Shares or
Principal
Amount
|
|
|
Value
|
|
|
INVESTMENT COMPANY—96.1%
|
|
4,867,962
|
|
High Yield Bond Core Fund
(IDENTIFIED COST $27,153,470)
|
$27,065,866
|
|
|
REPURCHASE AGREEMENT—3.7%
|
|
$1,043,000
|
|
Interest in $1,772,000,000 joint repurchase agreement 5.34%, dated 3/28/2024 under
which Bank of America, N.A. will
repurchase securities provided as collateral for $1,773,051,387 on 4/1/2024. The securities
provided as collateral at the end of
the period held with BNY Mellon as tri-party agent, were U.S. Government Agency securities
with various maturities to
5/20/2052 and the market value of those underlying securities was $1,807,708,104.
(IDENTIFIED COST $1,043,000)
|
$ 1,043,000
|
|
|
TOTAL INVESTMENT IN SECURITIES—99.8%
(IDENTIFIED COST $28,196,470)
|
28,108,866
|
|
|
OTHER ASSETS AND LIABILITIES - NET—0.2%1
|
54,992
|
|
|
TOTAL NET ASSETS—100%
|
$28,163,858
|
|
High Yield
Bond Core Fund
|
Value as of 12/31/2023
|
$24,174,980
|
Purchases at Cost
|
$3,003,861
|
Proceeds from Sales
|
$—
|
Change in Unrealized Appreciation/Depreciation
|
$(112,975)
|
Net Realized Gain/(Loss)
|
$—
|
Value as of 3/31/2024
|
$27,065,866
|
Shares Held as of 3/31/2024
|
4,867,962
|
Dividend Income
|
$404,223
|
1
|
Assets, other than investments in securities, less liabilities.
|
Valuation Inputs
|
||||
|
Level 1—
Quoted
Prices
|
Level 2—
Other
Significant
Observable
Inputs
|
Level 3—
Significant
Unobservable
Inputs
|
Total
|
Investment Company
|
$27,065,866
|
$—
|
$—
|
$27,065,866
|
Repurchase Agreement
|
—
|
1,043,000
|
—
|
1,043,000
|
TOTAL SECURITIES
|
$27,065,866
|
$1,043,000
|
$—
|
$28,108,866
|