748‌

475,000

Roper

Technologies,

Inc

2.000

06/30/30

396,456‌

750,000

Roper

Technologies,

Inc

1.750

02/15/31

603,799‌

925,000

Salesforce,

Inc

3.700

04/11/28

897,445‌

2,000,000

Salesforce,

Inc

1.500

07/15/28

1,759,175‌

1,250,000

Salesforce,

Inc

1.950

07/15/31

1,037,642‌

1,075,000

Salesforce,

Inc

2.700

07/15/41

777,908‌

1,000,000

Salesforce,

Inc

2.900

07/15/51

674,543‌

2,000,000

Salesforce,

Inc

3.050

07/15/61

1,304,430‌

1,000,000

ServiceNow,

Inc

1.400

09/01/30

809,089‌

750,000

VeriSign,

Inc

2.700

06/15/31

628,126‌

500,000

VMware,

Inc

4.500

05/15/25

495,152‌

1,500,000

VMware,

Inc

1.400

08/15/26

1,369,886‌

127

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

725,000

VMware,

Inc

3.900

%

08/21/27

$

694,388‌

1,500,000

VMware,

Inc

1.800

08/15/28

1,306,919‌

1,000,000

VMware,

Inc

4.700

05/15/30

973,414‌

1,150,000

VMware,

Inc

2.200

08/15/31

935,853‌

1,500,000

Workday,

Inc

3.500

04/01/27

1,436,343‌

1,500,000

Workday,

Inc

3.700

04/01/29

1,414,467‌

TOTAL

SOFTWARE

&

SERVICES

159,077,740‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

450,000

Amphenol

Corp

4.350

06/01/29

438,151‌

1,000,000

Amphenol

Corp

2.800

02/15/30

894,789‌

1,000,000

Amphenol

Corp

2.200

09/15/31

827,650‌

2,000,000

Apple,

Inc

1.125

05/11/25

1,914,973‌

1,125,000

Apple,

Inc

3.200

05/13/25

1,102,098‌

3,000,000

Apple,

Inc

0.700

02/08/26

2,783,211‌

2,825,000

Apple,

Inc

3.250

02/23/26

2,745,883‌

1,425,000

Apple,

Inc

2.450

08/04/26

1,353,792‌

3,250,000

Apple,

Inc

2.050

09/11/26

3,050,683‌

1,075,000

Apple,

Inc

3.350

02/09/27

1,038,655‌

275,000

Apple,

Inc

3.200

05/11/27

263,327‌

3,675,000

Apple,

Inc

3.000

11/13/27

3,491,458‌

3,000,000

Apple,

Inc

1.200

02/08/28

2,652,409‌

1,500,000

Apple,

Inc

4.000

05/10/28

1,476,356‌

2,500,000

Apple,

Inc

1.400

08/05/28

2,197,132‌

1,000,000

Apple,

Inc

3.250

08/08/29

939,185‌

1,000,000

Apple,

Inc

2.200

09/11/29

888,430‌

1,000,000

Apple,

Inc

4.150

05/10/30

985,655‌

2,950,000

Apple,

Inc

1.650

05/11/30

2,493,604‌

3,000,000

Apple,

Inc

1.250

08/20/30

2,449,693‌

3,000,000

Apple,

Inc

1.650

02/08/31

2,491,327‌

2,500,000

Apple,

Inc

1.700

08/05/31

2,057,584‌

1,000,000

(a)

Apple,

Inc

3.350

08/08/32

918,198‌

1,500,000

(a)

Apple,

Inc

4.300

05/10/33

1,493,384‌

1,600,000

(a)

Apple,

Inc

4.500

02/23/36

1,589,340‌

2,000,000

Apple,

Inc

2.375

02/08/41

1,424,972‌

350,000

Apple,

Inc

3.850

05/04/43

303,485‌

750,000

Apple,

Inc

4.450

05/06/44

712,922‌

1,350,000

Apple,

Inc

3.450

02/09/45

1,088,077‌

1,000,000

Apple,

Inc

4.375

05/13/45

923,146‌

1,775,000

Apple,

Inc

4.650

02/23/46

1,707,398‌

900,000

Apple,

Inc

3.850

08/04/46

761,492‌

1,175,000

Apple,

Inc

4.250

02/09/47

1,069,275‌

900,000

Apple,

Inc

3.750

09/12/47

741,994‌

2,850,000

Apple,

Inc

3.750

11/13/47

2,351,434‌

3,000,000

Apple,

Inc

2.950

09/11/49

2,125,714‌

3,350,000

Apple,

Inc

2.650

05/11/50

2,224,456‌

1,375,000

Apple,

Inc

2.400

08/20/50

868,005‌

1,000,000

Apple,

Inc

2.650

02/08/51

658,417‌

1,000,000

Apple,

Inc

2.700

08/05/51

661,828‌

750,000

Apple,

Inc

3.950

08/08/52

632,116‌

1,000,000

(a)

Apple,

Inc

4.850

05/10/53

993,544‌

25,000

Apple,

Inc

2.550

08/20/60

15,620‌

2,000,000

Apple,

Inc

2.800

02/08/61

1,279,354‌

1,000,000

Apple,

Inc

2.850

08/05/61

645,675‌

750,000

Apple,

Inc

4.100

08/08/62

636,270‌

200,000

Arrow

Electronics,

Inc

4.000

04/01/25

196,618‌

425,000

Arrow

Electronics,

Inc

3.875

01/12/28

402,708‌

1,000,000

Arrow

Electronics,

Inc

2.950

02/15/32

839,371‌

200,000

Avnet,

Inc

4.625

04/15/26

196,887‌

1,000,000

Avnet,

Inc

6.250

03/15/28

1,024,362‌

1,000,000

Avnet,

Inc

3.000

05/15/31

828,093‌

575,000

CDW

LLC

3.569

12/01/31

505,502‌

Bond

Index

Fund

March

31,

2024

128

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

$

400,000

Cisco

Systems,

Inc

3.500

%

06/15/25

$

393,264‌

500,000

Cisco

Systems,

Inc

2.950

02/28/26

482,555‌

3,000,000

Cisco

Systems,

Inc

2.500

09/20/26

2,841,969‌

2,000,000

Cisco

Systems,

Inc

4.800

02/26/27

2,003,217‌

3,000,000

Cisco

Systems,

Inc

4.850

02/26/29

3,022,144‌

3,000,000

Cisco

Systems,

Inc

4.950

02/26/31

3,026,478‌

3,000,000

Cisco

Systems,

Inc

5.050

02/26/34

3,040,391‌

1,000,000

Cisco

Systems,

Inc

5.900

02/15/39

1,087,308‌

1,175,000

Cisco

Systems,

Inc

5.500

01/15/40

1,236,595‌

2,000,000

Cisco

Systems,

Inc

5.300

02/26/54

2,052,971‌

2,000,000

Cisco

Systems,

Inc

5.350

02/26/64

2,049,712‌

200,000

Corning,

Inc

4.700

03/15/37

185,657‌

100,000

Corning,

Inc

5.750

08/15/40

100,650‌

200,000

Corning,

Inc

4.750

03/15/42

180,191‌

300,000

Corning,

Inc

5.350

11/15/48

290,627‌

500,000

Corning,

Inc

3.900

11/15/49

393,436‌

825,000

Corning,

Inc

4.375

11/15/57

683,148‌

200,000

Corning,

Inc

5.850

11/15/68

198,854‌

1,000,000

Corning,

Inc

5.450

11/15/79

946,901‌

2,089,000

Dell

International

LLC

6.020

06/15/26

2,115,698‌

1,050,000

Dell

International

LLC

4.900

10/01/26

1,043,521‌

1,000,000

Dell

International

LLC

5.250

02/01/28

1,012,129‌

2,900,000

Dell

International

LLC

5.300

10/01/29

2,935,595‌

750,000

(a)

Dell

International

LLC

5.750

02/01/33

776,362‌

1,000,000

Dell

International

LLC

5.400

04/15/34

1,002,341‌

608,000

Dell

International

LLC

8.100

07/15/36

734,975‌

377,000

Dell

International

LLC

8.350

07/15/46

487,642‌

2,000,000

Dell

International

LLC

3.450

12/15/51

1,407,319‌

800,000

Flex

Ltd

4.750

06/15/25

790,613‌

500,000

Flex

Ltd

3.750

02/01/26

484,913‌

500,000

Flex

Ltd

6.000

01/15/28

508,576‌

1,000,000

Flex

Ltd

4.875

05/12/30

973,049‌

3,000,000

Hewlett

Packard

Enterprise

Co

4.900

10/15/25

2,979,973‌

2,000,000

Hewlett

Packard

Enterprise

Co

5.250

07/01/28

2,016,832‌

225,000

Hewlett

Packard

Enterprise

Co

6.200

10/15/35

240,087‌

1,175,000

Hewlett

Packard

Enterprise

Co

6.350

10/15/45

1,256,440‌

1,000,000

HP,

Inc

2.200

06/17/25

962,519‌

1,000,000

HP,

Inc

1.450

06/17/26

923,213‌

1,000,000

HP,

Inc

3.000

06/17/27

939,365‌

500,000

HP,

Inc

4.750

01/15/28

497,093‌

1,000,000

HP,

Inc

4.000

04/15/29

955,653‌

1,000,000

HP,

Inc

3.400

06/17/30

910,742‌

1,000,000

HP,

Inc

2.650

06/17/31

847,867‌

500,000

HP,

Inc

4.200

04/15/32

468,053‌

500,000

(a)

HP,

Inc

5.500

01/15/33

505,625‌

975,000

HP,

Inc

6.000

09/15/41

1,012,845‌

1,000,000

Jabil,

Inc

1.700

04/15/26

928,243‌

1,000,000

Jabil,

Inc

4.250

05/15/27

969,107‌

100,000

Jabil,

Inc

3.950

01/12/28

94,954‌

1,000,000

Jabil,

Inc

5.450

02/01/29

1,005,029‌

750,000

Jabil,

Inc

3.600

01/15/30

680,419‌

50,000

Jabil,

Inc

3.000

01/15/31

42,804‌

1,500,000

Juniper

Networks,

Inc

1.200

12/10/25

1,392,502‌

600,000

Keysight

Technologies,

Inc

4.600

04/06/27

590,107‌

500,000

Keysight

Technologies,

Inc

3.000

10/30/29

445,432‌

450,000

Motorola

Solutions,

Inc

4.600

02/23/28

443,826‌

1,000,000

Motorola

Solutions,

Inc

5.000

04/15/29

994,897‌

500,000

Motorola

Solutions,

Inc

4.600

05/23/29

490,057‌

600,000

Motorola

Solutions,

Inc

2.300

11/15/30

503,650‌

2,250,000

Motorola

Solutions,

Inc

2.750

05/24/31

1,906,735‌

500,000

Motorola

Solutions,

Inc

5.600

06/01/32

506,819‌

129

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

$

1,000,000

Motorola

Solutions,

Inc

5.400

%

04/15/34

$

998,024‌

200,000

(a)

Motorola

Solutions,

Inc

5.500

09/01/44

197,113‌

500,000

NetApp,

Inc

1.875

06/22/25

478,211‌

500,000

NetApp,

Inc

2.375

06/22/27

459,981‌

750,000

NetApp,

Inc

2.700

06/22/30

649,679‌

1,000,000

TD

SYNNEX

Corp

1.750

08/09/26

914,167‌

1,000,000

TD

SYNNEX

Corp

2.375

08/09/28

883,258‌

1,000,000

TD

SYNNEX

Corp

2.650

08/09/31

805,803‌

2,000,000

Teledyne

Technologies,

Inc

1.600

04/01/26

1,860,749‌

625,000

Trimble,

Inc

4.900

06/15/28

621,336‌

1,000,000

Trimble,

Inc

6.100

03/15/33

1,044,687‌

1,000,000

Vontier

Corp

1.800

04/01/26

928,022‌

1,000,000

Vontier

Corp

2.400

04/01/28

882,926‌

1,000,000

Vontier

Corp

2.950

04/01/31

835,896‌

1,000,000

Western

Digital

Corp

2.850

02/01/29

870,042‌

1,000,000

Western

Digital

Corp

3.100

02/01/32

805,191‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

145,590,476‌

TELECOMMUNICATION

SERVICES

-

1.0%

2,000,000

America

Movil

SAB

de

C.V.

3.625

04/22/29

1,868,326‌

2,000,000

America

Movil

SAB

de

C.V.

2.875

05/07/30

1,768,513‌

440,000

America

Movil

SAB

de

C.V.

6.125

03/30/40

465,453‌

1,625,000

America

Movil

SAB

de

C.V.

4.375

07/16/42

1,417,824‌

1,500,000

(a)

America

Movil

SAB

de

C.V.

4.375

04/22/49

1,289,573‌

10,000,000

AT&T,

Inc

1.700

03/25/26

9,349,472‌

1,000,000

AT&T,

Inc

2.950

07/15/26

952,547‌

1,000,000

AT&T,

Inc

2.300

06/01/27

921,763‌

1,150,000

AT&T,

Inc

1.650

02/01/28

1,018,434‌

4,375,000

(a)

AT&T,

Inc

4.350

03/01/29

4,262,308‌

1,000,000

AT&T,

Inc

4.300

02/15/30

961,070‌

3,000,000

AT&T,

Inc

2.250

02/01/32

2,438,159‌

10,855,000

AT&T,

Inc

2.550

12/01/33

8,694,585‌

3,000,000

AT&T,

Inc

5.400

02/15/34

3,039,353‌

1,825,000

AT&T,

Inc

4.500

05/15/35

1,704,624‌

3,000,000

AT&T,

Inc

3.500

06/01/41

2,341,793‌

300,000

AT&T,

Inc

4.650

06/01/44

264,194‌

2,000,000

AT&T,

Inc

3.650

06/01/51

1,468,273‌

10,860,000

AT&T,

Inc

3.500

09/15/53

7,661,974‌

8,857,000

AT&T,

Inc

3.550

09/15/55

6,193,041‌

9,844,000

AT&T,

Inc

3.800

12/01/57

7,127,272‌

8,523,000

AT&T,

Inc

3.650

09/15/59

5,933,814‌

1,000,000

AT&T,

Inc

3.850

06/01/60

723,223‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

2.150

02/15/32

807,502‌

500,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.100

05/11/33

496,101‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.200

02/15/34

991,084‌

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4.464

04/01/48

645,819‌

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4.300

07/29/49

628,176‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650

03/17/51

752,658‌

450,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.200

02/15/52

306,736‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650

08/15/52

745,443‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.550

02/15/54

998,322‌

1,750,000

British

Telecommunications

plc

5.125

12/04/28

1,760,279‌

1,425,000

British

Telecommunications

plc

9.625

12/15/30

1,747,949‌

3,690,000

Deutsche

Telekom

International

Finance

BV

8.750

06/15/30

4,361,996‌

745,000

Orange

S.A.

9.000

03/01/31

904,304‌

900,000

Orange

S.A.

5.375

01/13/42

895,916‌

1,725,000

Orange

S.A.

5.500

02/06/44

1,737,958‌

1,713,000

Rogers

Communications,

Inc

3.625

12/15/25

1,662,381‌

200,000

Rogers

Communications,

Inc

2.900

11/15/26

188,579‌

2,000,000

Rogers

Communications,

Inc

3.200

03/15/27

1,898,552‌

1,000,000

Rogers

Communications,

Inc

5.000

02/15/29

993,055‌

1,500,000

Rogers

Communications,

Inc

3.800

03/15/32

1,348,047‌

Bond

Index

Fund

March

31,

2024

130

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

1,500,000

Rogers

Communications,

Inc

5.300

%

02/15/34

$

1,486,619‌

1,000,000

Rogers

Communications,

Inc

4.500

03/15/42

868,512‌

125,000

Rogers

Communications,

Inc

4.500

03/15/43

107,587‌

300,000

Rogers

Communications,

Inc

5.450

10/01/43

289,430‌

600,000

Rogers

Communications,

Inc

5.000

03/15/44

550,277‌

150,000

Rogers

Communications,

Inc

4.300

02/15/48

122,649‌

1,500,000

Rogers

Communications,

Inc

4.350

05/01/49

1,230,406‌

1,300,000

Rogers

Communications,

Inc

3.700

11/15/49

953,905‌

1,500,000

Rogers

Communications,

Inc

4.550

03/15/52

1,262,144‌

2,000,000

Sprint

Capital

Corp

6.875

11/15/28

2,131,274‌

2,000,000

Sprint

Capital

Corp

8.750

03/15/32

2,425,104‌

2,000,000

Sprint

LLC

7.625

03/01/26

2,066,278‌

625,000

Telefonica

Emisiones

S.A.

7.045

06/20/36

699,708‌

1,200,000

Telefonica

Emisiones

S.A.

4.665

03/06/38

1,090,966‌

2,125,000

Telefonica

Emisiones

S.A.

5.213

03/08/47

1,955,327‌

1,175,000

Telefonica

Emisiones

S.A.

4.895

03/06/48

1,033,177‌

900,000

Telefonica

Emisiones

S.A.

5.520

03/01/49

864,099‌

1,500,000

Telefonica

Emisiones

SAU

4.103

03/08/27

1,458,723‌

567,000

Telefonica

Europe

BV

8.250

09/15/30

647,962‌

325,000

TELUS

Corp

2.800

02/16/27

305,360‌

300,000

TELUS

Corp

3.700

09/15/27

286,940‌

1,000,000

TELUS

Corp

3.400

05/13/32

876,601‌

500,000

TELUS

Corp

4.600

11/16/48

434,121‌

750,000

TELUS

Corp

4.300

06/15/49

616,217‌

2,500,000

T-Mobile

US,

Inc

5.750

01/15/34

2,603,443‌

325,000

T-Mobile

US,

Inc

6.000

06/15/54

347,375‌

4,000,000

T-Mobile

USA,

Inc

1.500

02/15/26

3,734,501‌

1,000,000

T-Mobile

USA,

Inc

2.625

04/15/26

949,898‌

4,000,000

T-Mobile

USA,

Inc

3.750

04/15/27

3,852,428‌

3,500,000

T-Mobile

USA,

Inc

2.050

02/15/28

3,136,030‌

1,500,000

T-Mobile

USA,

Inc

4.950

03/15/28

1,496,391‌

1,000,000

T-Mobile

USA,

Inc

4.800

07/15/28

991,726‌

2,000,000

T-Mobile

USA,

Inc

4.850

01/15/29

1,985,185‌

1,000,000

T-Mobile

USA,

Inc

2.625

02/15/29

894,906‌

1,000,000

T-Mobile

USA,

Inc

2.400

03/15/29

886,110‌

1,000,000

T-Mobile

USA,

Inc

3.375

04/15/29

924,831‌

825,000

T-Mobile

USA,

Inc

3.875

04/15/30

772,846‌

1,500,000

T-Mobile

USA,

Inc

2.550

02/15/31

1,277,727‌

1,500,000

T-Mobile

USA,

Inc

2.250

11/15/31

1,231,692‌

1,000,000

T-Mobile

USA,

Inc

2.700

03/15/32

840,937‌

4,000,000

T-Mobile

USA,

Inc

5.200

01/15/33

4,004,441‌

1,425,000

T-Mobile

USA,

Inc

5.050

07/15/33

1,409,531‌

1,150,000

T-Mobile

USA,

Inc

5.150

04/15/34

1,146,149‌

650,000

T-Mobile

USA,

Inc

4.375

04/15/40

578,918‌

1,350,000

T-Mobile

USA,

Inc

3.000

02/15/41

994,339‌

3,875,000

T-Mobile

USA,

Inc

4.500

04/15/50

3,358,846‌

2,500,000

T-Mobile

USA,

Inc

3.300

02/15/51

1,748,080‌

2,500,000

T-Mobile

USA,

Inc

3.400

10/15/52

1,773,234‌

4,000,000

T-Mobile

USA,

Inc

5.650

01/15/53

4,084,509‌

575,000

T-Mobile

USA,

Inc

5.500

01/15/55

573,900‌

1,500,000

T-Mobile

USA,

Inc

3.600

11/15/60

1,051,754‌

2,000,000

T-Mobile

USA,

Inc

5.800

09/15/62

2,064,741‌

1,000,000

Verizon

Communications,

Inc

0.850

11/20/25

932,017‌

1,000,000

Verizon

Communications,

Inc

1.450

03/20/26

932,408‌

1,000,000

Verizon

Communications,

Inc

4.125

03/16/27

978,770‌

2,625,000

Verizon

Communications,

Inc

3.000

03/22/27

2,487,613‌

5,000,000

Verizon

Communications,

Inc

2.100

03/22/28

4,501,316‌

4,641,000

Verizon

Communications,

Inc

4.329

09/21/28

4,537,714‌

350,000

Verizon

Communications,

Inc

3.875

02/08/29

335,079‌

9,005,000

Verizon

Communications,

Inc

4.016

12/03/29

8,591,836‌

200,000

Verizon

Communications,

Inc

3.150

03/22/30

180,825‌

131

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

1,550,000

Verizon

Communications,

Inc

1.500

%

09/18/30

$

1,265,323‌

1,533,000

Verizon

Communications,

Inc

1.680

10/30/30

1,248,972‌

3,000,000

Verizon

Communications,

Inc

1.750

01/20/31

2,435,185‌

2,635,000

Verizon

Communications,

Inc

2.550

03/21/31

2,251,136‌

11,355,000

Verizon

Communications,

Inc

2.355

03/15/32

9,331,494‌

1,000,000

Verizon

Communications,

Inc

5.050

05/09/33

999,626‌

2,000,000

Verizon

Communications,

Inc

2.650

11/20/40

1,409,279‌

1,350,000

Verizon

Communications,

Inc

3.400

03/22/41

1,055,163‌

1,000,000

Verizon

Communications,

Inc

2.850

09/03/41

719,880‌

150,000

Verizon

Communications,

Inc

4.000

03/22/50

121,253‌

4,000,000

Verizon

Communications,

Inc

2.875

11/20/50

2,612,654‌

3,725,000

Verizon

Communications,

Inc

3.550

03/22/51

2,765,292‌

1,000,000

Verizon

Communications,

Inc

3.875

03/01/52

786,030‌

1,500,000

Verizon

Communications,

Inc

5.500

02/23/54

1,516,188‌

8,764,000

Verizon

Communications,

Inc

2.987

10/30/56

5,605,971‌

2,000,000

Verizon

Communications,

Inc

3.000

11/20/60

1,247,171‌

6,000,000

Verizon

Communications,

Inc

3.700

03/22/61

4,387,084‌

2,000,000

Vodafone

Group

plc

4.125

05/30/25

1,969,537‌

1,925,000

Vodafone

Group

plc

6.150

02/27/37

2,054,914‌

1,900,000

Vodafone

Group

plc

4.375

02/19/43

1,641,559‌

1,000,000

Vodafone

Group

plc

4.875

06/19/49

895,310‌

1,500,000

Vodafone

Group

plc

4.250

09/17/50

1,210,799‌

825,000

Vodafone

Group

plc

5.625

02/10/53

819,916‌

500,000

Vodafone

Group

plc

5.125

06/19/59

457,013‌

1,500,000

Vodafone

Group

plc

5.750

02/10/63

1,516,356‌

TOTAL

TELECOMMUNICATION

SERVICES

242,014,982‌

TRANSPORTATION

-

0.5%

367,826

American

Airlines

2.875

07/11/34

312,328‌

300,000

Burlington

Northern

Santa

Fe

LLC

3.000

04/01/25

293,610‌

700,000

Burlington

Northern

Santa

Fe

LLC

3.650

09/01/25

685,430‌

660,000

Burlington

Northern

Santa

Fe

LLC

5.750

05/01/40

696,995‌

250,000

Burlington

Northern

Santa

Fe

LLC

5.050

03/01/41

243,544‌

200,000

Burlington

Northern

Santa

Fe

LLC

4.400

03/15/42

180,162‌

300,000

Burlington

Northern

Santa

Fe

LLC

4.450

03/15/43

269,862‌

500,000

Burlington

Northern

Santa

Fe

LLC

5.150

09/01/43

492,489‌

500,000

Burlington

Northern

Santa

Fe

LLC

4.900

04/01/44

475,193‌

600,000

Burlington

Northern

Santa

Fe

LLC

4.550

09/01/44

544,826‌

1,275,000

Burlington

Northern

Santa

Fe

LLC

4.150

04/01/45

1,088,205‌

200,000

Burlington

Northern

Santa

Fe

LLC

4.700

09/01/45

185,033‌

1,150,000

Burlington

Northern

Santa

Fe

LLC

3.900

08/01/46

941,795‌

400,000

Burlington

Northern

Santa

Fe

LLC

4.125

06/15/47

338,239‌

1,675,000

Burlington

Northern

Santa

Fe

LLC

4.050

06/15/48

1,395,229‌

1,025,000

Burlington

Northern

Santa

Fe

LLC

4.150

12/15/48

871,051‌

750,000

Burlington

Northern

Santa

Fe

LLC

3.550

02/15/50

569,858‌

750,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

514,811‌

4,000,000

Burlington

Northern

Santa

Fe

LLC

3.300

09/15/51

2,875,937‌

1,000,000

Burlington

Northern

Santa

Fe

LLC

4.450

01/15/53

886,283‌

1,500,000

Burlington

Northern

Santa

Fe

LLC

5.200

04/15/54

1,486,834‌

200,000

Canadian

National

Railway

Co

2.950

11/21/24

196,787‌

200,000

Canadian

National

Railway

Co

6.900

07/15/28

216,177‌

500,000

Canadian

National

Railway

Co

3.850

08/05/32

464,592‌

500,000

Canadian

National

Railway

Co

5.850

11/01/33

534,657‌

200,000

Canadian

National

Railway

Co

6.250

08/01/34

220,993‌

250,000

Canadian

National

Railway

Co

3.500

11/15/42

193,026‌

100,000

Canadian

National

Railway

Co

4.500

11/07/43

88,637‌

650,000

Canadian

National

Railway

Co

3.200

08/02/46

486,599‌

725,000

Canadian

National

Railway

Co

3.650

02/03/48

584,659‌

325,000

Canadian

National

Railway

Co

4.450

01/20/49

292,800‌

400,000

Canadian

National

Railway

Co

2.450

05/01/50

250,567‌

1,500,000

Canadian

National

Railway

Co

4.400

08/05/52

1,339,552‌

500,000

Canadian

National

Railway

Co

6.125

11/01/53

573,166‌

Bond

Index

Fund

March

31,

2024

132

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

1,800,000

Canadian

Pacific

Railway

Co

2.900

%

02/01/25

$

1,759,018‌

100,000

Canadian

Pacific

Railway

Co

3.125

06/01/26

95,442‌

2,000,000

Canadian

Pacific

Railway

Co

1.750

12/02/26

1,837,018‌

300,000

Canadian

Pacific

Railway

Co

4.000

06/01/28

289,140‌

500,000

Canadian

Pacific

Railway

Co

2.875

11/15/29

448,257‌

100,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

85,068‌

200,000

(a)

Canadian

Pacific

Railway

Co

7.125

10/15/31

224,533‌

600,000

Canadian

Pacific

Railway

Co

2.450

12/02/31

538,430‌

250,000

Canadian

Pacific

Railway

Co

5.950

05/15/37

260,748‌

475,000

Canadian

Pacific

Railway

Co

3.000

12/02/41

405,395‌

100,000

Canadian

Pacific

Railway

Co

4.300

05/15/43

86,819‌

175,000

Canadian

Pacific

Railway

Co

4.950

08/15/45

162,364‌

800,000

Canadian

Pacific

Railway

Co

4.700

05/01/48

713,876‌

500,000

Canadian

Pacific

Railway

Co

3.500

05/01/50

374,428‌

1,000,000

Canadian

Pacific

Railway

Co

3.100

12/02/51

690,048‌

500,000

Canadian

Pacific

Railway

Co

4.200

11/15/69

395,053‌

1,275,000

Canadian

Pacific

Railway

Co

6.125

09/15/15

1,344,834‌

400,000

CH

Robinson

Worldwide,

Inc

4.200

04/15/28

388,385‌

300,000

CSX

Corp

3.400

08/01/24

297,710‌

200,000

CSX

Corp

3.350

11/01/25

194,453‌

1,200,000

CSX

Corp

2.600

11/01/26

1,134,917‌

825,000

CSX

Corp

4.250

03/15/29

807,604‌

600,000

CSX

Corp

2.400

02/15/30

524,565‌

850,000

CSX

Corp

4.100

11/15/32

800,731‌

2,000,000

CSX

Corp

5.200

11/15/33

2,033,571‌

100,000

CSX

Corp

6.000

10/01/36

107,381‌

200,000

CSX

Corp

6.150

05/01/37

218,316‌

400,000

CSX

Corp

5.500

04/15/41

405,192‌

350,000

CSX

Corp

4.400

03/01/43

313,784‌

600,000

CSX

Corp

4.100

03/15/44

511,306‌

800,000

CSX

Corp

3.800

11/01/46

636,311‌

1,050,000

CSX

Corp

4.300

03/01/48

907,114‌

850,000

CSX

Corp

4.750

11/15/48

781,415‌

500,000

CSX

Corp

4.500

03/15/49

438,752‌

600,000

CSX

Corp

3.350

09/15/49

431,841‌

1,000,000

CSX

Corp

3.800

04/15/50

780,910‌

200,000

CSX

Corp

3.950

05/01/50

160,731‌

800,000

CSX

Corp

2.500

05/15/51

490,019‌

750,000

CSX

Corp

4.500

11/15/52

663,211‌

300,000

CSX

Corp

4.500

08/01/54

263,305‌

150,000

CSX

Corp

4.250

11/01/66

120,505‌

800,000

CSX

Corp

4.650

03/01/68

695,063‌

500,000

FedEx

Corp

3.250

04/01/26

483,484‌

500,000

FedEx

Corp

4.200

10/17/28

485,445‌

1,000,000

FedEx

Corp

3.100

08/05/29

918,110‌

500,000

FedEx

Corp

4.250

05/15/30

483,733‌

1,500,000

(a)

FedEx

Corp

2.400

05/15/31

1,273,157‌

1,000,000

FedEx

Corp

4.900

01/15/34

988,565‌

200,000

FedEx

Corp

3.900

02/01/35

178,403‌

2,000,000

FedEx

Corp

3.250

05/15/41

1,497,439‌

275,000

FedEx

Corp

5.100

01/15/44

258,325‌

1,100,000

FedEx

Corp

4.750

11/15/45

974,493‌

600,000

FedEx

Corp

4.550

04/01/46

517,470‌

450,000

FedEx

Corp

4.400

01/15/47

376,617‌

900,000

FedEx

Corp

4.050

02/15/48

718,019‌

500,000

FedEx

Corp

4.950

10/17/48

455,129‌

1,500,000

FedEx

Corp

5.250

05/15/50

1,436,744‌

200,000

FedEx

Corp

4.500

02/01/65

158,858‌

1,000,000

GXO

Logistics,

Inc

1.650

07/15/26

916,881‌

500,000

JB

Hunt

Transport

Services,

Inc

3.875

03/01/26

488,754‌

350,000

Kirby

Corp

4.200

03/01/28

338,097‌

133

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

350,000

Norfolk

Southern

Corp

2.900

%

06/15/26

$

334,242‌

300,000

Norfolk

Southern

Corp

3.150

06/01/27

283,660‌

700,000

Norfolk

Southern

Corp

3.800

08/01/28

670,313‌

1,000,000

Norfolk

Southern

Corp

5.050

08/01/30

1,002,991‌

1,000,000

Norfolk

Southern

Corp

3.000

03/15/32

868,475‌

1,000,000

(a)

Norfolk

Southern

Corp

4.450

03/01/33

959,334‌

500,000

Norfolk

Southern

Corp

5.550

03/15/34

520,192‌

16,000

Norfolk

Southern

Corp

4.837

10/01/41

15,055‌

300,000

Norfolk

Southern

Corp

4.450

06/15/45

261,560‌

200,000

Norfolk

Southern

Corp

4.650

01/15/46

179,540‌

303,000

Norfolk

Southern

Corp

3.942

11/01/47

241,441‌

1,450,000

Norfolk

Southern

Corp

4.150

02/28/48

1,203,047‌

500,000

Norfolk

Southern

Corp

4.100

05/15/49

407,044‌

500,000

Norfolk

Southern

Corp

3.400

11/01/49

366,510‌

1,000,000

Norfolk

Southern

Corp

3.050

05/15/50

676,339‌

1,000,000

Norfolk

Southern

Corp

2.900

08/25/51

650,751‌

175,000

Norfolk

Southern

Corp

4.050

08/15/52

140,021‌

1,000,000

Norfolk

Southern

Corp

3.700

03/15/53

751,284‌

300,000

Norfolk

Southern

Corp

4.550

06/01/53

261,836‌

1,000,000

Norfolk

Southern

Corp

5.350

08/01/54

992,731‌

1,170,000

Norfolk

Southern

Corp

3.155

05/15/55

775,851‌

200,000

Norfolk

Southern

Corp

5.950

03/15/64

213,595‌

1,000,000

Norfolk

Southern

Corp

4.100

05/15/21

729,255‌

300,000

Ryder

System,

Inc

4.625

06/01/25

296,937‌

500,000

Ryder

System,

Inc

3.350

09/01/25

485,667‌

1,000,000

Ryder

System,

Inc

1.750

09/01/26

921,518‌

500,000

Ryder

System,

Inc

2.900

12/01/26

472,090‌

1,000,000

Ryder

System,

Inc

2.850

03/01/27

937,388‌

1,000,000

Ryder

System,

Inc

5.650

03/01/28

1,019,130‌

1,500,000

Ryder

System,

Inc

5.375

03/15/29

1,512,450‌

1,250,000

Southwest

Airlines

Co

5.250

05/04/25

1,245,013‌

200,000

Southwest

Airlines

Co

3.000

11/15/26

188,682‌

1,000,000

Southwest

Airlines

Co

5.125

06/15/27

998,025‌

200,000

Southwest

Airlines

Co

3.450

11/16/27

188,310‌

300,000

Southwest

Airlines

Co

2.625

02/10/30

260,908‌

200,000

Union

Pacific

Corp

3.250

01/15/25

196,708‌

500,000

Union

Pacific

Corp

3.750

07/15/25

491,107‌

200,000

Union

Pacific

Corp

3.250

08/15/25

195,045‌

300,000

Union

Pacific

Corp

2.750

03/01/26

288,001‌

2,500,000

Union

Pacific

Corp

2.375

05/20/31

2,134,958‌

1,000,000

Union

Pacific

Corp

2.800

02/14/32

867,974‌

500,000

Union

Pacific

Corp

4.500

01/20/33

487,096‌

100,000

Union

Pacific

Corp

3.375

02/01/35

86,394‌

2,525,000

Union

Pacific

Corp

2.891

04/06/36

2,059,360‌

100,000

Union

Pacific

Corp

3.600

09/15/37

86,346‌

500,000

Union

Pacific

Corp

3.550

08/15/39

417,220‌

1,500,000

Union

Pacific

Corp

3.200

05/20/41

1,168,802‌

500,000

Union

Pacific

Corp

3.375

02/14/42

396,726‌

200,000

(a)

Union

Pacific

Corp

3.350

08/15/46

146,218‌

300,000

Union

Pacific

Corp

4.000

04/15/47

247,759‌

4,000,000

Union

Pacific

Corp

3.250

02/05/50

2,915,298‌

1,070,000

Union

Pacific

Corp

3.799

10/01/51

853,841‌

500,000

Union

Pacific

Corp

2.950

03/10/52

336,203‌

1,000,000

Union

Pacific

Corp

3.500

02/14/53

750,118‌

1,000,000

Union

Pacific

Corp

4.950

05/15/53

966,795‌

200,000

Union

Pacific

Corp

3.875

02/01/55

157,709‌

300,000

Union

Pacific

Corp

3.950

08/15/59

232,638‌

1,000,000

Union

Pacific

Corp

3.839

03/20/60

767,804‌

1,500,000

Union

Pacific

Corp

3.550

05/20/61

1,076,542‌

2,000,000

Union

Pacific

Corp

2.973

09/16/62

1,251,990‌

200,000

Union

Pacific

Corp

4.100

09/15/67

157,884‌

Bond

Index

Fund

March

31,

2024

134

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

500,000

Union

Pacific

Corp

3.750

%

02/05/70

$

367,588‌

500,000

Union

Pacific

Corp

3.799

04/06/71

371,325‌

500,000

Union

Pacific

Corp

3.850

02/14/72

372,793‌

500,000

United

Parcel

Service,

Inc

2.200

09/01/24

492,981‌

300,000

United

Parcel

Service,

Inc

2.800

11/15/24

295,240‌

125,000

United

Parcel

Service,

Inc

2.400

11/15/26

117,613‌

875,000

United

Parcel

Service,

Inc

3.050

11/15/27

826,277‌

500,000

United

Parcel

Service,

Inc

3.400

03/15/29

474,168‌

500,000

United

Parcel

Service,

Inc

2.500

09/01/29

449,646‌

750,000

United

Parcel

Service,

Inc

4.450

04/01/30

743,063‌

2,000,000

United

Parcel

Service,

Inc

4.875

03/03/33

2,002,485‌

510,000

United

Parcel

Service,

Inc

6.200

01/15/38

564,401‌

450,000

United

Parcel

Service,

Inc

3.625

10/01/42

368,825‌

400,000

United

Parcel

Service,

Inc

3.400

11/15/46

309,762‌

1,550,000

United

Parcel

Service,

Inc

3.750

11/15/47

1,241,402‌

300,000

United

Parcel

Service,

Inc

4.250

03/15/49

259,828‌

500,000

United

Parcel

Service,

Inc

3.400

09/01/49

376,727‌

1,630,000

United

Parcel

Service,

Inc

5.300

04/01/50

1,657,248‌

1,000,000

United

Parcel

Service,

Inc

5.050

03/03/53

981,860‌

TOTAL

TRANSPORTATION

109,596,165‌

UTILITIES

-

2.3%

200,000

AEP

Texas,

Inc

3.950

06/01/28

190,830‌

550,000

AEP

Texas,

Inc

2.100

07/01/30

457,944‌

500,000

AEP

Texas,

Inc

4.700

05/15/32

477,207‌

200,000

AEP

Texas,

Inc

3.800

10/01/47

149,502‌

100,000

AEP

Texas,

Inc

4.150

05/01/49

79,302‌

850,000

AEP

Texas,

Inc

3.450

05/15/51

582,056‌

200,000

AEP

Transmission

Co

LLC

3.100

12/01/26

190,244‌

1,000,000

AEP

Transmission

Co

LLC

5.150

04/01/34

996,483‌

600,000

AEP

Transmission

Co

LLC

4.000

12/01/46

494,650‌

500,000

AEP

Transmission

Co

LLC

3.750

12/01/47

386,350‌

200,000

AEP

Transmission

Co

LLC

4.250

09/15/48

167,767‌

300,000

AEP

Transmission

Co

LLC

3.800

06/15/49

233,415‌

550,000

AEP

Transmission

Co

LLC

2.750

08/15/51

345,891‌

300,000

AEP

Transmission

Co

LLC

5.400

03/15/53

298,630‌

600,000

AES

Corp

1.375

01/15/26

555,628‌

1,000,000

AES

Corp

5.450

06/01/28

998,058‌

675,000

AES

Corp

2.450

01/15/31

552,257‌

575,000

Alabama

Power

Co

1.450

09/15/30

465,040‌

500,000

Alabama

Power

Co

5.850

11/15/33

526,473‌

200,000

Alabama

Power

Co

3.850

12/01/42

163,946‌

400,000

Alabama

Power

Co

3.750

03/01/45

316,897‌

300,000

Alabama

Power

Co

4.300

01/02/46

257,291‌

350,000

Alabama

Power

Co

3.700

12/01/47

270,815‌

1,000,000

Alabama

Power

Co

4.300

07/15/48

850,101‌

1,000,000

Alabama

Power

Co

3.125

07/15/51

690,371‌

1,000,000

Alabama

Power

Co

3.000

03/15/52

676,449‌

400,000

Algonquin

Power

&

Utilities

Corp

5.365

06/15/26

397,835‌

2,000,000

Ameren

Corp

1.750

03/15/28

1,765,754‌

1,000,000

Ameren

Corp

5.000

01/15/29

994,529‌

300,000

Ameren

Illinois

Co

3.800

05/15/28

290,546‌

750,000

Ameren

Illinois

Co

1.550

11/15/30

607,741‌

500,000

Ameren

Illinois

Co

3.850

09/01/32

457,943‌

725,000

Ameren

Illinois

Co

4.950

06/01/33

717,548‌

125,000

Ameren

Illinois

Co

4.150

03/15/46

105,130‌

1,150,000

Ameren

Illinois

Co

3.700

12/01/47

900,302‌

575,000

Ameren

Illinois

Co

4.500

03/15/49

506,174‌

325,000

Ameren

Illinois

Co

2.900

06/15/51

213,177‌

325,000

Ameren

Illinois

Co

5.900

12/01/52

348,043‌

350,000

American

Electric

Power

Co,

Inc

3.200

11/13/27

328,592‌

700,000

American

Electric

Power

Co,

Inc

4.300

12/01/28

676,918‌

135

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

2,000,000

American

Electric

Power

Co,

Inc

5.200

%

01/15/29

$

2,004,702‌

500,000

American

Electric

Power

Co,

Inc

2.300

03/01/30

425,384‌

1,000,000

American

Electric

Power

Co,

Inc

5.625

03/01/33

1,015,252‌

1,000,000

American

Electric

Power

Co,

Inc

3.875

02/15/62

898,644‌

200,000

American

Water

Capital

Corp

2.950

09/01/27

187,153‌

500,000

American

Water

Capital

Corp

3.750

09/01/28

477,592‌

750,000

American

Water

Capital

Corp

3.450

06/01/29

699,907‌

100,000

American

Water

Capital

Corp

2.800

05/01/30

88,032‌

1,250,000

American

Water

Capital

Corp

2.300

06/01/31

1,041,460‌

1,000,000

American

Water

Capital

Corp

5.150

03/01/34

1,003,290‌

225,000

American

Water

Capital

Corp

4.300

12/01/42

201,566‌

150,000

American

Water

Capital

Corp

4.300

09/01/45

130,870‌

100,000

American

Water

Capital

Corp

4.000

12/01/46

82,507‌

1,175,000

American

Water

Capital

Corp

3.750

09/01/47

927,148‌

500,000

American

Water

Capital

Corp

4.200

09/01/48

425,063‌

500,000

American

Water

Capital

Corp

4.150

06/01/49

418,800‌

675,000

American

Water

Capital

Corp

3.450

05/01/50

497,457‌

1,250,000

(a)

American

Water

Capital

Corp

3.250

06/01/51

894,472‌

1,000,000

American

Water

Capital

Corp

5.450

03/01/54

1,008,527‌

200,000

Appalachian

Power

Co

3.300

06/01/27

188,884‌

1,000,000

Appalachian

Power

Co

2.700

04/01/31

842,045‌

500,000

Appalachian

Power

Co

4.500

08/01/32

468,947‌

1,000,000

Appalachian

Power

Co

5.650

04/01/34

1,009,244‌

300,000

Appalachian

Power

Co

4.500

03/01/49

242,866‌

775,000

Appalachian

Power

Co

3.700

05/01/50

550,939‌

200,000

Arizona

Public

Service

Co

2.950

09/15/27

187,289‌

1,000,000

Arizona

Public

Service

Co

2.600

08/15/29

886,880‌

750,000

Arizona

Public

Service

Co

6.350

12/15/32

800,419‌

750,000

Arizona

Public

Service

Co

5.550

08/01/33

758,438‌

350,000

Arizona

Public

Service

Co

4.500

04/01/42

300,917‌

200,000

Arizona

Public

Service

Co

4.350

11/15/45

166,613‌

410,000

Arizona

Public

Service

Co

3.750

05/15/46

309,488‌

200,000

Arizona

Public

Service

Co

4.200

08/15/48

159,061‌

200,000

Arizona

Public

Service

Co

4.250

03/01/49

161,272‌

300,000

Arizona

Public

Service

Co

3.500

12/01/49

211,345‌

500,000

Arizona

Public

Service

Co

3.350

05/15/50

343,429‌

750,000

Arizona

Public

Service

Co

2.650

09/15/50

448,806‌

900,000

Atlantic

City

Electric

Co

4.000

10/15/28

869,701‌

425,000

Atlantic

City

Electric

Co

2.300

03/15/31

356,160‌

1,000,000

Atmos

Energy

Corp

2.625

09/15/29

894,664‌

750,000

Atmos

Energy

Corp

1.500

01/15/31

601,912‌

175,000

Atmos

Energy

Corp

5.450

10/15/32

180,458‌

500,000

Atmos

Energy

Corp

5.900

11/15/33

530,401‌

100,000

Atmos

Energy

Corp

5.500

06/15/41

102,810‌

125,000

Atmos

Energy

Corp

4.150

01/15/43

109,522‌

600,000

Atmos

Energy

Corp

4.125

10/15/44

518,034‌

500,000

Atmos

Energy

Corp

4.300

10/01/48

435,260‌

300,000

Atmos

Energy

Corp

4.125

03/15/49

249,996‌

1,500,000

Atmos

Energy

Corp

2.850

02/15/52

972,284‌

500,000

Atmos

Energy

Corp

5.750

10/15/52

529,757‌

125,000

Atmos

Energy

Corp

6.200

11/15/53

140,822‌

500,000

Avangrid,

Inc

3.150

12/01/24

491,467‌

300,000

Avangrid,

Inc

3.200

04/15/25

292,309‌

625,000

Avangrid,

Inc

3.800

06/01/29

586,207‌

150,000

Avista

Corp

4.350

06/01/48

123,846‌

550,000

Avista

Corp

4.000

04/01/52

422,669‌

200,000

Baltimore

Gas

and

Electric

Co

2.400

08/15/26

188,790‌

1,500,000

Baltimore

Gas

and

Electric

Co

2.250

06/15/31

1,262,804‌

150,000

Baltimore

Gas

and

Electric

Co

3.500

08/15/46

112,007‌

200,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

155,289‌

200,000

Baltimore

Gas

and

Electric

Co

4.250

09/15/48

167,416‌

Bond

Index

Fund

March

31,

2024

136

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

500,000

Baltimore

Gas

and

Electric

Co

3.200

%

09/15/49

$

344,718‌

775,000

Baltimore

Gas

and

Electric

Co

2.900

06/15/50

508,377‌

500,000

Baltimore

Gas

and

Electric

Co

4.550

06/01/52

436,401‌

500,000

Baltimore

Gas

and

Electric

Co

5.400

06/01/53

497,284‌

175,000

Berkshire

Hathaway

Energy

Co

3.250

04/15/28

165,099‌

2,500,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

2,001,641‌

950,000

Berkshire

Hathaway

Energy

Co

6.125

04/01/36

1,009,912‌

1,032,000

Berkshire

Hathaway

Energy

Co

5.950

05/15/37

1,075,166‌

725,000

Berkshire

Hathaway

Energy

Co

5.150

11/15/43

707,550‌

975,000

Berkshire

Hathaway

Energy

Co

4.500

02/01/45

873,937‌

1,250,000

Berkshire

Hathaway

Energy

Co

3.800

07/15/48

955,034‌

1,025,000

Berkshire

Hathaway

Energy

Co

4.450

01/15/49

864,766‌

100,000

Black

Hills

Corp

3.950

01/15/26

97,428‌

100,000

Black

Hills

Corp

3.150

01/15/27

94,436‌

1,500,000

Black

Hills

Corp

5.950

03/15/28

1,548,470‌

550,000

Black

Hills

Corp

2.500

06/15/30

460,323‌

300,000

Black

Hills

Corp

4.350

05/01/33

274,128‌

1,000,000

Black

Hills

Corp

6.150

05/15/34

1,031,882‌

200,000

Black

Hills

Corp

4.200

09/15/46

156,968‌

200,000

CenterPoint

Energy

Houston

Electric

LLC

2.400

09/01/26

188,660‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

02/01/27

285,152‌

1,500,000

CenterPoint

Energy

Houston

Electric

LLC

5.200

10/01/28

1,525,508‌

275,000

CenterPoint

Energy

Houston

Electric

LLC

2.350

04/01/31

233,028‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

6.950

03/15/33

114,323‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

4.950

04/01/33

496,609‌

1,000,000

CenterPoint

Energy

Houston

Electric

LLC

5.150

03/01/34

1,007,243‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3.950

03/01/48

245,595‌

150,000

CenterPoint

Energy

Houston

Electric

LLC

2.900

07/01/50

100,508‌

875,000

CenterPoint

Energy

Houston

Electric

LLC

3.350

04/01/51

634,351‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

3.600

03/01/52

379,800‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

5.300

04/01/53

99,800‌

1,000,000

CenterPoint

Energy

Resources

Corp

5.250

03/01/28

1,010,108‌

200,000

CenterPoint

Energy

Resources

Corp

4.000

04/01/28

192,543‌

575,000

CenterPoint

Energy

Resources

Corp

1.750

10/01/30

472,195‌

500,000

CenterPoint

Energy

Resources

Corp

4.400

07/01/32

475,660‌

1,000,000

CenterPoint

Energy

Resources

Corp

5.400

03/01/33

1,016,146‌

700,000

CenterPoint

Energy

Resources

Corp

4.100

09/01/47

562,401‌

135,000

CenterPoint

Energy,

Inc

4.250

11/01/28

128,710‌

750,000

CenterPoint

Energy,

Inc

2.950

03/01/30

670,442‌

1,000,000

CenterPoint

Energy,

Inc

2.650

06/01/31

846,982‌

500,000

CenterPoint

Energy,

Inc

3.700

09/01/49

370,724‌

425,000

Cleco

Corporate

Holdings

LLC

3.743

05/01/26

408,502‌

300,000

Cleco

Corporate

Holdings

LLC

3.375

09/15/29

261,706‌

200,000

Cleco

Corporate

Holdings

LLC

4.973

05/01/46

167,000‌

1,000,000

Cleco

Securitization

I

LLC

4.646

09/01/42

945,072‌

790,000

CMS

Energy

Corp

3.450

08/15/27

750,253‌

1,000,000

CMS

Energy

Corp

3.750

12/01/50

819,232‌

250,000

Commonwealth

Edison

Co

2.550

06/15/26

237,583‌

300,000

Commonwealth

Edison

Co

3.700

08/15/28

286,915‌

500,000

Commonwealth

Edison

Co

2.200

03/01/30

428,483‌

1,000,000

Commonwealth

Edison

Co

3.150

03/15/32

885,090‌

1,000,000

(a)

Commonwealth

Edison

Co

4.900

02/01/33

991,290‌

200,000

Commonwealth

Edison

Co

3.800

10/01/42

162,115‌

300,000

Commonwealth

Edison

Co

4.700

01/15/44

272,888‌

100,000

Commonwealth

Edison

Co

3.700

03/01/45

78,862‌

250,000

Commonwealth

Edison

Co

3.650

06/15/46

192,435‌

400,000

Commonwealth

Edison

Co

3.750

08/15/47

310,615‌

1,175,000

Commonwealth

Edison

Co

4.000

03/01/48

953,220‌

1,300,000

Commonwealth

Edison

Co

4.000

03/01/49

1,036,412‌

500,000

Commonwealth

Edison

Co

3.200

11/15/49

349,265‌

500,000

Commonwealth

Edison

Co

3.000

03/01/50

334,272‌

137

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

Commonwealth

Edison

Co

3.125

%

03/15/51

$

679,945‌

500,000

Commonwealth

Edison

Co

2.750

09/01/51

309,771‌

500,000

Commonwealth

Edison

Co

5.300

02/01/53

492,159‌

625,000

Connecticut

Light

and

Power

Co

3.200

03/15/27

596,286‌

400,000

Connecticut

Light

and

Power

Co

4.650

01/01/29

395,413‌

500,000

Connecticut

Light

and

Power

Co

2.050

07/01/31

408,987‌

1,000,000

Connecticut

Light

and

Power

Co

4.900

07/01/33

985,779‌

400,000

Connecticut

Light

and

Power

Co

4.300

04/15/44

344,549‌

250,000

Connecticut

Light

and

Power

Co

4.150

06/01/45

214,830‌

775,000

Connecticut

Light

and

Power

Co

4.000

04/01/48

634,094‌

500,000

Connecticut

Light

and

Power

Co

5.250

01/15/53

496,407‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

3.800

05/15/28

193,026‌

300,000

(a)

Consolidated

Edison

Co

of

New

York,

Inc

4.000

12/01/28

291,995‌

100,000

Consolidated

Edison

Co

of

New

York,

Inc

3.350

04/01/30

92,111‌

2,000,000

Consolidated

Edison

Co

of

New

York,

Inc

2.400

06/15/31

1,701,757‌

1,000,000

(a)

Consolidated

Edison

Co

of

New

York,

Inc

5.200

03/01/33

1,017,162‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.200

03/15/42

170,121‌

550,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950

03/01/43

455,880‌

1,475,000

Consolidated

Edison

Co

of

New

York,

Inc

4.450

03/15/44

1,297,326‌

150,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500

12/01/45

131,577‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.850

06/15/46

318,814‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.875

06/15/47

315,706‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.650

12/01/48

266,601‌

500,000

Consolidated

Edison

Co

of

New

York,

Inc

4.125

05/15/49

408,547‌

700,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950

04/01/50

568,336‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.200

12/01/51

687,860‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

6.150

11/15/52

1,102,754‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

5.900

11/15/53

320,178‌

850,000

Consolidated

Edison

Co

of

New

York,

Inc

4.625

12/01/54

743,110‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.300

12/01/56

164,423‌

1,300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.000

11/15/57

1,028,435‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500

05/15/58

340,036‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.700

11/15/59

734,814‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.000

12/01/60

622,598‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.600

06/15/61

728,754‌

1,500,000

Constellation

Energy

Generation

LLC

3.250

06/01/25

1,465,825‌

750,000

Constellation

Energy

Generation

LLC

5.600

03/01/28

763,967‌

750,000

Constellation

Energy

Generation

LLC

5.800

03/01/33

773,069‌

1,000,000

Constellation

Energy

Generation

LLC

6.125

01/15/34

1,055,899‌

900,000

Constellation

Energy

Generation

LLC

6.250

10/01/39

947,539‌

625,000

Constellation

Energy

Generation

LLC

5.600

06/15/42

617,316‌

1,000,000

Constellation

Energy

Generation

LLC

6.500

10/01/53

1,099,939‌

1,000,000

Constellation

Energy

Generation

LLC

5.750

03/15/54

1,001,678‌

500,000

Consumers

Energy

Co

4.650

03/01/28

496,945‌

250,000

Consumers

Energy

Co

3.800

11/15/28

239,700‌

1,000,000

Consumers

Energy

Co

4.900

02/15/29

1,003,204‌

300,000

Consumers

Energy

Co

4.600

05/30/29

296,511‌

275,000

Consumers

Energy

Co

3.600

08/15/32

249,213‌

500,000

Consumers

Energy

Co

4.625

05/15/33

486,692‌

600,000

Consumers

Energy

Co

3.950

07/15/47

499,178‌

600,000

Consumers

Energy

Co

4.050

05/15/48

503,413‌

350,000

Consumers

Energy

Co

4.350

04/15/49

305,671‌

500,000

Consumers

Energy

Co

3.750

02/15/50

396,960‌

500,000

Consumers

Energy

Co

3.100

08/15/50

352,395‌

150,000

Consumers

Energy

Co

3.500

08/01/51

113,056‌

287,000

Consumers

Energy

Co

2.650

08/15/52

181,377‌

500,000

Consumers

Energy

Co

4.200

09/01/52

421,416‌

291,000

Consumers

Energy

Co

2.500

05/01/60

167,754‌

300,000

Dayton

Power

&

Light

Co

3.950

06/15/49

225,678‌

200,000

Delmarva

Power

&

Light

Co

4.150

05/15/45

163,573‌

925,000

Dominion

Energy

South

Carolina,

Inc

2.300

12/01/31

765,923‌

Bond

Index

Fund

March

31,

2024

138

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

50,000

Dominion

Energy

South

Carolina,

Inc

5.300

%

05/15/33

$

50,491‌

125,000

Dominion

Energy

South

Carolina,

Inc

5.450

02/01/41

124,340‌

800,000

Dominion

Energy

South

Carolina,

Inc

4.600

06/15/43

717,926‌

750,000

Dominion

Energy

South

Carolina,

Inc

6.250

10/15/53

839,571‌

1,750,000

Dominion

Energy,

Inc

3.900

10/01/25

1,711,443‌

1,000,000

Dominion

Energy,

Inc

1.450

04/15/26

926,194‌

775,000

Dominion

Energy,

Inc

3.600

03/15/27

744,514‌

500,000

Dominion

Energy,

Inc

4.250

06/01/28

484,361‌

303,000

Dominion

Energy,

Inc

3.375

04/01/30

275,364‌

500,000

Dominion

Energy,

Inc

2.250

08/15/31

409,155‌

500,000

Dominion

Energy,

Inc

4.350

08/15/32

471,422‌

1,000,000

Dominion

Energy,

Inc

5.375

11/15/32

1,005,681‌

475,000

Dominion

Energy,

Inc

3.300

04/15/41

355,995‌

200,000

Dominion

Energy,

Inc

4.700

12/01/44

173,830‌

500,000

Dominion

Energy,

Inc

4.600

03/15/49

428,746‌

500,000

Dominion

Energy,

Inc

4.850

08/15/52

447,008‌

500,000

DTE

Electric

Co

1.900

04/01/28

448,315‌

1,500,000

DTE

Electric

Co

3.000

03/01/32

1,304,634‌

1,000,000

DTE

Electric

Co

5.200

04/01/33

1,013,348‌

1,000,000

DTE

Electric

Co

5.200

03/01/34

1,004,570‌

200,000

DTE

Electric

Co

4.000

04/01/43

167,344‌

100,000

DTE

Electric

Co

3.700

06/01/46

77,943‌

500,000

DTE

Electric

Co

3.750

08/15/47

391,035‌

1,000,000

DTE

Electric

Co

4.050

05/15/48

820,061‌

525,000

DTE

Electric

Co

3.950

03/01/49

425,666‌

1,000,000

DTE

Electric

Co

2.950

03/01/50

672,534‌

400,000

DTE

Electric

Co

3.250

04/01/51

279,944‌

450,000

DTE

Electric

Co

3.650

03/01/52

340,599‌

1,000,000

DTE

Electric

Securitization

Funding

II

LLC

5.970

03/01/32

1,035,853‌

1,000,000

DTE

Electric

Securitization

Funding

II

LLC

6.090

09/01/37

1,086,103‌

1,000,000

DTE

Energy

Co

1.050

06/01/25

949,496‌

1,000,000

DTE

Energy

Co

5.100

03/01/29

995,967‌

327,000

DTE

Energy

Co

3.400

06/15/29

299,846‌

500,000

DTE

Energy

Co

2.950

03/01/30

441,018‌

200,000

Duke

Energy

Carolinas

LLC

2.950

12/01/26

190,640‌

500,000

Duke

Energy

Carolinas

LLC

3.950

11/15/28

483,360‌

500,000

Duke

Energy

Carolinas

LLC

2.450

08/15/29

442,288‌

1,500,000

Duke

Energy

Carolinas

LLC

2.550

04/15/31

1,295,080‌

375,000

Duke

Energy

Carolinas

LLC

2.850

03/15/32

321,633‌

1,300,000

Duke

Energy

Carolinas

LLC

4.950

01/15/33

1,292,833‌

1,000,000

Duke

Energy

Carolinas

LLC

4.850

01/15/34

983,035‌

125,000

Duke

Energy

Carolinas

LLC

5.300

02/15/40

123,527‌

300,000

Duke

Energy

Carolinas

LLC

3.750

06/01/45

233,775‌

200,000

Duke

Energy

Carolinas

LLC

3.875

03/15/46

158,053‌

1,750,000

Duke

Energy

Carolinas

LLC

3.700

12/01/47

1,327,004‌

1,500,000

Duke

Energy

Carolinas

LLC

3.950

03/15/48

1,195,842‌

1,000,000

Duke

Energy

Carolinas

LLC

3.200

08/15/49

697,922‌

1,500,000

Duke

Energy

Carolinas

LLC

3.450

04/15/51

1,086,616‌

1,000,000

Duke

Energy

Carolinas

LLC

5.350

01/15/53

985,855‌

1,500,000

Duke

Energy

Carolinas

LLC

5.400

01/15/54

1,492,772‌

2,700,000

Duke

Energy

Corp

2.650

09/01/26

2,549,453‌

350,000

Duke

Energy

Corp

3.150

08/15/27

329,375‌

1,000,000

Duke

Energy

Corp

5.000

12/08/27

998,749‌

1,000,000

Duke

Energy

Corp

4.300

03/15/28

976,965‌

1,000,000

Duke

Energy

Corp

4.850

01/05/29

990,564‌

1,000,000

Duke

Energy

Corp

2.450

06/01/30

861,224‌

1,000,000

Duke

Energy

Corp

2.550

06/15/31

842,016‌

1,000,000

Duke

Energy

Corp

5.750

09/15/33

1,027,250‌

1,000,000

Duke

Energy

Corp

3.300

06/15/41

744,824‌

300,000

Duke

Energy

Corp

4.800

12/15/45

266,372‌

1,975,000

Duke

Energy

Corp

3.750

09/01/46

1,491,148‌

139

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

500,000

Duke

Energy

Corp

4.200

%

06/15/49

$

398,649‌

1,000,000

Duke

Energy

Corp

3.500

06/15/51

702,042‌

500,000

Duke

Energy

Corp

5.000

08/15/52

452,584‌

1,000,000

Duke

Energy

Corp

6.100

09/15/53

1,056,781‌

750,000

Duke

Energy

Corp

3.250

01/15/82

666,477‌

1,200,000

Duke

Energy

Florida

LLC

3.200

01/15/27

1,145,359‌

1,000,000

Duke

Energy

Florida

LLC

2.400

12/15/31

838,794‌

375,000

Duke

Energy

Florida

LLC

6.400

06/15/38

409,994‌

500,000

Duke

Energy

Florida

LLC

3.400

10/01/46

366,385‌

300,000

Duke

Energy

Florida

LLC

4.200

07/15/48

248,534‌

1,000,000

Duke

Energy

Florida

LLC

3.000

12/15/51

656,133‌

1,000,000

Duke

Energy

Florida

LLC

5.950

11/15/52

1,062,087‌

1,000,000

Duke

Energy

Indiana

LLC

5.250

03/01/34

1,008,006‌

300,000

Duke

Energy

Indiana

LLC

3.750

05/15/46

235,342‌

500,000

Duke

Energy

Indiana

LLC

3.250

10/01/49

351,706‌

275,000

Duke

Energy

Indiana

LLC

2.750

04/01/50

174,270‌

500,000

Duke

Energy

Indiana

LLC

5.400

04/01/53

490,686‌

200,000

Duke

Energy

Ohio,

Inc

3.650

02/01/29

189,964‌

25,000

Duke

Energy

Ohio,

Inc

2.125

06/01/30

21,148‌

750,000

Duke

Energy

Ohio,

Inc

5.250

04/01/33

758,227‌

200,000

Duke

Energy

Ohio,

Inc

3.700

06/15/46

154,017‌

200,000

Duke

Energy

Ohio,

Inc

4.300

02/01/49

166,657‌

500,000

Duke

Energy

Ohio,

Inc

5.650

04/01/53

507,044‌

1,000,000

Duke

Energy

Ohio,

Inc

5.550

03/15/54

997,397‌

300,000

Duke

Energy

Progress

LLC

3.250

08/15/25

292,526‌

300,000

Duke

Energy

Progress

LLC

3.700

09/01/28

287,018‌

5,357,000

Duke

Energy

Progress

LLC

3.450

03/15/29

5,039,776‌

1,500,000

Duke

Energy

Progress

LLC

2.000

08/15/31

1,223,905‌

750,000

Duke

Energy

Progress

LLC

5.250

03/15/33

758,301‌

1,000,000

Duke

Energy

Progress

LLC

5.100

03/15/34

999,434‌

400,000

Duke

Energy

Progress

LLC

4.375

03/30/44

343,203‌

500,000

Duke

Energy

Progress

LLC

4.150

12/01/44

414,693‌

300,000

Duke

Energy

Progress

LLC

4.200

08/15/45

249,865‌

500,000

Duke

Energy

Progress

LLC

3.700

10/15/46

384,026‌

200,000

Duke

Energy

Progress

LLC

3.600

09/15/47

149,202‌

600,000

Duke

Energy

Progress

LLC

2.500

08/15/50

360,654‌

500,000

Duke

Energy

Progress

LLC

2.900

08/15/51

323,891‌

750,000

Duke

Energy

Progress

LLC

5.350

03/15/53

731,601‌

750,000

Edison

International

5.750

06/15/27

759,885‌

300,000

Edison

International

4.125

03/15/28

287,835‌

1,000,000

Edison

International

5.250

11/15/28

996,480‌

500,000

Edison

International

6.950

11/15/29

535,666‌

200,000

El

Paso

Electric

Co

5.000

12/01/44

171,182‌

1,075,000

Emera

US

Finance

LP

3.550

06/15/26

1,031,920‌

2,000,000

Emera

US

Finance

LP

2.639

06/15/31

1,631,687‌

625,000

Emera

US

Finance

LP

4.750

06/15/46

513,563‌

400,000

Enel

Americas

S.A.

4.000

10/25/26

384,234‌

675,000

Enel

Chile

S.A.

4.875

06/12/28

658,298‌

50,000

Enel

Generacion

Chile

S.A.

4.250

04/15/24

49,875‌

600,000

Entergy

Arkansas

LLC

3.500

04/01/26

582,688‌

1,000,000

Entergy

Arkansas

LLC

5.150

01/15/33

1,002,639‌

500,000

Entergy

Arkansas

LLC

5.300

09/15/33

504,544‌

200,000

Entergy

Arkansas

LLC

4.200

04/01/49

165,080‌

425,000

Entergy

Arkansas

LLC

2.650

06/15/51

258,563‌

750,000

Entergy

Arkansas

LLC

3.350

06/15/52

520,695‌

1,000,000

Entergy

Corp

0.900

09/15/25

937,342‌

1,300,000

Entergy

Corp

2.950

09/01/26

1,234,897‌

1,000,000

Entergy

Corp

1.900

06/15/28

882,471‌

175,000

Entergy

Corp

2.800

06/15/30

152,919‌

625,000

Entergy

Corp

2.400

06/15/31

518,201‌

500,000

Entergy

Corp

3.750

06/15/50

366,435‌

Bond

Index

Fund

March

31,

2024

140

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

Entergy

Louisiana

LLC

2.400

%

10/01/26

$

187,560‌

200,000

Entergy

Louisiana

LLC

3.120

09/01/27

188,619‌

1,000,000

Entergy

Louisiana

LLC

1.600

12/15/30

797,286‌

1,000,000

Entergy

Louisiana

LLC

2.350

06/15/32

816,445‌

500,000

Entergy

Louisiana

LLC

4.000

03/15/33

459,460‌

1,000,000

Entergy

Louisiana

LLC

5.350

03/15/34

1,003,737‌

500,000

Entergy

Louisiana

LLC

3.100

06/15/41

372,869‌

300,000

Entergy

Louisiana

LLC

4.200

09/01/48

243,985‌

300,000

Entergy

Louisiana

LLC

4.200

04/01/50

246,971‌

500,000

Entergy

Louisiana

LLC

4.750

09/15/52

445,506‌

1,000,000

Entergy

Louisiana

LLC

5.700

03/15/54

1,017,046‌

800,000

Entergy

Mississippi

LLC

3.850

06/01/49

619,851‌

475,000

Entergy

Mississippi

LLC

3.500

06/01/51

344,008‌

1,000,000

Entergy

Texas,

Inc

4.000

03/30/29

958,259‌

575,000

Entergy

Texas,

Inc

1.750

03/15/31

463,395‌

200,000

Entergy

Texas,

Inc

4.500

03/30/39

180,761‌

700,000

Entergy

Texas,

Inc

3.550

09/30/49

509,143‌

1,000,000

Entergy

Texas,

Inc

5.800

09/01/53

1,032,356‌

775,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

598,768‌

125,000

Essential

Utilities,

Inc

3.566

05/01/29

116,873‌

225,000

Essential

Utilities,

Inc

2.704

04/15/30

194,302‌

1,000,000

Essential

Utilities,

Inc

2.400

05/01/31

828,323‌

1,000,000

Essential

Utilities,

Inc

5.375

01/15/34

995,007‌

200,000

Essential

Utilities,

Inc

4.276

05/01/49

163,067‌

300,000

Essential

Utilities,

Inc

3.351

04/15/50

209,913‌

500,000

Essential

Utilities,

Inc

5.300

05/01/52

467,783‌

100,000

Evergy

Kansas

Central,

Inc

2.550

07/01/26

94,766‌

1,000,000

Evergy

Kansas

Central,

Inc

5.900

11/15/33

1,049,004‌

500,000

Evergy

Kansas

Central,

Inc

4.125

03/01/42

422,250‌

175,000

Evergy

Kansas

Central,

Inc

4.100

04/01/43

144,776‌

375,000

Evergy

Kansas

Central,

Inc

3.250

09/01/49

258,600‌

425,000

Evergy

Kansas

Central,

Inc

3.450

04/15/50

302,435‌

1,000,000

Evergy

Kansas

Central,

Inc

5.700

03/15/53

1,010,600‌

200,000

Evergy

Metro,

Inc

3.650

08/15/25

195,359‌

150,000

Evergy

Metro,

Inc

2.250

06/01/30

127,828‌

100,000

Evergy

Metro,

Inc

5.300

10/01/41

96,604‌

650,000

Evergy

Metro,

Inc

4.200

06/15/47

526,574‌

100,000

Evergy

Metro,

Inc

4.200

03/15/48

82,099‌

300,000

Evergy

Metro,

Inc

4.125

04/01/49

239,666‌

750,000

Evergy,

Inc

2.900

09/15/29

669,909‌

100,000

Eversource

Energy

0.800

08/15/25

93,625‌

1,000,000

Eversource

Energy

1.400

08/15/26

911,139‌

200,000

Eversource

Energy

3.300

01/15/28

186,924‌

1,000,000

Eversource

Energy

5.450

03/01/28

1,012,346‌

300,000

Eversource

Energy

4.250

04/01/29

287,497‌

100,000

Eversource

Energy

1.650

08/15/30

80,395‌

1,000,000

Eversource

Energy

2.550

03/15/31

835,681‌

1,000,000

Eversource

Energy

3.375

03/01/32

870,108‌

500,000

Eversource

Energy

5.500

01/01/34

500,055‌

1,100,000

Eversource

Energy

3.450

01/15/50

768,924‌

425,000

Exelon

Corp

3.400

04/15/26

410,847‌

1,500,000

Exelon

Corp

2.750

03/15/27

1,404,231‌

1,000,000

Exelon

Corp

5.150

03/15/28

1,002,446‌

1,000,000

Exelon

Corp

3.350

03/15/32

884,349‌

750,000

Exelon

Corp

5.300

03/15/33

752,324‌

1,000,000

Exelon

Corp

5.450

03/15/34

1,006,726‌

500,000

Exelon

Corp

4.950

06/15/35

471,445‌

975,000

Exelon

Corp

4.450

04/15/46

832,201‌

100,000

Exelon

Corp

4.700

04/15/50

87,581‌

500,000

Exelon

Corp

4.100

03/15/52

397,751‌

1,000,000

Exelon

Corp

5.600

03/15/53

998,136‌

141

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

907,000

Florida

Power

&

Light

Co

3.125

%

12/01/25

$

880,695‌

750,000

Florida

Power

&

Light

Co

5.050

04/01/28

758,203‌

750,000

Florida

Power

&

Light

Co

4.400

05/15/28

741,899‌

425,000

Florida

Power

&

Light

Co

4.625

05/15/30

421,973‌

1,000,000

Florida

Power

&

Light

Co

2.450

02/03/32

841,693‌

750,000

Florida

Power

&

Light

Co

5.100

04/01/33

755,024‌

150,000

Florida

Power

&

Light

Co

4.800

05/15/33

147,731‌

100,000

Florida

Power

&

Light

Co

4.125

02/01/42

86,562‌

200,000

Florida

Power

&

Light

Co

4.050

06/01/42

173,512‌

450,000

Florida

Power

&

Light

Co

3.800

12/15/42

370,644‌

400,000

Florida

Power

&

Light

Co

4.050

10/01/44

341,946‌

500,000

Florida

Power

&

Light

Co

3.700

12/01/47

394,080‌

1,675,000

Florida

Power

&

Light

Co

3.950

03/01/48

1,373,035‌

500,000

Florida

Power

&

Light

Co

4.125

06/01/48

422,921‌

1,100,000

Florida

Power

&

Light

Co

3.990

03/01/49

904,874‌

400,000

Florida

Power

&

Light

Co

3.150

10/01/49

281,566‌

500,000

Florida

Power

&

Light

Co

2.875

12/04/51

328,611‌

750,000

Florida

Power

&

Light

Co

5.300

04/01/53

751,453‌

768,000

Fortis,

Inc

3.055

10/04/26

727,181‌

100,000

Georgia

Power

Co

3.250

04/01/26

96,301‌

700,000

Georgia

Power

Co

3.250

03/30/27

666,982‌

1,000,000

Georgia

Power

Co

4.650

05/16/28

990,012‌

700,000

Georgia

Power

Co

2.650

09/15/29

623,897‌

1,500,000

Georgia

Power

Co

4.950

05/17/33

1,478,961‌

1,500,000

Georgia

Power

Co

5.250

03/15/34

1,515,146‌

625,000

Georgia

Power

Co

4.300

03/15/42

544,494‌

700,000

Georgia

Power

Co

4.300

03/15/43

599,507‌

2,500,000

Georgia

Power

Co

3.250

03/15/51

1,754,579‌

200,000

Gulf

Power

Co

3.300

05/30/27

189,877‌

250,000

Iberdrola

International

BV

5.810

03/15/25

250,154‌

400,000

Iberdrola

International

BV

6.750

07/15/36

453,205‌

425,000

Idaho

Power

Co

5.500

03/15/53

421,571‌

1,000,000

Idaho

Power

Co

5.800

04/01/54

1,024,211‌

500,000

Indiana

Michigan

Power

Co

3.850

05/15/28

479,329‌

225,000

Indiana

Michigan

Power

Co

4.550

03/15/46

191,469‌

100,000

Indiana

Michigan

Power

Co

3.750

07/01/47

75,347‌

300,000

Indiana

Michigan

Power

Co

4.250

08/15/48

245,079‌

675,000

Indiana

Michigan

Power

Co

3.250

05/01/51

456,999‌

500,000

Indiana

Michigan

Power

Co

5.625

04/01/53

505,097‌

725,000

Interstate

Power

and

Light

Co

4.100

09/26/28

695,970‌

325,000

Interstate

Power

and

Light

Co

3.600

04/01/29

304,450‌

125,000

Interstate

Power

and

Light

Co

2.300

06/01/30

106,353‌

1,000,000

Interstate

Power

and

Light

Co

5.700

10/15/33

1,024,451‌

100,000

Interstate

Power

and

Light

Co

6.250

07/15/39

104,499‌

100,000

Interstate

Power

and

Light

Co

3.700

09/15/46

75,399‌

300,000

Interstate

Power

and

Light

Co

3.500

09/30/49

216,504‌

1,000,000

Interstate

Power

and

Light

Co

3.100

11/30/51

656,379‌

1,000,000

IPALCO

Enterprises,

Inc

3.700

09/01/24

999,670‌

100,000

IPALCO

Enterprises,

Inc

4.250

05/01/30

93,041‌

500,000

(f)

IPALCO

Enterprises,

Inc

5.750

04/01/34

498,414‌

100,000

ITC

Holdings

Corp

3.250

06/30/26

95,735‌

900,000

ITC

Holdings

Corp

3.350

11/15/27

850,336‌

1,000,000

Kentucky

Utilities

Co

5.450

04/15/33

1,021,328‌

300,000

Kentucky

Utilities

Co

4.375

10/01/45

257,916‌

400,000

Kentucky

Utilities

Co

3.300

06/01/50

280,282‌

1,000,000

Louisville

Gas

and

Electric

Co

5.450

04/15/33

1,019,818‌

300,000

Louisville

Gas

and

Electric

Co

4.250

04/01/49

251,449‌

1,500,000

MidAmerican

Energy

Co

3.100

05/01/27

1,425,212‌

575,000

MidAmerican

Energy

Co

3.650

04/15/29

546,875‌

425,000

MidAmerican

Energy

Co

5.350

01/15/34

437,352‌

200,000

MidAmerican

Energy

Co

4.800

09/15/43

188,085‌

Bond

Index

Fund

March

31,

2024

142

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

MidAmerican

Energy

Co

4.400

%

10/15/44

$

174,092‌

200,000

MidAmerican

Energy

Co

4.250

05/01/46

169,610‌

500,000

MidAmerican

Energy

Co

3.950

08/01/47

401,613‌

1,000,000

MidAmerican

Energy

Co

3.650

08/01/48

766,252‌

300,000

MidAmerican

Energy

Co

4.250

07/15/49

255,262‌

300,000

MidAmerican

Energy

Co

3.150

04/15/50

209,107‌

1,000,000

MidAmerican

Energy

Co

2.700

08/01/52

622,631‌

400,000

MidAmerican

Energy

Co

5.850

09/15/54

426,789‌

250,000

MidAmerican

Energy

Co

5.300

02/01/55

247,300‌

500,000

Mississippi

Power

Co

3.950

03/30/28

481,146‌

750,000

Mississippi

Power

Co

4.250

03/15/42

638,435‌

1,000,000

Mississippi

Power

Co

3.100

07/30/51

662,218‌

300,000

National

Fuel

Gas

Co

5.200

07/15/25

298,404‌

300,000

National

Fuel

Gas

Co

5.500

01/15/26

299,536‌

200,000

National

Fuel

Gas

Co

3.950

09/15/27

190,781‌

200,000

National

Fuel

Gas

Co

4.750

09/01/28

194,470‌

1,100,000

National

Fuel

Gas

Co

2.950

03/01/31

925,002‌

1,000,000

National

Grid

plc

5.602

06/12/28

1,018,646‌

1,000,000

National

Grid

plc

5.809

06/12/33

1,021,587‌

1,000,000

National

Grid

plc

5.418

01/11/34

992,956‌

250,000

National

Grid

USA

5.803

04/01/35

249,346‌

1,000,000

Nevada

Power

Co

3.700

05/01/29

951,825‌

500,000

Nevada

Power

Co

2.400

05/01/30

430,814‌

500,000

Nevada

Power

Co

3.125

08/01/50

334,155‌

500,000

Nevada

Power

Co

5.900

05/01/53

520,862‌

1,000,000

Nevada

Power

Co

6.000

03/15/54

1,055,220‌

1,250,000

NextEra

Energy

Capital

Holdings,

Inc

4.450

06/20/25

1,234,781‌

2,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.749

09/01/25

2,008,581‌

1,125,000

NextEra

Energy

Capital

Holdings,

Inc

3.550

05/01/27

1,073,182‌

1,250,000

NextEra

Energy

Capital

Holdings,

Inc

4.625

07/15/27

1,232,571‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

02/28/28

996,861‌

2,500,000

NextEra

Energy

Capital

Holdings,

Inc

1.900

06/15/28

2,214,291‌

2,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

03/15/29

1,991,616‌

300,000

NextEra

Energy

Capital

Holdings,

Inc

3.500

04/01/29

279,515‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

2.750

11/01/29

401,853‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.000

02/28/30

1,505,148‌

2,980,000

NextEra

Energy

Capital

Holdings,

Inc

2.250

06/01/30

2,537,379‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

2.440

01/15/32

826,415‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

5.000

07/15/32

447,448‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.050

02/28/33

1,486,134‌

1,625,000

NextEra

Energy

Capital

Holdings,

Inc

5.250

03/15/34

1,621,406‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3.000

01/15/52

646,006‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.250

02/28/53

952,309‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6.700

09/01/54

1,507,485‌

1,700,000

NextEra

Energy

Capital

Holdings,

Inc

5.650

05/01/79

1,625,927‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3.800

03/15/82

907,232‌

500,000

NiSource,

Inc

0.950

08/15/25

470,528‌

1,000,000

NiSource,

Inc

3.490

05/15/27

953,829‌

1,500,000

NiSource,

Inc

5.250

03/30/28

1,510,312‌

750,000

NiSource,

Inc

2.950

09/01/29

677,346‌

200,000

NiSource,

Inc

3.600

05/01/30

184,209‌

800,000

NiSource,

Inc

1.700

02/15/31

638,979‌

1,000,000

NiSource,

Inc

5.400

06/30/33

1,008,044‌

1,000,000

NiSource,

Inc

5.350

04/01/34

994,583‌

77,000

NiSource,

Inc

5.950

06/15/41

79,349‌

700,000

NiSource,

Inc

5.250

02/15/43

661,788‌

450,000

NiSource,

Inc

4.800

02/15/44

402,544‌

815,000

NiSource,

Inc

5.650

02/01/45

807,399‌

350,000

NiSource,

Inc

4.375

05/15/47

293,252‌

500,000

NiSource,

Inc

3.950

03/30/48

391,292‌

200,000

NiSource,

Inc

5.000

06/15/52

184,882‌

143

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

600,000

Northern

States

Power

Co

2.250

%

04/01/31

$

503,635‌

425,000

Northern

States

Power

Co

5.350

11/01/39

424,053‌

175,000

Northern

States

Power

Co

3.600

05/15/46

133,567‌

1,950,000

Northern

States

Power

Co

3.600

09/15/47

1,475,283‌

325,000

Northern

States

Power

Co

2.900

03/01/50

216,347‌

750,000

Northern

States

Power

Co

2.600

06/01/51

461,980‌

1,000,000

Northern

States

Power

Co

3.200

04/01/52

689,798‌

400,000

Northern

States

Power

Co

4.500

06/01/52

351,325‌

500,000

Northern

States

Power

Co

5.100

05/15/53

481,700‌

1,000,000

Northern

States

Power

Co

5.400

03/15/54

1,007,021‌

200,000

NorthWestern

Corp

4.176

11/15/44

163,933‌

300,000

NSTAR

Electric

Co

3.200

05/15/27

286,452‌

1,000,000

NSTAR

Electric

Co

1.950

08/15/31

808,386‌

1,100,000

NSTAR

Electric

Co

3.100

06/01/51

747,043‌

350,000

NSTAR

Electric

Co

4.550

06/01/52

305,964‌

500,000

Oglethorpe

Power

Corp

4.500

04/01/47

415,955‌

500,000

Oglethorpe

Power

Corp

5.050

10/01/48

449,699‌

750,000

Oglethorpe

Power

Corp

3.750

08/01/50

541,866‌

500,000

Oglethorpe

Power

Corp

5.250

09/01/50

465,767‌

500,000

(f)

Oglethorpe

Power

Corp

6.200

12/01/53

525,508‌

2,000,000

Ohio

Power

Co

1.625

01/15/31

1,595,419‌

500,000

Ohio

Power

Co

4.150

04/01/48

403,305‌

1,500,000

Ohio

Power

Co

4.000

06/01/49

1,189,297‌

1,000,000

Ohio

Power

Co

2.900

10/01/51

642,051‌

200,000

Oklahoma

Gas

and

Electric

Co

3.800

08/15/28

192,142‌

500,000

Oklahoma

Gas

and

Electric

Co

3.300

03/15/30

455,498‌

100,000

Oklahoma

Gas

and

Electric

Co

3.250

04/01/30

90,824‌

500,000

Oklahoma

Gas

and

Electric

Co

5.400

01/15/33

510,027‌

200,000

Oklahoma

Gas

and

Electric

Co

4.150

04/01/47

162,154‌

200,000

Oklahoma

Gas

and

Electric

Co

3.850

08/15/47

154,160‌

1,000,000

Oklahoma

Gas

and

Electric

Co

5.600

04/01/53

1,000,141‌

400,000

Oncor

Electric

Delivery

Co

LLC

2.950

04/01/25

390,830‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

0.550

10/01/25

936,288‌

750,000

Oncor

Electric

Delivery

Co

LLC

3.700

11/15/28

710,714‌

1,500,000

Oncor

Electric

Delivery

Co

LLC

5.750

03/15/29

1,551,003‌

425,000

Oncor

Electric

Delivery

Co

LLC

4.150

06/01/32

399,432‌

500,000

Oncor

Electric

Delivery

Co

LLC

4.550

09/15/32

483,021‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

5.650

11/15/33

1,040,232‌

100,000

Oncor

Electric

Delivery

Co

LLC

5.250

09/30/40

99,021‌

550,000

Oncor

Electric

Delivery

Co

LLC

4.550

12/01/41

503,714‌

56,000

Oncor

Electric

Delivery

Co

LLC

5.300

06/01/42

55,856‌

300,000

Oncor

Electric

Delivery

Co

LLC

3.750

04/01/45

239,016‌

400,000

Oncor

Electric

Delivery

Co

LLC

3.800

09/30/47

310,547‌

200,000

Oncor

Electric

Delivery

Co

LLC

4.100

11/15/48

164,182‌

500,000

Oncor

Electric

Delivery

Co

LLC

3.800

06/01/49

394,806‌

500,000

Oncor

Electric

Delivery

Co

LLC

3.100

09/15/49

346,864‌

200,000

Oncor

Electric

Delivery

Co

LLC

3.700

05/15/50

153,416‌

550,000

Oncor

Electric

Delivery

Co

LLC

2.700

11/15/51

345,491‌

2,000,000

Oncor

Electric

Delivery

Co

LLC

4.950

09/15/52

1,880,332‌

164,000

Oncor

Electric

Delivery

Co

LLC

5.350

10/01/52

162,607‌

500,000

ONE

Gas,

Inc

5.100

04/01/29

503,260‌

100,000

ONE

Gas,

Inc

2.000

05/15/30

84,864‌

500,000

(a)

ONE

Gas,

Inc

4.250

09/01/32

478,134‌

100,000

ONE

Gas,

Inc

4.658

02/01/44

90,785‌

500,000

ONE

Gas,

Inc

4.500

11/01/48

437,269‌

5,000,000

Pacific

Gas

and

Electric

Co

3.150

01/01/26

4,806,842‌

500,000

Pacific

Gas

and

Electric

Co

5.450

06/15/27

501,437‌

3,000,000

Pacific

Gas

and

Electric

Co

2.100

08/01/27

2,701,104‌

1,500,000

Pacific

Gas

and

Electric

Co

3.000

06/15/28

1,370,101‌

500,000

Pacific

Gas

and

Electric

Co

6.100

01/15/29

515,238‌

1,000,000

(a)

Pacific

Gas

and

Electric

Co

4.200

03/01/29

948,999‌

Bond

Index

Fund

March

31,

2024

144

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

500,000

Pacific

Gas

and

Electric

Co

5.550

%

05/15/29

$

504,366‌

3,000,000

Pacific

Gas

and

Electric

Co

4.550

07/01/30

2,851,566‌

3,000,000

Pacific

Gas

and

Electric

Co

2.500

02/01/31

2,494,736‌

2,000,000

Pacific

Gas

and

Electric

Co

3.250

06/01/31

1,736,568‌

1,000,000

Pacific

Gas

and

Electric

Co

4.400

03/01/32

921,237‌

500,000

Pacific

Gas

and

Electric

Co

5.900

06/15/32

508,538‌

500,000

Pacific

Gas

and

Electric

Co

6.150

01/15/33

515,370‌

1,500,000

Pacific

Gas

and

Electric

Co

6.400

06/15/33

1,579,409‌

1,000,000

Pacific

Gas

and

Electric

Co

6.950

03/15/34

1,094,763‌

1,500,000

Pacific

Gas

and

Electric

Co

5.800

05/15/34

1,513,888‌

750,000

Pacific

Gas

and

Electric

Co

4.500

07/01/40

640,423‌

1,000,000

Pacific

Gas

and

Electric

Co

3.300

08/01/40

732,130‌

1,500,000

Pacific

Gas

and

Electric

Co

4.200

06/01/41

1,207,478‌

1,200,000

Pacific

Gas

and

Electric

Co

4.950

07/01/50

1,032,230‌

2,300,000

Pacific

Gas

and

Electric

Co

3.500

08/01/50

1,571,490‌

1,000,000

Pacific

Gas

and

Electric

Co

5.250

03/01/52

892,331‌

2,000,000

Pacific

Gas

and

Electric

Co

6.750

01/15/53

2,178,531‌

400,000

Pacific

Gas

and

Electric

Co

6.700

04/01/53

432,938‌

500,000

PacifiCorp

3.500

06/15/29

465,685‌

500,000

PacifiCorp

2.700

09/15/30

432,734‌

1,000,000

PacifiCorp

5.300

02/15/31

1,002,867‌

1,000,000

PacifiCorp

5.450

02/15/34

1,003,218‌

850,000

PacifiCorp

6.000

01/15/39

882,344‌

300,000

PacifiCorp

4.125

01/15/49

235,537‌

1,300,000

PacifiCorp

4.150

02/15/50

1,022,096‌

250,000

PacifiCorp

3.300

03/15/51

166,782‌

2,000,000

PacifiCorp

2.900

06/15/52

1,225,895‌

750,000

PacifiCorp

5.350

12/01/53

697,728‌

775,000

PacifiCorp

5.500

05/15/54

745,622‌

1,000,000

PacifiCorp

5.800

01/15/55

985,865‌

200,000

PECO

Energy

Co

3.150

10/15/25

194,652‌

1,000,000

PECO

Energy

Co

4.900

06/15/33

1,000,250‌

200,000

PECO

Energy

Co

4.150

10/01/44

169,598‌

200,000

PECO

Energy

Co

3.700

09/15/47

156,889‌

1,200,000

PECO

Energy

Co

3.900

03/01/48

972,611‌

125,000

PECO

Energy

Co

3.000

09/15/49

85,404‌

100,000

PECO

Energy

Co

2.800

06/15/50

65,396‌

475,000

PECO

Energy

Co

3.050

03/15/51

323,633‌

1,000,000

PECO

Energy

Co

2.850

09/15/51

645,557‌

500,000

PECO

Energy

Co

4.600

05/15/52

450,416‌

500,000

PECO

Energy

Co

4.375

08/15/52

434,084‌

500,000

PG&E

Recovery

Funding

LLC

5.256

01/15/38

505,328‌

500,000

PG&E

Recovery

Funding

LLC

5.536

07/15/47

515,101‌

411,640

PG&E

WILDFIRE

RECOVERY

3.594

06/01/30

394,658‌

250,000

PG&E

WILDFIRE

RECOVERY

4.263

06/01/36

236,144‌

250,000

PG&E

WILDFIRE

RECOVERY

4.377

06/01/39

233,662‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4.451

12/01/47

899,797‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4.674

12/01/51

926,593‌

444,661

PG&E

Wildfire

Recovery

Funding

LLC

4.022

06/01/31

429,632‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

4.722

06/01/37

486,877‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

5.081

06/01/41

496,972‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.212

12/01/47

745,271‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.099

06/01/52

741,952‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

2.500

03/15/31

843,377‌

500,000

Piedmont

Natural

Gas

Co,

Inc

5.400

06/15/33

504,210‌

200,000

Piedmont

Natural

Gas

Co,

Inc

4.650

08/01/43

176,385‌

1,600,000

Piedmont

Natural

Gas

Co,

Inc

3.350

06/01/50

1,080,842‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5.050

05/15/52

912,552‌

1,000,000

Pinnacle

West

Capital

Corp

1.300

06/15/25

947,963‌

500,000

Potomac

Electric

Power

Co

5.200

03/15/34

505,094‌

900,000

Potomac

Electric

Power

Co

4.150

03/15/43

768,778‌

145

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

250,000

Potomac

Electric

Power

Co

5.500

%

03/15/54

$

253,652‌

950,000

PPL

Capital

Funding,

Inc

3.100

05/15/26

908,602‌

1,500,000

PPL

Electric

Utilities

Corp

5.000

05/15/33

1,495,713‌

150,000

PPL

Electric

Utilities

Corp

4.850

02/15/34

147,501‌

200,000

PPL

Electric

Utilities

Corp

4.125

06/15/44

170,307‌

275,000

PPL

Electric

Utilities

Corp

4.150

10/01/45

231,772‌

500,000

PPL

Electric

Utilities

Corp

3.950

06/01/47

405,446‌

200,000

PPL

Electric

Utilities

Corp

4.150

06/15/48

170,137‌

525,000

PPL

Electric

Utilities

Corp

3.000

10/01/49

363,762‌

1,000,000

PPL

Electric

Utilities

Corp

5.250

05/15/53

988,535‌

250,000

Public

Service

Co

of

Colorado

3.700

06/15/28

239,069‌

1,000,000

Public

Service

Co

of

Colorado

1.900

01/15/31

819,456‌

1,050,000

Public

Service

Co

of

Colorado

1.875

06/15/31

848,972‌

275,000

Public

Service

Co

of

Colorado

4.100

06/01/32

256,123‌

200,000

Public

Service

Co

of

Colorado

3.800

06/15/47

153,400‌

100,000

Public

Service

Co

of

Colorado

4.100

06/15/48

79,025‌

300,000

Public

Service

Co

of

Colorado

4.050

09/15/49

234,541‌

400,000

Public

Service

Co

of

Colorado

3.200

03/01/50

270,867‌

350,000

Public

Service

Co

of

Colorado

2.700

01/15/51

211,425‌

1,000,000

Public

Service

Co

of

Colorado

5.250

04/01/53

949,420‌

1,200,000

Public

Service

Co

of

New

Hampshire

2.200

06/15/31

999,138‌

1,500,000

(e)

Public

Service

Co

of

New

Hampshire

5.350

10/01/33

1,529,646‌

100,000

Public

Service

Co

of

New

Hampshire

3.600

07/01/49

76,786‌

500,000

Public

Service

Co

of

New

Hampshire

5.150

01/15/53

488,944‌

500,000

Public

Service

Co

of

Oklahoma

2.200

08/15/31

408,636‌

1,000,000

Public

Service

Co

of

Oklahoma

5.250

01/15/33

993,233‌

500,000

Public

Service

Co

of

Oklahoma

3.150

08/15/51

334,761‌

1,000,000

Public

Service

Electric

and

Gas

Co

0.950

03/15/26

926,687‌

300,000

Public

Service

Electric

and

Gas

Co

2.250

09/15/26

281,455‌

450,000

Public

Service

Electric

and

Gas

Co

3.000

05/15/27

425,374‌

250,000

Public

Service

Electric

and

Gas

Co

3.700

05/01/28

240,048‌

500,000

Public

Service

Electric

and

Gas

Co

2.450

01/15/30

437,291‌

1,000,000

Public

Service

Electric

and

Gas

Co

1.900

08/15/31

814,457‌

225,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

223,976‌

500,000

Public

Service

Electric

and

Gas

Co

4.650

03/15/33

487,341‌

1,000,000

Public

Service

Electric

and

Gas

Co

5.200

08/01/33

1,014,761‌

500,000

Public

Service

Electric

and

Gas

Co

5.200

03/01/34

505,868‌

200,000

Public

Service

Electric

and

Gas

Co

3.800

01/01/43

164,935‌

600,000

Public

Service

Electric

and

Gas

Co

3.800

03/01/46

481,047‌

200,000

Public

Service

Electric

and

Gas

Co

3.600

12/01/47

155,748‌

250,000

Public

Service

Electric

and

Gas

Co

4.050

05/01/48

210,188‌

500,000

Public

Service

Electric

and

Gas

Co

3.850

05/01/49

404,766‌

575,000

Public

Service

Electric

and

Gas

Co

3.200

08/01/49

411,234‌

500,000

Public

Service

Electric

and

Gas

Co

3.150

01/01/50

356,104‌

175,000

Public

Service

Electric

and

Gas

Co

2.700

05/01/50

114,661‌

2,000,000

Public

Service

Electric

and

Gas

Co

3.000

03/01/51

1,367,928‌

200,000

Public

Service

Electric

and

Gas

Co

5.125

03/15/53

196,744‌

1,500,000

Public

Service

Electric

and

Gas

Co

5.450

08/01/53

1,540,784‌

500,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

515,575‌

400,000

Public

Service

Enterprise

Group,

Inc

0.800

08/15/25

375,885‌

1,000,000

Public

Service

Enterprise

Group,

Inc

5.850

11/15/27

1,024,291‌

400,000

Public

Service

Enterprise

Group,

Inc

1.600

08/15/30

322,921‌

1,000,000

Public

Service

Enterprise

Group,

Inc

2.450

11/15/31

826,829‌

750,000

Public

Service

Enterprise

Group,

Inc

6.125

10/15/33

787,294‌

1,585,000

Puget

Energy,

Inc

3.650

05/15/25

1,547,709‌

1,000,000

Puget

Energy,

Inc

2.379

06/15/28

891,868‌

1,000,000

Puget

Energy,

Inc

4.100

06/15/30

912,723‌

250,000

Puget

Sound

Energy,

Inc

5.757

10/01/39

253,239‌

200,000

Puget

Sound

Energy,

Inc

4.300

05/20/45

168,475‌

275,000

Puget

Sound

Energy,

Inc

3.250

09/15/49

188,687‌

750,000

Puget

Sound

Energy,

Inc

2.893

09/15/51

482,045‌

Bond

Index

Fund

March

31,

2024

146

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

800,000

San

Diego

Gas

&

Electric

Co

2.500

%

05/15/26

$

760,241‌

550,000

San

Diego

Gas

&

Electric

Co

4.950

08/15/28

552,063‌

500,000

San

Diego

Gas

&

Electric

Co

1.700

10/01/30

410,990‌

300,000

San

Diego

Gas

&

Electric

Co

3.750

06/01/47

232,945‌

300,000

San

Diego

Gas

&

Electric

Co

4.150

05/15/48

250,712‌

750,000

San

Diego

Gas

&

Electric

Co

4.100

06/15/49

611,169‌

675,000

San

Diego

Gas

&

Electric

Co

2.950

08/15/51

454,521‌

1,000,000

San

Diego

Gas

&

Electric

Co

3.700

03/15/52

757,887‌

1,000,000

San

Diego

Gas

&

Electric

Co

5.350

04/01/53

984,930‌

1,000,000

San

Diego

Gas

&

Electric

Co

5.550

04/15/54

1,014,371‌

1,525,000

Sempra

3.250

06/15/27

1,437,319‌

675,000

Sempra

3.400

02/01/28

637,781‌

1,000,000

Sempra

5.500

08/01/33

1,002,678‌

825,000

Sempra

3.800

02/01/38

685,873‌

125,000

Sempra

6.000

10/15/39

127,303‌

850,000

Sempra

4.000

02/01/48

662,989‌

1,380,000

Sempra

4.125

04/01/52

1,273,114‌

500,000

Sempra

6.875

10/01/54

505,219‌

869,000

Sierra

Pacific

Power

Co

2.600

05/01/26

825,687‌

500,000

(f)

Sierra

Pacific

Power

Co

5.900

03/15/54

517,374‌

500,000

Southern

California

Edison

Co

3.700

08/01/25

489,035‌

1,000,000

Southern

California

Edison

Co

1.200

02/01/26

928,646‌

400,000

Southern

California

Edison

Co

4.875

02/01/27

398,782‌

500,000

Southern

California

Edison

Co

4.700

06/01/27

494,506‌

750,000

Southern

California

Edison

Co

5.850

11/01/27

769,928‌

750,000

Southern

California

Edison

Co

3.650

03/01/28

714,536‌

1,000,000

Southern

California

Edison

Co

5.300

03/01/28

1,011,130‌

1,000,000

Southern

California

Edison

Co

5.650

10/01/28

1,028,697‌

500,000

Southern

California

Edison

Co

4.200

03/01/29

482,011‌

1,000,000

Southern

California

Edison

Co

5.150

06/01/29

1,004,107‌

600,000

Southern

California

Edison

Co

2.850

08/01/29

540,312‌

1,750,000

Southern

California

Edison

Co

2.250

06/01/30

1,487,069‌

1,500,000

Southern

California

Edison

Co

2.500

06/01/31

1,265,874‌

500,000

Southern

California

Edison

Co

2.750

02/01/32

423,039‌

750,000

Southern

California

Edison

Co

5.950

11/01/32

786,485‌

575,000

Southern

California

Edison

Co

5.200

06/01/34

569,237‌

185,000

Southern

California

Edison

Co

6.050

03/15/39

192,836‌

300,000

Southern

California

Edison

Co

4.500

09/01/40

266,498‌

825,000

Southern

California

Edison

Co

4.650

10/01/43

730,039‌

450,000

Southern

California

Edison

Co

3.600

02/01/45

336,896‌

1,937,000

Southern

California

Edison

Co

4.000

04/01/47

1,533,079‌

1,675,000

Southern

California

Edison

Co

4.125

03/01/48

1,352,054‌

1,500,000

Southern

California

Edison

Co

2.950

02/01/51

974,118‌

1,000,000

Southern

California

Edison

Co

3.650

06/01/51

738,197‌

500,000

Southern

California

Edison

Co

3.450

02/01/52

353,237‌

1,000,000

Southern

California

Edison

Co

5.700

03/01/53

1,002,136‌

500,000

Southern

California

Edison

Co

5.875

12/01/53

515,304‌

1,500,000

Southern

California

Edison

Co

5.750

04/15/54

1,521,424‌

200,000

Southern

California

Gas

Co

3.200

06/15/25

195,571‌

200,000

Southern

California

Gas

Co

2.600

06/15/26

189,624‌

1,000,000

Southern

California

Gas

Co

2.950

04/15/27

943,451‌

500,000

Southern

California

Gas

Co

2.550

02/01/30

438,312‌

1,000,000

Southern

California

Gas

Co

5.200

06/01/33

1,001,026‌

150,000

Southern

California

Gas

Co

3.750

09/15/42

120,160‌

500,000

Southern

California

Gas

Co

4.125

06/01/48

407,150‌

300,000

Southern

California

Gas

Co

4.300

01/15/49

248,103‌

500,000

Southern

California

Gas

Co

3.950

02/15/50

390,078‌

500,000

Southern

California

Gas

Co

6.350

11/15/52

550,234‌

1,000,000

Southern

California

Gas

Co

5.750

06/01/53

1,016,670‌

1,000,000

Southern

California

Gas

Co

5.600

04/01/54

1,000,635‌

2,000,000

Southern

Co

5.113

08/01/27

2,001,085‌

147

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,500,000

Southern

Co

1.750

%

03/15/28

$

1,324,885‌

1,000,000

Southern

Co

5.500

03/15/29

1,019,007‌

2,500,000

Southern

Co

3.700

04/30/30

2,317,372‌

1,000,000

Southern

Co

5.200

06/15/33

999,223‌

1,250,000

Southern

Co

5.700

03/15/34

1,289,180‌

400,000

Southern

Co

4.250

07/01/36

356,377‌

800,000

Southern

Co

4.400

07/01/46

689,018‌

1,000,000

Southern

Co

4.000

01/15/51

961,362‌

1,500,000

Southern

Co

3.750

09/15/51

1,402,202‌

400,000

Southern

Co

Gas

Capital

Corp

3.250

06/15/26

382,898‌

500,000

Southern

Co

Gas

Capital

Corp

1.750

01/15/31

406,894‌

1,000,000

Southern

Co

Gas

Capital

Corp

5.750

09/15/33

1,035,161‌

275,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

230,030‌

100,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

77,544‌

900,000

Southern

Co

Gas

Capital

Corp

4.400

05/30/47

748,382‌

175,000

Southern

Co

Gas

Capital

Corp

3.150

09/30/51

114,325‌

200,000

Southern

Power

Co

4.150

12/01/25

196,639‌

950,000

Southern

Power

Co

0.900

01/15/26

878,799‌

300,000

Southern

Power

Co

4.950

12/15/46

266,231‌

500,000

Southwest

Gas

Corp

5.800

12/01/27

511,685‌

500,000

Southwest

Gas

Corp

5.450

03/23/28

507,127‌

150,000

Southwest

Gas

Corp

3.700

04/01/28

143,069‌

100,000

Southwest

Gas

Corp

2.200

06/15/30

84,240‌

500,000

Southwest

Gas

Corp

4.050

03/15/32

457,910‌

100,000

Southwest

Gas

Corp

3.800

09/29/46

74,929‌

500,000

Southwest

Gas

Corp

4.150

06/01/49

392,441‌

1,000,000

Southwest

Gas

Corp

3.180

08/15/51

653,397‌

500,000

Southwestern

Electric

Power

Co

2.750

10/01/26

468,710‌

675,000

Southwestern

Electric

Power

Co

4.100

09/15/28

647,230‌

500,000

Southwestern

Electric

Power

Co

5.300

04/01/33

493,965‌

750,000

Southwestern

Electric

Power

Co

3.850

02/01/48

551,542‌

750,000

Southwestern

Electric

Power

Co

3.250

11/01/51

497,881‌

600,000

Southwestern

Public

Service

Co

4.500

08/15/41

512,097‌

300,000

Southwestern

Public

Service

Co

3.400

08/15/46

210,576‌

225,000

Southwestern

Public

Service

Co

3.700

08/15/47

161,601‌

200,000

Southwestern

Public

Service

Co

4.400

11/15/48

162,663‌

750,000

Southwestern

Public

Service

Co

3.750

06/15/49

552,892‌

650,000

Southwestern

Public

Service

Co

3.150

05/01/50

426,475‌

500,000

Spire

Missouri,

Inc

4.800

02/15/33

489,154‌

1,500,000

Spire

Missouri,

Inc

3.300

06/01/51

1,043,339‌

1,000,000

System

Energy

Resources,

Inc

6.000

04/15/28

1,019,949‌

1,000,000

Tampa

Electric

Co

4.900

03/01/29

1,000,808‌

1,000,000

Tampa

Electric

Co

2.400

03/15/31

837,078‌

100,000

Tampa

Electric

Co

4.100

06/15/42

83,627‌

175,000

Tampa

Electric

Co

4.350

05/15/44

148,054‌

200,000

Tampa

Electric

Co

4.300

06/15/48

167,190‌

200,000

Tampa

Electric

Co

4.450

06/15/49

171,287‌

575,000

Tampa

Electric

Co

3.625

06/15/50

424,517‌

925,000

Tampa

Electric

Co

3.450

03/15/51

657,529‌

125,000

Tucson

Electric

Power

Co

1.500

08/01/30

100,925‌

200,000

Tucson

Electric

Power

Co

4.850

12/01/48

178,248‌

2,000,000

Tucson

Electric

Power

Co

3.250

05/01/51

1,351,810‌

500,000

Tucson

Electric

Power

Co

5.500

04/15/53

494,313‌

200,000

Union

Electric

Co

2.950

06/15/27

188,302‌

300,000

Union

Electric

Co

3.500

03/15/29

281,397‌

500,000

Union

Electric

Co

2.950

03/15/30

446,576‌

1,000,000

Union

Electric

Co

2.150

03/15/32

811,108‌

1,000,000

(e)

Union

Electric

Co

5.200

04/01/34

1,001,647‌

100,000

Union

Electric

Co

8.450

03/15/39

128,870‌

100,000

Union

Electric

Co

3.900

09/15/42

82,786‌

100,000

Union

Electric

Co

3.650

04/15/45

76,761‌

Bond

Index

Fund

March

31,

2024

148

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

Union

Electric

Co

4.000

%

04/01/48

$

160,346‌

1,000,000

Union

Electric

Co

3.250

10/01/49

699,793‌

675,000

Union

Electric

Co

2.625

03/15/51

415,218‌

125,000

Union

Electric

Co

3.900

04/01/52

98,857‌

325,000

Union

Electric

Co

5.450

03/15/53

321,849‌

1,000,000

Union

Electric

Co

5.250

01/15/54

960,980‌

100,000

United

Utilities

plc

6.875

08/15/28

106,303‌

900,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

855,528‌

1,750,000

Virginia

Electric

and

Power

Co

3.500

03/15/27

1,681,165‌

500,000

Virginia

Electric

and

Power

Co

3.750

05/15/27

482,332‌

2,000,000

Virginia

Electric

and

Power

Co

3.800

04/01/28

1,919,992‌

1,000,000

Virginia

Electric

and

Power

Co

2.875

07/15/29

907,341‌

1,000,000

Virginia

Electric

and

Power

Co

2.300

11/15/31

831,084‌

1,000,000

Virginia

Electric

and

Power

Co

2.400

03/30/32

829,127‌

750,000

Virginia

Electric

and

Power

Co

5.000

04/01/33

739,888‌

1,000,000

Virginia

Electric

and

Power

Co

5.300

08/15/33

1,003,702‌

500,000

Virginia

Electric

and

Power

Co

5.000

01/15/34

490,931‌

250,000

Virginia

Electric

and

Power

Co

4.650

08/15/43

224,666‌

400,000

Virginia

Electric

and

Power

Co

4.450

02/15/44

349,187‌

200,000

Virginia

Electric

and

Power

Co

4.200

05/15/45

167,904‌

1,100,000

Virginia

Electric

and

Power

Co

4.000

11/15/46

885,137‌

700,000

Virginia

Electric

and

Power

Co

3.800

09/15/47

541,423‌

1,300,000

Virginia

Electric

and

Power

Co

4.600

12/01/48

1,139,678‌

500,000

Virginia

Electric

and

Power

Co

3.300

12/01/49

353,430‌

500,000

Virginia

Electric

and

Power

Co

2.450

12/15/50

293,600‌

500,000

Virginia

Electric

and

Power

Co

4.625

05/15/52

436,046‌

1,500,000

Virginia

Electric

and

Power

Co

5.450

04/01/53

1,484,140‌

1,000,000

Virginia

Electric

and

Power

Co

5.700

08/15/53

1,028,413‌

1,000,000

Virginia

Electric

and

Power

Co

5.350

01/15/54

980,216‌

490,000

Virginia

Power

Fuel

Securitization

LLC

5.088

05/01/27

483,147‌

1,000,000

Virginia

Power

Fuel

Securitization

LLC

4.877

05/01/31

995,557‌

200,000

Washington

Gas

Light

Co

3.796

09/15/46

150,943‌

700,000

Washington

Gas

Light

Co

3.650

09/15/49

520,113‌

365,000

WEC

Energy

Group,

Inc

3.550

06/15/25

355,251‌

1,000,000

WEC

Energy

Group,

Inc

5.150

10/01/27

1,001,749‌

500,000

WEC

Energy

Group,

Inc

1.375

10/15/27

440,458‌

1,000,000

WEC

Energy

Group,

Inc

4.750

01/15/28

992,934‌

500,000

WEC

Energy

Group,

Inc

1.800

10/15/30

411,463‌

175,000

Wisconsin

Electric

Power

Co

2.050

12/15/24

170,950‌

1,000,000

(a)

Wisconsin

Electric

Power

Co

1.700

06/15/28

885,603‌

575,000

Wisconsin

Electric

Power

Co

4.750

09/30/32

566,258‌

200,000

Wisconsin

Electric

Power

Co

5.625

05/15/33

210,782‌

200,000

Wisconsin

Electric

Power

Co

4.300

10/15/48

169,635‌

325,000

Wisconsin

Power

and

Light

Co

3.050

10/15/27

304,758‌

500,000

Wisconsin

Power

and

Light

Co

3.000

07/01/29

458,823‌

500,000

Wisconsin

Power

and

Light

Co

3.950

09/01/32

463,750‌

150,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

146,722‌

500,000

Wisconsin

Power

and

Light

Co

5.375

03/30/34

503,324‌

225,000

Wisconsin

Power

and

Light

Co

3.650

04/01/50

166,589‌

200,000

Wisconsin

Public

Service

Corp

4.752

11/01/44

181,433‌

300,000

Wisconsin

Public

Service

Corp

3.300

09/01/49

212,195‌

550,000

Wisconsin

Public

Service

Corp

2.850

12/01/51

351,446‌

750,000

Xcel

Energy,

Inc

3.350

12/01/26

712,102‌

1,000,000

Xcel

Energy,

Inc

1.750

03/15/27

900,329‌

900,000

Xcel

Energy,

Inc

4.000

06/15/28

857,819‌

1,000,000

Xcel

Energy,

Inc

2.350

11/15/31

805,181‌

1,000,000

Xcel

Energy,

Inc

5.450

08/15/33

993,906‌

200,000

Xcel

Energy,

Inc

4.800

09/15/41

171,769‌

149

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

500,000

Xcel

Energy,

Inc

3.500

%

12/01/49

$

346,524‌

TOTAL

UTILITIES

550,079,763‌

TOTAL

CORPORATE

BONDS

6,060,043,915‌

(Cost

$6,656,735,501)

GOVERNMENT

BONDS

-

71.4%

AGENCY

SECURITIES

-

0.8%

7,500,000

Federal

Farm

Credit

Bank

(FFCB)

2.625

05/16/24

7,474,485‌

1,500,000

FFCB

3.375

08/26/24

1,488,933‌

10,000,000

FFCB

4.250

09/26/24

9,952,895‌

1,750,000

FFCB

1.125

01/06/25

1,697,278‌

4,000,000

FFCB

1.750

02/14/25

3,886,754‌

4,000,000

FFCB

5.125

10/10/25

4,017,475‌

2,000,000

FFCB

4.375

06/23/26

1,988,958‌

5,000,000

FFCB

4.500

08/14/26

4,996,853‌

5,000,000

FFCB

1.650

07/23/35

3,558,149‌

4,000,000

Federal

Home

Loan

Bank

(FHLB)

2.750

06/28/24

3,974,620‌

615,000

FHLB

3.000

07/08/24

611,136‌

1,800,000

FHLB

5.000

02/28/25

1,797,427‌

3,000,000

(a)

FHLB

4.625

06/06/25

2,988,646‌

2,000,000

FHLB

0.375

09/04/25

1,878,165‌

15,000,000

FHLB

4.625

11/17/26

15,038,575‌

5,000,000

FHLB

4.125

01/15/27

4,958,668‌

10,000,000

(a)

FHLB

4.000

06/30/28

9,924,332‌

13,875,000

FHLB

3.250

11/16/28

13,274,543‌

10,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1.500

02/12/25

9,691,077‌

6,000,000

(a)

FHLMC

0.375

07/21/25

5,660,315‌

5,000,000

FHLMC

0.375

09/23/25

4,683,494‌

5,000,000

Federal

National

Mortgage

Association

(FNMA)

1.750

07/02/24

4,954,404‌

13,700,000

FNMA

2.625

09/06/24

13,544,779‌

3,000,000

(a)

FNMA

1.625

01/07/25

2,920,811‌

4,000,000

FNMA

0.625

04/22/25

3,819,246‌

10,000,000

FNMA

0.375

08/25/25

9,393,300‌

4,500,000

FNMA

0.500

11/07/25

4,206,278‌

4,000,000

FNMA

1.875

09/24/26

3,749,805‌

3,000,000

(a)

FNMA

0.750

10/08/27

2,644,765‌

10,000,000

FNMA

0.875

08/05/30

8,096,534‌

5,000,000

FNMA

6.625

11/15/30

5,643,255‌

1,000,000

FNMA

5.625

07/15/37

1,103,486‌

1,300,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3.000

06/30/25

1,256,704‌

300,000

Israel

Government

AID

Bond

5.500

04/26/24

299,996‌

250,000

Private

Export

Funding

Corp

(PEFCO)

1.750

11/15/24

244,458‌

200,000

PEFCO

3.250

06/15/25

195,993‌

1,000,000

PEFCO

3.900

10/15/27

969,399‌

750,000

Tennessee

Valley

Authority

(TVA)

2.875

09/15/24

741,385‌

2,000,000

TVA

0.750

05/15/25

1,908,082‌

1,425,000

TVA

2.875

02/01/27

1,363,813‌

1,000,000

TVA

3.875

03/15/28

982,578‌

5,000,000

TVA

1.500

09/15/31

4,124,591‌

500,000

TVA

5.880

04/01/36

556,782‌

500,000

TVA

5.500

06/15/38

533,095‌

4,300,000

TVA

3.500

12/15/42

3,564,403‌

750,000

TVA

4.250

09/15/52

670,850‌

1,750,000

TVA

4.625

09/15/60

1,657,983‌

300,000

TVA

4.250

09/15/65

261,542‌

TOTAL

AGENCY

SECURITIES

192,951,095‌

FOREIGN

GOVERNMENT

BONDS

-

3.0%

5,000,000

African

Development

Bank

0.875

03/23/26

4,641,737‌

3,000,000

African

Development

Bank

0.875

07/22/26

2,753,496‌

1,725,000

African

Development

Bank

4.625

01/04/27

1,727,266‌

Bond

Index

Fund

March

31,

2024

150

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,000,000

African

Development

Bank

4.125

%

02/25/27

$

1,976,135‌

1,220,000

Asian

Development

Bank

0.625

10/08/24

1,190,980‌

2,000,000

Asian

Development

Bank

1.500

10/18/24

1,959,161‌

500,000

Asian

Development

Bank

2.000

01/22/25

487,563‌

3,000,000

Asian

Development

Bank

2.875

05/06/25

2,930,717‌

6,000,000

Asian

Development

Bank

0.375

09/03/25

5,631,556‌

3,000,000

Asian

Development

Bank

0.500

02/04/26

2,776,468‌

5,000,000

Asian

Development

Bank

1.000

04/14/26

4,642,388‌

1,500,000

Asian

Development

Bank

2.000

04/24/26

1,420,779‌

1,000,000

(a)

Asian

Development

Bank

2.625

01/12/27

950,211‌

6,000,000

Asian

Development

Bank

1.500

01/20/27

5,524,887‌

500,000

Asian

Development

Bank

2.375

08/10/27

467,518‌

500,000

Asian

Development

Bank

2.500

11/02/27

467,519‌

1,000,000

Asian

Development

Bank

2.750

01/19/28

940,867‌

1,000,000

Asian

Development

Bank

3.750

04/25/28

975,023‌

2,500,000

Asian

Development

Bank

1.250

06/09/28

2,198,518‌

75,000

Asian

Development

Bank

5.820

06/16/28

78,454‌

4,000,000

Asian

Development

Bank

4.500

08/25/28

4,021,123‌

2,575,000

(a)

Asian

Development

Bank

3.125

09/26/28

2,445,145‌

4,000,000

Asian

Development

Bank

4.375

03/06/29

4,005,752‌

2,000,000

Asian

Development

Bank

1.750

09/19/29

1,747,748‌

3,500,000

Asian

Development

Bank

1.875

01/24/30

3,052,035‌

1,000,000

Asian

Development

Bank

0.750

10/08/30

796,854‌

3,000,000

(a)

Asian

Development

Bank

1.500

03/04/31

2,492,832‌

500,000

Asian

Development

Bank

3.125

04/27/32

458,155‌

2,400,000

Asian

Development

Bank

3.875

09/28/32

2,316,880‌

2,000,000

Asian

Development

Bank

4.000

01/12/33

1,945,936‌

1,000,000

Asian

Development

Bank

3.875

06/14/33

962,657‌

3,000,000

Asian

Development

Bank

4.125

01/12/34

2,942,377‌

3,000,000

Asian

Infrastructure

Investment

Bank

0.500

05/28/25

2,846,264‌

3,000,000

Asian

Infrastructure

Investment

Bank

0.500

01/27/26

2,778,443‌

2,000,000

(a)

Asian

Infrastructure

Investment

Bank

4.875

09/14/26

2,010,399‌

2,000,000

Asian

Infrastructure

Investment

Bank

3.750

09/14/27

1,949,813‌

2,000,000

(a)

Asian

Infrastructure

Investment

Bank

4.000

01/18/28

1,965,217‌

1,000,000

Asian

Infrastructure

Investment

Bank

4.125

01/18/29

989,710‌

4,000,000

Asian

Infrastructure

Investment

Bank

4.250

03/13/34

3,962,534‌

1,870,000

Canada

Government

International

Bond

2.875

04/28/25

1,828,174‌

1,000,000

Canada

Government

International

Bond

0.750

05/19/26

921,365‌

3,620,000

Canada

Government

International

Bond

3.750

04/26/28

3,528,791‌

600,000

Chile

Government

International

Bond

2.750

01/31/27

561,738‌

1,000,000

Chile

Government

International

Bond

4.850

01/22/29

990,475‌

3,500,000

(a)

Chile

Government

International

Bond

2.550

01/27/32

2,953,578‌

1,000,000

Chile

Government

International

Bond

2.550

07/27/33

811,578‌

600,000

Chile

Government

International

Bond

3.500

01/31/34

524,979‌

5,408,529

Chile

Government

International

Bond

4.950

01/05/36

5,227,417‌

1,700,000

Chile

Government

International

Bond

3.100

05/07/41

1,256,343‌

1,000,000

Chile

Government

International

Bond

4.340

03/07/42

871,224‌

2,613,000

Chile

Government

International

Bond

3.500

01/25/50

1,902,067‌

1,500,000

Chile

Government

International

Bond

3.500

04/15/53

1,086,456‌

1,500,000

Chile

Government

International

Bond

5.330

01/05/54

1,439,952‌

2,500,000

Chile

Government

International

Bond

3.100

01/22/61

1,573,208‌

750,000

Chile

Government

International

Bond

3.250

09/21/71

472,306‌

1,125,000

Corp

Andina

de

Fomento

1.250

10/26/24

1,096,144‌

1,000,000

Corp

Andina

de

Fomento

1.625

09/23/25

944,771‌

1,000,000

Corp

Andina

de

Fomento

5.250

11/21/25

993,091‌

1,000,000

Corp

Andina

de

Fomento

4.750

04/01/26

982,571‌

1,000,000

Corp

Andina

de

Fomento

6.000

04/26/27

1,025,269‌

1,480,000

Council

Of

Europe

Development

Bank

1.375

02/27/25

1,429,874‌

1,500,000

Council

Of

Europe

Development

Bank

3.000

06/16/25

1,462,783‌

2,000,000

Council

Of

Europe

Development

Bank

0.875

09/22/26

1,826,121‌

1,500,000

Council

Of

Europe

Development

Bank

3.625

01/26/28

1,455,225‌

151

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,000,000

European

Bank

for

Reconstruction

&

Development

1.625

%

09/27/24

$

1,962,922‌

3,000,000

European

Bank

for

Reconstruction

&

Development

0.500

11/25/25

2,796,728‌

2,000,000

European

Bank

for

Reconstruction

&

Development

0.500

01/28/26

1,850,365‌

1,360,000

European

Investment

Bank

2.500

10/15/24

1,339,762‌

3,250,000

European

Investment

Bank

1.625

03/14/25

3,146,617‌

3,500,000

European

Investment

Bank

0.625

07/25/25

3,307,549‌

5,000,000

European

Investment

Bank

2.750

08/15/25

4,858,121‌

3,000,000

European

Investment

Bank

0.375

12/15/25

2,785,920‌

3,500,000

European

Investment

Bank

0.375

03/26/26

3,212,856‌

2,760,000

European

Investment

Bank

0.750

10/26/26

2,507,737‌

7,000,000

European

Investment

Bank

1.375

03/15/27

6,400,852‌

400,000

European

Investment

Bank

2.375

05/24/27

375,708‌

250,000

European

Investment

Bank

0.625

10/21/27

218,778‌

1,310,000

European

Investment

Bank

3.250

11/15/27

1,257,775‌

4,000,000

European

Investment

Bank

3.875

03/15/28

3,921,891‌

4,000,000

European

Investment

Bank

4.500

10/16/28

4,024,847‌

550,000

European

Investment

Bank

1.625

10/09/29

477,818‌

1,000,000

European

Investment

Bank

0.875

05/17/30

815,493‌

2,000,000

European

Investment

Bank

3.625

07/15/30

1,923,774‌

2,000,000

European

Investment

Bank

0.750

09/23/30

1,603,215‌

2,500,000

(a)

European

Investment

Bank

1.250

02/14/31

2,053,540‌

3,660,000

European

Investment

Bank

3.750

02/14/33

3,508,779‌

1,705,000

European

Investment

Bank

4.875

02/15/36

1,781,089‌

4,000,000

Export

Development

Canada

3.375

08/26/25

3,916,117‌

1,000,000

Export

Development

Canada

4.375

06/29/26

993,397‌

2,700,000

Export

Development

Canada

3.875

02/14/28

2,645,080‌

3,000,000

Export

Development

Canada

4.125

02/13/29

2,970,464‌

750,000

Export-Import

Bank

of

Korea

1.875

02/12/25

728,918‌

1,000,000

Export-Import

Bank

of

Korea

0.750

09/21/25

936,222‌

250,000

(a)

Export-Import

Bank

of

Korea

3.250

11/10/25

242,667‌

1,000,000

Export-Import

Bank

of

Korea

0.625

02/09/26

923,958‌

500,000

Export-Import

Bank

of

Korea

2.625

05/26/26

476,051‌

500,000

Export-Import

Bank

of

Korea

3.250

08/12/26

481,247‌

750,000

Export-Import

Bank

of

Korea

1.125

12/29/26

676,766‌

1,000,000

Export-Import

Bank

of

Korea

4.625

01/11/27

994,970‌

1,000,000

Export-Import

Bank

of

Korea

1.625

01/18/27

915,150‌

500,000

Export-Import

Bank

of

Korea

2.375

04/21/27

464,797‌

1,000,000

Export-Import

Bank

of

Korea

4.250

09/15/27

979,840‌

1,500,000

Export-Import

Bank

of

Korea

5.000

01/11/28

1,513,773‌

1,500,000

Export-Import

Bank

of

Korea

5.125

09/18/28

1,526,800‌

1,000,000

Export-Import

Bank

of

Korea

4.500

01/11/29

993,276‌

1,000,000

Export-Import

Bank

of

Korea

1.250

09/21/30

801,697‌

1,000,000

Export-Import

Bank

of

Korea

1.375

02/09/31

805,552‌

1,000,000

Export-Import

Bank

of

Korea

2.125

01/18/32

824,782‌

485,000

Export-Import

Bank

of

Korea

4.500

09/15/32

472,936‌

1,500,000

Export-Import

Bank

of

Korea

5.125

01/11/33

1,529,135‌

1,500,000

Export-Import

Bank

of

Korea

5.125

09/18/33

1,527,975‌

1,000,000

Export-Import

Bank

of

Korea

4.625

01/11/34

979,225‌

1,000,000

Export-Import

Bank

of

Korea

2.500

06/29/41

712,492‌

100,000

Finland

Government

International

Bond

6.950

02/15/26

103,117‌

1,250,000

Hungary

Government

International

Bond

7.625

03/29/41

1,442,167‌

200,000

Hydro-Quebec

8.500

12/01/29

233,757‌

1,000,000

Indonesia

Government

International

Bond

4.150

09/20/27

971,330‌

750,000

Indonesia

Government

International

Bond

3.500

01/11/28

711,037‌

1,500,000

Indonesia

Government

International

Bond

4.550

01/11/28

1,475,595‌

900,000

Indonesia

Government

International

Bond

4.750

02/11/29

890,658‌

1,000,000

Indonesia

Government

International

Bond

4.400

03/10/29

976,750‌

1,250,000

Indonesia

Government

International

Bond

3.400

09/18/29

1,156,825‌

1,000,000

Indonesia

Government

International

Bond

2.850

02/14/30

891,249‌

675,000

Indonesia

Government

International

Bond

3.850

10/15/30

629,485‌

1,500,000

Indonesia

Government

International

Bond

1.850

03/12/31

1,221,570‌

Bond

Index

Fund

March

31,

2024

152

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,500,000

Indonesia

Government

International

Bond

2.150

%

07/28/31

$

1,238,685‌

300,000

Indonesia

Government

International

Bond

3.550

03/31/32

271,125‌

1,000,000

Indonesia

Government

International

Bond

4.650

09/20/32

972,550‌

1,275,000

Indonesia

Government

International

Bond

4.850

01/11/33

1,260,172‌

1,000,000

Indonesia

Government

International

Bond

4.700

02/10/34

976,580‌

875,000

Indonesia

Government

International

Bond

4.350

01/11/48

762,346‌

1,125,000

(a)

Indonesia

Government

International

Bond

5.350

02/11/49

1,129,222‌

1,000,000

(a)

Indonesia

Government

International

Bond

3.700

10/30/49

782,119‌

1,000,000

(a)

Indonesia

Government

International

Bond

3.500

02/14/50

752,088‌

2,000,000

(a)

Indonesia

Government

International

Bond

4.200

10/15/50

1,682,504‌

485,000

Indonesia

Government

International

Bond

4.300

03/31/52

414,015‌

500,000

Indonesia

Government

International

Bond

5.450

09/20/52

503,125‌

1,500,000

Indonesia

Government

International

Bond

5.650

01/11/53

1,567,393‌

1,000,000

Indonesia

Government

International

Bond

5.100

02/10/54

967,126‌

1,000,000

Indonesia

Government

International

Bond

3.200

09/23/61

657,502‌

500,000

Indonesia

Government

International

Bond

4.450

04/15/70

420,931‌

1,750,000

Indonesia

Government

International

Bond

3.350

03/12/71

1,159,378‌

500,000

Inter-American

Development

Bank

2.125

01/15/25

488,266‌

5,000,000

Inter-American

Development

Bank

1.750

03/14/25

4,843,839‌

10,000,000

Inter-American

Development

Bank

0.625

07/15/25

9,469,369‌

4,000,000

Inter-American

Development

Bank

0.875

04/20/26

3,703,365‌

1,500,000

Inter-American

Development

Bank

2.000

06/02/26

1,416,579‌

1,500,000

Inter-American

Development

Bank

2.000

07/23/26

1,413,963‌

5,000,000

Inter-American

Development

Bank

1.500

01/13/27

4,606,634‌

1,000,000

Inter-American

Development

Bank

4.375

02/01/27

995,648‌

1,000,000

Inter-American

Development

Bank

2.375

07/07/27

935,711‌

2,000,000

Inter-American

Development

Bank

0.625

09/16/27

1,754,538‌

3,000,000

Inter-American

Development

Bank

4.000

01/12/28

2,952,933‌

4,000,000

Inter-American

Development

Bank

1.125

07/20/28

3,494,761‌

2,000,000

Inter-American

Development

Bank

3.125

09/18/28

1,899,290‌

3,000,000

Inter-American

Development

Bank

2.250

06/18/29

2,707,440‌

2,000,000

Inter-American

Development

Bank

3.500

09/14/29

1,917,363‌

3,000,000

Inter-American

Development

Bank

1.125

01/13/31

2,437,771‌

2,000,000

Inter-American

Development

Bank

4.500

09/13/33

2,018,108‌

1,450,000

Inter-American

Development

Bank

3.200

08/07/42

1,184,117‌

300,000

Inter-American

Development

Bank

4.375

01/24/44

287,913‌

2,000,000

Inter-American

Investment

Corp

2.625

04/22/25

1,945,645‌

750,000

Inter-American

Investment

Corp

4.750

09/19/28

756,727‌

6,000,000

International

Bank

for

Reconstruction

&

Development

0.375

07/28/25

5,655,694‌

4,500,000

International

Bank

for

Reconstruction

&

Development

2.500

07/29/25

4,360,309‌

5,500,000

International

Bank

for

Reconstruction

&

Development

0.500

10/28/25

5,144,337‌

500,000

International

Bank

for

Reconstruction

&

Development

3.125

11/20/25

486,972‌

7,000,000

International

Bank

for

Reconstruction

&

Development

0.875

07/15/26

6,436,963‌

2,000,000

International

Bank

for

Reconstruction

&

Development

0.750

11/24/27

1,751,841‌

2,000,000

International

Bank

for

Reconstruction

&

Development

3.500

07/12/28

1,932,724‌

5,000,000

International

Bank

for

Reconstruction

&

Development

4.625

08/01/28

5,051,100‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3.625

09/21/29

5,788,796‌

2,000,000

International

Bank

for

Reconstruction

&

Development

1.750

10/23/29

1,743,304‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3.875

02/14/30

5,849,049‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0.875

05/14/30

4,068,600‌

10,992,000

International

Bank

for

Reconstruction

&

Development

4.000

07/25/30

10,779,320‌

3,000,000

International

Bank

for

Reconstruction

&

Development

0.750

08/26/30

2,400,898‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1.250

02/10/31

4,087,766‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1.625

11/03/31

4,126,507‌

5,000,000

International

Bank

for

Reconstruction

&

Development

2.500

03/29/32

4,384,573‌

1,000,000

International

Bank

for

Reconstruction

&

Development

4.750

11/14/33

1,030,689‌

834,000

International

Bank

for

Reconstruction

&

Development

4.750

02/15/35

852,609‌

2,500,000

International

Finance

Corp

0.375

07/16/25

2,358,536‌

715,000

International

Finance

Corp

4.375

01/15/27

712,080‌

1,500,000

International

Finance

Corp

4.500

07/13/28

1,508,080‌

5,000,000

International

Finance

Corp

0.750

08/27/30

4,004,403‌

153

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,000,000

Israel

Government

International

Bond

2.875

%

03/16/26

$

950,000‌

975,000

Israel

Government

International

Bond

3.250

01/17/28

907,000‌

3,000,000

Israel

Government

International

Bond

5.375

03/12/29

3,006,750‌

600,000

Israel

Government

International

Bond

2.750

07/03/30

516,324‌

1,915,000

Israel

Government

International

Bond

4.500

01/17/33

1,780,954‌

1,500,000

Israel

Government

International

Bond

5.500

03/12/34

1,480,275‌

1,500,000

Israel

Government

International

Bond

4.500

01/30/43

1,291,239‌

200,000

Israel

Government

International

Bond

4.125

01/17/48

155,500‌

1,800,000

Israel

Government

International

Bond

3.875

07/03/50

1,327,230‌

2,000,000

Israel

Government

International

Bond

5.750

03/12/54

1,914,440‌

300,000

Israel

Government

International

Bond

4.500

04/03/20

223,500‌

2,300,000

Japan

Bank

for

International

Cooperation

2.500

05/23/24

2,289,992‌

720,000

Japan

Bank

for

International

Cooperation

1.750

10/17/24

705,861‌

500,000

Japan

Bank

for

International

Cooperation

2.125

02/10/25

486,546‌

1,200,000

Japan

Bank

for

International

Cooperation

2.875

04/14/25

1,171,278‌

3,000,000

Japan

Bank

for

International

Cooperation

0.625

07/15/25

2,830,634‌

5,750,000

Japan

Bank

for

International

Cooperation

2.750

01/21/26

5,528,740‌

400,000

Japan

Bank

for

International

Cooperation

2.375

04/20/26

380,223‌

1,000,000

Japan

Bank

for

International

Cooperation

4.250

04/27/26

986,940‌

1,500,000

Japan

Bank

for

International

Cooperation

1.875

07/21/26

1,403,242‌

1,000,000

Japan

Bank

for

International

Cooperation

2.875

06/01/27

946,395‌

750,000

Japan

Bank

for

International

Cooperation

2.875

07/21/27

708,205‌

300,000

Japan

Bank

for

International

Cooperation

2.750

11/16/27

280,574‌

1,000,000

Japan

Bank

for

International

Cooperation

4.625

07/19/28

1,000,249‌

1,000,000

Japan

Bank

for

International

Cooperation

4.875

10/18/28

1,011,311‌

750,000

Japan

Bank

for

International

Cooperation

3.500

10/31/28

715,755‌

2,000,000

Japan

Bank

for

International

Cooperation

2.125

02/16/29

1,784,303‌

1,000,000

Japan

Bank

for

International

Cooperation

2.000

10/17/29

874,006‌

1,500,000

Japan

Bank

for

International

Cooperation

1.250

01/21/31

1,211,220‌

1,200,000

Japan

Bank

for

International

Cooperation

4.375

01/24/31

1,188,444‌

3,000,000

Japan

Bank

for

International

Cooperation

1.875

04/15/31

2,515,384‌

350,000

Japan

International

Cooperation

Agency

2.125

10/20/26

327,093‌

1,900,000

Japan

International

Cooperation

Agency

3.250

05/25/27

1,811,270‌

1,000,000

Japan

International

Cooperation

Agency

4.000

05/23/28

970,510‌

700,000

Japan

International

Cooperation

Agency

3.375

06/12/28

663,493‌

2,000,000

Japan

International

Cooperation

Agency

1.000

07/22/30

1,600,680‌

1,500,000

Japan

International

Cooperation

Agency

1.750

04/28/31

1,239,585‌

500,000

Korea

Development

Bank

0.400

06/19/24

494,503‌

1,000,000

Korea

Development

Bank

2.125

10/01/24

983,540‌

750,000

Korea

Development

Bank

1.750

02/18/25

727,744‌

200,000

Korea

Development

Bank

3.375

09/16/25

194,954‌

400,000

Korea

Development

Bank

3.000

01/13/26

386,688‌

1,000,000

Korea

Development

Bank

0.800

04/27/26

919,002‌

1,000,000

Korea

Development

Bank

0.800

07/19/26

910,816‌

1,000,000

Korea

Development

Bank

1.000

09/09/26

909,483‌

250,000

Korea

Development

Bank

2.000

09/12/26

233,022‌

1,000,000

Korea

Development

Bank

2.250

02/24/27

929,918‌

1,000,000

Korea

Development

Bank

5.375

10/23/28

1,028,578‌

2,000,000

Korea

Development

Bank

4.500

02/15/29

1,983,540‌

1,000,000

Korea

Development

Bank

1.625

01/19/31

816,866‌

1,000,000

Korea

Development

Bank

5.625

10/23/33

1,057,791‌

1,500,000

Korea

International

Bond

2.750

01/19/27

1,422,927‌

1,400,000

Korea

International

Bond

4.125

06/10/44

1,253,881‌

500,000

Korea

International

Bond

3.875

09/20/48

427,004‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

1.250

01/31/25

4,842,879‌

7,000,000

Kreditanstalt

fuer

Wiederaufbau

2.000

05/02/25

6,776,666‌

4,500,000

Kreditanstalt

fuer

Wiederaufbau

0.625

01/22/26

4,181,601‌

3,219,000

Kreditanstalt

fuer

Wiederaufbau

1.000

10/01/26

2,954,042‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3.000

05/20/27

2,871,559‌

5,500,000

Kreditanstalt

fuer

Wiederaufbau

3.750

02/15/28

5,374,035‌

7,750,000

Kreditanstalt

fuer

Wiederaufbau

2.875

04/03/28

7,321,746‌

Bond

Index

Fund

March

31,

2024

154

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,000,000

Kreditanstalt

fuer

Wiederaufbau

3.875

%

06/15/28

$

1,960,145‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

1.750

09/14/29

876,797‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

0.750

09/30/30

4,011,678‌

500,000

Landwirtschaftliche

Rentenbank

2.000

01/13/25

487,623‌

2,000,000

Landwirtschaftliche

Rentenbank

0.500

05/27/25

1,898,456‌

750,000

Landwirtschaftliche

Rentenbank

2.375

06/10/25

727,051‌

1,000,000

Landwirtschaftliche

Rentenbank

1.750

07/27/26

937,239‌

3,000,000

Landwirtschaftliche

Rentenbank

3.875

09/28/27

2,940,680‌

125,000

Landwirtschaftliche

Rentenbank

2.500

11/15/27

116,825‌

4,000,000

Landwirtschaftliche

Rentenbank

0.875

09/03/30

3,218,818‌

1,125,000

Mexico

Government

International

Bond

5.400

02/09/28

1,130,927‌

4,000,000

Mexico

Government

International

Bond

5.000

05/07/29

3,945,266‌

15,464,000

Mexico

Government

International

Bond

2.659

05/24/31

12,900,223‌

10,635,000

Mexico

Government

International

Bond

4.875

05/19/33

10,070,017‌

2,000,000

Mexico

Government

International

Bond

3.500

02/12/34

1,663,433‌

1,000,000

Mexico

Government

International

Bond

6.350

02/09/35

1,030,907‌

4,150,000

Mexico

Government

International

Bond

6.000

05/07/36

4,158,534‌

1,000,000

Mexico

Government

International

Bond

5.000

04/27/51

840,309‌

14,196,000

Mexico

Government

International

Bond

6.338

05/04/53

14,005,737‌

2,575,000

Mexico

Government

International

Bond

6.400

05/07/54

2,565,418‌

2,936,000

Mexico

Government

International

Bond

3.771

05/24/61

1,905,538‌

3,000,000

Mexico

Government

International

Bond

3.750

04/19/71

1,909,093‌

950,000

Mexico

Government

International

Bond

5.750

10/12/10

828,491‌

2,000,000

Nordic

Investment

Bank

0.375

09/11/25

1,874,913‌

1,200,000

Nordic

Investment

Bank

5.000

10/15/25

1,201,911‌

1,500,000

Nordic

Investment

Bank

0.500

01/21/26

1,390,307‌

1,000,000

(a)

Nordic

Investment

Bank

3.375

09/08/27

964,227‌

1,000,000

Panama

Government

International

Bond

3.750

03/16/25

972,615‌

300,000

Panama

Government

International

Bond

7.125

01/29/26

304,295‌

2,000,000

Panama

Government

International

Bond

3.875

03/17/28

1,824,750‌

1,450,000

Panama

Government

International

Bond

3.160

01/23/30

1,203,518‌

1,000,000

Panama

Government

International

Bond

7.500

03/01/31

1,036,541‌

2,500,000

Panama

Government

International

Bond

2.252

09/29/32

1,783,006‌

2,500,000

Panama

Government

International

Bond

3.298

01/19/33

1,922,083‌

2,500,000

Panama

Government

International

Bond

6.400

02/14/35

2,358,323‌

692,000

Panama

Government

International

Bond

6.700

01/26/36

670,831‌

1,000,000

Panama

Government

International

Bond

6.875

01/31/36

974,295‌

1,000,000

(g)

Panama

Government

International

Bond

8.000

03/01/38

1,047,610‌

750,000

Panama

Government

International

Bond

4.500

05/15/47

516,993‌

2,250,000

Panama

Government

International

Bond

4.500

04/16/50

1,515,961‌

1,450,000

Panama

Government

International

Bond

4.300

04/29/53

938,736‌

1,500,000

Panama

Government

International

Bond

6.853

03/28/54

1,360,313‌

1,500,000

Panama

Government

International

Bond

4.500

04/01/56

975,721‌

1,000,000

Panama

Government

International

Bond

7.875

03/01/57

1,010,509‌

3,500,000

Panama

Government

International

Bond

3.870

07/23/60

2,025,520‌

1,250,000

Panama

Government

International

Bond

4.500

01/19/63

799,469‌

5,000,000

(a)

Peruvian

Government

International

Bond

2.844

06/20/30

4,388,750‌

2,500,000

Peruvian

Government

International

Bond

2.783

01/23/31

2,138,899‌

1,500,000

Peruvian

Government

International

Bond

1.862

12/01/32

1,141,875‌

990,000

Peruvian

Government

International

Bond

3.000

01/15/34

810,068‌

1,100,000

Peruvian

Government

International

Bond

6.550

03/14/37

1,193,500‌

1,000,000

Peruvian

Government

International

Bond

3.300

03/11/41

748,750‌

1,850,000

Peruvian

Government

International

Bond

5.625

11/18/50

1,840,010‌

2,000,000

Peruvian

Government

International

Bond

3.550

03/10/51

1,445,000‌

1,500,000

Peruvian

Government

International

Bond

2.780

12/01/60

862,500‌

1,500,000

Peruvian

Government

International

Bond

3.600

01/15/72

991,875‌

1,000,000

Peruvian

Government

International

Bond

3.230

07/28/21

571,250‌

1,000,000

Philippine

Government

International

Bond

3.229

03/29/27

948,370‌

1,000,000

Philippine

Government

International

Bond

5.170

10/13/27

1,004,250‌

2,219,000

Philippine

Government

International

Bond

3.000

02/01/28

2,067,243‌

2,000,000

Philippine

Government

International

Bond

4.625

07/17/28

1,974,560‌

155

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

3,375,000

Philippine

Government

International

Bond

3.750

%

01/14/29

$

3,203,921‌

1,500,000

Philippine

Government

International

Bond

2.457

05/05/30

1,297,575‌

2,000,000

Philippine

Government

International

Bond

1.648

06/10/31

1,595,001‌

2,000,000

Philippine

Government

International

Bond

1.950

01/06/32

1,609,000‌

1,000,000

Philippine

Government

International

Bond

3.556

09/29/32

897,710‌

1,000,000

Philippine

Government

International

Bond

5.609

04/13/33

1,037,750‌

1,500,000

Philippine

Government

International

Bond

5.000

07/17/33

1,499,640‌

4,083,000

Philippine

Government

International

Bond

3.950

01/20/40

3,501,180‌

300,000

Philippine

Government

International

Bond

3.700

03/01/41

246,751‌

3,793,000

Philippine

Government

International

Bond

3.700

02/02/42

3,096,605‌

1,500,000

Philippine

Government

International

Bond

2.950

05/05/45

1,044,378‌

1,500,000

Philippine

Government

International

Bond

2.650

12/10/45

993,970‌

325,000

Philippine

Government

International

Bond

4.200

03/29/47

273,546‌

1,000,000

Philippine

Government

International

Bond

5.950

10/13/47

1,068,562‌

1,000,000

(a)

Philippine

Government

International

Bond

5.500

01/17/48

1,015,002‌

1,000,000

Province

of

Alberta

Canada

1.000

05/20/25

954,788‌

925,000

Province

of

Alberta

Canada

3.300

03/15/28

882,290‌

2,000,000

Province

of

Alberta

Canada

1.300

07/22/30

1,652,795‌

1,000,000

Province

of

Alberta

Canada

4.500

01/24/34

987,582‌

850,000

Province

of

British

Columbia

Canada

2.250

06/02/26

805,971‌

1,500,000

Province

of

British

Columbia

Canada

0.900

07/20/26

1,376,109‌

1,000,000

Province

of

British

Columbia

Canada

4.800

11/15/28

1,008,624‌

1,500,000

(a)

Province

of

British

Columbia

Canada

1.300

01/29/31

1,225,031‌

850,000

Province

of

British

Columbia

Canada

4.200

07/06/33

824,318‌

1,000,000

Province

of

Manitoba

Canada

2.600

04/16/24

998,847‌

500,000

Province

of

Manitoba

Canada

2.125

06/22/26

471,994‌

1,500,000

Province

of

Manitoba

Canada

1.500

10/25/28

1,314,054‌

1,000,000

Province

of

Manitoba

Canada

4.300

07/27/33

975,397‌

500,000

Province

of

New

Brunswick

Canada

3.625

02/24/28

480,004‌

2,000,000

Province

of

Ontario

Canada

0.625

01/21/26

1,855,127‌

1,500,000

Province

of

Ontario

Canada

1.050

04/14/26

1,390,932‌

1,000,000

Province

of

Ontario

Canada

2.500

04/27/26

954,675‌

1,000,000

Province

of

Ontario

Canada

2.300

06/15/26

947,963‌

1,000,000

Province

of

Ontario

Canada

3.100

05/19/27

955,828‌

1,000,000

Province

of

Ontario

Canada

1.050

05/21/27

896,820‌

1,000,000

Province

of

Ontario

Canada

4.200

01/18/29

987,292‌

2,000,000

Province

of

Ontario

Canada

2.000

10/02/29

1,758,442‌

1,000,000

Province

of

Ontario

Canada

1.125

10/07/30

810,642‌

3,000,000

Province

of

Ontario

Canada

1.600

02/25/31

2,488,110‌

1,500,000

Province

of

Ontario

Canada

1.800

10/14/31

1,242,099‌

3,000,000

(a)

Province

of

Ontario

Canada

2.125

01/21/32

2,533,252‌

2,500,000

Province

of

Quebec

Canada

1.500

02/11/25

2,422,379‌

2,000,000

Province

of

Quebec

Canada

0.600

07/23/25

1,888,471‌

3,500,000

Province

of

Quebec

Canada

2.500

04/20/26

3,342,799‌

500,000

Province

of

Quebec

Canada

2.750

04/12/27

473,412‌

3,000,000

Province

of

Quebec

Canada

3.625

04/13/28

2,896,358‌

1,000,000

(e)

Province

of

Quebec

Canada

4.500

04/03/29

999,918‌

201,000

Province

of

Quebec

Canada

7.500

09/15/29

229,544‌

1,500,000

Province

of

Quebec

Canada

1.350

05/28/30

1,248,599‌

3,000,000

Province

of

Quebec

Canada

1.900

04/21/31

2,528,120‌

2,000,000

Province

of

Quebec

Canada

4.500

09/08/33

1,979,186‌

1,000,000

Province

of

Saskatchewan

Canada

3.250

06/08/27

958,794‌

3,000,000

Republic

of

Italy

Government

International

Bond

0.875

05/06/24

2,985,900‌

2,000,000

Republic

of

Italy

Government

International

Bond

2.375

10/17/24

1,964,164‌

1,500,000

Republic

of

Italy

Government

International

Bond

2.875

10/17/29

1,326,864‌

1,599,000

Republic

of

Italy

Government

International

Bond

5.375

06/15/33

1,575,617‌

2,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

1,484,676‌

3,000,000

Republic

of

Italy

Government

International

Bond

3.875

05/06/51

2,131,782‌

2,725,000

Republic

of

Poland

Government

International

Bond

3.250

04/06/26

2,643,250‌

1,500,000

Republic

of

Poland

Government

International

Bond

5.500

11/16/27

1,530,432‌

3,000,000

Republic

of

Poland

Government

International

Bond

4.625

03/18/29

2,978,850‌

Bond

Index

Fund

March

31,

2024

156

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

850,000

Republic

of

Poland

Government

International

Bond

5.750

%

11/16/32

$

888,993‌

2,000,000

Republic

of

Poland

Government

International

Bond

4.875

10/04/33

1,967,624‌

2,900,000

Republic

of

Poland

Government

International

Bond

5.125

09/18/34

2,887,124‌

1,050,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

1,045,357‌

1,650,000

Republic

of

Poland

Government

International

Bond

5.500

03/18/54

1,636,998‌

2,000,000

State

of

Israel

2.500

01/15/30

1,715,160‌

2,050,000

State

of

Israel

3.375

01/15/50

1,376,063‌

500,000

Svensk

Exportkredit

AB

3.625

09/03/24

496,078‌

1,000,000

Svensk

Exportkredit

AB

0.625

05/14/25

950,944‌

3,000,000

Svensk

Exportkredit

AB

0.500

08/26/25

2,816,632‌

2,250,000

Svensk

Exportkredit

AB

4.625

11/28/25

2,237,915‌

1,000,000

Svensk

Exportkredit

AB

4.875

09/14/26

1,003,422‌

1,500,000

Svensk

Exportkredit

AB

4.125

06/14/28

1,477,389‌

1,000,000

Svensk

Exportkredit

AB

4.250

02/01/29

992,191‌

1,000,000

Svensk

Exportkredit

AB

4.875

10/04/30

1,018,115‌

1,122,886

Uruguay

Government

International

Bond

4.375

01/23/31

1,097,793‌

5,957,660

Uruguay

Government

International

Bond

5.750

10/28/34

6,282,352‌

500,000

Uruguay

Government

International

Bond

4.125

11/20/45

441,010‌

2,063,907

Uruguay

Government

International

Bond

5.100

06/18/50

1,997,492‌

2,425,000

Uruguay

Government

International

Bond

4.975

04/20/55

2,276,154‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

720,197,551‌

MORTGAGE

BACKED

-

25.9%

4,694

(c)

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

DGS1

+

2.250%

5.050

04/01/35

4,710‌

1,105

(c)

FHLMC

DGS1

+

2.125%

6.250

10/01/35

1,090‌

10,547

(c)

FHLMC

DGS1

+

2.255%

6.380

02/01/36

10,560‌

211

(c)

FHLMC

LIBOR

12

M

+

1.703%

5.605

07/01/36

209‌

17,886

(c)

FHLMC

LIBOR

6

M

+

1.595%

5.314

09/01/36

17,631‌

10,948

(c)

FHLMC

DGS1

+

2.246%

6.355

09/01/36

10,873‌

11,687

(c)

FHLMC

LIBOR

6

M

+

1.758%

7.463

09/01/36

11,817‌

7,151

(c)

FHLMC

DGS1

+

2.250%

6.359

01/01/37

7,207‌

1,247

(c)

FHLMC

LIBOR

12

M

+

1.765%

6.227

02/01/37

1,247‌

753

(c)

FHLMC

DGS1

+

2.250%

6.362

02/01/37

770‌

57,323

(c)

FHLMC

LIBOR

12

M

+

1.849%

5.927

03/01/37

58,837‌

8,443,286

FHLMC

1.500

04/01/37

7,310,726‌

16,316

(c)

FHLMC

LIBOR

12

M

+

1.608%

4.963

04/01/37

16,096‌

41,441

(c)

FHLMC

DGS1

+

2.250%

6.183

04/01/37

42,465‌

12,522,770

FHLMC

2.000

05/01/37

11,091,816‌

4,063

(c)

FHLMC

LIBOR

12

M

+

2.096%

5.718

05/01/37

4,037‌

1,202

(c)

FHLMC

LIBOR

12

M

+

1.750%

6.000

06/01/37

1,193‌

13,004

(c)

FHLMC

DGS1

+

2.248%

6.118

06/01/37

12,854‌

25,303

(c)

FHLMC

LIBOR

6

M

+

1.270%

7.092

08/01/37

25,330‌

3,901

(c)

FHLMC

LIBOR

12

M

+

0.905%

5.155

09/01/37

3,864‌

179

(c)

FHLMC

LIBOR

12

M

+

1.795%

6.045

09/01/37

178‌

1,357

(c)

FHLMC

LIBOR

6

M

+

1.520%

7.257

09/01/37

1,352‌

18,589

(c)

FHLMC

LIBOR

12

M

+

2.055%

5.430

04/01/38

18,524‌

4,886

(c)

FHLMC

LIBOR

12

M

+

2.004%

5.231

06/01/38

4,860‌

1,768

(c)

FHLMC

LIBOR

12

M

+

1.625%

5.875

07/01/38

1,775‌

2,984

(c)

FHLMC

LIBOR

12

M

+

1.861%

6.111

06/01/40

2,958‌

5,223

(c)

FHLMC

LIBOR

12

M

+

1.887%

6.216

01/01/41

5,210‌

2,319

(c)

FHLMC

LIBOR

12

M

+

1.880%

5.255

05/01/41

2,326‌

58,881

(c)

FHLMC

LIBOR

12

M

+

1.859%

5.933

08/01/41

58,809‌

38,764

(c)

FHLMC

LIBOR

12

M

+

1.750%

6.000

09/01/41

39,673‌

8,405

(c)

FHLMC

LIBOR

12

M

+

1.860%

6.110

10/01/41

8,472‌

5,304,028

FHLMC

4.000

07/01/49

4,994,325‌

3,161,474

FHLMC

4.000

07/01/49

2,971,785‌

11,850,700

FHLMC

3.000

11/01/49

10,419,681‌

11,078,165

FHLMC

3.000

11/01/49

9,724,995‌

22,998,827

FHLMC

3.000

02/01/50

20,159,838‌

15,847,539

FHLMC

3.500

04/01/50

14,419,272‌

7,978,527

FHLMC

3.500

07/01/50

7,245,808‌

9,957,025

FHLMC

3.500

08/01/50

9,028,675‌

157

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,875,604

FHLMC

4.000

%

11/01/50

$

2,686,498‌

7,014,167

FHLMC

2.000

02/01/51

5,586,871‌

5,972,253

FHLMC

2.500

04/01/51

4,965,038‌

6,807,428

FHLMC

2.500

02/01/52

5,638,716‌

6,161,666

FHLMC

4.000

08/01/52

5,714,905‌

6

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

4.500

04/01/24

6‌

8

FGLMC

4.500

05/01/24

8‌

95

FGLMC

4.500

06/01/24

95‌

1,421

FGLMC

4.000

07/01/24

1,415‌

553

FGLMC

4.000

07/01/24

550‌

2

FGLMC

5.500

07/01/24

2‌

1,449

FGLMC

4.000

08/01/24

1,441‌

226

FGLMC

4.500

09/01/24

225‌

217

FGLMC

4.500

09/01/24

217‌

89

FGLMC

4.500

09/01/24

88‌

121

FGLMC

5.500

09/01/24

120‌

3,580

FGLMC

4.000

10/01/24

3,543‌

77

FGLMC

4.500

10/01/24

77‌

310

FGLMC

4.500

10/01/24

307‌

154

FGLMC

4.500

11/01/24

153‌

1,002

FGLMC

4.500

12/01/24

995‌

201

FGLMC

4.500

02/01/25

199‌

8,444

FGLMC

4.000

03/01/25

8,366‌

182

FGLMC

4.500

06/01/25

181‌

575

FGLMC

4.500

07/01/25

571‌

20,920

FGLMC

3.500

10/01/25

20,578‌

5,020

FGLMC

4.000

10/01/25

4,967‌

31,525

FGLMC

3.500

11/01/25

31,022‌

18,912

FGLMC

3.500

11/01/25

18,611‌

9,909

FGLMC

3.500

12/01/25

9,746‌

5,175

FGLMC

3.000

01/01/26

5,047‌

77,389

FGLMC

3.500

01/01/26

76,070‌

6,601

FGLMC

4.000

04/01/26

6,509‌

13,566

FGLMC

4.000

05/01/26

13,378‌

3,738

FGLMC

5.500

07/01/26

3,723‌

31,292

FGLMC

4.000

08/01/26

30,682‌

440

FGLMC

6.000

08/01/26

445‌

15,961

FGLMC

3.000

09/01/26

15,561‌

53,564

FGLMC

3.000

10/01/26

52,150‌

83,150

FGLMC

3.500

10/01/26

81,359‌

1,003

FGLMC

5.000

10/01/26

996‌

624

FGLMC

5.500

10/01/26

621‌

301,011

FGLMC

3.000

02/01/27

292,479‌

231,965

FGLMC

2.500

05/01/27

223,479‌

273,588

FGLMC

2.500

11/01/27

262,634‌

11,022

FGLMC

6.000

12/01/27

11,133‌

221,970

FGLMC

2.500

01/01/28

212,934‌

582,238

FGLMC

2.500

03/01/28

557,803‌

18,463

FGLMC

5.000

03/01/28

18,357‌

338,452

FGLMC

2.500

05/01/28

323,828‌

1,599

FGLMC

5.500

05/01/28

1,603‌

995,193

FGLMC

2.500

07/01/28

952,200‌

817,434

FGLMC

2.500

07/01/28

781,637‌

221,348

FGLMC

3.000

10/01/28

212,939‌

11,640

FGLMC

5.500

01/01/29

11,593‌

1,312

FGLMC

4.000

02/01/29

1,276‌

512,003

FGLMC

3.500

03/01/29

496,058‌

137

FGLMC

6.500

03/01/29

141‌

910,133

FGLMC

3.000

07/01/29

872,948‌

3,874

FGLMC

5.000

12/01/29

3,861‌

2,780,082

FGLMC

2.500

05/01/30

2,619,451‌

Bond

Index

Fund

March

31,

2024

158

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

6,532

FGLMC

4.000

%

08/01/30

$

6,366‌

54,120

FGLMC

4.500

01/01/31

53,128‌

100

FGLMC

8.000

01/01/31

100‌

49,832

FGLMC

4.000

03/01/31

48,537‌

6,814

FGLMC

4.000

05/01/31

6,632‌

47,939

FGLMC

4.500

05/01/31

47,249‌

27,712

FGLMC

4.000

06/01/31

26,972‌

54,271

FGLMC

4.000

08/01/31

52,861‌

63,938

FGLMC

4.000

09/01/31

62,105‌

1,059

FGLMC

6.500

09/01/31

1,089‌

2,902

FGLMC

8.000

09/01/31

2,961‌

32,208

FGLMC

3.500

11/01/31

30,805‌

4,930,528

FGLMC

2.500

12/01/31

4,610,496‌

27,691

FGLMC

7.000

12/01/31

28,579‌

4,953

FGLMC

6.500

01/01/32

5,107‌

12,056

FGLMC

6.000

02/01/32

12,325‌

554,070

FGLMC

3.000

03/01/32

522,009‌

4,654

FGLMC

7.000

04/01/32

4,812‌

5,719

FGLMC

6.500

05/01/32

5,913‌

369,286

FGLMC

3.500

09/01/32

352,901‌

2,502

FGLMC

5.500

11/01/32

2,544‌

4,467,018

FGLMC

3.000

01/01/33

4,217,087‌

3,960

FGLMC

6.000

02/01/33

4,050‌

14,087

FGLMC

5.000

03/01/33

14,178‌

4,141

FGLMC

6.000

03/01/33

4,209‌

4,895

FGLMC

6.000

03/01/33

4,976‌

12,570

FGLMC

5.000

04/01/33

12,652‌

1,838

FGLMC

6.000

04/01/33

1,879‌

75,387

FGLMC

5.000

06/01/33

75,432‌

36,928

FGLMC

5.500

06/01/33

37,741‌

17,531,400

FGLMC

2.500

07/01/33

16,301,353‌

800,554

FGLMC

3.500

07/01/33

762,297‌

15,307

FGLMC

4.500

07/01/33

14,975‌

1,193,016

FGLMC

4.000

08/01/33

1,165,277‌

1,584

FGLMC

5.000

08/01/33

1,594‌

5,587

FGLMC

6.500

08/01/33

5,778‌

48,845

FGLMC

5.000

09/01/33

49,163‌

14,775

FGLMC

5.500

09/01/33

15,100‌

8,404

FGLMC

5.500

09/01/33

8,503‌

21,921

FGLMC

5.500

09/01/33

22,403‌

41,438

FGLMC

5.500

09/01/33

42,350‌

13,756

FGLMC

4.000

10/01/33

13,235‌

2,860

FGLMC

5.000

10/01/33

2,878‌

27,512

FGLMC

5.500

10/01/33

28,047‌

2,351,929

FGLMC

3.500

11/01/33

2,253,471‌

25,435

FGLMC

5.500

12/01/33

25,994‌

8,484

FGLMC

5.500

12/01/33

8,671‌

104,999

FGLMC

7.000

12/01/33

108,366‌

73,880

FGLMC

5.000

01/01/34

74,360‌

466,792

FGLMC

3.000

02/01/34

439,479‌

1,851

FGLMC

5.500

02/01/34

1,892‌

9,812

FGLMC

5.000

03/01/34

9,876‌

11,309

FGLMC

5.500

03/01/34

11,558‌

43,780

FGLMC

5.000

05/01/34

44,065‌

11,576

FGLMC

4.500

06/01/34

11,325‌

25,946

FGLMC

5.000

06/01/34

26,115‌

10,577

FGLMC

5.500

06/01/34

10,810‌

4,618

FGLMC

6.000

06/01/34

4,723‌

16,681

FGLMC

6.000

09/01/34

17,302‌

1,322,741

FGLMC

3.500

10/01/34

1,254,224‌

2,727

FGLMC

5.000

11/01/34

2,745‌

159

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

75,087

FGLMC

5.500

%

11/01/34

$

76,549‌

72,291

FGLMC

5.000

12/01/34

72,763‌

19,049

FGLMC

5.500

12/01/34

19,468‌

3,150

FGLMC

5.500

12/01/34

3,211‌

1,405

FGLMC

5.500

01/01/35

1,436‌

717

FGLMC

5.500

01/01/35

733‌

18,153

FGLMC

5.500

01/01/35

18,553‌

36,209

FGLMC

4.500

04/01/35

35,437‌

4,598

FGLMC

6.000

05/01/35

4,769‌

15,732

FGLMC

6.000

05/01/35

15,980‌

27,811

FGLMC

7.000

05/01/35

28,702‌

4,874

FGLMC

5.500

06/01/35

4,982‌

7,211

FGLMC

5.500

06/01/35

7,370‌

3,679

FGLMC

5.000

07/01/35

3,703‌

134,210

FGLMC

5.000

07/01/35

135,084‌

154,144

FGLMC

5.000

08/01/35

155,150‌

11,827

FGLMC

5.500

08/01/35

12,088‌

67,997

FGLMC

6.000

08/01/35

69,445‌

2,420

FGLMC

4.500

09/01/35

2,368‌

13,786

FGLMC

5.000

10/01/35

13,876‌

28,522

FGLMC

5.000

10/01/35

28,707‌

7,783

FGLMC

5.000

10/01/35

7,788‌

89,561

FGLMC

5.500

10/01/35

91,534‌

26,261

FGLMC

5.000

12/01/35

26,432‌

2,952

FGLMC

5.000

12/01/35

2,971‌

15,089

FGLMC

6.000

01/01/36

15,651‌

5,644

FGLMC

5.000

02/01/36

5,681‌

2,132

FGLMC

5.000

02/01/36

2,146‌

2,339

FGLMC

6.000

02/01/36

2,426‌

21,281

FGLMC

5.500

04/01/36

21,695‌

5,246

FGLMC

5.500

05/01/36

5,348‌

99,416

FGLMC

6.000

06/01/36

103,102‌

29,102

FGLMC

5.000

07/01/36

29,292‌

20,715

FGLMC

6.000

07/01/36

21,329‌

4,345

FGLMC

6.000

08/01/36

4,507‌

5,668

FGLMC

6.000

09/01/36

5,800‌

88,551

FGLMC

5.500

10/01/36

90,503‌

41,104

FGLMC

5.500

10/01/36

42,010‌

8,067

FGLMC

6.500

10/01/36

8,404‌

4,706

FGLMC

5.500

11/01/36

4,810‌

11,101

FGLMC

6.000

11/01/36

11,514‌

45,211

FGLMC

6.000

12/01/36

46,889‌

86,550

FGLMC

5.500

03/01/37

88,458‌

37,079

FGLMC

6.000

03/01/37

38,455‌

4,616

FGLMC

6.500

03/01/37

4,817‌

30,689

FGLMC

5.500

04/01/37

31,365‌

3,414

FGLMC

5.000

05/01/37

3,416‌

3,288

FGLMC

5.000

06/01/37

3,310‌

12,405

FGLMC

5.500

06/01/37

12,679‌

3,360,380

FGLMC

3.000

07/01/37

3,072,496‌

61,419

FGLMC

6.000

07/01/37

63,706‌

34,812

FGLMC

6.000

08/01/37

36,110‌

11,629

FGLMC

6.000

09/01/37

12,063‌

82,190

FGLMC

5.500

10/01/37

83,999‌

2,773

FGLMC

6.000

11/01/37

2,876‌

21,259

FGLMC

6.500

11/01/37

22,298‌

10,866

FGLMC

6.000

01/01/38

11,270‌

4,769

FGLMC

6.000

02/01/38

4,947‌

36,437

FGLMC

6.000

02/01/38

37,795‌

51,741

FGLMC

5.000

03/01/38

52,078‌

161,405

FGLMC

5.000

03/01/38

162,458‌

Bond

Index

Fund

March

31,

2024

160

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

6,731

FGLMC

5.000

%

04/01/38

$

6,831‌

69,780

FGLMC

5.000

04/01/38

70,236‌

75,323

FGLMC

5.500

04/01/38

76,983‌

17,052

FGLMC

5.500

05/01/38

17,428‌

1,985

FGLMC

5.500

06/01/38

2,029‌

3,605

FGLMC

6.000

07/01/38

3,689‌

10,080

FGLMC

5.500

08/01/38

10,302‌

63,177

FGLMC

5.500

08/01/38

64,570‌

8,123

FGLMC

5.000

09/01/38

8,176‌

108,413

FGLMC

5.500

09/01/38

110,805‌

48,815

FGLMC

5.500

09/01/38

49,892‌

2,289

FGLMC

5.500

10/01/38

2,340‌

40,531

FGLMC

6.000

11/01/38

42,036‌

302,861

FGLMC

5.500

01/01/39

309,540‌

194,099

FGLMC

4.500

02/01/39

190,596‌

111,237

FGLMC

5.000

02/01/39

111,964‌

8,468

FGLMC

5.500

02/01/39

8,655‌

384

FGLMC

4.500

03/01/39

377‌

49,334

FGLMC

5.000

03/01/39

49,474‌

5,905

FGLMC

6.000

03/01/39

6,124‌

7,312

FGLMC

4.500

04/01/39

7,180‌

319,867

FGLMC

4.500

04/01/39

314,094‌

68,436

FGLMC

4.000

05/01/39

65,130‌

1,790

FGLMC

4.500

05/01/39

1,758‌

45,837

FGLMC

4.500

05/01/39

45,009‌

1,057,942

FGLMC

4.500

05/01/39

1,038,848‌

60,205

FGLMC

4.500

05/01/39

58,605‌

41,761

FGLMC

5.000

05/01/39

42,033‌

89,847

FGLMC

4.000

06/01/39

85,377‌

482,781

FGLMC

4.500

06/01/39

474,067‌

15,179

FGLMC

4.500

06/01/39

14,905‌

7,197

FGLMC

5.000

06/01/39

7,226‌

2,677

FGLMC

5.500

06/01/39

2,736‌

144,194

FGLMC

4.000

07/01/39

137,109‌

57,839

FGLMC

4.500

07/01/39

56,795‌

11,711

FGLMC

4.500

07/01/39

11,499‌

4,468

FGLMC

4.500

07/01/39

4,387‌

39,355

FGLMC

5.000

07/01/39

39,321‌

70,058

FGLMC

5.500

07/01/39

71,603‌

4,965

FGLMC

4.500

08/01/39

4,875‌

11,597

FGLMC

5.000

08/01/39

11,594‌

117,529

FGLMC

4.000

09/01/39

111,902‌

305,951

FGLMC

5.000

09/01/39

307,948‌

109,189

FGLMC

5.000

09/01/39

109,229‌

1,267

FGLMC

5.500

09/01/39

1,295‌

123,725

FGLMC

6.500

09/01/39

127,703‌

33,177

FGLMC

4.500

10/01/39

32,578‌

37,472

FGLMC

4.500

10/01/39

36,795‌

19,716

FGLMC

4.500

10/01/39

19,360‌

25,825

FGLMC

5.000

10/01/39

25,802‌

8,050

FGLMC

4.000

11/01/39

7,651‌

25,824

FGLMC

4.500

11/01/39

25,358‌

10,322

FGLMC

5.000

11/01/39

10,313‌

18,838

FGLMC

4.500

12/01/39

18,498‌

30,520

FGLMC

4.500

12/01/39

29,883‌

44,605

FGLMC

4.500

12/01/39

43,799‌

62,629

FGLMC

4.500

12/01/39

61,320‌

43,881

FGLMC

5.500

12/01/39

44,849‌

58,038

FGLMC

4.500

01/01/40

56,990‌

5,517

FGLMC

5.000

01/01/40

5,516‌

6,906

FGLMC

5.500

01/01/40

7,058‌

161

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

20,806

FGLMC

5.500

%

03/01/40

$

21,265‌

199,082

FGLMC

4.000

04/01/40

189,180‌

11,768

FGLMC

4.500

04/01/40

11,556‌

35,507

FGLMC

4.500

04/01/40

34,866‌

28,145

FGLMC

5.000

04/01/40

28,121‌

61,126

FGLMC

5.000

04/01/40

61,073‌

227,678

FGLMC

6.000

04/01/40

236,169‌

656,579

FGLMC

4.500

05/01/40

644,727‌

239,852

FGLMC

5.000

05/01/40

239,645‌

1,976

FGLMC

4.500

06/01/40

1,940‌

229,116

FGLMC

5.500

06/01/40

234,170‌

313,174

FGLMC

4.500

07/01/40

307,521‌

5,862

FGLMC

4.500

08/01/40

5,756‌

56,294

FGLMC

5.000

08/01/40

56,222‌

15,856

FGLMC

5.000

08/01/40

15,841‌

148,231

FGLMC

5.000

08/01/40

148,103‌

966,031

FGLMC

5.500

08/01/40

987,341‌

80,721

FGLMC

4.000

09/01/40

76,605‌

1,079,519

FGLMC

4.000

11/01/40

1,024,477‌

710,537

FGLMC

4.000

12/01/40

674,085‌

96,550

FGLMC

3.500

01/01/41

89,119‌

159,689

FGLMC

3.500

01/01/41

147,583‌

95,290

FGLMC

4.000

01/01/41

90,401‌

103,221

FGLMC

3.500

02/01/41

95,266‌

347,638

FGLMC

4.000

02/01/41

329,801‌

115,459

FGLMC

4.000

02/01/41

109,553‌

631,293

FGLMC

4.000

04/01/41

599,004‌

116,403

FGLMC

4.500

04/01/41

114,301‌

25,601

FGLMC

5.000

04/01/41

25,558‌

102,614

FGLMC

4.500

05/01/41

100,761‌

127,554

FGLMC

4.500

06/01/41

125,250‌

278,583

FGLMC

3.500

10/01/41

257,347‌

286,100

FGLMC

5.000

10/01/41

285,588‌

386,227

FGLMC

3.500

11/01/41

355,976‌

163,100

FGLMC

4.500

12/01/41

160,156‌

1,372,865

FGLMC

3.500

01/01/42

1,266,066‌

401,093

FGLMC

3.500

02/01/42

369,891‌

443,924

FGLMC

3.500

04/01/42

409,530‌

1,061,422

FGLMC

4.000

05/01/42

1,006,957‌

3,704,405

FGLMC

4.500

05/01/42

3,637,591‌

774,318

FGLMC

3.500

07/01/42

714,162‌

171,108

FGLMC

3.000

08/01/42

153,495‌

1,255,571

FGLMC

3.000

10/01/42

1,122,422‌

883,251

FGLMC

3.000

10/01/42

790,961‌

367,600

FGLMC

3.500

12/01/42

338,197‌

1,354,124

FGLMC

2.500

01/01/43

1,161,645‌

2,555,875

FGLMC

3.000

01/01/43

2,284,837‌

3,783,164

FGLMC

3.000

04/01/43

3,381,914‌

10,068,156

FGLMC

3.000

04/01/43

9,000,317‌

1,101,748

FGLMC

3.500

05/01/43

1,012,456‌

1,557,710

FGLMC

3.000

08/01/43

1,392,484‌

1,132,031

FGLMC

3.000

08/01/43

1,011,950‌

1,115,453

FGLMC

3.500

08/01/43

1,025,053‌

427,169

FGLMC

4.500

10/01/43

417,345‌

538,774

FGLMC

4.000

11/01/43

511,107‌

990,099

FGLMC

3.500

02/01/44

909,046‌

816,574

FGLMC

4.000

02/01/44

774,642‌

6,407,618

FGLMC

4.000

02/01/44

6,079,187‌

358,288

FGLMC

4.000

04/01/44

339,889‌

464,312

FGLMC

4.500

05/01/44

453,630‌

820,237

FGLMC

4.000

06/01/44

775,700‌

Bond

Index

Fund

March

31,

2024

162

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,275,915

FGLMC

4.000

%

08/01/44

$

1,208,747‌

941,068

FGLMC

3.500

09/01/44

862,464‌

1,343,533

FGLMC

3.500

11/01/44

1,230,407‌

1,825,417

FGLMC

3.500

12/01/44

1,668,405‌

1,067,377

FGLMC

3.500

01/01/45

976,937‌

2,238,566

FGLMC

3.000

02/01/45

1,992,666‌

2,810,352

FGLMC

3.500

03/01/45

2,570,784‌

1,639,941

FGLMC

4.000

03/01/45

1,555,369‌

1,093,992

FGLMC

3.000

04/01/45

972,463‌

2,265,141

FGLMC

3.500

04/01/45

2,069,104‌

5,677,520

FGLMC

3.500

07/01/45

5,192,072‌

4,280,719

FGLMC

4.500

07/01/45

4,183,109‌

12,489,304

FGLMC

3.000

08/01/45

11,165,504‌

9,589,491

FGLMC

3.500

10/01/45

8,787,343‌

1,775,443

FGLMC

4.000

11/01/45

1,683,689‌

3,327,680

FGLMC

3.500

12/01/45

3,037,938‌

7,912,168

FGLMC

3.000

03/01/46

6,994,120‌

2,473,334

FGLMC

3.500

03/01/46

2,258,001‌

1,285,256

FGLMC

4.000

03/01/46

1,218,836‌

5,781,073

FGLMC

3.000

04/01/46

5,091,733‌

5,650,135

FGLMC

3.500

05/01/46

5,158,199‌

4,322,028

FGLMC

3.500

08/01/46

3,960,609‌

8,710,897

FGLMC

3.000

09/01/46

7,676,732‌

3,505,675

FGLMC

4.000

09/01/46

3,323,418‌

3,145,770

FGLMC

3.000

11/01/46

2,770,345‌

11,203,453

FGLMC

3.000

11/01/46

9,828,378‌

3,880,517

FGLMC

3.000

11/01/46

3,418,225‌

2,256,755

FGLMC

3.000

12/01/46

1,986,961‌

2,864,433

FGLMC

3.500

12/01/46

2,615,018‌

5,235,060

FGLMC

3.000

02/01/47

4,607,801‌

1,698,459

FGLMC

3.500

02/01/47

1,550,564‌

1,394,123

FGLMC

4.000

02/01/47

1,320,762‌

2,261,526

FGLMC

3.500

05/01/47

2,064,584‌

1,893,188

FGLMC

3.000

08/01/47

1,664,363‌

2,459,048

FGLMC

3.000

11/01/47

2,159,283‌

3,795,686

FGLMC

3.000

12/01/47

3,332,180‌

11,446,327

FGLMC

3.000

01/01/48

10,094,446‌

4,101,110

FGLMC

3.000

02/01/48

3,599,055‌

2,967,364

FGLMC

3.500

03/01/48

2,713,124‌

2,527,147

FGLMC

3.500

05/01/48

2,307,026‌

2,000,093

FGLMC

4.000

05/01/48

1,894,625‌

2,741,520

FGLMC

3.500

07/01/48

2,498,480‌

2,886,652

FGLMC

4.000

07/01/48

2,726,685‌

5,300,164

FGLMC

4.000

08/01/48

4,999,877‌

987,005

FGLMC

4.500

09/01/48

953,669‌

4,175,007

FGLMC

4.000

10/01/48

3,925,070‌

2,500,695

FGLMC

4.500

12/01/48

2,419,019‌

1,298,782

FGLMC

4.500

02/01/49

1,258,983‌

3,491,025

FGLMC

3.500

05/01/49

3,177,051‌

9

Federal

National

Mortgage

Association

(FNMA)

4.500

04/01/24

9‌

772

FNMA

4.000

05/01/24

768‌

350

FNMA

4.000

05/01/24

348‌

51

FNMA

4.000

06/01/24

50‌

72

FNMA

4.500

07/01/24

72‌

68

FNMA

5.500

07/01/24

68‌

1

FNMA

8.000

07/01/24

1‌

759

FNMA

4.500

08/01/24

754‌

563

FNMA

4.000

09/01/24

557‌

2,971

FNMA

4.000

09/01/24

2,948‌

277

FNMA

4.500

09/01/24

275‌

7,555

FNMA

4.500

10/01/24

7,518‌

163

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

715

FNMA

5.000

%

01/01/25

$

711‌

923

FNMA

4.500

02/01/25

918‌

122

FNMA

4.500

03/01/25

121‌

5,973

FNMA

4.500

03/01/25

5,924‌

4,495

FNMA

5.000

03/01/25

4,464‌

6,450

FNMA

4.500

04/01/25

6,387‌

2,658

FNMA

4.500

04/01/25

2,641‌

33,746

FNMA

4.000

05/01/25

33,356‌

16,614

FNMA

4.000

06/01/25

16,422‌

6,221

FNMA

4.500

06/01/25

6,180‌

4,553

FNMA

4.000

08/01/25

4,496‌

2,558

FNMA

5.500

08/01/25

2,545‌

15,681

FNMA

3.500

09/01/25

15,298‌

12,498

FNMA

4.000

09/01/25

12,401‌

40,244

FNMA

3.500

10/01/25

39,578‌

37,886

FNMA

3.500

10/01/25

36,921‌

15,276

FNMA

5.000

10/01/25

15,124‌

27,218

FNMA

4.000

11/01/25

26,843‌

35,256

FNMA

3.500

12/01/25

34,632‌

31,492

FNMA

3.500

02/01/26

30,901‌

155,303

FNMA

3.500

02/01/26

152,470‌

10,407

FNMA

4.000

03/01/26

10,253‌

30,390

FNMA

4.000

06/01/26

29,910‌

29,133

FNMA

3.500

08/01/26

28,560‌

25,072

FNMA

3.500

09/01/26

24,526‌

12,538

FNMA

4.000

09/01/26

12,349‌

47,310

FNMA

3.500

10/01/26

46,257‌

990

FNMA

6.000

10/01/26

999‌

62,143

FNMA

3.000

11/01/26

60,428‌

58,177

FNMA

3.000

12/01/26

56,534‌

156,422

FNMA

3.000

01/01/27

151,903‌

67,318

FNMA

4.000

01/01/27

66,300‌

128,358

FNMA

3.500

02/01/27

125,373‌

233,390

FNMA

3.000

04/01/27

226,210‌

135,353

FNMA

3.000

04/01/27

131,191‌

83,072

FNMA

3.500

05/01/27

80,987‌

101,438

FNMA

2.500

06/01/27

97,607‌

327,101

FNMA

3.000

06/01/27

316,485‌

107,028

FNMA

2.500

07/01/27

102,986‌

253,080

FNMA

2.500

09/01/27

242,992‌

3,260

FNMA

5.500

09/01/27

3,244‌

402,428

FNMA

2.500

10/01/27

386,382‌

270,103

FNMA

3.000

11/01/27

261,001‌

537

FNMA

5.500

01/01/28

536‌

1,068,483

FNMA

2.500

02/01/28

1,022,222‌

881,533

FNMA

2.500

02/01/28

844,067‌

427

FNMA

5.000

02/01/28

424‌

677,128

FNMA

2.500

04/01/28

647,494‌

984,818

FNMA

2.500

04/01/28

941,725‌

2,665

FNMA

5.500

06/01/28

2,667‌

275,113

FNMA

2.500

07/01/28

262,585‌

594,273

FNMA

2.500

08/01/28

567,203‌

695,291

FNMA

3.000

10/01/28

663,717‌

471

FNMA

5.500

11/01/28

472‌

3

FNMA

7.500

01/01/29

3‌

1,049,689

FNMA

3.000

03/01/29

1,005,802‌

3,772

FNMA

4.000

03/01/29

3,679‌

3,671,651

FNMA

3.000

04/01/29

3,518,128‌

14,110

FNMA

4.500

04/01/29

13,882‌

9,503

FNMA

4.000

05/01/29

9,268‌

5,719

FNMA

4.500

06/01/29

5,631‌

Bond

Index

Fund

March

31,

2024

164

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,965

FNMA

4.000

%

07/01/29

$

1,915‌

38,075

FNMA

4.500

08/01/29

37,480‌

4,475,097

FNMA

3.500

09/01/29

4,339,745‌

7,638

FNMA

4.500

09/01/29

7,513‌

6,236

FNMA

4.500

11/01/29

6,116‌

2,306

FNMA

4.500

01/01/30

2,269‌

576,319

FNMA

2.500

02/01/30

542,959‌

4,996

FNMA

4.000

03/01/30

4,858‌

2,192

FNMA

4.500

05/01/30

2,156‌

3,213

FNMA

4.500

06/01/30

3,160‌

1,411,804

FNMA

3.000

07/01/30

1,344,355‌

30,224

FNMA

4.500

08/01/30

29,717‌

6,657

FNMA

4.000

09/01/30

6,477‌

36,535

FNMA

4.000

10/01/30

35,692‌

375,676

FNMA

4.000

11/01/30

365,390‌

68,142

FNMA

4.000

11/01/30

66,242‌

14,247

FNMA

4.500

12/01/30

14,037‌

1,430,412

FNMA

3.000

02/01/31

1,358,063‌

21,786

FNMA

3.500

02/01/31

20,922‌

23,586

FNMA

4.000

02/01/31

22,917‌

289

FNMA

7.500

03/01/31

295‌

1,574,036

FNMA

2.500

04/01/31

1,473,207‌

64,785

FNMA

3.500

04/01/31

62,085‌

7,693

FNMA

4.000

04/01/31

7,484‌

1,597,851

FNMA

3.000

05/01/31

1,516,386‌

713

FNMA

6.000

05/01/31

731‌

1,816,570

FNMA

2.500

06/01/31

1,700,204‌

388,027

FNMA

4.500

07/01/31

382,009‌

41,627

FNMA

4.500

07/01/31

41,025‌

244,383

FNMA

4.000

08/01/31

237,195‌

2,387,082

FNMA

2.500

09/01/31

2,230,121‌

1,191,619

FNMA

3.000

09/01/31

1,130,717‌

14,814

FNMA

4.000

09/01/31

14,372‌

221

FNMA

6.500

09/01/31

227‌

8,954

FNMA

6.000

11/01/31

9,147‌

1,272

FNMA

6.500

11/01/31

1,299‌

2,597,058

FNMA

2.500

12/01/31

2,424,607‌

441,457

FNMA

3.500

01/01/32

421,650‌

2,874

FNMA

6.000

01/01/32

2,936‌

177,816

FNMA

3.500

02/01/32

169,791‌

2,022

FNMA

6.000

02/01/32

2,080‌

1,623,114

FNMA

3.000

03/01/32

1,533,603‌

8,740

FNMA

6.500

04/01/32

9,030‌

5,668,899

FNMA

3.000

06/01/32

5,363,710‌

17,377

FNMA

6.500

07/01/32

17,898‌

3,988

FNMA

6.500

08/01/32

4,120‌

207,955

FNMA

3.000

09/01/32

195,262‌

3,616

FNMA

7.500

09/01/32

3,591‌

621,468

FNMA

3.000

10/01/32

583,575‌

20,938

FNMA

5.500

10/01/32

20,986‌

5,301

FNMA

6.000

11/01/32

5,463‌

3,775,317

FNMA

3.000

12/01/32

3,538,476‌

5,298

FNMA

5.500

12/01/32

5,383‌

267

FNMA

5.500

12/01/32

268‌

7,976

FNMA

6.000

12/01/32

8,208‌

39,583

FNMA

5.500

01/01/33

39,699‌

107,900

FNMA

6.000

01/01/33

111,199‌

39,948

FNMA

5.000

02/01/33

40,157‌

1,013

FNMA

5.000

02/01/33

1,009‌

463,602

FNMA

3.000

04/01/33

433,303‌

528,636

FNMA

3.500

04/01/33

502,029‌

165

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,126

FNMA

6.000

%

04/01/33

$

2,171‌

2,582,019

FNMA

3.500

05/01/33

2,485,232‌

271,453

FNMA

5.500

05/01/33

276,736‌

15,694

FNMA

5.000

06/01/33

15,776‌

30,585

FNMA

5.500

06/01/33

31,219‌

4,530

FNMA

4.500

07/01/33

4,393‌

23,083

FNMA

5.000

07/01/33

23,204‌

25,806

FNMA

4.500

08/01/33

24,891‌

3,069

FNMA

4.500

08/01/33

2,976‌

6,111

FNMA

5.000

08/01/33

6,143‌

19,023

FNMA

5.500

09/01/33

19,297‌

23,124

FNMA

5.500

09/01/33

23,369‌

5,117

FNMA

6.000

09/01/33

5,214‌

42,259

FNMA

4.500

10/01/33

41,317‌

9,270

FNMA

5.000

10/01/33

9,319‌

2,978

FNMA

5.000

10/01/33

2,959‌

37,998

FNMA

5.500

10/01/33

38,676‌

137,517

FNMA

5.500

10/01/33

140,371‌

2,240

FNMA

4.500

11/01/33

2,189‌

8,447

FNMA

5.000

11/01/33

8,491‌

603,343

FNMA

5.000

11/01/33

606,505‌

66,365

FNMA

5.000

12/01/33

66,712‌

94,828

FNMA

5.500

12/01/33

96,151‌

869,445

FNMA

3.000

01/01/34

807,880‌

26,613

FNMA

5.000

02/01/34

26,752‌

116,322

FNMA

6.000

02/01/34

119,426‌

6,688

FNMA

5.000

03/01/34

6,723‌

2,687

FNMA

5.000

03/01/34

2,701‌

158,594

FNMA

5.000

03/01/34

159,424‌

7,889

FNMA

5.000

03/01/34

7,930‌

3,411

FNMA

5.000

03/01/34

3,429‌

2,323

FNMA

5.000

03/01/34

2,335‌

21,258

FNMA

5.000

04/01/34

21,370‌

24,665

FNMA

5.500

04/01/34

25,177‌

2,637

FNMA

4.500

05/01/34

2,577‌

9,583

FNMA

4.500

05/01/34

9,363‌

8,548

FNMA

5.500

07/01/34

8,725‌

5,621

FNMA

5.500

07/01/34

5,738‌

8,325

FNMA

7.000

07/01/34

8,583‌

65,511

FNMA

5.000

08/01/34

65,854‌

6,938

FNMA

5.000

08/01/34

6,974‌

38,291

FNMA

6.000

08/01/34

39,556‌

6,701

FNMA

6.000

08/01/34

6,912‌

7,106,307

FNMA

3.500

09/01/34

6,800,358‌

138,065

FNMA

5.500

09/01/34

140,932‌

5,214,790

FNMA

2.500

11/01/34

4,794,391‌

1,214

FNMA

5.500

11/01/34

1,239‌

7,683

FNMA

6.000

11/01/34

7,810‌

7,686,728

FNMA

2.500

12/01/34

7,045,684‌

10,910,156

FNMA

3.000

12/01/34

10,218,098‌

2,015

FNMA

5.000

12/01/34

2,025‌

1,254

FNMA

5.500

12/01/34

1,280‌

6,012

FNMA

6.000

12/01/34

6,150‌

191,649

FNMA

4.500

01/01/35

187,378‌

18,435

FNMA

5.500

01/01/35

18,818‌

5,630,583

FNMA

3.500

02/01/35

5,401,872‌

406,268

FNMA

5.500

02/01/35

414,701‌

17,933

FNMA

5.500

02/01/35

18,305‌

4,944,316

FNMA

2.500

03/01/35

4,499,861‌

62,591

FNMA

5.500

04/01/35

63,890‌

17,354

FNMA

6.000

04/01/35

17,978‌

Bond

Index

Fund

March

31,

2024

166

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

16,735

FNMA

6.000

%

04/01/35

$

17,217‌

6,273,545

FNMA

2.500

05/01/35

5,767,634‌

5,503,471

FNMA

3.000

05/01/35

5,135,672‌

22,729

FNMA

6.000

05/01/35

23,485‌

6,661

FNMA

5.000

06/01/35

6,696‌

20,495

FNMA

5.000

07/01/35

20,603‌

972

(c)

FNMA

LIBOR

12

M

+

1.570%

5.820

07/01/35

965‌

1,794,790

FNMA

3.000

08/01/35

1,661,213‌

41,179

FNMA

4.500

08/01/35

40,242‌

41,410

FNMA

5.000

08/01/35

41,627‌

30,405

FNMA

5.000

08/01/35

30,564‌

1,493

FNMA

4.500

09/01/35

1,459‌

1,791

FNMA

4.500

09/01/35

1,751‌

5,108

FNMA

5.500

09/01/35

5,214‌

6,401,338

FNMA

2.500

10/01/35

5,821,880‌

17,621

FNMA

5.000

10/01/35

17,713‌

58,855

FNMA

5.500

10/01/35

60,075‌

14,901,415

FNMA

1.500

11/01/35

12,993,895‌

13,698,206

FNMA

2.000

11/01/35

12,227,095‌

6,781,812

FNMA

2.500

11/01/35

6,218,068‌

39,899

FNMA

5.500

11/01/35

40,728‌

5,551,873

FNMA

2.000

12/01/35

4,955,592‌

19,704,446

FNMA

1.500

01/01/36

17,157,539‌

2,297,135

FNMA

3.500

01/01/36

2,174,341‌

141,945

FNMA

5.000

02/01/36

142,691‌

10,878

(c)

FNMA

LIBOR

12

M

+

1.535%

5.985

02/01/36

10,819‌

13,557,912

FNMA

1.500

03/01/36

11,804,767‌

65,819,796

FNMA

2.000

03/01/36

58,671,411‌

60,360

FNMA

6.000

03/01/36

62,532‌

11,420,179

FNMA

1.500

04/01/36

9,929,816‌

7,479,919

FNMA

1.000

05/01/36

6,344,313‌

21,431,617

FNMA

1.500

05/01/36

18,628,246‌

13,841,270

FNMA

2.000

05/01/36

12,303,780‌

721,496

FNMA

3.500

05/01/36

681,010‌

900

FNMA

5.000

05/01/36

905‌

96,544

FNMA

6.000

06/01/36

100,019‌

14,166,015

FNMA

2.000

07/01/36

12,574,733‌

11,034

(c)

FNMA

LIBOR

12

M

+

1.583%

5.833

07/01/36

10,910‌

5,611

FNMA

6.000

07/01/36

5,719‌

8,823

FNMA

6.500

07/01/36

9,083‌

5,743,097

FNMA

3.000

08/01/36

5,289,924‌

45,988

FNMA

5.500

08/01/36

46,469‌

60,952

FNMA

6.500

08/01/36

62,271‌

11,509,518

FNMA

1.500

09/01/36

9,978,695‌

14,689,794

FNMA

2.000

09/01/36

13,039,309‌

13,792,074

FNMA

2.500

09/01/36

12,569,417‌

933,032

FNMA

3.000

09/01/36

858,629‌

5,262

FNMA

5.500

09/01/36

5,371‌

1,703

FNMA

6.500

09/01/36

1,789‌

7,141

FNMA

6.500

09/01/36

7,449‌

8,818

FNMA

6.000

10/01/36

9,135‌

23,777,785

FNMA

1.500

11/01/36

20,599,173‌

20,559,365

FNMA

2.000

11/01/36

18,262,736‌

2,093,621

FNMA

3.000

11/01/36

1,924,759‌

4,197

FNMA

6.500

11/01/36

4,388‌

5,598,980

FNMA

2.000

12/01/36

4,966,462‌

27,380

FNMA

6.000

12/01/36

28,365‌

10,065,887

FNMA

1.500

01/01/37

8,720,132‌

9,755,283

FNMA

2.000

01/01/37

8,653,153‌

10,571

FNMA

5.500

01/01/37

10,791‌

5,005

(c)

FNMA

LIBOR

12

M

+

1.728%

6.074

01/01/37

5,015‌

167

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

4,101,389

FNMA

1.500

%

02/01/37

$

3,551,240‌

79,392

FNMA

5.500

02/01/37

79,765‌

4,546

FNMA

6.000

02/01/37

4,709‌

10,266

FNMA

7.000

02/01/37

10,739‌

539

(c)

FNMA

LIBOR

6

M

+

1.460%

7.057

02/01/37

546‌

32,145,410

FNMA

2.000

03/01/37

28,472,967‌

795

FNMA

5.000

03/01/37

799‌

1,701

(c)

FNMA

LIBOR

12

M

+

1.875%

6.375

03/01/37

1,701‌

25,482

FNMA

6.500

03/01/37

26,617‌

39,216

FNMA

6.500

03/01/37

41,005‌

21,335,293

FNMA

2.000

04/01/37

18,897,478‌

8,100,899

FNMA

2.500

04/01/37

7,367,181‌

17,509

FNMA

7.000

04/01/37

18,052‌

10,989,932

FNMA

1.500

05/01/37

9,515,771‌

32,121

FNMA

5.000

05/01/37

32,290‌

6,027

FNMA

5.500

06/01/37

6,152‌

5,232

(c)

FNMA

LIBOR

12

M

+

1.782%

6.080

06/01/37

5,215‌

7,648,760

FNMA

2.500

08/01/37

6,962,000‌

4,172,854

FNMA

3.000

08/01/37

3,881,832‌

7,559

FNMA

5.500

08/01/37

7,716‌

2,738

FNMA

6.000

08/01/37

2,836‌

12,878

FNMA

5.500

09/01/37

13,146‌

24,394

FNMA

6.000

09/01/37

25,193‌

17,976

FNMA

6.000

09/01/37

18,622‌

45,017

FNMA

6.000

09/01/37

46,553‌

13,891

FNMA

6.000

09/01/37

14,365‌

65,168

FNMA

6.000

09/01/37

67,575‌

5,650

FNMA

6.500

09/01/37

5,825‌

3,711

FNMA

6.500

09/01/37

3,843‌

5,359

(c)

FNMA

DGS1

+

2.275%

6.400

10/01/37

5,364‌

3,827

FNMA

6.500

10/01/37

3,984‌

5,967,617

FNMA

3.000

11/01/37

5,553,196‌

5,766,262

FNMA

3.500

11/01/37

5,401,052‌

4,292,487

FNMA

4.000

11/01/37

4,155,954‌

53,799

FNMA

5.500

11/01/37

54,919‌

94,921

FNMA

6.000

11/01/37

98,338‌

2,379

FNMA

7.000

11/01/37

2,453‌

1,883,379

FNMA

3.000

12/01/37

1,718,196‌

1,887,765

FNMA

4.000

01/01/38

1,806,432‌

440

FNMA

6.500

01/01/38

455‌

3,396,736

FNMA

4.500

02/01/38

3,346,932‌

2,362,755

FNMA

5.000

02/01/38

2,361,222‌

26,461

FNMA

5.500

02/01/38

27,011‌

14,340

FNMA

6.500

02/01/38

14,838‌

7,503

FNMA

7.000

02/01/38

7,999‌

6,807

(c)

FNMA

LIBOR

12

M

+

1.770%

4.520

03/01/38

6,813‌

2,586

FNMA

5.000

03/01/38

2,599‌

1,331

FNMA

5.000

03/01/38

1,338‌

6,154

FNMA

5.500

03/01/38

6,282‌

2,272

FNMA

6.000

03/01/38

2,372‌

4,466

FNMA

6.500

03/01/38

4,655‌

6,932

FNMA

6.500

03/01/38

7,082‌

4,462

FNMA

6.500

03/01/38

4,609‌

54,850

FNMA

5.500

04/01/38

55,992‌

103,426

FNMA

6.000

04/01/38

107,153‌

10,983

FNMA

4.500

05/01/38

10,678‌

298,545

FNMA

5.000

05/01/38

300,112‌

73,449

FNMA

5.000

05/01/38

72,523‌

210,635

FNMA

6.000

06/01/38

218,565‌

378,240

FNMA

6.500

06/01/38

391,812‌

76,428

FNMA

6.000

07/01/38

79,181‌

Bond

Index

Fund

March

31,

2024

168

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

567

(c)

FNMA

LIBOR

12

M

+

1.603%

5.853

%

08/01/38

$

569‌

232,109

FNMA

6.000

09/01/38

240,470‌

9,186

(c)

FNMA

LIBOR

12

M

+

1.321%

5.571

10/01/38

9,119‌

561

FNMA

6.000

10/01/38

573‌

2,799,405

FNMA

5.000

11/01/38

2,795,143‌

3,231

FNMA

5.500

11/01/38

3,298‌

1,350

FNMA

5.000

12/01/38

1,356‌

221,914

FNMA

5.500

12/01/38

226,522‌

12,410

FNMA

4.500

01/01/39

12,171‌

18,249

FNMA

5.000

01/01/39

18,129‌

834,381

FNMA

5.000

01/01/39

835,084‌

30,500

FNMA

5.500

01/01/39

31,135‌

121,140

FNMA

5.500

01/01/39

123,663‌

11,048

FNMA

6.000

01/01/39

11,446‌

1,152

FNMA

6.000

01/01/39

1,166‌

39,196

FNMA

4.500

02/01/39

38,440‌

138,861

FNMA

4.500

02/01/39

136,185‌

56,471

FNMA

4.500

02/01/39

55,383‌

3,098

FNMA

5.500

02/01/39

3,163‌

127,431

FNMA

4.000

04/01/39

121,102‌

7,324

FNMA

5.500

04/01/39

7,477‌

245,714

FNMA

4.500

05/01/39

240,975‌

40,939

FNMA

4.500

05/01/39

40,137‌

123,743

FNMA

4.500

06/01/39

120,948‌

41,816

FNMA

4.500

06/01/39

41,010‌

99,962

FNMA

5.500

06/01/39

102,043‌

26,651

FNMA

4.500

07/01/39

26,137‌

26,144

FNMA

4.500

07/01/39

25,640‌

2,492

FNMA

5.000

07/01/39

2,496‌

1,897

(c)

FNMA

LIBOR

12

M

+

1.835%

6.085

07/01/39

1,904‌

442,101

FNMA

4.000

08/01/39

419,685‌

77,454

FNMA

4.000

08/01/39

73,494‌

7,121

FNMA

4.500

08/01/39

6,977‌

86,522

FNMA

4.500

08/01/39

84,855‌

297,836

FNMA

4.500

08/01/39

292,092‌

2,726

FNMA

5.000

08/01/39

2,725‌

314,148

FNMA

5.000

08/01/39

313,478‌

5,503

(c)

FNMA

LIBOR

12

M

+

1.650%

5.900

08/01/39

5,480‌

3,153

(c)

FNMA

LIBOR

12

M

+

1.690%

5.940

08/01/39

3,159‌

174,931

FNMA

4.000

09/01/39

165,917‌

19,226

FNMA

5.000

09/01/39

19,185‌

78,783

FNMA

5.500

09/01/39

80,425‌

47,183

FNMA

6.000

09/01/39

48,882‌

168,044

FNMA

6.500

10/01/39

175,616‌

7,605

FNMA

5.000

11/01/39

7,603‌

190,346

FNMA

4.000

12/01/39

180,477‌

21,157

FNMA

4.500

12/01/39

20,749‌

42,067

FNMA

4.500

12/01/39

41,256‌

675,565

FNMA

4.500

12/01/39

662,543‌

15,010

FNMA

4.500

01/01/40

14,720‌

16,384

FNMA

5.000

01/01/40

16,349‌

7,073

(c)

FNMA

LIBOR

12

M

+

1.815%

6.158

01/01/40

7,262‌

108,408

FNMA

6.000

02/01/40

112,314‌

5,166,193

FNMA

2.500

03/01/40

4,524,964‌

138,370

FNMA

4.500

03/01/40

135,703‌

64,488

FNMA

4.500

03/01/40

63,245‌

6,461

FNMA

5.000

03/01/40

6,447‌

6,682,881

FNMA

2.500

04/01/40

5,845,090‌

6,622,074

FNMA

3.000

04/01/40

5,987,617‌

6,906

FNMA

4.500

04/01/40

6,773‌

224,076

FNMA

5.000

04/01/40

223,599‌

169

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

159,073

FNMA

5.000

%

04/01/40

$

158,833‌

5,145

FNMA

4.500

05/01/40

5,019‌

11,921

(c)

FNMA

LIBOR

12

M

+

1.770%

5.033

05/01/40

11,867‌

13,202

(c)

FNMA

LIBOR

12

M

+

1.835%

5.210

05/01/40

13,113‌

22,819

(c)

FNMA

LIBOR

12

M

+

1.833%

6.063

05/01/40

23,495‌

5,986,173

FNMA

2.500

06/01/40

5,228,301‌

14,532

FNMA

4.500

07/01/40

14,252‌

12,766

FNMA

4.500

07/01/40

12,520‌

19,887

FNMA

5.000

07/01/40

19,845‌

180,091

FNMA

4.500

08/01/40

176,620‌

127,173

FNMA

4.500

08/01/40

124,721‌

129,150

FNMA

5.000

08/01/40

128,875‌

278,235

FNMA

4.500

09/01/40

272,868‌

113,704

FNMA

4.500

09/01/40

111,512‌

299,580

FNMA

6.000

09/01/40

310,363‌

43,348

FNMA

3.500

10/01/40

40,013‌

193,163

FNMA

4.000

10/01/40

183,072‌

410,378

FNMA

4.000

10/01/40

388,842‌

329,562

FNMA

4.500

10/01/40

323,206‌

393,891

FNMA

3.500

11/01/40

363,594‌

398,463

FNMA

4.000

11/01/40

377,553‌

442,041

FNMA

4.000

11/01/40

418,949‌

246,536

FNMA

4.000

11/01/40

233,599‌

46,545

FNMA

4.500

11/01/40

45,647‌

13,136,833

FNMA

2.000

12/01/40

11,097,010‌

125,973

FNMA

4.000

12/01/40

119,370‌

1,089,312

FNMA

4.500

12/01/40

1,068,311‌

23,174

(c)

FNMA

LIBOR

12

M

+

1.823%

6.073

12/01/40

23,129‌

12,256

FNMA

3.500

01/01/41

11,318‌

4,496,912

FNMA

1.500

02/01/41

3,691,097‌

10,767,470

FNMA

2.000

02/01/41

9,089,428‌

54,330

FNMA

3.500

02/01/41

50,129‌

367,389

FNMA

4.000

02/01/41

348,110‌

14,788

(c)

FNMA

LIBOR

12

M

+

1.822%

6.126

02/01/41

15,132‌

364,070

FNMA

4.000

03/01/41

344,953‌

15,282,949

FNMA

2.000

04/01/41

12,897,388‌

278,488

FNMA

4.500

04/01/41

273,119‌

245,281

FNMA

4.500

05/01/41

240,552‌

77,526

FNMA

4.500

05/01/41

76,031‌

164,754

FNMA

4.500

06/01/41

161,575‌

6,832,798

FNMA

2.000

07/01/41

5,753,445‌

231,462

FNMA

4.500

07/01/41

226,998‌

31,148

(c)

FNMA

LIBOR

12

M

+

1.783%

5.821

07/01/41

32,074‌

11,880,279

FNMA

2.000

08/01/41

9,996,196‌

20,886,382

FNMA

1.500

09/01/41

17,019,299‌

4,011,604

FNMA

2.000

09/01/41

3,372,503‌

501,550

FNMA

4.000

09/01/41

475,226‌

321,711

FNMA

4.500

09/01/41

315,504‌

131,208

FNMA

5.500

09/01/41

133,938‌

12,507,052

FNMA

1.500

10/01/41

10,186,211‌

8,083,056

FNMA

2.000

10/01/41

6,792,385‌

18,425

(c)

FNMA

LIBOR

12

M

+

1.815%

6.065

10/01/41

18,469‌

12,346,360

FNMA

2.000

11/01/41

10,370,491‌

215,395

FNMA

3.500

11/01/41

198,476‌

176,703

FNMA

3.500

11/01/41

162,768‌

7,963,050

FNMA

3.500

12/01/41

7,334,720‌

1,284,595

FNMA

3.500

12/01/41

1,183,697‌

221,751

FNMA

4.000

12/01/41

210,110‌

56,026

(c)

FNMA

LIBOR

12

M

+

1.750%

6.000

12/01/41

57,946‌

12,414,391

FNMA

2.500

01/01/42

10,790,735‌

6,738,542

FNMA

2.000

03/01/42

5,652,730‌

Bond

Index

Fund

March

31,

2024

170

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

611,948

FNMA

3.500

%

03/01/42

$

563,564‌

398,095

FNMA

4.000

03/01/42

377,200‌

6,541,654

FNMA

3.000

04/01/42

5,845,144‌

1,464,274

FNMA

3.500

04/01/42

1,348,185‌

556,850

FNMA

3.500

04/01/42

514,099‌

519,355

FNMA

4.500

04/01/42

509,340‌

542,003

FNMA

5.000

04/01/42

540,793‌

3,921,938

FNMA

2.500

05/01/42

3,384,747‌

368,384

FNMA

4.000

05/01/42

349,052‌

343,938

FNMA

5.000

05/01/42

342,781‌

456,554

FNMA

3.000

06/01/42

408,793‌

1,745,141

FNMA

3.500

06/01/42

1,606,058‌

1,400,825

FNMA

4.000

06/01/42

1,327,246‌

1,073,313

FNMA

4.000

06/01/42

1,016,934‌

2,536,152

FNMA

3.500

07/01/42

2,335,099‌

542,998

FNMA

4.500

07/01/42

532,523‌

597,570

FNMA

3.500

08/01/42

550,260‌

975,470

FNMA

3.000

09/01/42

872,427‌

1,240,454

FNMA

3.500

09/01/42

1,141,078‌

6,180,174

FNMA

4.500

09/01/42

6,061,074‌

2,265,274

FNMA

3.000

10/01/42

2,022,450‌

564,754

FNMA

3.500

10/01/42

519,391‌

1,064,047

FNMA

2.500

01/01/43

911,569‌

3,361,135

FNMA

3.000

01/01/43

3,001,212‌

3,815,647

FNMA

3.000

02/01/43

3,406,627‌

7,397,658

FNMA

3.000

04/01/43

6,604,488‌

10,415,753

FNMA

3.000

04/01/43

9,298,985‌

894,844

FNMA

3.000

04/01/43

798,907‌

2,601,961

FNMA

3.000

04/01/43

2,323,006‌

2,464,306

FNMA

3.000

06/01/43

2,200,071‌

61,795

(c)

FNMA

LIBOR

12

M

+

1.695%

5.567

06/01/43

61,857‌

2,338,940

FNMA

3.000

07/01/43

2,088,177‌

5,911,881

FNMA

3.500

07/01/43

5,425,885‌

1,676,864

FNMA

3.500

07/01/43

1,539,360‌

22,705

(c)

FNMA

LIBOR

12

M

+

1.550%

5.800

07/01/43

22,706‌

2,079,096

FNMA

3.000

08/01/43

1,856,254‌

1,087,196

FNMA

4.000

08/01/43

1,030,176‌

1,822,246

FNMA

3.000

09/01/43

1,627,005‌

1,885,201

FNMA

3.500

09/01/43

1,729,821‌

1,854,336

FNMA

3.500

10/01/43

1,702,275‌

166,396

FNMA

4.500

10/01/43

162,363‌

487,956

FNMA

4.000

11/01/43

462,311‌

1,024,208

FNMA

4.000

11/01/43

970,387‌

1,110,132

FNMA

4.500

12/01/43

1,083,224‌

309,402

FNMA

4.500

12/01/43

301,901‌

1,232,360

FNMA

4.000

01/01/44

1,167,596‌

16,225,646

FNMA

4.000

03/01/44

15,374,614‌

739,369

FNMA

4.000

05/01/44

700,532‌

777,167

FNMA

4.000

07/01/44

736,347‌

754,148

FNMA

4.000

07/01/44

714,535‌

521,943

FNMA

3.500

09/01/44

477,554‌

675,137

FNMA

4.000

09/01/44

639,601‌

1,727,292

FNMA

3.500

10/01/44

1,581,468‌

4,623,511

FNMA

5.000

11/01/44

4,610,813‌

692,310

FNMA

4.000

12/01/44

655,871‌

1,791,376

FNMA

3.000

01/01/45

1,598,388‌

6,054,131

FNMA

3.000

01/01/45

5,405,778‌

6,925,518

FNMA

3.500

01/01/45

6,359,592‌

2,840,176

FNMA

3.500

02/01/45

2,594,956‌

1,833,798

FNMA

3.000

04/01/45

1,625,980‌

2,381,408

FNMA

3.500

05/01/45

2,174,575‌

171

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,889,620

FNMA

3.500

%

07/01/45

$

2,637,881‌

2,902,514

FNMA

4.000

07/01/45

2,749,115‌

9,494,363

FNMA

3.500

09/01/45

8,734,285‌

4,487,486

FNMA

3.000

11/01/45

3,978,905‌

1,838,815

FNMA

3.500

11/01/45

1,676,720‌

5,685,497

FNMA

4.000

11/01/45

5,385,000‌

1,463,336

FNMA

3.500

12/01/45

1,334,334‌

2,583,802

FNMA

3.500

12/01/45

2,356,032‌

5,140,474

FNMA

3.500

12/01/45

4,687,316‌

7,267,974

FNMA

3.500

01/01/46

6,613,132‌

1,393,881

FNMA

3.500

02/01/46

1,271,002‌

3,767,082

FNMA

3.500

04/01/46

3,446,870‌

2,197,950

FNMA

4.500

05/01/46

2,143,772‌

1,931,404

FNMA

3.000

06/01/46

1,702,124‌

2,939,459

FNMA

3.500

07/01/46

2,667,502‌

5,107,346

FNMA

3.500

08/01/46

4,699,004‌

3,045,202

FNMA

4.000

08/01/46

2,883,610‌

3,077,707

FNMA

3.000

09/01/46

2,693,481‌

3,793,084

FNMA

3.000

10/01/46

3,335,115‌

19,726,207

FNMA

3.000

11/01/46

17,392,583‌

1,754,879

FNMA

3.500

12/01/46

1,600,154‌

23,512,162

FNMA

3.000

01/01/47

20,601,090‌

2,976,698

FNMA

3.000

02/01/47

2,617,177‌

1,964,872

FNMA

4.000

02/01/47

1,858,980‌

4,185,870

FNMA

3.000

03/01/47

3,654,625‌

2,536,287

FNMA

3.500

03/01/47

2,312,662‌

579,387

FNMA

4.000

03/01/47

548,223‌

450,853

FNMA

4.500

03/01/47

437,302‌

3,670,029

FNMA

3.000

04/01/47

3,255,630‌

5,872,379

FNMA

3.000

04/01/47

5,148,303‌

3,359,779

FNMA

3.500

04/01/47

3,056,755‌

1,689,613

FNMA

3.500

05/01/47

1,540,640‌

3,347,462

FNMA

3.500

07/01/47

3,077,394‌

12,889,523

FNMA

4.000

07/01/47

12,192,219‌

3,077,085

FNMA

3.500

10/01/47

2,802,092‌

17,180,310

FNMA

3.500

11/01/47

15,665,376‌

1,339,373

FNMA

4.500

11/01/47

1,296,610‌

1,705,062

FNMA

3.500

01/01/48

1,554,706‌

6,209,994

FNMA

4.000

01/01/48

5,863,763‌

970,212

FNMA

3.000

02/01/48

850,602‌

1,394,551

FNMA

3.500

02/01/48

1,271,576‌

9,735,250

FNMA

3.500

04/01/48

8,876,748‌

1,956,684

FNMA

4.000

04/01/48

1,846,380‌

168,081

FNMA

4.500

04/01/48

162,896‌

3,016,084

FNMA

3.500

06/01/48

2,750,092‌

5,078,979

FNMA

4.000

07/01/48

4,791,595‌

3,279,984

FNMA

4.500

07/01/48

3,178,807‌

1,858,940

FNMA

4.000

08/01/48

1,751,461‌

1,373,899

FNMA

4.000

10/01/48

1,291,903‌

1,851,490

FNMA

4.500

10/01/48

1,790,647‌

15,686,620

FNMA

3.000

11/01/48

13,798,529‌

3,795,236

FNMA

4.000

11/01/48

3,549,951‌

1,295,736

FNMA

4.500

11/01/48

1,252,076‌

1,385,687

FNMA

4.000

12/01/48

1,301,272‌

1,165,621

FNMA

4.500

01/01/49

1,125,327‌

3,103,775

FNMA

4.500

02/01/49

3,001,084‌

4,142,521

FNMA

4.000

04/01/49

3,879,890‌

3,625,108

FNMA

5.000

04/01/49

3,607,636‌

4,496,374

FNMA

3.500

07/01/49

4,074,709‌

16,391,030

FNMA

3.500

08/01/49

14,902,989‌

2,674,143

FNMA

4.000

08/01/49

2,499,235‌

Bond

Index

Fund

March

31,

2024

172

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

9,932,211

FNMA

3.000

%

09/01/49

$

8,660,293‌

12,331,817

FNMA

3.000

12/01/49

10,844,557‌

5,568,833

FNMA

3.000

12/01/49

4,851,068‌

10,824,272

FNMA

3.000

12/01/49

9,431,417‌

13,421,168

FNMA

2.500

01/01/50

11,198,167‌

21,487,776

FNMA

3.000

02/01/50

18,776,515‌

9,989,233

FNMA

3.500

02/01/50

9,077,094‌

13,727,675

FNMA

3.000

03/01/50

11,932,124‌

19,742,884

FNMA

3.000

05/01/50

17,173,712‌

10,915,463

FNMA

3.000

06/01/50

9,483,289‌

8,233,709

FNMA

4.000

06/01/50

7,692,747‌

17,987,898

FNMA

2.500

07/01/50

15,010,092‌

4,614,699

FNMA

3.000

08/01/50

4,011,317‌

10,080,488

FNMA

4.000

08/01/50

9,401,881‌

28,992,334

FNMA

2.500

09/01/50

24,166,121‌

155,944,388

FNMA

2.500

10/01/50

129,920,609‌

19,700,254

FNMA

1.500

11/01/50

14,877,005‌

96,152,987

FNMA

2.000

11/01/50

76,684,525‌

13,953,752

FNMA

2.500

11/01/50

11,631,550‌

55,594,355

FNMA

1.500

12/01/50

41,887,915‌

101,941,263

FNMA

2.000

12/01/50

81,244,452‌

9,062,384

FNMA

2.500

12/01/50

7,548,160‌

77,352,140

FNMA

2.000

01/01/51

61,570,803‌

8,142,470

FNMA

1.500

02/01/51

6,149,987‌

7,370,816

FNMA

2.000

02/01/51

5,872,662‌

91,785,952

FNMA

2.500

02/01/51

76,392,051‌

37,282,103

FNMA

1.500

03/01/51

28,186,357‌

105,187,831

FNMA

2.000

03/01/51

83,560,041‌

21,341,439

FNMA

1.500

04/01/51

16,129,253‌

127,444,634

FNMA

2.000

04/01/51

101,233,836‌

28,546,892

FNMA

2.500

04/01/51

23,740,153‌

81,282,265

FNMA

2.000

05/01/51

64,681,201‌

10,276,087

FNMA

1.500

06/01/51

7,752,263‌

78,518,367

FNMA

2.000

06/01/51

62,426,296‌

46,202,863

FNMA

2.500

06/01/51

38,377,398‌

50,120,948

FNMA

2.000

07/01/51

39,863,053‌

113,293,402

FNMA

2.000

08/01/51

89,969,405‌

92,731,772

FNMA

2.500

08/01/51

76,986,874‌

69,186,825

FNMA

2.000

09/01/51

54,942,583‌

40,420,655

FNMA

2.500

09/01/51

33,549,257‌

11,003,796

FNMA

1.500

11/01/51

8,293,500‌

90,842,915

FNMA

2.000

11/01/51

72,038,664‌

47,979,672

FNMA

2.500

11/01/51

39,803,521‌

70,855,094

FNMA

2.000

12/01/51

56,204,285‌

78,902,560

FNMA

2.000

12/01/51

62,563,265‌

86,832,697

FNMA

2.500

12/01/51

72,001,681‌

89,060,513

FNMA

2.500

01/01/52

73,644,182‌

55,857,549

FNMA

3.000

01/01/52

48,310,668‌

64,164,851

FNMA

2.000

02/01/52

50,917,384‌

15,827,415

FNMA

3.500

02/01/52

14,225,143‌

48,887,083

FNMA

2.000

03/01/52

38,721,396‌

75,249,887

FNMA

2.500

03/01/52

62,273,824‌

8,357,131

FNMA

3.500

03/01/52

7,511,090‌

13,781,703

FNMA

2.000

04/01/52

10,909,651‌

28,291,604

FNMA

2.500

04/01/52

23,413,383‌

10,373,204

FNMA

3.000

04/01/52

8,935,543‌

8,684,892

FNMA

3.500

04/01/52

7,777,435‌

52,546,474

FNMA

2.500

05/01/52

43,532,982‌

25,060,592

FNMA

3.000

05/01/52

21,585,403‌

7,151,117

FNMA

3.500

05/01/52

6,403,927‌

54,379,665

FNMA

4.000

05/01/52

50,440,088‌

173

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

9,200,070

FNMA

2.500

%

06/01/52

$

7,617,507‌

2,247,823

FNMA

3.000

06/01/52

1,934,387‌

7,711,550

FNMA

3.500

06/01/52

6,905,612‌

13,447,295

FNMA

4.000

06/01/52

12,473,066‌

30,836,749

FNMA

4.500

06/01/52

29,363,717‌

11,050,861

FNMA

3.000

07/01/52

9,509,939‌

17,321,917

FNMA

3.000

07/01/52

14,917,270‌

5,346,039

FNMA

3.500

07/01/52

4,787,317‌

26,938,977

FNMA

3.500

07/01/52

24,122,879‌

9,121,128

FNMA

4.000

07/01/52

8,457,748‌

38,903,523

FNMA

4.000

07/01/52

36,082,955‌

8,961,385

FNMA

4.500

07/01/52

8,533,303‌

22,505,999

FNMA

4.500

07/01/52

21,430,884‌

21,892,890

FNMA

5.000

07/01/52

21,379,554‌

12,414,299

FNMA

2.500

08/01/52

10,270,343‌

4,399,424

FNMA

5.000

08/01/52

4,296,267‌

18,634,976

FNMA

3.500

09/01/52

16,691,158‌

4,872,196

FNMA

4.000

09/01/52

4,518,695‌

28,332,983

FNMA

4.500

09/01/52

26,979,499‌

24,862,776

FNMA

5.000

09/01/52

24,277,872‌

4,362,758

FNMA

3.000

10/01/52

3,755,096‌

8,342,943

FNMA

4.000

10/01/52

7,737,199‌

52,224,053

FNMA

4.500

10/01/52

49,729,294‌

25,684,909

FNMA

5.000

10/01/52

25,078,682‌

14,567,726

FNMA

5.500

10/01/52

14,523,897‌

16,149,641

FNMA

3.000

11/01/52

13,903,957‌

14,748,027

FNMA

3.500

11/01/52

13,205,191‌

12,424,531

FNMA

4.000

11/01/52

11,505,797‌

13,627,165

FNMA

4.500

11/01/52

12,976,208‌

30,345,131

FNMA

5.000

11/01/52

29,626,589‌

8,902,729

FNMA

5.500

11/01/52

8,883,505‌

8,510,481

FNMA

6.000

11/01/52

8,615,355‌

2,974,296

FNMA

4.000

12/01/52

2,754,368‌

14,431,464

FNMA

5.500

12/01/52

14,385,992‌

14,924,127

FNMA

5.500

01/01/53

14,859,417‌

20,747,802

FNMA

6.000

01/01/53

20,952,945‌

5,632,741

FNMA

6.500

01/01/53

5,755,890‌

15,179,439

FNMA

5.000

02/01/53

14,818,030‌

18,932,334

FNMA

5.500

02/01/53

18,885,113‌

9,260,152

FNMA

6.000

02/01/53

9,343,832‌

746,146

FNMA

7.000

02/01/53

769,284‌

2,083,413

FNMA

3.500

03/01/53

1,865,236‌

2,063,639

FNMA

4.000

03/01/53

1,912,893‌

2,949,489

FNMA

4.500

03/01/53

2,808,586‌

2,948,511

FNMA

5.000

03/01/53

2,878,157‌

6,899,656

FNMA

6.000

03/01/53

6,967,647‌

3,198,525

FNMA

6.500

03/01/53

3,267,737‌

2,169,611

FNMA

3.500

04/01/53

1,942,346‌

2,809,034

FNMA

5.000

04/01/53

2,741,718‌

7,285,890

FNMA

5.500

04/01/53

7,251,864‌

3,541,239

FNMA

6.000

04/01/53

3,575,409‌

1,709,862

FNMA

6.500

04/01/53

1,746,862‌

6,225,545

FNMA

4.000

05/01/53

5,769,522‌

10,737,983

FNMA

5.000

05/01/53

10,480,101‌

26,182,600

FNMA

5.500

05/01/53

26,056,850‌

10,027,889

FNMA

4.500

06/01/53

9,548,819‌

13,238,144

FNMA

5.000

06/01/53

12,915,446‌

7,732,537

FNMA

5.500

06/01/53

7,695,895‌

19,650,785

FNMA

5.000

07/01/53

19,171,765‌

37,236,652

FNMA

5.500

07/01/53

37,048,910‌

28,989,899

FNMA

6.000

07/01/53

29,260,664‌

Bond

Index

Fund

March

31,

2024

174

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

7,854,433

FNMA

6.500

%

07/01/53

$

8,024,395‌

16,145,529

FNMA

5.000

08/01/53

15,751,952‌

24,805,114

FNMA

5.500

08/01/53

24,683,420‌

5,334,095

FNMA

6.500

08/01/53

5,449,519‌

20,222,634

(e)

FNMA

5.500

10/01/53

20,120,714‌

21,563,951

FNMA

6.000

10/01/53

21,759,503‌

9,249,255

FNMA

6.500

10/01/53

9,449,399‌

5,123,108

(e)

FNMA

5.000

11/01/53

4,998,223‌

38,407,518

FNMA

6.000

12/01/53

38,754,591‌

41,272,298

FNMA

6.500

12/01/53

42,165,386‌

15,566,820

FNMA

7.000

12/01/53

16,049,541‌

9,314,640

FNMA

7.000

01/01/54

9,603,483‌

9,722,374

FNMA

6.000

02/01/54

9,810,231‌

30,549,315

FNMA

6.500

02/01/54

31,210,370‌

12,855,837

(e)

FNMA

6.000

03/01/54

12,972,010‌

8,742,339

(e)

FNMA

7.000

03/01/54

9,013,436‌

4,890,000

(e)

FNMA

6.500

04/01/54

4,995,814‌

1,562,332

FNMA

3.500

07/01/55

1,424,581‌

1,475

Government

National

Mortgage

Association

(GNMA)

4.000

08/15/24

1,465‌

138

GNMA

4.500

08/15/24

137‌

548

GNMA

4.500

01/15/25

543‌

7,330

GNMA

4.000

08/15/25

7,247‌

4,139

GNMA

3.500

03/15/26

4,072‌

5,048

GNMA

4.000

04/15/26

4,988‌

6,110

GNMA

4.000

06/20/26

6,015‌

9,925

GNMA

3.500

11/20/26

9,708‌

51,386

GNMA

3.000

12/15/26

50,002‌

187,666

GNMA

2.500

04/20/27

180,879‌

157,519

GNMA

2.500

09/20/27

151,376‌

2

GNMA

6.500

09/15/28

2‌

68

GNMA

6.500

09/15/28

69‌

609

GNMA

6.500

11/15/28

622‌

109

GNMA

7.500

11/15/28

110‌

273,666

GNMA

3.500

11/20/28

265,612‌

3,758

GNMA

8.500

10/15/30

3,775‌

1,253

GNMA

8.500

10/20/30

1,305‌

166

GNMA

8.500

12/15/30

176‌

168

GNMA

7.000

06/20/31

171‌

1,568,637

GNMA

3.000

08/20/32

1,483,547‌

65,139

GNMA

6.000

10/15/32

67,529‌

8,591

GNMA

5.500

12/20/32

8,784‌

24,374

GNMA

5.500

05/15/33

24,977‌

2,174

GNMA

5.000

07/15/33

2,149‌

8,555

GNMA

5.500

07/15/33

8,694‌

2,436

GNMA

5.000

07/20/33

2,460‌

11,443

GNMA

5.000

08/15/33

11,366‌

39,764

GNMA

5.500

09/15/33

40,568‌

33,962

GNMA

6.000

11/20/33

35,031‌

14,338

GNMA

5.500

05/20/34

14,760‌

21,247

GNMA

6.000

09/20/34

21,845‌

1,442

GNMA

5.000

10/20/34

1,453‌

40,073

GNMA

5.500

11/15/34

41,066‌

19,673

GNMA

6.500

01/15/35

20,031‌

11,672

GNMA

5.500

02/20/35

11,949‌

220,030

GNMA

5.000

03/20/35

221,620‌

64,213

GNMA

5.000

04/15/35

64,076‌

66,247

GNMA

5.500

05/20/35

68,284‌

2,295

GNMA

5.000

09/20/35

2,310‌

2,865

GNMA

5.000

11/15/35

2,885‌

1,822

GNMA

5.000

11/15/35

1,835‌

18,610

GNMA

5.500

02/20/36

19,182‌

175

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,749

GNMA

5.500

%

03/15/36

$

2,817‌

6,057

GNMA

5.500

05/20/36

6,212‌

2,037

GNMA

6.500

06/15/36

2,115‌

58,353

GNMA

5.500

06/20/36

60,148‌

3,536

GNMA

5.000

09/15/36

3,562‌

1,977

GNMA

6.000

09/15/36

2,026‌

5,786

GNMA

6.000

10/20/36

6,019‌

3,726

GNMA

5.000

12/15/36

3,753‌

3,442

GNMA

6.000

01/20/37

3,581‌

53,229

GNMA

5.500

02/15/37

54,551‌

12,878

GNMA

6.000

02/20/37

13,397‌

86,958

GNMA

6.000

04/15/37

89,669‌

38,300

GNMA

6.000

04/20/37

39,144‌

5,376

GNMA

6.000

06/15/37

5,510‌

7,004

GNMA

6.000

08/20/37

7,287‌

5,942

GNMA

6.500

08/20/37

6,329‌

26,988

GNMA

6.500

11/20/37

28,353‌

10,220

GNMA

6.000

12/15/37

10,637‌

1,504

GNMA

5.000

02/20/38

1,514‌

34,263

GNMA

5.000

04/15/38

34,424‌

819

GNMA

5.500

05/20/38

834‌

5,495

GNMA

5.500

06/15/38

5,632‌

17,997

GNMA

6.000

06/20/38

18,722‌

15,749

GNMA

5.500

07/15/38

16,121‌

124,929

GNMA

5.000

07/20/38

125,222‌

125,667

GNMA

5.500

07/20/38

129,304‌

4,289

GNMA

5.500

08/15/38

4,395‌

40,086

GNMA

6.000

08/15/38

41,721‌

39,581

GNMA

6.000

08/15/38

40,460‌

12,202

GNMA

6.000

08/20/38

12,694‌

48,462

GNMA

6.000

09/20/38

50,991‌

30,498

GNMA

5.000

10/15/38

30,616‌

4,259

GNMA

5.500

10/15/38

4,350‌

6,388

GNMA

6.500

10/20/38

6,496‌

2,590

GNMA

6.500

10/20/38

2,750‌

691

GNMA

5.500

11/15/38

708‌

11,385

GNMA

6.500

11/20/38

11,950‌

40,859

GNMA

6.000

12/15/38

42,527‌

847

GNMA

6.500

12/15/38

871‌

9,317

GNMA

5.000

01/15/39

9,420‌

195,115

GNMA

4.500

01/20/39

192,506‌

27,274

GNMA

6.500

01/20/39

28,564‌

7,559

GNMA

5.000

02/15/39

7,631‌

641

GNMA

6.000

02/15/39

650‌

6,708

GNMA

4.500

03/15/39

6,610‌

90,274

GNMA

4.500

03/15/39

87,901‌

2,649

GNMA

4.500

03/20/39

2,613‌

53,659

GNMA

5.500

03/20/39

55,838‌

4,753

GNMA

4.500

04/15/39

4,667‌

99,238

GNMA

5.500

04/15/39

101,094‌

1,813

GNMA

5.000

04/20/39

1,829‌

7,402

GNMA

4.000

05/15/39

7,072‌

125,794

GNMA

4.500

05/15/39

123,812‌

66,357

GNMA

5.000

05/15/39

66,816‌

8,989

GNMA

4.000

05/20/39

8,643‌

23,097

GNMA

4.500

05/20/39

22,788‌

549,466

GNMA

5.000

05/20/39

552,462‌

3,779

GNMA

4.500

06/15/39

3,724‌

326,633

GNMA

4.500

06/15/39

323,395‌

419,237

GNMA

5.000

06/15/39

417,593‌

521,590

GNMA

5.000

06/15/39

523,784‌

Bond

Index

Fund

March

31,

2024

176

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

8,898

GNMA

5.000

%

06/15/39

$

8,996‌

3,630

GNMA

5.000

06/15/39

3,665‌

3,996

GNMA

5.000

06/15/39

4,040‌

5,252

GNMA

4.000

06/20/39

5,051‌

3,451

GNMA

5.000

06/20/39

3,480‌

387,321

GNMA

4.000

07/15/39

367,964‌

4,178

GNMA

4.500

07/15/39

4,067‌

11,365

GNMA

4.500

07/15/39

11,064‌

455,835

GNMA

4.500

07/15/39

448,651‌

6,404

GNMA

5.000

07/15/39

6,467‌

50,321

GNMA

4.500

07/20/39

49,648‌

47,107

GNMA

5.000

07/20/39

47,507‌

5,503

GNMA

5.500

07/20/39

5,673‌

23,241

GNMA

4.000

08/15/39

22,156‌

45,358

GNMA

5.000

08/15/39

45,117‌

2,468

GNMA

5.500

08/15/39

2,527‌

16,994

GNMA

6.000

08/15/39

17,274‌

15,512

GNMA

4.000

08/20/39

14,915‌

12,110

GNMA

5.000

08/20/39

12,213‌

16,301

GNMA

5.000

09/20/39

16,490‌

3,557

GNMA

4.500

10/15/39

3,460‌

1,917

GNMA

5.000

10/15/39

1,934‌

5,105

GNMA

4.500

10/20/39

5,036‌

10,797

GNMA

4.500

11/15/39

10,619‌

7,482

GNMA

4.500

11/20/39

7,379‌

9,074

GNMA

5.000

11/20/39

9,151‌

263,337

GNMA

4.500

12/15/39

258,878‌

7,561

GNMA

4.500

12/20/39

7,457‌

285,807

GNMA

5.000

12/20/39

288,239‌

248,011

GNMA

4.500

01/20/40

244,566‌

4,425

GNMA

5.500

01/20/40

4,561‌

170,673

GNMA

5.500

02/15/40

174,912‌

22,284

GNMA

4.000

03/15/40

21,377‌

3,981

GNMA

5.000

03/15/40

3,953‌

1,302

GNMA

4.500

04/15/40

1,276‌

42,447

GNMA

5.000

04/15/40

42,281‌

10,077

GNMA

4.500

04/20/40

9,934‌

1,545

GNMA

4.500

05/15/40

1,516‌

44,878

GNMA

5.000

05/15/40

45,047‌

75,452

(c)

GNMA

DGS1

+

1.500%

3.875

05/20/40

75,306‌

2,082

GNMA

4.500

05/20/40

2,052‌

985,126

GNMA

4.500

06/15/40

968,130‌

3,102

GNMA

4.500

06/15/40

3,047‌

2,680

GNMA

4.500

06/15/40

2,630‌

52,593

GNMA

5.000

06/20/40

53,009‌

88,783

GNMA

4.500

07/15/40

87,124‌

27,805

GNMA

4.500

07/15/40

27,022‌

353,339

GNMA

4.500

07/20/40

348,212‌

10,744

GNMA

5.000

07/20/40

10,829‌

74,753

GNMA

4.000

08/15/40

71,142‌

382,926

GNMA

4.000

08/15/40

363,187‌

32,842

GNMA

4.500

08/15/40

32,343‌

26,039

GNMA

4.500

08/20/40

25,659‌

23,319

GNMA

4.500

09/20/40

22,964‌

8,184

GNMA

5.500

09/20/40

8,437‌

7,248

GNMA

6.500

09/20/40

7,429‌

11,925

GNMA

4.000

10/15/40

11,349‌

18,525

GNMA

6.000

10/20/40

19,271‌

138,118

GNMA

4.000

11/15/40

131,443‌

302,317

GNMA

4.000

11/20/40

290,693‌

73,799

GNMA

3.500

12/15/40

68,767‌

177

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

135,830

GNMA

5.500

%

12/20/40

$

140,014‌

393,441

GNMA

4.000

01/15/41

376,652‌

820,874

GNMA

4.000

01/20/41

789,322‌

79,683

GNMA

4.000

02/15/41

76,225‌

225,525

GNMA

4.500

02/20/41

222,230‌

133,379

GNMA

4.500

03/15/41

130,982‌

254,468

GNMA

4.500

04/20/41

250,750‌

57,646

GNMA

5.000

04/20/41

57,785‌

16,659

(c)

GNMA

DGS1

+

1.500%

3.875

06/20/41

16,638‌

50,712

GNMA

4.000

07/15/41

48,511‌

105,759

GNMA

4.000

07/20/41

101,693‌

362,374

GNMA

4.500

07/20/41

357,079‌

316,377

GNMA

5.000

07/20/41

319,056‌

79,604

GNMA

4.500

08/15/41

77,975‌

156,765

GNMA

5.000

08/20/41

158,099‌

207,300

GNMA

4.000

09/15/41

196,566‌

10,715

(c)

GNMA

DGS1

+

1.500%

3.625

09/20/41

10,642‌

492,563

GNMA

4.000

09/20/41

473,626‌

37,185

GNMA

4.000

10/15/41

35,572‌

21,515

(c)

GNMA

DGS1

+

1.500%

3.750

10/20/41

21,293‌

12,130

(c)

GNMA

DGS1

+

1.500%

3.750

10/20/41

12,006‌

631,706

GNMA

4.000

10/20/41

607,419‌

89,180

GNMA

5.500

10/20/41

91,924‌

176,057

GNMA

3.500

11/15/41

164,592‌

445,204

GNMA

4.000

11/15/41

423,688‌

830,579

GNMA

4.500

11/20/41

818,442‌

389,707

GNMA

5.000

11/20/41

393,024‌

85,643

GNMA

6.000

11/20/41

89,094‌

451,080

GNMA

3.500

01/20/42

418,764‌

56,741

(c)

GNMA

DGS1

+

1.500%

3.625

02/20/42

56,885‌

215,113

GNMA

3.500

03/20/42

199,718‌

407,519

GNMA

4.500

03/20/42

401,564‌

392,520

GNMA

3.500

04/15/42

366,591‌

880,581

GNMA

3.500

05/20/42

806,161‌

2,043,573

GNMA

3.500

05/20/42

1,897,787‌

474,006

GNMA

4.000

05/20/42

455,774‌

826,365

GNMA

3.500

07/15/42

769,466‌

477,600

GNMA

3.500

07/20/42

443,637‌

78,417

(c)

GNMA

DGS1

+

1.500%

3.625

07/20/42

77,923‌

633,946

GNMA

3.000

08/20/42

570,417‌

1,995,300

GNMA

3.500

08/20/42

1,853,410‌

865,113

GNMA

3.500

08/20/42

796,353‌

414,204

GNMA

6.000

08/20/42

430,905‌

808,172

GNMA

3.500

10/20/42

750,864‌

940,742

GNMA

3.000

11/20/42

845,937‌

926,209

GNMA

3.000

12/20/42

823,160‌

1,103,438

GNMA

3.000

12/20/42

992,236‌

592,750

GNMA

3.000

01/15/43

535,498‌

2,564,447

GNMA

3.000

01/15/43

2,316,993‌

823,703

GNMA

3.000

01/20/43

740,707‌

1,408,563

GNMA

3.000

02/20/43

1,266,635‌

1,097,410

GNMA

3.000

02/20/43

989,848‌

236,814

GNMA

3.000

04/15/43

213,939‌

260,569

GNMA

5.000

04/20/43

262,786‌

554,983

GNMA

3.000

05/20/43

499,058‌

844,660

GNMA

3.000

06/20/43

759,542‌

2,143,539

GNMA

3.500

06/20/43

1,962,327‌

1,846,273

GNMA

3.000

07/20/43

1,660,217‌

873,053

GNMA

3.500

07/20/43

811,394‌

3,646,106

GNMA

4.500

08/20/43

3,597,309‌

1,205,828

GNMA

3.500

09/20/43

1,120,967‌

Bond

Index

Fund

March

31,

2024

178

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

387,230

GNMA

4.000

%

09/20/43

$

371,679‌

5,067,351

GNMA

3.500

10/20/43

4,710,728‌

2,310,375

GNMA

4.000

10/20/43

2,221,000‌

217,236

GNMA

3.500

11/20/43

201,869‌

416,673

GNMA

4.000

11/20/43

399,895‌

402,085

GNMA

4.500

12/20/43

395,588‌

442,539

GNMA

4.500

01/20/44

436,615‌

520,619

GNMA

3.500

02/20/44

483,254‌

705,975

GNMA

4.000

02/20/44

678,382‌

703,834

GNMA

4.000

05/20/44

676,251‌

741,305

GNMA

4.000

06/20/44

708,889‌

1,898,980

GNMA

3.500

07/20/44

1,757,109‌

5,905,004

GNMA

3.500

10/20/44

5,462,919‌

622,645

GNMA

4.500

10/20/44

614,310‌

1,354,345

GNMA

3.500

11/20/44

1,252,879‌

1,710,820

GNMA

3.000

12/20/44

1,538,384‌

3,155,082

GNMA

4.000

12/20/44

3,026,881‌

4,236,576

GNMA

3.500

02/20/45

3,918,554‌

2,538,041

GNMA

4.000

03/20/45

2,436,473‌

1,738,738

GNMA

3.000

04/20/45

1,563,476‌

3,713,104

GNMA

3.000

06/20/45

3,320,500‌

8,465,991

GNMA

3.000

07/20/45

7,598,140‌

2,888,824

GNMA

4.000

10/20/45

2,757,445‌

4,870,599

GNMA

4.000

11/20/45

4,644,765‌

2,174,620

GNMA

3.000

12/20/45

1,949,914‌

1,950,135

GNMA

3.500

12/20/45

1,802,641‌

10,419,445

GNMA

3.000

03/20/46

9,337,140‌

3,662,658

GNMA

3.000

04/20/46

3,278,233‌

2,220,617

GNMA

4.000

04/20/46

2,116,897‌

9,791,650

GNMA

3.000

05/20/46

8,760,400‌

6,044,225

GNMA

3.500

05/20/46

5,585,086‌

2,241,325

GNMA

3.000

06/20/46

2,004,687‌

1,359,736

GNMA

3.500

06/20/46

1,256,232‌

1,692,677

GNMA

3.000

07/20/46

1,513,745‌

2,898,524

GNMA

3.500

08/20/46

2,677,733‌

1,638,488

GNMA

3.000

09/20/46

1,464,860‌

6,724,382

GNMA

3.500

09/20/46

6,184,128‌

3,218,401

GNMA

3.000

10/20/46

2,876,935‌

1,780,403

GNMA

3.000

12/20/46

1,591,274‌

11,083,850

GNMA

3.000

01/20/47

9,884,394‌

1,271,905

GNMA

4.000

01/20/47

1,207,458‌

2,737,996

GNMA

4.000

04/20/47

2,595,741‌

2,922,076

GNMA

3.500

05/20/47

2,698,111‌

1,480,221

GNMA

3.500

06/20/47

1,366,004‌

1,881,664

GNMA

3.000

07/20/47

1,684,159‌

3,365,424

GNMA

4.500

07/20/47

3,289,204‌

3,535,787

GNMA

3.000

08/20/47

3,157,256‌

3,916,071

GNMA

3.500

08/20/47

3,610,863‌

6,965,944

GNMA

3.000

09/20/47

6,219,286‌

8,805,517

GNMA

4.000

09/20/47

8,349,663‌

6,294,981

GNMA

3.500

11/20/47

5,792,025‌

4,669,214

GNMA

3.500

12/20/47

4,296,791‌

2,967,362

GNMA

3.500

01/20/48

2,729,571‌

3,716,181

GNMA

4.000

05/20/48

3,519,202‌

2,777,920

GNMA

4.000

06/20/48

2,619,953‌

6,419,902

GNMA

3.500

07/20/48

5,910,110‌

2,880,330

GNMA

4.000

08/20/48

2,717,424‌

1,981,008

GNMA

5.000

08/20/48

1,972,234‌

1,843,797

GNMA

4.500

09/20/48

1,794,537‌

1,584,982

GNMA

5.000

10/20/48

1,580,163‌

1,291,891

GNMA

4.500

11/20/48

1,257,243‌

179

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,962,892

GNMA

3.500

%

04/20/49

$

2,725,244‌

10,033,789

GNMA

4.500

04/20/49

9,763,174‌

3,065,351

GNMA

4.000

05/20/49

2,898,170‌

1,947,591

GNMA

3.500

06/20/49

1,791,170‌

4,386,936

GNMA

3.500

09/20/49

4,033,283‌

3,170,973

GNMA

3.500

11/20/49

2,916,279‌

25,038,672

GNMA

2.500

12/20/49

21,431,990‌

56,149,122

GNMA

3.000

02/20/50

49,920,048‌

6,853,442

GNMA

3.500

02/20/50

6,302,980‌

9,682,135

GNMA

3.500

04/20/50

8,880,553‌

9,260,363

GNMA

3.000

05/20/50

8,178,605‌

9,358,956

GNMA

2.500

08/20/50

7,994,674‌

15,046,825

GNMA

2.500

10/20/50

12,844,044‌

39,626,757

GNMA

2.000

11/20/50

32,466,589‌

21,052,908

GNMA

2.500

12/20/50

17,970,832‌

23,255,519

GNMA

2.000

01/20/51

19,066,766‌

5,798,611

GNMA

2.500

01/20/51

4,947,303‌

20,671,869

GNMA

2.000

02/20/51

16,940,438‌

3,910,760

GNMA

1.500

04/20/51

3,069,943‌

16,419,282

GNMA

2.000

04/20/51

13,452,257‌

34,214,828

GNMA

2.500

04/20/51

29,168,960‌

14,150,736

GNMA

2.500

05/20/51

12,065,136‌

5,878,544

GNMA

2.000

06/20/51

4,816,237‌

67,462,328

GNMA

2.500

07/20/51

57,505,099‌

6,078,418

GNMA

2.000

08/20/51

4,979,939‌

19,577,209

GNMA

2.500

08/20/51

16,686,622‌

7,680,095

GNMA

3.000

08/20/51

6,771,846‌

23,922,545

GNMA

2.500

09/20/51

20,387,828‌

152,416,510

GNMA

2.000

11/20/51

124,871,118‌

16,969,133

GNMA

2.000

12/20/51

13,902,334‌

25,054,907

GNMA

2.500

12/20/51

21,342,367‌

24,582,514

GNMA

3.000

12/20/51

21,686,915‌

4,214,580

GNMA

3.500

01/20/52

3,834,087‌

12,887,086

GNMA

2.500

02/20/52

10,974,063‌

21,001,690

GNMA

3.500

02/20/52

19,105,644‌

9,245,395

GNMA

2.000

04/20/52

7,577,229‌

24,427,475

GNMA

2.500

04/20/52

20,801,279‌

17,550,114

GNMA

3.000

04/20/52

15,473,104‌

16,200,667

GNMA

2.000

05/20/52

13,277,531‌

13,963,988

GNMA

2.500

05/20/52

11,891,784‌

8,219,518

GNMA

3.000

05/20/52

7,246,758‌

8,989,246

GNMA

4.000

05/20/52

8,409,711‌

16,522,869

GNMA

3.000

06/20/52

14,567,433‌

9,028,854

GNMA

4.000

06/20/52

8,446,757‌

3,142,913

GNMA

3.000

07/20/52

2,770,962‌

15,360,424

GNMA

3.500

07/20/52

13,973,590‌

4,538,441

GNMA

4.500

07/20/52

4,364,727‌

4,503,273

GNMA

3.500

08/20/52

4,096,685‌

9,200,899

GNMA

4.000

08/20/52

8,607,690‌

4,569,917

GNMA

4.500

08/20/52

4,394,057‌

4,507,307

GNMA

5.000

08/20/52

4,435,235‌

5,625,503

GNMA

3.500

09/20/52

5,117,583‌

11,911,699

GNMA

4.000

09/20/52

11,143,712‌

37,132,753

GNMA

4.500

09/20/52

35,696,157‌

4,538,404

GNMA

5.000

09/20/52

4,463,015‌

8,704,890

GNMA

5.500

09/20/52

8,706,651‌

7,144,358

GNMA

3.500

10/20/52

6,499,289‌

19,939,153

GNMA

4.000

10/20/52

18,653,613‌

2,033,560

GNMA

3.500

11/20/52

1,849,953‌

4,680,713

GNMA

4.500

11/20/52

4,496,982‌

29,242,059

GNMA

5.000

11/20/52

28,758,324‌

Bond

Index

Fund

March

31,

2024

180

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

9,221,232

GNMA

5.500

%

11/20/52

$

9,215,167‌

9,983,549

GNMA

3.500

12/20/52

9,082,207‌

1,077,803

GNMA

4.000

12/20/52

1,008,314‌

8,135,492

GNMA

5.500

12/20/52

8,135,472‌

5,061,369

GNMA

6.000

12/20/52

5,108,593‌

2,819,676

GNMA

5.000

01/20/53

2,771,701‌

7,556,402

GNMA

6.000

01/20/53

7,626,905‌

5,056,804

GNMA

6.500

01/20/53

5,144,367‌

5,450,228

GNMA

2.500

02/20/53

4,645,993‌

1,949,121

GNMA

4.000

02/20/53

1,823,461‌

5,831,183

GNMA

5.000

02/20/53

5,735,821‌

5,651,250

GNMA

5.500

02/20/53

5,647,533‌

2,994,392

GNMA

4.500

03/20/53

2,877,994‌

19,655,411

GNMA

5.000

03/20/53

19,325,625‌

5,532,316

GNMA

5.500

03/20/53

5,528,678‌

3,378,286

GNMA

6.000

03/20/53

3,409,806‌

4,061,607

GNMA

4.000

04/20/53

3,799,748‌

5,013,385

GNMA

4.500

05/20/53

4,816,176‌

15,915,442

GNMA

5.000

05/20/53

15,638,798‌

17,532,783

GNMA

5.500

06/20/53

17,521,252‌

5,820,061

GNMA

6.500

06/20/53

5,920,841‌

11,306,633

GNMA

4.500

07/20/53

10,861,861‌

4,901,809

GNMA

5.500

07/20/53

4,898,585‌

8,594,472

GNMA

6.000

07/20/53

8,674,661‌

13,201,713

GNMA

5.500

08/20/53

13,193,031‌

2,919,594

GNMA

6.000

08/20/53

2,946,835‌

12,033,842

GNMA

6.000

09/20/53

12,146,121‌

14,164,601

GNMA

6.000

11/20/53

14,296,761‌

12,149,948

GNMA

6.500

11/20/53

12,360,336‌

6,254,489

GNMA

7.000

11/20/53

6,392,612‌

6,759,433

GNMA

7.000

12/20/53

6,908,707‌

12,329,197

(e)

GNMA

5.500

01/20/54

12,321,089‌

3,959,028

GNMA

6.000

01/20/54

3,995,967‌

13,603,792

GNMA

6.500

01/20/54

13,839,354‌

3,120,414

GNMA

4.500

02/20/54

2,997,662‌

9,190,864

(e)

GNMA

5.000

02/20/54

9,031,099‌

2,994,512

GNMA

6.000

02/20/54

3,022,452‌

2,942,427

(e)

GNMA

6.500

02/20/54

2,993,378‌

4,950,000

(e)

GNMA

6.000

03/20/54

4,996,185‌

TOTAL

MORTGAGE

BACKED

6,110,947,711‌

MUNICIPAL

BONDS

-

0.7%

200,000

Alabama

Economic

Settlement

Authority

4.263

09/15/32

192,864‌

250,000

Alabama

Federal

Aid

Highway

Finance

Authority

2.650

09/01/37

202,741‌

300,000

American

Municipal

Power,

Inc

7.834

02/15/41

367,549‌

455,000

American

Municipal

Power,

Inc

6.270

02/15/50

484,659‌

1,165,000

American

Municipal

Power,

Inc

8.084

02/15/50

1,547,835‌

1,000,000

Bay

Area

Toll

Authority

6.918

04/01/40

1,145,270‌

2,000,000

Bay

Area

Toll

Authority

6.263

04/01/49

2,262,757‌

755,000

Bay

Area

Toll

Authority

3.126

04/01/55

534,397‌

200,000

Board

of

Regents

of

the

University

of

Texas

System

3.852

08/15/46

168,327‌

700,000

Board

of

Regents

of

the

University

of

Texas

System

4.794

08/15/46

667,937‌

750,000

Board

of

Regents

of

the

University

of

Texas

System

2.439

08/15/49

481,974‌

500,000

California

Earthquake

Authority

5.603

07/01/27

504,051‌

100,000

California

Health

Facilities

Financing

Authority

4.190

06/01/37

93,074‌

100,000

California

Health

Facilities

Financing

Authority

4.353

06/01/41

91,746‌

200,000

California

Institute

of

Technology

4.321

08/01/45

182,843‌

750,000

California

Institute

of

Technology

3.650

09/01/19

520,606‌

200,000

California

State

University

3.899

11/01/47

169,796‌

1,000,000

California

State

University

2.897

11/01/51

715,496‌

750,000

California

State

University

2.975

11/01/51

525,126‌

950,000

California

State

University

2.939

11/01/52

657,479‌

181

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

2,000,000

California

State

University

5.183

%

11/01/53

$

1,991,888‌

720,000

Central

Puget

Sound

Regional

Transit

Authority

5.491

11/01/39

739,588‌

1,665,000

Charlotte-Mecklenburg

Hospital

Authority

3.204

01/15/51

1,184,525‌

2,250,000

Chicago

O'Hare

International

Airport

6.395

01/01/40

2,483,687‌

200,000

Chicago

O'Hare

International

Airport

4.472

01/01/49

186,749‌

200,000

Chicago

O'Hare

International

Airport

4.572

01/01/54

188,781‌

680,000

City

of

Atlanta

GA

Water

&

Wastewater

Revenue

2.257

11/01/35

550,235‌

690,000

City

of

Houston

TX

3.961

03/01/47

598,827‌

140,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4.242

05/15/48

124,140‌

345,000

City

of

New

York

NY

5.263

10/01/52

359,987‌

1,440,000

City

of

New

York

NY

5.828

10/01/53

1,611,068‌

1,000,000

City

of

Riverside

CA

3.857

06/01/45

871,722‌

750,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5.808

02/01/41

789,766‌

875,000

City

of

Tucson

AZ

2.856

07/01/47

637,163‌

150,000

Colorado

Bridge

Enterprise

6.078

12/01/40

162,328‌

200,000

Commonwealth

Financing

Authority

4.014

06/01/33

190,030‌

100,000

Commonwealth

Financing

Authority

3.864

06/01/38

91,320‌

100,000

Commonwealth

Financing

Authority

4.144

06/01/38

93,775‌

645,000

Commonwealth

Financing

Authority

3.807

06/01/41

555,113‌

825,000

Commonwealth

Financing

Authority

2.991

06/01/42

626,722‌

1,000,000

Commonwealth

of

Massachusetts

3.769

07/15/29

973,196‌

659,427

Commonwealth

of

Massachusetts

4.110

07/15/31

651,663‌

100,000

Commonwealth

of

Massachusetts

3.277

06/01/46

81,034‌

750,000

Commonwealth

of

Massachusetts

2.900

09/01/49

540,411‌

500,000

Commonwealth

of

Massachusetts

Transportation

Fund

Revenue

5.731

06/01/40

519,988‌

130,000

County

of

Broward

FL

Airport

System

Revenue

3.477

10/01/43

106,841‌

200,000

County

of

Clark

Department

of

Aviation

6.820

07/01/45

236,936‌

135,000

County

of

Miami-Dade

FL

Aviation

Revenue

4.280

10/01/41

123,274‌

200,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue

3.490

10/01/42

166,864‌

510,000

County

of

Miami-Dade

Seaport

Department

6.224

11/01/55

544,666‌

1,000,000

County

of

Riverside

CA

3.818

02/15/38

917,876‌

1,485,000

Dallas

Area

Rapid

Transit

2.613

12/01/48

1,031,426‌

750,000

Dallas

Area

Rapid

Transit

5.022

12/01/48

728,039‌

250,000

Dallas

Fort

Worth

International

Airport

2.994

11/01/38

210,306‌

235,000

Dallas

Fort

Worth

International

Airport

3.089

11/01/40

189,965‌

100,000

Dallas

Fort

Worth

International

Airport

3.144

11/01/45

77,474‌

255,000

Dallas

Fort

Worth

International

Airport

2.843

11/01/46

189,501‌

210,000

Dallas

Fort

Worth

International

Airport

2.919

11/01/50

152,066‌

235,000

Dallas

Fort

Worth

International

Airport

4.087

11/01/51

202,906‌

445,000

Dallas

Fort

Worth

International

Airport

4.507

11/01/51

410,094‌

350,000

Denver

City

&

County

School

District

No

4.242

12/15/37

331,314‌

200,000

District

of

Columbia

5.591

12/01/34

203,867‌

470,000

District

of

Columbia

Water

&

Sewer

Authority

3.207

10/01/48

358,368‌

445,000

District

of

Columbia

Water

&

Sewer

Authority

4.814

10/01/14

413,206‌

500,000

Duke

University

2.682

10/01/44

367,901‌

115,000

Duke

University

3.299

10/01/46

89,660‌

500,000

Duke

University

2.757

10/01/50

346,778‌

500,000

Duke

University

2.832

10/01/55

337,583‌

5,000

Energy

Northwest

2.814

07/01/24

4,966‌

360,000

Foothill-Eastern

Transportation

Corridor

Agency

4.094

01/15/49

303,707‌

300,000

Foothill-Eastern

Transportation

Corridor

Agency

3.924

01/15/53

243,175‌

300,000

George

Washington

University

4.300

09/15/44

267,731‌

200,000

George

Washington

University

4.868

09/15/45

194,872‌

375,000

George

Washington

University

4.126

09/15/48

324,408‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

3.487

06/01/36

834,481‌

1,500,000

Golden

State

Tobacco

Securitization

Corp

3.115

06/01/38

1,219,888‌

430,000

Golden

State

Tobacco

Securitization

Corp

3.714

06/01/41

338,261‌

685,000

Golden

State

Tobacco

Securitization

Corp

3.850

06/01/50

642,316‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

4.214

06/01/50

762,333‌

Bond

Index

Fund

March

31,

2024

182

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

970,000

Grand

Parkway

Transportation

Corp

3.236

%

10/01/52

$

715,696‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.651

01/15/46

164,861‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.086

09/15/51

142,907‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.652

08/15/57

158,108‌

1,500,000

Idaho

Energy

Resources

Authority

2.861

09/01/46

1,063,737‌

500,000

Illinois

State

Toll

Highway

Authority

6.184

01/01/34

533,316‌

385,000

Indiana

Finance

Authority

3.051

01/01/51

288,791‌

770,000

JobsOhio

Beverage

System

2.833

01/01/38

630,647‌

1,500,000

Kansas

Development

Finance

Authority

2.774

05/01/51

1,052,311‌

1,000,000

Los

Angeles

Community

College

District

1.606

08/01/28

904,063‌

1,000,000

Los

Angeles

Community

College

District

1.806

08/01/30

865,848‌

770,000

Los

Angeles

Community

College

District

2.106

08/01/32

647,106‌

240,000

Los

Angeles

Community

College

District

6.750

08/01/49

280,836‌

350,000

Los

Angeles

Department

of

Water

&

Power

5.716

07/01/39

366,225‌

1,500,000

Los

Angeles

Department

of

Water

&

Power

6.574

07/01/45

1,732,803‌

1,630,000

Los

Angeles

Unified

School

District

5.750

07/01/34

1,692,943‌

923,449

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.081

06/01/31

928,342‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.145

02/01/33

970,782‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.048

12/01/34

1,011,185‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.275

02/01/36

952,342‌

830,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.475

08/01/39

783,110‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.198

12/01/39

1,015,811‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.052

07/01/40

751,339‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.197

07/01/50

715,740‌

1,000,000

Massachusetts

School

Building

Authority

1.753

08/15/30

863,741‌

100,000

Massachusetts

School

Building

Authority

5.715

08/15/39

105,226‌

500,000

Massachusetts

School

Building

Authority

3.395

10/15/40

423,049‌

1,000,000

Massachusetts

Water

Resources

Authority

2.823

08/01/41

789,127‌

200,000

Metropolitan

Government

Nashville

&

Davidson

County

Health

&

Educational

Facs

Bd

4.053

07/01/26

195,875‌

100,000

Metropolitan

Government

of

Nashville

&

Davidson

County

Convention

Center

Auth

6.731

07/01/43

114,808‌

940,000

Metropolitan

Transportation

Authority

6.648

11/15/39

1,029,221‌

1,150,000

Metropolitan

Transportation

Authority

7.336

11/15/39

1,392,162‌

335,000

Metropolitan

Transportation

Authority

5.175

11/15/49

311,872‌

460,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5.720

12/01/38

489,333‌

350,000

Michigan

Finance

Authority

3.384

12/01/40

287,094‌

570,000

Michigan

State

Building

Authority

2.705

10/15/40

433,122‌

235,000

Michigan

State

University

4.496

08/15/48

217,267‌

1,000,000

Michigan

State

University

4.165

08/15/22

788,691‌

770,000

Michigan

Strategic

Fund

3.225

09/01/47

594,031‌

500,000

Missouri

Highway

&

Transportation

Commission

5.445

05/01/33

504,800‌

238,000

Municipal

Electric

Authority

of

Georgia

6.637

04/01/57

274,800‌

474,000

Municipal

Electric

Authority

of

Georgia

6.655

04/01/57

547,729‌

947,000

New

Jersey

Economic

Development

Authority

7.425

02/15/29

1,015,602‌

800,000

New

Jersey

Transportation

Trust

Fund

Authority

5.754

12/15/28

807,447‌

1,335,000

New

Jersey

Turnpike

Authority

7.414

01/01/40

1,595,007‌

1,000,000

New

Jersey

Turnpike

Authority

7.102

01/01/41

1,164,087‌

2,385,000

New

York

City

Municipal

Water

Finance

Authority

5.440

06/15/43

2,385,916‌

910,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

5.767

08/01/36

939,371‌

183

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

130,000

New

York

State

Dormitory

Authority

5.628

%

03/15/39

$

133,371‌

545,000

New

York

State

Dormitory

Authority

5.600

03/15/40

550,598‌

200,000

New

York

State

Dormitory

Authority

4.946

08/01/48

184,135‌

1,000,000

New

York

State

Urban

Development

Corp

3.900

03/15/33

954,998‌

2,000,000

North

Texas

Tollway

Authority

3.011

01/01/43

1,531,975‌

1,000,000

North

Texas

Tollway

Authority

6.718

01/01/49

1,183,645‌

605,000

Ohio

Turnpike

&

Infrastructure

Commission

3.216

02/15/48

463,472‌

661,554

Oklahoma

Development

Finance

Authority

3.877

05/01/37

635,972‌

500,000

Oklahoma

Development

Finance

Authority

4.623

06/01/44

480,245‌

750,000

Oklahoma

Development

Finance

Authority

4.380

11/01/45

704,954‌

250,000

Oklahoma

Development

Finance

Authority

4.714

05/01/52

239,370‌

512,054

Oregon

School

Boards

Association

4.759

06/30/28

509,373‌

250,000

Oregon

School

Boards

Association

5.680

06/30/28

254,799‌

1,000,000

Oregon

State

University

3.424

03/01/60

742,779‌

500,000

Pennsylvania

State

University

2.790

09/01/43

371,088‌

205,000

Pennsylvania

State

University

2.840

09/01/50

145,880‌

300,000

Permanent

University

Fund-Texas

A&M

University

System

3.660

07/01/47

252,443‌

200,000

Permanent

University

Fund-University

of

Texas

System

3.376

07/01/47

157,533‌

1,215,000

Port

Authority

of

New

York

&

New

Jersey

6.040

12/01/29

1,300,184‌

500,000

Port

Authority

of

New

York

&

New

Jersey

5.647

11/01/40

536,277‌

300,000

Port

Authority

of

New

York

&

New

Jersey

4.823

06/01/45

284,755‌

1,000,000

Port

Authority

of

New

York

&

New

Jersey

5.310

08/01/46

988,968‌

200,000

Port

Authority

of

New

York

&

New

Jersey

4.031

09/01/48

169,994‌

900,000

Port

Authority

of

New

York

&

New

Jersey

3.139

02/15/51

680,951‌

400,000

Port

Authority

of

New

York

&

New

Jersey

4.229

10/15/57

347,283‌

1,600,000

Port

Authority

of

New

York

&

New

Jersey

3.175

07/15/60

1,112,681‌

2,200,000

Port

Authority

of

New

York

&

New

Jersey

4.810

10/15/65

2,105,463‌

250,000

Port

Authority

of

New

York

&

New

Jersey

3.287

08/01/69

171,468‌

1,000,000

Port

of

Morrow

OR

2.543

09/01/40

747,137‌

1,000,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.132

05/15/32

959,482‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.006

05/15/50

519,513‌

1,500,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.563

05/15/53

1,370,087‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.256

05/15/60

518,200‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.706

05/15/20

516,194‌

500,000

Rutgers

The

State

University

of

New

Jersey

3.270

05/01/43

405,398‌

500,000

Rutgers

The

State

University

of

New

Jersey

3.915

05/01/19

364,777‌

185,000

Sales

Tax

Securitization

Corp

4.637

01/01/40

177,648‌

1,125,000

Sales

Tax

Securitization

Corp

3.238

01/01/42

911,092‌

200,000

Sales

Tax

Securitization

Corp

3.587

01/01/43

168,213‌

1,000,000

Sales

Tax

Securitization

Corp

3.820

01/01/48

813,120‌

200,000

Sales

Tax

Securitization

Corp

4.787

01/01/48

187,253‌

100,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

4.839

01/01/41

97,449‌

500,000

San

Diego

County

Water

Authority

6.138

05/01/49

548,156‌

1,000,000

San

Joaquin

Hills

Transportation

Corridor

Agency

3.492

01/15/50

777,805‌

100,000

San

Jose

Redevelopment

Agency

Successor

Agency

3.375

08/01/34

90,400‌

750,000

State

Board

of

Administration

Finance

Corp

1.258

07/01/25

715,200‌

750,000

State

Board

of

Administration

Finance

Corp

1.705

07/01/27

680,381‌

400,000

State

Board

of

Administration

Finance

Corp

2.154

07/01/30

342,066‌

200,000

State

of

California

3.375

04/01/25

196,852‌

200,000

State

of

California

3.500

04/01/28

193,620‌

1,000,000

State

of

California

5.750

10/01/31

1,069,259‌

1,000,000

State

of

California

6.000

03/01/33

1,092,004‌

300,000

State

of

California

4.500

04/01/33

292,403‌

250,000

State

of

California

7.500

04/01/34

294,290‌

1,000,000

State

of

California

5.125

03/01/38

1,012,421‌

Bond

Index

Fund

March

31,

2024

184

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

225,000

State

of

California

4.600

%

04/01/38

$

217,661‌

1,285,000

State

of

California

7.550

04/01/39

1,576,288‌

3,400,000

State

of

California

7.300

10/01/39

4,006,138‌

2,740,000

State

of

California

7.625

03/01/40

3,348,112‌

1,500,000

State

of

California

7.600

11/01/40

1,856,327‌

595,000

State

of

California

5.200

03/01/43

595,969‌

620,000

State

of

Connecticut

5.850

03/15/32

650,017‌

5,950,000

State

of

Illinois

5.100

06/01/33

5,912,267‌

1,195,385

State

of

Illinois

6.725

04/01/35

1,261,183‌

500,000

State

of

Kansas

Department

of

Transportation

4.596

09/01/35

486,914‌

2,000,000

State

of

Louisiana

Gasoline

&

Fuels

Tax

Revenue

2.952

05/01/41

1,543,344‌

85,000

State

of

Oregon

5.892

06/01/27

86,385‌

100,000

State

of

Oregon

Department

of

Transportation

5.834

11/15/34

104,560‌

600,000

State

of

Texas

4.631

04/01/33

587,657‌

50,000

State

of

Texas

5.517

04/01/39

51,913‌

1,000,000

State

of

Texas

4.681

04/01/40

953,707‌

232,895

State

of

Utah

3.539

07/01/25

229,963‌

200,000

State

of

Washington

5.090

08/01/33

200,000‌

200,000

State

of

Wisconsin

3.154

05/01/27

191,941‌

200,000

State

of

Wisconsin

3.954

05/01/36

186,785‌

604,000

State

Public

School

Building

Authority

5.000

09/15/27

605,790‌

100,000

Sumter

Landing

Community

Development

District

4.172

10/01/47

89,033‌

1,000,000

Texas

Natural

Gas

Securitization

Finance

Corp

5.102

04/01/35

1,009,619‌

785,000

Texas

Natural

Gas

Securitization

Finance

Corp

5.169

04/01/41

798,376‌

430,000

Texas

Private

Activity

Bond

Surface

Transportation

Corp

3.922

12/31/49

358,137‌

1,000,000

Texas

Transportation

Commission

2.562

04/01/42

755,399‌

1,000,000

Texas

Transportation

Commission

2.472

10/01/44

698,672‌

440,000

Texas

Transportation

Commission

State

Highway

Fund

5.028

04/01/26

438,033‌

1,190,000

Texas

Transportation

Commission

State

Highway

Fund

5.178

04/01/30

1,189,099‌

560,000

Texas

Transportation

Commission

State

Highway

Fund

4.000

10/01/33

560,000‌

100,000

The

Ohio

State

University

4.910

06/01/40

98,792‌

220,000

Trustees

of

Princeton

University

5.700

03/01/39

241,701‌

1,000,000

Trustees

of

the

University

of

Pennsylvania

2.396

10/01/50

604,394‌

100,000

Trustees

of

the

University

of

Pennsylvania

4.674

09/01/12

93,877‌

500,000

Trustees

of

the

University

of

Pennsylvania

3.610

02/15/19

357,106‌

1,000,000

University

of

California

0.883

05/15/25

956,025‌

200,000

University

of

California

3.063

07/01/25

195,586‌

1,000,000

University

of

California

1.316

05/15/27

906,594‌

500,000

University

of

California

3.349

07/01/29

473,199‌

1,000,000

University

of

California

1.614

05/15/30

844,577‌

200,000

University

of

California

3.931

05/15/45

184,820‌

200,000

University

of

California

4.131

05/15/45

184,588‌

1,500,000

University

of

California

3.071

05/15/51

1,088,035‌

860,000

University

of

California

4.858

05/15/12

802,634‌

200,000

University

of

California

4.767

05/15/15

183,177‌

500,000

University

of

Chicago

2.761

04/01/45

389,857‌

300,000

University

of

Chicago

4.003

10/01/53

253,968‌

750,000

University

of

Michigan

2.437

04/01/40

555,687‌

1,000,000

University

of

Michigan

3.599

04/01/47

855,174‌

500,000

University

of

Michigan

2.562

04/01/50

330,264‌

500,000

University

of

Michigan

3.504

04/01/52

397,916‌

750,000

University

of

Michigan

3.504

04/01/52

596,873‌

750,000

University

of

Michigan

4.454

04/01/22

648,212‌

1,500,000

University

of

Minnesota

4.048

04/01/52

1,315,680‌

500,000

University

of

Nebraska

Facilities

Corp

3.037

10/01/49

376,703‌

300,000

University

of

Southern

California

3.028

10/01/39

242,321‌

200,000

University

of

Southern

California

3.841

10/01/47

168,228‌

500,000

University

of

Southern

California

2.805

10/01/50

346,739‌

200,000

(a)

University

of

Southern

California

5.250

10/01/11

207,089‌

1,000,000

University

of

Virginia

2.256

09/01/50

613,487‌

1,600,000

University

of

Virginia

2.584

11/01/51

1,048,337‌

185

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

500,000

University

of

Virginia

3.227

%

09/01/19

$

311,753‌

TOTAL

MUNICIPAL

BONDS

155,509,265‌

U.S.

TREASURY

SECURITIES

-

41.0%

179,483,000

United

States

Treasury

Bond

3.500

02/15/39

164,892,996‌

2,000,000

United

States

Treasury

Bond

4.500

08/15/39

2,049,141‌

44,850,000

United

States

Treasury

Bond

4.375

11/15/39

45,245,941‌

17,585,000

United

States

Treasury

Bond

3.875

08/15/40

16,598,591‌

11,185,000

United

States

Treasury

Bond

4.250

11/15/40

11,032,954‌

26,350,000

United

States

Treasury

Bond

4.375

05/15/41

26,299,565‌

10,000,000

United

States

Treasury

Bond

3.750

08/15/41

9,205,078‌

48,300,000

United

States

Treasury

Bond

3.125

11/15/41

40,577,660‌

18,550,000

United

States

Treasury

Bond

3.125

02/15/42

15,522,582‌

22,000,000

United

States

Treasury

Bond

3.000

05/15/42

18,006,484‌

20,000,000

United

States

Treasury

Bond

2.750

08/15/42

15,694,531‌

10,250,000

United

States

Treasury

Bond

2.875

05/15/43

8,144,346‌

16,000,000

United

States

Treasury

Bond

2.500

02/15/45

11,699,375‌

22,000,000

United

States

Treasury

Bond

3.000

05/15/45

17,539,844‌

16,000,000

United

States

Treasury

Bond

2.875

08/15/45

12,454,375‌

27,000,000

United

States

Treasury

Bond

2.500

05/15/46

19,477,969‌

13,300,000

United

States

Treasury

Bond

2.875

11/15/46

10,248,793‌

28,000,000

United

States

Treasury

Bond

3.000

02/15/47

22,027,031‌

30,000,000

United

States

Treasury

Bond

2.750

08/15/47

22,450,781‌

45,000,000

United

States

Treasury

Bond

2.750

11/15/47

33,623,437‌

38,500,000

United

States

Treasury

Bond

3.000

02/15/48

30,112,715‌

48,500,000

United

States

Treasury

Bond

3.125

05/15/48

38,788,633‌

35,500,000

United

States

Treasury

Bond

3.000

08/15/48

27,706,641‌

35,000,000

United

States

Treasury

Bond

3.375

11/15/48

29,248,242‌

82,500,000

United

States

Treasury

Bond

3.000

02/15/49

64,320,996‌

10,500,000

United

States

Treasury

Bond

2.875

05/15/49

7,986,973‌

7,500,000

United

States

Treasury

Bond

2.250

08/15/49

5,001,270‌

8,615,000

United

States

Treasury

Bond

2.375

11/15/49

5,900,938‌

41,900,000

United

States

Treasury

Note

1.500

11/30/24

40,886,462‌

35,000,000

United

States

Treasury

Note

4.500

11/30/24

34,831,836‌

75,000,000

United

States

Treasury

Note

1.750

12/31/24

73,130,859‌

40,000,000

United

States

Treasury

Note

2.250

12/31/24

39,155,469‌

13,000,000

United

States

Treasury

Note

1.375

01/31/25

12,605,938‌

30,000,000

United

States

Treasury

Note

4.125

01/31/25

29,755,859‌

40,000,000

United

States

Treasury

Note

1.125

02/28/25

38,597,266‌

73,000,000

United

States

Treasury

Note

0.500

03/31/25

69,814,395‌

8,000,000

United

States

Treasury

Note

2.625

03/31/25

7,814,599‌

32,000,000

United

States

Treasury

Note

3.875

03/31/25

31,638,775‌

10,000,000

United

States

Treasury

Note

2.625

04/15/25

9,759,386‌

50,000,000

United

States

Treasury

Note

0.375

04/30/25

47,589,844‌

119,000,000

United

States

Treasury

Note

0.250

06/30/25

112,343,438‌

25,000,000

United

States

Treasury

Note

4.625

06/30/25

24,909,180‌

98,500,000

United

States

Treasury

Note

0.250

07/31/25

92,666,953‌

54,000,000

United

States

Treasury

Note

0.250

08/31/25

50,629,218‌

20,000,000

United

States

Treasury

Note

2.750

08/31/25

19,427,344‌

50,000,000

United

States

Treasury

Note

0.250

09/30/25

46,724,609‌

30,000,000

United

States

Treasury

Note

3.000

09/30/25

29,219,531‌

97,000,000

United

States

Treasury

Note

0.250

10/31/25

90,353,985‌

30,000,000

United

States

Treasury

Note

2.250

11/15/25

28,817,578‌

265,000,000

United

States

Treasury

Note

0.375

11/30/25

246,543,163‌

25,000,000

United

States

Treasury

Note

4.875

11/30/25

25,036,133‌

50,000,000

United

States

Treasury

Note

0.375

12/31/25

46,375,000‌

126,000,000

United

States

Treasury

Note

0.375

01/31/26

116,495,859‌

25,000,000

United

States

Treasury

Note

4.250

01/31/26

24,802,735‌

137,000,000

United

States

Treasury

Note

0.500

02/28/26

126,623,320‌

27,000,000

(a)

United

States

Treasury

Note

4.625

02/28/26

26,977,852‌

30,000,000

United

States

Treasury

Note

4.625

03/15/26

29,974,219‌

90,000,000

United

States

Treasury

Note

0.750

03/31/26

83,390,625‌

Bond

Index

Fund

March

31,

2024

186

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

50,000,000

United

States

Treasury

Note

2.250

%

03/31/26

$

47,748,047‌

20,000,000

United

States

Treasury

Note

4.500

03/31/26

19,950,000‌

120,000,000

United

States

Treasury

Note

0.750

04/30/26

110,859,374‌

30,000,000

United

States

Treasury

Note

1.625

05/15/26

28,196,484‌

165,000,000

United

States

Treasury

Note

0.750

05/31/26

152,012,695‌

10,000,000

United

States

Treasury

Note

4.125

06/15/26

9,901,563‌

135,000,000

United

States

Treasury

Note

0.875

06/30/26

124,474,219‌

25,000,000

United

States

Treasury

Note

4.500

07/15/26

24,962,891‌

85,000,000

United

States

Treasury

Note

0.625

07/31/26

77,682,031‌

115,000,000

United

States

Treasury

Note

0.750

08/31/26

105,121,679‌

31,500,000

United

States

Treasury

Note

4.625

09/15/26

31,568,906‌

60,000,000

United

States

Treasury

Note

0.875

09/30/26

54,911,719‌

71,000,000

United

States

Treasury

Note

1.625

09/30/26

66,226,914‌

170,000,000

United

States

Treasury

Note

1.125

10/31/26

156,134,375‌

10,000,000

United

States

Treasury

Note

1.625

10/31/26

9,308,203‌

30,000,000

United

States

Treasury

Note

4.625

11/15/26

30,097,266‌

115,000,000

United

States

Treasury

Note

1.250

11/30/26

105,741,602‌

30,000,000

United

States

Treasury

Note

4.375

12/15/26

29,926,172‌

81,000,000

United

States

Treasury

Note

1.250

12/31/26

74,361,797‌

89,500,000

United

States

Treasury

Note

1.750

12/31/26

83,297,929‌

72,000,000

United

States

Treasury

Note

1.500

01/31/27

66,397,500‌

30,000,000

United

States

Treasury

Note

4.125

02/15/27

29,746,875‌

87,000,000

United

States

Treasury

Note

1.875

02/28/27

80,950,781‌

30,000,000

United

States

Treasury

Note

4.250

03/15/27

29,861,719‌

97,000,000

United

States

Treasury

Note

2.500

03/31/27

91,839,297‌

11,000,000

United

States

Treasury

Note

2.750

04/30/27

10,474,922‌

40,000,000

United

States

Treasury

Note

2.625

05/31/27

37,904,688‌

5,000,000

United

States

Treasury

Note

0.500

06/30/27

4,417,188‌

96,000,000

United

States

Treasury

Note

3.250

06/30/27

92,707,500‌

111,000,000

United

States

Treasury

Note

2.750

07/31/27

105,415,313‌

46,000,000

United

States

Treasury

Note

2.250

08/15/27

42,950,703‌

48,000,000

United

States

Treasury

Note

3.125

08/31/27

46,110,000‌

58,000,000

United

States

Treasury

Note

4.125

09/30/27

57,549,140‌

163,000,000

United

States

Treasury

Note

4.125

10/31/27

161,707,461‌

75,000,000

United

States

Treasury

Note

0.625

11/30/27

65,639,648‌

128,500,000

United

States

Treasury

Note

3.875

11/30/27

126,421,913‌

37,000,000

United

States

Treasury

Note

3.875

12/31/27

36,403,086‌

54,000,000

United

States

Treasury

Note

3.500

01/31/28

52,420,078‌

48,800,000

United

States

Treasury

Note

2.750

02/15/28

46,066,438‌

86,000,000

United

States

Treasury

Note

4.000

02/29/28

84,995,547‌

14,500,000

United

States

Treasury

Note

3.625

03/31/28

14,135,234‌

14,000,000

United

States

Treasury

Note

3.500

04/30/28

13,580,547‌

66,000,000

United

States

Treasury

Note

2.875

05/15/28

62,455,078‌

116,000,000

United

States

Treasury

Note

3.625

05/31/28

113,059,219‌

20,000,000

United

States

Treasury

Note

1.250

06/30/28

17,657,812‌

141,500,000

United

States

Treasury

Note

4.000

06/30/28

139,930,234‌

81,000,000

United

States

Treasury

Note

4.125

07/31/28

80,493,750‌

50,000,000

United

States

Treasury

Note

1.125

08/31/28

43,720,703‌

40,000,000

United

States

Treasury

Note

4.375

08/31/28

40,164,062‌

24,000,000

United

States

Treasury

Note

4.625

09/30/28

24,345,937‌

10,000,000

United

States

Treasury

Note

1.375

10/31/28

8,808,594‌

98,000,000

United

States

Treasury

Note

4.875

10/31/28

100,461,485‌

85,000,000

United

States

Treasury

Note

3.125

11/15/28

80,959,180‌

70,000,000

United

States

Treasury

Note

1.500

11/30/28

61,914,453‌

47,500,000

United

States

Treasury

Note

4.375

11/30/28

47,750,488‌

75,000,000

United

States

Treasury

Note

3.750

12/31/28

73,400,391‌

50,000,000

United

States

Treasury

Note

1.750

01/31/29

44,597,656‌

84,500,000

United

States

Treasury

Note

4.000

01/31/29

83,628,594‌

50,000,000

United

States

Treasury

Note

2.625

02/15/29

46,447,266‌

152,500,000

(a)

United

States

Treasury

Note

4.250

02/28/29

152,702,538‌

50,000,000

United

States

Treasury

Note

2.375

03/31/29

45,824,219‌

187

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

97,500,000

United

States

Treasury

Note

4.125

%

03/31/29

$

97,081,054‌

30,000,000

United

States

Treasury

Note

2.875

04/30/29

28,139,063‌

92,000,000

United

States

Treasury

Note

2.375

05/15/29

84,162,031‌

50,000,000

United

States

Treasury

Note

2.750

05/31/29

46,574,219‌

22,000,000

United

States

Treasury

Note

1.625

08/15/29

19,309,297‌

44,000,000

United

States

Treasury

Note

4.000

10/31/29

43,479,219‌

50,000,000

United

States

Treasury

Note

3.875

11/30/29

49,097,656‌

80,000,000

United

States

Treasury

Note

3.500

01/31/30

76,981,250‌

117,000,000

United

States

Treasury

Note

1.500

02/15/30

100,588,008‌

50,000,000

United

States

Treasury

Note

4.000

02/28/30

49,398,438‌

50,000,000

United

States

Treasury

Note

3.625

03/31/30

48,398,438‌

42,000,000

United

States

Treasury

Note

3.500

04/30/30

40,359,375‌

50,000,000

United

States

Treasury

Note

0.625

05/15/30

40,380,860‌

49,000,000

United

States

Treasury

Note

3.750

05/31/30

47,715,664‌

75,000,000

United

States

Treasury

Note

3.750

06/30/30

73,013,672‌

71,000,000

United

States

Treasury

Note

4.000

07/31/30

70,073,672‌

37,000,000

United

States

Treasury

Note

0.625

08/15/30

29,630,351‌

32,750,000

United

States

Treasury

Note

4.125

08/31/30

32,540,195‌

20,000,000

United

States

Treasury

Note

4.625

09/30/30

20,438,281‌

60,000,000

United

States

Treasury

Note

4.875

10/31/30

62,182,031‌

64,000,000

United

States

Treasury

Note

0.875

11/15/30

51,802,500‌

30,000,000

United

States

Treasury

Note

4.000

01/31/31

29,606,250‌

30,000,000

United

States

Treasury

Note

1.125

02/15/31

24,601,172‌

50,000,000

United

States

Treasury

Note

4.250

02/28/31

50,085,938‌

30,000,000

United

States

Treasury

Note

4.125

03/31/31

29,831,250‌

121,000,000

United

States

Treasury

Note

1.625

05/15/31

101,970,860‌

39,000,000

United

States

Treasury

Note

1.250

08/15/31

31,768,242‌

18,200,000

United

States

Treasury

Note

1.375

11/15/31

14,865,703‌

48,500,000

United

States

Treasury

Note

1.875

02/15/32

40,963,555‌

41,000,000

United

States

Treasury

Note

2.875

05/15/32

37,225,117‌

60,500,000

United

States

Treasury

Note

2.750

08/15/32

54,263,301‌

18,000,000

United

States

Treasury

Note

4.125

11/15/32

17,876,953‌

4,000,000

United

States

Treasury

Note

3.500

02/15/33

3,788,281‌

93,250,000

United

States

Treasury

Note

3.375

05/15/33

87,356,309‌

66,510,000

United

States

Treasury

Note

3.875

08/15/33

64,743,328‌

62,000,000

United

States

Treasury

Note

4.500

11/15/33

63,375,625‌

141,000,000

United

States

Treasury

Note

4.000

02/15/34

138,664,688‌

21,250,000

United

States

Treasury

Note

4.500

02/15/36

22,104,150‌

22,400,000

United

States

Treasury

Note

5.000

05/15/37

24,346,875‌

57,000,000

United

States

Treasury

Note

1.125

05/15/40

35,613,867‌

32,500,000

United

States

Treasury

Note

1.125

08/15/40

20,118,262‌

127,500,000

United

States

Treasury

Note

1.375

11/15/40

81,988,477‌

76,500,000

United

States

Treasury

Note

1.875

02/15/41

53,331,856‌

76,000,000

United

States

Treasury

Note

2.250

05/15/41

56,150,937‌

70,000,000

United

States

Treasury

Note

1.750

08/15/41

47,239,062‌

21,150,000

United

States

Treasury

Note

2.000

11/15/41

14,838,047‌

13,500,000

United

States

Treasury

Note

2.375

02/15/42

10,041,152‌

5,500,000

United

States

Treasury

Note

3.250

05/15/42

4,675,215‌

70,000,000

United

States

Treasury

Note

3.375

08/15/42

60,462,500‌

62,300,000

United

States

Treasury

Note

4.000

11/15/42

58,683,679‌

40,300,000

United

States

Treasury

Note

3.875

02/15/43

37,253,887‌

73,500,000

United

States

Treasury

Note

3.875

05/15/43

67,835,332‌

20,500,000

United

States

Treasury

Note

4.375

08/15/43

20,256,562‌

122,800,000

United

States

Treasury

Note

4.750

11/15/43

127,385,812‌

91,000,000

(a)

United

States

Treasury

Note

4.500

02/15/44

91,497,656‌

35,850,000

United

States

Treasury

Note

1.250

05/15/50

18,335,314‌

28,000,000

United

States

Treasury

Note

1.375

08/15/50

14,786,406‌

68,500,000

United

States

Treasury

Note

1.625

11/15/50

38,689,121‌

50,000,000

United

States

Treasury

Note

1.875

02/15/51

30,121,094‌

52,500,000

United

States

Treasury

Note

2.375

05/15/51

35,640,527‌

44,575,000

United

States

Treasury

Note

2.000

08/15/51

27,617,347‌

Bond

Index

Fund

March

31,

2024

188

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

47,500,000

United

States

Treasury

Note

1.875

%

11/15/51

$

28,449,902‌

45,000,000

United

States

Treasury

Note

2.250

02/15/52

29,599,805‌

29,000,000

United

States

Treasury

Note

2.875

05/15/52

21,942,578‌

30,000,000

United

States

Treasury

Note

3.000

08/15/52

23,302,734‌

55,250,000

United

States

Treasury

Note

4.000

11/15/52

51,945,791‌

34,600,000

United

States

Treasury

Note

3.625

02/15/53

30,383,125‌

94,000,000

United

States

Treasury

Note

3.625

05/15/53

82,587,812‌

56,000,000

United

States

Treasury

Note

4.125

08/15/53

53,821,250‌

58,000,000

United

States

Treasury

Note

4.750

11/15/53

61,915,000‌

90,000,000

United

States

Treasury

Note

4.250

02/15/54

88,509,375‌

TOTAL

U.S.

TREASURY

SECURITIES

9,671,052,770‌

TOTAL

GOVERNMENT

BONDS

16,850,658,392‌

(Cost

$18,683,951,739)

STRUCTURED

ASSETS

-

2.3%

ASSET

BACKED

-

0.6%

475,000

Ally

Auto

Receivables

Trust

4.940

10/15/29

475,049‌

Series

-

2024

1

(Class

A4)

124,202

American

Airlines

Pass

Through

Trust

3.600

09/22/27

117,445‌

Series

-

2015

2

(Class

AA)

128,630

American

Airlines

Pass

Through

Trust

3.575

01/15/28

120,435‌

Series

-

2016

1

(Class

AA)

387,838

American

Airlines

Pass

Through

Trust

3.200

06/15/28

356,142‌

Series

-

2016

2

(Class

AA)

554,595

American

Airlines

Pass

Through

Trust

3.000

10/15/28

504,989‌

Series

-

2016

3

(Class

AA)

198,750

American

Airlines

Pass

Through

Trust

3.650

02/15/29

187,532‌

Series

-

2017

1

(Class

AA)

587,249

American

Airlines

Pass

Through

Trust

3.150

02/15/32

524,649‌

Series

-

2020

A

(Class

AA)

1,600,000

American

Express

Credit

Account

Master

Trust

0.900

11/15/26

1,553,256‌

Series

-

2021

1

(Class

A)

3,000,000

American

Express

Credit

Account

Master

Trust

3.390

05/17/27

2,938,022‌

Series

-

2022

2

(Class

A)

3,000,000

American

Express

Credit

Account

Master

Trust

3.750

08/15/27

2,942,182‌

Series

-

2022

3

(Class

A)

1,500,000

American

Express

Credit

Account

Master

Trust

4.870

05/15/28

1,496,829‌

Series

-

2023

1

(Class

A)

950,000

American

Express

Credit

Account

Master

Trust

5.230

09/15/28

956,520‌

Series

-

2023

3

(Class

A)

1,000,000

American

Express

Credit

Account

Master

Trust

4.800

05/15/30

1,001,035‌

Series

-

2023

2

(Class

A)

500,000

American

Express

Credit

Account

Master

Trust

5.150

09/15/30

507,991‌

Series

-

2023

4

(Class

A)

500,000

AmeriCredit

Automobile

Receivables

Trust

1.060

08/18/26

485,777‌

Series

-

2020

3

(Class

C)

628,730

AmeriCredit

Automobile

Receivables

Trust

0.680

10/19/26

623,714‌

Series

-

2021

1

(Class

B)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

0.890

10/19/26

964,389‌

Series

-

2021

1

(Class

C)

500,000

AmeriCredit

Automobile

Receivables

Trust

0.690

01/19/27

487,210‌

Series

-

2021

2

(Class

B)

500,000

AmeriCredit

Automobile

Receivables

Trust

1.010

01/19/27

470,426‌

Series

-

2021

2

(Class

C)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

5.810

05/18/28

1,005,145‌

Series

-

2023

2

(Class

A3)

960,000

BA

Credit

Card

Trust

0.440

09/15/26

958,017‌

Series

-

2021

A1

(Class

A1)

1,000,000

BA

Credit

Card

Trust

4.980

11/15/28

1,002,395‌

Series

-

2023

A2

(Class

A2)

189

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

2,450,000

Barclays

Dryrock

Issuance

Trust

0.630

%

07/15/27

$

2,396,236‌

Series

-

2021

1

(Class

A)

1,000,000

BMW

Vehicle

Lease

Trust

5.980

02/25/27

1,011,774‌

Series

-

2023

2

(Class

A4)

1,000,000

BMW

Vehicle

Owner

Trust

5.250

11/26/29

1,007,372‌

Series

-

2023

A

(Class

A4)

10,000,000

Cantor

Commercial

Real

Estate

Lending

3.523

05/15/52

9,187,030‌

Series

-

2019

CF1

(Class

A4)

5,961,623

Cantor

Commercial

Real

Estate

Lending

3.623

05/15/52

5,703,145‌

Series

-

2019

CF1

(Class

A2)

2,000,000

Capital

One

MExecution

Trust

1.040

11/15/26

1,944,845‌

Series

-

2021

A3

(Class

A3)

3,000,000

Capital

One

MExecution

Trust

3.490

05/15/27

2,939,822‌

Series

-

2022

A2

(Class

A)

2,500,000

Capital

One

Multi-Asset

Execution

Trust

2.060

08/15/28

2,338,104‌

Series

-

2019

A3

(Class

A3)

33,686

CarMax

Auto

Owner

Trust

0.500

08/15/25

33,539‌

Series

-

2020

4

(Class

A3)

564,371

CarMax

Auto

Owner

Trust

0.520

02/17/26

555,117‌

Series

-

2021

2

(Class

A3)

500,000

CarMax

Auto

Owner

Trust

0.530

10/15/26

479,498‌

Series

-

2021

1

(Class

A4)

900,000

CarMax

Auto

Owner

Trust

0.740

10/15/26

857,643‌

Series

-

2021

1

(Class

B)

698,198

CarMax

Auto

Owner

Trust

1.470

12/15/26

679,819‌

Series

-

2022

1

(Class

A3)

700,000

CarMax

Auto

Owner

Trust

2.200

11/15/27

656,864‌

Series

-

2022

1

(Class

C)

750,000

CarMax

Auto

Owner

Trust

6.000

07/17/28

762,618‌

Series

-

2023

4

(Class

A3)

750,000

CarMax

Auto

Owner

Trust

5.960

05/15/29

770,515‌

Series

-

2023

4

(Class

A4)

1,000,000

CarMax

Auto

Owner

Trust

4.940

08/15/29

997,737‌

Series

-

2024

1

(Class

A4)

500,000

Carvana

Auto

Receivables

Trust

3.000

02/10/28

466,696‌

Series

-

2022

P1

(Class

B)

1,000,000

Carvana

Auto

Receivables

Trust

3.520

02/10/28

962,132‌

Series

-

2022

P1

(Class

A4)

500,000

Carvana

Auto

Receivables

Trust

3.300

04/10/28

465,229‌

Series

-

2022

P1

(Class

C)

1,000,000

Chase

Issuance

Trust

3.970

09/15/27

982,816‌

Series

-

2022

A1

(Class

A)

1,000,000

Chase

Issuance

Trust

5.160

09/15/28

1,005,097‌

Series

-

2023

A1

(Class

A)

1,500,000

Chase

Issuance

Trust

5.080

09/15/30

1,520,418‌

Series

-

2023

A2

(Class

A)

500,000

Citibank

Credit

Card

Issuance

Trust

5.230

12/08/27

500,127‌

Series

-

2023

A1

(Class

A1)

172,561

CNH

Equipment

Trust

0.440

08/17/26

167,538‌

Series

-

2021

B

(Class

A3)

1,000,000

CNH

Equipment

Trust

0.700

05/17/27

938,119‌

Series

-

2021

B

(Class

A4)

300,000

CNH

Equipment

Trust

5.150

04/17/28

299,608‌

Series

-

2022

C

(Class

A3)

555,000

CNH

Equipment

Trust

5.460

03/17/31

563,530‌

Series

-

2023

B

(Class

A4)

575,000

CNH

Equipment

Trust

4.800

07/15/31

571,321‌

Series

-

2024

A

(Class

A4)

100,559

Continental

Airlines

Pass

Through

Trust

4.000

10/29/24

99,323‌

Series

-

2012

2

(Class

A)

Bond

Index

Fund

March

31,

2024

190

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

78,693

Delta

Air

Lines

Pass

Through

Trust

3.625

%

07/30/27

$

74,399‌

Series

-

2015

1

(Class

AA)

237,216

Delta

Air

Lines

Pass

Through

Trust

2.000

06/10/28

214,433‌

Series

-

2020

1

(Class

AA)

1,500,000

Discover

Card

Execution

Note

Trust

0.580

09/15/26

1,466,208‌

Series

-

2021

A1

(Class

A1)

1,000,000

Discover

Card

Execution

Note

Trust

3.560

07/15/27

978,283‌

Series

-

2022

A3

(Class

A3)

1,500,000

Discover

Card

Execution

Note

Trust

5.030

10/15/27

1,497,126‌

Series

-

2022

A4

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

4.930

06/15/28

1,497,084‌

Series

-

2023

A2

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

1.030

09/15/28

1,364,502‌

Series

-

2021

A2

(Class

A2)

26,588

Drive

Auto

Receivables

Trust

1.020

06/15/27

26,530‌

Series

-

2021

1

(Class

C)

1,500,000

Exeter

Automobile

Receivables

Trust

3.020

06/15/28

1,433,308‌

Series

-

2022

1A

(Class

D)

812,846

FedEx

Corp

Pass

Through

Trust

1.875

02/20/34

673,496‌

Series

-

2020

1

(Class

AA)

950,000

Ford

Credit

Auto

Lease

Trust

5.050

06/15/27

946,399‌

Series

-

2024

A

(Class

A4)

500,000

Ford

Credit

Auto

Owner

Trust

0.510

08/15/26

485,892‌

Series

-

2020

C

(Class

A4)

2,000,000

Ford

Credit

Auto

Owner

Trust

0.490

09/15/26

1,928,018‌

Series

-

2021

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1.560

05/15/27

946,728‌

Series

-

2022

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1.910

07/15/27

941,595‌

Series

-

2022

A

(Class

B)

1,000,000

Ford

Credit

Auto

Owner

Trust

5.490

05/15/29

1,013,337‌

Series

-

2023

C

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

5.330

09/15/29

1,002,167‌

Series

-

2024

A

(Class

A4)

850,000

Ford

Credit

Floorplan

Master

Owner

Trust

2.440

09/15/26

838,136‌

Series

-

2019

4

(Class

A)

1,000,000

GM

Financial

Automobile

Leasing

Trust

4.110

08/20/26

990,001‌

Series

-

2022

3

(Class

A4)

1,000,000

GM

Financial

Automobile

Leasing

Trust

5.090

02/22/28

997,235‌

Series

-

2024

1

(Class

A4)

13,885

GM

Financial

Consumer

Automobile

Receivables

Trust

0.380

08/18/25

13,848‌

Series

-

2020

4

(Class

A3)

79,654

GM

Financial

Consumer

Automobile

Receivables

Trust

0.350

10/16/25

79,025‌

Series

-

2021

1

(Class

A3)

500,000

GM

Financial

Consumer

Automobile

Receivables

Trust

0.500

02/17/26

490,751‌

Series

-

2020

4

(Class

A4)

295,204

GM

Financial

Consumer

Automobile

Receivables

Trust

0.510

04/16/26

289,887‌

Series

-

2021

2

(Class

A3)

466,903

GM

Financial

Consumer

Automobile

Receivables

Trust

1.260

11/16/26

455,425‌

Series

-

2022

1

(Class

A3)

710,000

GM

Financial

Consumer

Automobile

Receivables

Trust

5.780

08/16/28

720,428‌

Series

-

2023

4

(Class

A3)

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust

4.860

06/18/29

999,026‌

Series

-

2024

1

(Class

A4)

850,000

GM

Financial

Securitized

Term

1.510

04/17/28

796,992‌

Series

-

2022

1

(Class

A4)

715,533

Harley-Davidson

Motorcycle

Trust

3.060

02/15/27

704,308‌

Series

-

2022

A

(Class

A3)

1,000,000

Harley-Davidson

Motorcycle

Trust

3.260

01/15/30

965,833‌

Series

-

2022

A

(Class

A4)

191

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

793,569

Honda

Auto

Receivables

Owner

Trust

1.880

%

05/15/26

$

775,127‌

Series

-

2022

1

(Class

A3)

1,000,000

Honda

Auto

Receivables

Owner

Trust

0.550

08/16/27

968,957‌

Series

-

2021

2

(Class

A4)

1,000,000

Honda

Auto

Receivables

Owner

Trust

0.420

01/21/28

981,363‌

Series

-

2021

1

(Class

A4)

500,000

Honda

Auto

Receivables

Owner

Trust

5.660

02/21/30

509,153‌

Series

-

2023

4

(Class

A4)

1,500,000

Honda

Auto

Receivables

Owner

Trust

5.170

05/15/30

1,507,418‌

Series

-

2024

1

(Class

A4)

78,843

Hyundai

Auto

Receivables

Trust

0.380

09/15/25

78,197‌

Series

-

2021

A

(Class

A3)

1,000,000

Hyundai

Auto

Receivables

Trust

0.620

05/17/27

967,696‌

Series

-

2021

A

(Class

A4)

1,000,000

Hyundai

Auto

Receivables

Trust

5.310

08/15/29

1,009,391‌

Series

-

2023

B

(Class

A4)

475,000

Hyundai

Auto

Receivables

Trust

5.550

12/17/29

482,466‌

Series

-

2023

C

(Class

A4)

1,000,000

Hyundai

Auto

Receivables

Trust

4.920

01/15/31

996,937‌

Series

-

2024

A

(Class

A4)

408,554

JetBlue

Pass

Through

Trust

2.750

05/15/32

351,686‌

Series

-

2019

1

(Class

AA)

803,689

JetBlue

Pass

Through

Trust

4.000

11/15/32

744,676‌

Series

-

2020

1

(Class

A)

358,363

John

Deere

Owner

Trust

0.520

03/16/26

349,923‌

Series

-

2021

B

(Class

A3)

500,000

John

Deere

Owner

Trust

0.740

05/15/28

476,855‌

Series

-

2021

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5.110

05/15/30

999,240‌

Series

-

2023

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5.390

08/15/30

1,009,892‌

Series

-

2023

C

(Class

A4)

1,000,000

John

Deere

Owner

Trust

2024

4.910

02/18/31

997,431‌

Series

-

2024

A

(Class

A4)

1,000,000

Mercedes-Benz

Auto

Receivables

Trust

5.250

02/15/29

1,003,084‌

Series

-

2022

1

(Class

A4)

905,000

Mercedes-Benz

Auto

Receivables

Trust

4.790

07/15/31

902,908‌

Series

-

2024

1

(Class

A4)

1,000,000

MSWF

Commercial

Mortgage

Trust

5.472

05/15/56

1,028,337‌

Series

-

2023

1

(Class

A4)

1,500,000

(c)

MSWF

Commercial

Mortgage

Trust

6.014

12/15/56

1,607,300‌

Series

-

2023

2

(Class

A5)

1,000,000

Nissan

Auto

Lease

Trust

4.910

04/15/27

995,245‌

Series

-

2024

A

(Class

A3)

1,000,000

Nissan

Auto

Lease

Trust

5.610

11/15/27

1,002,637‌

Series

-

2023

B

(Class

A4)

786,315

Nissan

Auto

Receivables

Owner

Trust

1.860

08/17/26

766,638‌

Series

-

2022

A

(Class

A3)

1,000,000

Santander

Drive

Auto

Receivables

Trust

4.430

03/15/27

991,242‌

Series

-

2022

5

(Class

B)

1,399,249

Santander

Drive

Auto

Receivables

Trust

1.350

07/15/27

1,358,241‌

Series

-

2021

2

(Class

D)

500,000

Santander

Drive

Auto

Receivables

Trust

5.950

01/17/28

502,152‌

Series

-

2022

7

(Class

B)

1,000,000

Santander

Drive

Auto

Receivables

Trust

6.020

09/15/28

1,010,598‌

Series

-

2023

5

(Class

A3)

1,000,000

Santander

Drive

Auto

Receivables

Trust

5.230

12/15/28

997,931‌

Series

-

2024

1

(Class

B)

500,000

Santander

Drive

Auto

Receivables

Trust

6.690

03/17/31

509,996‌

Series

-

2022

7

(Class

C)

Bond

Index

Fund

March

31,

2024

192

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,500,000

Synchrony

Card

Funding

LLC

3.860

%

07/15/28

$

1,471,048‌

Series

-

2022

A2

(Class

A)

1,000,000

Synchrony

Card

Funding

LLC

5.540

07/15/29

1,009,314‌

Series

-

2023

A1

(Class

A)

955,000

Synchrony

Card

Funding

LLC

5.040

03/15/30

954,972‌

Series

-

2024

A1

(Class

A)

1,230,000

Toyota

Auto

Receivables

Owner

5.490

03/15/29

1,248,881‌

Series

-

2023

D

(Class

A4)

316,896

Toyota

Auto

Receivables

Owner

Trust

0.470

01/15/26

312,745‌

Series

-

2020

D

(Class

A4)

433,527

Toyota

Auto

Receivables

Owner

Trust

2.930

09/15/26

426,311‌

Series

-

2022

B

(Class

A3)

1,500,000

Toyota

Auto

Receivables

Owner

Trust

0.530

10/15/26

1,426,920‌

Series

-

2021

B

(Class

A4)

500,000

Toyota

Auto

Receivables

Owner

Trust

3.110

08/16/27

480,983‌

Series

-

2022

B

(Class

A4)

145,064

Union

Pacific

Railroad

Co

Pass

Through

Trust

2.695

05/12/27

135,655‌

Series

-

2015

1

(Class

A)

241,602

United

Airlines

Pass

Through

Trust

4.150

04/11/24

241,402‌

Series

-

2012

1

(Class

A)

158,496

United

Airlines

Pass

Through

Trust

4.300

08/15/25

155,468‌

Series

-

2013

1

(Class

A)

139,000

United

Airlines

Pass

Through

Trust

4.875

01/15/26

136,766‌

Series

-

2020

1

(Class

B)

157,852

United

Airlines

Pass

Through

Trust

3.750

09/03/26

152,906‌

Series

-

2014

2

(Class

A)

1,497,427

United

Airlines

Pass

Through

Trust

5.875

10/15/27

1,492,366‌

Series

-

2020

A

(Class

A)

127,471

United

Airlines

Pass

Through

Trust

3.450

12/01/27

119,386‌

Series

-

2015

1

(Class

AA)

131,404

United

Airlines

Pass

Through

Trust

3.100

07/07/28

120,461‌

Series

-

2016

1

(Class

AA)

131,405

United

Airlines

Pass

Through

Trust

3.450

07/07/28

119,198‌

Series

-

2016

1

(Class

A)

275,140

United

Airlines

Pass

Through

Trust

2.875

10/07/28

249,207‌

Series

-

2016

2

(Class

AA)

1,102,149

United

Airlines

Pass

Through

Trust

3.500

03/01/30

1,012,404‌

Series

-

2018

1

(Class

AA)

281,533

United

Airlines

Pass

Through

Trust

4.150

08/25/31

263,345‌

Series

-

2019

1

(Class

AA)

208,368

United

Airlines

Pass

Through

Trust

2.700

05/01/32

178,244‌

Series

-

2019

2

(Class

AA)

4,410,000

Verizon

Master

Trust

0.500

05/20/27

4,378,233‌

Series

-

2021

1

(Class

A)

3,000,000

Verizon

Master

Trust

0.690

05/20/27

2,978,343‌

Series

-

2021

1

(Class

B)

815,000

Verizon

Master

Trust

0.890

05/20/27

808,930‌

Series

-

2021

1

(Class

C)

475,000

Volkswagen

Auto

Lease

Trust

5.200

12/20/28

475,312‌

Series

-

2024

A

(Class

A4)

1,000,000

Volkswagen

Auto

Loan

Enhanced

5.570

04/22/30

1,018,581‌

Series

-

2023

2

(Class

A4)

1,000,000

Volkswagen

Auto

Loan

Enhanced

Trust

5.010

01/22/30

999,728‌

Series

-

2023

1

(Class

A4)

3,000,000

WF

Card

Issuance

Trust

4.940

02/15/29

3,005,400‌

Series

-

2024

A1

(Class

A)

396,776

World

Omni

Auto

Receivables

Trust

0.300

01/15/26

391,301‌

Series

-

2021

A

(Class

A3)

1,000,000

World

Omni

Auto

Receivables

Trust

0.690

06/15/27

946,716‌

Series

-

2021

B

(Class

A4)

193

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

500,000

World

Omni

Auto

Receivables

Trust

1.040

%

06/15/27

$

471,944‌

Series

-

2021

B

(Class

B)

1,000,000

World

Omni

Auto

Receivables

Trust

5.850

08/15/29

1,026,879‌

Series

-

2023

D

(Class

A4)

1,000,000

World

Omni

Auto

Receivables

Trust

4.840

10/15/29

998,343‌

Series

-

2024

A

(Class

A4)

TOTAL

ASSET

BACKED

140,463,590‌

OTHER

MORTGAGE

BACKED

-

1.7%

2,500,000

BANK

1.650

12/15/53

2,033,040‌

Series

-

2020

BN30

(Class

A3)

1,500,000

BANK

1.925

12/15/53

1,211,319‌

Series

-

2020

BN30

(Class

A4)

500,000

(c)

BANK

2.111

12/15/53

400,511‌

Series

-

2020

BN30

(Class

AS)

500,000

(c)

BANK

2.445

12/15/53

393,297‌

Series

-

2020

BN30

(Class

B)

2,000,000

BANK

1.771

02/15/54

1,646,861‌

Series

-

2021

BN31

(Class

A3)

1,000,000

BANK

2.036

02/15/54

825,887‌

Series

-

2021

BN31

(Class

A4)

500,000

(c)

BANK

2.211

02/15/54

406,900‌

Series

-

2021

BN31

(Class

AS)

500,000

(c)

BANK

2.383

02/15/54

397,023‌

Series

-

2021

BN31

(Class

B)

500,000

(c)

BANK

2.545

02/15/54

366,495‌

Series

-

2021

BN31

(Class

C)

2,000,000

BANK

3.538

11/15/54

1,890,815‌

Series

-

2017

BNK9

(Class

A4)

500,000

BANK

4.399

08/15/55

477,280‌

Series

-

2022

BNK43

(Class

A5)

500,000

(c)

BANK

5.229

08/15/55

425,282‌

Series

-

2022

BNK43

(Class

C)

800,000

BANK

5.203

02/15/56

808,396‌

Series

-

2023

BNK45

(Class

A5)

1,000,000

BANK

5.745

08/15/56

1,049,566‌

Series

-

2023

BNK46

(Class

A4)

500,000

(c)

BANK

6.724

09/15/56

530,859‌

Series

-

2023

5YR3

(Class

A3)

2,000,000

BANK

6.500

12/15/56

2,109,058‌

Series

-

2023

5YR4

(Class

A3)

1,500,000

BANK

3.390

06/15/60

1,419,765‌

Series

-

2017

BNK5

(Class

A5)

3,882,805

BANK

3.641

02/15/61

3,781,281‌

Series

-

2018

BN10

(Class

ASB)

2,000,000

(c)

BANK

3.898

02/15/61

1,872,008‌

Series

-

2018

BN10

(Class

AS)

8,000,000

BANK

3.584

05/15/62

7,204,444‌

Series

-

2019

BN18

(Class

A4)

4,963,615

BANK

1.584

03/15/63

4,140,654‌

Series

-

2020

BN28

(Class

A3)

1,000,000

BANK

2.438

06/15/63

813,488‌

Series

-

2021

BN34

(Class

A5)

1,000,000

BANK

2.556

05/15/64

849,576‌

Series

-

2021

BN33

(Class

A5)

1,000,000

BANK

2.792

05/15/64

841,172‌

Series

-

2021

BN33

(Class

AS)

500,000

BANK

3.297

05/15/64

392,344‌

Series

-

2021

BN33

(Class

C)

1,000,000

(c),(f)

BANK

2.500

06/15/64

640,614‌

Series

-

2021

BN35

(Class

D)

Bond

Index

Fund

March

31,

2024

194

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

(c)

Barclays

Commercial

Mortgage

S

6.000

%

09/15/56

$

1,069,948‌

Series

-

2023

C21

(Class

A5)

3,000,000

BBCMS

Mortgage

Trust

3.674

02/15/50

2,852,367‌

Series

-

2017

C1

(Class

A4)

12,500,000

BBCMS

Mortgage

Trust

2.690

02/15/53

11,813,697‌

Series

-

2020

C6

(Class

A2)

500,000

BBCMS

Mortgage

Trust

4.441

09/15/55

480,267‌

Series

-

2022

C17

(Class

A5)

500,000

BBCMS

Mortgage

Trust

5.310

07/15/56

510,588‌

Series

-

2023

C20

(Class

A4)

1,500,000

BBCMS

Mortgage

Trust

5.419

02/15/57

1,545,489‌

Series

-

2024

C24

(Class

A5)

955,000

BBCMS

Trust

6.521

11/15/56

1,048,771‌

Series

-

2023

C22

(Class

A4)

2,000,000

BBCMS

Trust

5.946

03/15/57

2,074,637‌

Series

-

2024

5C25

(Class

A3)

1,000,000

(c)

Benchmark

Mortgage

Trust

3.878

01/15/51

927,526‌

Series

-

2018

B1

(Class

AM)

391,548

Benchmark

Mortgage

Trust

3.976

07/15/51

387,578‌

Series

-

2018

B4

(Class

A2)

1,000,000

(c)

Benchmark

Mortgage

Trust

4.504

07/15/51

868,668‌

Series

-

2018

B4

(Class

C)

5,850,000

Benchmark

Mortgage

Trust

3.542

05/15/52

5,309,280‌

Series

-

2019

B11

(Class

A5)

1,000,000

(c)

Benchmark

Mortgage

Trust

2.944

02/15/53

849,653‌

Series

-

2020

B16

(Class

AM)

1,500,000

(c)

Benchmark

Mortgage

Trust

3.176

02/15/53

1,249,052‌

Series

-

2020

B16

(Class

B)

1,500,000

(c)

Benchmark

Mortgage

Trust

3.654

02/15/53

1,188,469‌

Series

-

2020

B16

(Class

C)

2,000,000

(c)

Benchmark

Mortgage

Trust

4.510

05/15/53

1,929,841‌

Series

-

2018

B7

(Class

A4)

5,000,000

Benchmark

Mortgage

Trust

1.925

07/15/53

4,072,225‌

Series

-

2020

B18

(Class

A5)

2,500,000

Benchmark

Mortgage

Trust

1.704

12/17/53

2,064,721‌

Series

-

2020

B21

(Class

A4)

2,500,000

Benchmark

Mortgage

Trust

1.978

12/17/53

2,046,156‌

Series

-

2020

B21

(Class

A5)

2,500,000

Benchmark

Mortgage

Trust

1.685

01/15/54

2,056,183‌

Series

-

2020

B22

(Class

A4)

1,500,000

Benchmark

Mortgage

Trust

1.973

01/15/54

1,224,173‌

Series

-

2020

B22

(Class

A5)

1,500,000

Benchmark

Mortgage

Trust

2.163

01/15/54

1,204,849‌

Series

-

2020

B22

(Class

AM)

2,000,000

Benchmark

Mortgage

Trust

1.620

02/15/54

1,850,309‌

Series

-

2021

B23

(Class

A2)

1,500,000

Benchmark

Mortgage

Trust

1.823

02/15/54

1,205,254‌

Series

-

2021

B23

(Class

A4A1)

1,500,000

Benchmark

Mortgage

Trust

2.070

02/15/54

1,207,485‌

Series

-

2021

B23

(Class

A5)

500,000

Benchmark

Mortgage

Trust

2.095

02/15/54

357,728‌

Series

-

2021

B23

(Class

B)

500,000

Benchmark

Mortgage

Trust

2.274

02/15/54

389,227‌

Series

-

2021

B23

(Class

AS)

500,000

(c)

Benchmark

Mortgage

Trust

2.563

02/15/54

354,006‌

Series

-

2021

B23

(Class

C)

1,000,000

Benchmark

Mortgage

Trust

2.577

04/15/54

818,706‌

Series

-

2021

B25

(Class

A5)

1,000,000

Benchmark

Mortgage

Trust

2.847

04/15/54

794,132‌

Series

-

2021

B25

(Class

AS)

195

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

702,000

(c)

Benchmark

Mortgage

Trust

2.576

%

06/15/54

$

543,821‌

Series

-

2021

B26

(Class

B)

1,700,000

Benchmark

Mortgage

Trust

2.613

06/15/54

1,406,207‌

Series

-

2021

B26

(Class

A5)

500,000

Benchmark

Mortgage

Trust

2.825

06/15/54

396,857‌

Series

-

2021

B26

(Class

AM)

1,500,000

Benchmark

Mortgage

Trust

2.512

07/15/54

1,204,774‌

Series

-

2021

B27

(Class

AS)

1,000,000

Benchmark

Mortgage

Trust

5.358

05/15/55

1,000,469‌

Series

-

2023

V2

(Class

A2)

500,000

(c)

Benchmark

Mortgage

Trust

4.470

07/15/55

479,929‌

Series

-

2022

B36

(Class

A5)

500,000

(c)

Benchmark

Mortgage

Trust

5.119

07/15/55

410,230‌

Series

-

2022

B36

(Class

C)

500,000

Benchmark

Mortgage

Trust

5.805

01/10/57

515,315‌

Series

-

2024

V5

(Class

A3)

500,000

(c)

Benchmark

Mortgage

Trust

6.417

01/10/57

518,542‌

Series

-

2024

V5

(Class

AM)

5,000,000

Benchmark

Mortgage

Trust

2.914

12/15/72

4,763,687‌

Series

-

2019

B15

(Class

A2)

895,000

(c)

BMARK

6.841

11/15/56

954,500‌

Series

-

2023

V4

(Class

A3)

1,500,000

(c)

BMO

Mortgage

Trust

5.117

02/15/56

1,506,450‌

Series

-

2023

C4

(Class

A5)

1,000,000

(c)

BMO

Mortgage

Trust

6.534

08/15/56

1,051,056‌

Series

-

2023

5C1

(Class

A3)

2,730,000

(c)

BMO

Mortgage

Trust

5.598

09/15/56

2,843,221‌

Series

-

2024

C8

(Class

A5)

2,000,000

(c)

BMO

Mortgage

Trust

5.956

09/15/56

2,132,040‌

Series

-

2023

C6

(Class

A5)

910,000

BMO

Mortgage

Trust

6.673

11/15/56

957,705‌

Series

-

2023

5C2

(Class

A2)

1,000,000

BMO

Mortgage

Trust

6.160

12/15/56

1,082,644‌

Series

-

2023

C7

(Class

A5)

1,000,000

(c)

CD

Mortgage

Trust

3.526

11/10/49

932,925‌

Series

-

2016

CD2

(Class

A4)

2,000,000

CD

Mortgage

Trust

3.631

02/10/50

1,849,539‌

Series

-

2017

CD3

(Class

A4)

12,312

CD

Mortgage

Trust

3.025

08/15/50

11,625‌

Series

-

2017

CD5

(Class

A2)

2,500,000

CD

Mortgage

Trust

3.431

08/15/50

2,347,380‌

Series

-

2017

CD5

(Class

A4)

1,000,000

(c)

CD

Mortgage

Trust

3.684

08/15/50

931,918‌

Series

-

2017

CD5

(Class

AS)

1,750,000

CD

Mortgage

Trust

4.279

08/15/51

1,659,644‌

Series

-

2018

CD7

(Class

A4)

440,887

Citigroup

Commercial

Mortgage

Trust

3.622

07/10/47

437,485‌

Series

-

2014

GC23

(Class

A4)

500,000

Citigroup

Commercial

Mortgage

Trust

3.635

10/10/47

493,820‌

Series

-

2014

GC25

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.137

02/10/48

983,878‌

Series

-

2015

GC27

(Class

A5)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.571

02/10/48

978,751‌

Series

-

2015

GC27

(Class

AS)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.616

02/10/49

955,940‌

Series

-

2016

GC36

(Class

A5)

2,000,000

Citigroup

Commercial

Mortgage

Trust

3.314

04/10/49

1,902,940‌

Series

-

2016

GC37

(Class

A4)

500,000

Citigroup

Commercial

Mortgage

Trust

3.576

04/10/49

475,549‌

Series

-

2016

GC37

(Class

AS)

Bond

Index

Fund

March

31,

2024

196

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,500,000

Citigroup

Commercial

Mortgage

Trust

2.832

%

08/10/49

$

1,406,977‌

Series

-

2016

C2

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.465

09/15/50

938,637‌

Series

-

2017

P8

(Class

A4)

1,480,000

Citigroup

Commercial

Mortgage

Trust

3.778

09/10/58

1,428,701‌

Series

-

2015

GC33

(Class

A4)

373,703

COMM

Mortgage

Trust

4.051

04/10/47

372,892‌

Series

-

2014

CR16

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.819

06/10/47

995,079‌

Series

-

2014

UBS3

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.694

08/10/47

989,070‌

Series

-

2014

UBS4

(Class

A5)

754,520

COMM

Mortgage

Trust

3.326

11/10/47

748,520‌

Series

-

2014

CR20

(Class

A3)

1,000,000

COMM

Mortgage

Trust

3.590

11/10/47

986,466‌

Series

-

2014

CR20

(Class

A4)

1,000,000

(c)

COMM

Mortgage

Trust

4.339

12/10/47

959,218‌

Series

-

2014

CR21

(Class

B)

3,150,000

COMM

Mortgage

Trust

3.183

02/10/48

3,085,725‌

Series

-

2015

LC19

(Class

A4)

1,000,000

(c)

COMM

Mortgage

Trust

4.211

02/10/48

927,790‌

Series

-

2015

LC19

(Class

C)

1,700,000

COMM

Mortgage

Trust

3.708

07/10/48

1,657,334‌

Series

-

2015

LC21

(Class

A4)

616,563

COMM

Mortgage

Trust

3.432

08/10/48

601,772‌

Series

-

2015

CR24

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.759

08/10/48

974,050‌

Series

-

2015

CR25

(Class

A4)

1,500,000

COMM

Mortgage

Trust

3.774

10/10/48

1,453,843‌

Series

-

2015

LC23

(Class

A4)

5,000,000

COMM

Mortgage

Trust

2.827

08/15/57

4,615,195‌

Series

-

2019

GC44

(Class

A2)

3,000,000

COMM

Mortgage

Trust

3.263

08/15/57

2,636,465‌

Series

-

2019

GC44

(Class

AM)

650,000

(c)

CSAIL

Commercial

Mortgage

Trust

4.919

01/15/49

576,831‌

Series

-

2016

C6

(Class

C)

2,000,000

(c)

CSAIL

Commercial

Mortgage

Trust

4.224

08/15/51

1,900,815‌

Series

-

2018

CX12

(Class

A4)

10,000,000

CSAIL

Commercial

Mortgage

Trust

4.053

03/15/52

9,416,262‌

Series

-

2019

C15

(Class

A4)

920,763

DBGS

Mortgage

Trust

4.358

10/15/51

918,379‌

Series

-

2018

C1

(Class

A2)

5,790,000

DBGS

Mortgage

Trust

4.466

10/15/51

5,425,332‌

Series

-

2018

C1

(Class

A4)

1,590,000

DBJPM

Mortgage

Trust

3.328

06/10/50

1,481,022‌

Series

-

2017

C6

(Class

A5)

3,500,000

DBJPMortgage

Trust

3.276

05/10/49

3,345,392‌

Series

-

2016

C1

(Class

A4)

1,000,000

DBJPMortgage

Trust

3.539

05/10/49

941,211‌

Series

-

2016

C1

(Class

AM)

4,957,418

DBJPMortgage

Trust

1.900

08/15/53

4,698,740‌

Series

-

2020

C9

(Class

A2)

2,617,087

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

3.023

01/25/25

2,566,036‌

Series

-

2015

K045

(Class

A2)

1,500,000

FHLMC

1.199

12/25/27

1,321,161‌

Series

-

2021

K741

(Class

AM)

8,440,000

FHLMC

1.603

12/25/27

7,576,250‌

Series

-

2021

K741

(Class

A2)

1,224,000

FHLMC

1.760

03/25/28

1,099,257‌

Series

-

2021

K742

(Class

A2)

197

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

749,000

FHLMC

1.369

%

04/25/28

$

657,725‌

Series

-

2021

K742

(Class

AM)

3,000,000

FHLMC

4.819

06/25/28

3,008,647‌

Series

-

2023

K505

(Class

A2)

2,926,289

FHLMC

1.712

07/25/28

2,605,940‌

Series

-

2021

K744

(Class

A2)

8,000,000

(c)

FHLMC

4.650

08/25/28

7,974,974‌

Series

-

2023

K506

(Class

A2)

1,000,000

(c)

FHLMC

4.740

08/25/28

1,000,072‌

Series

-

2023

K508

(Class

A2)

2,000,000

(c)

FHLMC

4.800

09/25/28

2,007,652‌

Series

-

2023

K507

(Class

A2)

725,000

FHLMC

4.850

09/25/28

728,489‌

Series

-

2023

K509

(Class

A2)

2,000,000

FHLMC

4.572

12/25/28

1,988,963‌

Series

-

2024

K514

(Class

A2)

3,000,000

(c)

FHLMC

5.355

01/25/29

3,082,442‌

Series

-

2024

K517

(Class

A2)

3,000,000

FHLMC

5.477

01/25/29

3,095,699‌

Series

-

2024

K516

(Class

A2)

875,900

FHLMC

1.229

03/25/30

786,052‌

Series

-

2021

K128

(Class

A1)

940,163

FHLMC

1.101

08/25/30

821,812‌

Series

-

2021

K125

(Class

A1)

1,000,000

FHLMC

4.400

10/25/30

983,749‌

Series

-

2023

K753

(Class

A2)

1,931,146

FHLMC

1.353

11/25/30

1,719,031‌

Series

-

2021

K127

(Class

A1)

2,000,000

(c)

FHLMC

4.940

11/25/30

2,026,386‌

Series

-

2023

K754

(Class

A2)

1,000,000

FHLMC

1.792

01/25/31

834,127‌

Series

-

2021

K126

(Class

AM)

9,000,000

FHLMC

1.846

01/25/31

7,560,294‌

Series

-

2021

K125

(Class

A2)

3,000,000

FHLMC

2.108

01/25/31

2,565,460‌

Series

-

2021

K127

(Class

A2)

1,332,000

FHLMC

1.851

02/25/31

1,113,192‌

Series

-

2021

K127

(Class

AM)

1,000,000

FHLMC

1.749

03/25/31

828,206‌

Series

-

2021

K128

(Class

AM)

2,000,000

FHLMC

2.020

03/25/31

1,698,396‌

Series

-

2021

K128

(Class

A2)

1,000,000

FHLMC

1.647

05/25/31

820,651‌

Series

-

2021

K129

(Class

AM)

3,000,000

(c)

FHLMC

3.500

07/25/32

2,763,806‌

Series

-

2022

K148

(Class

A2)

2,000,000

(c)

FHLMC

4.500

08/25/33

1,974,498‌

Series

-

2023

160

(Class

A2)

4,748,000

FHLMC

5.150

12/25/33

4,920,539‌

Series

-

2024

162

(Class

A2)

1,868,429

FHLMC

2.007

07/25/35

1,527,132‌

Series

-

2021

1520

(Class

A1)

2,000,000

FHLMC

2.438

02/25/36

1,569,036‌

Series

-

2021

1520

(Class

A2)

2,000,000

FHLMC

2.184

08/25/36

1,505,251‌

Series

-

2021

1521

(Class

A2)

2,075,000

FREMF

Mortgage

Trust

5.400

01/25/29

2,133,858‌

Series

-

S

K518

(Class

)

1,500,000

GS

Mortgage

Securities

Trust

3.964

11/10/47

1,435,705‌

Series

-

2014

GC26

(Class

AS)

Bond

Index

Fund

March

31,

2024

198

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,738,523

GS

Mortgage

Securities

Trust

3.136

%

02/10/48

$

1,725,061‌

Series

-

2015

GC28

(Class

A4)

1,423,318

GS

Mortgage

Securities

Trust

3.178

11/10/49

1,354,261‌

Series

-

2016

GS4

(Class

A3)

1,350,000

(c)

GS

Mortgage

Securities

Trust

3.952

11/10/49

1,150,916‌

Series

-

2016

GS4

(Class

C)

800,000

GS

Mortgage

Securities

Trust

3.382

05/10/50

777,241‌

Series

-

2015

GC30

(Class

A4)

560,622

GS

Mortgage

Securities

Trust

2.945

08/10/50

540,340‌

Series

-

2017

GS7

(Class

A2)

1,500,000

GS

Mortgage

Securities

Trust

3.430

08/10/50

1,403,059‌

Series

-

2017

GS7

(Class

A4)

2,500,000

GS

Mortgage

Securities

Trust

3.968

02/10/52

2,347,697‌

Series

-

2019

GC38

(Class

A4)

500,000

(c)

GS

Mortgage

Securities

Trust

4.309

02/10/52

456,606‌

Series

-

2019

GC38

(Class

B)

2,500,000

GS

Mortgage

Securities

Trust

2.898

02/13/53

2,348,530‌

Series

-

2020

GC45

(Class

A2)

4,000,000

(c)

GS

Mortgage

Securities

Trust

3.173

02/13/53

3,449,044‌

Series

-

2020

GC45

(Class

AS)

2,000,000

(c)

GS

Mortgage

Securities

Trust

3.405

02/13/53

1,709,710‌

Series

-

2020

GC45

(Class

B)

2,000,000

GS

Mortgage

Securities

Trust

2.125

05/12/53

1,696,613‌

Series

-

2020

GC47

(Class

A4)

4,000,000

GS

Mortgage

Securities

Trust

2.377

05/12/53

3,412,208‌

Series

-

2020

GC47

(Class

A5)

1,000,000

GS

Mortgage

Securities

Trust

1.662

12/12/53

899,496‌

Series

-

2020

GSA2

(Class

AAB)

3,000,000

GS

Mortgage

Securities

Trust

1.721

12/12/53

2,406,069‌

Series

-

2020

GSA2

(Class

A4)

2,000,000

GS

Mortgage

Securities

Trust

2.012

12/12/53

1,594,403‌

Series

-

2020

GSA2

(Class

A5)

1,000,000

GS

Mortgage

Securities

Trust

2.224

12/12/53

774,852‌

Series

-

2020

GSA2

(Class

AS)

1,000,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2.822

08/15/49

940,141‌

Series

-

2016

JP2

(Class

A4)

2,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.801

09/15/47

1,979,330‌

Series

-

2014

C22

(Class

A4)

1,875,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4.118

05/15/48

1,777,631‌

Series

-

2015

C29

(Class

B)

2,700,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.227

10/15/48

2,629,541‌

Series

-

2015

C28

(Class

A4)

1,100,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.532

10/15/48

1,062,241‌

Series

-

2015

C28

(Class

AS)

2,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.770

12/15/48

1,941,345‌

Series

-

2015

C33

(Class

A4)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.576

03/17/49

963,030‌

Series

-

2016

C1

(Class

A5)

500,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.970

03/17/49

474,751‌

Series

-

2016

C1

(Class

AS)

500,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4.702

03/17/49

478,366‌

Series

-

2016

C1

(Class

B)

681,668

JPMCC

Commercial

Mortgage

Securities

Trust

3.109

07/15/50

649,777‌

Series

-

2017

JP6

(Class

A3)

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust

3.454

09/15/50

2,314,584‌

Series

-

2017

JP7

(Class

A5)

2,150,000

JPMCC

Commercial

Mortgage

Securities

Trust

3.219

06/13/52

2,041,973‌

Series

-

2019

COR5

(Class

ASB)

1,000,000

(c)

JPMDB

Commercial

Mortgage

Securities

Trust

3.990

06/15/49

852,955‌

Series

-

2016

C2

(Class

B)

199

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

5,922,824

JPMDB

Commercial

Mortgage

Securities

Trust

3.141

%

12/15/49

$

5,483,718‌

Series

-

2016

C4

(Class

A3)

5,000,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.946

11/13/52

4,912,300‌

Series

-

2019

COR6

(Class

A2)

1,013,630

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.892

06/15/47

1,009,684‌

Series

-

2014

C16

(Class

A5)

3,500,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.249

02/15/48

3,429,772‌

Series

-

2015

C20

(Class

A4)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.306

04/15/48

975,097‌

Series

-

2015

C22

(Class

A4)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.732

05/15/48

971,650‌

Series

-

2015

C24

(Class

A4)

2,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.599

05/15/50

1,897,094‌

Series

-

2017

C33

(Class

A5)

535,000

Morgan

Stanley

Capital

I

Trust

3.594

03/15/49

510,803‌

Series

-

2016

UBS9

(Class

A4)

1,000,000

(c)

Morgan

Stanley

Capital

I

Trust

4.850

07/15/51

897,422‌

Series

-

2018

H3

(Class

C)

1,374,267

(c)

Morgan

Stanley

Capital

I

Trust

4.238

10/15/51

1,345,456‌

Series

-

2018

L1

(Class

ASB)

1,596,294

Morgan

Stanley

Capital

I

Trust

4.288

10/15/51

1,592,271‌

Series

-

2018

L1

(Class

A2)

1,500,000

(c)

Morgan

Stanley

Capital

I

Trust

4.407

10/15/51

1,454,161‌

Series

-

2018

L1

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4.071

03/15/52

942,082‌

Series

-

2019

L2

(Class

A4)

5,000,000

Morgan

Stanley

Capital

I

Trust

3.224

06/15/52

4,764,672‌

Series

-

2019

H6

(Class

ASB)

750,000

Morgan

Stanley

Capital

I

Trust

3.417

06/15/52

689,998‌

Series

-

2019

H6

(Class

A4)

5,000,000

Morgan

Stanley

Capital

I

Trust

1.790

07/15/53

4,161,553‌

Series

-

2020

HR8

(Class

A3)

2,000,000

Morgan

Stanley

Capital

I

Trust

2.438

05/15/54

1,712,637‌

Series

-

2021

L5

(Class

A3)

1,000,000

Morgan

Stanley

Capital

I

Trust

2.951

05/15/54

846,635‌

Series

-

2021

L5

(Class

AS)

357,694

UBS

Commercial

Mortgage

Trust

2.998

08/15/50

356,722‌

Series

-

2017

C3

(Class

A2)

1,500,000

UBS

Commercial

Mortgage

Trust

3.426

08/15/50

1,400,858‌

Series

-

2017

C3

(Class

A4)

1,000,000

(c)

UBS

Commercial

Mortgage

Trust

3.739

08/15/50

928,650‌

Series

-

2017

C3

(Class

AS)

11,000,000

UBS

Commercial

Mortgage

Trust

4.313

05/15/51

10,403,256‌

Series

-

2018

C10

(Class

A4)

2,000,000

UBS

Commercial

Mortgage

Trust

4.296

08/15/51

1,919,460‌

Series

-

2018

C12

(Class

A5)

2,400,000

(c)

UBS

Commercial

Mortgage

Trust

5.196

12/15/51

2,028,071‌

Series

-

2018

C14

(Class

C)

875,000

(c)

Wells

Fargo

Commercial

Mortgage

Trust

3.872

05/15/48

846,912‌

Series

-

2015

C28

(Class

AS)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.695

11/15/48

1,938,006‌

Series

-

2015

C31

(Class

A4)

480,000

(c)

Wells

Fargo

Commercial

Mortgage

Trust

4.224

12/15/48

456,945‌

Series

-

2015

NXS4

(Class

B)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

2.652

08/15/49

1,858,111‌

Series

-

2016

BNK1

(Class

A3)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.967

08/15/49

402,903‌

Series

-

2016

BNK1

(Class

B)

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.377

11/15/49

938,372‌

Series

-

2016

NXS6

(Class

AS)

Bond

Index

Fund

March

31,

2024

200

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

4.152

%

08/15/51

$

1,905,454‌

Series

-

2018

C46

(Class

A4)

2,700,000

Wells

Fargo

Commercial

Mortgage

Trust

3.760

03/15/52

2,568,402‌

Series

-

2019

C49

(Class

A4)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.635

05/15/52

1,942,899‌

Series

-

2019

C50

(Class

ASB)

3,250,000

Wells

Fargo

Commercial

Mortgage

Trust

4.192

05/15/52

3,008,945‌

Series

-

2019

C50

(Class

B)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.040

10/15/52

9,013,410‌

Series

-

2019

C53

(Class

A4)

2,500,000

Wells

Fargo

Commercial

Mortgage

Trust

1.810

07/15/53

2,109,864‌

Series

-

2020

C58

(Class

A3)

1,500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.092

07/15/53

1,245,811‌

Series

-

2020

C58

(Class

A4)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.398

07/15/53

399,443‌

Series

-

2020

C58

(Class

AS)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

1.864

08/15/53

8,399,093‌

Series

-

2020

C57

(Class

A3)

1,893,000

Wells

Fargo

Commercial

Mortgage

Trust

2.626

04/15/54

1,610,882‌

Series

-

2021

C59

(Class

A5)

117,000

Wells

Fargo

Commercial

Mortgage

Trust

3.896

03/15/59

105,337‌

Series

-

2016

C33

(Class

C)

TOTAL

OTHER

MORTGAGE

BACKED

397,726,549‌

TOTAL

STRUCTURED

ASSETS

538,190,139‌

(Cost

$585,643,058)

TOTAL

LONG-TERM

INVESTMENTS

23,448,892,446‌

(Cost

$25,926,330,298)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

0.7%

GOVERNMENT

AGENCY

DEBT

-

0.0%

2,500,000

Federal

Farm

Credit

Discount

Notes

0.000

04/26/24

2,489,568‌

TOTAL

GOVERNMENT

AGENCY

DEBT

2,489,568‌

REPURCHASE

AGREEMENT

-

0.5%

107,310,000

(h)

Fixed

Income

Clearing

Corp

(FICC)

5.320

04/01/24

107,310,000‌

TOTAL

REPURCHASE

AGREEMENT

107,310,000‌

TREASURY

DEBT

-

0.2%

14,260,000

United

States

Treasury

Bill

0.000

04/04/24

14,253,831‌

10,000,000

United

States

Treasury

Bill

0.000

04/16/24

9,978,044‌

6,250,000

United

States

Treasury

Bill

0.000

04/23/24

6,229,871‌

12,500,000

United

States

Treasury

Bill

0.000

05/09/24

12,430,479‌

TOTAL

TREASURY

DEBT

42,892,225‌

TOTAL

SHORT-TERM

INVESTMENTS

152,691,793‌

(Cost

$152,692,814)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.2%

285,873,107

(i)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

(j)

285,873,107‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

285,873,107‌

(Cost

$285,873,107)

TOTAL

INVESTMENTS

-

101.2%

23,887,457,346‌

(Cost

$26,364,896,219)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.2)%

(276,583,399‌)

NET

ASSETS

-

100.0%

$

23,610,873,947‌

201

See

Notes

to

Financial

Statements

CME

Chicago

Mercantile

Exchange

DGS1

1-Year

Treasury

Constant

Maturity

Rate

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

SOFR

Secure

Overnight

Financing

Rate

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$316,415,796.

(b)

Non-income

producing

(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)

Perpetual

security

(e)

When-issued

or

delayed

delivery

security.

(f)

Security

is

exempt

from

registration

under

Rule

144(A)

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.

(g)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(h)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$107,373,432

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$109,456,280.

(i)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Core

Bond

Fund

March

31,

2024

Portfolio

of

Investments

202

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.5%

BANK

LOAN

OBLIGATIONS

-

1.8%

CAPITAL

GOODS

-

0.1%

$

819,714

(a)

Alliance

Laundry

Systems

LLC

SOFR

4

M

+

3.500%

8.927

%

10/08/27

$

823,354‌

699,737

(a)

Avolon

TLB

Borrower  US

LLC

SOFR

12

M

+

2.000%

7.329

06/22/28

700,723‌

1,977,230

(a)

Centuri

Group,

Inc

SOFR

12

M

+

2.500%

7.942

08/27/28

1,980,937‌

585,275

(a)

Chariot

Buyer

LLC

SOFR

12

M

+

3.250%

8.680

11/03/28

585,167‌

1,250,000

(a),(b)

Closure

Systems

International

Group,

Inc

CME

Term

SOFR

1

M

+

4.000%

4.500

03/22/29

1,253,644‌

977,500

(a)

Conair

Holdings

LLC

SOFR

12

M

+

3.750%

9.192

05/17/28

970,579‌

474,084

(a)

Cornerstone

Building

Brands,

Inc

SOFR

12

M

+

3.250%

8.675

04/12/28

472,469‌

250,000

(a)

Foundation

Building

Materials,

Inc

SOFR

4

M

+

4.000%

9.313

01/29/31

251,360‌

725,476

(a)

Gates

Global

LLC

SOFR

12

M

+

2.500%

7.930

03/31/27

727,602‌

143,149

(a)

Quikrete

Holdings,

Inc

SOFR

12

M

+

2.625%

8.070

02/01/27

143,459‌

770,141

(a)

Resideo

Funding,

Inc

SOFR

12

M

+

2.250%

7.683

02/11/28

771,347‌

1,000,000

(a),(b)

Titan

Acquisition

Ltd

CME

Term

SOFR

1

M

+

5.000%

5.000

02/01/29

1,003,855‌

1,422,391

(a)

TransDigm,

Inc

SOFR

3

M

+

3.250%

3.250

02/22/27

1,426,836‌

399,415

(a)

TransDigm,

Inc

SOFR

3

M

+

3.250%

8.598

08/24/28

401,227‌

TOTAL

CAPITAL

GOODS

11,512,559‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.1%

1,333,748

(a)

AlixPartners

LLP

SOFR

12

M

+

2.500%

7.945

02/04/28

1,336,916‌

270,875

(a)

Amentum

Government

Services

Holdings

LLC

SOFR

12

M

+

4.000%

9.329

02/15/29

271,834‌

301,479

(a)

Camelot

Finance

S.A.

CME

Term

SOFR

1

M

+

3.000%

8.470

10/30/26

301,705‌

371,450

(a)

CHG

Healthcare

Services,

Inc

SOFR

12

M

+

3.250%

8.695

09/29/28

372,185‌

653,534

(a)

Covanta

Holding

Corp

SOFR

12

M

+

2.500%

7.827

11/30/28

652,922‌

49,826

(a)

Covanta

Holding

Corp

CME

Term

SOFR

1

M

+

2.500%

7.827

11/30/28

49,779‌

631,965

(a)

Dun

&

Bradstreet

Corp

SOFR

12

M

+

2.750%

8.082

01/18/29

632,556‌

969,601

(a)

EAB

Global,

Inc

SOFR

12

M

+

3.500%

8.945

08/16/28

971,298‌

362,496

(a)

GFL

Environmental,

Inc

SOFR

4

M

+

2.500%

7.816

05/31/27

364,356‌

3,820,000

(a)

GTCR

W

MERGER

SUB

SOFR

4

M

+

3.000%

8.309

01/31/31

3,838,317‌

945,000

(a)

Prime

Security

Services

Borrower

LLC

CME

Term

SOFR

1

M

+

2.500%

7.827

10/15/30

946,663‌

913

(a)

TK

Elevator

US

Newco,

Inc

SOFR

2

M

+

3.500%

9.081

07/30/27

917‌

3,436,706

(a)

Trans

Union

LLC

SOFR

12

M

+

2.000%

7.327

12/01/28

3,439,078‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

13,178,526‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

305,983

(a)

Avis

Budget

Car

Rental

LLC

SOFR

12

M

+

1.750%

7.195

08/06/27

305,345‌

1,573,322

(a)

CNT

Holdings

I

Corp

SOFR

4

M

+

3.500%

8.817

11/08/27

1,578,113‌

2,000,000

(a),(b)

Driven

Holdings

LLC

SOFR

12

M

+

3.000%

8.445

12/17/28

2,007,500‌

601,228

(a),(b)

LS

Group

OpCo

Acquisition

LLC

SOFR

12

M

+

3.250%

8.684

11/02/27

602,638‌

939,566

(a)

PetSmart

LLC

SOFR

12

M

+

3.750%

9.180

02/11/28

938,588‌

480,977

(a)

Staples,

Inc

LIBOR

3

M

+

5.000%

4.500

04/16/26

477,151‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

5,909,335‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,500,000

(a),(b)

AI

Aqua

Merger

Sub,

Inc

SOFR

12

M

+

3.750%

9.072

07/31/28

2,507,300‌

1,852,500

(a)

Hayward

Industries,

Inc

SOFR

12

M

+

2.750%

8.195

05/30/28

1,857,131‌

627,324

(a)

Samsonite

IP

Holdings

Sarl

SOFR

12

M

+

2.750%

8.080

06/21/30

630,072‌

315,455

(a)

SRAM

LLC

SOFR

12

M

+

2.750%

8.195

05/18/28

315,652‌

973,547

(a)

Weber-Stephen

Products

LLC

SOFR

12

M

+

3.250%

8.692

10/30/27

903,880‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

6,214,035‌

CONSUMER

SERVICES

-

0.2%

3,786,018

(a)

1011778

BC

ULC

SOFR

12

M

+

2.250%

7.580

09/20/30

3,788,385‌

394,937

(a)

Alterra

Mountain

Co

CME

Term

SOFR

1

M

+

3.500%

3.250

08/17/28

397,077‌

1,563,188

(a)

Caesars

Entertainment,

Inc

SOFR

4

M

+

3.250%

8.663

02/06/30

1,569,597‌

2,569,964

(a)

Carnival

Corp

SOFR

12

M

+

3.250%

3.250

10/18/28

2,576,659‌

3,323

(a)

Cirque

Du

Soleil

Holding

USA

Newco,

Inc

LIBOR

3

M

+

1.000%

7.000

11/24/27

3,327‌

902,787

(a)

ClubCorp

Holdings,

Inc

SOFR

4

M

+

5.000%

10.610

09/18/26

905,694‌

270,000

(a)

Delta

2

Lux

Sarl

SOFR

4

M

+

2.250%

7.559

01/15/30

270,607‌

1,825,566

(a)

Fertitta

Entertainment

LLC

SOFR

12

M

+

3.750%

9.076

01/27/29

1,832,038‌

203

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

5,162,063

(a)

Flutter

Financing

BV

SOFR

4

M

+

2.250%

7.659

%

11/25/30

$

5,173,574‌

2,175,000

(a),(b)

FLUTTER

FINANCING

BV

SOFR

4

M

+

2.250%

7.659

11/25/30

2,179,850‌

853,179

(a)

IRB

Holding

Corp

SOFR

12

M

+

2.750%

8.177

12/15/27

854,382‌

376,875

(a)

KFC

Holding

Co

SOFR

12

M

+

1.750%

7.191

03/15/28

377,128‌

643,824

(a)

Life

Time,

Inc

SOFR

4

M

+

4.250%

9.824

01/15/26

648,517‌

1,488,834

(a)

Motion

Finco

Sarl

SOFR

4

M

+

3.500%

9.071

11/12/29

1,488,276‌

305,843

(a)

Penn

National

Gaming,

Inc

SOFR

12

M

+

2.750%

8.177

05/03/29

306,512‌

500,380

(a)

Scientific

Games

International,

Inc

SOFR

12

M

+

2.750%

8.075

04/14/29

502,081‌

484,820

(a)

Spin

Holdco,

Inc

SOFR

4

M

+

4.000%

9.585

03/04/28

450,241‌

TOTAL

CONSUMER

SERVICES

23,323,945‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

881,833

(a)

US

Foods,

Inc

SOFR

12

M

+

2.000%

7.327

11/22/28

886,705‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

886,705‌

ENERGY

-

0.0%

896,883

(a)

Buckeye

Partners

LP

SOFR

12

M

+

2.000%

7.330

11/01/26

899,565‌

193,674

(a)

DT

Midstream,

Inc

SOFR

12

M

+

2.000%

7.442

06/26/28

194,505‌

684,083

(a)

Gulf

Finance

LLC

SOFR

12

M

+

6.750%

12.182

08/25/26

686,036‌

742,288

(a)

Oryx

Midstream

Services

Permian

Basin

LLC

SOFR

12

M

+

3.000%

8.436

10/05/28

745,936‌

TOTAL

ENERGY

2,526,042‌

FINANCIAL

SERVICES

-

0.0%

888,045

(a)

Avolon

TLB

Borrower

US

LLC

SOFR

12

M

+

1.500%

6.929

02/12/27

889,018‌

1,452,427

(a)

First

Eagle

Holdings,

Inc

SOFR

4

M

+

3.000%

8.334

02/05/29

1,440,111‌

963,818

(a)

NFP

Corp

SOFR

12

M

+

3.250%

8.695

02/16/27

966,107‌

TOTAL

FINANCIAL

SERVICES

3,295,236‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.0%

597,339

(a)

Arterra

Wines

Canada,

Inc

SOFR

4

M

+

3.500%

9.071

11/24/27

555,337‌

144,375

(a)

Froneri

US,

Inc

SOFR

12

M

+

2.250%

2.250

01/29/27

144,616‌

430,438

(a)

Triton

Water

Holdings,

Inc

SOFR

4

M

+

3.500%

9.064

03/31/28

426,459‌

821,285

(a)

Utz

Quality

Foods

LLC

SOFR

12

M

+

3.000%

8.445

01/20/28

823,778‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,950,190‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.2%

3,670,768

(a)

Bausch

&

Lomb

Corp

SOFR

12

M

+

3.250%

8.677

05/10/27

3,636,814‌

1,182,238

(a)

DaVita,

Inc

SOFR

12

M

+

1.750%

7.192

08/12/26

1,183,556‌

207,375

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

SOFR

4

M

+

4.250%

9.659

07/06/29

207,807‌

449,313

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

SOFR

4

M

+

4.250%

9.659

07/06/29

450,249‌

601,918

(a)

Global

Medical

Response,

Inc

SOFR

4

M

+

4.250%

9.841

10/02/25

563,925‌

1,737,773

(a)

ICU

Medical,

Inc

SOFR

4

M

+

2.500%

2.500

01/08/29

1,739,537‌

2,870,014

(a)

Mozart

Borrower

LP

SOFR

1

M

+

3.000%

2.750

10/23/28

2,879,470‌

590,156

(a)

NMN

Holdings

III

Corp

SOFR

12

M

+

3.500%

8.942

11/13/25

581,797‌

126,652

(a)

NMN

Holdings

III

Corp

CME

Term

SOFR

1

M

+

3.750%

8.942

11/13/25

124,858‌

1,872,063

(a)

Onex

TSG

Intermediate

Corp

SOFR

4

M

+

4.750%

10.324

02/28/28

1,874,403‌

2,470,025

(a)

Phoenix

Guarantor,

Inc

SOFR

12

M

+

3.250%

8.577

02/21/31

2,441,039‌

3,456,061

(a)

Phoenix

Newco,

Inc

SOFR

12

M

+

3.250%

8.692

11/15/28

3,467,846‌

2,825,985

(a)

Select

Medical

Corp

SOFR

12

M

+

3.000%

8.330

03/06/27

2,833,940‌

1,965,390

(a)

Surgery

Center

Holdings

INC

SOFR

12

M

+

3.500%

8.829

12/19/30

1,976,996‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

23,962,237‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

473,063

(a)

Energizer

Holdings,

Inc

SOFR

12

M

+

2.250%

7.693

12/22/27

473,417‌

1,885,425

(a)

Kronos

Acquisition

Holdings,

Inc

SOFR

4

M

+

3.750%

9.314

12/22/26

1,890,025‌

1,904,543

(a)

Kronos

Acquisition

Holdings,

Inc

SOFR

4

M

+

6.000%

11.493

12/22/26

1,911,685‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,275,127‌

INSURANCE

-

0.1%

661,920

(a)

Acrisure

LLC

LIBOR

12

M

+

3.500%

8.945

02/15/27

662,334‌

380,959

(a)

AssuredPartners,

Inc

SOFR

12

M

+

3.500%

8.942

02/12/27

381,721‌

417,654

(a)

Asurion

LLC

SOFR

12

M

+

3.250%

8.692

12/23/26

410,195‌

635,722

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.000%

8.445

01/27/27

638,059‌

351,494

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.250%

8.695

01/27/27

351,954‌

1,492,509

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.750%

9.080

01/27/29

1,498,666‌

Core

Bond

Fund

March

31,

2024

204

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

524,688

(a)

HUB

International

Ltd

SOFR

4

M

+

3.250%

8.574

%

06/20/30

$

525,472‌

945,728

(a)

Ryan

Specialty

Group

LLC

SOFR

12

M

+

2.750%

8.080

09/01/27

948,210‌

2,000,000

(a),(b)

USI,

Inc

SOFR

4

M

+

3.250%

8.302

11/22/29

2,003,900‌

1,980,000

(a)

USI,

Inc

SOFR

4

M

+

3.000%

8.302

11/22/29

1,983,297‌

TOTAL

INSURANCE

9,403,808‌

MATERIALS

-

0.1%

666,683

(a)

Asplundh

Tree

Expert

LLC

SOFR

12

M

+

1.750%

7.180

09/07/27

667,609‌

1,995,689

(a)

Clydesdale

Acquisition

Holdings,

Inc

SOFR

12

M

+

3.675%

9.105

04/13/29

2,000,678‌

1,186,450

(a)

Eco

Services

Operations

Corp

SOFR

4

M

+

2.500%

7.913

06/09/28

1,187,375‌

198,500

(a)

H.B.

Fuller

Co

SOFR

12

M

+

2.000%

7.330

02/15/30

199,195‌

978,220

(a)

INEOS

US

Petrochem

LLC

SOFR

12

M

+

4.250%

9.680

04/02/29

977,614‌

753,688

(a)

Kloeckner

Pentaplast

of

America,

Inc

SOFR

2

M

+

4.725%

10.268

02/12/26

711,293‌

762,468

(a)

Reynolds

Group

Holdings,

Inc

SOFR

12

M

+

3.250%

8.695

02/05/26

765,552‌

2,890,990

(a),(b)

TricorBraun

Holdings,

Inc

SOFR

12

M

+

3.250%

8.692

03/03/28

2,862,210‌

849,766

(a)

Tronox

Finance

LLC

SOFR

12

M

+

2.500%

7.942

03/10/28

850,203‌

141,738

(a)

WR

Grace

Holdings

LLC

SOFR

4

M

+

3.750%

9.321

09/22/28

142,166‌

TOTAL

MATERIALS

10,363,895‌

MEDIA

&

ENTERTAINMENT

-

0.0%

478,155

(a)

Altice

Financing

S.A.

LIBOR

4

M

+

2.750%

8.326

01/31/26

465,006‌

74,361

(a)

Diamond

Sports

Group

LLC

SOFR

4

M

-

1.000%

4.476

05/25/26

71,572‌

368,225

(a)

DIRECTV

Financing

LLC

SOFR

12

M

+

5.000%

10.445

08/02/27

368,540‌

586,654

(a)

Lions

Gate

Capital

Holdings

LLC

SOFR

12

M

+

2.250%

7.680

03/24/25

586,838‌

2,021

(a)

Radiate

Holdco

LLC

SOFR

12

M

+

3.250%

8.695

09/25/26

1,698‌

324,136

(a)

Univision

Communications,

Inc

SOFR

12

M

+

3.250%

8.695

03/15/26

324,901‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,818,555‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

1,275,558

(a)

Avantor,

Inc

SOFR

12

M

+

2.250%

7.680

11/08/27

1,278,963‌

947,938

(a)

Catalent

Pharma

Solutions,

Inc

SOFR

12

M

+

2.000%

7.443

02/22/28

948,531‌

1,972,460

(a)

Elanco

Animal

Health

Inc

CME

Term

SOFR

1

M

+

1.750%

1.750

08/02/27

1,967,687‌

300,093

(a)

Grifols

Worldwide

Operations

USA,

Inc

SOFR

4

M

+

2.000%

7.459

11/15/27

291,221‌

4,378,356

(a)

Jazz

Financing

Lux

Sarl

SOFR

12

M

+

3.000%

8.445

05/05/28

4,405,721‌

1,995,088

(a)

Organon

&

Co

SOFR

12

M

+

3.000%

8.433

06/02/28

2,004,654‌

292,545

(a)

Perrigo

Investments

LLC

SOFR

12

M

+

2.250%

7.680

04/20/29

292,058‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

11,188,835‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

33,853

(a)

Cushman

&

Wakefield

plc

SOFR

12

M

+

2.750%

8.195

08/21/25

33,837‌

463,812

(a)

Cushman

&

Wakefield

US

Borrower

LLC

SOFR

12

M

+

3.250%

8.680

01/31/30

463,089‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

496,926‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

584,283

(a)

Bright

Bidco

BV

SOFR

4

M

+

9.000%

14.317

10/31/27

159,424‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

159,424‌

SOFTWARE

&

SERVICES

-

0.3%

148,549

(a)

Avaya,

Inc

SOFR

12

M

+

1.500%

6.830

08/01/28

132,473‌

2,966,217

(a)

Boxer

Parent

Co,

Inc

SOFR

12

M

+

4.250%

9.580

12/29/28

2,988,775‌

771,750

(a)

Camelot

US

Acquisition

SOFR

12

M

+

2.750%

8.077

01/31/31

772,329‌

651,700

(a)

CCC

Intelligent

Solutions,

Inc

SOFR

12

M

+

2.250%

7.692

09/21/28

652,107‌

2,000,000

(a),(b)

Cotiviti,

Inc

CME

Term

SOFR

1

M

+

3.250%

3.250

02/24/31

1,997,500‌

2,207,134

(a)

Ellucian

Holdings,

Inc

CME

Term

SOFR

12

+

3.500%

3.500

10/09/29

2,219,273‌

989,770

(a)

Epicor

Software

Corp

SOFR

12

M

+

3.250%

8.692

07/30/27

994,387‌

833,000

(a)

Informatica

LLC

SOFR

12

M

+

2.750%

8.195

10/27/28

834,666‌

1,979,849

(a)

Instructure

Holdings,

Inc

SOFR

4

M

+

2.750%

8.355

10/30/28

1,982,324‌

4,358

(a)

Magenta

Buyer

LLC

SOFR

4

M

+

5.000%

10.574

07/27/28

2,615‌

3,202,326

(a)

NortonLifeLock,

Inc

SOFR

12

M

+

2.000%

7.427

09/12/29

3,204,904‌

4,049,166

(a)

Open

Text

Corp

SOFR

12

M

+

2.750%

8.177

01/31/30

4,060,686‌

704,811

(a)

Peraton

Corp

SOFR

12

M

+

3.750%

9.180

02/01/28

705,530‌

562,648

(a)

Rackspace

Finance

LLC

SOFR

12

M

+

2.750%

8.184

02/15/28

278,511‌

50,231

(a)

Rackspace

Finance

LLC

SOFR

4

M

+

6.250%

11.683

05/15/28

50,718‌

463,125

(a)

RealPage,

Inc

SOFR

12

M

+

3.000%

8.445

04/24/28

451,193‌

205

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,712,500

(a)

Sedgwick

Claims

Management

Services,

Inc

SOFR

12

M

+

3.750%

9.077

%

02/24/28

$

1,717,560‌

1,528,596

(a)

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7.680

03/22/29

1,532,066‌

2,971,073

(a)

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7.680

03/22/29

2,977,817‌

1,528,634

(a)

UKG,

Inc

SOFR

4

M

+

3.500%

8.814

02/10/31

1,538,425‌

334,221

(a)

West

Technology

Group

LLC

SOFR

4

M

+

4.000%

9.563

04/10/27

328,548‌

2,500,000

(a),(b)

Zelis

Payments

Buyer,

Inc

SOFR

12

M

+

2.750%

8.077

09/28/29

2,502,775‌

TOTAL

SOFTWARE

&

SERVICES

31,925,182‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.0%

458,039

(a),(b)

CommScope,

Inc

SOFR

12

M

+

3.250%

8.695

04/06/26

416,816‌

264,463

(a)

Ingram

Micro,

Inc

SOFR

4

M

+

3.000%

8.571

06/30/28

265,290‌

605,688

(a)

MLN

US

Holdco

LLC

SOFR

4

M

+

4.500%

9.929

11/30/25

74,699‌

379,683

(a)

MLN

US

Holdco

LLC

CME

Term

SOFR

1

M

+

6.800%

12.110

10/18/27

75,937‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

832,742‌

TELECOMMUNICATION

SERVICES

-

0.1%

966,918

(a)

Altice

France

S.A.

LIBOR

4

M

+

4.000%

9.263

01/31/26

839,483‌

193,500

(a)

Cablevision

Lightpath

LLC

SOFR

12

M

+

3.250%

8.690

11/30/27

191,625‌

940,000

(a)

Coral-US

Co-Borrower

LLC

SOFR

12

M

+

3.000%

8.440

10/15/29

938,007‌

2,950,000

(a)

Virgin

Media

Bristol

LLC

SOFR

12

M

+

2.500%

7.940

01/31/28

2,909,821‌

TOTAL

TELECOMMUNICATION

SERVICES

4,878,936‌

TRANSPORTATION

-

0.1%

1,630,000

(a),(b)

Air

Canada

SOFR

4

M

+

2.500%

7.833

03/14/31

1,635,102‌

637,500

(a)

American

Airlines,

Inc

SOFR

4

M

+

4.750%

10.329

04/20/28

663,134‌

1,672,439

(a)

Hertz

Corp

SOFR

12

M

+

3.250%

8.692

06/30/28

1,622,032‌

323,272

(a)

Hertz

Corp

SOFR

12

M

+

3.250%

8.692

06/30/28

313,529‌

357,500

(a)

Mileage

Plus

Holdings

LLC

SOFR

4

M

+

5.250%

10.733

06/21/27

368,590‌

206,250

(a)

SkyMiles

IP

Ltd

SOFR

4

M

+

3.750%

9.068

10/20/27

212,975‌

190,573

(a)

WestJet

Airlines

Ltd

SOFR

12

M

+

3.000%

8.427

12/11/26

190,767‌

642,032

(a)

XPO,

Inc

CME

Term

SOFR

1

M

+

2.000%

0.000

05/24/28

644,571‌

TOTAL

TRANSPORTATION

5,650,700‌

UTILITIES

-

0.1%

653,019

(a)

Calpine

Corp

7.3224

12/16/2027

SOFR

4

M

+

2.000%

7.313

12/16/27

653,150‌

427,662

(a)

Talen

Energy

Supply

LLC

SOFR

4

M

+

4.500%

9.826

05/17/30

429,764‌

2,390,214

(a)

Talen

Energy

Supply

LLC

SOFR

4

M

+

4.500%

9.826

05/17/30

2,401,962‌

882,522

(a)

Vistra

Operations

Co

LLC

SOFR

12

M

+

2.000%

7.330

12/20/30

882,663‌

TOTAL

UTILITIES

4,367,539‌

TOTAL

BANK

LOAN

OBLIGATIONS

178,120,479‌

(Cost

$178,494,632)

CORPORATE

BONDS

-

33.6%

AUTOMOBILES

&

COMPONENTS

-

0.9%

4,500,000

(c)

Adient

Global

Holdings

Ltd

4.875

08/15/26

4,386,966‌

2,060,000

(c)

Clarios

Global

LP

6.750

05/15/28

2,088,074‌

225,000

(d)

Dana,

Inc

5.375

11/15/27

220,104‌

225,000

(d)

Dana,

Inc

5.625

06/15/28

219,576‌

325,000

Dana,

Inc

4.250

09/01/30

287,183‌

5,000,000

Ford

Motor

Credit

Co

LLC

3.664

09/08/24

4,948,674‌

7,075,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

7,209,820‌

7,920,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

8,443,968‌

4,150,000

General

Motors

Co

6.125

10/01/25

4,184,915‌

4,390,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

4,242,318‌

1,400,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

1,410,367‌

10,900,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

10,819,031‌

3,550,000

(d)

General

Motors

Financial

Co,

Inc

5.850

04/06/30

3,620,805‌

2,000,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

2,021,682‌

9,850,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

8,210,588‌

3,450,000

(d)

General

Motors

Financial

Co,

Inc

5.700

N/A(e)

3,308,039‌

2,000,000

General

Motors

Financial

Co,

Inc

5.750

N/A(e)

1,887,657‌

2,000,000

(d)

Goodyear

Tire

&

Rubber

Co

5.000

07/15/29

1,867,249‌

Core

Bond

Fund

March

31,

2024

206

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

5,000,000

Goodyear

Tire

&

Rubber

Co

5.250

%

04/30/31

$

4,591,005‌

3,000,000

(c)

Hyundai

Capital

Services,

Inc

2.125

04/24/25

2,890,891‌

2,000,000

(c),(f)

IHO

Verwaltungs

GmbH

4.750

09/15/26

1,947,317‌

500,000

(c),(f)

IHO

Verwaltungs

GmbH

6.375

05/15/29

502,556‌

1,665,000

(c)

Kia

Corp

2.375

02/14/25

1,620,471‌

1,750,000

Magna

International,

Inc

3.625

06/15/24

1,741,178‌

2,000,000

(c)

Nemak

SAB

de

C.V.

3.625

06/28/31

1,620,683‌

2,575,000

(c)

Volkswagen

Group

of

America

Finance

LLC

1.625

11/24/27

2,280,985‌

750,000

(c)

ZF

North

America

Capital,

Inc

6.875

04/14/28

777,900‌

TOTAL

AUTOMOBILES

&

COMPONENTS

87,350,002‌

BANKS

-

7.6%

1,525,000

(c)

Access

Bank

plc

6.125

09/21/26

1,412,608‌

1,350,000

(c)

Akbank

T.A.S.

6.800

02/06/26

1,353,254‌

1,500,000

(c)

Akbank

T.A.S.

6.800

06/22/31

1,468,125‌

2,995,000

(c)

Australia

&

New

Zealand

Banking

Group

Ltd

2.950

07/22/30

2,877,845‌

5,000,000

(c)

Australia

&

New

Zealand

Banking

Group

Ltd

6.750

N/A(e)

5,025,580‌

3,800,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9.375

N/A(e)

4,086,748‌

2,100,000

(c)

Banco

de

Credito

del

Peru

2.700

01/11/25

2,048,949‌

1,012,000

(c)

Banco

de

Credito

e

Inversiones

S.A.

2.875

10/14/31

863,350‌

700,000

(c)

Banco

de

Credito

e

Inversiones

S.A.

8.750

N/A(e)

721,875‌

2,000,000

(c)

Banco

do

Brasil

S.A.

6.000

03/18/31

2,002,500‌

1,725,000

(c)

Banco

Industrial

S.A.

4.875

01/29/31

1,643,942‌

3,300,000

(c)

Banco

Internacional

del

Peru

SAA

Interbank

4.000

07/08/30

3,169,317‌

2,725,000

(c)

Banco

Nacional

de

Comercio

Exterior

SNC

2.720

08/11/31

2,458,084‌

4,000,000

Banco

Santander

S.A.

5.294

08/18/27

3,990,751‌

4,200,000

Banco

Santander

S.A.

3.800

02/23/28

3,973,288‌

5,200,000

Banco

Santander

S.A.

6.921

08/08/33

5,441,645‌

5,400,000

Banco

Santander

S.A.

4.750

N/A(e)

4,696,389‌

2,400,000

Banco

Santander

S.A.

9.625

N/A(e)

2,643,499‌

1,825,000

Bancolombia

S.A.

4.625

12/18/29

1,778,991‌

2,600,000

(c)

Bangkok

Bank

PCL

3.466

09/23/36

2,191,941‌

2,500,000

(c)

Banistmo

S.A.

4.250

07/31/27

2,326,936‌

4,000,000

(c)

Bank

Hapoalim

BM

3.255

01/21/32

3,584,440‌

8,000,000

(c)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

7,400,208‌

10,000,000

Bank

of

America

Corp

4.000

01/22/25

9,867,108‌

1,000,000

Bank

of

America

Corp

4.450

03/03/26

985,000‌

23,880,000

Bank

of

America

Corp

2.592

04/29/31

20,588,077‌

76,000,000

Bank

of

America

Corp

5.288

04/25/34

75,768,930‌

25,000,000

Bank

of

America

Corp

5.468

01/23/35

25,162,955‌

8,925,000

Bank

of

America

Corp

2.676

06/19/41

6,350,388‌

1,150,000

Bank

of

America

Corp

4.375

N/A(e)

1,078,059‌

14,700,000

Bank

of

America

Corp

6.100

N/A(e)

14,740,616‌

5,000,000

Bank

of

America

Corp

6.250

N/A(e)

5,005,690‌

7,000,000

Barclays

plc

3.932

05/07/25

6,985,785‌

600,000

Barclays

plc

2.279

11/24/27

551,781‌

4,700,000

Barclays

plc

3.330

11/24/42

3,446,511‌

2,225,000

Barclays

plc

9.625

N/A(e)

2,359,394‌

6,500,000

Barclays

PLC

8.000

N/A(e)

6,482,960‌

455,000

(c)

BBVA

Bancomer

S.A.

5.350

11/12/29

450,821‌

3,350,000

(c)

BBVA

Bancomer

S.A.

5.125

01/18/33

3,113,372‌

5,550,000

(c)

BNP

Paribas

S.A.

2.819

11/19/25

5,442,887‌

5,895,000

(c)

BNP

Paribas

S.A.

1.904

09/30/28

5,244,621‌

2,800,000

(c)

BNP

Paribas

S.A.

2.588

08/12/35

2,295,053‌

16,225,000

(c)

BNP

Paribas

S.A.

7.750

N/A(e)

16,609,257‌

7,906,000

(c)

BNP

Paribas

S.A.

7.375

N/A(e)

7,924,753‌

4,025,000

Citigroup,

Inc

3.200

10/21/26

3,833,221‌

2,200,000

Citigroup,

Inc

4.300

11/20/26

2,147,067‌

5,150,000

Citigroup,

Inc

4.125

07/25/28

4,936,446‌

20,000,000

Citigroup,

Inc

2.572

06/03/31

17,089,902‌

8,150,000

Citigroup,

Inc

4.910

05/24/33

7,857,150‌

21,500,000

Citigroup,

Inc

6.270

11/17/33

22,707,600‌

207

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

4,900,000

Citigroup,

Inc

6.250

%

N/A(e)

$

4,912,583‌

8,425,000

Citigroup,

Inc

7.625

N/A(e)

8,845,129‌

7,500,000

Citigroup,

Inc

4.000

N/A(e)

7,190,597‌

6,315,000

(c)

Cooperatieve

Rabobank

UA

1.339

06/24/26

5,997,715‌

4,175,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

4,011,594‌

12,000,000

(c),(d)

Credit

Agricole

S.A.

8.125

N/A(e)

12,240,000‌

4,050,000

Deutsche

Bank

AG.

5.371

09/09/27

4,070,966‌

3,750,000

Deutsche

Bank

AG.

2.311

11/16/27

3,428,483‌

3,450,000

Deutsche

Bank

AG.

6.819

11/20/29

3,606,642‌

1,150,000

(c)

Development

Bank

of

Kazakhstan

JSC

2.950

05/06/31

951,993‌

1,675,000

(c)

Grupo

Aval

Ltd

4.375

02/04/30

1,413,024‌

2,160,000

(c)

Hana

Bank

3.500

N/A(e)

2,021,714‌

625,000

HSBC

Holdings

plc

3.900

05/25/26

608,544‌

11,915,000

HSBC

Holdings

plc

4.292

09/12/26

11,696,120‌

14,500,000

HSBC

Holdings

plc

2.251

11/22/27

13,363,723‌

1,850,000

HSBC

Holdings

plc

2.013

09/22/28

1,654,077‌

6,800,000

HSBC

Holdings

plc

7.390

11/03/28

7,234,613‌

3,850,000

HSBC

Holdings

plc

3.973

05/22/30

3,598,138‌

2,430,000

HSBC

Holdings

plc

2.848

06/04/31

2,095,978‌

590,000

HSBC

Holdings

plc

6.800

06/01/38

629,698‌

10,000,000

(d)

HSBC

Holdings

plc

8.000

N/A(e)

10,379,510‌

360,000

Huntington

Bancshares,

Inc

4.000

05/15/25

353,571‌

UGX

8,000,000,000

(c),(g)

ICBC

Standard

Bank

plc

14.250

06/26/34

1,801,350‌

2,875,000

(c)

ICICI

Bank

Ltd

3.800

12/14/27

2,716,103‌

8,225,000

(c)

ING

Groep

NV

1.400

07/01/26

7,810,255‌

400,000

ING

Groep

NV

3.950

03/29/27

386,508‌

11,000,000

ING

Groep

NV

6.500

N/A(e)

10,863,368‌

3,000,000

(c)

Intercorp

Financial

Services,

Inc

4.125

10/19/27

2,811,959‌

8,150,000

JPMorgan

Chase

&

Co

2.301

10/15/25

8,006,406‌

2,500,000

JPMorgan

Chase

&

Co

3.200

06/15/26

2,405,599‌

3,525,000

JPMorgan

Chase

&

Co

4.323

04/26/28

3,443,646‌

10,905,000

JPMorgan

Chase

&

Co

3.702

05/06/30

10,216,888‌

3,810,000

JPMorgan

Chase

&

Co

1.953

02/04/32

3,104,159‌

10,000,000

JPMorgan

Chase

&

Co

4.912

07/25/33

9,791,444‌

24,675,000

JPMorgan

Chase

&

Co

5.350

06/01/34

24,770,194‌

5,625,000

JPMorgan

Chase

&

Co

6.254

10/23/34

6,009,708‌

3,275,000

JPMorgan

Chase

&

Co

2.525

11/19/41

2,285,433‌

14,550,000

JPMorgan

Chase

&

Co

3.157

04/22/42

11,070,064‌

700,000

JPMorgan

Chase

&

Co

4.260

02/22/48

604,246‌

12,500,000

JPMorgan

Chase

&

Co

6.875

N/A(e)

12,934,653‌

7,380,000

JPMorgan

Chase

&

Co

3.650

N/A(e)

7,009,061‌

6,535,000

JPMorgan

Chase

&

Co

5.000

N/A(e)

6,513,653‌

13,200,000

JPMorgan

Chase

&

Co

6.100

N/A(e)

13,205,306‌

9,800,000

Lloyds

Banking

Group

plc

7.500

N/A(e)

9,760,824‌

7,150,000

M&T

Bank

Corp

3.500

N/A(e)

5,484,128‌

7,200,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.193

02/25/25

6,989,347‌

2,070,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.412

07/17/25

1,968,587‌

3,000,000

(c)

Mizrahi

Tefahot

Bank

Ltd

3.077

04/07/31

2,741,250‌

8,000,000

(c)

NBK

SPC

Ltd

1.625

09/15/27

7,283,840‌

3,000,000

(c)

NBK

Tier  Financing

Ltd

3.625

N/A(e)

2,760,000‌

5,470,000

(c)

Nordea

Bank

Abp

6.625

N/A(e)

5,414,823‌

4,720,000

PNC

Bank

NA

2.700

10/22/29

4,098,127‌

1,500,000

PNC

Financial

Services

Group,

Inc

3.900

04/29/24

1,497,910‌

4,105,000

PNC

Financial

Services

Group,

Inc

3.400

N/A(e)

3,587,933‌

6,000,000

PNC

Financial

Services

Group,

Inc

6.200

N/A(e)

5,984,378‌

2,070,000

(c)

Societe

Generale

S.A.

1.375

07/08/25

1,967,932‌

3,250,000

(c)

Societe

Generale

S.A.

7.132

01/19/55

3,244,505‌

4,600,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.474

07/08/25

4,378,961‌

5,100,000

Toronto-Dominion

Bank

4.285

09/13/24

5,069,859‌

1,300,000

Toronto-Dominion

Bank

3.625

09/15/31

1,243,345‌

1,960,000

Truist

Bank

2.250

03/11/30

1,631,187‌

Core

Bond

Fund

March

31,

2024

208

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,960,000

Truist

Financial

Corp

1.200

%

08/05/25

$

1,852,793‌

7,000,000

Truist

Financial

Corp

4.950

N/A(e)

6,867,585‌

4,500,000

Truist

Financial

Corp

5.100

N/A(e)

4,186,076‌

1,500,000

(c)

Turkiye

Garanti

Bankasi

AS.

7.177

05/24/27

1,481,400‌

675,000

(c)

Turkiye

Garanti

Bankasi

AS.

8.375

02/28/34

673,313‌

6,300,000

UniCredit

SpA

8.000

N/A(e)

6,300,567‌

3,000,000

(c)

United

Overseas

Bank

Ltd

1.250

04/14/26

2,782,110‌

1,400,000

(c)

United

Overseas

Bank

Ltd

3.750

04/15/29

1,398,776‌

3,700,000

(c)

United

Overseas

Bank

Ltd

2.000

10/14/31

3,387,254‌

3,400,000

US

Bancorp

4.839

02/01/34

3,228,502‌

3,425,000

Wells

Fargo

&

Co

3.550

09/29/25

3,340,013‌

10,475,000

Wells

Fargo

&

Co

2.393

06/02/28

9,587,810‌

6,400,000

Wells

Fargo

&

Co

6.303

10/23/29

6,665,856‌

9,500,000

(d)

Wells

Fargo

&

Co

5.875

N/A(e)

9,479,101‌

6,825,000

(d)

Wells

Fargo

&

Co

7.625

N/A(e)

7,293,932‌

8,000,000

Wells

Fargo

&

Co

5.900

N/A(e)

7,966,214‌

10,575,000

Wells

Fargo

&

Co

3.900

N/A(e)

10,061,333‌

TOTAL

BANKS

765,909,655‌

CAPITAL

GOODS

-

1.2%

1,000,000

AECOM

5.125

03/15/27

982,352‌

4,500,000

(c)

AerCap

Global

Aviation

6.500

06/15/45

4,469,303‌

1,354,000

Air

Lease

Corp

3.000

02/01/30

1,196,838‌

3,140,000

Air

Lease

Corp

3.125

12/01/30

2,756,056‌

2,430,000

(c)

Airbus

SE

3.150

04/10/27

2,320,402‌

1,395,000

(c)

Albion

Financing

1

SARL

6.125

10/15/26

1,382,254‌

650,000

(c)

BAE

Systems

plc

1.900

02/15/31

528,821‌

705,000

(c)

Beacon

Roofing

Supply,

Inc

6.500

08/01/30

715,386‌

17,400,000

Boeing

Co

2.196

02/04/26

16,289,867‌

1,350,000

Boeing

Co

3.250

02/01/28

1,242,040‌

6,900,000

Boeing

Co

2.950

02/01/30

5,959,236‌

1,825,000

Boeing

Co

3.250

02/01/35

1,436,059‌

3,600,000

Boeing

Co

5.705

05/01/40

3,445,709‌

8,700,000

Boeing

Co

5.805

05/01/50

8,231,312‌

1,160,000

(c)

Chart

Industries,

Inc

7.500

01/01/30

1,204,597‌

1,075,000

(c)

Embraer

Netherlands

Finance

BV

7.000

07/28/30

1,125,688‌

400,000

(b),(c)

Esab

Corp

6.250

04/15/29

401,873‌

3,075,000

(c)

H&E

Equipment

Services,

Inc

3.875

12/15/28

2,815,111‌

9,200,000

Honeywell

International,

Inc

5.250

03/01/54

9,282,936‌

1,430,000

(c)

Husky

Injection

Molding

Systems

Ltd

9.000

02/15/29

1,478,789‌

500,000

Icahn

Enterprises

LP

4.750

09/15/24

497,696‌

675,000

(c)

James

Hardie

International

Finance

DAC

5.000

01/15/28

657,617‌

7,145,000

John

Deere

Capital

Corp

2.000

06/17/31

5,924,065‌

6,450,000

L3Harris

Technologies,

Inc

5.400

07/31/33

6,490,532‌

850,000

Lockheed

Martin

Corp

1.850

06/15/30

716,372‌

2,850,000

Lockheed

Martin

Corp

5.200

02/15/64

2,818,060‌

280,000

(c)

MITER

BRAND

0.000

03/31/32

280,957‌

5,775,000

Northrop

Grumman

Corp

3.250

01/15/28

5,456,934‌

10,675,000

Raytheon

Technologies

Corp

4.125

11/16/28

10,325,749‌

6,500,000

Raytheon

Technologies

Corp

6.000

03/15/31

6,832,846‌

1,800,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

6.500

11/07/33

1,883,653‌

2,500,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3.500

09/10/51

1,710,261‌

500,000

Trane

Technologies

Global

Holding

Co

Ltd

3.750

08/21/28

478,086‌

3,750,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.800

03/21/29

3,567,896‌

1,575,000

(c)

TransDigm,

Inc

6.875

12/15/30

1,605,547‌

525,000

Tyco

Electronics

Group

S.A.

3.700

02/15/26

511,683‌

425,000

(c)

WESCO

Distribution,

Inc

7.250

06/15/28

433,898‌

1,595,000

(c)

Windsor

Holdings

III

LLC

8.500

06/15/30

1,672,372‌

TOTAL

CAPITAL

GOODS

119,128,853‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

1,655,000

(c)

ADT

Corp

4.875

07/15/32

1,498,024‌

209

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

$

325,000

(c)

ASGN,

Inc

4.625

%

05/15/28

$

305,720‌

1,000,000

(c)

Garda

World

Security

Corp

4.625

02/15/27

958,193‌

745,000

(c)

Garda

World

Security

Corp

7.750

02/15/28

763,990‌

150,000

(c)

GFL

Environmental,

Inc

4.250

06/01/25

147,551‌

1,000,000

(c)

GFL

Environmental,

Inc

3.750

08/01/25

973,953‌

125,000

(c)

GFL

Environmental,

Inc

5.125

12/15/26

122,814‌

1,035,000

(c)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

1,083,451‌

1,700,000

(c)

MPH

Acquisition

Holdings

LLC

5.500

09/01/28

1,445,650‌

2,125,000

(c)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

2,118,801‌

1,300,000

(c)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

1,194,081‌

2,655,000

(c)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

2,600,781‌

2,225,000

Republic

Services,

Inc

2.900

07/01/26

2,131,813‌

420,000

Verisk

Analytics,

Inc

3.625

05/15/50

310,992‌

1,235,000

Waste

Management,

Inc

1.500

03/15/31

993,623‌

1,500,000

Waste

Management,

Inc

2.500

11/15/50

935,526‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

17,584,963‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

2,670,000

(c)

Asbury

Automotive

Group,

Inc

4.625

11/15/29

2,463,944‌

755,000

(c)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

684,062‌

3,275,000

AutoZone,

Inc

1.650

01/15/31

2,639,248‌

925,000

(c)

Bath

&

Body

Works,

Inc

6.625

10/01/30

944,887‌

550,000

(c)

Group

1

Automotive,

Inc

4.000

08/15/28

506,905‌

4,500,000

(c),(h)

JSM

Global

Sarl

4.750

10/20/30

807,750‌

1,000,000

Kohl's

Corp

4.625

05/01/31

841,525‌

800,000

(c)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

735,306‌

790,000

(c)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

826,464‌

850,000

(c)

Lithia

Motors,

Inc

4.625

12/15/27

816,339‌

7,450,000

Lowe's

Cos,

Inc

4.250

04/01/52

6,103,748‌

1,950,000

(c)

Macy's

Retail

Holdings

LLC

5.875

04/01/29

1,912,985‌

2,450,000

(c)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

2,374,751‌

4,900,000

(c)

Magic

Mergeco,

Inc

5.250

05/01/28

4,175,190‌

4,215,000

O'Reilly

Automotive,

Inc

3.550

03/15/26

4,086,286‌

2,175,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

2,078,337‌

2,100,000

O'Reilly

Automotive,

Inc

4.200

04/01/30

2,008,361‌

9,530,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

7,712,223‌

437,000

(c)

Prosus

NV

4.850

07/06/27

421,163‌

1,425,000

(c)

Prosus

NV

4.193

01/19/32

1,237,345‌

1,675,000

(c)

Prosus

NV

4.987

01/19/52

1,231,955‌

4,950,000

(c)

Staples,

Inc

7.500

04/15/26

4,831,060‌

460,000

(c)

Wand

NewCo

3,

Inc

7.625

01/30/32

475,744‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

49,915,578‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

605,000

(c)

Amer

Sports

Co

6.750

02/16/31

603,460‌

5,000,000

Lennar

Corp

5.000

06/15/27

4,971,990‌

1,175,000

(d)

Newell

Brands,

Inc

6.375

09/15/27

1,155,493‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

6,730,943‌

CONSUMER

SERVICES

-

0.2%

2,000,000

(c)

CDI

Escrow

Issuer,

Inc

5.750

04/01/30

1,930,603‌

3,285,000

(c)

Churchill

Downs,

Inc

6.750

05/01/31

3,303,350‌

3,500,000

(c)

Genm

Capital

Labuan

Ltd

3.882

04/19/31

3,065,030‌

125,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.750

05/01/28

124,814‌

2,990,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.875

04/01/29

2,994,960‌

2,200,000

(c)

Hilton

Domestic

Operating

Co,

Inc

3.625

02/15/32

1,894,204‌

2,455,000

(c)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

6.625

01/15/32

2,464,911‌

400,000

(c)

International

Game

Technology

plc

4.125

04/15/26

387,762‌

540,000

(c)

International

Game

Technology

plc

6.250

01/15/27

543,904‌

350,000

(c)

Light

&

Wonder

International,

Inc

7.500

09/01/31

363,966‌

425,000

(c),(d)

Marriott

Ownership

Resorts,

Inc

4.500

06/15/29

388,770‌

1,000,000

(c)

NCL

Corp

Ltd

5.875

03/15/26

987,151‌

2,335,000

Sands

China

Ltd

2.300

03/08/27

2,114,782‌

Core

Bond

Fund

March

31,

2024

210

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

1,400,000

Sands

China

Ltd

5.900

%

08/08/28

$

1,372,998‌

1,175,000

(c)

Wynn

Macau

Ltd

5.625

08/26/28

1,113,695‌

TOTAL

CONSUMER

SERVICES

23,050,900‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

3,505,000

(c)

Albertsons

Cos,

Inc

6.500

02/15/28

3,542,199‌

3,975,000

Costco

Wholesale

Corp

1.600

04/20/30

3,346,492‌

3,000,000

Kroger

Co

3.875

10/15/46

2,320,055‌

730,000

SYSCO

Corp

3.750

10/01/25

711,871‌

1,000,000

SYSCO

Corp

6.000

01/17/34

1,063,997‌

3,700,000

SYSCO

Corp

3.150

12/14/51

2,534,611‌

785,000

(c)

US

Foods,

Inc

6.875

09/15/28

803,571‌

3,600,000

Walmart,

Inc

1.050

09/17/26

3,300,306‌

294,000

Walmart,

Inc

2.375

09/24/29

264,825‌

5,155,000

Walmart,

Inc

1.800

09/22/31

4,279,912‌

3,900,000

Walmart,

Inc

2.500

09/22/41

2,800,973‌

5,150,000

Walmart,

Inc

4.500

04/15/53

4,760,631‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

29,729,443‌

ENERGY

-

3.4%

2,500,000

(c)

Antero

Midstream

Partners

LP

5.750

01/15/28

2,461,501‌

2,000,000

(c)

Antero

Midstream

Partners

LP

6.625

02/01/32

2,008,732‌

1,875,000

(c)

Archrock

Partners

LP

6.250

04/01/28

1,855,195‌

875,000

Cenovus

Energy,

Inc

2.650

01/15/32

725,769‌

2,367,000

Cenovus

Energy,

Inc

5.400

06/15/47

2,229,385‌

4,250,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

3,620,297‌

300,000

Chevron

USA,

Inc

3.900

11/15/24

297,276‌

1,440,000

(c)

Civitas

Resources,

Inc

8.375

07/01/28

1,515,905‌

640,000

(c)

Civitas

Resources,

Inc

8.625

11/01/30

687,217‌

1,750,000

(c)

Civitas

Resources,

Inc

8.750

07/01/31

1,872,605‌

1,350,000

(c)

CNX

Resources

Corp

7.250

03/01/32

1,372,178‌

2,000,000

(c)

Cosan

Ltd

5.500

09/20/29

1,910,491‌

4,600,000

Diamondback

Energy,

Inc

4.400

03/24/51

3,810,587‌

1,790,000

(c)

DT

Midstream,

Inc

4.125

06/15/29

1,645,604‌

1,490,000

(c)

DT

Midstream,

Inc

4.375

06/15/31

1,349,380‌

2,500,000

Ecopetrol

S.A.

5.375

06/26/26

2,458,392‌

1,050,000

Ecopetrol

S.A.

6.875

04/29/30

1,025,185‌

2,275,000

Ecopetrol

S.A.

4.625

11/02/31

1,892,639‌

2,675,000

(c)

Empresa

Nacional

del

Petroleo

3.450

09/16/31

2,284,182‌

6,875,000

Enbridge,

Inc

5.700

03/08/33

7,041,058‌

1,960,000

Enbridge,

Inc

2.500

08/01/33

1,579,291‌

10,350,000

Enbridge,

Inc

5.750

07/15/80

9,795,221‌

2,424,000

(c)

Energean

Israel

Finance

Ltd

4.875

03/30/26

2,296,740‌

1,450,000

(c)

Energean

Israel

Finance

Ltd

8.500

09/30/33

1,433,502‌

2,440,000

Energy

Transfer

LP

2.900

05/15/25

2,368,235‌

2,675,000

Energy

Transfer

LP

4.750

01/15/26

2,646,837‌

8,000,000

Energy

Transfer

LP

5.250

04/15/29

8,008,842‌

1,235,000

Energy

Transfer

LP

3.750

05/15/30

1,138,304‌

8,600,000

Energy

Transfer

LP

5.750

02/15/33

8,736,273‌

4,100,000

Energy

Transfer

LP

6.550

12/01/33

4,401,319‌

2,450,000

Energy

Transfer

LP

5.550

05/15/34

2,457,463‌

450,000

Energy

Transfer

LP

5.400

10/01/47

415,290‌

4,100,000

Energy

Transfer

LP

6.250

04/15/49

4,207,971‌

4,625,000

Energy

Transfer

LP

5.000

05/15/50

4,057,832‌

5,450,000

Energy

Transfer

LP

5.950

05/15/54

5,438,806‌

1,670,000

Energy

Transfer

Operating

LP

5.500

06/01/27

1,680,337‌

500,000

(c)

EnLink

Midstream

LLC

5.625

01/15/28

495,238‌

1,250,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

1,221,343‌

3,707,000

Enterprise

Products

Operating

LLC

3.125

07/31/29

3,419,338‌

900,000

Enterprise

Products

Operating

LLC

2.800

01/31/30

806,672‌

1,425,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

1,219,475‌

2,300,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

1,944,337‌

211

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

4,575,000

Enterprise

Products

Operating

LLC

3.200

%

02/15/52

$

3,204,875‌

6,575,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

4,665,929‌

276,000

(c)

EQM

Midstream

Partners

LP

6.000

07/01/25

276,351‌

1,200,000

(c)

EQM

Midstream

Partners

LP

6.500

07/01/27

1,210,613‌

1,900,000

(c)

EQM

Midstream

Partners

LP

4.500

01/15/29

1,781,520‌

695,000

(c)

EQM

Midstream

Partners

LP

6.375

04/01/29

700,104‌

850,000

(c)

EQT

Corp

3.125

05/15/26

805,567‌

2,548,320

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

2,190,690‌

2,750,000

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.625

03/31/36

2,235,930‌

3,000,000

Genesis

Energy

LP

8.000

01/15/27

3,034,884‌

490,000

Genesis

Energy

LP

8.250

01/15/29

503,032‌

1,450,000

(c)

Hilcorp

Energy

I

LP

5.750

02/01/29

1,412,354‌

1,450,000

(c)

Hilcorp

Energy

I

LP

6.000

02/01/31

1,409,867‌

2,000,000

(c)

Hilcorp

Energy

I

LP

8.375

11/01/33

2,168,390‌

1,200,000

(c)

KazMunayGas

National

Co

JSC

5.375

04/24/30

1,176,053‌

3,500,000

(c)

KazMunayGas

National

Co

JSC

3.500

04/14/33

2,907,625‌

2,000,000

(c)

Kinetik

Holdings

LP

6.625

12/15/28

2,035,508‌

1,070,000

(c)

Kodiak

Gas

Services

LLC

7.250

02/15/29

1,089,889‌

1,325,000

(c)

Kosmos

Energy

Ltd

7.750

05/01/27

1,308,155‌

1,525,000

(c)

Leviathan

Bond

Ltd

6.125

06/30/25

1,497,184‌

11,924,000

Marathon

Oil

Corp

5.300

04/01/29

11,902,339‌

5,000,000

Marathon

Petroleum

Corp

4.700

05/01/25

4,957,539‌

13,040,000

Marathon

Petroleum

Corp

3.800

04/01/28

12,511,275‌

1,000,000

Marathon

Petroleum

Corp

4.750

09/15/44

889,773‌

2,750,000

Marathon

Petroleum

Corp

5.000

09/15/54

2,447,553‌

1,500,000

(c)

Medco

Maple

Tree

Pte

Ltd

8.960

04/27/29

1,558,467‌

5,000,000

(c)

MEG

Energy

Corp

5.875

02/01/29

4,913,092‌

710,000

(c)

Midwest

Connector

Capital

Co

LLC

4.625

04/01/29

685,423‌

4,475,000

MPLX

LP

1.750

03/01/26

4,183,202‌

16,235,000

MPLX

LP

2.650

08/15/30

13,963,745‌

2,935,000

MPLX

LP

4.700

04/15/48

2,503,758‌

642,000

(d)

Murphy

Oil

Corp

5.875

12/01/27

636,839‌

1,140,000

NAK

Naftogaz

Ukraine

via

Kondor

Finance

plc

7.650

07/31/24

923,400‌

7,735,000

(c)

Northern

Natural

Gas

Co

3.400

10/16/51

5,396,354‌

325,000

Occidental

Petroleum

Corp

5.500

12/01/25

324,775‌

475,000

Occidental

Petroleum

Corp

5.550

03/15/26

476,753‌

5,000,000

Occidental

Petroleum

Corp

3.500

08/15/29

4,533,770‌

2,000,000

Occidental

Petroleum

Corp

6.600

03/15/46

2,155,456‌

1,450,000

(c)

Oleoducto

Central

S.A.

4.000

07/14/27

1,353,724‌

7,750,000

ONEOK,

Inc

4.500

03/15/50

6,319,506‌

2,000,000

(c)

Parkland

Corp

4.500

10/01/29

1,849,837‌

1,260,000

(c)

Parkland

Corp

4.625

05/01/30

1,161,592‌

1,210,000

(c)

Permian

Resources

Operating

LLC

7.000

01/15/32

1,255,271‌

6,200,000

(c)

Pertamina

Persero

PT

1.400

02/09/26

5,747,209‌

850,000

(c)

Pertamina

Persero

PT

3.650

07/30/29

788,668‌

1,667,000

Petrobras

Global

Finance

BV

5.999

01/27/28

1,679,579‌

1,200,000

(d)

Petrobras

Global

Finance

BV

6.900

03/19/49

1,164,137‌

767,000

(c)

Petroleos

del

Peru

S.A.

4.750

06/19/32

603,887‌

2,700,000

Petroleos

Mexicanos

5.950

01/28/31

2,165,412‌

6,244,000

Petroleos

Mexicanos

6.700

02/16/32

5,192,776‌

3,000,000

Petroleos

Mexicanos

7.690

01/23/50

2,157,920‌

2,950,000

(c)

Petronas

Energy

Canada

Ltd

2.112

03/23/28

2,650,345‌

15,790,000

Phillips

66

2.150

12/15/30

13,246,250‌

2,400,000

Phillips

66

3.300

03/15/52

1,678,715‌

860,000

Phillips

66

Co

3.150

12/15/29

780,576‌

775,000

Phillips

66

Co

4.680

02/15/45

687,959‌

2,050,000

(c)

Promigas

S.A.

ESP

3.750

10/16/29

1,806,992‌

3,000,000

(c)

Qatar

Petroleum

2.250

07/12/31

2,511,030‌

1,150,000

(c)

S.A.

Global

Sukuk

Ltd

0.946

06/17/24

1,136,844‌

8,670,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

8,738,422‌

6,365,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

6,121,293‌

Core

Bond

Fund

March

31,

2024

212

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,067,000

(c)

Saka

Energi

Indonesia

PT

4.450

%

05/05/24

$

1,065,788‌

3,175,000

(c)

Saudi

Arabian

Oil

Co

2.250

11/24/30

2,673,147‌

1,975,000

Sunoco

Logistics

Partners

Operations

LP

4.000

10/01/27

1,898,153‌

1,150,000

Sunoco

LP

4.500

05/15/29

1,068,946‌

300,000

Targa

Resources

Partners

LP

6.500

07/15/27

303,316‌

1,700,000

(c)

Tengizchevroil

Finance

Co

International

Ltd

2.625

08/15/25

1,612,236‌

4,000,000

(c)

Thaioil

Treasury

Center

Co

Ltd

2.500

06/18/30

3,366,125‌

1,450,000

TotalEnergies

Capital

International

S.A.

2.986

06/29/41

1,096,568‌

5,550,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

3,952,472‌

7,835,000

TransCanada

Trust

5.500

09/15/79

7,203,955‌

999,000

(c)

Transocean,

Inc

8.750

02/15/30

1,041,633‌

834,000

(c)

Tullow

Oil

plc

10.250

05/15/26

793,070‌

2,260,000

USA

Compression

Partners

LP

6.875

04/01/26

2,257,401‌

500,000

USA

Compression

Partners

LP

6.875

09/01/27

501,190‌

2,125,000

(c)

USA

Compression

Partners

LP

7.125

03/15/29

2,151,469‌

2,000,000

(c)

Venture

Global

Calcasieu

Pass

LLC

4.125

08/15/31

1,778,399‌

2,205,000

(c)

Venture

Global

LNG,

Inc

8.125

06/01/28

2,249,510‌

3,000,000

(c)

Venture

Global

LNG,

Inc

9.875

02/01/32

3,233,232‌

7,050,000

Williams

Cos,

Inc

2.600

03/15/31

6,006,754‌

5,550,000

Williams

Cos,

Inc

5.650

03/15/33

5,694,180‌

TOTAL

ENERGY

343,155,765‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.8%

6,850,000

Agree

LP

2.000

06/15/28

6,022,735‌

5,450,000

Alexandria

Real

Estate

Equities,

Inc

3.450

04/30/25

5,335,783‌

450,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/27

434,413‌

675,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/28

646,468‌

2,775,000

(d)

Alexandria

Real

Estate

Equities,

Inc

4.900

12/15/30

2,735,549‌

1,900,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

1,443,416‌

2,700,000

American

Tower

Corp

2.950

01/15/25

2,642,439‌

600,000

American

Tower

Corp

3.375

10/15/26

573,084‌

1,200,000

American

Tower

Corp

3.600

01/15/28

1,133,712‌

5,370,000

American

Tower

Corp

1.500

01/31/28

4,687,662‌

5,800,000

American

Tower

Corp

3.800

08/15/29

5,412,916‌

6,950,000

American

Tower

Corp

2.900

01/15/30

6,110,701‌

1,375,000

American

Tower

Corp

2.100

06/15/30

1,142,228‌

890,000

American

Tower

Corp

1.875

10/15/30

721,614‌

1,125,000

Brandywine

Operating

Partnership

LP

4.100

10/01/24

1,112,116‌

2,225,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

2,186,776‌

8,206,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

7,286,698‌

2,900,000

CubeSmart

LP

2.250

12/15/28

2,543,476‌

1,474,000

CubeSmart

LP

2.000

02/15/31

1,185,693‌

1,525,000

Digital

Realty

Trust

LP

3.600

07/01/29

1,405,150‌

7,735,000

Essential

Properties

LP

2.950

07/15/31

6,273,419‌

5,000,000

Essex

Portfolio

LP

3.875

05/01/24

4,990,772‌

3,200,000

Essex

Portfolio

LP

3.000

01/15/30

2,837,827‌

2,275,000

Extra

Space

Storage

LP

2.400

10/15/31

1,871,703‌

1,225,000

Federal

Realty

OP

LP

1.250

02/15/26

1,133,067‌

800,000

(c)

HAT

Holdings

I

LLC

8.000

06/15/27

834,160‌

1,675,000

Healthcare

Realty

Holdings

LP

3.875

05/01/25

1,637,512‌

4,125,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

3,936,618‌

3,000,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

2,770,215‌

6,765,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

5,890,257‌

1,660,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

1,358,862‌

925,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

713,282‌

7,500,000

Highwoods

Realty

LP

3.875

03/01/27

7,059,552‌

1,025,000

Highwoods

Realty

LP

4.125

03/15/28

958,419‌

1,350,000

Highwoods

Realty

LP

4.200

04/15/29

1,228,823‌

8,010,000

Highwoods

Realty

LP

3.050

02/15/30

6,754,199‌

2,085,000

Highwoods

Realty

LP

2.600

02/01/31

1,647,608‌

155,000

(c)

Iron

Mountain,

Inc

7.000

02/15/29

157,954‌

1,025,000

Kimco

Realty

OP

LLC

3.850

06/01/25

1,005,580‌

213

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

700,000

Kimco

Realty

OP

LLC

3.250

%

08/15/26

$

663,228‌

975,000

Kite

Realty

Group

LP

5.500

03/01/34

968,845‌

4,425,000

Kite

Realty

Group

Trust

4.750

09/15/30

4,233,773‌

1,200,000

Mid-America

Apartments

LP

3.750

06/15/24

1,194,489‌

1,050,000

Mid-America

Apartments

LP

4.000

11/15/25

1,028,924‌

7,350,000

Mid-America

Apartments

LP

2.750

03/15/30

6,500,030‌

6,200,000

Mid-America

Apartments

LP

1.700

02/15/31

4,991,894‌

1,700,000

Mid-America

Apartments

LP

2.875

09/15/51

1,088,274‌

3,375,000

MPT

Operating

Partnership

LP

3.500

03/15/31

2,317,342‌

625,000

National

Retail

Properties,

Inc

4.000

11/15/25

611,080‌

1,850,000

National

Retail

Properties,

Inc

3.600

12/15/26

1,767,028‌

1,425,000

NNN

REIT,

Inc

5.600

10/15/33

1,442,789‌

1,075,000

ProLogis

LP

2.875

11/15/29

970,940‌

1,100,000

Regency

Centers

LP

3.900

11/01/25

1,066,148‌

950,000

Regency

Centers

LP

3.600

02/01/27

914,271‌

5,885,000

Regency

Centers

LP

2.950

09/15/29

5,265,619‌

17,050,000

(c)

SBA

Tower

Trust

2.836

01/15/25

16,641,238‌

8,398,000

(c)

SBA

Tower

Trust

1.884

01/15/26

7,839,368‌

7,500,000

(c)

SBA

Tower

Trust

1.631

11/15/26

6,786,243‌

646,000

SITE

Centers

Corp

3.625

02/01/25

635,981‌

2,000,000

SITE

Centers

Corp

4.250

02/01/26

1,969,383‌

2,833,000

SITE

Centers

Corp

4.700

06/01/27

2,793,702‌

2,500,000

(c)

Trust

Fibra

Uno

7.375

02/13/34

2,494,581‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

182,007,628‌

FINANCIAL

SERVICES

-

2.6%

4,900,000

AerCap

Ireland

Capital

DAC

3.500

01/15/25

4,816,561‌

9,050,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

8,450,065‌

5,000,000

AerCap

Ireland

Capital

DAC

3.875

01/23/28

4,740,321‌

12,975,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

11,740,048‌

1,250,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

990,064‌

2,000,000

American

Express

Co

2.550

03/04/27

1,867,924‌

5,705,000

(d)

Bank

of

New

York

Mellon

Corp

4.700

N/A(e)

5,597,936‌

3,100,000

(c)

BOC

Aviation

USA

Corp

1.625

04/29/24

3,090,154‌

2,490,000

Capital

One

Financial

Corp

3.750

03/09/27

2,389,852‌

5,490,000

(d)

Capital

One

Financial

Corp

3.950

N/A(e)

4,876,633‌

10,800,000

Charles

Schwab

Corp

5.375

N/A(e)

10,725,254‌

600,000

(c)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

570,080‌

2,500,000

(c)

Corebridge

Financial,

Inc

6.050

09/15/33

2,575,296‌

3,475,000

Corebridge

Financial,

Inc

5.750

01/15/34

3,545,149‌

6,400,000

Deutsche

Bank

AG.

6.000

N/A(e)

5,908,660‌

4,200,000

Discover

Bank

2.450

09/12/24

4,137,754‌

5,400,000

Discover

Bank

3.450

07/27/26

5,142,693‌

2,275,000

Discover

Bank

2.700

02/06/30

1,955,274‌

2,375,000

(c)

ENN

Clean

Energy

International

Investment

Ltd

3.375

05/12/26

2,245,955‌

925,000

(c)

Equitable

Financial

Life

Global

Funding

1.400

07/07/25

877,029‌

870,000

(c)

Equitable

Financial

Life

Global

Funding

1.800

03/08/28

766,053‌

1,705,000

(c)

FirstCash,

Inc

6.875

03/01/32

1,704,205‌

5,330,000

Fiserv,

Inc

3.500

07/01/29

4,963,121‌

5,275,000

Fiserv,

Inc

5.450

03/15/34

5,342,608‌

5,277,000

Goldman

Sachs

Group,

Inc

3.500

04/01/25

5,177,097‌

5,800,000

Goldman

Sachs

Group,

Inc

5.798

08/10/26

5,818,798‌

5,600,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

5,474,754‌

7,410,000

Goldman

Sachs

Group,

Inc

1.992

01/27/32

5,996,148‌

7,300,000

Goldman

Sachs

Group,

Inc

2.615

04/22/32

6,126,538‌

360,000

Goldman

Sachs

Group,

Inc

6.750

10/01/37

393,313‌

1,900,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

1,700,846‌

4,875,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

3,665,732‌

725,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

561,591‌

5,900,000

(d)

Goldman

Sachs

Group,

Inc

7.500

N/A(e)

6,264,862‌

925,000

Icahn

Enterprises

LP

5.250

05/15/27

835,960‌

3,800,000

Icahn

Enterprises

LP

4.375

02/01/29

3,239,852‌

Core

Bond

Fund

March

31,

2024

214

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,100,000

(c)

Indian

Railway

Finance

Corp

Ltd

3.249

%

02/13/30

$

977,294‌

7,400,000

(c)

Indian

Railway

Finance

Corp

Ltd

2.800

02/10/31

6,269,061‌

475,000

Legg

Mason,

Inc

3.950

07/15/24

472,467‌

3,425,000

(c)

LPL

Holdings,

Inc

4.000

03/15/29

3,148,943‌

2,116,000

(c)

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4.875

01/15/28

1,898,271‌

2,500,000

(c)

Minejesa

Capital

BV

5.625

08/10/37

2,267,310‌

1,040,000

Morgan

Stanley

4.000

07/23/25

1,022,798‌

4,444,000

Morgan

Stanley

2.188

04/28/26

4,287,356‌

11,950,000

Morgan

Stanley

3.125

07/27/26

11,430,040‌

685,000

Morgan

Stanley

3.950

04/23/27

661,369‌

3,000,000

Morgan

Stanley

5.449

07/20/29

3,026,308‌

5,250,000

Morgan

Stanley

6.407

11/01/29

5,504,955‌

15,750,000

Morgan

Stanley

5.250

04/21/34

15,626,897‌

3,625,000

Morgan

Stanley

5.424

07/21/34

3,636,236‌

5,000,000

Navient

Corp

5.000

03/15/27

4,790,211‌

1,000,000

(c)

NFP

Corp

7.500

10/01/30

1,053,506‌

2,000,000

Northern

Trust

Corp

4.600

N/A(e)

1,919,517‌

1,345,000

OneMain

Finance

Corp

3.500

01/15/27

1,248,564‌

5,000,000

OneMain

Finance

Corp

4.000

09/15/30

4,279,231‌

350,000

(c)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

359,641‌

2,975,000

(c)

Power

Finance

Corp

Ltd

3.950

04/23/30

2,712,874‌

2,000,000

(c)

Rocket

Mortgage

LLC

4.000

10/15/33

1,694,182‌

1,375,000

S&P

Global,

Inc

4.250

05/01/29

1,339,504‌

550,000

Springleaf

Finance

Corp

5.375

11/15/29

517,117‌

550,000

State

Street

Corp

3.300

12/16/24

542,012‌

6,950,000

State

Street

Corp

6.700

N/A(e)

7,052,318‌

1,650,000

UBS

Group

AG.

3.750

03/26/25

1,618,872‌

8,325,000

(c)

UBS

Group

AG.

2.193

06/05/26

7,981,509‌

4,950,000

(c)

UBS

Group

AG.

1.305

02/02/27

4,569,475‌

4,600,000

(c)

UBS

Group

AG.

6.442

08/11/28

4,735,840‌

3,500,000

(c)

UBS

Group

AG.

3.179

02/11/43

2,560,478‌

580,000

Visa,

Inc

3.150

12/14/25

564,023‌

3,400,000

Visa,

Inc

2.700

04/15/40

2,547,891‌

650,000

Voya

Financial,

Inc

5.700

07/15/43

636,432‌

TOTAL

FINANCIAL

SERVICES

257,226,682‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.4%

3,100,000

(c)

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3.375

06/29/28

2,700,797‌

4,901,000

Anheuser-Busch

Cos

LLC

3.650

02/01/26

4,789,197‌

6,875,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

6,646,884‌

8,910,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

8,467,264‌

10,260,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

01/23/29

10,257,005‌

8,750,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000

06/15/34

8,802,062‌

6,250,000

BAT

Capital

Corp

2.259

03/25/28

5,563,668‌

6,075,000

BAT

Capital

Corp

4.906

04/02/30

5,942,991‌

12,520,000

BAT

Capital

Corp

2.726

03/25/31

10,526,881‌

7,200,000

BAT

International

Finance

plc

4.448

03/16/28

6,991,547‌

2,160,000

(c)

Becle

SAB

de

C.V.

2.500

10/14/31

1,719,382‌

3,300,000

(c)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

3,414,573‌

1,775,000

(c)

BRF

S.A.

4.875

01/24/30

1,597,442‌

3,250,000

(c)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

2,759,867‌

3,000,000

(c)

Coca-Cola

Icecek

AS.

4.500

01/20/29

2,797,980‌

750,000

Constellation

Brands,

Inc

4.400

11/15/25

738,599‌

2,775,000

Constellation

Brands,

Inc

3.700

12/06/26

2,677,021‌

1,150,000

Constellation

Brands,

Inc

3.150

08/01/29

1,047,436‌

4,540,000

Constellation

Brands,

Inc

2.875

05/01/30

4,016,058‌

13,700,000

Constellation

Brands,

Inc

2.250

08/01/31

11,315,996‌

2,750,000

Diageo

Capital

plc

2.125

10/24/24

2,697,939‌

2,320,000

Diageo

Capital

plc

1.375

09/29/25

2,195,305‌

1,875,000

(c)

Embotelladora

Andina

S.A.

3.950

01/21/50

1,409,328‌

2,000,000

(c)

Grupo

Bimbo

SAB

de

C.V.

4.700

11/10/47

1,737,677‌

215

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

2,200,000

Kraft

Heinz

Foods

Co

4.375

%

06/01/46

$

1,857,998‌

1,500,000

(c)

NBM

US

Holdings,

Inc

6.625

08/06/29

1,490,455‌

9,000,000

Philip

Morris

International,

Inc

5.250

02/13/34

8,920,212‌

680,000

(c)

Post

Holdings,

Inc

6.250

02/15/32

684,956‌

5,500,000

(c)

Primo

Water

Holdings,

Inc

4.375

04/30/29

5,057,666‌

3,250,000

(c)

Sigma

Alimentos

S.A.

de

C.V.

4.125

05/02/26

3,145,164‌

4,225,000

(c)

Ulker

Biskuvi

Sanayi

AS.

6.950

10/30/25

4,188,935‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

136,158,285‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.1%

1,200,000

Abbott

Laboratories

5.300

05/27/40

1,239,008‌

980,000

Advocate

Health

&

Hospitals

Corp

3.008

06/15/50

682,878‌

285,000

Aetna,

Inc

6.625

06/15/36

312,377‌

2,100,000

Boston

Scientific

Corp

2.650

06/01/30

1,849,570‌

1,640,000

Centene

Corp

2.450

07/15/28

1,454,210‌

8,310,000

Centene

Corp

3.000

10/15/30

7,124,967‌

6,250,000

(c)

CHS

5.250

05/15/30

5,096,326‌

2,550,000

Cigna

Group

3.200

03/15/40

1,930,302‌

495,000

CVS

Health

Corp

3.875

07/20/25

485,688‌

9,180,000

CVS

Health

Corp

1.875

02/28/31

7,479,705‌

2,250,000

CVS

Health

Corp

4.780

03/25/38

2,077,825‌

3,635,000

CVS

Health

Corp

2.700

08/21/40

2,523,550‌

16,225,000

CVS

Health

Corp

5.050

03/25/48

14,735,185‌

1,000,000

(c)

DaVita,

Inc

4.625

06/01/30

895,284‌

9,160,000

Elevance

Health,

Inc

2.250

05/15/30

7,833,776‌

2,625,000

Elevance

Health,

Inc

5.125

02/15/53

2,515,644‌

2,815,000

HCA,

Inc

5.625

09/01/28

2,849,979‌

5,000,000

HCA,

Inc

3.500

09/01/30

4,521,786‌

3,475,000

HCA,

Inc

3.625

03/15/32

3,076,198‌

4,600,000

HCA,

Inc

4.625

03/15/52

3,844,517‌

3,500,000

(c)

Hologic,

Inc

3.250

02/15/29

3,136,672‌

10,100,000

Humana,

Inc

2.150

02/03/32

8,075,351‌

800,000

Humana,

Inc

5.875

03/01/33

825,553‌

2,325,000

McKesson

Corp

5.100

07/15/33

2,346,623‌

4,175,000

Medtronic

Global

Holdings

S.C.A

4.250

03/30/28

4,101,567‌

225,000

Tenet

Healthcare

Corp

4.625

06/15/28

214,243‌

5,400,000

(d)

Tenet

Healthcare

Corp

6.125

10/01/28

5,380,646‌

2,500,000

Tenet

Healthcare

Corp

4.250

06/01/29

2,323,799‌

3,200,000

Tenet

Healthcare

Corp

4.375

01/15/30

2,957,669‌

1,525,000

UnitedHealth

Group,

Inc

2.950

10/15/27

1,435,100‌

3,700,000

UnitedHealth

Group,

Inc

2.000

05/15/30

3,144,578‌

6,185,000

UnitedHealth

Group,

Inc

2.300

05/15/31

5,239,618‌

1,375,000

UnitedHealth

Group,

Inc

3.750

10/15/47

1,086,947‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

112,797,141‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

3,150,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

2,618,765‌

1,170,000

(c)

Coty,

Inc

6.625

07/15/30

1,188,125‌

3,300,000

Haleon

US

Capital

LLC

3.375

03/24/27

3,158,020‌

6,825,000

Haleon

US

Capital

LLC

3.625

03/24/32

6,150,751‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

13,115,661‌

INSURANCE

-

1.3%

2,550,000

(c)

Acrisure

LLC

4.250

02/15/29

2,302,165‌

131,000

Aflac,

Inc

6.450

08/15/40

143,499‌

825,000

(c)

Alliant

Holdings

Intermediate

LLC

4.250

10/15/27

776,704‌

4,360,000

(c)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

4,390,773‌

6,400,000

(c)

Allianz

SE

6.350

09/06/53

6,717,958‌

11,160,000

Aon

Corp

2.800

05/15/30

9,830,459‌

1,450,000

Aon

Corp

5.350

02/28/33

1,457,850‌

2,790,000

Aon

Global

Ltd

3.500

06/14/24

2,777,042‌

1,045,000

(c)

Ardonagh

Finco

Ltd

7.750

02/15/31

1,040,283‌

4,500,000

AXIS

Specialty

Finance

LLC

4.900

01/15/40

4,013,815‌

Core

Bond

Fund

March

31,

2024

216

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

825,000

Berkshire

Hathaway

Finance

Corp

2.875

%

03/15/32

$

729,319‌

9,950,000

Berkshire

Hathaway

Finance

Corp

2.850

10/15/50

6,714,765‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

1,212,548‌

8,225,000

(c)

Five

Corners

Funding

Trust

II

2.850

05/15/30

7,209,047‌

2,500,000

(c)

Hanwha

Life

Insurance

Co

Ltd

3.379

02/04/32

2,316,979‌

15,431,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

13,846,064‌

350,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

300,448‌

1,400,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

914,735‌

545,000

(c)

Howden

UK

Refinance

plc

7.250

02/15/31

547,058‌

2,755,000

(c)

HUB

International

Ltd

7.250

06/15/30

2,831,305‌

1,450,000

(c)

Liberty

Mutual

Group,

Inc

3.951

10/15/50

1,090,318‌

2,850,000

MetLife,

Inc

3.600

04/10/24

2,848,726‌

600,000

MetLife,

Inc

3.000

03/01/25

587,249‌

525,000

MetLife,

Inc

3.600

11/13/25

512,210‌

1,025,000

MetLife,

Inc

5.000

07/15/52

964,952‌

5,870,000

MetLife,

Inc

3.850

N/A(e)

5,642,265‌

3,250,000

(c)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

3,304,308‌

10,175,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

9,273,404‌

3,500,000

Principal

Financial

Group,

Inc

2.125

06/15/30

2,932,214‌

3,700,000

(c)

Protective

Life

Global

Funding

0.781

07/05/24

3,654,162‌

2,000,000

Prudential

Financial,

Inc

3.905

12/07/47

1,596,336‌

5,500,000

Prudential

Financial,

Inc

5.125

03/01/52

5,155,390‌

5,250,000

Prudential

Financial,

Inc

6.500

03/15/54

5,322,581‌

2,220,000

Reinsurance

Group

of

America,

Inc

3.900

05/15/29

2,094,998‌

11,300,000

(c)

Swiss

Re

Finance

Luxembourg

S.A.

5.000

04/02/49

10,961,000‌

3,900,000

(a),(c)

Vitality

Re

XIV

Ltd

U.S.

Treasury

Bill

3

M

+

3.500%

8.840

01/05/27

3,965,520‌

1,900,000

(a),(c)

Vitality

Re

XV

Ltd

U.S.

Treasury

Bill

3

M

+

2.500%

7.868

01/07/28

1,897,340‌

365,000

Willis

North

America,

Inc

3.600

05/15/24

363,914‌

TOTAL

INSURANCE

132,239,703‌

MATERIALS

-

1.3%

4,375,000

Albemarle

Corp

4.650

06/01/27

4,293,410‌

875,000

(c)

Alpek

SAB

de

C.V.

4.250

09/18/29

813,697‌

2,000,000

(c)

Alpek

SAB

de

C.V.

3.250

02/25/31

1,712,607‌

370,000

Amcor

Flexibles

North

America,

Inc

3.100

09/15/26

346,680‌

2,725,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

2,346,535‌

7,535,000

(d)

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

6,402,039‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

2,070,491‌

5,000,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

4,369,288‌

1,778,000

(c)

Antofagasta

plc

2.375

10/14/30

1,484,198‌

1,600,000

(c)

Antofagasta

plc

5.625

05/13/32

1,604,669‌

3,225,000

(c)

Ardagh

Metal

Packaging

Finance

USA

LLC

3.250

09/01/28

2,785,824‌

1,445,000

(c)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

1,517,084‌

375,000

(c)

Avient

Corp

5.750

05/15/25

373,327‌

3,570,000

Ball

Corp

6.875

03/15/28

3,664,580‌

1,850,000

Ball

Corp

2.875

08/15/30

1,578,512‌

10,105,000

Berry

Global,

Inc

1.570

01/15/26

9,446,028‌

6,100,000

Berry

Global,

Inc

1.650

01/15/27

5,537,588‌

1,500,000

(c)

Celulosa

Arauco

y

Constitucion

S.A.

4.250

04/30/29

1,395,388‌

1,325,000

(c)

Celulosa

Arauco

y

Constitucion

S.A.

4.200

01/29/30

1,212,472‌

1,325,000

(c)

Cemex

SAB

de

C.V.

5.450

11/19/29

1,305,005‌

500,000

(c),(d)

Cemex

SAB

de

C.V.

3.875

07/11/31

443,005‌

1,500,000

Commercial

Metals

Co

4.125

01/15/30

1,381,113‌

2,725,000

(c)

Constellium

SE

3.750

04/15/29

2,451,676‌

3,000,000

(c)

Corp

Nacional

del

Cobre

de

Chile

3.000

09/30/29

2,663,475‌

2,000,000

(c),(d)

Corp

Nacional

del

Cobre

de

Chile

3.150

01/14/30

1,769,809‌

325,000

(c)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

334,565‌

265,000

DowDuPont,

Inc

4.493

11/15/25

261,470‌

1,140,000

DuPont

de

Nemours,

Inc

4.725

11/15/28

1,138,400‌

800,000

(c)

Freeport

Indonesia

PT

4.763

04/14/27

779,106‌

1,860,000

(c)

Freeport

Indonesia

PT

5.315

04/14/32

1,819,690‌

1,500,000

(c)

Fresnillo

plc

4.250

10/02/50

1,130,168‌

217

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

4,900,000

(c)

Gates

Global

LLC

6.250

%

01/15/26

$

4,888,128‌

3,000,000

(c)

Inversiones

CMPC

S.A.

4.375

04/04/27

2,885,893‌

4,900,000

(c)

Inversiones

CMPC

S.A.

3.000

04/06/31

4,187,484‌

1,785,000

(c)

Mauser

Packaging

Solutions

Holding

Co

7.875

08/15/26

1,818,471‌

2,600,000

(c)

MEGlobal

BV

2.625

04/28/28

2,314,000‌

2,000,000

(c)

Mineral

Resources

Ltd

8.000

11/01/27

2,040,824‌

1,325,000

(c)

Mineral

Resources

Ltd

9.250

10/01/28

1,395,489‌

2,900,000

(c)

Nova

Chemicals

Corp

4.875

06/01/24

2,887,408‌

6,350,000

Nutrien

Ltd

2.950

05/13/30

5,660,548‌

1,920,000

(c)

OCI

NV

4.625

10/15/25

1,875,443‌

1,600,000

(c)

OCP

S.A.

3.750

06/23/31

1,361,600‌

2,000,000

Olin

Corp

5.125

09/15/27

1,953,747‌

2,000,000

(c)

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

1,836,811‌

480,000

Packaging

Corp

of

America

3.650

09/15/24

475,226‌

1,750,000

Sasol

Financing

USA

LLC

4.375

09/18/26

1,650,418‌

500,000

(c)

Sasol

Financing

USA

LLC

8.750

05/03/29

509,346‌

670,000

(c)

Sealed

Air

Corp

6.125

02/01/28

671,390‌

600,000

(c)

Sealed

Air

Corp

7.250

02/15/31

623,812‌

2,000,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

4.250

05/07/29

1,907,117‌

1,800,000

(c)

St.

Marys

Cement,

Inc

Canada

5.750

04/02/34

1,782,000‌

2,950,000

(c)

SunCoke

Energy,

Inc

4.875

06/30/29

2,670,939‌

2,400,000

Suzano

Austria

GmbH

3.750

01/15/31

2,121,567‌

5,000,000

Suzano

Austria

GmbH

3.125

01/15/32

4,153,672‌

4,070,000

(c)

Tronox,

Inc

4.625

03/15/29

3,650,530‌

3,675,000

(c)

UltraTech

Cement

Ltd

2.800

02/16/31

3,107,508‌

TOTAL

MATERIALS

126,861,270‌

MEDIA

&

ENTERTAINMENT

-

1.2%

2,000,000

(c)

Altice

Financing

S.A.

5.750

08/15/29

1,602,483‌

2,030,000

(d)

Baidu,

Inc

1.625

02/23/27

1,842,853‌

4,900,000

(c)

CCO

Holdings

LLC

5.125

05/01/27

4,668,580‌

2,500,000

(c)

CCO

Holdings

LLC

4.500

08/15/30

2,095,118‌

5,000,000

(c)

CCO

Holdings

LLC

4.250

02/01/31

4,083,249‌

6,300,000

(d)

Charter

Communications

Operating

LLC

4.400

04/01/33

5,583,157‌

5,000,000

Charter

Communications

Operating

LLC

3.500

03/01/42

3,336,176‌

2,400,000

Charter

Communications

Operating

LLC

5.125

07/01/49

1,859,647‌

15,750,000

Charter

Communications

Operating

LLC

4.800

03/01/50

11,658,333‌

9,680,000

Charter

Communications

Operating

LLC

3.700

04/01/51

5,986,591‌

3,700,000

Comcast

Corp

4.150

10/15/28

3,611,220‌

4,525,000

Comcast

Corp

3.200

07/15/36

3,717,179‌

1,000,000

Comcast

Corp

3.900

03/01/38

871,398‌

21,258,000

Comcast

Corp

2.887

11/01/51

13,799,067‌

10,186,000

Comcast

Corp

2.937

11/01/56

6,413,168‌

4,100,000

(c)

CSC

Holdings

LLC

5.500

04/15/27

3,668,326‌

985,000

(c)

DIRECTV

Holdings

LLC

5.875

08/15/27

931,846‌

2,985,000

Grupo

Televisa

SAB

6.625

01/15/40

3,043,639‌

650,000

Lamar

Media

Corp

3.750

02/15/28

607,257‌

2,000,000

Lamar

Media

Corp

4.875

01/15/29

1,927,149‌

1,000,000

Lamar

Media

Corp

4.000

02/15/30

908,849‌

1,675,000

Lamar

Media

Corp

3.625

01/15/31

1,469,695‌

1,275,000

(c)

LCPR

Senior

Secured

Financing

DAC

5.125

07/15/29

1,067,779‌

825,000

(c)

News

Corp

3.875

05/15/29

754,423‌

2,725,000

(c)

Sirius

XM

Radio,

Inc

4.000

07/15/28

2,493,024‌

1,575,000

(c)

Sirius

XM

Radio,

Inc

4.125

07/01/30

1,376,815‌

3,000,000

(c)

Sunrise

FinCo

I

BV

4.875

07/15/31

2,677,433‌

250,000

Time

Warner

Cable

LLC

5.875

11/15/40

216,555‌

1,275,000

(c)

Univision

Communications,

Inc

4.500

05/01/29

1,139,409‌

2,000,000

(c)

VZ

Secured

Financing

BV

5.000

01/15/32

1,717,207‌

15,000,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

14,314,915‌

800,000

Warnermedia

Holdings,

Inc

4.054

03/15/29

748,901‌

11,175,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

9,604,836‌

2,175,000

Warnermedia

Holdings,

Inc

5.141

03/15/52

1,805,245‌

Core

Bond

Fund

March

31,

2024

218

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

2,325,000

(d)

Weibo

Corp

3.375

%

07/08/30

$

2,018,104‌

1,413,000

(c)

Ziff

Davis,

Inc

4.625

10/15/30

1,273,809‌

TOTAL

MEDIA

&

ENTERTAINMENT

124,893,435‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.1%

3,750,000

AbbVie,

Inc

3.200

11/21/29

3,455,614‌

7,900,000

AbbVie,

Inc

5.050

03/15/34

7,997,919‌

6,875,000

AbbVie,

Inc

4.050

11/21/39

6,121,496‌

3,925,000

AbbVie,

Inc

5.400

03/15/54

4,039,980‌

13,775,000

Amgen,

Inc

5.250

03/02/33

13,890,875‌

11,650,000

Amgen,

Inc

5.650

03/02/53

11,870,827‌

2,325,000

AstraZeneca

Finance

LLC

1.200

05/28/26

2,147,678‌

450,000

AstraZeneca

Finance

LLC

2.250

05/28/31

380,116‌

1,500,000

(c)

Avantor

Funding,

Inc

4.625

07/15/28

1,421,421‌

2,040,000

(c)

Avantor

Funding,

Inc

3.875

11/01/29

1,838,937‌

1,065,000

Danaher

Corp

2.800

12/10/51

701,388‌

3,775,000

Eli

Lilly

&

Co

5.000

02/09/54

3,753,742‌

17,900,000

Gilead

Sciences,

Inc

5.250

10/15/33

18,266,380‌

635,000

Gilead

Sciences,

Inc

4.000

09/01/36

569,639‌

4,400,000

Gilead

Sciences,

Inc

5.550

10/15/53

4,554,354‌

1,250,000

Johnson

&

Johnson

3.400

01/15/38

1,071,800‌

2,250,000

Merck

&

Co,

Inc

2.750

12/10/51

1,470,952‌

2,500,000

(c)

Organon

Finance   LLC

4.125

04/30/28

2,329,729‌

5,650,000

(c)

Organon

Finance   LLC

5.125

04/30/31

5,023,457‌

2,275,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750

05/19/33

2,239,928‌

18,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

18,269,051‌

3,500,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150

10/01/26

3,272,120‌

695,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4.750

05/09/27

672,812‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

115,360,215‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

1,400,000

Kennedy-Wilson,

Inc

4.750

03/01/29

1,152,516‌

1,475,000

Kennedy-Wilson,

Inc

5.000

03/01/31

1,147,776‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,300,292‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

15,542,000

(c)

Broadcom,

Inc

4.926

05/15/37

14,750,387‌

260,000

Intel

Corp

3.150

05/11/27

247,036‌

1,150,000

Intel

Corp

3.734

12/08/47

893,442‌

4,735,000

NVIDIA

Corp

2.000

06/15/31

4,000,929‌

1,650,000

(c)

NXP

BV

2.700

05/01/25

1,601,150‌

2,650,000

NXP

BV

3.875

06/18/26

2,572,420‌

1,975,000

NXP

BV

4.400

06/01/27

1,936,189‌

1,200,000

NXP

BV

3.400

05/01/30

1,089,164‌

2,575,000

NXP

BV

3.125

02/15/42

1,856,773‌

4,300,000

(c)

SK

Hynix,

Inc

1.500

01/19/26

4,004,426‌

1,100,000

Texas

Instruments,

Inc

2.625

05/15/24

1,096,047‌

1,100,000

Texas

Instruments,

Inc

4.150

05/15/48

947,017‌

4,000,000

Texas

Instruments,

Inc

5.000

03/14/53

3,924,495‌

3,000,000

(c)

TSMC

Global

Ltd

0.750

09/28/25

2,806,158‌

2,000,000

(c)

TSMC

Global

Ltd

1.000

09/28/27

1,747,705‌

3,000,000

(c)

TSMC

Global

Ltd

1.750

04/23/28

2,665,340‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

46,138,678‌

SOFTWARE

&

SERVICES

-

0.9%

11,405,000

Adobe,

Inc

2.300

02/01/30

10,036,904‌

3,000,000

(c)

Ahead

DB

Holdings

LLC

6.625

05/01/28

2,715,000‌

265,000

(c)

CA

Magnum

Holdings

5.375

10/31/26

253,159‌

900,000

(c)

Gartner,

Inc

3.750

10/01/30

805,625‌

2,270,000

(c)

Gen

Digital,

Inc

6.750

09/30/27

2,302,506‌

19,000,000

Microsoft

Corp

2.400

08/08/26

18,032,629‌

2,675,000

(c)

Microsoft

Corp

3.400

09/15/26

2,590,830‌

1,850,000

(c)

Microsoft

Corp

1.350

09/15/30

1,527,041‌

219

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,911,000

Microsoft

Corp

2.525

%

06/01/50

$

1,255,839‌

455,000

(c)

Open

Text

Corp

6.900

12/01/27

470,465‌

2,830,000

(c)

Open

Text

Corp

3.875

12/01/29

2,521,531‌

550,000

(c)

Open

Text

Holdings,

Inc

4.125

02/15/30

492,731‌

12,750,000

Oracle

Corp

4.900

02/06/33

12,482,864‌

11,975,000

Oracle

Corp

5.550

02/06/53

11,714,353‌

3,100,000

Roper

Technologies,

Inc

1.400

09/15/27

2,750,323‌

13,155,000

Roper

Technologies,

Inc

2.000

06/30/30

10,979,738‌

5,800,000

Salesforce,

Inc

2.700

07/15/41

4,197,084‌

1,145,000

(c)

UKG,

Inc

6.875

02/01/31

1,166,442‌

TOTAL

SOFTWARE

&

SERVICES

86,295,064‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.4%

3,450,000

Amphenol

Corp

2.800

02/15/30

3,087,021‌

8,575,000

Apple,

Inc

2.450

08/04/26

8,146,503‌

19,975,000

Apple,

Inc

2.050

09/11/26

18,749,967‌

1,100,000

Apple,

Inc

4.650

02/23/46

1,058,106‌

1,590,000

Apple,

Inc

2.650

02/08/51

1,046,882‌

5,625,000

(c)

Imola

Merger

Corp

4.750

05/15/29

5,274,285‌

6,000,000

(c)

Lenovo

Group

Ltd

3.421

11/02/30

5,266,659‌

975,000

(c)

Sensata

Technologies

BV

4.000

04/15/29

890,260‌

800,000

(c)

Xerox

Holdings

Corp

8.875

11/30/29

815,010‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

44,334,693‌

TELECOMMUNICATION

SERVICES

-

2.1%

12,477,000

AT&T,

Inc

2.550

12/01/33

9,993,766‌

2,300,000

AT&T,

Inc

4.500

05/15/35

2,148,293‌

9,850,000

AT&T,

Inc

3.500

06/01/41

7,688,887‌

38,800,000

AT&T,

Inc

3.550

09/15/55

27,129,951‌

12,174,000

AT&T,

Inc

3.800

12/01/57

8,814,243‌

2,000,000

(c)

Bharti

Airtel

Ltd

4.375

06/10/25

1,967,313‌

2,750,000

(c)

Bharti

Airtel

Ltd

3.250

06/03/31

2,416,557‌

2,500,000

(c)

C&W

Senior

Financing

Designated

Activity

Co

6.875

09/15/27

2,360,977‌

1,225,000

(c)

CT

Trust

5.125

02/03/32

1,086,058‌

3,850,000

(c)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

3,066,160‌

2,500,000

(c)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

2,420,341‌

1,925,000

(c)

Iliad

Holding

SASU

6.500

10/15/26

1,906,969‌

892,000

(c)

Iliad

Holding

SASU

7.000

10/15/28

882,823‌

1,500,000

(c)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

1,577,505‌

1,675,000

(c)

Millicom

International

Cellular

S.A.

4.500

04/27/31

1,436,139‌

2,750,000

(c)

Millicom

International

Cellular

S.A.

7.375

04/02/32

2,750,000‌

5,500,000

(c)

MTN

Mauritius

Investment

Ltd

6.500

10/13/26

5,527,500‌

500,000

Orange

S.A.

5.375

01/13/42

497,731‌

5,075,000

(c)

Sitios

Latinoamerica

SAB

de

C.V.

5.375

04/04/32

4,741,476‌

1,575,000

(c)

Telecomunicaciones

Digitales

S.A.

4.500

01/30/30

1,415,823‌

5,000,000

Telefonica

Emisiones

S.A.

5.213

03/08/47

4,600,770‌

2,990,000

Telefonica

Emisiones

S.A.

4.895

03/06/48

2,629,105‌

3,000,000

(c)

Telefonica

Moviles

Chile

S.A.

3.537

11/18/31

2,277,693‌

800,000

T-Mobile

USA,

Inc

2.250

02/15/26

757,006‌

23,850,000

T-Mobile

USA,

Inc

2.625

02/15/29

21,343,499‌

19,910,000

T-Mobile

USA,

Inc

3.875

04/15/30

18,651,339‌

10,800,000

T-Mobile

USA,

Inc

5.050

07/15/33

10,682,759‌

1,275,000

T-Mobile

USA,

Inc

3.000

02/15/41

939,098‌

4,545,000

T-Mobile

USA,

Inc

3.300

02/15/51

3,178,010‌

15,000,000

Verizon

Communications,

Inc

1.750

01/20/31

12,175,923‌

32,800,000

Verizon

Communications,

Inc

2.550

03/21/31

28,021,734‌

2,568,000

Verizon

Communications,

Inc

2.355

03/15/32

2,110,372‌

4,915,000

(c)

Vmed

O2

UK

Financing

I

plc

4.750

07/15/31

4,236,161‌

7,735,000

Vodafone

Group

plc

4.375

02/19/43

6,682,871‌

5,800,000

Vodafone

Group

plc

4.250

09/17/50

4,681,758‌

TOTAL

TELECOMMUNICATION

SERVICES

212,796,610‌

Core

Bond

Fund

March

31,

2024

220

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION

-

0.5%

$

1,000,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

4.000

%

07/30/27

$

916,638‌

800,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

4.200

08/04/27

738,560‌

2,300,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

02/02/31

1,830,723‌

1,450,000

(c)

Aeropuerto

Internacional

de

Tocumen

S.A.

4.000

08/11/41

1,062,973‌

2,750,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

1,887,640‌

6,375,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

5,423,110‌

2,950,000

Canadian

Pacific

Railway

Co

3.100

12/02/51

2,035,640‌

1,000,000

CSX

Corp

2.600

11/01/26

945,764‌

700,000

CSX

Corp

3.800

03/01/28

677,128‌

9,715,000

CSX

Corp

4.250

03/15/29

9,510,146‌

1,500,000

(c)

DP

World

Ltd

5.625

09/25/48

1,425,363‌

1,950,000

(c)

Empresa

de

los

Ferrocarriles

del

Estado

3.068

08/18/50

1,172,779‌

2,300,000

(c)

ENA

Master

Trust

4.000

05/19/48

1,611,150‌

4,800,000

(c)

Mexico

City

Airport

Trust

5.500

07/31/47

4,050,684‌

3,260,000

(c)

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

3,112,786‌

3,000,000

(c)

Rumo

Luxembourg

Sarl

5.250

01/10/28

2,900,608‌

3,000,000

Southwest

Airlines

Co

5.125

06/15/27

2,994,075‌

3,000,000

(c)

Transnet

SOC

Ltd

8.250

02/06/28

2,981,280‌

5,200,000

Union

Pacific

Corp

2.891

04/06/36

4,241,057‌

1,175,000

Union

Pacific

Corp

3.839

03/20/60

902,170‌

3,940,000

(c)

XPO,

Inc

6.250

06/01/28

3,972,572‌

TOTAL

TRANSPORTATION

54,392,846‌

UTILITIES

-

2.9%

1,550,375

(c)

Adani

Transmission

Ltd

4.250

05/21/36

1,314,186‌

1,000,000

AEP

Transmission

Co

LLC

3.100

12/01/26

951,218‌

1,000,000

AEP

Transmission

Co

LLC

4.000

12/01/46

824,417‌

1,740,000

AEP

Transmission

Co

LLC

3.750

12/01/47

1,344,497‌

3,080,000

AEP

Transmission

Co

LLC

2.750

08/15/51

1,936,990‌

2,925,000

AEP

Transmission

Co

LLC

5.400

03/15/53

2,911,645‌

725,000

Alabama

Power

Co

4.150

08/15/44

611,703‌

3,000,000

Alabama

Power

Co

3.450

10/01/49

2,217,495‌

10,350,000

Alabama

Power

Co

3.125

07/15/51

7,145,335‌

4,766,115

(c)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

3,642,586‌

3,250,000

Ameren

Corp

1.750

03/15/28

2,869,351‌

14,500,000

Ameren

Illinois

Co

4.950

06/01/33

14,350,965‌

1,925,000

Ameren

Illinois

Co

5.900

12/01/52

2,061,483‌

1,650,000

American

Water

Capital

Corp

3.000

12/01/26

1,558,878‌

3,075,000

American

Water

Capital

Corp

2.800

05/01/30

2,706,982‌

10,000,000

American

Water

Capital

Corp

2.300

06/01/31

8,331,679‌

1,400,000

American

Water

Capital

Corp

4.000

12/01/46

1,155,098‌

1,425,000

American

Water

Capital

Corp

3.750

09/01/47

1,124,414‌

675,000

American

Water

Capital

Corp

3.450

05/01/50

497,457‌

760,000

(d)

American

Water

Capital

Corp

3.250

06/01/51

543,839‌

2,990,000

Atmos

Energy

Corp

1.500

01/15/31

2,399,624‌

375,000

Atmos

Energy

Corp

4.125

10/15/44

323,771‌

5,325,000

Atmos

Energy

Corp

6.200

11/15/53

5,999,008‌

2,050,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

1,591,708‌

4,950,000

Berkshire

Hathaway

Energy

Co

3.250

04/15/28

4,669,938‌

7,137,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

5,714,283‌

850,000

Black

Hills

Corp

3.150

01/15/27

802,708‌

760,000

Black

Hills

Corp

3.875

10/15/49

556,105‌

1,200,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

1,044,258‌

1,125,000

CMS

Energy

Corp

3.600

11/15/25

1,092,464‌

2,125,000

(c)

Colbun

S.A.

3.150

01/19/32

1,793,024‌

3,000,000

(c)

Comision

Federal

de

Electricidad

3.348

02/09/31

2,503,992‌

395,000

Commonwealth

Edison

Co

5.900

03/15/36

420,121‌

9,470,000

Commonwealth

Edison

Co

3.000

03/01/50

6,331,116‌

2,750,000

Commonwealth

Edison

Co

2.750

09/01/51

1,703,740‌

817,000

Consumers

Energy

Co

2.650

08/15/52

516,325‌

8,000,000

Consumers

Energy

Co

4.200

09/01/52

6,742,660‌

6,300,000

Dominion

Energy,

Inc

3.300

04/15/41

4,721,611‌

221

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

12,000,000

Dominion

Energy,

Inc

4.350

%

N/A(e)

$

11,233,996‌

1,500,000

DTE

Electric

Co

3.650

03/01/52

1,135,331‌

3,875,000

DTE

Electric

Co

5.400

04/01/53

3,907,478‌

14,570,000

Duke

Energy

Corp

3.300

06/15/41

10,852,080‌

3,125,000

Duke

Energy

Corp

3.750

09/01/46

2,359,411‌

3,310,000

Duke

Energy

Progress

LLC

2.500

08/15/50

1,989,607‌

2,100,000

Eastern

Energy

Gas

Holdings

LLC

2.500

11/15/24

2,060,995‌

1,300,000

(c)

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4.900

11/20/26

1,226,368‌

2,390,000

(c)

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

2,070,357‌

2,000,000

(c)

EnfraGen

Energia

Sur

S.A.

5.375

12/30/30

1,658,590‌

1,000,000

Entergy

Arkansas

LLC

2.650

06/15/51

608,384‌

3,700,000

Entergy

Corp

0.900

09/15/25

3,468,164‌

7,350,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

5,678,636‌

900,000

(c)

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

892,584‌

3,000,000

Eversource

Energy

3.450

01/15/50

2,097,066‌

1,225,000

Exelon

Corp

4.050

04/15/30

1,155,274‌

3,025,000

(c)

Ferrellgas

LP

5.375

04/01/26

2,959,487‌

3,225,000

(c)

Ferrellgas

LP

5.875

04/01/29

3,071,201‌

10,450,000

Florida

Power

&

Light

Co

4.800

05/15/33

10,291,960‌

2,700,000

Florida

Power

&

Light

Co

3.990

03/01/49

2,221,053‌

1,150,000

Indiana

Michigan

Power

Co

3.750

07/01/47

866,494‌

2,865,000

Indiana

Michigan

Power

Co

3.250

05/01/51

1,939,707‌

6,000,000

(c)

Israel

Electric

Corp

Ltd

4.250

08/14/28

5,566,832‌

2,000,000

(c)

Kallpa

Generacion

SA

4.125

08/16/27

1,901,448‌

2,600,000

(c)

Korea

Southern

Power

Co

Ltd

0.750

01/27/26

2,397,285‌

7,275,000

MidAmerican

Energy

Co

3.650

04/15/29

6,919,162‌

2,175,000

MidAmerican

Energy

Co

3.650

08/01/48

1,666,599‌

1,650,000

Nevada

Power

Co

2.400

05/01/30

1,421,685‌

4,320,000

NextEra

Energy

Capital

Holdings,

Inc

2.250

06/01/30

3,678,349‌

15,720,000

NiSource,

Inc

1.700

02/15/31

12,555,935‌

2,845,000

(c)

NRG

Energy,

Inc

2.450

12/02/27

2,557,264‌

1,250,000

NRG

Energy,

Inc

5.750

01/15/28

1,243,088‌

2,000,000

NSTAR

Electric

Co

3.200

05/15/27

1,909,678‌

850,000

NSTAR

Electric

Co

3.950

04/01/30

801,244‌

2,175,000

Ohio

Power

Co

4.150

04/01/48

1,754,377‌

2,175,000

Ohio

Power

Co

4.000

06/01/49

1,724,481‌

150,000

Oncor

Electric

Delivery

Co

LLC

7.250

01/15/33

171,589‌

2,940,000

PacifiCorp

2.700

09/15/30

2,544,479‌

350,000

(c)

Pattern

Energy

Operations

LP

4.500

08/15/28

326,251‌

1,375,000

PECO

Energy

Co

3.000

09/15/49

939,444‌

1,000,000

PECO

Energy

Co

2.800

06/15/50

653,959‌

1,400,000

(c)

Perusahaan

Listrik

Negara

PT

3.875

07/17/29

1,302,668‌

2,500,000

(c)

Perusahaan

Listrik

Negara

PT

3.375

02/05/30

2,242,900‌

135,000

(d)

Potomac

Electric

Power

Co

7.900

12/15/38

172,115‌

8,425,000

Public

Service

Co

of

Colorado

1.875

06/15/31

6,811,988‌

5,440,000

Public

Service

Co

of

Colorado

3.200

03/01/50

3,683,797‌

2,825,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

2,812,147‌

3,925,000

Public

Service

Electric

and

Gas

Co

3.150

01/01/50

2,795,415‌

5,000,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

5,155,749‌

4,000,000

Sempra

4.875

N/A(e)

3,913,776‌

2,075,000

Southern

Co

Gas

Capital

Corp

3.875

11/15/25

2,021,830‌

1,250,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

1,045,592‌

1,175,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

911,141‌

4,900,000

Southwestern

Public

Service

Co

3.400

08/15/46

3,439,408‌

550,000

(c)

Superior

Plus

LP

4.500

03/15/29

508,501‌

2,815,000

(c)

Talen

Energy

Supply

LLC

8.625

06/01/30

3,010,231‌

4,000,000

(c)

TerraForm

Power

Operating

LLC

4.750

01/15/30

3,666,560‌

1,496,723

(c)

UEP

Penonome

II

S.A.

6.500

10/01/38

1,167,444‌

4,600,000

Union

Electric

Co

5.450

03/15/53

4,555,408‌

1,025,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

974,352‌

2,850,000

Virginia

Electric

and

Power

Co

5.700

08/15/53

2,930,978‌

Core

Bond

Fund

March

31,

2024

222

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

5,000,000

Wisconsin

Power

and

Light

Co

4.950

%

04/01/33

$

4,890,741‌

1,000,000

Wisconsin

Power

and

Light

Co

4.100

10/15/44

787,873‌

470,000

Xcel

Energy,

Inc

4.800

09/15/41

403,656‌

TOTAL

UTILITIES

290,708,316‌

TOTAL

CORPORATE

BONDS

3,380,182,621‌

(Cost

$3,687,821,978)

GOVERNMENT

BONDS

-

48.9%

AGENCY

SECURITIES

-

0.1%

2,638,982

Canal

Barge

Co,

Inc

4.500

11/12/34

2,555,938‌

4,250,000

United

States

International

Development

Finance

Corp

3.520

09/20/32

4,020,127‌

TOTAL

AGENCY

SECURITIES

6,576,065‌

FOREIGN

GOVERNMENT

BONDS

-

1.8%

3,125,000

(c)

Angolan

Government

International

Bond

8.750

04/14/32

2,867,669‌

INR

140,000,000

Asian

Development

Bank

6.200

10/06/26

1,656,785‌

950,000

(c)

Bank

Gospodarstwa

Krajowego

6.250

10/31/28

988,000‌

1,105,000

(c)

Bank

Gospodarstwa

Krajowego

5.375

05/22/33

1,098,140‌

4,465,000

(c)

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

3,839,721‌

EUR

2,100,000

(c)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

1,744,500‌

628,900

(c)

Barbados

Government

International

Bond

6.500

10/01/29

595,254‌

830,000

(c)

Brazil

Minas

SPE

via

State

of

Minas

Gerais

5.333

02/15/28

814,438‌

BRL

6,100,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/29

1,190,521‌

1,705,000

Brazilian

Government

International

Bond

6.000

10/20/33

1,687,747‌

2,000,000

Brazilian

Government

International

Bond

4.750

01/14/50

1,497,106‌

5,950,000

(d)

Chile

Government

International

Bond

2.550

01/27/32

5,021,082‌

990,000

Chile

Government

International

Bond

3.100

05/07/41

731,635‌

2,525,000

Colombia

Government

International

Bond

3.250

04/22/32

1,964,262‌

1,350,000

Colombia

Government

International

Bond

8.000

11/14/35

1,417,265‌

1,300,000

Colombia

Government

International

Bond

5.000

06/15/45

940,739‌

3,460,000

(c)

Costa

Rica

Government

International

Bond

5.625

04/30/43

3,119,526‌

1,295,000

(c)

Dominican

Republic

Government

International

Bond

5.500

02/22/29

1,255,513‌

DOP

120,000,000

(c)

Dominican

Republic

Government

International

Bond

12.000

03/05/32

2,246,891‌

3,850,000

(c)

Dominican

Republic

Government

International

Bond

5.875

01/30/60

3,270,775‌

990,000

(c)

Dominican

Republic

International

Bond

5.300

01/21/41

840,431‌

143,196

(c)

Ecuador

Government

International

Bond

0.000

07/31/30

70,383‌

857,325

(c)

Ecuador

Government

International

Bond

5.000

07/31/30

580,784‌

956,102

(c)

Ecuador

Government

International

Bond

1.000

07/31/35

501,837‌

1,150,000

(c)

Egypt

Government

International

Bond

7.600

03/01/29

1,058,000‌

EUR

3,000,000

(c)

Egypt

Government

International

Bond

5.625

04/16/30

2,645,879‌

1,500,000

(c)

Egypt

Government

International

Bond

7.053

01/15/32

1,239,315‌

1,050,000

(c)

Egypt

Government

International

Bond

8.500

01/31/47

830,886‌

1,875,000

(c)

Egypt

Government

International

Bond

8.875

05/29/50

1,537,162‌

395,000

European

Investment

Bank

4.875

02/15/36

412,628‌

4,400,000

(c)

Export-Import

Bank

of

India

3.875

02/01/28

4,192,325‌

1,900,000

(c)

Export-Import

Bank

of

India

2.250

01/13/31

1,570,327‌

2,200,000

Export-Import

Bank

of

Korea

0.750

09/21/25

2,059,689‌

3,200,000

Export-Import

Bank

of

Korea

1.250

09/21/30

2,565,431‌

950,000

(c)

Ghana

Government

International

Bond

8.125

03/26/32

489,250‌

1,500,000

(c)

Ghana

Government

International

Bond

8.627

06/16/49

755,625‌

525,000

(c)

Guatemala

Government

Bond

3.700

10/07/33

432,600‌

500,000

(c)

Guatemala

Government

Bond

6.125

06/01/50

464,732‌

1,350,000

(c)

Honduras

Government

International

Bond

6.250

01/19/27

1,300,633‌

2,875,000

(c)

Hong

Kong

Government

International

Bond

4.625

01/11/33

2,935,658‌

710,000

(c)

Hungary

Government

International

Bond

6.125

05/22/28

726,891‌

875,000

(c)

Hungary

Government

International

Bond

5.250

06/16/29

864,500‌

575,000

(c)

Hungary

Government

International

Bond

2.125

09/22/31

455,400‌

500,000

Indonesia

Government

International

Bond

3.550

03/31/32

451,875‌

IDR

28,000,000,000

Indonesia

Treasury

Bond

7.000

09/15/30

1,800,018‌

1,165,000

(c)

Iraq

Government

International

Bond

5.800

01/15/28

1,096,125‌

1,750,000

Israel

Government

International

Bond

5.375

03/12/29

1,753,938‌

223

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

EUR

125,000

(c)

Ivory

Coast

Government

International

Bond

4.875

%

01/30/32

$

115,976‌

$

770,000

(c)

Ivory

Coast

Government

International

Bond

6.125

06/15/33

693,191‌

1,375,000

(c)

Ivory

Coast

Government

International

Bond

8.250

01/30/37

1,377,750‌

939,654

(c)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

893,094‌

710,000

Jamaica

Government

International

Bond

6.750

04/28/28

730,377‌

3,050,000

Jamaica

Government

International

Bond

7.875

07/28/45

3,581,606‌

700,000

(c)

Jordan

Government

International

Bond

4.950

07/07/25

677,898‌

1,000,000

(c)

Jordan

Government

International

Bond

7.500

01/13/29

996,718‌

2,060,000

(c)

Jordan

Government

International

Bond

5.850

07/07/30

1,892,522‌

1,375,000

(c)

Kenya

Government

International

Bond

7.000

05/22/27

1,337,743‌

1,000,000

(c)

Kenya

Government

International

Bond

8.000

05/22/32

935,260‌

2,000,000

(c)

Kommunalbanken

AS.

1.125

06/14/30

1,635,280‌

3,175,000

(c)

Korea

Electric

Power

Corp

1.125

06/15/25

3,019,486‌

3,000,000

(c)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1.250

04/27/26

2,764,665‌

445,000

(c)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

447,225‌

MYR

7,600,000

Malaysia

Government

Bond

3.828

07/05/34

1,600,082‌

MXN

27,200,000

Mexican

Bonos

5.750

03/05/26

1,513,118‌

MXN

24,500,000

Mexican

Bonos

8.500

11/18/38

1,369,050‌

825,000

Mexico

Government

International

Bond

5.400

02/09/28

829,346‌

900,000

Mexico

Government

International

Bond

3.250

04/16/30

801,065‌

3,424,000

Mexico

Government

International

Bond

6.050

01/11/40

3,379,556‌

4,000,000

Mexico

Government

International

Bond

4.280

08/14/41

3,207,533‌

2,025,000

Mexico

Government

International

Bond

4.750

03/08/44

1,685,445‌

3,000,000

Mexico

Government

International

Bond

6.400

05/07/54

2,988,836‌

1,710,000

(c)

Mongolia

Government

International

Bond

4.450

07/07/31

1,445,805‌

1,760,000

(c)

Morocco

Government

International

Bond

3.000

12/15/32

1,412,400‌

2,825,000

(c)

Morocco

Government

International

Bond

5.500

12/11/42

2,478,932‌

525,000

(c)

Morocco

Government

International

Bond

4.000

12/15/50

357,336‌

2,500,000

(c)

Namibia

Government

International

Bond

5.250

10/29/25

2,469,150‌

1,000,000

(c)

Nigeria

Government

International

Bond

8.375

03/24/29

973,920‌

345,000

(c)

Nigeria

Government

International

Bond

7.875

02/16/32

312,015‌

2,090,000

(c)

Oman

Government

International

Bond

6.000

08/01/29

2,133,709‌

1,500,000

(c)

Oman

Government

International

Bond

6.250

01/25/31

1,550,445‌

3,125,000

(c)

OPEC

Fund

for

International

Development

4.500

01/26/26

3,085,856‌

2,645,000

Panama

Bonos

del

Tesoro

3.362

06/30/31

2,096,162‌

3,225,000

Panama

Notas

del

Tesoro

3.750

04/17/26

3,083,906‌

475,000

(c)

Paraguay

Government

International

Bond

4.700

03/27/27

462,120‌

2,200,000

(c)

Paraguay

Government

International

Bond

6.100

08/11/44

2,131,724‌

1,275,000

(c)

Paraguay

Government

International

Bond

5.400

03/30/50

1,119,495‌

1,435,000

(c)

Perusahaan

Penerbit

SBSN

Indonesia

III

2.550

06/09/31

1,226,765‌

1,200,000

(c)

Perusahaan

Penerbit

SBSN

Indonesia

III

4.700

06/06/32

1,176,000‌

1,315,000

Peruvian

Government

International

Bond

3.000

01/15/34

1,075,999‌

1,320,000

Philippine

Government

International

Bond

4.200

03/29/47

1,111,017‌

620,000

Province

of

Quebec

Canada

7.500

09/15/29

708,045‌

5,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

3,711,690‌

1,000,000

(c)

Republic

of

Kenya

Government

International

Bond

9.750

02/16/31

1,023,750‌

1,490,000

(c)

Republic

of

Kenya

Government

International

Bond

6.300

01/23/34

1,214,699‌

PLN

6,600,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

1,720,597‌

2,098,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

2,088,723‌

ZAR

22,300,000

Republic

of

South

Africa

Government

International

Bond

7.000

02/28/31

948,162‌

ZAR

23,400,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

864,095‌

2,895,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

2,091,661‌

UZS

7,600,000,000

(c)

Republic

of

Uzbekistan

International

Bond

14.000

07/19/24

596,314‌

1,490,000

(c)

Republic

of

Uzbekistan

International

Bond

7.850

10/12/28

1,557,050‌

410,000

(c)

Republic

of

Uzbekistan

International

Bond

5.375

02/20/29

385,521‌

1,180,000

(c),(i)

Romanian

Government

International

Bond

5.875

01/30/29

1,178,877‌

2,000,000

(c)

Romanian

Government

International

Bond

3.000

02/14/31

1,676,000‌

1,425,000

(c)

Romanian

Government

International

Bond

4.000

02/14/51

1,006,050‌

Core

Bond

Fund

March

31,

2024

224

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

3,825,000

(c)

Rwanda

International

Government

Bond

5.500

%

08/09/31

$

3,091,633‌

1,825,000

(c)

Saudi

Government

International

Bond

4.500

04/17/30

1,786,434‌

1,650,000

(c)

Saudi

Government

International

Bond

5.000

01/16/34

1,639,688‌

2,810,000

(c)

Saudi

Government

International

Bond

3.750

01/21/55

2,023,234‌

1,810,000

(c)

Serbia

Government

International

Bond

6.500

09/26/33

1,843,938‌

1,825,000

(c)

Serbia

International

Bond

2.125

12/01/30

1,444,123‌

RSD

290,000,000

Serbia

Treasury

Bonds

5.875

02/08/28

2,751,395‌

2,000,000

South

Africa

Government

International

Bond

5.875

09/16/25

1,991,936‌

1,950,000

(c)

Southern

Gas

Corridor

CJSC

6.875

03/24/26

1,969,453‌

1,110,000

State

of

Israel

3.800

05/13/60

763,054‌

THB

24,600,000

Thailand

Government

International

Bond

2.875

12/17/28

693,148‌

THB

24,500,000

Thailand

Government

International

Bond

3.300

06/17/38

715,279‌

2,125,000

Turkiye

Government

International

Bond

7.625

05/15/34

2,130,313‌

1,225,000

(c)

Ukraine

Government

International

Bond

9.750

11/01/30

427,525‌

150,000

Uruguay

Government

International

Bond

4.375

01/23/31

146,648‌

1,200,000

(c)

Zambia

Government

International

Bond

8.500

04/14/24

885,000‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

184,829,504‌

MORTGAGE

BACKED

-

25.2%

4,335,000

(a),(c)

Angel

Oak

Mortgage

Trust

2.837

11/25/66

3,022,990‌

4,857,748

(a),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

3.000

10/25/51

4,030,460‌

73,885,198

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.156

02/25/52

618,234‌

8,279,633

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.250

02/25/52

110,998‌

5,425,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

7.220

12/25/41

5,469,438‌

4,130,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

9.820

01/25/42

4,348,403‌

13,155,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8.420

03/25/42

13,692,484‌

19,660,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9.971

06/25/42

21,400,185‌

3,235,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.350%

8.670

01/25/43

3,420,148‌

3,395,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8.421

06/25/43

3,571,655‌

860,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.850%

12.171

06/25/43

955,796‌

4,015,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.900%

9.188

07/25/43

4,229,819‌

4,710,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.550%

8.870

10/25/43

4,908,079‌

7,650,835

Fannie

Mae

Pool

3.000

05/01/52

6,655,313‌

44,026,035

FNMA

6.000

01/01/54

44,423,881‌

1,800,091

(a)

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

30

D

AVG

SOFR

+

5.806%

0.487

03/15/44

140,540‌

7,910,944

FHLMC

3.500

01/15/47

6,930,506‌

1,573,450

FHLMC

4.000

10/15/47

1,455,486‌

1,013,958

FHLMC

4.000

11/15/47

930,665‌

8,213,628

FHLMC

4.000

01/15/48

7,683,306‌

7,808,709

FHLMC

4.000

03/15/48

7,192,959‌

2,300,043

FHLMC

4.000

04/15/48

2,140,212‌

4,428,792

FHLMC

4.000

04/15/48

4,024,443‌

2,867,172

(a)

FHLMC

30

D

AVG

SOFR

+

9.737%

1.227

06/15/48

2,550,325‌

3,042,967

(a)

FHLMC

30

D

AVG

SOFR

+

9.657%

1.147

10/15/48

2,676,798‌

3,299,889

FHLMC

2.000

09/25/50

427,482‌

11,864,745

FHLMC

3.000

09/25/50

8,328,168‌

6,074,925

FHLMC

3.000

10/25/50

4,201,131‌

21,428,553

FHLMC

2.500

02/25/51

3,607,750‌

7,792,427

FHLMC

2.500

05/25/51

4,912,320‌

5,424,640

FHLMC

3.000

09/01/51

4,788,436‌

9,199,517

FHLMC

2.500

11/01/51

7,628,846‌

22,284,097

FHLMC

3.000

11/01/51

19,591,227‌

4,040,242

FHLMC

3.000

11/01/51

3,534,122‌

2,075,812

FHLMC

3.000

11/01/51

1,833,528‌

3,254,082

FHLMC

3.000

11/01/51

2,861,106‌

11,905,250

FHLMC

2.500

01/01/52

9,868,228‌

22,196,020

FHLMC

2.500

02/01/52

18,571,635‌

6,473,587

FHLMC

3.000

02/01/52

5,576,480‌

21,555,066

FHLMC

2.500

03/01/52

18,035,242‌

8,730,311

FHLMC

3.000

03/01/52

7,519,038‌

12,295,009

FHLMC

2.500

04/01/52

10,206,002‌

12,481,139

FHLMC

4.000

04/01/52

11,577,730‌

225

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

8,885,656

FHLMC

3.000

%

06/01/52

$

7,651,430‌

897,881

FHLMC

3.500

06/01/52

806,568‌

24,328,007

FHLMC

4.500

06/01/52

23,164,665‌

23,554,537

FHLMC

4.500

07/01/52

22,428,174‌

3,046,139

FHLMC

4.000

08/25/52

2,480,987‌

1,477,246

FHLMC

3.000

10/01/52

1,271,248‌

5,412,658

FHLMC

4.500

10/25/52

4,952,235‌

6,582,316

FHLMC

5.500

11/25/52

6,491,434‌

4,973,082

FHLMC

3.500

12/01/52

4,451,135‌

3,459,674

FHLMC

5.500

02/25/53

3,435,900‌

30,535,342

FHLMC

5.500

08/01/53

30,395,540‌

193

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

8.000

01/01/31

193‌

5,613

FGLMC

8.000

09/01/31

5,727‌

53,533

FGLMC

7.000

12/01/31

55,250‌

29,552

FGLMC

4.500

07/01/33

28,911‌

202,788

FGLMC

7.000

12/01/33

209,291‌

69,901

FGLMC

4.500

04/01/35

68,411‌

53,764

FGLMC

7.000

05/01/35

55,489‌

1,194,172

FGLMC

5.000

06/01/36

1,201,952‌

48,423

FGLMC

5.000

07/01/39

48,381‌

1,067,468

FGLMC

5.000

08/01/44

1,074,434‌

56,792

FGLMC

4.500

11/01/44

55,213‌

103,003

FGLMC

4.500

11/01/44

100,140‌

62,471

FGLMC

4.500

12/01/44

60,735‌

60,130

FGLMC

4.500

12/01/44

58,459‌

500,568

FGLMC

3.500

04/01/45

462,184‌

10,209,081

FGLMC

3.500

08/01/45

9,400,013‌

10,925,263

FGLMC

3.500

10/01/45

10,011,380‌

3,703,563

FGLMC

4.500

06/01/47

3,604,612‌

2,641,000

FGLMC

4.000

09/01/47

2,494,704‌

3,302,116

FGLMC

3.500

12/01/47

3,023,614‌

7,679,938

FGLMC

4.500

08/01/48

7,492,794‌

3

Federal

National

Mortgage

Association

(FNMA)

8.000

07/01/24

3‌

55

FNMA

7.500

01/01/29

55‌

563

FNMA

7.500

03/01/31

576‌

631,277

FNMA

3.500

05/01/32

609,070‌

1,756,036

FNMA

3.000

10/01/32

1,658,266‌

426,805

FNMA

5.000

05/01/35

429,043‌

335,357

FNMA

5.000

10/01/35

337,116‌

174,394

FNMA

5.000

02/01/36

175,310‌

253,910

FNMA

5.500

11/01/38

259,197‌

2,713,829

FNMA

3.000

10/01/39

2,446,657‌

1,281,441

FNMA

3.000

05/01/40

1,153,480‌

274,176

FNMA

5.000

09/01/40

273,592‌

170,753

FNMA

4.000

02/01/41

161,788‌

333,446

FNMA

5.000

05/01/41

332,324‌

4,575,559

FNMA

4.000

09/01/42

4,339,484‌

593,307

FNMA

3.500

04/01/43

545,026‌

512,524

FNMA

3.500

09/01/43

472,202‌

2,212,873

(a)

FNMA

30

D

AVG

SOFR

+

5.836%

0.515

09/25/43

234,647‌

1,627,395

FNMA

4.500

03/01/44

1,596,002‌

33,773,033

FNMA

4.000

05/01/44

32,071,931‌

478,665

FNMA

4.500

06/01/44

464,770‌

1,914,241

FNMA

4.500

06/01/44

1,858,665‌

1,120,017

FNMA

4.500

08/01/44

1,087,500‌

1,620,034

FNMA

4.500

10/01/44

1,572,996‌

1,098,046

FNMA

4.500

11/01/44

1,066,165‌

996,708

FNMA

5.000

11/01/44

998,884‌

296,043

FNMA

4.500

12/01/44

287,447‌

1,091,188

FNMA

4.000

01/01/45

1,034,891‌

1,258,871

FNMA

3.500

05/01/45

1,157,957‌

Core

Bond

Fund

March

31,

2024

226

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,749,108

FNMA

3.000

%

07/25/45

$

2,403,098‌

2,516,680

FNMA

3.500

01/01/46

2,303,959‌

1,062,465

FNMA

4.000

04/01/46

1,007,629‌

1,863,718

FNMA

3.500

06/01/46

1,705,580‌

4,049,521

FNMA

3.500

07/01/46

3,705,922‌

8,411,116

FNMA

3.500

07/01/46

7,730,340‌

1,392,710

FNMA

3.000

10/01/46

1,202,963‌

1,152,969

FNMA

3.500

10/01/46

1,054,833‌

2,002,548

FNMA

4.500

05/01/47

1,963,938‌

648,099

FNMA

3.000

11/01/47

559,794‌

4,293,752

(b)

FNMA

3.500

11/01/47

3,936,407‌

5,806,148

FNMA

3.500

01/01/48

5,309,290‌

2,280,082

FNMA

4.500

01/01/48

2,215,416‌

888,672

FNMA

4.500

02/01/48

863,467‌

5,427,213

FNMA

3.500

02/25/48

4,573,392‌

1,485,011

FNMA

4.500

05/01/48

1,442,891‌

1,081,863

FNMA

4.500

05/01/48

1,051,178‌

3,944,202

FNMA

4.000

07/25/48

3,633,235‌

221,168

FNMA

3.000

06/01/49

189,244‌

2,534,830

FNMA

4.500

06/01/49

2,452,972‌

15,336,469

FNMA

3.000

07/01/50

13,459,300‌

6,401,345

FNMA

2.000

08/25/50

830,314‌

8,413,956

FNMA

2.000

10/25/50

5,581,005‌

17,860,824

FNMA

2.500

11/25/50

2,516,151‌

8,943,552

FNMA

3.000

12/25/50

1,447,835‌

6,104,050

FNMA

3.000

02/25/51

972,283‌

5,608,890

FNMA

3.500

08/01/51

5,091,359‌

4,332,354

FNMA

3.000

09/01/51

3,790,896‌

9,764,640

FNMA

2.500

11/01/51

8,091,213‌

9,949,266

FNMA

2.500

11/25/51

1,261,587‌

28,017,324

(b)

FNMA

2.500

12/01/51

23,324,301‌

25,671,908

FNMA

2.500

02/01/52

21,474,016‌

23,656,095

FNMA

2.500

02/01/52

19,807,672‌

1,046,706

FNMA

2.500

02/01/52

872,308‌

15,403,089

FNMA

3.000

02/01/52

13,255,447‌

10,138,594

FNMA

3.500

02/01/52

9,196,079‌

38,469,534

FNMA

3.000

04/01/52

33,466,694‌

14,743,041

FNMA

3.000

04/01/52

12,777,585‌

4,773,905

FNMA

3.000

04/01/52

4,112,271‌

25,694,652

FNMA

3.500

05/01/52

23,093,622‌

2,751,094

FNMA

3.500

05/01/52

2,463,644‌

36,833,452

FNMA

4.000

05/01/52

34,165,024‌

3,203,748

FNMA

4.000

05/25/52

2,541,811‌

4,224,991

FNMA

3.000

06/01/52

3,635,857‌

23,671,149

FNMA

3.500

06/01/52

21,266,387‌

21,909,534

FNMA

3.500

06/01/52

19,620,351‌

36,604,886

FNMA

3.500

06/01/52

32,779,290‌

49,135,520

FNMA

4.000

06/01/52

45,575,752‌

11,312,484

FNMA

4.500

06/01/52

10,772,110‌

1,531,080

FNMA

3.500

07/01/52

1,371,027‌

73,748,877

FNMA

4.000

07/01/52

68,385,124‌

76,776,144

FNMA

4.000

07/01/52

71,209,751‌

4,399,947

FNMA

4.500

07/01/52

4,189,757‌

10,794,819

FNMA

4.500

07/01/52

10,279,167‌

48,744,973

FNMA

4.500

07/01/52

46,416,419‌

8,511,343

FNMA

4.500

07/25/52

7,791,976‌

55,802,833

FNMA

5.000

08/01/52

54,494,381‌

4,849,798

FNMA

4.500

08/25/52

4,078,092‌

5,282,987

FNMA

2.500

09/01/52

4,372,564‌

74,435,206

FNMA

4.000

09/01/52

69,034,576‌

157,357,443

FNMA

4.500

09/01/52

149,840,382‌

227

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

40,954,480

FNMA

5.000

%

09/01/52

$

39,991,015‌

4,356,953

FNMA

4.000

09/25/52

3,807,482‌

3,669,854

FNMA

4.000

09/25/52

3,052,036‌

63,109,726

FNMA

4.000

10/01/52

58,527,609‌

50,512,389

FNMA

4.500

10/01/52

48,099,397‌

40,172,002

FNMA

5.000

10/01/52

39,223,843‌

3,529,994

FNMA

4.500

10/25/52

3,206,762‌

4,027,402

FNMA

4.500

10/25/52

3,788,446‌

45,471,745

FNMA

4.500

11/01/52

43,299,603‌

6,492,395

FNMA

5.500

11/25/52

6,339,827‌

11,866,373

FNMA

5.500

12/01/52

11,828,984‌

3,533,531

FNMA

5.000

01/01/53

3,449,583‌

24,529,234

FNMA

5.000

02/01/53

23,945,214‌

24,371,408

FNMA

5.500

02/01/53

24,310,620‌

10,339,363

FNMA

3.500

03/01/53

9,256,615‌

30,782,327

FNMA

5.000

04/01/53

30,044,655‌

7,731,040

FNMA

5.000

06/01/53

7,612,482‌

34,454,310

FNMA

5.500

06/01/53

34,291,043‌

25,257,458

FNMA

5.000

08/01/53

24,641,761‌

80,480,195

FNMA

5.500

10/01/53

80,074,583‌

1,155,337

(a),(c)

Flagstar

Mortgage

Trust

3.987

10/25/47

1,022,131‌

5,811,771

Freddie

Mac

Pool

3.000

04/01/52

5,070,178‌

22,044

Government

National

Mortgage

Association

(GNMA)

6.500

11/20/38

23,137‌

189,876

GNMA

5.000

06/15/39

190,674‌

15,396,848

GNMA

5.000

01/20/40

3,196,743‌

7,143,297

GNMA

4.500

03/20/40

1,304,325‌

11,530,260

GNMA

5.000

03/20/40

2,364,642‌

10,065,185

GNMA

2.500

12/20/43

8,785,753‌

2,946,427

GNMA

3.000

03/20/45

2,566,314‌

802,411

GNMA

4.500

12/20/45

808,494‌

1,400,898

GNMA

4.000

06/20/46

172,729‌

4,106,369

GNMA

5.000

09/20/46

788,555‌

5,828,964

(a)

GNMA

SOFR

1

M

+

5.986%

0.657

03/20/50

729,213‌

12,688,299

GNMA

3.000

11/20/51

9,028,279‌

17,042,144

GNMA

3.000

12/20/51

11,751,489‌

15,358,013

GNMA

3.000

01/20/52

10,798,801‌

5,835,304

GNMA

2.500

02/20/52

4,795,253‌

14,314,430

GNMA

3.000

02/20/52

9,716,930‌

9,742,671

GNMA

4.000

04/20/52

8,101,882‌

11,697,274

GNMA

5.000

04/20/52

2,269,350‌

5,247,473

GNMA

2.500

05/20/52

4,468,768‌

10,380,914

GNMA

3.000

05/20/52

9,152,359‌

60,488,761

GNMA

3.500

07/20/52

55,027,459‌

5,237,221

GNMA

4.000

07/20/52

4,208,265‌

10,102,587

GNMA

4.000

08/20/52

9,451,244‌

28,055,549

GNMA

4.500

08/20/52

26,975,911‌

48,591,214

GNMA

4.000

09/20/52

45,458,376‌

8,205,881

GNMA

4.500

09/20/52

7,337,495‌

7,156,261

GNMA

4.500

09/20/52

6,573,987‌

5,958,202

GNMA

4.500

09/20/52

5,449,459‌

4,342,963

GNMA

4.500

09/20/52

3,788,910‌

10,008,622

GNMA

5.000

11/20/52

9,843,055‌

5,007,842

GNMA

4.500

02/20/53

4,424,000‌

4,382,961

GNMA

5.500

02/20/53

4,266,917‌

11,654,921

(a)

GNMA

30

D

AVG

SOFR

+

6.950%

1.631

05/20/53

1,219,465‌

9,248,647

(a)

GNMA

30

D

AVG

SOFR

+

23.205%

2.460

08/20/53

9,508,270‌

7,026,765

(a)

GNMA

30

D

AVG

SOFR

+

25.350%

4.605

08/20/53

7,277,952‌

83,254,400

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

0.148

08/25/51

661,348‌

12,658,505

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

10,091,803‌

8,271,382

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

6,594,647‌

7,997,039

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

05/01/52

6,920,494‌

Core

Bond

Fund

March

31,

2024

228

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,683,270

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.830

%

05/28/52

$

2,150,678‌

7,943,963

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

08/26/52

6,591,084‌

614,071

(a)

HarborView

Mortgage

Loan

Trust

SOFR

1

M

+

0.734%

6.061

08/19/45

557,612‌

68,616

(a)

Impac

CMB

Trust

SOFR

1

M

+

0.774%

6.104

03/25/35

62,029‌

1,131,884

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

983,890‌

728,771

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

618,667‌

124,516

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

113,831‌

23,586,618

(a),(c)

JP

Morgan

Mortgage

Trust

0.126

06/25/51

157,122‌

41,501,928

(a),(c)

JP

Morgan

Mortgage

Trust

0.111

11/25/51

246,642‌

3,741,188

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

2,987,451‌

41,109,146

(a),(c)

JP

Morgan

Mortgage

Trust

0.117

12/25/51

262,202‌

3,932,179

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

3,139,963‌

8,262,479

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

6,597,837‌

9,536,303

(a),(c)

JP

Morgan

Mortgage

Trust

0.500

04/25/52

282,820‌

6,647,090

(a),(c)

JP

Morgan

Mortgage

Trust

3.337

04/25/52

5,522,787‌

4,258,084

(a),(c)

JP

Morgan

Mortgage

Trust

3.337

04/25/52

3,498,863‌

11,907,469

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

9,493,644‌

81,679,595

(c)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

939,814‌

12,478,776

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

9,949,139‌

21,186,195

(a),(c)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

18,139,707‌

13,423,847

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

11,154,444‌

8,054,843

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

6,693,111‌

5,237,265

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

4,358,387‌

3,808,339

(a),(c)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

3,661,212‌

3,382,167

(a),(c)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

3,315,317‌

7,468,451

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

5,963,782‌

7,842,853

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

6,839,145‌

5,606,946

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

4,477,314‌

571,601

(a),(c)

New

Residential

Mortgage

Loan

Trust

2.797

09/25/59

531,503‌

1,325,000

(a),(c)

NLT

Trust

2.569

08/25/56

911,266‌

5,130,583

(a),(c)

OBX

3.000

01/25/52

4,256,830‌

13,666,476

(a),(c)

RCKT

Mortgage

Trust

2.500

02/25/52

10,896,074‌

5,056,040

(a),(c)

RCKT

Mortgage

Trust

3.000

05/25/52

4,201,278‌

892,809

(a),(c)

RCKT

Mortgage

Trust

4.000

06/25/52

800,063‌

138,767

(a),(c)

Sequoia

Mortgage

Trust

4.000

06/25/49

127,143‌

1,279,867

(a),(c)

Sequoia

Mortgage

Trust

3.500

12/25/49

1,122,097‌

3,724,716

(a),(c)

Sequoia

Mortgage

Trust

2.500

06/25/51

2,974,297‌

7,010,000

(a),(c)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

30

D

AVG

SOFR

+

2.400%

7.720

02/25/42

7,146,954‌

2,890,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.750%

10.070

02/25/42

3,083,022‌

28,454,000

(a),(c)

STACR

30

D

AVG

SOFR

+

2.900%

8.220

04/25/42

29,461,255‌

6,555,000

(a),(c)

STACR

30

D

AVG

SOFR

+

5.650%

8.647

04/25/42

7,116,099‌

20,930,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.350%

8.670

05/25/42

21,900,411‌

31,450,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.500%

9.820

06/25/42

34,060,583‌

14,755,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.000%

9.320

07/25/42

15,714,972‌

13,150,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.700%

9.020

09/25/42

13,956,632‌

715,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.100%

8.444

03/25/43

751,227‌

360,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.250%

8.570

04/25/43

378,244‌

38,782

(a),(c)

STACR

3.789

02/25/48

36,416‌

98,323

(a),(c)

STACR

3.842

05/25/48

94,674‌

5,465,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.800%

10.120

10/25/50

6,145,046‌

1,225,000

(a),(c)

Verus

Securitization

Trust

3.207

11/25/59

1,098,524‌

514,693

(c)

Verus

Securitization

Trust

1.733

05/25/65

482,938‌

4,909,955

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

08/25/51

4,076,833‌

4,566,350

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.313

08/25/51

3,772,182‌

TOTAL

MORTGAGE

BACKED

2,536,160,442‌

MUNICIPAL

BONDS

-

0.1%

550,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4.038

09/01/34

505,262‌

3,400,000

New

Jersey

Economic

Development

Authority

7.425

02/15/29

3,646,301‌

4,075,000

New

York

State

Dormitory

Authority

4.294

07/01/44

3,754,580‌

810,000

Oklahoma

City

Economic

Development

Trust

3.440

09/01/24

803,894‌

229

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

33,000

State

Public

School

Building

Authority

5.000

%

09/15/27

$

33,098‌

TOTAL

MUNICIPAL

BONDS

8,743,135‌

U.S.

TREASURY

SECURITIES

-

21.7%

1,900,000

United

States

Treasury

Bond

4.750

02/15/37

2,020,828‌

10,875,000

United

States

Treasury

Bond

3.500

02/15/39

9,990,981‌

16,015,000

United

States

Treasury

Bond

3.875

08/15/40

15,116,659‌

12,000,000

United

States

Treasury

Bond

3.125

11/15/41

10,081,406‌

1,380,000

United

States

Treasury

Bond

2.500

05/15/46

995,541‌

10,450,000

United

States

Treasury

Bond

3.000

05/15/47

8,208,557‌

1,255,000

United

States

Treasury

Bond

2.750

08/15/47

939,191‌

42,835,000

United

States

Treasury

Bond

2.750

11/15/47

32,005,777‌

55,445,000

United

States

Treasury

Bond

3.000

02/15/48

43,366,220‌

510,000

United

States

Treasury

Bond

3.125

05/15/48

407,880‌

45,841,000

United

States

Treasury

Bond

3.375

11/15/48

38,307,676‌

22,496,760

(i)

United

States

Treasury

Inflation

Indexed

Bonds

0.500

04/15/24

22,509,613‌

21,300,000

United

States

Treasury

Note

2.500

04/30/24

21,250,778‌

795,000

United

States

Treasury

Note

2.500

05/31/24

791,343‌

35,000,000

(d)

United

States

Treasury

Note

4.250

09/30/24

34,824,658‌

29,936,000

United

States

Treasury

Note

3.875

04/30/25

29,580,510‌

3,170,000

United

States

Treasury

Note

4.750

07/31/25

3,164,428‌

36,030,000

United

States

Treasury

Note

5.000

09/30/25

36,118,668‌

13,385,000

United

States

Treasury

Note

5.000

10/31/25

13,422,645‌

30,000,000

United

States

Treasury

Note

4.250

01/31/26

29,763,281‌

5,000,000

United

States

Treasury

Note

4.625

02/28/26

4,995,898‌

62,802,000

United

States

Treasury

Note

3.625

05/15/26

61,555,773‌

8,150,000

United

States

Treasury

Note

0.875

09/30/26

7,458,842‌

30,000,000

United

States

Treasury

Note

4.625

10/15/26

30,085,547‌

18,000,000

United

States

Treasury

Note

4.625

11/15/26

18,058,359‌

7,860,000

United

States

Treasury

Note

4.375

12/15/26

7,840,657‌

73,070,000

United

States

Treasury

Note

1.250

12/31/26

67,081,686‌

400,000

United

States

Treasury

Note

4.000

01/15/27

395,219‌

99,190,000

United

States

Treasury

Note

3.500

04/30/28

96,218,174‌

675,000

United

States

Treasury

Note

1.000

07/31/28

588,146‌

5,625,000

United

States

Treasury

Note

1.375

10/31/28

4,954,834‌

800,000

United

States

Treasury

Note

4.125

03/31/29

796,563‌

7,290,000

United

States

Treasury

Note

3.250

06/30/29

6,952,268‌

14,185,000

United

States

Treasury

Note

4.000

10/31/29

14,017,107‌

52,206,000

United

States

Treasury

Note

3.500

04/30/30

50,166,703‌

96,346,500

United

States

Treasury

Note

4.000

07/31/30

95,089,479‌

40,000,000

United

States

Treasury

Note

4.125

08/31/30

39,743,750‌

7,750,000

United

States

Treasury

Note

4.625

09/30/30

7,919,834‌

63,100,000

United

States

Treasury

Note

4.000

01/31/31

62,271,813‌

30,000,000

United

States

Treasury

Note

4.250

02/28/31

30,051,563‌

7,775,000

United

States

Treasury

Note

1.250

08/15/31

6,333,284‌

153,940,000

United

States

Treasury

Note

3.375

05/15/33

144,210,512‌

30,915,000

United

States

Treasury

Note

4.000

02/15/34

30,402,970‌

2,850,000

United

States

Treasury

Note

1.875

02/15/41

1,986,873‌

33,830,000

United

States

Treasury

Note

2.000

11/15/41

23,733,859‌

370,024,100

United

States

Treasury

Note

2.375

02/15/42

275,219,878‌

4,115,000

United

States

Treasury

Note

3.250

05/15/42

3,497,911‌

10,000,000

United

States

Treasury

Note

4.000

11/15/42

9,419,531‌

213,174,000

United

States

Treasury

Note

3.875

02/15/43

197,061,043‌

8,670,000

United

States

Treasury

Note

3.875

05/15/43

8,001,800‌

20,990,000

United

States

Treasury

Note

4.375

08/15/43

20,740,744‌

63,460,000

United

States

Treasury

Note

4.750

11/15/43

65,829,834‌

76,000,000

(d)

United

States

Treasury

Note

4.500

02/15/44

76,415,625‌

217,477,000

United

States

Treasury

Note

2.250

02/15/52

143,050,594‌

86,704,000

United

States

Treasury

Note

3.625

02/15/53

76,136,950‌

112,753,000

United

States

Treasury

Note

4.750

11/15/53

120,363,828‌

Core

Bond

Fund

March

31,

2024

230

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

17,000,000

United

States

Treasury

Note

4.250

%

02/15/54

$

16,718,438‌

TOTAL

U.S.

TREASURY

SECURITIES

2,178,232,529‌

TOTAL

GOVERNMENT

BONDS

4,914,541,675‌

(Cost

$5,233,516,634)

STRUCTURED

ASSETS

-

14.1%

ASSET

BACKED

-

4.6%

4,000,000

(a),(c)

AGL

CLO

19

Ltd

SOFR

3

M

+

2.750%

8.068

07/21/35

4,012,328‌

Series

-

2022

19A

(Class

B1)

1,000,000

(a),(c)

AGL

CLO

Ltd.

CME

Term

SOFR

3

M

+

2.600%

7.918

07/21/36

1,007,499‌

Series

-

2023

25A

(Class

B)

3,375,000

(a),(c)

AIMCO

CLO

16

Ltd

SOFR

3

M

+

1.912%

7.228

01/17/35

3,376,745‌

Series

-

2021

16A

(Class

B)

10,000,000

(a),(c)

AIMCO

CLO

Series

CME

Term

SOFR

3

M

+

1.312%

6.629

04/20/34

10,007,830‌

Series

-

2017

AA

(Class

AR)

10,000,000

(a),(c)

AIMCO

CLO

Series

SOFR

3

M

+

1.762%

7.079

04/20/34

9,991,530‌

Series

-

2017

AA

(Class

BR)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

2.130

03/18/26

976,547‌

Series

-

2020

2

(Class

D)

17,000,000

AmeriCredit

Automobile

Receivables

Trust

1.210

12/18/26

16,071,186‌

Series

-

2021

1

(Class

D)

2,000,000

(c)

AMSR

Trust

3.148

01/19/39

1,868,115‌

Series

-

2019

SFR1

(Class

C)

1,865,000

(c)

AMSR

Trust

3.247

01/19/39

1,735,370‌

Series

-

2019

SFR1

(Class

D)

6,590,838

(c)

Apollo

aviation

securitization

2.798

01/15/47

5,770,081‌

Series

-

2021

2A

(Class

A)

55,677

(c)

Asset

Backed

Funding

Corp

NIM

Trust

5.900

07/26/35

1‌

Series

-

2005

WMC1

(Class

N1)

1,181,200

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2.020

02/20/27

1,114,786‌

Series

-

2020

2A

(Class

A)

6,800,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1.630

08/20/27

6,218,227‌

Series

-

2021

1A

(Class

B)

3,100,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2.130

08/20/27

2,844,588‌

Series

-

2021

1A

(Class

C)

1,000,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1.660

02/20/28

910,945‌

Series

-

2021

2A

(Class

A)

1,500,000

(a),(c)

Bonanza

RE

Ltd

U.S.

Treasury

Bill

3

M

+

4.910%

10.250

12/23/24

1,470,000‌

Series

-

2020

A

(Class

A)

666,082

(c)

BRE

Grand

Islander

Timeshare

Issuer

LLC

3.280

09/26/33

640,378‌

Series

-

2019

A

(Class

A)

10,000,000

(c)

Brex

Commercial

Charge

Card

Master

Trust

6.050

07/15/27

9,992,352‌

Series

-

2024

1

(Class

A1)

1,396,210

(c)

British

Airways

Pass

Through

Trust

3.800

09/20/31

1,313,087‌

Series

-

2018

1

(Class

AA)

3,824,012

(c)

Capital

Automotive

REIT

1.440

08/15/51

3,419,212‌

Series

-

2021

1A

(Class

A1)

8,349,250

(c)

Capital

Automotive

REIT

1.920

08/15/51

7,419,419‌

Series

-

2021

1A

(Class

A3)

1,440,000

Carmax

Auto

Owner

Trust

1.280

07/15/27

1,374,734‌

Series

-

2021

1

(Class

D)

5,745,125

(c)

Cars

Net

Lease

Mortgage

Notes

Series

2.010

12/15/50

5,003,452‌

Series

-

2020

1A

(Class

A1)

9,837,500

(c)

Cars

Net

Lease

Mortgage

Notes

Series

3.100

12/15/50

8,554,950‌

Series

-

2020

1A

(Class

A3)

453,104

Carvana

Auto

Receivables

Trust

1.270

03/10/28

425,830‌

Series

-

2021

N2

(Class

D)

1,985,365

Carvana

Auto

Receivables

Trust

1.720

09/11/28

1,881,174‌

Series

-

2021

N4

(Class

C)

3,340,000

(c)

Carvana

Auto

Receivables

Trust

4.130

12/11/28

3,270,609‌

Series

-

2022

N1

(Class

D)

231

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

4,150,000

(a),(c)

Cayuga

Park

CLO

Ltd

SOFR

3

M

+

1.912%

1.000

%

07/17/34

$

4,152,635‌

Series

-

2020

1A

(Class

B1R)

177,823

(a)

C-BASS

Trust

SOFR

1

M

+

0.274%

3.523

07/25/36

170,473‌

Series

-

2006

CB6

(Class

A1)

8,817,685

(a),(c)

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5.968

04/07/52

22,044‌

Series

-

2007

1A

(Class

A2)

1,142,180

(a),(c)

CIFC

Funding

Ltd

SOFR

3

M

+

1.482%

6.799

07/20/30

1,142,816‌

Series

-

2017

3A

(Class

A1)

5,855,000

(a),(c)

CIFC

Funding

Ltd

LIBOR

3

M

+

1.862%

7.179

10/20/34

5,858,782‌

Series

-

2020

2A

(Class

BR)

3,000,000

(a),(c)

CIFC

Funding

Ltd

SOFR

3

M

+

3.000%

8.318

10/22/35

3,021,084‌

Series

-

2022

7A

(Class

B1)

5,625,000

(a),(c)

CIFC

Funding

Ltd

CME

Term

SOFR

3

M

+

1.912%

7.226

07/15/36

5,628,521‌

Series

-

2020

1A

(Class

BR)

3,653

CIT

Group

Home

Equity

Loan

Trust

(Step

Bond)

6.200

02/25/30

3,612‌

Series

-

2002

1

(Class

AF6)

11,450,000

(c)

Cologix

Data

Centers

US

Issuer

LLC

3.300

12/26/51

10,403,785‌

Series

-

2021

1A

(Class

A2)

5,315,000

(a)

COMM

Mortgage

Trust

3.926

03/10/48

4,930,094‌

Series

-

2015

CR22

(Class

B)

1,074,375

(c)

DB

Master

Finance

LLC

4.352

05/20/49

1,023,833‌

Series

-

2019

1A

(Class

A23)

16,617,500

(c)

DB

Master

Finance

LLC

2.045

11/20/51

15,209,004‌

Series

-

2021

1A

(Class

A2I)

13,098,500

(c)

DB

Master

Finance

LLC

2.493

11/20/51

11,544,406‌

Series

-

2021

1A

(Class

A2II)

1,485,015

(c)

Diamond

Resorts

Owner

Trust

2.050

11/21/33

1,399,626‌

Series

-

2021

1A

(Class

B)

649,250

(c)

Domino's

Pizza

Master

Issuer

LLC

4.474

10/25/45

636,698‌

Series

-

2015

1A

(Class

A2II)

2,274,000

(c)

Domino's

Pizza

Master

Issuer

LLC

4.116

07/25/48

2,212,109‌

Series

-

2018

1A

(Class

A2I)

13,566,375

(c)

Domino's

Pizza

Master

Issuer

LLC

2.662

04/25/51

12,066,097‌

Series

-

2021

1A

(Class

A2I)

3,800,000

(a),(c)

Dryden

49

Senior

Loan

Fund

SOFR

3

M

+

1.862%

7.160

07/18/30

3,802,379‌

Series

-

2017

49A

(Class

BR)

11,800,000

(c)

DT

Auto

Owner

Trust

1.160

11/16/26

11,373,595‌

Series

-

2021

1A

(Class

D)

707,567

(a),(c)

Ellington

Loan

Acquisition

Trust

SOFR

1

M

+

1.214%

6.544

05/25/37

701,071‌

Series

-

2007

2

(Class

A2C)

11,245,463

(c)

FNA

VI

LLC

1.350

01/10/32

10,373,798‌

Series

-

2021

1A

(Class

A)

7,000,000

Ford

Credit

Auto

Owner

Trust

5.380

12/15/28

7,020,102‌

Series

-

2024

A

(Class

A3)

1,935,000

(c)

Hardee's

Funding

LLC

3.981

12/20/50

1,742,954‌

Series

-

2020

1A

(Class

A2)

594,484

(c)

HERO

Funding

Trust

3.190

09/20/48

511,283‌

Series

-

2017

3A

(Class

A1)

214,513

(c)

HERO

Funding

Trust

3.280

09/20/48

186,756‌

Series

-

2017

2A

(Class

A1)

772,830

(c)

HERO

Funding

Trust

3.950

09/20/48

682,883‌

Series

-

2017

3A

(Class

A2)

429,025

(c)

HERO

Funding

Trust

4.070

09/20/48

383,482‌

Series

-

2017

2A

(Class

A2)

11,850,000

(c)

Hertz

Vehicle

Financing

LLC

1.560

12/26/25

11,563,394‌

Series

-

2021

1A

(Class

B)

4,700,000

(c)

Hertz

Vehicle

Financing

LLC

4.120

09/25/26

4,587,246‌

Series

-

2022

4A

(Class

B)

3,700,000

(c)

Hertz

Vehicle

Financing

LLC

4.610

09/25/26

3,616,288‌

Series

-

2022

4A

(Class

C)

Core

Bond

Fund

March

31,

2024

232

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

528,296

(c)

Hilton

Grand

Vacations

Trust

2.340

%

07/25/33

$

505,335‌

Series

-

2019

AA

(Class

A)

63,650

(a)

Home

Equity

Asset

Trust

SOFR

1

M

+

1.614%

3.986

06/25/33

60,618‌

Series

-

2003

1

(Class

M1)

3,027,319

(c)

Horizon

Aircraft

Finance

II

Ltd

3.721

07/15/39

2,708,153‌

Series

-

2019

1

(Class

A)

3,942,752

(c)

Horizon

Aircraft

Finance

III

Ltd

3.425

11/15/39

3,114,687‌

Series

-

2019

2

(Class

A)

3,450,000

(c)

Hpefs

Equipment

Trust

4.430

09/20/29

3,401,924‌

Series

-

2022

2A

(Class

C)

3,750,000

(c),(g)

Industrial

DPR

Funding

Ltd

5.380

04/15/34

3,207,938‌

Series

-

2022

1A

(Class

1)

799,963

(a),(c)

Invitation

Homes

Trust

SOFR

1

M

+

1.364%

6.690

01/17/38

800,838‌

Series

-

2018

SFR4

(Class

B)

7,750,000

(a),(c)

Madison

Park

Funding

LIX

Ltd

CME

Term

SOFR

3

M

+

2.362%

7.660

01/18/34

7,759,509‌

Series

-

2021

59A

(Class

C)

3,500,000

(a),(c)

Madison

Park

Funding

LV

Ltd

SOFR

3

M

+

2.900%

8.198

07/18/35

3,515,001‌

Series

-

2022

55A

(Class

B1)

4,000,000

(a),(c)

Magnetite

XIX

Ltd

CME

Term

SOFR

3

M

+

1.812%

7.128

04/17/34

4,004,568‌

Series

-

2017

19A

(Class

B1R)

530,000

(a),(c)

Magnetite

XVIII

Ltd

SOFR

3

M

+

1.762%

7.069

11/15/28

529,940‌

Series

-

2016

18A

(Class

BR)

1,260,093

(c)

MAPS

Trust

2.521

06/15/46

1,121,873‌

Series

-

2021

1A

(Class

A)

2,700,000

(a),(c)

Massachusetts

St

SOFR

3

M

+

1.912%

7.226

01/15/35

2,703,272‌

Series

-

2021

3A

(Class

B)

5,250,000

(a),(c)

MSCG

Trust

3.462

06/07/35

4,589,185‌

Series

-

2015

ALDR

(Class

C)

1,750,000

(a),(c)

MSCG

Trust

3.462

06/07/35

1,498,040‌

Series

-

2015

ALDR

(Class

D)

837,600

(c)

MVW

LLC

1.830

05/20/39

772,380‌

Series

-

2021

2A

(Class

B)

1,688,536

(c)

MVW

LLC

1.440

01/22/41

1,569,871‌

Series

-

2021

1WA

(Class

B)

1,063,777

(c)

MVW

LLC

1.940

01/22/41

982,303‌

Series

-

2021

1WA

(Class

C)

912,101

(c)

MVW

Owner

Trust

3.000

11/20/36

881,912‌

Series

-

2019

1A

(Class

B)

1,273,362

(c)

Navient

Private

Education

Refi

Loan

Trust

1.310

01/15/69

1,175,292‌

Series

-

2020

HA

(Class

A)

1,017,524

(c)

Navient

Student

Loan

Trust

3.390

12/15/59

976,637‌

Series

-

2019

BA

(Class

A2A)

16,000,000

(a),(c)

Neuberger

Berman

Loan

Advisers

CLO

31

Ltd

SOFR

3

M

+

1.812%

7.129

04/20/31

15,948,352‌

Series

-

2019

31A

(Class

BR)

6,750,000

(a),(c)

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd

CME

Term

SOFR

3

M

+

1.662%

6.976

04/16/33

6,683,155‌

Series

-

2021

40A

(Class

B)

5,344,487

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

1.480

01/20/51

4,887,731‌

Series

-

2021

1A

(Class

A1)

5,450,000

(a),(c)

OHA

Credit

Funding

10

Ltd

SOFR

3

M

+

1.912%

7.210

01/18/36

5,455,336‌

Series

-

2021

10A

(Class

B)

10,000,000

(c)

OneMain

Financial

Issuance

Trust

1.750

09/14/35

9,313,599‌

Series

-

2020

2A

(Class

A)

2,821,593

(c)

Oportun

Funding

XIV

LLC

1.210

03/08/28

2,729,168‌

Series

-

2021

A

(Class

A)

3,515,000

(c)

Oportun

Issuance

Trust

1.960

05/08/31

3,312,622‌

Series

-

2021

B

(Class

B)

3,000,000

(c)

PFS

Financing

Corp

0.710

04/15/26

2,993,750‌

Series

-

2021

A

(Class

A)

6,750,000

(c)

PFS

Financing

Corp

0.960

04/15/26

6,731,481‌

Series

-

2021

A

(Class

B)

233

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,500,000

(c)

Progress

Residential

Trust

2.711

%

11/17/40

$

1,306,565‌

Series

-

2021

SFR9

(Class

D)

2,000,000

(c)

Regional

Management

Issuance

Trust

7.100

11/17/32

2,019,916‌

Series

-

2022

2B

(Class

A)

2,993,001

(c)

Renew

3.950

09/20/53

2,735,622‌

Series

-

2018

1

(Class

A)

1,428,815

Santander

Drive

Auto

Receivables

Trust

2.220

09/15/26

1,420,090‌

Series

-

2020

2

(Class

D)

11,197,963

(c)

SERVPRO

Master

Issuer

LLC

3.882

10/25/49

10,620,418‌

Series

-

2019

1A

(Class

A2)

3,257,875

(c)

SERVPRO

Master

Issuer

LLC

2.394

04/25/51

2,860,064‌

Series

-

2021

1A

(Class

A2)

893,303

(c)

Settlement

Fee

Finance

LLC

3.840

11/01/49

885,051‌

Series

-

2019

1A

(Class

A)

943,205

(c)

Sierra

Timeshare

Receivables

Funding

LLC

0.990

11/20/37

891,849‌

Series

-

2021

1A

(Class

A)

1,022,688

(c)

Sierra

Timeshare

Receivables

Funding

LLC

1.340

11/20/37

967,200‌

Series

-

2021

1A

(Class

B)

566,983

(c)

Sierra

Timeshare

Receivables

Funding

LLC

1.790

11/20/37

536,297‌

Series

-

2021

1A

(Class

C)

14,000,000

(c)

Sierra

Timeshare

Receivables

Funding

LLC

5.350

01/20/43

13,940,109‌

Series

-

2024

1A

(Class

B)

740,627

(c)

SMB

Private

Education

Loan

Trust

2.430

02/17/32

725,304‌

Series

-

2016

B

(Class

A2A)

687,741

(c)

SMB

Private

Education

Loan

Trust

2.880

09/15/34

670,186‌

Series

-

2017

A

(Class

A2A)

752,904

(c)

SMB

Private

Education

Loan

Trust

2.820

10/15/35

729,311‌

Series

-

2017

B

(Class

A2A)

751,244

(c)

SoFi

Professional

Loan

Program

LLC

2.840

01/25/41

732,078‌

Series

-

2017

F

(Class

A2FX)

666,087

(c)

SoFi

Professional

Loan

Program

LLC

3.690

06/15/48

642,699‌

Series

-

2019

A

(Class

A2FX)

599,077

(c)

SolarCity

LMC

4.800

11/20/38

586,597‌

Series

-

2013

1

(Class

A)

13,421,200

(c)

Sonic

Capital

LLC

3.845

01/20/50

12,706,152‌

Series

-

2020

1A

(Class

A2I)

3,063,185

(c)

SpringCastle

America

Funding

LLC

1.970

09/25/37

2,842,007‌

Series

-

2020

AA

(Class

A)

3,950,000

(c)

Stack

Infrastructure

Issuer

LLC

1.893

08/25/45

3,722,193‌

Series

-

2020

1A

(Class

A2)

219,250

(a)

Structured

Asset

Investment

Loan

Trust

SOFR

1

M

+

1.014%

6.344

09/25/34

207,886‌

Series

-

2004

8

(Class

M1)

1,700,000

Synchrony

Card

Funding

LLC

5.040

03/15/30

1,699,950‌

Series

-

2024

A1

(Class

A)

1,781,250

(c)

Taco

Bell

Funding

LLC

4.970

05/25/46

1,754,464‌

Series

-

2016

1A

(Class

A23)

14,987,055

(c)

Taco

Bell

Funding

LLC

1.946

08/25/51

13,556,262‌

Series

-

2021

1A

(Class

A2I)

9,667,800

(c)

Taco

Bell

Funding

LLC

2.294

08/25/51

8,395,999‌

Series

-

2021

1A

(Class

A2II)

5,250,000

(a),(c)

TICP

CLO

VIII

Ltd

SOFR

3

M

+

1.962%

7.279

10/20/34

5,253,785‌

Series

-

2017

8A

(Class

A2R)

650,000

(c)

Tricon

American

Homes

Trust

2.049

07/17/38

599,628‌

Series

-

2020

SFR1

(Class

B)

5,183,991

(c)

Vine

2.790

11/15/50

4,646,441‌

Series

-

2020

1A

(Class

A)

7,600,000

Volkswagen

Auto

Lease

Trust

5.210

06/21/27

7,617,149‌

Series

-

2024

A

(Class

A3)

9,878,747

(c)

Wendy's

Funding

LLC

2.370

06/15/51

8,596,423‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

464,443,990‌

Core

Bond

Fund

March

31,

2024

234

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED

-

9.5%

$

69,827

(a),(c)

ACRE

Commercial

Mortgage

Ltd

SOFR

1

M

+

0.944%

6.271

%

12/18/37

$

69,746‌

Series

-

2021

FL4

(Class

A)

72,728

(a),(c)

Agate

Bay

Mortgage

Trust

3.500

09/25/45

65,125‌

Series

-

2015

6

(Class

A9)

1,870,000

(c)

BAMLL

Commercial

Mortgage

Securities

Trust

3.490

04/14/33

1,792,783‌

Series

-

2015

200P

(Class

B)

2,486,000

Banc

of

America

Commercial

Mortgage

Trust

3.705

09/15/48

2,409,656‌

Series

-

2015

UBS7

(Class

A4)

1,910,000

(a)

Banc

of

America

Commercial

Mortgage

Trust

4.342

09/15/48

1,769,324‌

Series

-

2015

UBS7

(Class

B)

3,276,936

Banc

of

America

Commercial

Mortgage

Trust

3.366

02/15/50

3,191,681‌

Series

-

2017

BNK3

(Class

ASB)

5,055,000

BANK

3.731

11/15/50

4,569,988‌

Series

-

2017

BNK8

(Class

AS)

4,000,000

(a)

BANK

3.950

11/15/50

3,484,220‌

Series

-

2017

BNK8

(Class

B)

1,000,000

(a)

BANK

4.094

11/15/50

772,741‌

Series

-

2017

BNK8

(Class

C)

3,750,000

(c)

BANK

2.500

10/17/52

2,165,953‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3.093

10/17/52

863,401‌

Series

-

2019

BN21

(Class

AS)

2,500,000

BANK

3.203

12/15/52

2,201,882‌

Series

-

2019

BN23

(Class

AS)

1,637,000

BANK

3.455

12/15/52

1,377,528‌

Series

-

2019

BN23

(Class

B)

4,621,000

BANK

1.925

12/15/53

3,731,671‌

Series

-

2020

BN30

(Class

A4)

425,000

BANK

2.036

02/15/54

351,002‌

Series

-

2021

BN31

(Class

A4)

8,864,000

(a)

BANK

2.928

02/15/55

7,653,945‌

Series

-

2022

BNK39

(Class

A4)

4,000,000

(a)

BANK

6.260

04/15/56

4,148,105‌

Series

-

2023

5YR1

(Class

A3)

4,444,916

BANK

3.289

07/15/60

4,322,554‌

Series

-

2017

BNK6

(Class

ASB)

2,550,000

(a)

BANK

3.283

11/15/62

2,265,299‌

Series

-

2019

BN24

(Class

AS)

11,716,000

BANK

2.438

06/15/63

9,530,830‌

Series

-

2021

BN34

(Class

A5)

3,330,000

(a)

BANK

3.790

04/15/65

3,060,422‌

Series

-

2022

BNK41

(Class

A4)

7,205,722

(a),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

3.000

02/25/52

5,978,567‌

Series

-

2022

5

(Class

A19)

1,250,000

(a),(c)

BBCMS

Mortgage

Trust

4.267

08/05/38

893,903‌

Series

-

2018

CHRS

(Class

E)

8,895,000

BBCMS

Mortgage

Trust

5.753

04/15/56

8,962,582‌

Series

-

2023

C19

(Class

A2B)

4,400,000

(a)

BBCMS

Mortgage

Trust

6.383

07/15/56

4,574,620‌

Series

-

2023

C20

(Class

A2)

1,500,000

(c)

BBCMS

Trust

4.798

08/10/35

1,296,289‌

Series

-

2015

SRCH

(Class

C)

2,575,000

(a),(c)

Benchmark

Mortgage

Trust

2.791

09/15/48

2,094,763‌

Series

-

2020

IG2

(Class

AM)

2,500,000

(a),(c)

Benchmark

Mortgage

Trust

3.133

09/15/48

2,010,016‌

Series

-

2020

IG3

(Class

AS)

2,500,000

(a),(c)

Benchmark

Mortgage

Trust

3.536

09/15/48

2,222,669‌

Series

-

2020

IG3

(Class

BXA)

6,200,000

(a)

Benchmark

Mortgage

Trust

3.666

01/15/51

5,808,471‌

Series

-

2018

B1

(Class

A5)

235

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,380,000

Benchmark

Mortgage

Trust

4.016

%

03/15/52

$

1,291,121‌

Series

-

2019

B9

(Class

A5)

1,624,000

Benchmark

Mortgage

Trust

4.468

03/15/52

1,388,811‌

Series

-

2019

B9

(Class

B)

1,250,000

(a)

Benchmark

Mortgage

Trust

4.971

03/15/52

1,003,664‌

Series

-

2019

B9

(Class

C)

2,500,000

Benchmark

Mortgage

Trust

3.542

05/15/52

2,268,923‌

Series

-

2019

B11

(Class

A5)

1,200,000

(a)

Benchmark

Mortgage

Trust

4.510

05/15/53

1,157,905‌

Series

-

2018

B7

(Class

A4)

24,906,000

Benchmark

Mortgage

Trust

2.584

03/15/54

20,735,351‌

Series

-

2021

B24

(Class

A5)

15,830,000

Benchmark

Mortgage

Trust

2.390

07/15/54

12,913,791‌

Series

-

2021

B27

(Class

A5)

2,000,000

Benchmark

Mortgage

Trust

2.224

08/15/54

1,649,327‌

Series

-

2021

B28

(Class

A5)

5,250,000

(a)

Benchmark

Mortgage

Trust

2.244

08/15/54

4,081,243‌

Series

-

2021

B28

(Class

B)

3,000,000

Benchmark

Mortgage

Trust

5.626

04/15/56

2,995,013‌

Series

-

2023

B38

(Class

A2)

7,825,000

Benchmark

Mortgage

Trust

5.750

07/15/56

8,225,746‌

Series

-

2023

B39

(Class

A5)

1,680,000

(c)

Benchmark

Mortgage

Trust

2.500

12/15/62

1,010,269‌

Series

-

2019

B14

(Class

D)

5,040,000

Benchmark

Mortgage

Trust

3.049

12/15/62

4,533,770‌

Series

-

2019

B14

(Class

A5)

3,000,000

(a)

Benchmark

Mortgage

Trust

3.772

12/15/62

2,226,598‌

Series

-

2019

B14

(Class

C)

4,000,000

Benchmark

Mortgage

Trust

2.928

12/15/72

3,485,451‌

Series

-

2019

B15

(Class

)

2,100,000

(a),(c)

BX

Mortgage

Trust

CME

Term

SOFR

1

M

+

2.062%

7.387

10/15/36

2,065,236‌

Series

-

2021

PAC

(Class

E)

1,437,582

(a),(c)

BX

TRUST

SOFR

1

M

+

2.949%

8.274

08/15/39

1,450,099‌

Series

-

2022

PSB

(Class

B)

4,500,000

(a),(c)

BXP

Trust

2.775

01/15/44

2,917,281‌

Series

-

2021

601L

(Class

D)

5,367,638

(c)

Capital

Automotive

REIT

2.690

02/15/50

5,211,855‌

Series

-

2020

1A

(Class

A1)

6,500,000

(a)

CD

Mortgage

Trust

3.879

11/10/49

5,659,099‌

Series

-

2016

CD2

(Class

B)

3,030,000

(a)

CD

Mortgage

Trust

3.977

11/10/49

2,516,300‌

Series

-

2016

CD2

(Class

C)

5,136,204

CD

Mortgage

Trust

3.453

02/10/50

4,981,118‌

Series

-

2017

CD3

(Class

AAB)

5,555,000

CD

Mortgage

Trust

3.833

02/10/50

4,656,606‌

Series

-

2017

CD3

(Class

AS)

6,635,000

(a)

CD

Mortgage

Trust

3.984

02/10/50

4,488,575‌

Series

-

2017

CD3

(Class

B)

3,630,000

(a)

CD

Mortgage

Trust

4.538

02/10/50

1,814,786‌

Series

-

2017

CD3

(Class

C)

5,000,000

(a)

CD

Mortgage

Trust

3.684

08/15/50

4,659,593‌

Series

-

2017

CD5

(Class

AS)

1,000,000

CD

Mortgage

Trust

3.456

11/13/50

935,100‌

Series

-

2017

CD6

(Class

A5)

3,600,000

CD

Mortgage

Trust

2.812

08/15/57

3,375,290‌

Series

-

2019

CD8

(Class

ASB)

8,769,657

(c)

CF

Hippolyta

LLC

1.690

07/15/60

8,198,924‌

Series

-

2020

1

(Class

A1)

2,622,741

(c)

CF

Hippolyta

LLC

1.990

07/15/60

2,254,394‌

Series

-

2020

1

(Class

A2)

Core

Bond

Fund

March

31,

2024

236

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,798,904

(c)

CF

Hippolyta

LLC

2.280

%

07/15/60

$

1,654,811‌

Series

-

2020

1

(Class

B1)

48,594

(a),(c)

CF

Mortgage

Trust

2.840

04/15/25

46,395‌

Series

-

2020

P1

(Class

A1)

1,750,000

(a),(c)

CF

Mortgage

Trust

3.603

04/15/52

1,164,541‌

Series

-

2020

P1

(Class

A2)

1,175,400

CGMS

Commercial

Mortgage

Trust

3.458

08/15/50

1,095,096‌

Series

-

2017

B1

(Class

A4)

44,161

(a)

CHL

Mortgage

Pass-Through

Trust

5.077

02/20/35

44,014‌

Series

-

2004

HYB9

(Class

1A1)

1,750,000

(a),(c)

Citigroup

Commercial

Mortgage

Trust

3.518

05/10/35

1,660,476‌

Series

-

2013

375P

(Class

B)

1,000,000

(a),(c)

Citigroup

Commercial

Mortgage

Trust

4.471

07/10/47

879,590‌

Series

-

2014

GC23

(Class

D)

3,023,000

Citigroup

Commercial

Mortgage

Trust

4.017

10/10/47

2,972,425‌

Series

-

2014

GC25

(Class

AS)

1,500,000

Citigroup

Commercial

Mortgage

Trust

3.457

04/10/48

1,444,662‌

Series

-

2015

GC29

(Class

AS)

500,000

(a)

Citigroup

Commercial

Mortgage

Trust

3.758

04/10/48

482,419‌

Series

-

2015

GC29

(Class

B)

2,000,000

(a)

Citigroup

Commercial

Mortgage

Trust

4.137

04/10/48

1,861,272‌

Series

-

2015

GC29

(Class

C)

6,000,000

(a),(c)

COMM

Mortgage

Trust

3.538

10/10/29

5,375,537‌

Series

-

2017

PANW

(Class

C)

131,100

(c)

COMM

Mortgage

Trust

3.178

02/10/35

122,893‌

Series

-

2015

3BP

(Class

A)

227,620

COMM

Mortgage

Trust

2.853

10/15/45

209,915‌

Series

-

2012

CR4

(Class

A3)

3,687,864

(a)

COMM

Mortgage

Trust

4.585

02/10/47

3,524,448‌

Series

-

2014

CR14

(Class

B)

688,664

COMM

Mortgage

Trust

4.701

03/10/47

657,132‌

Series

-

2014

UBS2

(Class

B)

2,798,577

(a)

COMM

Mortgage

Trust

4.947

03/10/47

2,480,709‌

Series

-

2014

UBS2

(Class

C)

750,000

COMM

Mortgage

Trust

4.174

05/10/47

724,991‌

Series

-

2014

CR17

(Class

AM)

2,900,000

COMM

Mortgage

Trust

4.377

05/10/47

2,760,203‌

Series

-

2014

CR17

(Class

B)

3,225,000

COMM

Mortgage

Trust

3.819

06/10/47

3,209,129‌

Series

-

2014

UBS3

(Class

A4)

3,896,000

(a)

COMM

Mortgage

Trust

4.730

06/10/47

3,021,047‌

Series

-

2014

UBS3

(Class

C)

5,150,000

(a),(c)

COMM

Mortgage

Trust

4.767

06/10/47

2,893,784‌

Series

-

2014

UBS3

(Class

D)

6,400,000

COMM

Mortgage

Trust

3.917

10/10/47

6,335,050‌

Series

-

2014

LC17

(Class

A5)

2,000,000

(a)

COMM

Mortgage

Trust

4.490

10/10/47

1,948,502‌

Series

-

2014

LC17

(Class

B)

285,865

COMM

Mortgage

Trust

3.040

02/10/48

283,795‌

Series

-

2015

LC19

(Class

ASB)

2,498,000

(a)

COMM

Mortgage

Trust

3.829

02/10/48

2,354,008‌

Series

-

2015

LC19

(Class

B)

2,497,000

(c)

COMM

Mortgage

Trust

3.000

03/10/48

1,910,592‌

Series

-

2015

CR22

(Class

E)

2,575,000

(a)

COMM

Mortgage

Trust

3.603

03/10/48

2,457,004‌

Series

-

2015

CR22

(Class

AM)

2,000,000

(a),(c)

COMM

Mortgage

Trust

4.066

03/10/48

1,703,793‌

Series

-

2015

CR22

(Class

D)

1,000,000

(a)

COMM

Mortgage

Trust

4.066

03/10/48

905,656‌

Series

-

2015

CR22

(Class

C)

237

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,000,000

COMM

Mortgage

Trust

3.801

%

05/10/48

$

1,943,816‌

Series

-

2015

CR23

(Class

AM)

3,936,016

(a)

COMM

Mortgage

Trust

4.183

05/10/48

3,820,273‌

Series

-

2015

CR23

(Class

B)

2,500,000

(a)

COMM

Mortgage

Trust

4.283

05/10/48

2,219,823‌

Series

-

2015

CR23

(Class

D)

2,500,000

(a)

COMM

Mortgage

Trust

4.283

05/10/48

2,342,831‌

Series

-

2015

CR23

(Class

C)

1,664,719

COMM

Mortgage

Trust

3.432

08/10/48

1,624,785‌

Series

-

2015

CR24

(Class

A4)

1,500,000

(a)

COMM

Mortgage

Trust

3.463

08/10/48

1,294,368‌

Series

-

2015

CR24

(Class

D)

3,640,000

(a)

COMM

Mortgage

Trust

4.028

08/10/48

3,524,333‌

Series

-

2015

CR24

(Class

AM)

1,000,000

(a)

COMM

Mortgage

Trust

4.348

08/10/48

952,464‌

Series

-

2015

CR24

(Class

B)

2,000,000

(a)

COMM

Mortgage

Trust

4.348

08/10/48

1,809,570‌

Series

-

2015

CR24

(Class

C)

2,250,000

(a)

COMM

Mortgage

Trust

4.516

08/10/48

2,184,158‌

Series

-

2015

CR25

(Class

B)

2,600,000

COMM

Mortgage

Trust

3.630

10/10/48

2,519,085‌

Series

-

2015

CR26

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.984

10/10/48

963,759‌

Series

-

2015

CR27

(Class

AM)

3,731,000

(a)

COMM

Mortgage

Trust

4.464

10/10/48

3,493,998‌

Series

-

2015

CR26

(Class

C)

1,627,000

(a)

COMM

Mortgage

Trust

4.464

10/10/48

1,551,581‌

Series

-

2015

CR26

(Class

B)

7,724,000

(a)

COMM

Mortgage

Trust

4.545

10/10/48

7,296,283‌

Series

-

2015

LC23

(Class

C)

1,080,000

COMM

Mortgage

Trust

3.762

02/10/49

1,044,742‌

Series

-

2016

CR28

(Class

A4)

5,000,000

(a)

COMM

Mortgage

Trust

4.605

02/10/49

4,696,085‌

Series

-

2016

CR28

(Class

B)

2,969,412

(a)

COMM

Mortgage

Trust

4.340

05/10/51

2,688,125‌

Series

-

2018

COR3

(Class

AM)

1,250,000

COMM

Mortgage

Trust

3.263

08/15/57

1,098,527‌

Series

-

2019

GC44

(Class

AM)

707,600

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.250%

6.349

03/25/42

791,245‌

Series

-

2022

R03

(Class

1B1)

20,350,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8.820

03/25/42

21,361,419‌

Series

-

2022

R03

(Class

1M2)

4,779,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.000%

8.320

04/25/42

4,933,797‌

Series

-

2022

R05

(Class

2M2)

31,740,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

9.170

05/25/42

33,713,000‌

Series

-

2022

R06

(Class

1M2)

7,825,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8.920

07/25/42

8,275,587‌

Series

-

2022

R08

(Class

1M2)

9,630,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

10.071

09/25/42

10,542,783‌

Series

-

2022

R09

(Class

2M2)

720,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.750%

12.071

09/25/42

800,908‌

Series

-

2022

R09

(Class

2B1)

15,035,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

9.071

12/25/42

16,099,368‌

Series

-

2023

R01

(Class

1M2)

1,000,000

(a),(c)

CPT

Mortgage

Trust

2.997

11/13/39

665,121‌

Series

-

2019

CPT

(Class

E)

115,912

(a),(c)

Credit

Suisse

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.027%

6.353

05/15/36

115,916‌

Series

-

2019

ICE4

(Class

A)

2,992,555

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

SOFR

1

M

+

1.647%

6.973

05/15/36

2,991,437‌

Series

-

2019

ICE4

(Class

D)

Core

Bond

Fund

March

31,

2024

238

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,500,000

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

3.388

%

10/25/59

$

2,295,762‌

Series

-

2019

NQM1

(Class

M1)

6,198,849

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

2.405

10/25/66

5,266,875‌

Series

-

2021

NQM8

(Class

A3)

4,750,000

DBGS

Mortgage

Trust

4.466

10/15/51

4,450,834‌

Series

-

2018

C1

(Class

A4)

5,000,000

DBJPM

Mortgage

Trust

2.340

08/15/53

4,068,506‌

Series

-

2020

C9

(Class

AM)

1,200,000

(c)

DBUBS

Mortgage

Trust

3.452

10/10/34

1,108,788‌

Series

-

2017

BRBK

(Class

A)

54,527

(a),(c)

Flagstar

Mortgage

Trust

4.000

09/25/48

50,483‌

Series

-

2018

5

(Class

A11)

1,872,575

(a),(c)

Flagstar

Mortgage

Trust

2.500

04/25/51

1,495,307‌

Series

-

2021

2

(Class

A4)

6,008,604

(a),(c)

Flagstar

Mortgage

Trust

2.500

06/01/51

4,798,051‌

Series

-

2021

4

(Class

A21)

21,199,881

(a),(c)

Flagstar

Mortgage

Trust

3.000

10/25/51

17,589,482‌

Series

-

2021

10IN

(Class

A17)

18,540,000

(c)

Flexential

Issuer,

LLC

3.250

11/27/51

16,801,150‌

Series

-

2021

1A

(Class

A2)

3,000,000

(a),(c)

GS

Mortgage

Securities

Corp

II

SOFR

1

M

+

3.464%

8.790

11/15/36

2,886,056‌

Series

-

2021

ARDN

(Class

E)

1,238,000

(a),(c)

GS

Mortgage

Securities

Corp

II

3.475

09/10/37

1,133,150‌

Series

-

2017

375H

(Class

A)

2,590,000

(a)

GS

Mortgage

Securities

Corp

II

3.777

05/10/50

2,504,095‌

Series

-

2015

GC30

(Class

AS)

3,010,000

(a)

GS

Mortgage

Securities

Corp

II

3.992

03/10/51

2,805,053‌

Series

-

2018

GS9

(Class

A4)

1,625,000

(a)

GS

Mortgage

Securities

Corp

II

4.155

07/10/51

1,522,441‌

Series

-

2018

GS10

(Class

A5)

6,500,000

(a),(c)

GS

Mortgage

Securities

Corp

Trust

SOFR

1

M

+

2.164%

7.490

11/15/36

6,306,395‌

Series

-

2021

ARDN

(Class

C)

2,000,000

(a),(c)

GS

Mortgage

Securities

Trust

SOFR

1

M

+

1.747%

7.073

07/15/31

1,230,000‌

Series

-

2018

TWR

(Class

C)

1,655,977

(a),(c)

GS

Mortgage

Securities

Trust

4.285

02/10/46

1,564,001‌

Series

-

2013

GC10

(Class

C)

2,950,000

(a)

GS

Mortgage

Securities

Trust

4.306

02/10/48

2,763,135‌

Series

-

2015

GC28

(Class

C)

3,500,000

(a)

GS

Mortgage

Securities

Trust

4.018

07/10/48

3,393,602‌

Series

-

2015

GC32

(Class

AS)

3,779,000

(a)

GS

Mortgage

Securities

Trust

3.982

10/10/49

3,390,734‌

Series

-

2016

GS3

(Class

C)

4,185,000

(a)

GS

Mortgage

Securities

Trust

3.952

11/10/49

3,567,839‌

Series

-

2016

GS4

(Class

C)

4,417,071

GS

Mortgage

Securities

Trust

3.467

03/10/50

4,296,576‌

Series

-

2017

GS5

(Class

AAB)

9,100,951

GS

Mortgage

Securities

Trust

3.674

03/10/50

8,546,355‌

Series

-

2017

GS5

(Class

A4)

4,300,000

GS

Mortgage

Securities

Trust

3.433

05/10/50

4,016,833‌

Series

-

2017

GS6

(Class

A3)

1,500,000

GS

Mortgage

Securities

Trust

3.638

05/10/50

1,395,915‌

Series

-

2017

GS6

(Class

AS)

3,000,000

GS

Mortgage

Securities

Trust

3.837

11/10/50

2,833,600‌

Series

-

2017

GS8

(Class

ABP)

2,500,000

(a)

GS

Mortgage

Securities

Trust

4.322

11/10/50

2,251,567‌

Series

-

2017

GS8

(Class

C)

1,260,000

GS

Mortgage

Securities

Trust

3.968

02/10/52

1,183,239‌

Series

-

2019

GC38

(Class

A4)

2,400,000

(a)

GS

Mortgage

Securities

Trust

4.158

02/10/52

2,221,346‌

Series

-

2019

GC38

(Class

AS)

239

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

(a)

GS

Mortgage

Securities

Trust

4.761

%

02/10/52

$

895,329‌

Series

-

2019

GC38

(Class

C)

5,510,000

GS

Mortgage

Securities

Trust

3.001

09/10/52

4,913,727‌

Series

-

2019

GC42

(Class

A4)

1,361,000

(a)

GS

Mortgage

Securities

Trust

3.405

02/13/53

1,163,458‌

Series

-

2020

GC45

(Class

B)

5,500,000

GS

Mortgage

Securities

Trust

2.012

12/12/53

4,384,609‌

Series

-

2020

GSA2

(Class

A5)

120,553

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

111,671‌

Series

-

2019

PJ2

(Class

A1)

314,669

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

291,216‌

Series

-

2019

PJ2

(Class

A4)

730,407

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

01/25/51

616,346‌

Series

-

2020

PJ4

(Class

A4)

34,443,528

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

0.257

03/27/51

421,427‌

Series

-

2020

PJ5

(Class

AX1)

1,117,964

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

03/27/51

944,422‌

Series

-

2020

PJ5

(Class

A4)

2,099,060

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

05/25/51

1,697,999‌

Series

-

2020

PJ6

(Class

A4)

8,886,330

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

10/25/51

7,096,001‌

Series

-

2021

PJ5

(Class

A4)

10,743,599

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

06/25/52

8,927,312‌

Series

-

2022

PJ2

(Class

A36)

3,400,036

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

09/25/52

2,825,234‌

Series

-

2022

PJ4

(Class

A36)

979,547

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.630

05/25/50

833,041‌

Series

-

2020

PJ1

(Class

B2)

2,567,439

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

07/25/51

2,050,177‌

Series

-

2021

PJ2

(Class

A4)

18,450,949

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

14,733,637‌

Series

-

2021

PJ7

(Class

A4)

9,332,643

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

7,452,395‌

Series

-

2021

PJ8

(Class

A4)

3,218,336

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.722

01/25/52

2,521,928‌

Series

-

2021

PJ7

(Class

B2)

6,450,282

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

07/25/52

5,355,798‌

Series

-

2022

INV1

(Class

A4)

7,506,766

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

09/25/52

6,228,343‌

Series

-

2022

HP1

(Class

A4)

5,982,803

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

10/25/52

4,971,365‌

Series

-

2022

PJ5

(Class

A36)

4,783,566

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

01/25/53

3,974,868‌

Series

-

2022

PJ6

(Class

A24)

7,342,729

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.500

02/25/53

6,356,240‌

Series

-

2023

PJ1

(Class

A24)

1,500,000

(c)

Hudson

Yards

Mortgage

Trust

2.835

08/10/38

1,402,041‌

Series

-

2016

10HY

(Class

A)

3,000,000

(a),(c)

Hudson

Yards

Mortgage

Trust

2.977

08/10/38

2,780,460‌

Series

-

2016

10HY

(Class

B)

3,500,000

(a),(c)

Hudson

Yards

Mortgage

Trust

2.977

08/10/38

3,212,508‌

Series

-

2016

10HY

(Class

C)

3,450,000

(a),(c)

Hudson

Yards

Mortgage

Trust

2.943

12/10/41

2,805,615‌

Series

-

2019

55HY

(Class

D)

2,750,000

(a),(c)

Hudson

Yards

Mortgage

Trust

2.943

12/10/41

2,129,940‌

Series

-

2019

55HY

(Class

E)

2,245,093

(a),(c)

Imperial

Fund

Mortgage

Trust

2.051

10/25/55

2,029,985‌

Series

-

2020

NQM1

(Class

A3)

1,000,000

(a),(c)

Imperial

Fund

Mortgage

Trust

3.531

10/25/55

858,202‌

Series

-

2020

NQM1

(Class

M1)

Core

Bond

Fund

March

31,

2024

240

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,000,000

(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4.379

%

07/05/31

$

2,615,723‌

Series

-

2018

AON

(Class

B)

294,450

(a),(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.983

01/15/46

270,293‌

Series

-

2013

C13

(Class

D)

480,835

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.379

09/15/50

468,276‌

Series

-

2017

JP7

(Class

A3)

1,000,000

(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3.620

01/16/37

576,731‌

Series

-

2020

NNN

(Class

DFX)

2,121,955

(a),(c)

JP

Morgan

Mortgage

Trust

LIBOR

1

M

-

0.000%

6.677

12/25/44

2,040,655‌

Series

-

2015

1

(Class

B1)

63,211

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/45

56,936‌

Series

-

2015

3

(Class

A19)

384,204

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/45

343,159‌

Series

-

2015

6

(Class

A13)

1,277,805

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

09/25/48

1,109,917‌

Series

-

2018

3

(Class

A13)

2,436,761

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

2,109,655‌

Series

-

2018

5

(Class

A13)

1,190,377

(a),(c)

JP

Morgan

Mortgage

Trust

4.257

10/26/48

1,177,358‌

Series

-

2017

5

(Class

A2)

127,765

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

02/25/49

116,756‌

Series

-

2018

9

(Class

A13)

44,725

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

05/25/49

41,665‌

Series

-

2019

1

(Class

A15)

3,488,097

(a),(c)

JP

Morgan

Mortgage

Trust

3.823

06/25/50

3,041,168‌

Series

-

2020

1

(Class

B2)

26,241,923

(a),(c)

JP

Morgan

Mortgage

Trust

0.139

07/25/51

195,319‌

Series

-

2021

3

(Class

AX1)

18,642,529

(a),(c)

JP

Morgan

Mortgage

Trust

0.130

08/25/51

130,884‌

Series

-

2021

4

(Class

AX1)

2,118,406

(a),(c)

JP

Morgan

Mortgage

Trust

2.880

08/25/51

1,681,325‌

Series

-

2021

4

(Class

B2)

35,834,656

(a),(c)

JP

Morgan

Mortgage

Trust

0.137

10/25/51

270,716‌

Series

-

2021

6

(Class

AX1)

4,521,268

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

10/25/51

3,610,368‌

Series

-

2021

6

(Class

A15)

9,747,760

(a),(c)

JP

Morgan

Mortgage

Trust

0.400

12/25/51

211,209‌

Series

-

2021

INV2

(Class

AX4)

2,150,298

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

1,717,077‌

Series

-

2021

10

(Class

A15)

2,231,806

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

02/25/52

1,779,385‌

Series

-

2021

12

(Class

A15)

3,556,008

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

05/25/52

2,835,151‌

Series

-

2021

14

(Class

A15)

2,215,399

(a),(c)

JP

Morgan

Mortgage

Trust

2.927

05/25/52

1,824,023‌

Series

-

2021

LTV2

(Class

A3)

15,266,472

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

12,685,559‌

Series

-

2022

2

(Class

A25)

6,616,445

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

09/25/52

5,493,766‌

Series

-

2022

INV3

(Class

A6)

9,408,031

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

09/25/52

8,155,786‌

Series

-

2022

LTV2

(Class

A6)

6,063,953

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

12/25/52

5,038,795‌

Series

-

2022

7

(Class

1A17)

2,129,286

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

12/25/52

1,914,719‌

Series

-

2022

7

(Class

2A6A)

5,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.110

09/15/47

5,220,009‌

Series

-

2014

C22

(Class

AS)

241

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

4,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.480

%

09/15/47

$

4,411,133‌

Series

-

2014

C23

(Class

B)

1,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.480

09/15/47

1,447,983‌

Series

-

2014

C23

(Class

C)

1,518,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.561

09/15/47

1,407,977‌

Series

-

2014

C22

(Class

B)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.898

02/15/48

905,200‌

Series

-

2015

C27

(Class

B)

2,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

3.917

05/15/48

1,941,137‌

Series

-

2015

C29

(Class

AS)

1,600,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.118

05/15/48

1,516,912‌

Series

-

2015

C29

(Class

B)

6,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.106

08/15/48

5,687,810‌

Series

-

2015

C31

(Class

AS)

6,885,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.624

08/15/48

6,110,215‌

Series

-

2015

C31

(Class

B)

3,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.624

08/15/48

2,496,351‌

Series

-

2015

C31

(Class

C)

1,400,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.227

10/15/48

1,363,465‌

Series

-

2015

C28

(Class

A4)

3,016,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.023

12/15/48

2,882,632‌

Series

-

2015

C33

(Class

AS)

745,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.636

12/15/48

663,209‌

Series

-

2015

C33

(Class

C)

10,425,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.576

03/17/49

10,039,592‌

Series

-

2016

C1

(Class

A5)

2,645,000

(a),(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4.202

03/17/49

2,248,117‌

Series

-

2016

C1

(Class

D1)

1,606,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.702

03/17/49

1,489,836‌

Series

-

2016

C1

(Class

C)

862,854

JPMCC

Commercial

Mortgage

Securities

Trust

3.457

03/15/50

836,599‌

Series

-

2017

JP5

(Class

A4)

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust

3.633

09/15/50

1,686,901‌

Series

-

2017

JP7

(Class

C)

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust

3.123

06/13/52

2,254,221‌

Series

-

2019

COR5

(Class

A3)

5,554,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.180

05/13/53

4,423,421‌

Series

-

2020

COR7

(Class

A5)

3,625,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.536

05/13/53

2,700,211‌

Series

-

2020

COR7

(Class

AS)

1,076,925

(c)

Ladder

Capital

Commercial

Mortgage

Securities

3.575

02/15/36

1,007,493‌

Series

-

2013

GCP

(Class

A1)

657,208

(c)

LSTAR

Commercial

Mortgage

Trust

2.579

03/10/49

655,945‌

Series

-

2016

4

(Class

A2)

2,200,000

(c)

LSTAR

Commercial

Mortgage

Trust

4.021

03/10/50

2,025,619‌

Series

-

2017

5

(Class

AS)

12,000,000

(a),(c)

MAD

Mortgage

Trust

3.082

08/15/34

11,103,689‌

Series

-

2017

330M

(Class

A)

1,500,000

(a),(c)

Manhattan

West

2.335

09/10/39

1,323,371‌

Series

-

2020

1MW

(Class

B)

1,434,098

(a)

Merrill

Lynch

Mortgage

Investors

Trust

SOFR

1

M

+

0.634%

2.278

01/25/37

1,344,726‌

Series

-

2006

WMC1

(Class

A1B)

2,792,164

(c)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.989

12/15/46

2,655,848‌

Series

-

2014

C19

(Class

LNC1)

882,200

(c)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.384

12/15/46

826,854‌

Series

-

2014

C19

(Class

LNC2)

2,500,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.832

12/15/47

2,428,130‌

Series

-

2014

C19

(Class

AS)

3,500,000

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.000

12/15/47

3,360,821‌

Series

-

2014

C19

(Class

B)

Core

Bond

Fund

March

31,

2024

242

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

9,959

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.069

%

02/15/48

$

9,886‌

Series

-

2015

C20

(Class

ASB)

2,500,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.605

02/15/48

2,428,603‌

Series

-

2015

C20

(Class

AS)

5,938,073

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.652

03/15/48

5,698,047‌

Series

-

2015

C21

(Class

AS)

3,360,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.561

04/15/48

3,253,563‌

Series

-

2015

C22

(Class

AS)

5,798,504

Morgan

Stanley

Capital

I

Trust

2.606

08/15/49

5,618,919‌

Series

-

2016

UB11

(Class

ASB)

253,360

(a)

Morgan

Stanley

Capital

I

Trust

5.877

12/12/49

107,457‌

Series

-

2007

IQ16

(Class

AJ)

1,300,000

Morgan

Stanley

Capital

I

Trust

3.587

12/15/50

1,222,752‌

Series

-

2017

HR2

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4.177

07/15/51

958,894‌

Series

-

2018

H3

(Class

A5)

3,142,000

(a)

Morgan

Stanley

Capital

I

Trust

4.429

07/15/51

2,988,110‌

Series

-

2018

H3

(Class

AS)

2,469,162

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

07/25/51

2,156,474‌

Series

-

2021

4

(Class

A4)

2,000,000

(c)

MRCD

Mortgage

Trust

2.718

12/15/36

1,349,788‌

Series

-

2019

PARK

(Class

D)

3,500,000

(c)

MRCD

Mortgage

Trust

2.718

12/15/36

2,187,042‌

Series

-

2019

PARK

(Class

E)

1,500,000

(a),(c)

MSDB

Trust

3.316

07/11/39

1,335,743‌

Series

-

2017

712F

(Class

A)

5,347,801

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5.915

07/15/36

4,952,469‌

Series

-

2019

MILE

(Class

A)

2,500,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.879%

7.205

07/15/36

2,183,745‌

Series

-

2019

MILE

(Class

B)

703,488

(c)

Natixis

Commercial

Mortgage

Securities

Trust

2.966

12/15/38

639,304‌

Series

-

2020

2PAC

(Class

A)

80,690

(a)

New

York

Mortgage

Trust

SOFR

1

M

+

0.594%

5.924

02/25/36

79,103‌

Series

-

2005

3

(Class

A1)

4,665,000

(a),(c)

NRTH

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.641%

6.941

03/15/41

4,678,878‌

Series

-

2024

PARK

(Class

A)

4,800,158

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

2.380

11/20/51

4,331,334‌

Series

-

2021

2A

(Class

A1)

9,853,785

(a),(c)

OBX

Trust

2.500

07/25/51

7,868,543‌

Series

-

2021

J2

(Class

A19)

8,028,873

(a),(c)

OBX

Trust

4.000

10/25/52

7,189,819‌

Series

-

2022

INV5

(Class

A13)

618,538

(a),(c)

OBX

Trust

SOFR

1

M

+

0.764%

4.658

06/25/57

596,380‌

Series

-

2018

1

(Class

A2)

2,058,883

(a),(c)

Oceanview

Mortgage

Trust

2.500

05/25/51

1,644,080‌

Series

-

2021

1

(Class

A19)

2,229,348

(a),(c)

Oceanview

Mortgage

Trust

4.500

11/25/52

2,068,021‌

Series

-

2022

1

(Class

A1)

5,000,000

(c)

One

Bryant

Park

Trust

2.516

09/15/54

4,277,438‌

Series

-

2019

OBP

(Class

A)

14,934,004

(c)

One

Market

Plaza

Trust

3.614

02/10/32

13,804,251‌

Series

-

2017

1MKT

(Class

A)

3,827,449

(a),(c)

OPEN

Trust

SOFR

1

M

+

5.236%

10.561

10/15/28

3,863,895‌

Series

-

2023

AIR

(Class

C)

2,500,000

(a),(c)

PKHL

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

0.994%

6.320

07/15/38

2,382,453‌

Series

-

2021

MF

(Class

A)

1,000,000

(c)

RBS

Commercial

Funding,

Inc

Trust

3.511

03/11/31

900,718‌

Series

-

2013

SMV

(Class

B)

2,310,529

RCKT

Mortgage

Trust

3.006

09/25/51

1,771,627‌

2,633,788

(a),(c)

RCKT

Mortgage

Trust

3.500

06/25/52

2,278,301‌

Series

-

2022

4

(Class

A22)

243

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

288,440

(a),(c)

Sequoia

Mortgage

Trust

3.500

%

05/25/45

$

257,479‌

Series

-

2015

2

(Class

A1)

216,688

(a),(c)

Sequoia

Mortgage

Trust

3.500

02/25/47

191,788‌

Series

-

2017

2

(Class

A19)

782,454

(a),(c)

Sequoia

Mortgage

Trust

3.724

09/25/47

716,782‌

Series

-

2017

6

(Class

B1)

488,798

(a),(c)

Sequoia

Mortgage

Trust

3.500

03/25/48

431,531‌

Series

-

2018

3

(Class

A1)

39,829

(a),(c)

Sequoia

Mortgage

Trust

4.000

09/25/48

36,856‌

Series

-

2018

7

(Class

A19)

2,632,771

(a),(c)

Sequoia

Mortgage

Trust

3.000

04/25/50

2,219,648‌

Series

-

2020

3

(Class

A19)

4,438,133

(a),(c)

Sequoia

Mortgage

Trust

5.000

01/25/53

4,220,411‌

Series

-

2023

1

(Class

A19)

192,505

(a),(c)

Shellpoint

Co-Originator

Trust

3.500

04/25/47

170,608‌

Series

-

2017

1

(Class

A19)

2,500,000

(c)

SLG

Office

Trust

2.851

07/15/41

1,906,725‌

Series

-

2021

OVA

(Class

E)

2,319,312

(a),(c)

SMR

Mortgage

Trust

Term

SOFR

1

M

+

2.400%

7.725

02/15/39

2,228,817‌

Series

-

2022

IND

(Class

B)

1,800,000

UBS

Commercial

Mortgage

Trust

3.563

10/15/50

1,656,959‌

Series

-

2017

C4

(Class

A4)

2,250,000

UBS

Commercial

Mortgage

Trust

4.334

10/15/51

2,135,985‌

Series

-

2018

C13

(Class

A4)

6,708,449

(a),(c)

Verus

Securitization

Trust

2.240

10/25/66

5,625,721‌

Series

-

2021

7

(Class

A3)

412,594

(c)

VSE

VOI

Mortgage

LLC

4.020

02/20/36

405,216‌

Series

-

2018

A

(Class

C)

3,400,000

Wells

Fargo

Commercial

Mortgage

Trust

3.808

12/15/47

3,324,225‌

Series

-

2014

LC18

(Class

AS)

2,272,000

Wells

Fargo

Commercial

Mortgage

Trust

3.540

05/15/48

2,212,378‌

Series

-

2015

C28

(Class

A4)

2,100,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

3.658

05/15/48

1,991,300‌

Series

-

2015

NXS1

(Class

B)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.140

05/15/48

1,724,666‌

Series

-

2015

NXS1

(Class

D)

350,000

Wells

Fargo

Commercial

Mortgage

Trust

3.637

06/15/48

341,214‌

Series

-

2015

C29

(Class

A4)

2,120,639

Wells

Fargo

Commercial

Mortgage

Trust

2.825

10/15/49

2,063,375‌

Series

-

2016

LC24

(Class

ASB)

387,000

Wells

Fargo

Commercial

Mortgage

Trust

3.635

03/15/50

361,118‌

Series

-

2017

RB1

(Class

A5)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.757

03/15/50

1,836,413‌

Series

-

2017

RB1

(Class

AS)

1,720,000

Wells

Fargo

Commercial

Mortgage

Trust

3.467

04/15/50

1,659,889‌

Series

-

2015

LC20

(Class

AS)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.012

03/15/51

1,912,473‌

Series

-

2018

C43

(Class

A4)

1,200,000

(c)

Wells

Fargo

Commercial

Mortgage

Trust

3.153

09/15/57

1,116,429‌

Series

-

2015

NXS3

(Class

D)

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

3.972

09/15/57

2,410,964‌

Series

-

2015

NXS3

(Class

AS)

3,350,000

Wells

Fargo

Commercial

Mortgage

Trust

3.952

01/15/59

3,213,355‌

Series

-

2016

C32

(Class

AS)

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.729

01/15/59

2,385,479‌

Series

-

2016

C32

(Class

B)

475,195

Wells

Fargo

Commercial

Mortgage

Trust

2.933

11/15/59

462,239‌

Series

-

2016

C36

(Class

ASB)

84,688

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4.000

04/25/49

78,988‌

Series

-

2019

2

(Class

A17)

Core

Bond

Fund

March

31,

2024

244

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,153,325

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

%

09/25/49

$

1,016,403‌

Series

-

2019

4

(Class

A1)

756,547

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

07/25/50

639,870‌

Series

-

2020

4

(Class

A17)

11,059,486

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

06/25/51

8,831,331‌

Series

-

2021

2

(Class

A17)

2,929,101

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

12/25/51

2,335,328‌

Series

-

2022

2

(Class

A18)

3,355,163

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

03/25/52

2,783,769‌

Series

-

2022

INV1

(Class

A18)

5,802,459

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

03/25/52

5,015,678‌

Series

-

2022

INV1

(Class

A17)

1,283,064

WFRBS

Commercial

Mortgage

Trust

3.995

05/15/47

1,278,928‌

Series

-

2014

C20

(Class

A5)

189,733

(a),(c)

WinWater

Mortgage

Loan

Trust

3.920

06/20/44

155,052‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

959,215,343‌

TOTAL

STRUCTURED

ASSETS

1,423,659,333‌

(Cost

$1,542,452,126)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

0.0%

MATERIALS

-

0.0%

363,958

(j)

Petra

Diamonds

Ltd

186,504‌

TOTAL

MATERIALS

186,504‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

10,391

(j)

Bright

Bidco

BV

3,387‌

7,607

(j)

Bright

Bidco

BV

2,480‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

5,867‌

SOFTWARE

&

SERVICES

-

0.0%

1,010

(j)

Avaya,

Inc

5,555‌

4,815

(j)

Avaya,

Inc

26,483‌

TOTAL

SOFTWARE

&

SERVICES

32,038‌

TOTAL

COMMON

STOCKS

224,409‌

(Cost

$949,850)

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

200,000

Morgan

Stanley

4,980,000‌

208,700

Morgan

Stanley

5,490,897‌

TOTAL

FINANCIAL

SERVICES

10,470,897‌

TOTAL

PREFERRED

STOCKS

10,470,897‌

(Cost

$10,877,500)

TOTAL

LONG-TERM

INVESTMENTS

9,907,199,414‌

(Cost

$10,654,112,720)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0.0%

$2,500,000

Federal

Farm

Credit

Discount

Notes

0.000

04/26/24

2,489,568‌

3

00,000

Federal

Home

Loan

Bank

(FHLB)

0.000

04/01/24

299,827‌

TOTAL

GOVERNMENT

AGENCY

DEBT

2,789,395‌

REPURCHASE

AGREEMENT

-

0.3%

25,000,000

(k)

Fixed

Income

Clearing

Corp

(FICC)

5.320

04/01/24

25,000,000‌

TOTAL

REPURCHASE

AGREEMENT

25,000,000‌

245

See

Notes

to

Financial

Statements

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TREASURY

DEBT

-

0.3%

$

14,700,000

United

States

Treasury

Bill

0.000

%

04/04/24

$

14,693,641‌

5,000,000

United

States

Treasury

Bill

0.000

04/16/24

4,989,022‌

12,500,000

United

States

Treasury

Bill

0.000

05/09/24

12,430,478‌

TOTAL

TREASURY

DEBT

32,113,141‌

TOTAL

SHORT-TERM

INVESTMENTS

59,902,536‌

(Cost

$59,903,779)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.3%

127,425,111

(l)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

(m)

127,425,111‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

127,425,111‌

(Cost

$127,425,111)

TOTAL

INVESTMENTS

-

100.4%

10,094,527,061‌

(Cost

$10,841,441,610)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.4)%

(36,212,467‌)

NET

ASSETS

-

100.0%

$

10,058,314,594‌

AVG

Average

BRL

Brazilian

Real

CME

Chicago

Mercantile

Exchange

D

Day

DOP

Dominican

Republic

Peso

EUR

Euro

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

RSD

Serbian

Dinar

SOFR

Secure

Overnight

Financing

Rate

THB

Thai

Baht

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)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144(A)

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.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$129,844,666.

(e)

Perpetual

security

(f)

Payment

in

Kind

Bond

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

In

default

(i)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(j)

Non-income

producing

(k)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$25,014,778

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$25,500,044.

(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.

Core

Bond

Fund

March

31,

2024

246

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

EUR

1,738,458

$

1,873,499

Bank

of

America,

N.A.

04/16/24

  $

3,229‌

$

6,032,196

EUR

5,473,497

Toronto

Dominion

Bank

04/16/24

  $

123,358‌

Total

  $

126,587‌

EUR

Euro

Portfolio

of

Investments

Core

Impact

Bond

Fund

March

31,

2024

247

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

BANK

LOAN

OBLIGATIONS

-

0.7%

CAPITAL

GOODS

-

0

.0

%

$

450,366

(a),(b)

KDC

Agribusiness

Fairless

Hills

LLC

12

.000

%

09/17/24

$

57,737‌

TOTAL

CAPITAL

GOODS

57,737‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.2

%

13,946,855

(c)

LTR

Intermediate

Holdings,

Inc

SOFR

4

M

+

4.500%

10

.110

05/05/28

13,133,265‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

13,133,265‌

UTILITIES

-

0

.5

%

6,698,588

(c)

Constellation

Renewables

LLC

SOFR

4

M

+

2.500%

8

.105

12/15/27

6,712,354‌

17,104,688

(c)

TerraForm

Power

Operating

LLC

SOFR

4

M

+

2.500%

7

.902

05/21/29

17,019,165‌

4,000,000

(c)

Vistra

Operations

Co

LLC

CME

Term

SOFR

1

M

+

2.750%

2

.750

04/30/31

4,005,840‌

TOTAL

UTILITIES

27,737,359‌

TOTAL

BANK

LOAN

OBLIGATIONS

40,928,361‌

(Cost

$41,860,350)

CORPORATE

BONDS

-

27

.7

%

AUTOMOBILES

&

COMPONENTS

-

0

.7

%

6,650,000

Ford

Motor

Co

3

.250

02/12/32

5,531,506‌

11,866,000

Magna

International,

Inc

3

.625

06/15/24

11,806,180‌

11,025,000

Magna

International,

Inc

2

.450

06/15/30

9,538,928‌

10,650,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

9,216,025‌

2,260,000

(d)

ZF

North

America

Capital,

Inc

6

.875

04/14/28

2,344,073‌

4,980,000

(d)

ZF

North

America

Capital,

Inc

7

.125

04/14/30

5,247,511‌

TOTAL

AUTOMOBILES

&

COMPONENTS

43,684,223‌

BANKS

-

3

.7

%

10,000,000

Bank

of

Montreal

3

.803

12/15/32

9,328,621‌

8,875,000

Bank

of

Montreal

7

.700

05/26/84

8,979,290‌

6,750,000

Barclays

plc

6

.692

09/13/34

7,191,051‌

1,775,000

Barclays

plc

6

.036

03/12/55

1,848,039‌

11,375,000

(d)

BNP

Paribas

S.A.

5

.894

12/05/34

11,893,563‌

2,500,000

(d),(e)

BNP

Paribas

S.A.

8

.500

N/A(f)

2,613,130‌

10,000,000

(d)

BPCE

S.A.

2

.045

10/19/27

9,123,408‌

3,125,000

(c)

Citigroup,

Inc

SOFR

+

0.694%

5

.330

01/25/26

3,128,392‌

5,025,000

(e)

Citigroup,

Inc

7

.625

N/A(f)

5,275,582‌

10,000,000

(d)

Credit

Agricole

S.A.

5

.335

01/10/30

9,971,496‌

10,000,000

(d)

Credit

Agricole

S.A.

6

.251

01/10/35

10,164,256‌

7,025,000

Deutsche

Bank

AG.

6

.819

11/20/29

7,343,959‌

4,950,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5

.147

11/27/28

5,019,989‌

9,125,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5

.250

04/26/29

9,103,424‌

4,250,000

HSBC

Holdings

plc

5

.210

08/11/28

4,237,725‌

9,925,000

HSBC

Holdings

plc

6

.161

03/09/29

10,197,518‌

6,250,000

(d)

Intesa

Sanpaolo

S.p.A

3

.250

09/23/24

6,174,857‌

3,650,000

(d)

Intesa

Sanpaolo

S.p.A

6

.625

06/20/33

3,787,307‌

13,800,000

(d)

Intesa

Sanpaolo

S.p.A

7

.200

11/28/33

14,864,842‌

15,000,000

(d)

Intesa

Sanpaolo

S.p.A

7

.800

11/28/53

17,018,376‌

12,475,000

JPMorgan

Chase

&

Co

6

.875

N/A(f)

12,908,784‌

10,990,000

JPMorgan

Chase

&

Co

3

.650

N/A(f)

10,437,612‌

2,750,000

Lloyds

Banking

Group

plc

4

.500

11/04/24

2,723,423‌

3,375,000

(d)

Royal

Bank

of

Canada

1

.050

09/14/26

3,074,755‌

10,000,000

(d)

Royal

Bank

of

Canada

4

.851

12/14/26

9,986,618‌

4,000,000

(d)

Shinhan

Financial

Group

Co

Ltd

5

.000

07/24/28

3,969,080‌

7,000,000

(d)

Shinhan

Financial

Group

Co

Ltd

3

.340

02/05/30

6,835,492‌

8,850,000

(d)

Societe

Generale

S.A.

7

.132

01/19/55

8,835,038‌

15,000,000

(d)

UniCredit

S.p.A

2

.569

09/22/26

14,286,247‌

Core

Impact

Bond

Fund

March

31,

2024

248

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

6,570,000

(d)

United

Overseas

Bank

Ltd

2

.000

%

10/14/31

$

6,014,665‌

TOTAL

BANKS

236,336,539‌

CAPITAL

GOODS

-

0

.7

%

10,625,000

Air

Lease

Corp

5

.100

03/01/29

10,554,520‌

9,000,000

Conservation

Fund

3

.474

12/15/29

8,164,028‌

8,725,000

Cummins,

Inc

5

.450

02/20/54

8,920,104‌

6,250,000

(d)

Sociedad

de

Transmision

Austral

S.A.

4

.000

01/27/32

5,469,100‌

7,500,000

(d)

Triton

Container

International

Ltd

1

.150

06/07/24

7,432,790‌

5,000,000

YMCA

of

Greater

New

York

5

.021

08/01/38

4,339,578‌

TOTAL

CAPITAL

GOODS

44,880,120‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.5

%

5,575,000

(d)

Ambipar

Lux

Sarl

9

.875

02/06/31

5,585,871‌

9,500,000

Automatic

Data

Processing,

Inc

1

.700

05/15/28

8,502,944‌

12,875,000

Automatic

Data

Processing,

Inc

1

.250

09/01/30

10,519,297‌

12,760,000

Rockefeller

Foundation

2

.492

10/01/50

8,193,317‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

32,801,429‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.3

%

11,000,000

Lowe's

Cos,

Inc

4

.800

04/01/26

10,936,940‌

5,525,000

Lowe's

Cos,

Inc

2

.800

09/15/41

3,927,064‌

5,300,000

Lowe's

Cos,

Inc

5

.750

07/01/53

5,470,094‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

20,334,098‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

5,270,000

Whirlpool

Corp

2

.400

05/15/31

4,362,886‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

4,362,886‌

CONSUMER

SERVICES

-

0

.7

%

2,800,000

Bush

Foundation

2

.754

10/01/50

1,827,398‌

5,820,000

Enterprise

Community

Loan

Fund,

Inc

4

.152

11/01/28

5,497,147‌

4,040,000

Henry

J

Kaiser

Family

Foundation

3

.356

12/01/25

3,842,106‌

2,250,000

Mary

Free

Bed

Rehabilitation

Hospital

3

.786

04/01/51

1,689,805‌

11,525,000

Massachusetts

Higher

Education

Assistance

Corp

2

.673

07/01/31

9,563,512‌

9,500,000

Mather

Foundation

2

.675

10/01/31

7,848,614‌

45,000

Salvation

Army

5

.637

09/01/26

45,191‌

5,000,000

Salvation

Army

4

.528

09/01/48

4,379,269‌

6,350,000

Starbucks

Corp

2

.450

06/15/26

6,004,142‌

1,500,000

YMCA

of

Greater

New

York

5

.151

08/01/48

1,228,417‌

TOTAL

CONSUMER

SERVICES

41,925,601‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.6

%

2,000,000

(d)

Alimentation

Couche-Tard,

Inc

3

.625

05/13/51

1,479,495‌

10,625,000

SYSCO

Corp

5

.750

01/17/29

10,932,443‌

10,750,000

SYSCO

Corp

2

.400

02/15/30

9,301,769‌

18,025,000

Walmart,

Inc

1

.800

09/22/31

14,965,164‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

36,678,871‌

ENERGY

-

2

.1

%

2,125,000

BP

Capital

Markets

America,

Inc

4

.699

04/10/29

2,119,667‌

4,360,000

BP

Capital

Markets

America,

Inc

4

.812

02/13/33

4,302,899‌

6,050,000

BP

Capital

Markets

America,

Inc

4

.893

09/11/33

6,007,851‌

5,525,000

BP

Capital

Markets

America,

Inc

4

.989

04/10/34

5,517,828‌

9,875,000

BP

Capital

Markets

America,

Inc

2

.772

11/10/50

6,392,009‌

6,950,000

BP

Capital

Markets

plc

6

.450

N/A(f)

7,197,343‌

8,088,000

Cheniere

Energy

Partners

LP

4

.000

03/01/31

7,351,258‌

4,850,000

Cheniere

Energy

Partners

LP

5

.950

06/30/33

4,958,509‌

4,050,000

(d)

Cheniere

Energy,

Inc

5

.650

04/15/34

4,078,920‌

7,525,000

ConocoPhillips

Co

5

.050

09/15/33

7,593,047‌

8,875,000

ConocoPhillips

Co

5

.300

05/15/53

8,812,716‌

4,510,000

ConocoPhillips

Co

5

.550

03/15/54

4,648,157‌

3,528,000

EQT

Corp

6

.125

02/01/25

3,532,202‌

7,725,000

Equinor

ASA

2

.375

05/22/30

6,764,457‌

3,000,000

Equinor

ASA

3

.950

05/15/43

2,536,893‌

249

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

9,110,000

Equinor

ASA

3

.250

%

11/18/49

$

6,636,401‌

5,825,000

Marathon

Oil

Corp

5

.300

04/01/29

5,814,418‌

6,825,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

6,816,395‌

2,950,000

(d)

Raizen

Fuels

Finance

S.A.

6

.450

03/05/34

3,026,665‌

2,185,000

Total

Capital

International

S.A.

3

.750

04/10/24

2,183,956‌

12,850,000

TotalEnergies

Capital

International

S.A.

2

.986

06/29/41

9,717,859‌

11,550,000

TotalEnergies

Capital

International

S.A.

3

.127

05/29/50

8,225,415‌

10,000,000

Williams

Cos,

Inc

5

.300

08/15/28

10,084,702‌

TOTAL

ENERGY

134,319,567‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.3

%

3,500,000

(d),(e)

HAT

Holdings

I

LLC

3

.375

06/15/26

3,296,668‌

3,000,000

(d),(e)

HAT

Holdings

I

LLC

3

.750

09/15/30

2,519,694‌

1,750,000

Regency

Centers

Corp

5

.250

01/15/34

1,743,338‌

11,024,000

Regency

Centers

LP

3

.750

06/15/24

10,960,824‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

18,520,524‌

FINANCIAL

SERVICES

-

4

.0

%

3,419,800

BB

Blue

Financing

DAC

4

.395

09/20/29

3,360,443‌

10,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

9,870,384‌

11,645,000

Community

Preservation

Corp

2

.867

02/01/30

10,173,867‌

10,400,000

Ford

Foundation

2

.815

06/01/70

6,357,672‌

10,000,000

Goldman

Sachs

Group,

Inc

0

.855

02/12/26

9,578,763‌

10,000,000

(d)

GPS

Blue

Financing

DAC

5

.645

11/09/41

9,520,000‌

3,052,814

HNA

LLC

2

.369

09/18/27

2,872,109‌

6,935,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

6,958,219‌

4,500,000

Low

Income

Investment

Fund

3

.386

07/01/26

4,224,436‌

10,000,000

Low

Income

Investment

Fund

3

.711

07/01/29

9,098,733‌

7,725,000

Mastercard,

Inc

1

.900

03/15/31

6,451,653‌

14,500,000

Morgan

Stanley

5

.857

01/22/25

14,508,700‌

6,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

6,033,103‌

7,016,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.250

04/20/46

6,832,483‌

1,925,000

NHP

Foundation

5

.850

12/01/28

1,958,033‌

4,850,000

NHP

Foundation

6

.000

12/01/33

4,917,173‌

10,000,000

Private

Export

Funding

Corp

(PEFCO)

4

.300

12/15/28

9,976,889‌

10,000,000

Private

Export

Funding

Corp

(PEFCO)

4

.600

02/15/34

10,040,166‌

2,500,000

Reinvestment

Fund,

Inc

3

.366

11/01/24

2,449,238‌

5,000,000

Reinvestment

Fund,

Inc

3

.513

11/01/25

4,735,440‌

5,000,000

Reinvestment

Fund,

Inc

3

.880

02/15/27

4,590,066‌

2,800,000

(d)

Starwood

Property

Trust,

Inc

7

.250

04/01/29

2,822,285‌

7,671,540

Thirax   LLC

1

.462

03/07/33

6,594,395‌

12,250,000

(d)

UBS

Group

AG.

6

.327

12/22/27

12,513,997‌

8,750,000

(d)

UBS

Group

AG.

5

.428

02/08/30

8,762,969‌

10,000,000

(d)

UBS

Group

AG.

2

.746

02/11/33

8,169,291‌

9,950,000

(d)

UBS

Group

AG.

6

.301

09/22/34

10,415,290‌

6,150,000

(d)

UBS

Group

AG.

5

.699

02/08/35

6,181,122‌

4,050,000

(d)

UBS

Group

AG.

9

.250

N/A(f)

4,388,074‌

9,500,000

(d)

UBS

Group

AG.

7

.750

N/A(f)

9,770,456‌

3,375,000

(d)

UBS

Group

AG.

9

.250

N/A(f)

3,808,812‌

10,000,000

Visa,

Inc

1

.100

02/15/31

7,979,960‌

3,450,000

(d)

WLB

Asset

II

B

Pte

Ltd

3

.950

12/10/24

3,278,326‌

5,425,000

(d)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

5,065,157‌

10,000,000

(d)

WLB

Asset

II

D

Pte

Ltd

6

.500

12/21/26

9,582,506‌

9,750,000

(d)

WLB

Asset

VI

Pte

Ltd

7

.250

12/21/27

9,735,862‌

TOTAL

FINANCIAL

SERVICES

253,576,072‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.9

%

3,725,000

Campbell

Soup

Co

5

.200

03/21/29

3,742,849‌

6,325,000

Campbell

Soup

Co

5

.400

03/21/34

6,372,455‌

10,125,000

(d)

Mars,

Inc

4

.650

04/20/31

9,993,620‌

7,000,000

(d)

NBM

US

Holdings,

Inc

6

.625

08/06/29

6,955,455‌

6,600,000

(d)

Nestle

Holdings,

Inc

4

.950

03/14/30

6,683,472‌

10,000,000

PepsiCo,

Inc

3

.900

07/18/32

9,480,424‌

Core

Impact

Bond

Fund

March

31,

2024

250

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

20,310,000

PepsiCo,

Inc

2

.875

%

10/15/49

$

14,146,734‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

57,375,009‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.2

%

1,600,000

Cigna

Group

5

.600

02/15/54

1,605,964‌

665,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

490,764‌

10,385,000

Stanford

Health

Care

3

.027

08/15/51

7,191,031‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

9,287,759‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.0

%

5,300,000

Procter

&

Gamble

Co

3

.000

03/25/30

4,879,146‌

12,125,000

Procter

&

Gamble

Co

1

.200

10/29/30

9,917,560‌

10,875,000

Procter

&

Gamble

Co

4

.550

01/29/34

10,815,267‌

3,000,000

Unilever

Capital

Corp

0

.626

08/12/24

2,945,961‌

14,500,000

Unilever

Capital

Corp

4

.875

09/08/28

14,658,944‌

6,125,000

Unilever

Capital

Corp

1

.375

09/14/30

4,978,142‌

10,000,000

Unilever

Capital

Corp

5

.000

12/08/33

10,111,392‌

9,425,000

Unilever

Capital

Corp

2

.625

08/12/51

6,197,957‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

64,504,369‌

INSURANCE

-

0

.5

%

12,075,000

(d)

Five

Corners

Funding

Trust

II

2

.850

05/15/30

10,583,494‌

11,400,000

(d)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

11,551,004‌

11,135,000

(d)

USAA

Capital

Corp

2

.125

05/01/30

9,307,806‌

TOTAL

INSURANCE

31,442,304‌

MATERIALS

-

1

.5

%

10,500,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

10,443,517‌

2,755,000

(d)

Alcoa

Nederland

Holding

BV

7

.125

03/15/31

2,806,392‌

7,250,000

(d)

Cemex

SAB

de

C.V.

9

.125

N/A(f)

7,876,066‌

14,000,000

Dow

Chemical

Co

5

.150

02/15/34

13,950,258‌

10,750,000

(d)

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

10,628,840‌

1,434,000

International

Paper

Co

4

.800

06/15/44

1,294,794‌

1,300,000

LG

Chem

Ltd

3

.250

10/15/24

1,282,707‌

2,490,000

(d)

LG

Chem

Ltd

3

.625

04/15/29

2,320,606‌

11,875,000

LYB

International

Finance

III

LLC

5

.500

03/01/34

11,896,957‌

5,000,000

Newmont

Corp

2

.250

10/01/30

4,254,777‌

9,875,000

PPG

Industries,

Inc

1

.200

03/15/26

9,154,585‌

4,325,000

(d),(g)

Smurfit

Kappa

Treasury

ULC

5

.777

04/03/54

4,374,720‌

4,702,640

(d)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

4,718,817‌

10,000,000

Teck

Resources

Ltd

3

.900

07/15/30

9,218,287‌

TOTAL

MATERIALS

94,221,323‌

MEDIA

&

ENTERTAINMENT

-

0

.2

%

11,250,000

(e)

Comcast

Corp

4

.650

02/15/33

11,040,174‌

TOTAL

MEDIA

&

ENTERTAINMENT

11,040,174‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.9

%

12,550,000

Merck

&

Co,

Inc

2

.150

12/10/31

10,503,883‌

8,800,000

Merck

&

Co,

Inc

2

.750

12/10/51

5,753,056‌

6,650,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/25

6,606,957‌

8,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.750

05/19/33

8,245,888‌

6,475,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.110

05/19/43

6,331,603‌

15,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

14,913,511‌

2,500,000

Pfizer,

Inc

2

.625

04/01/30

2,226,861‌

5,400,000

Pfizer,

Inc

1

.750

08/18/31

4,406,085‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

58,987,844‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.2

%

8,000,000

National

Community

Renaissance

of

California

3

.270

12/01/32

6,384,799‌

9,775,000

Preservation

Of

Affordable

Housing,

Inc

4

.479

12/01/32

9,036,342‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

15,421,141‌

251

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.4

%

$

10,050,000

Intel

Corp

4

.150

%

08/05/32

$

9,545,097‌

8,158,000

NXP

BV

3

.400

05/01/30

7,404,500‌

10,000,000

Texas

Instruments,

Inc

5

.050

05/18/63

9,738,797‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

26,688,394‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.2

%

11,850,000

Apple,

Inc

3

.000

06/20/27

11,288,371‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

11,288,371‌

TELECOMMUNICATION

SERVICES

-

0

.1

%

9,547,000

Verizon

Communications,

Inc

2

.550

03/21/31

8,156,204‌

TOTAL

TELECOMMUNICATION

SERVICES

8,156,204‌

TRANSPORTATION

-

0

.1

%

577,594

(d)

Air

Canada

Pass

Through

Trust

3

.300

01/15/30

522,723‌

6,000,000

Norfolk

Southern

Corp

2

.300

05/15/31

5,073,994‌

TOTAL

TRANSPORTATION

5,596,717‌

UTILITIES

-

7

.8

%

5,000,000

AES

Corp

5

.450

06/01/28

4,990,290‌

6,725,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

6,688,593‌

12,350,000

Ameren

Illinois

Co

2

.900

06/15/51

8,100,740‌

4,500,000

Atlantic

City

Electric

Co

2

.300

03/15/31

3,771,101‌

3,345,000

Avangrid,

Inc

3

.150

12/01/24

3,287,914‌

7,500,000

Avangrid,

Inc

3

.800

06/01/29

7,034,485‌

7,050,000

(d)

Brooklyn

Union

Gas

Co

4

.632

08/05/27

6,843,759‌

10,000,000

(d)

Brooklyn

Union

Gas

Co

4

.866

08/05/32

9,260,477‌

9,850,000

CenterPoint

Energy

Houston

Electric

LLC

2

.350

04/01/31

8,346,653‌

3,050,000

CMS

Energy

Corp

4

.750

06/01/50

2,809,077‌

3,850,000

(d)

Colbun

S.A.

3

.150

01/19/32

3,248,538‌

14,500,000

Commonwealth

Edison

Co

2

.750

09/01/51

8,983,359‌

5,600,000

Connecticut

Light

and

Power

Co

4

.650

01/01/29

5,535,780‌

6,475,000

(d)

Consorcio

Transmantaro

SA

4

.700

04/16/34

6,104,831‌

5,200,000

Consumers

Energy

Co

4

.600

05/30/29

5,139,519‌

5,438,000

Consumers

Energy

Co

2

.500

05/01/60

3,134,876‌

14,882,879

(d)

Continental

Wind

LLC

6

.000

02/28/33

15,077,920‌

8,325,000

Dominion

Energy,

Inc

4

.350

N/A(f)

7,793,584‌

4,850,000

Dominion

Energy,

Inc

(Step

Bond)

3

.071

08/15/24

4,797,641‌

16,725,000

DTE

Electric

Co

1

.900

04/01/28

14,996,146‌

9,025,000

DTE

Electric

Co

3

.250

04/01/51

6,316,245‌

12,000,000

DTE

Energy

Co

2

.850

10/01/26

11,345,490‌

3,688,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

3,163,150‌

10,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

8,865,513‌

8,875,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

5,823,180‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

940,783‌

7,059,000

(d)

Electricite

de

France

S.A.

3

.625

10/13/25

6,877,852‌

6,375,000

Florida

Power

&

Light

Co

4

.625

05/15/30

6,329,592‌

8,882,000

Georgia

Power

Co

3

.250

04/01/26

8,553,413‌

250,000

Georgia

Power

Co

3

.250

03/15/51

175,458‌

8,700,000

Georgia

Power

Co

5

.125

05/15/52

8,415,216‌

3,282,125

(d)

India

Cleantech

Energy

4

.700

08/10/26

3,078,633‌

9,700,000

Interstate

Power

and

Light

Co

3

.500

09/30/49

7,000,285‌

10,750,000

(d)

Liberty

Utilities

Finance

GP

2

.050

09/15/30

8,706,069‌

2,498,000

(d)

Massachusetts

Electric

Co

1

.729

11/24/30

1,988,821‌

6,875,000

MidAmerican

Energy

Co

3

.100

05/01/27

6,532,221‌

5,000,000

MidAmerican

Energy

Co

5

.350

01/15/34

5,145,315‌

12,626,000

National

Fuel

Gas

Co

5

.500

01/15/26

12,606,476‌

5,600,000

National

Fuel

Gas

Co

5

.500

10/01/26

5,601,223‌

200,000

National

Fuel

Gas

Co

3

.950

09/15/27

190,781‌

11,274,000

National

Fuel

Gas

Co

2

.950

03/01/31

9,480,425‌

11,250,000

(d)

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

9,023,445‌

13,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

03/15/29

12,945,506‌

5,650,000

NextEra

Energy

Capital

Holdings,

Inc

5

.250

03/15/34

5,637,505‌

Core

Impact

Bond

Fund

March

31,

2024

252

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

2,034,000

(d),(e)

NextEra

Energy

Operating

Partners

LP

7

.250

%

01/15/29

$

2,081,114‌

11,750,000

(d)

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

9,685,987‌

5,250,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

3,236,699‌

17,028,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

18,430,154‌

7,075,000

Piedmont

Natural

Gas

Co,

Inc

3

.350

06/01/50

4,779,348‌

1,900,000

PPL

Electric

Utilities

Corp

4

.850

02/15/34

1,868,351‌

3,625,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

2,454,736‌

4,875,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

4,751,579‌

6,150,000

Public

Service

Electric

and

Gas

Co

3

.200

08/01/49

4,398,419‌

4,175,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

4,190,660‌

7,500,000

San

Diego

Gas

&

Electric

Co

4

.150

05/15/48

6,267,804‌

15,000,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

10,100,477‌

2,615,957

SCE

Recovery

Funding

LLC

1

.977

11/15/28

2,427,616‌

7,100,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

5,746,616‌

2,640,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

1,920,979‌

3,000,000

Sempra

4

.875

N/A(f)

2,935,332‌

3,664,967

(d)

Solar

Star

Funding

LLC

3

.950

06/30/35

3,279,438‌

4,279,475

(d)

Solar

Star

Funding

LLC

5

.375

06/30/35

4,111,625‌

8,150,000

Southern

California

Edison

Co

4

.875

02/01/27

8,125,181‌

750,000

Southern

California

Edison

Co

2

.750

02/01/32

634,558‌

8,325,000

Southern

California

Edison

Co

5

.200

06/01/34

8,241,561‌

5,000,000

Southern

California

Edison

Co

3

.450

02/01/52

3,532,372‌

7,000,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

4,646,891‌

18,529,000

Southwestern

Public

Service

Co

3

.150

05/01/50

12,157,159‌

1,270,000

(d),(e)

Sunnova

Energy

Corp

5

.875

09/01/26

988,696‌

16,135,890

(d)

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

12,831,421‌

2,000,000

(d)

TerraForm

Power

Operating

LLC

5

.000

01/31/28

1,904,827‌

6,726,579

(d)

Topaz

Solar

Farms

LLC

4

.875

09/30/39

5,953,022‌

10,859,010

(d)

Topaz

Solar

Farms

LLC

5

.750

09/30/39

10,844,568‌

5,947,271

(d)

UEP

Penonome

II

S.A.

6

.500

10/01/38

4,638,871‌

15,000,000

Union

Electric

Co

2

.150

03/15/32

12,166,621‌

16,400,000

Union

Electric

Co

2

.625

03/15/51

10,088,256‌

7,194,000

Union

Electric

Co

3

.900

04/01/52

5,689,445‌

3,625,000

(d)

Vistra

Corp

7

.000

N/A(f)

3,589,278‌

TOTAL

UTILITIES

489,387,541‌

TOTAL

CORPORATE

BONDS

1,750,817,080‌

(Cost

$1,907,808,114)

GOVERNMENT

BONDS

-

56

.7

%

AGENCY

SECURITIES

-

3

.0

%

1,329,534

Canal

Barge

Co,

Inc

4

.500

11/12/34

1,287,696‌

12,084,517

Crowley

Conro

LLC

4

.181

08/15/43

10,957,544‌

259,514

Ethiopian

Leasing

LLC

2

.566

08/14/26

253,091‌

25,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1

.540

08/17/35

17,774,399‌

8,600,000

Federal

National

Mortgage

Association

(FNMA)

0

.625

04/22/25

8,211,379‌

16,800,000

FNMA

0

.875

08/05/30

13,602,178‌

9,000,000

FNMA

1

.625

08/24/35

6,475,740‌

7,909,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

7,645,596‌

990,000

(c)

Housing

and

Urban

Development

Corp

Ltd

LIBOR

6

M

+

0.035%

5

.714

09/15/30

985,596‌

10,519,000

Private

Export

Funding

Corp

(PEFCO)

1

.750

11/15/24

10,285,798‌

8,150,000

PEFCO

3

.250

06/15/25

7,986,729‌

6,950,000

PEFCO

3

.900

10/15/27

6,737,321‌

21,751,622

Thirax   LLC

0

.968

01/14/33

18,386,213‌

3,407,814

Thirax

2

LLC

2

.320

01/22/34

3,015,082‌

3,740,000

Tote

Shipholdings

LLC

3

.400

10/16/40

3,262,318‌

2,407,000

Tote

Shipholdings

LLC

3

.450

01/22/41

2,097,148‌

1,775,000

United

States

International

Development

Finance

Corp

1

.440

04/15/28

1,592,288‌

1,000,000

United

States

International

Development

Finance

Corp

1

.650

04/15/28

903,365‌

1,314,898

United

States

International

Development

Finance

Corp

1

.050

10/15/29

1,190,590‌

4,264,532

United

States

International

Development

Finance

Corp

1

.790

10/15/29

3,944,134‌

10,661,330

United

States

International

Development

Finance

Corp

2

.360

10/15/29

10,019,707‌

253

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

1,242,000

United

States

International

Development

Finance

Corp

4

.140

%

05/15/30

$

1,214,543‌

8,347,158

United

States

International

Development

Finance

Corp

3

.430

06/01/33

7,790,498‌

5,070,780

United

States

International

Development

Finance

Corp

2

.040

06/15/35

4,340,980‌

3,911,260

United

States

International

Development

Finance

Corp

1

.670

07/15/38

3,160,969‌

9,095,950

United

States

International

Development

Finance

Corp

2

.290

07/15/38

7,673,891‌

5,002,774

United

States

International

Development

Finance

Corp

2

.450

07/15/38

4,266,459‌

2,087,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2

.960

08/01/24

2,068,881‌

3,726,000

HUD

2

.870

08/01/27

3,471,690‌

420,000

HUD

5

.380

08/01/27

420,402‌

4,675,000

HUD

2

.985

08/01/28

4,410,217‌

1,931,000

HUD

3

.185

08/01/29

1,772,964‌

1,750,000

HUD

3

.585

08/01/37

1,515,004‌

583,333

VCM

Lease

S.A.

2

.516

09/28/27

550,186‌

3,806,000

Vessel

Management

Services,

Inc

3

.432

08/15/36

3,404,992‌

7,145,000

Vessel

Management

Services,

Inc

3

.477

01/16/37

6,412,913‌

265,878

(c)

Washington

Aircraft

2

Co

Ltd

CME

Term

SOFR

3

M

+

0.692%

6

.004

06/26/24

266,056‌

TOTAL

AGENCY

SECURITIES

189,354,557‌

FOREIGN

GOVERNMENT

BONDS

-

8

.4

%

17,925,000

African

Development

Bank

4

.125

02/25/27

17,711,112‌

11,850,000

(d)

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

10,814,120‌

1,000,000

(e)

Asian

Development

Bank

2

.125

03/19/25

972,044‌

9,670,000

Asian

Development

Bank

4

.625

06/13/25

9,625,779‌

9,732,000

Asian

Development

Bank

1

.750

08/14/26

9,112,859‌

12,694,000

Asian

Development

Bank

3

.125

09/26/28

12,053,855‌

10,000,000

Asian

Development

Bank

3

.875

06/14/33

9,626,568‌

5,375,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

5,402,946‌

10,000,000

Asian

Infrastructure

Investment

Bank

4

.125

01/18/29

9,897,100‌

10,000,000

Asian

Infrastructure

Investment

Bank

4

.250

03/13/34

9,906,335‌

EUR

7,925,000

(d)

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

6,583,412‌

17,250,000

(d)

BNG

Bank

NV

3

.500

05/19/28

16,607,850‌

8,500,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

0

.375

09/23/25

7,953,331‌

4,750,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

1

.375

01/20/31

3,895,002‌

5,000,000

Caisse

d'Amortissement

de

la

Dette

Sociale

2

.125

01/26/32

4,230,638‌

19,600,000

Canada

Government

International

Bond

2

.875

04/28/25

19,161,606‌

12,605,000

Canada

Government

International

Bond

3

.750

04/26/28

12,287,406‌

7,000,000

(d)

CDP

Financial,

Inc

1

.000

05/26/26

6,458,241‌

1,460,000

(c)

Central

American

Bank

for

Economic

Integration

CME

Term

SOFR

3

M

+

1.112%

6

.419

11/15/24

1,458,263‌

5,975,000

(d)

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

5,941,568‌

8,025,000

Colombia

Government

International

Bond

8

.000

11/14/35

8,424,854‌

4,625,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

4,510,246‌

15,000,000

European

Bank

for

Reconstruction

&

Development

1

.625

09/27/24

14,721,914‌

1,000,000

European

Bank

for

Reconstruction

&

Development

1

.500

02/13/25

969,038‌

1,250,000

European

Investment

Bank

2

.375

05/24/27

1,174,087‌

3,725,000

European

Investment

Bank

0

.625

10/21/27

3,259,788‌

3,750,000

European

Investment

Bank

3

.250

11/15/27

3,600,501‌

10,500,000

European

Investment

Bank

1

.625

10/09/29

9,121,984‌

10,279,000

European

Investment

Bank

0

.750

09/23/30

8,239,724‌

9,300,000

(d)

European

Stability

Mechanism

1

.375

09/11/24

9,135,836‌

10,875,000

Export

Development

Canada

3

.375

08/26/25

10,646,942‌

13,050,000

Export

Development

Canada

3

.875

02/14/28

12,784,553‌

10,000,000

Export

Development

Canada

4

.125

02/13/29

9,901,546‌

6,968,000

(e)

Hydro-Quebec

8

.050

07/07/24

7,009,597‌

2,500,000

Inter-American

Development

Bank

1

.125

01/13/31

2,031,476‌

12,250,000

(e)

Inter-American

Development

Bank

3

.500

04/12/33

11,446,809‌

10,625,000

Inter-American

Investment

Corp

2

.625

04/22/25

10,336,242‌

17,500,000

Inter-American

Investment

Corp

4

.125

02/15/28

17,195,742‌

3,215,000

(c)

International

Bank

for

Reconstruction

&

Development

SOFR

Compounded

Index

+

0.390%

5

.744

06/17/24

3,216,865‌

20,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

17,856,960‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

4,859,950‌

Core

Impact

Bond

Fund

March

31,

2024

254

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,900,000

International

Bank

for

Reconstruction

&

Development

2

.750

%

05/31/36

$

2,346,561‌

5,000,000

(d)

International

Development

Association

0

.875

04/28/26

4,621,930‌

5,000,000

International

Finance

Corp

4

.750

03/16/26

4,981,939‌

3,250,000

International

Finance

Corp

2

.126

04/07/26

3,089,497‌

9,893,000

International

Finance

Facility

for

Immunisation

Co

1

.000

04/21/26

9,149,383‌

3,250,000

Japan

Bank

for

International

Cooperation

4

.375

10/05/27

3,216,309‌

8,750,000

Japan

International

Cooperation

Agency

1

.750

04/28/31

7,230,913‌

6,000,000

(d)

Kommunalbanken

AS.

2

.125

02/11/25

5,842,188‌

4,175,000

(d)

Kommuninvest

I

Sverige

AB

4

.625

09/29/28

4,213,769‌

6,445,000

(d)

Korea

Electric

Power

Corp

1

.125

06/15/25

6,129,319‌

10,250,000

(d)

Korea

Electric

Power

Corp

4

.875

01/31/27

10,192,194‌

3,586,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

2,877,175‌

13,250,000

Landwirtschaftliche

Rentenbank

0

.875

09/03/30

10,662,333‌

EUR

12,240,000

Mexico

Government

International

Bond

4

.490

05/25/32

13,412,547‌

10,000,000

(d)

Nederlandse

Waterschapsbank

NV

1

.750

01/15/25

9,726,540‌

12,375,000

(d)

Nederlandse

Waterschapsbank

NV

4

.000

06/01/28

12,134,889‌

4,450,000

(d)

Nederlandse

Waterschapsbank

NV

4

.375

02/28/29

4,442,251‌

2,250,000

OMERS

Finance

Trust

3

.500

04/19/32

2,056,734‌

7,666,000

(d)

OMERS

Finance

Trust

3

.500

04/19/32

7,007,520‌

3,825,000

(d)

OMERS

Finance

Trust

4

.000

04/19/52

3,026,834‌

1,250,000

OPEC

Fund

for

International

Development

4

.500

01/26/26

1,234,426‌

8,750,000

(d)

OPEC

Fund

for

International

Development

4

.500

01/26/26

8,640,396‌

5,900,000

(d)

Perusahaan

Penerbit

SBSN

Indonesia

III

3

.900

08/20/24

5,858,700‌

5,000,000

Province

of

Quebec

Canada

2

.750

04/12/27

4,734,120‌

15,000,000

Province

of

Quebec

Canada

1

.900

04/21/31

12,640,599‌

10,625,000

Province

of

Quebec

Canada

4

.500

09/08/33

10,514,428‌

10,750,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

7,980,134‌

4,250,000

Seychelles

International

Bond

6

.500

10/11/28

3,947,825‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

532,056,142‌

MORTGAGE

BACKED

-

25

.9

%

1,900,000

(c),(d)

Angel

Oak

Mortgage

Trust

2

.837

11/25/66

1,324,955‌

44,345,152

(c),(d)

Citigroup

Mortgage

Loan

Trust

0

.156

02/25/52

371,058‌

4,968,657

(c),(d)

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

66,610‌

2,351,516

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

7

.220

12/25/41

2,370,778‌

2,480,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

9

.820

01/25/42

2,611,148‌

7,500,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8

.420

03/25/42

7,806,433‌

14,323,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9

.971

06/25/42

15,590,786‌

1,405,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.350%

8

.670

01/25/43

1,485,412‌

1,183,691

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.550%

8

.871

05/25/43

1,262,788‌

2,000,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

5.350%

10

.671

05/25/43

2,200,503‌

2,646,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8

.421

06/25/43

2,783,682‌

2,070,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.900%

9

.188

07/25/43

2,180,754‌

3,385,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.550%

8

.870

10/25/43

3,527,356‌

63,880

(c)

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

5

.286

11/20/34

59,970‌

5,307,567

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

2

.310

12/01/31

4,542,681‌

6,875,000

FHLMC

3

.740

06/01/37

6,189,398‌

2,271,133

FHLMC

3

.400

12/01/37

1,971,845‌

5,646,500

FHLMC

4

.300

12/01/37

5,330,415‌

1,847,131

FHLMC

3

.500

03/01/38

1,618,649‌

640,000

FHLMC

4

.330

05/01/38

605,740‌

3,197,308

FHLMC

2

.970

07/01/38

2,635,506‌

3,405,072

FHLMC

4

.550

07/01/38

3,294,157‌

5,775,000

FHLMC

3

.500

10/01/38

4,999,415‌

400,946

FHLMC

3

.160

11/01/38

336,065‌

3,381,177

FHLMC

3

.000

01/01/41

2,738,187‌

430,456

(c)

FHLMC

30

D

AVG

SOFR

+

5.806%

0

.487

03/15/44

33,607‌

4,531,328

FHLMC

3

.500

01/15/47

3,969,741‌

1,023,382

FHLMC

4

.000

10/15/47

946,657‌

1,867,480

FHLMC

4

.000

11/15/47

1,714,072‌

4,709,649

FHLMC

4

.000

01/15/48

4,405,566‌

4,695,391

FHLMC

4

.000

03/15/48

4,325,140‌

255

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,493,122

FHLMC

4

.000

%

04/15/48

$

1,389,364‌

4,631,463

FHLMC

4

.000

04/15/48

4,208,611‌

689,758

(c)

FHLMC

30

D

AVG

SOFR

+

9.737%

1

.227

06/15/48

613,534‌

600,022

(c)

FHLMC

30

D

AVG

SOFR

+

9.657%

1

.147

10/15/48

527,819‌

2,367,311

FHLMC

2

.000

09/25/50

306,672‌

7,821,155

FHLMC

3

.000

09/25/50

5,489,869‌

3,879,784

FHLMC

3

.000

10/25/50

2,683,076‌

14,042,785

FHLMC

2

.500

02/25/51

2,364,269‌

4,463,571

FHLMC

2

.500

05/25/51

2,813,821‌

4,741,192

FHLMC

2

.500

11/01/51

3,931,709‌

7,799,434

FHLMC

3

.000

11/01/51

6,856,929‌

363,345

FHLMC

3

.000

11/01/51

317,829‌

938,838

FHLMC

3

.000

11/01/51

829,259‌

1,422,639

FHLMC

3

.000

11/01/51

1,250,835‌

5,422,449

FHLMC

2

.500

01/01/52

4,494,653‌

14,085,525

FHLMC

2

.500

02/01/52

11,785,502‌

3,975,534

FHLMC

3

.000

02/01/52

3,424,606‌

8,947,550

FHLMC

2

.500

03/01/52

7,486,464‌

5,367,930

FHLMC

3

.000

03/01/52

4,623,166‌

6,328,170

FHLMC

2

.500

04/01/52

5,252,970‌

9,633,812

FHLMC

4

.000

04/01/52

8,936,498‌

4,999,613

FHLMC

3

.000

06/01/52

4,305,163‌

7,356,245

FHLMC

3

.500

06/01/52

6,608,123‌

8,660,067

FHLMC

4

.500

06/01/52

8,245,950‌

8,385,702

FHLMC

4

.500

07/01/52

7,984,703‌

1,417,069

FHLMC

4

.000

08/25/52

1,154,160‌

268,163

FHLMC

3

.000

10/01/52

230,768‌

2,625,378

FHLMC

4

.500

10/25/52

2,402,052‌

9,957,829

FHLMC

6

.000

11/01/52

10,075,247‌

3,200,641

FHLMC

5

.500

11/25/52

3,156,450‌

2,529,732

FHLMC

3

.500

12/01/52

2,264,225‌

7,769,650

FHLMC

5

.000

01/01/53

7,585,047‌

2,080,049

FHLMC

5

.500

02/25/53

2,065,756‌

18,343,498

FHLMC

5

.500

08/01/53

18,259,515‌

77,253

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

5

.000

06/01/36

77,756‌

75,101

FGLMC

4

.000

06/01/42

71,316‌

75,125

FGLMC

4

.500

12/01/43

73,694‌

72,162

FGLMC

4

.500

02/01/44

70,787‌

647,950

FGLMC

5

.000

08/01/44

652,179‌

125,142

FGLMC

3

.500

04/01/45

115,546‌

2,680,466

FGLMC

3

.500

08/01/45

2,468,040‌

1,494,935

FGLMC

3

.500

02/01/47

1,364,763‌

19,617

(g)

FGLMC

3

.000

04/01/47

17,246‌

185,178

FGLMC

4

.500

06/01/47

180,231‌

265,815

FGLMC

4

.000

09/01/47

251,090‌

59,285

FGLMC

3

.500

12/01/47

54,284‌

1,231,026

FGLMC

4

.500

08/01/48

1,201,028‌

34,989

Federal

National

Mortgage

Association

(FNMA)

3

.500

07/01/26

34,263‌

3,438,638

(c)

FNMA

2

.825

02/25/27

3,270,555‌

9,041,830

(c)

FNMA

3

.302

06/25/28

8,590,615‌

11,250,000

(c)

FNMA

1

.469

11/25/30

9,224,116‌

15,500,000

(c)

FNMA

1

.245

01/25/31

12,516,031‌

210,426

FNMA

3

.500

05/01/32

203,023‌

3,123,217

FNMA

3

.000

10/01/32

2,949,327‌

110,204

FNMA

5

.500

11/01/38

112,499‌

3,156,850

FNMA

3

.000

05/01/40

2,841,615‌

889,369

FNMA

3

.500

05/01/40

832,297‌

232,165

FNMA

5

.000

09/01/40

231,671‌

1,220,946

FNMA

4

.000

09/01/42

1,157,952‌

557,316

(c)

FNMA

30

D

AVG

SOFR

+

5.836%

0

.515

09/25/43

59,096‌

36,584,638

FNMA

4

.000

05/01/44

34,741,920‌

Core

Impact

Bond

Fund

March

31,

2024

256

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

41,623

FNMA

4

.500

%

06/01/44

$

40,415‌

220,448

FNMA

4

.500

06/01/44

214,048‌

97,393

FNMA

4

.500

08/01/44

94,565‌

183,857

FNMA

4

.500

11/01/44

178,518‌

10,484

(g)

FNMA

5

.000

11/01/44

10,507‌

547,229

FNMA

4

.000

01/01/45

518,996‌

191,036

FNMA

4

.500

03/01/45

185,492‌

1,787,173

FNMA

3

.000

07/25/45

1,562,235‌

559,262

FNMA

3

.500

01/01/46

511,991‌

615,413

FNMA

4

.000

04/01/46

583,651‌

798,736

FNMA

3

.500

06/01/46

730,963‌

1,122,021

FNMA

3

.500

07/01/46

1,026,819‌

1,491,061

FNMA

3

.500

07/01/46

1,370,378‌

1,643,309

FNMA

3

.500

08/01/46

1,503,658‌

2,200,891

FNMA

3

.000

10/01/46

1,901,035‌

116,407

FNMA

4

.500

05/01/47

114,163‌

391,311

FNMA

4

.000

10/01/47

369,615‌

3,678,067

FNMA

3

.500

11/01/47

3,371,962‌

219,870

FNMA

4

.500

11/01/47

213,859‌

142,893

FNMA

3

.500

01/01/48

130,665‌

2,844,043

FNMA

3

.500

01/01/48

2,593,249‌

797,879

FNMA

4

.500

01/01/48

775,250‌

202,033

FNMA

4

.500

02/01/48

196,303‌

3,119,872

FNMA

3

.500

02/25/48

2,629,047‌

520,096

FNMA

4

.500

05/01/48

505,344‌

380,680

FNMA

4

.500

05/01/48

369,882‌

2,314,938

FNMA

4

.000

07/25/48

2,132,425‌

9,264,153

FNMA

4

.500

10/01/48

9,194,897‌

13,750,637

(g)

FNMA

3

.000

07/01/50

12,067,572‌

4,228,319

FNMA

2

.000

08/25/50

548,452‌

4,789,091

FNMA

2

.000

10/25/50

3,176,620‌

11,660,617

FNMA

2

.500

11/25/50

1,642,694‌

4,060,020

FNMA

3

.000

12/25/50

657,260‌

3,961,093

FNMA

3

.000

02/25/51

630,942‌

2,019,040

FNMA

3

.000

09/01/51

1,766,700‌

5,030,806

FNMA

2

.500

11/01/51

4,168,646‌

4,441,636

FNMA

2

.500

11/25/51

563,208‌

5,241,419

FNMA

2

.500

12/01/51

4,363,458‌

6,366,127

FNMA

2

.500

02/01/52

5,330,472‌

11,307,008

FNMA

2

.500

02/01/52

9,423,084‌

7,937,375

FNMA

3

.000

02/01/52

6,830,672‌

7,238,250

FNMA

3

.500

02/01/52

6,565,360‌

1,690,436

FNMA

2

.500

04/01/52

1,414,182‌

5,537,844

FNMA

3

.000

04/01/52

4,799,571‌

1,423,248

FNMA

3

.000

04/01/52

1,225,995‌

11,680,645

FNMA

3

.500

05/01/52

10,498,231‌

10,690,919

FNMA

3

.500

05/01/52

9,573,871‌

20,642,345

FNMA

4

.000

05/01/52

19,146,895‌

1,858,984

FNMA

4

.000

05/25/52

1,474,893‌

782,610

FNMA

3

.000

06/01/52

673,482‌

29,264,550

FNMA

3

.500

06/01/52

26,206,890‌

15,720,187

FNMA

3

.500

06/01/52

14,123,167‌

10,072,024

FNMA

4

.000

06/01/52

9,342,326‌

4,026,815

FNMA

4

.500

06/01/52

3,834,462‌

18,187,528

FNMA

4

.000

07/01/52

16,864,750‌

31,366,519

FNMA

4

.000

07/01/52

29,092,396‌

3,672,113

FNMA

4

.500

07/01/52

3,496,702‌

28,227,024

FNMA

4

.500

07/01/52

26,878,615‌

5,424,866

FNMA

4

.500

07/25/52

4,966,364‌

17,597,697

FNMA

5

.000

08/01/52

17,185,070‌

2,327,899

FNMA

4

.500

08/25/52

1,957,481‌

257

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,720,414

FNMA

2

.500

%

09/01/52

$

2,251,602‌

48,515,123

FNMA

4

.000

09/01/52

44,995,119‌

161,970,296

FNMA

4

.500

09/01/52

154,232,876‌

9,258,996

FNMA

5

.000

09/01/52

9,041,175‌

1,779,000

FNMA

4

.000

09/25/52

1,479,507‌

2,025,081

FNMA

4

.000

09/25/52

1,769,691‌

59,003,145

FNMA

4

.000

10/01/52

54,719,188‌

9,153,283

FNMA

4

.500

10/01/52

8,716,027‌

43,197,956

FNMA

5

.000

10/01/52

42,178,378‌

1,952,194

FNMA

4

.500

10/25/52

1,836,365‌

1,711,512

FNMA

4

.500

10/25/52

1,554,794‌

33,646,405

FNMA

4

.500

11/01/52

32,039,148‌

3,269,541

FNMA

5

.500

11/25/52

3,192,709‌

6,215,935

FNMA

5

.500

12/01/52

6,196,349‌

126,018

FNMA

5

.000

01/01/53

123,024‌

26,952,352

FNMA

5

.000

02/01/53

26,310,639‌

29,105,801

FNMA

6

.000

02/01/53

29,368,818‌

23,336,559

FNMA

6

.000

03/01/53

23,566,524‌

7,467,348

FNMA

5

.000

04/01/53

7,288,399‌

7,890,539

FNMA

5

.000

06/01/53

7,769,536‌

50,144,331

FNMA

5

.500

06/01/53

49,906,714‌

15,635,569

FNMA

5

.000

08/01/53

15,254,423‌

40,285,959

FNMA

5

.500

10/01/53

40,082,922‌

9,235,173

FGLMC

2

.875

07/25/36

8,226,459‌

7,412,405

FGLMC

4

.050

08/25/38

7,147,278‌

1,853,500

FHLMC

3

.910

01/01/39

1,673,428‌

247,572

(c),(d)

Flagstar

Mortgage

Trust

3

.987

10/25/47

219,028‌

525,918

Government

National

Mortgage

Association

(GNMA)

2

.690

06/15/33

502,667‌

9,455,702

GNMA

5

.000

01/20/40

1,963,223‌

4,308,579

GNMA

4

.500

03/20/40

786,722‌

6,941,940

GNMA

5

.000

03/20/40

1,423,663‌

27,565

GNMA

5

.000

06/20/42

27,799‌

7,297,489

GNMA

2

.500

12/20/43

6,369,872‌

11,008,431

GNMA

2

.750

01/15/45

9,614,723‌

2,422,618

GNMA

3

.000

03/20/45

2,110,081‌

438,987

GNMA

4

.000

06/20/46

54,126‌

2,558,694

GNMA

5

.000

09/20/46

491,352‌

2,277,851

GNMA

3

.500

12/20/46

2,103,743‌

1,554,656

GNMA

3

.500

01/20/47

1,433,439‌

2,844,924

(c)

GNMA

SOFR

1

M

+

5.986%

0

.657

03/20/50

355,905‌

1,390,368

GNMA

3

.500

10/20/50

1,271,826‌

4,438,713

GNMA

3

.000

07/20/51

3,932,981‌

8,981,372

GNMA

3

.000

11/20/51

6,390,639‌

32,862,724

GNMA

3

.000

12/20/51

28,991,790‌

9,798,022

GNMA

3

.000

12/20/51

6,756,271‌

18,850,150

GNMA

3

.000

01/20/52

16,622,181‌

7,821,461

GNMA

3

.000

01/20/52

5,499,566‌

4,234,153

GNMA

2

.500

02/20/52

3,479,482‌

8,141,054

GNMA

3

.000

02/20/52

5,526,315‌

5,600,833

GNMA

4

.000

04/20/52

4,657,582‌

7,586,925

GNMA

5

.000

04/20/52

1,471,914‌

32,896,032

GNMA

3

.500

07/20/52

29,925,974‌

2,394,158

GNMA

4

.000

07/20/52

1,923,778‌

7,121,496

GNMA

4

.000

08/20/52

6,662,352‌

41,045,132

GNMA

4

.000

09/20/52

38,398,816‌

4,262,795

GNMA

4

.500

09/20/52

3,811,686‌

3,473,300

GNMA

4

.500

09/20/52

3,190,693‌

2,470,996

GNMA

4

.500

09/20/52

2,155,759‌

2,899,486

GNMA

4

.500

09/20/52

2,651,912‌

14,182,746

GNMA

5

.000

11/20/52

13,948,129‌

23,959,580

GNMA

3

.500

12/20/52

21,796,443‌

Core

Impact

Bond

Fund

March

31,

2024

258

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

16,033,748

GNMA

4

.500

%

12/20/52

$

15,411,788‌

7,826,845

GNMA

4

.500

02/20/53

7,522,193‌

2,902,869

GNMA

4

.500

02/20/53

2,564,436‌

8,085,214

GNMA

5

.000

02/20/53

7,952,990‌

2,637,206

GNMA

5

.500

02/20/53

2,567,382‌

6,632,808

(c)

GNMA

30

D

AVG

SOFR

+

6.950%

1

.631

05/20/53

693,997‌

5,163,175

(c)

GNMA

30

D

AVG

SOFR

+

23.205%

2

.460

08/20/53

5,308,113‌

4,096,481

GNMA

3

.000

08/20/53

3,611,813‌

3,646,140

(c)

GNMA

30

D

AVG

SOFR

+

25.350%

4

.605

08/20/53

3,776,479‌

47,335,837

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.148

08/25/51

376,022‌

1,802,195

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

08/25/51

1,439,107‌

6,946,242

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

5,537,787‌

3,968,228

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

3,163,808‌

3,282,995

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

05/01/52

2,841,045‌

1,632,479

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.830

05/28/52

1,308,454‌

171,827

(c)

HarborView

Mortgage

Loan

Trust

SOFR

1

M

+

0.734%

6

.061

08/19/45

156,029‌

8,588

(c)

Impac

CMB

Trust

SOFR

1

M

+

0.774%

6

.104

03/25/35

7,763‌

56,192

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

48,845‌

327,731

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

278,217‌

39,532

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

01/25/49

36,139‌

13,313,066

(c),(d)

JP

Morgan

Mortgage

Trust

0

.126

06/25/51

88,685‌

23,417,513

(c),(d)

JP

Morgan

Mortgage

Trust

0

.111

11/25/51

139,168‌

1,944,776

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

1,552,962‌

23,195,885

(c),(d)

JP

Morgan

Mortgage

Trust

0

.117

12/25/51

147,948‌

2,442,717

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

1,950,583‌

3,501,391

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

2,795,966‌

2,435,694

(c),(d)

JP

Morgan

Mortgage

Trust

3

.342

04/25/52

1,910,184‌

5,016,245

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

3,999,376‌

10,128,782

(d)

JP

Morgan

Mortgage

Trust

0

.224

07/25/52

116,543‌

5,443,703

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

4,340,182‌

2,627,088

(c),(d)

JP

Morgan

Mortgage

Trust

3

.250

07/25/52

2,249,324‌

8,450,123

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

7,021,565‌

4,340,617

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

3,606,802‌

4,054,947

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

11/25/52

3,374,477‌

2,130,856

(c),(d)

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

2,048,535‌

2,203,396

(c),(d)

JP

Morgan

Mortgage

Trust

5

.500

06/25/53

2,159,845‌

3,276,124

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

2,616,083‌

2,136,135

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

1,705,768‌

3,241,160

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,826,365‌

351,754

(c),(d)

New

Residential

Mortgage

Loan

Trust

2

.797

09/25/59

327,079‌

6,049,810

(c),(d)

RCKT

Mortgage

Trust

2

.500

02/25/52

4,823,421‌

2,890,477

(c),(d)

RCKT

Mortgage

Trust

3

.000

05/25/52

2,401,820‌

31,538

(c),(d)

Sequoia

Mortgage

Trust

4

.000

06/25/49

28,896‌

157,440

(c),(d)

Sequoia

Mortgage

Trust

3

.500

12/25/49

138,033‌

2,332,068

(c),(d)

Sequoia

Mortgage

Trust

2

.500

06/25/51

1,862,226‌

335,858

(c),(d)

Shellpoint

Co-Originator

Trust

3

.500

10/25/47

300,318‌

7,038,875

(c),(d)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

30

D

AVG

SOFR

+

2.050%

7

.395

12/25/33

7,135,200‌

4,018,000

(c),(d)

STACR

30

D

AVG

SOFR

+

2.400%

7

.720

02/25/42

4,096,500‌

2,530,000

(c),(d)

STACR

30

D

AVG

SOFR

+

4.750%

10

.070

02/25/42

2,698,978‌

7,090,000

(c),(d)

STACR

30

D

AVG

SOFR

+

2.900%

8

.220

04/25/42

7,340,982‌

1,830,000

(c),(d)

STACR

30

D

AVG

SOFR

+

5.650%

8

.647

04/25/42

1,986,645‌

15,290,000

(c),(d)

STACR

30

D

AVG

SOFR

+

3.350%

8

.670

05/25/42

15,998,915‌

12,600,000

(c),(d)

STACR

30

D

AVG

SOFR

+

4.500%

9

.820

06/25/42

13,645,893‌

6,400,000

(c),(d)

STACR

30

D

AVG

SOFR

+

4.000%

9

.320

07/25/42

6,816,389‌

6,385,000

(c),(d)

STACR

30

D

AVG

SOFR

+

3.700%

9

.020

09/25/42

6,776,661‌

280,000

(c),(d)

STACR

30

D

AVG

SOFR

+

3.100%

8

.444

03/25/43

294,187‌

350,000

(c),(d)

STACR

30

D

AVG

SOFR

+

3.250%

8

.570

04/25/43

367,737‌

4,150,000

(c),(d)

STACR

30

D

AVG

SOFR

+

3.500%

8

.820

05/25/43

4,386,170‌

66,739

(c),(d)

STACR

3

.789

02/25/48

62,668‌

2,665,000

(c),(d)

STACR

30

D

AVG

SOFR

+

4.800%

10

.120

10/25/50

2,996,624‌

925,000

(c),(d)

Verus

Securitization

Trust

3

.207

11/25/59

829,498‌

259

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

367,638

(d)

Verus

Securitization

Trust

1

.733

%

05/25/65

$

344,956‌

TOTAL

MORTGAGE

BACKED

1,636,463,131‌

MUNICIPAL

BONDS

-

3

.8

%

2,000,000

Brunswick

&

Glynn

County

Development

Authority

3

.060

04/01/25

1,960,197‌

950,000

California

Health

Facilities

Financing

Authority

4

.353

06/01/41

871,591‌

6,400,000

(d)

California

Municipal

Finance

Authority

6

.375

11/15/48

5,978,393‌

1,000,000

Chicago

Park

District

4

.095

01/01/26

978,942‌

625,000

Chula

Vista

Municipal

Financing

Authority

3

.775

12/01/33

575,292‌

1,350,000

Chula

Vista

Municipal

Financing

Authority

3

.975

12/01/38

1,200,698‌

740,000

Chula

Vista

Municipal

Financing

Authority

4

.075

12/01/41

639,593‌

4,300,000

Chula

Vista

Municipal

Financing

Authority

4

.275

12/01/48

3,654,572‌

5,730,000

City

&

County

of

Honolulu

HI

3

.944

09/01/34

5,312,977‌

935,000

City

&

County

of

San

Francisco

CA

3

.700

04/01/34

835,883‌

440,000

City

&

County

of

San

Francisco

CA

3

.750

04/01/35

390,147‌

5,835,000

City

&

County

of

San

Francisco

CA

3

.900

04/01/42

4,850,578‌

5,405,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3

.750

09/01/37

4,726,080‌

4,610,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4

.221

09/01/39

4,131,162‌

5,000,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4

.000

09/01/48

4,069,386‌

7,805,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3

.482

09/01/50

5,679,531‌

1,225,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014

6

.332

09/01/51

1,287,658‌

1,925,000

City

of

Berkeley

CA

3

.250

09/01/35

1,697,811‌

650,000

City

of

Detroit

MI

2

.511

04/01/25

627,823‌

745,000

City

of

Detroit

MI

2

.711

04/01/26

702,409‌

525,000

City

of

Detroit

MI

3

.644

04/01/34

428,022‌

4,000,000

City

of

Los

Angeles

CA

3

.500

09/01/37

3,450,468‌

9,060,000

City

of

Los

Angeles

CA

3

.880

09/01/38

8,191,068‌

7,000,000

City

of

Los

Angeles

CA

5

.000

09/01/42

6,893,205‌

870,000

(d)

City

of

Miami

FL

4

.808

01/01/39

839,690‌

2,950,000

City

of

New

York

NY

5

.828

10/01/53

3,300,451‌

2,685,000

City

of

Oakland

CA

1

.830

01/15/27

2,495,086‌

3,025,000

City

of

Port

Lions

AK

7

.500

10/01/52

3,159,822‌

1,385,000

City

of

San

Juan

Capistrano

CA

4

.190

08/01/40

1,268,414‌

5,255,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

2

.999

11/01/43

4,395,346‌

5,240,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

3

.079

11/01/43

4,342,555‌

1,250,000

Connecticut

Green

Bank

2

.900

11/15/35

1,046,023‌

3,500,000

(d)

County

of

Gallatin

MT

11

.500

09/01/27

3,603,890‌

5,520,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue

3

.490

10/01/42

4,605,438‌

3,500,000

District

of

Columbia

3

.432

04/01/42

2,811,554‌

5,480,000

Fairfax

County

Economic

Development

Authority

5

.589

10/01/24

5,489,366‌

3,125,000

Florida

Development

Finance

Corp

7

.500

07/01/57

3,107,606‌

5,925,000

(d)

Florida

Development

Finance

Corp

8

.000

07/01/57

6,280,500‌

2,170,000

(d)

Florida

Development

Finance

Corp

8

.250

07/01/57

2,169,545‌

3,105,000

Jackson

County

Industrial

Development

Authority

4

.250

05/01/39

2,839,517‌

450,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

383,206‌

1,000,000

Lavaca-Navidad

River

Authority

4

.430

08/01/35

973,296‌

7,690,000

Los

Angeles

Community

College

District

2

.106

08/01/32

6,462,661‌

1,300,000

Maine

State

Housing

Authority

2

.481

11/15/31

1,096,131‌

2,490,000

Maryland

Community

Development

Administration

Housing

Revenue

3

.797

03/01/39

2,164,498‌

3,000,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.020

07/01/28

2,703,169‌

3,405,000

Massachusetts

Housing

Finance

Agency

5

.562

12/01/52

3,395,490‌

6,700,000

Metropolitan

Transportation

Authority

5

.175

11/15/49

6,237,438‌

16,465,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5

.720

12/01/38

17,514,947‌

170,000

Mount

Shasta

Public

Financing

Authority

4

.000

08/01/29

181,714‌

190,000

Mount

Shasta

Public

Financing

Authority

3

.000

08/01/32

188,736‌

Core

Impact

Bond

Fund

March

31,

2024

260

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

5,750,000

(d)

New

Hampshire

Business

Finance

Authority

5

.600

%

02/01/29

$

5,750,000‌

8,300,000

(d)

New

Hampshire

Business

Finance

Authority

5

.430

07/01/33

8,300,000‌

700,000

New

Jersey

Economic

Development

Authority

5

.198

03/01/31

709,528‌

4,065,000

New

York

City

Housing

Development

Corp

3

.119

08/01/38

3,262,429‌

2,500,000

New

York

City

Housing

Development

Corp

3

.720

11/01/39

2,144,213‌

1,335,000

New

York

State

Energy

Research

&

Development

Authority

2

.465

10/01/26

1,243,709‌

1,180,000

New

York

State

Energy

Research

&

Development

Authority

2

.665

10/01/27

1,080,061‌

1,015,000

New

York

State

Energy

Research

&

Development

Authority

2

.879

10/01/28

915,894‌

7,500,000

New

York

Transportation

Development

Corp

5

.000

01/01/26

7,640,203‌

5,750,000

(b),(d)

Oregon

State

Business

Development

Commission

6

.500

04/01/31

575‌

2,000,000

(b)

Oregon

State

Business

Development

Commission

11

.500

04/01/31

20‌

2,725,000

Pend

Oreille

County

Public

Utility

District

No

Box

Canyon

5

.000

01/01/30

2,715,540‌

6,920,000

(a),(b),(d)

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

692‌

275,000

Pharr

Economic

Development

Corp

3

.216

08/15/27

261,780‌

1,110,000

Pharr

Economic

Development

Corp

3

.401

08/15/29

1,042,093‌

405,000

(a),(b)

Public

Finance

Authority

15

.000

03/31/24

40‌

1,735,000

(d)

Public

Finance

Authority

7

.500

06/01/29

1,697,546‌

1,000,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.300

10/01/39

814,213‌

1,450,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.400

10/01/44

1,109,272‌

6,950,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.500

10/01/51

5,100,338‌

995,000

Sales

Tax

Securitization

Corp

5

.293

01/01/41

1,005,555‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

3

.533

08/01/25

976,587‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

4

.375

08/01/44

856,730‌

3,000,000

Semitropic

Improvement

District

2

.499

12/01/25

2,884,345‌

1,850,000

South

Dakota

Housing

Development

Authority

5

.460

05/01/53

1,838,151‌

1,000,000

South

Davis

Sewer

District

4

.125

12/01/32

931,999‌

1,100,000

South

Davis

Sewer

District

4

.500

12/01/37

982,635‌

1,815,643

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

1,746,778‌

2,400,000

(d)

Syracuse

Industrial

Development

Agency

5

.000

01/01/36

1,821,462‌

1,000,000

Texas

Water

Development

Board

3

.500

10/15/37

877,560‌

7,500,000

Texas

Water

Development

Board

4

.190

10/15/43

6,741,218‌

3,000,000

Texas

Water

Development

Board

4

.648

04/15/50

2,785,731‌

2,000,000

University

of

New

Mexico

3

.532

06/20/32

1,900,344‌

4,400,000

Upper

Santa

Clara

Valley

Joint

Powers

Authority

3

.875

08/01/48

3,648,464‌

1,000,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3

.300

11/01/27

954,197‌

1,250,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3

.550

11/01/32

1,132,363‌

530,000

Washington

County

Clean

Water

Services

5

.078

10/01/24

529,829‌

360,000

Washington

County

Clean

Water

Services

5

.701

10/01/30

376,667‌

TOTAL

MUNICIPAL

BONDS

237,968,336‌

U.S.

TREASURY

SECURITIES

-

15

.6

%

2,500,000

United

States

Treasury

Bond

3

.125

05/15/48

1,999,414‌

2,500,000

United

States

Treasury

Bond

3

.000

02/15/49

1,949,121‌

29,284,000

United

States

Treasury

Note

5

.000

09/30/25

29,356,066‌

42,418,000

(e)

United

States

Treasury

Note

4

.625

02/28/26

42,383,204‌

5,000,000

United

States

Treasury

Note

4

.500

03/31/26

4,987,500‌

29,824,000

United

States

Treasury

Note

4

.250

03/15/27

29,686,530‌

9,000,000

United

States

Treasury

Note

1

.375

10/31/28

7,927,734‌

70,974,000

(e)

United

States

Treasury

Note

4

.250

02/28/29

71,068,262‌

3,000,000

United

States

Treasury

Note

4

.125

03/31/29

2,987,109‌

81,033,000

United

States

Treasury

Note

4

.250

02/28/31

81,172,276‌

5,000,000

United

States

Treasury

Note

4

.125

03/31/31

4,971,875‌

212,006,000

United

States

Treasury

Note

4

.000

02/15/34

208,494,651‌

14,543,000

United

States

Treasury

Note

1

.875

02/15/41

10,138,630‌

9,700,000

United

States

Treasury

Note

2

.250

05/15/41

7,166,633‌

114,908,400

United

States

Treasury

Note

2

.375

02/15/42

85,467,611‌

9,000,000

United

States

Treasury

Note

4

.000

11/15/42

8,477,578‌

261

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

142,791,000

(e)

United

States

Treasury

Note

4

.500

%

02/15/44

$

143,571,888‌

31,783,000

United

States

Treasury

Note

2

.250

02/15/52

20,906,013‌

205,138,000

United

States

Treasury

Note

4

.750

11/15/53

218,984,815‌

TOTAL

U.S.

TREASURY

SECURITIES

981,696,910‌

TOTAL

GOVERNMENT

BONDS

3,577,539,076‌

(Cost

$3,736,204,131)

STRUCTURED

ASSETS

-

13

.4

%

ASSET

BACKED

-

5

.1

%

2,155,200

(d)

Air

Canada

Pass

Through

Trust

3

.550

01/15/30

1,905,155‌

Series

-

2017

1

(Class

A)

450,000

(d)

AMSR

Trust

3

.148

01/19/39

420,326‌

Series

-

2019

SFR1

(Class

C)

400,000

(d)

AMSR

Trust

3

.247

01/19/39

372,197‌

Series

-

2019

SFR1

(Class

D)

2,500,000

(c),(d)

BFLD

Trust

Term

SOFR

1

M

+

2.214%

7

.540

10/15/35

1,133,370‌

Series

-

2020

EYP

(Class

C)

62,151

(c)

C-BASS

Trust

SOFR

1

M

+

0.274%

3

.523

07/25/36

59,582‌

Series

-

2006

CB6

(Class

A1)

1,447,025

(c),(d)

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5

.968

04/07/52

3,618‌

Series

-

2007

1A

(Class

A2)

19,963,000

Delta

Air

Lines

Pass

Through

Trust

3

.204

04/25/24

19,947,694‌

Series

-

2019

1

(Class

AA)

13,700,000

Delta

Air

Lines

Pass

Through

Trust

3

.404

04/25/24

13,659,647‌

Series

-

2019

1

(Class

A)

2,783,845

Delta

Air

Lines

Pass

Through

Trust

3

.625

07/30/27

2,631,926‌

Series

-

2015

1

(Class

AA)

6,088,554

Delta

Air

Lines

Pass

Through

Trust

2

.000

06/10/28

5,503,787‌

Series

-

2020

1

(Class

AA)

14,660,151

Delta

Air

Lines

Pass

Through

Trust

2

.500

06/10/28

13,189,012‌

Series

-

2020

1

(Class

A)

834,750

(d)

Domino's

Pizza

Master

Issuer

LLC

4

.474

10/25/45

818,612‌

Series

-

2015

1A

(Class

A2II)

758,000

(d)

Domino's

Pizza

Master

Issuer

LLC

4

.116

07/25/48

737,370‌

Series

-

2018

1A

(Class

A2I)

121,862

(c),(d)

Ellington

Loan

Acquisition

Trust

SOFR

1

M

+

1.214%

6

.544

05/25/37

120,743‌

Series

-

2007

2

(Class

A2C)

5,750,000

(d)

Frontier

Issuer

LLC

8

.300

08/20/53

5,842,617‌

Series

-

2023

1

(Class

B)

3,078,025

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.100

05/20/48

2,418,647‌

Series

-

2021

3CS

(Class

A)

3,314,049

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

2,567,180‌

Series

-

2021

4GS

(Class

A)

12,090,903

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.310

10/20/48

9,724,343‌

Series

-

2021

5CS

(Class

A)

4,738,434

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

3,488,042‌

Series

-

2021

5CS

(Class

B)

4,210,679

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.700

01/20/49

3,482,922‌

Series

-

2022

1GS

(Class

A)

3,153,851

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.940

01/20/49

2,367,438‌

Series

-

2022

1GS

(Class

B)

13,735,455

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

4

.950

07/20/49

12,898,408‌

Series

-

2022

3CS

(Class

A)

3,250,000

(d)

Grace

Trust

2

.347

12/10/40

2,648,378‌

Series

-

2020

GRCE

(Class

A)

7,789,000

(d)

GSCG

Trust

2

.936

09/06/34

6,036,649‌

Series

-

2019

600C

(Class

A)

4,175,459

(d)

Helios

Issuer

LLC

5

.750

12/20/50

4,237,346‌

Series

-

2023

GRID1

(Class

1A)

2,421,853

(d)

Helios

Issuer,

LLC

5

.600

08/22/50

2,339,639‌

Series

-

2023

B

(Class

B)

Core

Impact

Bond

Fund

March

31,

2024

262

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

523,584

(d)

HERO

Funding

Trust

3

.840

%

09/21/40

$

477,696‌

Series

-

2015

1A

(Class

A)

119,235

(d)

HERO

Funding

Trust

3

.990

09/21/40

111,048‌

Series

-

2014

2A

(Class

A)

620,451

(d)

HERO

Funding

Trust

3

.750

09/20/41

561,495‌

Series

-

2016

2A

(Class

A)

492,214

(d)

HERO

Funding

Trust

4

.050

09/20/41

452,398‌

Series

-

2016

1A

(Class

A)

1,258,002

(d)

HERO

Funding

Trust

3

.080

09/20/42

1,112,748‌

Series

-

2016

3A

(Class

A1)

1,134,981

(d)

HERO

Funding

Trust

3

.910

09/20/42

1,027,893‌

Series

-

2016

3A

(Class

A2)

1,152,073

(d)

HERO

Funding

Trust

3

.570

09/20/47

1,030,697‌

Series

-

2016

4A

(Class

A1)

1,185,447

(d)

HERO

Funding

Trust

3

.710

09/20/47

1,050,516‌

Series

-

2017

1A

(Class

A1)

170,677

(d)

HERO

Funding

Trust

4

.290

09/20/47

155,732‌

Series

-

2016

4A

(Class

A2)

1,958,232

(d)

HERO

Funding

Trust

3

.190

09/20/48

1,684,166‌

Series

-

2017

3A

(Class

A1)

1,832,439

(d)

HERO

Funding

Trust

3

.950

09/20/48

1,619,168‌

Series

-

2017

3A

(Class

A2)

750,794

(d)

HERO

Funding

Trust

4

.070

09/20/48

671,094‌

Series

-

2017

2A

(Class

A2)

2,673,521

(d)

HERO

Funding

Trust

4

.670

09/20/48

2,488,102‌

Series

-

2018

1A

(Class

A2)

2,037,442

(d)

HERO

Funding

Trust

2

.720

09/20/57

1,669,491‌

Series

-

2020

1A

(Class

A)

7,375,000

(d)

Hertz

Vehicle

Financing

III

LLC

5

.570

09/25/29

7,428,495‌

Series

-

2023

2A

(Class

A)

19,743

(c)

Home

Equity

Asset

Trust

SOFR

1

M

+

1.614%

3

.986

06/25/33

18,803‌

Series

-

2003

1

(Class

M1)

499,977

(c),(d)

Invitation

Homes

Trust

SOFR

1

M

+

1.364%

6

.690

01/17/38

500,524‌

Series

-

2018

SFR4

(Class

B)

3,400,599

(d)

Loanpal

Solar

Loan

Ltd

2

.750

07/20/47

2,742,658‌

Series

-

2020

2GF

(Class

A)

1,743,400

(d)

Loanpal

Solar

Loan

Ltd

2

.290

01/20/48

1,398,476‌

Series

-

2021

1GS

(Class

A)

2,362,255

(d)

Loanpal

Solar

Loan

Ltd

2

.840

01/20/48

1,794,777‌

Series

-

2021

1GS

(Class

B)

5,252,988

(d)

Loanpal

Solar

Loan

Ltd

2

.220

03/20/48

4,084,679‌

Series

-

2021

2GS

(Class

A)

2,009,869

(a),(d)

Mosaic

Solar

Loan

Trust

0

.000

04/20/46

1,246,119‌

Series

-

2020

1A

(Class

R)

1,296,928

(d)

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

1,123,522‌

Series

-

2020

1A

(Class

A)

1,647,736

(d)

Mosaic

Solar

Loan

Trust

3

.100

04/20/46

1,438,610‌

Series

-

2020

1A

(Class

B)

1,305,000

(a),(d)

Mosaic

Solar

Loan

Trust

10

.000

09/20/49

1,093,243‌

Series

-

2024

1A

(Class

D)

4,815,653

(d)

Mosaic

Solar

Loan

Trust

1

.920

06/20/52

3,622,418‌

Series

-

2021

3A

(Class

B)

3,872,446

(d)

Mosaic

Solar

Loan

Trust

6

.100

06/20/53

3,978,014‌

Series

-

2022

3A

(Class

A)

1,685,058

(d)

Mosaic

Solar

Loans

LLC

3

.820

06/22/43

1,571,349‌

Series

-

2017

2A

(Class

A)

3,062,454

(d)

Mosaic

Solar

Loans

LLC

1

.640

04/22/47

2,492,924‌

Series

-

2021

2A

(Class

A)

290,000

(c),(d)

MSCG

Trust

3

.462

06/07/35

248,247‌

Series

-

2015

ALDR

(Class

D)

263

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

700,000

(d)

Progress

Residential

Trust

2

.711

%

11/17/40

$

609,730‌

Series

-

2021

SFR9

(Class

D)

3,610,194

PSNH

Funding

LLC

3

.506

08/01/28

3,521,309‌

Series

-

2018

1

(Class

A2)

655,191

(d)

Renew

3

.670

09/20/52

593,873‌

Series

-

2017

1A

(Class

A)

1,720,975

(d)

Renew

3

.950

09/20/53

1,572,983‌

Series

-

2018

1

(Class

A)

3,548,722

(d)

Renew

2

.060

11/20/56

2,830,895‌

Series

-

2021

1

(Class

A)

8,960,051

SCE

Recovery

Funding

LLC

0

.861

11/15/31

7,673,449‌

Series

-

2021

A-1

(Class

A)

36,373

(d)

SolarCity

LMC

4

.800

11/20/38

35,615‌

Series

-

2013

1

(Class

A)

142,944

(c)

Structured

Asset

Investment

Loan

Trust

SOFR

1

M

+

1.014%

6

.344

09/25/34

135,534‌

Series

-

2004

8

(Class

M1)

6,295,721

(d)

Sunnova

Helios

VII

Issuer

LLC

2

.030

10/20/48

5,505,109‌

Series

-

2021

C

(Class

A)

3,558,766

(d)

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

3,191,394‌

Series

-

2022

A

(Class

A)

2,541,469

(d)

Sunnova

Helios

XI

Issuer

LLC

5

.300

05/20/50

2,498,217‌

Series

-

2023

A

(Class

A)

5,041,951

(d)

Sunrun

Athena

Issuer

LLC

5

.310

04/30/49

4,823,717‌

Series

-

2018

1

(Class

A)

6,320,583

(d)

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

5,776,962‌

Series

-

2019

2

(Class

A)

12,442,957

(d)

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

11,611,102‌

Series

-

2019

1A

(Class

A)

5,367,838

(d)

Sunrun

Callisto

Issuer

LLC

2

.270

01/30/57

4,379,273‌

Series

-

2021

2A

(Class

A)

5,041,399

(d)

Sunrun

Julius

Issuer

LLC

6

.600

01/30/59

5,062,187‌

Series

-

2023

2A

(Class

A1)

6,694,395

(d)

Sunrun

Jupiter

Issuer

LLC

4

.750

07/30/57

6,243,911‌

Series

-

2022

1A

(Class

A)

8,606,466

(d)

Sunrun

Vulcan

Issuer

LLC

2

.460

01/30/52

6,822,473‌

Series

-

2021

1A

(Class

A)

11,281,150

(d)

Tesla

Auto

Lease

Trust

5

.860

08/20/25

11,296,070‌

Series

-

2023

A

(Class

A2)

1,148,370

(d)

Tesla

Auto

Lease

Trust

0

.600

09/22/25

1,146,683‌

Series

-

2021

B

(Class

A3)

7,000,000

(d)

Tesla

Auto

Lease

Trust

1

.320

09/22/25

6,872,930‌

Series

-

2021

B

(Class

D)

4,625,000

(d)

Tesla

Auto

Lease

Trust

5

.890

06/22/26

4,650,541‌

Series

-

2023

A

(Class

A3)

9,422,000

(d)

Tesla

Auto

Lease

Trust

6

.130

09/21/26

9,508,244‌

Series

-

2023

B

(Class

A3)

2,385,000

(d)

Tesla

Auto

Lease

Trust

6

.220

03/22/27

2,415,335‌

Series

-

2023

B

(Class

A4)

5,390,000

(d)

Tesla

Auto

Lease

Trust

5

.300

06/21/27

5,378,595‌

Series

-

2024

A

(Class

A3)

8,250,000

(d)

Tesla

Electric

Vehicle

Trust

5

.540

12/21/26

8,253,818‌

Series

-

2023

1

(Class

A2A)

4,650,000

(d)

Tesla

Electric

Vehicle

Trust

5

.380

06/20/28

4,667,568‌

Series

-

2023

1

(Class

A3)

2,676,764

Toyota

Auto

Receivables

Owner

Trust

0

.260

11/17/25

2,633,550‌

Series

-

2021

B

(Class

A3)

9,900,000

Toyota

Auto

Receivables

Owner

Trust

0

.530

10/15/26

9,417,673‌

Series

-

2021

B

(Class

A4)

325,000

(d)

Tricon

American

Homes

Trust

2

.049

07/17/38

299,814‌

Series

-

2020

SFR1

(Class

B)

Core

Impact

Bond

Fund

March

31,

2024

264

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

5,066,204

(d)

Vivint

Colar

Financing

V

LLC

4

.730

%

04/30/48

$

4,716,631‌

Series

-

2018

1A

(Class

A)

7,222,580

(d)

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

6,735,149‌

Series

-

2018

1A

(Class

B)

4,210,764

(d)

Vivint

Solar

Financing

VII

LLC

2

.210

07/31/51

3,465,737‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

321,795,821‌

OTHER

MORTGAGE

BACKED

-

8

.3

%

10,909

(c),(d)

Agate

Bay

Mortgage

Trust

3

.500

09/25/45

9,769‌

Series

-

2015

6

(Class

A9)

4,075,000

(c),(d)

Alen

Mortgage

Trust

SOFR

1

M

+

2.364%

7

.690

04/15/34

3,057,526‌

Series

-

2021

ACEN

(Class

C)

900,000

(c),(d)

BAMLL

Commercial

Mortgage

Securities

Trust

3

.596

04/14/33

851,357‌

Series

-

2015

200P

(Class

D)

322,758

Banc

of

America

Commercial

Mortgage

Trust

3

.019

07/15/49

314,380‌

Series

-

2016

UB10

(Class

ASB)

5,000,000

(d)

BANK

2

.500

10/17/52

2,887,937‌

Series

-

2019

BN21

(Class

D)

6,500,000

(c)

BANK

3

.517

10/17/52

4,842,792‌

Series

-

2019

BN21

(Class

C)

2,500,000

(c)

BANK

2

.918

12/15/53

1,454,916‌

Series

-

2020

BN30

(Class

MCDE)

8,000,000

(c)

BANK

3

.461

11/15/62

6,643,701‌

Series

-

2019

BN22

(Class

C)

2,800,000

(d)

BBCMS

Trust

4

.197

08/10/35

2,597,494‌

Series

-

2015

SRCH

(Class

A2)

1,250,000

(d)

BBCMS

Trust

4

.798

08/10/35

1,080,241‌

Series

-

2015

SRCH

(Class

C)

1,316,000

(c),(d)

BBCMS

Trust

4

.957

08/10/35

1,099,540‌

Series

-

2015

SRCH

(Class

D)

3,000,000

(c),(d)

BBCMS

Trust

3

.688

02/15/53

2,290,451‌

Series

-

2020

C6

(Class

F5TA)

5,500,000

(c),(d)

Benchmark

Mortgage

Trust

3

.899

03/15/62

3,929,987‌

Series

-

2019

B10

(Class

3CCA)

5,200,000

(d)

BMO

360A

3

.776

02/17/55

4,269,983‌

Series

-

2022

C1

(Class

360A)

3,500,000

(c),(d)

BMO

360C

3

.939

02/17/55

2,222,034‌

Series

-

2022

C1

(Class

360C)

7,780,205

(c),(d)

BX

Commercial

Mortgage

Trust

Term

SOFR

1

M

+

1.312%

6

.637

10/15/38

7,705,441‌

Series

-

2021

XL2

(Class

C)

12,000,000

(c),(d)

BX

Commercial

Mortgage

Trust

Term

SOFR

1

M

+

1.840%

7

.165

01/17/39

11,852,558‌

Series

-

2022

AHP

(Class

B)

4,250,000

(c),(d)

BX

TRUST

Term

SOFR

1

M

+

1.490%

6

.815

01/17/39

4,204,735‌

Series

-

2022

AHP

(Class

AS)

2,901,500

(c),(d)

CCRC

Affordable

Multifamily

Housing

Mortgage

Trust

5

.637

06/25/34

2,585,619‌

Series

-

2017

Q005

(Class

B)

2,000,000

(c)

CD

Mortgage

Trust

3

.879

11/10/49

1,741,261‌

Series

-

2016

CD2

(Class

B)

1,000,000

(c),(d)

Century

Plaza

Towers

2

.997

11/13/39

835,523‌

Series

-

2019

CPT

(Class

B)

5,000,000

(c)

Citigroup

Commercial

Mortgage

Trust

3

.758

04/10/48

4,824,189‌

Series

-

2015

GC29

(Class

B)

4,000,000

Citigroup

Commercial

Mortgage

Trust

3

.300

11/10/52

3,407,694‌

Series

-

2019

GC43

(Class

AS)

5,000,000

Citigroup

Commercial

Mortgage

Trust

3

.018

08/10/56

4,354,186‌

Series

-

2019

GC41

(Class

AS)

3,315,000

(d)

COMM

Mortgage

Trust

4

.353

08/10/30

3,121,297‌

Series

-

2013

300P

(Class

A1)

4,375,000

(d)

COMM

Mortgage

Trust

3

.376

01/10/39

3,830,842‌

Series

-

2022

HC

(Class

C)

265

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

542,877

COMM

Mortgage

Trust

4

.701

%

03/10/47

$

518,020‌

Series

-

2014

UBS2

(Class

B)

2,000,000

(c)

COMM

Mortgage

Trust

4

.621

08/10/47

1,947,813‌

Series

-

2014

CR19

(Class

B)

102,338

COMM

Mortgage

Trust

3

.040

02/10/48

101,597‌

Series

-

2015

LC19

(Class

ASB)

3,500,000

(c),(d)

COMM

Mortgage

Trust

4

.066

03/10/48

2,981,637‌

Series

-

2015

CR22

(Class

D)

2,000,000

(c)

COMM

Mortgage

Trust

4

.283

05/10/48

1,775,858‌

Series

-

2015

CR23

(Class

D)

360,000

(c)

COMM

Mortgage

Trust

3

.463

08/10/48

310,648‌

Series

-

2015

CR24

(Class

D)

1,000,000

COMM

Mortgage

Trust

3

.263

08/15/57

878,822‌

Series

-

2019

GC44

(Class

AM)

5,000,000

(c),(d)

Commercial

Mortgage

Pass

Through

Certificates

4

.084

01/10/39

4,328,318‌

Series

-

2022

HC

(Class

D)

21,034,884

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8

.820

03/25/42

22,080,343‌

Series

-

2022

R03

(Class

1M2)

4,435,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.000%

8

.320

04/25/42

4,578,654‌

Series

-

2022

R05

(Class

2M2)

13,780,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

9

.170

05/25/42

14,636,583‌

Series

-

2022

R06

(Class

1M2)

4,085,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8

.920

07/25/42

4,320,227‌

Series

-

2022

R08

(Class

1M2)

7,535,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

10

.071

09/25/42

8,249,208‌

Series

-

2022

R09

(Class

2M2)

430,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.750%

12

.071

09/25/42

478,320‌

Series

-

2022

R09

(Class

2B1)

20,340,000

(c),(d)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

9

.071

12/25/42

21,779,924‌

Series

-

2023

R01

(Class

1M2)

14,000,000

(d)

CPT

Mortgage

Trust

2

.865

11/13/39

12,043,487‌

Series

-

2019

CPT

(Class

A)

2,500,000

(c),(d)

CPT

Mortgage

Trust

2

.997

11/13/39

2,014,427‌

Series

-

2019

CPT

(Class

C)

2,000,000

(c),(d)

CPT

Mortgage

Trust

2

.997

11/13/39

1,330,241‌

Series

-

2019

CPT

(Class

E)

5,000,000

(c),(d)

Credit

Suisse

Commercial

Mortgage

Trust

3

.728

11/10/32

3,721,105‌

Series

-

2017

CALI

(Class

B)

1,600,000

(c),(d)

Credit

Suisse

Mortgage

Capital

Certificates

3

.388

10/25/59

1,469,288‌

Series

-

2019

NQM1

(Class

M1)

2,713,674

(c),(d)

Credit

Suisse

Mortgage

Capital

Certificates

2

.405

10/25/66

2,305,684‌

Series

-

2021

NQM8

(Class

A3)

3,600,000

(c),(d)

CSAIL

Commercial

Mortgage

Trust

3

.677

06/15/37

3,079,163‌

Series

-

2017

C8

(Class

85BB)

3,440,000

(c),(d)

DBUBS

Mortgage

Trust

3

.530

10/10/34

2,953,717‌

Series

-

2017

BRBK

(Class

D)

102,725,000

(c),(d)

DOLP

Trust

0

.665

05/10/41

3,585,765‌

Series

-

2021

NYC

(Class

X)

12,485,467

(c),(d)

ELP

Commercial

Mortgage

Trust

SOFR

1

M

+

1.434%

6

.760

11/15/38

12,366,672‌

Series

-

2021

ELP

(Class

C)

5,993,024

(c),(d)

ELP

Commercial

Mortgage

Trust

SOFR

1

M

+

2.233%

7

.559

11/15/38

5,938,584‌

Series

-

2021

ELP

(Class

E)

7,700,000

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

1

.878

01/25/31

6,451,557‌

Series

-

2021

P009

(Class

A2)

1,753,218

FGLMC

1

.204

09/25/31

1,544,533‌

Series

-

2021

P011

(Class

A1)

7,324,000

(c)

FGLMC

2

.760

02/25/32

6,230,560‌

Series

-

2022

P013

(Class

A2)

3,500,000

FGLMC

3

.871

07/25/33

3,275,485‌

Series

-

2015

Q002

(Class

A2)

Core

Impact

Bond

Fund

March

31,

2024

266

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,778,002

FGLMC

1

.555

%

01/25/36

$

3,021,762‌

Series

-

2020

Q014

(Class

A1)

9,768,781

FGLMC

3

.150

10/15/36

8,270,417‌

Series

-

2022

M068

(Class

A)

1,720,000

FGLMC

4

.013

04/15/37

1,581,116‌

Series

-

2022

M069

(Class

A)

6,580,858

FGLMC

1

.877

07/25/37

5,204,093‌

Series

-

2021

21-ML08

(Class

ML08)

38,979,978

(c)

FGLMC

1

.770

11/25/37

4,671,361‌

Series

-

2021

ML08

(Class

XCA)

5,953,632

FGLMC

1

.761

09/15/38

4,700,419‌

Series

-

2020

M061

(Class

A)

8,991,195

FGLMC

2

.340

07/25/41

7,320,353‌

Series

-

2021

ML12

(Class

AUS)

9,914

(c),(d)

Flagstar

Mortgage

Trust

4

.000

09/25/48

9,179‌

Series

-

2018

5

(Class

A11)

1,182,979

(c),(d)

Flagstar

Mortgage

Trust

2

.500

04/25/51

944,644‌

Series

-

2021

2

(Class

A4)

3,669,600

(c),(d)

Flagstar

Mortgage

Trust

2

.500

06/01/51

2,930,286‌

Series

-

2021

4

(Class

A21)

2,948,403

(c),(d)

Flagstar

Mortgage

Trust

3

.346

07/25/51

2,289,973‌

Series

-

2021

5INV

(Class

B4)

11,875,000

(d)

Frontier

Issuer

LLC

6

.600

08/20/53

11,993,338‌

Series

-

2023

1

(Class

A2)

1,325,000

(c),(d)

GCT

Commercial

Mortgage

Trust

Term

SOFR

1

M

+

0.914%

6

.240

02/15/38

1,111,994‌

Series

-

2021

GCT

(Class

A)

2,188,000

(c),(d)

GS

Mortgage

Securities

Corp

II

4

.740

03/10/33

2,003,364‌

Series

-

2018

GS10

(Class

WLSB)

93,000

(c)

GS

Mortgage

Securities

Trust

3

.952

11/10/49

79,285‌

Series

-

2016

GS4

(Class

C)

23,657

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

21,914‌

Series

-

2019

PJ2

(Class

A1)

61,897

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

57,283‌

Series

-

2019

PJ2

(Class

A4)

402,469

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

01/25/51

339,619‌

Series

-

2020

PJ4

(Class

A4)

19,227,272

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.257

03/27/51

235,251‌

Series

-

2020

PJ5

(Class

AX1)

648,590

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

547,909‌

Series

-

2020

PJ5

(Class

A4)

1,520,009

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

05/25/51

1,229,585‌

Series

-

2020

PJ6

(Class

A4)

4,604,149

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

10/25/51

3,676,551‌

Series

-

2021

PJ5

(Class

A4)

4,641,235

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

06/25/52

3,856,599‌

Series

-

2022

PJ2

(Class

A36)

1,942,878

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

09/25/52

1,614,420‌

Series

-

2022

PJ4

(Class

A36)

467,511

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.630

05/25/50

397,588‌

Series

-

2020

PJ1

(Class

B2)

981,668

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

07/25/51

783,891‌

Series

-

2021

PJ2

(Class

A4)

8,903,051

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

7,109,353‌

Series

-

2021

PJ7

(Class

A4)

4,089,771

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

3,265,805‌

Series

-

2021

PJ8

(Class

A4)

1,936,607

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.722

01/25/52

1,517,549‌

Series

-

2021

PJ7

(Class

B2)

4,293,004

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

10/25/52

3,567,239‌

Series

-

2022

PJ5

(Class

A36)

267

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,787,347

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

%

01/25/53

$

2,316,125‌

Series

-

2022

PJ6

(Class

A24)

4,598,003

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.500

02/25/53

3,980,265‌

Series

-

2023

PJ1

(Class

A24)

2,000,000

(d)

Hudson

Yards

Mortgage

Trust

2

.835

08/10/38

1,869,388‌

Series

-

2016

10HY

(Class

A)

2,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

2,233,796‌

Series

-

2016

10HY

(Class

E)

2,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

2,317,050‌

Series

-

2016

10HY

(Class

B)

5,750,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.977

08/10/38

5,277,691‌

Series

-

2016

10HY

(Class

C)

11,650,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3

.443

07/10/39

9,819,255‌

Series

-

2019

30HY

(Class

D)

5,545,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

4,866,732‌

Series

-

2019

55HY

(Class

A)

1,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

1,219,833‌

Series

-

2019

55HY

(Class

D)

5,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust

2

.943

12/10/41

3,872,618‌

Series

-

2019

55HY

(Class

E)

440,000

(c),(d)

Imperial

Fund

Mortgage

Trust

3

.531

10/25/55

377,609‌

Series

-

2020

NQM1

(Class

M1)

277,130

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3

.983

01/15/46

254,394‌

Series

-

2013

C13

(Class

D)

5,300,000

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

CME

Term

SOFR

1

M

+

1.734%

7

.060

10/15/33

5,199,978‌

Series

-

2020

609M

(Class

A)

1,012,859

(c),(d)

JP

Morgan

Mortgage

Trust

LIBOR

1

M

-

0.000%

6

.677

12/25/44

974,052‌

Series

-

2015

1

(Class

B1)

11,078

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

05/25/45

9,978‌

Series

-

2015

3

(Class

A19)

193,256

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/45

172,610‌

Series

-

2015

6

(Class

A13)

507,680

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

09/25/48

440,977‌

Series

-

2018

3

(Class

A13)

1,127,971

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

976,554‌

Series

-

2018

5

(Class

A13)

709,975

(c),(d)

JP

Morgan

Mortgage

Trust

4

.257

10/26/48

702,210‌

Series

-

2017

5

(Class

A2)

72,755

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

02/25/49

66,486‌

Series

-

2018

9

(Class

A13)

82,652

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

76,996‌

Series

-

2019

1

(Class

A15)

829,848

(c),(d)

JP

Morgan

Mortgage

Trust

3

.823

06/25/50

723,520‌

Series

-

2020

1

(Class

B2)

15,766,175

(c),(d)

JP

Morgan

Mortgage

Trust

0

.139

07/25/51

117,348‌

Series

-

2021

3

(Class

AX1)

11,185,517

(c),(d)

JP

Morgan

Mortgage

Trust

0

.130

08/25/51

78,530‌

Series

-

2021

4

(Class

AX1)

2,220,609

(c),(d)

JP

Morgan

Mortgage

Trust

2

.880

08/25/51

1,762,441‌

Series

-

2021

4

(Class

B2)

21,525,760

(c),(d)

JP

Morgan

Mortgage

Trust

0

.137

10/25/51

162,619‌

Series

-

2021

6

(Class

AX1)

2,793,121

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

10/25/51

2,230,391‌

Series

-

2021

6

(Class

A15)

992,445

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

792,497‌

Series

-

2021

10

(Class

A15)

1,974,273

(c),(d)

JP

Morgan

Mortgage

Trust

3

.212

01/25/52

1,538,510‌

Series

-

2021

INV4

(Class

B4)

931,536

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

02/25/52

742,700‌

Series

-

2021

12

(Class

A15)

Core

Impact

Bond

Fund

March

31,

2024

268

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,886,615

(c),(d)

JP

Morgan

Mortgage

Trust

3

.140

%

04/25/52

$

2,227,127‌

Series

-

2021

13

(Class

B4)

1,575,864

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

05/25/52

1,256,413‌

Series

-

2021

14

(Class

A15)

1,000,886

(c),(d)

JP

Morgan

Mortgage

Trust

2

.927

05/25/52

824,068‌

Series

-

2021

LTV2

(Class

A3)

647,294

(c),(d)

JP

Morgan

Mortgage

Trust

3

.289

05/25/52

510,563‌

Series

-

2021

INV8

(Class

B4)

1,891,811

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

1,571,986‌

Series

-

2022

2

(Class

A25)

5,383,709

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

09/25/52

4,667,116‌

Series

-

2022

LTV2

(Class

A6)

2,733,373

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

12/25/52

2,271,275‌

Series

-

2022

7

(Class

1A17)

1,185,770

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

12/25/52

1,066,281‌

Series

-

2022

7

(Class

2A6A)

16,330,000

(c),(d)

JP

Morgan

Mortgage

Trust

Series

3

.000

05/25/54

13,510,524‌

Series

-

2024

3

(Class

A9)

2,400,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.480

09/15/47

2,316,772‌

Series

-

2014

C23

(Class

C)

538,463

(d)

Ladder

Capital

Commercial

Mortgage

Securities

3

.575

02/15/36

503,747‌

Series

-

2013

GCP

(Class

A1)

8,000,000

(d)

Liberty

Street

Trust

3

.597

02/10/36

7,423,702‌

Series

-

2016

225L

(Class

A)

4,000,000

(c),(d)

MAD

Mortgage

Trust

3

.082

08/15/34

3,701,230‌

Series

-

2017

330M

(Class

A)

2,350,000

(c),(d)

Manhattan

West

2

.335

09/10/39

2,025,254‌

Series

-

2020

1MW

(Class

D)

2,250,000

(c),(d)

MFT

Trust

3

.283

08/10/40

1,489,665‌

Series

-

2020

B6

(Class

B)

53,354

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.069

02/15/48

52,961‌

Series

-

2015

C20

(Class

ASB)

103,265

(c)

Morgan

Stanley

Capital

I

Trust

5

.877

12/12/49

43,798‌

Series

-

2007

IQ16

(Class

AJFX)

1,022,620

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

07/25/51

893,118‌

Series

-

2021

4

(Class

A4)

1,500,000

(c),(d)

MSDB

Trust

3

.316

07/11/39

1,335,743‌

Series

-

2017

712F

(Class

A)

3,450,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust

3

.790

11/15/32

3,061,421‌

Series

-

2018

285M

(Class

A)

4,250,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.279%

7

.605

07/15/36

3,502,224‌

Series

-

2019

MILE

(Class

C)

4,000,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust

Term

SOFR

1

M

+

4.329%

9

.655

07/15/36

2,665,449‌

Series

-

2019

MILE

(Class

F)

32,984

(c)

New

York

Mortgage

Trust

SOFR

1

M

+

0.594%

5

.924

02/25/36

32,336‌

Series

-

2005

3

(Class

A1)

4,413,675

(c),(d)

OBX

Trust

2

.500

07/25/51

3,524,452‌

Series

-

2021

J2

(Class

A19)

214,054

(c),(d)

OBX

Trust

SOFR

1

M

+

0.764%

4

.658

06/25/57

206,386‌

Series

-

2018

1

(Class

A2)

1,252,552

(c),(d)

Oceanview

Mortgage

Trust

2

.500

05/25/51

1,000,201‌

Series

-

2021

1

(Class

A19)

1,357,188

(c),(d)

Oceanview

Mortgage

Trust

4

.500

11/25/52

1,258,975‌

Series

-

2022

1

(Class

A1)

16,035,000

(d)

One

Bryant

Park

Trust

2

.516

09/15/54

13,717,744‌

Series

-

2019

OBP

(Class

A)

2,008,731

(d)

One

Market

Plaza

Trust

3

.614

02/10/32

1,856,771‌

Series

-

2017

1MKT

(Class

A)

1,000,000

(d)

One

Market

Plaza

Trust

3

.845

02/10/32

907,430‌

Series

-

2017

1MKT

(Class

B)

269

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

4,000,000

(d)

One

Market

Plaza

Trust

4

.016

%

02/10/32

$

3,571,494‌

Series

-

2017

1MKT

(Class

C)

1,904,413

(c),(d)

RCKT

Mortgage

Trust

2

.500

06/25/51

1,520,731‌

Series

-

2021

2

(Class

A21)

1,989,038

(c),(d)

RCKT

Mortgage

Trust

2

.780

07/25/51

1,504,441‌

Series

-

2021

3

(Class

B4)

4,295,249

(c),(d)

RCKT

Mortgage

Trust

2

.500

09/25/51

3,429,885‌

Series

-

2021

4

(Class

A21)

1,392,906

RCKT

Mortgage

Trust

3

.006

09/25/51

1,068,028‌

4,922,880

(c),(d)

RCKT

Mortgage

Trust

2

.922

11/25/51

3,748,643‌

Series

-

2021

5

(Class

B4)

4,298,877

(c),(d)

RCKT

Mortgage

Trust

3

.500

06/25/52

3,718,651‌

Series

-

2022

4

(Class

A22)

163,635

(c),(d)

Sequoia

Mortgage

Trust

3

.500

05/25/45

146,071‌

Series

-

2015

2

(Class

A1)

45,431

(c),(d)

Sequoia

Mortgage

Trust

3

.500

06/25/46

40,517‌

Series

-

2016

1

(Class

A19)

200,219

(c),(d)

Sequoia

Mortgage

Trust

3

.724

09/25/47

183,414‌

Series

-

2017

6

(Class

B1)

12,041

(c),(d)

Sequoia

Mortgage

Trust

3

.500

03/25/48

10,630‌

Series

-

2018

3

(Class

A1)

15,349

(c),(d)

Sequoia

Mortgage

Trust

4

.000

09/25/48

14,204‌

Series

-

2018

7

(Class

A19)

1,443,725

(c),(d)

Sequoia

Mortgage

Trust

3

.000

04/25/50

1,217,182‌

Series

-

2020

3

(Class

A19)

2,841,881

(c),(d)

Sequoia

Mortgage

Trust

5

.000

01/25/53

2,702,467‌

Series

-

2023

1

(Class

A19)

12,900,000

(d)

SLG

Office

Trust

2

.585

07/15/41

10,684,949‌

Series

-

2021

OVA

(Class

A)

1,760,000

(c),(d)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

30

D

AVG

SOFR

+

2.614%

7

.935

02/25/50

1,840,056‌

Series

-

2020

DNA2

(Class

B1)

1,125,000

(c),(d)

STWD

Mortgage

Trust

Term

SOFR

1

M

+

1.371%

6

.697

11/15/36

1,116,659‌

Series

-

2021

LIH

(Class

AS)

2,000,000

(c),(d)

STWD

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.770%

7

.096

11/15/36

1,981,953‌

Series

-

2021

LIH

(Class

B)

2,050,000

(c),(d)

STWD

Mortgage

Trust

CME

Term

SOFR

1

M

+

2.069%

7

.395

11/15/36

2,026,182‌

Series

-

2021

LIH

(Class

C)

4,000,000

(d)

SUMIT

Mortgage

Trust

2

.789

02/12/41

3,091,439‌

Series

-

2022

BVUE

(Class

A)

1,085,000

(c),(d)

Times

Square

Trust

3

.100

05/15/35

943,817‌

Series

-

2018

20TS

(Class

B)

2,934,264

(c),(d)

Verus

Securitization

Trust

2

.240

10/25/66

2,460,681‌

Series

-

2021

7

(Class

A3)

3,000,000

(c),(d)

VNDO

Trust

3

.903

01/10/35

2,798,656‌

Series

-

2016

350P

(Class

B)

1,205,000

(c),(d)

WB

Commercial

Mortgage

Trust

6

.134

03/15/40

1,213,116‌

Series

-

2024

HQ

(Class

A)

1,100,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.808

12/15/47

1,075,485‌

Series

-

2014

LC18

(Class

AS)

301,209

Wells

Fargo

Commercial

Mortgage

Trust

2

.514

08/15/49

292,915‌

Series

-

2016

BNK1

(Class

ASB)

265,715

Wells

Fargo

Commercial

Mortgage

Trust

3

.185

03/15/59

260,179‌

Series

-

2016

C33

(Class

ASB)

21,622

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4

.000

04/25/49

20,167‌

Series

-

2019

2

(Class

A17)

437,146

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

07/25/50

369,728‌

Series

-

2020

4

(Class

A17)

5,475,420

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

06/25/51

4,372,287‌

Series

-

2021

2

(Class

A17)

1,400,057

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

12/25/51

1,116,244‌

Series

-

2022

2

(Class

A18)

Core

Impact

Bond

Fund

March

31,

2024

270

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

118,754

(c),(d)

WinWater

Mortgage

Loan

Trust

3

.920

%

06/20/44

$

97,047‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

520,879,636‌

TOTAL

STRUCTURED

ASSETS

842,675,457‌

(Cost

$933,674,978)

SHARES

REFERENCERATE

&

SPREAD

PREFERRED

STOCKS

-

0.5%

FINANCIAL

SERVICES

-

0

.1

%

126,248

(e)

Morgan

Stanley

3,321,585‌

TOTAL

FINANCIAL

SERVICES

3,321,585‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.2

%

400,000

Brookfield

Property

Partners

LP

5,764,000‌

631,850

Brookfield

Property

Partners

LP

8,062,406‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

13,826,406‌

UTILITIES

-

0

.2

%

489,027

Brookfield

Infrastructure

Partners

LP

8,870,950‌

304,762

Brookfield

Renewable

Partners

LP

5,555,811‌

TOTAL

UTILITIES

14,426,761‌

TOTAL

PREFERRED

STOCKS

31,574,752‌

(Cost

$48,797,175)

TOTAL

LONG-TERM

INVESTMENTS

6,243,534,726‌

(Cost

$6,668,344,748)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0

.5

%

$

30,980,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

04/01/24

30,962,169‌

TOTAL

GOVERNMENT

AGENCY

DEBT

30,962,169‌

REPURCHASE

AGREEMENT

-

0

.1

%

6,064,000

(h)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

04/01/24

6,064,000‌

TOTAL

REPURCHASE

AGREEMENT

6,064,000‌

TREASURY

DEBT

-

0

.0

%

2,500,000

United

States

Treasury

Bill

0

.000

05/09/24

2,486,096‌

TOTAL

TREASURY

DEBT

2,486,096‌

TOTAL

SHORT-TERM

INVESTMENTS

39,512,265‌

(Cost

$39,530,106)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

3.3%

210,662,835

(i)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(j)

210,662,835‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

210,662,835‌

(Cost

$210,662,835)

TOTAL

INVESTMENTS

-

102.9%

6,493,709,826‌

(Cost

$6,918,537,689)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(2.9)%

(

183,645,159‌

)

NET

ASSETS

-

100.0%

$

6,310,064,667‌

271

See

Notes

to

Financial

Statements

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

AVG

Average

CME

Chicago

Mercantile

Exchange

CCRC

Congregate

Care

Retirement

Center

D

Day

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

M

Month

SOFR

Secure

Overnight

Financing

Rate

(a)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(b)

In

default

(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

144(A)

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.

(e)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$207,881,796.

(f)

Perpetual

security

(g)

When-issued

or

delayed

delivery

security.

(h)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$6,067,585

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

7/15/26,

valued

at

$6,185,297.

(i)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

16,065,627

EUR

14,740,000

Australia

and

New

Zealand

Banking

Group

Limited

04/16/24

  $

153,264‌

$

6,861,805

EUR

6,226,944

JPMorgan

Chase

Bank

04/16/24

  $

139,595‌

EUR

2,523,044

$

2,718,265

JPMorgan

Chase

Bank

04/16/24

5,452‌

Total

  $

145,047‌

Total

  $

298,311‌

EUR

Euro

Core

Plus

Bond

Fund

March

31,

2024

Portfolio

of

Investments

272

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.8%

BANK

LOAN

OBLIGATIONS

-

3.3%

CAPITAL

GOODS

-

0.2%

$

1,977,230

(a)

Centuri

Group,

Inc

SOFR

12

M

+

2.500%

7.942

%

08/27/28

$

1,980,937‌

487,525

(a)

Chariot

Buyer

LLC

SOFR

12

M

+

3.250%

8.680

11/03/28

487,435‌

1,250,000

(a),(b)

Closure

Systems

International

Group,

Inc

CME

Term

SOFR

1

M

+

4.000%

4.500

03/22/29

1,253,644‌

977,500

(a)

Conair

Holdings

LLC

SOFR

12

M

+

3.750%

9.192

05/17/28

970,579‌

250,000

(a)

Foundation

Building

Materials,

Inc

SOFR

4

M

+

4.000%

9.313

01/29/31

251,360‌

883,503

(a)

Gates

Global

LLC

SOFR

12

M

+

2.500%

7.930

03/31/27

886,091‌

336,516

(a)

Quikrete

Holdings,

Inc

SOFR

12

M

+

2.625%

8.070

02/01/27

337,244‌

770,141

(a)

Resideo

Funding,

Inc

SOFR

12

M

+

2.250%

7.683

02/11/28

771,347‌

1,000,000

(a),(b)

Titan

Acquisition

Ltd

CME

Term

SOFR

1

M

+

5.000%

5.000

02/01/29

1,003,855‌

634,079

(a)

TransDigm,

Inc

SOFR

3

M

+

3.250%

8.598

08/24/28

636,954‌

1,431,043

(a)

Zekelman

Industries,

Inc

SOFR

12

M

+

2.250%

7.579

01/24/31

1,434,721‌

TOTAL

CAPITAL

GOODS

10,014,167‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

288,060

(a)

AlixPartners

LLP

SOFR

12

M

+

2.500%

7.945

02/04/28

288,744‌

481,250

(a)

Amentum

Government

Services

Holdings

LLC

SOFR

12

M

+

4.000%

9.445

01/29/27

483,055‌

541,750

(a)

Amentum

Government

Services

Holdings

LLC

SOFR

12

M

+

4.000%

9.329

02/15/29

543,668‌

371,450

(a)

CHG

Healthcare

Services,

Inc

SOFR

12

M

+

3.250%

8.695

09/29/28

372,185‌

543,850

(a)

Covanta

Holding

Corp

SOFR

12

M

+

2.500%

7.827

11/30/28

543,341‌

41,463

(a)

Covanta

Holding

Corp

CME

Term

SOFR

1

M

+

2.500%

7.827

11/30/28

41,425‌

968,614

(a)

EAB

Global,

Inc

SOFR

12

M

+

3.500%

8.945

08/16/28

970,309‌

281,779

(a)

GFL

Environmental,

Inc

SOFR

4

M

+

2.500%

7.816

05/31/27

283,189‌

4,820,000

(a)

GTCR

W

MERGER

SUB

SOFR

4

M

+

3.000%

8.309

01/31/31

4,843,112‌

825,000

(a)

Prime

Security

Services

Borrower

LLC

CME

Term

SOFR

1

M

+

2.500%

7.827

10/15/30

826,452‌

2,236

(a)

TK

Elevator

US

Newco,

Inc

SOFR

2

M

+

3.500%

9.081

07/30/27

2,246‌

2,819,860

(a)

Trans

Union

LLC

SOFR

12

M

+

2.000%

7.327

12/01/28

2,821,806‌

1,541,160

(a),(b)

WMB

Holdings,

Inc

SOFR

12

M

+

2.750%

8.077

11/02/29

1,546,300‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

13,565,832‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

1,697,416

(a)

CNT

Holdings

I

Corp

SOFR

4

M

+

3.500%

8.817

11/08/27

1,702,584‌

2,000,000

(a),(b)

Driven

Holdings

LLC

SOFR

12

M

+

3.000%

8.445

12/17/28

2,007,500‌

599,247

(a),(b)

LS

Group

OpCo

Acquisition

LLC

SOFR

12

M

+

3.250%

8.684

11/02/27

600,653‌

1,465,956

(a)

PetSmart

LLC

SOFR

12

M

+

3.750%

9.180

02/11/28

1,464,431‌

478,234

(a)

Staples,

Inc

LIBOR

3

M

+

5.000%

4.500

04/16/26

474,430‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

6,249,598‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,500,000

(a),(b)

AI

Aqua

Merger

Sub,

Inc

SOFR

12

M

+

3.750%

9.072

07/31/28

2,507,300‌

348,500

(a)

Crocs,

Inc

SOFR

12

M

+

2.250%

7.577

02/20/29

349,746‌

315,455

(a)

SRAM

LLC

SOFR

12

M

+

2.750%

8.195

05/18/28

315,652‌

863,388

(a)

Weber-Stephen

Products

LLC

SOFR

12

M

+

3.250%

8.692

10/30/27

801,604‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

3,974,302‌

CONSUMER

SERVICES

-

0.4%

2,480,896

(a)

1011778

BC

ULC

SOFR

12

M

+

2.250%

7.580

09/20/30

2,482,446‌

394,937

(a)

Alterra

Mountain

Co

CME

Term

SOFR

1

M

+

3.500%

3.250

08/17/28

397,077‌

1,563,188

(a)

Caesars

Entertainment,

Inc

SOFR

4

M

+

3.250%

8.663

02/06/30

1,569,597‌

2,423,707

(a)

Carnival

Corp

SOFR

12

M

+

3.250%

3.250

10/18/28

2,430,021‌

20,488

(a)

Cirque

Du

Soleil

Holding

USA

Newco,

Inc

LIBOR

3

M

+

1.000%

7.000

11/24/27

20,516‌

270,000

(a)

Delta

2

Lux

Sarl

SOFR

4

M

+

2.250%

7.559

01/15/30

270,607‌

1,825,566

(a)

Fertitta

Entertainment

LLC

SOFR

12

M

+

3.750%

9.076

01/27/29

1,832,038‌

2,169,563

(a)

Flutter

Financing

BV

SOFR

4

M

+

2.250%

7.659

11/25/30

2,174,401‌

2,175,000

(a),(b)

FLUTTER

FINANCING

BV

SOFR

4

M

+

2.250%

7.659

11/25/30

2,179,850‌

475,220

(a)

IRB

Holding

Corp

SOFR

12

M

+

2.750%

8.177

12/15/27

475,890‌

723,389

(a)

KFC

Holding

Co

SOFR

12

M

+

1.750%

7.191

03/15/28

723,873‌

643,824

(a)

Life

Time,

Inc

SOFR

4

M

+

4.250%

9.824

01/15/26

648,517‌

1,861,042

(a)

Motion

Finco

Sarl

SOFR

4

M

+

3.500%

9.071

11/12/29

1,860,345‌

273

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

305,843

(a)

Penn

National

Gaming,

Inc

SOFR

12

M

+

2.750%

8.177

%

05/03/29

$

306,512‌

500,380

(a)

Scientific

Games

International,

Inc

SOFR

12

M

+

2.750%

8.075

04/14/29

502,081‌

473,506

(a)

Spin

Holdco,

Inc

SOFR

4

M

+

4.000%

9.585

03/04/28

439,733‌

TOTAL

CONSUMER

SERVICES

18,313,504‌

ENERGY

-

0.0%

193,674

(a)

DT

Midstream,

Inc

SOFR

12

M

+

2.000%

7.442

06/26/28

194,505‌

684,083

(a)

Gulf

Finance

LLC

SOFR

12

M

+

6.750%

12.182

08/25/26

686,036‌

742,288

(a)

Oryx

Midstream

Services

Permian

Basin

LLC

SOFR

12

M

+

3.000%

8.436

10/05/28

745,936‌

TOTAL

ENERGY

1,626,477‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.0%

597,339

(a)

Arterra

Wines

Canada,

Inc

SOFR

4

M

+

3.500%

9.071

11/24/27

555,337‌

299,993

(a),(b)

City

Brewing

Co

LLC

SOFR

4

M

+

3.500%

9.078

04/05/28

235,575‌

577,501

(a)

Froneri

US,

Inc

SOFR

12

M

+

2.250%

2.250

01/29/27

578,463‌

1,054

(a)

Hearthside

Food

Solutions

LLC

SOFR

4

M

+

3.688%

9.292

05/23/25

772‌

306,144

(a)

Triton

Water

Holdings,

Inc

SOFR

4

M

+

3.500%

9.064

03/31/28

303,314‌

182,555

(a)

Utz

Quality

Foods

LLC

SOFR

12

M

+

3.000%

8.445

01/20/28

183,109‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,856,570‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.5%

4,165,731

(a)

Bausch

&

Lomb

Corp

SOFR

12

M

+

3.250%

8.677

05/10/27

4,127,198‌

449,313

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

SOFR

4

M

+

4.250%

9.659

07/06/29

450,249‌

207,375

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

SOFR

4

M

+

4.250%

9.659

07/06/29

207,807‌

597,655

(a)

Global

Medical

Response,

Inc

SOFR

4

M

+

4.250%

9.841

10/02/25

559,931‌

1,735,773

(a)

ICU

Medical,

Inc

SOFR

4

M

+

2.500%

2.500

01/08/29

1,737,535‌

2,512,948

(a)

Mozart

Borrower

LP

SOFR

1

M

+

3.000%

2.750

10/23/28

2,521,228‌

1,872,063

(a)

Onex

TSG

Intermediate

Corp

SOFR

4

M

+

4.750%

10.324

02/28/28

1,874,403‌

2,500,000

(a)

Phoenix

Guarantor,

Inc

SOFR

12

M

+

3.250%

8.577

02/21/31

2,470,663‌

3,456,061

(a)

Phoenix

Newco,

Inc

SOFR

12

M

+

3.250%

8.692

11/15/28

3,467,846‌

3,836,775

(a)

Select

Medical

Corp

SOFR

12

M

+

3.000%

8.330

03/06/27

3,847,576‌

2,456,737

(a)

Surgery

Center

Holdings

INC

SOFR

12

M

+

3.500%

8.829

12/19/30

2,471,244‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

23,735,680‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

508,104

(a)

Energizer

Holdings,

Inc

SOFR

12

M

+

2.250%

7.693

12/22/27

508,485‌

2,264,216

(a)

Kronos

Acquisition

Holdings,

Inc

SOFR

4

M

+

3.750%

9.314

12/22/26

2,269,741‌

1,904,543

(a)

Kronos

Acquisition

Holdings,

Inc

SOFR

4

M

+

6.000%

11.493

12/22/26

1,911,685‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,689,911‌

INSURANCE

-

0.2%

210,084

(a)

Acrisure

LLC

LIBOR

12

M

+

3.500%

8.945

02/15/27

210,216‌

453,528

(a)

AssuredPartners,

Inc

SOFR

12

M

+

3.500%

8.942

02/12/27

454,508‌

380,959

(a)

AssuredPartners,

Inc

SOFR

12

M

+

3.500%

8.942

02/12/27

381,721‌

725,910

(a)

Asurion

LLC

SOFR

12

M

+

3.250%

8.692

12/23/26

712,945‌

425,000

(a)

Asurion

LLC

CME

Term

SOFR

1

M

+

5.250%

10.692

02/03/28

385,422‌

637,697

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.000%

8.445

01/27/27

640,040‌

351,494

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.250%

8.695

01/27/27

351,954‌

1,990,013

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.750%

9.080

01/27/29

1,998,221‌

326,973

(a)

HUB

International

Ltd

SOFR

4

M

+

3.250%

8.574

06/20/30

327,461‌

1,210,987

(a)

Ryan

Specialty

Group

LLC

SOFR

12

M

+

2.750%

8.080

09/01/27

1,214,166‌

2,000,000

(a),(b)

USI,

Inc

SOFR

4

M

+

3.250%

8.302

11/22/29

2,003,900‌

1,980,000

(a)

USI,

Inc

SOFR

4

M

+

3.000%

8.302

11/22/29

1,983,297‌

TOTAL

INSURANCE

10,663,851‌

MATERIALS

-

0.1%

666,683

(a)

Asplundh

Tree

Expert

LLC

SOFR

12

M

+

1.750%

7.180

09/07/27

667,609‌

258,209

(a)

Berry

Global,

Inc

SOFR

12

M

+

1.750%

7.182

07/01/26

259,314‌

1,617,644

(a)

Clydesdale

Acquisition

Holdings,

Inc

SOFR

12

M

+

3.675%

9.105

04/13/29

1,621,688‌

198,500

(a)

H.B.

Fuller

Co

SOFR

12

M

+

2.000%

7.330

02/15/30

199,195‌

956,851

(a)

INEOS

US

Petrochem

LLC

SOFR

12

M

+

4.250%

9.680

04/02/29

956,258‌

753,688

(a)

Kloeckner

Pentaplast

of

America,

Inc

SOFR

2

M

+

4.725%

10.268

02/12/26

711,293‌

207,839

(a)

Reynolds

Group

Holdings,

Inc

SOFR

12

M

+

3.250%

8.695

02/05/26

208,679‌

1,890,990

(a),(b)

TricorBraun

Holdings,

Inc

SOFR

12

M

+

3.250%

8.692

03/03/28

1,872,165‌

Core

Plus

Bond

Fund

March

31,

2024

274

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

291,490

(a)

Tronox

Finance

LLC

SOFR

12

M

+

2.500%

7.942

%

03/10/28

$

291,640‌

TOTAL

MATERIALS

6,787,841‌

MEDIA

&

ENTERTAINMENT

-

0.1%

478,155

(a)

Altice

Financing

S.A.

LIBOR

4

M

+

2.750%

8.326

01/31/26

465,005‌

546,803

(a)

CSC

Holdings

LLC

LIBOR

12

M

+

2.500%

7.940

04/15/27

546,290‌

49,574

(a)

Diamond

Sports

Group

LLC

SOFR

4

M

-

1.000%

4.476

05/25/26

47,715‌

300,592

(a)

DIRECTV

Financing

LLC

SOFR

12

M

+

5.000%

10.445

08/02/27

300,849‌

356,226

(a)

Lions

Gate

Capital

Holdings

LLC

SOFR

12

M

+

2.250%

7.680

03/24/25

356,338‌

450,000

(a)

Match

Group

Holdings

II

LLC

SOFR

4

M

+

1.750%

7.233

02/13/27

450,000‌

997

(a)

Radiate

Holdco

LLC

SOFR

12

M

+

3.250%

8.695

09/25/26

838‌

451,824

(a)

Univision

Communications,

Inc

SOFR

12

M

+

3.250%

8.695

03/15/26

452,891‌

TOTAL

MEDIA

&

ENTERTAINMENT

2,619,926‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.3%

1,275,558

(a)

Avantor,

Inc

SOFR

12

M

+

2.250%

7.680

11/08/27

1,278,963‌

1,972,460

(a)

Elanco

Animal

Health

Inc

CME

Term

SOFR

1

M

+

1.750%

1.750

08/02/27

1,967,687‌

5,807,233

(a)

Jazz

Financing

Lux

Sarl

SOFR

12

M

+

3.000%

8.445

05/05/28

5,843,529‌

2,410,125

(a)

Organon

&

Co

SOFR

12

M

+

3.000%

8.433

06/02/28

2,421,682‌

292,545

(a)

Perrigo

Investments

LLC

SOFR

12

M

+

2.250%

7.680

04/20/29

292,058‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

11,803,919‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

24,151

(a)

Cushman

&

Wakefield

plc

SOFR

12

M

+

2.750%

8.195

08/21/25

24,139‌

330,886

(a)

Cushman

&

Wakefield

US

Borrower

LLC

SOFR

12

M

+

3.250%

8.680

01/31/30

330,370‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

354,509‌

SOFTWARE

&

SERVICES

-

0.6%

419,623

(a)

Ahead

DB

Holdings

LLC

SOFR

4

M

+

3.750%

9.159

10/18/27

420,483‌

148,527

(a)

Avaya,

Inc

SOFR

12

M

+

1.500%

6.830

08/01/28

132,454‌

2,966,217

(a)

Boxer

Parent

Co,

Inc

SOFR

12

M

+

4.250%

9.580

12/29/28

2,988,775‌

693,695

(a)

Camelot

US

Acquisition

LLC

SOFR

12

M

+

2.750%

8.077

01/31/31

694,215‌

2,000,000

(a),(b)

Cotiviti,

Inc

CME

Term

SOFR

1

M

+

3.250%

3.250

02/24/31

1,997,500‌

989,770

(a)

Epicor

Software

Corp

SOFR

12

M

+

3.250%

8.692

07/30/27

994,387‌

833,000

(a)

Informatica

LLC

SOFR

12

M

+

2.750%

8.195

10/27/28

834,666‌

1,979,849

(a)

Instructure

Holdings,

Inc

SOFR

4

M

+

2.750%

8.355

10/30/28

1,982,324‌

1,108

(a)

Magenta

Buyer

LLC

SOFR

4

M

+

5.000%

10.574

07/27/28

665‌

3,202,326

(a)

NortonLifeLock,

Inc

SOFR

12

M

+

2.000%

7.427

09/12/29

3,204,904‌

4,049,166

(a)

Open

Text

Corp

SOFR

12

M

+

2.750%

8.177

01/31/30

4,060,686‌

115,500

(a)

Presidio

Holdings,

Inc

SOFR

4

M

+

3.500%

8.913

01/22/27

116,005‌

371,852

(a)

Rackspace

Finance

LLC

SOFR

12

M

+

2.750%

8.184

02/15/28

184,067‌

33,198

(a)

Rackspace

Finance

LLC

SOFR

4

M

+

6.250%

11.683

05/15/28

33,519‌

463,125

(a)

RealPage,

Inc

SOFR

12

M

+

3.000%

8.445

04/24/28

451,193‌

992,500

(a)

Sedgwick

Claims

Management

Services,

Inc

SOFR

12

M

+

3.750%

9.077

02/24/28

995,433‌

1,458,864

(a)

Sophia

LP

LIBOR

1

M

+

3.750%

8.230

10/07/27

1,466,888‌

2,971,073

(a)

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7.680

03/22/29

2,977,817‌

1,528,596

(a)

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7.680

03/22/29

1,532,065‌

1,622,274

(a)

UKG,

Inc

SOFR

4

M

+

3.500%

8.814

02/10/31

1,632,665‌

406,778

(a)

West

Technology

Group

LLC

SOFR

4

M

+

4.000%

9.563

04/10/27

399,873‌

2,500,000

(a),(b)

Zelis

Payments

Buyer,

Inc

SOFR

12

M

+

2.750%

8.077

09/28/29

2,502,775‌

TOTAL

SOFTWARE

&

SERVICES

29,603,359‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.0%

469,819

(a),(b)

CommScope,

Inc

SOFR

12

M

+

3.250%

8.695

04/06/26

427,535‌

264,463

(a)

Ingram

Micro,

Inc

SOFR

4

M

+

3.000%

8.571

06/30/28

265,290‌

394,592

(a)

MLN

US

Holdco

LLC

SOFR

4

M

+

4.500%

9.929

11/30/25

48,665‌

247,119

(a)

MLN

US

Holdco

LLC

CME

Term

SOFR

1

M

+

6.800%

12.110

10/18/27

49,424‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

790,914‌

TELECOMMUNICATION

SERVICES

-

0.1%

932,924

(a)

Altice

France

S.A.

LIBOR

4

M

+

4.000%

9.263

01/31/26

809,969‌

193,500

(a)

Cablevision

Lightpath

LLC

SOFR

12

M

+

3.250%

8.690

11/30/27

191,625‌

2,000,000

(a)

Virgin

Media

Bristol

LLC

SOFR

12

M

+

2.500%

7.940

01/31/28

1,972,760‌

TOTAL

TELECOMMUNICATION

SERVICES

2,974,354‌

275

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION

-

0.1%

$

1,785,000

(a),(b)

Air

Canada

SOFR

4

M

+

2.500%

7.833

%

03/14/31

$

1,790,587‌

637,500

(a)

American

Airlines,

Inc

SOFR

4

M

+

4.750%

10.329

04/20/28

663,134‌

942,857

(a)

Genesee

&

Wyoming,

Inc

SOFR

4

M

+

2.000%

7.402

12/30/26

944,535‌

323,272

(a)

Hertz

Corp

SOFR

12

M

+

3.250%

8.692

06/30/28

313,529‌

1,672,439

(a)

Hertz

Corp

SOFR

12

M

+

3.250%

8.692

06/30/28

1,622,032‌

308,750

(a)

Mileage

Plus

Holdings

LLC

SOFR

4

M

+

5.250%

10.733

06/21/27

318,327‌

206,250

(a)

SkyMiles

IP

Ltd

SOFR

4

M

+

3.750%

9.068

10/20/27

212,975‌

238,216

(a)

WestJet

Airlines

Ltd

SOFR

12

M

+

3.000%

8.427

12/11/26

238,459‌

383,123

(a)

XPO,

Inc

CME

Term

SOFR

1

M

+

2.000%

0.000

05/24/28

384,639‌

TOTAL

TRANSPORTATION

6,488,217‌

UTILITIES

-

0.1%

2,521,020

(a)

Talen

Energy

Supply

LLC

SOFR

4

M

+

4.500%

9.826

05/17/30

2,533,411‌

533,721

(a)

Talen

Energy

Supply

LLC

SOFR

4

M

+

4.500%

9.826

05/17/30

536,345‌

TOTAL

UTILITIES

3,069,756‌

TOTAL

BANK

LOAN

OBLIGATIONS

159,182,687‌

(Cost

$158,898,233)

CORPORATE

BONDS

-

37.8%

AUTOMOBILES

&

COMPONENTS

-

1.1%

4,500,000

(c)

Adient

Global

Holdings

Ltd

4.875

08/15/26

4,386,966‌

2,060,000

(c)

Clarios

Global

LP

6.750

05/15/28

2,088,074‌

575,000

(d)

Dana,

Inc

5.375

11/15/27

562,488‌

350,000

(d)

Dana,

Inc

5.625

06/15/28

341,562‌

325,000

Dana,

Inc

4.250

09/01/30

287,183‌

4,045,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

4,122,081‌

2,000,000

Ford

Motor

Credit

Co

LLC

7.350

11/04/27

2,097,544‌

4,525,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

4,824,363‌

2,500,000

General

Motors

Co

6.125

10/01/25

2,521,033‌

2,000,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

1,932,719‌

800,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

805,924‌

6,600,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

6,550,973‌

2,825,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

2,881,345‌

900,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

909,757‌

3,200,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

2,667,399‌

3,550,000

General

Motors

Financial

Co,

Inc

5.700

N/A(e)

3,403,924‌

2,000,000

General

Motors

Financial

Co,

Inc

5.750

N/A(e)

1,887,657‌

5,000,000

Goodyear

Tire

&

Rubber

Co

5.250

04/30/31

4,591,005‌

2,250,000

(c),(f)

IHO

Verwaltungs

GmbH

4.750

09/15/26

2,190,732‌

1,225,000

(c)

Kia

Corp

2.750

02/14/27

1,142,459‌

1,450,000

Magna

International,

Inc

3.625

06/15/24

1,442,690‌

1,000,000

(c)

Nemak

SAB

de

C.V.

3.625

06/28/31

810,342‌

750,000

(c)

ZF

North

America

Capital,

Inc

6.875

04/14/28

777,900‌

TOTAL

AUTOMOBILES

&

COMPONENTS

53,226,120‌

BANKS

-

7.5%

1,525,000

(c)

Access

Bank

plc

6.125

09/21/26

1,412,607‌

1,500,000

(c)

Akbank

T.A.S.

6.800

06/22/31

1,468,125‌

4,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9.375

N/A(e)

4,301,840‌

700,000

(c)

Banco

de

Credito

e

Inversiones

S.A.

8.750

N/A(e)

721,875‌

2,000,000

(c)

Banco

do

Brasil

S.A.

6.000

03/18/31

2,002,500‌

1,000,000

(c)

Banco

Industrial

S.A.

4.875

01/29/31

953,010‌

3,000,000

(c)

Banco

Internacional

del

Peru

SAA

Interbank

4.000

07/08/30

2,881,197‌

925,000

(c)

Banco

Mercantil

del

Norte

S.A.

7.500

N/A(e)

921,962‌

1,000,000

(c)

Banco

Nacional

de

Comercio

Exterior

SNC

2.720

08/11/31

902,049‌

2,400,000

Banco

Santander

S.A.

5.294

08/18/27

2,394,451‌

1,905,000

Banco

Santander

S.A.

3.800

02/23/28

1,802,170‌

2,200,000

Banco

Santander

S.A.

6.921

08/08/33

2,302,235‌

3,800,000

Banco

Santander

S.A.

4.750

N/A(e)

3,304,866‌

2,400,000

Banco

Santander

S.A.

9.625

N/A(e)

2,643,499‌

2,000,000

Bancolombia

S.A.

4.625

12/18/29

1,949,579‌

Core

Plus

Bond

Fund

March

31,

2024

276

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

2,600,000

(c)

Bangkok

Bank

PCL

3.466

%

09/23/36

$

2,191,941‌

2,000,000

(c)

Banistmo

S.A.

4.250

07/31/27

1,861,549‌

4,000,000

(c)

Bank

Hapoalim

BM

3.255

01/21/32

3,584,440‌

3,000,000

(c)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

2,775,078‌

22,795,000

Bank

of

America

Corp

2.592

04/29/31

19,652,647‌

11,000,000

Bank

of

America

Corp

5.288

04/25/34

10,966,556‌

6,500,000

Bank

of

America

Corp

5.468

01/23/35

6,542,368‌

5,700,000

Bank

of

America

Corp

2.676

06/19/41

4,055,710‌

2,850,000

Bank

of

America

Corp

4.375

N/A(e)

2,671,711‌

8,400,000

Bank

of

America

Corp

6.100

N/A(e)

8,423,209‌

3,000,000

Barclays

plc

3.932

05/07/25

2,993,908‌

450,000

Barclays

plc

2.279

11/24/27

413,836‌

2,225,000

Barclays

plc

3.330

11/24/42

1,631,593‌

2,025,000

Barclays

plc

9.625

N/A(e)

2,147,314‌

2,500,000

Barclays

PLC

8.000

N/A(e)

2,493,446‌

1,850,000

(c)

BBVA

Bancomer

S.A.

5.125

01/18/33

1,719,325‌

1,000,000

(c)

BBVA

Bancomer

S.A.

8.450

06/29/38

1,055,987‌

3,300,000

(c)

BNP

Paribas

S.A.

2.819

11/19/25

3,236,311‌

100,000

(c)

BNP

Paribas

S.A.

4.375

05/12/26

97,302‌

2,150,000

(c)

BNP

Paribas

S.A.

1.904

09/30/28

1,912,796‌

1,800,000

(c)

BNP

Paribas

S.A.

2.159

09/15/29

1,572,829‌

6,600,000

(c)

BNP

Paribas

S.A.

2.588

08/12/35

5,409,769‌

8,000,000

(c)

BNP

Paribas

S.A.

7.750

N/A(e)

8,189,464‌

5,895,000

Citigroup,

Inc

3.200

10/21/26

5,614,122‌

2,805,000

Citigroup,

Inc

4.300

11/20/26

2,737,510‌

600,000

Citigroup,

Inc

4.125

07/25/28

575,120‌

2,135,000

Citigroup,

Inc

2.572

06/03/31

1,824,347‌

5,000,000

Citigroup,

Inc

4.910

05/24/33

4,820,338‌

11,800,000

Citigroup,

Inc

6.270

11/17/33

12,462,776‌

1,750,000

(d)

Citigroup,

Inc

7.375

N/A(e)

1,819,583‌

5,000,000

Citigroup,

Inc

6.250

N/A(e)

5,012,840‌

2,600,000

Citigroup,

Inc

7.625

N/A(e)

2,729,654‌

2,500,000

Citigroup,

Inc

4.000

N/A(e)

2,396,866‌

3,700,000

Citigroup,

Inc

5.000

N/A(e)

3,677,141‌

1,075,000

(c)

Cooperatieve

Rabobank

UA

1.339

06/24/26

1,020,989‌

4,950,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

4,756,261‌

5,000,000

(c)

Credit

Agricole

S.A.

8.125

N/A(e)

5,100,000‌

2,450,000

Deutsche

Bank

AG.

5.371

09/09/27

2,462,683‌

2,275,000

Deutsche

Bank

AG.

2.311

11/16/27

2,079,946‌

1,500,000

Deutsche

Bank

AG.

6.819

11/20/29

1,568,105‌

2,500,000

(c)

Grupo

Aval

Ltd

4.375

02/04/30

2,108,991‌

2,160,000

(c)

Hana

Bank

3.500

N/A(e)

2,021,714‌

1,300,000

HSBC

Holdings

plc

3.900

05/25/26

1,265,772‌

4,325,000

HSBC

Holdings

plc

4.292

09/12/26

4,245,549‌

2,250,000

HSBC

Holdings

plc

2.013

09/22/28

2,011,715‌

3,750,000

HSBC

Holdings

plc

7.390

11/03/28

3,989,676‌

1,700,000

HSBC

Holdings

plc

2.206

08/17/29

1,489,926‌

2,200,000

HSBC

Holdings

plc

3.973

05/22/30

2,056,079‌

4,800,000

HSBC

Holdings

plc

8.000

N/A(e)

4,982,165‌

990,000

Huntington

Bancshares,

Inc

4.000

05/15/25

972,321‌

4,000,000

Huntington

Bancshares,

Inc

5.625

N/A(e)

3,638,308‌

UGX

6,000,000,000

(c),(g)

ICBC

Standard

Bank

plc

14.250

06/26/34

1,351,013‌

1,100,000

ING

Groep

NV

3.950

03/29/27

1,062,898‌

5,800,000

(d)

ING

Groep

NV

6.500

N/A(e)

5,727,958‌

3,000,000

(c)

Intercorp

Financial

Services,

Inc

4.125

10/19/27

2,811,958‌

660,000

JPMorgan

Chase

&

Co

3.900

07/15/25

649,112‌

350,000

JPMorgan

Chase

&

Co

3.200

06/15/26

336,784‌

6,325,000

JPMorgan

Chase

&

Co

4.323

04/26/28

6,179,024‌

7,805,000

JPMorgan

Chase

&

Co

3.702

05/06/30

7,312,499‌

725,000

JPMorgan

Chase

&

Co

1.953

02/04/32

590,686‌

4,250,000

JPMorgan

Chase

&

Co

5.350

06/01/34

4,266,396‌

277

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,075,000

JPMorgan

Chase

&

Co

6.254

%

10/23/34

$

1,148,522‌

2,750,000

JPMorgan

Chase

&

Co

2.525

11/19/41

1,919,066‌

12,350,000

JPMorgan

Chase

&

Co

3.157

04/22/42

9,396,240‌

1,250,000

JPMorgan

Chase

&

Co

4.260

02/22/48

1,079,010‌

5,625,000

JPMorgan

Chase

&

Co

6.875

N/A(e)

5,820,594‌

5,250,000

JPMorgan

Chase

&

Co

3.650

N/A(e)

4,986,120‌

4,000,000

JPMorgan

Chase

&

Co

5.000

N/A(e)

3,986,934‌

4,000,000

JPMorgan

Chase

&

Co

6.100

N/A(e)

4,001,608‌

5,000,000

Lloyds

Banking

Group

plc

7.500

N/A(e)

4,980,012‌

4,175,000

M&T

Bank

Corp

3.500

N/A(e)

3,202,271‌

1,800,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.193

02/25/25

1,747,337‌

3,000,000

(c)

Mizrahi

Tefahot

Bank

Ltd

3.077

04/07/31

2,741,250‌

3,000,000

Natwest

Group

plc

6.000

N/A(e)

2,929,472‌

3,000,000

(c)

NBK

SPC

Ltd

1.625

09/15/27

2,731,440‌

3,000,000

(c)

NBK

Tier  Financing

Ltd

3.625

N/A(e)

2,760,000‌

2,500,000

PNC

Financial

Services

Group,

Inc

3.900

04/29/24

2,496,517‌

5,225,000

PNC

Financial

Services

Group,

Inc

3.400

N/A(e)

4,566,858‌

3,275,000

PNC

Financial

Services

Group,

Inc

6.200

N/A(e)

3,266,473‌

1,450,000

(c)

Societe

Generale

S.A.

7.132

01/19/55

1,447,549‌

2,100,000

(c)

Societe

Generale

S.A.

9.375

N/A(e)

2,174,682‌

1,600,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.474

07/08/25

1,523,117‌

475,000

Toronto-Dominion

Bank

3.625

09/15/31

454,299‌

5,000,000

Truist

Financial

Corp

4.950

N/A(e)

4,905,418‌

3,055,000

Truist

Financial

Corp

4.800

N/A(e)

2,956,979‌

2,500,000

(c)

Turkiye

Garanti

Bankasi

AS.

7.177

05/24/27

2,469,000‌

690,000

(c)

Turkiye

Garanti

Bankasi

AS.

8.375

02/28/34

688,275‌

3,500,000

UniCredit

SpA

8.000

N/A(e)

3,500,315‌

1,700,000

(c)

United

Overseas

Bank

Ltd

3.750

04/15/29

1,698,514‌

3,000,000

(c)

United

Overseas

Bank

Ltd

2.000

10/14/31

2,746,422‌

2,000,000

US

Bancorp

4.839

02/01/34

1,899,119‌

1,050,000

Wells

Fargo

&

Co

3.550

09/29/25

1,023,946‌

5,825,000

Wells

Fargo

&

Co

2.393

06/02/28

5,331,646‌

2,600,000

Wells

Fargo

&

Co

6.303

10/23/29

2,708,004‌

1,500,000

(d)

Wells

Fargo

&

Co

5.875

N/A(e)

1,496,700‌

4,125,000

(d)

Wells

Fargo

&

Co

7.625

N/A(e)

4,408,421‌

7,000,000

Wells

Fargo

&

Co

3.900

N/A(e)

6,659,984‌

TOTAL

BANKS

357,141,993‌

CAPITAL

GOODS

-

1.4%

3,000,000

(c)

AerCap

Global

Aviation

6.500

06/15/45

2,979,535‌

1,325,000

Air

Lease

Corp

3.000

02/01/30

1,171,204‌

4,100,000

Air

Lease

Corp

3.125

12/01/30

3,598,672‌

1,690,000

(c)

Airbus

SE

3.150

04/10/27

1,613,777‌

1,395,000

(c)

Albion

Financing

1

SARL

6.125

10/15/26

1,382,254‌

600,000

(c)

BAE

Systems

plc

1.900

02/15/31

488,143‌

705,000

(c)

Beacon

Roofing

Supply,

Inc

6.500

08/01/30

715,386‌

10,500,000

Boeing

Co

2.196

02/04/26

9,830,092‌

1,050,000

Boeing

Co

3.250

02/01/28

966,031‌

2,350,000

Boeing

Co

2.950

02/01/30

2,029,595‌

2,300,000

Boeing

Co

3.250

02/01/35

1,809,828‌

1,375,000

Boeing

Co

5.705

05/01/40

1,316,069‌

3,375,000

Boeing

Co

5.805

05/01/50

3,193,181‌

1,160,000

(c)

Chart

Industries,

Inc

7.500

01/01/30

1,204,597‌

1,075,000

(c)

Embraer

Netherlands

Finance

BV

7.000

07/28/30

1,125,688‌

400,000

(b),(c)

Esab

Corp

6.250

04/15/29

401,873‌

3,075,000

(c)

H&E

Equipment

Services,

Inc

3.875

12/15/28

2,815,111‌

4,100,000

Honeywell

International,

Inc

5.250

03/01/54

4,136,961‌

1,430,000

(c)

Husky

Injection

Molding

Systems

Ltd

9.000

02/15/29

1,478,789‌

2,900,000

L3Harris

Technologies,

Inc

5.400

07/31/33

2,918,224‌

75,000

Lockheed

Martin

Corp

1.850

06/15/30

63,209‌

1,275,000

Lockheed

Martin

Corp

5.200

02/15/64

1,260,711‌

280,000

(c)

MITER

BRAND

0.000

03/31/32

280,957‌

Core

Plus

Bond

Fund

March

31,

2024

278

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

50,000

(c)

NextEra

Energy

Operating

Partners

LP

4.250

%

09/15/24

$

48,250‌

1,925,000

Northrop

Grumman

Corp

3.250

01/15/28

1,818,978‌

4,450,000

Raytheon

Technologies

Corp

4.125

11/16/28

4,304,411‌

1,080,000

Raytheon

Technologies

Corp

2.250

07/01/30

922,031‌

3,250,000

Raytheon

Technologies

Corp

6.000

03/15/31

3,416,423‌

3,000,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3.500

09/10/51

2,052,314‌

2,200,000

(c)

Standard

Industries,

Inc

5.000

02/15/27

2,134,058‌

1,750,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.800

03/21/29

1,665,018‌

1,575,000

(c)

TransDigm,

Inc

6.875

12/15/30

1,605,547‌

450,000

Tyco

Electronics

Group

S.A.

3.700

02/15/26

438,585‌

725,000

(c)

WESCO

Distribution,

Inc

7.250

06/15/28

740,179‌

1,595,000

(c)

Windsor

Holdings

III

LLC

8.500

06/15/30

1,672,372‌

TOTAL

CAPITAL

GOODS

67,598,053‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.4%

2,125,000

(c)

ADT

Corp

4.875

07/15/32

1,923,445‌

800,000

(c)

ASGN,

Inc

4.625

05/15/28

752,541‌

1,000,000

(c)

Garda

World

Security

Corp

4.625

02/15/27

958,193‌

745,000

(c)

Garda

World

Security

Corp

7.750

02/15/28

763,990‌

250,000

(c)

GFL

Environmental,

Inc

4.250

06/01/25

245,918‌

1,000,000

(c)

GFL

Environmental,

Inc

3.750

08/01/25

973,954‌

250,000

(c)

GFL

Environmental,

Inc

5.125

12/15/26

245,628‌

1,035,000

(c)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

1,083,451‌

IDR

14,160,000,000

International

Bank

for

Reconstruction

&

Development

6.250

01/19/29

897,122‌

1,700,000

(c)

MPH

Acquisition

Holdings

LLC

5.500

09/01/28

1,445,650‌

103,000

(c)

Prime

Security

Services

Borrower

LLC

5.250

04/15/24

102,812‌

2,750,000

(c)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

2,741,978‌

1,200,000

(c)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

1,102,228‌

2,725,000

(c)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

2,669,352‌

1,550,000

Republic

Services,

Inc

2.900

07/01/26

1,485,083‌

1,330,000

Verisk

Analytics,

Inc

4.125

03/15/29

1,279,525‌

75,000

Verisk

Analytics,

Inc

3.625

05/15/50

55,534‌

850,000

Waste

Management,

Inc

2.500

11/15/50

530,131‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

19,256,535‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

2,670,000

(c)

Asbury

Automotive

Group,

Inc

4.625

11/15/29

2,463,943‌

755,000

(c)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

684,062‌

1,950,000

AutoZone,

Inc

1.650

01/15/31

1,571,461‌

925,000

(c)

Bath

&

Body

Works,

Inc

6.625

10/01/30

944,887‌

3,900,000

(c),(h)

JSM

Global

Sarl

4.750

10/20/30

700,050‌

1,000,000

Kohl's

Corp

4.625

05/01/31

841,525‌

800,000

(c)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

735,306‌

790,000

(c)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

826,464‌

2,175,000

(c)

Lithia

Motors,

Inc

4.625

12/15/27

2,088,868‌

3,300,000

Lowe's

Cos,

Inc

4.250

04/01/52

2,703,674‌

1,950,000

(c),(d)

Macy's

Retail

Holdings

LLC

5.875

04/01/29

1,912,985‌

2,500,000

(c)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

2,423,216‌

1,900,000

(c)

Magic

Mergeco,

Inc

5.250

05/01/28

1,618,951‌

790,000

O'Reilly

Automotive,

Inc

3.550

03/15/26

765,876‌

1,400,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

1,337,780‌

1,225,000

O'Reilly

Automotive,

Inc

4.200

04/01/30

1,171,544‌

2,200,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

1,780,366‌

1,675,000

(c)

Prosus

NV

4.987

01/19/52

1,231,955‌

5,000,000

(c)

Staples,

Inc

7.500

04/15/26

4,879,858‌

460,000

(c)

Wand

NewCo

3,

Inc

7.625

01/30/32

475,744‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

31,158,515‌

CONSUMER

DURABLES

&

APPAREL

-

0.0%

605,000

(c)

Amer

Sports

Co

6.750

02/16/31

603,460‌

1,175,000

Newell

Brands,

Inc

6.375

09/15/27

1,155,493‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,758,953‌

279

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES

-

0.4%

$

2,000,000

(c)

CDI

Escrow

Issuer,

Inc

5.750

%

04/01/30

$

1,930,603‌

3,285,000

(c)

Churchill

Downs,

Inc

6.750

05/01/31

3,303,350‌

2,200,000

(c)

Genm

Capital

Labuan

Ltd

3.882

04/19/31

1,926,590‌

150,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.750

05/01/28

149,777‌

2,990,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.875

04/01/29

2,994,960‌

2,200,000

(c)

Hilton

Domestic

Operating

Co,

Inc

3.625

02/15/32

1,894,204‌

2,455,000

(c)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

6.625

01/15/32

2,464,911‌

1,480,000

(c)

International

Game

Technology

plc

6.500

02/15/25

1,484,875‌

400,000

(c)

International

Game

Technology

plc

4.125

04/15/26

387,762‌

350,000

(c)

Light

&

Wonder

International,

Inc

7.500

09/01/31

363,966‌

425,000

(c),(d)

Marriott

Ownership

Resorts,

Inc

4.500

06/15/29

388,770‌

1,000,000

(c)

NCL

Corp

Ltd

5.875

03/15/26

987,151‌

1,665,000

(d)

Sands

China

Ltd

2.300

03/08/27

1,507,971‌

450,000

(c)

Wynn

Macau

Ltd

5.625

08/26/28

426,522‌

TOTAL

CONSUMER

SERVICES

20,211,412‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.4%

3,505,000

(c)

Albertsons

Cos,

Inc

6.500

02/15/28

3,542,199‌

2,350,000

Costco

Wholesale

Corp

1.600

04/20/30

1,978,429‌

1,460,000

Kroger

Co

3.875

10/15/46

1,129,093‌

675,000

SYSCO

Corp

3.300

07/15/26

648,223‌

450,000

SYSCO

Corp

6.000

01/17/34

478,799‌

2,250,000

SYSCO

Corp

3.150

12/14/51

1,541,318‌

785,000

(c)

US

Foods,

Inc

6.875

09/15/28

803,571‌

2,200,000

Walmart,

Inc

1.050

09/17/26

2,016,853‌

280,000

Walmart,

Inc

2.375

09/24/29

252,214‌

5,125,000

Walmart,

Inc

1.800

09/22/31

4,255,005‌

2,375,000

Walmart,

Inc

2.500

09/22/41

1,705,721‌

1,150,000

Walmart,

Inc

4.500

04/15/53

1,063,053‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

19,414,478‌

ENERGY

-

4.1%

2,000,000

(c)

Antero

Midstream

Partners

LP

6.625

02/01/32

2,008,732‌

3,950,000

(c)

Archrock

Partners

LP

6.875

04/01/27

3,961,988‌

375,000

(c)

Archrock

Partners

LP

6.250

04/01/28

371,039‌

550,000

Cenovus

Energy,

Inc

2.650

01/15/32

456,198‌

1,190,000

Cenovus

Energy,

Inc

5.400

06/15/47

1,120,815‌

2,750,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

2,342,545‌

300,000

Chevron

USA,

Inc

3.900

11/15/24

297,276‌

1,440,000

(c)

Civitas

Resources,

Inc

8.375

07/01/28

1,515,905‌

640,000

(c)

Civitas

Resources,

Inc

8.625

11/01/30

687,217‌

1,750,000

(c)

Civitas

Resources,

Inc

8.750

07/01/31

1,872,605‌

90,852

(f)

Cloud

Peak

Energy,

Inc

12.000

05/01/25

83,169‌

1,350,000

(c)

CNX

Resources

Corp

7.250

03/01/32

1,372,178‌

1,500,000

(c)

Cosan

Ltd

5.500

09/20/29

1,432,868‌

5,000,000

Diamondback

Energy,

Inc

4.400

03/24/51

4,141,942‌

1,790,000

(c)

DT

Midstream,

Inc

4.125

06/15/29

1,645,604‌

1,490,000

(c)

DT

Midstream,

Inc

4.375

06/15/31

1,349,380‌

2,300,000

Ecopetrol

S.A.

6.875

04/29/30

2,245,643‌

2,275,000

Ecopetrol

S.A.

4.625

11/02/31

1,892,639‌

300,000

Ecopetrol

S.A.

8.875

01/13/33

317,320‌

2,000,000

(c)

Empresa

Nacional

del

Petroleo

3.450

09/16/31

1,707,800‌

3,450,000

Enbridge,

Inc

5.700

03/08/33

3,533,331‌

2,340,000

Enbridge,

Inc

5.750

07/15/80

2,214,572‌

500,000

(c)

Energean

Israel

Finance

Ltd

4.875

03/30/26

473,750‌

897,000

(c)

Energean

Israel

Finance

Ltd

5.375

03/30/28

818,057‌

1,450,000

(c)

Energean

Israel

Finance

Ltd

8.500

09/30/33

1,433,502‌

1,375,000

Energy

Transfer

LP

2.900

05/15/25

1,334,559‌

950,000

Energy

Transfer

LP

4.750

01/15/26

939,998‌

2,000,000

Energy

Transfer

LP

4.950

06/15/28

1,983,932‌

575,000

Energy

Transfer

LP

5.250

04/15/29

575,636‌

2,900,000

Energy

Transfer

LP

5.750

02/15/33

2,945,952‌

Core

Plus

Bond

Fund

March

31,

2024

280

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,825,000

Energy

Transfer

LP

6.550

%

12/01/33

$

1,959,124‌

1,100,000

Energy

Transfer

LP

5.550

05/15/34

1,103,351‌

600,000

Energy

Transfer

LP

5.400

10/01/47

553,721‌

2,100,000

Energy

Transfer

LP

6.250

04/15/49

2,155,302‌

2,700,000

Energy

Transfer

LP

5.000

05/15/50

2,368,896‌

3,000,000

Energy

Transfer

LP

5.950

05/15/54

2,993,838‌

4,200,000

Energy

Transfer

LP

6.500

N/A(e)

4,116,596‌

575,000

Energy

Transfer

Operating

LP

5.500

06/01/27

578,559‌

525,000

(c)

EnLink

Midstream

LLC

5.625

01/15/28

520,000‌

1,025,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

1,001,501‌

1,550,000

Enterprise

Products

Operating

LLC

3.125

07/31/29

1,429,721‌

200,000

Enterprise

Products

Operating

LLC

2.800

01/31/30

179,260‌

1,025,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

877,166‌

2,105,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

1,779,491‌

825,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

577,928‌

1,225,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

869,318‌

450,000

(c)

EQM

Midstream

Partners

LP

6.000

07/01/25

450,572‌

800,000

(c)

EQM

Midstream

Partners

LP

6.500

07/01/27

807,075‌

2,000,000

(c)

EQM

Midstream

Partners

LP

4.500

01/15/29

1,875,285‌

695,000

(c)

EQM

Midstream

Partners

LP

6.375

04/01/29

700,104‌

850,000

(c)

EQT

Corp

3.125

05/15/26

805,567‌

2,548,320

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

2,190,690‌

2,750,000

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.625

03/31/36

2,235,930‌

3,750,000

Genesis

Energy

LP

6.250

05/15/26

3,726,342‌

490,000

Genesis

Energy

LP

8.250

01/15/29

503,032‌

450,000

(c)

Hilcorp

Energy

I

LP

5.750

02/01/29

438,317‌

1,000,000

(c)

Hilcorp

Energy

I

LP

6.000

04/15/30

979,108‌

450,000

(c)

Hilcorp

Energy

I

LP

6.000

02/01/31

437,545‌

3,000,000

(c)

Hilcorp

Energy

I

LP

8.375

11/01/33

3,252,585‌

775,000

(c)

Hunt

Oil

Co

of

Peru

LLC

Sucursal

Del

Peru

8.550

09/18/33

829,200‌

1,700,000

(c)

KazMunayGas

National

Co

JSC

5.375

04/24/30

1,666,075‌

2,000,000

(c)

KazMunayGas

National

Co

JSC

3.500

04/14/33

1,661,500‌

2,000,000

(c)

Kinetik

Holdings

LP

6.625

12/15/28

2,035,508‌

1,070,000

(c)

Kodiak

Gas

Services

LLC

7.250

02/15/29

1,089,889‌

1,050,000

(c)

Kosmos

Energy

Ltd

7.750

05/01/27

1,036,651‌

1,025,000

(c)

Leviathan

Bond

Ltd

6.125

06/30/25

1,006,304‌

5,250,000

Marathon

Oil

Corp

5.300

04/01/29

5,240,463‌

2,200,000

Marathon

Petroleum

Corp

3.800

04/01/28

2,110,798‌

4,150,000

Marathon

Petroleum

Corp

4.750

09/15/44

3,692,556‌

1,650,000

Marathon

Petroleum

Corp

5.000

09/15/54

1,468,532‌

1,500,000

(c)

Medco

Maple

Tree

Pte

Ltd

8.960

04/27/29

1,558,467‌

485,000

(c)

Midwest

Connector

Capital

Co

LLC

4.625

04/01/29

468,212‌

2,625,000

MPLX

LP

1.750

03/01/26

2,453,834‌

7,275,000

MPLX

LP

2.650

08/15/30

6,257,237‌

1,550,000

MPLX

LP

4.700

04/15/48

1,322,257‌

1,617,000

Murphy

Oil

Corp

5.875

12/01/27

1,604,000‌

325,000

Occidental

Petroleum

Corp

5.500

12/01/25

324,775‌

800,000

Occidental

Petroleum

Corp

5.550

03/15/26

802,953‌

2,375,000

Occidental

Petroleum

Corp

3.500

08/15/29

2,153,541‌

2,000,000

Occidental

Petroleum

Corp

6.600

03/15/46

2,155,456‌

1,650,000

ONEOK,

Inc

4.500

03/15/50

1,345,443‌

2,000,000

(c)

Parkland

Corp

4.500

10/01/29

1,849,837‌

1,260,000

(c)

Parkland

Corp

4.625

05/01/30

1,161,592‌

1,210,000

(c)

Permian

Resources

Operating

LLC

7.000

01/15/32

1,255,271‌

4,000,000

(c)

Pertamina

Persero

PT

1.400

02/09/26

3,707,876‌

2,000,000

(c)

Pertamina

Persero

PT

2.300

02/09/31

1,652,735‌

1,992,000

Petroleos

Mexicanos

6.840

01/23/30

1,756,772‌

2,700,000

Petroleos

Mexicanos

5.950

01/28/31

2,165,412‌

4,509,000

Petroleos

Mexicanos

6.700

02/16/32

3,749,876‌

2,700,000

Phillips

66

2.150

12/15/30

2,265,033‌

1,450,000

Phillips

66

3.300

03/15/52

1,014,224‌

281

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

715,000

Phillips

66

Co

4.680

%

02/15/45

$

634,698‌

2,500,000

(c)

Promigas

S.A.

ESP

3.750

10/16/29

2,203,649‌

5,130,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

5,170,485‌

3,300,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

3,173,647‌

662,000

(c)

Saka

Energi

Indonesia

PT

4.450

05/05/24

661,248‌

2,675,000

(c)

Saudi

Arabian

Oil

Co

2.250

11/24/30

2,252,179‌

2,000,000

(c)

SierraCol

Energy

Andina

LLC

6.000

06/15/28

1,757,186‌

455,000

Suncor

Energy,

Inc

6.800

05/15/38

492,599‌

1,400,000

Sunoco

Logistics

Partners

Operations

LP

4.000

10/01/27

1,345,526‌

1,150,000

Sunoco

LP

4.500

05/15/29

1,068,946‌

525,000

Targa

Resources

Partners

LP

6.500

07/15/27

530,802‌

2,000,000

(c)

Thaioil

Treasury

Center

Co

Ltd

2.500

06/18/30

1,683,062‌

3,300,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

2,350,119‌

2,000,000

TransCanada

Trust

5.500

09/15/79

1,838,916‌

999,000

(c)

Transocean,

Inc

8.750

02/15/30

1,041,633‌

1,168,000

(c)

Tullow

Oil

plc

10.250

05/15/26

1,110,679‌

1,600,000

USA

Compression

Partners

LP

6.875

04/01/26

1,598,160‌

1,075,000

USA

Compression

Partners

LP

6.875

09/01/27

1,077,557‌

1,415,000

(c)

USA

Compression

Partners

LP

7.125

03/15/29

1,432,625‌

2,000,000

(c)

Venture

Global

Calcasieu

Pass

LLC

4.125

08/15/31

1,778,399‌

2,205,000

(c)

Venture

Global

LNG,

Inc

8.125

06/01/28

2,249,510‌

3,000,000

(c)

Venture

Global

LNG,

Inc

9.875

02/01/32

3,233,232‌

1,800,000

Williams

Cos,

Inc

2.600

03/15/31

1,533,639‌

3,075,000

Williams

Cos,

Inc

5.650

03/15/33

3,154,884‌

TOTAL

ENERGY

194,777,735‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.5%

2,050,000

Agree

LP

2.000

06/15/28

1,802,424‌

350,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/27

337,877‌

450,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/28

430,979‌

1,650,000

Alexandria

Real

Estate

Equities,

Inc

4.900

12/15/30

1,626,543‌

1,125,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

854,654‌

1,425,000

American

Tower

Corp

2.950

01/15/25

1,394,621‌

475,000

American

Tower

Corp

3.375

10/15/26

453,692‌

1,200,000

American

Tower

Corp

3.600

01/15/28

1,133,712‌

1,480,000

American

Tower

Corp

3.800

08/15/29

1,381,227‌

4,100,000

American

Tower

Corp

2.900

01/15/30

3,604,874‌

825,000

American

Tower

Corp

2.100

06/15/30

685,337‌

1,390,000

American

Tower

Corp

1.875

10/15/30

1,127,015‌

950,000

Brandywine

Operating

Partnership

LP

4.100

10/01/24

939,120‌

1,750,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

1,719,936‌

350,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

310,790‌

1,775,000

CubeSmart

LP

2.250

12/15/28

1,556,783‌

590,000

Equinix,

Inc

2.150

07/15/30

488,952‌

2,375,000

Essential

Properties

LP

2.950

07/15/31

1,926,228‌

1,890,000

Essex

Portfolio

LP

3.000

01/15/30

1,676,091‌

1,285,000

Extra

Space

Storage

LP

2.400

10/15/31

1,057,203‌

600,000

Federal

Realty

OP

LP

1.250

02/15/26

554,971‌

800,000

(c)

HAT

Holdings

I

LLC

8.000

06/15/27

834,160‌

1,500,000

Healthcare

Realty

Holdings

LP

3.875

05/01/25

1,466,429‌

1,225,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

1,169,056‌

1,500,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

1,385,108‌

3,055,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

2,659,975‌

525,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

429,761‌

550,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

424,114‌

375,000

Highwoods

Realty

LP

3.875

03/01/27

352,978‌

725,000

Highwoods

Realty

LP

4.125

03/15/28

677,906‌

700,000

Highwoods

Realty

LP

4.200

04/15/29

637,167‌

3,369,000

Highwoods

Realty

LP

2.600

02/01/31

2,662,251‌

3,845,000

(c)

Iron

Mountain,

Inc

7.000

02/15/29

3,918,272‌

925,000

Kimco

Realty

OP

LLC

3.850

06/01/25

907,475‌

300,000

Kimco

Realty

OP

LLC

3.250

08/15/26

284,241‌

Core

Plus

Bond

Fund

March

31,

2024

282

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

2,225,000

Kite

Realty

Group

LP

5.500

%

03/01/34

$

2,210,955‌

1,700,000

Kite

Realty

Group

Trust

4.750

09/15/30

1,626,534‌

1,000,000

Mid-America

Apartments

LP

3.750

06/15/24

995,408‌

850,000

Mid-America

Apartments

LP

4.000

11/15/25

832,938‌

3,925,000

Mid-America

Apartments

LP

2.750

03/15/30

3,471,104‌

1,625,000

Mid-America

Apartments

LP

1.700

02/15/31

1,308,359‌

1,000,000

Mid-America

Apartments

LP

2.875

09/15/51

640,161‌

3,375,000

MPT

Operating

Partnership

LP

3.500

03/15/31

2,317,342‌

550,000

National

Retail

Properties,

Inc

4.000

11/15/25

537,750‌

600,000

National

Retail

Properties,

Inc

3.600

12/15/26

573,090‌

650,000

NNN

REIT,

Inc

5.600

10/15/33

658,114‌

625,000

ProLogis

LP

2.875

11/15/29

564,500‌

875,000

Regency

Centers

LP

3.900

11/01/25

848,072‌

425,000

Regency

Centers

LP

3.600

02/01/27

409,016‌

1,650,000

Regency

Centers

LP

2.950

09/15/29

1,476,342‌

603,000

SITE

Centers

Corp

3.625

02/01/25

593,647‌

3,820,000

SITE

Centers

Corp

4.250

02/01/26

3,761,522‌

650,000

SITE

Centers

Corp

4.700

06/01/27

640,984‌

2,250,000

(c)

Trust

Fibra

Uno

7.375

02/13/34

2,245,122‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

68,582,882‌

FINANCIAL

SERVICES

-

3.3%

2,150,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

2,007,474‌

8,375,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

7,577,873‌

750,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

594,038‌

1,000,000

(a),(c)

Alamo

Re

Ltd

12.845

06/07/25

999,500‌

4,086,000

Bank

of

New

York

Mellon

Corp

4.700

N/A(e)

4,009,319‌

1,500,000

(c)

BOC

Aviation

USA

Corp

1.625

04/29/24

1,495,236‌

75,000

Capital

One

Financial

Corp

3.750

03/09/27

71,984‌

3,940,000

(d)

Capital

One

Financial

Corp

3.950

N/A(e)

3,499,805‌

6,675,000

Charles

Schwab

Corp

5.375

N/A(e)

6,628,803‌

500,000

(a),(c)

Citrus

Re

Ltd

SOFR

+

5.240%

5.100

06/07/25

503,350‌

600,000

(c)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

570,079‌

1,210,000

(c)

Corebridge

Financial,

Inc

6.050

09/15/33

1,246,443‌

1,575,000

Corebridge

Financial,

Inc

5.750

01/15/34

1,606,794‌

3,400,000

Deutsche

Bank

AG.

6.000

N/A(e)

3,138,976‌

2,450,000

Discover

Bank

2.450

09/12/24

2,413,690‌

800,000

Discover

Bank

4.250

03/13/26

779,204‌

1,625,000

Discover

Bank

3.450

07/27/26

1,547,570‌

1,375,000

Discover

Bank

2.700

02/06/30

1,181,759‌

6,400,000

(d)

Discover

Financial

Services

6.125

N/A(e)

6,413,210‌

550,000

(c)

Equitable

Financial

Life

Global

Funding

1.400

07/07/25

521,477‌

4,550,000

Equitable

Holdings,

Inc

4.950

N/A(e)

4,446,666‌

INR

45,000,000

European

Bank

for

Reconstruction

&

Development

6.300

10/26/27

529,199‌

1,705,000

(c)

FirstCash,

Inc

6.875

03/01/32

1,704,205‌

2,135,000

Fiserv,

Inc

3.500

07/01/29

1,988,042‌

2,350,000

Fiserv,

Inc

5.450

03/15/34

2,380,119‌

1,000,000

Goldman

Sachs

Group,

Inc

3.500

04/01/25

981,068‌

8,200,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

8,016,604‌

2,500,000

Goldman

Sachs

Group,

Inc

2.615

04/22/32

2,098,130‌

710,000

Goldman

Sachs

Group,

Inc

2.650

10/21/32

590,735‌

1,050,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

939,941‌

1,625,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

1,221,911‌

1,450,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

1,123,183‌

3,000,000

Goldman

Sachs

Group,

Inc

5.500

N/A(e)

2,974,337‌

4,925,000

(d)

Goldman

Sachs

Group,

Inc

7.500

N/A(e)

5,229,567‌

1,250,000

(a),(c)

Hestia

Re

Ltd

SOFR

+

9.370%

14.720

04/22/25

1,226,250‌

925,000

Icahn

Enterprises

LP

5.250

05/15/27

835,960‌

3,850,000

Icahn

Enterprises

LP

4.375

02/01/29

3,282,482‌

3,000,000

(c)

Indian

Railway

Finance

Corp

Ltd

2.800

02/10/31

2,541,511‌

425,000

Legg

Mason,

Inc

3.950

07/15/24

422,733‌

3,425,000

(c)

LPL

Holdings,

Inc

4.000

03/15/29

3,148,943‌

283

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

(a),(c)

Matterhorn

Re

Ltd

SOFR

+

5.250%

5.889

%

03/24/25

$

497,950‌

1,956,000

(c)

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4.875

01/15/28

1,754,735‌

1,301,720

(c)

Minejesa

Capital

BV

4.625

08/10/30

1,235,434‌

1,000,000

(c)

Minejesa

Capital

BV

5.625

08/10/37

906,924‌

3,445,000

Morgan

Stanley

2.720

07/22/25

3,410,203‌

2,650,000

Morgan

Stanley

2.188

04/28/26

2,556,591‌

6,625,000

Morgan

Stanley

3.125

07/27/26

6,336,738‌

1,480,000

Morgan

Stanley

3.950

04/23/27

1,428,942‌

550,000

Morgan

Stanley

5.449

07/20/29

554,823‌

2,400,000

Morgan

Stanley

6.407

11/01/29

2,516,551‌

325,000

Morgan

Stanley

5.173

01/16/30

325,275‌

4,000,000

Morgan

Stanley

5.250

04/21/34

3,968,736‌

3,200,000

Morgan

Stanley

5.424

07/21/34

3,209,919‌

2,000,000

Navient

Corp

5.500

03/15/29

1,862,193‌

1,000,000

(c)

NFP

Corp

4.875

08/15/28

1,002,264‌

1,000,000

(c)

NFP

Corp

7.500

10/01/30

1,053,506‌

1,140,000

Northern

Trust

Corp

3.950

10/30/25

1,116,773‌

2,421,000

Northern

Trust

Corp

4.600

N/A(e)

2,323,575‌

1,345,000

OneMain

Finance

Corp

3.500

01/15/27

1,248,564‌

350,000

(c)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

359,641‌

2,375,000

(c)

Power

Finance

Corp

Ltd

3.950

04/23/30

2,165,739‌

2,000,000

(c)

Rocket

Mortgage

LLC

4.000

10/15/33

1,694,182‌

1,830,000

S&P

Global,

Inc

4.250

05/01/29

1,782,758‌

1,350,000

Springleaf

Finance

Corp

5.375

11/15/29

1,269,287‌

3,750,000

State

Street

Corp

6.700

N/A(e)

3,805,207‌

2,325,000

UBS

Group

AG.

3.750

03/26/25

2,281,138‌

475,000

(c)

UBS

Group

AG.

2.193

06/05/26

455,401‌

5,900,000

(c)

UBS

Group

AG.

1.305

02/02/27

5,446,445‌

2,050,000

(c)

UBS

Group

AG.

6.442

08/11/28

2,110,537‌

2,100,000

(c)

UBS

Group

AG.

3.179

02/11/43

1,536,287‌

2,500,000

(c)

UBS

Group

AG.

9.250

N/A(e)

2,708,688‌

2,100,000

(c)

UBS

Group

AG.

9.250

N/A(e)

2,369,928‌

550,000

Visa,

Inc

2.700

04/15/40

412,159‌

260,000

Voya

Financial,

Inc

5.700

07/15/43

254,573‌

TOTAL

FINANCIAL

SERVICES

158,449,836‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.3%

2,377,000

Anheuser-Busch

Cos

LLC

3.650

02/01/26

2,322,775‌

2,575,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

2,489,560‌

2,830,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

2,689,378‌

5,580,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

01/23/29

5,578,371‌

5,000,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000

06/15/34

5,029,750‌

3,700,000

BAT

Capital

Corp

2.259

03/25/28

3,293,692‌

3,650,000

BAT

Capital

Corp

4.906

04/02/30

3,570,686‌

3,735,000

BAT

Capital

Corp

2.726

03/25/31

3,140,407‌

4,400,000

BAT

International

Finance

plc

4.448

03/16/28

4,272,612‌

2,250,000

(c)

Becle

SAB

de

C.V.

2.500

10/14/31

1,791,022‌

2,500,000

(c)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

2,586,797‌

2,700,000

(c)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

2,292,813‌

3,000,000

(c)

Coca-Cola

Icecek

AS.

4.500

01/20/29

2,797,980‌

450,000

Constellation

Brands,

Inc

4.400

11/15/25

443,159‌

450,000

Constellation

Brands,

Inc

3.700

12/06/26

434,111‌

1,625,000

Constellation

Brands,

Inc

3.150

08/01/29

1,480,072‌

2,350,000

Constellation

Brands,

Inc

2.875

05/01/30

2,078,797‌

1,700,000

Constellation

Brands,

Inc

2.250

08/01/31

1,404,175‌

1,650,000

Diageo

Capital

plc

2.125

10/24/24

1,618,764‌

1,700,000

(c)

Grupo

Bimbo

SAB

de

C.V.

4.700

11/10/47

1,477,025‌

1,500,000

Kraft

Heinz

Foods

Co

4.375

06/01/46

1,266,817‌

500,000

(c)

Land

O'

Lakes,

Inc

8.000

N/A(e)

432,500‌

2,500,000

(c)

MARB

BondCo

plc

3.950

01/29/31

2,061,652‌

4,000,000

Philip

Morris

International,

Inc

5.250

02/13/34

3,964,539‌

Core

Plus

Bond

Fund

March

31,

2024

284

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

680,000

(c)

Post

Holdings,

Inc

6.250

%

02/15/32

$

684,956‌

1,500,000

(c)

Primo

Water

Holdings,

Inc

4.375

04/30/29

1,379,364‌

2,500,000

(c)

Ulker

Biskuvi

Sanayi

AS.

6.950

10/30/25

2,478,660‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

63,060,434‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.5%

450,000

Abbott

Laboratories

5.300

05/27/40

464,628‌

150,000

Aetna,

Inc

6.625

06/15/36

164,409‌

1,200,000

Boston

Scientific

Corp

2.650

06/01/30

1,056,897‌

1,640,000

Centene

Corp

2.450

07/15/28

1,454,210‌

6,410,000

Centene

Corp

3.000

10/15/30

5,495,914‌

1,358,000

(c)

CHS

8.000

03/15/26

1,355,258‌

1,250,000

(c)

CHS

5.250

05/15/30

1,019,265‌

1,525,000

Cigna

Group

3.200

03/15/40

1,154,396‌

5,175,000

CVS

Health

Corp

4.780

03/25/38

4,778,998‌

1,400,000

CVS

Health

Corp

2.700

08/21/40

971,931‌

8,425,000

CVS

Health

Corp

5.050

03/25/48

7,651,398‌

2,000,000

(c)

DaVita,

Inc

4.625

06/01/30

1,790,568‌

4,200,000

Elevance

Health,

Inc

2.250

05/15/30

3,591,906‌

1,575,000

Elevance

Health,

Inc

5.125

02/15/53

1,509,386‌

4,630,000

Encompass

Health

Corp

4.500

02/01/28

4,409,706‌

9,000,000

HCA,

Inc

3.500

09/01/30

8,139,214‌

2,075,000

HCA,

Inc

3.625

03/15/32

1,836,867‌

1,700,000

HCA,

Inc

4.625

03/15/52

1,420,800‌

3,500,000

(c)

Hologic,

Inc

3.250

02/15/29

3,136,672‌

2,000,000

Humana,

Inc

2.150

02/03/32

1,599,079‌

800,000

Humana,

Inc

5.875

03/01/33

825,553‌

1,025,000

McKesson

Corp

5.100

07/15/33

1,034,533‌

2,500,000

Medtronic

Global

Holdings

S.C.A

4.250

03/30/28

2,456,028‌

375,000

Tenet

Healthcare

Corp

4.625

06/15/28

357,072‌

3,400,000

(d)

Tenet

Healthcare

Corp

6.125

10/01/28

3,387,814‌

5,600,000

Tenet

Healthcare

Corp

4.375

01/15/30

5,175,921‌

2,650,000

UnitedHealth

Group,

Inc

2.950

10/15/27

2,493,780‌

3,625,000

UnitedHealth

Group,

Inc

2.300

05/15/31

3,070,916‌

1,085,000

UnitedHealth

Group,

Inc

3.750

10/15/47

857,700‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

72,660,819‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

1,875,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

1,558,789‌

1,170,000

(c)

Coty,

Inc

6.625

07/15/30

1,188,125‌

2,000,000

Haleon

US

Capital

LLC

3.375

03/24/27

1,913,951‌

4,100,000

Haleon

US

Capital

LLC

3.625

03/24/32

3,694,957‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

8,355,822‌

INSURANCE

-

1.2%

2,550,000

(c)

Acrisure

LLC

4.250

02/15/29

2,302,164‌

53,000

Aflac,

Inc

6.450

08/15/40

58,057‌

825,000

(c)

Alliant

Holdings

Intermediate

LLC

4.250

10/15/27

776,704‌

4,360,000

(c)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

4,390,773‌

1,250,000

Aon

Corp

2.800

05/15/30

1,101,082‌

1,450,000

Aon

Corp

5.350

02/28/33

1,457,850‌

2,425,000

Aon

Global

Ltd

3.500

06/14/24

2,413,737‌

1,045,000

(c)

Ardonagh

Finco

Ltd

7.750

02/15/31

1,040,283‌

500,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

442,012‌

3,895,000

Berkshire

Hathaway

Finance

Corp

2.850

10/15/50

2,628,544‌

400,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

323,346‌

500,000

(a),(c)

Bonanza

RE

Ltd

SOFR

+

5.780%

11.135

03/16/25

469,050‌

1,690,000

(c)

Five

Corners

Funding

Trust

II

2.850

05/15/30

1,481,251‌

7,425,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

6,662,369‌

250,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

214,605‌

850,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

555,375‌

2,000,000

(c)

High

Street

Funding

Trust

I

4.111

02/15/28

1,885,292‌

545,000

(c)

Howden

UK

Refinance

plc

7.250

02/15/31

547,058‌

285

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

2,755,000

(c)

HUB

International

Ltd

7.250

%

06/15/30

$

2,831,305‌

1,521,000

(c)

Liberty

Mutual

Group,

Inc

4.569

02/01/29

1,481,202‌

1,750,000

(c)

Liberty

Mutual

Group,

Inc

3.951

10/15/50

1,315,901‌

1,400,000

MetLife,

Inc

3.600

04/10/24

1,399,374‌

260,000

MetLife,

Inc

3.600

11/13/25

253,666‌

625,000

MetLife,

Inc

5.000

07/15/52

588,385‌

3,920,000

MetLife,

Inc

3.850

N/A(e)

3,767,918‌

3,250,000

(c)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

3,304,307‌

500,000

Principal

Financial

Group,

Inc

2.125

06/15/30

418,888‌

500,000

Prudential

Financial,

Inc

3.905

12/07/47

399,084‌

4,000,000

Prudential

Financial,

Inc

5.125

03/01/52

3,749,375‌

2,350,000

Prudential

Financial,

Inc

6.500

03/15/54

2,382,489‌

1,050,000

Reinsurance

Group

of

America,

Inc

3.900

05/15/29

990,878‌

900,000

(c)

Swiss

Re

Finance

Luxembourg

S.A.

5.000

04/02/49

873,000‌

1,500,000

(a),(c)

Vitality

Re

XIV

Ltd

U.S.

Treasury

Bill

3

M

+

3.500%

8.840

01/05/27

1,525,200‌

1,850,000

(a),(c)

Vitality

Re

XV

Ltd

U.S.

Treasury

Bill

3

M

+

2.500%

7.868

01/07/28

1,847,410‌

850,000

Willis

North

America,

Inc

3.600

05/15/24

847,471‌

TOTAL

INSURANCE

56,725,405‌

MATERIALS

-

1.9%

2,650,000

Albemarle

Corp

4.650

06/01/27

2,600,580‌

2,000,000

(c)

Alpek

SAB

de

C.V.

3.250

02/25/31

1,712,607‌

270,000

Amcor

Flexibles

North

America,

Inc

3.100

09/15/26

252,983‌

1,200,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

1,033,336‌

3,700,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

3,143,669‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

2,070,491‌

1,500,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

1,310,786‌

1,225,000

(c)

Ardagh

Metal

Packaging

Finance

USA

LLC

3.250

09/01/28

1,058,181‌

1,445,000

(c)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

1,517,084‌

2,900,000

(c)

Avient

Corp

5.750

05/15/25

2,887,063‌

3,570,000

Ball

Corp

6.875

03/15/28

3,664,580‌

2,425,000

Ball

Corp

2.875

08/15/30

2,069,131‌

5,375,000

Berry

Global,

Inc

1.570

01/15/26

5,024,483‌

3,125,000

Berry

Global,

Inc

1.650

01/15/27

2,836,879‌

1,500,000

(c)

Celulosa

Arauco

y

Constitucion

S.A.

4.250

04/30/29

1,395,388‌

1,500,000

(c)

Cemex

SAB

de

C.V.

5.450

11/19/29

1,477,365‌

500,000

(c),(d)

Cemex

SAB

de

C.V.

3.875

07/11/31

443,005‌

875,000

(c)

Cemex

SAB

de

C.V.

9.125

N/A(e)

950,560‌

2,250,000

(c)

Cleveland-Cliffs,

Inc

7.000

03/15/32

2,279,701‌

1,500,000

Commercial

Metals

Co

4.125

01/15/30

1,381,113‌

725,000

(c)

Constellium

SE

3.750

04/15/29

652,281‌

2,000,000

(c)

Corp

Nacional

del

Cobre

de

Chile

3.150

01/14/30

1,769,809‌

1,050,000

(c)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

1,080,901‌

5,805,000

DowDuPont,

Inc

4.493

11/15/25

5,727,669‌

1,605,000

DuPont

de

Nemours,

Inc

4.725

11/15/28

1,602,747‌

1,785,000

(c)

Freeport

Indonesia

PT

5.315

04/14/32

1,746,315‌

4,900,000

(c)

Gates

Global

LLC

6.250

01/15/26

4,888,128‌

1,215,000

(c)

Inversiones

CMPC

S.A.

6.125

06/23/33

1,232,355‌

1,785,000

(c)

Mauser

Packaging

Solutions

Holding

Co

7.875

08/15/26

1,818,471‌

2,000,000

(c)

Mineral

Resources

Ltd

8.000

11/01/27

2,040,824‌

1,325,000

(c)

Mineral

Resources

Ltd

9.250

10/01/28

1,395,489‌

3,000,000

(c)

Nova

Chemicals

Corp

4.875

06/01/24

2,986,974‌

2,500,000

Nutrien

Ltd

2.950

05/13/30

2,228,562‌

1,920,000

(c)

OCI

NV

4.625

10/15/25

1,875,443‌

1,100,000

(c)

OCP

S.A.

3.750

06/23/31

936,100‌

2,000,000

Olin

Corp

5.125

09/15/27

1,953,747‌

1,975,000

(c)

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

1,813,851‌

2,075,000

Sasol

Financing

USA

LLC

4.375

09/18/26

1,956,924‌

670,000

(c)

Sealed

Air

Corp

6.125

02/01/28

671,390‌

600,000

(c)

Sealed

Air

Corp

7.250

02/15/31

623,812‌

1,000,000

(c)

St.

Marys

Cement,

Inc

Canada

5.750

04/02/34

990,000‌

2,000,000

(c)

SunCoke

Energy,

Inc

4.875

06/30/29

1,810,806‌

Core

Plus

Bond

Fund

March

31,

2024

286

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

3,000,000

Suzano

Austria

GmbH

3.125

%

01/15/32

$

2,492,204‌

3,911,000

(c)

Tronox,

Inc

4.625

03/15/29

3,507,917‌

2,675,000

(c)

UltraTech

Cement

Ltd

2.800

02/16/31

2,261,927‌

TOTAL

MATERIALS

89,173,631‌

MEDIA

&

ENTERTAINMENT

-

1.8%

2,000,000

(c)

Altice

Financing

S.A.

5.750

08/15/29

1,602,483‌

6,000,000

(c)

CCO

Holdings

LLC

5.125

05/01/27

5,716,629‌

1,800,000

(c)

CCO

Holdings

LLC

4.500

08/15/30

1,508,485‌

2,200,000

(d)

Charter

Communications

Operating

LLC

4.400

04/01/33

1,949,674‌

5,000,000

Charter

Communications

Operating

LLC

3.500

03/01/42

3,336,176‌

1,465,000

Charter

Communications

Operating

LLC

5.125

07/01/49

1,135,159‌

8,150,000

Charter

Communications

Operating

LLC

4.800

03/01/50

6,032,725‌

5,000,000

Comcast

Corp

4.150

10/15/28

4,880,027‌

2,975,000

Comcast

Corp

3.200

07/15/36

2,443,891‌

1,000,000

Comcast

Corp

3.900

03/01/38

871,398‌

15,185,000

Comcast

Corp

2.887

11/01/51

9,856,940‌

5,000,000

(c)

CSC

Holdings

LLC

5.500

04/15/27

4,473,568‌

980,000

(c)

CSC

Holdings

LLC

11.250

05/15/28

971,124‌

985,000

(c)

DIRECTV

Holdings

LLC

5.875

08/15/27

931,846‌

1,275,000

Lamar

Media

Corp

3.750

02/15/28

1,191,158‌

3,000,000

Lamar

Media

Corp

4.875

01/15/29

2,890,724‌

1,000,000

Lamar

Media

Corp

4.000

02/15/30

908,849‌

825,000

Lamar

Media

Corp

3.625

01/15/31

723,880‌

1,275,000

(c)

LCPR

Senior

Secured

Financing

DAC

5.125

07/15/29

1,067,779‌

2,550,000

(c)

Live

Nation

Entertainment,

Inc

6.500

05/15/27

2,577,869‌

825,000

(c)

News

Corp

3.875

05/15/29

754,423‌

3,500,000

Paramount

Global

6.375

03/30/62

3,233,909‌

590,000

(c)

Sirius

XM

Radio,

Inc

3.125

09/01/26

552,667‌

2,725,000

(c)

Sirius

XM

Radio,

Inc

4.000

07/15/28

2,493,024‌

1,575,000

(c)

Sirius

XM

Radio,

Inc

4.125

07/01/30

1,376,815‌

3,000,000

(c)

Sunrise

FinCo

I

BV

4.875

07/15/31

2,677,433‌

1,230,000

Time

Warner

Cable

LLC

5.875

11/15/40

1,065,452‌

475,000

Time

Warner

Cable

LLC

4.500

09/15/42

351,408‌

1,275,000

(c)

Univision

Communications,

Inc

4.500

05/01/29

1,139,409‌

2,000,000

(c)

VZ

Secured

Financing

BV

5.000

01/15/32

1,717,207‌

5,000,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

4,771,638‌

6,475,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

5,565,218‌

725,000

Warnermedia

Holdings,

Inc

5.141

03/15/52

601,748‌

1,825,000

(d)

Weibo

Corp

3.375

07/08/30

1,584,103‌

1,413,000

(c)

Ziff

Davis,

Inc

4.625

10/15/30

1,273,809‌

TOTAL

MEDIA

&

ENTERTAINMENT

84,228,647‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

1,250,000

AbbVie,

Inc

3.200

11/21/29

1,151,871‌

3,450,000

AbbVie,

Inc

5.050

03/15/34

3,492,762‌

3,325,000

AbbVie,

Inc

4.050

11/21/39

2,960,578‌

1,700,000

AbbVie,

Inc

5.400

03/15/54

1,749,800‌

5,975,000

Amgen,

Inc

5.250

03/02/33

6,025,262‌

5,600,000

Amgen,

Inc

5.650

03/02/53

5,706,148‌

25,000

AstraZeneca

Finance

LLC

2.250

05/28/31

21,118‌

1,500,000

(c)

Avantor

Funding,

Inc

4.625

07/15/28

1,421,421‌

2,040,000

(c)

Avantor

Funding,

Inc

3.875

11/01/29

1,838,937‌

1,090,000

Danaher

Corp

2.800

12/10/51

717,853‌

1,675,000

Eli

Lilly

&

Co

5.000

02/09/54

1,665,568‌

4,750,000

Gilead

Sciences,

Inc

5.250

10/15/33

4,847,224‌

450,000

Gilead

Sciences,

Inc

4.000

09/01/36

403,681‌

2,000,000

Gilead

Sciences,

Inc

5.550

10/15/53

2,070,161‌

900,000

Johnson

&

Johnson

3.400

01/15/38

771,696‌

1,325,000

Merck

&

Co,

Inc

2.750

12/10/51

866,227‌

2,000,000

(c)

Organon

Finance   LLC

4.125

04/30/28

1,863,783‌

3,150,000

(c)

Organon

Finance   LLC

5.125

04/30/31

2,800,688‌

287

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750

%

05/19/33

$

1,353,803‌

10,750,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

10,688,016‌

3,000,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150

10/01/26

2,804,674‌

700,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4.750

05/09/27

677,653‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

55,898,924‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

1,850,000

(c),(d)

Cushman

&

Wakefield

US

Borrower

LLC

6.750

05/15/28

1,826,844‌

1,400,000

Kennedy-Wilson,

Inc

4.750

03/01/29

1,152,516‌

1,475,000

Kennedy-Wilson,

Inc

5.000

03/01/31

1,147,776‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

4,127,136‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.4%

8,558,000

(c)

Broadcom,

Inc

4.926

05/15/37

8,122,109‌

1,035,000

Intel

Corp

3.734

12/08/47

804,098‌

3,595,000

NVIDIA

Corp

2.000

06/15/31

3,037,664‌

1,425,000

NXP

BV

3.875

06/18/26

1,383,282‌

1,175,000

NXP

BV

4.400

06/01/27

1,151,910‌

725,000

NXP

BV

3.400

05/01/30

658,036‌

1,575,000

NXP

BV

3.125

02/15/42

1,135,696‌

700,000

Texas

Instruments,

Inc

2.625

05/15/24

697,484‌

505,000

Texas

Instruments,

Inc

4.150

05/15/48

434,767‌

1,500,000

Texas

Instruments,

Inc

5.000

03/14/53

1,471,686‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

18,896,732‌

SOFTWARE

&

SERVICES

-

0.8%

2,975,000

Adobe,

Inc

2.300

02/01/30

2,618,132‌

3,000,000

(c)

Ahead

DB

Holdings

LLC

6.625

05/01/28

2,715,000‌

265,000

(c)

CA

Magnum

Holdings

5.375

10/31/26

253,159‌

900,000

(c)

Gartner,

Inc

3.750

10/01/30

805,625‌

2,270,000

(c)

Gen

Digital,

Inc

6.750

09/30/27

2,302,506‌

3,000,000

Microsoft

Corp

2.400

08/08/26

2,847,257‌

875,000

(c)

Microsoft

Corp

3.400

09/15/26

847,468‌

1,165,000

Microsoft

Corp

3.300

02/06/27

1,129,218‌

1,100,000

(c)

Microsoft

Corp

1.350

09/15/30

907,970‌

1,149,000

Microsoft

Corp

2.525

06/01/50

755,080‌

565,000

(c)

Open

Text

Corp

6.900

12/01/27

584,204‌

2,830,000

(c)

Open

Text

Corp

3.875

12/01/29

2,521,531‌

550,000

(c)

Open

Text

Holdings,

Inc

4.125

02/15/30

492,732‌

4,300,000

Oracle

Corp

4.900

02/06/33

4,209,907‌

5,450,000

Oracle

Corp

5.550

02/06/53

5,331,376‌

1,300,000

Roper

Technologies,

Inc

1.400

09/15/27

1,153,361‌

4,100,000

Roper

Technologies,

Inc

2.000

06/30/30

3,422,039‌

3,525,000

Salesforce,

Inc

2.700

07/15/41

2,550,814‌

1,145,000

(c)

UKG,

Inc

6.875

02/01/31

1,166,442‌

TOTAL

SOFTWARE

&

SERVICES

36,613,821‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.5%

1,470,000

Amphenol

Corp

2.800

02/15/30

1,315,339‌

5,575,000

Apple,

Inc

2.450

08/04/26

5,296,415‌

10,350,000

Apple,

Inc

2.050

09/11/26

9,715,252‌

1,000,000

Apple,

Inc

3.850

05/04/43

867,099‌

640,000

Apple,

Inc

4.650

02/23/46

615,625‌

875,000

Flex

Ltd

4.875

06/15/29

858,124‌

4,125,000

(c)

Imola

Merger

Corp

4.750

05/15/29

3,867,809‌

1,500,000

(c)

Lenovo

Group

Ltd

3.421

11/02/30

1,316,665‌

975,000

(c)

Sensata

Technologies

BV

4.000

04/15/29

890,260‌

800,000

(c)

Xerox

Holdings

Corp

8.875

11/30/29

815,010‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

25,557,598‌

TELECOMMUNICATION

SERVICES

-

2.3%

6,563,000

AT&T,

Inc

2.550

12/01/33

5,256,800‌

2,085,000

AT&T,

Inc

4.500

05/15/35

1,947,475‌

1,700,000

AT&T,

Inc

3.500

06/01/41

1,327,016‌

Core

Plus

Bond

Fund

March

31,

2024

288

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

20,570,000

AT&T,

Inc

3.550

%

09/15/55

$

14,383,069‌

4,917,000

AT&T,

Inc

3.800

12/01/57

3,560,016‌

3,500,000

(c)

Bharti

Airtel

Ltd

3.250

06/03/31

3,075,618‌

3,200,000

(c)

C&W

Senior

Financing

Designated

Activity

Co

6.875

09/15/27

3,022,051‌

1,225,000

(c)

CT

Trust

5.125

02/03/32

1,086,058‌

2,575,000

(c)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

2,050,743‌

2,000,000

(c)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

1,936,273‌

1,925,000

(c)

Iliad

Holding

SASU

6.500

10/15/26

1,906,970‌

893,000

(c)

Iliad

Holding

SASU

7.000

10/15/28

883,813‌

1,500,000

(c)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

1,577,505‌

2,268,000

(c)

Millicom

International

Cellular

S.A.

5.125

01/15/28

2,151,252‌

1,175,000

(c)

Millicom

International

Cellular

S.A.

4.500

04/27/31

1,007,441‌

1,025,000

(c)

Millicom

International

Cellular

S.A.

7.375

04/02/32

1,025,000‌

370,000

Orange

S.A.

5.375

01/13/42

368,321‌

3,575,000

(c)

Sitios

Latinoamerica

SAB

de

C.V.

5.375

04/04/32

3,340,054‌

1,175,000

(c)

Telecomunicaciones

Digitales

S.A.

4.500

01/30/30

1,056,249‌

1,150,000

Telefonica

Emisiones

S.A.

4.895

03/06/48

1,011,194‌

3,000,000

(c)

Telefonica

Moviles

Chile

S.A.

3.537

11/18/31

2,277,693‌

800,000

T-Mobile

USA,

Inc

2.250

02/15/26

757,006‌

10,850,000

T-Mobile

USA,

Inc

2.625

02/15/29

9,709,726‌

8,650,000

T-Mobile

USA,

Inc

3.875

04/15/30

8,103,168‌

3,750,000

T-Mobile

USA,

Inc

5.050

07/15/33

3,709,291‌

750,000

T-Mobile

USA,

Inc

3.000

02/15/41

552,411‌

3,000,000

T-Mobile

USA,

Inc

3.300

02/15/51

2,097,696‌

1,700,000

Verizon

Communications,

Inc

1.750

01/20/31

1,379,938‌

9,800,000

Verizon

Communications,

Inc

2.550

03/21/31

8,372,348‌

8,158,000

Verizon

Communications,

Inc

2.355

03/15/32

6,704,212‌

5,335,000

(c)

Vmed

O2

UK

Financing

I

plc

4.750

07/15/31

4,598,152‌

2,850,000

Vodafone

Group

plc

4.375

02/19/43

2,462,338‌

2,620,000

Vodafone

Group

plc

4.250

09/17/50

2,114,863‌

6,000,000

Vodafone

Group

plc

4.125

06/04/81

5,167,943‌

TOTAL

TELECOMMUNICATION

SERVICES

109,979,703‌

TRANSPORTATION

-

0.8%

3,600,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

02/02/31

2,865,480‌

1,400,000

(c)

Aeropuerto

Internacional

de

Tocumen

S.A.

4.000

08/11/41

1,026,319‌

1,800,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

1,235,546‌

5,500,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

4,678,761‌

750,000

Canadian

Pacific

Railway

Co

3.100

12/02/51

517,536‌

2,750,000

(c)

Cargo

Aircraft

Management,

Inc

4.750

02/01/28

2,486,927‌

700,000

CSX

Corp

3.800

03/01/28

677,128‌

3,295,000

CSX

Corp

4.250

03/15/29

3,225,520‌

2,300,000

(c)

ENA

Master

Trust

4.000

05/19/48

1,611,150‌

2,000,000

(c)

Grupo

Aeromexico

SAB

de

C.V.

8.500

03/17/27

1,982,998‌

667,819

(c)

Lima

Metro

Line

2

Finance

Ltd

4.350

04/05/36

619,087‌

3,260,000

(c)

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

3,112,786‌

3,200,000

(c)

Rumo

Luxembourg

Sarl

4.200

01/18/32

2,718,556‌

2,000,000

(c)

Transnet

SOC

Ltd

8.250

02/06/28

1,987,520‌

1,550,000

Union

Pacific

Corp

2.891

04/06/36

1,264,161‌

1,880,000

Union

Pacific

Corp

3.839

03/20/60

1,443,472‌

3,940,000

(c)

XPO,

Inc

6.250

06/01/28

3,972,572‌

TOTAL

TRANSPORTATION

35,425,519‌

UTILITIES

-

3.0%

2,030,000

(c)

Adani

Electricity

Mumbai

Ltd

3.867

07/22/31

1,665,672‌

325,000

AEP

Transmission

Co

LLC

3.100

12/01/26

309,146‌

350,000

AEP

Transmission

Co

LLC

4.000

12/01/46

288,546‌

2,285,000

AEP

Transmission

Co

LLC

2.750

08/15/51

1,437,020‌

700,000

Alabama

Power

Co

4.150

08/15/44

590,609‌

3,971,763

(c)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

3,035,488‌

1,350,000

Ameren

Corp

1.750

03/15/28

1,191,884‌

3,000,000

Ameren

Illinois

Co

4.950

06/01/33

2,969,165‌

289

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

3,225,000

Ameren

Illinois

Co

5.900

%

12/01/52

$

3,453,653‌

525,000

American

Water

Capital

Corp

3.000

12/01/26

496,007‌

1,927,000

American

Water

Capital

Corp

2.800

05/01/30

1,696,376‌

5,000,000

American

Water

Capital

Corp

2.300

06/01/31

4,165,839‌

500,000

American

Water

Capital

Corp

4.000

12/01/46

412,535‌

900,000

American

Water

Capital

Corp

3.750

09/01/47

710,156‌

3,100,000

Atmos

Energy

Corp

1.500

01/15/31

2,487,904‌

250,000

Atmos

Energy

Corp

4.125

10/15/44

215,847‌

2,075,000

Atmos

Energy

Corp

6.200

11/15/53

2,337,642‌

1,325,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

1,028,787‌

7,100,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

5,684,659‌

725,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

630,906‌

525,000

(c)

Clearway

Energy

Operating

LLC

4.750

03/15/28

499,035‌

1,000,000

CMS

Energy

Corp

3.600

11/15/25

971,079‌

3,050,000

CMS

Energy

Corp

4.750

06/01/50

2,809,077‌

1,900,000

(c)

Colbun

S.A.

3.150

01/19/32

1,603,175‌

200,000

Commonwealth

Edison

Co

5.900

03/15/36

212,720‌

1,650,000

Commonwealth

Edison

Co

2.750

09/01/51

1,022,244‌

740,000

Consumers

Energy

Co

2.650

08/15/52

467,663‌

1,750,000

Consumers

Energy

Co

4.200

09/01/52

1,474,957‌

755,000

Dominion

Energy,

Inc

2.250

08/15/31

617,823‌

3,375,000

Dominion

Energy,

Inc

3.300

04/15/41

2,529,435‌

750,000

DTE

Electric

Co

3.650

03/01/52

567,665‌

1,875,000

DTE

Electric

Co

5.400

04/01/53

1,890,715‌

250,000

Duke

Energy

Corp

3.300

06/15/41

186,206‌

875,000

Duke

Energy

Corp

3.750

09/01/46

660,635‌

5,000,000

Duke

Energy

Florida

LLC

3.400

10/01/46

3,663,849‌

1,300,000

(c)

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4.900

11/20/26

1,226,368‌

2,525,000

(c)

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

2,187,302‌

2,000,000

(c)

EnfraGen

Energia

Sur

S.A.

5.375

12/30/30

1,658,590‌

3,125,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

2,414,386‌

3,450,000

(c)

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

3,421,572‌

6,775,000

Exelon

Corp

4.050

04/15/30

6,389,373‌

2,025,000

(c)

Ferrellgas

LP

5.375

04/01/26

1,981,144‌

2,225,000

(c)

Ferrellgas

LP

5.875

04/01/29

2,118,890‌

3,225,000

Florida

Power

&

Light

Co

4.800

05/15/33

3,176,227‌

1,270,000

Florida

Power

&

Light

Co

3.990

03/01/49

1,044,718‌

750,000

Indiana

Michigan

Power

Co

3.750

07/01/47

565,105‌

1,140,000

Indiana

Michigan

Power

Co

3.250

05/01/51

771,820‌

2,000,000

(c)

Israel

Electric

Corp

Ltd

4.250

08/14/28

1,854,392‌

1,250,000

(c)

Israel

Electric

Corp

Ltd

3.750

02/22/32

1,053,718‌

1,525,000

(c)

Kallpa

Generacion

SA

4.125

08/16/27

1,449,854‌

2,400,000

(c)

Korea

Southern

Power

Co

Ltd

0.750

01/27/26

2,212,879‌

775,000

MidAmerican

Energy

Co

3.650

04/15/29

737,093‌

1,550,000

MidAmerican

Energy

Co

3.650

08/01/48

1,187,691‌

1,000,000

Nevada

Power

Co

5.450

05/15/41

987,161‌

5,440,000

NextEra

Energy

Capital

Holdings,

Inc

2.250

06/01/30

4,631,995‌

8,135,000

NiSource,

Inc

1.700

02/15/31

6,497,617‌

1,400,000

Northern

States

Power

Co

3.600

09/15/47

1,059,178‌

1,955,000

(c)

NRG

Energy,

Inc

2.450

12/02/27

1,757,276‌

1,350,000

NRG

Energy,

Inc

5.750

01/15/28

1,342,535‌

500,000

NSTAR

Electric

Co

3.950

04/01/30

471,320‌

1,550,000

Ohio

Power

Co

4.150

04/01/48

1,250,245‌

1,365,000

Ohio

Power

Co

4.000

06/01/49

1,082,261‌

600,000

(c)

Pattern

Energy

Operations

LP

4.500

08/15/28

559,287‌

825,000

PECO

Energy

Co

3.000

09/15/49

563,666‌

2,325,000

PECO

Energy

Co

2.800

06/15/50

1,520,456‌

50,000

(d)

Potomac

Electric

Power

Co

7.900

12/15/38

63,746‌

4,000,000

Public

Service

Co

of

Colorado

1.875

06/15/31

3,234,178‌

550,000

Public

Service

Co

of

Colorado

4.750

08/15/41

477,613‌

1,410,000

Public

Service

Co

of

Colorado

4.050

09/15/49

1,102,343‌

Core

Plus

Bond

Fund

March

31,

2024

290

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,700,000

Public

Service

Electric

and

Gas

Co

4.900

%

12/15/32

$

1,692,266‌

4,000,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

4,124,599‌

8,400,000

Sempra

4.875

N/A(e)

8,218,929‌

2,118,478

(c)

Solar

Star

Funding

LLC

3.950

06/30/35

1,895,629‌

75,000

Southern

Co

Gas

Capital

Corp

3.875

11/15/25

73,078‌

625,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

522,796‌

425,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

329,562‌

550,000

(c)

Superior

Plus

LP

4.500

03/15/29

508,501‌

2,815,000

(c)

Talen

Energy

Supply

LLC

8.625

06/01/30

3,010,231‌

2,000,000

(c)

TerraForm

Power

Operating

LLC

4.750

01/15/30

1,833,280‌

1,496,723

(c)

UEP

Penonome

II

S.A.

6.500

10/01/38

1,167,444‌

1,575,000

Union

Electric

Co

5.450

03/15/53

1,559,732‌

650,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

617,882‌

775,000

Virginia

Electric

and

Power

Co

3.800

09/15/47

599,432‌

1,500,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

1,467,222‌

850,000

Wisconsin

Power

and

Light

Co

4.100

10/15/44

669,692‌

215,000

Xcel

Energy,

Inc

4.800

09/15/41

184,651‌

TOTAL

UTILITIES

144,511,044‌

TOTAL

CORPORATE

BONDS

1,796,791,747‌

(Cost

$1,934,976,313)

GOVERNMENT

BONDS

-

43.6%

FOREIGN

GOVERNMENT

BONDS

-

2.7%

2,675,000

(c)

Angolan

Government

International

Bond

8.750

04/14/32

2,454,724‌

INR

70,000,000

Asian

Development

Bank

6.200

10/06/26

828,392‌

830,000

(c)

Bank

Gospodarstwa

Krajowego

5.375

05/22/33

824,847‌

550,000

(c)

Banque

Ouest

Africaine

de

Developpement

5.000

07/27/27

519,842‌

3,000,000

(c)

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

2,579,880‌

EUR

1,575,000

(c)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

1,308,375‌

287,000

(c)

Barbados

Government

International

Bond

6.500

10/01/29

271,645‌

1,500,000

(c)

BNG

Bank

NV

1.500

10/16/24

1,468,923‌

BRL

4,850,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/29

946,562‌

BRL

5,100,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/33

967,425‌

1,705,000

Brazilian

Government

International

Bond

6.000

10/20/33

1,687,747‌

1,500,000

Brazilian

Government

International

Bond

4.750

01/14/50

1,122,829‌

1,050,000

Brazilian

Government

International

Bond

7.125

05/13/54

1,056,878‌

3,575,000

(d)

Chile

Government

International

Bond

2.550

01/27/32

3,016,869‌

1,925,000

Colombia

Government

International

Bond

3.250

04/22/32

1,497,506‌

825,000

Colombia

Government

International

Bond

8.000

11/14/35

866,107‌

1,500,000

Colombia

Government

International

Bond

5.000

06/15/45

1,085,468‌

COP

2,290,000,000

Colombian

TES

7.250

10/18/34

482,482‌

1,850,000

(c)

Costa

Rica

Government

International

Bond

5.625

04/30/43

1,667,955‌

DOP

160,000,000

(c)

Dominican

Republic

Government

International

Bond

12.000

03/05/32

2,995,855‌

600,000

(c)

Dominican

Republic

Government

International

Bond

4.875

09/23/32

537,166‌

3,850,000

(c)

Dominican

Republic

Government

International

Bond

5.875

01/30/60

3,270,775‌

170,283

(c)

Ecuador

Government

International

Bond

0.000

07/31/30

83,697‌

928,125

(c)

Ecuador

Government

International

Bond

5.000

07/31/30

628,747‌

650,162

(c)

Ecuador

Government

International

Bond

1.000

07/31/35

341,256‌

EUR

1,400,000

(c)

Egypt

Government

International

Bond

5.625

04/16/30

1,234,744‌

1,500,000

(c)

Egypt

Government

International

Bond

7.053

01/15/32

1,239,315‌

2,475,000

(c)

Egypt

Government

International

Bond

8.500

01/31/47

1,958,517‌

2,250,000

(c)

Egypt

Government

International

Bond

8.875

05/29/50

1,844,595‌

1,375,000

(c)

Export-Import

Bank

of

India

3.875

02/01/28

1,310,102‌

2,000,000

(c)

Export-Import

Bank

of

India

2.250

01/13/31

1,652,976‌

2,200,000

(c)

Ghana

Government

International

Bond

8.125

03/26/32

1,133,000‌

950,000

(c)

Guatemala

Government

Bond

3.700

10/07/33

782,800‌

600,000

(c)

Guatemala

Government

Bond

6.125

06/01/50

557,678‌

1,250,000

(c)

Honduras

Government

International

Bond

5.625

06/24/30

1,109,118‌

2,155,000

(c)

Hong

Kong

Government

International

Bond

4.625

01/11/33

2,200,467‌

710,000

(c)

Hungary

Government

International

Bond

6.125

05/22/28

726,891‌

725,000

(c)

Hungary

Government

International

Bond

5.250

06/16/29

716,300‌

291

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

HUF

402,500,000

Hungary

Government

International

Bond

3.000

%

08/21/30

$

895,791‌

$

425,000

(c)

Hungary

Government

International

Bond

2.125

09/22/31

336,600‌

225,000

Indonesia

Government

International

Bond

3.550

03/31/32

203,344‌

1,175,000

(c)

Iraq

Government

International

Bond

5.800

01/15/28

1,105,534‌

1,500,000

Israel

Government

International

Bond

5.375

03/12/29

1,503,375‌

EUR

125,000

(c)

Ivory

Coast

Government

International

Bond

4.875

01/30/32

115,976‌

1,375,000

(c)

Ivory

Coast

Government

International

Bond

8.250

01/30/37

1,377,750‌

805,417

(c)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

765,509‌

1,675,000

Jamaica

Government

International

Bond

6.750

04/28/28

1,723,072‌

1,500,000

Jamaica

Government

International

Bond

8.000

03/15/39

1,777,274‌

950,000

(c)

Jordan

Government

International

Bond

4.950

07/07/25

920,005‌

500,000

(c)

Jordan

Government

International

Bond

7.500

01/13/29

498,359‌

875,000

(c)

Jordan

Government

International

Bond

7.375

10/10/47

770,875‌

925,000

(c)

Kazakhstan

Government

International

Bond

6.500

07/21/45

1,035,214‌

2,500,000

(c)

Kenya

Government

International

Bond

7.000

05/22/27

2,432,260‌

445,000

(c)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

447,225‌

MYR

3,800,000

Malaysia

Government

Bond

3.828

07/05/34

800,041‌

MXN

18,000,000

Mexican

Bonos

5.750

03/05/26

1,001,328‌

MXN

16,300,000

Mexican

Bonos

8.500

11/18/38

910,837‌

550,000

Mexico

Government

International

Bond

5.400

02/09/28

552,898‌

525,000

Mexico

Government

International

Bond

3.250

04/16/30

467,288‌

1,859,000

Mexico

Government

International

Bond

6.050

01/11/40

1,834,870‌

3,000,000

Mexico

Government

International

Bond

4.280

08/14/41

2,405,650‌

2,325,000

Mexico

Government

International

Bond

5.000

04/27/51

1,953,718‌

2,500,000

Mexico

Government

International

Bond

6.400

05/07/54

2,490,697‌

500,000

(c)

Mongolia

Government

International

Bond

5.125

04/07/26

481,983‌

1,025,000

(c)

Morocco

Government

International

Bond

3.000

12/15/32

822,563‌

2,575,000

(c)

Morocco

Government

International

Bond

5.500

12/11/42

2,259,557‌

525,000

(c)

Morocco

Government

International

Bond

4.000

12/15/50

357,336‌

850,000

(c)

Nigeria

Government

International

Bond

8.375

03/24/29

827,832‌

1,250,000

(c)

Nigeria

Government

International

Bond

7.375

09/28/33

1,068,250‌

1,500,000

(c)

Oman

Government

International

Bond

7.375

10/28/32

1,666,935‌

525,000

(c)

Oman

Government

International

Bond

6.500

03/08/47

530,071‌

2,675,000

(c)

OPEC

Fund

for

International

Development

4.500

01/26/26

2,641,492‌

1,800,000

Panama

Bonos

del

Tesoro

3.362

06/30/31

1,426,500‌

500,000

(c)

Paraguay

Government

International

Bond

6.000

02/09/36

505,825‌

1,475,000

(c)

Paraguay

Government

International

Bond

5.400

03/30/50

1,295,102‌

3,040,000

Philippine

Government

International

Bond

4.200

03/29/47

2,558,706‌

1,803,168

(c)

Provincia

de

Buenos

Aires

(Step

Bond)

6.375

09/01/37

734,705‌

5,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

3,711,690‌

1,000,000

(c)

Republic

of

Kenya

Government

International

Bond

9.750

02/16/31

1,023,750‌

575,000

(c)

Republic

of

Kenya

Government

International

Bond

6.300

01/23/34

468,760‌

PLN

3,775,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

984,129‌

3,248,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

3,233,637‌

1,500,000

Republic

of

South

Africa

Government

International

Bond

4.300

10/12/28

1,346,160‌

ZAR

19,500,000

Republic

of

South

Africa

Government

International

Bond

8.875

02/28/35

820,771‌

ZAR

9,300,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

343,422‌

2,150,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

1,553,392‌

UZS

5,708,925,000

(c)

Republic

of

Uzbekistan

International

Bond

14.000

07/19/24

447,936‌

1,115,000

(c)

Republic

of

Uzbekistan

International

Bond

7.850

10/12/28

1,165,175‌

1,000,000

(c)

Romanian

Government

International

Bond

5.250

11/25/27

984,600‌

750,000

(c),(i)

Romanian

Government

International

Bond

5.875

01/30/29

749,286‌

1,425,000

(c)

Romanian

Government

International

Bond

4.000

02/14/51

1,006,050‌

3,150,000

(c)

Rwanda

International

Government

Bond

5.500

08/09/31

2,546,051‌

2,050,000

(c)

Saudi

Government

International

Bond

5.000

01/16/34

2,037,188‌

2,000,000

(c)

Saudi

Government

International

Bond

3.750

01/21/55

1,440,024‌

1,425,000

(c)

Senegal

Government

International

Bond

6.750

03/13/48

1,054,323‌

Core

Plus

Bond

Fund

March

31,

2024

292

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,400,000

(c)

Serbia

Government

International

Bond

6.500

%

09/26/33

$

1,426,250‌

1,225,000

(c)

Serbia

International

Bond

2.125

12/01/30

969,343‌

2,400,000

State

of

Israel

3.800

05/13/60

1,649,846‌

1,575,000

Turkiye

Government

International

Bond

7.625

05/15/34

1,578,938‌

1,250,000

(c)

Ukraine

Government

International

Bond

6.876

05/21/31

364,375‌

1,500,000

(c)

Zambia

Government

International

Bond

8.500

04/14/24

1,106,250‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

126,492,148‌

MORTGAGE

BACKED

-

24.6%

1,556,199

(a),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

3.000

10/25/51

1,291,174‌

109,806

Citicorp

Mortgage

Securities,

Inc

5.500

07/25/35

103,597‌

34,350,828

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.156

02/25/52

287,431‌

3,850,380

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.250

02/25/52

51,619‌

2,645,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

7.220

12/25/41

2,666,666‌

2,480,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

9.820

01/25/42

2,611,148‌

7,555,870

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8.420

03/25/42

7,864,586‌

3,600,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

9.850%

14.823

03/25/42

4,159,341‌

9,165,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9.971

06/25/42

9,976,231‌

1,525,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.350%

8.670

01/25/43

1,612,280‌

550,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

5.350%

10.671

05/25/43

605,138‌

1,515,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8.421

06/25/43

1,593,831‌

425,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.850%

12.171

06/25/43

472,341‌

2,665,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.900%

9.188

07/25/43

2,807,589‌

2,170,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.550%

8.870

10/25/43

2,261,259‌

24,204

Countrywide

Alternative

Loan

Trust

5.000

12/25/56

21,502‌

276,813

(a)

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

5.286

11/20/34

259,870‌

14,535

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

5.250

09/25/35

13,339‌

2,962,579

Fannie

Mae

Pool

3.000

05/01/52

2,577,090‌

1,291,369

(a)

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

30

D

AVG

SOFR

+

5.806%

0.487

03/15/44

100,822‌

3,637,650

FHLMC

3.500

01/15/47

3,186,820‌

703,575

FHLMC

4.000

10/15/47

650,827‌

1,232,152

FHLMC

4.000

11/15/47

1,130,934‌

3,704,924

FHLMC

4.000

01/15/48

3,465,712‌

3,386,527

FHLMC

4.000

03/15/48

3,119,485‌

1,042,008

FHLMC

4.000

04/15/48

969,599‌

3,130,015

FHLMC

4.000

04/15/48

2,844,245‌

2,754,648

(a)

FHLMC

30

D

AVG

SOFR

+

9.737%

1.227

06/15/48

2,450,236‌

1,955,428

(a)

FHLMC

30

D

AVG

SOFR

+

9.657%

1.147

10/15/48

1,720,125‌

33,783,971

FHLMC

3.000

11/01/49

29,657,343‌

2,152,101

FHLMC

2.000

09/25/50

278,792‌

2,807,738

FHLMC

3.000

10/25/50

1,941,699‌

14,042,785

FHLMC

2.500

02/25/51

2,364,269‌

3,581,612

FHLMC

2.500

05/25/51

2,257,837‌

4,445,659

FHLMC

2.500

11/01/51

3,686,634‌

5,411,852

FHLMC

3.000

11/01/51

4,757,869‌

3,503,123

FHLMC

3.000

11/01/51

3,064,288‌

663,435

FHLMC

3.000

11/01/51

586,001‌

981,130

FHLMC

3.000

11/01/51

862,645‌

5,017,274

FHLMC

2.500

01/01/52

4,158,804‌

2,976,313

FHLMC

3.000

02/01/52

2,563,857‌

9,173,850

FHLMC

2.500

03/01/52

7,675,811‌

4,015,669

FHLMC

3.000

03/01/52

3,458,521‌

5,942,425

FHLMC

2.500

04/01/52

4,932,766‌

3,104,228

FHLMC

4.000

04/01/52

2,879,538‌

3,651,187

FHLMC

3.500

05/01/52

3,276,904‌

3,757,730

FHLMC

3.000

06/01/52

3,235,778‌

432,988

FHLMC

3.500

06/01/52

388,954‌

6,385,619

FHLMC

4.500

06/01/52

6,080,265‌

6,176,613

FHLMC

4.500

07/01/52

5,881,251‌

1,432,220

FHLMC

4.000

08/25/52

1,166,499‌

221,117

FHLMC

3.000

10/01/52

190,282‌

2,620,753

FHLMC

4.500

10/25/52

2,397,821‌

293

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

3,150,649

FHLMC

5.500

%

11/25/52

$

3,107,148‌

2,621,808

FHLMC

3.500

12/01/52

2,346,638‌

1,607,793

FHLMC

5.500

02/25/53

1,596,745‌

12,578,122

FHLMC

5.500

08/01/53

12,520,534‌

303

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

8.000

01/01/31

302‌

89,228

FGLMC

7.000

12/01/33

92,089‌

14,706

FGLMC

4.500

10/01/34

14,279‌

23,641

FGLMC

7.000

05/01/35

24,400‌

874,252

FGLMC

5.000

06/01/36

879,948‌

332,577

FGLMC

4.500

10/01/44

323,332‌

56,792

FGLMC

4.500

11/01/44

55,213‌

103,003

FGLMC

4.500

11/01/44

100,140‌

60,130

FGLMC

4.500

12/01/44

58,459‌

62,471

FGLMC

4.500

12/01/44

60,735‌

500,568

FGLMC

3.500

04/01/45

462,184‌

1,840,069

FGLMC

3.500

08/01/45

1,694,244‌

1,043,520

FGLMC

3.500

10/01/45

956,231‌

1,192,085

FGLMC

4.500

06/01/47

1,160,235‌

1,166,156

FGLMC

4.000

09/01/47

1,101,558‌

1,333,133

FGLMC

3.500

12/01/47

1,220,696‌

7,360,157

FGLMC

4.500

08/01/48

7,180,806‌

136

Federal

National

Mortgage

Association

(FNMA)

9.000

11/01/25

136‌

2,361

FNMA

7.000

05/01/26

2,435‌

9,593

FNMA

7.000

07/25/26

9,545‌

488

FNMA

7.500

01/01/29

491‌

270

FNMA

7.500

02/01/30

273‌

841,702

FNMA

3.500

05/01/32

812,093‌

96,773

FNMA

7.000

07/01/32

99,774‌

23,301

FNMA

7.000

07/01/32

24,024‌

25,005

FNMA

4.500

10/01/33

24,448‌

1,138,147

FNMA

5.000

05/01/35

1,144,114‌

670,713

FNMA

5.000

10/01/35

674,233‌

504,300

FNMA

5.000

02/01/36

506,949‌

507,819

FNMA

5.500

11/01/38

518,394‌

5,116,395

FNMA

3.000

05/01/40

4,605,484‌

1,720,863

FNMA

3.500

05/01/40

1,610,434‌

173,617

FNMA

5.000

09/01/40

173,247‌

333,446

FNMA

5.000

05/01/41

332,324‌

2,230,829

FNMA

4.000

09/01/42

2,115,730‌

328,155

(a)

FNMA

2.517

12/25/42

167,277‌

1,892,999

(a)

FNMA

30

D

AVG

SOFR

+

5.836%

0.515

09/25/43

200,728‌

565,896

FNMA

4.500

02/01/44

550,081‌

138,426

FNMA

4.500

03/01/44

135,755‌

5,353,026

FNMA

4.000

05/01/44

5,083,401‌

524,306

FNMA

4.500

06/01/44

509,084‌

1,603,463

FNMA

4.500

10/01/44

1,556,905‌

422,026

FNMA

5.000

11/01/44

422,948‌

432,492

FNMA

4.000

01/01/45

410,179‌

163,761

FNMA

4.500

03/01/45

159,008‌

1,219,532

FNMA

3.500

05/01/45

1,121,771‌

1,240,389

FNMA

3.000

07/25/45

1,084,271‌

559,262

FNMA

3.500

01/01/46

511,991‌

369,886

FNMA

4.000

04/01/46

350,795‌

266,245

FNMA

3.500

06/01/46

243,654‌

2,987,682

FNMA

3.500

07/01/46

2,734,179‌

3,629,949

FNMA

3.500

07/01/46

3,336,149‌

69,729

FNMA

3.000

08/01/46

61,336‌

1,418,404

FNMA

3.000

10/01/46

1,225,156‌

1,006,491

FNMA

3.500

10/01/46

920,823‌

1,433,383

(b)

FNMA

4.500

05/01/47

1,405,747‌

1,075,744

FNMA

3.500

11/01/47

986,216‌

Core

Plus

Bond

Fund

March

31,

2024

294

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

9,007,669

FNMA

3.500

%

01/01/48

$

8,236,842‌

4,682,685

FNMA

4.500

01/01/48

4,549,878‌

921,434

FNMA

4.500

02/01/48

895,300‌

2,443,796

FNMA

3.500

02/25/48

2,059,333‌

3,054,880

FNMA

4.500

05/01/48

2,968,234‌

2,223,903

FNMA

4.500

05/01/48

2,160,825‌

1,780,238

FNMA

4.000

07/25/48

1,639,881‌

4,978,450

FNMA

2.000

08/25/50

645,751‌

3,838,391

FNMA

2.000

10/25/50

2,546,017‌

12,541,328

FNMA

2.500

11/25/50

1,766,765‌

4,218,250

FNMA

3.000

12/25/50

682,875‌

77,565

FNMA

3.000

02/25/51

12,355‌

3,167,523

FNMA

3.000

09/01/51

2,771,645‌

5,593,725

FNMA

2.500

11/01/51

4,635,094‌

4,885,800

FNMA

2.500

11/25/51

619,529‌

4,173,722

FNMA

2.500

12/01/51

3,474,606‌

8,433,499

FNMA

2.500

02/01/52

7,061,520‌

1,908,192

FNMA

2.500

02/01/52

1,590,258‌

7,447,746

(b)

FNMA

3.000

02/01/52

6,409,312‌

15,262,227

FNMA

3.500

02/01/52

13,843,404‌

10,957,855

FNMA

3.000

04/01/52

9,532,821‌

1,097,552

FNMA

3.000

04/01/52

945,438‌

881,516

FNMA

3.500

04/01/52

789,410‌

11,680,645

FNMA

3.500

05/01/52

10,498,231‌

26,339,054

FNMA

4.000

05/01/52

24,430,901‌

1,491,684

FNMA

4.000

05/25/52

1,183,482‌

623,886

FNMA

3.000

06/01/52

536,891‌

11,085,912

FNMA

3.500

06/01/52

9,959,690‌

8,553,409

FNMA

3.500

06/01/52

7,659,719‌

10,591,986

FNMA

4.000

06/01/52

9,824,618‌

2,968,383

FNMA

4.500

06/01/52

2,826,590‌

20,964,912

FNMA

4.000

07/01/52

19,440,135‌

30,542,627

FNMA

4.000

07/01/52

28,328,238‌

2,722,135

FNMA

4.500

07/01/52

2,592,103‌

1,805,106

FNMA

4.500

07/01/52

1,718,875‌

17,064,048

FNMA

4.500

07/01/52

16,248,897‌

3,948,510

FNMA

4.500

07/25/52

3,614,787‌

26,000,597

FNMA

5.000

08/01/52

25,390,941‌

2,327,903

FNMA

4.500

08/25/52

1,957,484‌

2,553,289

FNMA

2.500

09/01/52

2,113,278‌

8,045,300

FNMA

3.500

09/01/52

7,206,093‌

61,940,817

FNMA

4.000

09/01/52

57,446,715‌

81,048,787

FNMA

4.500

09/01/52

77,177,037‌

17,894,089

FNMA

5.000

09/01/52

17,473,125‌

1,768,348

FNMA

4.000

09/25/52

1,470,647‌

2,055,971

FNMA

4.000

09/25/52

1,796,685‌

27,244,530

FNMA

4.000

10/01/52

25,266,425‌

18,388,945

FNMA

4.500

10/01/52

17,510,499‌

9,077,864

FNMA

5.000

10/01/52

8,863,604‌

1,941,497

FNMA

4.500

10/25/52

1,826,303‌

1,700,815

FNMA

4.500

10/25/52

1,545,076‌

26,406,684

FNMA

4.500

11/01/52

25,145,262‌

3,102,011

FNMA

5.500

11/25/52

3,029,115‌

5,645,914

FNMA

5.500

12/01/52

5,628,125‌

149,355

FNMA

5.000

01/01/53

145,806‌

8,209,003

FNMA

5.000

02/01/53

8,013,554‌

8,780,608

FNMA

5.500

02/01/53

8,758,707‌

6,112,922

FNMA

3.500

03/01/53

5,472,771‌

16,493,709

FNMA

5.000

04/01/53

16,098,452‌

3,157,154

FNMA

5.000

06/01/53

3,108,738‌

14,330,969

FNMA

5.500

06/01/53

14,263,059‌

295

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

28,278,731

FNMA

5.000

%

08/01/53

$

27,589,385‌

50,771,412

FNMA

5.500

10/01/53

50,515,529‌

825,240

(a),(c)

Flagstar

Mortgage

Trust

3.987

10/25/47

730,094‌

2,249,718

Freddie

Mac

Pool

3.000

04/01/52

1,962,650‌

41,472

Government

National

Mortgage

Association

(GNMA)

5.000

02/15/33

41,434‌

67,782

GNMA

5.000

09/15/33

68,273‌

3,091,482

GNMA

3.700

10/15/33

2,946,726‌

7,644

GNMA

5.500

04/15/34

7,833‌

9,085

GNMA

5.000

04/15/38

9,128‌

7,086,515

GNMA

5.000

01/20/40

1,471,325‌

3,274,011

GNMA

4.500

03/20/40

597,815‌

5,296,883

GNMA

5.000

03/20/40

1,086,292‌

3,533,424

GNMA

2.500

12/20/43

3,084,274‌

1,178,571

GNMA

3.000

03/20/45

1,026,526‌

802,411

GNMA

4.500

12/20/45

808,494‌

2,028,022

GNMA

4.000

06/20/46

250,052‌

1,859,126

GNMA

5.000

09/20/46

357,012‌

2,824,805

(a)

GNMA

SOFR

1

M

+

5.986%

0.657

03/20/50

353,388‌

5,404,824

GNMA

3.000

11/20/51

3,845,769‌

7,685,910

GNMA

3.000

12/20/51

5,299,855‌

5,030,021

GNMA

3.000

01/20/52

3,536,798‌

2,045,914

GNMA

2.500

02/20/52

1,681,263‌

6,360,199

GNMA

3.000

02/20/52

4,317,434‌

4,393,020

GNMA

4.000

04/20/52

3,653,180‌

5,281,455

GNMA

5.000

04/20/52

1,024,638‌

4,016,557

GNMA

3.000

05/20/52

3,541,208‌

23,596,516

GNMA

3.500

07/20/52

21,466,076‌

2,244,523

GNMA

4.000

07/20/52

1,803,542‌

4,540,644

GNMA

4.000

08/20/52

4,247,895‌

12,658,670

GNMA

4.500

08/20/52

12,171,537‌

21,596,610

GNMA

4.000

09/20/52

20,204,204‌

1,975,950

GNMA

4.500

09/20/52

1,723,868‌

3,532,792

GNMA

4.500

09/20/52

3,158,935‌

3,449,767

GNMA

4.500

09/20/52

3,169,075‌

2,850,738

GNMA

4.500

09/20/52

2,607,327‌

3,923,677

GNMA

5.000

11/20/52

3,858,770‌

2,325,445

GNMA

4.500

02/20/53

2,054,331‌

2,037,599

GNMA

5.500

02/20/53

1,983,651‌

5,320,725

(a)

GNMA

30

D

AVG

SOFR

+

6.950%

1.631

05/20/53

556,712‌

20,486,871

(a)

GNMA

30

D

AVG

SOFR

+

26.100%

2.961

07/20/53

21,593,559‌

4,193,243

(a)

GNMA

30

D

AVG

SOFR

+

23.205%

2.460

08/20/53

4,310,953‌

37,986,221

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

0.148

08/25/51

301,751‌

7,027,963

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

5,602,938‌

4,053,019

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

3,231,411‌

2,357,022

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

05/01/52

2,039,724‌

1,257,196

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.830

05/28/52

1,007,660‌

3,635,073

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

08/26/52

3,016,009‌

198,528

GSR

Mortgage

Loan

Trust

6.000

01/25/35

175,329‌

869,559

(a)

HarborView

Mortgage

Loan

Trust

SOFR

1

M

+

0.734%

6.061

08/19/45

789,610‌

51,440

(a)

Impac

CMB

Trust

SOFR

1

M

+

0.774%

6.104

03/25/35

46,502‌

4,810,000

(a),(c)

Imperial

Fund

Mortgage

Trust

2.383

06/25/56

3,515,186‌

124,597

(a)

JP

Morgan

Mortgage

Trust

6.095

11/25/33

119,874‌

190,542

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

165,628‌

306,170

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

259,913‌

91,428

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

83,582‌

10,638,294

(a),(c)

JP

Morgan

Mortgage

Trust

0.126

06/25/51

70,867‌

18,725,991

(a),(c)

JP

Morgan

Mortgage

Trust

0.111

11/25/51

111,287‌

2,233,485

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

1,783,505‌

18,548,765

(a),(c)

JP

Morgan

Mortgage

Trust

0.117

12/25/51

118,308‌

2,581,734

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

2,061,592‌

3,783,113

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

3,020,929‌

Core

Plus

Bond

Fund

March

31,

2024

296

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

4,429,818

(a),(c)

JP

Morgan

Mortgage

Trust

0.500

%

04/25/52

$

131,376‌

2,120,044

(a),(c)

JP

Morgan

Mortgage

Trust

3.337

04/25/52

1,761,455‌

1,356,828

(a),(c)

JP

Morgan

Mortgage

Trust

3.337

04/25/52

1,114,904‌

5,543,161

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

4,419,478‌

8,496,899

(c)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

97,766‌

6,000,248

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

4,783,906‌

2,203,364

(a),(c)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

1,886,530‌

6,141,204

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

5,102,987‌

4,027,422

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

3,346,555‌

2,247,753

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

1,870,552‌

1,156,103

(a),(c)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

1,111,439‌

1,618,544

(a),(c)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

1,586,552‌

297,664

Master

Alternative

Loan

Trust

7.000

01/25/34

287,606‌

2,140,000

(a)

Morgan

Stanley

Capital

I

Trust

3.779

05/15/48

2,082,022‌

3,288,022

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

2,625,584‌

2,932,119

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

2,556,874‌

2,679,952

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

2,140,022‌

360,548

(a),(c)

New

Residential

Mortgage

Loan

Trust

2.797

09/25/59

335,256‌

650,000

(a),(c)

NLT

Trust

2.569

08/25/56

447,036‌

2,386,318

(a),(c)

OBX

3.000

01/25/52

1,979,921‌

2,700,000

(a),(c)

Onslow

Bay

Mortgage

Loan

Trust

2.451

05/25/61

1,539,641‌

6,197,791

(a),(c)

RCKT

Mortgage

Trust

2.500

02/25/52

4,941,404‌

2,578,489

(a),(c)

RCKT

Mortgage

Trust

3.000

05/25/52

2,142,576‌

94,614

(a),(c)

Sequoia

Mortgage

Trust

4.000

06/25/49

86,689‌

597,035

(a),(c)

Sequoia

Mortgage

Trust

3.500

12/25/49

523,438‌

2,340,308

(a),(c)

Sequoia

Mortgage

Trust

2.500

06/25/51

1,868,806‌

263,631

(a),(c)

Shellpoint

Co-Originator

Trust

3.500

10/25/47

235,734‌

3,420,000

(a),(c)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

30

D

AVG

SOFR

+

2.400%

7.720

02/25/42

3,486,817‌

4,835,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.750%

10.070

02/25/42

5,157,928‌

6,705,000

(a),(c)

STACR

30

D

AVG

SOFR

+

2.900%

8.220

04/25/42

6,942,353‌

2,960,000

(a),(c)

STACR

30

D

AVG

SOFR

+

5.650%

8.647

04/25/42

3,213,372‌

10,590,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.350%

8.670

05/25/42

11,081,001‌

14,620,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.500%

9.820

06/25/42

15,833,568‌

7,305,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.000%

9.320

07/25/42

7,780,269‌

6,335,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.700%

9.020

09/25/42

6,723,594‌

510,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.100%

8.444

03/25/43

535,840‌

285,000

(a),(c)

STACR

30

D

AVG

SOFR

+

3.250%

8.570

04/25/43

299,443‌

12,859

(a),(c)

STACR

3.789

02/25/48

12,075‌

226,398

(a),(c)

STACR

3.842

05/25/48

217,995‌

219,003

(a),(c)

STACR

3.842

05/25/48

207,960‌

2,670,000

(a),(c)

STACR

30

D

AVG

SOFR

+

4.800%

10.120

10/25/50

3,002,246‌

930,000

(a),(c)

Verus

Securitization

Trust

3.207

11/25/59

833,981‌

367,638

(c)

Verus

Securitization

Trust

1.733

05/25/65

344,956‌

13,031,000

(a),(c)

Verus

Securitization

Trust

3.288

11/25/66

9,571,591‌

1,212,335

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

08/25/51

1,006,626‌

7,498,328

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.313

08/25/51

6,170,942‌

TOTAL

MORTGAGE

BACKED

1,170,481,595‌

MUNICIPAL

BONDS

-

0.1%

3,000,000

(c),(h)

Oregon

State

Business

Development

Commission

6.500

04/01/31

300‌

780,000

(c),(h)

Oregon

State

Business

Development

Commission

9.000

04/01/37

78‌

4,195,000

Virgin

Islands

Water

&

Power

Authority-Electric

System

10.000

07/01/24

4,177,971‌

TOTAL

MUNICIPAL

BONDS

4,178,349‌

U.S.

TREASURY

SECURITIES

-

16.2%

2,365,000

United

States

Treasury

Note

2.500

04/30/24

2,359,535‌

755,000

United

States

Treasury

Note

0.375

07/15/24

744,316‌

3,980,000

United

States

Treasury

Note

5.000

08/31/25

3,988,084‌

1,035,000

United

States

Treasury

Note

4.875

11/30/25

1,036,496‌

12,000,000

(d)

United

States

Treasury

Note

4.625

02/28/26

11,990,156‌

2,601,000

United

States

Treasury

Note

3.625

05/15/26

2,549,386‌

550,000

United

States

Treasury

Note

4.375

08/15/26

547,895‌

297

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

3,060,000

United

States

Treasury

Note

4.000

%

01/15/27

$

3,023,423‌

20,000,000

United

States

Treasury

Note

4.125

02/15/27

19,831,250‌

410,000

United

States

Treasury

Note

1.375

10/31/28

361,152‌

5,000,000

United

States

Treasury

Note

4.125

03/31/29

4,978,516‌

5,000,000

United

States

Treasury

Note

3.500

04/30/30

4,804,688‌

1,635,000

United

States

Treasury

Note

3.750

06/30/30

1,591,698‌

30,000,000

United

States

Treasury

Note

4.000

07/31/30

29,608,594‌

19,750,000

United

States

Treasury

Note

3.750

12/31/30

19,203,018‌

26,150,000

United

States

Treasury

Note

4.000

01/31/31

25,806,781‌

8,548,300

United

States

Treasury

Note

4.250

02/28/31

8,562,992‌

53,940,000

United

States

Treasury

Note

3.375

05/15/33

50,530,824‌

23,980,000

United

States

Treasury

Note

2.250

05/15/41

17,717,098‌

38,000,000

United

States

Treasury

Note

1.750

08/15/41

25,644,063‌

14,775,000

United

States

Treasury

Note

2.000

11/15/41

10,365,586‌

154,896,900

United

States

Treasury

Note

2.375

02/15/42

115,210,620‌

1,823,000

United

States

Treasury

Note

3.250

05/15/42

1,549,621‌

4,800,000

United

States

Treasury

Note

4.000

11/15/42

4,521,375‌

117,996,000

United

States

Treasury

Note

3.875

02/15/43

109,077,161‌

9,440,000

United

States

Treasury

Note

3.875

05/15/43

8,712,456‌

9,745,000

United

States

Treasury

Note

4.375

08/15/43

9,629,278‌

36,850,000

United

States

Treasury

Note

4.750

11/15/43

38,226,117‌

24,250,000

(d)

United

States

Treasury

Note

4.500

02/15/44

24,382,617‌

135,110,000

United

States

Treasury

Note

2.250

02/15/52

88,871,769‌

64,156,000

United

States

Treasury

Note

3.625

02/15/53

56,336,988‌

58,315,000

United

States

Treasury

Note

4.750

11/15/53

62,251,263‌

6,500,000

United

States

Treasury

Note

4.250

02/15/54

6,392,344‌

TOTAL

U.S.

TREASURY

SECURITIES

770,407,160‌

TOTAL

GOVERNMENT

BONDS

2,071,559,252‌

(Cost

$2,239,087,885)

STRUCTURED

ASSETS

-

13.0%

ASSET

BACKED

-

4.0%

1,194,790

(c)

AASET

Trust

6.413

01/16/40

340,537‌

Series

-

2020

1A

(Class

C)

2,100,000

(a),(c)

AGL

CLO

19

Ltd

SOFR

3

M

+

2.750%

8.068

07/21/35

2,106,472‌

Series

-

2022

19A

(Class

B1)

3,100,000

(c)

AMSR

Trust

3.218

04/17/37

2,993,578‌

Series

-

2020

SFR1

(Class

E)

2,625,000

(c)

AMSR

Trust

3.247

01/19/39

2,442,545‌

Series

-

2019

SFR1

(Class

D)

7,000,000

(a),(c)

Apidos

CLO

XXIV

CME

Term

SOFR

3

M

+

1.612%

6.929

10/20/30

6,973,288‌

Series

-

2016

24A

(Class

A2LX)

1,000,000

(a),(c)

Apidos

CLO

XXIX

CME

Term

SOFR

3

M

+

1.812%

7.136

07/25/30

1,000,518‌

Series

-

2018

29A

(Class

A2)

2,469,075

(c)

Apollo

aviation

securitization

2.798

01/15/47

2,161,601‌

Series

-

2021

2A

(Class

A)

1,910,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

4.240

09/22/25

1,898,971‌

Series

-

2019

2A

(Class

C)

2,797,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2.130

08/20/27

2,566,553‌

Series

-

2021

1A

(Class

C)

5,075,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

4.080

02/20/28

4,568,322‌

Series

-

2021

2A

(Class

D)

1,000,000

(a),(c)

Bonanza

RE

Ltd

U.S.

Treasury

Bill

3

M

+

4.910%

10.250

12/23/24

980,000‌

Series

-

2020

A

(Class

A)

1,109,692

(c)

BRE

Grand

Islander

Timeshare

Issuer

LLC

3.280

09/26/33

1,066,869‌

Series

-

2019

A

(Class

A)

474,038

(c)

British

Airways

Pass

Through

Trust

8.375

11/15/28

492,519‌

Series

-

2020

A

(Class

A)

1,861,613

(c)

British

Airways

Pass

Through

Trust

3.800

09/20/31

1,750,782‌

Series

-

2018

1

(Class

AA)

Core

Plus

Bond

Fund

March

31,

2024

298

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

3,150,848

(c)

Capital

Automotive

REIT

1.920

%

08/15/51

$

2,799,947‌

Series

-

2021

1A

(Class

A3)

2,459,375

(c)

Cars

Net

Lease

Mortgage

Notes

Series

3.100

12/15/50

2,138,737‌

Series

-

2020

1A

(Class

A3)

2,500,000

(c)

Cars

Net

Lease

Mortgage

Notes

Series

4.690

12/15/50

2,169,574‌

Series

-

2020

1A

(Class

B1)

1,250,000

(a),(c)

Cayuga

Park

CLO

Ltd

CME

Term

SOFR

3

M

+

6.262%

1.000

07/17/34

1,252,313‌

Series

-

2020

1A

(Class

ER)

365,208

(a)

C-BASS

Trust

SOFR

1

M

+

0.274%

3.523

07/25/36

350,113‌

Series

-

2006

CB6

(Class

A1)

6,451,318

(a),(c)

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5.968

04/07/52

16,128‌

Series

-

2007

1A

(Class

A2)

6,156

Centex

Home

Equity

5.540

01/25/32

6,007‌

Series

-

2002

A

(Class

AF6)

4,375,000

(a),(c)

CIFC

Funding

CME

Term

SOFR

3

M

+

1.712%

7.026

04/15/34

4,377,306‌

Series

-

2021

2A

(Class

B)

1,500,000

(a),(c)

CIFC

Funding

Ltd

CME

Term

SOFR

3

M

+

2.562%

7.878

01/17/35

1,501,304‌

Series

-

2014

4RA

(Class

BR)

1,675,000

(c)

Cologix

Data

Centers

US

Issuer

LLC

3.300

12/26/51

1,521,951‌

Series

-

2021

1A

(Class

A2)

17,979

Countrywide

Asset-Backed

Certificates

(Step

Bond)

5.216

10/25/27

15,641‌

Series

-

2002

S4

(Class

A5)

9,850,000

(c)

Crescendo

Royalty

Funding

LP

3.567

12/20/51

9,175,311‌

Series

-

2021

1

(Class

A)

4,283,175

(c)

DB

Master

Finance

LLC

4.021

05/20/49

4,145,121‌

Series

-

2019

1A

(Class

A2II)

3,103,750

(c)

DB

Master

Finance

LLC

4.352

05/20/49

2,957,741‌

Series

-

2019

1A

(Class

A23)

2,321,563

(c)

DB

Master

Finance

LLC

2.045

11/20/51

2,124,787‌

Series

-

2021

1A

(Class

A2I)

6,744,750

(c)

DB

Master

Finance

LLC

2.493

11/20/51

5,944,508‌

Series

-

2021

1A

(Class

A2II)

604,074

(c)

Diamond

Resorts

Owner

Trust

2.700

11/21/33

574,082‌

Series

-

2021

1A

(Class

C)

314,622

(c)

Diamond

Resorts

Owner

Trust

3.830

11/21/33

288,708‌

Series

-

2021

1A

(Class

D)

2,847,425

(c)

Domino's

Pizza

Master

Issuer

LLC

4.474

10/25/45

2,792,377‌

Series

-

2015

1A

(Class

A2II)

1,516,000

(c)

Domino's

Pizza

Master

Issuer

LLC

4.116

07/25/48

1,474,739‌

Series

-

2018

1A

(Class

A2I)

366,135

(a),(c)

Ellington

Loan

Acquisition

Trust

SOFR

1

M

+

1.214%

6.544

05/25/37

362,773‌

Series

-

2007

2

(Class

A2C)

3,250,000

(a),(c)

Elmwood

CLO

26

Ltd

CME

Term

SOFR

3

M

+

3.600%

0.000

04/18/37

3,264,381‌

Series

-

2024

1A

(Class

D)

214,513

(c)

HERO

Funding

Trust

3.280

09/20/48

186,756‌

Series

-

2017

2A

(Class

A1)

429,025

(c)

HERO

Funding

Trust

4.070

09/20/48

383,482‌

Series

-

2017

2A

(Class

A2)

4,525,000

(c)

Hertz

Vehicle

Financing

LLC

2.050

12/26/25

4,418,309‌

Series

-

2021

1A

(Class

C)

3,750,000

(c)

HIFI

A2

3.939

02/01/62

3,521,832‌

Series

-

2022

1A

(Class

A2)

381,389

(c)

Hilton

Grand

Vacations

Trust

4.000

02/25/32

372,140‌

Series

-

2018

AA

(Class

C)

961,499

(c)

Hilton

Grand

Vacations

Trust

2.840

07/25/33

919,838‌

Series

-

2019

AA

(Class

C)

23,574

(a)

Home

Equity

Asset

Trust

SOFR

1

M

+

1.614%

6.360

06/25/33

22,451‌

Series

-

2003

1

(Class

M1)

1,681,844

(c)

Horizon

Aircraft

Finance

II

Ltd

3.721

07/15/39

1,504,529‌

Series

-

2019

1

(Class

A)

299

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

7,262,964

(c)

Horizon

Aircraft

Finance

III

Ltd

3.425

%

11/15/39

$

5,737,582‌

Series

-

2019

2

(Class

A)

3,000,000

(c),(g)

Industrial

DPR

Funding

Ltd

5.380

04/15/34

2,566,350‌

Series

-

2022

1A

(Class

1)

499,977

(a),(c)

Invitation

Homes

Trust

SOFR

1

M

+

1.364%

6.690

01/17/38

500,524‌

Series

-

2018

SFR4

(Class

B)

1,629,765

(c)

Jonah

Energy

Abs

I

LLC

7.200

11/20/37

1,623,840‌

Series

-

2022

1

(Class

A1)

1,000,000

(a),(c)

Kendall

Re

Ltd

U.S.

Treasury

Bill

3

M

+

4.000%

4.040

05/02/24

999,000‌

Series

-

2020

A

(Class

A)

2,386,639

(c)

Lunar

Structured

Aircraft

Portfolio

Notes

5.682

10/15/46

2,028,643‌

Series

-

2021

1

(Class

C)

4,000,000

(a),(c)

Madison

Park

Funding

LIX

Ltd

CME

Term

SOFR

3

M

+

2.362%

7.660

01/18/34

4,004,908‌

Series

-

2021

59A

(Class

C)

1,000,000

(a),(c)

Madison

Park

Funding

XXXVI

Ltd

CME

Term

SOFR

3

M

+

3.500%

5.981

04/15/35

1,001,303‌

Series

-

2019

36A

(Class

D1R)

1,000,000

(a),(c)

Magnetite

XXIII

Ltd

CME

Term

SOFR

3

M

+

6.562%

7.484

01/25/35

1,002,747‌

Series

-

2019

23A

(Class

ER)

3,500,000

(a),(c)

Magnetite

XXIII

Ltd

CME

Term

SOFR

3

M

+

2.312%

7.636

01/25/35

3,502,905‌

Series

-

2019

23A

(Class

CR)

327,525

Mid-State

Capital

Trust

5.745

01/15/40

321,859‌

Series

-

2005

1

(Class

A)

800,000

(a),(c)

MSCG

Trust

3.462

06/07/35

699,304‌

Series

-

2015

ALDR

(Class

C)

4,310,000

(a),(c)

MSCG

Trust

3.462

06/07/35

3,689,459‌

Series

-

2015

ALDR

(Class

D)

862,501

(c)

MVW

LLC

2.230

05/20/39

792,310‌

Series

-

2021

2A

(Class

C)

465,816

(c)

MVW

Owner

Trust

3.900

01/21/36

461,046‌

Series

-

2018

1A

(Class

C)

496,055

(c)

MVW

Owner

Trust

3.330

11/20/36

476,723‌

Series

-

2019

1A

(Class

C)

1,730,000

(a),(c)

Myers

Park

CLO

Ltd

CME

Term

SOFR

3

M

+

1.862%

7.179

10/20/30

1,731,336‌

Series

-

2018

1A

(Class

B1)

1,500,000

(c)

NBC

Funding

LLC

4.970

07/30/51

1,356,497‌

Series

-

2021

1

(Class

B)

1,000,000

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

4.230

01/20/51

882,328‌

Series

-

2021

1A

(Class

B1)

1,000,000

(a),(c)

Palmer

Square

CLO

Ltd

CME

Term

SOFR

3

M

+

3.212%

5.462

01/15/35

1,001,964‌

Series

-

2021

3A

(Class

D)

2,500,000

(a),(c)

Palmer

Square

CLO

Ltd

CME

Term

SOFR

3

M

+

3.050%

8.368

04/20/35

2,504,953‌

Series

-

2022

1A

(Class

D)

600,000

(c)

Progress

Residential

Trust

2.711

11/17/40

522,626‌

Series

-

2021

SFR9

(Class

D)

3,879,834

(c)

Purewest

Funding

LLC

4.091

12/22/36

3,755,321‌

Series

-

2021

1

(Class

A1)

500,000

(a),(c)

Residential

Reinsurance

2021

Ltd

U.S.

Treasury

Bill

3

M

+

2.500%

7.850

06/06/25

480,150‌

Series

-

2020

A

(Class

A)

500,000

(a),(c)

Residential

Reinsurance

2021

Ltd

U.S.

Treasury

Bill

3

M

+

3.660%

9.010

06/06/25

474,750‌

Series

-

2020

A

(Class

A)

2,400,000

(a),(c)

Sanders

RE

II

Ltd

U.S.

Treasury

Bill

3

M

+

3.290%

7.980

04/07/25

2,364,000‌

Series

-

2020

A

(Class

A)

1,116,628

(c)

Settlement

Fee

Finance

LLC

3.840

11/01/49

1,106,313‌

Series

-

2019

1A

(Class

A)

131,209

(c)

Sierra

Timeshare

Receivables

Funding

LLC

4.540

05/20/36

128,790‌

Series

-

2019

2A

(Class

D)

1,059,781

(c)

Sierra

Timeshare

Receivables

Funding

LLC

1.790

11/20/37

1,002,424‌

Series

-

2021

1A

(Class

C)

181,863

(c)

SolarCity

LMC

4.800

11/20/38

178,074‌

Series

-

2013

1

(Class

A)

Core

Plus

Bond

Fund

March

31,

2024

300

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

5,875,000

(c)

Stack

Infrastructure

Issuer

LLC

1.877

%

03/26/46

$

5,418,234‌

Series

-

2021

1A

(Class

A2)

2,436,969

(c)

START

Ireland

5.095

03/15/44

2,114,119‌

Series

-

2019

1

(Class

B)

98,799

(a)

Structured

Asset

Investment

Loan

Trust

SOFR

1

M

+

1.014%

6.344

09/25/34

93,678‌

Series

-

2004

8

(Class

M1)

5,250,000

(c)

Taco

Bell

Funding

LLC

4.970

05/25/46

5,171,051‌

Series

-

2016

1A

(Class

A23)

3,810,000

(c)

Taco

Bell

Funding

LLC

4.940

11/25/48

3,713,916‌

Series

-

2018

1A

(Class

A2II)

4,563,713

(c)

Taco

Bell

Funding

LLC

1.946

08/25/51

4,128,021‌

Series

-

2021

1A

(Class

A2I)

4,833,900

(c)

Taco

Bell

Funding

LLC

2.294

08/25/51

4,197,999‌

Series

-

2021

1A

(Class

A2II)

2,500,000

(a),(c)

TCW

CLO

Ltd

LIBOR

3

M

+

7.122%

6.985

07/25/34

2,464,868‌

Series

-

2021

2A

(Class

E)

475,000

(c)

Tricon

American

Homes

Trust

2.049

07/17/38

438,190‌

Series

-

2020

SFR1

(Class

B)

3,673,829

United

Airlines

Pass

Through

Trust

3.700

03/01/30

3,288,638‌

Series

-

2018

1

(Class

A)

5,109,668

(c)

Vine

2.790

11/15/50

4,579,826‌

Series

-

2020

1A

(Class

A)

1,611,080

(c)

Vine

6.420

11/15/50

1,494,366‌

Series

-

2020

1A

(Class

C)

2,000,000

(a),(c)

Vitality

Re

XII

Ltd

U.S.

Treasury

Bill

3

M

+

2.250%

2.250

01/07/25

2,000,000‌

Series

-

2020

A

(Class

A)

2,532,462

(c)

Vivint

Colar

Financing

V

LLC

7.370

04/30/48

2,361,553‌

Series

-

2018

1A

(Class

B)

6,562,073

(c)

Wendys

Funding

LLC

3.884

03/15/48

6,192,121‌

Series

-

2018

1A

(Class

A2II)

5,649,165

(c)

Wendy's

Funding

LLC

2.370

06/15/51

4,915,868‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

191,395,918‌

OTHER

MORTGAGE

BACKED

-

9.0%

153,966

(a),(c)

Agate

Bay

Mortgage

Trust

3.500

09/25/45

137,870‌

Series

-

2015

6

(Class

A9)

1,500,000

(a),(c)

Ashford

Hospitality

Trust

CME

Term

SOFR

1

M

+

2.022%

7.348

06/15/35

1,466,479‌

Series

-

2018

KEYS

(Class

C)

2,000,000

(a)

BANK

3.950

11/15/50

1,742,110‌

Series

-

2017

BNK8

(Class

B)

3,750,000

(c)

BANK

2.500

10/17/52

2,165,953‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3.093

10/17/52

863,401‌

Series

-

2019

BN21

(Class

AS)

1,000,000

BANK

3.455

12/15/52

841,495‌

Series

-

2019

BN23

(Class

B)

2,000,000

BANK

1.925

12/15/53

1,615,092‌

Series

-

2020

BN30

(Class

A4)

4,000,000

(a)

BANK

6.260

04/15/56

4,148,105‌

Series

-

2023

5YR1

(Class

A3)

4,500,000

(a),(c)

BBCMS

Mortgage

Trust

4.267

08/05/38

3,218,050‌

Series

-

2018

CHRS

(Class

E)

1,769,000

(a),(c)

Benchmark

Mortgage

Trust

2.791

09/15/48

1,439,082‌

Series

-

2020

IG2

(Class

AM)

2,800,000

(a),(c)

Benchmark

Mortgage

Trust

3.133

09/15/48

2,251,218‌

Series

-

2020

IG3

(Class

AS)

5,000,000

(a),(c)

Benchmark

Mortgage

Trust

3.536

09/15/48

4,445,338‌

Series

-

2020

IG3

(Class

BXA)

1,100,000

Benchmark

Mortgage

Trust

4.267

03/15/52

1,021,014‌

Series

-

2019

B9

(Class

AS)

301

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,600,000

(a)

Benchmark

Mortgage

Trust

4.510

%

05/15/53

$

3,473,714‌

Series

-

2018

B7

(Class

A4)

9,100,000

(c)

Benchmark

Mortgage

Trust

4.139

07/15/53

8,286,457‌

Series

-

2020

B18

(Class

AGNF)

6,500,000

(a)

Benchmark

Mortgage

Trust

2.563

02/15/54

4,602,084‌

Series

-

2021

B23

(Class

C)

2,000,000

Benchmark

Mortgage

Trust

2.224

08/15/54

1,649,327‌

Series

-

2021

B28

(Class

A5)

2,000,000

Benchmark

Mortgage

Trust

5.626

04/15/56

1,996,676‌

Series

-

2023

B38

(Class

A2)

4,000,000

(a),(b),(c),(g)

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.541%

6.891

03/15/34

3,989,988‌

Series

-

2024

WPT

(Class

A)

4,500,000

(a),(c)

BXP

Trust

2.775

01/15/44

2,917,281‌

Series

-

2021

601L

(Class

D)

5,100,000

(c)

Capital

Automotive

REIT

4.520

02/15/50

4,632,255‌

Series

-

2020

1A

(Class

B2)

1,800,000

(a)

CD

Mortgage

Trust

3.879

11/10/49

1,567,135‌

Series

-

2016

CD2

(Class

B)

1,000,000

(a)

CD

Mortgage

Trust

3.977

11/10/49

830,462‌

Series

-

2016

CD2

(Class

C)

1,400,000

(a)

CD

Mortgage

Trust

4.538

02/10/50

699,917‌

Series

-

2017

CD3

(Class

C)

6,296,164

(c)

CF

Hippolyta

LLC

2.280

07/15/60

5,791,840‌

Series

-

2020

1

(Class

B1)

2,806,290

(c)

CF

Hippolyta

LLC

2.600

07/15/60

2,306,050‌

Series

-

2020

1

(Class

B2)

10,131,311

(c)

CF

Hippolyta

LLC

1.530

03/15/61

9,161,434‌

Series

-

2021

1A

(Class

A1)

8,482,028

(c)

CF

Hippolyta

LLC

1.980

03/15/61

7,463,373‌

Series

-

2021

1A

(Class

B1)

218,675

(a),(c)

CF

Mortgage

Trust

2.840

04/15/25

208,779‌

Series

-

2020

P1

(Class

A1)

10,000,000

(a),(c)

CF

Mortgage

Trust

3.603

04/15/52

6,654,519‌

Series

-

2020

P1

(Class

A2)

5,000,000

(a)

CFCRE

Commercial

Mortgage

Trust

3.502

11/10/49

4,616,351‌

Series

-

2016

C6

(Class

AM)

3,400,000

(a),(c)

Citigroup

Commercial

Mortgage

Trust

Term

SOFR

1

M

+

2.014%

7.340

10/15/38

3,337,390‌

Series

-

2021

PRM2

(Class

D)

1,129,262

(a),(c)

Citigroup

Commercial

Mortgage

Trust

4.471

07/10/47

993,288‌

Series

-

2014

GC23

(Class

D)

2,600,000

(a)

Citigroup

Commercial

Mortgage

Trust

3.758

04/10/48

2,508,578‌

Series

-

2015

GC29

(Class

B)

1,650,000

(a)

Citigroup

Commercial

Mortgage

Trust

4.137

04/10/48

1,535,549‌

Series

-

2015

GC29

(Class

C)

2,717,806

Citigroup

Commercial

Mortgage

Trust

4.233

04/10/49

2,558,627‌

Series

-

2016

GC37

(Class

B)

1,020,000

Citigroup

Commercial

Mortgage

Trust

3.018

08/10/56

888,254‌

Series

-

2019

GC41

(Class

AS)

3,000,000

(a),(c)

COMM

Mortgage

Trust

5.349

08/10/46

2,488,686‌

Series

-

2013

LC13

(Class

D)

4,255,228

(a)

COMM

Mortgage

Trust

4.585

02/10/47

4,066,671‌

Series

-

2014

CR14

(Class

B)

1,120,000

COMM

Mortgage

Trust

4.174

05/10/47

1,082,653‌

Series

-

2014

CR17

(Class

AM)

3,465,600

COMM

Mortgage

Trust

4.377

05/10/47

3,298,538‌

Series

-

2014

CR17

(Class

B)

5,150,000

(a),(c)

COMM

Mortgage

Trust

4.767

06/10/47

2,893,784‌

Series

-

2014

UBS3

(Class

D)

3,619,500

(a)

COMM

Mortgage

Trust

4.456

07/15/47

3,558,468‌

Series

-

2014

CR18

(Class

B)

Core

Plus

Bond

Fund

March

31,

2024

302

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,750,000

(a),(c)

COMM

Mortgage

Trust

4.697

%

08/10/47

$

2,459,812‌

Series

-

2014

CR19

(Class

D)

2,500,000

(c)

COMM

Mortgage

Trust

3.000

03/10/48

1,912,887‌

Series

-

2015

CR22

(Class

E)

2,600,000

(a),(c)

COMM

Mortgage

Trust

4.066

03/10/48

2,214,930‌

Series

-

2015

CR22

(Class

D)

3,340,500

(a)

COMM

Mortgage

Trust

4.066

03/10/48

3,025,343‌

Series

-

2015

CR22

(Class

C)

2,500,000

(a)

COMM

Mortgage

Trust

4.283

05/10/48

2,219,823‌

Series

-

2015

CR23

(Class

D)

2,500,000

(a)

COMM

Mortgage

Trust

3.463

08/10/48

2,157,280‌

Series

-

2015

CR24

(Class

D)

2,500,000

(a)

COMM

Mortgage

Trust

4.348

08/10/48

2,381,160‌

Series

-

2015

CR24

(Class

B)

3,000,000

(a)

COMM

Mortgage

Trust

4.348

08/10/48

2,714,355‌

Series

-

2015

CR24

(Class

C)

3,175,000

(a)

COMM

Mortgage

Trust

4.464

10/10/48

2,973,316‌

Series

-

2015

CR26

(Class

C)

7,610,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8.820

03/25/42

7,988,226‌

Series

-

2022

R03

(Class

1M2)

2,475,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.000%

8.320

04/25/42

2,555,168‌

Series

-

2022

R05

(Class

2M2)

15,720,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

9.170

05/25/42

16,697,176‌

Series

-

2022

R06

(Class

1M2)

3,565,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8.920

07/25/42

3,770,283‌

Series

-

2022

R08

(Class

1M2)

5,675,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

10.071

09/25/42

6,212,907‌

Series

-

2022

R09

(Class

2M2)

430,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.750%

12.071

09/25/42

478,320‌

Series

-

2022

R09

(Class

2B1)

9,681,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

9.071

12/25/42

10,366,344‌

Series

-

2023

R01

(Class

1M2)

5,000,000

(a),(c)

CPT

Mortgage

Trust

2.997

11/13/39

3,325,604‌

Series

-

2019

CPT

(Class

E)

1,850,000

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

3.388

10/25/59

1,698,864‌

Series

-

2019

NQM1

(Class

M1)

1,881,319

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

2.405

10/25/66

1,598,470‌

Series

-

2021

NQM8

(Class

A3)

3,340,000

CSAIL

Commercial

Mortgage

Trust

3.505

04/15/50

3,276,485‌

Series

-

2015

C1

(Class

A4)

1,799,583

(a),(c)

CSMC

2.130

05/25/65

1,222,100‌

Series

-

2021

NQM1

(Class

M1)

5,065,000

DBJPMortgage

Trust

3.539

05/10/49

4,767,234‌

Series

-

2016

C1

(Class

AM)

2,497,093

(a),(c)

ELP

Commercial

Mortgage

Trust

SOFR

1

M

+

2.233%

7.559

11/15/38

2,474,410‌

Series

-

2021

ELP

(Class

E)

37,177

(a),(c)

Flagstar

Mortgage

Trust

4.000

09/25/48

34,420‌

Series

-

2018

5

(Class

A11)

1,270,094

(a),(c)

Flagstar

Mortgage

Trust

2.500

04/25/51

1,014,208‌

Series

-

2021

2

(Class

A4)

1,673,706

(a),(c)

Flagstar

Mortgage

Trust

2.500

06/01/51

1,336,504‌

Series

-

2021

4

(Class

A21)

8,123,696

(a),(c)

Flagstar

Mortgage

Trust

3.000

10/25/51

6,740,208‌

Series

-

2021

10IN

(Class

A17)

1,110,000

(c)

Flexential

Issuer,

LLC

3.250

11/27/51

1,005,894‌

Series

-

2021

1A

(Class

A2)

3,000,000

(a),(c)

GS

Mortgage

Securities

Corp

II

SOFR

1

M

+

3.464%

8.790

11/15/36

2,886,056‌

Series

-

2021

ARDN

(Class

E)

5,200,000

(a),(c)

GS

Mortgage

Securities

Corp

Trust

SOFR

1

M

+

2.164%

7.490

11/15/36

5,045,116‌

Series

-

2021

ARDN

(Class

C)

303

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,547,555

(a),(c)

GS

Mortgage

Securities

Trust

4.285

%

02/10/46

$

2,406,059‌

Series

-

2013

GC10

(Class

C)

2,250,000

(a)

GS

Mortgage

Securities

Trust

3.982

10/10/49

2,018,828‌

Series

-

2016

GS3

(Class

C)

3,725,000

(a)

GS

Mortgage

Securities

Trust

3.952

11/10/49

3,175,675‌

Series

-

2016

GS4

(Class

C)

2,000,000

(c)

GS

Mortgage

Securities

Trust

3.000

08/10/50

1,606,024‌

Series

-

2017

GS7

(Class

D)

3,800,000

(a)

GS

Mortgage

Securities

Trust

4.158

02/10/52

3,517,131‌

Series

-

2019

GC38

(Class

AS)

1,500,000

(a)

GS

Mortgage

Securities

Trust

4.761

02/10/52

1,342,993‌

Series

-

2019

GC38

(Class

C)

1,000,000

(a)

GS

Mortgage

Securities

Trust

3.405

02/13/53

854,855‌

Series

-

2020

GC45

(Class

B)

3,000,000

GS

Mortgage

Securities

Trust

2.012

12/12/53

2,391,605‌

Series

-

2020

GSA2

(Class

A5)

43,425

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

40,226‌

Series

-

2019

PJ2

(Class

A1)

113,423

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

104,970‌

Series

-

2019

PJ2

(Class

A4)

238,500

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

01/25/51

201,256‌

Series

-

2020

PJ4

(Class

A4)

15,613,944

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

0.257

03/27/51

191,041‌

Series

-

2020

PJ5

(Class

AX1)

445,479

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

03/27/51

376,327‌

Series

-

2020

PJ5

(Class

A4)

994,457

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

05/25/51

804,449‌

Series

-

2020

PJ6

(Class

A4)

5,264,185

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

10/25/51

4,203,610‌

Series

-

2021

PJ5

(Class

A4)

3,664,341

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

06/25/52

3,044,856‌

Series

-

2022

PJ2

(Class

A36)

267,149

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.630

05/25/50

227,193‌

Series

-

2020

PJ1

(Class

B2)

1,189,328

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

07/25/51

949,714‌

Series

-

2021

PJ2

(Class

A4)

8,383,013

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

6,694,087‌

Series

-

2021

PJ7

(Class

A4)

4,106,363

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

3,279,054‌

Series

-

2021

PJ8

(Class

A4)

1,494,728

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.722

01/25/52

1,171,287‌

Series

-

2021

PJ7

(Class

B2)

2,133,231

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

07/25/52

1,771,264‌

Series

-

2022

INV1

(Class

A4)

3,711,190

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

09/25/52

3,079,164‌

Series

-

2022

HP1

(Class

A4)

2,557,534

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

10/25/52

2,125,164‌

Series

-

2022

PJ5

(Class

A36)

2,299,791

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

01/25/53

1,910,994‌

Series

-

2022

PJ6

(Class

A24)

3,354,665

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.500

02/25/53

2,903,969‌

Series

-

2023

PJ1

(Class

A24)

189,469

(c)

GSMPS

Mortgage

Loan

Trust

7.500

03/25/35

181,946‌

Series

-

2005

RP2

(Class

1A2)

174,575

(c)

GSMPS

Mortgage

Loan

Trust

7.500

09/25/35

170,812‌

Series

-

2005

RP3

(Class

1A2)

3,000,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.443

07/10/39

2,528,564‌

Series

-

2019

30HY

(Class

D)

1,000,000

(a),(c)

Hudson

Yards

Mortgage

Trust

2.943

12/10/41

813,222‌

Series

-

2019

55HY

(Class

D)

Core

Plus

Bond

Fund

March

31,

2024

304

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,490,000

(a),(c)

Hudson

Yards

Mortgage

Trust

2.943

%

12/10/41

$

1,094,266‌

Series

-

2019

55HY

(Class

F)

598,691

(a),(c)

Imperial

Fund

Mortgage

Trust

2.051

10/25/55

541,329‌

Series

-

2020

NQM1

(Class

A3)

440,000

(a),(c)

Imperial

Fund

Mortgage

Trust

3.531

10/25/55

377,609‌

Series

-

2020

NQM1

(Class

M1)

29,282

(a)

JP

Morgan

Alternative

Loan

Trust

CME

Term

SOFR

1

M

+

0.674%

6.004

04/25/47

27,835‌

Series

-

2007

S1

(Class

A1)

294,450

(a),(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.983

01/15/46

270,293‌

Series

-

2013

C13

(Class

D)

4,808,346

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.379

09/15/50

4,682,758‌

Series

-

2017

JP7

(Class

A3)

1,000,000

(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3.267

01/16/37

696,424‌

Series

-

2020

NNN

(Class

CFX)

2,140,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2.822

08/15/49

2,011,902‌

Series

-

2016

JP2

(Class

A4)

973,836

(a),(c)

JP

Morgan

Mortgage

Trust

LIBOR

1

M

-

0.000%

6.677

12/25/44

936,524‌

Series

-

2015

1

(Class

B1)

61,256

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/45

55,175‌

Series

-

2015

3

(Class

A19)

316,131

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/45

282,359‌

Series

-

2015

6

(Class

A13)

645,356

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

09/25/48

560,564‌

Series

-

2018

3

(Class

A13)

934,235

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

808,825‌

Series

-

2018

5

(Class

A13)

680,216

(a),(c)

JP

Morgan

Mortgage

Trust

4.257

10/26/48

672,776‌

Series

-

2017

5

(Class

A2)

121,554

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

02/25/49

111,081‌

Series

-

2018

9

(Class

A13)

185,568

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

05/25/49

172,870‌

Series

-

2019

1

(Class

A15)

2,348,196

(a),(c)

JP

Morgan

Mortgage

Trust

3.823

06/25/50

2,047,323‌

Series

-

2020

1

(Class

B2)

12,227,545

(a),(c)

JP

Morgan

Mortgage

Trust

0.139

07/25/51

91,010‌

Series

-

2021

3

(Class

AX1)

8,668,776

(a),(c)

JP

Morgan

Mortgage

Trust

0.130

08/25/51

60,861‌

Series

-

2021

4

(Class

AX1)

984,873

(a),(c)

JP

Morgan

Mortgage

Trust

2.880

08/25/51

781,668‌

Series

-

2021

4

(Class

B2)

16,688,511

(a),(c)

JP

Morgan

Mortgage

Trust

0.137

10/25/51

126,075‌

Series

-

2021

6

(Class

AX1)

2,984,271

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

10/25/51

2,383,030‌

Series

-

2021

6

(Class

A15)

4,528,519

(a),(c)

JP

Morgan

Mortgage

Trust

0.400

12/25/51

98,121‌

Series

-

2021

INV2

(Class

AX4)

992,445

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

792,497‌

Series

-

2021

10

(Class

A15)

1,067,385

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

02/25/52

851,010‌

Series

-

2021

12

(Class

A15)

1,617,117

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

05/25/52

1,289,303‌

Series

-

2021

14

(Class

A15)

1,048,358

(a),(c)

JP

Morgan

Mortgage

Trust

2.927

05/25/52

863,154‌

Series

-

2021

LTV2

(Class

A3)

1,583,842

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

1,316,081‌

Series

-

2022

2

(Class

A25)

2,180,034

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

09/25/52

1,810,126‌

Series

-

2022

INV3

(Class

A6)

305

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

4,118,537

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

%

09/25/52

$

3,570,344‌

Series

-

2022

LTV2

(Class

A6)

2,894,159

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

12/25/52

2,404,880‌

Series

-

2022

7

(Class

1A17)

964,766

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

12/25/52

867,548‌

Series

-

2022

7

(Class

2A6A)

89,962

JPMBB

Commercial

Mortgage

Securities

Trust

3.657

09/15/47

89,513‌

Series

-

2014

C23

(Class

ASB)

2,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.110

09/15/47

2,372,731‌

Series

-

2014

C22

(Class

AS)

1,688,355

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.480

09/15/47

1,655,013‌

Series

-

2014

C23

(Class

B)

1,550,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.480

09/15/47

1,496,249‌

Series

-

2014

C23

(Class

C)

1,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.561

09/15/47

927,521‌

Series

-

2014

C22

(Class

B)

5,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.634

02/15/48

4,658,313‌

Series

-

2015

C27

(Class

AS)

3,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.106

08/15/48

3,317,889‌

Series

-

2015

C31

(Class

AS)

6,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.624

08/15/48

5,324,806‌

Series

-

2015

C31

(Class

B)

2,500,000

(a),(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4.202

03/17/49

2,124,875‌

Series

-

2016

C1

(Class

D1)

2,800,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.536

05/13/53

2,085,680‌

Series

-

2020

COR7

(Class

AS)

8,000,000

(c)

Liberty

Street

Trust

3.597

02/10/36

7,423,702‌

Series

-

2016

225L

(Class

A)

882,200

(c)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.384

12/15/46

826,854‌

Series

-

2014

C19

(Class

LNC2)

3,682,000

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.000

12/15/47

3,535,583‌

Series

-

2014

C19

(Class

B)

129,081

(a)

Morgan

Stanley

Capital

I

Trust

5.877

12/12/49

54,747‌

Series

-

2007

IQ16

(Class

AJFX)

300,000

Morgan

Stanley

Capital

I

Trust

3.587

12/15/50

282,173‌

Series

-

2017

HR2

(Class

A4)

2,150,000

(a)

Morgan

Stanley

Capital

I

Trust

4.429

07/15/51

2,044,697‌

Series

-

2018

H3

(Class

AS)

922,217

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

07/25/51

805,430‌

Series

-

2021

4

(Class

A4)

1,500,000

(c)

MRCD

Mortgage

Trust

2.718

12/15/36

937,304‌

Series

-

2019

PARK

(Class

E)

9,422,316

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5.915

07/15/36

8,725,780‌

Series

-

2019

MILE

(Class

A)

3,000,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

Term

SOFR

1

M

+

3.579%

8.905

07/15/36

2,158,858‌

Series

-

2019

MILE

(Class

E)

4,500,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

Term

SOFR

1

M

+

4.329%

9.655

07/15/36

2,998,630‌

Series

-

2019

MILE

(Class

F)

74,093

(a)

New

York

Mortgage

Trust

SOFR

1

M

+

0.594%

5.924

02/25/36

72,636‌

Series

-

2005

3

(Class

A1)

4,665,000

(a),(c)

NRTH

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.641%

6.941

03/15/41

4,678,878‌

Series

-

2024

PARK

(Class

A)

4,926,893

(a),(c)

OBX

Trust

2.500

07/25/51

3,934,272‌

Series

-

2021

J2

(Class

A19)

3,799,210

(a),(c)

OBX

Trust

4.000

10/25/52

3,402,176‌

Series

-

2022

INV5

(Class

A13)

301,314

(a),(c)

OBX

Trust

SOFR

1

M

+

0.764%

4.658

06/25/57

290,520‌

Series

-

2018

1

(Class

A2)

1,491,320

(a),(c)

Oceanview

Mortgage

Trust

2.500

05/25/51

1,190,864‌

Series

-

2021

1

(Class

A19)

Core

Plus

Bond

Fund

March

31,

2024

306

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,041,253

(a),(c)

Oceanview

Mortgage

Trust

4.500

%

11/25/52

$

965,902‌

Series

-

2022

1

(Class

A1)

5,700,000

(c)

One

Bryant

Park

Trust

2.516

09/15/54

4,876,279‌

Series

-

2019

OBP

(Class

A)

3,349,018

(a),(c)

OPEN

Trust

SOFR

1

M

+

5.236%

10.561

10/15/28

3,380,908‌

Series

-

2023

AIR

(Class

C)

1,500,000

(a),(c)

PKHL

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

0.994%

6.320

07/15/38

1,429,472‌

Series

-

2021

MF

(Class

A)

1,056,914

RCKT

Mortgage

Trust

3.006

09/25/51

810,191‌

1,357,070

(a),(c)

RCKT

Mortgage

Trust

3.500

06/25/52

1,173,904‌

Series

-

2022

4

(Class

A22)

144,176

(a),(c)

Sequoia

Mortgage

Trust

3.500

05/25/45

128,700‌

Series

-

2015

2

(Class

A1)

181,724

(a),(c)

Sequoia

Mortgage

Trust

3.500

06/25/46

162,067‌

Series

-

2016

1

(Class

A19)

542,299

(a),(c)

Sequoia

Mortgage

Trust

3.500

02/25/47

479,982‌

Series

-

2017

2

(Class

A19)

1,105,206

(a),(c)

Sequoia

Mortgage

Trust

3.724

09/25/47

1,012,445‌

Series

-

2017

6

(Class

B1)

207,711

(a),(c)

Sequoia

Mortgage

Trust

3.500

03/25/48

183,376‌

Series

-

2018

3

(Class

A1)

15,879

(a),(c)

Sequoia

Mortgage

Trust

4.000

09/25/48

14,694‌

Series

-

2018

7

(Class

A19)

1,735,715

(a),(c)

Sequoia

Mortgage

Trust

3.000

04/25/50

1,463,354‌

Series

-

2020

3

(Class

A19)

2,500,000

(c)

SLG

Office

Trust

2.851

07/15/41

1,906,725‌

Series

-

2021

OVA

(Class

E)

2,319,312

(a),(c)

SMR

Mortgage

Trust

Term

SOFR

1

M

+

2.400%

7.725

02/15/39

2,228,817‌

Series

-

2022

IND

(Class

B)

2,588,843

(a),(c)

Verus

Securitization

Trust

2.240

10/25/66

2,171,010‌

Series

-

2021

7

(Class

A3)

1,700,000

(a),(c)

VNDO

Trust

3.903

01/10/35

1,364,208‌

Series

-

2016

350P

(Class

E)

412,594

(c)

VSE

VOI

Mortgage

LLC

4.020

02/20/36

405,216‌

Series

-

2018

A

(Class

C)

6,489

(a)

Washington

Mutual

Mortgage

Pass-Through

Certificates

Trust

5.672

08/25/38

6,271‌

Series

-

2004

RA3

(Class

2A)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.140

05/15/48

1,724,666‌

Series

-

2015

NXS1

(Class

D)

1,200,000

(c)

Wells

Fargo

Commercial

Mortgage

Trust

3.153

09/15/57

1,116,429‌

Series

-

2015

NXS3

(Class

D)

64,867

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4.000

04/25/49

60,502‌

Series

-

2019

2

(Class

A17)

278,799

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

07/25/50

235,802‌

Series

-

2020

4

(Class

A17)

6,485,578

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

06/25/51

5,178,928‌

Series

-

2021

2

(Class

A17)

1,222,698

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

12/25/51

974,839‌

Series

-

2022

2

(Class

A18)

1,562,234

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

03/25/52

1,296,181‌

Series

-

2022

INV1

(Class

A18)

2,706,060

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

03/25/52

2,339,133‌

Series

-

2022

INV1

(Class

A17)

5,277,000

WFRBS

Commercial

Mortgage

Trust

3.607

11/15/47

5,188,096‌

Series

-

2014

C24

(Class

A5)

81,899

(a),(c)

WinWater

Mortgage

Loan

Trust

3.920

06/20/44

66,929‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

428,468,918‌

TOTAL

STRUCTURED

ASSETS

619,864,836‌

(Cost

$688,695,362)

307

See

Notes

to

Financial

Statements

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

0.0%

ENERGY

-

0.0%

1,538

(g),(j)

Cloud

Peak

Energy,

Inc

$

15‌

TOTAL

ENERGY

15‌

MATERIALS

-

0.0%

415,953

(j)

Petra

Diamonds

Ltd

213,148‌

TOTAL

MATERIALS

213,148‌

SOFTWARE

&

SERVICES

-

0.0%

4,815

(j)

Avaya,

Inc

26,483‌

1,010

(j)

Avaya,

Inc

5,555‌

TOTAL

SOFTWARE

&

SERVICES

32,038‌

TOTAL

COMMON

STOCKS

245,201‌

(Cost

$457,866)

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

34,686

Morgan

Stanley

863,681‌

139,125

Morgan

Stanley

3,660,379‌

TOTAL

FINANCIAL

SERVICES

4,524,060‌

TOTAL

PREFERRED

STOCKS

4,524,060‌

(Cost

$4,394,529)

TOTAL

LONG-TERM

INVESTMENTS

4,652,167,783‌

(Cost

$5,026,510,188)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.1%

GOVERNMENT

AGENCY

DEBT

-

0.0%

$

$

2,500,000

Federal

Farm

Credit

Discount

Notes

0.000

%

04/26/24

2,489,568‌

TOTAL

GOVERNMENT

AGENCY

DEBT

2,489,568‌

REPURCHASE

AGREEMENT

-

0.6%

27,470,000

(k)

Fixed

Income

Clearing

Corp

(FICC)

5.320

04/01/24

27,470,000‌

TOTAL

REPURCHASE

AGREEMENT

27,470,000‌

TREASURY

DEBT

-

0.5%

10,000,000

United

States

Treasury

Bill

0.000

04/16/24

9,978,044‌

6,250,000

United

States

Treasury

Bill

0.000

04/23/24

6,229,871‌

7,500,000

United

States

Treasury

Bill

0.000

05/09/24

7,458,287‌

UYU

20,000,000

Uruguay

Monetary

Regulation

Bill

0.000

04/12/24

530,783‌

TOTAL

TREASURY

DEBT

24,196,985‌

TOTAL

SHORT-TERM

INVESTMENTS

54,156,553‌

(Cost

$54,135,644)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.2%

55,272,446

(l)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

(m)

55,272,446‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

55,272,446‌

(Cost

$55,272,446)

TOTAL

INVESTMENTS

-

100.1%

4,761,596,782‌

(Cost

$5,135,918,278)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(5,304,549‌)

NET

ASSETS

-

100.0%

$

4,756,292,233‌

Core

Plus

Bond

Fund

March

31,

2024

308

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

AVG

Average

BRL

Brazilian

Real

CME

Chicago

Mercantile

Exchange

COP

Colombia

Peso

D

Day

DOP

Dominican

Republic

Peso

EUR

Euro

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

SOFR

Secure

Overnight

Financing

Rate

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

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)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144(A)

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.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$60,866,438.

(e)

Perpetual

security

(f)

Payment

in

Kind

Bond

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

In

default

(i)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(j)

Non-income

producing

(k)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$27,486,238

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

0.125%–4.500%

and

maturity

date

7/15/26,

valued

at

$28,019,419.

(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.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

2,501,511

EUR

2,269,370

Toronto

Dominion

Bank

04/16/24

  $

51,645‌

EUR

Euro

Portfolio

of

Investments

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

March

31,

2024

309

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

LONG-TERM

MUNICIPAL

BONDS

-

99.3%

ALABAMA

-

1

.1

%

$

220,000

City

of

Andalusia

AL

4

.000

%

10/01/33

$

225,553‌

500,000

City

of

Birmingham

AL

5

.000

12/01/30

541,473‌

600,000

County

of

Jefferson

AL

Sewer

Revenue

5

.000

10/01/39

660,865‌

630,000

County

of

Mobile

AL

5

.000

02/01/34

693,947‌

250,000

Jackson

County

Board

of

Education

3

.000

03/01/39

215,655‌

TOTAL

ALABAMA

2,337,493‌

ALASKA

-

0

.2

%

500,000

Alaska

Municipal

Bond

Bank

Authority

5

.000

12/01/31

513,643‌

TOTAL

ALASKA

513,643‌

ARIZONA

-

0

.6

%

150,000

Maricopa

County

Unified

School

District

No

60

Higley

5

.000

06/01/38

167,472‌

190,000

Pinal

County

Electric

District

No

3

5

.000

07/01/33

196,950‌

1,005,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

5

.000

01/01/38

1,072,608‌

TOTAL

ARIZONA

1,437,030‌

ARKANSAS

-

0

.5

%

1,000,000

City

of

Fort

Smith

AR

Water

&

Sewer

Revenue

5

.000

10/01/32

1,081,100‌

TOTAL

ARKANSAS

1,081,100‌

CALIFORNIA

-

6

.1

%

365,000

California

Educational

Facilities

Authority

5

.000

12/01/29

393,175‌

1,510,000

California

Health

Facilities

Financing

Authority

5

.000

09/01/33

1,565,093‌

185,000

California

Municipal

Finance

Authority

4

.000

07/15/29

183,687‌

225,000

(a)

California

Statewide

Communities

Development

Authority

5

.000

12/01/28

233,845‌

115,000

City

&

County

of

San

Francisco

CA

3

.000

06/15/32

114,088‌

2,500,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/33

2,786,942‌

1,000,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/35

1,110,503‌

1,595,000

Hayward

Area

Recreation

&

Park

District

5

.000

08/01/31

1,725,673‌

1,560,000

Rancho

Water

District

Financing

Authority

5

.000

08/01/30

1,688,428‌

285,000

Riverside

Public

Financing

Authority

Loc

Measure

A

Sales

Tax

Revenue

5

.000

06/01/30

325,951‌

800,000

Sacramento

City

Unified

School

District

5

.000

08/01/39

879,777‌

2,475,000

State

of

California

4

.000

03/01/36

2,613,716‌

TOTAL

CALIFORNIA

13,620,878‌

COLORADO

-

0

.7

%

1,000,000

Colorado

Health

Facilities

Authority

4

.000

11/15/38

1,008,206‌

250,000

Colorado

Health

Facilities

Authority

5

.000

12/01/41

254,120‌

310,000

Denver

Health

&

Hospital

Authority

5

.000

12/01/28

327,170‌

TOTAL

COLORADO

1,589,496‌

CONNECTICUT

-

4

.1

%

1,180,000

Capital

Region

Development

Authority

5

.000

06/15/29

1,264,328‌

765,000

Capital

Region

Development

Authority

5

.000

06/15/33

818,724‌

1,900,000

City

of

Bridgeport

CT

5

.000

06/01/34

2,105,160‌

630,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/29

647,847‌

330,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/30

339,611‌

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

March

31,

2024

310

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

CONNECTICUT—continued

$

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

%

07/01/32

$

368,354‌

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/33

368,210‌

1,540,000

State

of

Connecticut

3

.000

01/15/36

1,463,921‌

255,000

State

of

Connecticut

5

.000

11/15/38

290,505‌

200,000

State

of

Connecticut

5

.000

01/15/39

230,539‌

1,000,000

State

of

Connecticut

Special

Tax

Revenue

5

.000

05/01/34

1,127,764‌

TOTAL

CONNECTICUT

9,024,963‌

DISTRICT

OF

COLUMBIA

-

0

.8

%

1,435,000

Metropolitan

Washington

Airports

Authority

Aviation

Revenue

5

.000

10/01/32

1,550,654‌

300,000

Washington

Metropolitan

Area

Transit

Authority

5

.000

07/01/32

317,035‌

TOTAL

DISTRICT

OF

COLUMBIA

1,867,689‌

FLORIDA

-

8

.4

%

2,500,000

Brevard

County

School

District

5

.000

07/01/31

2,650,460‌

210,000

City

of

Mount

Dora

FL

Fire

Protection

Assessment

Revenue

5

.000

05/01/30

224,399‌

550,000

County

of

Okaloosa

FL

Sales

Tax

Revenue

5

.000

10/01/33

603,276‌

2,500,000

Duval

County

Public

Schools

5

.000

07/01/31

2,819,512‌

1,250,000

(a)

Florida

Development

Finance

Corp

8

.000

07/01/57

1,325,000‌

1,210,000

(a)

Florida

Development

Finance

Corp

8

.250

07/01/57

1,209,746‌

1,200,000

Greater

Orlando

Aviation

Authority

4

.000

10/01/35

1,219,828‌

175,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/31

186,398‌

190,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/33

202,268‌

400,000

Hillsborough

County

Port

District

5

.000

06/01/29

425,416‌

1,000,000

Hillsborough

County

Port

District

5

.000

06/01/33

1,062,991‌

250,000

Palm

Beach

County

School

District

5

.000

08/01/39

284,696‌

500,000

School

District

of

Broward

County

5

.000

07/01/31

513,777‌

2,040,000

School

District

of

Broward

County

5

.000

07/01/32

2,303,587‌

2,500,000

State

of

Florida

5

.000

06/01/35

3,070,430‌

540,000

Volusia

County

Educational

Facility

Authority

5

.000

10/15/32

572,493‌

TOTAL

FLORIDA

18,674,277‌

GEORGIA

-

3

.6

%

2,500,000

City

of

Atlanta

GA

Department

of

Aviation

4

.000

07/01/34

2,550,507‌

1,000,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/37

1,002,065‌

1,250,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/38

1,242,474‌

1,000,000

Dahlonega

Downtown

Development

Authority

5

.000

07/01/39

1,042,445‌

1,165,000

Main

Street

Natural

Gas,

Inc

5

.000

06/01/28

1,201,345‌

1,000,000

Main

Street

Natural

Gas,

Inc

5

.000

12/01/30

1,050,795‌

TOTAL

GEORGIA

8,089,631‌

GUAM

-

0

.2

%

200,000

Port

Authority

of

Guam

5

.000

07/01/29

210,185‌

200,000

Port

Authority

of

Guam

5

.000

07/01/30

210,348‌

TOTAL

GUAM

420,533‌

HAWAII

-

0

.5

%

1,000,000

State

of

Hawaii

Airports

System

Revenue

5

.000

07/01/41

1,006,077‌

TOTAL

HAWAII

1,006,077‌

ILLINOIS

-

11

.3

%

500,000

Chicago

Housing

Authority

5

.000

01/01/33

528,127‌

1,250,000

City

of

Chicago

IL

5

.000

01/01/29

1,342,605‌

3,315,000

City

of

Chicago

IL

5

.000

01/01/29

3,560,590‌

270,000

City

of

LeRoy

IL

3

.000

12/01/35

242,218‌

200,000

City

of

Waukegan

IL

Water

&

Sewer

System

Revenue

5

.000

12/30/31

219,162‌

1,750,000

County

of

Cook

IL

5

.000

11/15/31

1,820,614‌

1,355,000

County

of

Cook

IL

Sales

Tax

Revenue

4

.000

11/15/39

1,321,485‌

311

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

ILLINOIS—continued

$

2,000,000

Illinois

Finance

Authority

5

.000

%

10/01/34

$

2,037,280‌

475,000

Illinois

Finance

Authority

5

.000

10/01/36

491,306‌

1,825,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/37

2,153,540‌

275,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/39

318,407‌

225,000

Madison

&

Jersey

Counties

Unit

School

District

No

11-Alton

5

.000

12/01/30

244,175‌

300,000

Metropolitan

Pier

&

Exposition

Authority

5

.000

12/15/34

315,251‌

2,500,000

Sales

Tax

Securitization

Corp

5

.000

01/01/31

2,776,154‌

1,655,000

State

of

Illinois

4

.000

02/01/30

1,694,448‌

1,500,000

State

of

Illinois

5

.000

03/01/37

1,640,331‌

1,043,000

Village

of

Bolingbrook

IL

4

.000

03/01/30

1,058,073‌

250,000

Village

of

Broadview

IL

5

.000

12/01/28

263,348‌

200,000

Village

of

Broadview

IL

5

.000

12/01/29

210,945‌

545,000

Village

of

Broadview

IL

5

.000

12/01/30

575,585‌

745,000

Village

of

Broadview

IL

5

.000

12/01/33

789,046‌

1,005,000

Village

of

Lyons

IL

4

.000

12/01/36

1,032,512‌

500,000

Village

of

Matteson

IL

5

.000

12/01/35

531,477‌

TOTAL

ILLINOIS

25,166,679‌

INDIANA

-

1

.6

%

500,000

Brownsburg

1999

School

Building

Corp

5

.000

01/15/30

536,210‌

1,045,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/37

1,287,262‌

1,000,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/39

1,212,817‌

550,000

New

Castle

Middle

School

Building

Corp

5

.000

07/15/30

603,081‌

TOTAL

INDIANA

3,639,370‌

IOWA

-

1

.7

%

3,470,000

Iowa

Finance

Authority

5

.000

08/01/37

3,873,382‌

TOTAL

IOWA

3,873,382‌

KENTUCKY

-

1

.2

%

200,000

Kentucky

State

Property

&

Building

Commission

3

.500

05/01/32

200,485‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/34

1,290,204‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/35

1,286,290‌

TOTAL

KENTUCKY

2,776,979‌

LOUISIANA

-

0

.8

%

500,000

New

Orleans

Aviation

Board

5

.000

10/01/33

536,806‌

1,250,000

St.

Tammany

Parish

Hospital

Service

District

No

5

.000

07/01/33

1,337,826‌

TOTAL

LOUISIANA

1,874,632‌

MASSACHUSETTS

-

2

.1

%

2,410,000

Commonwealth

of

Massachusetts

5

.000

11/01/32

2,862,122‌

1,500,000

Commonwealth

of

Massachusetts

5

.000

01/01/39

1,735,072‌

TOTAL

MASSACHUSETTS

4,597,194‌

MICHIGAN

-

3

.8

%

200,000

City

of

Monroe

MI

4

.000

05/01/36

205,066‌

1,000,000

City

of

Southfield

MI

4

.000

05/01/29

1,031,343‌

4,380,000

Michigan

State

Housing

Development

Authority

4

.500

12/01/38

4,514,040‌

385,000

Wayne

County

Airport

Authority

5

.000

12/01/29

421,884‌

2,270,000

Wayne-Westland

Community

Schools

4

.000

11/01/38

2,322,340‌

TOTAL

MICHIGAN

8,494,673‌

MINNESOTA

-

3

.9

%

1,055,000

City

of

Minneapolis

MN

5

.000

11/15/33

1,108,162‌

70,000

Duluth

Economic

Development

Authority

5

.000

02/15/33

73,736‌

250,000

Forest

Lake

Independent

School

District

No

831

3

.000

02/01/30

250,392‌

400,000

Hawley

Independent

School

District

No

150

5

.000

02/01/38

435,921‌

1,500,000

Howard

Lake-Waverly-Winsted

Independent

School

District

No

2687

5

.000

02/01/36

1,727,954‌

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

March

31,

2024

312

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

MINNESOTA—continued

$

1,695,000

Le

Sueur-Henderson

Independent

School

District

No

2397

5

.000

%

02/01/31

$

1,946,765‌

2,500,000

Osseo

Independent

School

District

No

279

5

.000

02/01/35

2,898,107‌

285,000

Plymouth

Intermediate

District

No

287

4

.000

05/01/31

288,312‌

TOTAL

MINNESOTA

8,729,349‌

MISSISSIPPI

-

2

.0

%

1,000,000

Mississippi

Development

Bank

5

.000

03/01/35

1,029,739‌

800,000

Mississippi

Development

Bank

4

.000

10/01/38

810,138‌

2,485,000

State

of

Mississippi

Gaming

Tax

Revenue

5

.000

10/15/33

2,619,952‌

TOTAL

MISSISSIPPI

4,459,829‌

MISSOURI

-

0

.5

%

425,000

Missouri

Joint

Municipal

Electric

Utility

Commission

5

.250

12/01/38

473,436‌

555,000

North

Kansas

City

School

District

No

74

3

.000

03/01/32

534,497‌

TOTAL

MISSOURI

1,007,933‌

NEVADA

-

0

.4

%

700,000

County

of

Clark

NV

3

.125

11/01/35

679,340‌

200,000

State

of

Nevada

3

.125

02/01/31

199,651‌

TOTAL

NEVADA

878,991‌

NEW

JERSEY

-

6

.5

%

2,500,000

New

Jersey

Economic

Development

Authority

5

.000

11/01/35

2,739,586‌

1,000,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/29

1,034,303‌

765,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

12/15/33

828,495‌

3,000,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/34

3,246,512‌

1,000,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/36

1,035,827‌

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/38

2,823,180‌

1,025,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/39

1,047,224‌

500,000

South

Jersey

Port

Corp

5

.000

01/01/48

509,284‌

1,300,000

Toms

River

Board

of

Education

3

.000

07/15/38

1,141,330‌

TOTAL

NEW

JERSEY

14,405,741‌

NEW

MEXICO

-

0

.5

%

1,040,000

New

Mexico

Finance

Authority

5

.000

06/15/31

1,042,593‌

TOTAL

NEW

MEXICO

1,042,593‌

NEW

YORK

-

5

.3

%

2,500,000

City

of

New

York

NY

5

.000

08/01/30

2,822,881‌

650,000

City

of

New

York

NY

5

.000

08/01/39

703,177‌

200,000

Long

Island

Power

Authority

3

.000

09/01/36

194,490‌

545,000

Metropolitan

Transportation

Authority

4

.000

11/15/34

547,526‌

220,000

Metropolitan

Transportation

Authority

4

.000

11/15/37

220,537‌

1,250,000

Metropolitan

Transportation

Authority

5

.000

11/15/50

1,300,277‌

200,000

New

York

City

Municipal

Water

Finance

Authority

3

.500

06/15/32

200,892‌

350,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

4

.000

05/01/37

353,255‌

1,750,000

New

York

State

Dormitory

Authority

5

.000

07/01/33

1,833,194‌

125,000

New

York

State

Dormitory

Authority

5

.000

07/01/38

139,766‌

305,000

New

York

State

Urban

Development

Corp

5

.000

03/15/38

327,242‌

375,000

New

York

Transportation

Development

Corp

5

.000

07/01/30

375,526‌

1,080,000

New

York

Transportation

Development

Corp

4

.000

10/01/30

1,085,529‌

715,000

New

York

Transportation

Development

Corp

5

.000

01/01/36

738,769‌

140,000

New

York

Transportation

Development

Corp

5

.500

06/30/39

155,294‌

500,000

Triborough

Bridge

&

Tunnel

Authority

5

.000

11/15/37

581,971‌

100,000

Watervliet

City

School

District

3

.500

06/15/34

97,962‌

TOTAL

NEW

YORK

11,678,288‌

NORTH

CAROLINA

-

2

.1

%

100,000

Appalachian

State

University

3

.000

10/01/31

97,185‌

250,000

Charlotte-Mecklenburg

Hospital

Authority

5

.000

01/15/30

280,236‌

313

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

NORTH

CAROLINA—continued

$

300,000

Greenville

Utilities

Commission

5

.000

%

08/01/31

$

335,239‌

300,000

North

Carolina

Housing

Finance

Agency

4

.000

07/01/39

298,217‌

830,000

North

Carolina

Housing

Finance

Agency

4

.900

07/01/43

861,525‌

2,500,000

State

of

North

Carolina

5

.000

06/01/31

2,735,015‌

TOTAL

NORTH

CAROLINA

4,607,417‌

OHIO

-

1

.7

%

1,000,000

American

Municipal

Power,

Inc

5

.000

02/15/34

1,086,558‌

200,000

City

of

Akron

OH

Income

Tax

Revenue

3

.500

12/01/33

200,385‌

240,000

City

of

Toledo

OH

4

.000

12/01/29

249,223‌

250,000

City

of

Toledo

OH

4

.000

12/01/30

258,173‌

200,000

City

of

Toledo

OH

4

.000

12/01/31

206,641‌

1,500,000

County

of

Miami

OH

5

.000

08/01/32

1,606,194‌

235,000

Jackson

Milton

Local

School

District

4

.000

06/01/31

237,018‌

TOTAL

OHIO

3,844,192‌

OKLAHOMA

-

0

.7

%

695,000

Marshall

County

Educational

Facilities

Authority

5

.000

09/01/31

748,736‌

750,000

Oklahoma

Development

Finance

Authority

5

.000

08/15/28

775,559‌

TOTAL

OKLAHOMA

1,524,295‌

OREGON

-

0

.5

%

3,000,000

(a),(b)

Oregon

State

Business

Development

Commission

6

.500

04/01/31

300‌

1,000,000

(b)

Oregon

State

Business

Development

Commission

11

.500

04/01/31

10‌

625,000

(a),(b)

Oregon

State

Business

Development

Commission

9

.000

04/01/37

62‌

1,000,000

Tri-County

Metropolitan

Transportation

District

of

Oregon

5

.000

10/01/28

1,075,257‌

TOTAL

OREGON

1,075,629‌

PENNSYLVANIA

-

1

.7

%

1,025,000

Norristown

Area

School

District

4

.000

09/01/31

1,044,328‌

1,660,000

North

Pocono

School

District

4

.000

09/15/29

1,731,413‌

915,000

Township

of

Northampton

PA

4

.000

05/15/33

922,567‌

TOTAL

PENNSYLVANIA

3,698,308‌

SOUTH

CAROLINA

-

0

.1

%

270,000

State

of

South

Carolina

5

.000

04/01/35

310,945‌

TOTAL

SOUTH

CAROLINA

310,945‌

TENNESSEE

-

2

.3

%

1,000,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

07/01/33

1,036,098‌

1,140,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

07/01/38

1,156,278‌

755,000

Tennessee

Energy

Acquisition

Corp

4

.000

11/01/49

757,680‌

2,000,000

Tennessee

Energy

Acquisition

Corp

5

.000

05/01/53

2,065,704‌

TOTAL

TENNESSEE

5,015,760‌

TEXAS

-

11

.1

%

1,105,000

Canyon

Independent

School

District

4

.000

02/15/38

1,117,737‌

1,210,000

Central

Texas

Regional

Mobility

Authority

5

.000

01/01/29

1,282,829‌

900,000

City

of

Austin

TX

Airport

System

Revenue

5

.000

11/15/39

902,498‌

310,000

City

of

Baytown

TX

3

.500

02/01/29

310,445‌

205,000

City

of

Dallas

TX

5

.000

02/15/30

215,738‌

2,000,000

City

of

El

Paso

TX

Airport

Revenue

5

.000

08/15/28

2,128,155‌

1,970,000

City

of

Houston

TX

5

.000

03/01/32

2,078,151‌

1,650,000

City

of

Houston

TX

Airport

System

Revenue

5

.000

07/01/35

1,861,397‌

2,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5

.000

02/01/46

2,130,184‌

500,000

County

of

Galveston

TX

4

.000

02/01/38

503,546‌

985,000

County

of

Nueces

TX

5

.000

02/15/34

1,016,536‌

1,225,000

El

Paso

County

Community

College

District

5

.000

04/01/38

1,263,182‌

1,125,000

Fort

Worth

Independent

School

District

5

.000

02/15/35

1,318,142‌

5–15

Year

Laddered

Tax

Exempt

Bond

Fund

March

31,

2024

314

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

TEXAS—continued

$

400,000

Harris

County

Municipal

Utility

District

No

367

3

.000

%

09/01/31

$

383,112‌

1,000,000

North

Texas

Tollway

Authority

5

.000

01/01/30

1,073,150‌

420,000

Port

Freeport

TX

5

.000

06/01/28

445,792‌

825,000

Port

Freeport

TX

5

.000

06/01/29

867,910‌

865,000

Port

Freeport

TX

5

.000

06/01/30

910,874‌

935,000

Port

Freeport

TX

5

.000

06/01/32

980,306‌

1,385,000

Texas

Municipal

Power

Agency

3

.000

09/01/40

1,198,004‌

1,000,000

Texas

Water

Development

Board

5

.000

10/15/32

1,095,921‌

1,370,000

University

of

Houston

4

.000

02/15/37

1,375,677‌

285,000

Williamson

County

Municipal

Utility

District

No

19

4

.250

08/15/37

290,116‌

TOTAL

TEXAS

24,749,402‌

UTAH

-

1

.2

%

475,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/31

502,811‌

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/32

1,058,265‌

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/33

1,058,035‌

TOTAL

UTAH

2,619,111‌

VIRGIN

ISLANDS

-

2

.0

%

2,000,000

(a)

Virgin

Islands

Public

Finance

Authority

5

.000

09/01/25

2,002,214‌

2,500,000

(a)

Virgin

Islands

Public

Finance

Authority

5

.000

09/01/33

2,532,667‌

TOTAL

VIRGIN

ISLANDS

4,534,881‌

VIRGINIA

-

2

.1

%

1,065,000

County

of

Fairfax

VA

Sewer

Revenue

4

.000

07/15/38

1,115,550‌

700,000

Virginia

College

Building

Authority

3

.000

02/01/32

685,607‌

350,000

Virginia

Housing

Development

Authority

4

.375

07/01/38

359,050‌

2,000,000

Virginia

Small

Business

Financing

Authority

4

.000

01/01/36

2,023,062‌

400,000

Virginia

Small

Business

Financing

Authority

5

.000

12/31/47

414,300‌

TOTAL

VIRGINIA

4,597,569‌

WASHINGTON

-

1

.8

%

1,610,000

City

of

Tukwila

WA

3

.000

12/01/31

1,588,923‌

1,000,000

Pend

Oreille

County

Public

Utility

District

No  Box

Canyon

5

.000

01/01/29

1,047,236‌

1,000,000

State

of

Washington

5

.000

02/01/39

1,062,838‌

270,000

State

of

Washington

5

.000

06/01/39

293,043‌

TOTAL

WASHINGTON

3,992,040‌

WEST

VIRGINIA

-

0

.9

%

750,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/29

762,338‌

1,215,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/30

1,233,962‌

TOTAL

WEST

VIRGINIA

1,996,300‌

WISCONSIN

-

2

.6

%

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/33

1,019,584‌

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/34

1,017,977‌

2,500,000

State

of

Wisconsin

5

.000

05/01/31

2,874,944‌

755,000

State

of

Wisconsin

4

.000

05/01/41

759,110‌

TOTAL

WISCONSIN

5,671,615‌

WYOMING

-

0

.1

%

250,000

Wyoming

Municipal

Power

Agency,

Inc

4

.000

01/01/36

257,314‌

TOTAL

WYOMING

257,314‌

TOTAL

LONG-TERM

MUNICIPAL

BONDS

220,783,221‌

(Cost

$224,918,840)

TOTAL

LONG-TERM

INVESTMENTS

220,783,221‌

(Cost

$224,918,840)

315

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.2%

REPURCHASE

AGREEMENT

-

0

.2

%

$

420,000

(c)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

$

420,000‌

TOTAL

REPURCHASE

AGREEMENT

420,000‌

TOTAL

SHORT-TERM

INVESTMENTS

420,000‌

(Cost

$420,000)

TOTAL

INVESTMENTS

-

99.5%

221,203,221‌

(Cost

$225,338,840)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.5%

1,221,105‌

NET

ASSETS

-

100.0%

$

222,424,326‌

(a)

Security

is

exempt

from

registration

under

Rule

144(A)

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.

(b)

In

default

(c)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$420,248

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

8/15/26,

valued

at

$428,466.

Green

Bond

Fund

March

31,

2024

Portfolio

of

Investments

316

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.2%

BANK

LOAN

OBLIGATIONS

-

1.8%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.3

%

$

487,500

(a)

LTR

Intermediate

Holdings,

Inc

SOFR

4

M

+

4.500%

10

.110

%

05/05/28

$

459,062‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

459,062‌

UTILITIES

-

1

.5

%

434,973

(a)

Constellation

Renewables

LLC

SOFR

4

M

+

2.500%

8

.105

12/15/27

435,867‌

902,500

(a)

TerraForm

Power

Operating

LLC

SOFR

4

M

+

2.500%

7

.902

05/21/29

897,987‌

1,000,000

(a)

Vistra

Operations

Co

LLC

CME

Term

SOFR

1

M

+

2.750%

2

.750

04/30/31

1,001,460‌

TOTAL

UTILITIES

2,335,314‌

TOTAL

BANK

LOAN

OBLIGATIONS

2,794,376‌

(Cost

$2,803,594)

CORPORATE

BONDS

-

52

.2

%

AUTOMOBILES

&

COMPONENTS

-

1

.7

%

1,250,000

Ford

Motor

Co

3

.250

02/12/32

1,039,757‌

775,000

General

Motors

Co

5

.400

10/15/29

777,111‌

1,000,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

865,354‌

TOTAL

AUTOMOBILES

&

COMPONENTS

2,682,222‌

BANKS

-

3

.0

%

1,000,000

Bank

of

America

Corp

0

.981

09/25/25

976,833‌

1,000,000

Bank

of

America

Corp

2

.456

10/22/25

982,031‌

250,000

Citigroup,

Inc

6

.035

10/30/24

250,300‌

500,000

(b)

ING

Groep

NV

4

.625

01/06/26

494,456‌

1,000,000

JPMorgan

Chase

&

Co

0

.768

08/09/25

981,119‌

1,000,000

Wells

Fargo

&

Co

4

.540

08/15/26

987,229‌

TOTAL

BANKS

4,671,968‌

CAPITAL

GOODS

-

0

.9

%

1,250,000

Conservation

Fund

3

.474

12/15/29

1,133,893‌

250,000

(b)

Sociedad

de

Transmision

Austral

S.A.

4

.000

01/27/32

218,764‌

TOTAL

CAPITAL

GOODS

1,352,657‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.4

%

200,000

(b)

Ambipar

Lux

Sarl

9

.875

02/06/31

200,390‌

500,000

Nature

Conservancy

1

.511

07/01/29

420,176‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

620,566‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

250,000

Whirlpool

Corp

2

.400

05/15/31

206,968‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

206,968‌

CONSUMER

SERVICES

-

0

.5

%

750,000

Family

Forest

Impact

Foundation

LLC

5

.500

07/01/32

742,591‌

TOTAL

CONSUMER

SERVICES

742,591‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.4

%

1,000,000

SYSCO

Corp

2

.400

02/15/30

865,281‌

1,575,000

Walmart,

Inc

1

.800

09/22/31

1,307,635‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

2,172,916‌

ENERGY

-

1

.0

%

1,000,000

(b)

New

York

State

Electric

&

Gas

Corp

5

.650

08/15/28

1,022,675‌

575,000

(b)

Raizen

Fuels

Finance

S.A.

6

.450

03/05/34

589,943‌

TOTAL

ENERGY

1,612,618‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.2

%

406,000

ERP

Operating

LP

4

.150

12/01/28

393,477‌

250,000

(b)

HAT

Holdings

I

LLC

3

.375

06/15/26

235,476‌

250,000

(b)

HAT

Holdings

I

LLC

8

.000

06/15/27

260,675‌

317

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

1,000,000

Regency

Centers

LP

3

.750

%

06/15/24

$

994,269‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1,883,897‌

FINANCIAL

SERVICES

-

4

.9

%

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/29

982,643‌

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

987,038‌

1,000,000

Goldman

Sachs

Group,

Inc

4

.387

06/15/27

980,679‌

1,000,000

(b)

GPS

Blue

Financing

DAC

5

.645

11/09/41

952,000‌

250,000

(b)

HAT

Holdings

I

LLC

6

.000

04/15/25

248,988‌

1,100,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

1,103,683‌

1,000,000

Mastercard,

Inc

1

.900

03/15/31

835,166‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

928,170‌

285,000

(b)

Starwood

Property

Trust,

Inc

4

.375

01/15/27

268,085‌

500,000

(b)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

466,835‌

TOTAL

FINANCIAL

SERVICES

7,753,287‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.6

%

650,000

(b)

Mars,

Inc

4

.650

04/20/31

641,566‌

250,000

(b)

NBM

US

Holdings,

Inc

6

.625

08/06/29

248,409‌

1,000,000

PepsiCo,

Inc

3

.900

07/18/32

948,043‌

1,000,000

PepsiCo,

Inc

2

.875

10/15/49

696,540‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,534,558‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.6

%

1,000,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

737,991‌

250,000

Stanford

Health

Care

3

.027

08/15/51

173,111‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

911,102‌

INSURANCE

-

1

.8

%

1,000,000

Aflac,

Inc

1

.125

03/15/26

926,368‌

1,000,000

(b)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

1,013,246‌

1,000,000

(b)

USAA

Capital

Corp

2

.125

05/01/30

835,905‌

TOTAL

INSURANCE

2,775,519‌

MATERIALS

-

4

.3

%

750,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

745,966‌

685,000

(b)

Alcoa

Nederland

Holding

BV

7

.125

03/15/31

697,778‌

625,000

(b)

Cemex

SAB

de

C.V.

9

.125

N/A(c)

678,971‌

1,000,000

Dow

Chemical

Co

5

.150

02/15/34

996,447‌

1,000,000

(b)

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

988,729‌

1,000,000

LG

Chem

Ltd

3

.250

10/15/24

986,698‌

570,000

(b)

LG

Chem

Ltd

4

.375

07/14/25

560,690‌

900,000

(b),(d)

Smurfit

Kappa

Treasury

ULC

5

.200

01/15/30

898,221‌

202,700

(b)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

203,397‌

TOTAL

MATERIALS

6,756,897‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.6

%

1,000,000

Pfizer,

Inc

2

.625

04/01/30

890,745‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

890,745‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

1

.2

%

1,000,000

(e)

Intel

Corp

4

.150

08/05/32

949,761‌

1,000,000

NXP

BV

3

.400

05/01/30

907,637‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,857,398‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1

.5

%

2,500,000

Apple,

Inc

3

.000

06/20/27

2,381,513‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

2,381,513‌

TELECOMMUNICATION

SERVICES

-

1

.7

%

1,500,000

Verizon

Communications,

Inc

1

.500

09/18/30

1,224,506‌

1,000,000

Verizon

Communications,

Inc

2

.850

09/03/41

719,880‌

1,000,000

Verizon

Communications,

Inc

3

.875

03/01/52

786,030‌

TOTAL

TELECOMMUNICATION

SERVICES

2,730,416‌

Green

Bond

Fund

March

31,

2024

318

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION

-

0

.1

%

$

250,000

Norfolk

Southern

Corp

2

.300

%

05/15/31

$

211,416‌

TOTAL

TRANSPORTATION

211,416‌

UTILITIES

-

23

.7

%

527,000

Ameren

Illinois

Co

2

.900

06/15/51

345,675‌

1,000,000

Avangrid,

Inc

3

.150

12/01/24

982,934‌

215,000

(b)

Consorcio

Transmantaro

SA

4

.700

04/16/34

202,709‌

1,000,000

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/27

1,002,678‌

983,992

(b)

Continental

Wind

LLC

6

.000

02/28/33

996,887‌

500,000

Dominion

Energy,

Inc

2

.250

08/15/31

409,155‌

2,000,000

DTE

Electric

Co

1

.900

04/01/28

1,793,261‌

1,000,000

DTE

Electric

Co

3

.950

03/01/49

810,793‌

1,000,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

857,687‌

1,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

886,551‌

600,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

393,680‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

940,783‌

1,000,000

Duke

Energy

Progress

LLC

4

.000

04/01/52

793,478‌

250,000

(b)

Electricite

de

France

S.A.

3

.625

10/13/25

243,585‌

1,000,000

Georgia

Power

Co

3

.250

04/01/26

963,005‌

1,000,000

(b)

Liberty

Utilities

Finance

GP

2

.050

09/15/30

809,867‌

1,000,000

MidAmerican

Energy

Co

3

.100

05/01/27

950,141‌

500,000

MidAmerican

Energy

Co

2

.700

08/01/52

311,315‌

975,000

MidAmerican

Energy

Co

5

.850

09/15/54

1,040,299‌

1,050,000

MidAmerican

Energy

Co

5

.300

02/01/55

1,038,660‌

1,075,000

(b)

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

862,240‌

400,000

NextEra

Energy

Capital

Holdings,

Inc

5

.250

03/15/34

399,115‌

1,016,000

(b)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

1,039,534‌

1,000,000

(b)

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

824,339‌

500,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

308,257‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

1,082,344‌

529,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

505,869‌

1,000,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

677,169‌

1,000,000

Public

Service

Co

of

Oklahoma

2

.200

08/15/31

817,271‌

1,000,000

Public

Service

Electric

and

Gas

Co

3

.100

03/15/32

876,625‌

250,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

243,671‌

550,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

552,063‌

1,000,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

673,365‌

1,000,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

809,383‌

960,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

698,538‌

706,159

(b)

Solar

Star

Funding

LLC

3

.950

06/30/35

631,876‌

1,000,000

Southern

California

Edison

Co

2

.750

02/01/32

846,077‌

1,162,000

Southern

California

Edison

Co

3

.650

06/01/51

857,784‌

1,000,000

Southern

Power

Co

4

.150

12/01/25

983,196‌

1,000,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

663,842‌

1,000,000

Southwestern

Public

Service

Co

3

.150

05/01/50

656,115‌

949,170

(b)

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

754,790‌

303,126

(b)

Topaz

Solar

Farms

LLC

4

.875

09/30/39

268,267‌

943,184

(b)

Topaz

Solar

Farms

LLC

5

.750

09/30/39

941,930‌

176,085

(b)

UEP

Penonome

II

S.A.

6

.500

10/01/38

137,346‌

1,000,000

Union

Electric

Co

2

.150

03/15/32

811,108‌

1,000,000

Union

Electric

Co

2

.625

03/15/51

615,138‌

1,075,000

Union

Electric

Co

3

.900

04/01/52

850,174‌

1,050,000

(b)

Vistra

Corp

7

.000

N/A(c)

1,039,653‌

1,000,000

Wisconsin

Power

and

Light

Co

3

.950

09/01/32

927,500‌

TOTAL

UTILITIES

37,127,722‌

TOTAL

CORPORATE

BONDS

81,876,976‌

(Cost

$87,411,250)

GOVERNMENT

BONDS

-

26

.6

%

AGENCY

SECURITIES

-

2

.1

%

1,000,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

966,696‌

319

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

250,000

United

States

International

Development

Finance

Corp

1

.650

%

04/15/28

$

225,841‌

177,689

United

States

International

Development

Finance

Corp

1

.050

10/15/29

160,890‌

177,689

United

States

International

Development

Finance

Corp

1

.790

10/15/29

164,339‌

177,689

United

States

International

Development

Finance

Corp

2

.360

10/15/29

166,995‌

1,467,632

United

States

International

Development

Finance

Corp

3

.430

06/01/33

1,369,758‌

227,399

United

States

International

Development

Finance

Corp

1

.630

07/15/38

183,257‌

TOTAL

AGENCY

SECURITIES

3,237,776‌

FOREIGN

GOVERNMENT

BONDS

-

12

.6

%

200,000

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

182,480‌

300,000

(b)

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

273,775‌

1,000,000

Asian

Development

Bank

1

.750

08/14/26

936,381‌

750,000

Asian

Development

Bank

3

.125

09/26/28

712,178‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

1,005,199‌

250,000

(b)

CDP

Financial,

Inc

1

.000

05/26/26

230,652‌

250,000

European

Bank

for

Reconstruction

&

Development

1

.625

09/27/24

245,365‌

2,000,000

European

Investment

Bank

2

.500

10/15/24

1,970,238‌

1,000,000

(b)

European

Investment

Bank

2

.876

06/13/25

976,335‌

830,000

European

Investment

Bank

3

.250

11/15/27

796,911‌

250,000

European

Investment

Bank

1

.625

10/09/29

217,190‌

1,500,000

European

Investment

Bank

0

.750

09/23/30

1,202,411‌

1,000,000

European

Investment

Bank

3

.750

02/14/33

958,683‌

1,000,000

Hydro-Quebec

8

.050

07/07/24

1,005,970‌

1,000,000

Inter-American

Investment

Corp

2

.625

04/22/25

972,823‌

500,000

International

Bank

for

Reconstruction

&

Development

2

.125

03/03/25

486,516‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

892,848‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

485,995‌

500,000

(b)

Korea

Electric

Power

Corp

4

.875

01/31/27

497,180‌

2,053,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

1,647,195‌

1,610,000

OMERS

Finance

Trust

3

.500

04/19/32

1,471,707‌

2,000,000

(b)

OMERS

Finance

Trust

4

.000

04/19/52

1,582,658‌

1,000,000

(b)

OPEC

Fund

for

International

Development

4

.500

01/26/26

987,474‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

19,738,164‌

MORTGAGE

BACKED

-

0

.2

%

250,000

(a)

Federal

National

Mortgage

Association

(FNMA)

1

.469

11/25/30

204,980‌

250,000

(a)

FNMA

1

.245

01/25/31

201,872‌

TOTAL

MORTGAGE

BACKED

406,852‌

MUNICIPAL

BONDS

-

9

.4

%

800,000

California

Community

Choice

Financing

Authority

5

.950

08/01/29

808,597‌

1,000,000

California

Community

Choice

Financing

Authority

6

.125

04/01/30

1,018,144‌

180,000

(b)

California

Municipal

Finance

Authority

6

.375

11/15/48

168,142‌

500,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014

6

.332

09/01/51

525,575‌

300,000

City

of

Cleveland

OH

Income

Tax

Revenue

3

.072

10/01/41

228,038‌

142,958

(f)

City

of

Fort

Wayne

IN

10

.750

12/01/29

14‌

250,000

(b)

County

of

Gallatin

MT

11

.500

09/01/27

257,421‌

500,000

District

of

Columbia

3

.850

02/28/25

491,589‌

1,000,000

Florida

Development

Finance

Corp

7

.500

07/01/57

994,434‌

1,000,000

(b)

Florida

Development

Finance

Corp

8

.000

07/01/57

1,060,000‌

1,000,000

(b)

Florida

Development

Finance

Corp

8

.250

07/01/57

999,790‌

290,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

246,955‌

315,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.485

07/01/32

265,923‌

1,000,000

Metropolitan

Transportation

Authority

5

.175

11/15/49

930,961‌

170,000

Morris

County

Improvement

Authority

1

.298

06/15/27

153,825‌

210,000

Mount

Shasta

Public

Financing

Authority

3

.000

08/01/35

201,052‌

220,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/36

194,245‌

120,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/37

103,736‌

160,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/38

137,436‌

165,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/39

138,915‌

1,000,000

(b)

New

Hampshire

Business

Finance

Authority

5

.600

02/01/29

1,000,000‌

850,000

(b)

New

Hampshire

Business

Finance

Authority

5

.430

07/01/33

850,000‌

Green

Bond

Fund

March

31,

2024

320

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

1,840,000

New

York

State

Energy

Research

&

Development

Authority

4

.521

%

04/01/26

$

1,803,545‌

230,000

New

York

State

Energy

Research

&

Development

Authority

3

.927

04/01/27

220,876‌

240,000

(b),(f),(g)

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

24‌

1,000,000

Philadelphia

Energy

Authority

5

.048

11/01/27

1,004,019‌

907,822

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

873,389‌

TOTAL

MUNICIPAL

BONDS

14,676,645‌

U.S.

TREASURY

SECURITIES

-

2

.3

%

1,049,000

(e)

United

States

Treasury

Note

4

.625

02/28/26

1,048,140‌

115,000

United

States

Treasury

Note

4

.250

03/15/27

114,470‌

536,000

(e)

United

States

Treasury

Note

4

.250

02/28/29

536,712‌

700,000

United

States

Treasury

Note

4

.000

02/15/34

688,406‌

670,000

(e)

United

States

Treasury

Note

4

.500

02/15/44

673,664‌

522,000

United

States

Treasury

Note

4

.750

11/15/53

557,235‌

TOTAL

U.S.

TREASURY

SECURITIES

3,618,627‌

TOTAL

GOVERNMENT

BONDS

41,678,064‌

(Cost

$43,315,520)

STRUCTURED

ASSETS

-

18

.1

%

ASSET

BACKED

-

11

.4

%

250,000

(a),(b)

BFLD

Trust

Term

SOFR

1

M

+

2.214%

7

.540

10/15/35

113,337‌

Series

-

2020

EYP

(Class

C)

73,286

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.100

05/20/48

57,587‌

Series

-

2021

3CS

(Class

A)

259,200

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

200,786‌

Series

-

2021

4GS

(Class

A)

247,670

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

182,314‌

Series

-

2021

5CS

(Class

B)

407,485

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.700

01/20/49

337,057‌

Series

-

2022

1GS

(Class

A)

886,158

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

4

.950

07/20/49

832,155‌

Series

-

2022

3CS

(Class

A)

500,000

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

5

.550

11/20/54

438,839‌

Series

-

2022

4CS

(Class

B)

1,010,461

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

5

.520

02/22/55

981,078‌

Series

-

2023

1GS

(Class

A)

927,880

(b)

Helios

Issuer

LLC

5

.750

12/20/50

941,632‌

Series

-

2023

GRID1

(Class

1A)

242,185

(b)

Helios

Issuer,

LLC

5

.300

08/22/50

238,004‌

Series

-

2023

B

(Class

A)

92,290

(b)

HERO

Funding

Trust

4

.050

09/20/41

84,825‌

Series

-

2016

1A

(Class

A)

142,550

(b)

HERO

Funding

Trust

3

.910

09/20/42

129,100‌

Series

-

2016

3A

(Class

A2)

85,339

(b)

HERO

Funding

Trust

4

.290

09/20/47

77,866‌

Series

-

2016

4A

(Class

A2)

41,233

(b)

HERO

Funding

Trust

4

.460

09/20/47

37,441‌

Series

-

2017

1A

(Class

A2)

95,118

(b)

HERO

Funding

Trust

3

.190

09/20/48

81,805‌

Series

-

2017

3A

(Class

A1)

191,662

(b)

HERO

Funding

Trust

3

.950

09/20/48

169,355‌

Series

-

2017

3A

(Class

A2)

108,398

(b)

HERO

Funding

Trust

2

.720

09/20/57

88,822‌

Series

-

2020

1A

(Class

A)

900,000

(b)

Hertz

Vehicle

Financing

III

LLC

7

.130

09/25/29

928,340‌

Series

-

2023

2A

(Class

C)

152,930

(b)

Loanpal

Solar

Loan

Ltd

2

.290

01/20/48

122,673‌

Series

-

2021

1GS

(Class

A)

321

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

182,715

(b),(g)

Mosaic

Solar

Loan

Trust

0

.000

%

04/20/46

$

113,284‌

Series

-

2020

1A

(Class

R)

352,934

(b)

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

305,745‌

Series

-

2020

1A

(Class

A)

120,406

(b)

Mosaic

Solar

Loan

Trust

1

.440

08/20/46

101,301‌

Series

-

2020

2A

(Class

A)

676,786

(b)

Mosaic

Solar

Loan

Trust

2

.050

12/20/46

531,056‌

Series

-

2021

1A

(Class

B)

249,675

(b)

Mosaic

Solar

Loan

Trust

2

.250

12/20/46

221,830‌

Series

-

2021

1A

(Class

C)

460,927

(b)

Mosaic

Solar

Loan

Trust

1

.440

06/20/52

373,207‌

Series

-

2021

3A

(Class

A)

973,133

(b)

Mosaic

Solar

Loan

Trust

1

.770

06/20/52

818,312‌

Series

-

2021

3A

(Class

C)

815,523

(b)

Mosaic

Solar

Loan

Trust

6

.100

06/20/53

837,755‌

Series

-

2022

3A

(Class

A)

500,000

(b)

Mosaic

Solar

Loan

Trust

8

.180

09/22/53

477,511‌

Series

-

2023

2A

(Class

C)

154,292

(b)

Renew

2

.060

11/20/56

123,082‌

Series

-

2021

1

(Class

A)

1,047,980

(b)

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

939,797‌

Series

-

2022

A

(Class

A)

219,215

(b)

Sunrun

Athena

Issuer

LLC

5

.310

04/30/49

209,727‌

Series

-

2018

1

(Class

A)

437,714

(b)

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

400,067‌

Series

-

2019

2

(Class

A)

327,446

(b)

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

305,555‌

Series

-

2019

1A

(Class

A)

462,320

(b)

Sunrun

Jupiter

Issuer

LLC

4

.750

07/30/57

431,209‌

Series

-

2022

1A

(Class

A)

215,162

(b)

Sunrun

Vulcan

Issuer

LLC

2

.460

01/30/52

170,562‌

Series

-

2021

1A

(Class

A)

423,308

(b)

Tesla

Auto

Lease

Trust

5

.860

08/20/25

423,868‌

Series

-

2023

A

(Class

A2)

76,558

(b)

Tesla

Auto

Lease

Trust

0

.600

09/22/25

76,446‌

Series

-

2021

B

(Class

A3)

1,000,000

(b)

Tesla

Auto

Lease

Trust

1

.320

09/22/25

981,847‌

Series

-

2021

B

(Class

D)

500,000

(b)

Tesla

Auto

Lease

Trust

5

.890

06/22/26

502,761‌

Series

-

2023

A

(Class

A3)

1,300,000

(b)

Tesla

Auto

Lease

Trust

6

.130

09/21/26

1,311,900‌

Series

-

2023

B

(Class

A3)

1,170,000

(b)

Tesla

Auto

Lease

Trust

5

.300

06/21/27

1,167,524‌

Series

-

2024

A

(Class

A3)

379,869

(b)

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

354,233‌

Series

-

2018

1A

(Class

B)

842,153

(b)

Vivint

Solar

Financing

VII

LLC

2

.210

07/31/51

693,147‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

17,914,742‌

OTHER

MORTGAGE

BACKED

-

6

.7

%

250,000

(a),(b)

Alen

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.764%

7

.090

04/15/34

212,653‌

Series

-

2021

ACEN

(Class

B)

100,000

(b)

BBCMS

Trust

4

.498

08/10/35

89,372‌

Series

-

2015

SRCH

(Class

B)

500,000

(b)

COMM

Mortgage

Trust

3

.178

02/10/35

468,699‌

Series

-

2015

3BP

(Class

A)

100,000

(b)

COMM

Mortgage

Trust

3

.376

01/10/39

87,562‌

Series

-

2022

HC

(Class

C)

500,000

(b)

CPT

Mortgage

Trust

2

.865

11/13/39

430,124‌

Series

-

2019

CPT

(Class

A)

Green

Bond

Fund

March

31,

2024

322

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

500,000

(a),(b)

DBUBS

Mortgage

Trust

3

.530

%

10/10/34

$

429,319‌

Series

-

2017

BRBK

(Class

D)

1,000,000

(b)

Frontier

Issuer

LLC

11

.500

08/20/53

1,014,512‌

Series

-

2023

1

(Class

C)

210,000

(a),(b)

GCT

Commercial

Mortgage

Trust

Term

SOFR

1

M

+

0.914%

6

.240

02/15/38

176,240‌

Series

-

2021

GCT

(Class

A)

1,102,000

(a),(b)

GS

Mortgage

Securities

Corp

II

4

.740

03/10/33

1,031,274‌

Series

-

2018

GS10

(Class

WLSA)

345,000

(a),(b)

Hudson

Yards

Mortgage

Trust

3

.443

07/10/39

278,006‌

Series

-

2019

30HY

(Class

E)

1,255,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

CME

Term

SOFR

1

M

+

1.734%

7

.060

10/15/33

1,231,316‌

Series

-

2020

609M

(Class

A)

1,000,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

Term

SOFR

1

M

+

2.134%

7

.460

10/15/33

942,230‌

Series

-

2020

609M

(Class

B)

250,000

(a),(b)

MFT

Trust

3

.283

08/10/40

165,518‌

Series

-

2020

B6

(Class

B)

297,597

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5

.915

07/15/36

275,598‌

Series

-

2019

MILE

(Class

A)

500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.829%

8

.155

07/15/36

387,105‌

Series

-

2019

MILE

(Class

D)

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

Term

SOFR

1

M

+

4.329%

9

.655

07/15/36

166,590‌

Series

-

2019

MILE

(Class

F)

11,470,000

(a),(b)

NYC

Commercial

Mortgage

Trust

0

.226

04/10/43

167,405‌

Series

-

2021

909

(Class

X)

500,000

(b)

One

Bryant

Park

Trust

2

.516

09/15/54

427,744‌

Series

-

2019

OBP

(Class

A)

730,448

(b)

One

Market

Plaza

Trust

3

.614

02/10/32

675,190‌

Series

-

2017

1MKT

(Class

A)

500,000

(b)

One

Market

Plaza

Trust

4

.016

02/10/32

446,437‌

Series

-

2017

1MKT

(Class

C)

1,000,000

(b)

One

Market

Plaza

Trust

4

.146

02/10/32

875,826‌

Series

-

2017

1MKT

(Class

D)

400,000

(a),(b)

STWD

Mortgage

Trust

CME

Term

SOFR

1

M

+

2.419%

7

.745

11/15/36

394,202‌

Series

-

2021

LIH

(Class

D)

100,000

(a),(b)

VNDO

Trust

3

.903

01/10/35

90,662‌

Series

-

2016

350P

(Class

D)

TOTAL

OTHER

MORTGAGE

BACKED

10,463,584‌

TOTAL

STRUCTURED

ASSETS

28,378,326‌

(Cost

$30,548,981)

SHARES

REFERENCERATE

&

SPREAD

PREFERRED

STOCKS

-

0.5%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.1

%

10,000

Brookfield

Property

Partners

LP

144,100‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

144,100‌

UTILITIES

-

0

.4

%

20,000

Brookfield

Infrastructure

Partners

LP

362,800‌

16,000

Brookfield

Renewable

Partners

LP

291,680‌

TOTAL

UTILITIES

654,480‌

TOTAL

PREFERRED

STOCKS

798,580‌

(Cost

$1,150,000)

TOTAL

LONG-TERM

INVESTMENTS

155,526,322‌

(Cost

$165,229,345)

323

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

2.8%

REPURCHASE

AGREEMENT

-

2

.8

%

$

4,340,000

(h)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

$

4,340,000‌

TOTAL

REPURCHASE

AGREEMENT

4,340,000‌

TOTAL

SHORT-TERM

INVESTMENTS

4,340,000‌

(Cost

$4,340,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.1%

3,263,021

(i)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(j)

3,263,021‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

3,263,021‌

(Cost

$3,263,021)

TOTAL

INVESTMENTS

-

104.1%

163,129,343‌

(Cost

$172,832,366)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(4.1)%

(

6,446,516‌

)

NET

ASSETS

-

100.0%

$

156,682,827‌

CME

Chicago

Mercantile

Exchange

M

Month

SOFR

Secure

Overnight

Financing

Rate

(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

144(A)

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.

(c)

Perpetual

security

(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

$3,180,719.

(f)

In

default

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$4,342,565

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$4,426,905.

(i)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

High

Yield

Fund

March

31,

2024

Portfolio

of

Investments

324

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.1%

BANK

LOAN

OBLIGATIONS

-

6.2%

CAPITAL

GOODS

-

0

.8

%

$

9,925,000

(a)

TransDigm,

Inc

SOFR

3

M

+

3.250%

8

.598

%

08/24/28

$

9,970,010‌

6,064,696

(a)

Windsor

Holdings

III

LLC

SOFR

12

M

+

4.500%

9

.823

08/01/30

6,095,990‌

TOTAL

CAPITAL

GOODS

16,066,000‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.0

%

10,000,000

(a)

GTCR

W

MERGER

SUB

SOFR

4

M

+

3.000%

8

.309

01/31/31

10,047,950‌

10,433,565

(a)

Verscend

Holding

Corp

SOFR

12

M

+

4.000%

9

.445

08/27/25

10,433,564‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

20,481,514‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.5

%

9,405,938

(a)

Staples,

Inc

LIBOR

3

M

+

5.000%

4

.500

04/16/26

9,331,113‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

9,331,113‌

CONSUMER

SERVICES

-

0

.1

%

2,500,000

(a)

Caesars

Entertainment,

Inc

SOFR

4

M

+

3.250%

8

.663

02/06/30

2,510,250‌

TOTAL

CONSUMER

SERVICES

2,510,250‌

FINANCIAL

SERVICES

-

0

.6

%

7,389,711

(a)

Advisor

Group

Holdings,

Inc

SOFR

12

M

+

4.500%

9

.827

08/17/28

7,427,103‌

4,948,454

(a)

NFP

Corp

SOFR

12

M

+

3.250%

8

.695

02/16/27

4,960,206‌

TOTAL

FINANCIAL

SERVICES

12,387,309‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.5

%

9,343,674

(a)

Triton

Water

Holdings,

Inc

SOFR

4

M

+

3.500%

9

.064

03/31/28

9,257,292‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

9,257,292‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.9

%

9,085,631

(a)

Mozart

Borrower

LP

SOFR

1

M

+

3.000%

2

.750

10/23/28

9,115,568‌

10,000,000

(a)

Phoenix

Guarantor,

Inc

SOFR

12

M

+

3.250%

8

.577

02/21/31

9,882,650‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

18,998,218‌

MEDIA

&

ENTERTAINMENT

-

0

.3

%

5,243,242

(a)

Abe

Investment

Holdings

SOFR

4

M

+

4.500%

9

.909

02/19/26

5,249,797‌

TOTAL

MEDIA

&

ENTERTAINMENT

5,249,797‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.0

%

192,721

(a)

Bright

Bidco

BV

SOFR

4

M

+

9.000%

14

.317

10/31/27

52,585‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

52,585‌

SOFTWARE

&

SERVICES

-

0

.8

%

7,860,000

(a),(b)

Cotiviti,

Inc

CME

Term

SOFR

1

M

+

3.250%

3

.250

02/24/31

7,850,175‌

7,022,184

(a)

Open

Text

Corp

SOFR

12

M

+

2.750%

8

.177

01/31/30

7,042,163‌

1,200,784

(a)

Rackspace

Finance

LLC

SOFR

4

M

+

6.250%

11

.683

05/15/28

1,212,419‌

TOTAL

SOFTWARE

&

SERVICES

16,104,757‌

TELECOMMUNICATION

SERVICES

-

0

.5

%

9,872,774

(a)

Frontier

Communications

Corp

SOFR

12

M

+

3.750%

9

.195

10/08/27

9,863,543‌

TOTAL

TELECOMMUNICATION

SERVICES

9,863,543‌

TRANSPORTATION

-

0

.2

%

3,825,000

(a)

Air

Canada

SOFR

4

M

+

2.500%

7

.833

03/14/31

3,836,972‌

TOTAL

TRANSPORTATION

3,836,972‌

TOTAL

BANK

LOAN

OBLIGATIONS

124,139,350‌

(Cost

$123,501,218)

CORPORATE

BONDS

-

88

.4

%

AUTOMOBILES

&

COMPONENTS

-

3

.0

%

4,520,000

(c)

Dana,

Inc

5

.375

11/15/27

4,421,649‌

15,040,000

Dana,

Inc

4

.500

02/15/32

12,999,413‌

6,815,000

(c)

Goodyear

Tire

&

Rubber

Co

5

.000

07/15/29

6,362,650‌

325

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

5,000,000

Goodyear

Tire

&

Rubber

Co

5

.250

%

04/30/31

$

4,591,005‌

4,650,000

(c)

Goodyear

Tire

&

Rubber

Co

5

.250

07/15/31

4,238,876‌

5,280,000

Goodyear

Tire

&

Rubber

Co

5

.625

04/30/33

4,822,151‌

16,050,000

(d),(e)

IHO

Verwaltungs

GmbH

6

.375

05/15/29

16,132,064‌

6,615,000

(b),(d)

Phinia,

Inc

6

.750

04/15/29

6,678,789‌

TOTAL

AUTOMOBILES

&

COMPONENTS

60,246,597‌

CAPITAL

GOODS

-

4

.2

%

13,945,000

(d)

Albion

Financing

1

SARL

6

.125

10/15/26

13,817,586‌

16,585,000

(d)

Albion

Financing

2

SARL

8

.750

04/15/27

16,523,075‌

800,000

(b),(d)

Bombardier,

Inc

7

.250

07/01/31

801,629‌

800,000

(d)

Brand

Industrial

Services,

Inc

10

.375

08/01/30

866,130‌

7,135,000

(d)

Chart

Industries,

Inc

7

.500

01/01/30

7,409,312‌

2,500,000

(b),(d)

Esab

Corp

6

.250

04/15/29

2,511,707‌

9,370,000

(d)

Husky

Injection

Molding

Systems

Ltd

9

.000

02/15/29

9,689,686‌

3,000,000

(d)

MITER

BRAND

0

.000

03/31/32

3,010,254‌

11,790,000

(d)

TransDigm,

Inc

6

.875

12/15/30

12,018,667‌

4,035,000

(d)

TransDigm,

Inc

6

.625

03/01/32

4,076,524‌

7,430,000

(d)

Trinity

Industries,

Inc

7

.750

07/15/28

7,629,964‌

3,975,000

(d)

Windsor

Holdings

III

LLC

8

.500

06/15/30

4,167,823‌

TOTAL

CAPITAL

GOODS

82,522,357‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2

.8

%

10,785,000

(d)

ASGN,

Inc

4

.625

05/15/28

10,145,187‌

5,500,000

(d)

Garda

World

Security

Corp

4

.625

02/15/27

5,270,060‌

5,000,000

(d)

GTCR

W-2

MERGER

SUB

LLC

7

.500

01/15/31

5,234,065‌

17,710,000

(d)

MPH

Acquisition

Holdings

LLC

5

.500

09/01/28

15,060,267‌

5,075,000

(d)

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

5,060,196‌

5,325,000

(d)

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

4,891,139‌

9,060,000

(d)

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

8,874,983‌

800,000

(d)

SABRE

GLBL,

Inc

8

.625

06/01/27

702,017‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

55,237,914‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

6

.2

%

10,915,000

(d)

Academy

Ltd

6

.000

11/15/27

10,751,038‌

8,595,000

AmeriGas

Partners

LP

5

.875

08/20/26

8,580,764‌

6,000,000

(c),(d)

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

5,536,952‌

5,240,000

(d)

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

4,747,659‌

12,105,000

(d)

Avis

Budget

Car

Rental

LLC

8

.000

02/15/31

12,085,318‌

7,440,000

(d)

Bath

&

Body

Works,

Inc

6

.625

10/01/30

7,599,953‌

6,675,000

(d)

Group

1

Automotive,

Inc

4

.000

08/15/28

6,151,979‌

15,280,000

Kohl's

Corp

4

.625

05/01/31

12,858,502‌

7,835,000

(d)

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

7,201,407‌

620,000

(d)

LCM

Investments

Holdings

II

LLC

8

.250

08/01/31

648,617‌

2,630,000

(c),(d)

Macy's

Retail

Holdings

LLC

5

.875

04/01/29

2,580,077‌

9,555,000

(d)

Macy's

Retail

Holdings

LLC

6

.125

03/15/32

9,261,531‌

17,230,000

(d)

Magic

Mergeco,

Inc

5

.250

05/01/28

14,681,330‌

10,000,000

(d)

Magic

Mergeco,

Inc

7

.875

05/01/29

7,502,333‌

10,260,000

(d)

Staples,

Inc

7

.500

04/15/26

10,013,470‌

3,320,000

(d)

Wand

NewCo

3,

Inc

7

.625

01/30/32

3,433,634‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

123,634,564‌

CONSUMER

DURABLES

&

APPAREL

-

0

.9

%

3,235,000

(d)

Amer

Sports

Co

6

.750

02/16/31

3,226,768‌

3,853,000

(d)

Hanesbrands,

Inc

4

.875

05/15/26

3,751,382‌

5,200,000

Newell

Rubbermaid,

Inc

5

.750

04/01/46

4,200,172‌

8,880,000

(d)

Wolverine

World

Wide,

Inc

4

.000

08/15/29

7,127,126‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

18,305,448‌

CONSUMER

SERVICES

-

4

.4

%

11,845,000

(d)

Carnival

Corp

4

.000

08/01/28

11,033,558‌

21,330,000

(d)

CDI

Escrow

Issuer,

Inc

5

.750

04/01/30

20,589,885‌

6,615,000

(c),(d)

Cinemark

USA,

Inc

5

.250

07/15/28

6,262,108‌

11,345,000

(d)

Fertitta

Entertainment

LLC

4

.625

01/15/29

10,403,093‌

High

Yield

Fund

March

31,

2024

326

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

5,990,000

(d)

Hilton

Domestic

Operating

Co,

Inc

5

.875

%

04/01/29

$

5,999,938‌

9,830,000

(d)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

6

.625

01/15/32

9,869,684‌

6,495,000

(d)

Life

Time,

Inc

5

.750

01/15/26

6,442,310‌

10,495,000

(d)

NCL

Corp

Ltd

5

.875

03/15/26

10,360,148‌

3,925,000

(d)

Royal

Caribbean

Cruises

Ltd

7

.250

01/15/30

4,078,004‌

3,145,000

(d)

Royal

Caribbean

Cruises

Ltd

6

.250

03/15/32

3,170,034‌

TOTAL

CONSUMER

SERVICES

88,208,762‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.4

%

8,020,000

(d)

Albertsons

Cos,

Inc

6

.500

02/15/28

8,105,116‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

8,105,116‌

ENERGY

-

13

.7

%

9,000,000

(d)

Antero

Midstream

Partners

LP

5

.750

03/01/27

8,887,309‌

7,190,000

(d)

Archrock

Partners

LP

6

.875

04/01/27

7,211,822‌

2,000,000

(d)

Archrock

Partners

LP

6

.250

04/01/28

1,978,875‌

6,050,000

(b),(d)

Baytex

Energy

Corp

7

.375

03/15/32

6,111,763‌

800,000

(d)

BORR

IHC

Ltd

10

.000

11/15/28

830,837‌

7,190,000

(d)

Civitas

Resources,

Inc

8

.375

07/01/28

7,568,999‌

1,595,000

(d)

Civitas

Resources,

Inc

8

.625

11/01/30

1,712,674‌

10,635,000

(d)

Civitas

Resources,

Inc

8

.750

07/01/31

11,380,088‌

470,381

(e)

Cloud

Peak

Energy,

Inc

12

.000

05/01/25

430,601‌

13,510,000

(c),(d)

CNX

Resources

Corp

7

.250

03/01/32

13,731,942‌

800,000

(d)

Delek

Logistics

Partners

LP

8

.625

03/15/29

816,935‌

5,800,000

(d)

Energean

Israel

Finance

Ltd

5

.375

03/30/28

5,289,554‌

7,969,000

(d)

Energean

Israel

Finance

Ltd

5

.875

03/30/31

6,984,829‌

10,000,000

Energy

Transfer

LP

6

.500

N/A(f)

9,801,420‌

1,365,000

(d)

EQM

Midstream

Partners

LP

7

.500

06/01/27

1,399,664‌

7,200,000

(d)

EQM

Midstream

Partners

LP

6

.500

07/01/27

7,263,677‌

3,470,000

(d)

EQM

Midstream

Partners

LP

6

.375

04/01/29

3,495,486‌

7,700,000

EQT

Midstream

Partners

LP

6

.500

07/15/48

7,723,038‌

15,000,000

Genesis

Energy

LP

6

.250

05/15/26

14,905,368‌

2,905,000

Genesis

Energy

LP

8

.000

01/15/27

2,938,779‌

6,340,000

(d)

Hilcorp

Energy

I

LP

5

.750

02/01/29

6,175,396‌

6,185,000

(d)

Hilcorp

Energy

I

LP

6

.000

04/15/30

6,055,784‌

6,166,000

(d)

Hilcorp

Energy

I

LP

6

.000

02/01/31

5,995,339‌

8,685,000

(d)

Hilcorp

Energy

I

LP

6

.250

04/15/32

8,565,109‌

430,000

(d)

Hilcorp

Energy

I

LP

8

.375

11/01/33

466,204‌

10,000,000

(d)

Kinetik

Holdings

LP

6

.625

12/15/28

10,177,540‌

5,350,000

(d)

Kodiak

Gas

Services

LLC

7

.250

02/15/29

5,449,446‌

6,923,000

(d)

Parkland

Corp

4

.500

10/01/29

6,403,210‌

5,000,000

(d)

Parkland

Corp

4

.625

05/01/30

4,609,491‌

4,925,000

(d)

PBF

Holding

Co

LLC

7

.875

09/15/30

5,108,545‌

5,000,000

(d)

Permian

Resources

Operating

LLC

7

.000

01/15/32

5,187,070‌

5,900,000

SM

Energy

Co

6

.750

09/15/26

5,905,900‌

7,735,000

SM

Energy

Co

6

.625

01/15/27

7,728,122‌

5,800,000

(c),(d)

Talos

Production,

Inc

9

.000

02/01/29

6,159,414‌

1,230,000

(d)

TRANSOCEAN

AQUILA

Ltd

8

.000

09/30/28

1,262,479‌

4,475,000

(d)

Transocean

Titan

Financing

Ltd

8

.375

02/01/28

4,657,182‌

3,802,500

(d)

Transocean,

Inc

8

.750

02/15/30

3,964,775‌

18,400,000

USA

Compression

Partners

LP

6

.875

04/01/26

18,378,842‌

2,720,000

USA

Compression

Partners

LP

6

.875

09/01/27

2,726,471‌

10,620,000

(d)

USA

Compression

Partners

LP

7

.125

03/15/29

10,752,281‌

4,535,000

(d)

Venture

Global

LNG,

Inc

8

.125

06/01/28

4,626,544‌

20,375,000

(d)

Venture

Global

LNG,

Inc

9

.875

02/01/32

21,959,034‌

TOTAL

ENERGY

272,777,838‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.3

%

4,000,000

(d)

CTR

Partnership

LP

3

.875

06/30/28

3,704,430‌

9,015,000

(d)

HAT

Holdings

I

LLC

3

.375

06/15/26

8,491,274‌

7,250,000

(d)

HAT

Holdings

I

LLC

8

.000

06/15/27

7,559,575‌

7,690,000

(d)

Iron

Mountain,

Inc

7

.000

02/15/29

7,836,545‌

10,230,000

(c)

MPT

Operating

Partnership

LP

5

.000

10/15/27

8,567,625‌

327

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

10,100,000

(d)

Uniti

Group

LP

10

.500

%

02/15/28

$

10,470,956‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

46,630,405‌

FINANCIAL

SERVICES

-

7

.2

%

9,812,000

(d)

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

9,322,700‌

10,000,000

(d)

Compass

Group

Diversified

Holdings

LLC

5

.000

01/15/32

8,937,550‌

12,770,000

(d)

FirstCash,

Inc

6

.875

03/01/32

12,764,049‌

12,000,000

(d)

Hunt

Cos,

Inc

5

.250

04/15/29

10,957,217‌

2,250,000

Icahn

Enterprises

LP

6

.250

05/15/26

2,171,981‌

10,320,000

Icahn

Enterprises

LP

5

.250

05/15/27

9,326,605‌

15,375,000

Icahn

Enterprises

LP

4

.375

02/01/29

13,108,613‌

800,000

(d)

Nationstar

Mortgage

Holdings,

Inc

7

.125

02/01/32

794,522‌

4,000,000

Navient

Corp

5

.000

03/15/27

3,832,168‌

10,360,000

Navient

Corp

4

.875

03/15/28

9,656,107‌

5,450,000

Navient

Corp

5

.500

03/15/29

5,074,475‌

800,000

(d)

NCR

Corp

ATM

9

.500

04/01/29

855,687‌

5,995,000

(d)

NFP

Corp

7

.500

10/01/30

6,315,769‌

5,990,000

(d)

NFP

Corp

8

.500

10/01/31

6,592,342‌

215,000

OneMain

Finance

Corp

7

.125

03/15/26

218,901‌

11,735,000

OneMain

Finance

Corp

3

.500

01/15/27

10,893,602‌

10,000,000

OneMain

Finance

Corp

4

.000

09/15/30

8,558,461‌

14,220,000

(d)

PennyMac

Financial

Services,

Inc

7

.875

12/15/29

14,611,690‌

5,000,000

(d)

Rocket

Mortgage

LLC

3

.875

03/01/31

4,355,996‌

5,000,000

Springleaf

Finance

Corp

5

.375

11/15/29

4,701,062‌

TOTAL

FINANCIAL

SERVICES

143,049,497‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.5

%

4,700,000

(d)

B&G

Foods,

Inc

8

.000

09/15/28

4,894,152‌

5,615,000

(d)

Darling

Ingredients,

Inc

6

.000

06/15/30

5,564,483‌

15,245,000

(d)

Primo

Water

Holdings,

Inc

4

.375

04/30/29

14,018,932‌

5,000,000

(d)

Triton

Water

Holdings,

Inc

6

.250

04/01/29

4,554,075‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

29,031,642‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4

.0

%

9,235,000

(d)

CHS

8

.000

03/15/26

9,216,355‌

12,255,000

(d)

CHS

5

.250

05/15/30

9,992,877‌

2,275,000

(d)

CHS/Community

Health

Systems,

Inc

5

.625

03/15/27

2,093,910‌

3,850,000

(d)

CHS/Community

Health

Systems,

Inc

8

.000

12/15/27

3,776,582‌

12,260,000

(d)

DaVita,

Inc

4

.625

06/01/30

10,976,181‌

6,540,000

(d)

DaVita,

Inc

3

.750

02/15/31

5,475,693‌

15,000,000

(d)

Global

Medical

Response,

Inc

6

.500

10/01/25

14,250,715‌

9,690,000

(d)

LifePoint

Health,

Inc

11

.000

10/15/30

10,356,586‌

3,715,000

(b),(d)

Surgery

Center

Holdings,

Inc

7

.250

04/15/32

3,743,849‌

10,000,000

(d)

Tenet

Healthcare

Corp

6

.750

05/15/31

10,182,300‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

80,065,048‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.9

%

5,840,000

(d)

Coty,

Inc

6

.625

07/15/30

5,930,467‌

12,556,000

(c),(d)

Kronos

Acquisition

Holdings,

Inc

7

.000

12/31/27

12,472,636‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

18,403,103‌

INSURANCE

-

3

.9

%

18,513,000

(d)

Acrisure

LLC

4

.250

02/15/29

16,713,715‌

11,725,000

(d)

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

11,038,612‌

9,305,000

(d)

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

9,370,675‌

7,810,000

(d)

Ardonagh

Finco

Ltd

7

.750

02/15/31

7,774,746‌

24,000

(d)

Howden

UK

Refinance

plc

7

.250

02/15/31

24,091‌

8,270,000

(d)

HUB

International

Ltd

7

.250

06/15/30

8,499,054‌

24,620,000

(b),(d)

Panther

Escrow

Issuer

LLC

7

.125

06/01/31

25,031,401‌

TOTAL

INSURANCE

78,452,294‌

MATERIALS

-

6

.3

%

7,225,000

(d)

Arsenal

AIC

Parent

LLC

8

.000

10/01/30

7,585,419‌

6,110,000

(d)

Avient

Corp

7

.125

08/01/30

6,264,632‌

High

Yield

Fund

March

31,

2024

328

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

18,740,000

(d)

Cleveland-Cliffs,

Inc

7

.000

%

03/15/32

$

18,987,374‌

5,200,000

(d)

Constellium

SE

3

.750

04/15/29

4,678,428‌

10,000,000

(d)

EverArc

Escrow

Sarl

5

.000

10/30/29

8,913,646‌

6,075,000

(d)

Gates

Global

LLC

6

.250

01/15/26

6,060,281‌

800,000

(d)

Herens

Holdco

Sarl

4

.750

05/15/28

698,170‌

5,140,000

(d)

Mauser

Packaging

Solutions

Holding

Co

7

.875

08/15/26

5,236,380‌

15,785,000

(d)

Mineral

Resources

Ltd

8

.000

11/01/27

16,107,202‌

225,000

(d)

Mineral

Resources

Ltd

9

.250

10/01/28

236,970‌

800,000

(d)

NOVA

Chemicals

Corp

9

.000

02/15/30

825,409‌

2,000,000

(d)

Olympus

Water

US

Holding

Corp

7

.125

10/01/27

2,020,252‌

8,485,000

(d)

Olympus

Water

US

Holding

Corp

4

.250

10/01/28

7,697,963‌

16,005,000

(d)

SunCoke

Energy,

Inc

4

.875

06/30/29

14,490,975‌

4,862,000

(d)

Trinseo

Materials

Operating

S.C.A

5

.375

09/01/25

3,846,481‌

7,000,000

(d)

Trinseo

Materials

Operating

S.C.A

5

.125

04/01/29

2,030,000‌

18,397,000

(d)

Tronox,

Inc

4

.625

03/15/29

16,500,932‌

800,000

(c),(d)

WR

Grace

Holdings

LLC

5

.625

08/15/29

715,912‌

2,500,000

(d)

WR

Grace

Holdings

LLC

7

.375

03/01/31

2,531,407‌

TOTAL

MATERIALS

125,427,833‌

MEDIA

&

ENTERTAINMENT

-

9

.7

%

5,000,000

(d)

Altice

Financing

S.A.

5

.000

01/15/28

4,115,222‌

8,860,000

(d)

Arches

Buyer,

Inc

4

.250

06/01/28

7,797,547‌

5,120,000

(d)

CCO

Holdings

LLC

5

.375

06/01/29

4,687,093‌

20,000,000

(d)

CCO

Holdings

LLC

6

.375

09/01/29

18,973,654‌

12,250,000

(d)

CCO

Holdings

LLC

4

.500

08/15/30

10,266,078‌

9,025,000

(d)

CCO

Holdings

LLC

4

.250

02/01/31

7,370,264‌

310,000

(d)

CCO

Holdings

LLC

7

.375

03/03/31

304,012‌

10,800,000

CCO

Holdings

LLC

4

.500

05/01/32

8,678,817‌

800,000

(d)

Clear

Channel

Outdoor

Holdings,

Inc

7

.875

04/01/30

795,325‌

5,980,000

(d)

CSC

Holdings

LLC

5

.500

04/15/27

5,350,387‌

5,788,000

(d)

CSC

Holdings

LLC

11

.250

05/15/28

5,735,578‌

4,135,000

(d)

CSC

Holdings

LLC

11

.750

01/31/29

4,141,449‌

11,170,000

(d)

DIRECTV

Holdings

LLC

5

.875

08/15/27

10,567,224‌

10,800,000

(d)

DISH

Network

Corp

11

.750

11/15/27

11,026,055‌

6,900,000

(d)

Gray

Television,

Inc

4

.750

10/15/30

4,525,286‌

225,000

(d)

LCPR

Senior

Secured

Financing

DAC

6

.750

10/15/27

211,167‌

14,650,000

(d)

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

12,268,988‌

7,000,000

(d)

Outfront

Media

Capital

LLC

7

.375

02/15/31

7,331,968‌

4,000,000

(d)

Sirius

XM

Radio,

Inc

5

.000

08/01/27

3,848,330‌

4,650,000

(d)

Sirius

XM

Radio,

Inc

4

.000

07/15/28

4,254,151‌

1,980,000

(d)

Sirius

XM

Radio,

Inc

4

.125

07/01/30

1,730,853‌

10,525,000

(d)

Sunrise

FinCo

I

BV

4

.875

07/15/31

9,393,329‌

5,000,000

(d)

Sunrise

HoldCo

IV

BV

5

.500

01/15/28

4,800,581‌

12,000,000

(d)

Univision

Communications,

Inc

4

.500

05/01/29

10,723,852‌

17,665,000

(d)

Virgin

Media

Secured

Finance

plc

5

.500

05/15/29

16,332,485‌

11,175,000

(d)

VZ

Secured

Financing

BV

5

.000

01/15/32

9,594,893‌

9,672,000

(d)

Ziff

Davis,

Inc

4

.625

10/15/30

8,719,238‌

TOTAL

MEDIA

&

ENTERTAINMENT

193,543,826‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1

.7

%

9,350,000

(d)

Bausch

Health

Cos,

Inc

4

.875

06/01/28

5,102,331‌

5,000,000

(d)

Jazz

Securities

DAC

4

.375

01/15/29

4,657,689‌

14,800,000

(d)

Organon

Finance   LLC

5

.125

04/30/31

13,158,789‌

10,215,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

9,888,886‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

32,807,695‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1

.5

%

12,755,400

(d)

Anywhere

Real

Estate

Group

LLC

7

.000

04/15/30

11,357,800‌

9,145,000

(d)

Cushman

&

Wakefield

US

Borrower

LLC

6

.750

05/15/28

9,030,535‌

3,472,000

Kennedy-Wilson,

Inc

4

.750

03/01/29

2,858,239‌

7,000,000

Kennedy-Wilson,

Inc

5

.000

03/01/31

5,447,075‌

329

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT—continued

$

742,000

(c),(d)

Realogy

Group

LLC

5

.250

%

04/15/30

$

504,571‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

29,198,220‌

SOFTWARE

&

SERVICES

-

1

.6

%

14,000,000

(d)

Ahead

DB

Holdings

LLC

6

.625

05/01/28

12,670,000‌

3,375,000

(d)

CA

Magnum

Holdings

5

.375

10/31/26

3,224,193‌

13,450,180

(d)

Rackspace

Finance

LLC

3

.500

05/15/28

6,792,341‌

8,675,000

(d)

UKG,

Inc

6

.875

02/01/31

8,837,457‌

TOTAL

SOFTWARE

&

SERVICES

31,523,991‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.8

%

9,335,000

(d)

Imola

Merger

Corp

4

.750

05/15/29

8,752,969‌

6,800,000

(d)

Xerox

Holdings

Corp

8

.875

11/30/29

6,927,583‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

15,680,552‌

TELECOMMUNICATION

SERVICES

-

3

.6

%

2,085,000

(d)

Altice

France

S.A.

8

.125

02/01/27

1,629,757‌

230,000

(d)

Frontier

Communications

Corp

5

.000

05/01/28

213,489‌

5,000,000

(d)

Frontier

Communications

Holdings

LLC

6

.000

01/15/30

4,235,137‌

800,000

(d)

Frontier

Communications

Holdings

LLC

8

.750

05/15/30

818,578‌

8,210,000

(c),(d)

Frontier

Communications

Holdings

LLC

8

.625

03/15/31

8,385,111‌

12,695,000

(d)

Iliad

Holding

SASU

6

.500

10/15/26

12,576,092‌

9,820,000

(d)

Iliad

Holding

SASU

7

.000

10/15/28

9,718,975‌

10,850,000

(d)

Level

3

Financing,

Inc

3

.400

03/01/27

11,012,750‌

5,000,000

(d)

Level

3

Financing,

Inc

3

.875

11/15/29

5,125,000‌

10,000,000

(d)

Level

3

Financing,

Inc

10

.500

05/15/30

10,425,000‌

7,745,000

(d)

Virgin

Media

Finance

plc

5

.000

07/15/30

6,553,493‌

2,050,000

(d)

Vmed

O2

UK

Financing

I

plc

4

.250

01/31/31

1,735,893‌

TOTAL

TELECOMMUNICATION

SERVICES

72,429,275‌

TRANSPORTATION

-

3

.3

%

6,785,000

(d)

Allegiant

Travel

Co

7

.250

08/15/27

6,748,875‌

7,500,000

(d)

American

Airlines,

Inc

5

.500

04/20/26

7,448,923‌

6,805,000

(c),(d)

American

Airlines,

Inc

7

.250

02/15/28

6,910,709‌

2,500,000

(d)

American

Airlines,

Inc

5

.750

04/20/29

2,457,388‌

14,235,000

(d)

Cargo

Aircraft

Management,

Inc

4

.750

02/01/28

12,873,239‌

800,000

(c),(d)

GN

Bondco

LLC

9

.500

10/15/31

798,570‌

17,800,000

(d)

Hawaiian

Brand

Intellectual

Property

Ltd

5

.750

01/20/26

16,704,518‌

6,550,000

(d)

United

Airlines,

Inc

4

.375

04/15/26

6,332,136‌

3,550,000

(d)

United

Airlines,

Inc

4

.625

04/15/29

3,301,500‌

2,805,000

(d)

XPO,

Inc

7

.125

06/01/31

2,877,030‌

TOTAL

TRANSPORTATION

66,452,888‌

UTILITIES

-

4

.5

%

7,400,000

(d)

Clearway

Energy

Operating

LLC

4

.750

03/15/28

7,034,018‌

10,285,000

(d)

Ferrellgas

LP

5

.375

04/01/26

10,062,257‌

19,778,000

(d)

Ferrellgas

LP

5

.875

04/01/29

18,834,793‌

8,175,000

Suburban

Propane

Partners

LP

5

.875

03/01/27

8,082,096‌

1,800,000

(d)

Suburban

Propane

Partners

LP

5

.000

06/01/31

1,641,030‌

9,836,000

(d)

Superior

Plus

LP

4

.500

03/15/29

9,093,854‌

18,790,000

(d)

Talen

Energy

Supply

LLC

8

.625

06/01/30

20,093,156‌

10,000,000

(d)

TerraForm

Power

Operating

LLC

5

.000

01/31/28

9,524,133‌

4,310,000

(d)

Vistra

Operations

Co

LLC

7

.750

10/15/31

4,513,777‌

TOTAL

UTILITIES

88,879,114‌

TOTAL

CORPORATE

BONDS

1,760,613,979‌

(Cost

$1,824,733,963)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

2.5%

ENERGY

-

0

.0

%

7,963

(g),(h)

Cloud

Peak

Energy,

Inc

79‌

TOTAL

ENERGY

79‌

High

Yield

Fund

March

31,

2024

330

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES

-

2

.5

%

471,698

Invesco

Senior

Loan

ETF

$

9,976,413‌

233,904

(c)

iShares

0-5

Year

High

Yield

Corporate

Bond

ETF

9,952,615‌

128,749

(c)

iShares

iBoxx

High

Yield

Corporate

Bond

ETF

10,007,660‌

105,174

(c)

SPDR

Bloomberg

Barclays

High

Yield

Bond

ETF

10,012,565‌

396,353

SPDR

Bloomberg

Barclays

Short

Term

High

Yield

Bond

ETF

9,996,022‌

TOTAL

FINANCIAL

SERVICES

49,945,275‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.0

%

22,100

(h)

Bright

Bidco

BV

7,204‌

5,572

(h)

Bright

Bidco

BV

1,817‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

9,021‌

TOTAL

COMMON

STOCKS

49,954,375‌

(Cost

$50,696,660)

TOTAL

LONG-TERM

INVESTMENTS

1,934,707,704‌

(Cost

$1,998,931,841)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

2.6%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

2,500,000

Federal

Farm

Credit

Discount

Notes

0

.000

%

04/26/24

2,489,568‌

TOTAL

GOVERNMENT

AGENCY

DEBT

2,489,568‌

REPURCHASE

AGREEMENT

-

1

.7

%

$

33,120,000

(i)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

04/01/24

33,120,000‌

TOTAL

REPURCHASE

AGREEMENT

33,120,000‌

TREASURY

DEBT

-

0

.8

%

5,000,000

United

States

Treasury

Bill

0

.000

04/04/24

4,997,837‌

2,500,000

United

States

Treasury

Bill

0

.000

04/16/24

2,494,511‌

7,500,000

United

States

Treasury

Bill

0

.000

05/09/24

7,458,288‌

TOTAL

TREASURY

DEBT

14,950,636‌

TOTAL

SHORT-TERM

INVESTMENTS

50,560,204‌

(Cost

$50,561,344)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.2%

43,945,920

(j)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(k)

43,945,920‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

43,945,920‌

(Cost

$43,945,920)

TOTAL

INVESTMENTS

-

101.9%

2,029,213,828‌

(Cost

$2,093,439,105)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.9)%

(

38,444,269‌

)

NET

ASSETS

-

100.0%

$

1,990,769,559‌

CME

Chicago

Mercantile

Exchange

ETF

Exchange

Traded

Fund

LIBOR

London

Interbank

Offered

Rate

M

Month

SOFR

Secure

Overnight

Financing

Rate

SPDR

Standard

&

Poor's

Depositary

Receipts

331

See

Notes

to

Financial

Statements

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

When-issued

or

delayed

delivery

security.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$66,643,700.

(d)

Security

is

exempt

from

registration

under

Rule

144(A)

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.

(e)

Payment

in

Kind

Bond

(f)

Perpetual

security

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

Non-income

producing

(i)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$33,139,578

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$33,782,509.

(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.

Inflation

Linked

Bond

Fund

March

31,

2024

Portfolio

of

Investments

332

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.6%

CORPORATE

BONDS

-

0

.3

%

ENERGY

-

0

.1

%

$

1,315,789

Reliance

Industries

Ltd

2

.444

%

01/15/26

$

1,273,081‌

TOTAL

ENERGY

1,273,081‌

FINANCIAL

SERVICES

-

0

.0

%

974,302

HNA

LLC

2

.369

09/18/27

916,630‌

TOTAL

FINANCIAL

SERVICES

916,630‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.2

%

6,960,000

Montefiore

Medical

Center

2

.895

04/20/32

5,892,602‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

5,892,602‌

TOTAL

CORPORATE

BONDS

8,082,313‌

(Cost

$9,245,204)

GOVERNMENT

BONDS

-

98

.3

%

AGENCY

SECURITIES

-

0

.2

%

9,000,000

Federal

National

Mortgage

Association

(FNMA)

1

.625

08/24/35

6,475,740‌

TOTAL

AGENCY

SECURITIES

6,475,740‌

MORTGAGE

BACKED

-

1

.8

%

8,035,212

Government

National

Mortgage

Association

(GNMA)

3

.600

09/15/31

8,009,783‌

4,328,075

GNMA

3

.700

10/15/33

4,125,417‌

1,295,645

GNMA

3

.380

07/15/35

1,238,467‌

1,257,300

GNMA

3

.870

10/15/36

1,196,721‌

4,591,254

GNMA

3

.940

03/15/37

4,314,829‌

16,613,283

GNMA

1

.730

07/15/37

13,993,891‌

12,240,668

GNMA

1

.650

07/15/42

9,958,448‌

12,328,668

GNMA

2

.750

01/15/45

10,767,813‌

TOTAL

MORTGAGE

BACKED

53,605,369‌

U.S.

TREASURY

SECURITIES

-

96

.3

%

245

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.500

04/15/24

245‌

240

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/24

239‌

16,638,931

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.250

01/15/25

16,354,555‌

72,708,183

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

01/15/25

72,636,607‌

37,065,652

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/25

36,147,256‌

97,806,560

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

07/15/25

95,670,016‌

81,686,261

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/25

79,280,591‌

88,429,626

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

01/15/26

85,885,993‌

55,324,499

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.000

01/15/26

55,070,150‌

61,842,599

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/26

59,226,908‌

112,709,615

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/26

108,021,218‌

135,403,987

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/26

129,167,423‌

126,928,898

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

01/15/27

121,064,474‌

38,768,242

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

01/15/27

39,075,492‌

16,382,100

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/27

15,435,178‌

111,986,025

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

07/15/27

106,554,499‌

86,139,440

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.625

10/15/27

85,308,857‌

151,182,221

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.500

01/15/28

143,045,933‌

25,854,156

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.750

01/15/28

25,636,475‌

117,737,426

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.250

04/15/28

114,370,276‌

47,245,777

(a)

United

States

Treasury

Inflation

Indexed

Bonds

3

.625

04/15/28

50,224,601‌

82,602,510

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.750

07/15/28

78,909,360‌

61,865,402

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

10/15/28

63,298,622‌

102,368,384

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.875

01/15/29

97,577,534‌

90,605,400

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.500

01/15/29

93,075,547‌

70,124,912

(a)

United

States

Treasury

Inflation

Indexed

Bonds

3

.875

04/15/29

76,665,478‌

63,253,592

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.250

07/15/29

58,321,624‌

333

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

119,334,156

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

%

01/15/30

$

108,017,584‌

125,703,160

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/30

113,238,844‌

95,950,170

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

01/15/31

85,358,319‌

138,566,328

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/31

122,587,022‌

6,012,799

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

01/15/32

5,252,332‌

55,102,239

(a)

United

States

Treasury

Inflation

Indexed

Bonds

3

.375

04/15/32

61,029,338‌

70,948,574

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

07/15/32

64,332,768‌

175,778,658

(a),(b)

United

States

Treasury

Inflation

Indexed

Bonds

1

.125

01/15/33

164,847,300‌

91,075,101

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.375

07/15/33

87,402,853‌

115,162,768

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.750

01/15/34

113,687,846‌

19,000,000

United

States

Treasury

Note

4

.000

01/31/29

18,804,062‌

20,750,000

United

States

Treasury

Note

3

.875

08/15/33

20,198,828‌

TOTAL

U.S.

TREASURY

SECURITIES

2,870,782,247‌

TOTAL

GOVERNMENT

BONDS

2,930,863,356‌

(Cost

$3,079,978,603)

TOTAL

LONG-TERM

INVESTMENTS

2,938,945,669‌

(Cost

$3,089,223,807)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

0.2%

REPURCHASE

AGREEMENT

-

0

.2

%

$

5,880,000

(c)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

04/01/24

5,880,000‌

TOTAL

REPURCHASE

AGREEMENT

5,880,000‌

TOTAL

SHORT-TERM

INVESTMENTS

5,880,000‌

(Cost

$5,880,000)

TOTAL

INVESTMENTS

-

98.8%

2,944,825,669‌

(Cost

$3,095,103,807)

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.2%

35,934,006‌

NET

ASSETS

-

100.0%

$

2,980,759,675‌

(a)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(b)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(c)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$5,883,476

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

7/15/26,

valued

at

$5,997,662.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

313‌

06/18/24

 $

34,516,551‌

$

34,679,422‌

 $

162,871‌

U.S.

Treasury

5-Year

Note

146‌

06/28/24

15,582,812‌

15,624,281‌

41,469‌

Total

459‌

  $

50,099,363‌

 $

50,303,703‌

$

204,340‌

Short

Duration

Impact

Bond

Fund

March

31,

2024

Portfolio

of

Investments

334

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

BANK

LOAN

OBLIGATIONS

-

2.4%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.6

%

$

487,500

(a)

LTR

Intermediate

Holdings,

Inc

SOFR

4

M

+

4.500%

10

.110

%

05/05/28

$

459,062‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

459,062‌

UTILITIES

-

1

.8

%

434,973

(a)

Constellation

Renewables

LLC

SOFR

4

M

+

2.500%

8

.105

12/15/27

435,867‌

902,500

(a)

TerraForm

Power

Operating

LLC

SOFR

4

M

+

2.500%

7

.902

05/21/29

897,988‌

TOTAL

UTILITIES

1,333,855‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,792,917‌

(Cost

$1,808,622)

CORPORATE

BONDS

-

33

.3

%

AUTOMOBILES

&

COMPONENTS

-

0

.7

%

500,000

Magna

International,

Inc

3

.625

06/15/24

497,479‌

TOTAL

AUTOMOBILES

&

COMPONENTS

497,479‌

BANKS

-

8

.2

%

500,000

(a)

Bank

of

America

Corp

Term

SOFR

3

M

+

3.397%

8

.738

N/A(b)

501,896‌

250,000

(c)

BNP

Paribas

S.A.

1

.675

06/30/27

230,314‌

689,000

Citigroup,

Inc

1

.281

11/03/25

670,244‌

500,000

(a)

Citigroup,

Inc

CME

Term

SOFR

3

M

+

1.512%

6

.814

07/01/26

506,319‌

250,000

(c)

Credit

Agricole

S.A.

5

.335

01/10/30

249,287‌

275,000

Deutsche

Bank

AG.

6

.819

11/20/29

287,486‌

500,000

(c)

Federation

des

Caisses

Desjardins

du

Quebec

0

.700

05/21/24

496,673‌

600,000

(c)

Federation

des

Caisses

Desjardins

du

Quebec

5

.147

11/27/28

608,483‌

250,000

(c)

Federation

des

Caisses

Desjardins

du

Quebec

5

.250

04/26/29

249,409‌

500,000

JPMorgan

Chase

&

Co

0

.768

08/09/25

490,560‌

250,000

(c)

Royal

Bank

of

Canada

1

.050

09/14/26

227,760‌

1,000,000

(c)

Royal

Bank

of

Canada

4

.851

12/14/26

998,662‌

250,000

Toronto-Dominion

Bank

1

.250

12/13/24

242,701‌

500,000

Wells

Fargo

&

Co

4

.540

08/15/26

493,615‌

TOTAL

BANKS

6,253,409‌

CAPITAL

GOODS

-

0

.7

%

250,000

Air

Lease

Corp

5

.100

03/01/29

248,342‌

300,000

Nature

Conservancy

2

.668

03/01/26

282,980‌

TOTAL

CAPITAL

GOODS

531,322‌

ENERGY

-

2

.7

%

500,000

Marathon

Oil

Corp

5

.300

04/01/29

499,092‌

525,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

524,338‌

500,000

Total

Capital

International

S.A.

3

.750

04/10/24

499,761‌

250,000

Williams

Cos,

Inc

5

.400

03/02/26

250,642‌

250,000

Williams

Cos,

Inc

5

.300

08/15/28

252,117‌

TOTAL

ENERGY

2,025,950‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.3

%

250,000

(c)

HAT

Holdings

I

LLC

3

.375

06/15/26

235,476‌

250,000

(c)

HAT

Holdings

I

LLC

8

.000

06/15/27

260,675‌

500,000

SITE

Centers

Corp

3

.625

02/01/25

492,245‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

988,396‌

FINANCIAL

SERVICES

-

5

.4

%

250,000

BB

Blue

Financing

DAC

4

.395

09/20/29

245,661‌

250,000

Goldman

Sachs

Group,

Inc

0

.855

02/12/26

239,469‌

500,000

Morgan

Stanley

5

.857

01/22/25

500,300‌

500,000

Morgan

Stanley

0

.864

10/21/25

486,225‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.250

04/20/46

486,922‌

335

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

Private

Export

Funding

Corp

(PEFCO)

1

.400

%

07/15/28

$

441,738‌

250,000

Private

Export

Funding

Corp

(PEFCO)

4

.300

12/15/28

249,422‌

250,000

(c)

Starwood

Property

Trust,

Inc

7

.250

04/01/29

251,990‌

250,000

(c)

UBS

Group

AG.

6

.327

12/22/27

255,388‌

250,000

(c)

WLB

Asset

II

B

Pte

Ltd

3

.950

12/10/24

237,560‌

250,000

(c)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

233,417‌

250,000

(c)

WLB

Asset

II

D

Pte

Ltd

6

.500

12/21/26

239,563‌

250,000

(c)

WLB

Asset

VI

Pte

Ltd

7

.250

12/21/27

249,637‌

TOTAL

FINANCIAL

SERVICES

4,117,292‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.4

%

275,000

Campbell

Soup

Co

5

.200

03/21/29

276,318‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

276,318‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.7

%

250,000

Unilever

Capital

Corp

0

.626

08/12/24

245,497‌

1,000,000

Unilever

Capital

Corp

4

.875

09/08/28

1,010,961‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,256,458‌

MATERIALS

-

0

.9

%

200,000

(c)

Cemex

SAB

de

C.V.

9

.125

N/A(b)

217,271‌

450,000

(c),(d)

Smurfit

Kappa

Treasury

ULC

5

.200

01/15/30

449,110‌

TOTAL

MATERIALS

666,381‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.9

%

500,000

Merck

&

Co,

Inc

1

.900

12/10/28

443,456‌

275,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/25

273,220‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

716,676‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1

.0

%

500,000

Apple,

Inc

3

.000

06/20/27

476,303‌

250,000

Teledyne

Technologies,

Inc

0

.950

04/01/24

250,000‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

726,303‌

TRANSPORTATION

-

0

.4

%

290,131

(c)

British

Airways

2013-, Cl A

Pass

Through

Trust

4

.625

06/20/24

289,440‌

54,417

Ethiopian

Leasing

2012

LLC

2

.646

05/12/26

52,857‌

TOTAL

TRANSPORTATION

342,297‌

UTILITIES

-

9

.0

%

475,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

472,428‌

500,000

Avangrid,

Inc

3

.150

12/01/24

491,467‌

600,000

(c)

Brooklyn

Union

Gas

Co

4

.632

08/05/27

582,448‌

500,000

Connecticut

Light

and

Power

Co

4

.650

01/01/29

494,266‌

500,000

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/27

501,339‌

491,996

(c)

Continental

Wind

LLC

6

.000

02/28/33

498,444‌

1,000,000

DTE

Electric

Co

1

.900

04/01/28

896,631‌

250,000

(c)

Electricite

de

France

S.A.

3

.625

10/13/25

243,584‌

300,000

National

Fuel

Gas

Co

5

.500

01/15/26

299,536‌

300,000

National

Fuel

Gas

Co

5

.500

10/01/26

300,065‌

237,000

(c)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

242,490‌

219,000

Oncor

Electric

Delivery

Co

LLC

0

.550

10/01/25

205,047‌

250,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

239,069‌

275,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

276,031‌

374,847

SCE

Recovery

Funding

LLC

1

.977

11/15/28

347,860‌

275,000

Southern

California

Edison

Co

4

.875

02/01/27

274,163‌

500,000

Southern

Power

Co

4

.150

12/01/25

491,598‌

TOTAL

UTILITIES

6,856,466‌

TOTAL

CORPORATE

BONDS

25,254,747‌

(Cost

$25,283,181)

GOVERNMENT

BONDS

-

44

.2

%

AGENCY

SECURITIES

-

4

.8

%

106,997

Export-Import

Bank

of

the

United

States

1

.822

05/03/25

104,312‌

Short

Duration

Impact

Bond

Fund

March

31,

2024

336

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

250,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1

.500

%

02/12/25

$

242,277‌

396,250

Harar

Leasing

2013

LLC

2

.582

07/02/25

380,346‌

500,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

483,348‌

227,484

Lulwa

Ltd

1

.831

03/26/25

222,463‌

222,058

Penta

Aircraft

Leasing

LLC

1

.691

04/29/25

217,095‌

500,000

Private

Export

Funding

Corp

(PEFCO)

1

.750

11/15/24

488,915‌

250,000

PEFCO

3

.250

06/15/25

244,992‌

43,797

Sandalwood

LLC

2

.821

02/12/26

42,597‌

595,308

Thirax   LLC

0

.968

01/14/33

503,202‌

177,689

United

States

International

Development

Finance

Corp

1

.050

10/15/29

160,890‌

177,689

United

States

International

Development

Finance

Corp

1

.790

10/15/29

164,339‌

39,289

(a)

Washington

Aircraft

2

Co

Ltd

CME

Term

SOFR

3

M

+

0.692%

6

.004

06/26/24

39,315‌

408,258

Windermere

Aviation

LLC

2

.351

05/27/26

392,000‌

TOTAL

AGENCY

SECURITIES

3,686,091‌

FOREIGN

GOVERNMENT

BONDS

-

13

.5

%

500,000

African

Development

Bank

4

.125

02/25/27

494,034‌

360,000

Asian

Development

Bank

4

.625

06/13/25

358,354‌

250,000

Asian

Infrastructure

Investment

Bank

0

.500

01/27/26

231,537‌

250,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

251,300‌

300,000

(a),(c)

Asian

Infrastructure

Investment

Bank

SOFR

Compounded

Index

+

0.620%

5

.964

08/16/27

301,550‌

600,000

(c)

BNG

Bank

NV

1

.500

10/16/24

587,569‌

250,000

(c)

BNG

Bank

NV

3

.500

05/19/28

240,693‌

250,000

(c)

Caisse

d'Amortissement

de

la

Dette

Sociale

4

.875

09/19/26

251,283‌

250,000

(a)

Central

American

Bank

for

Economic

Integration

CME

Term

SOFR

3

M

+

1.112%

6

.419

11/15/24

249,702‌

250,000

(c)

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

248,601‌

500,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

487,594‌

500,000

European

Investment

Bank

2

.875

06/13/25

488,240‌

500,000

(c)

European

Stability

Mechanism

1

.375

09/11/24

491,174‌

450,000

Export

Development

Canada

3

.875

02/14/28

440,847‌

1,000,000

Hydro-Quebec

8

.050

07/07/24

1,005,970‌

250,000

Inter-American

Investment

Corp

2

.625

04/22/25

243,206‌

250,000

Inter-American

Investment

Corp

0

.625

02/10/26

230,969‌

500,000

Inter-American

Investment

Corp

4

.125

02/15/28

491,307‌

250,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

223,212‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

485,995‌

250,000

(a)

International

Finance

Corp

SOFR

+

0.090%

5

.443

04/03/24

250,004‌

250,000

International

Finance

Facility

for

Immunisation

Co

1

.000

04/21/26

231,208‌

500,000

Japan

Bank

for

International

Cooperation

1

.625

01/20/27

459,196‌

500,000

Japan

Bank

for

International

Cooperation

4

.375

10/05/27

494,817‌

250,000

Japan

International

Cooperation

Agency

4

.000

05/23/28

242,628‌

250,000

(c)

Nederlandse

Waterschapsbank

NV

1

.750

01/15/25

243,164‌

500,000

OPEC

Fund

for

International

Development

4

.500

01/26/26

493,770‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

10,217,924‌

MORTGAGE

BACKED

-

0

.0

%

29,197

(a),(c)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

30

D

AVG

SOFR

+

1.650%

6

.465

01/25/34

29,311‌

TOTAL

MORTGAGE

BACKED

29,311‌

MUNICIPAL

BONDS

-

6

.8

%

200,000

City

of

Detroit

MI

2

.189

04/01/24

200,000‌

117,179

(e)

City

of

Fort

Wayne

IN

10

.750

12/01/29

12‌

500,000

District

of

Columbia

3

.850

02/28/25

491,589‌

250,000

Fairfax

County

Economic

Development

Authority

5

.589

10/01/24

250,427‌

250,000

Florida

Development

Finance

Corp

7

.500

07/01/57

248,609‌

250,000

(c)

Florida

Development

Finance

Corp

8

.000

07/01/57

265,000‌

250,000

(c)

Florida

Development

Finance

Corp

8

.250

07/01/57

249,948‌

250,000

Mount

Diablo

Unified

School

District

5

.548

08/01/27

252,615‌

500,000

(c)

New

Hampshire

Business

Finance

Authority

5

.600

02/01/29

500,000‌

850,000

New

York

State

Energy

Research

&

Development

Authority

3

.845

04/01/25

835,411‌

250,000

Pharr

Economic

Development

Corp

3

.016

08/15/26

239,458‌

337

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

650,000

Philadelphia

Energy

Authority

5

.587

%

11/01/24

$

650,989‌

302,607

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

291,130‌

250,000

Village

of

Deerfield

IL

4

.000

12/01/28

244,083‌

200,000

(c)

Warm

Springs

Reservation

Confederated

Tribe

3

.050

11/01/24

196,933‌

250,000

(c)

Warm

Springs

Reservation

Confederated

Tribe

2

.165

11/01/26

231,113‌

TOTAL

MUNICIPAL

BONDS

5,147,317‌

U.S.

TREASURY

SECURITIES

-

19

.1

%

9,283,000

United

States

Treasury

Note

5

.000

09/30/25

9,305,845‌

2,073,000

(f)

United

States

Treasury

Note

4

.625

02/28/26

2,071,300‌

3,088,000

United

States

Treasury

Note

4

.250

03/15/27

3,073,766‌

18,000

(f)

United

States

Treasury

Note

4

.250

02/28/29

18,024‌

TOTAL

U.S.

TREASURY

SECURITIES

14,468,935‌

TOTAL

GOVERNMENT

BONDS

33,549,578‌

(Cost

$33,812,642)

STRUCTURED

ASSETS

-

19

.4

%

ASSET

BACKED

-

12

.2

%

1,000,000

Delta

Air

Lines

Pass

Through

Trust

3

.204

04/25/24

999,233‌

Series

-

2019

1

(Class

AA)

543,297

Delta

Air

Lines

Pass

Through

Trust

3

.625

07/30/27

513,648‌

Series

-

2015

1

(Class

AA)

197,680

Delta

Air

Lines

Pass

Through

Trust

2

.000

06/10/28

178,694‌

Series

-

2020

1

(Class

AA)

205,123

Delta

Air

Lines

Pass

Through

Trust

2

.500

06/10/28

184,539‌

Series

-

2020

1

(Class

A)

259,199

(c)

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

200,785‌

Series

-

2021

4GS

(Class

A)

247,670

(c)

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

182,314‌

Series

-

2021

5CS

(Class

B)

484,371

(c)

Helios

Issuer,

LLC

5

.300

08/22/50

476,008‌

Series

-

2023

B

(Class

A)

92,290

(c)

HERO

Funding

Trust

4

.050

09/20/41

84,824‌

Series

-

2016

1A

(Class

A)

142,550

(c)

HERO

Funding

Trust

3

.910

09/20/42

129,100‌

Series

-

2016

3A

(Class

A2)

108,398

(c)

HERO

Funding

Trust

2

.720

09/20/57

88,822‌

Series

-

2020

1A

(Class

A)

500,000

(c)

Hertz

Vehicle

Financing

III

LLC

5

.570

09/25/29

503,627‌

Series

-

2023

2A

(Class

A)

106,306

(c)

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

92,092‌

Series

-

2020

1A

(Class

A)

240,812

(c)

Mosaic

Solar

Loan

Trust

1

.440

08/20/46

202,602‌

Series

-

2020

2A

(Class

A)

288,939

(c)

Mosaic

Solar

Loan

Trust

1

.440

06/20/52

233,950‌

Series

-

2021

3A

(Class

A)

243,283

(c)

Mosaic

Solar

Loan

Trust

1

.770

06/20/52

204,578‌

Series

-

2021

3A

(Class

C)

26,208

(c)

Renew

3

.670

09/20/52

23,755‌

Series

-

2017

1A

(Class

A)

195,150

(c)

Sunnova

Helios

VII

Issuer

LLC

2

.030

10/20/48

170,643‌

Series

-

2021

C

(Class

A)

253,262

(c)

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

227,118‌

Series

-

2022

A

(Class

A)

239,761

(c)

Sunnova

Helios

XI

Issuer

LLC

5

.300

05/20/50

235,681‌

Series

-

2023

A

(Class

A)

437,714

(c)

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

400,067‌

Series

-

2019

2

(Class

A)

327,446

(c)

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

305,555‌

Series

-

2019

1A

(Class

A)

Short

Duration

Impact

Bond

Fund

March

31,

2024

338

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

282,518

(c)

Sunrun

Callisto

Issuer

LLC

2

.270

%

01/30/57

$

230,488‌

Series

-

2021

2A

(Class

A)

211,654

(c)

Tesla

Auto

Lease

Trust

5

.860

08/20/25

211,934‌

Series

-

2023

A

(Class

A2)

153,116

(c)

Tesla

Auto

Lease

Trust

0

.600

09/22/25

152,891‌

Series

-

2021

B

(Class

A3)

250,000

(c)

Tesla

Auto

Lease

Trust

1

.320

09/22/25

245,462‌

Series

-

2021

B

(Class

D)

250,000

(c)

Tesla

Auto

Lease

Trust

5

.890

06/22/26

251,381‌

Series

-

2023

A

(Class

A3)

815,000

(c)

Tesla

Auto

Lease

Trust

6

.130

09/21/26

822,460‌

Series

-

2023

B

(Class

A3)

580,000

(c)

Tesla

Auto

Lease

Trust

5

.300

06/21/27

578,773‌

Series

-

2024

A

(Class

A3)

750,000

(c)

Tesla

Electric

Vehicle

Trust

5

.540

12/21/26

750,347‌

Series

-

2023

1

(Class

A2A)

379,869

(c)

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

354,233‌

Series

-

2018

1A

(Class

B)

TOTAL

ASSET

BACKED

9,235,604‌

OTHER

MORTGAGE

BACKED

-

7

.2

%

250,000

(a),(c)

Alen

Mortgage

Trust

SOFR

1

M

+

2.364%

7

.690

04/15/34

187,578‌

Series

-

2021

ACEN

(Class

C)

250,000

(c)

BX

Trust

6

.300

10/13/27

235,467‌

Series

-

2022

CLS

(Class

B)

250,000

(a),(c)

BX

TRUST

Term

SOFR

1

M

+

1.490%

6

.815

01/17/39

247,337‌

Series

-

2022

AHP

(Class

AS)

250,000

(a),(c)

BX

TRUST

CME

Term

SOFR

1

M

+

2.090%

7

.415

01/17/39

244,514‌

Series

-

2022

AHP

(Class

C)

50,000

(a),(c)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8

.820

03/25/42

52,485‌

Series

-

2022

R03

(Class

1M2)

27,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8

.920

07/25/42

28,555‌

Series

-

2022

R08

(Class

1M2)

250,000

(a),(c)

DBUBS

Mortgage

Trust

3

.530

10/10/34

214,660‌

Series

-

2017

BRBK

(Class

D)

250,000

(c)

Frontier

Issuer

LLC

6

.600

08/20/53

252,491‌

Series

-

2023

1

(Class

A2)

250,000

(c)

Frontier

Issuer

LLC

11

.500

08/20/53

253,628‌

Series

-

2023

1

(Class

C)

80,070

GS

Mortgage

Securities

Trust

2

.922

05/10/49

78,142‌

Series

-

2016

GS2

(Class

AAB)

500,000

(a),(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

CME

Term

SOFR

1

M

+

1.734%

7

.060

10/15/33

490,564‌

Series

-

2020

609M

(Class

A)

250,000

(a),(c)

MAD

Mortgage

Trust

3

.082

08/15/34

231,327‌

Series

-

2017

330M

(Class

A)

212,214

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

6

.469

07/15/36

196,527‌

Series

-

2019

MILE

(Class

A)

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.879%

7

.205

07/15/36

218,374‌

Series

-

2019

MILE

(Class

B)

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.279%

7

.605

07/15/36

206,013‌

Series

-

2019

MILE

(Class

C)

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

Term

SOFR

1

M

+

4.329%

9

.655

07/15/36

166,591‌

Series

-

2019

MILE

(Class

F)

12,053

(a),(c)

OBX

Trust

SOFR

1

M

+

0.764%

4

.658

06/25/57

11,621‌

Series

-

2018

1

(Class

A2)

182,612

(c)

One

Market

Plaza

Trust

3

.614

02/10/32

168,797‌

Series

-

2017

1MKT

(Class

A)

250,000

(c)

One

Market

Plaza

Trust

3

.845

02/10/32

226,858‌

Series

-

2017

1MKT

(Class

B)

27,382,754

(a),(c)

SLG

Office

Trust

0

.258

07/15/41

396,894‌

Series

-

2021

OVA

(Class

X)

339

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

500,000

(a),(c)

STWD

Mortgage

Trust

Term

SOFR

1

M

+

1.371%

6

.697

%

11/15/36

$

496,293‌

Series

-

2021

LIH

(Class

AS)

500,000

(a),(c)

STWD

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.770%

7

.096

11/15/36

495,488‌

Series

-

2021

LIH

(Class

B)

270,000

(a),(c)

STWD

Mortgage

Trust

CME

Term

SOFR

1

M

+

2.069%

7

.395

11/15/36

266,863‌

Series

-

2021

LIH

(Class

C)

122,549

(c)

Verus

Securitization

Trust

3

.417

01/25/60

117,328‌

Series

-

2020

1

(Class

A1)

TOTAL

OTHER

MORTGAGE

BACKED

5,484,395‌

TOTAL

STRUCTURED

ASSETS

14,719,999‌

(Cost

$15,475,244)

TOTAL

LONG-TERM

INVESTMENTS

75,317,241‌

(Cost

$76,379,689)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

0.7%

REPURCHASE

AGREEMENT

-

0

.7

%

$

570,000

(g)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

04/01/24

570,000‌

TOTAL

REPURCHASE

AGREEMENT

570,000‌

TOTAL

SHORT-TERM

INVESTMENTS

570,000‌

(Cost

$570,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.8%

2,121,069

(h)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(i)

2,121,069‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

2,121,069‌

(Cost

$2,121,069)

TOTAL

INVESTMENTS

-

102.8%

78,008,310‌

(Cost

$79,070,758)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(2.8)%

(

2,128,203‌

)

NET

ASSETS

-

100.0%

$

75,880,107‌

AVG

Average

CME

Chicago

Mercantile

Exchange

D

Day

M

Month

SOFR

Secure

Overnight

Financing

Rate

(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

(c)

Security

is

exempt

from

registration

under

Rule

144(A)

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.

(d)

When-issued

or

delayed

delivery

security.

(e)

In

default

(f)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,067,403.

(g)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$570,337

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$581,462.

(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.

Short

Term

Bond

Fund

March

31,

2024

Portfolio

of

Investments

340

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.3%

BANK

LOAN

OBLIGATIONS

-

1.6%

CAPITAL

GOODS

-

0

.1

%

$

972,500

(a)

AECOM

SOFR

12

M

+

1.750%

7

.192

%

04/13/28

$

974,212‌

1,477,330

(a)

Core

&

Main

LP

SOFR

2

M

+

2.500%

8

.056

07/27/28

1,478,874‌

168,060

(a)

Ingersoll-Rand

Services

Co

SOFR

12

M

+

1.750%

7

.177

03/01/27

168,602‌

TOTAL

CAPITAL

GOODS

2,621,688‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.1

%

1,121,678

(a)

GFL

Environmental,

Inc

SOFR

4

M

+

2.500%

7

.816

05/31/27

1,127,292‌

705,333

(a)

Trans

Union

LLC

SOFR

12

M

+

2.000%

7

.327

12/01/28

705,820‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

1,833,112‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.2

%

670,250

(a)

American

Builders

&

Contractors

Supply

Co,

Inc

SOFR

12

M

+

2.000%

7

.330

01/31/31

671,192‌

1,767,371

(a)

Avis

Budget

Car

Rental

LLC

SOFR

12

M

+

1.750%

7

.195

08/06/27

1,763,686‌

1,074,806

(a)

Avis

Budget

Car

Rental

LLC

CME

Term

SOFR

1

M

+

3.000%

8

.430

03/16/29

1,077,827‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

3,512,705‌

CONSUMER

SERVICES

-

0

.3

%

1,458,466

(a)

1011778

BC

ULC

SOFR

12

M

+

2.250%

7

.580

09/20/30

1,459,377‌

1,943,891

(a)

Hilton

Worldwide

Finance

LLC

CME

Term

SOFR

3

M

+

1.750%

7

.174

06/21/26

1,950,131‌

788,233

(a)

KFC

Holding

Co

SOFR

12

M

+

1.750%

7

.191

03/15/28

788,762‌

651,904

(a)

Nascar

Holdings

LLC

SOFR

12

M

+

2.500%

7

.945

10/19/26

655,461‌

1,422,850

(a)

Wyndham

Hotels

&

Resorts,

Inc

SOFR

12

M

+

2.250%

7

.677

05/24/30

1,429,523‌

TOTAL

CONSUMER

SERVICES

6,283,254‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.1

%

803,676

(a)

US

Foods,

Inc

SOFR

12

M

+

2.000%

7

.327

11/22/28

808,116‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

808,116‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.1

%

1,754,718

(a)

Energizer

Holdings,

Inc

SOFR

12

M

+

2.250%

7

.693

12/22/27

1,756,034‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,756,034‌

MATERIALS

-

0

.0

%

700,097

(a)

Berry

Global,

Inc

SOFR

12

M

+

1.750%

7

.182

07/01/26

703,093‌

TOTAL

MATERIALS

703,093‌

MEDIA

&

ENTERTAINMENT

-

0

.1

%

1,008,194

(a)

CSC

Holdings

LLC

LIBOR

12

M

+

2.500%

7

.940

04/15/27

1,007,248‌

1,290,299

(a)

Outfront

Media

Capital

LLC

SOFR

12

M

+

1.750%

7

.077

11/18/26

1,290,298‌

TOTAL

MEDIA

&

ENTERTAINMENT

2,297,546‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.3

%

937,128

(a)

Avantor,

Inc

SOFR

12

M

+

2.250%

7

.680

11/08/27

939,630‌

2,205,858

(a)

Jazz

Financing

Lux

Sarl

SOFR

12

M

+

3.000%

8

.445

05/05/28

2,219,645‌

2,197,494

(a)

Organon

&

Co

SOFR

12

M

+

3.000%

8

.433

06/02/28

2,208,031‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

5,367,306‌

SOFTWARE

&

SERVICES

-

0

.3

%

1,329,594

(a)

NortonLifeLock,

Inc

SOFR

12

M

+

2.000%

7

.427

09/12/29

1,330,664‌

1,823,833

(a)

Open

Text

Corp

SOFR

12

M

+

1.750%

7

.177

05/30/25

1,827,827‌

371,452

(a)

SS&C

Technologies,

Inc

SOFR

12

M

+

1.750%

7

.195

04/16/25

371,909‌

350,713

(a)

SS&C

Technologies,

Inc

Term

SOFR

1

M

+

1.750%

7

.195

04/16/25

351,144‌

291,209

(a)

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7

.680

03/22/29

291,870‌

566,013

(a)

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7

.680

03/22/29

567,298‌

TOTAL

SOFTWARE

&

SERVICES

4,740,712‌

TOTAL

BANK

LOAN

OBLIGATIONS

29,923,566‌

(Cost

$29,715,703)

341

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CORPORATE

BONDS

-

34

.1

%

AUTOMOBILES

&

COMPONENTS

-

1

.6

%

$

2,725,000

(b)

Denso

Corp

1

.239

%

09/16/26

$

2,469,272‌

3,000,000

Ford

Motor

Credit

Co

LLC

7

.350

11/04/27

3,146,316‌

4,000,000

General

Motors

Financial

Co,

Inc

1

.200

10/15/24

3,904,495‌

11,000,000

General

Motors

Financial

Co,

Inc

5

.400

04/06/26

11,004,090‌

5,000,000

General

Motors

Financial

Co,

Inc

5

.400

05/08/27

5,013,077‌

850,000

(c)

General

Motors

Financial

Co,

Inc

6

.000

01/09/28

871,374‌

2,250,000

(b)

Hyundai

Capital

Services,

Inc

2

.125

04/24/25

2,168,168‌

1,335,000

(b)

Kia

Corp

2

.375

02/14/25

1,299,297‌

TOTAL

AUTOMOBILES

&

COMPONENTS

29,876,089‌

BANKS

-

12

.7

%

2,100,000

(b)

Banco

de

Credito

del

Peru

2

.700

01/11/25

2,048,949‌

3,650,000

(b)

Banco

del

Estado

de

Chile

2

.704

01/09/25

3,554,005‌

2,855,000

(b)

Banco

do

Brasil

S.A.

3

.250

09/30/26

2,699,695‌

5,000,000

Banco

Santander

S.A.

3

.496

03/24/25

4,908,493‌

4,000,000

(b)

Bank

Leumi

Le-Israel

BM

5

.125

07/27/27

3,916,816‌

5,000,000

Bank

of

America

Corp

0

.976

04/22/25

4,985,148‌

8,000,000

Bank

of

America

Corp

0

.981

09/25/25

7,814,659‌

20,000,000

Bank

of

America

Corp

3

.384

04/02/26

19,561,362‌

10,000,000

Bank

of

America

NA

5

.650

08/18/25

10,060,582‌

10,000,000

Barclays

plc

6

.490

09/13/29

10,395,890‌

500,000

Citigroup,

Inc

6

.035

10/30/24

500,600‌

23,600,000

Citigroup,

Inc

0

.981

05/01/25

23,496,639‌

2,500,000

Citigroup,

Inc

1

.281

11/03/25

2,431,943‌

10,000,000

Citigroup,

Inc

5

.610

09/29/26

10,015,933‌

2,950,000

Deutsche

Bank

AG.

0

.898

05/28/24

2,928,232‌

1,850,000

Deutsche

Bank

AG.

6

.819

11/20/29

1,933,996‌

1,775,000

(b)

Development

Bank

of

Kazakhstan

JSC

5

.750

05/12/25

1,769,107‌

20,000,000

Goldman

Sachs

Bank

USA

5

.283

03/18/27

19,989,962‌

1,250,000

HSBC

USA,

Inc

3

.500

06/23/24

1,243,326‌

20,000,000

JPMorgan

Chase

&

Co

0

.824

06/01/25

19,826,911‌

14,000,000

JPMorgan

Chase

&

Co

4

.080

04/26/26

13,785,499‌

10,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

10,028,712‌

5,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.063

09/12/25

4,982,856‌

5,000,000

Morgan

Stanley

Bank

NA

5

.882

10/30/26

5,096,392‌

1,250,000

NatWest

Group

plc

1

.642

06/14/27

1,149,213‌

10,000,000

Royal

Bank

of

Canada

5

.200

07/20/26

10,032,169‌

3,000,000

Toronto-Dominion

Bank

3

.766

06/06/25

2,947,006‌

3,000,000

(d)

Toronto-Dominion

Bank

4

.980

04/05/27

2,995,543‌

5,000,000

Toronto-Dominion

Bank

5

.523

07/17/28

5,106,374‌

4,000,000

(b)

United

Overseas

Bank

Ltd

1

.250

04/14/26

3,709,480‌

21,900,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

22,047,163‌

TOTAL

BANKS

235,962,655‌

CAPITAL

GOODS

-

1

.3

%

10,000,000

Boeing

Co

2

.196

02/04/26

9,361,993‌

10,000,000

Caterpillar

Financial

Services

Corp

4

.350

05/15/26

9,890,968‌

5,825,000

John

Deere

Capital

Corp

4

.950

07/14/28

5,868,908‌

TOTAL

CAPITAL

GOODS

25,121,869‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.3

%

2,700,000

O'Reilly

Automotive,

Inc

5

.750

11/20/26

2,744,427‌

3,000,000

(b)

Prosus

NV

3

.257

01/19/27

2,779,915‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

5,524,342‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.2

%

3,900,000

Walmart,

Inc

1

.050

09/17/26

3,575,331‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,575,331‌

ENERGY

-

2

.8

%

3,000,000

Canadian

Natural

Resources

Ltd

2

.050

07/15/25

2,869,943‌

4,775,000

Enbridge,

Inc

2

.500

02/14/25

4,650,609‌

Short

Term

Bond

Fund

March

31,

2024

342

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

3,000,000

Energy

Transfer

LP

2

.900

%

05/15/25

$

2,911,765‌

5,000,000

Energy

Transfer

Operating

LP

4

.500

04/15/24

4,997,277‌

3,500,000

Enterprise

Products

Operating

LLC

5

.050

01/10/26

3,497,502‌

2,991,000

Hess

Corp

4

.300

04/01/27

2,932,720‌

2,425,000

Marathon

Oil

Corp

5

.300

04/01/29

2,420,595‌

4,000,000

Marathon

Petroleum

Corp

4

.700

05/01/25

3,966,031‌

208,500

Petroleos

Mexicanos

2

.378

04/15/25

204,932‌

1,000,000

Petroleos

Mexicanos

4

.500

01/23/26

937,502‌

1,000,000

Petroleos

Mexicanos

5

.350

02/12/28

885,884‌

2,631,579

Reliance

Industries

Ltd

2

.444

01/15/26

2,546,162‌

3,000,000

(b)

Saudi

Arabian

Oil

Co

2

.875

04/16/24

2,994,300‌

2,000,000

(b)

Tengizchevroil

Finance

Co

International

Ltd

2

.625

08/15/25

1,896,748‌

5,000,000

TransCanada

PipeLines

Ltd

1

.000

10/12/24

4,874,696‌

10,000,000

Williams

Cos,

Inc

5

.400

03/02/26

10,025,678‌

TOTAL

ENERGY

52,612,344‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.5

%

2,000,000

American

Tower

Corp

3

.375

05/15/24

1,994,032‌

1,450,000

AvalonBay

Communities,

Inc

3

.500

11/15/24

1,431,817‌

1,044,000

Brandywine

Operating

Partnership

LP

4

.100

10/01/24

1,032,043‌

5,000,000

Essex

Portfolio

LP

3

.875

05/01/24

4,990,772‌

3,000,000

(b)

ProLogis

Targeted

US

Logistics

Fund

LP

5

.250

04/01/29

2,991,397‌

1,665,000

(b)

SBA

Tower

Trust

2

.836

01/15/25

1,625,083‌

13,365,000

(b)

SBA

Tower

Trust

1

.884

01/15/26

12,475,966‌

2,500,000

(b)

SBA

Tower

Trust

1

.631

11/15/26

2,262,081‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

28,803,191‌

FINANCIAL

SERVICES

-

2

.5

%

5,500,000

AerCap

Ireland

Capital

DAC

6

.100

01/15/27

5,590,008‌

5,500,000

American

Express

Co

3

.375

05/03/24

5,488,255‌

1,500,000

(b),(c)

Banco

BTG

Pactual

S.A.

2

.750

01/11/26

1,416,543‌

7,000,000

Capital

One

Financial

Corp

4

.166

05/09/25

6,985,709‌

2,500,000

(b)

DAE

Funding

LLC

2

.625

03/20/25

2,419,250‌

4,000,000

Morgan

Stanley

3

.620

04/17/25

3,995,532‌

5,000,000

Morgan

Stanley

0

.790

05/30/25

4,953,645‌

5,000,000

Morgan

Stanley

1

.164

10/21/25

4,868,459‌

1,675,000

Morgan

Stanley

5

.449

07/20/29

1,689,689‌

1,250,000

Morgan

Stanley

5

.173

01/16/30

1,251,059‌

2,000,000

(b)

Private

Export

Funding

Corp

(PEFCO)

0

.550

07/30/24

1,968,661‌

5,000,000

State

Street

Corp

5

.272

08/03/26

5,026,974‌

TOTAL

FINANCIAL

SERVICES

45,653,784‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.7

%

3,000,000

(b)

Bimbo

Bakeries

USA,

Inc

6

.050

01/15/29

3,104,157‌

3,000,000

Constellation

Brands,

Inc

3

.600

05/09/24

2,992,871‌

4,300,000

PepsiCo,

Inc

5

.125

11/10/26

4,334,099‌

3,000,000

Philip

Morris

International,

Inc

4

.875

02/13/29

2,980,885‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

13,412,012‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.6

%

3,750,000

CVS

Health

Corp

4

.300

03/25/28

3,659,533‌

3,200,000

HCA,

Inc

5

.200

06/01/28

3,209,054‌

5,000,000

McKesson

Corp

4

.900

07/15/28

5,015,296‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

11,883,883‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.3

%

5,000,000

Haleon

UK

Capital

plc

3

.125

03/24/25

4,881,372‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,881,372‌

INSURANCE

-

0

.4

%

2,300,000

Assured

Guaranty

US

Holdings,

Inc

6

.125

09/15/28

2,384,427‌

3,000,000

(b)

Principal

Life

Global

Funding

II

0

.750

04/12/24

2,995,943‌

2,500,000

(b)

Principal

Life

Global

Funding

II

0

.875

01/12/26

2,309,065‌

TOTAL

INSURANCE

7,689,435‌

343

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS

-

1

.2

%

$

2,200,000

AngloGold

Ashanti

Holdings

plc

3

.375

%

11/01/28

$

1,980,470‌

1,200,000

(b)

Freeport

Indonesia

PT

4

.763

04/14/27

1,168,660‌

1,000,000

Nutrien

Ltd

4

.900

03/27/28

994,704‌

4,725,000

(b)

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

4,339,466‌

3,000,000

(b)

POSCO

4

.375

08/04/25

2,953,012‌

4,200,000

(b),(c)

POSCO

5

.750

01/17/28

4,260,279‌

3,000,000

(c)

Sherwin-Williams

Co

4

.050

08/08/24

2,980,080‌

3,000,000

WRKCo,

Inc

3

.000

09/15/24

2,962,194‌

TOTAL

MATERIALS

21,638,865‌

MEDIA

&

ENTERTAINMENT

-

2

.1

%

2,000,000

(b)

CCO

Holdings

LLC

5

.125

05/01/27

1,905,543‌

10,000,000

Charter

Communications

Operating

LLC

4

.908

07/23/25

9,878,299‌

10,000,000

Charter

Communications

Operating

LLC

6

.150

11/10/26

10,078,311‌

10,000,000

Comcast

Corp

3

.150

03/01/26

9,682,111‌

6,875,000

Warnermedia

Holdings,

Inc

3

.638

03/15/25

6,738,403‌

TOTAL

MEDIA

&

ENTERTAINMENT

38,282,667‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1

.1

%

1,450,000

AbbVie,

Inc

4

.800

03/15/29

1,452,127‌

4,600,000

Amgen,

Inc

5

.150

03/02/28

4,629,488‌

3,000,000

AstraZeneca

Finance

LLC

4

.800

02/26/27

2,998,705‌

8,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/28

7,886,171‌

1,045,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

1,011,638‌

3,000,000

Zoetis,

Inc

5

.400

11/14/25

3,003,923‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

20,982,052‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.9

%

5,000,000

NVIDIA

Corp

0

.584

06/14/24

4,950,328‌

3,000,000

(b)

SK

Hynix,

Inc

1

.500

01/19/26

2,793,786‌

3,000,000

(b)

SK

Hynix,

Inc

6

.375

01/17/28

3,086,883‌

1,075,000

TSMC

Arizona

Corp

1

.750

10/25/26

990,494‌

1,325,000

TSMC

Arizona

Corp

3

.875

04/22/27

1,286,420‌

3,000,000

(b)

TSMC

Global

Ltd

0

.750

09/28/25

2,806,158‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

15,914,069‌

SOFTWARE

&

SERVICES

-

0

.5

%

5,000,000

Adobe,

Inc

1

.900

02/01/25

4,864,300‌

925,000

(b)

Gen

Digital,

Inc

6

.750

09/30/27

938,246‌

3,100,000

Oracle

Corp

5

.800

11/10/25

3,125,552‌

TOTAL

SOFTWARE

&

SERVICES

8,928,098‌

TELECOMMUNICATION

SERVICES

-

1

.0

%

5,500,000

AT&T,

Inc

1

.700

03/25/26

5,142,210‌

8,000,000

T-Mobile

USA,

Inc

3

.750

04/15/27

7,704,856‌

5,500,000

Verizon

Communications,

Inc

2

.100

03/22/28

4,951,448‌

TOTAL

TELECOMMUNICATION

SERVICES

17,798,514‌

TRANSPORTATION

-

0

.7

%

5,000,000

Canadian

Pacific

Railway

Co

1

.350

12/02/24

4,861,643‌

2,000,000

(b)

Grupo

Aeromexico

SAB

de

C.V.

8

.500

03/17/27

1,982,998‌

3,400,000

(b)

Misc

Capital

Two

Labuan

Ltd

3

.625

04/06/25

3,330,733‌

2,000,000

(b)

Transnet

SOC

Ltd

8

.250

02/06/28

1,987,520‌

TOTAL

TRANSPORTATION

12,162,894‌

UTILITIES

-

1

.7

%

1,925,000

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/27

1,930,156‌

3,000,000

Dominion

Energy,

Inc

3

.300

03/15/25

2,937,320‌

5,000,000

Florida

Power

&

Light

Co

4

.400

05/15/28

4,945,994‌

1,575,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

02/28/28

1,570,056‌

3,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

03/15/29

2,987,424‌

9,300,000

Virginia

Power

Fuel

Securitization

LLC

5

.088

05/01/27

9,169,936‌

5,000,000

WEC

Energy

Group,

Inc

4

.750

01/09/26

4,953,847‌

Short

Term

Bond

Fund

March

31,

2024

344

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

3,300,000

WEC

Energy

Group,

Inc

5

.600

%

09/12/26

$

3,338,138‌

TOTAL

UTILITIES

31,832,871‌

TOTAL

CORPORATE

BONDS

632,536,337‌

(Cost

$637,405,141)

GOVERNMENT

BONDS

-

44

.5

%

AGENCY

SECURITIES

-

1

.3

%

20,036,250

Federal

Home

Loan

Bank

(FHLB)

1

.000

03/23/26

18,595,684‌

1,510,000

Montefiore

Medical

Center

2

.152

10/20/26

1,442,181‌

2,105,263

Reliance

Industries

Ltd

1

.870

01/15/26

2,022,151‌

2,000,000

Reliance

Industries

Ltd

2

.060

01/15/26

1,924,320‌

TOTAL

AGENCY

SECURITIES

23,984,336‌

FOREIGN

GOVERNMENT

BONDS

-

2

.6

%

2,500,000

Brazilian

Government

International

Bond

2

.875

06/06/25

2,415,455‌

6,250,000

(b)

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

6,215,029‌

1,000,000

(b)

Hungary

Government

International

Bond

6

.125

05/22/28

1,023,790‌

2,800,000

(b)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1

.250

04/27/26

2,580,354‌

300,000

(b)

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

301,500‌

4,350,000

Mexico

Government

International

Bond

3

.750

01/11/28

4,130,071‌

4,300,000

(b)

Morocco

Government

International

Bond

2

.375

12/15/27

3,829,709‌

3,575,000

(b)

OPEC

Fund

for

International

Development

4

.500

01/26/26

3,530,219‌

3,400,000

(b)

Perusahaan

Penerbit

SBSN

Indonesia

III

3

.900

08/20/24

3,376,200‌

4,250,000

Peruvian

Government

International

Bond

4

.125

08/25/27

4,108,475‌

900,000

Philippine

Government

International

Bond

2

.457

05/05/30

778,545‌

4,000,000

(b)

Qatar

Government

International

Bond

4

.000

03/14/29

3,904,360‌

6,800,000

Republic

of

Italy

Government

International

Bond

2

.375

10/17/24

6,678,157‌

1,000,000

(b)

Romanian

Government

International

Bond

6

.625

02/17/28

1,029,500‌

5,200,000

(b)

Saudi

Government

International

Bond

3

.250

10/26/26

4,984,200‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

48,885,564‌

MORTGAGE

BACKED

-

6

.5

%

3,048,460

(a),(b)

Chase

Mortgage

Trust

3

.750

12/25/45

2,758,925‌

12,711

Citicorp

Mortgage

Securities

Trust

5

.500

02/25/26

12,426‌

285,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

7

.220

12/25/41

287,335‌

4,890,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8

.420

03/25/42

5,089,795‌

6,120,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9

.971

06/25/42

6,661,706‌

7,277,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.350%

8

.670

01/25/43

7,693,483‌

7,659,718

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.550%

8

.871

05/25/43

8,171,552‌

14,075

Deutsche

Mortgage

Securities,

Inc

Mortgage

Loan

Trust

(Step

Bond)

5

.940

07/25/34

13,766‌

26,651,711

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

5

.500

10/01/38

26,860,433‌

5,934,623

Federal

National

Mortgage

Association

(FNMA)

5

.500

09/01/38

5,981,099‌

6,174,915

Government

National

Mortgage

Association

(GNMA)

2

.000

05/15/31

5,538,904‌

16,613,283

GNMA

1

.730

07/15/37

13,993,892‌

51,440

(a)

Impac

CMB

Trust

SOFR

1

M

+

0.774%

6

.104

03/25/35

46,502‌

2,565,000

(a)

Morgan

Stanley

Capital

I

Trust

3

.779

05/15/48

2,495,507‌

266,380

(a),(b)

New

Residential

Mortgage

Loan

Trust

3

.750

11/25/54

249,542‌

432,247

(a),(b)

New

Residential

Mortgage

Loan

Trust

3

.750

03/25/56

405,846‌

749,057

(a),(b)

New

Residential

Mortgage

Loan

Trust

4

.000

12/25/57

711,959‌

382,909

(a)

Structured

Adjustable

Rate

Mortgage

Loan

Trust

CME

Term

SOFR

1

M

+

0.484%

5

.814

07/25/34

378,930‌

5,560,681

(a),(b)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

30

D

AVG

SOFR

+

2.300%

7

.620

08/25/33

5,673,706‌

460,000

(a),(b)

STACR

30

D

AVG

SOFR

+

2.900%

8

.220

04/25/42

476,284‌

20,000,000

(a),(b)

STACR

30

D

AVG

SOFR

+

3.350%

8

.670

05/25/42

20,927,292‌

235,357

(a),(b)

STACR

30

D

AVG

SOFR

+

4.500%

9

.820

06/25/42

254,893‌

1,055,000

(a),(b)

STACR

30

D

AVG

SOFR

+

4.000%

9

.320

07/25/42

1,123,639‌

3,830,000

(a),(b)

STACR

30

D

AVG

SOFR

+

3.250%

8

.570

04/25/43

4,024,091‌

TOTAL

MORTGAGE

BACKED

119,831,507‌

U.S.

TREASURY

SECURITIES

-

34

.1

%

55,922,000

(e)

United

States

Treasury

Note

3

.875

03/31/25

55,290,736‌

21,185,000

United

States

Treasury

Note

3

.875

04/30/25

20,933,428‌

70,000,000

United

States

Treasury

Note

3

.000

09/30/25

68,178,907‌

345

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

80,000,000

United

States

Treasury

Note

3

.000

%

10/31/25

$

77,828,125‌

20,000,000

United

States

Treasury

Note

2

.875

11/30/25

19,399,219‌

39,000,000

United

States

Treasury

Note

0

.500

02/28/26

36,046,054‌

25,109,000

(c)

United

States

Treasury

Note

4

.625

02/28/26

25,088,403‌

13,091,000

United

States

Treasury

Note

3

.625

05/15/26

12,831,225‌

131,000,000

United

States

Treasury

Note

1

.500

08/15/26

122,085,859‌

23,977,000

United

States

Treasury

Note

4

.250

03/15/27

23,866,481‌

15,000,000

United

States

Treasury

Note

0

.500

06/30/27

13,251,562‌

49,000,000

United

States

Treasury

Note

0

.625

11/30/27

42,884,570‌

15,686,000

United

States

Treasury

Note

3

.625

03/31/28

15,291,399‌

7,000,000

United

States

Treasury

Note

1

.250

09/30/28

6,141,680‌

66,000,000

United

States

Treasury

Note

1

.375

10/31/28

58,136,719‌

36,065,000

(c)

United

States

Treasury

Note

4

.250

02/28/29

36,112,899‌

TOTAL

U.S.

TREASURY

SECURITIES

633,367,266‌

TOTAL

GOVERNMENT

BONDS

826,068,673‌

(Cost

$833,626,956)

STRUCTURED

ASSETS

-

18

.1

%

ASSET

BACKED

-

7

.4

%

53,553

Aames

Mortgage

Trust

(Step

Bond)

7

.396

06/25/32

51,919‌

Series

-

2002

1

(Class

A3)

55,677

(b)

Asset

Backed

Funding

Corp

NIM

Trust

5

.900

07/26/35

0‌

Series

-

2005

WMC1

(Class

N1)

552,572

(a)

Asset

Backed

Securities

Corp

Home

Equity

Loan

Trust

Series

CME

Term

SOFR

1

M

+

1.764%

7

.090

03/15/32

557,316‌

Series

-

2002

HE1

(Class

M1)

9,000,000

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

5

.360

06/20/30

9,044,563‌

Series

-

2024

1A

(Class

A)

1,912,006

(b)

Capital

Automotive

REIT

1

.440

08/15/51

1,709,606‌

Series

-

2021

1A

(Class

A1)

2,102,222

(b)

Capital

Automotive

REIT

1

.920

08/15/51

1,868,104‌

Series

-

2021

1A

(Class

A3)

8,600,000

CarMax

Auto

Owner

Trust

0

.740

10/15/26

8,195,253‌

Series

-

2021

1

(Class

B)

7,000,000

CarMax

Auto

Owner

Trust

1

.000

03/15/27

6,544,844‌

Series

-

2021

3

(Class

B)

821

Centex

Home

Equity

5

.540

01/25/32

801‌

Series

-

2002

A

(Class

AF6)

41,119

(a)

Centex

Home

Equity

CME

Term

SOFR

1

M

+

0.759%

6

.089

03/25/34

39,977‌

Series

-

2004

B

(Class

M1)

122,341

(a)

Chase

Funding

Mortgage

Loan

Asset-Backed

Certificates

5

.700

02/26/35

113,457‌

Series

-

2004

2

(Class

1M2)

2,540,000

CNH

Equipment

Trust

0

.900

01/16/29

2,371,953‌

Series

-

2021

B

(Class

B)

6,647,000

(b)

DB

Master

Finance

LLC

2

.045

11/20/51

6,083,602‌

Series

-

2021

1A

(Class

A2I)

10,697,500

(b)

Domino's

Pizza

Master

Issuer

LLC

2

.662

04/25/51

9,514,485‌

Series

-

2021

1A

(Class

A2I)

553,726

(b)

FCI

Funding

LLC

1

.130

04/15/33

548,396‌

Series

-

2021

1A

(Class

A)

1,746,868

(b)

FNA

VI

LLC

1

.350

01/10/32

1,611,464‌

Series

-

2021

1A

(Class

A)

4,500,000

Ford

Credit

Auto

Owner

Trust

0

.700

10/15/26

4,290,238‌

Series

-

2021

A

(Class

B)

1,500,000

(b)

Ford

Credit

Auto

Owner

Trust

1

.610

10/17/33

1,389,177‌

Series

-

2021

1

(Class

B)

3,350,000

GM

Financial

Consumer

Automobile

Receivables

Trust

0

.750

05/17/27

3,225,458‌

Series

-

2021

1

(Class

B)

2,500,000

(a),(b)

Gracie

Point

International

Funding

LLC

7

.058

03/01/28

2,506,447‌

Series

-

2024

1A

(Class

A)

Short

Term

Bond

Fund

March

31,

2024

346

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,115,000

(a),(b)

Gracie

Point

International

Funding

LLC

7

.458

%

03/01/28

$

1,117,869‌

Series

-

2024

1A

(Class

B)

1,417,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

CME

Term

SOFR

1

M

+

1.794%

7

.120

08/15/32

1,407,711‌

Series

-

2019

SMP

(Class

B)

279,746

IMC

Home

Equity

Loan

Trust

(Step

Bond)

5

.432

08/20/29

270,574‌

Series

-

1998

3

(Class

A7)

6,100,000

(a),(b)

MSCG

Trust

3

.462

06/07/35

5,332,195‌

Series

-

2015

ALDR

(Class

C)

12,820,000

(b)

MVW

LLC

5

.320

02/20/43

12,870,818‌

Series

-

2024

1A

(Class

A)

2,133,791

(b)

Navient

Private

Education

Refi

Loan

Trust

0

.840

05/15/69

1,870,985‌

Series

-

2021

A

(Class

A)

1,167,556

(b)

Oportun

Funding

XIV

LLC

1

.210

03/08/28

1,129,311‌

Series

-

2021

A

(Class

A)

2,000,000

(b)

Oportun

Issuance

Trust

1

.960

05/08/31

1,884,849‌

Series

-

2021

B

(Class

B)

468,618

(a)

Park

Place

Securities,

Inc

CME

Term

SOFR

1

M

+

1.359%

6

.689

01/25/36

460,867‌

Series

-

2005

WCH1

(Class

M4)

7,000,000

(b)

PFS

Financing

Corp

0

.710

04/15/26

6,985,418‌

Series

-

2021

A

(Class

A)

5,500,000

(b)

Santander

Consumer

Auto

Receivables

Trust

0

.710

08/17/26

5,296,373‌

Series

-

2021

AA

(Class

B)

6,063,158

SCE

Recovery

Funding

LLC

0

.861

11/15/31

5,192,530‌

Series

-

2021

A-1

(Class

A)

2,363,650

(b)

ServiceMaster

Funding

LLC

2

.841

10/30/51

2,110,449‌

Series

-

2020

1

(Class

A2I)

5,591,875

(b)

SERVPRO

Master

Issuer

LLC

2

.394

04/25/51

4,909,065‌

Series

-

2021

1A

(Class

A2)

1,059,781

(b)

Sierra

Timeshare

Receivables

Funding

LLC

0

.990

11/20/37

1,002,078‌

Series

-

2021

1A

(Class

A)

12,615,300

(b)

Taco

Bell

Funding

LLC

1

.946

08/25/51

11,410,935‌

Series

-

2021

1A

(Class

A2I)

10,185,000

Verizon

Master

Trust

0

.890

05/20/27

10,109,144‌

Series

-

2021

1

(Class

C)

5,649,165

(b)

Wendy's

Funding

LLC

2

.370

06/15/51

4,915,868‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

137,944,099‌

OTHER

MORTGAGE

BACKED

-

10

.7

%

95,219

(a),(b)

ACRE

Commercial

Mortgage

Ltd

SOFR

1

M

+

0.944%

6

.271

12/18/37

95,108‌

Series

-

2021

FL4

(Class

A)

2,500,000

(a),(b)

Ashford

Hospitality

Trust

LIBOR

1

M

+

2.922%

2

.860

06/15/35

2,435,504‌

Series

-

2018

KEYS

(Class

D)

4,119,000

(a),(b)

Barclays

Commercial

Mortgage

Securities

LLC

CME

Term

SOFR

1

M

+

1.297%

6

.623

07/15/37

4,070,646‌

Series

-

2018

CBM

(Class

A)

179,846

(a),(b)

BHP

Trust

CME

Term

SOFR

1

M

+

1.022%

6

.348

08/15/36

179,551‌

Series

-

2019

BXHP

(Class

A)

2,500,000

(a),(b),(d),(f)

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.541%

6

.891

03/15/34

2,493,742‌

Series

-

2024

WPT

(Class

A)

4,652,060

(a),(b)

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

0.984%

6

.310

06/15/38

4,609,002‌

Series

-

2021

SOAR

(Class

B)

3,909,651

(a),(b)

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.112%

6

.437

10/15/38

3,876,413‌

Series

-

2021

XL2

(Class

B)

6,607,310

(a),(b)

BX

Commercial

Mortgage

Trust

Term

SOFR

1

M

+

1.312%

6

.637

10/15/38

6,543,817‌

Series

-

2021

XL2

(Class

C)

1,000,000

(a),(b)

BX

Commercial

Mortgage

Trust

Term

SOFR

1

M

+

1.840%

7

.165

01/17/39

987,713‌

Series

-

2022

AHP

(Class

B)

9,579,164

(b)

CF

Hippolyta

LLC

1

.690

07/15/60

8,955,748‌

Series

-

2020

1

(Class

A1)

1,490,000

Citigroup

Commercial

Mortgage

Trust

3

.863

07/10/47

1,475,465‌

Series

-

2014

GC23

(Class

AS)

347

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,000,000

(b)

COMM

Mortgage

Trust

3

.376

%

01/10/39

$

2,626,863‌

Series

-

2022

HC

(Class

C)

1,684,219

(b)

COMM

Mortgage

Trust

3

.397

03/10/46

1,551,507‌

Series

-

2013

CR6

(Class

B)

1,053,155

COMM

Mortgage

Trust

4

.701

03/10/47

1,004,935‌

Series

-

2014

UBS2

(Class

B)

1,422,184

(a)

COMM

Mortgage

Trust

4

.947

03/10/47

1,260,649‌

Series

-

2014

UBS2

(Class

C)

6,000,000

COMM

Mortgage

Trust

4

.377

05/10/47

5,710,765‌

Series

-

2014

CR17

(Class

B)

2,500,000

COMM

Mortgage

Trust

4

.012

06/10/47

2,436,477‌

Series

-

2014

UBS3

(Class

AM)

2,000,000

(a)

COMM

Mortgage

Trust

4

.621

08/10/47

1,947,813‌

Series

-

2014

CR19

(Class

B)

1,188,400

(a)

COMM

Mortgage

Trust

4

.621

08/10/47

1,111,101‌

Series

-

2014

CR19

(Class

C)

1,000,000

(a),(b)

COMM

Mortgage

Trust

4

.697

08/10/47

894,477‌

Series

-

2014

CR19

(Class

D)

1,012,000

(a)

COMM

Mortgage

Trust

4

.283

05/10/48

948,378‌

Series

-

2015

CR23

(Class

C)

4,115,000

(a)

COMM

Mortgage

Trust

4

.323

07/10/48

3,960,977‌

Series

-

2015

LC21

(Class

B)

3,000,000

(a)

COMM

Mortgage

Trust

3

.463

08/10/48

2,588,736‌

Series

-

2015

CR24

(Class

D)

4,170,000

(a)

COMM

Mortgage

Trust

4

.516

08/10/48

4,047,972‌

Series

-

2015

CR25

(Class

B)

2,500,000

(a)

COMM

Mortgage

Trust

4

.464

10/10/48

2,384,114‌

Series

-

2015

CR26

(Class

B)

5,532,346

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

0.850%

6

.170

12/25/41

5,530,666‌

Series

-

2021

R03

(Class

1M1)

165,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

9

.170

05/25/42

175,257‌

Series

-

2022

R06

(Class

1M2)

733,816

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8

.920

07/25/42

776,071‌

Series

-

2022

R08

(Class

1M2)

8,295,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

10

.071

09/25/42

9,081,245‌

Series

-

2022

R09

(Class

2M2)

12,515,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

9

.071

12/25/42

13,400,971‌

Series

-

2023

R01

(Class

1M2)

1,400,000

(b)

Credit

Suisse

Commercial

Mortgage

Trust

2

.816

08/15/37

1,301,342‌

Series

-

2020

NET

(Class

B)

2,523,039

(b)

Credit

Suisse

Commercial

Mortgage

Trust

3

.304

09/15/37

2,217,598‌

Series

-

2014

USA

(Class

A1)

1,823,600

(b)

CSMC

Trust

1

.414

05/25/65

1,668,782‌

Series

-

2020

NQM1

(Class

A2)

2,598,000

(a),(b)

GS

Mortgage

Securities

Corp

II

4

.537

02/10/46

2,352,826‌

Series

-

2013

GC10

(Class

D)

1,000,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

SOFR

1

M

+

2.164%

7

.490

11/15/36

970,215‌

Series

-

2021

ARDN

(Class

C)

1,750,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

SOFR

1

M

+

2.864%

8

.190

11/15/36

1,696,049‌

Series

-

2021

ARDN

(Class

D)

2,962,690

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

2,502,791‌

Series

-

2020

PJ5

(Class

A4)

2,362,242

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

CME

Term

SOFR

1

M

+

0.914%

6

.240

04/15/38

2,360,665‌

Series

-

2021

MHC

(Class

A)

965,221

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

5

.013

02/15/46

914,654‌

Series

-

2011

C3

(Class

B)

2,300,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2

.870

08/15/49

2,150,403‌

Series

-

2016

JP3

(Class

A5)

Short

Term

Bond

Fund

March

31,

2024

348

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

44,981

JPMBB

Commercial

Mortgage

Securities

Trust

3

.657

%

09/15/47

$

44,757‌

Series

-

2014

C23

(Class

ASB)

4,700,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.480

09/15/47

4,607,183‌

Series

-

2014

C23

(Class

B)

1,570,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.106

08/15/48

1,488,310‌

Series

-

2015

C31

(Class

AS)

5,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.624

08/15/48

4,160,585‌

Series

-

2015

C31

(Class

C)

1,200,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4

.624

08/15/48

1,064,961‌

Series

-

2015

C31

(Class

B)

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust

3

.904

03/15/50

1,625,608‌

Series

-

2017

JP5

(Class

C)

1,765,000

(a),(b)

MCR

MORTGAGE

TRUST

CME

Term

SOFR

1

M

+

1.758%

7

.084

02/15/37

1,771,955‌

Series

-

2024

HTL

(Class

A)

3,355,507

(a),(b)

MHC

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

0.915%

6

.240

04/15/38

3,342,291‌

Series

-

2021

MHC

(Class

A)

4,194,383

(a),(b)

MHC

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.215%

6

.540

04/15/38

4,169,754‌

Series

-

2021

MHC

(Class

B)

1,764,401

(b)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.989

12/15/46

1,678,261‌

Series

-

2014

C19

(Class

LNC1)

5,000,000

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.000

12/15/47

4,801,173‌

Series

-

2014

C19

(Class

B)

2,242,584

(a),(b)

Morgan

Stanley

Capital

I

Inc

SOFR

1

M

+

1.491%

6

.817

11/09/24

2,222,691‌

Series

-

2021

ILP

(Class

C)

2,500,000

(b)

MRCD

Mortgage

Trust

2

.718

12/15/36

1,687,235‌

Series

-

2019

PARK

(Class

D)

2,500,000

(b)

MRCD

Mortgage

Trust

2

.718

12/15/36

1,562,172‌

Series

-

2019

PARK

(Class

E)

6,000,000

(a),(b)

MTN

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

1.896%

7

.226

03/15/39

5,906,644‌

Series

-

2022

LPFL

(Class

B)

8,064,144

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5

.915

07/15/36

7,468,010‌

Series

-

2019

MILE

(Class

A)

7,500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.279%

7

.605

07/15/36

6,180,395‌

Series

-

2019

MILE

(Class

C)

351,744

(b)

Natixis

Commercial

Mortgage

Securities

Trust

2

.966

12/15/38

319,652‌

Series

-

2020

2PAC

(Class

A)

614,681

(a),(b)

OBX

Trust

SOFR

1

M

+

0.764%

4

.658

06/25/57

592,661‌

Series

-

2018

1

(Class

A2)

2,000,000

(a),(b)

PKHL

Commercial

Mortgage

Trust

CME

Term

SOFR

1

M

+

2.114%

7

.440

07/15/38

1,615,756‌

Series

-

2021

MF

(Class

D)

2,000,000

(b)

RBS

Commercial

Funding,

Inc

Trust

3

.511

03/11/31

1,801,435‌

Series

-

2013

SMV

(Class

B)

7,886,000

(a),(b)

RLGH

Trust

CME

Term

SOFR

1

M

+

1.279%

6

.605

04/15/36

7,783,272‌

Series

-

2021

TROT

(Class

B)

3,710,899

(a),(b)

SMR

Mortgage

Trust

Term

SOFR

1

M

+

2.400%

7

.725

02/15/39

3,566,107‌

Series

-

2022

IND

(Class

B)

2,483,389

(b)

Verus

Securitization

Trust

3

.417

01/25/60

2,377,576‌

Series

-

2020

1

(Class

A1)

7,272,031

(a),(b)

Verus

Securitization

Trust

2

.240

10/25/66

6,098,343‌

Series

-

2021

7

(Class

A3)

3,000,000

(a)

WFRBS

Commercial

Mortgage

Trust

4

.004

03/15/45

2,663,571‌

Series

-

2013

C11

(Class

C)

2,500,000

(a)

WFRBS

Commercial

Mortgage

Trust

4

.204

11/15/47

2,326,225‌

Series

-

2014

C24

(Class

B)

TOTAL

OTHER

MORTGAGE

BACKED

198,223,591‌

TOTAL

STRUCTURED

ASSETS

336,167,690‌

(Cost

$354,667,455)

TOTAL

LONG-TERM

INVESTMENTS

1,824,696,266‌

(Cost

$1,855,415,255)

349

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

2,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

04/05/24

$

1,997,698‌

TOTAL

GOVERNMENT

AGENCY

DEBT

1,997,698‌

REPURCHASE

AGREEMENT

-

0

.2

%

4,550,000

(g)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

04/01/24

4,550,000‌

TOTAL

REPURCHASE

AGREEMENT

4,550,000‌

TREASURY

DEBT

-

0

.3

%

5,000,000

United

States

Treasury

Bill

0

.000

04/16/24

4,989,022‌

TOTAL

TREASURY

DEBT

4,989,022‌

TOTAL

SHORT-TERM

INVESTMENTS

11,536,720‌

(Cost

$11,537,850)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

3.7%

67,486,279

(h)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(i)

67,486,279‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

67,486,279‌

(Cost

$67,486,279)

TOTAL

INVESTMENTS

-

102.6%

1,903,719,265‌

(Cost

$1,934,439,384)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(2.6)%

(

48,240,154‌

)

NET

ASSETS

-

100.0%

$

1,855,479,111‌

AVG

Average

CME

Chicago

Mercantile

Exchange

D

Day

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

SOFR

Secure

Overnight

Financing

Rate

(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

144(A)

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.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$65,902,274.

(d)

When-issued

or

delayed

delivery

security.

(e)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(f)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(g)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$4,552,690

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

8/15/26,

valued

at

$4,641,064.

(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.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

2-Year

Note

740‌

06/28/24

 $

151,427,147‌

$

151,318,438‌

$

(

108,709‌

)

Short

Term

Bond

Index

Fund

March

31,

2024

Portfolio

of

Investments

350

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

CORPORATE

BONDS

-

26

.5

%

AUTOMOBILES

&

COMPONENTS

-

1

.0

%

$

500,000

American

Honda

Finance

Corp

1

.500

%

01/13/25

$

485,128‌

500,000

American

Honda

Finance

Corp

5

.800

10/03/25

504,073‌

500,000

American

Honda

Finance

Corp

4

.950

01/09/26

498,843‌

500,000

American

Honda

Finance

Corp

4

.750

01/12/26

496,529‌

300,000

American

Honda

Finance

Corp

5

.250

07/07/26

301,720‌

1,000,000

American

Honda

Finance

Corp

4

.900

03/12/27

998,019‌

1,500,000

Ford

Motor

Credit

Co

LLC

3

.375

11/13/25

1,443,105‌

1,500,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

1,528,584‌

1,500,000

Ford

Motor

Credit

Co

LLC

2

.700

08/10/26

1,398,203‌

1,000,000

Ford

Motor

Credit

Co

LLC

5

.800

03/05/27

1,003,698‌

750,000

General

Motors

Financial

Co,

Inc

3

.800

04/07/25

736,370‌

1,000,000

General

Motors

Financial

Co,

Inc

6

.050

10/10/25

1,007,405‌

700,000

General

Motors

Financial

Co,

Inc

5

.400

04/06/26

700,260‌

1,500,000

General

Motors

Financial

Co,

Inc

1

.500

06/10/26

1,379,785‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.400

05/08/27

1,002,615‌

300,000

Magna

International,

Inc

4

.150

10/01/25

295,253‌

500,000

Toyota

Motor

Corp

5

.275

07/13/26

503,406‌

1,250,000

Toyota

Motor

Credit

Corp

3

.950

06/30/25

1,232,290‌

300,000

Toyota

Motor

Credit

Corp

3

.650

08/18/25

294,347‌

300,000

Toyota

Motor

Credit

Corp

5

.600

09/11/25

302,016‌

500,000

Toyota

Motor

Credit

Corp

5

.400

11/10/25

502,518‌

500,000

Toyota

Motor

Credit

Corp

4

.800

01/05/26

498,205‌

1,000,000

Toyota

Motor

Credit

Corp

4

.450

05/18/26

990,397‌

300,000

Toyota

Motor

Credit

Corp

5

.000

08/14/26

300,320‌

350,000

Toyota

Motor

Credit

Corp

5

.400

11/20/26

354,067‌

1,250,000

Toyota

Motor

Credit

Corp

5

.000

03/19/27

1,253,833‌

TOTAL

AUTOMOBILES

&

COMPONENTS

20,010,989‌

BANKS

-

8

.0

%

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.375

07/03/25

501,567‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.671

10/03/25

504,450‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.088

12/08/25

1,000,097‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.000

03/18/26

499,665‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.750

01/18/27

499,231‌

600,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5

.862

09/14/26

600,873‌

600,000

Banco

Santander

S.A.

3

.496

03/24/25

589,019‌

600,000

Banco

Santander

S.A.

2

.746

05/28/25

580,040‌

1,000,000

Banco

Santander

S.A.

5

.147

08/18/25

993,007‌

600,000

Banco

Santander

S.A.

5

.179

11/19/25

593,263‌

400,000

Banco

Santander

S.A.

6

.527

11/07/27

410,266‌

1,000,000

Banco

Santander

S.A.

5

.552

03/14/28

1,000,214‌

500,000

Bank

of

America

Corp

3

.384

04/02/26

489,034‌

500,000

Bank

of

America

Corp

1

.319

06/19/26

475,280‌

1,500,000

Bank

of

America

Corp

4

.827

07/22/26

1,486,503‌

1,250,000

Bank

of

America

Corp

1

.197

10/24/26

1,169,957‌

1,855,000

Bank

of

America

Corp

5

.080

01/20/27

1,845,659‌

1,000,000

Bank

of

America

Corp

1

.658

03/11/27

931,517‌

1,500,000

Bank

of

America

Corp

3

.559

04/23/27

1,447,385‌

1,500,000

Bank

of

America

Corp

1

.734

07/22/27

1,382,925‌

1,000,000

Bank

of

America

Corp

5

.933

09/15/27

1,013,405‌

500,000

Bank

of

America

Corp

3

.824

01/20/28

481,578‌

750,000

Bank

of

America

Corp

2

.551

02/04/28

697,139‌

1,000,000

Bank

of

America

NA

5

.650

08/18/25

1,006,058‌

1,500,000

Bank

of

America

NA

5

.526

08/18/26

1,515,217‌

250,000

Bank

of

Montreal

3

.700

06/07/25

245,279‌

500,000

Bank

of

Montreal

5

.920

09/25/25

505,085‌

351

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

500,000

Bank

of

Montreal

5

.300

%

06/05/26

$

501,292‌

1,000,000

Bank

of

Montreal

1

.250

09/15/26

912,271‌

500,000

Bank

of

Montreal

5

.266

12/11/26

502,213‌

500,000

Bank

of

Montreal

2

.650

03/08/27

468,659‌

500,000

Bank

of

New

York

Mellon

5

.148

05/22/26

499,012‌

750,000

Bank

of

Nova

Scotia

3

.450

04/11/25

735,126‌

750,000

Bank

of

Nova

Scotia

5

.450

06/12/25

750,667‌

1,000,000

Bank

of

Nova

Scotia

4

.750

02/02/26

992,604‌

300,000

Bank

of

Nova

Scotia

2

.700

08/03/26

283,943‌

500,000

Bank

of

Nova

Scotia

1

.300

09/15/26

456,507‌

1,000,000

Bank

of

Nova

Scotia

5

.350

12/07/26

1,005,091‌

200,000

Barclays

plc

2

.852

05/07/26

193,860‌

500,000

Barclays

plc

5

.200

05/12/26

494,851‌

750,000

Barclays

plc

5

.304

08/09/26

746,065‌

500,000

Barclays

plc

7

.325

11/02/26

512,265‌

1,200,000

Barclays

plc

5

.829

05/09/27

1,202,548‌

1,250,000

Barclays

plc

6

.496

09/13/27

1,275,122‌

1,000,000

Barclays

plc

5

.674

03/12/28

1,003,557‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

3

.300

04/07/25

978,603‌

500,000

Canadian

Imperial

Bank

of

Commerce

5

.144

04/28/25

498,400‌

750,000

Canadian

Imperial

Bank

of

Commerce

5

.926

10/02/26

764,384‌

1,000,000

CitiBank

NA

5

.864

09/29/25

1,009,584‌

2,500,000

CitiBank

NA

5

.488

12/04/26

2,526,730‌

1,000,000

Citigroup,

Inc

4

.600

03/09/26

984,136‌

750,000

Citigroup,

Inc

3

.290

03/17/26

732,958‌

600,000

Citigroup,

Inc

3

.106

04/08/26

584,813‌

1,000,000

Citigroup,

Inc

5

.610

09/29/26

1,001,593‌

2,000,000

Citigroup,

Inc

1

.122

01/28/27

1,849,734‌

1,500,000

Citigroup,

Inc

1

.462

06/09/27

1,377,796‌

1,500,000

Citigroup,

Inc

3

.070

02/24/28

1,410,933‌

500,000

Citizens

Bank

NA

6

.064

10/24/25

497,993‌

500,000

Citizens

Bank

NA

3

.750

02/18/26

483,002‌

250,000

Commonwealth

Bank

of

Australia

5

.499

09/12/25

251,438‌

1,000,000

Commonwealth

Bank

of

Australia

5

.316

03/13/26

1,006,661‌

250,000

Cooperatieve

Rabobank

UA

5

.500

07/18/25

250,902‌

500,000

Cooperatieve

Rabobank

UA

4

.850

01/09/26

498,794‌

750,000

Cooperatieve

Rabobank

UA

5

.500

10/05/26

758,497‌

1,500,000

Cooperatieve

Rabobank

UA

5

.041

03/05/27

1,505,454‌

750,000

Credit

Suisse

AG.

2

.950

04/09/25

730,174‌

500,000

Credit

Suisse

AG.

1

.250

08/07/26

455,542‌

750,000

Deutsche

Bank

AG.

6

.119

07/14/26

752,836‌

500,000

Deutsche

Bank

AG.

2

.129

11/24/26

471,505‌

1,000,000

Deutsche

Bank

AG.

5

.706

02/08/28

998,548‌

500,000

Fifth

Third

Bank

NA

5

.852

10/27/25

499,598‌

500,000

Fifth

Third

Bank

NA

3

.850

03/15/26

481,512‌

750,000

FNB

Corp

5

.150

08/25/25

743,327‌

1,500,000

Goldman

Sachs

Bank

USA

5

.283

03/18/27

1,499,247‌

250,000

HSBC

Holdings

plc

4

.180

12/09/25

246,962‌

925,000

HSBC

Holdings

plc

4

.300

03/08/26

907,930‌

500,000

HSBC

Holdings

plc

1

.645

04/18/26

478,911‌

750,000

HSBC

Holdings

plc

2

.099

06/04/26

719,286‌

1,000,000

HSBC

Holdings

plc

7

.336

11/03/26

1,028,830‌

1,350,000

HSBC

Holdings

plc

1

.589

05/24/27

1,242,231‌

1,100,000

HSBC

Holdings

plc

5

.887

08/14/27

1,109,622‌

1,250,000

HSBC

Holdings

plc

2

.251

11/22/27

1,152,045‌

1,500,000

HSBC

USA,

Inc

5

.294

03/04/27

1,508,721‌

1,000,000

Huntington

National

Bank

4

.008

05/16/25

996,241‌

500,000

Huntington

National

Bank

5

.699

11/18/25

497,091‌

500,000

ING

Groep

NV

3

.869

03/28/26

491,079‌

500,000

ING

Groep

NV

3

.950

03/29/27

483,135‌

250,000

ING

Groep

NV

1

.726

04/01/27

232,042‌

Short

Term

Bond

Index

Fund

March

31,

2024

352

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

450,000

ING

Groep

NV

6

.083

%

09/11/27

$

455,557‌

1,500,000

JPMorgan

Chase

&

Co

1

.561

12/10/25

1,458,344‌

750,000

JPMorgan

Chase

&

Co

2

.083

04/22/26

722,672‌

1,000,000

JPMorgan

Chase

&

Co

4

.080

04/26/26

984,679‌

1,000,000

JPMorgan

Chase

&

Co

1

.045

11/19/26

932,395‌

1,000,000

JPMorgan

Chase

&

Co

3

.960

01/29/27

976,128‌

1,000,000

JPMorgan

Chase

&

Co

1

.040

02/04/27

925,456‌

2,860,000

JPMorgan

Chase

&

Co

1

.578

04/22/27

2,651,548‌

750,000

JPMorgan

Chase

&

Co

1

.470

09/22/27

684,338‌

2,000,000

JPMorgan

Chase

&

Co

6

.070

10/22/27

2,040,653‌

2,500,000

JPMorgan

Chase

&

Co

5

.040

01/23/28

2,491,379‌

1,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

1,002,871‌

750,000

KeyBank

NA

4

.150

08/08/25

729,026‌

1,000,000

KeyBank

NA

4

.700

01/26/26

976,689‌

1,905,000

Kreditanstalt

fuer

Wiederaufbau

3

.625

04/01/26

1,866,259‌

1,500,000

Kreditanstalt

fuer

Wiederaufbau

4

.625

08/07/26

1,500,250‌

650,000

Kreditanstalt

fuer

Wiederaufbau

4

.000

03/15/29

640,457‌

1,000,000

Lloyds

Banking

Group

plc

3

.511

03/18/26

978,282‌

250,000

Lloyds

Banking

Group

plc

4

.650

03/24/26

245,059‌

1,000,000

Lloyds

Banking

Group

plc

4

.716

08/11/26

988,022‌

800,000

Lloyds

Banking

Group

plc

1

.627

05/11/27

736,544‌

750,000

Lloyds

Banking

Group

plc

5

.985

08/07/27

757,065‌

800,000

Lloyds

Banking

Group

plc

5

.462

01/05/28

800,176‌

500,000

Manufacturers

&

Traders

Trust

Co

5

.400

11/21/25

495,496‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4

.650

01/27/26

978,233‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.412

07/17/25

285,302‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.719

02/20/26

1,000,820‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.850

03/01/26

292,953‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.837

04/17/26

736,816‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.541

04/17/26

749,833‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.538

07/20/27

460,513‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.640

10/13/27

686,486‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.341

01/19/28

463,714‌

1,000,000

(a)

Mizuho

Financial

Group,

Inc

2

.651

05/22/26

969,301‌

500,000

Mizuho

Financial

Group,

Inc

3

.663

02/28/27

480,644‌

200,000

Mizuho

Financial

Group,

Inc

1

.234

05/22/27

183,545‌

300,000

Mizuho

Financial

Group,

Inc

1

.554

07/09/27

275,816‌

1,000,000

Morgan

Stanley

Bank

NA

5

.479

07/16/25

1,003,884‌

1,000,000

Morgan

Stanley

Bank

NA

5

.882

10/30/26

1,019,278‌

1,500,000

Morgan

Stanley

Bank

NA

4

.952

01/14/28

1,493,822‌

500,000

National

Australia

Bank

Ltd

5

.200

05/13/25

500,099‌

1,000,000

National

Australia

Bank

Ltd

3

.500

06/09/25

981,223‌

250,000

National

Australia

Bank

Ltd

4

.750

12/10/25

249,075‌

500,000

National

Australia

Bank

Ltd

4

.966

01/12/26

499,348‌

1,000,000

NatWest

Group

plc

7

.472

11/10/26

1,027,128‌

1,000,000

NatWest

Group

plc

5

.847

03/02/27

1,004,797‌

1,000,000

NatWest

Group

plc

5

.583

03/01/28

1,005,033‌

750,000

Oesterreichische

Kontrollbank

AG.

0

.500

09/16/24

733,554‌

1,000,000

PNC

Bank

NA

3

.875

04/10/25

982,906‌

500,000

PNC

Financial

Services

Group,

Inc

5

.812

06/12/26

501,665‌

1,000,000

PNC

Financial

Services

Group,

Inc

4

.758

01/26/27

990,646‌

500,000

PNC

Financial

Services

Group,

Inc

6

.615

10/20/27

514,780‌

500,000

PNC

Financial

Services

Group,

Inc

5

.300

01/21/28

500,571‌

1,000,000

Royal

Bank

of

Canada

3

.375

04/14/25

980,391‌

300,000

Royal

Bank

of

Canada

4

.950

04/25/25

298,964‌

250,000

Royal

Bank

of

Canada

4

.875

01/12/26

249,113‌

500,000

Royal

Bank

of

Canada

0

.875

01/20/26

464,900‌

300,000

Royal

Bank

of

Canada

1

.200

04/27/26

277,282‌

750,000

Royal

Bank

of

Canada

5

.200

07/20/26

752,413‌

400,000

Royal

Bank

of

Canada

1

.400

11/02/26

365,354‌

1,250,000

Royal

Bank

of

Canada

4

.875

01/19/27

1,247,266‌

353

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

500,000

Santander

Holdings

USA,

Inc

3

.450

%

06/02/25

$

486,032‌

425,000

Santander

Holdings

USA,

Inc

5

.807

09/09/26

425,190‌

150,000

Santander

Holdings

USA,

Inc

3

.244

10/05/26

141,708‌

500,000

Santander

Holdings

USA,

Inc

2

.490

01/06/28

454,406‌

750,000

Santander

UK

Group

Holdings

plc

6

.833

11/21/26

762,373‌

300,000

Santander

UK

Group

Holdings

plc

1

.673

06/14/27

274,432‌

500,000

Santander

UK

Group

Holdings

plc

2

.469

01/11/28

459,485‌

750,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.474

07/08/25

713,961‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

0

.948

01/12/26

464,435‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.464

01/13/26

1,505,049‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.880

07/13/26

507,403‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.402

09/17/26

1,371,178‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.446

01/11/27

479,428‌

500,000

Synovus

Financial

Corp

5

.200

08/11/25

495,100‌

750,000

Toronto-Dominion

Bank

3

.766

06/06/25

736,752‌

500,000

Toronto-Dominion

Bank

5

.103

01/09/26

500,865‌

500,000

Toronto-Dominion

Bank

5

.532

07/17/26

504,361‌

1,050,000

Toronto-Dominion

Bank

1

.250

09/10/26

958,090‌

775,000

Toronto-Dominion

Bank

5

.264

12/11/26

780,031‌

1,000,000

(b)

Toronto-Dominion

Bank

4

.980

04/05/27

998,514‌

300,000

Toronto-Dominion

Bank

3

.625

09/15/31

286,926‌

500,000

Truist

Bank

3

.300

05/15/26

479,867‌

1,000,000

Truist

Bank

2

.636

09/17/29

961,453‌

1,250,000

Truist

Financial

Corp

4

.260

07/28/26

1,229,674‌

750,000

Truist

Financial

Corp

5

.900

10/28/26

753,720‌

500,000

Truist

Financial

Corp

1

.267

03/02/27

462,253‌

750,000

Truist

Financial

Corp

6

.047

06/08/27

760,123‌

500,000

US

Bancorp

1

.450

05/12/25

479,349‌

400,000

US

Bancorp

2

.375

07/22/26

376,871‌

1,200,000

US

Bancorp

5

.727

10/21/26

1,206,491‌

750,000

US

Bancorp

6

.787

10/26/27

776,639‌

1,670,000

Wells

Fargo

&

Co

3

.000

04/22/26

1,597,090‌

1,000,000

Wells

Fargo

&

Co

3

.908

04/25/26

981,458‌

1,000,000

Wells

Fargo

&

Co

2

.188

04/30/26

963,029‌

1,150,000

Wells

Fargo

&

Co

4

.540

08/15/26

1,135,314‌

1,000,000

Wells

Fargo

&

Co

3

.000

10/23/26

946,638‌

1,300,000

Wells

Fargo

&

Co

3

.196

06/17/27

1,241,345‌

1,000,000

Wells

Fargo

&

Co

3

.526

03/24/28

951,789‌

750,000

Wells

Fargo

Bank

NA

5

.550

08/01/25

753,508‌

2,000,000

Wells

Fargo

Bank

NA

4

.811

01/15/26

1,989,721‌

700,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

704,704‌

1,000,000

Wells

Fargo

Bank

NA

5

.254

12/11/26

1,003,888‌

750,000

Westpac

Banking

Corp

3

.735

08/26/25

736,146‌

500,000

Westpac

Banking

Corp

5

.512

11/17/25

503,596‌

1,000,000

Westpac

Banking

Corp

1

.150

06/03/26

921,995‌

300,000

Westpac

Banking

Corp

2

.700

08/19/26

285,176‌

500,000

Westpac

Banking

Corp

4

.322

11/23/31

482,536‌

TOTAL

BANKS

158,935,091‌

CAPITAL

GOODS

-

1

.7

%

500,000

3M

Co

2

.650

04/15/25

485,399‌

750,000

AGCO

Corp

5

.450

03/21/27

753,351‌

1,000,000

Air

Lease

Corp

0

.800

08/18/24

980,948‌

500,000

Air

Lease

Corp

2

.875

01/15/26

478,127‌

750,000

Air

Lease

Corp

1

.875

08/15/26

691,467‌

300,000

Air

Lease

Corp

2

.200

01/15/27

275,931‌

100,000

Aircastle

Ltd

4

.250

06/15/26

97,130‌

500,000

Boeing

Co

4

.875

05/01/25

494,446‌

300,000

Boeing

Co

2

.600

10/30/25

285,413‌

500,000

Boeing

Co

2

.750

02/01/26

473,986‌

1,500,000

Boeing

Co

2

.196

02/04/26

1,404,299‌

1,050,000

Boeing

Co

3

.100

05/01/26

996,428‌

Short

Term

Bond

Index

Fund

March

31,

2024

354

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

500,000

Boeing

Co

2

.700

%

02/01/27

$

460,552‌

300,000

Carrier

Global

Corp

2

.493

02/15/27

279,523‌

500,000

Caterpillar

Financial

Services

Corp

5

.400

03/10/25

500,822‌

1,000,000

Caterpillar

Financial

Services

Corp

3

.400

05/13/25

980,788‌

550,000

Caterpillar

Financial

Services

Corp

5

.150

08/11/25

550,402‌

500,000

Caterpillar

Financial

Services

Corp

3

.650

08/12/25

490,033‌

300,000

Caterpillar

Financial

Services

Corp

4

.800

01/06/26

299,448‌

500,000

Caterpillar

Financial

Services

Corp

5

.050

02/27/26

500,725‌

500,000

Caterpillar

Financial

Services

Corp

4

.350

05/15/26

494,548‌

300,000

Caterpillar

Financial

Services

Corp

4

.500

01/08/27

298,047‌

750,000

CNH

Industrial

Capital

LLC

3

.950

05/23/25

736,563‌

500,000

CNH

Industrial

Capital

LLC

5

.450

10/14/25

500,890‌

300,000

Cummins,

Inc

0

.750

09/01/25

282,583‌

300,000

Emerson

Electric

Co

0

.875

10/15/26

272,187‌

300,000

Fortune

Brands

Innovations,

Inc

4

.000

06/15/25

294,136‌

200,000

GATX

Corp

3

.250

09/15/26

190,873‌

1,000,000

GATX

Corp

5

.400

03/15/27

1,006,840‌

500,000

General

Dynamics

Corp

1

.150

06/01/26

460,469‌

500,000

Honeywell

International,

Inc

1

.350

06/01/25

479,154‌

300,000

Honeywell

International,

Inc

2

.500

11/01/26

283,465‌

400,000

Howmet

Aerospace,

Inc

5

.900

02/01/27

405,775‌

300,000

Illinois

Tool

Works,

Inc

2

.650

11/15/26

284,563‌

500,000

John

Deere

Capital

Corp

1

.250

01/10/25

484,711‌

750,000

John

Deere

Capital

Corp

2

.125

03/07/25

729,046‌

500,000

John

Deere

Capital

Corp

3

.400

06/06/25

490,090‌

750,000

John

Deere

Capital

Corp

4

.050

09/08/25

739,517‌

300,000

John

Deere

Capital

Corp

4

.800

01/09/26

299,127‌

500,000

John

Deere

Capital

Corp

5

.050

03/03/26

501,417‌

750,000

John

Deere

Capital

Corp

4

.750

06/08/26

747,621‌

500,000

John

Deere

Capital

Corp

4

.500

01/08/27

496,177‌

750,000

John

Deere

Capital

Corp

4

.850

03/05/27

750,325‌

800,000

L3Harris

Technologies,

Inc

5

.400

01/15/27

805,708‌

500,000

Lockheed

Martin

Corp

4

.950

10/15/25

499,417‌

250,000

Northrop

Grumman

Corp

3

.200

02/01/27

239,109‌

300,000

Otis

Worldwide

Corp

2

.056

04/05/25

290,071‌

300,000

PACCAR

Financial

Corp

2

.850

04/07/25

293,136‌

500,000

PACCAR

Financial

Corp

3

.550

08/11/25

489,858‌

300,000

PACCAR

Financial

Corp

4

.950

10/03/25

299,334‌

500,000

PACCAR

Financial

Corp

5

.050

08/10/26

501,782‌

500,000

PACCAR

Financial

Corp

5

.200

11/09/26

504,010‌

750,000

Quanta

Services,

Inc

0

.950

10/01/24

731,789‌

500,000

Raytheon

Technologies

Corp

3

.950

08/16/25

491,778‌

550,000

Raytheon

Technologies

Corp

5

.000

02/27/26

548,569‌

1,000,000

Raytheon

Technologies

Corp

5

.750

11/08/26

1,015,371‌

500,000

(c)

Regal

Rexnord

Corp

6

.050

02/15/26

502,583‌

1,000,000

Stanley

Black

&

Decker,

Inc

2

.300

02/24/25

971,394‌

200,000

Textron,

Inc

4

.000

03/15/26

195,138‌

250,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.500

03/21/26

241,842‌

1,000,000

Tyco

Electronics

Group

S.A.

4

.500

02/13/26

988,984‌

500,000

(c)

Veralto

Corp

5

.500

09/18/26

501,958‌

200,000

Westinghouse

Air

Brake

Technologies

Corp

3

.200

06/15/25

194,237‌

200,000

Xylem,

Inc

3

.250

11/01/26

191,037‌

TOTAL

CAPITAL

GOODS

33,204,447‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.5

%

500,000

Automatic

Data

Processing,

Inc

3

.375

09/15/25

489,093‌

200,000

Broadridge

Financial

Solutions,

Inc

3

.400

06/27/26

192,064‌

300,000

CDW

LLC

2

.670

12/01/26

278,573‌

1,250,000

Cintas

Corp

No

2

3

.450

05/01/25

1,225,156‌

500,000

Concentrix

Corp

6

.650

08/02/26

503,824‌

350,000

Equifax,

Inc

2

.600

12/15/25

334,158‌

2,150,000

(a)

European

Investment

Bank

4

.375

03/19/27

2,142,478‌

355

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

$

3,000,000

International

Bank

for

Reconstruction

&

Development

1

.875

%

10/27/26

$

2,804,776‌

400,000

Republic

Services,

Inc

2

.900

07/01/26

383,247‌

200,000

Thomson

Reuters

Corp

3

.350

05/15/26

192,518‌

300,000

Verisk

Analytics,

Inc

4

.000

06/15/25

294,747‌

250,000

Waste

Management,

Inc

0

.750

11/15/25

233,315‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

9,073,949‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.4

%

750,000

Amazon.com,

Inc

3

.000

04/13/25

734,384‌

1,000,000

Amazon.com,

Inc

4

.600

12/01/25

996,014‌

1,250,000

Amazon.com,

Inc

1

.000

05/12/26

1,154,291‌

500,000

AutoZone,

Inc

5

.050

07/15/26

500,781‌

500,000

eBay,

Inc

5

.900

11/22/25

503,666‌

350,000

eBay,

Inc

1

.400

05/10/26

324,373‌

500,000

Home

Depot,

Inc

2

.700

04/15/25

487,510‌

1,000,000

Home

Depot,

Inc

4

.000

09/15/25

986,234‌

750,000

Home

Depot,

Inc

4

.950

09/30/26

751,215‌

500,000

Lowe's

Cos,

Inc

3

.375

09/15/25

487,132‌

800,000

Lowe's

Cos,

Inc

4

.800

04/01/26

795,414‌

350,000

O'Reilly

Automotive,

Inc

5

.750

11/20/26

355,759‌

400,000

Ross

Stores,

Inc

0

.875

04/15/26

367,650‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

8,444,423‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

300,000

DR

Horton,

Inc

2

.600

10/15/25

287,455‌

200,000

DR

Horton,

Inc

1

.300

10/15/26

181,915‌

200,000

Hasbro,

Inc

3

.550

11/19/26

190,669‌

750,000

NIKE,

Inc

2

.750

03/27/27

710,121‌

200,000

PVH

Corp

4

.625

07/10/25

196,991‌

750,000

Tapestry,

Inc

7

.000

11/27/26

772,743‌

300,000

VF

Corp

2

.400

04/23/25

288,771‌

200,000

Whirlpool

Corp

3

.700

05/01/25

196,216‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,824,881‌

CONSUMER

SERVICES

-

0

.2

%

400,000

Booking

Holdings,

Inc

3

.600

06/01/26

388,440‌

500,000

Hyatt

Hotels

Corp

5

.750

01/30/27

507,780‌

800,000

Marriott

International,

Inc

5

.450

09/15/26

804,062‌

500,000

McDonald's

Corp

3

.300

07/01/25

488,821‌

300,000

McDonald's

Corp

1

.450

09/01/25

284,653‌

500,000

McDonald's

Corp

3

.700

01/30/26

489,230‌

1,000,000

Starbucks

Corp

4

.750

02/15/26

993,764‌

750,000

Starbucks

Corp

4

.850

02/08/27

748,601‌

TOTAL

CONSUMER

SERVICES

4,705,351‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.2

%

300,000

Dollar

Tree,

Inc

4

.000

05/15/25

294,935‌

300,000

Kroger

Co

3

.500

02/01/26

291,332‌

100,000

Kroger

Co

2

.650

10/15/26

94,275‌

600,000

SYSCO

Corp

3

.300

07/15/26

576,198‌

500,000

Target

Corp

2

.250

04/15/25

485,636‌

500,000

Target

Corp

1

.950

01/15/27

464,764‌

750,000

Walmart,

Inc

3

.900

09/09/25

739,229‌

1,500,000

Walmart,

Inc

4

.000

04/15/26

1,480,433‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

4,426,802‌

ENERGY

-

1

.2

%

500,000

Boardwalk

Pipelines

LP

5

.950

06/01/26

504,196‌

1,355,000

BP

Capital

Markets

America,

Inc

3

.410

02/11/26

1,317,231‌

1,000,000

Chevron

Corp

3

.326

11/17/25

978,243‌

200,000

Chevron

Corp

2

.954

05/16/26

192,560‌

750,000

Chevron

USA,

Inc

0

.687

08/12/25

707,559‌

1,000,000

Enbridge,

Inc

5

.900

11/15/26

1,018,577‌

500,000

Energy

Transfer

LP

2

.900

05/15/25

485,294‌

Short

Term

Bond

Index

Fund

March

31,

2024

356

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

500,000

Energy

Transfer

LP

3

.900

%

07/15/26

$

484,847‌

500,000

Energy

Transfer

LP

6

.050

12/01/26

509,852‌

700,000

Enterprise

Products

Operating

LLC

5

.050

01/10/26

699,500‌

115,000

Enterprise

Products

Operating

LLC

3

.700

02/15/26

112,364‌

500,000

Enterprise

Products

Operating

LLC

4

.600

01/11/27

496,956‌

300,000

EOG

Resources,

Inc

4

.150

01/15/26

295,612‌

775,000

Equinor

ASA

1

.750

01/22/26

732,424‌

2,005,000

Exxon

Mobil

Corp

3

.043

03/01/26

1,941,888‌

100,000

HF

Sinclair

Corp

5

.875

04/01/26

100,669‌

300,000

Kinder

Morgan,

Inc

4

.300

06/01/25

295,737‌

400,000

Kinder

Morgan,

Inc

1

.750

11/15/26

366,918‌

1,000,000

Marathon

Petroleum

Corp

4

.700

05/01/25

991,508‌

750,000

MPLX

LP

4

.000

02/15/25

739,236‌

800,000

MPLX

LP

1

.750

03/01/26

747,835‌

300,000

Occidental

Petroleum

Corp

5

.500

12/01/25

299,792‌

250,000

Occidental

Petroleum

Corp

5

.550

03/15/26

250,923‌

500,000

ONEOK,

Inc

5

.850

01/15/26

504,749‌

195,000

ONEOK,

Inc

5

.000

03/01/26

193,796‌

500,000

ONEOK,

Inc

5

.550

11/01/26

504,576‌

500,000

Ovintiv,

Inc

5

.650

05/15/25

500,085‌

750,000

Phillips

66

1

.300

02/15/26

697,767‌

500,000

Pioneer

Natural

Resources

Co

1

.125

01/15/26

465,314‌

275,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

274,653‌

400,000

Plains

All

American

Pipeline

LP

4

.650

10/15/25

394,567‌

750,000

Sabine

Pass

Liquefaction

LLC

5

.625

03/01/25

749,344‌

500,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

503,946‌

750,000

Schlumberger

Finance

Canada

Ltd

1

.400

09/17/25

711,218‌

1,000,000

Shell

International

Finance

BV

3

.250

05/11/25

980,229‌

850,000

Shell

International

Finance

BV

2

.500

09/12/26

805,610‌

300,000

TransCanada

PipeLines

Ltd

4

.875

01/15/26

297,957‌

200,000

Valero

Energy

Corp

3

.400

09/15/26

192,338‌

500,000

Western

Gas

Partners

LP

4

.650

07/01/26

490,554‌

1,375,000

Williams

Cos,

Inc

5

.400

03/02/26

1,378,531‌

TOTAL

ENERGY

23,914,955‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.9

%

200,000

Alexandria

Real

Estate

Equities,

Inc

3

.450

04/30/25

195,809‌

250,000

Alexandria

Real

Estate

Equities,

Inc

3

.800

04/15/26

243,028‌

200,000

American

Tower

Corp

4

.000

06/01/25

196,506‌

500,000

American

Tower

Corp

1

.300

09/15/25

471,145‌

500,000

American

Tower

Corp

1

.600

04/15/26

464,321‌

500,000

American

Tower

Corp

3

.375

10/15/26

477,570‌

400,000

American

Tower

Corp

3

.125

01/15/27

378,201‌

300,000

AvalonBay

Communities,

Inc

3

.450

06/01/25

293,893‌

100,000

AvalonBay

Communities,

Inc

2

.950

05/11/26

95,671‌

500,000

Boston

Properties

LP

3

.200

01/15/25

489,900‌

500,000

Boston

Properties

LP

3

.650

02/01/26

481,771‌

300,000

Brixmor

Operating

Partnership

LP

4

.125

06/15/26

292,058‌

500,000

Camden

Property

Trust

5

.850

11/03/26

509,490‌

140,000

Crown

Castle,

Inc

4

.450

02/15/26

137,665‌

850,000

Crown

Castle,

Inc

1

.050

07/15/26

772,624‌

500,000

Crown

Castle,

Inc

2

.900

03/15/27

467,668‌

200,000

CubeSmart

LP

3

.125

09/01/26

189,930‌

100,000

EPR

Properties

4

.750

12/15/26

96,783‌

400,000

Equinix,

Inc

1

.250

07/15/25

378,359‌

500,000

Equinix,

Inc

1

.450

05/15/26

459,905‌

200,000

ERP

Operating

LP

3

.375

06/01/25

195,301‌

100,000

ERP

Operating

LP

2

.850

11/01/26

94,695‌

750,000

Essex

Portfolio

LP

3

.500

04/01/25

734,592‌

200,000

Extra

Space

Storage

LP

3

.500

07/01/26

192,153‌

200,000

Federal

Realty

OP

LP

1

.250

02/15/26

184,990‌

200,000

Healthcare

Realty

Holdings

LP

3

.500

08/01/26

190,866‌

357

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

450,000

Healthpeak

OP

LLC

3

.250

%

07/15/26

$

430,472‌

200,000

Host

Hotels

&

Resorts

LP

4

.000

06/15/25

195,746‌

500,000

Kilroy

Realty

LP

4

.375

10/01/25

489,310‌

300,000

Kimco

Realty

OP

LLC

2

.800

10/01/26

282,989‌

200,000

Kite

Realty

Group

LP

4

.000

10/01/26

190,336‌

500,000

Mid-America

Apartments

LP

4

.000

11/15/25

489,964‌

500,000

Omega

Healthcare

Investors,

Inc

4

.500

01/15/25

494,498‌

500,000

OMEGA

Healthcare

Investors,

Inc

5

.250

01/15/26

496,743‌

150,000

Prologis

LP

3

.250

10/01/26

143,490‌

350,000

Public

Storage

1

.500

11/09/26

321,227‌

500,000

Realty

Income

Corp

3

.875

04/15/25

492,301‌

500,000

Realty

Income

Corp

4

.625

11/01/25

495,153‌

250,000

Realty

Income

Corp

5

.050

01/13/26

249,118‌

100,000

Realty

Income

Corp

4

.450

09/15/26

97,878‌

200,000

Regency

Centers

LP

3

.600

02/01/27

192,478‌

150,000

Sabra

Health

Care

LP

5

.125

08/15/26

148,461‌

500,000

Simon

Property

Group

LP

3

.300

01/15/26

483,283‌

500,000

Simon

Property

Group

LP

1

.375

01/15/27

454,781‌

100,000

UDR,

Inc

2

.950

09/01/26

94,511‌

500,000

Ventas

Realty

LP

2

.650

01/15/25

487,615‌

150,000

Ventas

Realty

LP

3

.250

10/15/26

141,961‌

1,500,000

VICI

Properties

LP

4

.375

05/15/25

1,474,391‌

200,000

Welltower

OP

LLC

4

.250

04/01/26

196,027‌

200,000

Welltower

OP

LLC

2

.700

02/15/27

187,517‌

600,000

Welltower,

Inc

4

.000

06/01/25

589,809‌

500,000

Weyerhaeuser

Co

4

.750

05/15/26

495,350‌

250,000

WP

Carey,

Inc

4

.250

10/01/26

244,393‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

18,744,696‌

FINANCIAL

SERVICES

-

3

.7

%

500,000

AerCap

Ireland

Capital

DAC

1

.650

10/29/24

487,804‌

300,000

AerCap

Ireland

Capital

DAC

6

.500

07/15/25

302,892‌

800,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

746,967‌

500,000

AerCap

Ireland

Capital

DAC

6

.100

01/15/27

508,183‌

750,000

(c)

AerCap

Ireland

Capital

DAC

6

.450

04/15/27

770,051‌

750,000

American

Express

Co

3

.950

08/01/25

736,930‌

1,000,000

American

Express

Co

4

.900

02/13/26

995,364‌

1,000,000

American

Express

Co

4

.990

05/01/26

994,029‌

500,000

American

Express

Co

6

.338

10/30/26

506,598‌

500,000

American

Express

Co

5

.389

07/28/27

501,701‌

1,000,000

American

Express

Co

5

.098

02/16/28

998,457‌

300,000

Ameriprise

Financial,

Inc

2

.875

09/15/26

285,386‌

600,000

Ares

Capital

Corp

3

.250

07/15/25

579,608‌

500,000

Ares

Capital

Corp

3

.875

01/15/26

483,619‌

650,000

Ares

Capital

Corp

7

.000

01/15/27

668,680‌

100,000

Bain

Capital

Specialty

Finance,

Inc

2

.550

10/13/26

91,775‌

550,000

Bank

of

New

York

Mellon

Corp

4

.414

07/24/26

543,326‌

500,000

Bank

of

New

York

Mellon

Corp

2

.450

08/17/26

472,125‌

1,150,000

Bank

of

New

York

Mellon

Corp

4

.947

04/26/27

1,144,750‌

750,000

Bank

of

New

York

Mellon

Corp

3

.442

02/07/28

719,149‌

100,000

Barings

BDC,

Inc

3

.300

11/23/26

91,421‌

1,000,000

Berkshire

Hathaway

Energy

Co

4

.050

04/15/25

987,250‌

750,000

Berkshire

Hathaway,

Inc

3

.125

03/15/26

726,156‌

500,000

Blackstone

Private

Credit

Fund

2

.700

01/15/25

488,071‌

500,000

Blackstone

Private

Credit

Fund

4

.700

03/24/25

493,734‌

350,000

Blackstone

Private

Credit

Fund

7

.050

09/29/25

355,222‌

400,000

Blackstone

Secured

Lending

Fund

2

.750

09/16/26

368,709‌

300,000

Blackstone

Secured

Lending

Fund

2

.125

02/15/27

270,576‌

500,000

Blue

Owl

Capital

Corp

3

.750

07/22/25

485,034‌

450,000

Blue

Owl

Capital

Corp

3

.400

07/15/26

423,950‌

150,000

Blue

Owl

Capital

Corp

2

.625

01/15/27

137,005‌

150,000

(c)

Blue

Owl

Capital

Corp

II

8

.450

11/15/26

154,497‌

Short

Term

Bond

Index

Fund

March

31,

2024

358

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

Blue

Owl

Credit

Income

Corp

5

.500

%

03/21/25

$

496,541‌

200,000

Blue

Owl

Credit

Income

Corp

4

.700

02/08/27

189,733‌

250,000

Brookfield

Finance,

Inc

4

.250

06/02/26

245,482‌

500,000

Capital

One

Financial

Corp

4

.166

05/09/25

498,979‌

500,000

Capital

One

Financial

Corp

4

.985

07/24/26

496,776‌

550,000

Capital

One

Financial

Corp

3

.750

07/28/26

529,862‌

500,000

Capital

One

Financial

Corp

3

.750

03/09/27

479,890‌

350,000

Capital

One

Financial

Corp

7

.149

10/29/27

364,249‌

500,000

Charles

Schwab

Corp

1

.150

05/13/26

460,946‌

750,000

Charles

Schwab

Corp

5

.875

08/24/26

762,500‌

500,000

Corebridge

Financial,

Inc

3

.500

04/04/25

489,467‌

500,000

Deutsche

Bank

AG.

4

.162

05/13/25

492,532‌

750,000

Deutsche

Bank

AG.

1

.686

03/19/26

702,133‌

650,000

Deutsche

Bank

AG.

7

.146

07/13/27

668,013‌

250,000

Discover

Bank

5

.974

08/09/28

248,693‌

500,000

Discover

Financial

Services

4

.500

01/30/26

491,288‌

200,000

Fiserv,

Inc

3

.850

06/01/25

196,203‌

700,000

Fiserv,

Inc

3

.200

07/01/26

671,084‌

750,000

Fiserv,

Inc

5

.150

03/15/27

752,832‌

200,000

Franklin

Resources,

Inc

2

.850

03/30/25

194,855‌

500,000

FS

KKR

Capital

Corp

1

.650

10/12/24

488,313‌

200,000

FS

KKR

Capital

Corp

3

.400

01/15/26

189,794‌

900,000

Global

Payments,

Inc

1

.200

03/01/26

832,525‌

250,000

Goldman

Sachs

BDC,

Inc

2

.875

01/15/26

238,087‌

300,000

Goldman

Sachs

BDC,

Inc

6

.375

03/11/27

302,236‌

1,500,000

Goldman

Sachs

Group,

Inc

3

.500

04/01/25

1,471,602‌

500,000

Goldman

Sachs

Group,

Inc

3

.750

05/22/25

490,689‌

500,000

Goldman

Sachs

Group,

Inc

3

.750

02/25/26

488,151‌

550,000

Goldman

Sachs

Group,

Inc

5

.798

08/10/26

551,783‌

1,250,000

Goldman

Sachs

Group,

Inc

1

.093

12/09/26

1,161,218‌

1,500,000

Goldman

Sachs

Group,

Inc

1

.431

03/09/27

1,389,134‌

1,750,000

Goldman

Sachs

Group,

Inc

1

.542

09/10/27

1,599,074‌

2,000,000

Goldman

Sachs

Group,

Inc

1

.948

10/21/27

1,838,445‌

1,500,000

Goldman

Sachs

Group,

Inc

2

.640

02/24/28

1,397,074‌

1,500,000

Goldman

Sachs

Group,

Inc

3

.615

03/15/28

1,434,802‌

200,000

Golub

Capital

BDC,

Inc

2

.500

08/24/26

183,756‌

100,000

Hercules

Capital,

Inc

2

.625

09/16/26

90,808‌

200,000

Hercules

Capital,

Inc

3

.375

01/20/27

183,668‌

1,500,000

Intercontinental

Exchange,

Inc

3

.650

05/23/25

1,471,777‌

500,000

Invesco

Finance

plc

3

.750

01/15/26

487,736‌

500,000

Jefferies

Financial

Group,

Inc

4

.850

01/15/27

496,053‌

2,400,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

03/01/27

2,391,772‌

200,000

Main

Street

Capital

Corp

3

.000

07/14/26

186,363‌

600,000

Mastercard,

Inc

3

.300

03/26/27

577,372‌

750,000

Morgan

Stanley

3

.875

01/27/26

732,559‌

1,000,000

Morgan

Stanley

2

.188

04/28/26

964,751‌

1,000,000

Morgan

Stanley

4

.679

07/17/26

989,225‌

1,000,000

Morgan

Stanley

3

.125

07/27/26

956,489‌

500,000

Morgan

Stanley

4

.350

09/08/26

489,207‌

1,250,000

Morgan

Stanley

6

.138

10/16/26

1,264,296‌

750,000

Morgan

Stanley

0

.985

12/10/26

694,849‌

1,000,000

Morgan

Stanley

5

.050

01/28/27

996,154‌

300,000

Morgan

Stanley

1

.593

05/04/27

277,498‌

500,000

Morgan

Stanley

1

.512

07/20/27

458,901‌

1,000,000

Morgan

Stanley

2

.475

01/21/28

930,226‌

1,350,000

Morgan

Stanley

Bank

NA

4

.754

04/21/26

1,341,154‌

200,000

Morgan

Stanley

Direct

Lending

Fund

4

.500

02/11/27

192,579‌

500,000

NASDAQ,

Inc

5

.650

06/28/25

501,563‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.450

06/15/25

489,359‌

250,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.450

10/30/25

250,840‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.450

03/13/26

494,621‌

359

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.600

%

11/13/26

$

303,949‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.800

02/05/27

500,350‌

750,000

Nomura

Holdings,

Inc

5

.099

07/03/25

745,148‌

300,000

Nomura

Holdings,

Inc

1

.851

07/16/25

285,771‌

500,000

Nomura

Holdings,

Inc

5

.709

01/09/26

501,279‌

250,000

Nomura

Holdings,

Inc

1

.653

07/14/26

229,881‌

500,000

Nomura

Holdings,

Inc

2

.329

01/22/27

460,901‌

200,000

Oaktree

Specialty

Lending

Corp

2

.700

01/15/27

180,861‌

1,000,000

Oesterreichische

Kontrollbank

AG.

2

.875

05/23/25

975,942‌

1,000,000

Oesterreichische

Kontrollbank

AG.

4

.625

11/03/25

995,765‌

400,000

Oesterreichische

Kontrollbank

AG.

4

.125

01/20/26

395,204‌

500,000

Oesterreichische

Kontrollbank

AG.

5

.000

10/23/26

504,747‌

500,000

PayPal

Holdings,

Inc

1

.650

06/01/25

479,744‌

500,000

PayPal

Holdings,

Inc

2

.650

10/01/26

471,976‌

150,000

(a)

Prospect

Capital

Corp

3

.364

11/15/26

136,551‌

750,000

S&P

Global,

Inc

2

.450

03/01/27

701,957‌

100,000

Sixth

Street

Specialty

Lending,

Inc

2

.500

08/01/26

92,281‌

1,000,000

State

Street

Corp

5

.104

05/18/26

996,800‌

500,000

State

Street

Corp

5

.272

08/03/26

502,697‌

500,000

State

Street

Corp

5

.751

11/04/26

503,349‌

750,000

State

Street

Corp

4

.993

03/18/27

751,453‌

500,000

Synchrony

Bank

5

.400

08/22/25

495,435‌

500,000

Synchrony

Financial

4

.875

06/13/25

492,561‌

500,000

UBS

AG.

5

.800

09/11/25

503,584‌

1,000,000

UBS

Group

AG.

4

.550

04/17/26

983,960‌

1,300,000

Visa,

Inc

3

.150

12/14/25

1,264,190‌

150,000

Voya

Financial,

Inc

3

.650

06/15/26

144,463‌

340,000

Western

Union

Co

1

.350

03/15/26

314,197‌

TOTAL

FINANCIAL

SERVICES

73,832,576‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.9

%

600,000

Altria

Group,

Inc

2

.350

05/06/25

580,664‌

200,000

Altria

Group,

Inc

2

.625

09/16/26

188,504‌

298,000

Anheuser-Busch

Cos

LLC

3

.650

02/01/26

291,202‌

300,000

Archer-Daniels-Midland

Co

2

.500

08/11/26

283,584‌

500,000

BAT

Capital

Corp

3

.215

09/06/26

475,706‌

750,000

BAT

International

Finance

plc

1

.668

03/25/26

698,070‌

200,000

Bunge

Ltd

1

.630

08/17/25

189,436‌

250,000

Bunge

Ltd

3

.250

08/15/26

239,024‌

750,000

(d)

Campbell

Soup

Co

5

.300

03/20/26

750,563‌

750,000

Campbell

Soup

Co

5

.200

03/19/27

751,747‌

500,000

ConAgra

Brands,

Inc

5

.300

10/01/26

500,800‌

300,000

Constellation

Brands,

Inc

5

.000

02/02/26

298,026‌

200,000

Constellation

Brands,

Inc

3

.700

12/06/26

192,939‌

500,000

Diageo

Capital

plc

5

.200

10/24/25

500,376‌

500,000

Diageo

Capital

plc

5

.375

10/05/26

504,747‌

300,000

General

Mills,

Inc

4

.000

04/17/25

295,631‌

500,000

General

Mills,

Inc

4

.700

01/30/27

495,715‌

500,000

Hershey

Co

2

.300

08/15/26

471,422‌

500,000

Hormel

Foods

Corp

4

.800

03/30/27

499,493‌

200,000

Ingredion,

Inc

3

.200

10/01/26

190,316‌

250,000

Kellogg

Co

3

.250

04/01/26

241,106‌

500,000

Keurig

Dr

Pepper,

Inc

2

.550

09/15/26

470,845‌

500,000

Keurig

Dr

Pepper,

Inc

5

.100

03/15/27

500,735‌

600,000

Kraft

Heinz

Foods

Co

3

.000

06/01/26

574,305‌

300,000

McCormick

&

Co,

Inc

0

.900

02/15/26

277,179‌

700,000

Molson

Coors

Beverage

Co

3

.000

07/15/26

668,117‌

1,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4

.650

02/16/27

994,503‌

1,000,000

PepsiCo,

Inc

2

.750

04/30/25

975,063‌

1,000,000

PepsiCo,

Inc

4

.550

02/13/26

995,072‌

150,000

PepsiCo,

Inc

5

.125

11/10/26

151,190‌

750,000

Philip

Morris

International,

Inc

1

.500

05/01/25

720,472‌

Short

Term

Bond

Index

Fund

March

31,

2024

360

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

500,000

Philip

Morris

International,

Inc

5

.000

%

11/17/25

$

498,701‌

1,250,000

Philip

Morris

International,

Inc

4

.875

02/13/26

1,245,013‌

750,000

Philip

Morris

International,

Inc

4

.750

02/12/27

745,833‌

310,000

Reynolds

American,

Inc

4

.450

06/12/25

305,854‌

500,000

Tyson

Foods,

Inc

4

.000

03/01/26

487,784‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

18,249,737‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.8

%

750,000

Baxter

International,

Inc

1

.322

11/29/24

728,538‌

200,000

Baxter

International,

Inc

2

.600

08/15/26

188,248‌

300,000

Boston

Scientific

Corp

1

.900

06/01/25

288,213‌

400,000

Cigna

Group

3

.250

04/15/25

391,145‌

208,000

Cigna

Group

1

.250

03/15/26

192,677‌

300,000

CVS

Health

Corp

4

.100

03/25/25

296,264‌

750,000

CVS

Health

Corp

3

.875

07/20/25

735,890‌

625,000

CVS

Health

Corp

5

.000

02/20/26

622,818‌

500,000

CVS

Health

Corp

2

.875

06/01/26

476,680‌

400,000

CVS

Health

Corp

3

.000

08/15/26

381,282‌

500,000

Elevance

Health,

Inc

5

.350

10/15/25

500,265‌

150,000

Elevance

Health,

Inc

4

.900

02/08/26

149,012‌

500,000

GE

HealthCare

Technologies,

Inc

5

.600

11/15/25

501,684‌

1,000,000

HCA,

Inc

5

.250

04/15/25

995,825‌

600,000

HCA,

Inc

5

.250

06/15/26

598,250‌

1,000,000

HCA,

Inc

5

.375

09/01/26

999,767‌

500,000

Humana,

Inc

1

.350

02/03/27

450,397‌

300,000

McKesson

Corp

0

.900

12/03/25

279,118‌

200,000

McKesson

Corp

1

.300

08/15/26

183,065‌

200,000

PeaceHealth

Obligated

Group

1

.375

11/15/25

186,043‌

300,000

Quest

Diagnostics,

Inc

3

.500

03/30/25

294,119‌

750,000

Smith

&

Nephew

plc

5

.150

03/20/27

749,831‌

500,000

(c)

Solventum

Corp

5

.450

02/25/27

501,727‌

500,000

Stryker

Corp

1

.150

06/15/25

475,386‌

300,000

Stryker

Corp

3

.500

03/15/26

290,897‌

500,000

UnitedHealth

Group,

Inc

5

.150

10/15/25

500,607‌

1,500,000

UnitedHealth

Group,

Inc

1

.150

05/15/26

1,387,423‌

1,000,000

UnitedHealth

Group,

Inc

4

.600

04/15/27

994,223‌

250,000

Universal

Health

Services,

Inc

1

.650

09/01/26

227,855‌

300,000

Zimmer

Biomet

Holdings,

Inc

3

.050

01/15/26

288,288‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

14,855,537‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.2

%

1,000,000

Colgate-Palmolive

Co

3

.100

08/15/25

976,302‌

750,000

Colgate-Palmolive

Co

4

.800

03/02/26

752,284‌

500,000

Haleon

UK

Capital

plc

3

.125

03/24/25

488,137‌

500,000

Kenvue,

Inc

5

.350

03/22/26

503,612‌

500,000

Procter

&

Gamble

Co

4

.100

01/26/26

495,183‌

400,000

Procter

&

Gamble

Co

1

.000

04/23/26

371,268‌

1,000,000

Unilever

Capital

Corp

3

.100

07/30/25

975,288‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,562,074‌

INSURANCE

-

0

.4

%

500,000

Allied

World

Assurance

Co

Holdings

Ltd

4

.350

10/29/25

487,792‌

500,000

Allstate

Corp

0

.750

12/15/25

463,220‌

200,000

Allstate

Corp

8

.507

08/15/53

200,059‌

500,000

Aon

Global

Ltd

3

.875

12/15/25

488,875‌

750,000

Aon

North

America,

Inc

5

.125

03/01/27

754,490‌

200,000

Arch

Capital

Group

Ltd

4

.011

12/15/26

193,836‌

300,000

Brown

&

Brown,

Inc

4

.200

09/15/24

297,868‌

500,000

Chubb

INA

Holdings,

Inc

3

.350

05/03/26

482,991‌

315,000

CNA

Financial

Corp

4

.500

03/01/26

310,619‌

115,000

Hanover

Insurance

Group,

Inc

4

.500

04/15/26

112,874‌

300,000

(a)

Lincoln

National

Corp

3

.625

12/12/26

286,791‌

250,000

Loews

Corp

3

.750

04/01/26

243,654‌

361

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

300,000

Manulife

Financial

Corp

4

.150

%

03/04/26

$

294,971‌

200,000

Manulife

Financial

Corp

4

.061

02/24/32

191,561‌

500,000

Marsh

&

McLennan

Cos,

Inc

3

.500

03/10/25

491,289‌

100,000

Marsh

&

McLennan

Cos,

Inc

3

.750

03/14/26

97,778‌

1,000,000

MetLife,

Inc

3

.000

03/01/25

978,748‌

200,000

Old

Republic

International

Corp

3

.875

08/26/26

193,315‌

250,000

Principal

Financial

Group,

Inc

3

.100

11/15/26

238,074‌

200,000

Progressive

Corp

2

.450

01/15/27

187,446‌

500,000

Prudential

Financial,

Inc

1

.500

03/10/26

467,880‌

150,000

Reinsurance

Group

of

America,

Inc

3

.950

09/15/26

146,478‌

360,000

Trinity

Acquisition

plc

4

.400

03/15/26

353,141‌

TOTAL

INSURANCE

7,963,750‌

MATERIALS

-

0

.5

%

1,500,000

Amcor

Flexibles

North

America,

Inc

4

.000

05/17/25

1,472,762‌

500,000

Berry

Global,

Inc

1

.570

01/15/26

467,394‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4

.875

02/27/26

1,494,893‌

100,000

BHP

Billiton

Finance

USA

Ltd

5

.250

09/08/26

100,592‌

203,000

Celanese

US

Holdings

LLC

6

.050

03/15/25

203,391‌

200,000

Celulosa

Arauco

y

Constitucion

S.A.

4

.500

08/01/24

198,959‌

1,000,000

DowDuPont,

Inc

4

.493

11/15/25

986,679‌

200,000

EIDP,

Inc

1

.700

07/15/25

190,909‌

500,000

EIDP,

Inc

4

.500

05/15/26

494,242‌

500,000

FMC

Corp

5

.150

05/18/26

496,824‌

1,000,000

Linde,

Inc

4

.700

12/05/25

995,371‌

750,000

(c)

Newmont

Corp

5

.300

03/15/26

751,846‌

250,000

Nucor

Corp

3

.950

05/23/25

246,077‌

200,000

Nucor

Corp

2

.000

06/01/25

192,222‌

300,000

Nutrien

Ltd

5

.950

11/07/25

302,451‌

500,000

Sherwin-Williams

Co

4

.250

08/08/25

492,628‌

1,000,000

Sonoco

Products

Co

1

.800

02/01/25

967,574‌

200,000

Steel

Dynamics,

Inc

2

.400

06/15/25

192,586‌

500,000

WRKCo,

Inc

4

.650

03/15/26

493,743‌

TOTAL

MATERIALS

10,741,143‌

MEDIA

&

ENTERTAINMENT

-

0

.7

%

300,000

Alphabet,

Inc

0

.450

08/15/25

282,635‌

500,000

Alphabet,

Inc

1

.998

08/15/26

470,600‌

750,000

Charter

Communications

Operating

LLC

4

.908

07/23/25

740,872‌

1,500,000

Charter

Communications

Operating

LLC

6

.150

11/10/26

1,511,747‌

1,500,000

Comcast

Corp

5

.250

11/07/25

1,506,071‌

1,200,000

Comcast

Corp

3

.150

03/01/26

1,161,853‌

400,000

Comcast

Corp

2

.350

01/15/27

374,166‌

500,000

Discovery

Communications

LLC

4

.900

03/11/26

495,034‌

120,000

Electronic

Arts

Inc

4

.800

03/01/26

119,286‌

500,000

NetFlix,

Inc

4

.375

11/15/26

492,467‌

655,000

Omnicom

Group,

Inc

3

.600

04/15/26

636,178‌

750,000

Take-Two

Interactive

Software,

Inc

3

.550

04/14/25

735,773‌

600,000

Take-Two

Interactive

Software,

Inc

5

.000

03/28/26

596,914‌

1,000,000

TWDC

Enterprises

18

Corp

3

.150

09/17/25

972,509‌

750,000

TWDC

Enterprises

18

Corp

3

.000

02/13/26

723,040‌

100,000

Walt

Disney

Co

1

.750

01/13/26

94,536‌

300,000

Walt

Disney

Co

3

.700

03/23/27

292,178‌

525,000

Warnermedia

Holdings,

Inc

3

.638

03/15/25

514,569‌

500,000

Warnermedia

Holdings,

Inc

3

.788

03/15/25

490,735‌

1,000,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

954,328‌

TOTAL

MEDIA

&

ENTERTAINMENT

13,165,491‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1

.2

%

500,000

AbbVie,

Inc

3

.600

05/14/25

490,737‌

1,250,000

AbbVie,

Inc

3

.200

05/14/26

1,206,478‌

950,000

AbbVie,

Inc

2

.950

11/21/26

904,778‌

2,000,000

AbbVie,

Inc

4

.800

03/15/27

2,002,065‌

Short

Term

Bond

Index

Fund

March

31,

2024

362

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

100,000

Agilent

Technologies,

Inc

3

.050

%

09/22/26

$

95,257‌

750,000

Amgen,

Inc

1

.900

02/21/25

726,679‌

1,500,000

Amgen,

Inc

5

.250

03/02/25

1,495,453‌

750,000

AstraZeneca

Finance

LLC

1

.200

05/28/26

692,799‌

1,000,000

AstraZeneca

Finance

LLC

4

.800

02/26/27

999,568‌

750,000

AstraZeneca

plc

0

.700

04/08/26

689,804‌

500,000

Baxalta,

Inc

4

.000

06/23/25

491,828‌

500,000

Bristol-Myers

Squibb

Co

0

.750

11/13/25

467,222‌

500,000

Bristol-Myers

Squibb

Co

3

.200

06/15/26

482,018‌

2,000,000

Bristol-Myers

Squibb

Co

4

.900

02/22/27

2,004,479‌

1,000,000

Eli

Lilly

&

Co

4

.500

02/09/27

997,172‌

800,000

Gilead

Sciences,

Inc

3

.650

03/01/26

779,437‌

500,000

Illumina,

Inc

5

.800

12/12/25

500,835‌

1,120,000

Johnson

&

Johnson

2

.450

03/01/26

1,073,141‌

200,000

Merck

&

Co,

Inc

0

.750

02/24/26

185,469‌

1,000,000

Novartis

Capital

Corp

3

.000

11/20/25

971,267‌

725,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/25

720,307‌

2,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/26

1,979,213‌

750,000

Shire

Acquisitions

Investments

Ireland

DAC

3

.200

09/23/26

717,367‌

550,000

Thermo

Fisher

Scientific,

Inc

4

.953

08/10/26

550,968‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5

.000

12/05/26

1,004,132‌

700,000

Utah

Acquisition

Sub,

Inc

3

.950

06/15/26

676,293‌

300,000

Viatris,

Inc

1

.650

06/22/25

285,286‌

500,000

Zoetis,

Inc

5

.400

11/14/25

500,654‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

23,690,706‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.5

%

250,000

Analog

Devices,

Inc

2

.950

04/01/25

244,273‌

500,000

Analog

Devices,

Inc

3

.500

12/05/26

483,080‌

1,000,000

Broadcom

Corp

3

.875

01/15/27

969,429‌

300,000

Broadcom,

Inc

3

.150

11/15/25

290,206‌

200,000

Broadcom,

Inc

3

.459

09/15/26

192,367‌

500,000

Intel

Corp

3

.700

07/29/25

490,007‌

1,250,000

Intel

Corp

4

.875

02/10/26

1,245,937‌

375,000

Lam

Research

Corp

3

.750

03/15/26

366,272‌

150,000

Marvell

Technology,

Inc

1

.650

04/15/26

139,515‌

1,000,000

Microchip

Technology,

Inc

4

.250

09/01/25

983,580‌

150,000

Micron

Technology,

Inc

4

.975

02/06/26

149,188‌

300,000

NVIDIA

Corp

3

.200

09/16/26

289,757‌

290,000

NXP

BV

5

.350

03/01/26

290,077‌

300,000

NXP

BV

3

.875

06/18/26

291,217‌

750,000

Qorvo,

Inc

1

.750

12/15/24

727,820‌

500,000

QUALCOMM,

Inc

3

.450

05/20/25

490,674‌

200,000

Skyworks

Solutions,

Inc

1

.800

06/01/26

185,293‌

750,000

Texas

Instruments,

Inc

4

.600

02/08/27

748,914‌

300,000

TSMC

Arizona

Corp

1

.750

10/25/26

276,417‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

8,854,023‌

SOFTWARE

&

SERVICES

-

0

.7

%

200,000

Autodesk,

Inc

4

.375

06/15/25

197,903‌

200,000

CGI,

Inc

1

.450

09/14/26

182,099‌

250,000

DXC

Technology

Co

1

.800

09/15/26

227,961‌

150,000

Fortinet,

Inc

1

.000

03/15/26

137,998‌

300,000

Genpact

Luxembourg

Sarl

1

.750

04/10/26

278,366‌

500,000

IBM

International

Capital

Pte

Ltd

4

.700

02/05/26

496,407‌

500,000

IBM

International

Capital

Pte

Ltd

4

.600

02/05/27

494,774‌

600,000

International

Business

Machines

Corp

4

.000

07/27/25

590,583‌

500,000

International

Business

Machines

Corp

4

.500

02/06/26

496,483‌

1,050,000

International

Business

Machines

Corp

3

.300

05/15/26

1,013,116‌

750,000

Intuit,

Inc

5

.250

09/15/26

757,022‌

200,000

Kyndryl

Holdings,

Inc

2

.050

10/15/26

183,216‌

200,000

Leidos,

Inc

3

.625

05/15/25

195,520‌

363

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,000,000

Microsoft

Corp

3

.125

%

11/03/25

$

974,008‌

1,600,000

Microsoft

Corp

2

.400

08/08/26

1,518,537‌

1,750,000

(c)

Microsoft

Corp

3

.400

09/15/26

1,694,936‌

1,700,000

Oracle

Corp

2

.950

05/15/25

1,655,323‌

150,000

Oracle

Corp

5

.800

11/10/25

151,236‌

1,035,000

Oracle

Corp

1

.650

03/25/26

965,992‌

1,250,000

Oracle

Corp

2

.650

07/15/26

1,182,802‌

500,000

Roper

Technologies,

Inc

1

.000

09/15/25

470,108‌

600,000

VMware,

Inc

1

.400

08/15/26

547,954‌

TOTAL

SOFTWARE

&

SERVICES

14,412,344‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.7

%

1,000,000

Amphenol

Corp

4

.750

03/30/26

992,717‌

1,000,000

Apple,

Inc

1

.125

05/11/25

957,487‌

1,000,000

Apple,

Inc

0

.550

08/20/25

941,595‌

1,820,000

Apple,

Inc

3

.250

02/23/26

1,769,029‌

300,000

Apple,

Inc

2

.450

08/04/26

285,009‌

500,000

Apple,

Inc

2

.050

09/11/26

469,336‌

500,000

Arrow

Electronics,

Inc

4

.000

04/01/25

491,546‌

300,000

Avnet,

Inc

4

.625

04/15/26

295,330‌

400,000

Cisco

Systems,

Inc

3

.500

06/15/25

393,264‌

750,000

Cisco

Systems,

Inc

4

.900

02/26/26

750,541‌

450,000

Cisco

Systems,

Inc

2

.500

09/20/26

426,295‌

1,500,000

Cisco

Systems,

Inc

4

.800

02/26/27

1,502,413‌

200,000

Dell

International

LLC

5

.850

07/15/25

201,008‌

964,000

Dell

International

LLC

6

.020

06/15/26

976,320‌

500,000

Dell

International

LLC

4

.900

10/01/26

496,915‌

200,000

Flex

Ltd

4

.750

06/15/25

197,653‌

185,000

Flex

Ltd

3

.750

02/01/26

179,418‌

500,000

Hewlett

Packard

Enterprise

Co

4

.900

10/15/25

496,662‌

250,000

Hewlett

Packard

Enterprise

Co

1

.750

04/01/26

233,347‌

300,000

HP,

Inc

2

.200

06/17/25

288,756‌

300,000

HP,

Inc

1

.450

06/17/26

276,964‌

150,000

Jabil,

Inc

1

.700

04/15/26

139,236‌

120,000

Juniper

Networks,

Inc

1

.200

12/10/25

111,400‌

300,000

NetApp,

Inc

1

.875

06/22/25

286,927‌

200,000

TD

SYNNEX

Corp

1

.750

08/09/26

182,833‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

13,342,001‌

TELECOMMUNICATION

SERVICES

-

0

.6

%

1,500,000

AT&T,

Inc

1

.700

03/25/26

1,402,421‌

300,000

(a)

AT&T,

Inc

2

.950

07/15/26

285,764‌

750,000

AT&T,

Inc

3

.800

02/15/27

726,166‌

1,000,000

Rogers

Communications,

Inc

2

.950

03/15/25

974,819‌

500,000

Rogers

Communications,

Inc

3

.200

03/15/27

474,638‌

750,000

Sprint

LLC

7

.625

02/15/25

758,864‌

500,000

Sprint

LLC

7

.625

03/01/26

516,569‌

1,000,000

T-Mobile

USA,

Inc

3

.500

04/15/25

980,429‌

750,000

T-Mobile

USA,

Inc

1

.500

02/15/26

700,219‌

365,000

T-Mobile

USA,

Inc

2

.250

02/15/26

345,384‌

200,000

T-Mobile

USA,

Inc

2

.625

04/15/26

189,980‌

1,000,000

Verizon

Communications,

Inc

3

.376

02/15/25

981,895‌

1,350,000

Verizon

Communications,

Inc

1

.450

03/20/26

1,258,751‌

1,500,000

Verizon

Communications,

Inc

3

.000

03/22/27

1,421,493‌

600,000

Vodafone

Group

plc

4

.125

05/30/25

590,861‌

TOTAL

TELECOMMUNICATION

SERVICES

11,608,253‌

TRANSPORTATION

-

0

.2

%

500,000

Burlington

Northern

Santa

Fe

LLC

7

.000

12/15/25

515,627‌

260,000

Canadian

National

Railway

Co

2

.750

03/01/26

249,812‌

400,000

CSX

Corp

2

.600

11/01/26

378,306‌

225,000

FedEx

Corp

3

.250

04/01/26

217,568‌

200,000

GXO

Logistics,

Inc

1

.650

07/15/26

183,376‌

Short

Term

Bond

Index

Fund

March

31,

2024

364

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

210,000

JB

Hunt

Transport

Services,

Inc

3

.875

%

03/01/26

$

205,276‌

300,000

Norfolk

Southern

Corp

2

.900

06/15/26

286,493‌

750,000

Ryder

System,

Inc

5

.300

03/15/27

755,212‌

500,000

Southwest

Airlines

Co

3

.000

11/15/26

471,704‌

1,000,000

Union

Pacific

Corp

4

.750

02/21/26

998,557‌

450,000

United

Parcel

Service,

Inc

2

.400

11/15/26

423,406‌

TOTAL

TRANSPORTATION

4,685,337‌

UTILITIES

-

1

.2

%

500,000

AES

Corp

1

.375

01/15/26

463,023‌

300,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

298,376‌

500,000

Ameren

Corp

5

.700

12/01/26

506,651‌

1,000,000

American

Electric

Power

Co,

Inc

5

.699

08/15/25

1,002,046‌

750,000

CenterPoint

Energy,

Inc

5

.250

08/10/26

751,276‌

100,000

CMS

Energy

Corp

3

.000

05/15/26

95,346‌

1,000,000

Dominion

Energy,

Inc

3

.900

10/01/25

977,967‌

200,000

Dominion

Resources,

Inc

2

.850

08/15/26

189,143‌

750,000

DTE

Electric

Co

4

.850

12/01/26

749,502‌

750,000

Duke

Energy

Corp

5

.000

12/08/25

747,673‌

250,000

Duke

Energy

Corp

2

.650

09/01/26

236,060‌

500,000

Duke

Energy

Corp

4

.850

01/05/27

497,947‌

750,000

Edison

International

4

.700

08/15/25

740,789‌

250,000

Emera

US

Finance

LP

3

.550

06/15/26

239,981‌

500,000

Entergy

Arkansas

LLC

3

.500

04/01/26

485,573‌

300,000

Entergy

Corp

2

.950

09/01/26

284,976‌

500,000

Evergy

Kansas

Central,

Inc

2

.550

07/01/26

473,830‌

750,000

Eversource

Energy

4

.750

05/15/26

742,222‌

500,000

Eversource

Energy

5

.000

01/01/27

498,597‌

1,000,000

Exelon

Corp

3

.400

04/15/26

966,699‌

500,000

Florida

Power

&

Light

Co

4

.450

05/15/26

495,182‌

400,000

Fortis,

Inc

3

.055

10/04/26

378,740‌

750,000

Georgia

Power

Co

5

.004

02/23/27

750,901‌

100,000

ITC

Holdings

Corp

3

.250

06/30/26

95,735‌

200,000

National

Fuel

Gas

Co

5

.200

07/15/25

198,936‌

500,000

National

Fuel

Gas

Co

5

.500

01/15/26

499,227‌

175,000

National

Fuel

Gas

Co

5

.500

10/01/26

175,038‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

6

.051

03/01/25

1,003,804‌

500,000

NextEra

Energy

Capital

Holdings,

Inc

4

.450

06/20/25

493,912‌

550,000

NextEra

Energy

Capital

Holdings,

Inc

5

.749

09/01/25

552,360‌

500,000

NextEra

Energy

Capital

Holdings,

Inc

4

.950

01/29/26

497,597‌

300,000

NiSource,

Inc

0

.950

08/15/25

282,317‌

200,000

Pacific

Gas

&

Electric

Co

2

.950

03/01/26

190,942‌

250,000

Pacific

Gas

and

Electric

Co

4

.950

06/08/25

247,930‌

1,000,000

Pacific

Gas

and

Electric

Co

3

.150

01/01/26

961,368‌

300,000

PPL

Capital

Funding,

Inc

3

.100

05/15/26

286,927‌

500,000

Public

Service

Electric

and

Gas

Co

0

.950

03/15/26

463,343‌

100,000

Public

Service

Electric

and

Gas

Co

2

.250

09/15/26

93,818‌

150,000

San

Diego

Gas

&

Electric

Co

2

.500

05/15/26

142,545‌

500,000

Sempra

Energy

3

.300

04/01/25

489,177‌

500,000

Sempra

Energy

5

.400

08/01/26

501,446‌

250,000

Southern

California

Edison

Co

4

.200

06/01/25

246,583‌

500,000

Southern

California

Edison

Co

5

.350

03/01/26

500,792‌

300,000

Southern

California

Edison

Co

4

.900

06/01/26

298,485‌

175,000

Southern

California

Edison

Co

4

.875

02/01/27

174,467‌

300,000

Southern

Co

4

.000

01/15/51

288,409‌

300,000

Southern

Co

3

.750

09/15/51

280,440‌

300,000

Southern

Co

Gas

Capital

Corp

3

.250

06/15/26

287,174‌

300,000

Southern

Power

Co

0

.900

01/15/26

277,515‌

500,000

Spire,

Inc

5

.300

03/01/26

499,464‌

750,000

WEC

Energy

Group,

Inc

5

.000

09/27/25

745,726‌

800,000

WEC

Energy

Group,

Inc

4

.750

01/09/26

792,616‌

100,000

WEC

Energy

Group,

Inc

5

.600

09/12/26

101,156‌

365

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

300,000

Wisconsin

Public

Service

Corp

5

.350

%

11/10/25

$

301,001‌

200,000

Xcel

Energy,

Inc

3

.350

12/01/26

189,894‌

TOTAL

UTILITIES

24,732,644‌

TOTAL

CORPORATE

BONDS

528,981,200‌

(Cost

$530,146,336)

GOVERNMENT

BONDS

-

72

.5

%

AGENCY

SECURITIES

-

2

.0

%

1,750,000

Federal

Farm

Credit

Bank

(FFCB)

1

.125

01/06/25

1,697,278‌

1,000,000

FFCB

1

.750

02/14/25

971,689‌

2,000,000

FFCB

4

.375

02/23/26

1,988,336‌

750,000

FFCB

4

.375

06/23/26

745,859‌

3,500,000

FFCB

4

.500

03/26/27

3,500,000‌

2,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.750

12/13/24

1,939,648‌

2,000,000

FHLB

1

.000

12/20/24

1,940,733‌

2,000,000

FHLB

5

.000

02/28/25

1,997,141‌

500,000

FHLB

4

.625

06/06/25

498,108‌

200,000

FHLB

3

.125

06/13/25

195,875‌

4,500,000

FHLB

4

.625

11/17/26

4,511,572‌

4,500,000

FHLB

4

.125

01/15/27

4,462,801‌

3,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1

.500

02/12/25

2,907,323‌

4,000,000

FHLMC

0

.375

09/23/25

3,746,795‌

2,000,000

Federal

National

Mortgage

Association

(FNMA)

1

.625

01/07/25

1,947,207‌

4,500,000

FNMA

0

.625

04/22/25

4,296,652‌

2,500,000

FNMA

0

.500

11/07/25

2,336,821‌

500,000

Tennessee

Valley

Authority

(TVA)

0

.750

05/15/25

477,020‌

TOTAL

AGENCY

SECURITIES

40,160,858‌

FOREIGN

GOVERNMENT

BONDS

-

4

.8

%

750,000

African

Development

Bank

3

.375

07/07/25

735,201‌

265,000

African

Development

Bank

0

.875

03/23/26

246,012‌

875,000

African

Development

Bank

4

.625

01/04/27

876,150‌

2,000,000

African

Development

Bank

4

.125

02/25/27

1,976,135‌

1,500,000

Asian

Development

Bank

2

.875

05/06/25

1,465,358‌

720,000

Asian

Development

Bank

4

.625

06/13/25

716,707‌

1,000,000

Asian

Development

Bank

0

.375

09/03/25

938,593‌

910,000

Asian

Development

Bank

4

.250

01/09/26

902,063‌

2,500,000

Asian

Development

Bank

1

.000

04/14/26

2,321,194‌

1,500,000

Asian

Development

Bank

2

.000

04/24/26

1,420,779‌

1,000,000

Asian

Development

Bank

4

.125

01/12/27

989,136‌

2,500,000

Asian

Development

Bank

1

.500

01/20/27

2,302,036‌

1,000,000

Asian

Infrastructure

Investment

Bank

3

.375

06/29/25

979,749‌

1,390,000

Asian

Infrastructure

Investment

Bank

0

.500

01/27/26

1,287,346‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

1,005,199‌

1,870,000

Canada

Government

International

Bond

2

.875

04/28/25

1,828,174‌

1,000,000

Canada

Government

International

Bond

0

.750

05/19/26

921,365‌

310,000

Chile

Government

International

Bond

3

.125

01/21/26

298,995‌

500,000

Chile

Government

International

Bond

2

.750

01/31/27

468,115‌

675,000

Corp

Andina

de

Fomento

1

.250

10/26/24

657,686‌

1,000,000

Corp

Andina

de

Fomento

5

.250

11/21/25

993,091‌

500,000

Corp

Andina

de

Fomento

4

.750

04/01/26

491,285‌

350,000

Corp

Andina

de

Fomento

6

.000

04/26/27

358,844‌

1,500,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

1,462,783‌

750,000

Council

Of

Europe

Development

Bank

3

.750

05/25/26

735,267‌

2,000,000

European

Bank

for

Reconstruction

&

Development

0

.500

05/19/25

1,902,042‌

755,000

European

Bank

for

Reconstruction

&

Development

0

.500

01/28/26

698,513‌

2,250,000

European

Investment

Bank

0

.625

07/25/25

2,126,282‌

1,500,000

European

Investment

Bank

2

.750

08/15/25

1,457,436‌

3,000,000

European

Investment

Bank

0

.375

03/26/26

2,753,877‌

1,500,000

European

Investment

Bank

1

.375

03/15/27

1,371,611‌

1,750,000

Export

Development

Canada

3

.375

08/26/25

1,713,301‌

Short

Term

Bond

Index

Fund

March

31,

2024

366

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

500,000

Export

Development

Canada

4

.375

%

06/29/26

$

496,699‌

750,000

Export-Import

Bank

of

Korea

0

.625

06/29/24

741,162‌

750,000

Export-Import

Bank

of

Korea

5

.375

09/18/25

752,052‌

750,000

Export-Import

Bank

of

Korea

4

.875

01/11/26

749,758‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/11/27

994,970‌

1,700,000

Inter-American

Development

Bank

0

.875

04/20/26

1,573,930‌

3,000,000

Inter-American

Development

Bank

4

.500

05/15/26

2,987,693‌

2,000,000

Inter-American

Development

Bank

1

.500

01/13/27

1,842,654‌

500,000

Inter-American

Development

Bank

4

.375

02/01/27

497,824‌

1,000,000

Inter-American

Investment

Corp

2

.625

04/22/25

972,823‌

1,500,000

International

Bank

for

Reconstruction

&

Development

0

.625

04/22/25

1,433,699‌

1,500,000

International

Bank

for

Reconstruction

&

Development

2

.500

07/29/25

1,453,436‌

2,585,000

International

Bank

for

Reconstruction

&

Development

0

.500

10/28/25

2,417,838‌

750,000

International

Finance

Corp

3

.625

09/15/25

736,727‌

1,500,000

International

Finance

Corp

2

.126

04/07/26

1,425,921‌

715,000

International

Finance

Corp

4

.375

01/15/27

712,080‌

1,050,000

Japan

Bank

for

International

Cooperation

0

.500

04/15/24

1,048,123‌

1,000,000

Japan

Bank

for

International

Cooperation

1

.750

10/17/24

980,362‌

400,000

Japan

Bank

for

International

Cooperation

2

.875

04/14/25

390,426‌

1,000,000

Japan

Bank

for

International

Cooperation

3

.875

09/16/25

982,286‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.250

01/26/26

987,114‌

500,000

Japan

Bank

for

International

Cooperation

4

.250

04/27/26

493,470‌

2,000,000

Japan

Bank

for

International

Cooperation

2

.250

11/04/26

1,876,760‌

500,000

Korea

Development

Bank

0

.400

06/19/24

494,503‌

1,000,000

Korea

Development

Bank

2

.000

02/24/25

971,752‌

750,000

Korea

Development

Bank

4

.000

09/08/25

737,832‌

1,000,000

Korea

Development

Bank

5

.375

10/23/26

1,009,963‌

500,000

Korea

Development

Bank

4

.625

02/15/27

497,521‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3

.125

06/10/25

2,934,831‌

3,500,000

Kreditanstalt

fuer

Wiederaufbau

0

.375

07/18/25

3,301,169‌

1,500,000

Landwirtschaftliche

Rentenbank

0

.500

05/27/25

1,423,842‌

1,000,000

Landwirtschaftliche

Rentenbank

1

.750

07/27/26

937,239‌

1,000,000

Mexico

Government

International

Bond

3

.900

04/27/25

985,475‌

500,000

Mexico

Government

International

Bond

4

.125

01/21/26

490,519‌

1,000,000

Mexico

Government

International

Bond

4

.150

03/28/27

974,003‌

1,000,000

Nordic

Investment

Bank

0

.375

09/20/24

977,221‌

500,000

Nordic

Investment

Bank

2

.625

04/04/25

487,724‌

400,000

Nordic

Investment

Bank

5

.000

10/15/25

400,637‌

300,000

Panama

Government

International

Bond

3

.750

03/16/25

291,785‌

460,000

Panama

Government

International

Bond

7

.125

01/29/26

466,586‌

500,000

Peruvian

Government

International

Bond

2

.392

01/23/26

473,125‌

1,015,000

Philippine

Government

International

Bond

5

.500

03/30/26

1,025,601‌

1,250,000

Province

of

British

Columbia

Canada

0

.900

07/20/26

1,146,758‌

2,595,000

Province

of

Ontario

Canada

1

.050

04/14/26

2,406,313‌

500,000

Province

of

Ontario

Canada

2

.300

06/15/26

473,982‌

750,000

Province

of

Quebec

Canada

1

.500

02/11/25

726,714‌

1,000,000

Province

of

Quebec

Canada

0

.600

07/23/25

944,235‌

600,000

Province

of

Quebec

Canada

2

.500

04/20/26

573,051‌

1,000,000

Republic

of

Italy

Government

International

Bond

0

.875

05/06/24

995,300‌

300,000

Republic

of

Italy

Government

International

Bond

2

.375

10/17/24

294,625‌

500,000

Republic

of

Italy

Government

International

Bond

1

.250

02/17/26

463,755‌

400,000

Republic

of

Poland

Government

International

Bond

3

.250

04/06/26

388,000‌

925,000

Svensk

Exportkredit

AB

0

.625

10/07/24

902,506‌

750,000

Svensk

Exportkredit

AB

4

.000

07/15/25

739,803‌

750,000

Svensk

Exportkredit

AB

4

.625

11/28/25

745,972‌

1,000,000

Svensk

Exportkredit

AB

4

.375

02/13/26

991,085‌

200,000

Svensk

Exportkredit

AB

4

.875

09/14/26

200,684‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

95,822,243‌

U.S.

TREASURY

SECURITIES

-

65

.7

%

26,000,000

United

States

Treasury

Note

1

.750

03/15/25

25,203,280‌

15,000,000

United

States

Treasury

Note

2

.625

04/15/25

14,639,079‌

367

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

35,000,000

United

States

Treasury

Note

2

.750

%

05/15/25

$

34,153,711‌

26,000,000

United

States

Treasury

Note

2

.875

06/15/25

25,370,312‌

30,500,000

United

States

Treasury

Note

4

.625

06/30/25

30,389,199‌

33,000,000

United

States

Treasury

Note

3

.000

07/15/25

32,226,562‌

14,750,000

United

States

Treasury

Note

4

.750

07/31/25

14,724,072‌

43,000,000

United

States

Treasury

Note

3

.125

08/15/25

42,020,742‌

5,000,000

United

States

Treasury

Note

0

.250

08/31/25

4,687,891‌

34,500,000

United

States

Treasury

Note

3

.500

09/15/25

33,855,820‌

4,000,000

United

States

Treasury

Note

0

.250

09/30/25

3,737,969‌

9,000,000

United

States

Treasury

Note

5

.000

09/30/25

9,022,148‌

30,000,000

United

States

Treasury

Note

4

.250

10/15/25

29,752,734‌

15,000,000

United

States

Treasury

Note

5

.000

10/31/25

15,042,188‌

52,000,000

United

States

Treasury

Note

4

.500

11/15/25

51,766,406‌

29,500,000

United

States

Treasury

Note

4

.875

11/30/25

29,542,637‌

42,000,000

United

States

Treasury

Note

4

.000

12/15/25

41,483,203‌

38,800,000

United

States

Treasury

Note

4

.250

12/31/25

38,480,203‌

47,500,000

United

States

Treasury

Note

3

.875

01/15/26

46,820,898‌

27,500,000

United

States

Treasury

Note

4

.250

01/31/26

27,283,008‌

63,000,000

United

States

Treasury

Note

4

.000

02/15/26

62,217,422‌

20,000,000

(a)

United

States

Treasury

Note

4

.625

02/28/26

19,983,594‌

53,000,000

United

States

Treasury

Note

4

.625

03/15/26

52,954,453‌

19,750,000

United

States

Treasury

Note

4

.500

03/31/26

19,700,625‌

14,500,000

United

States

Treasury

Note

3

.750

04/15/26

14,249,649‌

79,750,000

United

States

Treasury

Note

3

.625

05/15/26

78,167,461‌

56,000,000

United

States

Treasury

Note

4

.125

06/15/26

55,448,750‌

26,700,000

United

States

Treasury

Note

4

.500

07/15/26

26,660,367‌

73,000,000

United

States

Treasury

Note

4

.375

08/15/26

72,720,547‌

41,000,000

United

States

Treasury

Note

4

.625

09/15/26

41,089,688‌

26,000,000

United

States

Treasury

Note

4

.625

10/15/26

26,074,141‌

10,000,000

United

States

Treasury

Note

1

.125

10/31/26

9,184,375‌

10,000,000

United

States

Treasury

Note

1

.625

10/31/26

9,308,203‌

68,800,000

United

States

Treasury

Note

4

.625

11/15/26

69,023,063‌

49,650,000

United

States

Treasury

Note

4

.375

12/15/26

49,527,814‌

51,800,000

United

States

Treasury

Note

4

.000

01/15/27

51,180,828‌

60,500,000

United

States

Treasury

Note

4

.125

02/15/27

59,989,531‌

43,000,000

United

States

Treasury

Note

4

.250

03/15/27

42,801,797‌

TOTAL

U.S.

TREASURY

SECURITIES

1,310,484,370‌

TOTAL

GOVERNMENT

BONDS

1,446,467,471‌

(Cost

$1,457,813,094)

STRUCTURED

ASSETS

-

0

.0

%

ASSET

BACKED

-

0

.0

%

200,000

Delta

Air

Lines

Pass

Through

Trust

3

.204

04/25/24

199,847‌

Series

-

2019

1

(Class

AA)

267,528

United

Airlines

Pass

Through

Trust

4

.000

04/11/26

259,147‌

Series

-

2020

A

(Class

A)

157,852

United

Airlines

Pass

Through

Trust

3

.750

09/03/26

152,906‌

Series

-

2014

2

(Class

A)

TOTAL

ASSET

BACKED

611,900‌

TOTAL

STRUCTURED

ASSETS

611,900‌

(Cost

$609,981)

TOTAL

LONG-TERM

INVESTMENTS

1,976,060,571‌

(Cost

$1,988,569,411)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

2.2%

GOVERNMENT

AGENCY

DEBT

-

0

.0

%

$

100,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

04/30/24

99,526‌

TOTAL

GOVERNMENT

AGENCY

DEBT

99,526‌

Short

Term

Bond

Index

Fund

March

31,

2024

368

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TREASURY

DEBT

-

2

.2

%

$

37,060,000

United

States

Treasury

Bill

0

.000

%

04/16/24

$

36,978,629‌

7,500,000

United

States

Treasury

Bill

0

.000

05/09/24

7,458,287‌

TOTAL

TREASURY

DEBT

44,436,916‌

TOTAL

SHORT-TERM

INVESTMENTS

44,536,442‌

(Cost

$44,536,669)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.2%

4,137,191

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(f)

4,137,191‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

4,137,191‌

(Cost

$4,137,191)

TOTAL

INVESTMENTS

-

101.4%

2,024,734,204‌

(Cost

$2,037,243,271)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.4)%

(

28,460,948‌

)

NET

ASSETS

-

100.0%

$

1,996,273,256‌

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$4,028,323.

(b)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144(A)

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.

(d)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(e)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Portfolio

of

Investments

Money

Market

Fund

March

31,

2024

369

See

Notes

to

Financial

Statements

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

103.3%

GOVERNMENT

AGENCY

DEBT

-

14

.6

%

$

550,000‌

Federal

Agricultural

Mortgage

Corp

(FAMC)

0

.000

%

12/30/24

$

529,229‌

19,450,000‌

Federal

Farm

Credit

Bank

(FFCB)

0

.000

04/11/24

19,421,473‌

10,015,000‌

FFCB

0

.000

04/17/24

9,991,479‌

3,890,000‌

FFCB

0

.000

04/22/24

3,878,019‌

4,750,000‌

FFCB

0

.000

04/24/24

4,733,977‌

100,000‌

FFCB

3

.250

08/01/24

99,295‌

12,500,000‌

FFCB

0

.000

10/18/24

12,168,055‌

4,750,000‌

FFCB

0

.000

12/10/24

4,593,439‌

3,497,000‌

FFCB

5

.000

03/28/25

3,496,573‌

1,376,000‌

Federal

Home

Loan

Bank

(FHLB)

0

.000

04/03/24

1,375,596‌

300,000‌

FHLB

0

.000

04/05/24

299,824‌

1,950,000‌

FHLB

5

.300

04/19/24

1,949,627‌

950,000‌

FHLB

1

.000

04/25/24

947,213‌

556,000‌

FHLB

0

.000

04/26/24

553,957‌

600,000‌

FHLB

0

.000

05/22/24

595,503‌

1,595,000‌

FHLB

3

.750

05/28/24

1,590,728‌

5,700,000‌

FHLB

3

.250

06/28/24

5,669,801‌

705,000‌

FHLB

0

.000

08/06/24

692,142‌

2,230,000‌

FHLB

0

.000

08/09/24

2,188,646‌

22,350,000‌

FHLB

0

.000

08/14/24

21,920,424‌

41,000,000‌

FHLB

0

.000

10/15/24

39,871,463‌

34,040,000‌

FHLB

0

.000

10/31/24

33,037,011‌

100,000‌

FHLB

0

.000

11/01/24

97,028‌

285,000‌

FHLB

0

.000

12/13/24

274,842‌

9,000,000‌

FHLB

0

.001

01/16/25

8,648,375‌

13,750,000‌

FHLB

0

.000

01/23/25

13,206,067‌

700,000‌

FHLB

0

.000

01/30/25

671,213‌

17,750,000‌

FHLB

0

.000

02/05/25

17,036,968‌

4,490,000‌

FHLB

0

.000

02/06/25

4,310,021‌

12,100,000‌

FHLB

0

.000

02/10/25

11,596,035‌

17,800,000‌

FHLB

0

.000

02/14/25

17,041,329‌

17,000,000‌

FHLB

0

.000

02/18/25

16,267,867‌

16,000,000‌

FHLB

0

.000

02/26/25

15,293,867‌

500,000‌

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

0

.500

05/20/24

496,749‌

750,000‌

Federal

National

Mortgage

Association

(FNMA)

0

.350

05/17/24

745,264‌

24,865,000‌

Tennessee

Valley

Authority

(TVA)

0

.000

04/10/24

24,832,104‌

TOTAL

GOVERNMENT

AGENCY

DEBT

300,121,203‌

REPURCHASE

AGREEMENT

-

41

.7

%

858,349,000‌

(a)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

04/01/24

858,349,000‌

TOTAL

REPURCHASE

AGREEMENT

858,349,000‌

TREASURY

DEBT

-

38

.3

%

50,000,000‌

United

States

Treasury

Bill

0

.000

04/02/24

49,992,687‌

78,455,000‌

United

States

Treasury

Bill

0

.000

04/09/24

78,362,986‌

12,850,000‌

United

States

Treasury

Bill

0

.000

04/11/24

12,831,127‌

101,300,000‌

United

States

Treasury

Bill

0

.000

04/16/24

101,077,240‌

46,035,000‌

United

States

Treasury

Bill

0

.000

04/18/24

45,920,373‌

28,560,000‌

United

States

Treasury

Bill

0

.000

04/23/24

28,467,659‌

44,445,000‌

United

States

Treasury

Bill

0

.000

04/25/24

44,288,405‌

118,000,000‌

United

States

Treasury

Bill

0

.000

04/30/24

117,507,926‌

26,760,000‌

United

States

Treasury

Bill

0

.000

05/02/24

26,638,251‌

35,435,000‌

United

States

Treasury

Bill

0

.000

05/07/24

35,247,903‌

17,785,000‌

United

States

Treasury

Bill

0

.000

05/14/24

17,672,942‌

14,950,000‌

United

States

Treasury

Bill

0

.000

06/18/24

14,781,126‌

44,500,000‌

United

States

Treasury

Bill

0

.000

06/20/24

43,981,822‌

34,500,000‌

United

States

Treasury

Bill

0

.000

07/09/24

34,006,176‌

17,975,000‌

United

States

Treasury

Bill

0

.000

08/08/24

17,650,049‌

Money

Market

Fund

March

31,

2024

370

See

Notes

to

Financial

Statements

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TREASURY

DEBT—continued

$

34,750,000‌

United

States

Treasury

Bill

0

.000

%

08/15/24

$

34,085,227‌

8,550,000‌

United

States

Treasury

Bill

0

.000

08/29/24

8,367,137‌

35,500,000‌

United

States

Treasury

Bill

0

.000

09/05/24

34,709,647‌

9,100,000‌

United

States

Treasury

Bill

0

.000

10/03/24

8,856,313‌

18,000,000‌

United

States

Treasury

Bill

0

.000

03/20/25

17,151,035‌

9,500,000‌

United

States

Treasury

Note

0

.750

11/15/24

9,240,180‌

8,500,000‌

United

States

Treasury

Note

2

.250

11/15/24

8,362,058‌

TOTAL

TREASURY

DEBT

789,198,269‌

VARIABLE

RATE

SECURITIES

-

8

.7

%

2,525,000‌

(b)

Federal

Farm

Credit

Bank

(FFCB)

SOFR

+

0.050%

5

.370

04/12/24

2,525,000‌

36,000,000‌

(b)

Federal

Home

Loan

Bank

(FHLB)

SOFR

-

0.000%

5

.330

05/16/24

36,000,000‌

45,000,000‌

(b)

FHLB

SOFR

-

0.000%

5

.330

05/20/24

45,000,000‌

36,000,000‌

(b)

FHLB

SOFR

-

0.000%

5

.330

05/21/24

36,000,000‌

40,750,000‌

(b)

United

States

Treasury

Floating

Rate

Note

US

Treasury

Bill

3

M

-

0.075%

5

.225

04/30/24

40,745,578‌

20,000,000‌

(b)

United

States

Treasury

Floating

Rate

Note

US

Treasury

Bill

3

M

+

0.037%

5

.337

07/31/24

19,997,300‌

TOTAL

VARIABLE

RATE

SECURITIES

180,267,878‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$2,127,936,350)

2,127,936,350‌

TOTAL

INVESTMENTS

-

103.3%

2,127,936,350‌

(Cost

$2,127,936,350)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(3.3)%

(

68,936,225‌

)

NET

ASSETS

-

100.0%

$

2,059,000,125‌

M

Month

SOFR

Secure

Overnight

Financing

Rate

(a)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$858,856,380

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

0.625%–1.500%

and

maturity

dates

7/31/26–8/15/26,

valued

at

$875,516,053.

(b)

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

372

March

31,

2024

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

ASSETS

Long-term

investments,

at

value

*†

$

23,448,892,446‌

$

9,907,199,414‌

$

6,243,534,726‌

$

4,652,167,783‌

$

220,783,221‌

Short-term

investments,

at

value

#

152,691,793‌

59,902,536‌

39,512,265‌

54,156,553‌

420,000‌

Investments

purchased

with

collateral

from

securities

lending,

at

value

(cost

approximates

value)

285,873,107‌

127,425,111‌

210,662,835‌

55,272,446‌

–‌

Cash

56,886‌

543,968‌

–‌

645,389‌

4,452‌

Cash

collateral

at

brokers

for

investments

in

futures

contracts

–‌

–‌

–‌

–‌

–‌

Cash

collateral

at

brokers

for

investments

in

mortgage

dollar

rolls

–‌

28,650,000‌

25,927,560‌

20,300,000‌

–‌

Receivables:

Dividends

–‌

164,477‌

215,646‌

70,327‌

–‌

Interest

163,904,729‌

79,900,203‌

48,456,763‌

40,123,907‌

2,635,729‌

Investments

sold

92,828,407‌

27,959,498‌

15,965,176‌

13,186,525‌

–‌

Reclaims

4,003‌

–‌

–‌

–‌

–‌

Reimbursement

from

Adviser

814,522‌

1,010,448‌

–‌

661,601‌

7,624‌

Shares

sold

131,199,949‌

44,269,521‌

7,053,108‌

35,380,571‌

11,041‌

Unrealized

appreciation

on

forward

foreign

currency

contracts

–‌

126,587‌

298,311‌

51,645‌

–‌

Other

1,406,652‌

1,679,420‌

434,539‌

506,379‌

83,325‌

Total

assets

24,277,672,494‌

10,278,831,183‌

6,592,060,929‌

4,872,523,126‌

223,945,392‌

LIABILITIES

Due

to

affiliates

34,070‌

20,300‌

14,629‌

13,748‌

4,940‌

Cash

overdraft

–‌

–‌

619,111‌

–‌

–‌

Payables:

Management

fees

1,185,523‌

2,309,575‌

1,757,142‌

1,131,508‌

47,270‌

Collateral

from

securities

lending

285,873,107‌

127,425,111‌

210,662,835‌

55,272,446‌

–‌

Dividends

37,652,482‌

17,774,424‌

4,641,978‌

13,574,647‌

41,828‌

Capital

gain

taxes

–‌

5,095‌

–‌

–‌

–‌

Investments

purchased

-

regular

settlement

263,965,753‌

21,270,558‌

29,034,298‌

13,350,416‌

1,210,000‌

Investments

purchased

-

when-issued/delayed-

delivery

settlement

54,583,275‌

36,041,688‌

22,780,768‌

30,993,107‌

–‌

Shares

redeemed

21,594,999‌

13,634,536‌

11,707,440‌

1,174,072‌

63,611‌

Service

agreement

fees

107,181‌

172,465‌

204,689‌

74,496‌

75‌

Variation

margin

on

futures

contracts

–‌

–‌

–‌

–‌

–‌

Accrued

expenses:

Custodian

fees

150,141‌

44,143‌

24,028‌

32,914‌

4,939‌

Professional

fees

21,783‌

8,021‌

5,073‌

3,769‌

569‌

Shareholder

reporting

expenses

55,546‌

115,638‌

56,548‌

17,152‌

2,372‌

Shareholder

servicing

agent

fees

4,406‌

7,347‌

10,538‌

28,775‌

11,021‌

Trustees

fees

1,230,276‌

1,554,138‌

194,303‌

472,130‌

84,108‌

12b-1

distribution

and

service

fees

9,117‌

15,877‌

55,260‌

48,133‌

45,447‌

Other

330,888‌

117,673‌

227,622‌

43,580‌

4,886‌

Total

liabilities

666,798,547‌

220,516,589‌

281,996,262‌

116,230,893‌

1,521,066‌

Net

assets

$

23,610,873,947‌

$

10,058,314,594‌

$

6,310,064,667‌

$

4,756,292,233‌

$

222,424,326‌

NET

ASSETS

CONSIST

OF:

Paid-in

capital

$

26,367,124,414‌

$

11,575,100,897‌

$

7,383,757,222‌

$

5,517,251,590‌

$

237,809,011‌

Total

distributable

earnings

(loss)

(

2,756,250,467‌

)

(

1,516,786,303‌

)

(

1,073,692,555‌

)

(

760,959,357‌

)

(

15,384,685‌

)

Net

assets

$

23,610,873,947‌

$

10,058,314,594‌

$

6,310,064,667‌

$

4,756,292,233‌

$

222,424,326‌

*

Includes

securities

loaned

of

$

316,415,796‌

$

129,844,666‌

$

207,881,796‌

$

60,866,438‌

$

–‌

†

Long-term

investments,

cost

$

25,926,330,298‌

$

10,654,112,720‌

$

6,668,344,748‌

$

5,026,510,188‌

$

224,918,840‌

#

Short-term

investments,

cost

$

152,692,814‌

$

59,903,779‌

$

39,530,106‌

$

54,135,644‌

$

420,000‌

See

Notes

to

Financial

Statements

373

8.6

Green

Bond

8.7

High

Yield

8.8

Inflation

Linked

Bond

8.9

Short

Duration

Impact

Bond

9.01

Short

Term

Bond

9.1

Short

Term

Bond

Index

9.2

Money

Market

$

155,526,322‌

$

1,934,707,704‌

$

2,938,945,669‌

$

75,317,241‌

$

1,824,696,266‌

$

1,976,060,571‌

$

–‌

4,340,000‌

50,560,204‌

5,880,000‌

570,000‌

11,536,720‌

44,536,442‌

2,127,936,350‌

3,263,021‌

43,945,920‌

–‌

2,121,069‌

67,486,279‌

4,137,191‌

–‌

47,965‌

1,084,046‌

–‌

6,648‌

–‌

7,970‌

33,755‌

–‌

–‌

41,562‌

–‌

150,279‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

38,260‌

–‌

–‌

–‌

–‌

–‌

1,404,382‌

32,977,748‌

9,212,201‌

786,923‌

13,245,368‌

18,175,243‌

2,029,315‌

2,500‌

20,373,778‌

–‌

2,587‌

4,170,780‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

542‌

–‌

21,979‌

123,602‌

458,691‌

23,527‌

211,192‌

73,173‌

–‌

44,633‌

5,616,674‌

27,381,430‌

158,454‌

14,268,233‌

22,703,336‌

1,073,574‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

4,322‌

497,416‌

589,226‌

1,196‌

262,248‌

35,305‌

–‌

164,655,124‌

2,089,925,352‌

2,982,508,779‌

78,987,645‌

1,936,027,365‌

2,065,729,773‌

2,131,072,994‌

7,156‌

10,871‌

11,755‌

7,091‌

10,779‌

10,202‌

9,492‌

–‌

–‌

36,026‌

–‌

373,352‌

–‌

–‌

52,877‌

575,300‌

600,322‌

18,899‌

383,615‌

82,829‌

175,468‌

3,263,021‌

43,945,920‌

–‌

2,121,069‌

67,486,279‌

4,137,191‌

–‌

250,254‌

2,663,127‌

–‌

93,131‌

4,143,786‌

4,360,720‌

25,774‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

2,312,421‌

12,385,826‌

–‌

250,000‌

1,424,403‌

59,615,238‌

69,712,261‌

1,893,920‌

37,366,345‌

–‌

449,460‌

5,493,742‌

1,000,000‌

–‌

156,959‌

1,563,351‌

355,486‌

150,255‌

671,857‌

8,258‌

1,829,608‌

8,608‌

45,576‌

39,484‌

1,370‌

73,739‌

140,561‌

140,490‌

–‌

–‌

41,563‌

–‌

150,312‌

–‌

–‌

5,630‌

6,486‌

4,740‌

4,643‌

9,052‌

14,612‌

9,467‌

606‌

2,351‌

2,635‌

564‌

2,079‌

1,940‌

5,921‌

8,040‌

43,426‌

–‌

1,962‌

17,739‌

–‌

1,530‌

699‌

15,276‌

13,757‌

173‌

14,530‌

579‌

44,759‌

2,242‌

474,984‌

596,579‌

1,259‌

261,215‌

37,135‌

6,932‌

1,629‌

47,119‌

25,414‌

795‌

24,356‌

569‌

68,328‌

8,235‌

9,835‌

21,343‌

6,867‌

7,419‌

46,683‌

42,839‌

7,972,297‌

99,155,793‌

1,749,104‌

3,107,538‌

80,548,254‌

69,456,517‌

72,072,869‌

$

156,682,827‌

$

1,990,769,559‌

$

2,980,759,675‌

$

75,880,107‌

$

1,855,479,111‌

$

1,996,273,256‌

$

2,059,000,125‌

$

171,388,675‌

$

2,507,539,059‌

$

3,172,242,808‌

$

77,847,751‌

$

1,934,246,583‌

$

2,062,111,991‌

$

2,058,969,382‌

(

14,705,848‌

)

(

516,769,500‌

)

(

191,483,133‌

)

(

1,967,644‌

)

(

78,767,472‌

)

(

65,838,735‌

)

30,743‌

$

156,682,827‌

$

1,990,769,559‌

$

2,980,759,675‌

$

75,880,107‌

$

1,855,479,111‌

$

1,996,273,256‌

$

2,059,000,125‌

$

3,180,719‌

$

66,643,700‌

$

–‌

$

2,067,403‌

$

65,902,274‌

$

4,028,323‌

$

–‌

$

165,229,345‌

$

1,998,931,841‌

$

3,089,223,807‌

$

76,379,689‌

$

1,855,415,255‌

$

1,988,569,411‌

$

–‌

$

4,340,000‌

$

50,561,344‌

$

5,880,000‌

$

570,000‌

$

11,537,850‌

$

44,536,669‌

$

2,127,936,350‌

Statement

of

Assets

and

Liabilities

(continued)

See

Notes

to

Financial

Statements

374

(continued)

(continued)

Statement

of

Assets

and

Liabilities

(continued)

March

31,

2024

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

CLASS

A:

Net

assets

$

27,552,179‌

$

72,944,898‌

$

256,020,052‌

$

225,708,298‌

$

213,880,113‌

Shares

outstanding

2,888,095‌

7,883,950‌

28,718,323‌

24,690,855‌

21,729,950‌

Net

asset

value

per

share

$

9

.54‌

$

9

.25‌

$

8

.91‌

$

9

.14‌

$

9

.84‌

CLASS

I:

Net

assets

$

26,193,887‌

$

656,689,385‌

$

1,076,782,051‌

$

81,467,231‌

$

362,207‌

Shares

outstanding

2,746,927‌

72,181,905‌

120,650,418‌

8,921,126‌

36,874‌

Net

asset

value

per

share

$

9

.54‌

$

9

.10‌

$

8

.92‌

$

9

.13‌

$

9

.82‌

PREMIER

CLASS:

Net

assets

$

26,250,471‌

$

3,303,690‌

$

12,112,805‌

$

3,186,201‌

$

–‌

Shares

outstanding

2,753,532‌

363,397‌

1,357,732‌

349,330‌

–‌

Net

asset

value

per

share

$

9

.53‌

$

9

.09‌

$

8

.92‌

$

9

.12‌

$

–‌

CLASS

R6:

Net

assets

$

9,800,915,056‌

$

4,978,393,609‌

$

4,746,237,206‌

$

1,562,696,275‌

$

8,182,006‌

Shares

outstanding

1,027,904,393‌

547,643,535‌

532,075,692‌

171,268,766‌

832,088‌

Net

asset

value

per

share

$

9

.53‌

$

9

.09‌

$

8

.92‌

$

9

.12‌

$

9

.83‌

RETIREMENT

CLASS:

Net

assets

$

485,742,984‌

$

135,577,664‌

$

218,912,553‌

$

276,486,582‌

$

–‌

Shares

outstanding

50,920,666‌

14,638,343‌

24,534,067‌

30,266,744‌

–‌

Net

asset

value

per

share

$

9

.54‌

$

9

.26‌

$

8

.92‌

$

9

.13‌

$

–‌

CLASS

W:

Net

assets

$

13,244,219,370‌

$

4,211,405,348‌

$

–‌

$

2,606,747,646‌

$

–‌

Shares

outstanding

1,388,856,377‌

463,229,991‌

–‌

285,699,217‌

–‌

Net

asset

value

per

share

$

9

.54‌

$

9

.09‌

$

–‌

$

9

.12‌

$

–‌

Authorized

shares

-

per

class

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

Par

value

per

share

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

See

Notes

to

Financial

Statements

375

8.6

Green

Bond

8.7

High

Yield

8.8

Inflation

Linked

Bond

8.9

Short

Duration

Impact

Bond

9.01

Short

Term

Bond

9.1

Short

Term

Bond

Index

9.2

Money

Market

$

7,294,024‌

$

217,020,728‌

$

119,139,203‌

$

3,170,358‌

$

113,690,928‌

$

2,506,862‌

$

300,126,179‌

801,980‌

24,835,013‌

11,720,669‌

331,321‌

11,380,289‌

262,562‌

300,100,077‌

$

9

.10‌

$

8

.74‌

$

10

.16‌

$

9

.57‌

$

9

.99‌

$

9

.55‌

$

1

.00‌

$

36,073,024‌

$

4,329,394‌

$

67,635,549‌

$

1,808,632‌

$

184,642,159‌

$

586,295‌

$

42,361,171‌

3,968,581‌

498,085‌

6,446,249‌

189,197‌

18,501,127‌

61,410‌

42,360,564‌

$

9

.09‌

$

8

.69‌

$

10

.49‌

$

9

.56‌

$

9

.98‌

$

9

.55‌

$

1

.00‌

$

909,384‌

$

11,463,632‌

$

948,320‌

$

956,908‌

$

2,336,983‌

$

336,983‌

$

39,332,211‌

100,000‌

1,316,096‌

90,585‌

100,000‌

233,889‌

35,303‌

39,322,564‌

$

9

.09‌

$

8

.71‌

$

10

.47‌

$

9

.57‌

$

9

.99‌

$

9

.55‌

$

1

.00‌

$

98,937,315‌

$

1,140,584,328‌

$

565,534,980‌

$

63,995,151‌

$

449,542,526‌

$

79,944,273‌

$

1,033,788,035‌

10,879,227‌

131,093,518‌

53,910,692‌

6,687,915‌

45,027,666‌

8,368,399‌

1,033,741,229‌

$

9

.09‌

$

8

.70‌

$

10

.49‌

$

9

.57‌

$

9

.98‌

$

9

.55‌

$

1

.00‌

$

13,469,080‌

$

211,788,747‌

$

120,532,788‌

$

5,949,058‌

$

171,099,224‌

$

678,475,882‌

$

643,392,529‌

1,480,970‌

24,336,298‌

11,384,533‌

621,653‌

17,119,839‌

71,027,002‌

643,373,470‌

$

9

.09‌

$

8

.70‌

$

10

.59‌

$

9

.57‌

$

9

.99‌

$

9

.55‌

$

1

.00‌

$

–‌

$

405,582,730‌

$

2,106,968,835‌

$

–‌

$

934,167,291‌

$

1,234,422,961‌

$

–‌

–‌

46,614,979‌

200,864,379‌

–‌

93,577,772‌

129,219,150‌

–‌

$

–‌

$

8

.70‌

$

10

.49‌

$

–‌

$

9

.98‌

$

9

.55‌

$

–‌

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

Unlimited

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

$

0

.0001‌

Statement

of

Operations

See

Notes

to

Financial

Statements

376

Year

Ended

March

31,

2024

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

$

–‌

$

657,888‌

$

2,787,739‌

$

281,399‌

$

–‌

Interest

683,319,077‌

424,512,816‌

260,488,080‌

219,285,028‌

6,826,940‌

Securities

lending

income,

net

1,737,293‌

1,060,973‌

1,185,673‌

554,382‌

–‌

Tax

withheld

(4,825‌)

(26,000‌)

(181,903‌)

(11,751‌)

–‌

Total

investment

income

685,051,545‌

426,205,677‌

264,279,589‌

220,109,058‌

6,826,940‌

EXPENSES

Management

fees

12,936,363‌

26,267,648‌

20,018,361‌

12,829,132‌

566,412‌

12b-1

distribution

and

service

fees

—

Class

A

68,036‌

185,940‌

629,553‌

568,010‌

544,389‌

12b-1

distribution

and

service

fees

—

Premier

Class

37,584‌

6,420‌

20,991‌

6,618‌

–‌

Shareholder

servicing

agent

fees

—

Class

A

19,185‌

40,137‌

36,416‌

178,350‌

74,128‌

Shareholder

servicing

agent

fees

—

Class

I

26,026‌

900,416‌

790,750‌

71,590‌

398‌

Shareholder

servicing

agent

fees

—

Premier

Class

118‌

86‌

15,339‌

78‌

–‌

Shareholder

servicing

agent

fees

—

Class

R6

7,474‌

5,991‌

3,962‌

3,337‌

94‌

Shareholder

servicing

agent

fees

—

Retirement

Class

1,250,261‌

315,347‌

597,628‌

709,975‌

–‌

Shareholder

servicing

agent

fees

—

Class

W

7,590‌

2,698‌

–‌

1,829‌

–‌

Administrative

service

fees

281,116‌

161,616‌

116,692‌

111,029‌

40,641‌

Trustees

fees

362,524‌

162,540‌

102,834‌

76,665‌

3,948‌

Custodian

expenses

930,352‌

256,874‌

146,171‌

191,269‌

32,071‌

Overdraft

expense

340‌

860‌

9,794‌

1,079‌

845‌

Professional

fees

181,177‌

104,320‌

74,524‌

84,519‌

38,682‌

Registration

fees

96,953‌

104,637‌

118,333‌

84,259‌

47,828‌

Shareholder

reporting

expenses

445,529‌

557,326‌

321,901‌

101,874‌

20,087‌

Other

548,250‌

234,680‌

583,140‌

97,801‌

21,551‌

Total

expenses

17,198,878‌

29,307,536‌

23,586,389‌

15,117,414‌

1,391,074‌

Expenses

reimbursed

by

the

investment

adviser

(8,292,627‌)

(11,271,884‌)

(9,427‌)

(7,254,194‌)

(91,266‌)

Fee

waiver

by

investment

adviser

and

Nuveen

Securities

–‌

–‌

(75,254‌)

–‌

–‌

Net

expenses

8,906,251‌

18,035,652‌

23,501,708‌

7,863,220‌

1,299,808‌

Net

investment

income

(loss)

676,145,294‌

408,170,025‌

240,777,881‌

212,245,838‌

5,527,132‌

REALIZED

AND

UNREALIZED

GAIN

(LOSS)

Realized

gain

(loss):

Investments

*

(81,240,612‌)

(174,827,653‌)

(188,958,431‌)

(72,411,998‌)

(9,283,554‌)

Futures

contracts

–‌

–‌

–‌

–‌

–‌

Swaps

contracts

–‌

(26,201,433‌)

–‌

(25,383,776‌)

–‌

Foreign

currency

transactions

18,269‌

(135,104‌)

(910,370‌)

229,103‌

987‌

Net

realized

gain

(loss)

(81,222,343‌)

(201,164,190‌)

(189,868,801‌)

(97,566,671‌)

(9,282,567‌)

Change

in

unrealized

appreciation

(depreciation)

on:

Investments

‡

(206,131,743‌)

99,326,653‌

111,534,447‌

57,500,018‌

9,707,237‌

Futures

contracts

–‌

–‌

–‌

–‌

–‌

Forward

foreign

currency

contracts

–‌

126,587‌

298,311‌

51,645‌

–‌

Foreign

currency

translations

–‌

(15,332‌)

(11,596‌)

(7,259‌)

–‌

Net

change

in

unrealized

appreciation

(depreciation)

(206,131,743‌)

99,437,908‌

111,821,162‌

57,544,404‌

9,707,237‌

Net

realized

and

unrealized

gain

(loss)

(287,354,086‌)

(101,726,282‌)

(78,047,639‌)

(40,022,267‌)

424,670‌

Net

increase

(decrease)

in

net

assets

from

operations

$

388,791,208‌

$

306,443,743‌

$

162,730,242‌

$

172,223,571‌

$

5,951,802‌

*  

Net

of

foreign

capital

gains

tax

$

–‌

$

6,210‌

$

–‌

$

–‌

$

–‌

‡

Net

of

change

in

unrealized

foreign

capital

gains

taxes

$

–‌

$

6,785‌

$

–‌

$

–‌

$

–‌

See

Notes

to

Financial

Statements

377

8.6

Green

Bond

8.7

High

Yield

8.8

Inflation

Linked

Bond

8.9

Short

Duration

Impact

Bond

9.01

Short

Term

Bond

9.1

Short

Term

Bond

Index

9.2

Money

Market

$

62,563‌

$

1,777,944‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

6,523,283‌

134,515,690‌

100,756,159‌

3,356,367‌

78,830,515‌

64,581,746‌

105,058,923‌

17,269‌

737,034‌

4,108‌

7,095‌

105,036‌

35,602‌

–‌

(2,688‌)

–‌

–‌

–‌

–‌

(1,438‌)

–‌

6,600,427‌

137,030,668‌

100,760,267‌

3,363,462‌

78,935,551‌

64,615,910‌

105,058,923‌

573,485‌

6,968,026‌

6,827,603‌

213,924‌

4,735,424‌

860,532‌

1,988,458‌

18,051‌

523,865‌

308,360‌

7,883‌

291,496‌

6,280‌

742,597‌

1,347‌

19,534‌

2,645‌

1,426‌

4,785‌

623‌

61,386‌

4,337‌

93,665‌

72,627‌

927‌

73,819‌

2,270‌

286,293‌

38,095‌

5,996‌

84,509‌

507‌

179,021‌

692‌

15,425‌

39‌

86‌

69‌

39‌

62‌

54‌

123‌

199‌

5,567‌

1,634‌

173‌

1,986‌

626‌

941‌

33,818‌

531,444‌

324,698‌

15,677‌

484,436‌

1,352,208‌

1,508,328‌

–‌

690‌

1,489‌

–‌

834‌

830‌

–‌

59,198‌

87,100‌

95,226‌

58,485‌

87,244‌

84,579‌

78,920‌

2,455‌

36,241‌

48,525‌

1,263‌

33,915‌

28,437‌

33,762‌

33,655‌

40,798‌

28,114‌

28,307‌

51,554‌

96,242‌

56,862‌

1,616‌

38,090‌

11,048‌

392‌

21,823‌

–‌

–‌

49,154‌

73,010‌

53,860‌

49,843‌

62,364‌

59,974‌

68,266‌

76,114‌

107,672‌

68,424‌

75,352‌

95,038‌

80,559‌

114,236‌

37,913‌

103,675‌

63,386‌

15,790‌

82,911‌

34,923‌

49,692‌

23,073‌

45,676‌

71,168‌

20,834‌

47,764‌

87,681‌

70,182‌

952,549‌

8,681,135‌

8,063,385‌

490,822‌

6,254,476‌

2,696,510‌

5,075,471‌

(214,319‌)

(1,438,352‌)

(4,502,288‌)

(214,729‌)

(2,364,283‌)

(834,059‌)

–‌

–‌

(28,935‌)

(567,618‌)

–‌

–‌

–‌

–‌

738,230‌

7,213,848‌

2,993,479‌

276,093‌

3,890,193‌

1,862,451‌

5,075,471‌

5,862,197‌

129,816,820‌

97,766,788‌

3,087,369‌

75,045,358‌

62,753,459‌

99,983,452‌

(2,289,499‌)

(100,730,178‌)

(28,923,577‌)

(164,600‌)

(19,917,602‌)

(24,386,742‌)

25,713‌

–‌

–‌

(2,542,311‌)

–‌

(5,461,987‌)

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

21,272‌

1,052‌

–‌

42,686‌

1,146‌

1,908‌

(2,289,499‌)

(100,708,906‌)

(31,464,836‌)

(164,600‌)

(25,336,903‌)

(24,385,596‌)

27,621‌

721,808‌

173,486,086‌

(13,708,398‌)

161,272‌

37,639,177‌

20,628,988‌

–‌

–‌

–‌

204,340‌

–‌

1,160,210‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

721,808‌

173,486,086‌

(13,504,058‌)

161,272‌

38,799,387‌

20,628,988‌

–‌

(1,567,691‌)

72,777,180‌

(44,968,894‌)

(3,328‌)

13,462,484‌

(3,756,608‌)

27,621‌

$

4,294,506‌

$

202,594,000‌

$

52,797,894‌

$

3,084,041‌

$

88,507,842‌

$

58,996,851‌

$

100,011,073‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

$

–‌

Statement

of

Changes

in

Net

Assets

See

Notes

to

Financial

Statements

378

8.1

Bond

Index

8.2

Core

Bond

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

OPERATIONS

Net

investment

income

(loss)

$

676,145,294‌

$

519,057,008‌

$

408,170,025‌

$

320,199,740‌

Net

realized

gain

(loss)

(

81,222,343‌

)

(

173,792,093‌

)

(

201,164,190‌

)

(

434,526,087‌

)

Net

change

in

unrealized

appreciation

(depreciation)

(

206,131,743‌

)

(

1,384,520,326‌

)

99,437,908‌

(

405,376,383‌

)

Net

increase

(decrease)

in

net

assets

from

operations

388,791,208‌

(

1,039,255,411‌

)

306,443,743‌

(

519,702,730‌

)

DISTRIBUTIONS

TO

SHAREHOLDERS

–‌

–‌

–‌

–‌

Dividends:

Class

A

(

755,316‌

)

(

672,315‌

)

(

2,780,120‌

)

(

2,443,052‌

)

Class

I

(

784,005‌

)

(

439,043‌

)

(

25,327,335‌

)

(

26,918,178‌

)

Premier

Class

(

737,754‌

)

(

604,970‌

)

(

164,999‌

)

(

182,410‌

)

Class

R6

(

291,349,797‌

)

(

236,375,604‌

)

(

195,082,646‌

)

(

144,872,829‌

)

Retirement

Class

(

14,192,796‌

)

(

13,488,888‌

)

(

4,774,776‌

)

(

4,244,938‌

)

Class

W

(

368,253,949‌

)

(

277,217,799‌

)

(

168,924,929‌

)

(

139,587,542‌

)

Total

distributions

(

676,073,617‌

)

(

528,798,619‌

)

(

397,054,805‌

)

(

318,248,949‌

)

FUND

SHARE

TRANSACTIONS

Subscriptions

5,159,333,860‌

4,374,692,375‌

2,367,607,244‌

2,464,091,276‌

Reinvestments

of

distributions

300,223,745‌

251,348,982‌

200,006,172‌

157,462,557‌

Redemptions

(

2,394,561,171‌

)

(

3,351,994,269‌

)

(

1,748,819,913‌

)

(

2,867,995,627‌

)

Net

increase

(decrease)

from

Fund

share

transactions

3,064,996,434‌

1,274,047,088‌

818,793,503‌

(

246,441,794‌

)

Net

increase

(decrease)

in

net

assets

2,777,714,025‌

(

294,006,942‌

)

728,182,441‌

(

1,084,393,473‌

)

Net

assets

at

the

beginning

of

period

20,833,159,922‌

21,127,166,864‌

9,330,132,153‌

10,414,525,626‌

Net

assets

at

the

end

of

period

$

23,610,873,947‌

$

20,833,159,922‌

$

10,058,314,594‌

$

9,330,132,153‌

See

Notes

to

Financial

Statements

379

8.3

Core

Impact

Bond

8.4

Core

Plus

Bond

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

8.6

Green

Bond

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

$

240,777,881‌

$

187,192,951‌

$

212,245,838‌

$

175,693,348‌

$

5,527,132‌

$

5,197,446‌

$

5,862,197‌

$

4,245,596‌

(

189,868,801‌

)

(

371,581,243‌

)

(

97,566,671‌

)

(

238,101,662‌

)

(

9,282,567‌

)

(

1,935,921‌

)

(

2,289,499‌

)

(

2,656,299‌

)

111,821,162‌

(

209,603,114‌

)

57,544,404‌

(

211,020,420‌

)

9,707,237‌

(

4,628,213‌

)

721,808‌

(

6,804,387‌

)

162,730,242‌

(

393,991,406‌

)

172,223,571‌

(

273,428,734‌

)

5,951,802‌

(

1,366,688‌

)

4,294,506‌

(

5,215,090‌

)

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

(

9,502,826‌

)

(

7,598,207‌

)

(

9,126,155‌

)

(

8,208,003‌

)

(

5,291,216‌

)

(

5,094,982‌

)

(

277,620‌

)

(

228,313‌

)

(

40,319,601‌

)

(

38,945,706‌

)

(

3,585,913‌

)

(

4,258,898‌

)

(

10,861‌

)

(

14,827‌

)

(

1,600,890‌

)

(

1,035,465‌

)

(

528,330‌

)

(

704,962‌

)

(

183,385‌

)

(

224,306‌

)

–‌

–‌

(

36,021‌

)

(

30,408‌

)

(

182,548,631‌

)

(

130,929,073‌

)

(

64,332,363‌

)

(

52,105,839‌

)

(

227,471‌

)

(

344,711‌

)

(

3,440,246‌

)

(

2,552,898‌

)

(

8,981,442‌

)

(

8,916,615‌

)

(

11,615,916‌

)

(

9,771,134‌

)

–‌

–‌

(

527,711‌

)

(

463,784‌

)

–‌

–‌

(

112,277,933‌

)

(

99,178,801‌

)

–‌

–‌

–‌

–‌

(

241,880,830‌

)

(

187,094,563‌

)

(

201,121,665‌

)

(

173,746,981‌

)

(

5,529,548‌

)

(

5,454,520‌

)

(

5,882,488‌

)

(

4,310,868‌

)

1,885,268,213‌

2,546,541,924‌

830,859,738‌

988,591,752‌

8,472,343‌

9,466,849‌

37,769,015‌

60,989,316‌

189,317,510‌

143,016,146‌

55,532,199‌

45,241,266‌

5,082,701‌

5,010,113‌

3,092,068‌

1,941,122‌

(

1,790,965,829‌

)

(

2,917,650,557‌

)

(

606,399,433‌

)

(

1,332,571,941‌

)

(

28,663,480‌

)

(

37,611,029‌

)

(

26,372,148‌

)

(

14,066,115‌

)

283,619,894‌

(

228,092,487‌

)

279,992,504‌

(

298,738,923‌

)

(

15,108,436‌

)

(

23,134,067‌

)

14,488,935‌

48,864,323‌

204,469,306‌

(

809,178,456‌

)

251,094,410‌

(

745,914,638‌

)

(

14,686,182‌

)

(

29,955,275‌

)

12,900,953‌

39,338,365‌

6,105,595,361‌

6,914,773,817‌

4,505,197,823‌

5,251,112,461‌

237,110,508‌

267,065,783‌

143,781,874‌

104,443,509‌

$

6,310,064,667‌

$

6,105,595,361‌

$

4,756,292,233‌

$

4,505,197,823‌

$

222,424,326‌

$

237,110,508‌

$

156,682,827‌

$

143,781,874‌

Statement

of

Changes

in

Net

Assets

(continued)

See

Notes

to

Financial

Statements

380

(continued)

(continued)

Statement

of

Changes

in

Net

Assets

(continued)

8.7

High

Yield

8.8

Inflation

Linked

Bond

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

OPERATIONS

Net

investment

income

(loss)

$

129,816,820‌

$

148,856,912‌

$

97,766,788‌

$

175,090,224‌

Net

realized

gain

(loss)

(

100,708,906‌

)

(

146,951,176‌

)

(

31,464,836‌

)

(

6,694,838‌

)

Net

change

in

unrealized

appreciation

(depreciation)

173,486,086‌

(

117,582,397‌

)

(

13,504,058‌

)

(

264,073,468‌

)

Net

increase

(decrease)

in

net

assets

from

operations

202,594,000‌

(

115,676,661‌

)

52,797,894‌

(

95,678,082‌

)

DISTRIBUTIONS

TO

SHAREHOLDERS

–‌

–‌

–‌

–‌

Dividends:

Class

A

(

12,822,845‌

)

(

11,980,018‌

)

(

4,320,896‌

)

(

9,349,984‌

)

Class

I

(

329,715‌

)

(

468,256‌

)

(

2,907,314‌

)

(

9,125,884‌

)

Premier

Class

(

817,536‌

)

(

878,896‌

)

(

66,748‌

)

(

174,643‌

)

Class

R6

(

76,149,838‌

)

(

93,673,883‌

)

(

21,921,451‌

)

(

41,697,205‌

)

Retirement

Class

(

13,088,575‌

)

(

12,606,255‌

)

(

4,434,311‌

)

(

10,247,412‌

)

Class

W

(

26,623,978‌

)

(

30,073,691‌

)

(

77,573,048‌

)

(

125,462,798‌

)

Total

distributions

(

129,832,487‌

)

(

149,680,999‌

)

(

111,223,768‌

)

(

196,057,926‌

)

FUND

SHARE

TRANSACTIONS

Subscriptions

524,846,613‌

1,040,501,943‌

635,455,050‌

550,990,285‌

Reinvestments

of

distributions

93,011,204‌

100,797,356‌

31,518,048‌

77,248,265‌

Redemptions

(

1,103,481,492‌

)

(

1,610,222,904‌

)

(

477,969,028‌

)

(

754,078,673‌

)

Net

increase

(decrease)

from

Fund

share

transactions

(

485,623,675‌

)

(

468,923,605‌

)

189,004,070‌

(

125,840,123‌

)

Net

increase

(decrease)

in

net

assets

(

412,862,162‌

)

(

734,281,265‌

)

130,578,196‌

(

417,576,131‌

)

Net

assets

at

the

beginning

of

period

2,403,631,721‌

3,137,912,986‌

2,850,181,479‌

3,267,757,610‌

Net

assets

at

the

end

of

period

$

1,990,769,559‌

$

2,403,631,721‌

$

2,980,759,675‌

$

2,850,181,479‌

See

Notes

to

Financial

Statements

381

8.9

Short

Duration

Impact

Bond

9.01

Short

Term

Bond

9.1

Short

Term

Bond

Index

9.2

Money

Market

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

Year

Ended

3/31/24

Year

Ended

3/31/23

$

3,087,369‌

$

1,712,629‌

$

75,045,358‌

$

53,947,722‌

$

62,753,459‌

$

23,944,208‌

$

99,983,452‌

$

44,216,477‌

(

164,600‌

)

(

689,325‌

)

(

25,336,903‌

)

(

17,717,107‌

)

(

24,385,596‌

)

(

28,340,599‌

)

27,621‌

4,930‌

161,272‌

(

380,515‌

)

38,799,387‌

(

21,377,734‌

)

20,628,988‌

9,542,815‌

–‌

–‌

3,084,041‌

642,789‌

88,507,842‌

14,852,881‌

58,996,851‌

5,146,424‌

100,011,073‌

44,221,407‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

–‌

(

128,439‌

)

(

84,708‌

)

(

4,089,679‌

)

(

3,340,095‌

)

(

82,962‌

)

(

36,710‌

)

(

14,281,090‌

)

(

6,561,284‌

)

(

75,051‌

)

(

235,319‌

)

(

7,361,277‌

)

(

5,885,186‌

)

(

19,991‌

)

(

11,384‌

)

(

1,942,999‌

)

(

403,263‌

)

(

39,984‌

)

(

26,312‌

)

(

116,334‌

)

(

98,794‌

)

(

14,310‌

)

(

5,804‌

)

(

2,044,951‌

)

(

835,770‌

)

(

2,589,154‌

)

(

1,198,855‌

)

(

20,438,576‌

)

(

15,748,188‌

)

(

2,736,085‌

)

(

1,249,968‌

)

(

52,085,254‌

)

(

26,632,720‌

)

(

254,903‌

)

(

167,424‌

)

(

6,901,049‌

)

(

3,931,167‌

)

(

18,660,925‌

)

(

5,515,036‌

)

(

29,631,070‌

)

(

9,782,531‌

)

–‌

–‌

(

36,222,884‌

)

(

27,449,270‌

)

(

41,240,164‌

)

(

17,125,172‌

)

–‌

–‌

(

3,087,531‌

)

(

1,712,618‌

)

(

75,129,799‌

)

(

56,452,700‌

)

(

62,754,437‌

)

(

23,944,074‌

)

(

99,985,364‌

)

(

44,215,568‌

)

23,511,732‌

63,903,872‌

431,661,050‌

824,522,467‌

585,111,175‌

458,076,214‌

813,404,690‌

1,278,886,284‌

2,056,709‌

1,017,464‌

26,956,163‌

20,992,887‌

21,498,929‌

6,812,374‌

99,644,437‌

44,071,314‌

(

19,366,939‌

)

(

32,427,321‌

)

(

616,354,986‌

)

(

800,794,611‌

)

(

179,901,586‌

)

(

234,466,863‌

)

(

755,336,171‌

)

(

872,092,995‌

)

6,201,502‌

32,494,015‌

(

157,737,773‌

)

44,720,743‌

426,708,518‌

230,421,725‌

157,712,956‌

450,864,603‌

6,198,012‌

31,424,186‌

(

144,359,730‌

)

3,120,924‌

422,950,932‌

211,624,075‌

157,738,665‌

450,870,442‌

69,682,095‌

38,257,909‌

1,999,838,841‌

1,996,717,917‌

1,573,322,324‌

1,361,698,249‌

1,901,261,460‌

1,450,391,018‌

$

75,880,107‌

$

69,682,095‌

$

1,855,479,111‌

$

1,999,838,841‌

$

1,996,273,256‌

$

1,573,322,324‌

$

2,059,000,125‌

$

1,901,261,460‌

Financial

Highlights

See

Notes

to

Financial

Statements

382

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.1

Bond

Index

Class

A:

3/31/24

$

9

.68‌

$

0

.26‌

$

(

0

.14‌

)

$

0

.12‌

$

(

0

.26‌

)

$

—‌

$

(

0

.26‌

)

$

9

.54‌

3/31/23

10

.45‌

0

.22‌

(

0

.77‌

)

(

0

.55‌

)

(

0

.22‌

)

(

0

.00‌

)

d

(

0

.22‌

)

9

.68‌

3/31/22

11

.15‌

0

.18‌

(

0

.68‌

)

(

0

.50‌

)

(

0

.18‌

)

(

0

.02‌

)

(

0

.20‌

)

10

.45‌

3/31/21

11

.41‌

0

.21‌

(

0

.17‌

)

0

.04‌

(

0

.21‌

)

(

0

.09‌

)

(

0

.30‌

)

11

.15‌

3/31/20

10

.77‌

0

.25‌

0

.64‌

0

.89‌

(

0

.25‌

)

—‌

(

0

.25‌

)

11

.41‌

Class

I:

3/31/24

9

.67‌

0

.28‌

(

0

.13‌

)

0

.15‌

(

0

.28‌

)

—‌

(

0

.28‌

)

9

.54‌

3/31/23

10

.44‌

0

.24‌

(

0

.77‌

)

(

0

.53‌

)

(

0

.24‌

)

(

0

.00‌

)

d

(

0

.24‌

)

9

.67‌

3/31/22

11

.14‌

0

.20‌

(

0

.68‌

)

(

0

.48‌

)

(

0

.20‌

)

(

0

.02‌

)

(

0

.22‌

)

10

.44‌

3/31/21

11

.41‌

0

.23‌

(

0

.18‌

)

0

.05‌

(

0

.23‌

)

(

0

.09‌

)

(

0

.32‌

)

11

.14‌

3/31/20

10

.76‌

0

.27‌

0

.66‌

0

.93‌

(

0

.28‌

)

—‌

(

0

.28‌

)

11

.41‌

Premier

Class:

3/31/24

9

.67‌

0

.28‌

(

0

.14‌

)

0

.14‌

(

0

.28‌

)

—‌

(

0

.28‌

)

9

.53‌

3/31/23

10

.44‌

0

.23‌

(

0

.77‌

)

(

0

.54‌

)

(

0

.23‌

)

(

0

.00‌

)

d

(

0

.23‌

)

9

.67‌

3/31/22

11

.14‌

0

.19‌

(

0

.68‌

)

(

0

.49‌

)

(

0

.19‌

)

(

0

.02‌

)

(

0

.21‌

)

10

.44‌

3/31/21

11

.40‌

0

.22‌

(

0

.16‌

)

0

.06‌

(

0

.23‌

)

(

0

.09‌

)

(

0

.32‌

)

11

.14‌

3/31/20

10

.76‌

0

.27‌

0

.64‌

0

.91‌

(

0

.27‌

)

—‌

(

0

.27‌

)

11

.40‌

Class

R6:

3/31/24

9

.67‌

0

.29‌

(

0

.14‌

)

0

.15‌

(

0

.29‌

)

—‌

(

0

.29‌

)

9

.53‌

3/31/23

10

.44‌

0

.25‌

(

0

.77‌

)

(

0

.52‌

)

(

0

.25‌

)

(

0

.00‌

)

d

(

0

.25‌

)

9

.67‌

3/31/22

11

.14‌

0

.21‌

(

0

.68‌

)

(

0

.47‌

)

(

0

.21‌

)

(

0

.02‌

)

(

0

.23‌

)

10

.44‌

3/31/21

11

.40‌

0

.24‌

(

0

.17‌

)

0

.07‌

(

0

.24‌

)

(

0

.09‌

)

(

0

.33‌

)

11

.14‌

3/31/20

10

.76‌

0

.29‌

0

.64‌

0

.93‌

(

0

.29‌

)

—‌

(

0

.29‌

)

11

.40‌

Retirement

Class:

3/31/24

9

.68‌

0

.27‌

(

0

.14‌

)

0

.13‌

(

0

.27‌

)

—‌

(

0

.27‌

)

9

.54‌

3/31/23

10

.45‌

0

.23‌

(

0

.77‌

)

(

0

.54‌

)

(

0

.23‌

)

(

0

.00‌

)

d

(

0

.23‌

)

9

.68‌

3/31/22

11

.15‌

0

.18‌

(

0

.68‌

)

(

0

.50‌

)

(

0

.18‌

)

(

0

.02‌

)

(

0

.20‌

)

10

.45‌

3/31/21

11

.41‌

0

.21‌

(

0

.17‌

)

0

.04‌

(

0

.21‌

)

(

0

.09‌

)

(

0

.30‌

)

11

.15‌

3/31/20

10

.77‌

0

.26‌

0

.64‌

0

.90‌

(

0

.26‌

)

—‌

(

0

.26‌

)

11

.41‌

Class

W:

3/31/24

9

.67‌

0

.30‌

(

0

.13‌

)

0

.17‌

(

0

.30‌

)

—‌

(

0

.30‌

)

9

.54‌

3/31/23

10

.44‌

0

.26‌

(

0

.77‌

)

(

0

.51‌

)

(

0

.26‌

)

(

0

.00‌

)

d

(

0

.26‌

)

9

.67‌

3/31/22

11

.15‌

0

.22‌

(

0

.69‌

)

(

0

.47‌

)

(

0

.22‌

)

(

0

.02‌

)

(

0

.24‌

)

10

.44‌

3/31/21

11

.41‌

0

.25‌

(

0

.16‌

)

0

.09‌

(

0

.26‌

)

(

0

.09‌

)

(

0

.35‌

)

11

.15‌

3/31/20

10

.76‌

0

.30‌

0

.65‌

0

.95‌

(

0

.30‌

)

—‌

(

0

.30‌

)

11

.41‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

d

Value

rounded

to

zero.

See

Notes

to

Financial

Statements

383

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

1

.32‌

%

$

27,552‌

0

.39‌

%

0

.39‌

%

2

.78‌

%

14‌

%

(

5

.20‌

)

27,979‌

0

.38‌

0

.38‌

2

.26‌

20‌

(

4

.61‌

)

31,980‌

0

.44‌

0

.40‌

1

.59‌

18‌

0

.24‌

36,033‌

0

.42‌

0

.42‌

1

.78‌

29‌

8

.39‌

29,641‌

0

.43‌

0

.43‌

2

.29‌

32‌

1

.65‌

26,194‌

0

.17‌

0

.17‌

3

.00‌

14‌

(

5

.01‌

)

19,339‌

0

.17‌

0

.17‌

2

.49‌

20‌

(

4

.41‌

)

14,176‌

0

.19‌

0

.19‌

1

.79‌

18‌

0

.36‌

18,746‌

0

.21‌

0

.21‌

1

.98‌

29‌

8

.73‌

17,005‌

0

.22‌

0

.22‌

2

.48‌

32‌

1

.49‌

26,250‌

0

.22‌

0

.22‌

2

.94‌

14‌

(

5

.05‌

)

25,380‌

0

.22‌

0

.22‌

2

.42‌

20‌

(

4

.46‌

)

25,715‌

0

.24‌

0

.24‌

1

.75‌

18‌

0

.40‌

28,867‌

0

.26‌

0

.26‌

1

.94‌

29‌

8

.58‌

25,927‌

0

.27‌

0

.27‌

2

.46‌

32‌

1

.65‌

9,800,915‌

0

.07‌

0

.07‌

3

.10‌

14‌

(

4

.91‌

)

9,131,524‌

0

.07‌

0

.07‌

2

.57‌

20‌

(

4

.32‌

)

9,680,082‌

0

.09‌

0

.09‌

1

.90‌

18‌

0

.46‌

9,712,952‌

0

.11‌

0

.11‌

2

.09‌

29‌

8

.83‌

10,054,559‌

0

.11‌

0

.11‌

2

.61‌

32‌

1

.39‌

485,743‌

0

.32‌

0

.32‌

2

.84‌

14‌

(

5

.14‌

)

544,533‌

0

.32‌

0

.32‌

2

.31‌

20‌

(

4

.55‌

)

628,526‌

0

.34‌

0

.34‌

1

.65‌

18‌

0

.30‌

613,853‌

0

.36‌

0

.36‌

1

.84‌

29‌

8

.46‌

449,368‌

0

.37‌

0

.37‌

2

.36‌

32‌

1

.83‌

13,244,219‌

0

.07‌

0.00‌

3

.18‌

14‌

(

4

.84‌

)

11,084,405‌

0

.07‌

0.00‌

2

.64‌

20‌

(

4

.32‌

)

10,746,686‌

0

.09‌

0.00‌

2

.00‌

18‌

0

.66‌

9,108,797‌

0

.11‌

0.00‌

2

.19‌

29‌

8

.96‌

5,983,462‌

0

.11‌

0.00‌

2

.72‌

32‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

384

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.2

Core

Bond

Class

A:

3/31/24

$

9

.34‌

$

0

.35‌

$

(

0

.10‌

)

$

0

.25‌

$

(

0

.34‌

)

$

—‌

$

(

0

.34‌

)

$

9

.25‌

3/31/23

10

.15‌

0

.28‌

(

0

.81‌

)

(

0

.53‌

)

(

0

.28‌

)

—‌

(

0

.28‌

)

9

.34‌

3/31/22

10

.84‌

0

.18‌

(

0

.65‌

)

(

0

.47‌

)

(

0

.18‌

)

(

0

.04‌

)

(

0

.22‌

)

10

.15‌

3/31/21

10

.66‌

0

.22‌

0

.38‌

0

.60‌

(

0

.22‌

)

(

0

.20‌

)

(

0

.42‌

)

10

.84‌

3/31/20

10

.47‌

0

.28‌

0

.18‌

0

.46‌

(

0

.27‌

)

—‌

(

0

.27‌

)

10

.66‌

Class

I:

3/31/24

9

.18‌

0

.36‌

(

0

.09‌

)

0

.27‌

(

0

.35‌

)

—‌

(

0

.35‌

)

9

.10‌

3/31/23

9

.98‌

0

.29‌

(

0

.80‌

)

(

0

.51‌

)

(

0

.29‌

)

—‌

(

0

.29‌

)

9

.18‌

3/31/22

10

.66‌

0

.20‌

(

0

.64‌

)

(

0

.44‌

)

(

0

.20‌

)

(

0

.04‌

)

(

0

.24‌

)

9

.98‌

3/31/21

10

.49‌

0

.24‌

0

.36‌

0

.60‌

(

0

.23‌

)

(

0

.20‌

)

(

0

.43‌

)

10

.66‌

3/31/20

10

.30‌

0

.29‌

0

.19‌

0

.48‌

(

0

.29‌

)

—‌

(

0

.29‌

)

10

.49‌

Premier

Class:

3/31/24

9

.18‌

0

.36‌

(

0

.10‌

)

0

.26‌

(

0

.35‌

)

—‌

(

0

.35‌

)

9

.09‌

3/31/23

9

.97‌

0

.29‌

(

0

.79‌

)

(

0

.50‌

)

(

0

.29‌

)

—‌

(

0

.29‌

)

9

.18‌

3/31/22

10

.65‌

0

.19‌

(

0

.64‌

)

(

0

.45‌

)

(

0

.19‌

)

(

0

.04‌

)

(

0

.23‌

)

9

.97‌

3/31/21

10

.49‌

0

.23‌

0

.36‌

0

.59‌

(

0

.23‌

)

(

0

.20‌

)

(

0

.43‌

)

10

.65‌

3/31/20

10

.30‌

0

.29‌

0

.18‌

0

.47‌

(

0

.28‌

)

—‌

(

0

.28‌

)

10

.49‌

Class

R6:

3/31/24

9

.18‌

0

.37‌

(

0

.10‌

)

0

.27‌

(

0

.36‌

)

—‌

(

0

.36‌

)

9

.09‌

3/31/23

9

.97‌

0

.30‌

(

0

.79‌

)

(

0

.49‌

)

(

0

.30‌

)

—‌

(

0

.30‌

)

9

.18‌

3/31/22

10

.65‌

0

.21‌

(

0

.64‌

)

(

0

.43‌

)

(

0

.21‌

)

(

0

.04‌

)

(

0

.25‌

)

9

.97‌

3/31/21

10

.48‌

0

.25‌

0

.37‌

0

.62‌

(

0

.25‌

)

(

0

.20‌

)

(

0

.45‌

)

10

.65‌

3/31/20

10

.29‌

0

.30‌

0

.19‌

0

.49‌

(

0

.30‌

)

—‌

(

0

.30‌

)

10

.48‌

Retirement

Class:

3/31/24

9

.35‌

0

.36‌

(

0

.10‌

)

0

.26‌

(

0

.35‌

)

—‌

(

0

.35‌

)

9

.26‌

3/31/23

10

.16‌

0

.28‌

(

0

.81‌

)

(

0

.53‌

)

(

0

.28‌

)

—‌

(

0

.28‌

)

9

.35‌

3/31/22

10

.85‌

0

.19‌

(

0

.65‌

)

(

0

.46‌

)

(

0

.19‌

)

(

0

.04‌

)

(

0

.23‌

)

10

.16‌

3/31/21

10

.67‌

0

.23‌

0

.37‌

0

.60‌

(

0

.22‌

)

(

0

.20‌

)

(

0

.42‌

)

10

.85‌

3/31/20

10

.48‌

0

.28‌

0

.19‌

0

.47‌

(

0

.28‌

)

—‌

(

0

.28‌

)

10

.67‌

Class

W:

3/31/24

9

.18‌

0

.40‌

(

0

.10‌

)

0

.30‌

(

0

.39‌

)

—‌

(

0

.39‌

)

9

.09‌

3/31/23

9

.97‌

0

.33‌

(

0

.79‌

)

(

0

.46‌

)

(

0

.33‌

)

—‌

(

0

.33‌

)

9

.18‌

3/31/22

10

.65‌

0

.24‌

(

0

.64‌

)

(

0

.40‌

)

(

0

.24‌

)

(

0

.04‌

)

(

0

.28‌

)

9

.97‌

3/31/21

10

.48‌

0

.28‌

0

.37‌

0

.65‌

(

0

.28‌

)

(

0

.20‌

)

(

0

.48‌

)

10

.65‌

3/31/20

10

.29‌

0

.33‌

0

.19‌

0

.52‌

(

0

.33‌

)

—‌

(

0

.33‌

)

10

.48‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

f

Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

385

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

2

.80‌

%

$

72,945‌

0

.59‌

%

0

.59‌

%

3

.85‌

%

62‌

%

54‌

%

(

5

.20‌

)

78,449‌

0

.58‌

0

.58‌

2

.97‌

152‌

113‌

(

4

.38‌

)

93,247‌

0

.59‌

0

.55‌

1

.70‌

295‌

f

96‌

f

5

.47‌

107,280‌

0

.58‌

0

.58‌

1

.99‌

229‌

117‌

4

.52‌

106,363‌

0

.59‌

0

.59‌

2

.57‌

133‌

125‌

3

.07‌

656,689‌

0

.43‌

0

.43‌

4

.02‌

62‌

54‌

(

5

.09‌

)

664,797‌

0

.42‌

0

.42‌

3

.11‌

152‌

113‌

(

4

.26‌

)

989,602‌

0

.42‌

0

.42‌

1

.85‌

295‌

f

96‌

f

5

.70‌

753,975‌

0

.42‌

0

.42‌

2

.16‌

229‌

117‌

4

.61‌

906,706‌

0

.43‌

0

.43‌

2

.73‌

133‌

125‌

2

.94‌

3,304‌

0

.44‌

0

.44‌

3

.97‌

62‌

54‌

(

5

.01‌

)

5,649‌

0

.44‌

0

.44‌

3

.11‌

152‌

113‌

(

4

.28‌

)

6,596‌

0

.44‌

0

.44‌

1

.81‌

295‌

f

96‌

f

5

.58‌

11,648‌

0

.44‌

0

.44‌

2

.13‌

229‌

117‌

4

.60‌

13,685‌

0

.45‌

0

.45‌

2

.71‌

133‌

125‌

3

.10‌

4,978,394‌

0

.29‌

0

.29‌

4

.17‌

62‌

54‌

(

4

.86‌

)

4,625,629‌

0

.29‌

0

.29‌

3

.29‌

152‌

113‌

(

4

.14‌

)

4,490,250‌

0

.29‌

0

.29‌

1

.98‌

295‌

f

96‌

f

5

.84‌

2,825,828‌

0

.29‌

0

.29‌

2

.27‌

229‌

117‌

4

.75‌

1,753,879‌

0

.30‌

0

.30‌

2

.86‌

133‌

125‌

2

.86‌

135,578‌

0

.54‌

0

.54‌

3

.91‌

62‌

54‌

(

5

.15‌

)

133,283‌

0

.54‌

0

.54‌

3

.01‌

152‌

113‌

(

4

.36‌

)

162,596‌

0

.54‌

0

.54‌

1

.71‌

295‌

f

96‌

f

5

.51‌

210,938‌

0

.54‌

0

.54‌

2

.03‌

229‌

117‌

4

.56‌

208,899‌

0

.55‌

0

.55‌

2

.61‌

133‌

125‌

3

.40‌

4,211,405‌

0

.29‌

0.00‌

4

.45‌

62‌

54‌

(

4

.59‌

)

3,822,326‌

0

.29‌

0.00‌

3

.53‌

152‌

113‌

(

3

.86‌

)

4,672,235‌

0

.29‌

0.00‌

2

.25‌

295‌

f

96‌

f

6

.15‌

4,793,554‌

0

.29‌

0.00‌

2

.56‌

229‌

117‌

5

.06‌

3,614,517‌

0

.30‌

0.00‌

3

.16‌

133‌

125‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

386

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.3

Core

Impact

Bond

Class

A:

3/31/24

$

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)

d

(0.15‌)

9.87‌

3/31/21

10.40‌

0.18‌

0.33‌

0.51‌

(0.18‌)

(0.26‌)

(0.44‌)

10.47‌

3/31/20

10.28‌

0.25‌

0.19‌

0.44‌

(0.25‌)

(0.07‌)

(0.32‌)

10.40‌

Class

I:

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)

d

(0.18‌)

9.88‌

3/31/21

10.42‌

0.20‌

0.32‌

0.52‌

(0.20‌)

(0.26‌)

(0.46‌)

10.48‌

3/31/20

10.29‌

0.27‌

0.20‌

0.47‌

(0.27‌)

(0.07‌)

(0.34‌)

10.42‌

Premier

Class:

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)

d

(0.16‌)

9.88‌

3/31/21

10.42‌

0.19‌

0.32‌

0.51‌

(0.19‌)

(0.26‌)

(0.45‌)

10.48‌

3/31/20

10.29‌

0.27‌

0.20‌

0.47‌

(0.27‌)

(0.07‌)

(0.34‌)

10.42‌

Class

R6:

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)

d

(0.18‌)

9.87‌

3/31/21

10.41‌

0.21‌

0.33‌

0.54‌

(0.21‌)

(0.26‌)

(0.47‌)

10.48‌

3/31/20

10.28‌

0.28‌

0.20‌

0.48‌

(0.28‌)

(0.07‌)

(0.35‌)

10.41‌

Retirement

Class:

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)

d

(0.16‌)

9.88‌

3/31/21

10.41‌

0.18‌

0.33‌

0.51‌

(0.18‌)

(0.26‌)

(0.44‌)

10.48‌

3/31/20

10.29‌

0.26‌

0.19‌

0.45‌

(0.26‌)

(0.07‌)

(0.33‌)

10.41‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

d

Value

rounded

to

zero.

f

Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

387

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

2.35‌

%

$

256,020‌

0.62‌

%

0.62‌

%

3.76‌

%

142‌

%

137‌

%

(5.79‌)

251,165‌

0.63‌

0.62‌

2.78‌

171‌

139‌

(4.32‌)

330,332‌

0.64‌

0.64‌

1.45‌

255‌

112‌

4.87‌

304,704‌

0.61‌

0.61‌

1.67‌

293‌

186‌

4.35‌

233,432‌

0.64‌

0.64‌

2.40‌

115‌

f

110‌

f

2.54‌

1,076,782‌

0.43‌

0.43‌

3.95‌

142‌

137‌

(5.59‌)

1,005,499‌

0.43‌

0.42‌

2.96‌

171‌

139‌

(4.12‌)

1,526,575‌

0.44‌

0.44‌

1.66‌

255‌

112‌

4.95‌

1,286,125‌

0.43‌

0.43‌

1.83‌

293‌

186‌

4.64‌

930,083‌

0.46‌

0.46‌

2.58‌

115‌

f

110‌

f

2.42‌

12,113‌

0.62‌

0.55‌

3.76‌

142‌

137‌

(5.70‌)

23,649‌

0.66‌

0.54‌

2.88‌

171‌

139‌

(4.23‌)

27,068‌

0.58‌

0.55‌

1.53‌

255‌

112‌

4.85‌

32,891‌

0.53‌

0.53‌

1.76‌

293‌

186‌

4.57‌

30,850‌

0.53‌

0.53‌

2.51‌

115‌

f

110‌

f

2.73‌

4,746,237‌

0.36‌

0.35‌

4.02‌

142‌

137‌

(5.54‌)

4,553,635‌

0.37‌

0.36‌

3.07‌

171‌

139‌

(4.16‌)

4,648,095‌

0.38‌

0.38‌

1.72‌

255‌

112‌

5.13‌

4,169,777‌

0.35‌

0.35‌

1.92‌

293‌

186‌

4.74‌

3,223,141‌

0.36‌

0.36‌

2.68‌

115‌

f

110‌

f

2.47‌

218,913‌

0.61‌

0.61‌

3.75‌

142‌

137‌

(5.87‌)

271,648‌

0.62‌

0.61‌

2.79‌

171‌

139‌

(4.31‌)

382,704‌

0.63‌

0.63‌

1.45‌

255‌

112‌

4.87‌

472,112‌

0.60‌

0.60‌

1.69‌

293‌

186‌

4.38‌

527,044‌

0.61‌

0.61‌

2.43‌

115‌

f

110‌

f

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

388

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.4

Core

Plus

Bond

Class

A:

3/31/24

$

9

.19‌

$

0

.38‌

$

(

0

.07‌

)

$

0

.31‌

$

(

0

.36‌

)

$

—‌

$

(

0

.36‌

)

$

9

.14‌

3/31/23

10

.05‌

0

.32‌

(

0

.87‌

)

(

0

.55‌

)

(

0

.31‌

)

—‌

(

0

.31‌

)

9

.19‌

3/31/22

10

.84‌

0

.24‌

(

0

.65‌

)

(

0

.41‌

)

(

0

.23‌

)

(

0

.15‌

)

(

0

.38‌

)

10

.05‌

3/31/21

10

.40‌

0

.26‌

0

.52‌

0

.78‌

(

0

.26‌

)

(

0

.08‌

)

(

0

.34‌

)

10

.84‌

3/31/20

10

.38‌

0

.29‌

0

.01‌

0

.30‌

(

0

.28‌

)

—‌

(

0

.28‌

)

10

.40‌

Class

I:

3/31/24

9

.18‌

0

.41‌

(

0

.08‌

)

0

.33‌

(

0

.38‌

)

—‌

(

0

.38‌

)

9

.13‌

3/31/23

10

.04‌

0

.33‌

(

0

.86‌

)

(

0

.53‌

)

(

0

.33‌

)

—‌

(

0

.33‌

)

9

.18‌

3/31/22

10

.83‌

0

.26‌

(

0

.65‌

)

(

0

.39‌

)

(

0

.25‌

)

(

0

.15‌

)

(

0

.40‌

)

10

.04‌

3/31/21

10

.39‌

0

.29‌

0

.51‌

0

.80‌

(

0

.28‌

)

(

0

.08‌

)

(

0

.36‌

)

10

.83‌

3/31/20

10

.36‌

0

.31‌

0

.03‌

0

.34‌

(

0

.31‌

)

—‌

(

0

.31‌

)

10

.39‌

Premier

Class:

3/31/24

9

.17‌

0

.40‌

(

0

.07‌

)

0

.33‌

(

0

.38‌

)

—‌

(

0

.38‌

)

9

.12‌

3/31/23

10

.03‌

0

.33‌

(

0

.86‌

)

(

0

.53‌

)

(

0

.33‌

)

—‌

(

0

.33‌

)

9

.17‌

3/31/22

10

.82‌

0

.25‌

(

0

.65‌

)

(

0

.40‌

)

(

0

.24‌

)

(

0

.15‌

)

(

0

.39‌

)

10

.03‌

3/31/21

10

.38‌

0

.28‌

0

.51‌

0

.79‌

(

0

.27‌

)

(

0

.08‌

)

(

0

.35‌

)

10

.82‌

3/31/20

10

.35‌

0

.31‌

0

.02‌

0

.33‌

(

0

.30‌

)

—‌

(

0

.30‌

)

10

.38‌

Class

R6:

3/31/24

9

.18‌

0

.41‌

(

0

.08‌

)

0

.33‌

(

0

.39‌

)

—‌

(

0

.39‌

)

9

.12‌

3/31/23

10

.03‌

0

.34‌

(

0

.85‌

)

(

0

.51‌

)

(

0

.34‌

)

—‌

(

0

.34‌

)

9

.18‌

3/31/22

10

.82‌

0

.26‌

(

0

.64‌

)

(

0

.38‌

)

(

0

.26‌

)

(

0

.15‌

)

(

0

.41‌

)

10

.03‌

3/31/21

10

.38‌

0

.29‌

0

.52‌

0

.81‌

(

0

.29‌

)

(

0

.08‌

)

(

0

.37‌

)

10

.82‌

3/31/20

10

.35‌

0

.32‌

0

.03‌

0

.35‌

(

0

.32‌

)

—‌

(

0

.32‌

)

10

.38‌

Retirement

Class:

3/31/24

9

.19‌

0

.39‌

(

0

.08‌

)

0

.31‌

(

0

.37‌

)

—‌

(

0

.37‌

)

9

.13‌

3/31/23

10

.04‌

0

.32‌

(

0

.85‌

)

(

0

.53‌

)

(

0

.32‌

)

—‌

(

0

.32‌

)

9

.19‌

3/31/22

10

.84‌

0

.24‌

(

0

.66‌

)

(

0

.42‌

)

(

0

.23‌

)

(

0

.15‌

)

(

0

.38‌

)

10

.04‌

3/31/21

10

.40‌

0

.27‌

0

.51‌

0

.78‌

(

0

.26‌

)

(

0

.08‌

)

(

0

.34‌

)

10

.84‌

3/31/20

10

.37‌

0

.30‌

0

.02‌

0

.32‌

(

0

.29‌

)

—‌

(

0

.29‌

)

10

.40‌

Class

W:

3/31/24

9

.18‌

0

.44‌

(

0

.08‌

)

0

.36‌

(

0

.42‌

)

—‌

(

0

.42‌

)

9

.12‌

3/31/23

10

.03‌

0

.37‌

(

0

.85‌

)

(

0

.48‌

)

(

0

.37‌

)

—‌

(

0

.37‌

)

9

.18‌

3/31/22

10

.82‌

0

.30‌

(

0

.65‌

)

(

0

.35‌

)

(

0

.29‌

)

(

0

.15‌

)

(

0

.44‌

)

10

.03‌

3/31/21

10

.38‌

0

.32‌

0

.52‌

0

.84‌

(

0

.32‌

)

(

0

.08‌

)

(

0

.40‌

)

10

.82‌

3/31/20

10

.36‌

0

.36‌

0

.01‌

0

.37‌

(

0

.35‌

)

—‌

(

0

.35‌

)

10

.38‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

f

Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

389

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

.52‌

%

$

225,708‌

0

.63‌

%

0

.63‌

%

4

.26‌

%

56‌

%

49‌

%

(

5

.40‌

)

236,915‌

0

.62‌

0

.61‌

3

.41‌

143‌

113‌

(

3

.95‌

)

270,848‌

0

.61‌

0

.56‌

2

.19‌

251‌

97‌

7

.48‌

302,270‌

0

.61‌

0

.61‌

2

.36‌

169‌

84‌

2

.90‌

298,496‌

0

.61‌

0

.61‌

2

.73‌

94‌

f

85‌

f

3

.77‌

81,467‌

0

.39‌

0

.39‌

4

.50‌

56‌

49‌

(

5

.19‌

)

92,456‌

0

.38‌

0

.38‌

3

.58‌

143‌

113‌

(

3

.79‌

)

162,811‌

0

.38‌

0

.38‌

2

.36‌

251‌

97‌

7

.74‌

208,321‌

0

.37‌

0

.37‌

2

.60‌

169‌

84‌

3

.24‌

211,366‌

0

.38‌

0

.38‌

2

.93‌

94‌

f

85‌

f

3

.70‌

3,186‌

0

.45‌

0

.45‌

4

.40‌

56‌

49‌

(

5

.27‌

)

5,932‌

0

.45‌

0

.45‌

3

.56‌

143‌

113‌

(

3

.86‌

)

7,305‌

0

.45‌

0

.45‌

2

.30‌

251‌

97‌

7

.67‌

8,155‌

0

.45‌

0

.45‌

2

.53‌

169‌

84‌

3

.16‌

9,431‌

0

.45‌

0

.45‌

2

.89‌

94‌

f

85‌

f

3

.75‌

1,562,696‌

0

.30‌

0

.30‌

4

.60‌

56‌

49‌

(

5

.02‌

)

1,484,766‌

0

.30‌

0

.30‌

3

.72‌

143‌

113‌

(

3

.72‌

)

1,557,970‌

0

.30‌

0

.30‌

2

.45‌

251‌

97‌

7

.83‌

1,608,213‌

0

.30‌

0

.30‌

2

.66‌

169‌

84‌

3

.31‌

1,383,899‌

0

.30‌

0

.30‌

3

.04‌

94‌

f

85‌

f

3

.49‌

276,487‌

0

.55‌

0

.55‌

4

.34‌

56‌

49‌

(

5

.25‌

)

301,925‌

0

.55‌

0

.55‌

3

.47‌

143‌

113‌

(

4

.04‌

)

326,659‌

0

.55‌

0

.55‌

2

.20‌

251‌

97‌

7

.55‌

397,965‌

0

.55‌

0

.55‌

2

.42‌

169‌

84‌

3

.06‌

394,611‌

0

.55‌

0

.55‌

2

.79‌

94‌

f

85‌

f

4

.06‌

2,606,748‌

0

.30‌

0.00‌

4

.90‌

56‌

49‌

(

4

.74‌

)

2,383,204‌

0

.30‌

0.00‌

4

.00‌

143‌

113‌

(

3

.43‌

)

2,925,520‌

0

.30‌

0.00‌

2

.75‌

251‌

97‌

8

.14‌

3,039,900‌

0

.30‌

0.00‌

2

.95‌

169‌

84‌

3

.52‌

2,268,780‌

0

.30‌

0.00‌

3

.34‌

94‌

f

85‌

f

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

390

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

Class

A:

3/31/24

$

9

.81‌

$

0

.24‌

$

0

.03‌

$

0

.27‌

$

(

0

.24‌

)

$

—‌

$

(

0

.24‌

)

$

9

.84‌

3/31/23

10

.05‌

0

.20‌

(

0

.23‌

)

(

0

.03‌

)

(

0

.20‌

)

(

0

.01‌

)

(

0

.21‌

)

9

.81‌

3/31/22

10

.91‌

0

.20‌

(

0

.79‌

)

(

0

.59‌

)

(

0

.20‌

)

(

0

.07‌

)

(

0

.27‌

)

10

.05‌

3/31/21

10

.51‌

0

.21‌

0

.43‌

0

.64‌

(

0

.21‌

)

(

0

.03‌

)

(

0

.24‌

)

10

.91‌

3/31/20

10

.56‌

0

.23‌

(

0

.03‌

)

0

.20‌

(

0

.23‌

)

(

0

.02‌

)

(

0

.25‌

)

10

.51‌

Class

I:

3/31/24

9

.80‌

0

.25‌

0

.02‌

0

.27‌

(

0

.25‌

)

—‌

(

0

.25‌

)

9

.82‌

3/31/23

10

.03‌

0

.22‌

(

0

.22‌

)

—‌

(

0

.22‌

)

(

0

.01‌

)

(

0

.23‌

)

9

.80‌

3/31/22

10

.89‌

0

.21‌

(

0

.79‌

)

(

0

.58‌

)

(

0

.21‌

)

(

0

.07‌

)

(

0

.28‌

)

10

.03‌

3/31/21

10

.50‌

0

.23‌

0

.42‌

0

.65‌

(

0

.23‌

)

(

0

.03‌

)

(

0

.26‌

)

10

.89‌

3/31/20

10

.55‌

0

.25‌

(

0

.02‌

)

0

.23‌

(

0

.26‌

)

(

0

.02‌

)

(

0

.28‌

)

10

.50‌

Class

R6:

3/31/24

9

.80‌

0

.26‌

0

.03‌

0

.29‌

(

0

.26‌

)

—‌

(

0

.26‌

)

9

.83‌

3/31/23

10

.04‌

0

.23‌

(

0

.23‌

)

—‌

(

0

.23‌

)

(

0

.01‌

)

(

0

.24‌

)

9

.80‌

3/31/22

10

.90‌

0

.22‌

(

0

.78‌

)

(

0

.56‌

)

(

0

.23‌

)

(

0

.07‌

)

(

0

.30‌

)

10

.04‌

3/31/21

10

.50‌

0

.24‌

0

.43‌

0

.67‌

(

0

.24‌

)

(

0

.03‌

)

(

0

.27‌

)

10

.90‌

3/31/20

10

.55‌

0

.26‌

(

0

.03‌

)

0

.23‌

(

0

.26‌

)

(

0

.02‌

)

(

0

.28‌

)

10

.50‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

See

Notes

to

Financial

Statements

391

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

.78‌

%

$

213,880‌

0

.62‌

%

0

.58‌

%

2

.43‌

%

48‌

%

(

0

.23‌

)

227,830‌

0

.62‌

0

.58‌

2

.08‌

15‌

(

5

.54‌

)

248,157‌

0

.61‌

0

.54‌

1

.83‌

9‌

6

.18‌

272,018‌

0

.59‌

0

.58‌

1

.97‌

23‌

1

.93‌

264,478‌

0

.61‌

0

.58‌

2

.17‌

21‌

2

.87‌

362‌

0

.44‌

0

.40‌

2

.59‌

48‌

0

.06‌

533‌

0

.42‌

0

.38‌

2

.27‌

15‌

(

5

.42‌

)

683‌

0

.43‌

0

.40‌

1

.97‌

9‌

6

.30‌

666‌

0

.40‌

0

.38‌

2

.16‌

23‌

2

.14‌

966‌

0

.41‌

0

.38‌

2

.36‌

21‌

3

.07‌

8,182‌

0

.34‌

0

.30‌

2

.71‌

48‌

0

.05‌

8,747‌

0

.34‌

0

.30‌

2

.36‌

15‌

(

5

.31‌

)

18,226‌

0

.33‌

0

.30‌

2

.09‌

9‌

6

.48‌

8,099‌

0

.32‌

0

.30‌

2

.24‌

23‌

2

.21‌

4,946‌

0

.33‌

0

.30‌

2

.43‌

21‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

392

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.6

Green

Bond

Class

A:

3/31/24

$

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

3/31/20

10

.33‌

0

.30‌

(

0

.01‌

)

0

.29‌

(

0

.31‌

)

(

0

.09‌

)

(

0

.40‌

)

10

.22‌

Class

I:

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

3/31/20

10

.33‌

0

.33‌

(

0

.02‌

)

0

.31‌

(

0

.33‌

)

(

0

.09‌

)

(

0

.42‌

)

10

.22‌

Premier

Class:

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

3/31/20

10

.33‌

0

.32‌

(

0

.02‌

)

0

.30‌

(

0

.32‌

)

(

0

.09‌

)

(

0

.41‌

)

10

.22‌

Class

R6:

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

3/31/20

10

.33‌

0

.33‌

(

0

.02‌

)

0

.31‌

(

0

.33‌

)

(

0

.09‌

)

(

0

.42‌

)

10

.22‌

Retirement

Class:

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

3/31/20

10

.33‌

0

.31‌

(

0

.01‌

)

0

.30‌

(

0

.32‌

)

(

0

.09‌

)

(

0

.41‌

)

10

.22‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

See

Notes

to

Financial

Statements

393

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

.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

2

.69‌

2,816‌

1

.59‌

0

.71‌

2

.87‌

37‌

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

2

.93‌

1,069‌

1

.22‌

0

.46‌

3

.14‌

37‌

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

2

.79‌

1,022‌

1

.37‌

0

.60‌

3

.00‌

37‌

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

2

.94‌

21,857‌

1

.21‌

0

.45‌

3

.15‌

37‌

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

2

.77‌

6,457‌

1

.47‌

0

.62‌

2

.96‌

37‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

394

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.7

High

Yield

Class

A:

3/31/24

$

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

d

(

0

.42‌

)

—‌

(

0

.42‌

)

9

.15‌

3/31/21

8

.39‌

0

.45‌

1

.18‌

1

.63‌

(

0

.45‌

)

—‌

(

0

.45‌

)

9

.57‌

3/31/20

9

.65‌

0

.52‌

(

1

.26‌

)

(

0

.74‌

)

(

0

.52‌

)

—‌

(

0

.52‌

)

8

.39‌

Class

I:

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

3/31/20

9

.60‌

0

.53‌

(

1

.25‌

)

(

0

.72‌

)

(

0

.53‌

)

—‌

(

0

.53‌

)

8

.35‌

Premier

Class:

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

3/31/20

9

.62‌

0

.53‌

(

1

.25‌

)

(

0

.72‌

)

(

0

.53‌

)

—‌

(

0

.53‌

)

8

.37‌

Class

R6:

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

3/31/20

9

.61‌

0

.54‌

(

1

.25‌

)

(

0

.71‌

)

(

0

.54‌

)

—‌

(

0

.54‌

)

8

.36‌

Retirement

Class:

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

d

(

0

.42‌

)

—‌

(

0

.42‌

)

9

.11‌

3/31/21

8

.36‌

0

.45‌

1

.17‌

1

.62‌

(

0

.45‌

)

—‌

(

0

.45‌

)

9

.53‌

3/31/20

9

.61‌

0

.52‌

(

1

.25‌

)

(

0

.73‌

)

(

0

.52‌

)

—‌

(

0

.52‌

)

8

.36‌

Class

W:

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

3/31/20

9

.61‌

0

.57‌

(

1

.25‌

)

(

0

.68‌

)

(

0

.57‌

)

—‌

(

0

.57‌

)

8

.36‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

d

Value

rounded

to

zero.

f

Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

395

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

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

(

8

.27‌

)

268,804‌

0

.64‌

0

.63‌

5

.35‌

42‌

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

(

8

.08‌

)

4,669‌

0

.47‌

0

.47‌

5

.50‌

42‌

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

(

8

.09‌

)

19,372‌

0

.51‌

0

.50‌

5

.49‌

42‌

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

(

7

.96‌

)

2,281,685‌

0

.36‌

0

.35‌

5

.63‌

42‌

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

(

8

.19‌

)

294,164‌

0

.61‌

0

.60‌

5

.39‌

42‌

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

(

7

.64‌

)

378,659‌

0

.36‌

0.00‌

6

.00‌

42‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

396

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

8.8

Inflation

Linked

Bond

Class

A:

3/31/24

$

10

.38‌

$

0

.31‌

$

(

0

.17‌

)

$

0

.14‌

$

(

0

.36‌

)

$

—‌

$

(

0

.36‌

)

$

10

.16‌

3/31/23

11

.51‌

0

.62‌

(

1

.02‌

)

(

0

.40‌

)

(

0

.65‌

)

(

0

.08‌

)

(

0

.73‌

)

10

.38‌

3/31/22

11

.92‌

0

.70‌

(

0

.28‌

)

0

.42‌

(

0

.70‌

)

(

0

.13‌

)

(

0

.83‌

)

11

.51‌

3/31/21

11

.25‌

0

.13‌

0

.67‌

0

.80‌

(

0

.13‌

)

—‌

(

0

.13‌

)

11

.92‌

3/31/20

10

.99‌

0

.23‌

0

.23‌

0

.46‌

(

0

.20‌

)

—‌

(

0

.20‌

)

11

.25‌

Class

I:

3/31/24

10

.71‌

0

.36‌

(

0

.20‌

)

0

.16‌

(

0

.38‌

)

—‌

(

0

.38‌

)

10

.49‌

3/31/23

11

.84‌

0

.69‌

(

1

.07‌

)

(

0

.38‌

)

(

0

.67‌

)

(

0

.08‌

)

(

0

.75‌

)

10

.71‌

3/31/22

12

.24‌

0

.74‌

(

0

.29‌

)

0

.45‌

(

0

.72‌

)

(

0

.13‌

)

(

0

.85‌

)

11

.84‌

3/31/21

11

.55‌

0

.16‌

0

.69‌

0

.85‌

(

0

.16‌

)

—‌

(

0

.16‌

)

12

.24‌

3/31/20

11

.29‌

0

.21‌

0

.28‌

0

.49‌

(

0

.23‌

)

—‌

(

0

.23‌

)

11

.55‌

Premier

Class:

3/31/24

10

.68‌

0

.39‌

(

0

.23‌

)

0

.16‌

(

0

.37‌

)

—‌

(

0

.37‌

)

10

.47‌

3/31/23

11

.82‌

0

.64‌

(

1

.04‌

)

(

0

.40‌

)

(

0

.66‌

)

(

0

.08‌

)

(

0

.74‌

)

10

.68‌

3/31/22

12

.22‌

0

.78‌

(

0

.34‌

)

0

.44‌

(

0

.71‌

)

(

0

.13‌

)

(

0

.84‌

)

11

.82‌

3/31/21

11

.52‌

0

.16‌

0

.69‌

0

.85‌

(

0

.15‌

)

—‌

(

0

.15‌

)

12

.22‌

3/31/20

11

.26‌

0

.28‌

0

.20‌

0

.48‌

(

0

.22‌

)

—‌

(

0

.22‌

)

11

.52‌

Class

R6:

3/31/24

10

.71‌

0

.35‌

(

0

.17‌

)

0

.18‌

(

0

.40‌

)

—‌

(

0

.40‌

)

10

.49‌

3/31/23

11

.84‌

0

.69‌

(

1

.06‌

)

(

0

.37‌

)

(

0

.68‌

)

(

0

.08‌

)

(

0

.76‌

)

10

.71‌

3/31/22

12

.24‌

0

.74‌

(

0

.28‌

)

0

.46‌

(

0

.73‌

)

(

0

.13‌

)

(

0

.86‌

)

11

.84‌

3/31/21

11

.54‌

0

.16‌

0

.71‌

0

.87‌

(

0

.17‌

)

—‌

(

0

.17‌

)

12

.24‌

3/31/20

11

.29‌

0

.29‌

0

.20‌

0

.49‌

(

0

.24‌

)

—‌

(

0

.24‌

)

11

.54‌

Retirement

Class:

3/31/24

10

.79‌

0

.33‌

(

0

.17‌

)

0

.16‌

(

0

.36‌

)

—‌

(

0

.36‌

)

10

.59‌

3/31/23

11

.94‌

0

.65‌

(

1

.06‌

)

(

0

.41‌

)

(

0

.66‌

)

(

0

.08‌

)

(

0

.74‌

)

10

.79‌

3/31/22

12

.34‌

0

.73‌

(

0

.30‌

)

0

.43‌

(

0

.70‌

)

(

0

.13‌

)

(

0

.83‌

)

11

.94‌

3/31/21

11

.63‌

0

.14‌

0

.71‌

0

.85‌

(

0

.14‌

)

—‌

(

0

.14‌

)

12

.34‌

3/31/20

11

.36‌

0

.28‌

0

.19‌

0

.47‌

(

0

.20‌

)

—‌

(

0

.20‌

)

11

.63‌

Class

W:

3/31/24

10

.71‌

0

.37‌

(

0

.16‌

)

0

.21‌

(

0

.43‌

)

—‌

(

0

.43‌

)

10

.49‌

3/31/23

11

.84‌

0

.67‌

(

1

.02‌

)

(

0

.35‌

)

(

0

.70‌

)

(

0

.08‌

)

(

0

.78‌

)

10

.71‌

3/31/22

12

.24‌

0

.78‌

(

0

.29‌

)

0

.49‌

(

0

.76‌

)

(

0

.13‌

)

(

0

.89‌

)

11

.84‌

3/31/21

11

.54‌

0

.21‌

0

.68‌

0

.89‌

(

0

.19‌

)

—‌

(

0

.19‌

)

12

.24‌

3/31/20

11

.29‌

0

.31‌

0

.21‌

0

.52‌

(

0

.27‌

)

—‌

(

0

.27‌

)

11

.54‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

f

Does

not

include

in-kind

transactions.

See

Notes

to

Financial

Statements

397

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

1

.40‌

%

$

119,139‌

0

.56‌

%

0

.54‌

%

3

.05‌

%

30‌

%

(

3

.34‌

)

131,097‌

0

.56‌

0

.54‌

5

.77‌

19‌

3

.48‌

157,227‌

0

.57‌

0

.52‌

5

.81‌

21‌

f

7

.12‌

150,264‌

0

.56‌

0

.54‌

1

.13‌

27‌

4

.07‌

149,027‌

0

.57‌

0

.55‌

2

.06‌

26‌

1

.60‌

67,636‌

0

.36‌

0

.34‌

3

.39‌

30‌

(

3

.09‌

)

93,832‌

0

.35‌

0

.33‌

6

.27‌

19‌

3

.58‌

159,518‌

0

.35‌

0

.33‌

6

.00‌

21‌

f

7

.43‌

123,505‌

0

.34‌

0

.32‌

1

.31‌

27‌

4

.38‌

141,821‌

0

.34‌

0

.32‌

1

.79‌

26‌

1

.62‌

948‌

0

.41‌

0

.39‌

3

.68‌

30‌

(

3

.22‌

)

2,422‌

0

.40‌

0

.38‌

5

.85‌

19‌

3

.61‌

2,627‌

0

.40‌

0

.38‌

6

.25‌

21‌

f

7

.38‌

8,211‌

0

.40‌

0

.38‌

1

.34‌

27‌

4

.26‌

3,068‌

0

.41‌

0

.39‌

2

.42‌

26‌

1

.74‌

565,535‌

0

.26‌

0

.24‌

3

.35‌

30‌

(

3

.01‌

)

603,640‌

0

.25‌

0

.23‌

6

.20‌

19‌

3

.76‌

866,667‌

0

.25‌

0

.23‌

6

.00‌

21‌

f

7

.53‌

1,209,995‌

0

.25‌

0

.23‌

1

.31‌

27‌

4

.36‌

1,692,282‌

0

.26‌

0

.24‌

2

.56‌

26‌

1

.58‌

120,533‌

0

.51‌

0

.49‌

3

.14‌

30‌

(

3

.35‌

)

143,144‌

0

.50‌

0

.48‌

5

.83‌

19‌

3

.47‌

172,924‌

0

.50‌

0

.48‌

5

.86‌

21‌

f

7

.29‌

178,970‌

0

.50‌

0

.48‌

1

.17‌

27‌

4

.18‌

188,609‌

0

.51‌

0

.49‌

2

.37‌

26‌

2

.03‌

2,106,969‌

0

.26‌

0.00‌

3

.52‌

30‌

(

2

.84‌

)

1,876,046‌

0

.25‌

0.00‌

6

.14‌

19‌

4

.00‌

1,908,794‌

0

.25‌

0.00‌

6

.31‌

21‌

f

7

.77‌

1,746,530‌

0

.25‌

0.00‌

1

.71‌

27‌

4

.67‌

1,252,667‌

0

.26‌

0.00‌

2

.70‌

26‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

398

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

8.9

Short

Duration

Impact

Bond

Class

A:

3/31/24

$

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

3/31/20

10

.08‌

0

.25‌

(

0

.17‌

)

0

.08‌

(

0

.25‌

)

(

0

.05‌

)

(

0

.30‌

)

9

.86‌

Class

I:

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

3/31/20

10

.08‌

0

.28‌

(

0

.17‌

)

0

.11‌

(

0

.28‌

)

(

0

.05‌

)

(

0

.33‌

)

9

.86‌

Premier

Class:

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

3/31/20

10

.08‌

0

.27‌

(

0

.17‌

)

0

.10‌

(

0

.27‌

)

(

0

.05‌

)

(

0

.32‌

)

9

.86‌

Class

R6:

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

3/31/20

10

.08‌

0

.28‌

(

0

.17‌

)

0

.11‌

(

0

.28‌

)

(

0

.05‌

)

(

0

.33‌

)

9

.86‌

Retirement

Class:

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

3/31/20

10

.08‌

0

.25‌

(

0

.16‌

)

0

.09‌

(

0

.26‌

)

(

0

.05‌

)

(

0

.31‌

)

9

.86‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

See

Notes

to

Financial

Statements

399

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

b

Net

Assets,

End

of

Period

(000)

Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

4

.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

0

.74‌

1,233‌

1

.61‌

0

.68‌

2

.44‌

103‌

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

1

.07‌

986‌

1

.18‌

0

.35‌

2

.77‌

103‌

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

0

.93‌

986‌

1

.34‌

0

.50‌

2

.62‌

103‌

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

1

.08‌

22,112‌

1

.18‌

0

.35‌

2

.77‌

103‌

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

0

.83‌

3,260‌

1

.43‌

0

.60‌

2

.51‌

103‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

400

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

9.01

Short

Term

Bond

Class

A:

3/31/24

$

9

.91‌

$

0

.35‌

$

0

.08‌

$

0

.43‌

$

(

0

.35‌

)

$

—‌

$

(

0

.35‌

)

$

9

.99‌

3/31/23

10

.13‌

0

.24‌

(

0

.21‌

)

0

.03‌

(

0

.24‌

)

(

0

.01‌

)

(

0

.25‌

)

9

.91‌

3/31/22

10

.47‌

0

.13‌

(

0

.33‌

)

(

0

.20‌

)

(

0

.13‌

)

(

0

.01‌

)

(

0

.14‌

)

10

.13‌

3/31/21

10

.23‌

0

.14‌

0

.25‌

0

.39‌

(

0

.14‌

)

(

0

.01‌

)

(

0

.15‌

)

10

.47‌

3/31/20

10

.30‌

0

.24‌

(

0

.07‌

)

0

.17‌

(

0

.24‌

)

—‌

(

0

.24‌

)

10

.23‌

Class

I:

3/31/24

9

.90‌

0

.37‌

0

.08‌

0

.45‌

(

0

.37‌

)

—‌

(

0

.37‌

)

9

.98‌

3/31/23

10

.12‌

0

.26‌

(

0

.21‌

)

0

.05‌

(

0

.26‌

)

(

0

.01‌

)

(

0

.27‌

)

9

.90‌

3/31/22

10

.46‌

0

.15‌

(

0

.33‌

)

(

0

.18‌

)

(

0

.15‌

)

(

0

.01‌

)

(

0

.16‌

)

10

.12‌

3/31/21

10

.21‌

0

.16‌

0

.27‌

0

.43‌

(

0

.17‌

)

(

0

.01‌

)

(

0

.18‌

)

10

.46‌

3/31/20

10

.29‌

0

.26‌

(

0

.08‌

)

0

.18‌

(

0

.26‌

)

—‌

(

0

.26‌

)

10

.21‌

Premier

Class:

3/31/24

9

.91‌

0

.36‌

0

.08‌

0

.44‌

(

0

.36‌

)

—‌

(

0

.36‌

)

9

.99‌

3/31/23

10

.13‌

0

.26‌

(

0

.21‌

)

0

.05‌

(

0

.26‌

)

(

0

.01‌

)

(

0

.27‌

)

9

.91‌

3/31/22

10

.48‌

0

.15‌

(

0

.34‌

)

(

0

.19‌

)

(

0

.15‌

)

(

0

.01‌

)

(

0

.16‌

)

10

.13‌

3/31/21

10

.23‌

0

.16‌

0

.26‌

0

.42‌

(

0

.16‌

)

(

0

.01‌

)

(

0

.17‌

)

10

.48‌

3/31/20

10

.30‌

0

.26‌

(

0

.07‌

)

0

.19‌

(

0

.26‌

)

—‌

(

0

.26‌

)

10

.23‌

Class

R6:

3/31/24

9

.90‌

0

.38‌

0

.08‌

0

.46‌

(

0

.38‌

)

—‌

(

0

.38‌

)

9

.98‌

3/31/23

10

.12‌

0

.27‌

(

0

.21‌

)

0

.06‌

(

0

.27‌

)

(

0

.01‌

)

(

0

.28‌

)

9

.90‌

3/31/22

10

.47‌

0

.16‌

(

0

.34‌

)

(

0

.18‌

)

(

0

.16‌

)

(

0

.01‌

)

(

0

.17‌

)

10

.12‌

3/31/21

10

.22‌

0

.17‌

0

.26‌

0

.43‌

(

0

.17‌

)

(

0

.01‌

)

(

0

.18‌

)

10

.47‌

3/31/20

10

.29‌

0

.27‌

(

0

.07‌

)

0

.20‌

(

0

.27‌

)

—‌

(

0

.27‌

)

10

.22‌

Retirement

Class:

3/31/24

9

.92‌

0

.35‌

0

.07‌

0

.42‌

(

0

.35‌

)

—‌

(

0

.35‌

)

9

.99‌

3/31/23

10

.13‌

0

.25‌

(

0

.20‌

)

0

.05‌

(

0

.25‌

)

(

0

.01‌

)

(

0

.26‌

)

9

.92‌

3/31/22

10

.48‌

0

.14‌

(

0

.34‌

)

(

0

.20‌

)

(

0

.14‌

)

(

0

.01‌

)

(

0

.15‌

)

10

.13‌

3/31/21

10

.23‌

0

.15‌

0

.26‌

0

.41‌

(

0

.15‌

)

(

0

.01‌

)

(

0

.16‌

)

10

.48‌

3/31/20

10

.30‌

0

.25‌

(

0

.07‌

)

0

.18‌

(

0

.25‌

)

—‌

(

0

.25‌

)

10

.23‌

Class

W:

3/31/24

9

.90‌

0

.40‌

0

.08‌

0

.48‌

(

0

.40‌

)

—‌

(

0

.40‌

)

9

.98‌

3/31/23

10

.12‌

0

.30‌

(

0

.21‌

)

0

.09‌

(

0

.30‌

)

(

0

.01‌

)

(

0

.31‌

)

9

.90‌

3/31/22

10

.46‌

0

.19‌

(

0

.33‌

)

(

0

.14‌

)

(

0

.19‌

)

(

0

.01‌

)

(

0

.20‌

)

10

.12‌

3/31/21

10

.22‌

0

.20‌

0

.25‌

0

.45‌

(

0

.20‌

)

(

0

.01‌

)

(

0

.21‌

)

10

.46‌

3/31/20

10

.29‌

0

.30‌

(

0

.07‌

)

0

.23‌

(

0

.30‌

)

—‌

(

0

.30‌

)

10

.22‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

See

Notes

to

Financial

Statements

401

Ratios

and

Supplemental

Data

Ratios

to

Average

Net

Assets

Total

Return

b

Net

Assets,

End

of

Period

(000)

Gross

Expenses

Net

Expenses

Net

Investment

Income

(Loss)

Portfolio

Turnover

Rate

Portfolio

Turnover

Rate

Excluding

Mortgage

Dollar

Rolls

4

.40‌

%

$

113,691‌

0

.58‌

%

0

.58‌

%

3

.50‌

%

114‌

%

114‌

%

0

.36‌

123,364‌

0

.58‌

0

.58‌

2

.42‌

157‌

157‌

(

1

.88‌

)

143,840‌

0

.57‌

0

.54‌

1

.28‌

104‌

104‌

3

.82‌

162,317‌

0

.56‌

0

.56‌

1

.37‌

167‌

161‌

1

.65‌

173,174‌

0

.57‌

0

.57‌

2

.31‌

139‌

139‌

4

.63‌

184,642‌

0

.36‌

0

.36‌

3

.72‌

114‌

114‌

0

.58‌

220,856‌

0

.36‌

0

.36‌

2

.64‌

157‌

157‌

(

1

.70‌

)

235,228‌

0

.35‌

0

.35‌

1

.48‌

104‌

104‌

4

.15‌

230,355‌

0

.35‌

0

.35‌

1

.57‌

167‌

161‌

1

.76‌

169,158‌

0

.35‌

0

.35‌

2

.51‌

139‌

139‌

4

.57‌

2,337‌

0

.42‌

0

.42‌

3

.64‌

114‌

114‌

0

.52‌

3,521‌

0

.42‌

0

.42‌

2

.57‌

157‌

157‌

(

1

.85‌

)

3,733‌

0

.42‌

0

.42‌

1

.42‌

104‌

104‌

4

.07‌

3,199‌

0

.41‌

0

.41‌

1

.55‌

167‌

161‌

1

.80‌

4,195‌

0

.42‌

0

.42‌

2

.50‌

139‌

139‌

4

.73‌

449,543‌

0

.27‌

0

.27‌

3

.80‌

114‌

114‌

0

.67‌

585,208‌

0

.27‌

0

.27‌

2

.74‌

157‌

157‌

(

1

.70‌

)

523,478‌

0

.26‌

0

.26‌

1

.56‌

104‌

104‌

4

.23‌

666,050‌

0

.26‌

0

.26‌

1

.66‌

167‌

161‌

1

.95‌

616,292‌

0

.27‌

0

.27‌

2

.63‌

139‌

139‌

4

.36‌

171,099‌

0

.52‌

0

.52‌

3

.56‌

114‌

114‌

0

.52‌

204,233‌

0

.52‌

0

.52‌

2

.54‌

157‌

157‌

(

1

.95‌

)

118,117‌

0

.51‌

0

.51‌

1

.31‌

104‌

104‌

3

.97‌

142,261‌

0

.51‌

0

.51‌

1

.40‌

167‌

161‌

1

.70‌

112,810‌

0

.52‌

0

.52‌

2

.37‌

139‌

139‌

5

.01‌

934,167‌

0

.27‌

0.00‌

4

.10‌

114‌

114‌

0

.94‌

862,657‌

0

.27‌

0.00‌

2

.99‌

157‌

157‌

(

1

.35‌

)

972,321‌

0

.26‌

0.00‌

1

.83‌

104‌

104‌

4

.41‌

955,303‌

0

.26‌

0.00‌

1

.91‌

167‌

161‌

2

.22‌

734,717‌

0

.27‌

0.00‌

2

.90‌

139‌

139‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

402

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

9.1

Short

Term

Bond

Index

Class

A:

3/31/24

$

9.57‌

$

0.31‌

$

(0.02‌)

$

0.29‌

$

(0.31‌)

$

—‌

$

(0.31‌)

$

9.55‌

3/31/23

9.71‌

0.13‌

(0.14‌)

(0.01‌)

(0.13‌)

—‌

(0.13‌)

9.57‌

3/31/22

10.11‌

0.02‌

(0.36‌)

(0.34‌)

(0.02‌)

(0.04‌)

(0.06‌)

9.71‌

3/31/21

10.12‌

0.10‌

0.02‌

0.12‌

(0.10‌)

(0.03‌)

(0.13‌)

10.11‌

3/31/20

9.91‌

0.19‌

0.21‌

0.40‌

(0.19‌)

—‌

(0.19‌)

10.12‌

Class

I:

3/31/24

9.57‌

0.33‌

(0.01‌)

0.32‌

(0.34‌)

—‌

(0.34‌)

9.55‌

3/31/23

9.71‌

0.15‌

(0.14‌)

0.01‌

(0.15‌)

—‌

(0.15‌)

9.57‌

3/31/22

10.11‌

0.04‌

(0.36‌)

(0.32‌)

(0.04‌)

(0.04‌)

(0.08‌)

9.71‌

3/31/21

10.12‌

0.12‌

0.02‌

0.14‌

(0.12‌)

(0.03‌)

(0.15‌)

10.11‌

3/31/20

9.91‌

0.21‌

0.21‌

0.42‌

(0.21‌)

—‌

(0.21‌)

10.12‌

Premier

Class:

3/31/24

9.57‌

0.33‌

(0.02‌)

0.31‌

(0.33‌)

—‌

(0.33‌)

9.55‌

3/31/23

9.71‌

0.13‌

(0.12‌)

0.01‌

(0.15‌)

—‌

(0.15‌)

9.57‌

3/31/22

10.10‌

0.04‌

(0.35‌)

(0.31‌)

(0.04‌)

(0.04‌)

(0.08‌)

9.71‌

3/31/21

10.12‌

0.12‌

0.01‌

0.13‌

(0.12‌)

(0.03‌)

(0.15‌)

10.10‌

3/31/20

9.90‌

0.21‌

0.22‌

0.43‌

(0.21‌)

—‌

(0.21‌)

10.12‌

Class

R6:

3/31/24

9.58‌

0.35‌

(0.03‌)

0.32‌

(0.35‌)

—‌

(0.35‌)

9.55‌

3/31/23

9.72‌

0.16‌

(0.14‌)

0.02‌

(0.16‌)

—‌

(0.16‌)

9.58‌

3/31/22

10.11‌

0.05‌

(0.35‌)

(0.30‌)

(0.05‌)

(0.04‌)

(0.09‌)

9.72‌

3/31/21

10.12‌

0.13‌

0.02‌

0.15‌

(0.13‌)

(0.03‌)

(0.16‌)

10.11‌

3/31/20

9.91‌

0.22‌

0.21‌

0.43‌

(0.22‌)

—‌

(0.22‌)

10.12‌

Retirement

Class:

3/31/24

9.58‌

0.33‌

(0.04‌)

0.29‌

(0.32‌)

—‌

(0.32‌)

9.55‌

3/31/23

9.71‌

0.14‌

(0.13‌)

0.01‌

(0.14‌)

—‌

(0.14‌)

9.58‌

3/31/22

10.11‌

0.03‌

(0.36‌)

(0.33‌)

(0.03‌)

(0.04‌)

(0.07‌)

9.71‌

3/31/21

10.12‌

0.10‌

0.03‌

0.13‌

(0.11‌)

(0.03‌)

(0.14‌)

10.11‌

3/31/20

9.91‌

0.19‌

0.22‌

0.41‌

(0.20‌)

—‌

(0.20‌)

10.12‌

Class

W:

3/31/24

9.58‌

0.36‌

(0.04‌)

0.32‌

(0.35‌)

—‌

(0.35‌)

9.55‌

3/31/23

9.72‌

0.17‌

(0.14‌)

0.03‌

(0.17‌)

—‌

(0.17‌)

9.58‌

3/31/22

10.11‌

0.06‌

(0.35‌)

(0.29‌)

(0.06‌)

(0.04‌)

(0.10‌)

9.72‌

3/31/21

10.12‌

0.14‌

0.02‌

0.16‌

(0.14‌)

(0.03‌)

(0.17‌)

10.11‌

3/31/20

9.91‌

0.23‌

0.21‌

0.44‌

(0.23‌)

—‌

(0.23‌)

10.12‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

See

Notes

to

Financial

Statements

403

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

3.14‌

%

$

2,507‌

0.42‌

%

0.42‌

%

3.30‌

%

53‌

%

(0.05‌)

2,587‌

0.37‌

0.37‌

1.37‌

69‌

(3.35‌)

2,831‌

0.83‌

0.46‌

0.18‌

49‌

1.12‌

4,318‌

0.44‌

0.44‌

0.94‌

48‌

4.05‌

3,115‌

0.50‌

0.47‌

1.87‌

66‌

3.37‌

586‌

0.20‌

0.20‌

3.52‌

53‌

0.12‌

592‌

0.20‌

0.20‌

1.53‌

69‌

(3.16‌)

789‌

0.22‌

0.22‌

0.43‌

49‌

1.32‌

696‌

0.24‌

0.24‌

1.14‌

48‌

4.25‌

645‌

0.27‌

0.27‌

2.09‌

66‌

3.32‌

337‌

0.24‌

0.24‌

3.45‌

53‌

0.08‌

408‌

0.24‌

0.24‌

1.38‌

69‌

(3.10‌)

659‌

0.26‌

0.26‌

0.38‌

49‌

1.30‌

633‌

0.26‌

0.26‌

1.14‌

48‌

4.25‌

621‌

0.28‌

0.27‌

2.06‌

66‌

3.38‌

79,944‌

0.08‌

0.08‌

3.65‌

53‌

0.24‌

75,270‌

0.08‌

0.08‌

1.69‌

69‌

(2.94‌)

77,863‌

0.10‌

0.10‌

0.54‌

49‌

1.45‌

77,335‌

0.11‌

0.11‌

1.26‌

48‌

4.41‌

54,735‌

0.13‌

0.12‌

2.21‌

66‌

3.13‌

678,476‌

0.33‌

0.33‌

3.45‌

53‌

(0.01‌)

450,126‌

0.33‌

0.33‌

1.51‌

69‌

(3.18‌)

309,263‌

0.35‌

0.35‌

0.29‌

49‌

1.20‌

179,545‌

0.36‌

0.36‌

0.98‌

48‌

4.15‌

83,232‌

0.38‌

0.37‌

1.96‌

66‌

3.46‌

1,234,423‌

0.08‌

0.00‌

3.74‌

53‌

0.32‌

1,044,339‌

0.08‌

0.00‌

1.79‌

69‌

(2.85‌)

970,293‌

0.10‌

0.00‌

0.64‌

49‌

1.56‌

803,300‌

0.11‌

0.00‌

1.36‌

48‌

4.53‌

532,333‌

0.13‌

0.00‌

2.33‌

66‌

Financial

Highlights

(continued)

See

Notes

to

Financial

Statements

404

Financial

Highlights

(continued)

The

following

data

is

for

a

share outstanding

for

each

fiscal year

end

unless

otherwise

noted:

Investment

Operations

Less

Distributions

Net

Asset

Value,

Beginning

of

Period

Net

Investment

Income

(Loss)

a

Net

Realized/

Unrealized

Gain

(Loss)

Total

From

Net

Investment

Income

From

Net

Realized

Gains

Total

Net

Asset

Value,

End

of

Period

9.2

Money

Market

Class

A:

3/31/24

$

1.00‌

$

0.05‌

$

0.00‌

d

$

0.05‌

$

(0.05‌)

$

—‌

$

(0.05‌)

$

1.00‌

3/31/23

1.00‌

0.02‌

0.00‌

d

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

3/31/22

1.00‌

—‌

—‌

—‌

—‌

—‌

—‌

1.00‌

3/31/21

1.00‌

0.00‌

d

—‌

0.00‌

d

(0.00‌)

d

—‌

(0.00‌)

d

1.00‌

3/31/20

1.00‌

0.02‌

—‌

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

Class

I:

3/31/24

1.00‌

0.05‌

0.00‌

d

0.05‌

(0.05‌)

—‌

(0.05‌)

1.00‌

3/31/23

1.00‌

0.04‌

(0.01‌)

0.03‌

(0.03‌)

—‌

(0.03‌)

1.00‌

3/31/22

1.00‌

—‌

—‌

—‌

—‌

—‌

—‌

1.00‌

3/31/21

1.00‌

0.00‌

d

—‌

0.00‌

d

(0.00‌)

d

—‌

(0.00‌)

d

1.00‌

3/31/20

1.00‌

0.02‌

—‌

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

Premier

Class:

3/31/24

1.00‌

0.05‌

0.00‌

d

0.05‌

(0.05‌)

—‌

(0.05‌)

1.00‌

3/31/23

1.00‌

0.03‌

(0.01‌)

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

3/31/22

1.00‌

—‌

—‌

—‌

—‌

—‌

—‌

1.00‌

3/31/21

1.00‌

0.00‌

d

—‌

0.00‌

d

(0.00‌)

d

—‌

(0.00‌)

d

1.00‌

3/31/20

1.00‌

0.02‌

—‌

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

Class

R6:

3/31/24

1.00‌

0.05‌

0.00‌

d

0.05‌

(0.05‌)

—‌

(0.05‌)

1.00‌

3/31/23

1.00‌

0.03‌

0.00‌

d

0.03‌

(0.03‌)

—‌

(0.03‌)

1.00‌

3/31/22

1.00‌

—‌

—‌

—‌

—‌

—‌

—‌

1.00‌

3/31/21

1.00‌

0.00‌

d

—‌

0.00‌

d

(0.00‌)

d

—‌

(0.00‌)

d

1.00‌

3/31/20

1.00‌

0.02‌

—‌

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

Retirement

Class:

3/31/24

1.00‌

0.05‌

0.00‌

d

0.05‌

(0.05‌)

—‌

(0.05‌)

1.00‌

3/31/23

1.00‌

0.03‌

(0.01‌)

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

3/31/22

1.00‌

—‌

—‌

—‌

—‌

—‌

—‌

1.00‌

3/31/21

1.00‌

0.00‌

d

—‌

0.00‌

d

(0.00‌)

d

—‌

(0.00‌)

d

1.00‌

3/31/20

1.00‌

0.02‌

—‌

0.02‌

(0.02‌)

—‌

(0.02‌)

1.00‌

a

Based

on

average

shares

outstanding.

b

Percentage

is

not

annualized.

d

Value

rounded

to

zero.

See

Notes

to

Financial

Statements

405

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)

4.91‌

%

$

300,126‌

0.47‌

%

0.47‌

%

4.81‌

%

2.30‌

294,567‌

0.46‌

0.41‌

2.28‌

0.00‌

289,028‌

0.48‌

0.07‌

0.00‌

0.02‌

311,011‌

0.47‌

0.20‌

0.02‌

1.54‌

332,054‌

0.47‌

0.46‌

1.53‌

5.23‌

42,361‌

0.16‌

0.16‌

5.12‌

2.56‌

34,357‌

0.16‌

0.16‌

4.20‌

0.00‌

967‌

0.17‌

0.07‌

0.00‌

0.15‌

1,018‌

0.08‌

0.07‌

0.15‌

1.86‌

1,225‌

0.17‌

0.17‌

1.79‌

5.12‌

39,332‌

0.27‌

0.27‌

5.00‌

2.48‌

39,448‌

0.27‌

0.24‌

2.58‌

0.00‌

27,746‌

0.27‌

0.07‌

0.00‌

0.04‌

36,011‌

0.27‌

0.16‌

0.07‌

1.73‌

441,375‌

0.28‌

0.28‌

1.51‌

5.27‌

1,033,788‌

0.12‌

0.12‌

5.16‌

2.60‌

982,768‌

0.12‌

0.12‌

2.72‌

0.00‌

886,508‌

0.13‌

0.07‌

0.00‌

0.10‌

811,301‌

0.12‌

0.12‌

0.11‌

1.87‌

1,089,417‌

0.13‌

0.13‌

1.83‌

5.01‌

643,393‌

0.37‌

0.37‌

4.91‌

2.48‌

550,121‌

0.37‌

0.24‌

2.87‌

0.00‌

246,142‌

0.38‌

0.07‌

0.00‌

0.04‌

270,402‌

0.37‌

0.18‌

0.05‌

1.72‌

330,963‌

0.38‌

0.28‌

1.68‌

406

Notes

to

Financial

Statements

1.

General

Information

Trust

and

Fund

Information:

TIAA-CREF

Funds

(the

“Trust”)

is

an

open-end

management

investment

company

registered

under

the

Investment

Company

Act

of

1940,

(“1940

Act”),

as

amended.

The

Trust

is

comprised

of

the

following

(collectively

the

“Funds”

or

individually,

the

“Fund”),

among

others: 

Fund

Name

Changes:

Effective

May

1,

2024,

each

Fund’s

name

changed

as

noted

above

and

therefore

all

references

to

the

names

of

the

Funds

in

this

report

have

been

updated.

Investment

Advisor:

Teachers

Advisors,

LLC

(the

“Adviser”),

a

wholly

owned

indirect

subsidiary

of

Teachers

Insurance

and

Annuity

Association

of

America

(“TIAA”),

is

registered

with

the

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, Premiere

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,

without

a

sales

load,

through

their

principal

underwriter,

Nuveen

Securities,

LLC

(“Nuveen

Securities”),

which

is

a

wholly

owned

indirect

subsidiary

of

TIAA.  

Share

Class

Name

Changes:

Effective

May

6,

2024,

the

names

of

certain

share

classes

for

the

Funds

changed

and

therefore

all

references

to

the

names

of

these

share

classes

in

this

report

have

changed

as

follows:

Current

Fiscal

Period:

 The

end

of

the

reporting

period

for

the Funds

is

March

31,

2024,

and

the

period

covered

by

these

Notes

to

Financial

Statements

is

the

fiscal

year

ended

March

31,

2024

(the

"current

fiscal

period").

Change

in

Fiscal

and

Tax

Year

Ends:

On

February

28,

2024,

the

Inflation

Linked

Bond’s

Board

of

Trustees

approved

that

the

Fund’s

fiscal

and

tax

year

ends

(collectively,

“fiscal

year

end”)

be

changed

from

March

31

to

December

31,

which

became

effective

April

1,

2024.

The

Fund

will

continue

to

follow

its

current

regulatory

reporting

schedule

and

prepare

a

semi-annual

report

as

of

September

30,

2024,

which

will

then

be

followed

by

an

annual

report

for

the

9-month

period

ended

December

31,

2024.

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 net

asset

value (“NAV”)

for

financial

reporting

purposes

may

differ

from

the NAV

for

processing

transactions.

The NAV

for

financial

reporting

purposes

includes

security

and shareholder

transactions

through

the

date

of

the

report.

Total

return

is

computed

based

on

the NAV

used

for

processing

transactions.

The

following

is

a

summary

of

the

significant

accounting

policies

consistently

followed

by

the

Funds.

New

Name

Former

Name

Short

Name

Nuveen

Bond

Index

Fund

TIAA-CREF

Bond

Index

Fund

Bond

Index

Nuveen

Core

Bond

Fund

TIAA-CREF

Core

Bond

Fund

Core

Bond

Nuveen

Core

Impact

Bond

Fund

TIAA-CREF

Core

Impact

Bond

Fund

Core

Impact

Bond

Nuveen

Core

Plus

Bond

Fund

TIAA-CREF

Core

Plus

Bond

Fund

Core

Plus

Bond

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund

TIAA-CREF

5-15

Year

Laddered

Tax-Exempt

Bond

Fund

5-15

Year

Laddered

Tax

Exempt

Bond

Nuveen

Green

Bond

Fund

TIAA-CREF

Green

Bond

Fund

Green

Bond

Nuveen

High

Yield

Fund

TIAA-CREF

High-Yield

Fund

High

Yield

Nuveen

Inflation

Linked

Bond

Fund

TIAA-CREF

Inflation-Linked

Bond

Fund

Inflation

Linked

Bond

Nuveen

Short

Duration

Impact

Bond

Fund

TIAA-CREF

Short

Duration

Impact

Bond

Fund

Short

Duration

Impact

Bond

Nuveen

Short

Term

Bond

Fund

TIAA-CREF

Short-Term

Bond

Fund

Short

Term

Bond

Nuveen

Short

Term

Bond

Index

Fund

TIAA-CREF

Short-Term

Bond

Index

Fund

Short

Term

Bond

Index

Nuveen

Money

Market

Fund

TIAA-CREF

Money

Market

Fund

Money

Market

New

Name

Former

Name

Class

A

Retail

Class

Class

I

Advisor

Class

Class

R6

Institutional

Class

407

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.

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

and

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)

of

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. 

Foreign

Taxes:

The Funds

may

be

subject

to

foreign

taxes

on

income,

gains

on

investments

or

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.

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.

Indemnification:

 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.

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.

Notes

to

Financial

Statements

(continued)

408

The

Funds’

investments

subject

to

netting

agreements

as

of

the

end

of

the

reporting

period,

if

any,

are

further

described

later

in

these

Notes

to

Financial

Statements.

New

Accounting

Pronouncement:

 In

June

2022,

the

FASB

issued

ASU

2022-03

to

clarify

the

guidance

in

Topic

820,

Fair

Value

Measurement

(“Topic

820”).

The

amendments

in

ASU

2022-03

affect

all

entities

that

have

investments

in

equity

securities

measured

at

fair

value

that

are

subject

to

a

contractual

sale

restriction.

ASU

2022-03

(1)

clarifies

the

guidance

in

Topic

820,

when

measuring

the

fair

value

of

an

equity

security

subject

to

contractual

restrictions

that

prohibit

the

sale

of

an

equity

security,

(2)

amends

a

related

illustrative

example,

and

(3)

introduces

new

disclosure

requirements

for

equity

securities

subject

to

contractual

sale

restrictions

that

are

measured

at

fair

value

in

accordance

with

Topic

820.

For

public

business

entities,

the

amendments

in

ASU

2022-03

are

effective

for

fiscal

years

beginning

after

December

15,

2023,

and

interim

periods

within

those

fiscal

years.

For

all

other

entities,

the

amendments

are

effective

for

fiscal

years

beginning

after

December

15,

2024,

and

interim

periods

within

those

fiscal

years.

Early

adoption

is

permitted

for

both

interim

and

annual

financial

statements

that

have

not

yet

been

issued

or

made

available

for

issuance.

During

the

current

fiscal

period,

the Funds adopted

the

new

guidance

and

there

was

no

material

impact

to

the

Funds.

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

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.

409

Futures

contracts

are

valued

using

the

closing

settlement

price

or,

in

the

absence

of

such

a

price,

the

last

traded

price and

are

generally

classified

as

Level

1.

Forward

foreign

currency

contracts

are

valued

using

the

prevailing

forward

exchange

rate

which

is

derived

from

quotes

provided

by

the

pricing

service

using

the

procedures

approved

by

the

Adviser,

subject

to

the

oversight

of

the

Board,

and

are

classified

as

Level

2.

For

any

portfolio

security

or

derivative

for

which

market

quotations

are

not

readily

available

or

for

which

the

Adviser

deems

the

valuations

derived

using

the

valuation

procedures

described

above

not

to

reflect

fair

value,

the

Adviser

will

determine

a

fair

value

in

good

faith

using

alternative

procedures

approved

by

the

Adviser,

subject

to

the

oversight

of

the

Board.

As

a

general

principle,

the

fair

value

of

a

security

is

the

amount

that

the

owner

might

reasonably

expect

to

receive

for

it

in

a

current

sale.

A

variety

of

factors

may

be

considered

in

determining

the

fair

value

of

such

securities,

which

may

include

consideration

of

the

following:

yields

or

prices

of

investments

of

comparable

quality,

type

of

issue,

coupon,

maturity

and

rating,

market

quotes

or

indications

of

value

from

security

dealers,

evaluations

of

anticipated

cash

flows

or

collateral,

general

market

conditions

and

other

information

and

analysis,

including

the

obligor’s

credit

characteristics

considered

relevant.

To

the

extent

the

inputs

are

observable

and

timely,

the

values

would

be

classified

as Level

2;

otherwise

they

would

be

classified

as

Level

3. 

The

following

table

summarizes

the

market

value

of

the Funds’

investments

as

of

the

end

of

the

current

fiscal

period, based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$6,060,043,915

$—

$6,060,043,915

Government

bonds

—

16,850,658,392

—

16,850,658,392

Structured

assets

—

538,190,139

—

538,190,139

Short-Term

Investments

:

Government

agency

debt

—

2,489,568

—

2,489,568

Repurchase

agreement

—

107,310,000

—

107,310,000

Treasury

debt

—

42,892,225

—

42,892,225

Investments

purchased

with

collateral

from

securities

lending

285,873,107

—

—

285,873,107

Total

$285,873,107

$23,601,584,239

$—

$23,887,457,346

1

1

1

1

1

Core

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$178,120,479

$—

$178,120,479

Corporate

bonds

—

3,378,381,271

1,801,350

3,380,182,621

Government

bonds

—

4,914,541,675

—

4,914,541,675

Structured

assets

—

1,420,451,395

3,207,938

1,423,659,333

Common

stocks

—

224,409

—

224,409

Preferred

stocks

10,470,897

—

—

10,470,897

Short-Term

Investments

:

Government

agency

debt

—

2,789,395

—

2,789,395

Repurchase

agreement

—

25,000,000

—

25,000,000

Treasury

debt

—

32,113,141

—

32,113,141

Investments

purchased

with

collateral

from

securities

lending

127,425,111

—

—

127,425,111

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

126,587

—

126,587

Total

$137,896,008

$9,951,748,352

$5,009,288

$10,094,653,648

1

1

1

1

1

Core

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$40,870,624

$57,737

$40,928,361

Corporate

bonds

—

1,750,817,080

—

1,750,817,080

Government

bonds

—

3,577,538,344

732

3,577,539,076

Structured

assets

—

840,336,095

2,339,362

842,675,457

Preferred

stocks

31,574,752

—

—

31,574,752

Short-Term

Investments

:

Government

agency

debt

—

30,962,169

—

30,962,169

Repurchase

agreement

—

6,064,000

—

6,064,000

Treasury

debt

—

2,486,096

—

2,486,096

Investments

purchased

with

collateral

from

securities

lending

210,662,835

—

—

210,662,835

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

298,311

—

298,311

Total

$242,237,587

$6,249,372,719

$2,397,831

$6,494,008,137

1

1

1

1

1

Notes

to

Financial

Statements

(continued)

410

Fund

Level

1

Level

2

Level

3

Total

Core

Plus

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$159,182,687

$—

$159,182,687

Corporate

bonds

—

1,795,440,734

1,351,013

1,796,791,747

Government

bonds

—

2,071,559,252

—

2,071,559,252

Structured

assets

—

613,308,498

6,556,338

619,864,836

Common

stocks

—

245,186

15

245,201

Preferred

stocks

4,524,060

—

—

4,524,060

Short-Term

Investments

:

Government

agency

debt

—

2,489,568

—

2,489,568

Repurchase

agreement

—

27,470,000

—

27,470,000

Treasury

debt

—

24,196,985

—

24,196,985

Investments

purchased

with

collateral

from

securities

lending

55,272,446

—

—

55,272,446

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

51,645

—

51,645

Total

$59,796,506

$4,693,944,555

$7,907,366

$4,761,648,427

1

1

1

1

1

5-15

Year

Laddered

Tax

Exempt

Bond

Long-Term

Investments:

Long-term

municipal

bonds

$

—

$

220,783,221

$

—

$

220,783,221

Short-Term

Investments:

Repurchase

agreement

—

420,000

—

420,000

Total

$—

$221,203,221

$—

$221,203,221

1

1

1

1

1

Green

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$2,794,376

$—

$2,794,376

Corporate

bonds

—

81,876,976

—

81,876,976

Government

bonds

—

41,678,040

24

41,678,064

Structured

assets

—

28,265,042

113,284

28,378,326

Preferred

stocks

798,580

—

—

798,580

Short-Term

Investments

:

Repurchase

agreement

—

4,340,000

—

4,340,000

Investments

purchased

with

collateral

from

securities

lending

3,263,021

—

—

3,263,021

Total

$4,061,601

$158,954,434

$113,308

$163,129,343

1

1

1

1

1

High

Yield

Long-Term

Investments

:

Bank

loan

obligations

$—

$124,139,350

$—

$124,139,350

Corporate

bonds

—

1,760,613,979

—

1,760,613,979

Common

stocks

49,945,275

9,021

79

49,954,375

Short-Term

Investments

:

Government

agency

debt

—

2,489,568

—

2,489,568

Repurchase

agreement

—

33,120,000

—

33,120,000

Treasury

debt

—

14,950,636

—

14,950,636

Investments

purchased

with

collateral

from

securities

lending

43,945,920

—

—

43,945,920

Total

$93,891,195

$1,935,322,554

$79

$2,029,213,828

1

1

1

1

1

Inflation

Linked

Bond

Long-Term

Investments

:

Corporate

bonds

$—

$8,082,313

$—

$8,082,313

Government

bonds

—

2,930,863,356

—

2,930,863,356

Short-Term

Investments

:

Repurchase

agreement

—

5,880,000

—

5,880,000

Investments

in

Derivatives

:

Futures

contracts*

204,340

—

—

204,340

Total

$204,340

$2,944,825,669

$—

$2,945,030,009

1

1

1

1

1

Short

Duration

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,792,917

$—

$1,792,917

Corporate

bonds

—

25,254,747

—

25,254,747

Government

bonds

—

33,549,578

—

33,549,578

Structured

assets

—

14,719,999

—

14,719,999

Short-Term

Investments

:

Repurchase

agreement

—

570,000

—

570,000

Investments

purchased

with

collateral

from

securities

lending

2,121,069

—

—

2,121,069

Total

$2,121,069

$75,887,241

$—

$78,008,310

1

1

1

1

1

411

4.

Investments

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

reporting

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

$—

$29,923,566

$—

$29,923,566

Corporate

bonds

—

632,536,337

—

632,536,337

Government

bonds

—

826,068,673

—

826,068,673

Structured

assets

—

333,673,948

2,493,742

336,167,690

Short-Term

Investments

:

Government

agency

debt

—

1,997,698

—

1,997,698

Repurchase

agreement

—

4,550,000

—

4,550,000

Treasury

debt

—

4,989,022

—

4,989,022

Investments

purchased

with

collateral

from

securities

lending

67,486,279

—

—

67,486,279

Investments

in

Derivatives

:

Futures

contracts*

(108,709)

—

—

(108,709)

Total

$67,377,570

$1,833,739,244

$2,493,742

$1,903,610,556

1

1

1

1

1

Short

Term

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$528,981,200

$—

$528,981,200

Government

bonds

—

1,446,467,471

—

1,446,467,471

Structured

assets

—

611,900

—

611,900

Short-Term

Investments

:

Government

agency

debt

—

99,526

—

99,526

Treasury

debt

—

44,436,916

—

44,436,916

Investments

purchased

with

collateral

from

securities

lending

4,137,191

—

—

4,137,191

Total

$4,137,191

$2,020,597,013

$—

$2,024,734,204

1

1

1

1

1

Money

Market

Short-Term

Investments:

Government

agency

debt

—

300,121,203

—

300,121,203

Repurchase

agreement

—

858,349,000

—

858,349,000

Treasury

debt

—

789,198,269

—

789,198,269

Variable

rate

securities

—

180,267,878

—

180,267,878

Total

$—

$2,127,936,350

$—

$2,127,936,350

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Fund

Counterparty

Short-term

Investments,

at

Value

Collateral

Pledged

(From)

Counterparty

Bond

Index

Fixed

Income

Clearing

Corp

(FICC)

$

107,310,000

$

109,456,280

Core

Bond

Fixed

Income

Clearing

Corp

(FICC)

25,000,000

25,500,044

Core

Impact

Bond

Fixed

Income

Clearing

Corp

(FICC)

6,064,000

6,185,297

Core

Plus

Bond

Fixed

Income

Clearing

Corp

(FICC)

27,470,000

28,019,419

5-15

Year

Laddered

Tax

Exempt

Bond

Fixed

Income

Clearing

Corp

(FICC)

420,000

428,466

Green

Bond

Fixed

Income

Clearing

Corp

(FICC)

4,340,000

4,426,905

High

Yield

Fixed

Income

Clearing

Corp

(FICC)

33,120,000

33,782,509

Inflation

Linked

Bond

Fixed

Income

Clearing

Corp

(FICC)

5,880,000

5,997,662

Short

Duration

Impact

Bond

Fixed

Income

Clearing

Corp

(FICC)

570,000

581,462

Short

Term

Bond

Fixed

Income

Clearing

Corp

(FICC)

4,550,000

4,641,064

Money

Market

Fixed

Income

Clearing

Corp

(FICC)

858,349,000

875,516,053

Notes

to

Financial

Statements

(continued)

412

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;

any

additional

collateral

required

due

to

changes

in

security

values

is

delivered

to

the Fund

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

the

Money

Market

Fund)

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.

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

$–

$316,415,796

$285,873,107

$39,250,602

$325,123,709

Core

Bond

–

129,844,666

127,425,111

6,640,803

134,065,914

Core

Impact

Bond

268,362

207,613,434

210,662,835

2,260,456

212,923,291

Core

Plus

Bond

–

60,866,438

55,272,446

7,343,569

62,616,015

Green

Bond

–

3,180,719

3,263,021

–

3,263,021

High

Yield

19,896,548

46,747,152

43,945,920

25,020,592

68,966,512

Short

Duration

Impact

Bond

–

2,067,403

2,121,069

–

2,121,069

Short

Term

Bond

–

65,902,274

67,486,279

–

67,486,279

Short

Term

Bond

Index

–

4,028,323

4,137,191

–

4,137,191

*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.

Fund

Non-U.S.

Government

Purchases

U.S.

Government

Purchases

Non-U.S.

Government

Sales

U.S.

Government

Sales

8.1

Bond

Index

$

1,590,132,231

$

5,116,857,267

$

534,952,382

$

2,576,862,475

8.2

Core

Bond

1,119,597,498

5,812,176,401

1,084,979,481

4,710,912,201

8.3

Core

Impact

Bond

1,723,715,340

7,212,263,273

1,670,391,619

6,797,784,223

8.4

Core

Plus

Bond

620,791,910

2,270,287,383

566,780,614

1,903,796,624

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

106,325,608

–

113,854,248

–

8.6

Green

Bond

49,591,677

55,077,930

32,253,202

55,470,682

8.7

High

Yield

905,624,817

–

1,348,633,957

–

8.8

Inflation

Linked

Bond

–

931,026,888

705,000

850,521,340

8.9

Short

Duration

Impact

Bond

47,722,006

150,705,888

30,814,470

156,641,365

9.01

Short

Term

Bond

343,729,436

1,800,372,675

592,898,556

1,616,838,834

9.1

Short

Term

Bond

Index

358,527,359

968,007,420

223,474,730

690,486,516

413

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

the

Funds have

when-issued/delayed-delivery

purchases

commitments

as

of

the

end

of

the

reporting

period,

such

amounts

are

recognized

on

the

Statement

of

Assets

and

Liabilities.

5.

Derivative

Investments

Each Fund

(other

than

the

Money

Market

Fund) 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.

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:

Fund

Average

Notional

Amount

of

Futures

Contracts

Outstanding*

8.8

Inflation

Linked

Bond

$

46,939,382

9.01

Short

Term

Bond

129,562,823

*

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.

Fund

Average

Notional

Amount

of

Forward

Contracts

Outstanding*

8.2

Core

Bond

$

4,481,627

8.3

Core

Impact

Bond

11,679,834

8.4

Core

Plus

Bond

1,857,146

*

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.

Notes

to

Financial

Statements

(continued)

414

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

reporting

period.

Credit

Default

Swap

Contracts:

Certain

Funds

are

subject

to

credit

risk

in

the

normal

course

of

pursuing

their

investment

objectives.

The

Funds (other

than

the

Money

Market

Fund)

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.

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:

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.

$3,229

$-

$3,229

$-

$3,229

Toronto

Dominion

Bank

123,358

-

123,358

-

123,358

$126,587

-

$126,587

-

$126,587

Core

Impact

Bond

Australia

and

New

Zealand

Banking

Group

Limited

$153,264

-

$153,264

-

$153,264

JPMorgan

Chase

Bank

145,047

-

145,047

-

145,047

$298,311

-

$298,311

-

$298,311

Core

Plus

Bond

Toronto

Dominion

Bank

$51,645

-

$51,645

-

$51,645

415

As

of the

end

of

the

reporting

period,

the

following Funds

have

invested

in

derivative

contracts

which

are

reflected

in

the

Statement

of

Assets

and

Liabilities

as

follows:

During

the

current

fiscal

period,

the

effect

of

derivative

contracts

on

the Funds'

Statement

of

Operations

was

as

follows:

Fund

Average

Notional

Amount

of

Swap

Contracts

Outstanding*

8.2

Core

Bond

$

193,594,000

8.4

Core

Plus

Bond

193,978,000

*

The

average

notional

amount

is

calculated

based

on

the

outstanding

notional

amount

of

contracts

at

the

beginning

of

the

current

fiscal

period

and

at

the

end

of

each

fiscal

quarter

within

the

current

fiscal

period.

Asset

Derivatives

Liability

Derivatives

Derivative

Instrument

Risk

Exposure

Location

Value

Location

Value

Core

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

Unrealized

appreciation

on

forward

contracts

$

126,587

-

$

–

1

1

1

1

1

1

1

1

Core

Impact

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

Unrealized

appreciation

on

forward

contracts

298,311

-

–

1

1

1

1

1

1

1

1

Core

Plus

Bond

Forward

foreign

currency

contracts

Foreign

currency

exchange

rate

Unrealized

appreciation

on

forward

contracts

51,645

-

–

1

1

1

1

1

1

1

1

Inflation

Linked

Bond

Futures

contracts

Interest

rate

Unrealized

appreciation

on

futures

contracts

*

204,340

-

–

1

1

1

1

1

1

1

1

Short

Term

Bond

Futures

contracts

Interest

rate

-

–

Unrealized

depreciation

on

futures

contracts

*

(108,709)

1

1

1

1

1

1

1

1

*

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.

Derivative

Instrument

Risk

Exposure

Net

Realized

Gain

(Loss)

Change

in

Unrealized

Appreciation

(Depreciation)

8.2

Core

Bond

Forward

contracts

Foreign

currency

exchange

rate

$

–

$

126,587

Swap

contracts

Credit

(26,201,433)

–

8.3

Core

Impact

Bond

Forward

contracts

Foreign

currency

exchange

rate

–

298,311

8.4

Core

Plus

Bond

Forward

contracts

Foreign

currency

exchange

rate

–

51,645

Swap

contracts

Credit

(25,383,776)

–

8.8

Inflation

Linked

Bond

Futures

contracts

Interest

rate

(2,542,311)

204,340

9.01

Short

Term

Bond

Futures

contracts

Interest

rate

(5,461,987)

1,160,210

Notes

to

Financial

Statements

(continued)

416

6.

Fund

Shares

Transactions

in

Fund

shares

during

the

current

and

prior

fiscal

period

were

as

follows:

Year

Ended

3/31/24

Year

Ended

3/31/23

8.1

Bond

Index

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

388,783

$

3,668,440

437,630

$

4,277,061

Class

I

1,195,739

11,522,782

896,528

8,759,575

Premier

Class

713,447

6,732,143

611,998

5,929,343

Class

R6

171,458,338

1,630,627,322

140,425,090

1,362,662,625

Retirement

Class

3,034,864

28,803,233

2,678,831

26,205,459

Class

W

366,027,009

3,477,979,940

305,529,196

2,966,858,312

Total

subscriptions

542,818,180

5,159,333,860

450,579,273

4,374,692,375

Reinvestments

of

distributions:

Class

A

77,772

736,123

67,904

657,228

Class

I

82,625

781,370

45,231

436,769

Premier

Class

77,581

733,719

62,554

604,972

Class

R6

30,005,606

283,779,946

23,875,399

230,916,440

Retirement

Class

1,499,760

14,192,587

1,393,770

13,487,687

Class

W

–

–

546,446

5,245,886

Total

reinvestments

of

distributions

31,743,344

300,223,745

25,991,304

251,348,982

Redemptions:

Class

A

(469,329)

(4,429,837)

(676,052)

(6,575,054)

Class

I

(530,402)

(4,932,734)

(300,572)

(2,913,797)

Premier

Class

(661,380)

(6,129,091)

(513,996)

(4,997,927)

Class

R6

(117,562,388)

(1,111,719,419)

(147,473,169)

(1,430,584,260)

Retirement

Class

(9,880,251)

(93,457,671)

(7,980,248)

(77,257,617)

Class

W

(122,904,024)

(1,173,892,419)

(189,529,988)

(1,829,665,614)

Total

redemptions

(252,007,774)

(2,394,561,171)

(346,474,025)

(3,351,994,269)

Net

increase

(decrease)

from

shareholder

transactions

322,553,750

$

3,064,996,434

130,096,552

$

1,274,047,088

Year

Ended

3/31/24

Year

Ended

3/31/23

8.2

Core

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

393,119

$

3,606,313

345,851

$

3,249,134

Class

I

9,163,304

82,160,388

12,544,200

115,982,030

Premier

Class

75,038

675,986

117,361

1,086,536

Class

R6

143,477,856

1,291,720,695

151,445,076

1,397,460,780

Retirement

Class

2,291,266

20,955,515

624,354

5,850,641

Class

W

107,238,366

968,488,347

102,648,322

940,462,155

Total

subscriptions

262,638,949

2,367,607,244

267,725,164

2,464,091,276

Reinvestments

of

distributions:

Class

A

284,891

2,604,916

244,866

2,288,319

Class

I

2,753,384

24,751,046

2,866,974

26,342,595

Premier

Class

17,808

160,068

19,178

176,157

Class

R6

18,674,668

167,715,767

13,558,837

124,410,776

Retirement

Class

521,580

4,774,375

453,704

4,244,683

Class

W

–

–

3

27

Total

reinvestments

of

distributions

22,252,331

200,006,172

17,143,562

157,462,557

Redemptions:

Class

A

(1,193,686)

(10,909,199)

(1,381,029)

(12,974,411)

Class

I

(12,124,764)

(108,735,304)

(42,217,021)

(389,676,087)

Premier

Class

(344,855)

(3,043,370)

(182,489)

(1,655,521)

Class

R6

(118,582,953)

(1,063,216,723)

(111,329,882)

(1,022,465,435)

Retirement

Class

(2,430,586)

(22,132,124)

(2,830,350)

(26,625,023)

Class

W

(60,498,612)

(540,783,193)

(154,764,018)

(1,414,599,150)

Total

redemptions

(195,175,456)

(1,748,819,913)

(312,704,789)

(2,867,995,627)

Net

increase

(decrease)

from

shareholder

transactions

89,715,824

$

818,793,503

(27,836,063)

$

(246,441,794)

417

Year

Ended

3/31/24

Year

Ended

3/31/23

8.3

Core

Impact

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

6,389,097

$

56,787,544

5,257,222

$

47,940,004

Class

I

38,037,904

333,840,037

61,441,911

562,721,051

Premier

Class

1,141,126

10,049,033

810,721

7,381,733

Class

R6

167,845,855

1,481,756,681

211,412,447

1,924,593,495

Retirement

Class

322,346

2,834,918

427,297

3,905,641

Total

subscriptions

213,736,328

1,885,268,213

279,349,598

2,546,541,924

Reinvestments

of

distributions:

Class

A

1,058,421

9,332,604

814,984

7,392,026

Class

I

2,098,855

18,530,176

2,595,065

23,589,395

Premier

Class

29,059

258,047

57,557

522,087

Class

R6

17,245,334

152,226,244

11,318,742

102,601,161

Retirement

Class

1,015,909

8,970,439

981,833

8,911,477

Total

reinvestments

of

distributions

21,447,578

189,317,510

15,768,181

143,016,146

Redemptions:

Class

A

(6,525,824)

(57,561,094)

(11,752,888)

(106,965,297)

Class

I

(30,643,954)

(269,980,737)

(107,396,822)

(976,266,106)

Premier

Class

(2,426,796)

(21,495,636)

(994,013)

(9,072,953)

Class

R6

(156,667,133)

(1,381,505,758)

(189,828,871)

(1,733,377,694)

Retirement

Class

(6,841,321)

(60,422,604)

(10,122,946)

(91,968,507)

Total

redemptions

(203,105,028)

(1,790,965,829)

(320,095,540)

(2,917,650,557)

Net

increase

(decrease)

from

shareholder

transactions

32,078,878

$

283,619,894

(24,977,761)

$

(228,092,487)

Year

Ended

3/31/24

Year

Ended

3/31/23

8.4

Core

Plus

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

637,140

$

5,760,334

912,593

$

8,488,399

Class

I

2,119,502

19,097,164

2,713,735

25,258,906

Premier

Class

29,474

265,664

57,240

533,117

Class

R6

29,307,912

264,531,307

47,041,223

430,266,086

Retirement

Class

1,649,380

14,926,099

5,135,317

46,552,516

Class

W

58,077,880

526,279,170

51,970,189

477,492,728

Total

subscriptions

91,821,288

830,859,738

107,830,297

988,591,752

Reinvestments

of

distributions:

Class

A

950,817

8,576,619

834,947

7,690,057

Class

I

188,972

1,702,398

217,193

2,002,974

Premier

Class

20,108

181,051

23,865

219,417

Class

R6

3,715,248

33,456,272

2,780,663

25,557,622

Retirement

Class

1,288,520

11,615,845

1,061,320

9,771,134

Class

W

2

14

7

62

Total

reinvestments

of

distributions

6,163,667

55,532,199

4,917,995

45,241,266

Redemptions:

Class

A

(2,669,061)

(24,041,800)

(2,936,544)

(27,179,005)

Class

I

(3,455,418)

(31,157,372)

(9,086,795)

(84,545,619)

Premier

Class

(346,824)

(3,057,507)

(163,187)

(1,517,305)

Class

R6

(23,574,939)

(210,930,676)

(43,385,370)

(397,243,284)

Retirement

Class

(5,537,766)

(49,843,769)

(5,869,657)

(54,584,539)

Class

W

(32,127,026)

(287,368,309)

(84,004,213)

(767,502,189)

Total

redemptions

(67,711,034)

(606,399,433)

(145,445,766)

(1,332,571,941)

Net

increase

(decrease)

from

shareholder

transactions

30,273,921

$

279,992,504

(32,697,474)

$

(298,738,923)

Year

Ended

3/31/24

Year

Ended

3/31/23

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

785,378

$

7,642,057

902,422

$

8,752,364

Class

I

27,510

268,591

8,143

77,857

Class

R6

57,968

561,695

65,771

636,628

Total

subscriptions

870,856

8,472,343

976,336

9,466,849

Reinvestments

of

distributions:

Class

A

499,518

4,847,145

482,076

4,653,212

Class

I

872

8,452

1,312

12,636

Class

R6

23,427

227,104

35,744

344,265

Total

reinvestments

of

distributions

523,817

5,082,701

519,132

5,010,113

Redemptions:

Class

A

(2,768,904)

(26,860,682)

(2,870,264)

(27,778,242)

Class

I

(45,947)

(448,035)

(23,089)

(223,196)

Class

R6

(141,490)

(1,354,763)

(1,025,410)

(9,609,591)

Total

redemptions

(2,956,341)

(28,663,480)

(3,918,763)

(37,611,029)

Net

increase

(decrease)

from

shareholder

transactions

(1,561,668)

$

(15,108,436)

(2,423,295)

$

(23,134,067)

Notes

to

Financial

Statements

(continued)

418

Year

Ended

3/31/24

Year

Ended

3/31/23

8.6

Green

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

79,569

$

721,115

186,499

$

1,733,901

Class

I

1,102,443

9,905,649

5,289,244

49,706,005

Premier

Class

–

–

–

–

Class

R6

2,790,819

25,419,723

825,487

7,570,213

Retirement

Class

191,561

1,722,528

215,373

1,979,197

Total

subscriptions

4,164,392

37,769,015

6,516,603

60,989,316

Reinvestments

of

distributions:

Class

A

26,212

235,572

21,139

193,839

Class

I

173,538

1,558,167

110,887

1,002,287

Premier

Class

–

–

–

–

Class

R6

89,433

806,425

34,096

311,859

Retirement

Class

54,734

491,904

47,209

433,137

Total

reinvestments

of

distributions

343,917

3,092,068

213,331

1,941,122

Redemptions:

Class

A

(150,237)

(1,346,672)

(111,649)

(1,035,944)

Class

I

(2,089,197)

(18,447,196)

(947,092)

(8,587,124)

Premier

Class

–

–

–

–

Class

R6

(423,260)

(3,814,585)

(197,011)

(1,842,105)

Retirement

Class

(308,528)

(2,763,695)

(280,683)

(2,600,942)

Total

redemptions

(2,971,222)

(26,372,148)

(1,536,435)

(14,066,115)

Net

increase

(decrease)

from

shareholder

transactions

1,537,087

$

14,488,935

5,193,499

$

48,864,323

Year

Ended

3/31/24

Year

Ended

3/31/23

8.7

High

Yield

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

16,864,265

$

142,512,910

10,570,538

$

88,787,761

Class

I

74,902

627,064

201,070

1,703,177

Premier

Class

6,436,773

53,896,898

2,681,319

22,051,967

Class

R6

28,302,571

237,469,824

78,621,955

661,796,973

Retirement

Class

1,248,960

10,533,328

864,229

7,196,947

Class

W

9,415,019

79,806,589

30,418,964

258,965,118

Total

subscriptions

62,342,490

524,846,613

123,358,075

1,040,501,943

Reinvestments

of

distributions:

Class

A

1,401,381

11,850,700

1,321,632

11,069,344

Class

I

35,184

295,340

51,829

432,052

Premier

Class

91,687

771,689

103,944

866,963

Class

R6

7,957,756

67,005,015

9,082,387

75,823,006

Retirement

Class

1,554,597

13,088,418

1,511,320

12,605,975

Class

W

5

42

2

16

Total

reinvestments

of

distributions

11,040,610

93,011,204

12,071,114

100,797,356

Redemptions:

Class

A

(18,880,056)

(159,542,266)

(13,734,760)

(115,992,366)

Class

I

(568,502)

(4,746,125)

(368,926)

(3,108,211)

Premier

Class

(6,995,487)

(58,678,188)

(2,734,850)

(22,491,306)

Class

R6

(74,237,300)

(617,266,065)

(154,437,777)

(1,294,518,673)

Retirement

Class

(4,818,258)

(40,492,555)

(5,161,262)

(43,285,070)

Class

W

(26,817,898)

(222,756,293)

(15,850,214)

(130,827,278)

Total

redemptions

(132,317,501)

(1,103,481,492)

(192,287,789)

(1,610,222,904)

Net

increase

(decrease)

from

shareholder

transactions

(58,934,401)

$

(485,623,675)

(56,858,600)

$

(468,923,605)

419

Year

Ended

3/31/24

Year

Ended

3/31/23

8.8

Inflation

Linked

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

1,288,477

$

13,059,446

1,574,766

$

16,926,139

Class

I

2,405,516

25,230,979

2,423,106

26,818,257

Premier

Class

25,759

270,373

44,609

499,276

Class

R6

6,879,795

72,184,907

5,437,209

59,949,730

Retirement

Class

297,367

3,105,040

614,903

6,855,538

Class

W

49,776,621

521,604,305

40,423,132

439,941,345

Total

subscriptions

60,673,535

635,455,050

50,517,725

550,990,285

Reinvestments

of

distributions:

Class

A

394,391

3,963,055

815,199

8,524,838

Class

I

205,967

2,136,473

563,086

6,066,973

Premier

Class

6,450

66,748

16,235

174,643

Class

R6

2,017,779

20,917,461

3,568,037

38,428,017

Retirement

Class

423,884

4,434,311

943,023

10,247,412

Class

W

–

–

1,318,661

13,806,382

Total

reinvestments

of

distributions

3,048,471

31,518,048

7,224,241

77,248,265

Redemptions:

Class

A

(2,593,681)

(26,316,099)

(3,415,635)

(37,024,736)

Class

I

(4,930,366)

(51,510,463)

(7,688,218)

(83,389,968)

Premier

Class

(168,393)

(1,735,965)

(56,354)

(609,477)

Class

R6

(11,367,625)

(118,426,790)

(25,799,990)

(295,420,202)

Retirement

Class

(2,597,626)

(27,400,363)

(2,779,420)

(30,758,626)

Class

W

(24,053,242)

(252,579,348)

(27,780,021)

(306,875,664)

Total

redemptions

(45,710,933)

(477,969,028)

(67,519,638)

(754,078,673)

Net

increase

(decrease)

from

shareholder

transactions

18,011,073

$

189,004,070

(9,777,672)

$

(125,840,123)

Year

Ended

3/31/24

Year

Ended

3/31/23

8.9

Short

Duration

Impact

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

35,423

$

338,088

156,683

$

1,519,438

Class

I

43,094

411,340

1,798,193

17,249,091

Premier

Class

–

–

–

–

Class

R6

2,283,761

21,704,634

4,387,844

41,963,638

Retirement

Class

110,769

1,057,670

330,021

3,171,705

Total

subscriptions

2,473,047

23,511,732

6,672,741

63,903,872

Reinvestments

of

distributions:

Class

A

9,368

89,094

6,161

58,931

Class

I

3,575

33,942

21,686

207,223

Premier

Class

–

–

–

–

Class

R6

180,610

1,717,801

63,816

609,239

Retirement

Class

22,699

215,872

14,850

142,071

Total

reinvestments

of

distributions

216,252

2,056,709

106,513

1,017,464

Redemptions:

Class

A

(54,829)

(521,302)

(48,754)

(466,614)

Class

I

(39,890)

(377,545)

(2,132,929)

(20,331,860)

Premier

Class

–

–

–

–

Class

R6

(1,740,093)

(16,577,622)

(981,999)

(9,365,476)

Retirement

Class

(198,956)

(1,890,470)

(236,321)

(2,263,371)

Total

redemptions

(2,033,768)

(19,366,939)

(3,400,003)

(32,427,321)

Net

increase

(decrease)

from

shareholder

transactions

655,531

$

6,201,502

3,379,251

$

32,494,015

Notes

to

Financial

Statements

(continued)

420

Year

Ended

3/31/24

Year

Ended

3/31/23

9.01

Short

Term

Bond

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

490,276

$

4,849,577

657,362

$

6,509,202

Class

I

3,605,313

35,737,750

15,078,332

148,175,833

Premier

Class

40,535

399,729

62,643

624,873

Class

R6

14,923,784

147,520,450

36,530,228

361,395,376

Retirement

Class

1,808,529

17,942,601

10,716,701

106,142,330

Class

W

22,730,002

225,210,943

20,386,924

201,674,853

Total

subscriptions

43,598,439

431,661,050

83,432,190

824,522,467

Reinvestments

of

distributions:

Class

A

387,743

3,839,527

314,257

3,112,908

Class

I

497,841

4,925,246

340,986

3,373,133

Premier

Class

11,754

116,316

9,971

98,794

Class

R6

1,129,471

11,174,026

944,746

9,344,974

Retirement

Class

696,973

6,901,048

396,945

3,931,167

Class

W

–

–

115,266

1,131,911

Total

reinvestments

of

distributions

2,723,782

26,956,163

2,122,171

20,992,887

Redemptions:

Class

A

(1,944,625)

(19,209,323)

(2,723,766)

(27,045,101)

Class

I

(7,907,750)

(78,093,816)

(16,359,513)

(162,365,858)

Premier

Class

(173,573)

(1,723,916)

(85,874)

(851,826)

Class

R6

(30,109,768)

(297,754,698)

(30,099,448)

(297,768,212)

Retirement

Class

(5,983,487)

(59,273,332)

(2,170,780)

(21,537,339)

Class

W

(16,257,019)

(160,299,901)

(29,451,057)

(291,226,275)

Total

redemptions

(62,376,222)

(616,354,986)

(80,890,438)

(800,794,611)

Net

increase

(decrease)

from

shareholder

transactions

(16,054,001)

$

(157,737,773)

4,663,923

$

44,720,743

Year

Ended

3/31/24

Year

Ended

3/31/23

9.1

Short

Term

Bond

Index

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

16,494

$

157,548

41,603

$

397,229

Class

I

12,772

122,193

62,892

600,483

Premier

Class

15,410

146,462

8,226

78,044

Class

R6

2,004,911

19,126,139

1,369,697

13,091,462

Retirement

Class

22,146,569

211,172,507

14,636,195

139,827,595

Class

W

37,136,270

354,386,326

31,813,748

304,081,401

Total

subscriptions

61,332,426

585,111,175

47,932,361

458,076,214

Reinvestments

of

distributions:

Class

A

8,397

79,977

3,735

35,611

Class

I

1,746

16,621

1,037

9,878

Premier

Class

633

6,018

225

2,153

Class

R6

287,096

2,735,719

131,024

1,249,804

Retirement

Class

1,957,808

18,660,594

578,603

5,514,928

Class

W

–

–

–

–

Total

reinvestments

of

distributions

2,255,680

21,498,929

714,624

6,812,374

Redemptions:

Class

A

(32,573)

(310,076)

(66,706)

(638,308)

Class

I

(15,001)

(142,840)

(83,251)

(792,699)

Premier

Class

(23,410)

(223,318)

(33,694)

(325,142)

Class

R6

(1,783,207)

(17,000,119)

(1,655,140)

(15,867,142)

Retirement

Class

(82,619)

(787,930)

(43,148)

(409,227)

Class

W

(16,968,141)

(161,437,303)

(22,629,899)

(216,434,345)

Total

redemptions

(18,904,951)

(179,901,586)

(24,511,838)

(234,466,863)

Net

increase

(decrease)

from

shareholder

transactions

44,683,155

$

426,708,518

24,135,147

$

230,421,725

421

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.

The

5-15

Year

Laddered

Tax-Exempt

Bond

Fund

intends

to

satisfy

conditions

that

will

enable

interest

from

municipal

securities,

which

is

exempt

from

regular

federal

income

tax,

to

retain

such

tax-exempt

status

when

distributed

to

shareholders

of

the

Fund.

Net

realized

capital

gains

and

ordinary

income

distributions

paid

by

the

Fund

are

subject

to

federal

taxation. 

Each

Fund

files

income

tax

returns

in

U.S.

federal

and

applicable

state

and

local

jurisdictions.

A

Fund’s

federal

income

tax

returns

are

generally

subject

to

examination

for

a

period

of

three

fiscal

years

after

being

filed.

State

and

local

tax

returns

may

be

subject

to

examination

for

an

additional

period

of

time

depending

on

the

jurisdiction.

Management

has

analyzed

each

Fund’s

tax

positions

taken

for

all

open

tax

years

and

has

concluded

that

no

provision

for

income

tax

is

required

in

the

Fund’s

financial

statements.

Differences

between

amounts

for

financial

statement

and

federal

income

tax

purposes

are

primarily

due

to

timing

differences

in

recognizing

gains

and

losses

on

investment

transactions.

Temporary

differences

do

not

require

reclassification.

As

of

year

end,

permanent

differences

that

resulted

in

reclassifications

among

the

components

of

net

assets

relate

primarily

to

distribution

reallocations,

foreign

currency

transactions,

paydowns,

and

treatment

of

notional

principal

contracts.

Temporary

and

permanent

differences

have

no

impact

on

a

Fund’s

net

assets.

As

of

year

end,

the

aggregate

cost

and

the

net

unrealized

appreciation/(depreciation)

of

all

investments

for

federal

income

tax

purposes

were

as

follows:

Year

Ended

3/31/24

Year

Ended

3/31/23

9.2

Money

Market

Shares

Amount

Shares

Amount

Subscriptions:

Class

A

99,409,557

$

99,409,557

102,853,716

$

102,853,715

Class

I

16,088,421

16,088,421

36,284,561

36,284,561

Premier

Class

44,351,067

44,351,067

34,760,914

34,760,915

Class

R6

287,214,356

287,214,356

625,837,698

625,837,698

Retirement

Class

366,341,289

366,341,289

479,149,395

479,149,395

Total

subscriptions

813,404,690

813,404,690

1,278,886,284

1,278,886,284

Reinvestments

of

distributions:

Class

A

13,972,508

13,972,508

6,442,924

6,442,924

Class

I

1,937,033

1,937,033

400,460

400,460

Premier

Class

2,020,524

2,020,524

835,305

835,305

Class

R6

52,083,864

52,083,864

26,611,673

26,611,673

Retirement

Class

29,630,508

29,630,508

9,780,952

9,780,952

Total

reinvestments

of

distributions

99,644,437

99,644,437

44,071,314

44,071,314

Redemptions:

Class

A

(107,826,978)

(107,826,978)

(103,758,482)

(103,758,482)

Class

I

(10,021,871)

(10,021,871)

(3,295,117)

(3,295,117)

Premier

Class

(46,487,498)

(46,487,498)

(23,894,680)

(23,894,680)

Class

R6

(288,291,453)

(288,291,453)

(556,192,418)

(556,192,418)

Retirement

Class

(302,708,371)

(302,708,371)

(184,952,298)

(184,952,298)

Total

redemptions

(755,336,171)

(755,336,171)

(872,092,995)

(872,092,995)

Net

increase

(decrease)

from

shareholder

transactions

157,712,956

$

157,712,956

450,864,603

$

450,864,603

Fund

Tax

Cost

Gross

Unrealized

Appreciation

Gross

Unrealized

(Depreciation)

Net

Unrealized

Appreciation

(Depreciation)

8.1

Bond

Index

$26,413,570,062

$55,780,456

$(2,581,893,172)

$(2,526,112,716)

8.2

Core

Bond

10,875,277,593

59,377,333

(840,001,278)

(780,623,945)

8.3

Core

Impact

Bond

6,922,533,196

46,165,137

(474,690,195)

(428,525,058)

8.4

Core

Plus

Bond

5,150,117,600

35,463,122

(423,932,295)

(388,469,173)

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

225,338,840

2,394,713

(6,530,332)

(4,135,619)

8.6

Green

Bond

172,839,571

848,266

(10,558,494)

(9,710,228)

8.7

High

Yield

2,093,785,418

25,236,255

(89,807,846)

(64,571,591)

8.8

Inflation

Linked

Bond

3,100,285,794

4,590,846

(159,846,631)

(155,255,785)

8.9

Short

Duration

Impact

Bond

79,071,450

389,626

(1,452,766)

(1,063,140)

9.01

Short

Term

Bond

1,934,799,718

7,248,064

(38,437,225)

(31,189,161)

9.1

Short

Term

Bond

Index

2,037,665,718

2,719,726

(15,651,240)

(12,931,514)

9.2

Money

Market

2,127,936,350

–

–

–

Notes

to

Financial

Statements

(continued)

422

For

purposes

of

this

disclosure,

tax

cost

generally

includes

the

cost

of

portfolio

investments

as

well

as

up-front

fees

or

premiums

exchanged

on

derivatives

and

any

amounts

unrealized

for

income

statement

reporting

but

realized

income

and/or

capital

gains

for

tax

reporting,

if

applicable. 

As

of

year end,

the

components

of

accumulated

earnings

on

a

tax

basis

were

as

follows:

The

tax

character

of

distributions

paid was

as

follows:

As

of

year

end,

the

Funds

had

capital

loss

carryforwards,

which

will

not

expire:

8.

Investment

Adviser

and

Other

Transactions

with

Affiliates

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.

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.

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

$–

$35,648,301

$–

$(2,526,112,716)

$(226,900,440)

$–

$(38,885,612)

$(2,756,250,467)

8.2

Core

Bond

–

12,618,206

–

(780,635,090)

(729,488,372)

–

(19,281,047)

(1,516,786,303)

8.3

Core

Impact

Bond

–

3,274,862

–

(428,525,793)

(643,605,021)

–

(4,836,603)

(1,073,692,555)

8.4

Core

Plus

Bond

–

7,789,387

–

(388,474,066)

(366,272,636)

–

(14,002,042)

(760,959,357)

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

53,088

28,521

–

(4,135,618)

(11,219,475)

–

(111,201)

(15,384,685)

8.6

Green

Bond

–

204,848

–

(9,710,228)

(4,949,094)

–

(251,374)

(14,705,848)

8.7

High

Yield

–

2,765,959

–

(64,571,591)

(451,846,122)

–

(3,117,746)

(516,769,500)

8.8

Inflation

Linked

Bond

–

3,771,577

–

(155,255,785)

(39,410,405)

–

(588,520)

(191,483,133)

8.9

Short

Duration

Impact

Bond

–

83,996

–

(1,063,140)

(895,214)

–

(93,286)

(1,967,644)

9.01

Short

Term

Bond

–

3,329,345

–

(31,189,162)

(46,478,780)

–

(4,428,875)

(78,767,472)

9.1

Short

Term

Bond

Index

–

4,389,933

–

(12,931,514)

(52,905,240)

–

(4,391,914)

(65,838,735)

9.2

Money

Market

–

30,184

559

–

–

–

–

30,743

3/31/24

3/31/23

Fund

Tax-Exempt

Income*

Ordinary

Income

Long-Term

Capital

Gains

Tax-Exempt

Income

Ordinary

Income

Long-Term

Capital

Gains

8.1

Bond

Index

$

–

$

676,073,617

$

–

$

–

$

518,748,047

$

10,050,572

8.2

Core

Bond

–

397,054,805

–

–

318,248,949

–

8.3

Core

Impact

Bond

–

241,880,830

–

–

187,094,563

–

8.4

Core

Plus

Bond

–

201,121,665

–

–

173,746,981

–

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

5,427,607

101,941

–

5,095,395

141,539

217,586

8.6

Green

Bond

–

5,882,488

–

–

4,224,850

86,018

8.7

High

Yield

–

129,832,487

–

–

149,680,999

–

8.8

Inflation

Linked

Bond

–

111,223,768

–

–

176,247,179

19,810,747

8.9

Short

Duration

Impact

Bond

–

3,087,531

–

–

1,712,618

–

9.01

Short

Term

Bond

–

75,129,799

–

–

54,394,148

2,058,552

9.1

Short

Term

Bond

Index

–

62,754,437

–

–

23,944,074

–

9.2

Money

Market

–

99,985,364

–

–

44,215,568

–

*

Each

Fund

designates

these

amounts

paid

during

the

period

as

Exempt

Interest

Dividends.

Fund

Short-Term

Long-Term

Total

8.1

Bond

Index

$

88,294,602

$

138,605,838

$

226,900,440

8.2

Core

Bond

339,820,914

389,667,458

729,488,372

8.3

Core

Impact

Bond

318,837,411

324,767,610

643,605,021

8.4

Core

Plus

Bond

159,133,574

207,139,062

366,272,636

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

–

11,219,475

11,219,475

8.6

Green

Bond

1,871,792

3,077,302

4,949,094

8.7

High

Yield

88,011,551

363,834,571

451,846,122

8.8

Inflation

Linked

Bond

13,065,668

26,344,737

39,410,405

8.9

Short

Duration

Impact

Bond

660,834

234,380

895,214

9.01

Short

Term

Bond

–

46,478,780

46,478,780

9.1

Short

Term

Bond

Index

10,648,414

42,256,826

52,905,240

9.2

Money

Market

–

–

–

423

Under

the

terms

of

a

distribution

Rule

12b-1

plan, Class

A

shares of

each

Fund

compensates

Nuveen

Securities

for

providing

distribution,

promotional

and/or

shareholder

services

to Class

A

shares of

the

Fund

at

the

annual

rate

of

0.25%

of

the

average

daily

net

assets

attributable

to

the

Fund’s

Class

A

shares.

The

Premier

Class

of

each

Fund

is

subject

to

a

distribution

Rule

12b-1

plan

that

compensates

Nuveen

Securities

for

providing

distribution,

promotional

and/or

shareholder

services

to

the

Premier

Class

of

the

Fund

at

the

annual

rate

of

0.15%

of

the

average

daily

net

assets

attributable

to

the

Fund’s

Premier

Class.

The

Adviser has

contractually

agreed

to

waive

and/or

reimburse

Class

W’s

shares’

Management

fees

and

Other

expenses

(excluding

interest,

taxes,

brokerage

commissions

or

other

transactional

expenses,

acquired

fund

fees

and

expenses,

trustee

expenses

and

extraordinary

expenses)

in

their

entirety.

The

Adviser

expects

this

waiver

and/or

reimbursement

to

remain

in

effect

indefinitely,

unless

changed

or

terminated

with

approval

of

the

Board.

The

Management

fees

and

Other

expenses

of

Class

W

shares

that

have

been

waived

by the

Adviser may

be

incurred

directly

or

indirectly,

all

or

in

part,

by

investors

in

Class

W

shares.

The

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

reporting

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:

Effective

May

1,

2023,

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:

Prior

to

May

1,

2023, the

Adviser agreed

to

voluntarily

waive

a

portion

of

the

investment

management

fee

and/or

the

expense

cap

for

certain

funds.

The

investment

management

fee

and

maximum

expense

amounts

(after

voluntary

waivers)

were

equal

to

the

following

noted

annual

percentage

of

average

daily

net

assets

for

each

class,

inclusive

of

voluntary

and

contractual

waivers:

Investment

Management

Fee

Range

Investment

Management

Fee-

Effective

Rate

Maximum

Expense

Amounts‡

Fund

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

8.1

Bond

Index

0.060

%

0.060

%

0.440

%

0.240

%

0.240

%

0.090

%

0.340

%

0.090

%

8.2

Core

Bond*

0.250

%

—0.300

%

0.275

0.700

0.500

0.500

0.350

0.600

0.350

8.3

Core

Impact

Bond*

0.300

%

—0.350

%

0.332

0.750

0.550

0.550

0.400

0.650

–

8.4

Core

Plus

Bond*

0.250

%

—0.300

%

0.286

0.700

0.500

0.500

0.350

0.600

0.350

8.5

5–15

Year

Laddered

Tax

Exempt

Bond*

0.200

%

—0.250

%

0.250

0.650

0.450

–

0.300

–

–

8.6

Green

Bond*

0.350

%

—0.400

%

0.400

0.800

0.600

0.600

0.450

0.700

–

8.7

High

Yield*

0.300

%

—0.350

%

0.345

0.750

0.550

0.550

0.400

0.650

0.400

8.8

Inflation

Linked

Bond*

0.200

%

—0.250

%

0.241

0.650

0.450

0.450

0.300

0.550

0.300

8.9

Short

Duration

Impact

Bond*

0.250

%

—0.300

%

0.300

0.700

0.500

0.500

0.350

0.600

–

9.01

Short

Term

Bond*

0.200

%

—0.250

%

0.245

0.650

0.450

0.450

0.300

0.550

0.300

9.1

Short

Term

Bond

Index

0.050

%

0.050

0.450

0.250

0.250

0.100

0.350

0.100

9.2

Money

Market

0.100

%

0.100

0.500

0.300

0.300

0.150

0.400

–

*

This

Fund

is

subject

to

a

breakpoint

schedule

on

its

investment

management

fee,

which

reduces

this

fee

as

the

Fund’s

net

assets

increase.

‡

Maximum

expense

amounts

reflect

all

expenses

excluding

interest,

taxes,

brokerage

commissions

or

other

transactional

expenses,

Acquired

fund

fees

and

expenses

and

extraordinary

expenses.

The

expense

reimbursement

arrangements

will

continue

through

at

least

July

31,

2024.

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

8.8

Inflation

Linked

Bond*

0.180

%

—0.230

%

0.630

%

0.430

%

0.430

%

0.280

%

0.530

%

0.280

%

*

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.

Investment

Management

Fee

Range

Maximum

Expense

Amounts‡

Fund

Class

A

Class

I

Premier

Class

Class

R6

Retirement

Class

Class

W

Notes

to

Financial

Statements

(continued)

424

The Funds may

purchase

or

sell

investment

securities

in

transactions

with

affiliated

entities

under

procedures

adopted

by

the

Board,

pursuant

to

the

1940

Act.

These

transactions

are

effected

at

market

rates

without

incurring

broker

commissions.

During

the

current

fiscal

period,

the

Funds

did

not

engage

in

security

transactions

with

affiliated

entities. 

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:

9.

Inter-Fund

Lending

Program

Pursuant

to

an

exemptive

order

issued

by

the

SEC,

the

Funds may

participate

in

an

inter-fund

lending

program.

This

program

allows

the

Funds to

lend

cash

to

and/or

borrow

cash

from

certain

other

affiliated

Funds for

temporary

purposes,

(e.g.,

to

satisfy

redemption

requests

or

to

cover

unanticipated

cash

shortfalls).

The

program

is

subject

to

a

number

of

conditions,

including

the

requirement

that

no

Fund may

borrow

or

lend

money

under

the

program

unless

it

receives

a

more

favorable

interest

rate

than

is

available

from

a

bank

or

other

financial

institution

for

a

comparable

transaction.

In

addition,

a

Fund may

participate

in

the

program

only

if

its

participation

is

consistent

with

the

Fund’s investment

policies

and

limitations

and

authorized

by

its

portfolio

manager(s).

During the current

fiscal

period,

there

were

no

inter-fund

borrowing

or

lending

transactions. 

10.

Line

of

Credit

The Funds

(other

than

Money

Market

Fund)

participate

in

a

$1

billion

unsecured

revolving

credit

facility

that

can

be

used

for

temporary

purposes,

including,

without

limitation,

the

funding

of

shareholder

redemptions.

The

current

facility

was

entered

into

on

June

13,

2023

expiring

on

June

11,

2024,

replacing

the

previous facility,

which

expired

June

2023.

Certain

affiliated

accounts

and

mutual

funds,

each

of

which

is

managed

by the

Adviser,

or

an

affiliate

of

the

Adviser, also

participate

in

this

facility.

An

annual

commitment

fee

for

the

credit

facility

is

borne

by

the

participating

accounts

and

mutual

funds

on

a

pro

rata

basis.

Interest

associated

with

any

borrowing

under

the

facility

is

charged

to

the

borrowing

accounts

or

mutual

funds

at

a

specified

rate

of

interest.

The Funds are

not

liable

for

borrowings

under

the

facility

by

other

affiliated

accounts

or

mutual

funds.

There

were

no

borrowings

under

this

credit

facility

by

the

Funds during

the

current fiscal

period.

11.

Subsequent

Events

Administrative

Services

Agreement:

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.

Management

Fees:

Effective

May

1,

2024,

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”).

Investment

Management

Fee

Range

Maximum

Expense

Amounts‡

8.3

Core

Impact

Bond*

0.285

%

—0.335

%

0.750

%

0.535

%

0.535

%

0.385

%

0.635

%

–

%

8.6

Green

Bond*

0.350

%

—0.400

%

0.715

0.600

0.580

0.410

0.580

–

8.7

High

Yield*

0.285

%

—0.335

%

0.750

0.535

0.535

0.385

0.635

0.385

8.8

Inflation

Linked

Bond*

0.180

%

—0.230

%

0.630

0.430

0.430

0.280

0.530

0.280

8.9

Short

Duration

Impact

Bond*

0.250

%

—0.300

%

0.600

0.500

0.500

0.340

0.600

–

9.2

Money

Market

0.100

%

0.415

0.300

0.240

0.150

0.240

–

*

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.

Underlying

Fund

TIAA

Nuveen

Lifecycle

Funds

Nuveen

Lifecycle

Index

Funds

Nuveen

Lifestyle

Funds

Nuveen

Managed

Allocation

Fund

TIAA

Access

Total

8.1

Bond

Index

–

%

–

%

56

%

–

%

–

%

1

%

57

%

8.2

Core

Bond

–

42

–

–

–

–

42

8.4

Core

Plus

Bond

–

55 

–

8 

7 

2 

72 

8.6

Green

Bond

43

–

–

–

–

–

43

8.7

High

Yield

–

20

–

–

–

8

28

8.8

Inflation

Linked

Bond

–

30

41

–

–

–

71

8.9

Short

Duration

Impact

Bond

32

–

–

–

–

–

32

9.01

Short

Term

Bond

–

50

–

5

–

2

57

9.1

Short

Term

Bond

Index

–

–

62

–

–

–

62

9.2

Money

Market

–

–

–

–

–

3

3

425

As

of

May

1,

2024

for

each

Fund

subject

to

the

complex-level

fee,

each

breakpoint

in

each

such

Fund’s

investment

management

fee

breakpoint

schedule

effective

prior

to

May

1,

2024,

as

disclosed

in

the

investment

management

fee

ranges

in

Note

8,

was

reduced

by

0.1600%.

These

revised

investment

management

fee

breakpoint

schedules

constitute

each

such

Fund's

Fund-level

fee.

As

of

May

1,

2024

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

making,

as

appropriate,

an

upward

adjustment

to

that

rate

based

upon

the

percentage

of

the

particular

Fund’s

assets

that

are

not

eligible

complex-level

assets.

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.

For

the

Bond

Index

Fund,

Short

Term

Bond

Index

Fund

and

Money

Market

Fund,

the

management

fee

schedule

consists

of

one

component,

a

Fund-level

fee,

based

on

the

amount

of

assets

within

a

Fund,

and

there

are

no

changes

to

the

investment

management

fees

disclosed

in

Note

8.

Sales

Charge:

Effective

May

6,

2024,

a

sales

charge

is

imposed

on

purchases

of

Class

A

shares

(formerly

Retail

Class

shares)

of

the

Funds

of

less

than

certain

amounts,

as

set

forth

in

the

Funds’

prospectus.

Therefore,

effective

as

of

May

6,

2024,

Class

A

shares

are

available

for

purchase

at

the

offering

price,

which

will

be

the

NAV

per

share

plus

an

up-front

sales

charge.

Shareholders

with

an

account

held

directly

with

a

Fund

that

held

Class

A

shares

of

the

Funds

prior

to

May

6,

2024

will

not

be

subject

to

the

sales

charge

on

any

future

purchases

or

redemptions

of

Class

A

shares

of

that

Fund

or

any

other

fund

that

is

a

series

of

the

TIAA-CREF

Funds

or

is

a

Nuveen

Fund

in

their

account.

Such

shareholders

will

be

able

to

purchase

Class

A

shares

at

NAV.

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%

426

Important

Tax

Information

(Unaudited)

As

required

by

the

Internal

Revenue

Code

and

Treasury

Regulations,

certain

tax

information,

as

detailed

below,

must

be

provided

to

shareholders.

Shareholders

are

advised

to

consult

their

tax

advisor

with

respect

to

the

tax

implications

of

their

investment.

The

amounts

listed

below

may

differ

from

the

actual

amounts

reported

on

Form

1099-DIV,

which

will

be

sent

to

shareholders

shortly

after

calendar

year

end.

Long-Term

Capital

Gains

As

of

year

end,

each

Fund

designates

the

following

distribution

amounts,

or

maximum

amount

allowable,

as

being

from

net

long-term

capital

gains

pursuant

to

Section

852(b)(3)

of

the

Internal

Revenue

Code: 

Dividends

Received

Deduction

(DRD)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

eligible

for

the

dividends

received

deduction

for

corporate

shareholders:

Qualified

Dividend

Income

(QDI)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

treated

as

qualified

dividend

income

for

individuals

pursuant

to

Section

1(h)(11)

of

the

Internal

Revenue

Code:

Fund

Net

Long-Term

Capital

Gains

8.1

Bond

Index

$

–

8.2

Core

Bond

–

8.3

Core

Impact

Bond

–

8.4

Core

Plus

Bond

–

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

–

8.6

Green

Bond

–

8.7

High

Yield

–

8.8

Inflation

Linked

Bond

–

8.9

Short

Duration

Impact

Bond

–

9.01

Short

Term

Bond

–

9.1

Short

Term

Bond

Index

–

9.2

Money

Market

–

Fund

Percentage

8.1

Bond

Index

—

%

8.2

Core

Bond

0

.2

8.3

Core

Impact

Bond

0

.2

8.4

Core

Plus

Bond

0

.1

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

—

8.6

Green

Bond

—

8.7

High

Yield

—

8.8

Inflation

Linked

Bond

—

8.9

Short

Duration

Impact

Bond

—

9.01

Short

Term

Bond

—

9.1

Short

Term

Bond

Index

—

9.2

Money

Market

—

Fund

Percentage

8.1

Bond

Index

—

%

8.2

Core

Bond

0

.2

8.3

Core

Impact

Bond

0

.2

8.4

Core

Plus

Bond

0

.1

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

—

8.6

Green

Bond

—

8.7

High

Yield

—

8.8

Inflation

Linked

Bond

—

8.9

Short

Duration

Impact

Bond

—

9.01

Short

Term

Bond

—

9.1

Short

Term

Bond

Index

—

9.2

Money

Market

—

427

Qualified

interest

income

(QII)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

income

distributions

treated

as

qualified

interest

income

and/or

short-term

capital

gain

dividends pursuant

to

Section

871(k)

of

the

Internal

Revenue

Code:

163(j)

Each

Fund

listed

below

had

the

following

percentage,

or

maximum

amount

allowable,

of

ordinary

dividends

treated

as

Section

163(j)

interest

dividends

pursuant

to

Section

163(j)

of

the

Internal

Revenue

Code: 

Fund

Prior

Year

End

to

12/31

Percentage

1/1

to

Current

Year

End

Percentage

8.1

Bond

Index

100

.0

%

68

.0

%

8.2

Core

Bond

75

.8

100

.0

8.3

Core

Impact

Bond

77

.4

87

.0

8.4

Core

Plus

Bond

69

.5

100

.0

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

—

—

8.6

Green

Bond

68

.7

85

.7

8.7

High

Yield

88

.3

47

.3

8.8

Inflation

Linked

Bond

61

.7

100

.0

8.9

Short

Duration

Impact

Bond

73

.2

77

.8

9.01

Short

Term

Bond

86

.2

83

.1

9.1

Short

Term

Bond

Index

87

.0

99

.2

9.2

Money

Market

99

.6

99

.6

Fund

Percentage

8.1

Bond

Index

100

.0

%

8.2

Core

Bond

96

.0

8.3

Core

Impact

Bond

87

.7

8.4

Core

Plus

Bond

96

.9

8.5

5–15

Year

Laddered

Tax

Exempt

Bond

–

8.6

Green

Bond

88

.1

8.7

High

Yield

97

.0

8.8

Inflation

Linked

Bond

99

.7

8.9

Short

Duration

Impact

Bond

93

.5

9.01

Short

Term

Bond

100

.0

9.1

Short

Term

Bond

Index

99

.8

9.2

Money

Market

99

.9

Additional

Fund

Information

(Unaudited)

©2024

Teachers

Insurance

and

Annuity

Association

of

America—College

Retirement

Equities

Fund,

730

Third

Avenue,

New

York,

NY

10017-3206

428

Portfolio

holdings

The

TIAA-CREF

Funds

file

complete

portfolio

listings

with

the

Securities

and

Exchange

Commission

(SEC),

and

are

available

to

the

public.

You

can

obtain

a

complete

list

of

the

TIAA-CREF

Funds’

holdings

(Portfolios

of

Investments)

as

of

the

most

recently

completed

fiscal

quarter

in

the

following

ways:

By

visiting

our

websites

at

TIAA.org

or

nuveen.com;

or

By

calling

us

at

800-842-2252

to

request

a

copy,

which

will

be

provided

free

of

charge.

You

can

also

obtain

a

complete

list

of

the

TIAA-CREF

Funds’

portfolios

of

investments

as

of

the

most

recently

completed

fiscal

quarter,

and

for

prior

quarter-ends,

from

our

SEC

Form

N-CSR

and

Form

N-PORT

or

Form

N-MFP

(for

money

market

products

only)

filings.

Form

N-CSR

filings

are

as

of

March

31

or

September

30;

Form

N-PORT

or

Form

N-MFP

filings

are

as

of

December

31

or

June

30.

Copies

of

these

forms

are

available:

Through

the

Electronic

Data

Gathering

and

Retrieval

System

(EDGAR)

on

the

SEC’s

website

at

sec.gov;

or

From

the

SEC’s

Office

of

Investor

Education

and

Advocacy.

Call

202-551-8090

for

more

information.

Proxy

voting

TIAA-CREF

Funds’

ownership

of

stock

gives

it

the

right

to

vote

on

proxy

issues

of

companies

in

which

it

invests.

A

description

of

our

proxy

voting

policies

and

procedures

can

be

found

on

our

website

at

TIAA.org

or

on

the

SEC’s

website

at

sec.gov.

You

can

also

call

us

at

800-842-2252

to

request

a

free

copy.

A

report

of

how

the

funds

voted

during

the

most

recently

completed

twelve-month

period

ended

June

30

can

be

found

on

our

website

or

on

Form

N-PX

at

sec.gov.

Contacting

TIAA

There

are

three

easy

ways

to

contact

us:

by

email,

using

the

Contact

Us

link

under

Get

Help

at

the

top

of

our

home

page;

by

mail

at

TIAA,

730

Third

Avenue,

New

York,

NY

10017-3206;

or

by

phone

at

800-842-2252.

Fund

management

The

TIAA-CREF

Funds

are

managed

by

the

portfolio

management

teams

of

Teachers

Advisors,

LLC.

The

members

of

these

teams

are

responsible

for

the

day-to-day

investment

management

of

the

funds.

You

should

carefully

consider

the

investment

objectives,

risks,

charges

and

expenses

of

any

fund

before

investing.

For

a

prospectus

that

contains

this

and

other

information,

please

visit

TIAA.org,

or

call

800-842-2252

for

the

Institutional,

Advisor,

Premier,

and

Retirement

classes

or

800-223-1200

for

the

Retail

Class.

Please

read

the

prospectus

carefully

before

investing.

Investment,

insurance

and

annuity

products

are

not

Federal

Deposit

Insurance

Corporation

(FDIC)

insured,

are

not

bank

guaranteed,

are

not

bank

deposits,

are

not

insured

by

any

federal

government

agency,

are

not

a

condition

to

any

banking

service

or

activity,

and

may

lose

value.

Nuveen,

a

subsidiary

of

TIAA,

provides

investment

advice

and

portfolio

management

services

through

a

dozen

affiliated

registered

investment

advisers.

Nuveen

Securities,

LLC

and

TIAA-CREF

Individual

&

Institutional

Services,

LLC,

members

FINRA,

distribute

securities

products.

This

material

is

for

informational

or

educational

purposes

only

and

does

not

constitute

fiduciary

investment

advice

under

ERISA,

a

securities

recommendation

under

all

securities

laws,

or

an

insurance

product

recommendation

under

state

insurance

laws

or

regulations.

This

material

does

not

take

into

account

any

specific

objectives

or

circumstances

of

any

particular

investor,

or

suggest

any

specific

course

of

action.

Investment

decisions

should

be

made

based

on

an

investor’s

own

objectives

and

circumstances.

429

2024

Special

Meeting

(Unaudited)

Fixed

Income

Funds

Trustees

On

November

20,

2023,

at

a

special

meeting

of

Fixed

Income

Funds

participants,

the

following

persons

were

elected

to

serve

on

the

Board

of

Trustees:

Amy

B.

R.

Lancellotta,

Joanne

T.

Medero,

Albin

F.

Moschner,

John

K.

Nelson,

Matthew

Thornton

III,

Terence

J.

Toth,

Margaret

L.

Wolff

and

Robert

L.

Young

were

elected

to

office.

Joseph

A.

Boateng,

Michael

A.

Forrester,

Thomas

J.

Kenny

and

Loren

M.

Starr

continued

in

office.

The

results

above

were

certified

by

Computershare

Fund

Services,

Inc.,

independent

tabulator

for

the

TIAA-CREF

Funds.

Nominee

Shares

for

Percent

Shares

against

Percent

Shares

abstain

Percent

Joseph

A.

Boateng

7,867,205,687.722

97.811

63,973,498.504

0.795

112,105,650.721

1.394

Michael

A.

Forrester

7,873,729,461.057

97.892

59,739,021.744

0.743

109,816,354.146

1.365

Thomas

J.

Kenny

7,873,577,319.739

97.890

59,628,491.356

0.741

110,079,025.851

1.369

Amy

B.R.

Lancellotta

7,878,909,011.873

97.956

61,000,657.137

0.758

103,375,167.936

1.285

Joanne

T.

Medero

7,876,343,187.201

97.924

64,080,214.395

0.797

102,861,435.350

1.279

Albin

F.

Moschner

7,864,397,335.050

97.776

68,393,667.267

0.850

110,493,834.629

1.374

John

K.

Nelson

7,886,275,662.665

98.048

44,376,664.298

0.552

112,632,509.983

1.400

Loren

M.

Starr

7,894,997,953.803

98.156

42,187,698.178

0.525

106,099,184.965

1.319

Matthew

Thornton

III

7,886,183,390.754

98.047

46,175,035.497

0.574

110,926,410.695

1.379

Terence

J.

Toth

7,885,870,581.340

98.043

44,721,005.652

0.556

112,693,249.955

1.401

Margaret

L.

Wolff

7,878,323,371.788

97.949

61,940,121.572

0.770

103,021,343.586

1.281

Robert

L.

Young

7,887,121,209.624

98.058

43,556,830.170

0.542

112,606,797.152

1.400

Liquidity

Risk

Management

Program

(Unaudited)

430

Discussion

of

the

operation

and

effectiveness

of

the

Funds’

liquidity

risk

management

program

In

compliance

with

Rule

22e-4

under

the

Investment

Company

Act

of

1940,

as

amended

(the

“Liquidity

Rule”),

each

series

of

the

Trust

covered

by

this

Report

(the

“Funds”)

has

adopted

and

implemented

a

liquidity

risk

management

program

(the

“Program”),

which

is

reasonably

designed

to

assess

and

manage

the

Funds’

liquidity

risk.

The

Program

consists

of

various

provisions

relating

to

assessing

and

managing

Fund

liquidity

risk,

as

discussed

further

below.

The

Funds’

Board

of

Trustees

(the

“Board”)

previously

approved

the

designation

of

Advisors

(the

“Administrator”)

as

Program

administrator.

The

Liquidity

Monitoring

and

Analysis

Team

(the

“LMAT”)

carries

out

day-to-day

Program

management

with

oversight

by

the

Liquidity

Oversight

Committee

(the

“LOSC”).

Personnel

from

the

Administrator

and

Nuveen

Fund

Advisors,

LLC,

an

affiliate

of

the

Administrator,

comprise

the

LMAT

and

LOSC.

At

a

May

14-16,

2024

Board

meeting,

the

Administrator

provided

the

Board

with

a

written

report

addressing

the

Program’s

operation,

adequacy,

and

effectiveness

of

implementation

for

the

period

from

January

1,

2023

through

December

31,

2023

(the

“Review

Period”),

as

required

under

the

Liquidity

Rule.

The

report

noted

that

the

Program

has

been

and

continues

to

be

adequately

and

effectively

implemented

to

monitor

and

(as

applicable)

respond

to

the

Funds’

liquidity

developments.

In

accordance

with

the

Program,

the

LMAT

assesses

each

Fund’s

liquidity

risk

no

less

frequently

than

annually

based

on

various

factors,

such

as

(i)

the

Fund’s

investment

strategy

and

the

liquidity

of

portfolio

investments,

(ii)

cash

flow

projections,

and

(iii)

holdings

of

cash

and

cash

equivalents

and

borrowing

arrangements

and

other

funding

sources.

Certain

factors

are

considered

under

both

normal

and

reasonably

foreseeable

stressed

conditions.

Each

Fund

portfolio

investment

is

classified

into

one

of

four

liquidity

categories

(including

“highly

liquid

investments”

and

“illiquid

investments,”

discussed

below).

The

classification

is

based

on

a

determination

of

how

long

it

is

reasonably

expected

to

take

to

convert

the

investment

into

cash,

or

sell

or

dispose

of

the

investment,

in

current

market

conditions

without

significantly

changing

the

market

value

of

the

investment.

Liquidity

classification

determinations

take

into

account

various

market,

trading,

and

investment-

specific

considerations,

as

well

as

market

depth,

and

utilize

third-party

vendor

data.

Any

Fund

that

does

not

primarily

hold

highly

liquid

investments

must,

among

other

things,

determine

a

minimum

percentage

of

Fund

net

assets

that

must

be

invested

in

highly

liquid

investments

(a

“Highly

Liquid

Investment

Minimum”).

During

the

Review

Period,

each

Fund

primarily

held

highly

liquid

investments

and

therefore

was

exempt

from

the

requirement

to

adopt

a

Highly

Liquid

Investment

Minimum

and

to

comply

with

the

related

requirements

under

the

Liquidity

Rule.

The

Liquidity

Rule

also

limits

the

Funds’

investments

in

illiquid

investments.

Specifically,

the

Liquidity

Rule

prohibits

acquisition

of

illiquid

investments

if

doing

so

would

result

in

the

Fund

holding

more

than

15%

of

its

net

assets

in

illiquid

investments

and

requires

certain

reporting

anytime

a

Fund’s

holdings

of

illiquid

investments

exceed

15%

of

net

assets.

During

the

Review

Period,

no

Fund

exceeded

the

15%

limit

on

illiquid

investments.

Trustees

and

Officers

(Unaudited)

March

31,

2024

431

Trustees

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

by

Trustee

Other

Directorships

Held

by

Trustee

During

Past

Five

Years

Joseph

A.

Boateng

730

Third

Avenue

New

York,

NY

10017

1963

Trustee

Indefinite

term.

Trustee

since

2019.

Chief

Investment

Officer,

Casey

Family

Programs

(since

2007).

formerly,

Director

of

U.S.

Pension

Plans,

Johnson

&

Johnson

(2002–2006).

210

Board

Member,

Lumina

Foundation

(since

2018)

and

Waterside

School

(since

2021);

Board

Member

(2012–2019)

and

Emeritus

Board

Member

(since

2020),

Year-Up

Puget

Sound;

Investment

Advisory

Committee

Member

and

Former

Chair

(since

2007),

Seattle

City

Employees’

Retirement

System;

Investment

Committee

Member

(since

2012),

The

Seattle

Foundation;

Trustee

(2018–2023),

the

College

Retirement

Equities

Fund;

Manager

(2019-2023),

TIAA

Separate

Account

VA-1.

Michael

A.

Forrester

730

Third

Avenue

New

York,

NY

10017

1967

Trustee

Indefinite

term.  

Trustee

since

2007.

Formerly,

Chief

Executive

Officer

(2014–2021)

and

Chief

Operating

Officer

(2007–2014),

Copper

Rock

Capital

Partners,

LLC.

210

Trustee,

Dexter

Southfield

School

(since

2019);

Member

(since

2020),

Governing

Council

of

the

Independent

Directors

Council

(IDC);

Trustee,

the

College

Retirement

Equities

Fund

and

Manager,

TIAA

Separate

Account

VA-1

(2007–2023).

Thomas

J.

Kenny  

730

Third

Avenue

New

York,

NY

10017

1963

Co-Chairman

of

the

Board

and

Trustee

Indefinite

term.

Trustee

since

2011;

Co-Chair

since

2024

for

term

ending

December

31,

2024

Formerly,

Advisory

Director

(2010–2011),

Partner

(2004–2010),

Managing

Director

(1999–2004)

and

Co-Head

of

Global

Cash

and

Fixed

Income

Portfolio

Management

Team

(2002–2010),

Goldman

Sachs

Asset

Management.

216

Director

(since

2015)

and

Chair

of

the

Finance

and

Investment

Committee

(since

2018),

Aflac

Incorporated;

Director

(since

2018),

ParentSquare;

formerly,

Director

(2021–2022)

and

Finance

Committee

Chair

(2016–2022),

Sansum

Clinic;

formerly,

Advisory

Board

Member

(2017–2019),

B’Box;

formerly,

Member

(2011–2012),

the

University

of

California

at

Santa

Barbara

Arts

and

Lectures

Advisory

Council;

formerly,

Investment

Committee

Member

(2012–2020),

Cottage

Health

System;

formerly,

Board

member

(2009–2019)

and

President

of

the

Board

(2014–2018),

Crane

Country

Day

School;

Trustee

(2011-

2023)

and

Chairman

(2017–2023),

the

College

Retirement

Equities

Fund;

Manager

(2011-2023)

and

Chairman

(2017–2023),

TIAA-Separate

Account

VA-1.

Amy

B.R.

Lancellotta

333

West

Wacker

Drive

Chicago,

IL

60606

1959

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Managing

Director,

IDC

(supports

the

fund

independent

director

community

and

is

part

of

the

Investment

Company

Institute

(ICI),

which

represents

regulated

investment

companies)

(2006-2019);

formerly,

various

positions

with

ICI

(1989-2006).

216

President

(since

2023)

and

Member

(since

2020)

of

the

Board

of

Directors,

Jewish

Coalition

Against

Domestic

Abuse

(JCADA).

Joanne

T.

Medero

333

West

Wacker

Drive

Chicago,

IL

60606

1954

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Managing

Director,

Government

Relations

and

Public

Policy

(2009-2020)

and

Senior

Advisor

to

the

Vice

Chairman

(2018-2020),

BlackRock,

Inc.

(global

investment

management

firm);

formerly,

Managing

Director,

Global

Head

of

Government

Relations

and

Public

Policy,

Barclays

Group

(IBIM)(investment

banking,

investment

management

businesses)

(2006-2009);

formerly,

Managing

Director,

Global

General

Counsel

and

Corporate

Secretary,

Barclays

Global

Investors

(global

investment

management

firm)

(1996-2006);

formerly,

Partner,

Orrick,

Herrington

&

Sutcliffe

LLP

(law

firm)

(1993-1995);

formerly,

General

Counsel,

Commodity

Futures

Trading

Commission

(government

agency

overseeing

U.S.

derivatives

markets)

(1989-1993);

formerly,

Deputy

Associate

Director/Associate

Director

for

Legal

and

Financial

Affairs,

Office

of

Presidential

Personnel,

The

White

House

(1986-1989).

216

Member

(since

2019)

of

the

Board

of

Directors,

Baltic-American

Freedom

Foundation

(seeks

to

provide

opportunities

for

citizens

of

the

Baltic

states

to

gain

education

and

professional

development

through

exchanges

in

the

U.S.).

Trustees

and

Officers

(Unaudited)

(continued)

March

31,

2024

432

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

by

Trustee

Other

Directorships

Held

by

Trustee

During

Past

Five

Years

Albin

F.

Moschner

333

West

Wacker

Drive

Chicago,

IL

60606

1952

Trustee

Indefinite

term.

Trustee

since

2024.

Founder

and

Chief

Executive

Officer,

Northcroft

Partners,

LLC,

(management

consulting),

(since

2012);

formerly,

held

positions

at

Leap

Wireless

International,

Inc.,(consumer

wireless

service)

including

Consultant

(2011–2012),

Chief

Operating

Officer

(2008–2011)

and

Chief

Marketing

Officer

(2004–2008);

formerly,

President,

Verizon

Card

Services

division

of

Verizon

Communications,

Inc.(telecommunications

services)

(2000–2003);

formerly,

President,

One

Point

Services

at

One

Point

Communications

(telecommunications

services)

(1999–2000);

formerly,

Vice

Chairman

of

the

Board,

Diba,

Incorporated

(internet

technology

provider)

(1996–1997);

formerly,

various

executive

positions

(1991–1996)

and

Chief

Executive

Officer

(1995–1996)

of

Zenith

Electronics

Corporation

(consumer

electronics).

216

Formerly,

Chairman

(2019),

and

Director

(2012–2019),

USA

Technologies,

Inc.

(a

provider

of

solutions

and

services

to

facilitate

electronic

payment

transactions);

formerly,

Director,

Wintrust

Financial

Corporation

(1996–2016).

John

K.

Nelson

333

West

Wacker

Drive

Chicago,

IL

60606

1962

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Senior

External

Advisor

to

the

Financial

Services

practice

of

Deloitte

Consulting

LLP.

(2012-

2014);

Chief

Executive

Officer

of

ABN

AMRO

Bank

N.V.,

North

America,

and

Global

Head

of

the

Financial

Markets

Division

(2007-2008),

with

various

executive

leadership

roles

in

ABN

AMRO

Bank

N.V.

between

1996

and

2007.

216

Formerly,

Member

of

Board

of

Directors

(2008–2023)

of

Core12

LLC

(private

firm

which

develops

branding,

marketing

and

communications

strategies

for

clients);

formerly,

Member

of

the

President's

Council

(2010-2019)

of

Fordham

University;

formerly,

Director

(2009-2018)

of

the

Curran

Center

for

Catholic

American

Studies;

formerly,

Trustee

and

Chairman

of

The

Board

of

Trustees

of

Marian

University

(2011–2013).

Loren

M.

Starr

730

Third

Avenue

New

York,

NY

10017

1961

Trustee

Indefinite

term.

Trustee

since

2022.

Independent

Consultant/Advisor

(since

2021),

formerly,

Vice

Chair,

Senior

Managing

Director

(2020–2021),

Chief

Financial

Officer,

Senior

Managing

Director

(2005–2020),

Invesco

Ltd.

215

Director

(since

2023)

and

Audit

Committee

member

(since

2024),

AMG;

formerly,

Chair

and

Member

of

the

Board

of

Directors

(2014–2021),

Georgia

Leadership

Institute

for

School

Improvement

(GLISI);

formerly,

Chair

and

Member

of

the

Board

of

Trustees

(2014–2018),

Georgia

Council

on

Economic

Education

(GCEE);

Trustee,

the

College

Retirement

Equities

Fund

and

Manager,

TIAA

Separate

Account

VA-1

(2022–2023).

Matthew

Thornton

III

333

West

Wacker

Drive

Chicago,

IL

60606

1958

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Executive

Vice

President

and

Chief

Operating

Officer

(2018-2019),

FedEx

Freight

Corporation,

a

subsidiary

of

FedEx

Corporation

(“FedEx”)

(provider

of

transportation,

e-commerce

and

business

services

through

its

portfolio

of

companies);

formerly,

Senior

Vice

President,

U.S.

Operations

(2006-2018),

Federal

Express

Corporation,

a

subsidiary

of

FedEx.

216

Member

of

the

Board

of

Directors

(since

2014),

The

Sherwin-Williams

Company

(develops,

manufactures,

distributes

and

sells

paints,

coatings

and

related

products);

Member

of

the

Board

of

Directors

(since

2020),

Crown

Castle

International

(provider

of

communications

infrastructure);  formerly,

Member

of

the

Board

of

Directors

(2012–

2018),

Safe

Kids

Worldwide®

(a

non-profit

organization

dedicated

to

preventing

childhood

injuries).

433

Officers

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Number

of

Portfolios

in

Fund

Complex

Overseen

by

Trustee

Other

Directorships

Held

by

Trustee

During

Past

Five

Years

Terence

J.

Toth

333

West

Wacker

Drive

Chicago,

IL

60606

1959

Co-Chair

of

the

Board

and

Trustee

Indefinite

term.

Co-Chair

and

Trustee

since

2024;

Co-Chair

for

term

ending

June

30,

2024.

Formerly,

Co-Founding

Partner,

Promus

Capital

(investment

advisory

firm)

(2008-2017);

formerly,

Director

of

Quality

Control

Corporation

(manufacturing)

(2012-2021);

formerly,

Director,

Fulcrum

IT

Service

LLC

(information

technology

services

firm

to

government

entities)

(2010-2019);

formerly,

Director,

LogicMark

LLC

(health

services)

(2012-2016);

formerly,

Director,

Legal

&

General

Investment

Management

America,

Inc.

(asset

management)

(2008-2013);

formerly,

CEO

and

President,

Northern

Trust

Global

Investments

(financial

services)

(2004-2007);

Executive

Vice

President,

Quantitative

Management

&

Securities

Lending

(2000-

2004);

prior

thereto,

various

positions

with

Northern

Trust

Company

(financial

services)

(since

1994).

216

Chair

and

Member

of

the

Board

of

Directors

(since

2021),

Kehrein

Center

for

the

Arts

(philanthropy);

Member

of

the

Board

of

Directors

(since

2008),

Catalyst

Schools

of

Chicago

(philanthropy);

Member

of

the

Board

of

Directors

(since

2012),

formerly,

Investment

Committee

Chair

(2017-

2022),

Mather

Foundation

(philanthropy);

formerly,

Member

(2005-2016),

Chicago

Fellowship

Board

(philanthropy);

formerly,

Member,

Northern

Trust

Mutual

Funds

Board

(2005-2007),

Northern

Trust

Global

Investments

Board

(2004-2007),

Northern

Trust

Japan

Board

(2004-2007),

Northern

Trust

Securities

Inc.

Board

(2003-2007)

and

Northern

Trust

Hong

Kong

Board

(1997-2004).

Margaret

L.

Wolff

333

West

Wacker

Drive

Chicago,

IL

60606

1955

Trustee

Indefinite

term.

Trustee

since

2024.

Formerly,

Of

Counsel

(2005-2014),

Skadden,

Arps,

Slate,

Meagher

&

Flom

LLP

(Mergers

&

Acquisitions

Group)

(legal

services).

216

Member

of

the

Board

of

Trustees

(since

2005),

New

York-Presbyterian

Hospital;

Member

of

the

Board

of

Trustees

(since

2004)

formerly,

Chair

(2015-2022),

The

John

A.

Hartford

Foundation

(philanthropy

dedicated

to

improving

the

care

of

older

adults);

formerly,

Member

(2005-2015)

and

Vice

Chair

(2011-2015)

of

the

Board

of

Trustees

of

Mt.

Holyoke

College;

formerly,

Member

of

the

Board

of

Directors

(2013-

2017)

of

Travelers

Insurance

Company

of

Canada

and

The

Dominion

of

Canada

General

Insurance

Company

(each,

a

part

of

Travelers

Canada,

the

Canadian

operation

of

The

Travelers

Companies,

Inc.).

Robert

L.

Young

333

West

Wacker

Drive

Chicago,

IL

60606

1963

Trustee

Indefinite

term.

Trustee

since

2024.

Co-Chair

as

of

July

1,

2024

for

term

ending

December

31,

2024.

Formerly,

Chief

Operating

Officer

and

Director,

J.P.

Morgan

Investment

Management

Inc.

(financial

services)

(2010-2016);

formerly,

President

and

Principal

Executive

Officer

(2013-2016),

and

Senior

Vice

President

and

Chief

Operating

Officer

(2005-2010),

of

J.P.

Morgan

Funds;

formerly,

Director

and

various

officer

positions

for

J.P.

Morgan

Investment

Management

Inc.

(formerly,

JPMorgan

Funds

Management,

Inc.

and

formerly,

One

Group

Administrative

Services)

and

JPMorgan

Distribution

Services,

Inc.(financial

services)

(formerly,

One

Group

Dealer

Services,

Inc.)

(1999-

2017).

216

None

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Richard

S.

Biegen

730

Third

Avenue

New

York,

NY

10017

1962

Chief

Compliance

Officer

Term—Indefinite

Length

of

Service—

Since

2008.

Senior

Managing

Director

of

TIAA;

Chief

Compliance

Officer

of

the

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds,

College

Retirement

Equities

Fund

and

TIAA

Separate

Account

VA-1.

Mark

J.

Czarniecki

901

Marquette

Avenue

Minneapolis,

MN

55402

1962

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Managing

Director

and

Assistant

Secretary

of

Nuveen

Securities,

LLC

and

Nuveen

Fund

Advisors,

LLC;

Managing

Director

and

Associate

General

Counsel

of

Nuveen;

Managing

Director

Assistant

Secretary

and

Associate

General

Counsel

of

Nuveen

Asset

Management,

LLC;

has

previously

held

various

positions

with

Nuveen;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC.

Trustees

and

Officers

(Unaudited)

(continued)

March

31,

2024

434

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

Jordan

M.

Farris

333

West

Wacker

Drive

Chicago,

IL

60606

1980

Chief

Administrative

Officer

(Principal

Executive

Officer)

Term—Indefinite

Length

of

Service—

Since

2024.

Head

of

Public

Product

Strategy

and

Development,

Global

Wealth,

of

Nuveen;

Managing

Director

of

Nuveen

Fund

Advisors,

LLC;

has

previously

held

various

positions

with

Nuveen.

Jeremy

D.

Franklin

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1983

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2020.

Managing

Director

and

Assistant

Secretary,

Nuveen

Fund

Advisors,

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary,

Nuveen

Asset

Management,

LLC,

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

Vice

President

and

Associate

General

Counsel,

Teachers

Insurance

and

Annuity

Association

of

America;  Vice

President

and

Assistant

Secretary,

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds;

Vice

President,

Associate

General

Counsel,

and

Assistant

Secretary,

TIAA

Separate

Account

VA-1

and

College

Retirement

Equities

Fund;

has

previously

held

various

positions

with

TIAA.

Diana

R.

Gonzalez

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1978

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Vice

President

and

Assistant

Secretary

of

Nuveen

Fund

Advisors,

LLC;

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary

of

Nuveen

Asset

Management,

LLC,

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

Vice

President

and

Associate

General

Counsel

of

Nuveen.

Nathaniel

T.

Jones

333

West

Wacker

Drive

Chicago,

IL

60606

1979

Vice

President

and

Treasurer

Term—Indefinite

Length

of

Service—

Since

2024.

Senior

Managing

Director

of

Nuveen;

Senior

Managing

Director

of

Nuveen

Fund

Advisors,

LLC;

has

previously

held

various

positions

with

Nuveen;

Chartered

Financial

Analyst.

Brian

H.

Lawrence

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1982

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Vice

President

and

Associate

General

Counsel

of

Nuveen;

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary

of

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

formerly

Corporate

Counsel

of

Franklin

Templeton

(2018-2022).

Tina

M.

Lazar

333

West

Wacker

Drive

Chicago,

IL

60606

1961

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Managing

Director

of

Nuveen

Securities,

LLC.

Brian

J.

Lockhart

333

West

Wacker

Drive

Chicago,

IL

60606

1974

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Senior

Managing

Director

and

Head

of

Investment

Oversight

of

Nuveen;

Senior

Managing

Director

of

Nuveen

Fund

Advisors,

LLC;

has

previously

held

various

positions

with

Nuveen;

Chartered

Financial

Analyst

and

Certified

Financial

Risk

Manager.

John

M.

McCann

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1975

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2015.

Managing

Director,

General

Counsel

and

Secretary

of

Nuveen

Fund

Advisors,

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Nuveen

Asset

Management,

LLC;

Managing

Director

and

Assistant

Secretary

of

TIAA

SMA

Strategies

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

College

Retirement

Equities

Fund,

TIAA

Separate

Account

VA-1,

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds,

Teachers

Insurance

and

Annuity

Association

of

America,

Teacher

Advisors

LLC,

TIAA-CREF

Investment

Management,

LLC,

and

Nuveen

Alternative

Advisors

LLC;

has

previously

held

various

positions

with

Nuveen/TIAA.

Kevin

J.

McCarthy

333

West

Wacker

Drive

Chicago,

IL

60606

1966

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2018.

Executive

Vice

President,

Secretary

and

General

Counsel

of

Nuveen

Investments,

Inc.;

Executive

Vice

President

and

Assistant

Secretary

of

Nuveen

Securities,

LLC  and

Nuveen

Fund

Advisors,

LLC;

Executive

Vice

President

and

Secretary

of

Nuveen

Asset

Management,

LLC;

Executive

Vice

President,

General

Counsel

and

Secretary  of

Teachers

Advisors,

LLC;

,

TIAA-CREF

Investment

Management,

LLC

and

Nuveen

Alternative

Investments,

LLC;

Executive

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary  of

TIAA-CREF

Funds

and

TIAA-CREF

Life

Funds;

has

previously

held

various

positions

with

Nuveen/TIAA;

Vice

President

and

Secretary

of

Winslow

Capital

Management,

LLC;

formerly,

Vice

President

(2007-2021)

and

Secretary

(2016-2021)

of

NWQ

Investment

Management

Company,

LLC

and

Santa

Barbara

Asset

Management,

LLC.  

Jon

Scott

Meissner

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1973

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2015.

Managing

Director,

Mutual

Fund

Tax

and

Expense

Administration

of

Nuveen,

TIAA-CREF

Funds,

TIAA-CREF

Life

Funds,

TIAA

Separate

Account

VA-1

and

the

CREF

Accounts;

Managing

Director

of

Nuveen

Fund

Advisors,

LLC,

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

has

previously

held

various

positions

with

Nuveen/TIAA.

James

Nelson

III

730

Third

Avenue

New

York,

NY

10017

1976

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Senior

Managing

Director,

Global

Head

of

Product,

Publics,

Nuveen;

formerly,

Head

of

North

American

Product

Management

&

Pricing,

Invesco

(2018-2023).

Mary

Beth

Ramsay

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1965

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Chief

Risk

Officer,

Nuveen

and

TIAA

Financial

Risk;

Head

of

Nuveen

Risk

&

Compliance;

Executive

Vice

President,

Teachers

Insurance

and

Annuity

Association

of

America;

formerly,

Senior

Vice

President,

Head

of

Sales

and

Client

Solutions

(2019-2022)

and

U.S.

Chief

Pricing

Actuary

(2016-2019),

SCOR

Global

Life

Americas;

Member

of

the

Board

of

Directors

of

Society

of

Actuaries.

435

Please

note

that

the

Funds’

Statement

of

Additional

Information

(SAI)

includes

additional

information

about

the

Funds’

trustees

and

is

available,

without

charge,

through

our

website,

tiaa.org,

or

by

calling

800

223-1200.

Name,

Business

Address

and

Year

of

Birth

Position(s)

Held

with

the

Trust

Term

of

Office

and

Length

of

Time

Served

with

the

Trust

Principal

Occupation(s)

During

Past

Five

Years

William

A.

Siffermann

333

West

Wacker

Drive

Chicago,

IL

60606

1975

Vice

President

Term—Indefinite

Length

of

Service—

Since

2024.

Managing

Director

of

Nuveen.

E.

Scott

Wickerham

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1973

Vice

President

and

Controller

(Principal

Financial

Officer)

Term—Indefinite

Length

of

Service—

Since

2017.

Senior

Managing

Director,

Head

of

Public

Investment

Finance

of

Nuveen;

Senior

Managing

Director

of

Nuveen

Fund

Advisors,

LLC

and

Nuveen

Asset

Management,

LLC;

Principal

Financial

Officer,

Principal

Accounting

Officer

and

Treasurer

of

the

TIAA-CREF

Funds,

the

TIAA-CREF

Life

Funds,

the

TIAA

Separate

Account

VA-1

and

the

CREF

Accounts;

has

previously

held

various

positions

with

TIAA.

Mark

L.

Winget

333

West

Wacker

Drive

Chicago,

IL

60606

1968

Vice

President

and

Assistant

Secretary

Term—Indefinite

Length

of

Service—

Since

2024.

Vice

President

and

Assistant

Secretary

of

Nuveen

Securities,

LLC

and

Nuveen

Fund

Advisors,

LLC;

Vice

President,

Associate

General

Counsel

and

Assistant

Secretary

of

Teachers

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC

and

Nuveen

Asset

Management,

LLC;

Vice

President

and

Associate

General

Counsel

of

Nuveen.

Rachael

Zufall

8500

Andrew

Carnegie

Blvd.

Charlotte,

NC

28262

1973

Vice

President

and

Secretary

Term—Indefinite

Length

of

Service—

Since

2014.

Managing

Director

and

Assistant

Secretary

of

Nuveen

Fund

Advisors,

LLC;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

the

CREF

Accounts,

TIAA

Separate

Account

VA-1,

TIAA-CREF

Funds

and

TIAA-

CREF

Life

Funds;

Managing

Director,

Associate

General

Counsel

and

Assistant

Secretary

of

Teacher

Advisors,

LLC

and

TIAA-CREF

Investment

Management,

LLC;

Managing

Director

of

Nuveen,

LLC

and

of

TIAA.

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its

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Switch

to

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A12451

(5/24)

Item 2. Code of Conduct.

2(a) The Board of Trustees of the TIAA-CREF Funds (the “Registrant”) has adopted a code of conduct for senior financial officers, including the Registrant’s principal executive officer, principal financial officer, principal accounting officer, or controller, and persons performing similar functions, in conformity with rules promulgated under the Sarbanes-Oxley Act of 2002.

2(b) No response required.

2(c) During the reporting period, there were no material amendments to the code of conduct.

2(d) During the reporting period, there were no implicit or explicit waivers granted by the Registrant from any provision of the code of conduct.

2(e) Not applicable.

2(f) Upon request, a copy of the Registrant’s code of ethics is available without charge by calling 800-257-8787.

Item 3. Audit Committee Financial Expert.

3(a)(1) The Registrant’s Board of Trustees has determined that the Registrant has at least one audit committee financial expert serving on its Audit and Compliance Committee.

3(a)(2) Joseph A. Boateng, Albin F. Moschner, John K. Nelson, Loren M. Starr and Robert L. Young are the Registrant’s audit committee financial experts and are “independent” for purposes of Item 3 of Form N-CSR.

Item 4. Principal Accountant Fees and Services.

PricewaterhouseCoopers LLP (“PwC”) performs independent audits of the Registrant’s financial statements. To maintain auditor independence and avoid even the appearance of conflicts of interest, the Registrant, as a policy, does not engage PwC for management advisory or consulting services.

The aggregate fees billed by PwC as disclosed below for the fiscal year ended March 31, 2023 may not align with the figures reported and filed with the Securities and Exchange Commission in the Form N-CSR for the fiscal year ended March 31, 2023 because the fees disclosed in this Form N-CSR reflect fees updated after the date of the March 31, 2023 Form N-CSR.

4(a) Audit Fees.

For the fiscal years ended March 31, 2024 and March 31, 2023, PwC’s aggregate fees for the audit of the Registrant’s annual financial statements were $686,641 and $655,482, respectively.

4(b) Audit Related Fees.

For the fiscal years ended March 31, 2024 and March 31, 2023, PwC’s aggregate fees for services related to the performance of the audit of the Registrant’s annual financial statements were $5,133 and $0, respectively.

For the fiscal years ended March 31, 2024 and March 31, 2023, the Audit-Related Fees billed by PwC to Teachers Advisors, LLC (“Advisors”) or to any entity controlling, controlled by or under common control with Advisors that provides ongoing services to the Registrant (collectively, “Fund Service Providers”) were $0 and $0, respectively.

4(c) Tax Fees.

For the fiscal years ended March 31, 2024 and March 31, 2023, PwC’s aggregate fees for tax services billed to the Registrant were $95 and $99, respectively.

For the fiscal years ended March 31, 2024 and March 31, 2023, the Tax Fees billed by PwC to the Fund Service Providers were $0 and $0, respectively.

4(d) All Other Fees.

For the fiscal years ended March 31, 2024 and March 31, 2023, PwC’s aggregate fees for all other services billed to the Registrant were $0 and $1,311, respectively.

For the fiscal years ended March 31, 2024 and March 31, 2023, PwC’s aggregate fees for all other services billed to the Fund Service Providers were $0 and $0, respectively.

4(e)(1) Preapproval Policy.

The Registrant’s audit and compliance committee (“Audit Committee”) has adopted a Preapproval Policy for External Audit Firm Services (the “Policy”). The Policy describes the types of services that may be provided by the independent auditor to the Registrant and certain of its affiliates without impairing the auditor’s independence. Under the Policy, the Audit Committee is required to preapprove all services to be performed by the Registrant’s independent auditor in order to ensure that such services do not impair the auditor’s independence.

The Policy requires the Audit Committee to: (i) appoint the independent auditor to perform the financial statements audit for the Registrant and certain of its affiliates, including approving the terms of the engagement, and (ii) preapprove the audit, audit-related, tax and other services to be provided by the independent auditor to the Registrant and certain of its affiliates and the fees to be charged for provision of such services from year to year.

4(e)(2) Services provided pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X (the “de minimis exception”):

Audit-Related Fees:

There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception for the fiscal years ended March 31, 2024 and March 31, 2023 on behalf of the Registrant.

There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception for the fiscal years ended March 31, 2024 and March 31, 2023 on behalf of the Fund Service Providers that relate directly to the operations and financial reporting of the Registrant.

Tax Fees:

There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception for the fiscal years ended March 31, 2024 and March 31, 2023 on behalf of the Registrant.

There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception for the fiscal years ended March 31, 2024 and March 31, 2023 on behalf of the Fund Service Providers that relate directly to the operations and financial reporting of the Registrant.

All Other Fees:

There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception for the fiscal years ended March 31, 2024 and March 31, 2023 on behalf of the Registrant.

There were no amounts that were approved by the Audit Committee pursuant to the de minimis exception for the fiscal years ended March 31, 2024 and March 31, 2023 on behalf of the Fund Service Providers that relate directly to the operations and financial reporting of the Registrant.

4(f) The percentage of hours expended by PwC’s engagement to audit the Registrant’s financial statements for the most recent fiscal year attributable to work performed by persons other than PwC’s full-time, permanent employees was less than 50%.

4(g) Non-Audit Fees for Related Entities.

For the fiscal years ended March 31, 2024 and March 31, 2023, aggregate non-audit fees billed to the Registrant and to its Fund Service Providers by PwC were $1,043,000 and $1,402,275, respectively.

4(h) The Registrant’s Audit Committee has considered whether the non-audit services that were rendered by PwC to the Registrant’s Fund Service Providers that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X are compatible with maintaining PwC’s independence.

4(i) Not applicable.

4(j) Not applicable.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Schedule of Investments.

Not applicable. The complete schedule of investments is included in Item 1 of this Form N-CSR.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There were no material changes to the procedures by which shareholders may recommend nominees to the Registrant’s Board of Trustees.

Item 11. Controls and Procedures.

(a) An evaluation was performed within 90 days of the filing date of the report under the supervision of the Registrant’s management, including the principal executive officer and principal financial officer, of the effectiveness of the design and operation of the Registrant’s disclosure controls and procedures. Based on that evaluation, the Registrant’s management, including the principal executive officer and principal financial officer, concluded that the Registrant’s disclosure controls and procedures were effective for this annual reporting period.

(b) There were no changes in the Registrant’s internal control over financial reporting that occurred during the Registrant’s annual period covered by this report that materially affected, or are reasonably likely to materially affect, the Registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

13(a)(1) Any code of ethics, or amendment thereto, that is the subject of the disclosure required by Item 2, to the extent that the Registrant intends to satisfy the Item 2 requirements through filing of an exhibit: Not applicable because the code is available, upon request and without charge, by calling 800-257-8787 and there were no material amendments during the period covered by this report.

13(a)(2)(i) Section  302 certification of the principal executive officer

13(a)(2)(ii) Section  302 certification of the principal financial officer

13(b) Section  906 certification of principal executive officer and principal financial officer

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.

Dated: June 4, 2024	TIAA-CREF FUNDS
	By:	/s/ Jordan M. Farris
		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.

Dated: June 4, 2024	By:	/s/ Jordan M. Farris
		Jordan M. Farris
		Chief Administrative Officer
		(principal executive officer)

Dated: June 4, 2024	By:	/s/ E. Scott Wickerham
		E. Scott Wickerham
		Vice President and Controller
		(principal financial officer)