Schedule of Portfolio Investments Limited Duration Fund
November 30, 2023 (Unaudited)  

  

Shares or
Principal
Amount
   Security Description  Value 
         
Asset Backed Securities (22.2%)     
$321,881‌   CDC Mortgage Capital Trust, Series 2002-HE1, Class A, 6.08% (TSFR1M + 73 bps), 1/25/33, Callable 12/25/23 @ 100*  $317,932‌ 
 19,257‌   CIT Mortgage Loan Trust, Series 2007-1, Class 1A, 6.81% (TSFR1M + 146 bps), 10/25/37, Callable 8/25/24 @ 100*(a)   19,243‌ 
 566,939‌   CLI Funding VIII LLC, Series 2021-1A, Class B, 2.38%, 2/18/46, Callable 12/18/23 @ 100*(a)   483,667‌ 
 139‌   Countrywide Asset-Backed Certificates, Series 2002-S1, Class A5, 6.46%, 5/25/32, Callable 12/25/23 @ 100*(b)(c)   139‌ 
 661,584‌   DRIVEN BRANDS FUNDING LLC, Series 2019-2A, Class A2, 3.98%, 10/20/49, Callable 10/20/24 @ 100*(a)   609,183‌ 
 806,000‌   Flexential Issuer, Series 2021-1A, Class A2, 3.25%, 11/27/51, Callable 11/25/25 @ 100*(a)   699,106‌ 
 457,984‌   Fremont Home Loan Trust, Series 2004-3, Class M5, 7.33% (TSFR1M + 199 bps), 11/25/34, Callable 12/25/23 @ 100*   312,851‌ 
 1,149,860‌   Goodgreen Trust, Series 2020-1A, Class A, 2.63%, 4/15/55, Callable 10/15/42 @ 100*(a)   884,301‌ 
 345,000‌   HI-FI Music IP Issuer LP, Series 2022-1A, Class A2, 3.94%, 2/1/62, Callable 2/1/24 @ 100*(a)   317,067‌ 
 8‌   IMC Home Equity Loan Trust, Series 1998-1, Class A6, 7.02%, 6/20/29(b)(c)   8‌ 
 757,525‌   Jack in the Box Funding LLC, Series 2022-1A, Class A2I, 3.45%, 2/26/52, Callable 2/25/25 @ 100* (a)   681,615‌ 
 198,481‌   RAAC Trust, Series 2007-SP1, Class M1, 6.31% (TSFR1M + 97 bps), 3/25/37, Callable 12/25/23 @ 100*   196,958‌ 
 55,343‌   RAMP Trust, Series 2002-RS2, Class AI5, 4.82%, 3/25/32, Callable 12/25/23 @ 100*   53,617‌ 
 996‌   Saxon Asset Securities Trust, Series 2003-3, Class AF6, 4.18%, 12/25/33, Callable 12/25/23 @ 100*(b)(c)   956‌ 
 782,667‌   Sonic Capital LLC, Series 2021-1A, Class A2I, 2.19%, 8/20/51, Callable 8/20/25 @ 100*(a)   637,959‌ 
 42,446‌   Soundview Home Loan Trust, Series 2005-B, Class M2, 6.23%, 5/25/35, Callable 12/25/23 @ 100*(b)(c)   38,740‌ 
 155,293‌   Soundview Home Loan Trust, Series 2005-OPT3, Class M1, 6.16% (TSFR1M + 82 bps), 11/25/35, Callable 12/25/23 @ 100*   150,998‌ 
 409,147‌   Structured Asset Investment Loan Trust, Series 2005-HE3, Class M1, 6.18% (TSFR1M + 83 bps), 9/25/35, Callable 12/25/23 @ 100*   399,110‌ 
 28,274‌   Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2004-6XS, Class A5A, 6.03%, 3/25/34, Callable 12/25/23 @ 100*(b)(c)   28,042‌ 
 656,250‌   Taco Bell Funding LLC, Series 2016-1A, Class A23, 4.97%, 5/25/46, Callable 2/25/24 @ 100*(a)   636,863‌ 
 456,570‌   Textainer Marine Containers VII, Ltd., Series 2020-1A, Class A, 2.73%, 8/21/45, Callable 12/20/23 @ 100*(a)   418,695‌ 
 640,263‌   ZAXBY'S FUNDING LLC, Series 2021-1A, Class A2, 3.24%, 7/30/51, Callable 7/30/25 @ 100*(a)   539,481‌ 

 

Shares or
Principal
Amount
   Security Description  Value 
         
Asset Backed Securities, continued:     
Total Asset Backed Securities (Cost $8,565,321)  $7,426,531‌ 
      
Mortgage Backed Securities† (27.4%)    
Alt-A - Adjustable Rate Mortgage Backed Securities (0.7%)     
$8,279‌   Alternative Loan Trust, Series 2005-24, Class 1A1, 6.24% (12MTA + 131 bps), 7/20/35, Callable 12/19/23 @ 100*   6,923‌ 
 55,727‌   Bear Stearns Alternative Trust, Series 2006-1, Class 21A2, 4.27%, 2/25/36, Callable 12/25/23 @ 100*(b)   37,873‌ 
 8,612‌   Bear Stearns Alternative Trust, Series 2005-5, Class 26A1, 4.53%, 7/25/35, Callable 12/25/23 @ 100*(b)   6,022‌ 
 856‌   Deutsche Alternative Securities Mortgage Loan Trust, Series 2006-AB4, Class A1B1, 5.56% (TSFR1M + 21 bps), 10/25/36, Callable 12/25/23 @ 100*   661‌ 
 2,926‌   Deutsche Alternative Securities Mortgage Loan Trust, Series 2006-AB4, Class A1A, 6.01%, 10/25/36, Callable 12/25/23 @ 100*(b)   2,301‌ 
 1,198‌   Deutsche Alternative Securities, Inc. Mortgage Loan Trust, Series 2003-4XS, Class A6A, 5.32%, 10/25/44, Callable 12/25/23 @ 100*(b)(c)   1,137‌ 
 1,777‌   First Horizon Alternative Mortgage Securities Trust, Series 2004-AA3, Class A1, 5.94%, 9/25/34, Callable 12/25/23 @ 100*(b)   1,672‌ 
 149,964‌   Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-AR4, Class 3A1, 5.49%, 8/25/35, Callable 12/25/23 @ 100*(b)   149,065‌ 
 13,246‌   RALI Trust, Series 2006-QA1, Class A21, 5.05%, 1/25/36, Callable 12/25/23 @ 100*(b)   9,396‌ 
 21,048‌   RALI Trust, Series 2004-QA4, Class NB21, 5.11%, 9/25/34, Callable 12/25/23 @ 100*(b)   19,321‌ 
         234,371‌ 
Alt-A - Fixed Rate Mortgage Backed Securities (1.4%)     
 9,547‌   Alternative Loan Trust, Series 2005-J13, Class 2A3, 5.50%, 11/25/35, Callable 12/25/23 @ 100*   6,512‌ 
 15,047‌   Alternative Loan Trust, Series 2006-2CB, Class A3, 5.50%, 3/25/36, Callable 12/25/23 @ 100*   6,106‌ 
 15,629‌   Alternative Loan Trust, Series 2006-31CB, Class A16, 6.00%, 11/25/36, Callable 12/25/23 @ 100*   8,960‌ 
 15,413‌   Alternative Loan Trust, Series 2006-43CB, Class 1A4, 6.00%, 2/25/37, Callable 12/25/23 @ 100*   8,217‌ 
 111,807‌   Alternative Loan Trust, Series 2006-J8, Class A2, 6.00%, 2/25/37, Callable 12/25/23 @ 100*   47,450‌ 
 54,930‌   Alternative Loan Trust, Series 2004-J8, Class 2A1, 7.00%, 8/25/34, Callable 12/25/23 @ 100*   48,196‌ 
 10,525‌   ChaseFlex Trust, Series 2005-1, Class 2A4, 5.50%, 2/25/35, Callable 12/25/23 @ 100*   7,984‌ 
 13,522‌   CitiMortgage Alternative Loan Trust, Series 2006-A3, Class 1A5, 6.00%, 7/25/36, Callable 12/25/23 @ 100*   11,239‌ 
 675‌   MASTR Alternative Loan Trust, Series 2005-1, Class 5A1, 5.50%, 1/25/20   571‌ 
 2,657‌   MASTR Alternative Loan Trust, Series 2004-3, Class 3A1, 6.00%, 4/25/34, Callable 12/25/23 @100*   2,578‌ 

 

See notes to schedule of portfolio of investments.

 

- 1 -

 

 

Schedule of Portfolio Investments Limited Duration Fund
November 30, 2023 (Unaudited) Continued

 

Shares or
Principal
Amount
   Security Description  Value 
         
Mortgage Backed Securities†, continued:    
Alt-A - Fixed Rate Mortgage Backed Securities, continued:    
$243,574‌   MASTR Alternative Loan Trust, Series 2004-3, Class 5A1, 6.50%, 3/25/34, Callable 12/25/23 @100*  $241,500‌ 
 16,701‌   MASTR Alternative Loan Trust, Series 2004-1, Class 3A1, 7.00%, 1/25/34, Callable 12/25/23 @100*   15,861‌ 
 2,510‌   MASTR Alternative Loan Trust, Series 2004-3, Class 8A1, 7.00%, 4/25/34, Callable 12/25/23 @100*   2,518‌ 
 101‌   RALI Trust, Series 2004-QS13, Class CB, 5.00%, 9/25/19   95‌ 
 5,560‌   RALI Trust, Series 2004-QS6, Class A1, 5.00%, 5/25/19   5,156‌ 
 19,486‌   RALI Trust, Series 2006-QS6, Class 1A2, 6.00%, 6/25/36, Callable 12/25/23 @ 100*   15,121‌ 
 40,529‌   Residential Asset Securitization Trust, Series 2006-A9CB, Class A5, 6.00%, 9/25/36, Callable 1/25/24 @ 100*   12,907‌ 
 23,661‌   Residential Asset Securitization Trust, Series 2007-A5, Class 2A3, 6.00%, 5/25/37, Callable 12/25/23 @ 100*   11,871‌ 
 7,001‌   Wells Fargo Alternative Loan Trust, Series 2005-1, Class 2A3, 5.50%, 2/25/35, Callable 12/25/23 @100*   6,720‌ 
         459,562‌ 
Prime Adjustable Rate Mortgage Backed Securities (3.9%)     
 171‌   Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A22, 4.73%, 5/25/35(b)   170‌ 
 327,920‌   American Home Mortgage Investment Trust, Series 2006-2, Class 3A2, 6.70%, 6/25/36, Callable 12/25/23 @ 100*(b)(c)   48,073‌ 
 3,850‌   Banc of America Mortgage Trust, Series 2006-A, Class 2A1, 3.89%, 2/25/36, Callable 12/25/23 @ 100*(b)   3,375‌ 
 2,295‌   Banc of America Mortgage Trust, Series 2006-B, Class 2A1, 4.99%, 11/20/46, Callable 12/20/23 @ 100*(b)   1,985‌ 
 3,107‌   Banc of America Mortgage Trust, Series 2004-E, Class 1A1, 5.41%, 6/25/34, Callable 12/25/23 @ 100*(b)   2,878‌ 
 4,048‌   Banc of America Mortgage Trust, Series 2003-H, Class 2A3, 6.00%, 9/25/33, Callable 12/25/23 @ 100*(b)   3,716‌ 
 4,126‌   Bear Stearns ARM Trust, Series 2004-6, Class 1A1, 5.48%, 9/25/34, Callable 12/25/23 @ 100*(b)   3,789‌ 
 3,615‌   Bear Stearns ARM Trust, Series 2006-4, Class 1A1, 5.79%, 10/25/36, Callable 12/25/23 @ 100*(b)   3,363‌ 
 1,978‌   Bear Stearns ARM Trust, Series 2004-10, Class 15A1, 6.24%, 1/25/35, Callable 12/25/23 @ 100*(b)   1,908‌ 
 2,994‌   Bear Stearns ARM Trust, Series 2005-9, Class A1, 7.67% (H15T1Y + 230 bps), 10/25/35, Callable 12/25/23 @ 100*   2,756‌ 
 1,215‌   Bear Stearns Mortgage Securities, Inc., Series 1997-6, Class 1A, 7.24%, 3/25/31, Callable 12/25/23 @ 100*(b)   1,202‌ 
 8,337‌   Chase Mortgage Finance Trust, Series 2007-A2, Class 7A1, 4.52%, 7/25/37, Callable 12/25/23 @ 100*(b)   6,439‌ 

 

Shares or
Principal
Amount
   Security Description  Value 
         
Mortgage Backed Securities†, continued:    
Prime Adjustable Rate Mortgage Backed Securities, continued:     
$208‌   CHL Mortgage Pass-Through Trust, Series 2003-42, Class 1A1, 3.99%, 9/25/33, Callable 12/25/23 @ 100*(b)  $169‌ 
 2,982‌   CHL Mortgage Pass-Through Trust, Series 2003-60, Class 2A1, 4.12%, 2/25/34, Callable 12/25/23 @ 100*(b)   2,728‌ 
 6,055‌   CHL Mortgage Pass-Through Trust, Series 2003-58, Class 2A2, 5.89%, 2/19/34, Callable 12/19/23 @ 100*(b)   5,758‌ 
 4,014‌   Citigroup Mortgage Loan Trust, Series 2005-3, Class 2A2A, 5.31%, 8/25/35(b)   3,777‌ 
 17,454‌   Credit Suisse First Boston Mortgage Securities Corp., Series 2004-AR7, Class 2A1, 4.78%, 11/25/34, Callable 12/25/23 @ 100*(b)   16,496‌ 
 21,789‌   Credit Suisse First Boston Mortgage Securities Corp., Series 2002-AR28, Class CB3, 4.91%, 11/25/32, Callable 12/25/23 @ 100*(b)   13,609‌ 
 496,265‌   Fannie Mae REMIC Trust, Series 2003-W14, Class 2A, 4.44%, 1/25/43, Callable 12/25/23 @ 100*(b)   467,994‌ 
 4,129‌   First Horizon Mortgage Pass-Through Trust, Series 2005-AR4, Class 2A1, 4.95%, 10/25/35, Callable 12/25/23 @ 100*(b)   3,790‌ 
 21,801‌   GMACM Mortgage Loan Trust, Series 2005-AR6, Class 3A1, 4.27%, 11/19/35, Callable 12/19/23 @ 100*(b)   18,380‌ 
 11,667‌   GSR Mortgage Loan Trust, Series 2005-AR2, Class 1A2, 3.83%, 4/25/35, Callable 12/25/23 @ 100*(b)   10,472‌ 
 4,125‌   GSR Mortgage Loan Trust, Series 2005-AR7, Class 2A1, 4.33%, 11/25/35, Callable 12/25/23 @ 100*(b)   4,075‌ 
 52,403‌   HarborView Mortgage Loan Trust, Series 2004-10, Class 3A1B, 4.70%, 1/19/35, Callable 12/19/23 @ 100*(b)   45,117‌ 
 2,604‌   HarborView Mortgage Loan Trust, Series 2005-14, Class 3A1A, 5.88%, 12/19/35, Callable 12/19/23 @ 100*(b)   2,422‌ 
 18,072‌   IndyMac INDX Mortgage Loan Trust, Series 2006-AR13, Class A1, 3.82%, 7/25/36, Callable 12/25/23 @ 100*(b)   12,400‌ 
 29,887‌   IndyMac INDX Mortgage Loan Trust, Series 2006-AR19, Class 1A2, 3.85%, 8/25/36, Callable 12/25/23 @ 100*(b)   20,490‌ 
 7,424‌   IndyMac INDX Mortgage Loan Trust, Series 2004-AR4, Class 1A, 4.44%, 8/25/34, Callable 12/25/23 @ 100*(b)   6,906‌ 
 16,458   IndyMac INDX Mortgage Loan Trust, Series 2004-AR4, Class 3A, 4.67%, 8/25/34, Callable 12/25/23 @ 100*(b)   14,767‌ 
 1,273‌   JPMorgan Mortgage Trust, Series 2006-A5, Class 3A4, 4.45%, 8/25/36, Callable 12/25/23 @ 100*(b)   995‌ 
 12,054‌   MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1, 5.87%, 4/21/34, Callable 12/21/23 @ 100*(b)   11,315‌ 
 5,133‌   Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A2, 4.57%, 12/25/34, Callable 12/25/23 @ 100*(b)   4,743‌ 
 628‌   Merrill Lynch Mortgage Investors Trust, Series 2004-A1, Class 2A2, 4.83%, 2/25/34, Callable 12/25/23 @ 100*(b)   564‌ 

  

See notes to schedule of portfolio of investments.

 

- 2 -

 

 

Schedule of Portfolio Investments Limited Duration Fund
November 30, 2023 (Unaudited) Continued

 

Shares or
Principal
Amount
   Security Description  Value 
         
Mortgage Backed Securities†, continued:    
Prime Adjustable Rate Mortgage Backed Securities, continued:     
$5,725‌   Merrill Lynch Mortgage Investors Trust, Series 2004-A2, Class 1A, 5.52%, 7/25/34, Callable 12/25/23 @ 100*(b)  $5,349 
 3,302‌   Morgan Stanley Mortgage Loan Trust, Series 2004-6AR, Class 2A2, 5.21%, 8/25/34, Callable 1/25/25 @ 100*(b)   3,145 
 1,610‌   Morgan Stanley Mortgage Loan Trust, Series 2004-6AR, Class 3A, 5.24%, 8/25/34, Callable 7/25/24 @ 100*(b)   1,528 
 500,000‌   PNMAC GMSR ISSUER TRUST, Series 2018-GT2, Class A, 8.84% (TSFR1M + 351 bps), 8/25/25(a)   499,845 
 17,704‌   Structured Adjustable Rate Mortgage Loan Trust, Series 2004-18, Class 1A2, 5.14%, 12/25/34, Callable 12/25/23 @ 100*(b)   15,128 
 806‌   Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 3A1, 6.21%, 2/25/34, Callable 12/25/23 @ 100*(b)   745 
 1,280‌   Structured Asset Mortgage Investments II Trust, Series 2005-AR7, Class 1A1, 4.86%, 12/27/35, Callable 12/25/23 @ 100*(b)   1,263 
 8,868‌   Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-24A, Class 1A3, 6.53%, 7/25/33, Callable 12/25/23 @ 100*(b)   8,532 
 38,230‌   Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR14, Class 1A1, 4.02%, 11/25/36, Callable 12/25/23 @ 100*(b)   31,913 
 1,083‌   Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR8, Class 1A1, 4.41%, 8/25/46, Callable 12/25/23 @ 100*(b)   937  
 5,914‌   Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR10, Class 1A2, 4.46%, 9/25/36, Callable 12/25/23 @ 100*(b)   4,807  
 2,754‌   Washington Mutual Mortgage Pass-Through Certificates, Series 2004-AR3, Class A2, 4.50%, 6/25/34, Callable 12/25/23 @ 100*(b)   2,460  
 3,550‌   Washington Mutual Mortgage Pass-Through Certificates, Series 2004-AR10, Class A1B, 6.30% (TSFR1M + 95 bps), 7/25/44, Callable 12/25/23 @ 100*   3,216 
         1,325,489‌ 
Prime Fixed Mortgage Backed Securities (11.6%)     
 401,352   Angel Oak Mortgage Trust, Series 2019-6, Class A1, 2.62%, 11/25/59, Callable 12/25/23 @ 100* (a)(b)   385,241 
 4,023‌   Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class WA2, 6.50%, 6/25/31, Callable 12/25/23 @ 100*   3,871 
 52,542‌   Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 1CB2, 6.75%, 8/25/34, Callable 12/25/23 @100*   45,707 
 9,646‌   Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 2CB3, 8.00%, 8/25/34, Callable 12/25/23 @ 100*   9,594 
 57,421‌   Credit Suisse First Boston Mortgage Securities Corp., Series 2003-23, Class 1A11, 6.00%, 10/25/33   51,838 
 7,401‌   Credit Suisse First Boston Mortgage Securities Corp., Series 2003-8, Class 5A1, 6.50%, 4/25/33, Callable 12/25/23 @ 100*   7,227 

  

Shares or
Principal
Amount
   Security Description  Value 
         
Mortgage Backed Securities†, continued:     
Prime Fixed Mortgage Backed Securities, continued:     
$13,642‌   Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class 1A1, 7.00%, 2/25/33, Callable 12/25/23 @ 100*  $13,411‌ 
 29,433‌‌   Credit Suisse First Boston Mortgage Securities Corp., Series 2002-10, Class 2B1, 7.50%, 5/25/32, Callable 12/25/23 @ 100*     7,723‌ 
 170,960   Credit Suisse First Boston Mortgage Securities Corp., Series 2002-34, Class 1A1, 7.50%, 12/25/32, Callable 12/25/23 @ 100*     175,153‌ 
 3,376   CSFB Mortgage-Backed Trust, Series 2004-7, Class 5A1, 5.00%, 10/25/19    3,283‌ 
 ‌740,879   Fannie Mae REMIC Trust, Series 2004-W10, Class A6, 5.75%, 8/25/34, Callable 12/25/23 @100*     729,304‌ 
 ‌330,384‌   GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ2, Class A8, 4.00%, 11/25/49, Callable 12/25/23 @ 100*(a)(b)     298,504‌ 
 ‌14,589‌   GSR Mortgage Loan Trust, Series 2003-3F, Class 2A1, 4.50%, 4/25/33, Callable 12/25/23 @ 100*     13,339‌ 
 ‌20,143‌   GSR Mortgage Loan Trust, Series 2005-8F, Class 3A4, 6.00%, 11/25/35, Callable 7/25/34 @ 100*     7,644‌ 
 492,737‌   JPMorgan Mortgage Trust, Series 2020-4, Class A3A, 2.50%, 11/25/50, Callable 3/25/29 @ 100*(a)(b)     393,357‌ 
 391,855‌   JPMorgan Mortgage Trust, Series 2017-2, Class A4, 3.00%, 5/25/47, Callable 10/25/30 @ 100*(a)(b)     323,495‌ 
 8,724   Lehman Mortgage Trust, Series 2005-3, Class 1A3, 5.50%, 1/25/36, Callable 12/25/23 @ 100*     4,217‌ 
 1,343,333‌   NewRez Warehouse Securitization Trust, Series 2021-1, Class D, 6.86% (TSFR1M + 151 bps), 5/25/55, Callable 5/25/24 @ 100*(a)     1,339,468‌ 
 3,848   RFMSI Trust, Series 2005-S7, Class A1, 5.50%, 11/25/35, Callable 12/25/23 @ 100*    2,975‌ 
 ‌11,183   RFMSI Trust, Series 2003-S9, Class A1, 6.50%, 3/25/32, Callable 12/25/23 @ 100*    10,738‌ 
 46,364‌   Structured Asset Mortgage Investments Trust, Series 1999-2, Class 3A, 6.75%, 5/25/29, Callable 12/25/23 @ 100*     44,642‌ 
         3,870,731‌ 
           
Subprime Mortgage Backed Securities (0.9%)     
  25,108   Towd Point Mortgage Trust, Series 2017-1, Class A1, 2.75%, 10/25/56, Callable 1/25/29 @ 100*(a)(b)     24,907‌ 
 13,557‌   Towd Point Mortgage Trust, Series 2017-2, Class A1, 2.75%, 4/25/57, Callable 12/25/26 @ 100*(a)(b)     13,500‌ 
 273,454‌   Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, 10/25/57, Callable 9/25/30 @ 100*(a)(b)     260,037‌ 
         298,444‌ 
U.S. Government Agency Mortgage Backed Securities (8.9%)     
 ‌10,562   Fannie Mae, 3.67% (US0012M + 133 bps), 1/1/35, Pool #805386    10,482‌ 
 274   Fannie Mae, 5.67% (H15T1Y + 222 bps), 6/1/32, Pool #725286    273‌ 
 18,235   Fannie Mae, 6.29% (H15T1Y + 229 bps), 2/1/30, Pool #556998    18,085‌ 

  

See notes to schedule of portfolio of investments.

 

- 3 -

 

 

Schedule of Portfolio Investments Limited Duration Fund
November 30, 2023 (Unaudited) Continued

 

Shares or        
Principal        
Amount   Security Description  Value 
         
Mortgage Backed Securities†, continued:    
U.S. Government Agency Mortgage Backed Securities, continued:    
$744,166‌   Fannie Mae Grantor Trust, Series 2003-T4, Class 2A5, 4.46%, 9/26/33, Callable 12/26/23 @ 100*(b)(c)  $ 709,436‌ 
 142,047‌   Fannie Mae REMIC, Series 2013-68, Class NA, 1.00%,3/25/42  115,042‌ 
 23,988‌   Fannie Mae REMIC, Series 2012-31, Class PA, 2.00%,4/25/41  23,132‌ 
 3,354‌   Fannie Mae REMIC, Series 2012-96, Class PD, 2.00%,7/25/41  3,336‌ 
 113,543‌   Fannie Mae REMIC, Series 2013-18, Class NA, 2.00%,12/25/42  96,194‌ 
 71,599‌   Fannie Mae REMIC, Series 2013-73, Class PD, 2.25%,6/25/42  64,438‌ 
 68,858‌   Fannie Mae REMIC, Series 2013-74, Class DY, 2.25%, 6/25/42(b)  64,189‌ 
 51,484‌   Fannie Mae REMIC, Series 2011-118, Class NA, 3.00%,11/25/41  47,054‌ 
 110,342‌   Fannie Mae REMIC, Series 2014-1, Class AB, 3.00%,6/25/43  102,476‌ 
 412,454‌   Fannie Mae REMIC, Series 2018-83, Class LC, 3.00%,11/25/48  359,910‌ 
 1,000‌   Fannie Mae REMIC, Series 1996-42, Class LL, 7.50%,9/25/26  997‌ 
 304,257‌   Fannie Mae REMIC Trust, Series 2003-W16, Class AF5, 4.40%, 11/25/33, Callable 12/25/23 @ 100*(b)(c)  291,213‌ 
 1,231‌   Fannie Mae REMIC Trust, Series 2001-W4, Class AF6, 5.11%, 1/25/32, Callable 12/25/23 @ 100*(b)(c)  1,214‌ 
 2,956‌   Fannie Mae REMIC Trust, Series 2001-W2, Class AF6, 6.09%, 10/25/31, Callable 12/25/23 @ 100*(b)(c)  2,945‌ 
 4,549‌   Fannie Mae REMIC Trust, Series 2001-W1, Class AF6, 6.40%, 7/25/31, Callable 12/25/23 @ 100*(b)(c)  4,567‌ 
 1,957‌   Freddie Mac, 4.00%, 9/1/33, Pool #N31025  1,866‌ 
 1,646‌   Freddie Mac, 7.20% (US0006M + 152 bps), 4/1/36, Pool #1N0148  1,668‌ 
 27,481‌   Freddie Mac REMIC, Series 4146, Class ML, 1.50%,10/15/42  26,334‌ 
 248,867‌   Freddie Mac REMIC, Series 4220, Class KC, 1.50%,5/15/32  233,698‌ 
 29,183‌   Freddie Mac REMIC, Series 3982, Class MD, 2.00%,5/15/39  28,194‌ 
 105,358‌   Freddie Mac REMIC, Series 4019, Class GB, 2.00%,12/15/41  94,459‌ 
 53,651‌   Freddie Mac REMIC, Series 4272, Class YG, 2.00%,11/15/26  52,958‌ 
 73,459‌   Freddie Mac REMIC, Series 3913, Class PC, 2.50%,3/15/41  69,873‌ 
 309,571‌   Freddie Mac REMIC, Series 4374, Class GA, 3.00%,9/15/36  290,128‌ 
 313,960‌   Government National Mortgage Assoc., Series 2013-69, Class NA, 2.00%, 9/20/42  264,552‌ 
 798‌   Government National Mortgage Assoc., 2.75% (H15T1Y + 150 bps), 12/20/27, Pool #80141  785‌ 
 296‌   Government National Mortgage Assoc., 3.63% (H15T1Y + 150 bps), 1/20/25, Pool #8580  292‌ 
 508‌   Government National Mortgage Assoc., 3.63% (H15T1Y + 150 bps), 1/20/25, Pool #8585  500‌ 

 

Shares or        
Principal        
Amount   Security Description  Value 
         
Mortgage Backed Securities†, continued:    
U.S. Government Agency Mortgage Backed Securities, continued:     
$303   Government National Mortgage Assoc., 3.63% (H15T1Y + 150 bps), 3/20/26, Pool #8832  $295 
 935   Government National Mortgage Assoc., 3.63% (H15T1Y + 150 bps), 3/20/29, Pool #80263   906 
 5,395   Government National Mortgage Assoc., 3.88% (H15T1Y + 150 bps), 5/20/34, Pool #80916   5,326 
 40   Government National Mortgage Assoc., 6.50%, 12/15/25, Pool #414856   41 
 2   Government National Mortgage Assoc., 7.00%, 4/20/24, Pool #1655   2 
 7   Government National Mortgage Assoc., 7.00%, 11/20/26, Pool #2320   7 
         2,986,867 
Total Mortgage Backed Securities (Cost $10,327,078)   9,175,464 
      
Commercial Mortgage Backed Securities (0.1%)     
Alt-A - Fixed Rate Mortgage Backed Securities (0.1%)     
 48,289   COMM Mortgage Trust, Series 2013-CR12, Class A4, 4.05%, 10/10/46, Callable 12/10/23 @ 100*   46,792 
Total Commercial Mortgage Backed Securities (Cost $47,731)   46,792 
      
Corporate Bonds (20.8%)     
Aerospace & Defense (2.8%)     
 920,000   Boeing Co. (The), 7.95% 8/15/24   932,039 
Banks (5.3%)     
 1,057,740   SouthTrust Bank, 7.74%, 5/15/25, MTN   1,076,255 
 800,000   Truist Financial Corp., Series N, 4.80% (H15T5Y + 300 bps), (d)   706,743 
    1,782,998 
Capital Markets (5.2%)     
 800,000   Charles Schwab Corp. (The), Series I, 4.00% (H15T5Y + 317 bps), (d)   687,799 
 1,116,000   Goldman Sachs Group, Inc. (The), 1.30%, 11/15/24, Callable 2/15/24 @ 100, MTN *   1,061,095 
 2,000,000   Lehman Brothers Holdings, Inc., 6.00%, 7/19/12, MTN (e)   3,000 
    1,751,894 
Financial Services (5.2%)     
 670,000   Athene Global Funding, 1.72%, 1/7/25 (a)   636,645 
 1,206,000   Western Union Co. (The), 1.35%, 3/15/26, Callable 2/15/26 @ 100 *   1,089,045 
   1,725,690 
Tobacco (2.3%)     
 806,000   BAT Capital Corp., 3.22% 9/6/26, Callable 7/6/26 @100*   759,378 
Total Corporate Bonds (Cost $8,283,205)   6,951,999 
      
Taxable Municipal Bonds (0.6%)     
Pennsylvania (0.6%)     
 190,000   Philadelphia Authority for Industrial Development Revenue, 3.96%, 4/15/26   185,852 
Total Taxable Municipal Bonds (Cost $189,839)   185,852 
      
U.S. Government Agency Securities (13.4%)     
Federal Farm Credit Banks Funding Corp.    
  1,000,000     1.23%, 9/10/29, Callable 12/14/23 @ 100 *   814,752 
 475,000   5.44% (SOFR + 5 bps), 2/13/24   475,049 
 350,000   5.45% (SOFR + 6 bps), 10/8/24   349,752 
         1,639,553 

 

See notes to schedule of portfolio of investments.

 

- 4 -

 

 

Schedule of Portfolio Investments Limited Duration Fund
November 30, 2023 (Unaudited) Concluded

 

Shares or        
Principal        
Amount   Security Description  Value 
         
U.S. Government Agency Securities, continued:    
Federal Home Loan Banks     
$35,000   0.90%, 8/27/26, Callable 2/27/24 @ 100 *  $31,657 
 250,000   1.00%, 3/29/29, Callable 12/29/23 @ 100 *(b)   214,969 
 252,500   1.25%, 2/19/30, Callable 2/19/24 @ 100 *   203,804 
 370,000   Series 4, 1.50%, 6/30/25, Callable 12/30/23 @ 100 *(b)   353,733 
 180,000   2.10%, 11/26/31, Callable 12/14/23 @ 100 *   145,765 
 300,000   4.84%, 5/15/30, Callable 5/15/25 @ 100 *   290,337 
 220,000   5.40%, 2/24/28, Callable 2/24/24 @ 100 *   217,740 
 350,000   5.51% (SOFR + 12 bps), 5/1/25   350,014 
 400,000   5.53% (SOFR + 14 bps), 4/21/25   400,053 
         2,208,072  
Federal Home Loan Mortgage Corporation     
 249,000   3.63%, 7/26/24, Callable 1/26/24 @ 100 *   246,257 
 180,000   5.50%, 6/18/24, Callable 12/22/23 @ 100 *   179,892 
         426,149 

 

Shares or        
Principal        
Amount   Security Description  Value 
         
U.S. Government Agency Securities, continued:
Federal National Mortgage Association     
$250,000   Series 1, 1.00%, 10/27/28, Callable 1/27/24 @ 100*  $210,451 
Total U.S. Government Agency Securities (Cost $4,731,462)   4,484,225 
      
U.S. Treasury Obligations (12.2%)     
U.S. Treasury Notes     
 730,000   1.50%, 2/15/30   617,677 
 400,000   3.88%, 12/31/27   392,641 
 942,000   4.13%, 9/30/27   933,205 
 2,161,000   4.25%, 9/30/24   2,143,611 
Total U.S. Treasury Obligations (Cost $4,154,673)   4,087,134 
      
Investment in Affiliates (3.0%)     
 987,744   Cavanal Hill Government Securities Money Market Fund, Select Shares, 5.19%(f)   987,744 
Total Investment in Affiliates (Cost $987,744)   987,744 
      
Total Investments (Cost $37,287,053) — 99.7%   33,345,741 
Other assets in excess of liabilities — 0.3%   85,580 
Net Assets - 100.0%  $33,431,321 

 

 

(a)Represents a restricted security, purchased under Rule 144A, Section 4(2), which is exempt from registration under the Securities Act of 1933, as amended. The security has been deemed liquid according to the policies and procedures adopted by the Board of Trustees.
(b)The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets underlying the security. The rate presented is the rate in effect at November 30, 2023.
(c)Step Bond: Coupon rate is set for an initial period and then increased to a higher coupon rate at a specified date. The rate shown is the rate in effect at November 30, 2023.

(d)Security is perpetual and has no final maturity date but may be subject to calls at various dates in the future

(e)Issuer has defaulted on the payment of interest.

(f)Money market investment. The rate presented on the Schedule of Portfolio Investments is the rate in effect at November 30, 2023.

*Represents next call date. Additional subsequent call dates and amounts may apply to this security.

Mortgage backed securities are classified based on the characteristics of their underlying collateral, the fixed vs. variable nature of the obligations, and the credit standing of the mortgagors. The fixed or variable rate nature of securities interest payments to which the fund is entitled may not coincide with the payment nature of the collateral underlying the securities.

 

12MTA 12 Month Treasury Average
H15T1Y 1 Year Treasury Constant Maturity Rate
H15T5Y 5 Year Treasury Constant Maturity Rate
LIBOR London Interbank Offered Rate
MTN Medium Term Note
REMIC Real Estate Mortgage Investment Conduits
SOFR Secured Overnight Financing Rate
TSFR1M CME Term Secured Overnight Financing Rate 1-Month
US0006M 6 Month US Dollar LIBOR
US0012M 12 Month US Dollar LIBOR

 

See notes to schedule of portfolio of investments.

 

- 5 -

 

 

Schedule of Portfolio Investments Moderate Duration Fund
November 30, 2023 (Unaudited)

 

Shares or
Principal
Amount
   Security Description  Value 
      
Asset Backed Securities (12.2%)         
$280,000   Flexential Issuer, Series 2021-1A, Class A2, 3.25%, 11/27/51, Callable 11/25/25 @ 100*(a)  $242,866 
 250,000   HI-FI Music IP Issuer LP, Series 2022-1A, Class A2, 3.94%, 2/1/62, Callable 2/1/24 @ 100*(a)   229,759 
 286,807   Longtrain Leasing III LLC, Series 2015-1A, Class A2, 4.06%, 1/15/45, Callable 1/15/25 @ 100*(a)   272,538 
 206,415   VR Funding LLC, Series 2020-1A, Class A, 2.79%, 11/15/50, Callable 2/15/24 @ 100*(a)   182,148 
 225,625   Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, 6/15/49, Callable 3/15/24 @ 100*(a)   211,888 
 141,231   Willis Engine Structured Trust VI, Series 2021-A, Class A, 3.10%, 5/15/46, Callable 5/15/29 @ 100*(a)   113,502 
Total Asset Backed Securities (Cost $1,400,364)     1,252,701 
      
Mortgage Backed Securities† (24.6%)         
Alt-A - Fixed Rate Mortgage Backed Securities (1.9%)         
 2,335   Alternative Loan Trust, Series 2005-3CB, Class 1A4, 5.25%, 3/25/35, Callable 12/25/23 @ 100*   1,891 
 6,970   Alternative Loan Trust, Series 2004-5CB, Class 1A1, 6.00%, 5/25/34, Callable 12/25/23 @ 100*   6,855 
 58,846   Alternative Loan Trust, Series 2006-J8, Class A2, 6.00%, 2/25/37, Callable 12/25/23 @ 100*   24,974 
 31,493   COMM Mortgage Trust, Series 2013-CR12, Class A4, 4.05%, 10/10/46, Callable 12/10/23 @ 100*   30,516 
 3,783   CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-1, Class 4A1, 5.00%, 2/25/19   3,554 
 6,267   MASTR Alternative Loan Trust, Series 2004-1, Class 4A1, 5.50%, 2/25/34, Callable 12/25/23 @ 100*   5,919 
 6,197   MASTR Alternative Loan Trust, Series 2004-4, Class 1A1, 5.50%, 5/25/34, Callable 12/25/23 @ 100*   5,870 
 142   MASTR Alternative Loan Trust, Series 2005-1, Class 5A1, 5.50%, 1/25/20   120 
 11,443   MASTR Alternative Loan Trust, Series 2004-6, Class 7A1, 6.00%, 7/25/34, Callable 12/25/23 @ 100*   10,727 
 6,120   MASTR Alternative Loan Trust, Series 2003-7, Class 6A1, 6.50%, 12/25/33, Callable 12/25/23 @ 100*   6,115 
 10,572   MASTR Alternative Loan Trust, Series 2004-4, Class 8A1, 6.50%, 5/25/34, Callable 12/25/23 @ 100*   10,167 
 18,642   MASTR Alternative Loan Trust, Series 2004-6, Class 6A1, 6.50%, 7/25/34, Callable 12/25/23 @ 100*   17,858 
 255   Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-WF1, Class 2A5, 5.66%, 3/25/35, Callable 12/25/23 @ 100*(b)(c)   249 
 19,810   RALI Trust, Series 2006-QS12, Class 1A2, 6.50%, 9/25/36, Callable 12/25/23 @ 100*   8,833 
 33,897   Residential Asset Securitization Trust, Series 2005-A14, Class A5, 5.50%, 12/25/35, Callable 12/25/23 @ 100*   15,564 

 

Shares or
Principal
Amount
   Security Description  Value 
     
Mortgage Backed Securities†, continued:    
Alt-A - Fixed Rate Mortgage Backed Securities, continued:     
$38,901   Residential Asset Securitization Trust, Series 2006-A8, Class 1A1, 6.00%, 8/25/36, Callable 12/25/23 @ 100*  $21,125 
 26,789   Washington Mutual Mortgage Pass-Through Certificates Trust, Series 2005-6, Class 1CB, 6.50%, 8/25/35, Callable 12/25/23 @ 100*   23,422 
         193,759 
Prime Adjustable Rate Mortgage Backed Securities (2.8%)     
 3,976   Banc of America Funding Trust, Series 2004-B, Class 5A1, 5.66%, 11/20/34, Callable 12/20/23 @ 100*(b)   3,749 
 2,502   Bear Stearns ARM Trust, Series 2004-9, Class 12A3, 5.11%, 11/25/34, Callable 12/25/23 @ 100*(b)   2,485 
 658   Bear Stearns ARM Trust, Series 2003-7, Class 4A, 5.71%, 10/25/33, Callable 12/25/23 @ 100*(b)   657 
 7,111   CHL Mortgage Pass-Through Trust, Series 2004-2, Class 2A1, 3.74%, 2/25/34, Callable 12/25/23 @ 100*(b)   5,770 
 6,636   HomeBanc Mortgage Trust, Series 2006-1, Class 1A1, 3.64%, 4/25/37, Callable 12/25/23 @ 100*(b)   5,620 
 11,951   JPMorgan Mortgage Trust, Series 2006-A6, Class 1A4L, 4.13%, 10/25/36, Callable 12/25/23 @ 100*(b)   8,588 
 2,384   JPMorgan Mortgage Trust, Series 2006-A2, Class 2A1, 4.20% (US0003M + 101 bps), 4/25/36, Callable 12/25/23 @ 100*   2,027 
 13,047   JPMorgan Mortgage Trust, Series 2005-A1, Class 3A4, 4.89%, 2/25/35, Callable 12/25/23 @ 100*(b)   12,128 
 155,440   JPMorgan Mortgage Trust, Series 2005-A6, Class 3A3, 5.02%, 9/25/35, Callable 12/25/23 @ 100*(b)   137,864 
 29,222   Ocwen Residential MBS Corp., Series 1998-R1, Class B1, 2.78%, 10/25/40, Callable 12/25/23 @ 100*(a)(b)   17,200 
 105,726   WinWater Mortgage Loan Trust, Series 2014-1, Class A1, 3.92%, 6/20/44, Callable 12/20/23 @ 100*(a)(b)   96,630 
         292,718 
Prime Fixed Mortgage Backed Securities (6.1%)     
 1,673   American Home Mortgage Investment Trust, Series 2005-2, Class 5A1, 5.56%, 9/25/35, Callable 12/25/23 @ 100*(b)(c)   1,388 
 49,406   Angel Oak Mortgage Trust, Series 2019-5, Class A1, 2.59%, 10/25/49, Callable 12/25/23 @ 100*(a)(b)   47,345 
 11,942   Chase Mortgage Finance Trust, Series 2007-S2, Class 2A1, 5.50%, 3/25/37, Callable 12/25/23 @ 100*  960 
 42,172   ChaseFlex Trust, Series 2005-2, Class 1A1, 6.00%, 6/25/35, Callable 12/25/23 @ 100*   28,261 
 150   CHL Mortgage Pass-Through Trust, Series 2004-J6, Class 1A2, 5.25%, 8/25/24, Callable 12/25/23 @ 100*   149 
 5,915   CHL Mortgage Pass-Through Trust, Series 2005-29, Class A1, 5.75%, 12/25/35, Callable 12/25/23 @ 100*   2,861 
 3,926   Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 3A1, 6.50%, 4/25/35   3,766 

 

See notes to schedule of portfolio of investments.

 

- 6 -

 

 

Schedule of Portfolio Investments Moderate Duration Fund
November 30, 2023 (Unaudited) Continued

 

Shares or
Principal
Amount
   Security Description  Value 
     
Mortgage Backed Securities†, continued:    
Prime Fixed Mortgage Backed Securities, continued:     
$4,328   Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM1, Class 1A3, 6.75%, 7/25/34, Callable 12/25/23 @ 100*  $4,152 
 9,820   CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 8A1, 6.00%, 11/25/33, Callable 12/25/23 @ 100*   9,624 
 200,874   Flagstar Mortgage Trust, Series 2021-4, Class A5, 2.50%, 6/1/51, Callable 4/25/47 @ 100*(a)(b)   167,919 
 10,581   Galton Funding Mortgage Trust, Series 2017-1, Class A21, 3.50%, 7/25/56, Callable 4/25/31 @ 100*(a)(b)   9,309 
 110,569   GS Mortgage-Backed Securities Corp. Trust, Series 2020-PJ3, Class A14, 3.00%, 10/25/50, Callable 4/25/43 @ 100*(a)(b)   89,075 
 129,599   GSR Mortgage Loan Trust, Series 2004-13F, Class 2A1, 4.25%, 11/25/34, Callable 12/25/23 @ 100*   118,851 
 67   GSR Mortgage Loan Trust, Series 2004-10F, Class 2A4, 5.00%, 8/25/19   66 
 444   GSR Mortgage Loan Trust, Series 2003-2F, Class 3A1, 6.00%, 3/25/32, Callable 12/25/23 @ 100*   421 
 3,767   MASTR Alternative Loan Trust, Series 2004-13, Class 12A1, 5.50%, 12/25/19   2,729 
 810   Prime Mortgage Trust, Series 2004-CL1, Class 1A1, 6.00%, 2/25/34, Callable 12/25/23 @ 100*   768 
 16,953   RAMP Trust, Series 2005-SL2, Class A3, 7.00%, 2/25/32, Callable 10/25/29 @ 100*   13,394 
 5,753   Structured Asset Mortgage Investments Trust, Series 1999-2, Class 3A, 6.75%, 5/25/29, Callable 12/25/23 @ 100*   5,539 
 35   Structured Asset Securities Corp. Mort Pass-Through Certificate Trust, Series 1997-2, Class 2A4, 7.25%, 3/28/30, Callable 12/28/23 @ 100*   34 
 577   WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S11, Class 1A, 5.00%, 11/25/33, Callable 12/25/23 @ 100*   533 
 221   Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2004-RA1, Class 2A, 7.00%, 3/25/34, Callable 12/25/23 @ 100*   215 
 142,502   Wells Fargo Mortgage Backed Securities Trust, Series 2021-2, Class A3, 2.50%, 6/25/51, Callable 4/25/47 @ 100*(a)(b)   119,977 
         627,336 
Subprime Mortgage Backed Securities (0.8%)     
 22,698   Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, 1/25/58, Callable 10/25/27 @ 100*(a)(b)   21,887 
 62,374   Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25%, 3/25/58, Callable 8/25/29 @ 100*(a)(b)   59,886 
         81,773 
U.S. Government Agency Mortgage Backed Securities (13.0%)     
 89,165   Fannie Mae, Series 2018-M12, Class A1, 3.55%, 8/25/30   86,498 
 1,624   Fannie Mae, 4.11% (US0012M + 186 bps), 1/1/37, Pool #906675   1,612 
 246,857   Fannie Mae, 5.50%, 3/1/53, Pool #MA4941   243,271 

 

Shares or
Principal
Amount
   Security Description   Value 
           
Mortgage Backed Securities†, continued:     
U.S. Government Agency Mortgage Backed Securities, continued:     
$1,266   Fannie Mae, 5.88% (US0012M + 163 bps), 9/1/33, Pool #739372  $1,250 
 70   Fannie Mae, 6.00%, 4/1/35, Pool #735503   72 
 230   Fannie Mae Grantor Trust, Series 2002-T1, Class A3, 7.50%, 11/25/31, Callable 12/25/23 @ 100*   236 
 46,262   Fannie Mae REMIC, Series 2010-100, Class LA, 2.50%,7/25/40   42,528 
 47,173   Fannie Mae REMIC, Series 2014-61, Class P, 2.50%,7/25/44   42,082 
 13,990   Fannie Mae REMIC, Series 2015-12, Class PC, 2.50%,7/25/44   13,391 
 93,877   Fannie Mae REMIC, Series 2015-59, Class LM, 3.00%,7/25/45   84,047 
 143,140   Fannie Mae REMIC, Series 2023-16, Class VE, 5.50%,3/25/34   143,352 
 435   Fannie Mae REMIC, Series 2001-55, Class PC, 6.50%,10/25/31   438 
 8,039   Fannie Mae Trust, Series 2003-W2, Class 1A2, 7.00%, 7/25/42, Callable 12/25/23 @ 100*   8,250 
 3,815   Freddie Mac, 6.98% (H15T1Y + 237 bps), 8/1/34, Pool #755230   3,737 
 34,827   Freddie Mac REMIC, Series 4220, Class KC, 1.50%,5/15/32   32,704 
 22,568   Freddie Mac REMIC, Series 4076, Class QC, 2.00%,11/15/41   21,311 
 31,654   Freddie Mac REMIC, Series 4461, Class EA, 2.00%,7/15/37   29,976 
 146,881   Freddie Mac REMIC, Series 3908, Class B, 2.50%,6/15/39   129,940 
 161,664   Freddie Mac REMIC, Series 5303, Class B, 5.50%,6/25/45   159,233 
 31   Freddie Mac REMIC, Series 1714, Class K, 7.00%, 4/15/24, Callable 1/15/24 @ 100*   30 
 280   Freddie Mac REMIC, Series 1904, Class D, 7.50%, 10/15/26, Callable 1/15/24 @ 100*   281 
 67,277   Government National Mortgage Assoc., Series 2013-69, Class NA, 2.00%, 9/20/42   56,690 
 235,040   Government National Mortgage Assoc., Series 2023-47, Class AQ, 5.00%, 6/20/48   229,656 
 2,320   Government National Mortgage Assoc., 7.00%, 3/15/26, Pool #419128   2,309 
 25   Government National Mortgage Assoc., 7.00%, 3/20/27, Pool #2394   26 
 17   Government National Mortgage Assoc., 8.00%, 10/20/24, Pool #1884   17 
 14   Government National Mortgage Assoc., 8.00%, 2/20/26, Pool #2171   14 
 302   Government National Mortgage Assoc., 8.00%, 4/20/26, Pool #2205   302 
 1,330   Government National Mortgage Assoc., 8.00%, 5/20/26, Pool #2219   1,342 
         1,334,595 
Total Mortgage Backed Securities (Cost $2,803,610)   2,530,181 
      
Corporate Bonds (16.6%)     
Air Freight & Logistics (1.6%)     
 168,216   United Airlines Pass-Through Trust, Series 2020-1, Class A, 5.88% 10/15/27   167,501 
Banks (1.2%)     
 135,000   Bank of America Corp., 5.02% (SOFR + 216 bps) 7/22/33, Callable 7/22/32 @ 100, MTN *   128,210 

 

See notes to schedule of portfolio of investments.

 

- 7 -

 

 

Schedule of Portfolio Investments

Moderate Duration Fund

November 30, 2023 (Unaudited) Concluded

 

Shares or
Principal
Amount
   Security Description  Value 
         
Corporate Bonds, continued:    
Capital Markets (1.3%)    
$140,000   Goldman Sachs Group, Inc. (The), 3.50% 11/16/26, Callable 11/16/25 @ 100 *  $133,611 
Electric Utilities (2.4%)     
 275,000   Entergy Mississippi LLC, 3.25% 12/1/27, Callable 9/1/27 @ 100 *   250,241 
Electrical Equipment (2.0%)     
 250,000   Emerson Electric Co., 2.20% 12/21/31, Callable 9/21/31 @ 100 *   204,833 
Financial Services (2.9%)     
 300,000   Jackson National Life Global Funding, 2.65% 6/21/24 (a)   294,215 
Household Durables (3.8%)     
 400,000   Harman International Industries, Inc., 4.15% 5/15/25, Callable 2/15/25 @ 100 *   391,214 
Semiconductors & Semiconductor Equipment (1.4%)     
 150,000   Broadcom, Inc., 4.15% 11/15/30, Callable 8/15/30 @ 100 *   139,022 
Total Corporate Bonds (Cost $1,851,282)   1,708,847 
           
Taxable Municipal Bonds (7.9%)     
Arizona (2.4%)     
 250,000   City of Glendale AZ, Certificate Participation,0. 90%, 7/1/24   243,555 
Colorado (1.4%)     
 150,000   Colorado Housing and Finance Authority Revenue, Series I-1, 1.11%, 5/1/25, GNMA: GOV. NATL MTGE ASSOCIATION   141,576 

 

Shares or        
Principal        
Amount   Security Description  Value 
         
Taxable Municipal Bonds, continued:     
Rhode Island (3.7%)     
$400,000   Rhode Island Convention Center Authority Revenue, Series A, 3.15%, 5/15/25  $386,684 
Wisconsin (0.4%)     
 45,000   Public Financial Authority Revenue, 4.45%, 10/1/25, AGM(a)   44,265 
Total Taxable Municipal Bonds (Cost $844,836)   816,080 
           
U.S. Government Agency Securities (10.4%)     
Federal Farm Credit Banks Funding Corp.     
 350,000   2.12%, 5/23/31, Callable 12/14/23 @ 100 *   287,657 
 250,000   2.32%, 1/26/32, Callable 12/14/23 @ 100 *   204,349 
         492,006 
Federal Home Loan Banks     
 250,000   1.25%, 8/16/28, Callable 2/16/24 @ 100 *(b)   221,025 
 220,000   1.25%, 3/17/31, Callable 12/17/23 @ 100 *(b)   186,470 
 200,000   1.50%, 10/28/31, Callable 1/28/24 @ 100 *(b)   165,003 
Total U.S. Government Agency Securities (Cost $1,157,083)   572,498 
         1,064,504 
           
U.S. Treasury Obligations (20.8%)   
U.S. Treasury Notes   
 1,349,000   4.13%, 11/15/32   1,323,865 
 825,000   4.25%, 9/30/24   818,361 
Total U.S. Treasury Obligations (Cost $2,177,591)   2,142,226 
      
Investment in Affiliates (7.2%)    
 738,074   Cavanal Hill Government Securities Money Market Fund, Select Shares, 5.19%(d)   738,074 
Total Investment in Affiliates (Cost$738,074)   738,074 
      
Total Investments (Cost $10,972,840) — 99.7%   10,252,613 
Other assets in excess of liabilities — 0.3%   34,085 
Net Assets - 100.0%  $10,286,698 

 

(a)Represents a restricted security, purchased under Rule 144A, Section 4(2), which is exempt from registration under the Securities Act of 1933, as amended. The security has been deemed liquid according to the policies and procedures adopted by the Board of Trustees.
(b)The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets underlying the security. The rate presented is the rate in effect at November 30, 2023.
(c)Step Bond: Coupon rate is set for an initial period and then increased to a higher coupon rate at a specified date. The rate shown is the rate in effect at November 30, 2023.
(d)Money market investment. The rate presented on the Schedule of Portfolio Investments is the rate in effect at November 30, 2023.
*Represents next call date. Additional subsequent call dates and amounts may apply to this security.
Mortgage backed securities are classified based on the characteristics of their underlying collateral, the fixed vs. variable nature of the obligations, and the credit standing of the mortgagors. The fixed or variable rate nature of securities interest payments to which the fund is entitled may not coincide with the payment nature of the collateral underlying the securities.

 

AGM Assured Guaranty Municipal Corporation
GNMA Government National Mortgage Association
H15T1Y 1 Year Treasury Constant Maturity Rate
LIBOR London Interbank Offered Rate
MTN Medium Term Note
REMIC Real Estate Mortgage Investment Conduits
SOFR Secured Overnight Financing Rate
US0003M 3 Month US Dollar LIBOR
US0012M 12 Month US Dollar LIBOR

 

See notes to schedule of portfolio of investments.

 

- 8 -

 

 

Schedule of Portfolio Investments

Bond Fund

November 30, 2023 (Unaudited)

 

Shares or
Principal
Amount
   Security Description  Value  
       
Asset Backed Securities (12.5%)      
$825,000   Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, 1.94%, 8/15/46, Callable 8/15/24 @ 100*(a)   $728,499  
 1,250,000   Amur Equipment Finance Receivables IX LLC, Series 2021-1A, Class C, 1.75%, 6/21/27, Callable 11/20/24 @ 100*(a)   1,194,242  
 370,291   BRE Grand Islander Timeshare Issuer LLC, Series 2019-A, Class B, 3.78%, 9/26/33, Callable 9/25/26 @ 100*(a)   349,056  
 1,100,000   CoreVest American Finance Trust, Series 2021-2, Class B, 2.38%, 7/15/54, Callable 7/15/31 @ 100*(a)   857,253  
 585,000   Dext ABS LLC, Series 2023-1, Class A2, 5.99%, 3/15/32, Callable 4/15/27 @ 100*(a)   578,399  
 8,947   Fannie Mae REMIC Trust, Series 2002-W11, Class AF5, 4.98%, 11/25/32, Callable 12/25/23 @ 100*(b)(c)   8,198  
 1,226,460   Finance of America Structured Securities RMF Trust, Series 2023-S1, Class A1, 3.00%, 9/25/61(a)(b)   1,139,480  
 1,490,000   Flexential Issuer, Series 2021-1A, Class A2, 3.25%, 11/27/51, Callable 11/25/25 @ 100*(a)   1,292,392  
 1,500,000   HI-FI Music IP Issuer LP, Series 2022-1A, Class A2, 3.94%, 2/1/62, Callable 2/1/24 @ 100*(a)   1,378,551  
 651,375   Jack in the Box Funding LLC, Series 2022-1A, Class A2I, 3.45%, 2/26/52, Callable 2/25/25 @ 100*(a)   586,102  
 928,477   Longtrain Leasing III LLC, Series 2015-1A, Class A2, 4.06%, 1/15/45, Callable 1/15/25 @ 100*(a)   882,285  
 462,763   MVW LLC, Series 2019-2A, Class A, 2.22%, 10/20/38, Callable 12/20/25 @ 100*(a)   436,054  
    RAAC Trust, Series 2004-SP1, Class AI4, 5.29%, 8/25/27, Callable 12/25/23 @ 100*(b)     
 515,000   Sabey Data Center Issuer LLC, Series 2020-1, Class A2, 3.81%, 4/20/45, Callable 12/20/23 @ 100*(a)   492,858  
 1,025,550   Sonic Capital LLC, Series 2020-1A, Class A2I, 3.85%, 1/20/50, Callable 1/20/24 @ 100*(a)   942,753  
 351,100   Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2, 4.54%, 2/25/44(a)   348,935  
 638,175   Taco Bell Funding LLC, Series 2018-1A, Class A2II, 4.94%, 11/25/48, Callable 11/25/25 @ 100*(a)    602,541  
 446,832   Triumph Rail Holdings LLC, Series 2021-2, Class A, 2.15%, 6/19/51, Callable 12/17/23 @ 100*(a)   391,782  
 80,631   VR Funding LLC, Series 2020-1A, Class A, 2.79%, 11/15/50, Callable 2/15/24 @ 100*(a)   71,152  
 1,083,000   Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, 6/15/49, Callable 3/15/24 @ 100*(a)   1,017,064  
 573,280   Willis Engine Structured Trust III, Series 2017-A, Class A, 4.69%, 8/15/42, Callable 7/15/27 @ 100*(a)(b)   483,057  
 847,386   Willis Engine Structured Trust VI, Series 2021-A, Class A, 3.10%, 5/15/46, Callable 5/15/29 @ 100*(a)   681,010  
 518,075   ZAXBY'S FUNDING LLC, Series 2021-1A, Class A2, 3.24%, 7/30/51, Callable 7/30/25 @ 100*(a)   436,527  

 

Shares or
Principal
Amount
   Security Description  Value  
       
Asset Backed Securities, continued:     
Total Asset Backed Securities (Cost $16,359,821)  $14,898,190  
       
Mortgage Backed Securities† (19.6%)      
Alt-A - Adjustable Rate Mortgage Backed Securities (0.0%^)      
$49,744   Bear Stearns Alternative Trust, Series 2006-6, Class 32A1, 4.49%, 11/25/36, Callable 8/25/26 @ 100*(b)   25,051  
 2,169   JPMorgan Alternative Loan Trust, Series 2006-S4, Class A6, 6.21%, 12/25/36, Callable 12/25/23 @ 100*(b)(c)   2,030  
         27,081  
Alt-A - Fixed Rate Mortgage Backed Securities (0.3%)      
 39,150   Alternative Loan Trust, Series 2005-46CB, Class A3, 5.50%, 10/25/35, Callable 12/25/23 @ 100*   27,932  
 4,901   Alternative Loan Trust, Series 2004-22CB, Class 1A1, 6.00%, 10/25/34, Callable 12/25/23 @ 100*   4,835  
 21,069   Alternative Loan Trust, Series 2006-8T1, Class 1A4, 6.00%, 4/25/36, Callable 12/25/23 @ 100*   9,780  
 138,503   Alternative Loan Trust, Series 2007-9T1, Class 1A7, 6.00%, 5/25/37, Callable 12/25/23 @ 100*   66,556  
 166,085   Alternative Loan Trust, Series 2006-36T2, Class 2A4, 6.25%, 12/25/36, Callable 12/25/23 @ 100*   70,317  
 5,723   Banc of America Alternative Loan Trust, Series 2006-4, Class 4CB1, 6.50%, 5/25/46, Callable 12/25/23 @100*   4,960  
 16,047   Bear Stearns Asset Backed Securities Trust, Series 2003-AC7, Class A1, 5.50%, 1/25/34, Callable 12/25/23 @ 100*(b)(c)   13,796  
 7,451   MASTR Alternative Loan Trust, Series 2005-3, Class 1A1, 5.50%, 4/25/35, Callable 1/25/25 @100*   6,764  
 31,832   MASTR Alternative Loan Trust, Series 2004-3, Class 3A1, 6.00%, 4/25/34, Callable 12/25/23 @100*   30,876  
 11,443   MASTR Alternative Loan Trust, Series 2004-6, Class 7A1, 6.00%, 7/25/34, Callable 12/25/23 @100*   10,727  
 12,629   MASTR Alternative Loan Trust, Series 2005-3, Class 7A1, 6.00%, 4/25/35, Callable 1/25/25 @100*   10,068  
 668   MASTR Alternative Loan Trust, Series 2003-7, Class 5A1, 6.25%, 11/25/33, Callable 12/25/23 @100*   668  
 4,579   MASTR Alternative Loan Trust, Series 2004-3, Class 2A1, 6.25%, 4/25/34, Callable 12/25/23 @100*   4,493  
 2,509   Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2, 6.00%, 5/25/33, Callable 12/25/23 @ 100*   2,425  
 2,579   WaMu Mortgage Pass-Through Certificates Trust, Series 2004-CB1, Class 4A, 6.00%, 6/25/34, Callable 12/25/23 @ 100*   2,529  
 141,773   Washington Mutual Mortgage Pass-Through Certificates WMALT, Series 2005-3, Class 1CB5, 5.50%, 5/25/35, Callable 12/25/23 @ 100*   117,635  
         384,361  

 

See notes to schedule of portfolio of investments.

 

- 9 -

 

 

Schedule of Portfolio Investments Bond Fund
November 30, 2023 (Unaudited) Continued

 

Shares or        
Principal        
Amount    Security Description  Value  
    
Mortgage Backed Securities†, continued:   
Prime Adjustable Rate Mortgage Backed Securities (1.5%)   
$384,120   GS Mortgage-Backed Securities Trust, Series 2021-GR 2, Class A6, 2.50%, 2/25/52, Callable 7/25/47 @ 100*(a)(b)  $324,205 
 842,875   GS Mortgage-Backed Securities Trust, Series 2021-PJ7, Class A8, 2.50%, 1/25/52, Callable 5/25/47 @ 100*(a)(b)   711,054 
 3,241   JPMorgan Mortgage Trust, Series 2006-A4, Class 3A1, 4.05%, 6/25/36, Callable 12/25/23 @ 100*(b)   2,173 
 91,010   JPMorgan Mortgage Trust, Series 2005-A6, Class 2A4, 5.82%, 8/25/35, Callable 12/25/23 @ 100*(b)   83,712 
 7,177   Merrill Lynch Mortgage Investors Trust, Series 2004-HB1, Class A3, 5.24%, 4/25/29, Callable 12/25/23 @ 100*(b)   6,305 
 771,845   Starwood Mortgage Residential Trust, Series 2021-5, Class A1, 1.92%, 9/25/66, Callable 10/25/24 @ 100*(a)(b)   627,902 
 3,422   Structured Adjustable Rate Mortgage Loan Trust, Series 2006-5, Class 4A1, 4.77%, 6/25/36, Callable 12/25/23 @ 100*(b)   2,157 
         1,757,508 
Prime Fixed Mortgage Backed Securities (3.7%)     
 239,833   Arroyo Mortgage Trust, Series 2019-3, Class A1, 2.96%, 10/25/48, Callable 12/25/23 @ 100*(a)(b)   217,767 
 2,293   Chase Mortgage Finance Trust, Series 2002-S4, Class A23, 6.25%, 3/25/32, Callable 12/25/23 @100*   2,100 
 88,424   ChaseFlex Trust, Series 2006-2, Class A5, 4.42%, 9/25/36, Callable 12/25/23 @ 100*(b)   75,638 
 25,303   ChaseFlex Trust, Series 2005-2, Class 1A1, 6.00%, 6/25/35, Callable 12/25/23 @ 100*   16,957 
 20,730   ChaseFlex Trust, Series 2007-1, Class 1A3, 6.50%, 2/25/37, Callable 12/25/23 @ 100*   6,979 
 1,000   CHL Mortgage Pass-Through Trust, Series 2004-8, Class 1A3, 5.50%, 7/25/34, Callable 12/25/23 @ 100*   946 
 2,854   CHL Mortgage Pass-Through Trust, Series 2004-18, Class A1, 6.00%, 10/25/34, Callable 12/25/23 @ 100*   2,704 
 2,838   CHL Mortgage Pass-Through Trust, Series 2004-21, Class A10, 6.00%, 11/25/34, Callable 12/25/23 @ 100*   2,685 
 1,169,108   CIM Trust, Series 2021-J2, Class A4, 2.50%, 4/25/51, Callable 7/25/44 @ 100*(a)(b)   992,141 
 10,678   Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 3A1, 6.50%, 4/25/35   10,241 
 92,208   CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class 3A1, 6.00%, 10/25/35, Callable 12/25/23 @ 100*   29,136 
 93   FNT Mortgage-Backed Pass-Through Trust, Series 2001-3, Class 1A1, 6.75%, 8/21/31   88 
 401   GMACM Mortgage Loan Trust, Series 2003-GH2, Class A4, 5.50%, 10/25/33, Callable 12/25/23 @ 100*(b)(c)   395 
 838,518   GS Mortgage-Backed Securities Trust, Series 2022-MM1, Class A8, 2.50%, 7/25/52, Callable 12/25/45 @ 100*(a)(b)   692,939 
 800,862   JPMorgan Mortgage Trust, Series 2019-6, Class A5, 3.50%, 12/25/49, Callable 6/25/24 @ 100*(a)(b)   714,320 

 

Shares or        
Principal        
Amount    Security Description  Value  
    
Mortgage Backed Securities†, continued:   
Prime Fixed Mortgage Backed Securities, continued:   
$10,500   JPMorgan Mortgage Trust, Series 2006-A2, Class 3A2, 4.29%, 4/25/36, Callable 12/25/23 @ 100*(b)  $8,761 
 14,965   JPMorgan Mortgage Trust, Series 2004-S2, Class 4A5, 6.00%, 11/25/34, Callable 12/25/23 @ 100*   13,102 
 792,369   Mello Mortgage Capital Acceptance, Series 2021-MTG2, Class A10, 2.50%, 6/25/51, Callable 1/25/47 @ 100*(a)(b)   671,955 
 74,329   RAAC Trust, Series 2004-SP2, Class A22, 6.00%, 1/25/32, Callable 12/25/23 @ 100*   64,459 
 12,555   Structured Asset Securities Corp. Assistance Loan Trust, Series 2003-AL2, Class A, 3.36%, 1/25/31, Callable 12/25/23 @ 100*(a)   11,653 
 36,631   TBW Mortgage-Backed Trust, Series 2006-2, Class 7A1, 7.00%, 7/25/36, Callable 12/25/23 @100*    4,458 
 19,858   Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2004-RA1, Class 2A, 7.00%, 3/25/34, Callable 12/25/23 @ 100*   19,279 
 633,340   Wells Fargo Mortgage Backed Securities Trust, Series 2021-2, Class A3, 2.50%, 6/25/51, Callable4/25/47@100*(a)(b)   533,230 
 210,376   Wells Fargo Mortgage Backed Securities Trust, Series 2019-3, Class A1, 3.50%, 7/25/49, Callable 12/25/23 @ 100*(a)(b)   182,152 
 93,915   WinWater Mortgage Loan Trust, Series 2015-1, Class A1, 3.50%, 1/20/45, Callable 12/20/23 @ 100*(a)(b)   82,926 
         4,357,011 
Subprime Mortgage Backed Securities (0.3%)     
 166,807   Towd Point Mortgage Trust, Series 2017-6, Class A1, 2.75%, 10/25/57, Callable 9/25/30 @ 100*(a)(b)    158,623 
 60,528   Towd Point Mortgage Trust, Series 2018-1, Class A1, 3.00%, 1/25/58, Callable 10/25/27 @ 100*(a)(b)   58,365 
 176,728   Towd Point Mortgage Trust, Series 2018-2, Class A1, 3.25%, 3/25/58, Callable 8/25/29 @ 100*(a)(b)   169,677 
         386,665 
U.S. Government Agency Mortgage Backed Securities (13.8%)     
 303,160   Fannie Mae, Series 2018-M12, Class A1, 3.55%, 8/25/30    294,095 
 6,547   Fannie Mae, 4.43% (H15T1Y + 231 bps), 12/1/27, Pool #422279   6,469 
 165   Fannie Mae, 5.00%, 8/1/33, Pool #730856   166 
 78   Fannie Mae, 5.00%, 7/1/35, Pool #832198   78 
 96   Fannie Mae, 5.50%, 2/1/33, Pool #683351   98 
 65   Fannie Mae, 5.50%, 9/1/34, Pool #725773   66 
 1,397,306   Fannie Mae, 5.50%, 3/1/53, Pool #MA4941   1,377,006 
 748,439   Fannie Mae REMIC, Series 2021-52, Class JC, 1.25%,7/25/51   591,108 
 210,527   Fannie Mae REMIC, Series 2012-111, Class EC, 2.00%,12/25/41   185,894 
 99,217   Fannie Mae REMIC, Series 2013-23, Class AB, 2.00%,2/25/43   86,841 
  333,471     Fannie Mae REMIC, Series 2020-54, Class TA, 2.00%,5/25/43   302,618  
  107,974     Fannie Mae REMIC, Series 2012-30, Class CB, 2.25%,10/25/41     98,693   

 

See notes to schedule of portfolio of investments.

 

- 10 -

 

 

Schedule of Portfolio Investments Bond Fund
November 30, 2023 (Unaudited) Continued

 

Shares or        
Principal        
Amount   Security Description  Value   
         
Mortgage Backed Securities†, continued:    
U.S. Government Agency Mortgage Backed Securities, continued:    
$77,306   Fannie Mae REMIC, Series 2010-100, Class LA, 2.50%, 7/25/40  $71,067 
 140,022   Fannie Mae REMIC, Series 2012-104, Class QC, 2.50%, 5/25/42   124,430 
 35,380   Fannie Mae REMIC, Series 2014-61, Class P, 2.50%, 7/25/44   31,561 
 140,694   Fannie Mae REMIC, Series 2020-2, Class JD, 2.50%, 2/25/50   116,032 
 160,490   Fannie Mae REMIC, Series 2014-33, Class PE, 3.00%, 4/25/43   150,470 
 188,410   Fannie Mae REMIC, Series 2015-59, Class LM, 3.00%, 7/25/45   168,682 
 762,542   Fannie Mae REMIC, Series 2018-94, Class ZE, 3.50%, 1/25/49   681,879 
 440,137   Fannie Mae REMIC, Series 2022-35, Class CK, 4.00%, 3/25/47   410,035 
 1,058,785   Fannie Mae REMIC, Series 2022-61, Class D, 4.00%, 6/25/44   1,009,360 
 1,213,317   Fannie Mae REMIC, Series 2023-19, Class BA, 5.00%, 12/25/50   1,179,608 
 1,908,533   Fannie Mae REMIC, Series 2023-16, Class VE, 5.50%, 3/25/34   1,911,359 
 697   Fannie Mae REMIC, Series 1998-36, Class ZB, 6.00%, 7/18/28   698 
 15,995   Fannie Mae Trust, Series 2003-W6, Class 6A, 4.14%, 8/25/42, Callable 12/25/23 @ 100*(b)   15,245 
 174   Freddie Mac, 5.13% (H15T1Y + 213 bps), 4/1/24, Pool #409624   174 
 173   Freddie Mac, 6.00%, 7/1/35, Pool #A36085   178 
 1,200,331   Freddie Mac, 6.00%, 5/1/53, Pool #SD8325   1,203,649 
 473   Freddie Mac, 6.50%, 2/1/36, Pool #G08113   488 
 63,215   Freddie Mac REMIC, Series 4019, Class GB, 2.00%, 12/15/41   56,675 
 58,032   Freddie Mac REMIC, Series 4461, Class EA, 2.00%, 7/15/37   54,955 
 110,115   Freddie Mac REMIC, Series 3913, Class PC, 2.50%, 3/15/41   104,739 
 837,701   Freddie Mac REMIC, Series 4893, Class PD, 2.50%, 5/15/49   706,072 
 83,252   Freddie Mac REMIC, Series 3721, Class PE, 3.50%, 9/15/40   78,213 
 29,017   Freddie Mac REMIC, Series 3780, Class MK, 3.50%, 10/15/40   27,625 
 84   Freddie Mac REMIC, Series 2610, Class VB, 5.50%, 7/15/24   84 
 1,316,409   Freddie Mac REMIC, Series 5303, Class B, 5.50%, 6/25/45   1,296,609 
 641   Freddie Mac REMIC, Series 2148, Class ZA, 6.00%, 4/15/29   640 
 4,302   Freddie Mac REMIC, Series 2036, Class PD, 6.50%, 3/15/28   4,353 
 145,767   Government National Mortgage Assoc., Series 2013-69, Class NA, 2.00%, 9/20/42   122,827 
 1,387,792   Government National Mortgage Assoc., 3.00%, 4/20/53, Pool #MA8796   1,212,133 
 183,020   Government National Mortgage Assoc., Series 2009-94, Class KB, 3.00%, 9/16/39   171,013 
 75,824   Government National Mortgage Assoc., Series 2011-46, Class GJ, 3.25%, 1/16/41(b)   70,349 
 7,933   Government National Mortgage Assoc., Series 2009-93, Class HG, 4.00%, 9/16/39   7,658 

 

Shares or          
Principal          
Amount    Security Description  Value  
       
Mortgage Backed Securities†, continued:   
U.S. Government Agency Mortgage Backed Securities, continued:   
$1,162,346   Government National Mortgage Assoc., Series 2022-205, Class UA, 5.00%, 5/20/52  $1,140,721 
 1,319,103   Government National Mortgage Assoc., Series 2023-47, Class AQ, 5.00%, 6/20/48   1,288,885 
 2,256   Government National Mortgage Assoc., 7.00%, 7/15/29, Pool #490215   2,265 
         16,363,863 
Total Mortgage Backed Securities (Cost $24,967,930)   23,276,489 
      
Commercial Mortgage Backed Securities (1.2%)     
Alt-A - Fixed Rate Mortgage Backed Securities (1.2%)     
 241,444   COMM Mortgage Trust, Series 2013-CR12, Class A4, 4.05%, 10/10/46, Callable 12/10/23 @ 100*   233,960 
 1,250,000   JPMCC Commercial Mortgage Securities Trust, Series 2017-JP5, Class A5, 3.72%, 3/15/50, Callable 4/15/27 @ 100*   1,154,881 
Total Commercial Mortgage Backed Securities (Cost $1,394,224)   1,388,841 
      
Corporate Bonds (16.8%)     
Air Freight & Logistics (0.8%)     
 967,887   United Airlines Pass-Through Trust, Series 2020-1, Class A, 5.88% 10/15/27   963,775 
Banks (3.4%)     
 2,475,000   Bank of America Corp., 3.31% (SOFR + 158 bps), 4/22/42, Callable 4/22/41 @ 100*   1,830,376 
 1,550,000   JPMorgan Chase & Co., 2.52% (SOFR + 204 bps), 4/22/31, Callable 4/22/30 @ 100*   1,299,775 
 1,350,000   Wells Fargo & Co., 3.07% (SOFR + 253 bps), 4/30/41, Callable 4/30/40 @ 100*   967,742 
Beverages (0.6%)   4,097,893 
 800,000   PepsiCo, Inc., 2.75% 3/19/30, Callable 12/19/29 @ 100*   713,975 
Capital Markets (1.3%)     
 1,600,000   Goldman Sachs Group, Inc. (The), 3.50% 11/16/26, Callable 11/16/25 @ 100*   1,526,985 
Electric Utilities (0.8%)     
  1,000,000     Entergy Mississippi LLC, 3.25% 12/1/27, Callable 9/1/27 @ 100*   909,966  
Electrical Equipment (0.9%)     
 1,250,000   Emerson Electric Co., 2.20% 12/21/31, Callable 9/21/31 @ 100*   1,024,163 
Financial Services (1.5%)     
 1,100,000   Jackson National Life Global Funding, 2.65%, 6/21/24 (a)   1,078,787 
 770,000   Western Union Co. (The), 6.20%, 11/17/36   769,810 
Food Products (1.7%)   1,848,597 
 1,059,000   Conagra Brands, Inc., 4.60%, 11/1/25, Callable 9/1/25 @ 100*   1,038,173 
 320,000   Mars, Inc., 0.88%, 7/16/26, Callable 6/16/26 @ 100*(a)   287,822 
 825,000   Mars, Inc., 3.20%, 4/1/30, Callable 1/1/30 @ 100*(a)   740,025 
Health Care Providers & Services (0.4%)   2,066,020 
 450,000   Montefiore Medical Center, 2.15% 10/20/26, Callable 4/20/26 @ 100*   425,055 
Household Durables (0.9%)     
 1,120,000   Harman International Industries, Inc., 4.15% 5/15/25, Callable 2/15/25 @ 100*   1,095,400 

 

See notes to schedule of portfolio of investments.

 

- 11 -

 

 

Schedule of Portfolio Investments Bond Fund
November 30, 2023 (Unaudited) Continued

 

Shares or            
Principal            
Amount     Security Description   Value  
             
Corporate Bonds, continued:      
Oil, Gas & Consumable Fuels (1.0%)        
$ 1,200,000     Marathon Oil Corp., 4.40% 7/15/27, Callable 4/15/27 @ 100*   $ 1,151,375  
Passenger Airlines (0.8%)        
  998,110     Alaska Airlines Pass-Through Trust, Series 2020-1, Class A, 4.80% 8/15/27 (a)     951,898  
Semiconductors & Semiconductor Equipment (1.7%)        
  2,178,000     Broadcom, Inc., 4.15% 11/15/30, Callable 8/15/30 @ 100*     2,018,606  
Specialized REITs (1.0%)        
  1,255,000     SBA Tower Trust, 1.88% 1/15/26, Callable 1/15/25 @ 100 *(a)     1,147,810  
Total Corporate Bonds (Cost $22,959,393)     19,941,518  
         
Taxable Municipal Bonds (6.2%)        
Georgia (1.0%)        
  1,200,000     State of Georgia, GO, 4.57%, 10/1/30     1,174,729  
Kentucky (0.5%)        
  750,000     Lexington-Fayette Urban County Airport Board Revenue, Series A, 2.84%, 7/1/31     635,917  
Michigan (0.1%)        
  190,000     Michigan State Housing Development Authority Revenue, Series B, 2.72%, 10/1/35, Continuously Callable @100     158,241  
Missouri (1.1%)        
  1,250,000     Fort Zumwalt School District, GO, Series D, 5.30%, 3/1/29, STATE AID WITHHOLDING        
              1,250,838  
Oklahoma (1.9%)        
  500,000     Grand River Dam Authority Revenue, Series B, 4.55%, 6/1/39, Continuously Callable @100       447,017  
  1,650,000     The University of Oklahoma Revenue, Series A, 3.87%, 7/1/32, Continuously Callable @100       1,502,838  
  450,000     The University of Oklahoma Revenue, Series C, 2.45%, 7/1/32, Continuously Callable @100       363,322  
              2,313,177  
Pennsylvania (0.9%)        
   1,110,000     City of Bethlehem PA, GO, Series C, 5.15%, 11/1/34, Pre-refunded 11/1/24 @ 100, AGM     1,104,833  
Texas (0.7%)        
   785,000     Texas Transportation Commission State Highway Fund Revenue, Series B, 5.18%, 4/1/30       791,109  
Total Taxable Municipal Bonds (Cost $8,094,471)     7,428,844  
 
U.S. Government Agency Securities (10.2%)
Federal Farm Credit Banks Funding Corp.        
  1,000,000     1.32%, 9/9/30, Callable 12/14/23 @ 100 *     800,483  
  1,625,000     2.00%, 9/27/33, Callable 12/14/23 @ 100 *     1,245,972  
  1,565,000     2.13%, 4/19/34, Callable 12/14/23 @ 100 *     1,204,237  
  1,408,000     2.15%, 3/7/36, Callable 12/14/23 @ 100 *     1,010,659  
  1,350,000     2.23%, 3/12/35, Callable 12/14/23 @ 100 *     1,017,580  
  1,150,000     2.32%, 1/26/32, Callable 12/14/23 @ 100 *     940,006  
  1,220,000     2.75%, 2/2/37, Callable 12/14/23 @ 100 *     921,100  
              7,140,037  
Federal Home Loan Banks        
  1,000,000     1.00%, 2/11/36, Callable 2/11/24 @ 100 *(b)     698,604  
  1,100,000     1.25%, 10/29/29, Callable 1/29/24 @ 100 *(b)     957,956  
  3,000,000     1.25%, 3/24/33, Callable 12/24/23 @ 100 *(b)     2,428,039  
  1,170,000     1.50%, 2/25/36, Callable 2/25/24 @ 100 *(b)     837,765  
              4,922,364  
Total U.S. Government Agency Securities (Cost $13,624,083)     12,062,401  

 

Shares or        
Principal        
Amount   Security Description  Value 
         
U.S. Treasury Obligations (31.3%)     
U.S. Treasury Bonds     
$5,704,000   1.75%,8/15/41  $3,669,722 
 18,069,000   3.13%,8/15/44   14,224,397 
    17,894,119 
U.S. Treasury Notes     
 3,915,000   3.13%,8/31/29   3,669,242 
 8,351,000   4.13%,9/30/27   8,273,035 
 6,226,000   4.13%,11/15/32   6,109,992 
 1,200,000   4.25%,9/30/24   1,190,344 
    19,242,613 
Total U.S. Treasury Obligations (Cost $40,142,765)   37,136,732 
      
Investment in Affiliates (0.8%)     
 996,099   Cavanal Hill Government Securities Money Market Fund, Select Shares, 5.19%(d)   996,099 
Total Investment in Affiliates (Cost $996,099)   996,099 
      
Total Investments (Cost $128,538,786) — 98.6%   117,129,114 
Other assets in excess of liabilities — 1.4%   1,670,676 
Net Assets — 100.0%  $118,799,790 

 

See notes to schedule of portfolio of investments.

 

- 12 -

 

 

Schedule of Portfolio Investments Bond Fund
November 30, 2023 (Unaudited) Concluded

 

 

(a) Represents a restricted security, purchased under Rule 144A, Section 4(2), which is exempt from registration under the Securities Act of 1933, as amended. The security has been deemed liquid according to the policies and procedures adopted by the Board of Trustees.
(b) The rate for certain asset-backed and mortgage-backed securities may vary based on factors relating to the pool of assets underlying the security. The rate presented is the rate in effect at November 30, 2023.
(c) Step Bond: Coupon rate is set for an initial period and then increased to a higher coupon rate at a specified date. The rate shown is the rate in effect at November 30, 2023.
(d) Money market investment. The rate presented on the Schedule of Portfolio Investments is the rate in effect at November 30, 2023.
* Represents next call date. Additional subsequent call dates and amounts may apply to this security.
^ Represents less than 0.05%.
Mortgage backed securities are classified based on the characteristics of their underlying collateral, the fixed vs. variable nature of the obligations, and the credit standing of the mortgagors. The fixed or variable rate nature of securities interest payments to which the fund is entitled may not coincide with the payment nature of the collateral underlying the securities.

 

Amounts shown as “—“ are either 0 or round to less than 1.

 

AGM Assured Guaranty Municipal Corporation
GO General Obligation
H15T1Y 1 Year Treasury Constant Maturity Rate
REMIC Real Estate Mortgage Investment Conduits
SOFR Secured Overnight Financing Rate

 

See notes to schedule of portfolio of investments.

 

- 13 -

 

 

Schedule of Portfolio Investments Strategic Enhanced Yield Fund
November 30, 2023 (Unaudited)  

 

Shares or
Principal
Amount
   Security Description   Value 
           
Mortgage Backed Securities† (22.9%)     
Prime Fixed Mortgage Backed Securities (4.4%)     
$ 359,469   Brean Asset Backed Securities Trust, Series 2021-RM1, Class M1, 1.60%, 10/25/63, Callable 9/25/27 @ 100*(a)  $209,391 
U.S. Government Agency Mortgage Backed Securities (18.5%)     
 256,244   Fannie Mae, 4.50%, 10/1/52, Pool #MA4784   240,294 
 204,500   Freddie Mac, 4.00%, 11/1/52, Pool #SD8265   185,841 
 198,023   Freddie Mac, 5.00%, 10/1/52, Pool #SD8258   191,017 
 75,306   Freddie Mac, 5.50%, 4/1/53, Pool #SD8316    74,223 
 209,771   Government National Mortgage Assoc., 3.50%, 10/20/52, Pool #MA8345    187,745 
Total Mortgage Backed Securities (Cost $1,231,748)    879,120 
    1,088,511 
          
Corporate Bonds (50.3%)     
Aerospace & Defense (1.9%)     
 90,000   Boeing Co. (The), 5.04% 5/1/27, Callable 3/1/27 @ 100*   89,407 
Banks (10.9%)     
 150,000   Banco GNB Sudameris SA, 7.50% (H15T5Y + 666 bps), 4/16/31, Callable 4/16/26 @ 100 *(b)   117,450 
 90,000   Bank of America Corp., 3.42% (TSFR3M + 130 bps), 12/20/28, Callable 12/20/27 @ 100 *   82,692 
 90,000   Citigroup, Inc., 4.41% (SOFR + 391 bps), 3/31/31, Callable 3/31/30 @ 100 *    83,382 
 50,000   JPMorgan Chase & Co., 3.63%, 12/1/27, Callable 12/1/26 @ 100*   47,230 
 90,000   JPMorgan Chase & Co., 6.40%, 5/15/38    99,014 
 90,000   Wachovia Corp., 5.50%, 8/1/35    86,598 
         516,366 
Capital Markets (3.7%)     
 90,000   Goldman Sachs Group, Inc. (The), 6.17% (SOFR + 82 bps), 9/10/27, Callable 9/10/26 @ 100 *   88,011 
 90,000   Morgan Stanley, 4.43% (TSFR3M + 189 bps), 1/23/30, Callable 1/23/29 @ 100 *    85,328 
         173,339 
Construction & Engineering (4.1%)     
 200,000   Arcos Dorados BV, 6.13% 5/27/29, Callable 5/27/26 @ 103 *(b)   194,500 
Diversified Telecommunication Services (1.9%)     
 90,000   AT&T, Inc., 6.85% (TSFR3M + 144 bps) 6/12/24    90,344 
Financial Services (1.1%)     
 50,000   Ford Motor Credit Co. LLC, 6.80% 11/7/28, Callable 10/7/28 @ 100 *    50,982 
Health Care Providers & Services (0.9%)     
 45,000   CVS Health Corp., 4.30% 3/25/28, Callable 12/25/27 @ 100*   43,538 
Hotels, Restaurants & Leisure (0.9%)     
 50,000   Grupo Posadas SAB de CV, 5.00% 12/30/27, Callable 12/18/23 @ 100 *(b)   42,125 
IT Services (3.8%)     
 200,000   Sixsigma Networks Mexico SA de CV, 7.50% 5/2/25, Callable 1/8/24 @ 102 *(b)   180,918 
Media (1.3%)     
 70,000   Paramount Global, 4.95% 1/15/31, Callable 10/15/30 @ 100*   63,468 
Metals & Mining (7.5%)     
 80,000   Cleveland-Cliffs, Inc., 6.75%, 4/15/30, Callable 4/15/26 @ 103 *(b)   77,837 
 50,000   Commercial Metals Co., 3.88%, 2/15/31, Callable 2/15/26 @ 102*   42,425 
 45,000   Freeport-McMoRan, Inc., 4.25%, 3/1/30, Callable 3/1/25 @ 102*   41,055 

 

Shares or
Principal
Amount
   Security Description  Value 
           
Corporate Bonds, continued:     
Metals & Mining, continued:     
$ 200,000   Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT, 4.75%, 5/15/25, Callable 4/15/25 @ 100 *(b)   $196,000 
         357,317 
Oil, Gas & Consumable Fuels (6.9%)     
 90,000   Kinder Morgan Energy Partners LP, 5.63%, 9/1/41   80,936 
 90,000   Moss Creek Resources Holdings, Inc., 7.50%, 1/15/26, Callable 1/8/24 @ 102 *(b)   87,977 
 50,000   Petrobras Global Finance BV, 6.50%, 7/3/33, Callable 4/3/33 @ 100 *   48,622 
 70,000   Petroleos Mexicanos, 6.50%, 3/13/27    63,075 
 45,000   Range Resources Corp., 8.25%, 1/15/29, Callable 1/15/24 @ 104*   46,650 
         327,260 
Paper & Forest Products (0.9%)     
 50,000   Suzano Austria GmbH, 3.75% 1/15/31, Callable 10/15/30 @ 100*   42,233 
Sovereign Bond (0.9%)     
 50,000   Leviathan Bond, Ltd., 6.75% 6/30/30, Callable 12/30/29 @ 100 *(b)   45,312 
Specialized REITs (1.8%)     
 100,000   Iron Mountain, Inc., 4.50% 2/15/31, Callable 2/15/26 @ 102 *(b)   86,549 
Technology Hardware, Storage & Peripherals (0.8%)     
 45,000   Apple, Inc., 3.95% 8/8/52, Callable 2/8/52 @ 100*   37,400 
Wireless Telecommunication Services (1.0%)     
 50,000   T-Mobile USA, Inc., 3.38% 4/15/29, Callable 4/15/24 @ 102*   45,320 
Total Corporate Bonds (Cost$2,385,932)   2,386,378 
      
U.S. Government Agency Securities (7.1%)     
Dominican Republic International Bond     
 100,000   5.95%, 1/25/27 (b)   98,355 
Federal Home Loan Banks     
 80,000   3.25%,11/16/28   76,121 
Mongolia Government International Bond     
 200,000   4.45%, 7/7/31 (b)   160,600 
Total U.S. Government Agency Securities (Cost$332,540)   335,076 
      
U.S. Treasury Obligations (18.2%)     
U.S. Treasury Bonds     
 70,000   1.88%,2/15/51   40,698 
 128,000   3.88%,5/15/43   114,080 
 156,000   4.50%,2/15/36   158,468 
 90,000   4.75%,2/15/41   91,006 
         404,252 
U.S. Treasury Notes     
 30,000   1.13%,2/28/27   27,047 
 20,000   2.00%,8/15/25   19,081 
 108,000   2.38%,5/15/29   97,677 
 132,000   2.88%,5/15/32   118,089 
 150,000   4.00%,7/31/30   146,789 
 50,000   4.13%,9/30/27   49,533 
    458,216 
Total U.S. Treasury Obligations (Cost $878,105)   862,468 

 

See notes to schedule of portfolio of investments.

 

- 14 -

 

 

Schedule of Portfolio Investments Strategic Enhanced Yield Fund
November 30, 2023 (Unaudited) Concluded

 

Shares or
Principal
Amount
   Security Description  Value 
         
Investment in Affiliates (0.3%)    
 12,535   Cavanal Hill Government Securities Money Market Fund, Select Shares, 5.19%(c)   $12,535 
Total Investment in Affiliates (Cost$12,535)     12,535 
           
Total Investments (Cost $4,840,860) — 98.8%     4,684,968 
Other assets in excess of liabilities — 1.2%     54,604 
Net Assets - 100.0%    $4,739,572 

 

 

(a)Represents a restricted security, purchased under Rule 144A, Section 4(2), which is exempt from registration under the Securities Act of 1933, as amended. The security has been deemed illiquid according to the policies and procedures adopted by the Board of Trustees. At November 30, 2023, illiquid securities were 4.4% of the Fund's net assets.
(b)Represents a restricted security, purchased under Rule 144A, Section 4(2), which is exempt from registration under the Securities Act of 1933, as amended. The security has been deemed liquid according to the policies and procedures adopted by the Board of Trustees.
(c)Money market investment. The rate presented on the Schedule of Portfolio Investments is the rate in effect at November 30, 2023.

*Represents next call date. Additional subsequent call dates and amounts may apply to this security.

Mortgage backed securities are classified based on the characteristics of their underlying collateral, the fixed vs. variable nature of the obligations, and the credit standing of the mortgagors. The fixed or variable rate nature of securities interest payments to which the fund is entitled may not coincide with the payment nature of the collateral underlying the securities.

 

H15T5Y5 Year Treasury Constant Maturity Rate

SOFRSecured Overnight Financing Rate

TSFR3MCME Term Secured Overnight Financing Rate 3-Month

 

See notes to schedule of portfolio of investments.

 

- 15 -

 

 

Schedule of Portfolio Investments Ultra Short Tax-Free Income Fund
November 30, 2023 (Unaudited)  

 

Shares or            
Principal            
Amount     Security Description   Value  
             
Municipal Bonds (98.7%)
Colorado (4.8%)    
$670,000   City of Colorado Springs CO Utilities System Revenue, Series A, 3.28%, 11/1/37, Continuously Callable @100(a)  $670,000 
Illinois (7.2%)     
 300,000   Cook County School District No. 81 Schiller Park, GO, 5.00%, 12/1/23   300,007 
 200,000   Henry County Community Unit School District No. 229 Kewanee, GO, Series B, 3.00%, 12/1/23, AGM   199,991 
 250,000   Village of Libertyville IL, GO, Series A, 3.00%, 12/15/23   249,837 
 250,000   Yorkville-Bristol Sanitation District, GO, 5.00%, 12/15/23, AGM   250,093 
         999,928 
Indiana (2.6%)     
 365,000   New Albany-Floyd County Consolidated School Corp., GO, 5.00%, 7/15/24, ST INTERCEPT   368,678 
Iowa (2.9%)     
 400,000   Iowa Finance Authority Revenue, Series E, 2.50%, 2/15/41, Continuously Callable @100(a)   400,000 
Kansas (5.4%)     
 750,000   Wyandotte County-Kansas City Unified Government, GO, Series 2023-II, 4.25%, 4/1/24, Continuously Callable @100   750,268 
Minnesota (2.7%)     
 375,000   City of Minneapolis MN Revenue, Series B, 3.42%, 12/1/27, Callable 1/2/24 @ 100*(a)   375,000 
Nevada (5.4%)     
 750,000   County of Clark NV Revenue, Series A, 3.26%, 12/1/39, Continuously Callable @100(a)   750,000 
Ohio (32.2%)     
 200,000   American Municipal Power, Inc. Revenue, 4.50%, 6/28/24   200,607 
 350,000   American Municipal Power, Inc. Revenue, 5.25%, 10/24/24   353,716 
 300,000   City of Bay Village OH, GO, 4.50%, 5/31/24   301,107 
 500,000   City of Lyndhurst OH, GO, 4.50%, 3/21/24(b)   500,712 
 460,000   City of Newark OH, GO, Series B, 4.63%, 9/21/24   462,442 
 600,000   County of Franklin OH Revenue, Series A, 3.28%, 11/15/41, Continuously Callable @100(a)   600,000 
 430,000   County of Lake OH, GO, 4.63%, 7/10/24   432,235 

 

Shares or            
Principal            
Amount     Security Description   Value  
             
Municipal Bonds, continued:    
Ohio, continued:     
$375,000   County of Lucas OH, GO, 4.38%, 10/11/24  $377,608 
 400,000   Owens State Community College Revenue, 5.00%, 12/1/23, OH CCD PROG(c)   400,008 
 400,000   Village of Glenwillow OH, GO, Series B, 5.00%, 7/16/24   402,781 
 455,000   Village of Oakwood OH/Cuyahoga County, GO, 5.25%, 6/13/24(b)(c)   458,481 
         4,489,697 
Pennsylvania (8.5%)     
 580,000   Borough of Lewistown PA, GO, 4.00%, 12/15/23, BAM   580,024 
 600,000   City of Philadelphia PA, GO, Series B, 3.27%, 8/1/31, Continuously Callable @100(a)   600,000 
         1,180,024 
Rhode Island (3.6%)     
 500,000   Rhode Island Health and Educational Building Corp. Revenue, Series B, 3.25%, 9/1/43, Callable 1/2/24 @ 100*(a)   500,000 
Tennessee (6.1%)     
 850,000   Montgomery County Public Building Authority Revenue, 3.35%, 11/1/27, Callable 1/1/24 @ 100*(a)   850,000 
Texas (7.4%)     
 580,000   City of Austin TX Revenue, Series B, 3.42%, 11/15/29, Continuously Callable @100(a)