
Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 36.3%
Automotive — 25.6%

Ally Auto Receivables Trust, Ser 2023-1, Cl A2
5.760%, 11/15/2026	$	193	$	194
Ally Bank Auto Credit-Linked Notes Series, Ser 2024-A, Cl B
5.827%, 05/17/2032 (A)		695		702
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A
6.000%, 03/12/2027 (A)		21		21
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D
1.490%, 09/18/2026		500		491
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C
1.010%, 01/19/2027		492		478
AmeriCredit Automobile Receivables Trust, Ser 2023-1, Cl A2A
5.840%, 10/19/2026		98		98
ARI Fleet Lease Trust, Ser 2023-A, Cl A3
5.330%, 02/17/2032 (A)		1,220		1,231
ARI Fleet Lease Trust, Ser 2023-B, Cl A2
6.050%, 07/15/2032 (A)		94		95
ARI Fleet Lease Trust, Ser 2024-A, Cl A2
5.300%, 11/15/2032 (A)		135		136
ARI Fleet Lease Trust, Ser 2024-B, Cl A2
5.540%, 04/15/2033 (A)		1,025		1,033
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (A)		321		319
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl B
2.960%, 02/20/2027 (A)		150		146
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A
4.620%, 02/20/2027 (A)		615		613
Bank of America Auto Trust, Ser 2023-1A, Cl A2
5.830%, 05/15/2026 (A)		225		226
Bank of America Auto Trust, Ser 2023-2A, Cl A2
5.850%, 08/17/2026 (A)		441		443
Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A
6.971%, 07/29/2032 (A)		337		338
BMW Vehicle Lease Trust, Ser 2023-2, Cl A3
5.990%, 09/25/2026		570		574
BMW Vehicle Lease Trust, Ser 2024-1, Cl A4
5.000%, 06/25/2027		250		251
BMW Vehicle Owner Trust, Ser 2022-A, Cl A3
3.210%, 08/25/2026		841		836


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2
6.340%, 07/15/2026	$	14	$	14
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A3
6.510%, 11/15/2027		1,180		1,189
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2
5.820%, 09/15/2026		46		46
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A3
5.530%, 01/18/2028		1,060		1,064
Bridgecrest Lending Auto Securitization Trust, Ser 2024-3, Cl A3
5.340%, 04/17/2028		1,000		1,006
Bridgecrest Lending Auto Securitization Trust, Ser 2024-4, Cl A3
4.720%, 09/15/2028		730		729
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2
5.200%, 05/15/2026		37		37
CarMax Auto Owner Trust, Ser 2021-2, Cl A3
0.520%, 02/17/2026		20		20
CarMax Auto Owner Trust, Ser 2022-1, Cl A3
1.470%, 12/15/2026		693		681
CarMax Auto Owner Trust, Ser 2023-1, Cl A3
4.750%, 10/15/2027		294		294
CarMax Auto Owner Trust, Ser 2023-2, Cl A2A
5.500%, 06/15/2026		212		212
CarMax Auto Owner Trust, Ser 2023-3, Cl A2A
5.720%, 11/16/2026		346		347
CarMax Auto Owner Trust, Ser 2023-4, Cl A2A
6.080%, 12/15/2026		226		227
CarMax Auto Owner Trust, Ser 2024-1, Cl A2A
5.300%, 03/15/2027		426		427
CarMax Auto Owner Trust, Ser 2024-2, Cl A2A
5.650%, 05/17/2027		205		206
CarMax Auto Owner Trust, Ser 2024-3, Cl A2A
5.210%, 09/15/2027		1,000		1,004
CarMax Auto Owner Trust, Ser 2024-3, Cl A3
4.890%, 07/16/2029		145		146
CarMax Auto Owner Trust, Ser 2024-4, Cl A1
4.733%, 09/15/2025		405		405
CarMax Select Receivables Trust, Ser 2024-A, Cl A2A
5.780%, 09/15/2027		1,045		1,051


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028	$	219	$	212
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		37		35
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		92		88
Carvana Auto Receivables Trust, Ser 2022-N1, Cl A2
3.210%, 12/11/2028 (A)		110		108
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A
6.410%, 09/10/2027 (A)		104		105
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2
6.090%, 11/10/2026 (A)		31		31
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2
6.230%, 01/11/2027 (A)		142		142
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2
5.770%, 04/12/2027 (A)		69		69
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2
5.760%, 04/12/2027 (A)		165		166
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2
5.500%, 08/10/2027 (A)		95		95
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (A)		103		100
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
5.354%, SOFR30A + 0.344%, 04/15/2033 (A)(B)		12		12
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1
5.650%, 05/15/2035 (A)		253		254
Citizens Auto Receivables Trust, Ser 2023-1, Cl A2A
6.130%, 07/15/2026 (A)		175		175
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A
6.090%, 10/15/2026 (A)		198		198
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A
5.430%, 10/15/2026 (A)		224		225
CPS Auto Receivables Trust, Ser 2023-B, Cl A
5.910%, 08/16/2027 (A)		80		80
CPS Auto Receivables Trust, Ser 2023-C, Cl A
6.130%, 09/15/2026 (A)		28		28


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CPS Auto Receivables Trust, Ser 2023-D, Cl A
6.400%, 06/15/2027 (A)	$	114	$	115
CPS Auto Receivables Trust, Ser 2024-A, Cl A
5.710%, 09/15/2027 (A)		69		70
Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A
6.390%, 08/15/2033 (A)		550		560
DT Auto Owner Trust, Ser 2023-1A, Cl A
5.480%, 04/15/2027 (A)		37		37
DT Auto Owner Trust, Ser 2023-2A, Cl A
5.880%, 04/15/2027 (A)		61		61
DT Auto Owner Trust, Ser 2023-3A, Cl A
6.290%, 08/16/2027 (A)		102		102
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (A)		6		6
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2
4.650%, 05/21/2029 (A)		203		202
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2
4.380%, 07/20/2029 (A)		36		36
Enterprise Fleet Financing LLC, Ser 2022-4, Cl A2
5.760%, 10/22/2029 (A)		148		149
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2
5.510%, 01/22/2029 (A)		130		130
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2
5.560%, 04/22/2030 (A)		300		302
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2
6.400%, 03/20/2030 (A)		796		810
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2
5.230%, 03/20/2030 (A)		244		245
Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2
5.740%, 12/20/2026 (A)		180		181
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A1
4.724%, 10/21/2025 (A)		465		465
Enterprise Fleet Financing LLC, Ser 2024-4, Cl A2
4.690%, 07/20/2027 (A)		970		968
Exeter Automobile Receivables Trust, Ser 2024-2A, Cl A2
5.700%, 05/15/2026		131		132
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (A)		23		23


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
FHF Trust, Ser 2022-1A, Cl A
4.430%, 01/18/2028 (A)	$	101	$	101
Fifth Third Auto Trust, Ser 2023-1, Cl A2A
5.800%, 11/16/2026		205		205
First Investors Auto Owner Trust, Ser 2022-1A, Cl A
2.030%, 01/15/2027 (A)		166		165
First Investors Auto Owner Trust, Ser 2023-1A, Cl A
6.440%, 10/16/2028 (A)		296		300
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/2027 (A)		86		86
Flagship Credit Auto Trust, Ser 2023-3, Cl A2
5.890%, 07/15/2027 (A)		137		138
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A
5.240%, 07/15/2026		241		241
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (A)		480		478
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A
2.040%, 08/15/2031 (A)		1,400		1,388
Ford Credit Auto Owner Trust, Ser 2024-C, Cl A2A
4.320%, 08/15/2027		385		384
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2
5.430%, 10/15/2026 (A)		6		6
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2
5.990%, 05/15/2028 (A)		189		190
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2
5.950%, 03/15/2027 (A)		488		489
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3
5.400%, 09/15/2027 (A)		930		933
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2
6.370%, 06/15/2028 (A)		196		198
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A
5.440%, 10/20/2025		42		42
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A
5.580%, 01/20/2026		112		112
GM Financial Automobile Leasing Trust, Ser 2024-3, Cl A1
4.745%, 10/20/2025		772		772


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3
4.660%, 02/16/2028	$	525	$	525
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A
5.740%, 09/16/2026		221		221
GTE Auto Receivables Trust, Ser 2023-1, Cl A2
5.650%, 08/17/2026 (A)		239		240
Harley-Davidson Motorcycle Trust, Ser 2023-A, Cl A2A
5.320%, 06/15/2026		32		32
Hertz Vehicle Financing III LLC, Ser 2023-1A, Cl A
5.490%, 06/25/2027 (A)		980		986
Honda Auto Receivables Owner Trust, Ser 2023-2, Cl A2
5.410%, 04/15/2026		157		157
Huntington Auto Trust, Ser 2024-1A, Cl A2
5.500%, 03/15/2027 (A)		607		608
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A3
5.050%, 01/15/2026 (A)		150		150
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A
5.850%, 03/16/2026 (A)		469		470
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A
5.770%, 05/15/2026		164		164
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027 (A)		61		61
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2
6.090%, 06/15/2026 (A)		39		39
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2
5.440%, 11/16/2026 (A)		452		453
LAD Auto Receivables Trust, Ser 2024-2A, Cl A2
5.700%, 03/15/2027 (A)		724		726
LAD Auto Receivables Trust, Ser 2024-3A, Cl A2
4.640%, 11/15/2027 (A)		305		305
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (A)		68		67
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2
7.500%, 12/15/2028 (A)		234		239
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3
4.740%, 01/15/2027		1,024		1,024


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Mercedes-Benz Auto Lease Trust, Ser 2024-B, Cl A2A
4.570%, 12/15/2026	$	115	$	115
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2
2.800%, 03/15/2027 (A)		175		174
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A
5.740%, 08/15/2025		23		23
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A
5.110%, 10/15/2026		447		448
Nissan Auto Receivables Owner Trust, Ser 2023-A, Cl A2A
5.340%, 02/17/2026		54		54
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2
6.230%, 04/15/2027 (A)		298		299
Octane Receivables Trust, Ser 2023-3A, Cl A2
6.440%, 03/20/2029 (A)		811		822
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A
3.630%, 09/14/2027 (A)		156		154
Porsche Innovative Lease Owner Trust, Ser 2024-2A, Cl A1
4.766%, 10/20/2025 (A)		620		620
Prestige Auto Receivables Trust, Ser 2023-1A, Cl B
5.550%, 04/15/2027 (A)		1,360		1,362
Prestige Auto Receivables Trust, Ser 2023-2A, Cl A2
6.240%, 01/15/2027 (A)		484		486
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032 (A)		70		70
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032 (A)		81		82
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B
6.493%, 06/15/2033 (A)		305		307
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C
3.760%, 07/16/2029		585		577
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B
4.420%, 11/15/2027		825		823
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2
6.080%, 08/17/2026		9		9
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2
5.710%, 02/16/2027		66		66


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2024-2, Cl A2
5.800%, 09/15/2027	$	280	$	281
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B
1.610%, 01/20/2026 (A)		54		54
SBNA Auto Lease Trust, Ser 2023-A, Cl A2
6.270%, 04/20/2026 (A)		496		498
SBNA Auto Lease Trust, Ser 2024-A, Cl A3
5.390%, 11/20/2026 (A)		545		548
SBNA Auto Lease Trust, Ser 2024-C, Cl A2
4.940%, 11/20/2026 (A)		75		75
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A
5.890%, 03/22/2027 (A)		63		63
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2
5.350%, 06/21/2027 (A)		114		114
SFS Auto Receivables Securitization Trust, Ser 2024-3A, Cl A2
4.710%, 05/22/2028 (A)		815		814
Tesla Auto Lease Trust, Ser 2023-A, Cl A2
5.860%, 08/20/2025 (A)		44		44
Tesla Auto Lease Trust, Ser 2023-B, Cl A2
6.020%, 09/22/2025 (A)		120		120
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A
5.540%, 12/21/2026 (A)		377		378
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A
5.600%, 08/17/2026		787		789
Toyota Lease Owner Trust, Ser 2024-B, Cl A3
4.210%, 09/20/2027 (A)		305		303
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A
6.480%, 08/17/2026 (A)		–		–
USAA Auto Owner Trust, Ser 2023-A, Cl A2
5.830%, 07/15/2026 (A)		77		77
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A
5.870%, 01/20/2026		457		458
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D
1.230%, 04/15/2026 (A)		125		124
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A
5.510%, 06/15/2026 (A)		17		17
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A
5.870%, 07/15/2026 (A)		56		56
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3
5.800%, 02/16/2027 (A)		715		717


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A
5.960%, 10/15/2026 (A)	$	323	$	324
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2
6.230%, 01/15/2027 (A)		342		343
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A3
6.240%, 07/15/2027 (A)		480		487
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2
5.890%, 02/16/2027 (A)		656		660
Westlake Automobile Receivables Trust, Ser 2024-3A, Cl A1
4.919%, 10/15/2025 (A)		45		45
Westlake Flooring Master Trust, Ser 2024-1A, Cl A
5.430%, 02/15/2028 (A)		45		45
Westlake Flooring Master Trust, Ser 2024-1A, Cl B
6.070%, 02/15/2028 (A)		830		837
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A
5.800%, 04/18/2038 (A)		431		433
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A
6.460%, 08/18/2038 (A)		377		383
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3
0.440%, 08/17/2026		51		51
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		112		112
				52,483

Credit Card — 0.5%

American Express Credit Account Master Trust, Ser 2023-1, Cl A
4.870%, 05/15/2028		100		101
Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A
4.720%, 02/15/2029		130		130
CARDS II Trust, Ser 2024-1A, Cl A
5.525%, SOFRRATE + 0.680%, 07/15/2029 (A)(B)		410		411
Discover Card Execution Note Trust, Ser 2022-A2, Cl A
3.320%, 05/15/2027		340		337
				979

Miscellaneous Business Services — 10.2%

Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026 (A)		10		10


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (A)	$	2	$	2
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A
6.610%, 01/18/2028 (A)		265		266
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A
7.110%, 11/15/2028 (A)		133		133
Affirm Asset Securitization Trust, Ser 2024-A, Cl A
5.610%, 02/15/2029 (A)		115		116
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2
5.300%, 06/21/2028 (A)		84		84
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2
5.380%, 01/21/2031 (A)		602		606
Apidos CLO XII, Ser 2024-12A, Cl ARR
5.736%, TSFR3M + 1.080%, 04/15/2031 (A)(B)		405		405
Apidos CLO XV, Ser 2018-15A, Cl A1RR
5.889%, TSFR3M + 1.272%, 04/20/2031 (A)(B)		233		234
Apidos CLO XXIV, Ser 2021-24A, Cl A1AL
5.829%, TSFR3M + 1.212%, 10/20/2030 (A)(B)		235		235
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (A)		102		93
Auxilior Term Funding LLC, Ser 2023-1A, Cl A2
6.180%, 12/15/2028 (A)		159		160
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (A)		65		65
BHG Securitization Trust, Ser 2022-C, Cl A
5.320%, 10/17/2035 (A)		13		13
Blue Owl Asset Leasing Trust LLC, Ser 2024-1A, Cl A1
4.867%, 10/15/2025 (A)		100		100
Carbone CLO, Ser 2017-1A, Cl A1
6.019%, TSFR3M + 1.402%, 01/20/2031 (A)(B)		133		133
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
5.879%, TSFR3M + 1.232%, 04/17/2031 (A)(B)		287		287
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
5.859%, TSFR3M + 1.242%, 07/20/2031 (A)(B)		237		238
CCG Receivables Trust, Ser 2023-1, Cl A2
5.820%, 09/16/2030 (A)		215		217


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CIFC Funding, Ser 2017-1A, Cl ARR
6.003%, TSFR3M + 1.372%, 01/22/2031 (A)(B)	$	180	$	180
CIFC Funding, Ser 2018-3A, Cl AR
5.749%, TSFR3M + 1.132%, 04/19/2029 (A)(B)		81		81
CNH Equipment Trust, Ser 2023-A, Cl A2
5.340%, 09/15/2026		256		257
CNH Equipment Trust, Ser 2024-C, Cl A2A
4.300%, 02/18/2028		415		413
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2
6.030%, 09/15/2025		114		114
Dell Equipment Finance Trust, Ser 2023-2, Cl A2
5.840%, 01/22/2029 (A)		189		189
Dell Equipment Finance Trust, Ser 2023-3, Cl A2
6.100%, 04/23/2029 (A)		113		113
Dewolf Park CLO, Ser 2021-1A, Cl AR
5.838%, TSFR3M + 1.182%, 10/15/2030 (A)(B)		342		342
Dext ABS LLC, Ser 2023-2, Cl A2
6.560%, 05/15/2034 (A)		321		324
DLLAA LLC, Ser 2023-1A, Cl A2
5.930%, 07/20/2026 (A)		112		112
DLLAD LLC, Ser 2021-1A, Cl A3
0.640%, 09/21/2026 (A)		111		110
DLLAD LLC, Ser 2023-1A, Cl A2
5.190%, 04/20/2026 (A)		98		98
DLLMT LLC, Ser 2023-1A, Cl A2
5.780%, 11/20/2025 (A)		127		128
DLLST LLC, Ser 2024-1A, Cl A2
5.330%, 01/20/2026 (A)		119		120
Dryden 58 Clo, Ser 2018-58A, Cl A1
5.909%, TSFR3M + 1.262%, 07/17/2031 (A)(B)		389		390
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (A)		436		423
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2
6.510%, 05/20/2030 (A)		367		371
GreatAmerica Leasing Receivables Funding LLC, Ser 2023-1, Cl A2
5.350%, 02/16/2026 (A)		370		371
GreatAmerica Leasing Receivables Funding LLC, Ser 2024-1, Cl A2
5.320%, 08/17/2026 (A)		850		852
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (A)		48		47
HPEFS Equipment Trust, Ser 2022-3A, Cl A3
5.430%, 08/20/2029 (A)		301		301


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
HPEFS Equipment Trust, Ser 2023-2A, Cl A2
6.040%, 01/21/2031 (A)	$	165	$	166
HPEFS Equipment Trust, Ser 2024-1A, Cl A3
5.180%, 05/20/2031 (A)		740		743
John Deere Owner Trust, Ser 2023-A, Cl A2
5.280%, 03/16/2026		62		62
John Deere Owner Trust, Ser 2023-C, Cl A2
5.760%, 08/17/2026		422		423
John Deere Owner Trust, Ser 2024-C, Cl A2A
4.360%, 08/16/2027		160		159
KKR CLO, Ser 2017-11, Cl AR
6.098%, TSFR3M + 1.442%, 01/15/2031 (A)(B)		160		160
KKR CLO, Ser 2018-21, Cl A
5.918%, TSFR3M + 1.262%, 04/15/2031 (A)(B)		291		292
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2
5.610%, 07/15/2026 (A)		369		370
LCM XXIII, Ser 2020-23A, Cl A1R
5.949%, TSFR3M + 1.332%, 10/20/2029 (A)(B)		1		1
LCM XXIV, Ser 2021-24A, Cl AR
5.859%, TSFR3M + 1.242%, 03/20/2030 (A)(B)		103		103
M&T Equipment Notes, Ser 2023-1A, Cl A2
6.090%, 07/15/2030 (A)		298		299
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
5.879%, TSFR3M + 1.262%, 07/21/2030 (A)(B)		251		251
Madison Park Funding XXX, Ser 2024-30A, Cl A1R
6.561%, TSFR3M + 1.360%, 07/16/2037 (A)(B)		875		878
Marlette Funding Trust, Ser 2023-2A, Cl A
6.040%, 06/15/2033 (A)		2		2
Marlette Funding Trust, Ser 2023-3A, Cl A
6.490%, 09/15/2033 (A)		24		24
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4
0.660%, 11/15/2027 (A)		250		245
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3
0.560%, 06/13/2028 (A)		43		42
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2
5.790%, 11/13/2026 (A)		218		219
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2
5.200%, 09/13/2027 (A)		928		930
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		287		267


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (A)	$	366	$	329
Neuberger Berman Loan Advisers CLO, Ser 2024-25A, Cl AR2
6.032%, TSFR3M + 1.400%, 07/18/2038 (A)(B)		750		750
OCP CLO, Ser 2018-5A, Cl A1R
5.959%, TSFR3M + 1.342%, 04/26/2031 (A)(B)		53		53
OneMain Financial Issuance Trust, Ser 2022-S1, Cl A
4.130%, 05/14/2035 (A)		550		545
OZLM VIII, Ser 2021-8A, Cl A1R3
5.889%, TSFR3M + 1.242%, 10/17/2029 (A)(B)		36		36
Palmer Square Loan Funding, Ser 2021-4A, Cl A1
5.718%, TSFR3M + 1.062%, 10/15/2029 (A)(B)		190		191
Palmer Square Loan Funding, Ser 2024-1A, Cl A1
6.161%, TSFR3M + 1.050%, 10/15/2032 (A)(B)		525		525
PFS Financing, Ser 2022-C, Cl A
3.890%, 05/15/2027 (A)		475		472
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A
7.060%, 07/16/2029 (A)		29		29
SCF Equipment Leasing, Ser 2023-1A, Cl A2
6.560%, 01/22/2030 (A)		384		390
Symphony Static CLO I, Ser 2021-1A, Cl A
5.718%, TSFR3M + 1.092%, 10/25/2029 (A)(B)		206		206
T-Mobile US Trust, Ser 2024-1A, Cl A
5.050%, 09/20/2029 (A)		350		352
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028		685		680
Verizon Master Trust, Ser 2022-7, Cl A1A
5.230%, 11/22/2027		1,325		1,325
VFI ABS LLC, Ser 2023-1A, Cl A
7.270%, 03/26/2029 (A)		145		147
Volvo Financial Equipment LLC, Ser 2024-1A, Cl A1
5.073%, 09/15/2025 (A)		204		205
Voya CLO, Ser 2018-2A, Cl A1R
5.858%, TSFR3M + 1.232%, 04/25/2031 (A)(B)		183		183


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2020-2A, Cl A1RR
5.929%, TSFR3M + 1.282%, 04/17/2030 (A)(B)	$	69	$	69
				20,856

Total Asset-Backed Securities
(Cost $74,003) ($ Thousands)				74,318


CORPORATE OBLIGATIONS — 28.2%
Communication Services — 1.0%
AT&T
5.539%, 02/20/2026		300		300
Charter Communications Operating LLC
6.150%, 11/10/2026		425		434
T-Mobile USA
3.500%, 04/15/2025		1,360		1,351

				2,085

Consumer Discretionary — 2.7%
AutoZone
5.050%, 07/15/2026		450		454
Daimler Truck Finance North America LLC
5.686%, SOFRRATE + 0.750%, 12/13/2024 (A)(B)		600		600
Ford Motor Credit LLC MTN
4.389%, 01/08/2026		1,220		1,205
General Motors
6.125%, 10/01/2025		1,065		1,075
Home Depot
5.203%, SOFRRATE + 0.330%, 12/24/2025 (B)		1,045		1,045
Hyundai Capital America
6.250%, 11/03/2025 (A)		250		254
5.450%, 06/24/2026 (A)		275		277
O'Reilly Automotive
5.750%, 11/20/2026		210		214
Volkswagen Group of America Finance LLC
1.250%, 11/24/2025 (A)		330		318

				5,442

Consumer Staples — 0.3%
Element Fleet Management
5.643%, 03/13/2027 (A)		290		294
Kenvue
5.500%, 03/22/2025		275		275

				569

Energy — 1.1%
Columbia Pipelines Holding LLC
6.055%, 08/15/2026 (A)		55		56
Occidental Petroleum
5.875%, 09/01/2025		375		377


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ONEOK
5.550%, 11/01/2026	$	450	$	456
Ovintiv
5.650%, 05/15/2025		400		401
Western Midstream Operating
3.100%, 02/01/2025		400		397
Williams
5.400%, 03/02/2026		485		488

				2,175

Financials — 15.7%
ABN AMRO Bank
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B)		300		308
American Express
4.990%, SOFRRATE + 0.999%, 05/01/2026 (B)		275		275
3.950%, 08/01/2025		325		323
Ares Capital
7.000%, 01/15/2027		250		258
Athene Global Funding
5.684%, 02/23/2026 (A)		170		171
5.349%, 07/09/2027 (A)		270		272
Bank of America
5.650%, 08/18/2025		325		327
5.080%, SOFRRATE + 1.290%, 01/20/2027 (B)		275		276
Bank of America MTN
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B)		1,615		1,577
Bank of Montreal MTN
5.522%, SOFRINDX + 0.620%, 09/15/2026 (B)		675		674
Banque Federative du Credit Mutuel
4.935%, 01/26/2026 (A)		350		350
4.524%, 07/13/2025 (A)		250		250
Barclays PLC
2.852%, SOFRRATE + 2.714%, 05/07/2026 (B)		235		232
BPCE
5.203%, 01/18/2027 (A)		300		303
5.029%, 01/15/2025 (A)		345		345
Canadian Imperial Bank of Commerce
5.237%, 06/28/2027		240		243
Capital One Financial
4.985%, SOFRRATE + 2.160%, 07/24/2026 (B)		250		250
Citigroup
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B)		1,395		1,403
5.546%, SOFRRATE + 0.694%, 01/25/2026 (B)		350		350


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citizens Bank
5.284%, SOFRRATE + 1.020%, 01/26/2026 (B)	$	250	$	250
Commonwealth Bank of Australia
5.439%, SOFRRATE + 0.520%, 06/15/2026 (A)(B)		425		426
Cooperatieve Rabobank UA
1.106%, H15T1Y + 0.550%, 02/24/2027 (A)(B)		1,250		1,189
Cooperatieve Rabobank UA MTN
5.500%, 07/18/2025		250		252
Corebridge Financial
3.500%, 04/04/2025		230		229
Corebridge Global Funding
5.750%, 07/02/2026 (A)		180		183
Credit Agricole
5.589%, 07/05/2026 (A)		420		426
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B)		350		351
Danske Bank MTN
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B)		305		308
Deutsche Bank NY
6.284%, SOFRRATE + 1.219%, 11/16/2027 (B)		550		548
Equitable Financial Life Global Funding
5.500%, 12/02/2025 (A)		300		302
Goldman Sachs Bank USA NY
5.414%, SOFRRATE + 0.750%, 05/21/2027 (B)		325		328
Goldman Sachs Group
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B)		1,535		1,545
HSBC Holdings PLC
7.336%, SOFRRATE + 3.030%, 11/03/2026 (B)		300		307
JPMorgan Chase
4.080%, SOFRRATE + 1.320%, 04/26/2026 (B)		1,605		1,597
Lloyds Banking Group PLC
5.462%, H15T1Y + 1.375%, 01/05/2028 (B)		200		202
1.627%, H15T1Y + 0.850%, 05/11/2027 (B)		1,335		1,270
Manufacturers & Traders Trust
5.400%, 11/21/2025		300		302
4.650%, 01/27/2026		460		458
Morgan Stanley
5.050%, SOFRRATE + 1.295%, 01/28/2027 (B)		275		276
Morgan Stanley MTN
4.679%, SOFRRATE + 1.669%, 07/17/2026 (B)		1,610		1,605


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Morgan Stanley Bank
5.479%, 07/16/2025	$	375	$	377
4.754%, 04/21/2026		250		251
Nationwide Building Society
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B)		250		258
Pacific Life Global Funding II
5.500%, 08/28/2026 (A)		250		254
PNC Financial Services Group
6.615%, SOFRINDX + 1.730%, 10/20/2027 (B)		175		181
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B)		200		201
5.300%, SOFRRATE + 1.342%, 01/21/2028 (B)		90		91
Principal Life Global Funding II
5.000%, 01/16/2027 (A)		235		237
Royal Bank of Canada
4.784%, 12/12/2025 (A)		1,030		1,031
Societe Generale
5.903%, SOFRRATE + 1.050%, 01/21/2026 (A)(B)		425		425
4.351%, 06/13/2025 (A)		500		499
1.488%, H15T1Y + 1.100%, 12/14/2026 (A)(B)		1,360		1,302
Standard Chartered PLC
7.776%, H15T1Y + 3.100%, 11/16/2025 (A)(B)		300		300
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B)		350		354
State Street
5.520%, SOFRRATE + 0.640%, 10/22/2027 (B)		355		356
Toronto-Dominion Bank
3.815%, 07/25/2025 (A)		1,215		1,208
Toronto-Dominion Bank MTN
5.526%, SOFRRATE + 0.590%, 09/10/2026 (B)		425		425
3.766%, 06/06/2025		1,020		1,014
Truist Financial MTN
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B)		860		855
UBS Group
1.305%, SOFRINDX + 0.980%, 02/02/2027 (A)(B)		1,365		1,303
Wells Fargo Bank
5.550%, 08/01/2025		325		327
4.811%, 01/15/2026		350		351

				32,141

Health Care — 3.0%
Amgen
5.250%, 03/02/2025		275		275


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Baxter International
5.434%, SOFRINDX + 0.440%, 11/29/2024 (B)	$	425	$	425
Bayer US Finance LLC
6.125%, 11/21/2026 (A)		200		204
Bon Secours Mercy Health
3.382%, 11/01/2025		290		284
CVS Health
5.000%, 02/20/2026		275		275
GE HealthCare Technologies
5.550%, 11/15/2024		375		375
HCA
5.250%, 04/15/2025		1,075		1,076
Humana
5.700%, 03/13/2026		275		275
Illumina
5.800%, 12/12/2025		300		303
Pfizer Investment Enterprises Pte
4.650%, 05/19/2025		1,280		1,279
Royalty Pharma PLC
1.200%, 09/02/2025		1,240		1,203
Solventum
5.450%, 02/25/2027 (A)		225		228

				6,202

Industrials — 1.1%
AerCap Ireland Capital DAC
6.100%, 01/15/2027		250		256
1.750%, 01/30/2026		1,355		1,303
Penske Truck Leasing LP
5.750%, 05/24/2026 (A)		250		253
Sodexo
1.634%, 04/16/2026 (A)		500		476

				2,288

Information Technology — 0.5%
Oracle
1.650%, 03/25/2026		1,090		1,044



Materials — 0.5%
International Flavors & Fragrances
1.230%, 10/01/2025 (A)		375		363
Newmont
5.300%, 03/15/2026		560		565
Nutrien
5.900%, 11/07/2024		175		175

				1,103

Utilities — 2.3%
Alliant Energy Finance LLC
5.400%, 06/06/2027 (A)		260		263
American Electric Power
5.699%, 08/15/2025		350		352


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumers 2023 Securitization Funding LLC
5.550%, 03/01/2028	$	173	$	175
Edison International
3.550%, 11/15/2024		275		275
NextEra Energy Capital Holdings
6.051%, 03/01/2025		200		201
5.749%, 09/01/2025		225		226
Pacific Gas and Electric
5.905%, SOFRINDX + 0.950%, 09/04/2025 (B)		995		997
Sempra
5.400%, 08/01/2026		370		374
Southern California Edison
5.350%, 03/01/2026		1,315		1,326
Spire
5.300%, 03/01/2026		400		402

				4,591

Total Corporate Obligations
(Cost $57,420) ($ Thousands)				57,640



U.S. TREASURY OBLIGATIONS — 18.7%
U.S. Treasury Bill
5.224%, 11/19/2024 (C)		2,050		2,045
5.203%, 11/26/2024 (C)		2,050		2,044
5.001%, 12/24/2024 (C)		2,000		1,987
4.834%, 01/07/2025 (C)		1,550		1,537
4.815%, 01/14/2025 (C)		1,525		1,511
4.729%, 11/12/2024 (C)		2,775		2,771
4.308%, 04/03/2025 (C)		1,125		1,104
U.S. Treasury Note
3.750%, 08/31/2026		2,000		1,985
0.750%, 05/31/2026		1,050		995
U.S. Treasury Notes
4.250%, 05/31/2025		4,200		4,195
4.000%, 12/15/2025		7,215		7,192
3.875%, 03/31/2025		915		912
2.875%, 06/15/2025		2,000		1,982
1.250%, 12/31/2026		1,575		1,482
0.500%, 02/28/2026		6,935		6,600

Total U.S. Treasury Obligations
(Cost $38,326) ($ Thousands)				38,342



MORTGAGE-BACKED SECURITIES — 13.3%
Agency Mortgage-Backed Obligations — 2.3%
FHLMC
7.113%, H15T1Y + 2.151%, 02/01/2030(B)		1		1
4.050%, 08/28/2025		860		857


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.000%, 03/01/2030	$	52	$	50
FHLMC Multifamily Structured Pass-Through Certificates, Ser KVAD, Cl A
3.116%, 07/25/2025		300		296
FHLMC REMIC, Ser 2011-3786, Cl ED
4.000%, 09/15/2039		240		238
FHLMC REMIC, Ser 2015-4479, Cl TA
3.000%, 07/15/2034		761		742
FNMA
6.465%, H15T1Y + 2.215%, 01/01/2029(B)		2		2
6.000%, 01/01/2027		2		2
3.500%, 08/01/2032		207		201
3.000%, 10/01/2030 to 12/01/2030		346		334
2.885%, 01/01/2025		89		88
FNMA REMIC, Ser 2001-33, Cl FA
5.421%, SOFR30A + 0.564%, 07/25/2031(B)		2		2
FNMA REMIC, Ser 2002-64, Cl FG
5.272%, SOFR30A + 0.364%, 10/18/2032(B)		–		–
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		73		70
FNMA REMIC, Ser 2012-63, Cl MA
4.000%, 06/25/2040		50		49
FNMA REMIC, Ser 2015-57, Cl CA
3.000%, 08/25/2034		210		205
FNMA, Ser M13, Cl A2
2.700%, 06/25/2025(B)		198		195
GNMA, Ser 2022-177, Cl LA
3.500%, 01/20/2052		1,333		1,308


				4,640
Non-Agency Mortgage-Backed Obligations — 11.0%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
5.100%, TSFR1M + 0.794%, 01/25/2035(B)		15		15
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)		18		17
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(B)		112		103
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(B)		120		112
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(B)		64		60
Angel Oak Mortgage Trust LLC, Ser 2020-R1, Cl A1
0.990%, 04/25/2053(A)(B)		47		44


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(B)	$	196	$	164
Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(B)		183		156
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(B)		72		68
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
6.382%, 07/25/2035(B)		18		17
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
5.537%, 11/25/2035(B)		3		3
Bank of America Merrill Lynch Commercial Mortgage Trust, Ser BNK3, Cl ASB
3.366%, 02/15/2050		211		207
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		19		19
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1
5.201%, 06/25/2035(B)		8		8
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1
6.714%, 08/25/2035(B)		22		21
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2
2.211%, 03/15/2053		320		302
BMO MORTGAGE TRUST, Ser C3, Cl A1
5.252%, 09/15/2054(B)		288		288
BPR Trust, Ser 2021-TY, Cl A
5.969%, TSFR1M + 1.164%, 09/15/2038(A)(B)		960		952
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(B)		45		43
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(B)		81		75
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		60		58
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/25/2060(A)(B)		145		136
BSPRT, Ser 2022-FL8, Cl A
6.510%, SOFR30A + 1.500%, 02/15/2037(A)(B)		369		369
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(B)		33		32
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033(A)		27		27


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B
5.789%, TSFR1M + 0.984%, 06/15/2038(A)(B)	$	758	$	755
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
5.571%, TSFR1M + 0.767%, 05/15/2038(A)(B)		226		225
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
5.618%, TSFR1M + 0.814%, 09/15/2036(A)(B)		275		273
BX Trust, Ser 2021-LGCY, Cl A
5.425%, TSFR1M + 0.620%, 10/15/2036(A)(B)		600		594
BX Trust, Ser 2022-LBA6, Cl A
5.786%, TSFR1M + 1.000%, 01/15/2039(A)(B)		375		374
BX, Ser 2021-MFM1, Cl B
5.869%, TSFR1M + 1.064%, 01/15/2034(A)(B)		385		383
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		279		275
Chase Mortgage Finance, Ser 2021-CL1, Cl M1
6.057%, SOFR30A + 1.200%, 02/25/2050(A)(B)		229		224
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB
3.470%, 09/15/2048		60		59
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB
3.127%, 04/15/2049		151		150
Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB
3.098%, 04/10/2049		100		98
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
5.188%, 09/25/2034(B)		5		5
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
5.636%, 03/25/2036(B)		31		24
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1
3.500%, 02/25/2058(A)(B)		72		70
CML Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1
5.392%, TSFR1M + 0.654%, 02/25/2035(B)		3		3
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(B)		89		79


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(B)	$	76	$	69
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(B)		23		23
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(B)		158		133
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(B)		230		187
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(A)		65		57
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(B)		395		330
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(B)		379		315
Connecticut Avenue Securities Trust, Ser 2024-R03, Cl 2M1
6.007%, SOFR30A + 1.150%, 03/25/2044(A)(B)		145		145
CSAIL Commercial Mortgage Trust, Ser C14, Cl ASB
4.359%, 11/15/2051(B)		125		124
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(B)		174		141
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(B)		43		40
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(B)		63		56
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059(A)(B)		14		14
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(B)		29		27
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(B)		37		31
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)		120		99
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A
5.620%, TSFR1M + 0.815%, 11/15/2038(A)(B)		529		526


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Extended Stay America Trust, Ser 2021-ESH, Cl B
6.299%, TSFR1M + 1.494%, 07/15/2038(A)(B)	$	222	$	222
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
6.157%, SOFR30A + 1.300%, 02/25/2042(A)(B)		82		82
FHLMC STACR REMIC Trust, Ser 2024-HQA1, Cl M1
6.107%, SOFR30A + 1.250%, 03/25/2044(A)(B)		252		253
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
10.871%, SOFR30A + 6.014%, 10/25/2028(B)		128		134
FREMF Mortgage Trust, Ser K45, Cl B
3.600%, 04/25/2048(A)(B)		230		229
GCAT Trust, Ser 2020-NQM2, Cl A1
2.555%, 04/25/2065(A)(D)		45		43
GCAT Trust, Ser 2021-CM1, Cl A
2.469%, 04/25/2065(A)(B)		166		156
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(B)		91		79
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(B)		582		477
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.739%, 11/19/2035(B)		63		51
GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB
3.553%, 11/10/2048		26		26
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049		171		169
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
6.635%, 07/25/2035(B)		68		35
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
4.345%, 05/25/2037(B)		56		30
Impac CMB Trust, Ser 2004-9, Cl 1A1
5.612%, TSFR1M + 0.874%, 01/25/2035(B)		9		9
Impac CMB Trust, Ser 2005-2, Cl 1A1
5.372%, TSFR1M + 0.634%, 04/25/2035(B)		12		11
Impac CMB Trust, Ser 2005-3, Cl A1
5.332%, TSFR1M + 0.594%, 08/25/2035(B)		14		13
Impac CMB Trust, Ser 2005-5, Cl A1
5.492%, TSFR1M + 0.434%, 08/25/2035(B)		9		9


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Impac CMB Trust, Ser 2005-8, Cl 1A
5.372%, TSFR1M + 0.634%, 02/25/2036(B)	$	30	$	27
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1
1.071%, 06/25/2056(A)(B)		239		204
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1
1.073%, 09/25/2056(A)(B)		180		148
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056(A)(B)		194		161
JP Morgan Chase Commercial Mortgage Securities Trust, Ser JP1, Cl ASB
3.733%, 01/15/2049		129		128
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB
3.540%, 08/15/2048		33		33
JPMDB Commercial Mortgage Securities Trust, Ser C5, Cl ASB
3.492%, 03/15/2050		1,004		986
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
5.565%, 08/25/2035(B)		11		10
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
4.764%, 05/25/2037(B)		26		22
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.708%, 10/25/2029(A)(B)		505		489
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
5.602%, TSFR1M + 0.864%, 04/25/2046(A)(B)		65		64
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(A)		244		241
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
4.917%, 06/25/2037(B)		33		19
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055(A)(B)		44		41
MF1, Ser 2022-FL8, Cl A
6.109%, TSFR1M + 1.350%, 02/19/2037(A)(B)		387		386
MFA Trust, Ser 2020-NQM1, Cl A1
2.479%, 03/25/2065(A)(B)		34		33
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(B)		49		45
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(B)		65		62
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065(A)(B)		101		94


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(B)	$	140	$	121
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
6.019%, TSFR1M + 1.215%, 04/15/2038(A)(B)		536		533
MHP, Ser 2021-STOR, Cl A
5.619%, TSFR1M + 0.814%, 07/15/2038(A)(B)		155		154
MHP, Ser 2022-MHIL, Cl A
5.619%, TSFR1M + 0.815%, 01/15/2027(A)(B)		187		185
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061(A)(B)		171		169
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062(A)(B)		23		22
Mill City Mortgage Loan Trust, Ser 2018-3, Cl A1
3.500%, 08/25/2058(A)(B)		146		143
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B
3.500%, 04/25/2066(A)(B)		625		609
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1
3.250%, 10/25/2069(A)(B)		85		82
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		90		85
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB
3.150%, 03/15/2048		6		6
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2
3.228%, 06/15/2052		17		17
Morgan Stanley Capital I Trust, Ser H3, Cl ASB
4.120%, 07/15/2051		72		71
Morgan Stanley Capital I Trust, Ser HR2, Cl ASB
3.509%, 12/15/2050		128		125
MortgageIT Trust, Ser 2005-5, Cl A1
5.372%, TSFR1M + 0.634%, 12/25/2035(B)		23		22
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		73		70
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(B)		167		159
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
3.825%, 09/25/2057(A)(B)		81		75


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)	$	26	$	24
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(B)		40		38
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(B)		54		50
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		287		249
OBX Trust, Ser 2018-1, Cl A2
5.502%, TSFR1M + 0.764%, 06/25/2057(A)(B)		12		11
OBX Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(A)(B)		421		351
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C
5.600%, TSFR3M + 0.220%, 11/15/2038(A)(B)		36		35
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(A)(D)		88		80
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 01/26/2060(A)(B)		15		14
RFMSI Trust, Ser 2007-SA3, Cl 2A1
5.371%, 07/27/2037(B)		40		30
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
5.414%, TSFR1M + 0.654%, 01/20/2035(B)		4		4
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048(A)(B)		4		4
SREIT Trust, Ser 2021-MFP, Cl B
5.998%, TSFR1M + 1.194%, 11/15/2038(A)(B)		455		451
SREIT Trust, Ser MFP, Cl A
5.649%, TSFR1M + 0.845%, 11/15/2038(A)(B)		96		95
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(B)		92		85
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(B)		11		11
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(B)		23		22
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(B)		38		36
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(B)		216		182


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(A)(B)	$	96	$	93
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
5.452%, TSFR1M + 0.714%, 02/25/2057(A)(B)		34		36
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057(A)(B)		36		35
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058(A)(B)		18		18
Towd Point Mortgage Trust, Ser 2018-2, Cl A1
3.250%, 03/25/2058(A)(B)		102		100
Towd Point Mortgage Trust, Ser 2018-3, Cl A1
3.750%, 05/25/2058(A)(B)		25		25
Towd Point Mortgage Trust, Ser 2018-5, Cl A1A
3.250%, 07/25/2058(A)(B)		202		198
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068(A)(B)		401		380
TRK Trust, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(B)		145		126
TTAN, Ser 2021-MHC, Cl B
6.019%, TSFR1M + 1.214%, 03/15/2038(A)(B)		212		211
UBS Commercial Mortgage Trust, Ser C4, Cl ASB
3.366%, 10/15/2050		483		473
Verus Securitization Trust, Ser 2019-INV3, Cl A1
3.692%, 11/25/2059(A)(B)		29		28
Verus Securitization Trust, Ser 2020-1, Cl A1
3.417%, 01/25/2060(A)(D)		15		15
Verus Securitization Trust, Ser 2020-4, Cl A1
2.502%, 05/25/2065(A)(D)		50		48
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(B)		84		74
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)		167		148
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(B)		103		92
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(B)		120		113
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(B)		150		136


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(B)	$	81	$	75
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
4.569%, 03/25/2036(B)		44		40
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		118		117
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		40		40
Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB
2.514%, 08/15/2049		92		90
Wells Fargo Commercial Mortgage Trust, Ser C31, Cl A3
3.427%, 11/15/2048		433		429
Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB
2.911%, 06/15/2049		72		71
Wells Fargo Commercial Mortgage Trust, Ser C39, Cl ASB
3.212%, 09/15/2050		135		132
Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB
3.390%, 11/15/2050		201		198
Wells Fargo Commercial Mortgage Trust, Ser NXS6, Cl ASB
2.827%, 11/15/2049		144		143


				22,529
Total Mortgage-Backed Securities
(Cost $28,289) ($ Thousands)				27,169



MUNICIPAL BONDS — 1.2%
Florida — 0.2%
County, of Miami-Dade Florida Aviation Revenue, Ser B, RB
2.949%, 10/01/2025		390		384


New Jersey — 0.3%
New Jersey Transportation Trust Fund Authority, Ser BB, RB
4.608%, 06/15/2026		595		595


New York — 0.2%
City of New York New York, Ser D-2, GO
4.267%, 10/01/2026		330		329


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Pennsylvania — 0.1%
Pennsylvania Higher Educational Facilities Authority, RB, AGC
4.961%, 11/01/2025	$	205	$	205


Texas — 0.4%
City of San Antonio Texas, GO
5.635%, 02/01/2026		880		882



Total Municipal Bonds
(Cost $2,394) ($ Thousands)				2,395



COMMERCIAL PAPER — 0.2%
S&P Global Inc
4.883%, 11/04/2024 (C)		500		500



Total Commercial Paper
(Cost $500) ($ Thousands)				500



REPURCHASE AGREEMENT(E) — 2.0%
BNP Paribas
4.850%, dated 10/31/2024 to be repurchased on 11/01/2024, repurchase price $4,000,539 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $1,266,299, 0.000% - 7.500%, 03/27/2025 – 09/15/2059; with a total market value $4,080,000)		4,000		4,000
Total Repurchase Agreement
(Cost $4,000) ($ Thousands)				4,000


Total Investments in Securities — 99.9%
(Cost $204,932) ($ Thousands)			$	204,364

	Percentages are based on Net Assets of $204,589 ($ Thousands).
(A)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On October 31, 2024, the value of these securities amounted to $83,270 ($ Thousands), representing 40.7% of the Net Assets of the Fund.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Interest rate represents the security's effective yield at the time of purchase.
(D)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(E)	Tri-Party Repurchase Agreement.

See “Glossary” for abbreviations.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 77.9%
Agency Mortgage-Backed Obligations — 77.9%
FHLMC
6.969%, H15T1Y + 2.247%, 04/01/2029(A)	$	–	$	1
6.000%, 12/01/2052 to 03/01/2053		2,310		2,344
5.500%, 02/01/2053		2,706		2,697
4.500%, 11/01/2024 to 12/01/2039		697		683
4.000%, 01/01/2033 to 07/01/2049		4,204		4,083
3.500%, 01/01/2029 to 05/01/2035		10,316		10,071
3.000%, 12/01/2031 to 12/01/2046		7,949		7,281
2.500%, 06/01/2030 to 02/01/2032		2,989		2,841
2.000%, 05/01/2036 to 06/01/2036		2,352		2,108
1.500%, 09/01/2041		513		414
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, Cl A1
2.598%, 01/25/2025		349		347
FHLMC Multifamily Structured Pass-Through Certificates, Ser K060, Cl A1
2.958%, 07/25/2026		839		827
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.741%, 06/25/2027(A)		17,328		268
FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO
1.590%, 01/25/2030(A)		12,197		823
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.579%, 11/15/2054(A)		13,513		384
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.513%, 03/25/2031(A)		10,128		262
FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO
0.353%, 01/25/2033(A)		14,649		398
FHLMC Multifamily Structured Pass-Through Certificates, Ser K510, Cl A2
5.069%, 10/25/2028(A)		2,365		2,401
FHLMC Multifamily Structured Pass-Through Certificates, Ser K511, Cl A2
4.860%, 10/25/2028		3,190		3,217
FHLMC Multifamily Structured Pass-Through Certificates, Ser K514, Cl A2
4.572%, 12/25/2028		4,600		4,593
FHLMC Multifamily Structured Pass-Through Certificates, Ser K516, Cl A2
5.477%, 01/25/2029		14,000		14,459
FHLMC Multifamily Structured Pass-Through Certificates, Ser K517, Cl A2
5.355%, 01/25/2029(A)		6,620		6,800
FHLMC Multifamily Structured Pass-Through Certificates, Ser K528, Cl A2
4.508%, 07/25/2029		3,300		3,283


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.620%, 10/25/2026(A)	$	21,052	$	217
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO
0.772%, 03/25/2028(A)		7,515		124
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A
5.768%, SOFR30A + 0.604%, 02/25/2026(A)		1,530		1,531
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A
5.758%, SOFR30A + 0.594%, 04/25/2026(A)		2,984		2,986
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A
5.778%, SOFR30A + 0.614%, 10/25/2026(A)		493		492
FHLMC REMIC, Ser 2003-2571, Cl FY
5.874%, SOFR30A + 0.864%, 12/15/2032(A)		1,371		1,378
FHLMC REMIC, Ser 2006-3148, Cl CF
5.524%, SOFR30A + 0.514%, 02/15/2034(A)		60		60
FHLMC REMIC, Ser 2006-3153, Cl FX
5.474%, SOFR30A + 0.464%, 05/15/2036(A)		45		44
FHLMC REMIC, Ser 2006-3174, Cl FA
5.424%, SOFR30A + 0.414%, 04/15/2036(A)		901		890
FHLMC REMIC, Ser 2006-3219, Cl EF
5.524%, SOFR30A + 0.514%, 04/15/2032(A)		1,322		1,312
FHLMC REMIC, Ser 2007-3339, Cl HF
5.644%, SOFR30A + 0.634%, 07/15/2037(A)		1,347		1,337
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		545		537
FHLMC REMIC, Ser 2010-3781, Cl YB
3.500%, 12/15/2030		1,170		1,141
FHLMC REMIC, Ser 2011-3786, Cl ED
4.000%, 09/15/2039		2,246		2,231
FHLMC REMIC, Ser 2011-3788, Cl FA
5.654%, SOFR30A + 0.644%, 01/15/2041(A)		1,893		1,879
FHLMC REMIC, Ser 2011-3930, Cl KE
4.000%, 09/15/2041		8,559		8,292
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		51		1
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		36		–
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		41		1


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2012-4114, Cl MB
3.000%, 10/15/2032	$	2,911	$	2,786
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		963		842
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027		518		497
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		533		513
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		87		1
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		79		2
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		276		21
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		103		3
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		110		3
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		282		9
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		161		5
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		54		1
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		795		742
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		2,094		1,904
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		266		6
FHLMC REMIC, Ser 2014-4344, Cl KZ
3.500%, 05/15/2034		5,075		4,841
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		1,247		1,206
FHLMC REMIC, Ser 2015-4456, Cl BA
3.000%, 05/15/2044		653		616
FHLMC REMIC, Ser 2015-4471, Cl GA
3.000%, 02/15/2044		900		846
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		255		15
FHLMC REMIC, Ser 2015-4535, Cl PA
3.000%, 03/15/2044		1,711		1,634
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		413		59
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045		382		366
FHLMC REMIC, Ser 2017-4654, Cl AK
3.000%, 07/15/2044		2,219		2,146
FHLMC REMIC, Ser 2017-4657, Cl PU
3.000%, 09/15/2044		1,561		1,507
FHLMC REMIC, Ser 2017-4673, Cl PH
3.500%, 01/15/2045		1,951		1,907


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2017-4700, Cl HV
3.000%, 09/15/2040	$	4,466	$	4,276
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		522		489
FHLMC REMIC, Ser 2017-4740, Cl P
3.000%, 12/15/2047		4,774		4,210
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		537		110
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		1,702		245
FHLMC REMIC, Ser 2020-4996, Cl BI, IO
2.500%, 06/25/2050		3,787		541
FHLMC REMIC, Ser 2020-5010, Cl IE, IO
4.000%, 09/25/2050		2,465		507
FHLMC REMIC, Ser 2020-5018, Cl LW
1.000%, 10/25/2040		1,232		980
FHLMC REMIC, Ser 2020-5048, Cl A
1.000%, 06/15/2044		2,218		2,034
FHLMC REMIC, Ser 2021-5079, Cl CB
1.000%, 02/25/2051		5,935		5,016
FHLMC REMIC, Ser 2021-5083, Cl AI, IO
2.500%, 03/25/2051		3,128		439
FHLMC REMIC, Ser 2021-5091, Cl IG, IO
3.500%, 04/25/2051		2,713		515
FHLMC REMIC, Ser 2021-5169, Cl IO, IO
3.000%, 09/25/2051		3,266		528
FHLMC REMIC, Ser 2021-5170, Cl DP
2.000%, 07/25/2050		2,037		1,754
FHLMC REMIC, Ser 2021-5183, Cl IC, IO
3.000%, 01/25/2052		3,496		609
FHLMC REMIC, Ser 2022-5213, Cl JH
3.000%, 09/25/2051		2,603		2,434
FHLMC REMIC, Ser 2022-5228, Cl DG
3.500%, 01/25/2046		5,299		5,014
FHLMC REMIC, Ser 2022-5243, Cl AV
5.000%, 06/25/2033		3,821		3,754
FHLMC REMIC, Ser 2022-5264, Cl AB
4.500%, 08/25/2039		969		959
FHLMC REMIC, Ser 2023-5320, Cl CI, IO
4.000%, 10/15/2047		3,654		637
FHLMC REMIC, Ser 2024-5413, Cl KV
5.500%, 03/25/2035		7,105		7,172
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2017-3, Cl MA
3.000%, 07/25/2056		3,236		3,039
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA
3.000%, 05/25/2057		3,387		3,149
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA
3.500%, 08/25/2057(A)		1,758		1,685


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058	$	3,427	$	3,271
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA
3.500%, 08/26/2058		5,786		5,502
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MV
3.500%, 10/25/2058		870		803
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA
3.000%, 02/25/2059		4,408		4,083
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		570		510
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT
2.000%, 11/25/2060		7,192		6,389
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT
2.000%, 03/25/2061		1,267		1,120
FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5
7.500%, 02/25/2042		165		173
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		1,534		247
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		321		9
FHLMC, Ser 2020-373, Cl 100
1.000%, 10/25/2038		4,139		3,652
FHLMC, Ser 2022-386, Cl C14, IO
2.500%, 03/15/2052		3,722		561
FHLMC, Ser 2022-389, Cl C35, IO
2.000%, 06/15/2052		4,458		579
FNMA
7.000%, 06/01/2037		1		2
6.750%, H15T1Y + 2.165%, 08/01/2029(A)		17		17
6.500%, 05/01/2026 to 01/01/2036		33		34
6.000%, 07/01/2038 to 05/01/2053		8,084		8,241
5.500%, 06/01/2038 to 06/01/2053		5,766		5,728
5.170%, 02/01/2029		3,325		3,375
5.065%, 12/01/2028		2,440		2,476
4.820%, 04/01/2029		2,595		2,614
4.500%, 04/01/2026 to 08/01/2044		5,512		5,452
4.390%, 04/01/2029		2,862		2,833
4.000%, 05/01/2026 to 08/01/2051		3,713		3,597
3.500%, 10/01/2027 to 02/01/2045		29,392		28,627
3.000%, 09/01/2027 to 11/01/2036		9,944		9,450
2.960%, 01/01/2027		1,110		1,075
2.500%, 01/01/2028 to 09/01/2036		17,205		16,425
2.000%, 05/01/2036 to 12/01/2036		5,880		5,270


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Interest, Ser 2009-397, Cl 6
2.000%, 09/25/2039	$	659	$	574
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		84		2
FNMA Interest, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043		1,630		311
FNMA Interest, Ser 2022-426, Cl C38, IO
2.000%, 03/25/2052		4,271		522
FNMA Interest, Ser 2023-429, Cl C3, IO
2.500%, 09/25/2052		4,138		646
FNMA Interest, Ser 2023-437, Cl C8, IO
2.500%, 06/25/2052		3,588		560
FNMA or FHLMC TBA
6.500%, 11/15/2054		850		868
2.500% - 6.000%, 11/15/2054		12,013		11,851
FNMA REMIC, Ser 2002-53, Cl FK
5.371%, SOFR30A + 0.514%, 04/25/2032(A)		28		28
FNMA REMIC, Ser 2005-101, Cl B
5.000%, 11/25/2035		654		659
FNMA REMIC, Ser 2006-76, Cl QF
5.371%, SOFR30A + 0.514%, 08/25/2036(A)		154		152
FNMA REMIC, Ser 2006-79, Cl DF
5.321%, SOFR30A + 0.464%, 08/25/2036(A)		115		114
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		157		161
FNMA REMIC, Ser 2007-64, Cl FB
5.341%, SOFR30A + 0.484%, 07/25/2037(A)		994		984
FNMA REMIC, Ser 2008-16, Cl FA
5.671%, SOFR30A + 0.814%, 03/25/2038(A)		402		402
FNMA REMIC, Ser 2009-110, Cl FD
5.721%, SOFR30A + 0.864%, 01/25/2040(A)		1,985		1,988
FNMA REMIC, Ser 2009-112, Cl FM
5.721%, SOFR30A + 0.864%, 01/25/2040(A)		1,276		1,278
FNMA REMIC, Ser 2009-77, Cl ZA
4.500%, 10/25/2039		783		774
FNMA REMIC, Ser 2009-82, Cl FC
5.891%, SOFR30A + 1.034%, 10/25/2039(A)		1,503		1,516
FNMA REMIC, Ser 2009-82, Cl FD
5.821%, SOFR30A + 0.964%, 10/25/2039(A)		1,573		1,582
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		391		387
FNMA REMIC, Ser 2010-56, Cl AF
5.658%, SOFR30A + 0.664%, 06/25/2040(A)		1,301		1,291


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2011-17, Cl ZM
3.500%, 03/25/2031	$	3,354	$	3,267
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027		618		596
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		213		7
FNMA REMIC, Ser 2012-124, Cl BC
3.000%, 03/25/2042		1,706		1,644
FNMA REMIC, Ser 2012-140, Cl PA
2.000%, 12/25/2042		2,353		1,976
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042		870		63
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027		728		17
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.536%, 05/25/2042(A)		19		1
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		109		3
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		153		4
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		160		2
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		640		48
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028		825		791
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041		246		237
FNMA REMIC, Ser 2013-121, Cl FA
5.371%, SOFR30A + 0.514%, 12/25/2043(A)		9,031		8,922
FNMA REMIC, Ser 2013-130, Cl FQ
5.171%, SOFR30A + 0.314%, 06/25/2041(A)		1,443		1,428
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028		552		530
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028		980		941
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028		481		461
FNMA REMIC, Ser 2013-98, Cl ZA
4.500%, 09/25/2043		5,432		5,301
FNMA REMIC, Ser 2014-50, Cl SC, IO
0.944%, 08/25/2044(A)		658		44
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.017%, 04/25/2055(A)		518		13
FNMA REMIC, Ser 2015-41, Cl AG
3.000%, 09/25/2034		423		412
FNMA REMIC, Ser 2015-42, Cl AI, IO
1.175%, 06/25/2055(A)		540		15
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043		670		645


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035	$	323	$	31
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		93		4
FNMA REMIC, Ser 2015-75, Cl DB
3.000%, 08/25/2035		1,173		1,117
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		70		1
FNMA REMIC, Ser 2016-3, Cl IN, IO
6.000%, 02/25/2046		1,882		294
FNMA REMIC, Ser 2016-42, Cl DA
3.000%, 07/25/2045		349		327
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		394		81
FNMA REMIC, Ser 2016-95, Cl BC
2.500%, 07/25/2040		1,547		1,443
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043		1,228		1,186
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		1,599		291
FNMA REMIC, Ser 2017-69, Cl GA
3.000%, 05/25/2045		1,391		1,332
FNMA REMIC, Ser 2018-12, Cl PK
3.000%, 03/25/2046		7,192		6,997
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		2,013		1,879
FNMA REMIC, Ser 2018-55, Cl PA
3.500%, 01/25/2047		9,440		9,278
FNMA REMIC, Ser 2018-89, Cl CA
4.000%, 06/25/2053		1,862		1,845
FNMA REMIC, Ser 2019-38, Cl PC
3.000%, 02/25/2048		684		633
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		2,400		221
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033		1,471		90
FNMA REMIC, Ser 2020-35, Cl AI, IO
3.000%, 06/25/2050		3,540		583
FNMA REMIC, Ser 2020-37, Cl IM, IO
4.000%, 06/25/2050		2,908		572
FNMA REMIC, Ser 2020-4, Cl AP
2.500%, 02/25/2050		1,421		1,208
FNMA REMIC, Ser 2020-65, Cl BI, IO
4.000%, 09/25/2050		2,496		489
FNMA REMIC, Ser 2020-74, Cl HI, IO
5.500%, 10/25/2050		2,478		454
FNMA REMIC, Ser 2020-77, Cl HI, IO
4.000%, 11/25/2050		3,100		636
FNMA REMIC, Ser 2020-85, Cl PI, IO
3.000%, 12/25/2050		3,641		613
FNMA REMIC, Ser 2021-26, Cl YI, IO
3.500%, 05/25/2050		3,537		607


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2021-3, Cl TI, IO
2.500%, 02/25/2051	$	3,789	$	645
FNMA REMIC, Ser 2021-3, Cl NI, IO
2.500%, 02/25/2051		4,254		632
FNMA REMIC, Ser 2021-95, Cl GI, IO
3.000%, 01/25/2052		3,695		531
FNMA REMIC, Ser 2022-22, Cl QH
4.500%, 05/25/2052		5,331		5,178
FNMA REMIC, Ser 2022-72, Cl CB
5.250%, 07/25/2039		6,160		6,169
FNMA REMIC, Ser 2022-77, Cl CA
5.000%, 04/25/2039		2,328		2,315
FNMA REMIC, Ser 2023-45, Cl S, IO
1.179%, 01/25/2048(A)		4,028		408
FNMA REMIC, Ser 2023-53, Cl GB
6.000%, 08/25/2044		871		880
FNMA REMIC, Ser 2023-57, Cl SC, IO
1.029%, 10/25/2049(A)		3,847		374
FNMA REMIC, Ser 2024-41, Cl DA
5.500%, 12/25/2051		12,555		12,553
FNMA, Ser 2018- M12, Cl FA
5.856%, SOFR30A + 0.514%, 08/25/2025(A)		104		104
FNMA, Ser 2019-M21, Cl X1, IO
1.455%, 05/25/2029(A)		9,828		389
GNMA
6.500%, 12/15/2037 to 02/20/2039		86		89
6.000%, 02/15/2029 to 06/15/2041		373		384
5.500%, 10/15/2034 to 02/15/2041		776		792
5.000%, 09/15/2039 to 04/15/2041		312		312
4.500%, 09/20/2049		1,159		1,116
4.000%, 07/15/2041 to 08/15/2041		46		44
3.500%, 06/20/2046		1,549		1,420
GNMA, Ser 2003-86, Cl ZD
5.500%, 10/20/2033		1,521		1,536
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		1,083		240
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		519		99
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		572		558
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		1,561		219
GNMA, Ser 2012-143, Cl XK
2.000%, 12/16/2027		1,810		1,758
GNMA, Ser 2012-26, Cl GJ
2.500%, 02/20/2027		1,738		1,700
GNMA, Ser 2012-30, Cl AB
2.250%, 03/20/2027		799		780
GNMA, Ser 2012-34, Cl KA
2.250%, 03/20/2027		809		790
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040		175		172


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2012-38, Cl GE
2.250%, 03/20/2027	$	1,131	$	1,103
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		87		1
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		1,105		1,027
GNMA, Ser 2013-129, Cl AF
5.274%, TSFR1M + 0.514%, 10/20/2039(A)		2,616		2,598
GNMA, Ser 2013-136, Cl AB
2.000%, 08/20/2027		669		655
GNMA, Ser 2013-157, Cl AE
2.500%, 10/16/2028		6,570		6,371
GNMA, Ser 2013-164, Cl CE
2.000%, 11/16/2028		3,928		3,801
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040		229		224
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		295		40
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		128		3
GNMA, Ser 2014-129, Cl BA
2.000%, 09/20/2029		2,161		2,071
GNMA, Ser 2014-139, Cl KA
2.000%, 09/20/2029		2,219		2,132
GNMA, Ser 2014-144, Cl DG
2.000%, 09/16/2029		4,080		3,946
GNMA, Ser 2014-146, Cl GH
2.000%, 09/20/2029		3,215		3,068
GNMA, Ser 2014-149, Cl EA
2.000%, 10/20/2029		1,123		1,089
GNMA, Ser 2014-158, Cl A
2.000%, 10/20/2029		1,890		1,808
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044		124		24
GNMA, Ser 2014-55, Cl LB
2.500%, 10/20/2040		120		115
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		743		693
GNMA, Ser 2015-119, Cl ND
2.500%, 12/20/2044		1,329		1,237
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		32		–
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		18		–
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		798		154
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		568		85
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		64		–
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		533		516


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028	$	133	$	4
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		761		83
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		436		17
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		740		98
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		1,082		199
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		310		2
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		862		155
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		188		41
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		229		49
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		479		76
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		732		111
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		901		147
GNMA, Ser 2017-95, Cl PG
2.500%, 12/20/2045		415		386
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047		1,289		1,197
GNMA, Ser 2018-6, Cl CM
2.500%, 10/20/2046		4,306		3,879
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		2,249		417
GNMA, Ser 2019-132, Cl NA
3.500%, 09/20/2049		2,481		2,318
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		1,367		214
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		2,030		299
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		1,671		362
GNMA, Ser 2020-47, Cl AC
1.500%, 04/16/2050		3,571		2,912
GNMA, Ser 2021-215, Cl KA
2.500%, 10/20/2049		2,971		2,594
GNMA, Ser 2022-124, Cl HA
4.000%, 12/20/2048		1,096		1,069
GNMA, Ser 2022-34, Cl QJ
3.000%, 02/20/2052		2,561		2,338
GNMA, Ser 2022-75, Cl DA
4.000%, 09/20/2047		4,249		4,127


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2022-76, Cl GA
4.000%, 03/20/2052	$	4,810	$	4,630
GNMA, Ser 2022-87, Cl CA
2.500%, 09/20/2036		10,394		9,619
GNMA, Ser 2023-112, Cl NA
6.000%, 11/20/2052		1,230		1,236


				489,484
Total Mortgage-Backed Securities
(Cost $497,192) ($ Thousands)				489,484



U.S. TREASURY OBLIGATIONS — 20.8%
U.S. Treasury Inflation Indexed Notes
1.750%, 01/15/2034		3,866		3,793
1.375%, 07/15/2033		3,498		3,347
U.S. Treasury Notes
4.375%, 12/15/2026		47,475		47,684
4.000%, 02/15/2026		45,200		45,062
2.125%, 05/31/2026		31,400		30,414

Total U.S. Treasury Obligations
(Cost $130,355) ($ Thousands)				130,300



REPURCHASE AGREEMENTS(B) — 3.1%
BNP Paribas
4.850%, dated 10/31/2024 to be repurchased on 11/01/2024, repurchase price $9,801,320 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $30,249,773, 0.375% - 7.000%, 09/30/2027 – 09/01/2054; with a total market value $9,996,000)		9,800		9,800
Deutsche Bank
4.850%, dated 10/31/2024 to be repurchased on 11/01/2024, repurchase price $9,701,307 (collateralized by a U.S. Government obligation, par value $13,154,800, 2.875%, 05/15/2052; with a total market value $9,894,003)		9,700		9,700

Total Repurchase Agreements
(Cost $19,500) ($ Thousands)				19,500


Total Investments in Securities — 101.8%
(Cost $647,047) ($ Thousands)			$	639,284

	Percentages are based on Net Assets of $627,957 ($ Thousands).
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	Tri-Party Repurchase Agreement.

See “Glossary” for abbreviations.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 98.9%
Agency Mortgage-Backed Obligations — 98.9%
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.741%, 06/25/2027(A)	$	1,578	$	24
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.694%, 04/25/2030(A)		594		42
FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO
1.419%, 07/25/2030(A)		692		44
FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO
0.769%, 12/25/2030(A)		1,016		38
FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO
0.471%, 02/25/2036(A)		600		22
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.620%, 10/25/2026(A)		1,919		20
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		34		1
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		24		–
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		59		2
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		52		1
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		71		2
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		76		2
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		105		3
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		160		10
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		93		17
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047		167		130
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		172		152
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033		185		17
FNMA
8.000%, 03/01/2027 to 09/01/2028		4		4
7.000%, 09/01/2032		1		1
6.500%, 09/01/2032		13		13
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		10		–
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040		110		15


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027	$	13	$	–
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		79		2
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		63		5
FNMA REMIC, Ser 2014-68, Cl ID, IO
3.500%, 03/25/2034		187		8
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.017%, 04/25/2055(A)		65		2
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		9		–
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		49		10
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057		79		62
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		205		191
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048		49		43
FNMA, Ser 2019-M21, Cl X1, IO
1.455%, 05/25/2029(A)		908		36
FNMA, Ser 2020-M2, Cl X, IO
0.296%, 01/25/2030(A)		786		7
GNMA
8.000%, 07/15/2026 to 03/15/2032		29		30
7.500%, 02/15/2027 to 10/15/2035		25		25
6.500%, 02/15/2027 to 10/15/2038		105		111
6.000%, 04/15/2028 to 09/20/2054		428		432
5.500%, 01/15/2033 to 02/15/2041		452		460
5.000%, 06/15/2033 to 07/15/2052		894		894
4.500%, 08/15/2033 to 08/20/2049		1,473		1,435
4.000%, 03/20/2040 to 09/20/2048		1,573		1,493
3.875%, 05/15/2042 to 08/15/2042		585		554
3.500%, 03/20/2041 to 02/20/2049		2,056		1,872
3.000%, 04/20/2045 to 12/20/2050		1,625		1,440
2.500%, 09/20/2045 to 09/20/2051		2,399		2,042
2.000%, 08/20/2050 to 12/20/2050		2,225		1,819
GNMA TBA
2.500 – 6.500%, 11/15/2054		397		464
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		233		44
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		221		181
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		191		27
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		58		1
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		2		–
GNMA, Ser 2013-149, Cl LZ
2.500%, 10/20/2043		51		43


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2013-169, Cl ZK
2.500%, 11/20/2043	$	58	$	49
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		193		26
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043(B)		52		48
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		114		5
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		41		1
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		53		–
GNMA, Ser 2015-161, Cl GZ
3.000%, 11/20/2045		294		258
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		85		3
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		42		–
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		121		19
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		127		29
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		203		30
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		88		2
GNMA, Ser 2016-136, Cl PJ
3.500%, 01/20/2046		360		303
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046		97		15
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		197		21
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		285		11
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		198		26
GNMA, Ser 2016-49, Cl PZ
3.000%, 11/16/2045		250		179
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		127		1
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		292		53
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040		130		23
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		85		19
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047		80		67
GNMA, Ser 2017-163, Cl YA
2.500%, 11/20/2047		225		182
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		153		93


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047	$	148	$	32
GNMA, Ser 2018-1, Cl HB
2.500%, 01/20/2048		228		186
GNMA, Ser 2018-37, Cl BY
3.500%, 03/20/2048		200		176
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		117		18
GNMA, Ser 2020-115, Cl YA
1.000%, 08/20/2050		51		39
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035		344		17


				16,224
Total Mortgage-Backed Securities
(Cost $17,849) ($ Thousands)				16,224



U.S. TREASURY OBLIGATION — 0.6%
U.S. Treasury Inflation Indexed Notes
1.750%, 01/15/2034		102		100

Total U.S. Treasury Obligation
(Cost $99) ($ Thousands)				100



REPURCHASE AGREEMENT(C) — 2.4%
BNP Paribas
4.850%, dated 10/31/2024 to be repurchased on 11/01/2024, repurchase price $400,054 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $101,072, 2.475% - 6.500%, 06/01/2026 – 10/20/2054; with a total market value $408,001)		400		400
Total Repurchase Agreement
(Cost $400) ($ Thousands)				400


Total Investments in Securities — 101.9%
(Cost $18,348) ($ Thousands)			$	16,724

	Percentages are based on Net Assets of $16,417 ($ Thousands).
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(C)	Tri-Party Repurchase Agreement.

See “Glossary” for abbreviations.

Glossary (abbreviations which may be used in the preceding Schedules of Investments):

Portfolio Abbreviations

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

IO — Interest Only — face amount represents notional amount

MTN — Medium Term Note

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

TBA — To Be Announced

A list of the open futures contracts held by the Fund at October 31, 2024, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation(Thousands)
Long Contracts
U.S. 2-Year Treasury Note		1		Dec-2024	$	206		$	206		$	–


Short Contracts
U.S. 10-Year Treasury Note		(7)		Dec-2024	$	(801	)	$	(773	)	$	28
					$	(595	)	$	(567	)	$	28

A list of the open futures contracts held by the Fund at October 31, 2024, is as follows:

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)			Value (Thousands)			Unrealized Appreciation (Depreciation)(Thousands)
Long Contracts
U.S. 2-Year Treasury Note		1,076		Dec-2024	$	223,568		$	221,597		$	(1,971	)
U.S. Long Treasury Bond		13		Dec-2024		1,625			1,534			(91	)
						225,193			223,131			(2,062	)
Short Contracts
U.S. 5-Year Treasury Note		(147)		Dec-2024	$	(15,906	)	$	(15,763	)	$	143
U.S. 10-Year Treasury Note		(1,016)		Dec-2024		(115,383	)		(112,236	)		3,147
Ultra 10-Year U.S. Treasury Note		(310)		Dec-2024		(36,714	)		(35,263	)		1,451
						(168,003	)		(163,262	)		4,741
					$	57,190		$	59,869		$	2,679